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>
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>
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admin UI but consumed nowhere (the touch-probability model superseded it).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>
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