dennisthiessen
1e82dfad7f
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>
53 lines
1.6 KiB
Python
53 lines
1.6 KiB
Python
"""Schemas for paper trades."""
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from __future__ import annotations
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from datetime import datetime
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from pydantic import BaseModel, Field
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class PaperTradeCreate(BaseModel):
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symbol: str = Field(..., min_length=1, max_length=10)
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direction: str = Field(..., pattern=r"^(long|short)$")
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entry_price: float = Field(..., gt=0)
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shares: float = Field(..., gt=0)
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stop_loss: float = Field(..., gt=0)
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target: float = Field(..., gt=0)
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class PaperTradeClose(BaseModel):
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close_price: float | None = Field(default=None, gt=0)
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class ExitPolicyUpdate(BaseModel):
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"""Auto-exit policy for open paper trades."""
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mode: str | None = Field(default=None, pattern=r"^(time|trailing|target)$")
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trailing_pct: float | None = Field(default=None, ge=0.5, le=90)
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hold_days: int | None = Field(default=None, ge=2, le=250)
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class PaperTradeResponse(BaseModel):
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id: int
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symbol: str
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direction: str
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entry_price: float
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shares: float
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stop_loss: float
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target: float
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status: str
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opened_at: datetime
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close_price: float | None = None
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closed_at: datetime | None = None
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current_price: float | None = None
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# Alpha vs the S&P 500 (SPY) over the trade's holding period. None when the
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# benchmark series doesn't cover the trade's open date yet.
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benchmark_return_pct: float | None = None
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alpha_pct: float | None = None
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alpha_usd: float | None = None
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close_reason: str | None = None
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# Live trailing-stop level + how far price sits above it (% ), for open trades
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# when the trailing exit policy is active.
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trailing_stop: float | None = None
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trailing_distance_pct: float | None = None
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