3 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessen	b0e33e1606	fix: align production defaults and close review parity gaps ... Ship greenfield min_rr=2.0 and conf=0, read-only Structural S/R, indicator cache invalidation, and UI/gate language that treats GTL as screening not exit. Align strategy_rank missing-vol fallback live vs backtest, single-source PRIMARY_TARGET_MIN_RR, expand prod parity tests, and drop dead FE clients.	2026-07-18 13:03:22 +02:00
dennisthiessen	aadec7d403	promote residual momentum ranking	2026-07-02 21:00:39 +02:00
dennisthiessenandClaude Opus 4.8	605f95098c	momentum gate: long-only + wire the percentile onto live setups ... Part 1 — long-only. The momentum edge is long top-momentum; the gate was qualifying shorts on high-momentum names (fighting the trend), which showed as the -0.13R Short(qual.) drag. While the gate is active, shorts no longer qualify (backend qualification, backtest _momentum_qualifies, and the frontend mirror). Part 2 — production wiring. Live setups now carry a real momentum rank, so the dashboard, the Track Record's qualified stats, and outcome evaluation all gate on the same value instead of deferring to floors: - new momentum_service.compute_momentum_percentiles: 12-1 momentum per ticker, ranked across the universe into a {symbol: percentile} map. - the daily R:R scan ranks the universe up front and stores each setup's percentile (new trade_setups.momentum_percentile column, migration 010). - enhance_trade_setup mutates the same row, so the percentile is preserved; _trade_setup_to_dict + TradeSetupResponse expose it to the API. Until a fresh scan runs, pre-existing setups have a null percentile and the gate falls back to floors for them (longs) / excludes them (shorts) — they fill in on the next scan. 341 backend tests pass; frontend build clean. Needs the alembic upgrade (migration 010) on deploy. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-24 07:07:38 +02:00