dennisthiessen
ebff19940b
A new /regime tab scoring how far the AI/Tech bull regime has deteriorated toward a re-rating as a single 0-100 index with per-signal breakdown and a 7/30-day trend. Intentionally decoupled: nothing reads its output to gate or score trades — the daily-pipeline membership is scheduling only. - regime_monitor_service: price sub-scores (P1-P6 via Alpaca, like market_regime), VIX + HY credit spreads via a small FRED helper, weighted aggregation over available signals (missing source -> n/a, dropped from the denominator), one snapshot row/day, and a ~90-day history backfill by replaying the already-fetched series as-of each past day. - F1/F3 fundamentals proposed by the configured grounded LLM (reuses sentiment_provider_service config resolution), with a manual override + lock. - regime_snapshots table (migration 011); endpoints on the existing market router; admin-editable weights/threshold; standalone /regime page. Data needs: prices via Alpaca, VIX/credit via FRED (optional key — signals show n/a without it). No LLM needed for history. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
44 lines
1.3 KiB
Python
44 lines
1.3 KiB
Python
"""add regime_snapshots table
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Stores the daily AI/Tech regime-change index (one row per date) so the monitor
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tab can show a 7/30-day trend. Standalone, observational feature: no other table
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or job reads this.
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Revision ID: 011
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Revises: 010
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Create Date: 2026-06-26 00:00:00.000000
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"""
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from typing import Sequence, Union
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from alembic import op
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import sqlalchemy as sa
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# revision identifiers, used by Alembic.
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revision: str = "011"
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down_revision: Union[str, None] = "010"
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branch_labels: Union[str, Sequence[str], None] = None
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depends_on: Union[str, Sequence[str], None] = None
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def upgrade() -> None:
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op.create_table(
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"regime_snapshots",
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sa.Column("id", sa.Integer(), nullable=False),
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sa.Column("date", sa.Date(), nullable=False),
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sa.Column("total_score", sa.Float(), nullable=False),
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sa.Column("band", sa.String(length=20), nullable=False),
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sa.Column("breakdown_json", sa.Text(), nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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)
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op.create_index(
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"uq_regime_snapshots_date", "regime_snapshots", ["date"], unique=True
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)
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def downgrade() -> None:
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op.drop_index("uq_regime_snapshots_date", table_name="regime_snapshots")
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op.drop_table("regime_snapshots")
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