Fires once when the regime monitor shifts quadrant (regime index x early
warning), so you don't have to watch the tab. Two guards against spam:
- Hysteresis: each axis only flips once the value crosses its divider by a
margin, so a point parked on a boundary keeps its quadrant instead of
flip-flopping day to day.
- Cooldown: a genuine change stays quiet for a few days after the last alert.
Seeds the baseline silently on first run; reuses the existing Telegram dispatch
+ AlertLog. New per-trigger toggle in Admin → Alerts (on by default).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
min_target_probability is gone: it filtered on the probability model the
calibration has repeatedly shown to be weak and overconfident, it was redundant
with the momentum gate, and as an off-by-default knob it just invited bad tuning.
Removed from the backend gate, activation config/schema, the frontend mirror
(qualifiesSetup / activationSummary), and ActivationSettings. The probability
model stays where it does real work (primary-target selection + display).
Charts: with multi-year history the all-bars default was unreadable. Added
time-range presets (1M / 3M / 6M / YTD / 1Y / 3Y / 5Y / All), defaulting to 1Y;
clicking a preset always re-applies (snaps back after a manual zoom). Y-axis
autoscale and wheel-zoom / drag-pan were already there.
339 backend tests pass; frontend build clean.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The 5-year backtest confirmed the EV gate adds negative value (high threshold =
worst expectancy) and that 12-1 month momentum is the one price signal with a
plausible, right-signed cross-sectional IC (~0.05). So "qualified" now means:
clears the R:R + confidence floors AND the ticker ranks in the top
`min_momentum_percentile` of the universe by 12-1 momentum that week.
- qualification.py: drop expected_value_r / the EV gate; add a momentum-percentile
gate (duck-typed `momentum_percentile`, only enforced when attached + threshold
set, else defers to floors). Mirrored in frontend qualification.ts.
- activation config/schema: min_expected_value -> min_momentum_percentile
(default 80 = top quintile). ActivationSettings, DashboardPage (ranks/【shows】
momentum instead of EV), and the BacktestPanel sweep follow.
- backtest: rank each ISO week's universe by 12-1 momentum, assign a percentile,
and qualify the top slice; the sweep now sweeps the percentile cutoff.
Also offload the backtest's per-ticker compute to a worker thread so the heavy
~5y run no longer blocks the API event loop (the "backend offline" flicker).
Production setups don't carry momentum_percentile yet — wiring the scanner to
attach it (a universe momentum-rank step) is the next step; until then the live
gate defers to floors while the backtest measures the momentum selection. 330
backend tests pass; frontend build clean.
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>
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>
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>
dennisthiessen
Dennis Thiessen