7 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessen	9450831ef3	Optimize signal read paths and enforce score invariants	2026-07-11 16:04:13 +02:00
dennisthiessen	5f2d108227	Promote production portfolio strategy	2026-07-04 07:48:38 +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
dennisthiessenandClaude Fable 5	21ed83c56c	Add trade setup outcome tracking and performance stats ... 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>	2026-06-10 19:23:57 +02:00
Dennis Thiessen	0a011d4ce9	Big refactoring	2026-03-03 15:20:18 +01:00
Dennis Thiessen	61ab24490d	first commit	2026-02-20 17:31:01 +01:00