"""APScheduler job definitions and FastAPI lifespan integration. Defines four scheduled jobs: - Data Collector (OHLCV fetch for all tickers) - Sentiment Collector (sentiment for all tickers) - Fundamental Collector (fundamentals for all tickers) - R:R Scanner (trade setup scan for all tickers) Each job processes tickers independently, logs errors as structured JSON, handles rate limits by recording the last successful ticker, and checks SystemSetting for enabled/disabled state. """ from __future__ import annotations import json import logging import asyncio from datetime import date, datetime, timedelta, timezone from apscheduler.schedulers.asyncio import AsyncIOScheduler from apscheduler.triggers.cron import CronTrigger from sqlalchemy import and_, case, func, or_, select from sqlalchemy.ext.asyncio import AsyncSession from app.config import settings from app.database import async_session_factory from app.models.fundamental import FundamentalData from app.models.ohlcv import OHLCVRecord from app.models.sentiment import SentimentScore from app.models.ticker import Ticker from app.exceptions import ProviderError from app.providers.alpaca import AlpacaOHLCVProvider from app.providers.fundamentals_chain import build_fundamental_provider_chain from app.providers.protocol import SentimentData from app.services import fundamental_service, ingestion_service, sentiment_service, settings_store from app.services.alert_service import dispatch_alerts from app.services.backtest_service import run_and_store as run_backtest_and_store from app.services.benchmark_service import refresh_benchmark_prices from app.services.market_regime_service import update_market_regime from app.services.regime_monitor_service import update_regime_monitor from app.services.event_study_service import run_and_store as run_event_study_and_store from app.services.outcome_service import evaluate_pending_setups from app.services.rr_scanner_service import scan_all_tickers from app.services.sentiment_provider_service import build_sentiment_provider from app.services.ticker_universe_service import bootstrap_universe logger = logging.getLogger(__name__) # Module-level scheduler instance. # # job_defaults matter a lot here: this is a single-process app, so the scheduler # shares one event loop with the API and every other job. APScheduler's default # misfire_grace_time is just 1 second — if the loop is busy at the instant a # daily job is due (e.g. the scanner is mid-run), the fire is processed late, # flagged a misfire, and SILENTLY SKIPPED while next_run still advances 24h. So # we grant a generous grace window, coalesce missed runs into one catch-up, and # cap each job at a single concurrent instance. scheduler = AsyncIOScheduler( job_defaults={ "coalesce": True, "max_instances": 1, "misfire_grace_time": 3600, # tolerate a busy loop; a daily job up to 1h late is fine } ) # Track last successful ticker per job for rate-limit resume _last_successful: dict[str, str | None] = { "data_collector": None, "data_backfill": None, "sentiment_collector": None, "fundamental_collector": None, } # Jobs whose per-run progress is surfaced to Admin → Jobs. (outcome_evaluator is # created lazily on first run via _runtime_start.) _JOB_NAMES = [ "data_collector", "data_backfill", "sentiment_collector", "fundamental_collector", "rr_scanner", "ticker_universe_sync", "alerts", "market_regime", "regime_monitor", "event_study", "backtest", "daily_pipeline", "intraday_pipeline", ] def _idle_runtime() -> dict[str, object]: return { "running": False, "status": "idle", "processed": 0, "total": None, "progress_pct": None, "current_ticker": None, "started_at": None, "finished_at": None, "message": None, } _job_runtime: dict[str, dict[str, object]] = {name: _idle_runtime() for name in _JOB_NAMES} # --------------------------------------------------------------------------- # Helpers # --------------------------------------------------------------------------- def _log_event(level: int, event: str, **fields: object) -> None: """Emit a structured JSON log line: {"event": ..., **fields}.""" logger.log(level, json.dumps({"event": event, **fields})) def _log_job_error(job_name: str, ticker: str, error: Exception) -> None: """Log a per-ticker job error as structured JSON.""" _log_event( logging.ERROR, "job_error", job=job_name, ticker=ticker, error_type=type(error).__name__, message=str(error), ) def _runtime_start(job_name: str, total: int | None = None, message: str | None = None) -> None: _job_runtime[job_name] = { **_idle_runtime(), "running": True, "status": "running", "total": total, "progress_pct": 0.0 if total and total > 0 else None, "started_at": datetime.now(timezone.utc).isoformat(), "message": message, } def _runtime_progress( job_name: str, processed: int, total: int | None, current_ticker: str | None = None, message: str | None = None, ) -> None: progress_pct: float | None = None if total and total > 0: progress_pct = round((processed / total) * 100.0, 1) runtime = _job_runtime.get(job_name, {}) runtime.update({ "running": True, "status": "running", "processed": processed, "total": total, "progress_pct": progress_pct, "current_ticker": current_ticker, "message": message, }) _job_runtime[job_name] = runtime def _runtime_finish( job_name: str, status: str, processed: int, total: int | None, message: str | None = None, ) -> None: runtime = _job_runtime.get(job_name, {}) runtime.update({ "running": False, "status": status, "processed": processed, "total": total, "progress_pct": 100.0 if total and processed >= total else runtime.get("progress_pct"), "current_ticker": None, "finished_at": datetime.now(timezone.utc).isoformat(), "message": message, }) _job_runtime[job_name] = runtime def get_job_runtime_snapshot(job_name: str | None = None) -> dict[str, dict[str, object]] | dict[str, object]: if job_name is not None: return dict(_job_runtime.get(job_name, {})) return {name: dict(meta) for name, meta in _job_runtime.items()} async def _is_job_enabled(db: AsyncSession, job_name: str) -> bool: """Check SystemSetting for job enabled state. Defaults to True.""" setting = await settings_store.get_setting(db, f"job_{job_name}_enabled") return setting is None or setting.value.lower() == "true" async def _get_all_tickers(db: AsyncSession) -> list[str]: """Return all tracked ticker symbols sorted alphabetically.""" result = await db.execute(select(Ticker.symbol).order_by(Ticker.symbol)) return list(result.scalars().all()) async def _get_ohlcv_priority_tickers(db: AsyncSession) -> list[str]: """Return symbols prioritized for OHLCV collection. Priority: 1) Tickers with no OHLCV bars 2) Tickers with data, oldest latest OHLCV date first 3) Alphabetical tiebreaker """ latest_date = func.max(OHLCVRecord.date) missing_first = case((latest_date.is_(None), 0), else_=1) result = await db.execute( select(Ticker.symbol) .outerjoin(OHLCVRecord, OHLCVRecord.ticker_id == Ticker.id) .group_by(Ticker.id, Ticker.symbol) .order_by(missing_first.asc(), latest_date.asc(), Ticker.symbol.asc()) ) return list(result.scalars().all()) async def _get_top_pick_feeder_ids(db: AsyncSession) -> set[int]: """Ticker ids whose latest LONG setup makes them a top-pick feeder. A dashboard 'top pick' is the highest-momentum *qualified* setup. Sentiment can never move a ticker's momentum percentile (the gate's core axis) — only its confidence and EV ranking. So the only tickers that are, or could become with positive sentiment, a top pick are momentum leaders that already have a tradeable long setup clearing the R:R floor. That set is exactly: latest long setup with momentum_percentile >= gate AND rr_ratio >= floor. It contains both the currently-qualified setups and the near-miss ones held back only by a neutral/missing sentiment — the cases the user saw surface as top picks with no sentiment. Only meaningful with the momentum gate on (min_momentum_percentile > 0); off, there is no leader axis to anchor on and we defer to the filler set. Best-effort: a config failure must not stop collection. """ from app.models.trade_setup import TradeSetup try: from app.services.admin_service import get_activation_config activation = await get_activation_config(db) min_pct = float(activation.get("min_momentum_percentile", 0.0)) min_rr = float(activation.get("min_rr", 0.0)) except Exception: logger.exception("Sentiment top-pick scoping failed; using filler set only") return set() if min_pct <= 0: return set() # Latest long setup per ticker, then keep those clearing the gate's momentum # percentile and R:R floor. (Sentiment runs before the day's scan, so this # reads the previous scan's setups — momentum is a slow, cross-sectional signal, # so yesterday's leaders are the right anchor.) latest_long = ( select(TradeSetup.ticker_id, func.max(TradeSetup.detected_at).label("md")) .where(TradeSetup.direction == "long") .group_by(TradeSetup.ticker_id) .subquery() ) rows = await db.execute( select(TradeSetup.ticker_id) .join( latest_long, and_( TradeSetup.ticker_id == latest_long.c.ticker_id, TradeSetup.detected_at == latest_long.c.md, ), ) .where( TradeSetup.direction == "long", TradeSetup.rr_ratio >= min_rr, TradeSetup.momentum_percentile.is_not(None), TradeSetup.momentum_percentile >= min_pct, ) ) return {r[0] for r in rows.all()} async def _stale_sentiment_symbols( db: AsyncSession, ticker_ids: set[int], cutoff: datetime ) -> list[str]: """Symbols among ``ticker_ids`` whose newest sentiment is missing or older than ``cutoff``, ordered missing-first → oldest → alphabetical.""" if not ticker_ids: return [] latest_ts = func.max(SentimentScore.timestamp) missing_first = case((latest_ts.is_(None), 0), else_=1) stmt = ( select(Ticker.symbol) .outerjoin(SentimentScore, SentimentScore.ticker_id == Ticker.id) .where(Ticker.id.in_(ticker_ids)) .group_by(Ticker.id, Ticker.symbol) .having(or_(latest_ts.is_(None), latest_ts < cutoff)) .order_by(missing_first.asc(), latest_ts.asc(), Ticker.symbol.asc()) ) result = await db.execute(stmt) return list(result.scalars().all()) async def _get_sentiment_priority_tickers(db: AsyncSession) -> list[str]: """Symbols to fetch sentiment for, skipping anything refreshed within ``sentiment_fresh_hours``. No per-run cap: the relevant set is naturally bounded (curated watchlist <= 20, a handful of open trades and top-pick feeders, top-N composite), so refreshing all of it stays well inside the free search tier — and everything that matters is always fully covered. The two tiers only affect ORDER, so a mid-run provider rate limit still lands the names we care about first: Priority: top-pick feeders (momentum leaders with a tradeable long setup, see ``_get_top_pick_feeder_ids``) + the curated watchlist + open paper trades — the set we never want shown without sentiment. Filler: top-N by composite — a cheap discovery net for names not yet covered. Once the set is fresh, runs make zero grounded searches until it ages out. """ from app.models.paper_trade import PaperTrade from app.models.score import CompositeScore from app.models.watchlist import WatchlistEntry cutoff = datetime.now(timezone.utc) - timedelta(hours=settings.sentiment_fresh_hours) # Priority: the set we always want fresh — top-pick feeders, the curated # watchlist, and open positions. priority_ids = await _get_top_pick_feeder_ids(db) wl = await db.execute( select(WatchlistEntry.ticker_id) .where(WatchlistEntry.entry_type != "dismissed") .distinct() ) priority_ids.update(r[0] for r in wl.all()) pt = await db.execute( select(PaperTrade.ticker_id).where(PaperTrade.status == "open").distinct() ) priority_ids.update(r[0] for r in pt.all()) # Filler: top-N by composite, a discovery net for names not already covered. top = await db.execute( select(CompositeScore.ticker_id) .order_by(CompositeScore.score.desc()) .limit(settings.sentiment_top_composite) ) filler_ids = {r[0] for r in top.all()} - priority_ids if not priority_ids and not filler_ids: return [] # No cap — fetch every stale name. Priority first so a rate limit mid-run still # covers the curated/at-risk set before the discovery net. priority_syms = await _stale_sentiment_symbols(db, priority_ids, cutoff) filler_syms = await _stale_sentiment_symbols(db, filler_ids, cutoff) return priority_syms + filler_syms async def _get_fundamental_priority_tickers(db: AsyncSession) -> list[str]: """Return symbols prioritized for fundamentals refresh. Priority: 1) Tickers with no fundamentals snapshot yet 2) Tickers with existing fundamentals, oldest fetched_at first 3) Alphabetical tiebreaker """ missing_first = case((FundamentalData.fetched_at.is_(None), 0), else_=1) result = await db.execute( select(Ticker.symbol) .outerjoin(FundamentalData, FundamentalData.ticker_id == Ticker.id) .order_by(missing_first.asc(), FundamentalData.fetched_at.asc(), Ticker.symbol.asc()) ) return list(result.scalars().all()) def _resume_tickers(symbols: list[str], job_name: str) -> list[str]: """Reorder tickers to resume after the last successful one (rate-limit resume). If a previous run was rate-limited, start from the ticker after the last successful one. Otherwise return the full list. """ last = _last_successful.get(job_name) if last is None or last not in symbols: return symbols idx = symbols.index(last) # Start from the next ticker, then wrap around return symbols[idx + 1:] + symbols[:idx + 1] def _chunked(symbols: list[str], chunk_size: int) -> list[list[str]]: size = max(1, chunk_size) return [symbols[i:i + size] for i in range(0, len(symbols), size)] # --------------------------------------------------------------------------- # Job: Data Collector (OHLCV) # --------------------------------------------------------------------------- async def collect_ohlcv(full_backfill: bool = False, job_name: str = "data_collector") -> None: """Fetch latest daily OHLCV for all tracked tickers. Uses AlpacaOHLCVProvider. Processes each ticker independently. On rate limit, records last successful ticker for resume. Start date is resolved by ingestion progress: - existing ticker: resume from last_ingested_date + 1 - new ticker: backfill the configured history window ``full_backfill`` forces every ticker to re-fetch the full ``settings.ohlcv_history_days`` window (ignoring incremental resume) — used by the manual data_backfill job to deepen shallow histories. ``job_name`` lets the backfill report its own runtime/resume state separate from data_collector. """ _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name) processed = 0 total: int | None = None try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled") return symbols = await _get_ohlcv_priority_tickers(db) if not symbols: _log_event(logging.INFO, "job_complete", job=job_name, tickers=0) _runtime_finish(job_name, "completed", processed=0, total=0, message="No tickers") return total = len(symbols) _runtime_progress(job_name, processed=0, total=total) # Build provider (skip if keys not configured) if not settings.alpaca_api_key or not settings.alpaca_api_secret: _log_event(logging.WARNING, "job_skipped", job=job_name, reason="alpaca keys not configured") _runtime_finish(job_name, "skipped", processed=0, total=total, message="Alpaca keys not configured") return try: provider = AlpacaOHLCVProvider(settings.alpaca_api_key, settings.alpaca_api_secret) except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=0, total=total, message=str(exc)) return end_date = date.today() # Full backfill: pass an explicit start_date so fetch_and_ingest re-pulls # the whole window instead of resuming from the last stored bar. backfill_start = ( end_date - timedelta(days=settings.ohlcv_history_days) if full_backfill else None ) for symbol in symbols: _runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol) async with async_session_factory() as db: try: result = await ingestion_service.fetch_and_ingest( db, provider, symbol, start_date=backfill_start, end_date=end_date, ) _last_successful[job_name] = symbol processed += 1 _runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol) _log_event(logging.INFO, "ticker_collected", job=job_name, ticker=symbol, status=result.status, records=result.records_ingested) if result.status == "partial": # Rate limited — stop and resume next run _log_event(logging.WARNING, "rate_limited", job=job_name, ticker=symbol, processed=processed) _runtime_finish(job_name, "rate_limited", processed=processed, total=total, message=f"Rate limited at {symbol}") return except Exception as exc: _log_job_error(job_name, symbol, exc) # Reset resume pointer on full completion _last_successful[job_name] = None _log_event(logging.INFO, "job_complete", job=job_name, tickers=processed) _runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Processed {processed} tickers") except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc)) async def backfill_ohlcv() -> None: """Deep historical backfill: re-fetch the full ``settings.ohlcv_history_days`` window for every ticker, ignoring incremental resume. Manual/triggered job (Admin → Jobs). Run once to deepen the ~1-year histories so long-lookback factors (12-month momentum, 52-week high) and multi-regime backtests become computable. Idempotent (upsert); resumes after rate limits. """ await collect_ohlcv(full_backfill=True, job_name="data_backfill") # --------------------------------------------------------------------------- # Job: Sentiment Collector # --------------------------------------------------------------------------- async def collect_sentiment() -> None: """Fetch sentiment for all tracked tickers via OpenAI. Processes each ticker independently. On rate limit, records last successful ticker for resume. """ job_name = "sentiment_collector" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name) processed = 0 total: int | None = None try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled") return symbols = await _get_sentiment_priority_tickers(db) if not symbols: _log_event(logging.INFO, "job_complete", job=job_name, tickers=0) _runtime_finish(job_name, "completed", processed=0, total=0, message="No tickers") return total = len(symbols) _runtime_progress(job_name, processed=0, total=total) try: async with async_session_factory() as cfg_db: provider = await build_sentiment_provider(cfg_db) except ProviderError as exc: _log_event(logging.WARNING, "job_skipped", job=job_name, reason=str(exc)) _runtime_finish(job_name, "skipped", processed=0, total=total, message=str(exc)) return except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=0, total=total, message=str(exc)) return batch_size = max(1, settings.openai_sentiment_batch_size) batches = _chunked(symbols, batch_size) for batch in batches: current_hint = batch[0] if len(batch) == 1 else f"{batch[0]} (+{len(batch) - 1})" _runtime_progress(job_name, processed=processed, total=total, current_ticker=current_hint) batch_results: dict[str, SentimentData] = {} if len(batch) > 1 and hasattr(provider, "fetch_sentiment_batch"): try: batch_results = await provider.fetch_sentiment_batch(batch) except Exception as exc: msg = str(exc).lower() if "rate" in msg or "quota" in msg or "429" in msg: _log_event(logging.WARNING, "rate_limited", job=job_name, ticker=batch[0], processed=processed) _runtime_finish(job_name, "rate_limited", processed=processed, total=total, message=f"Rate limited at {batch[0]}") return _log_event(logging.WARNING, "batch_fallback", job=job_name, batch=batch, reason=str(exc)) for symbol in batch: _runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol) data = batch_results.get(symbol) if batch_results else None if data is None: try: data = await provider.fetch_sentiment(symbol) except Exception as exc: msg = str(exc).lower() if "rate" in msg or "quota" in msg or "429" in msg: _log_event(logging.WARNING, "rate_limited", job=job_name, ticker=symbol, processed=processed) _runtime_finish(job_name, "rate_limited", processed=processed, total=total, message=f"Rate limited at {symbol}") return _log_job_error(job_name, symbol, exc) continue async with async_session_factory() as db: try: await sentiment_service.store_sentiment( db, symbol=symbol, classification=data.classification, confidence=data.confidence, source=data.source, timestamp=data.timestamp, reasoning=data.reasoning, citations=data.citations, recommendation=data.recommendation, ) _last_successful[job_name] = symbol processed += 1 _runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol) _log_event(logging.INFO, "ticker_collected", job=job_name, ticker=symbol, classification=data.classification, confidence=data.confidence) except Exception as exc: _log_job_error(job_name, symbol, exc) _last_successful[job_name] = None _log_event(logging.INFO, "job_complete", job=job_name, tickers=processed) _runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Processed {processed} tickers") except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc)) # --------------------------------------------------------------------------- # Job: Fundamental Collector # --------------------------------------------------------------------------- async def collect_fundamentals() -> None: """Fetch fundamentals for all tracked tickers via FMP. Processes each ticker independently. On rate limit, records last successful ticker for resume. """ job_name = "fundamental_collector" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name) processed = 0 total: int | None = None try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled") return symbols = await _get_fundamental_priority_tickers(db) if not symbols: _log_event(logging.INFO, "job_complete", job=job_name, tickers=0) _runtime_finish(job_name, "completed", processed=0, total=0, message="No tickers") return total = len(symbols) _runtime_progress(job_name, processed=0, total=total) if not (settings.fmp_api_key or settings.finnhub_api_key or settings.alpha_vantage_api_key): _log_event(logging.WARNING, "job_skipped", job=job_name, reason="no fundamentals provider keys configured") _runtime_finish(job_name, "skipped", processed=0, total=total, message="No fundamentals provider keys configured") return try: provider = build_fundamental_provider_chain() except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=0, total=total, message=str(exc)) return max_retries = max(0, settings.fundamental_rate_limit_retries) base_backoff = max(1, settings.fundamental_rate_limit_backoff_seconds) spacing = max(0.0, settings.fundamental_request_spacing_seconds) async def _store(symbol: str, data) -> None: async with async_session_factory() as db: await fundamental_service.store_fundamental( db, symbol=symbol, pe_ratio=data.pe_ratio, revenue_growth=data.revenue_growth, earnings_surprise=data.earnings_surprise, market_cap=data.market_cap, next_earnings_date=data.next_earnings_date, unavailable_fields=data.unavailable_fields, ) for symbol in symbols: _runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol) attempt = 0 while True: try: data = await provider.fetch_fundamentals(symbol) await _store(symbol, data) _last_successful[job_name] = symbol processed += 1 _runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol) _log_event(logging.INFO, "ticker_collected", job=job_name, ticker=symbol) break except Exception as exc: msg = str(exc).lower() if "rate" in msg or "429" in msg: if attempt < max_retries: wait_seconds = base_backoff * (2 ** attempt) attempt += 1 _log_event(logging.WARNING, "rate_limited_retry", job=job_name, ticker=symbol, attempt=attempt, max_retries=max_retries, wait_seconds=wait_seconds, processed=processed) _runtime_progress( job_name, processed=processed, total=total, current_ticker=symbol, message=f"Rate-limited at {symbol}; retry {attempt}/{max_retries} in {wait_seconds}s", ) await asyncio.sleep(wait_seconds) continue # Retries exhausted: store whatever partial data we can # still get (e.g. FMP market cap) and move on, rather than # aborting the whole run and leaving every later ticker # untouched. _log_event(logging.WARNING, "rate_limited_partial", job=job_name, ticker=symbol, processed=processed) try: data = await provider.fetch_fundamentals(symbol, allow_partial=True) await _store(symbol, data) processed += 1 except Exception as exc2: _log_job_error(job_name, symbol, exc2) break _log_job_error(job_name, symbol, exc) break if spacing: await asyncio.sleep(spacing) _last_successful[job_name] = None _log_event(logging.INFO, "job_complete", job=job_name, tickers=processed) _runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Processed {processed} tickers") except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc)) # --------------------------------------------------------------------------- # Job: R:R Scanner # --------------------------------------------------------------------------- async def scan_rr() -> None: """Scan all tickers for trade setups meeting the R:R threshold. Uses rr_scanner_service.scan_all_tickers which already handles per-ticker error isolation internally. """ job_name = "rr_scanner" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name) processed = 0 total: int | None = None try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled") return symbols = await _get_all_tickers(db) total = len(symbols) _runtime_progress(job_name, processed=0, total=total) def _on_progress(done: int, count: int, symbol: str) -> None: _runtime_progress( job_name, processed=done, total=count, current_ticker=symbol or None ) try: setups = await scan_all_tickers( db, rr_threshold=settings.default_rr_threshold, progress_callback=_on_progress, ) processed = total or 0 _runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Found {len(setups)} setups") _log_event(logging.INFO, "job_complete", job=job_name, setups_found=len(setups)) except Exception as exc: _runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) except Exception as exc: _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) _runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc)) # --------------------------------------------------------------------------- # Job: Outcome Evaluator # --------------------------------------------------------------------------- async def evaluate_outcomes() -> None: """Evaluate unresolved trade setups against OHLCV data collected since. Writes actual_outcome / outcome_date / evaluated_at on each decided setup. Undecided setups stay pending and are re-checked on the next run. """ job_name = "outcome_evaluator" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return summary = await evaluate_pending_setups( db, max_bars=settings.outcome_evaluation_max_bars ) from app.services import paper_trade_service closed_trades = await paper_trade_service.resolve_open_trades(db) _runtime_progress(job_name, processed=1, total=1) _runtime_finish( job_name, "completed", processed=1, total=1, message=f"Evaluated {summary['evaluated']}, pending {summary['still_pending']}, " f"{closed_trades} paper trade(s) closed", ) _log_event(logging.INFO, "job_complete", job=job_name, summary=summary) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Alerts Dispatcher # --------------------------------------------------------------------------- async def dispatch_alerts_job() -> None: """Push Telegram alerts for qualified setups, S/R proximity, score drops, digest.""" job_name = "alerts" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return result = await dispatch_alerts(db) _runtime_progress(job_name, processed=1, total=1) _runtime_finish( job_name, "completed", processed=1, total=1, message=f"{result.get('status')}, sent {result.get('sent', 0)}", ) _log_event(logging.INFO, "job_complete", job=job_name, result=result) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Market Regime # --------------------------------------------------------------------------- async def compute_market_regime() -> None: """Refresh the cached benchmark (SPY) trend regime.""" job_name = "market_regime" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return regime = await update_market_regime(db) _runtime_progress(job_name, processed=1, total=1) _runtime_finish( job_name, "completed", processed=1, total=1, message=f"Regime: {regime.get('label')}", ) _log_event(logging.INFO, "job_complete", job=job_name, label=regime.get("label")) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Benchmark Collector (SPY closes for paper-trade alpha) # --------------------------------------------------------------------------- async def collect_benchmark() -> None: """Refresh the stored benchmark (SPY) daily closes used for paper-trade alpha.""" job_name = "benchmark_collector" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return written = await refresh_benchmark_prices(db) _runtime_progress(job_name, processed=1, total=1) _runtime_finish(job_name, "completed", processed=1, total=1, message=f"{written} rows") _log_event(logging.INFO, "job_complete", job=job_name, rows=written) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Regime Monitor # --------------------------------------------------------------------------- async def compute_regime_monitor() -> None: """Refresh the standalone AI/Tech regime-change index (observational only). Pulls sector/benchmark prices via Alpaca + VIX/credit spreads via FRED, computes the 0-100 index, and persists a daily snapshot. Output feeds nothing else — it only powers its own tab. Pipeline membership is scheduling only. """ job_name = "regime_monitor" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return result = await update_regime_monitor(db) _runtime_progress(job_name, processed=1, total=1) _runtime_finish( job_name, "completed", processed=1, total=1, message=f"Index: {result.get('total_score')} ({result.get('band')})", ) _log_event(logging.INFO, "job_complete", job=job_name, score=result.get("total_score")) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Backtest # --------------------------------------------------------------------------- async def run_backtest_job() -> None: """Replay the price-derived engine over history and cache the report.""" job_name = "backtest" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name) def _on_progress(done: int, count: int, symbol: str) -> None: _runtime_progress(job_name, processed=done, total=count, current_ticker=symbol or None) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled") return report = await run_backtest_and_store(db, _on_progress) _runtime_finish( job_name, "completed", processed=report.get("tickers", 0), total=report.get("tickers", 0), message=f"{report.get('candidates', 0)} setups, {report.get('qualified', 0)} qualified", ) _log_event(logging.INFO, "job_complete", job=job_name, candidates=report.get("candidates")) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=None, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Event Study (manual) # --------------------------------------------------------------------------- async def run_event_study_job() -> None: """Measure indicator lead time vs. historical drawdowns and cache the report. Manual only (never auto-fires) — it does a universe-wide OHLCV scan. Triggered from Admin → Jobs when you want to re-run the early-warning measurement. """ job_name = "event_study" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return report = await run_event_study_and_store(db) _runtime_progress(job_name, processed=1, total=1) if report.get("available"): msg = f"{len(report.get('events', []))} events, lead Δ {report.get('lead_delta_days')}d" else: msg = report.get("reason", "no data") _runtime_finish(job_name, "completed", processed=1, total=1, message=msg) _log_event(logging.INFO, "job_complete", job=job_name, events=len(report.get("events", []))) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Ticker Universe Sync # --------------------------------------------------------------------------- async def sync_ticker_universe() -> None: """Sync tracked tickers from configured default universe. Setting key: ticker_universe_default (sp500 | nasdaq100 | nasdaq_all) """ job_name = "ticker_universe_sync" _log_event(logging.INFO, "job_start", job=job_name) _runtime_start(job_name, total=1) try: async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled") return universe = (await settings_store.get_value(db, "ticker_universe_default", "sp500")).strip().lower() async with async_session_factory() as db: summary = await bootstrap_universe(db, universe, prune_missing=False) _runtime_progress(job_name, processed=1, total=1) _runtime_finish(job_name, "completed", processed=1, total=1, message=f"Synced {universe}") _log_event(logging.INFO, "job_complete", job=job_name, universe=universe, summary=summary) except Exception as exc: _runtime_finish(job_name, "error", processed=0, total=1, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) # --------------------------------------------------------------------------- # Job: Daily Pipeline (orchestrator) # --------------------------------------------------------------------------- # Steps run in dependency order: each uses fresh output from the previous one. # (name, coroutine) — the names match the individual jobs so each step still # updates its own runtime status while the pipeline runs. # # Daily (full): the complete data→signal refresh, once a day. _DAILY_PIPELINE_STEPS = [ ("data_collector", "collect_ohlcv"), ("benchmark_collector", "collect_benchmark"), ("sentiment_collector", "collect_sentiment"), ("rr_scanner", "scan_rr"), ("outcome_evaluator", "evaluate_outcomes"), ("market_regime", "compute_market_regime"), # Observational only — runs here for scheduling; its output feeds nothing else. ("regime_monitor", "compute_regime_monitor"), ] # Intraday (light): keep prices current and resolve outcomes through the day, # without the expensive scan/sentiment. The dashboard recomputes live R:R from # the latest price, so refreshing OHLCV is enough to stop prices lagging; the # outcome step also closes paper trades that hit their stop/target intraday. _INTRADAY_PIPELINE_STEPS = [ ("data_collector", "collect_ohlcv"), ("outcome_evaluator", "evaluate_outcomes"), ] async def _run_pipeline(job_name: str, steps: list[tuple[str, str]]) -> None: """Run an ordered list of (step_name, coroutine_name) steps. Each step respects its own enable flag and manages its own runtime status; a failing step is logged and the pipeline continues with the next one. """ _log_event(logging.INFO, "job_start", job=job_name) async with async_session_factory() as db: if not await _is_job_enabled(db, job_name): _log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled") _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled") return total = len(steps) _runtime_start(job_name, total=total) funcs = globals() done = 0 try: for step_name, func_name in steps: _runtime_progress(job_name, processed=done, total=total, current_ticker=step_name) try: await funcs[func_name]() except Exception: logger.exception("%s step %s failed", job_name, step_name) done += 1 _runtime_finish(job_name, "completed", processed=done, total=total, message="Pipeline complete") _log_event(logging.INFO, "job_complete", job=job_name) except Exception as exc: _runtime_finish(job_name, "error", processed=done, total=total, message=str(exc)) _log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc)) async def run_daily_pipeline() -> None: """Full daily flow: OHLCV → benchmark → sentiment → R:R scan → outcome eval (+paper close) → market regime.""" await _run_pipeline("daily_pipeline", _DAILY_PIPELINE_STEPS) async def run_intraday_pipeline() -> None: """Light intraday flow: refresh OHLCV → evaluate outcomes (+paper close).""" await _run_pipeline("intraday_pipeline", _INTRADAY_PIPELINE_STEPS) # --------------------------------------------------------------------------- # Frequency helpers # --------------------------------------------------------------------------- _FREQUENCY_MAP: dict[str, dict[str, int]] = { "hourly": {"hours": 1}, "daily": {"hours": 24}, "weekly": {"weeks": 1}, } def _parse_frequency(freq: str) -> dict[str, int]: """Convert a frequency string to APScheduler interval kwargs.""" return _FREQUENCY_MAP.get(freq.lower(), {"hours": 24}) # --------------------------------------------------------------------------- # Schedule config (cron, admin-configurable) # --------------------------------------------------------------------------- # # The cron-driven jobs read their schedule from SystemSettings so it can be # tuned from Admin → Jobs without a redeploy. A wall-clock CronTrigger also fixes # the interval-trigger pitfall: an interval job resets its countdown to now+N on # every process restart, so on a box that's redeployed often it can keep being # deferred and never fire. Cron fires at a fixed local time regardless. SCHEDULE_DEFAULTS: dict[str, str] = { "schedule_timezone": "Europe/Berlin", "schedule_daily_pipeline_cron": "0 7 * * *", # full refresh, ready by ~8am "schedule_intraday_pipeline_cron": "0 14-22 * * 1-5", # hourly across the US session "schedule_fundamentals_cron": "0 4 * * 1", # weekly, early Monday (slow job) } # job id -> schedule setting key _CRON_JOBS: dict[str, str] = { "daily_pipeline": "schedule_daily_pipeline_cron", "intraday_pipeline": "schedule_intraday_pipeline_cron", "fundamental_collector": "schedule_fundamentals_cron", } def validate_cron(expr: str, timezone: str) -> None: """Raise ValueError if the cron expression or timezone is invalid.""" CronTrigger.from_crontab((expr or "").strip(), timezone=(timezone or "").strip()) def _cron_trigger(expr: str, timezone: str, fallback_key: str) -> CronTrigger: """Build a CronTrigger, falling back to the default (UTC) on a bad value.""" try: return CronTrigger.from_crontab(expr.strip(), timezone=timezone.strip()) except Exception: _log_event(logging.WARNING, "invalid_cron", expr=expr, timezone=timezone, fallback=SCHEDULE_DEFAULTS[fallback_key]) return CronTrigger.from_crontab(SCHEDULE_DEFAULTS[fallback_key], timezone="UTC") async def load_schedule_config(db: AsyncSession) -> dict[str, str]: """Read the cron schedule config from SystemSettings, defaults for any unset.""" stored = await settings_store.get_map(db, SCHEDULE_DEFAULTS) return {key: (stored.get(key) or default) for key, default in SCHEDULE_DEFAULTS.items()} def reschedule_jobs(schedule_config: dict[str, str]) -> dict[str, str]: """Re-apply cron triggers to the running scheduler after a settings change.""" tz = schedule_config.get("schedule_timezone") or SCHEDULE_DEFAULTS["schedule_timezone"] applied: dict[str, str] = {} for job_id, key in _CRON_JOBS.items(): if scheduler.get_job(job_id) is None: continue expr = schedule_config.get(key) or SCHEDULE_DEFAULTS[key] scheduler.reschedule_job(job_id, trigger=_cron_trigger(expr, tz, key)) applied[job_id] = expr _log_event(logging.INFO, "jobs_rescheduled", applied=applied, timezone=tz) return applied # --------------------------------------------------------------------------- # Scheduler setup # --------------------------------------------------------------------------- def configure_scheduler(schedule_config: dict[str, str] | None = None) -> None: """Add all jobs to the scheduler. Call this once before scheduler.start(). Removes any existing jobs first to ensure idempotency. ``schedule_config`` supplies the cron strings + timezone for the cron-driven jobs (daily/intraday pipelines, fundamentals); defaults are used for anything missing. """ cfg = {**SCHEDULE_DEFAULTS, **(schedule_config or {})} tz = cfg["schedule_timezone"] scheduler.remove_all_jobs() # Pipeline members: registered but PAUSED (next_run_time=None) so they never # auto-fire on their own timer — the pipelines drive them in order. The long # interval is just a backstop after a manual trigger (which re-arms an # interval job). They stay manually triggerable from Admin → Jobs. _members = [ (collect_ohlcv, "data_collector", "Data Collector (OHLCV)"), (collect_benchmark, "benchmark_collector", "Benchmark Collector"), (collect_sentiment, "sentiment_collector", "Sentiment Collector"), (scan_rr, "rr_scanner", "R:R Scanner"), (evaluate_outcomes, "outcome_evaluator", "Outcome Evaluator"), (compute_market_regime, "market_regime", "Market Regime"), (compute_regime_monitor, "regime_monitor", "Regime Monitor"), ] for fn, job_id, job_name in _members: scheduler.add_job( fn, "interval", weeks=520, id=job_id, name=job_name, replace_existing=True, next_run_time=None, ) # Cron-driven jobs (admin-configurable times) scheduler.add_job( run_daily_pipeline, _cron_trigger(cfg["schedule_daily_pipeline_cron"], tz, "schedule_daily_pipeline_cron"), id="daily_pipeline", name="Daily Pipeline", replace_existing=True, ) scheduler.add_job( run_intraday_pipeline, _cron_trigger(cfg["schedule_intraday_pipeline_cron"], tz, "schedule_intraday_pipeline_cron"), id="intraday_pipeline", name="Intraday Pipeline", replace_existing=True, ) # Fundamentals — quarterly-ish data; weekly by default (conserves API quota). # Its own early cron so the slow, rate-limited fetch finishes before the day. scheduler.add_job( collect_fundamentals, _cron_trigger(cfg["schedule_fundamentals_cron"], tz, "schedule_fundamentals_cron"), id="fundamental_collector", name="Fundamental Collector", replace_existing=True, ) # Independent interval jobs (own cadence, no ordering dependency) scheduler.add_job( sync_ticker_universe, "interval", hours=24, id="ticker_universe_sync", name="Ticker Universe Sync", replace_existing=True, ) alerts_interval = _parse_frequency(settings.alerts_frequency) scheduler.add_job( dispatch_alerts_job, "interval", **alerts_interval, id="alerts", name="Alerts Dispatcher", replace_existing=True, ) scheduler.add_job( run_backtest_job, "interval", hours=168, id="backtest", name="Backtest", replace_existing=True, ) # Deep history backfill: manual only (never auto-fires); triggered from # Admin → Jobs when histories need deepening. scheduler.add_job( backfill_ohlcv, "interval", weeks=520, id="data_backfill", name="Data Backfill (deep history)", replace_existing=True, next_run_time=None, ) # Event study: manual only (universe-wide scan); triggered from Admin → Jobs. scheduler.add_job( run_event_study_job, "interval", weeks=520, id="event_study", name="Event Study", replace_existing=True, next_run_time=None, ) _log_event(logging.INFO, "scheduler_configured", timezone=tz, daily_pipeline={ "cron": cfg["schedule_daily_pipeline_cron"], "steps": [name for name, _ in _DAILY_PIPELINE_STEPS], }, intraday_pipeline={ "cron": cfg["schedule_intraday_pipeline_cron"], "steps": [name for name, _ in _INTRADAY_PIPELINE_STEPS], }, fundamental_collector={"cron": cfg["schedule_fundamentals_cron"]}, independent=["ticker_universe_sync", "alerts", "backtest"])