Second review round on the shadow book; all three findings were real.
- Scan freshness is now proven, not assumed. Pipeline steps run and fail
independently, so a disabled or failed scan step still let the shadow
step run on the newest *stored* setups -- a prior session's picks at
stale prices. scan_all_tickers now records a run boundary
(last_scan_run_started_at / _completed_at) only on successful
completion; the shadow book refuses to trade unless COMPLETED is fresh
and selects only setups with detected_at >= the run start. Deduplication
to the latest row per ticker now happens BEFORE qualification, so a newer
unqualified row suppresses an older qualified one rather than the reverse.
- Shadow selection is hard long-only. setup_qualifies only enforces
long-only when min_momentum_percentile > 0, but 0 is a legal admin
setting, and the cash accounting assumes long positions -- so the
constraint is enforced in shadow selection regardless of gate config.
- The personal setup list excludes only the caller's own open positions.
get_trade_setups gained exclude_open_trade_user_id; the trades route
passes the authenticated user, while the Telegram broadcast stays global
since it has no single owner.
New tests cover stale/absent scan markers, prior-run exclusion, newer
unqualified suppressing older qualified, long-only under a disabled gate,
and both sides of the user-scoped exclusion.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Three follow-ups to the gate probability floor (8f41143):
- Signals table shows the starred primary target (shared primaryTarget
helper) instead of an independently computed max-probability best,
so Overview, Signals and ticker details agree by construction.
- Targets pinned at the 3% probability clamp floor collapse to the
nearest one (enhance_trade_setup + backtest candidates in parity):
floor-pinned levels are indistinguishable to the model, so farther
ones were duplicate 3% rows inviting lottery headlines.
- get_trade_setups only returns setups re-emitted within
LIVE_SETUP_MAX_AGE_DAYS (3): an older latest row means the daily
scan no longer confirms the setup, and such rows otherwise surface
forever on Overview/Signals/ticker/alerts. History endpoints keep
full history.
Backtest on the Jul-3 snapshot is metric-identical to the gate-floor
run on all qualified stats (1089 qualified, Sharpe 2.02, CAGR +49.6%,
DD -15.8%): the prune only removes noise the gate already rejected.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Stored TradeSetup rows are point-in-time snapshots from the RR scan, so
the ticker page could show stale confidence/reasoning/composite (e.g.
sentiment=neutral in the setup card while the sentiment panel showed
bullish). Overlay current score/sentiment context onto the API payload
for GET /trades and GET /trades/{symbol}, gate and format Telegram
qualified-setup alerts on the same live values, and apply the
min_confidence/recommended_action filters after the overlay so they
judge what the caller actually sees. Stored setups stay frozen for
outcome analysis and backtests.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
dennisthiessen
