The dashboard fingerprints sorted score dimensions alphabetically
while the ticker page rendered them in API order, so the same ticker
drew a differently-shaped polygon on each page.
New shared helper radarAxesFromDimensions() pins the axis order to the
backend's DIMENSIONS list (technical, sr_quality, sentiment,
fundamental, momentum; unknown dimensions append alphabetically) and
centralizes the label truncation. Used by the dashboard fingerprint
strip, the ticker header radar, and ScoreCard.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A setup's primary target could carry a ~3% probability: the picker
chose the most likely target among those with R:R >= 1.5, and after a
run-up that pool can contain only far "lottery" levels (the near,
likely levels fail the R:R floor). The lottery target's inflated R:R
then became the setup's headline and passed the activation gate's
min_rr floor - the gate's probability check only requires a value to
exist.
Fix, no new tuning knobs: the primary must clear BOTH floors
(R:R >= 1.5 AND probability >= 20%). When nothing does, fall back to
the most likely target overall, so the headline carries an honest low
R:R and the gate rejects the setup on real numbers instead of being
gamed by an unreachable target.
Deliberately NOT pure EV-maximization (p*RR): the probability model
adds strength/alignment bonuses as flat percentage points, so EV
arithmetic would scale those bonuses by (RR+1) and systematically
favor far targets on aligned setups - the same lottery bias through
the back door.
Shared by production (enhance_trade_setup) and the backtest simulator,
so backtest comparisons stay apples-to-apples. Unit tests pin the
degenerate case; full unit suite green (497 passed).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The inline take form under the price rail pushed the card apart. It is
now a focused overlay dialog (portaled to body - the unified panel's
backdrop-filter/overflow would trap a fixed element):
- symbol + direction header, stop/target/suggested-size summary line
- shares (autofocused), entry, and target selector
- Confirm trade / Cancel; closes on success, Escape, or backdrop click
- the card and panel never move
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- The ladder target choice is lifted to the ticker page (per
direction), so selecting a target updates the candlestick overlay's
target line and zone too, with the R:R for the tooltip taken from
the ladder row.
- Price rail: the scale now always spans the entire target ladder, so
stop / entry / now hold their positions and only the target marker
moves when a different target is selected. The furthest target sits
at the right edge.
- Setup card layout: position sizing (shares / value / max loss,
details in the tooltip) and the Mark-as-taken button move to the top
right of the card header row, next to the stats they belong with -
the dangling bottom row is gone.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
selectable targets drive the rail
- Data freshness is now the very first row of the ticker panel, above
the symbol - data age is the first thing to check.
- Indicator cards: long price-level lists (pivot swing highs/lows,
volume-profile HVN/LVN) no longer clip or overwhelm. Numeric lists
are clustered into ranges (values within ~0.75% of price merge),
sorted nearest-to-price first, capped at 4 chips with a "+n more"
note; scalar values wrap instead of overflowing the card.
- Recommendation verdict: the action ("LONG (high confidence)") is set
in the display face in accent cyan with the risk level beside it;
the signal breakdown (technical/momentum/sentiment) drops to a small
muted subtitle line.
- Target ladder is open by default and selectable: clicking a row
previews that target on the price rail and updates the R:R and
probability chips, the low-probability warning, and the prefilled
target in Mark-as-taken (still overridable there). The scanner's
primary stays the default; a non-primary choice is chipped as
"custom target".
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
verdict de-dup, target picker on take
Five fixes from prod review:
1. Data freshness row moves from the panel foot to directly under the
header - data age is a first-look concern.
2. Radar fingerprint labels were clipped left ("Momentum") and right
(value digits): label padding widened to fit "momentum 100" on both
anchored sides.
3. Indicators tab: the one-at-a-time dropdown (which also clipped) is
gone; all indicators load in parallel as quiet outlined cards - EMA
cross with its colored signal, RSI/ADX with a one-line human read
(overbought / trending / ...), values formatted to 2 decimals
instead of 4, normalized score demoted to a corner note.
4. Recommendation verdict line de-duplicated: the backend reasoning
already starts with the action label, so it now replaces the
headline instead of repeating under it.
5. Mark-as-taken: the take form gains a target selector listing every
detected target with price / probability / classification (primary
preselected), and the card warns when the primary target sits below
15% probability. Why the scanner promotes such a target to primary
is a separate (backend) question.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
RecommendationPanel redesigned to match the rest of the redesign:
- Setup cards use the spatial price rail (stop -> entry -> now ->
target with live R-multiples) instead of the label/value text grid.
- One quiet chip row per card (direction, preferred marker, confidence,
R:R, target probability) replaces scattered header text.
- Position sizing is a single mono line (shares / position / max loss)
instead of a boxed 3-column mini-table; Mark-as-taken flow kept, in
the standard cyan button style.
- Full target ladder moves behind a disclosure (the primary target is
already on the rail); warnings (counter-trend, stale/invalidated
drift, earnings window, conflict flags) all kept.
- Cards are quiet outlined blocks, no glass-in-glass; the module
renders frameless inside the unified ticker panel's Analysis tab,
under the chart.
Ticker panel tabs now: Analysis, Standing, Dimensions, Indicators,
S/R Levels, Sentiment, Fundamentals - Standing and Dimensions were the
last below-the-fold sections; the whole page is now the single panel.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The previous pass kept a stack of independent glass cards (header,
recommendation, chart section, tab pills, per-tab sections), which read
as clutter. Now the page is a single casting, like the mockup:
One glass panel containing:
- header (identity, price, chips | actions + score fingerprint)
- inline hairline tab row (Analysis / Indicators / S/R Levels /
Sentiment / Fundamentals) with the chart-overlay pills riding on the
right of the row during Analysis
- tab body: Analysis = the candlestick chart; other tabs render their
panel inside via .hz-frameless, which strips the nested card chrome
(no card-in-card)
- panel foot: data freshness row (frameless now) with per-source
refresh
Below the panel, only on Analysis: the recommendation module and a
two-column Standing | Dimensions grid. Nothing removed; the standalone
Tabs bar, the separate chart card, and the duplicated section stack are
gone.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Restructures TickerDetailPage to match the Horizon mockup's ticker
drill-down while keeping every existing feature:
- Glass header card: eyebrow + big symbol/company, price with change
and freshness, chips (composite score, next earnings, top-pick /
open-trade pills) on the left; watchlist + Fetch All actions and the
score fingerprint radar on the right (hover a corner for values).
- Data freshness bar (per-source age + refresh buttons) moves to the
foot of the chart card, like the mockup's panel footer.
- Tabs extended to five: Analysis, Indicators, S/R Levels, Sentiment,
Fundamentals - sentiment and fundamentals no longer stack below the
analysis content, they are one tab away.
- ScoreCard gains showRadar prop so the fingerprint is not duplicated
in the Dimensions section.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Fixes from first prod review of the redesign:
- Top navigation bar (TopBar) replaces the sidebar, like the mockup:
wordmark + sections + ticker search + jobs/status/logout; content in
a centered max-width column. MobileNav unchanged.
- Radar panel: qualified setups lead again (the actionable list, as
the old Top Setups did); non-qualified sit behind an "N below the
gate" toggle with per-rule reasons, auto-open only when nothing
qualifies. Adds mini radar fingerprints for the top 3 qualified
(dimension scores from the rankings endpoint, fixed axis order).
- Dashboard layout: open positions and radar side by side (xl), as in
the mockup.
- ScoreCard: the radar fingerprint was inside the showComposite block,
which the ticker page disables - it never rendered. Now it shows
whenever >= 3 dimensions exist.
- TradeChart: fresh positions with < 2 bars since entry rendered no
chart; now pads with ~10 pre-entry context bars (gray) and marks the
entry point. First open position auto-expands so the chart is
visible without a click.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Replaces the citron/green glass theme with the Horizon direction
(mockup at /design-horizon): space-void background, starfield, dim
Mars horizon, rim-cyan accent, rose for negative. Palette validated
for CVD separation and contrast on the dark surface.
- tailwind.config: gray -> cool space neutrals, blue/emerald -> cyan
scale, red -> rose; display font Space Grotesk
- globals.css: Horizon tokens, atmosphere, denser glass, cyan
buttons/inputs, price-rail / R-bar / radar chart CSS
- Dashboard rebuilt: verdict hero, top-pick card with spatial price
rail, KPI tiles, open positions as diverging R-bars with expandable
detail + trade chart (OHLCV since entry, entry/stop/target levels),
radar list with per-setup disqualify reason, watchlist chips
- OpenTradesPanel: table replaced by R-bar rows; all fields kept in
the drill-down (shares, P&L, alpha, trailing stop, sell)
- qualification: disqualifyReason() mirrors qualifiesSetup rule order
- CandlestickChart: canvas colors moved to Horizon palette; S/R now
cyan/neutral so rose stays reserved for the stop level
- ScoreCard: radar score fingerprint with hover values
- Design mockup pages included (routed in App.tsx)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Record every tested-and-confirmed knob (ATR trail, regime overlay, lookback,
cutoff x book, sizing, FIP tie-breaker) so the sweep is not repeated on the
same snapshot, including the inverse-vol mis-attribution warning and the
universe-level fip_id lead. Prune the done items from the next-experiments
list.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The portfolio monitor's Production row now replays the live qualification
flag and the Admin exit policy (mode/ATR multiplier/hold days) instead of a
frozen research-variant gate, so Admin tuning is reflected in the next run.
Single-source the 80/20 strategy_rank weights in momentum_service and pin
every dual-defined constant with a parity test. Behavior-preserving today:
the production sim reproduces the README baseline exactly.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A local backtest (offline prod snapshot, 506 tickers) evaluated blue-sky
projected targets under the PRODUCTION exit (3x ATR trailing + 30d max hold,
paper_trade_service DEFAULT_EXIT_MODE="atr_trailing"). Blue-sky setups are
dilutive: the qualified book scored 328% return / Sharpe 1.84 / DD -21.0%
WITHOUT them vs 300% / 1.58 / -18.7% WITH them. They rank high on momentum by
construction, so they grab slots from S/R setups that catch bigger runs under
a trailing-stop exit (only ~2pp worse drawdown doesn't justify the lost return
and Sharpe).
Reverts the scanner/TargetGenerator measured-move projection, the stricter
projected activation gate, the frontend qualification mirror, the `projected`
type field, and the projected tests -- all backend files are now byte-identical
to the pre-blue-sky commit.
Keeps the played-out "No current setup" UX (RecommendationPanel): when price
has run past the target (played out) or through the stop (invalidated), the
panel shows a plain no-setup state instead of a stale actionable card. This is
frontend-only (reads last close + existing setup fields) and is what actually
fixes the reported stale-below-price bug -- no backend change or rescan needed.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Fixes stale below-price setups showing as current recommendations. Three
distinct causes share the symptom (get_trade_setups returns the latest stored
setup per direction and never expires it):
- Genuine blue-sky (no overhead S/R): scanner + TargetGenerator now project a
measured-move target (entry +/- 3*ATR, ~2:1 R:R), flagged projected with a
low sr_strength probability haircut. Overhead check keys on level tag OR price
so it never projects through a straddling resistance cluster.
- Projected targets clear a stricter activation bar (long-only, momentum >= 90,
confidence >= min+10), independent of the general momentum gate. Mirrored in
frontend qualification.ts.
- Played-out UX (fixes the reported TTWO case, which is R:R-starved under a
resistance cluster, not blue-sky): when price is at/past target or through the
stop, RecommendationPanel shows a "No current setup" state and softens the
stale ticker-level header/reasoning, instead of a stale actionable card.
No migration: the projected flag rides in existing targets_json. 504 backend
unit tests pass; frontend typechecks.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Follow-ups from review of the Track Record slim:
- BacktestPanel: drop the stale "tracking check" sentence from the "How this is
measured" explainer — that check moved to the maintenance disclosure last
commit, so it no longer describes anything in this block.
- MyTradesPanel: rename the two identically-labelled "Exit" columns to "Exit Px"
(exit price) and "Reason" (close_reason) so they're not confusable.
- README: add "Reading a local backtest report" under Local Backtest Snapshots —
a section->decision map for reports/backtest-*.json. The strategy-tuning tables
removed from the deployed page (sweep, gate_ablation, time_exit_sweep,
signal_eval, strategy_variants) now live only in the local report, so this
keeps "research lives local" from meaning the decision knowledge evaporates.
tsc -b && vite build pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The "tracking/drift" chip compared the live target/stop/expired outcome cohort
against the backtest's target/stop bucket (overall_qualified) — a like-for-like
pipeline check — but sat directly under the portfolio monitor, which shows the
promoted 3x-ATR-trailing book. That juxtaposition (plus "faithfully implementing
it" copy) made a plumbing/QA signal read as validation of the ATR-trail strategy
you actually trade. It validates neither the trailing-stop book nor real trades.
- Move the check out of the monitor block into the "Track-record maintenance"
disclosure, relabelled "Setup-outcome pipeline check" with copy that says it
checks the setup-grading pipeline (no look-ahead/config/data drift), NOT the
ATR-trail production book. The genuine live validation stays My Trades (real
paper trades, same ATR-trail exits) up top.
- Add a compact "Exit" column to My Trades showing close_reason
(Stop/Trail/Target/Time/Manual) — the field was already plumbed to the
frontend PaperTrade type, so this is frontend-only.
tsc -b && vite build pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Strategy research now runs locally against DB snapshots (see README), so the
deployed Track Record page no longer needs the strategy-tuning output. Keep only
what answers "did my trades work / is the strategy working / what do I trade":
- Reshape BacktestPanel into an "Is the strategy working?" block: portfolio
monitor (unchanged), a deliberate metric set (CAGR, Sharpe, Max DD, Total
Return vs SPY, per-year returns), plus the folded-in live-vs-backtest verdict
and the backtest recommendation.
- Fold the standalone portfolio-sim table's unique rows (per-year returns, avg
hold, best/worst, avg P&L) into the monitor; drop the duplicate table.
- Slim TrackRecordPanel to My Trades -> Is it working? -> maintenance disclosure
(Evaluate/Reset demoted).
- Cut the local-research tables: percentile sweep, gate ablation, time-exit
sweep, strategy variants, signal-edge rank-IC, research candidates,
by-action/by-confidence breakdowns, and the bucket comparison.
Frontend-only; the weekly server backtest still computes the cut tables (they
feed the local report). tsc -b && vite build pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Both _atr_trailing_close (scheduled) and _atr_trailing_level (dashboard
read path) recomputed ATR from scratch on every post-entry bar via
compute_atr(rows[:idx+1]) — O(n*k) per trade. Replace with a single O(n)
Wilder pass, _atr_series_from_rows, that stores round(running, 4) at each
index. compute_atr keeps its running ATR unrounded through the recurrence
and rounds only at return, so this reproduces its per-prefix value exactly
(no behavior change; live-vs-backtest atr_trail3 parity still byte-identical).
Remove the now-unused _atr_from_rows and its compute_atr import. Add a
per-index parity test against compute_atr; existing ATR tests now mock
_atr_series_from_rows (same effect as the old fixed-ATR mock).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The deploy's `alembic upgrade head` failed at 016->017 with
StringDataRightTruncationError: the revision id
"017_add_trade_setup_strategy_rank" is 33 chars, but Postgres's
alembic_version.version_num is VARCHAR(32). Offline/SQLite checks don't
enforce the length, so this only surfaced against prod Postgres.
Rename the revision ids to the repo's short numeric convention (017, 018);
descriptive filenames are kept. down_revision links updated to match.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Fixes ruff E741 in the lookbacks comprehension of _portfolio_monitor,
which failed the CI lint step and blocked the deploy.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Migration 017 set down_revision to "016_add_signal_context_snapshots",
but migration 016's revision id is "016", so `alembic upgrade head` could
not resolve the chain and the deploy's auto-alembic step would fail. Point
017 at the real id "016".
Add migration 018 to delete any persisted `paper_exit_mode` row. The July
2026 promotion changed the paper-trade exit default to `atr_trailing`, but
`get_exit_policy` reads a stored value before the code default, so an
environment that had ever saved the old `time` mode would silently keep it
and never run the promoted 3x ATR trailing exit. Mirrors migration 015's
one-way settings reset.
Co-Authored-By: Claude Opus 4.8 <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>
Backtest report now includes research-only hold-to-horizon portfolio variants comparing raw vs residual 12-1 momentum, cutoff 80 vs 90, max 10 vs 15 positions, and SPY-200 risk scaling. A dynamic research recommendation panel flags residual momentum, cutoff 90, or regime scaling only when transparent promotion rules pass.
Adds signal_context_snapshots with migration 016 and captures one point-in-time context row per newly generated TradeSetup: setup fields, composite/dimensions, latest sentiment, latest fundamentals, and strategy_version=momentum_12_1_rr_time_v1. This is forward-only; no historical sentiment/fundamental backfill is attempted.
No live gate, paper-trade exit, or production ranking behavior changes.
Verification: 458 backend tests pass, ruff check app/ clean, frontend npm run build clean.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Adds a research-only 12-1 residual momentum signal to the cross-sectional signal-evaluation harness. The signal estimates benchmark beta over the 12-1 formation window and ranks cumulative stock return minus beta-adjusted benchmark return; it only appears when benchmark closes are available.
No production qualification behavior changes. The Backtest signal table labels the new row as 12-1 residual momentum. Tests cover benchmark-gated emission and beta removal while keeping stock-specific drift.
Verification: 453 backend tests pass, ruff check app/ clean, frontend npm run build clean.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Production strategy change based on the July 2026 backtest: paper trades now default to a 30-trading-day hold with the initial stop (classic momentum hold-and-rerank), while target and trailing exits remain available in Admin. The exit policy API/UI now carries hold_days and close_reason can be 'time'.
The activation confidence floor default is now 0/off because the gate ablation showed it added no per-trade edge while filtering out usable setups. Migration 015 clears stored activation_min_confidence and paper_exit_mode so the new defaults take effect; this intentionally resets Track Record comparability from this deploy.
Verification: 451 backend tests pass, ruff check app/ clean, frontend npm run build clean.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The robustness warning was computed on the target-model distribution
while the same panel recommends the hold exit — internally inconsistent.
_robustness_stats (median, profit factor, ex-top-5% expectancy) is now
shared by _bucket_stats and _time_exit_bucket, the time-exit table shows
Median Net R and Ex-Top-5% per hold length, and _build_recommendation
reads the trimmed expectancy from the recommended exit's bucket (falling
back to the target model when no hold is recommended).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Robustness (answers 'is the edge just outliers?'):
- _bucket_stats gains median_net_r, profit_factor, and net_avg_r_ex_top5
(expectancy with the top 5% of winners removed); shown as stat tiles.
- Portfolio sim gains per-calendar-year returns, shown in the sim table.
Dynamic recommendation ('What this backtest recommends' panel):
- _build_recommendation derives advice from the report's own numbers on
every run — exit policy (target vs best hold, with sim CAGRs), which
gate floors earn their keep (ablation Hold column), best momentum
cutoff, book-vs-SPY verdict, and an outlier-dependence warning when
the trimmed expectancy goes non-positive.
Retired (conclusions reached, tables removed from report + UI):
- Take-profit sweep (no interior optimum — fixed TP is the wrong tool
for momentum), trailing sweep (converged to the hold-to-horizon exit),
probability calibration (model is display-only by decision).
- _tp_primitives slimmed to _risk_and_stop_day; trailing machinery gone.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Per-trade additions to the report:
- Gap-through-stop fills: stops now fill at the worse of the stop or the
bar's open across every exit model (target, TP, trailing, time), so a
loss can exceed -1R; targets never fill better than their level.
- best_r / worst_r, avg holding days, and net R per day of capital
deployed on the summary buckets and the time-exit sweep.
Portfolio simulation (the stats a per-setup replay cannot give):
- One capital-constrained book over the qualified setups: 10k start, max
10 concurrent positions (one per ticker, best momentum first), 1%
fixed-fractional risk with a 20% no-leverage notional cap, entries at
the detection close, 0.1%/side costs, daily mark-to-market.
- Two exit policies compared: S/R target race vs hold-to-horizon.
- Equity-curve stats: final equity, total return, CAGR, max drawdown,
annualized daily Sharpe, win rate, avg P&L, best/worst trade, avg
hold, entries skipped on a full book, and SPY price return over the
same window (benchmark history refreshed to cover the replay span).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The ablation judged floors under the target/stop model, but the exit
sweeps point at replacing that exit with a fixed hold — under which the
R:R floor's rationale (bigger payoff at the target) may not apply. Each
ablation row now also carries hold_avg_r / hold_net_avg_r / hold_total_r
(30d hold, initial stop only), so the Phase 3 gate decision can be read
under the exit policy that would actually be used.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
_window_setups computed them but _replay_ticker dropped them, so the
ablation's NEUTRAL/tightener checks saw None for every candidate and the
'without confidence floor' / 'without R:R floor' rows collapsed to 0
setups (impossible — removing a floor can only add setups). Regression
test now goes through the real _replay_ticker path.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Phase 1 of the strategy-measurement plan — report-only, no production
trading behavior changes:
- Cost haircut: every bucket/sweep now reports net_avg_r/net_total_r
alongside gross (COST_PER_SIDE=0.1% of notional, converted to R via
each setup's stop distance); params carry cost_per_side_pct.
- Gate ablation table: re-qualifies candidates at the current momentum
cutoff with one floor removed per row (confidence / R:R / NEUTRAL /
momentum-only) to show which floors earn their keep.
- Time-based exit sweep: hold 5/10/21/30 days with the initial ATR stop,
exit at the day-N close — the classic momentum implementation, to
disambiguate the wide-trailing result.
- TP sweep extended to +40/+50%, trailing to 25/30% so the optima are
interior instead of starred at the sweep edge.
- BacktestPanel: Net Avg R columns everywhere, gate-ablation and
time-exit tables, stars now mark best net avg R; stale cached reports
still render (all new fields optional/guarded).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Adds the validated-vs-not verdict table, the iron rule for strategy
changes, ranked next experiments, a maintainer guide (invariants, file
map, verification, roadmap), and corrects the deploy docs: deploys are
automated by Gitea Actions (push to main = deploy), service is
signalplatform.service at /opt/signalplatform.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Store an optional company name on Ticker (migration 014) and backfill it from
Alpaca's asset list in a single Trading-API call for the whole universe — no
per-ticker fetch. Runs automatically at the end of universe bootstrap and via a
manual "Backfill Names" button (admin) / POST /admin/tickers/backfill-names.
The name ships on /tickers; a shared symbol→name map (useTickerNames) lets any view
show it without its own request. Displayed subtly next to the symbol — in the global
search, the ticker header, and as a small muted line under the symbol in Top Setups
and Open Trades (no extra column, truncated so it never widens the table).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
