Production strategy change based on the July 2026 backtest: paper trades now default to a 30-trading-day hold with the initial stop (classic momentum hold-and-rerank), while target and trailing exits remain available in Admin. The exit policy API/UI now carries hold_days and close_reason can be 'time'.
The activation confidence floor default is now 0/off because the gate ablation showed it added no per-trade edge while filtering out usable setups. Migration 015 clears stored activation_min_confidence and paper_exit_mode so the new defaults take effect; this intentionally resets Track Record comparability from this deploy.
Verification: 451 backend tests pass, ruff check app/ clean, frontend npm run build clean.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Store an optional company name on Ticker (migration 014) and backfill it from
Alpaca's asset list in a single Trading-API call for the whole universe — no
per-ticker fetch. Runs automatically at the end of universe bootstrap and via a
manual "Backfill Names" button (admin) / POST /admin/tickers/backfill-names.
The name ships on /tickers; a shared symbol→name map (useTickerNames) lets any view
show it without its own request. Displayed subtly next to the symbol — in the global
search, the ticker header, and as a small muted line under the symbol in Top Setups
and Open Trades (no extra column, truncated so it never widens the table).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
get_score computed base_score / sentiment_score / sentiment_adjustment /
max_sentiment_adjustment, but the router's _map_composite_breakdown built the
response model from only the five original keys and silently dropped the rest — so
the API always returned null for them. That's why the ticker page showed neither the
"Composite = Base + Sentiment" caption nor the ± marker on the sentiment row despite
the frontend and scoring service both supporting it. Pass the fields through, with a
guard test so they can't be dropped again.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Applies the backtest-validated trailing stop to live paper trading, and surfaces
it transparently.
Exit (A):
- New paper-trade exit policy (paper_exit_mode=trailing, paper_trailing_pct=12),
tunable in Admin → Paper-Trade Exit. resolve_open_trades runs a trailing stop
(initial stop as floor, ratchets up from the peak; target ignored — the
validated rule) and records close_reason (trailing|stop|target|manual; +migration
013).
- list_trades enriches open trades with the live trailing-stop level + distance %.
Open Trades panel shows the active tactic and a Trail Stop column.
Alerts (B):
- Daily digest now lists open trades with unrealized gain, trailing stop, and how
far away it is.
- New "trade closed" alert: one summary per auto-close (trailing/target/stop, not
manual) — direction, reason, days held, P&L abs+%/R — covering wins AND
stop-loss losses. Deduped by trade id; toggle in Admin alerts.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Fetching a symbol the provider doesn't cover (e.g. RHM/Rheinmetall — Alpaca
serves US listings only) returned 0 bars but reported "complete · Successfully
ingested 0 records", which the UI showed as green success.
fetch_and_ingest now returns a distinct `no_data` status when the provider
returns nothing AND the ticker has no history (vs. "already up to date" when bars
exist). The fetch endpoint maps it to a `warning` source status, and the fetch
toast renders it as ⚠ with the provider message instead of success.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Plots the index, early-warning, and combined scores over time beneath the live
gauges, with a 1M/3M/6M/All range toggle and band reference lines — so the trend
and any divergence between the scores is visible, not just today's snapshot.
- Backend: GET /regime/history + get_regime_history (the three scores per
snapshot date from regime_snapshots).
- Frontend: recharts line chart, lazy-loaded so recharts ships in its own
regime-tab chunk instead of nearly doubling the main bundle.
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>
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>
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>
New paper_trades table (migration 007) + service/router. "Mark as taken" on each
setup card (shares prefilled from position sizing, entry from current price, both
editable) records a simulated trade. Overview gains an Open Trades table that
marks each position to the latest close — P&L in $, %, and R-multiples — with a
total unrealized P&L footer and a Sell button to close at the current price.
Closed trades are retained for future realized-P&L reporting.
Deploy: alembic upgrade (new paper_trades table).
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>
Track Record: new "Reset" action (POST /admin/track-record/reset) deletes all
trade setups so stats start fresh after material scoring/setup changes — live
setups regenerate on the next scan. Guarded by a confirm dialog.
Recommendation config: remove distance_penalty_factor, which was exposed in the
admin UI but consumed nowhere (the touch-probability model superseded it). A
knob that silently does nothing is worse than no knob. Remaining defaults are
left as-is — they're reasonable, and the honest way to tune them is backtesting
against accumulated outcomes, not invented "researched" numbers.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Scores never updated ("101d ago"): get_score only recomputes stale/
missing dimensions, but nothing marked them stale on new data, and there
was no scheduled scoring job.
- Fetch endpoint force-recomputes dimensions + composite.
- Scheduled scan (scan_all_tickers) refreshes scores per ticker, so
scores stay current globally, not just on manual fetch.
Granular fetch: /ingestion/fetch accepts a sources filter; the freshness
bar gets a per-row refresh button (OHLCV/Sentiment/Fundamentals fetch
that provider only — marked paid; S/R/Scores recompute for free). Header
button is now "Fetch All".
Job visibility: GET /jobs/running (any user) + sidebar live indicator
showing running scheduled jobs with progress, polled every 10s.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Providers (admin-switchable, no redeploy):
- DeepSeek and any OpenAI-compatible endpoint (OpenRouter, Together,
Groq, local Ollama) via a generic Chat Completions adapter + base_url
- xAI Grok with Live Search (search_parameters web+X, citations) —
grounded tier alongside OpenAI and Gemini
- DeepSeek / generic compatible endpoints are ungrounded (no web
search); UI shows an amber warning and labels each provider's grounding
- Optional env fallbacks DEEPSEEK_API_KEY / XAI_API_KEY
UI: replace native <select> (unstyleable white popup on Windows) with a
custom dark Dropdown component everywhere — sentiment provider, scanner
filters, market sort, indicators, admin universe, user role.
Co-Authored-By: Claude Fable 5 <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>
Admin-configurable thresholds (min R:R, default 2.0; min confidence,
default 70%) defining what counts as an actionable signal:
- Admin Settings: new Activation Thresholds panel
(GET/PUT /admin/settings/activation)
- GET /trades/activation exposes values to all users with access
- Signals/Setups: filters initialize from activation values
- Track Record: "Qualified signals only" toggle (default on) via
min_rr/min_confidence params on /trades/performance; the
confidence breakdown always covers the full population so the
thresholds can be validated against outcomes
- Dashboard: "Qualified" metric and qualified-first Top Setups
- Outcome evaluator unchanged: every setup is still evaluated
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>
dennisthiessen
Dennis Thiessen