c34f3cb1a4
Diagnosing "no qualified signals for 5 days": setups were generated but none qualified. The gate required BOTH a high min_rr (2.0) AND a high min_target_probability (60), which became contradictory after the Jun-15 probability recalibration — probability already embeds R:R via the 1/(rr+1) ruin term, so high-R:R targets are inherently low-probability and nothing cleared both. Gate is now expected value (R): p*rr - (1-p) from the primary target's probability. R:R and confidence stay as floors; high-conviction / exclude-conflicts / min-target-probability become optional tighteners (default off). Defaults: min_expected_value=0.15, min_rr=1.2, min_confidence=55. EV is only enforced when computable. Migration 009 clears stored activation_* rows so the new defaults apply. Backtest sweeps min_expected_value instead of target probability. Scheduling: pipelines are now cron-configurable in Admin -> Jobs. daily_pipeline (full, default 0 7 * * *) plus a new light intraday_pipeline (OHLCV + outcome eval, default hourly US session) that keeps prices/live-R:R current without setup churn. Fundamentals on its own early weekly cron. Timezone configurable (default Europe/Berlin). Moving interval->CronTrigger also fixes the restart-deferral bug where an interval job's countdown resets on every process restart. 319 backend unit tests pass; frontend tsc clean. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
149 lines
6.1 KiB
TypeScript
149 lines
6.1 KiB
TypeScript
import { useEffect, useState } from 'react';
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import type { ActivationConfig } from '../../lib/types';
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import { useActivationSettings, useUpdateActivationSettings } from '../../hooks/useAdmin';
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import { SkeletonTable } from '../ui/Skeleton';
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const DEFAULTS: ActivationConfig = {
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min_expected_value: 0.15,
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min_rr: 1.2,
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min_confidence: 55,
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min_target_probability: 0,
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require_high_conviction: false,
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exclude_conflicts: false,
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};
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export function ActivationSettings() {
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const { data, isLoading, isError, error } = useActivationSettings();
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const update = useUpdateActivationSettings();
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const [form, setForm] = useState<ActivationConfig>(DEFAULTS);
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useEffect(() => {
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if (data) setForm(data);
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}, [data]);
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const onSave = () => {
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update.mutate(form);
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};
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const onReset = () => {
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setForm(DEFAULTS);
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update.mutate(DEFAULTS);
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};
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if (isLoading) return <SkeletonTable rows={2} cols={2} />;
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if (isError) return <p className="text-sm text-red-400">{(error as Error)?.message || 'Failed to load activation thresholds'}</p>;
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return (
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<div className="glass p-5 space-y-4">
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<div>
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<h3 className="text-sm font-semibold text-gray-200">Activation Gate</h3>
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<p className="mt-1 text-xs text-gray-500">
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What counts as a signal worth acting on. Drives the Dashboard's "Qualified" metric, the
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Signals "Qualified only" view, and the Track Record's qualified stats. The core test is
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<span className="text-gray-300"> expected value</span> — probability-weighted asymmetry —
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so R:R and target probability no longer fight each other. All setups are still evaluated
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regardless; tune the EV floor against the Track Record's EV sweep to see what actually wins.
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</p>
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</div>
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<div className="grid gap-4 md:grid-cols-3">
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<label className="block space-y-1">
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<span className="text-xs text-gray-400">Min Expected Value (R)</span>
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<input
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type="number"
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min={-1}
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max={10}
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step={0.05}
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value={form.min_expected_value}
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onChange={(e) => setForm((prev) => ({ ...prev, min_expected_value: Number(e.target.value) }))}
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className="w-full input-glass px-3 py-2 text-sm"
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/>
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<span className="text-[11px] text-gray-600">p·R:R − (1−p), in R. 0.15 ≈ +0.15× risk/trade. The core gate.</span>
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</label>
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<label className="block space-y-1">
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<span className="text-xs text-gray-400">Min Risk:Reward (1 : x)</span>
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<input
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type="number"
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min={0}
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step={0.1}
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value={form.min_rr}
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onChange={(e) => setForm((prev) => ({ ...prev, min_rr: Number(e.target.value) }))}
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className="w-full input-glass px-3 py-2 text-sm"
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/>
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<span className="text-[11px] text-gray-600">Floor only — keeps symmetric/negative trades out.</span>
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</label>
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<label className="block space-y-1">
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<span className="text-xs text-gray-400">Min Confidence (%)</span>
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<input
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type="number"
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min={0}
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max={100}
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step={1}
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value={form.min_confidence}
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onChange={(e) => setForm((prev) => ({ ...prev, min_confidence: Number(e.target.value) }))}
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className="w-full input-glass px-3 py-2 text-sm"
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/>
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</label>
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</div>
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<div className="border-t border-white/[0.06] pt-4">
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<p className="text-xs font-medium uppercase tracking-widest text-gray-500">Optional tighteners</p>
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<p className="mt-1 text-[11px] text-gray-600">Off by default — turn on to be more selective on top of the EV gate.</p>
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<div className="mt-3 grid gap-3 md:grid-cols-3">
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<label className="block space-y-1">
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<span className="text-xs text-gray-400">Min Target Probability (%)</span>
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<input
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type="number"
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min={0}
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max={100}
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step={1}
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value={form.min_target_probability}
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onChange={(e) => setForm((prev) => ({ ...prev, min_target_probability: Number(e.target.value) }))}
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className="w-full input-glass px-3 py-2 text-sm"
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/>
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<span className="text-[11px] text-gray-600">Best target's probability must clear this. 0 disables.</span>
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</label>
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<label className="flex cursor-pointer items-start gap-2.5 text-sm text-gray-300">
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<input
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type="checkbox"
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checked={form.require_high_conviction}
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onChange={(e) => setForm((prev) => ({ ...prev, require_high_conviction: e.target.checked }))}
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className="mt-0.5 h-4 w-4 cursor-pointer accent-blue-400"
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/>
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<span>
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Require high conviction
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<span className="mt-0.5 block text-[11px] text-gray-500">
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Only LONG (High) / SHORT (High) — the signals must clearly pick a side.
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</span>
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</span>
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</label>
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<label className="flex cursor-pointer items-start gap-2.5 text-sm text-gray-300">
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<input
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type="checkbox"
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checked={form.exclude_conflicts}
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onChange={(e) => setForm((prev) => ({ ...prev, exclude_conflicts: e.target.checked }))}
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className="mt-0.5 h-4 w-4 cursor-pointer accent-blue-400"
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/>
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<span>
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Exclude conflicted setups
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<span className="mt-0.5 block text-[11px] text-gray-500">
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Risk level must be Low — drops setups with contradicting signals.
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</span>
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</span>
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</label>
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</div>
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</div>
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<div className="flex items-center gap-2">
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<button className="btn-primary px-4 py-2 text-sm" onClick={onSave} disabled={update.isPending}>
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{update.isPending ? 'Saving…' : 'Save Thresholds'}
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</button>
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<button className="px-4 py-2 text-sm rounded border border-white/[0.1] text-gray-300 hover:text-white" onClick={onReset} disabled={update.isPending}>
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Reset to Defaults
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</button>
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</div>
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</div>
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);
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}
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