Groundwork for the Admin -> Jobs cleanup. Three sources of truth collapse into
app/job_catalog.py, which imports nothing from app so both the scheduler and
admin_service can import it at module level (admin_service otherwise has to
import the scheduler inside functions to dodge a cycle).
PIPELINE_MEMBERS is now DERIVED from the four pipeline step lists instead of
being a literal set in admin_service duplicating four lists in scheduler.py with
nothing asserting they agreed. A test pins that the derivation reproduces the
previous hand-maintained 9 names exactly, so this is behaviour-preserving.
Deletes the private _JOB_NAMES list, which held 16 of the 19 jobs:
benchmark_collector, outcome_evaluator and shadow_book had no runtime row, and
so no "last run" line in the panel, until their first run in a given process.
_job_runtime is now seeded from the catalog, and a test pins the invariant.
Next-run is decided by category rather than by reading a timestamp. A pipeline
step has no schedule of its own, so it reports its parent's ("next via Morning
Pipeline in 3h") instead of nothing; a manual job says manual_only rather than
rendering a date. This also fixes a real bug: triggering a paused job set
next_run_time=now, APScheduler re-armed the 520-week backstop behind it, and the
panel displayed "next run in ~87600h". Two independent guards -- the category
rule, plus _visible_next_run dropping anything past a year -- and an APScheduler
listener that re-pauses steps and manual jobs once their run finishes. The
listener is registered at module level because configure_scheduler is called
more than once and add_listener does not deduplicate.
Migrates backtest and ticker_universe_sync from interval to cron (Sun 03:00 ET
and 01:00 ET). configure_scheduler calls remove_all_jobs() on every startup, so
an interval countdown restarts each deploy -- a 168h backtest needed a week of
uninterrupted uptime to fire even once. The codebase already documented this
pitfall as the reason cron was adopted; these two were never migrated. Both are
now editable in Admin -> Schedule.
Also: list_jobs went from one settings query per job (19) to one for all of
them, and data_backfill is hidden from the listing while staying registered and
API-triggerable.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Follows 5ea0785, which renamed the user-visible labels. This finishes the pass
so code, docs and operator output use one vocabulary: README (pipeline list,
route table, FRED row), the methodology doc title, .env.example and config
comments, the snapshot model / event-study / service / test docstrings, the
scheduler section headers and morning-pipeline docstring, the TopBar status
text ("bullish regime" -> "bullish trend"), and the four "Regime monitor:" log
prefixes.
Deliberately NOT changed, because "market regime" is also a standard finance
term and most occurrences are not this job: the backtest caveat "~6 months is
roughly one market regime" in backtest_service, README, BacktestPanel and every
generated reports/*.json; "a regime shift" in TrackRecordPanel; and the
capacity-bracket findings doc. Renaming those would have made the text wrong.
Also unchanged, being persisted or externally linked rather than wording: the
regime_monitor / market_regime job ids, the regime_quadrant_enabled setting key,
the /regime route, METHODOLOGY and the snapshot fields, the service/test module
filenames, and docs/research/regime-monitor-v3.md's path (referenced from commit
messages). The doc now carries a one-line note recording the old name and why
those identifiers still use it.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
"Market Regime" and "Regime Monitor" sat next to each other in Admin -> Jobs
(pipeline steps 4 and 5) reading as the same job. They are unrelated, and the
names had it backwards: "Market Regime" is the SPY 50/200 guard that drives the
TopBar trend dot and the counter-trend warning on setups, so it changes what a
setup shows; "Regime Monitor" is the observational AI/Tech thermometer that
explicitly feeds no trades. The more consequential job had the vaguer name.
market_regime "Market Regime" -> "Market Trend (SPY)"
regime_monitor "Regime Monitor" -> "AI/Tech Risk Monitor"
Display strings only. The job *ids* are persisted -- they key the pipeline step
list, cron config, runtime tracking and run history -- so they are untouched,
as is the /regime route, which keeps existing links working.
The label the admin UI renders comes from JOB_LABELS in admin_service (via
routers/jobs.py), not from the scheduler's APScheduler `name=`. Both are updated;
only the former is user-visible.
Carries the vocabulary through the rest of the surface so it does not half-land:
page title, nav ("Regime" -> "Risk"), the empty-state instruction that names the
job to run, the quadrant alert toggle, the morning-pipeline hint, and the
Telegram alert headline ("Regime quadrant change" -> "AI/Tech risk quadrant
change"). No test asserts any of these strings.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Three follow-ups from review of the A6 commits.
The cache-summary re-finalize raised a second durable system event on a failed
run: _runtime_finish emits for `error`/`rate_limited`, and the dedup key
includes the message, so "SEC unavailable" and "SEC unavailable · cache 511 · 2
score inputs changed" landed as two unacknowledged Admin events. Adds
`emit_event` so a re-finalize that only rewords an outcome stays silent, with a
regression test asserting exactly one event.
The rollback section still claimed disabling the SEC job freezes the cache — the
opposite of what the same page says two lines earlier, and of what the code now
does. Rewritten: there is no Admin cache-off switch, restoring `fundamental_data`
alone is temporary because the next run rebuilds it from the same snapshots and
code, and a real freeze means stopping the service.
Remaining "shadow" wording: the two import jobs have never been shadow since
activation, so `_run_shadow_import` -> `_run_source_import`, its section heading,
the deployment doc's job label, and the plan doc's "production switch remains"
handoff paragraph are all brought up to date.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The runtime message only appended the cache summary when the import itself
completed. On a deferred, failed or source-locked run Admin → Jobs showed just
the import outcome, so an operator had no signal that `fundamental_data` had
advanced — contradicting the claim now made in the docstring, the schedule hint
and the deployment doc.
The import status still varies and stays the headline; the cache summary is
appended to all of them. Adds a source-locked regression test.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The A5 cutover has been on and observed in production, so SEC Company Facts +
DoltHub earnings are already the live source for `fundamental_data`. This
removes everything the legacy path still occupied.
Gone: the three providers and their config/env keys; the weekly
`fundamental_collector` job; the cutover toggle (SEC + Dolt is now the
unconditional path, so `off` can no longer silently freeze scoring inputs); the
A5 parity report, whose deltas became structurally zero once the candidate
builder started writing the table it compared against; and the FMP tier of
universe bootstrap.
Two behavioral notes:
- Disabling **SEC Fundamentals Import** now stops the SEC network fetch only.
The local cache refresh moved outside the job-enable check, because candidates
also derive from daily closes and earnings events — freezing those on an
ingestion pause would stale scoring with no fallback left to recover from.
- `/ingestion/fetch?sources=fundamentals` still accepts the key and reports
`skipped`; there is no per-ticker fetch any more.
Migration 029 does not blanket-delete the leftover settings rows. Migrations run
before the service restart, and pre-A6 code reads an absent `job_*_enabled` row
as *enabled* — so the two behavior-bearing keys become tombstones pinned to safe
values (hidden in Admin) and only the inert three are deleted. Removing the
provider keys from the production `.env` is the matching rollout step.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
A manually triggered rr_scanner and the scheduled near-close pipeline are
separate APScheduler jobs; max_instances=1 serialises a job only against
itself, so they can overlap. A manual scan starting just before the
pipeline can finish just after it began and overwrite the scan markers.
Its completion timestamp is then later than the pipeline start, so the
previous 'completed >= pipeline_start' check accepted its batch as though
it were the pipeline's own -- exactly when the pipeline's scan may have
failed.
Replace the timestamp comparison with an exact run-id match. A new
pipeline_run module holds a per-task run-id contextvar (separate module so
the scanner and scheduler import it without a cycle). _run_pipeline binds a
fresh id per invocation; scan_all_tickers stamps that id -- or a fresh one
when run standalone -- into the scan markers, written with started/completed
in a single commit. The shadow step requires the stored run id to equal its
pipeline's id exactly, so a concurrent manual scan (its own id) or a failed
pipeline scan (a prior run's id) can never be mistaken for it. Direct Admin
triggers have no pipeline context and keep the freshness fallback.
Known residual: the id match governs whether shadow proceeds; setup
selection remains detected_at >= scan start, so a fully per-run setup
isolation would need a run_id column on trade_setups (not required here).
Tests cover the reported race (manual scan finishing last is refused), a
failed pipeline scan, the id-match accept path, and contextvar propagation
and non-leakage across tasks.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A 6-hour freshness window proves only that some scan ran recently, which a
manual mid-day scan satisfies. Scenario: a manual scan succeeds at 13:00;
the 15:30 near-close pipeline's scan step is disabled or fails; at 15:30
the 13:00 completion is still 'fresh', so the shadow step trades that
earlier batch despite no successful scan in the current pipeline.
_run_pipeline now records its start in a per-task contextvar, visible to
the steps it awaits. run_shadow_book reads it and requires the scan
completion marker to be at/after the pipeline start, so a scan that failed
or was disabled in this pass (marker left at a prior run, before the
pipeline began) cannot be substituted by an earlier manual scan. A direct
Admin trigger has no pipeline context and falls back to the freshness
window -- an explicit operator action, not an automated one.
Tests pin the reported case: a fresh manual scan predating the pipeline
start is refused; the pipeline's own post-start scan is accepted.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Review of the shadow book found seven ways the two books could leak into
each other; all are fixed here. The most serious silently invalidated the
comparison the shadow book exists to make.
- Shadow holdings no longer suppress the manual candidate list. The
open-trade exclusion filtered on any book, so shadow taking the
top-ranked names removed exactly those from the user's list and alerts,
confining the discretionary book to leftovers. Scoped to the manual
book. Closed-trade alerts and paper-book equity were leaking the same
way and are likewise scoped.
- Shadow sizing now matches _simulate_portfolio: min(1% risk, 20% notional
cap, available cash) from marked equity, plus the sub- dust guard.
Previously risk-only from realized equity, so a tight stop produced a
multiples-of-equity leveraged position the strategy would never take.
- Shadow only trades setups from the scan that just ran (<6h old) with one
setup per ticker. A failed or disabled scan step could otherwise open
positions from a prior session at stale prices.
- Gate-reset transitions are observed for both books, so a shadow stop-out
completes fail -> requalify instead of staying locked forever.
- Manual list/close endpoints default to the manual book and reject
hand-closing shadow trades; the performance endpoint is scoped to the
caller so 'your picks' is not every user's book.
- run_shadow_book is registered as a paused job so Admin can trigger it.
Also anchors three pre-existing paper-trade tests (and the new alpaca
window test) on the UTC date. They build fixtures from the local date but
the service stamps opened_at in UTC, so they failed only between 00:00 and
02:00 in a UTC+hh timezone -- latent on ba2df8b, exposed by the clock.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The manual paper book only contains trades taken by hand, inside a 20
minute window, on days someone was available. The backtest that validated
this strategy auto-takes the top-ranked qualified setups up to capacity
every session. The forward record was therefore measuring strategy plus
discretion plus availability -- and degrading silently on busy days.
The shadow book closes that gap: it mirrors the backtest's selection rule
(top strategy_rank qualified, up to capacity, 1% fixed-fractional risk)
and shares the manual book's exit policy, so the only difference between
the two books is which setups get taken. Selection ordering reuses the
strategy_rank the scanner already stores rather than recomputing it, so
the two cannot drift apart. It runs as a near-close pipeline step right
after the scan, marking entries at the same prices a human would see.
Gate-reset re-entry state is now scoped per book -- the books diverge as
soon as their entries differ, and each must see only its own stops.
Performance view rewritten around the comparison:
- three series (shadow, manual, SPY) from a new endpoint
- SPY changes from a per-trade cost-basis counterfactual to plain
buy-and-hold %, since one line has to serve two books
- headline stats are R-multiples, not currency: the books size
differently, so only R compares across them
- configurable start date, because the strategy has been revised
repeatedly and pre-cutover trades ran under rules that no longer
exist
Migration 024 also repairs the numeric weekday crons written by 023,
rewriting only rows still holding the broken form so hand-corrected
settings survive. Its literals are inlined because bound parameters
render as NULL under 'alembic upgrade --sql'.
The shadow book is opt-in and writes nothing until enabled. Verify its
first selections match a backtest of that day's cross-section before
trusting any point on the curve.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Two independent bugs left the near-close scan running on the previous
session's close, silently degrading live execution to the stale_close
floor (~1.57 Sharpe) instead of the intended ~1.77 close-fill case.
1. OHLCV window never covered the current day. Daily bars are stamped at
session start (04:00Z under EDT), so an end of midnight-on-end_date
landed before that day's bar and dropped it. Widening the window alone
fails the whole request with 'subscription does not permit querying
recent SIP data', so end is also clamped to now-20min. Today's bar is
now returned, roughly 20 minutes behind live -- within the staleness
the near-close design already assumed.
Intraday runs therefore store a partial bar and ingestion progress
reaches today, which made incremental resume skip the after-close
refresh entirely. collect_ohlcv_final() re-pulls the last sessions so
the consolidated bar overwrites the partial one before outcome eval.
2. APScheduler's from_crontab() passes day-of-week to its own field where
0=Monday, so '1-5' meant Tue-Sat: every Monday was skipped and the
scanner ran Saturdays on stale data. Weekday schedules now use names.
Stored settings already corrected via Admin; this fixes the defaults.
Tests cover both: today's bar inside the window, the delayed-data clamp,
historical windows untruncated, and a week of fire times asserting Monday
is present and weekends are not.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Regime is computed at 02:00 ET; without a morning alert pass, quadrant
changes waited until 15:30. Dispatcher is change-driven so quiet days stay
quiet. Drop unused alerts_frequency config.
Move the only qualifying R:R scan to 15:30 ET with chained Telegram alerts,
put outcome eval after a final-bar OHLCV fetch, enforce NY trading-day
requalify semantics, stamp paper trades fill_mode=near_close, and migrate
stored schedule_* keys to America/New_York.
Persist job and ingestion warnings/errors for 7 days, surface a dismissible top-nav badge, treat stale OHLCV as a warning (e.g. ticker renames), and show market bar age on the ticker freshness chip.
Three usability fixes:
1. Global ticker search in the sidebar (TickerSearch) — typeahead over the
tracked universe that opens a ticker's detail page without adding it to the
watchlist. Also wired into the mobile nav.
2. Watchlist table shows the ticker's 12-1 momentum percentile (the top-pick
selector) instead of the noisy full S/R-level list. Enriched from the setup
already loaded in watchlist_service._enrich_entry — no extra query.
3. Alpha vs the S&P 500 on paper trades (open + closed). New benchmark_prices
table + benchmark_service store SPY daily closes (a standalone series, not a
Ticker, so it never enters the scanner / momentum ranking / rankings) via a
new daily-pipeline step. paper_trade_service computes per-trade
benchmark_return / alpha_pct / alpha_usd over each holding period; the open-
trades table, dashboard, and closed-trades panel surface per-trade and total
alpha. The list read path never makes a provider call.
Deploy: alembic upgrade head, then run the benchmark/daily job once to populate
SPY closes (alpha shows "—" until then).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Tiered, uncapped sentiment scope so the names that matter are never shown
without sentiment.
- Priority (always fully refreshed): top-pick feeders — momentum leaders with a
tradeable long setup over the R:R floor (the tickers that are, or could become
with positive sentiment, the dashboard top pick) — plus the curated watchlist
and open paper trades.
- Filler: top-N by composite, a discovery net, fetched after the priority set so
a mid-run rate limit lands the important names first.
- Removed the per-run cap (sentiment_max_per_run): the relevant set is naturally
bounded (watchlist <= 20, composite <= top_composite), so a full refresh stays
inside the free tier. extra="ignore" keeps a stale env var from breaking startup.
- Refresh window 72h -> 120h (5 days): sentiment shifts slowly, score window is 7d.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Adds a leading-by-construction candidate and the harness to measure whether it
actually leads regime breaks, before any of it earns weight in the live index.
- breadth_service: % of the stored universe above its own 200-DMA + a divergence
score (benchmark price up while breadth falls, nudged by low breadth). Genuinely
leading because it keys on divergence, not level. Not wired into the live score.
- event_study_service: detect drawdown events on the benchmark, then measure each
indicator's median lead time (event-centered) and precision/recall vs. the base
rate (signal-centered). Compares breadth-divergence against the deterministic
coincident price composite (reuses the regime price sub-scores). Price/breadth
only — reproducible, no LLM/FRED.
- Manual "Event Study" job (Admin → Jobs), GET /regime/event-study, and an
inline early-warning panel on the Regime tab with an honest small-sample caveat.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
A new /regime tab scoring how far the AI/Tech bull regime has deteriorated
toward a re-rating as a single 0-100 index with per-signal breakdown and a
7/30-day trend. Intentionally decoupled: nothing reads its output to gate or
score trades — the daily-pipeline membership is scheduling only.
- regime_monitor_service: price sub-scores (P1-P6 via Alpaca, like
market_regime), VIX + HY credit spreads via a small FRED helper, weighted
aggregation over available signals (missing source -> n/a, dropped from the
denominator), one snapshot row/day, and a ~90-day history backfill by
replaying the already-fetched series as-of each past day.
- F1/F3 fundamentals proposed by the configured grounded LLM (reuses
sentiment_provider_service config resolution), with a manual override + lock.
- regime_snapshots table (migration 011); endpoints on the existing market
router; admin-editable weights/threshold; standalone /regime page.
Data needs: prices via Alpaca, VIX/credit via FRED (optional key — signals show
n/a without it). No LLM needed for history.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Qualified setups could carry no sentiment because the sentiment job scoped
its relevant-set to watchlist + open trades + top-N composite score, while
the activation gate qualifies on 12-1 momentum percentile — a different axis.
A top-momentum ticker outside the composite top-N never got sentiment, so the
R:R scan enhanced it as neutral.
Add the gate's momentum leaders (percentile >= activation min_momentum_percentile)
to the sentiment relevant-set so scope tracks the gate. Best-effort: a momentum
or config failure falls back to the base set rather than aborting collection.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Behavior-preserving cleanup (345 tests pass, ruff clean):
- scheduler: replace 62 inline logger.x(json.dumps({...})) calls with a
_log_event helper, and collapse 11 identical _job_runtime dicts into an
_idle_runtime() factory over _JOB_NAMES.
- settings: add app/services/settings_store.py (get_setting/get_value/get_map/
upsert_setting) and route ~13 hand-rolled SystemSetting queries + two
identical _settings_map helpers through it.
- scoring.get_rankings: collapse the per-ticker N+1 (3-4 queries + a commit each)
into 2 bulk reads + a single conditional commit; drop the redundant re-fetch.
Lazy recompute-on-read is preserved. Adds first tests for get_rankings.
Net ~ -245 lines across the touched modules.
Two changes so the cross-sectional signal results can actually be trusted.
(a) History depth — the binding constraint. Ingestion defaulted to 365 days, so
long-lookback factors (12-month momentum, 52-week high) were only computable on a
handful of weeks at the tail, and every IC reflected a single market regime.
- New `settings.ohlcv_history_days` (default 1825 ≈ 5y); new tickers backfill this
far instead of 1 year.
- New manual "data_backfill" job (Admin → Jobs) re-fetches the full window for
every ticker, ignoring incremental resume — run once to deepen existing
1-year histories. Idempotent (upsert); resumes after rate limits.
(b) Factor-IC honesty. The IC was averaged over weekly rebalances whose 30-day
forward windows overlap, inflating the t-stat ~sqrt(6)x.
- IC now measured on NON-OVERLAPPING windows (weeks thinned to ~HORIZON apart).
- Each signal carries a `reliable` flag (>= 12 independent windows); BacktestPanel
greys out and de-stars thin signals so a lucky 9-week IC of 0.3 can't masquerade
as an edge.
332 backend tests pass; frontend build clean. No migration (config + job + an
added JSON field on the cached backtest report).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Diagnosing "no qualified signals for 5 days": setups were generated but none
qualified. The gate required BOTH a high min_rr (2.0) AND a high
min_target_probability (60), which became contradictory after the Jun-15
probability recalibration — probability already embeds R:R via the 1/(rr+1) ruin
term, so high-R:R targets are inherently low-probability and nothing cleared both.
Gate is now expected value (R): p*rr - (1-p) from the primary target's
probability. R:R and confidence stay as floors; high-conviction / exclude-conflicts
/ min-target-probability become optional tighteners (default off). Defaults:
min_expected_value=0.15, min_rr=1.2, min_confidence=55. EV is only enforced when
computable. Migration 009 clears stored activation_* rows so the new defaults
apply. Backtest sweeps min_expected_value instead of target probability.
Scheduling: pipelines are now cron-configurable in Admin -> Jobs. daily_pipeline
(full, default 0 7 * * *) plus a new light intraday_pipeline (OHLCV + outcome eval,
default hourly US session) that keeps prices/live-R:R current without setup churn.
Fundamentals on its own early weekly cron. Timezone configurable (default
Europe/Berlin). Moving interval->CronTrigger also fixes the restart-deferral bug
where an interval job's countdown resets on every process restart.
319 backend unit tests pass; frontend tsc clean.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Pulled the fundamental collector out of the daily pipeline (where it re-fetched
near-identical numbers every day and burned free-tier API quota) and made it an
independent weekly job. P/E/market-cap drift with price but the score buckets
them coarsely; revenue growth and earnings surprise only change at quarterly
earnings. Added "weekly" to the frequency map; fundamental_fetch_frequency now
defaults to weekly (configurable).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Jobs were independent 24h timers with no ordering, so the scanner could run on
stale OHLCV, and manual runs desynced the offsets. New daily_pipeline job runs
the data→signal flow in dependency order: OHLCV → fundamentals → sentiment →
R:R scan → outcome eval (+paper close) → market regime. Each step keeps its own
enable flag and runtime status; a failing step is logged and the pipeline
continues.
The member jobs are registered PAUSED (no auto-fire) so they only run via the
pipeline — but stay manually triggerable from Admin → Jobs (shown as "runs in
daily pipeline"). Alerts (hourly), ticker universe sync, and backtest keep their
own independent cadence.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
resolve_open_trades walks the daily bars after each open trade and closes it at
the target (target hit) or stop (stop/ambiguous), leaving undecided trades open.
Runs nightly inside the outcome evaluator (so it's coordinated with fresh OHLCV)
and on its manual trigger. New "My Trades" section at the top of Signals → Track
Record shows realized hit-rate, expectancy (avg R), total R, total P&L, and a
closed-trades table — your actual results, separate from the theoretical signal
record below it.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Richer LLM output (same grounded call, ~no extra cost):
- All providers now also return a recommendation (buy/hold/avoid) and a thorough
reasoning paragraph; Gemini now actually captures reasoning + grounding
citations (it was dropping them). Stored on sentiment_scores (migration 008),
exposed in the API; display-only — NOT fed into the composite/EV.
- Ticker Sentiment panel shows an "LLM view" badge and a "Full analysis & sources"
expander with the complete reasoning + citations.
Search-budget scoping (Gemini grounding free tier = 5000/mo):
- collect_sentiment now targets only watchlist + open paper trades + top-N by
composite, skips tickers refreshed within sentiment_fresh_hours (72h), and caps
per run (sentiment_max_per_run). Once the relevant set is fresh, runs spend 0
searches until it ages out — bounding monthly usage well under the free tier.
- Widened sentiment lookback to 7d (scoring + display) so sparser collection
still feeds the dimension score.
Deploy: alembic upgrade (sentiment_scores.recommendation). Switch provider to
Gemini Flash in Admin for the cost win (grounded, cheapest).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Replays the price-derived engine over stored OHLCV: at each weekly as-of date,
rebuild the setup from bars <= D (no lookahead) and walk the actual forward bars
for the realized outcome. Reports realized hit-rate/expectancy of qualified
setups (and all setups, by direction) plus a probability calibration curve
(predicted target prob vs realized hit rate).
Reuses pure functions throughout; extracted compute_technical_from_arrays /
compute_momentum_from_closes from scoring_service so live and backtest stay in
sync. Runs as a weekly/triggerable 'backtest' job caching the report in a
SystemSetting; GET /backtest/report serves it. Sentiment/fundamentals held
neutral (no point-in-time history) — calibrates the price/S-R/probability machinery.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Finnhub's earnings calendar now supplies next_earnings_date through the
fundamentals chain; persisted on fundamental_data (migration 006) and exposed in
the fundamentals API. The recommendation panel warns when earnings fall within
the ~30-day target horizon (a report can gap price through stop/target) and
otherwise shows the next date. Informational only.
Deploy: run alembic upgrade (new fundamental_data.next_earnings_date column).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
New market_regime_service computes a benchmark (SPY) trend from its 50/200-day
SMAs, cached in a SystemSetting and refreshed by a nightly job; GET /market/regime
exposes it. Dashboard shows a regime banner; setup cards flag a counter-trend
caution when a setup fights the regime (LONG in a bearish market / SHORT in a
bullish one). Informational only — nothing is suppressed.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Root cause of "price plan needed in bulk but fine on manual reload": on free
tiers FMP returns only market cap (others 402) and the chain merged that as a
partial success — so when the Finnhub/Alpha Vantage fallbacks were rate-limited
during a bulk run, the chain silently returned market-cap-only and the
collector's backoff never engaged. Manual single fetches worked because the
fallbacks weren't throttled at that moment.
Fixes:
- Chain distinguishes RateLimitError from other failures: if a fallback is
rate-limited and fields are still missing, raise RateLimitError (unless
allow_partial=True) so the collector backs off and retries.
- Bulk job paces requests (fundamental_request_spacing_seconds, default 3s) to
stay under Finnhub's ~60/min, and on retry-exhaustion stores partial data and
continues instead of aborting the whole run.
- Manual fetch passes allow_partial=True so a lone 429 doesn't fail the refresh.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Closes the action loop — instead of polling the dashboard, the platform pushes
actionable signals to Telegram. New hourly 'alerts' job dispatches four
toggleable triggers, deduped via a new alert_log table (cooldown-based for
qualified/S-R/digest, watermark-based for score deterioration). Admin → Settings
gains a Telegram panel (write-only bot token, chat ID, per-trigger toggles, Send
Test). Credentials follow DB > env precedence (TELEGRAM_BOT_TOKEN / _CHAT_ID).
Backend: alert_service + AlertLog model + migration 005, scheduler job, admin
endpoints/schema. Frontend: AlertSettings panel, hooks, api, types.
Deploy: run alembic upgrade (new alert_log table).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
AsyncIOScheduler was constructed with no job_defaults, so APScheduler's default
misfire_grace_time of 1s applied. In this single-process app the scheduler shares
one event loop with the API and all other jobs, so when a daily job came due
while the loop was busy (e.g. the scanner mid-run), the fire was processed >1s
late, flagged a misfire, and skipped — while next_run still advanced 24h, making
the job look healthy though it never ran. Set a generous grace window (1h),
coalesce missed runs into a single catch-up, and cap concurrency at 1.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
scan_rr set the total then called scan_all_tickers as one opaque await, so the
runtime snapshot's processed count stayed 0 until the whole scan finished and
jumped straight to 100%. scan_all_tickers now takes an optional progress_callback
invoked per ticker; the scheduler wires it to _runtime_progress so the sidebar's
live indicator advances as tickers are scanned.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Make "qualified" mean an edge candidate, not just R:R + confidence.
The gate now also requires (all admin-configurable, defaults on):
- high conviction: recommended_action LONG_HIGH / SHORT_HIGH only
- clean read: risk_level Low (no contradicting signals)
- probable primary target: best target probability >= min (default 60)
- Shared predicate: app/services/qualification.py +
frontend/src/lib/qualification.ts (mirrored)
- Activation config extended (min_target_probability,
require_high_conviction, exclude_conflicts) with bool-aware
get/update + validation
- /trades/performance switched to ?qualified_only=true, applying
the full gate server-side; confidence breakdown stays unfiltered
- Dashboard "Qualified", Signals "Qualified only" toggle, and
Track Record all use the one gate; Admin gains the new controls
Sentiment provider runtime config (prior change) included.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Closes the feedback loop on R:R scanner signals:
- Nightly outcome_evaluator job replays unresolved setups against daily
OHLCV bars: target_hit / stop_hit / ambiguous (same-bar, counted as
loss) / expired after OUTCOME_EVALUATION_MAX_BARS (default 30)
- Migration 004: evaluated_at + outcome_date on trade_setups
- GET /trades/performance: hit rate, expectancy (avg R), total R with
breakdowns by direction, recommended action, and confidence bucket
- New Performance page (stat cards, breakdown tables, Evaluate Now,
methodology disclosure) wired into sidebar and mobile nav
- 17 new unit tests for evaluation logic and stats aggregation
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
