Drop over-progressed setups via live R:R; refresh trades on fetch

Answers "why does a too-far-progressed setup still show": setups are only
recalculated by the scheduled R:R scan and manual fetch; at creation
entry == current price (0% progress), so over-progression is a
between-scans drift effect and must be judged at read time.

- /trades now attaches current_price (latest close per ticker).
- Qualification drops setups whose R:R recomputed from the current price
  falls below min_rr — i.e. price already ran toward target (reward
  consumed) or through the stop. Reuses the existing min_rr threshold
  instead of a separate progress %; far cleaner (a 3:1 is already ~1:1
  by 33% progress). Skipped for historical setups (no current_price).
- Fix: useFetchSymbolData now invalidates the trades queries, so a fetch/
  recompute actually refreshes confidence/setups in the UI (was the cause
  of the stale 100% confidence lingering after recompute).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

frontend/src/hooks/useFetchSymbolData.ts

@@ -40,6 +40,9 @@ export function useFetchSymbolData(options: UseFetchSymbolDataOptions = {}) {
       queryClient.invalidateQueries({ queryKey: ['fundamentals', symbol] });
       queryClient.invalidateQueries({ queryKey: ['sr-levels', symbol] });
       queryClient.invalidateQueries({ queryKey: ['scores', symbol] });
+      // Fetch re-runs the scanner → setups/confidence change. Refresh both the
+      // per-ticker trades (['trades', symbol]) and the Overview list (['trades']).
+      queryClient.invalidateQueries({ queryKey: ['trades'] });
 
       if (invalidatePipelineReadiness) {
         queryClient.invalidateQueries({ queryKey: ['admin', 'pipeline-readiness'] });

frontend/src/lib/qualification.ts

@@ -13,12 +13,25 @@ export function primaryTargetProbability(setup: TradeSetup): number | null {
   return setup.targets?.length ? bestTargetProbability(setup) : null;
 }
 
+/** R:R recomputed from the current price (0 if no reward/risk left). */
+export function liveRiskReward(setup: TradeSetup, currentPrice: number): number {
+  const reward = setup.direction === 'long' ? setup.target - currentPrice : currentPrice - setup.target;
+  const risk = setup.direction === 'long' ? currentPrice - setup.stop_loss : setup.stop_loss - currentPrice;
+  if (reward <= 0 || risk <= 0) return 0;
+  return reward / risk;
+}
+
 /**
  * Whether a setup clears the activation gate. Mirrors the backend predicate in
  * app/services/qualification.py — keep the two in sync.
  */
 export function qualifiesSetup(setup: TradeSetup, config: ActivationConfig): boolean {
   if (setup.rr_ratio < config.min_rr) return false;
+  // Live R:R from current price — drops setups whose price has already run
+  // toward target (reward consumed) or through the stop.
+  if (setup.current_price != null && liveRiskReward(setup, setup.current_price) < config.min_rr) {
+    return false;
+  }
   if ((setup.confidence_score ?? 0) < config.min_confidence) return false;
   if (config.require_high_conviction && !HIGH_CONVICTION_ACTIONS.has(setup.recommended_action ?? '')) {
     return false;

frontend/src/lib/types.ts

@@ -130,6 +130,7 @@ export interface TradeSetup {
   actual_outcome: string | null;
   outcome_date: string | null;
   evaluated_at: string | null;
+  current_price: number | null;
   recommendation_summary?: RecommendationSummary;
 }