dennisthiessen
21ed83c56c
Closes the feedback loop on R:R scanner signals: - Nightly outcome_evaluator job replays unresolved setups against daily OHLCV bars: target_hit / stop_hit / ambiguous (same-bar, counted as loss) / expired after OUTCOME_EVALUATION_MAX_BARS (default 30) - Migration 004: evaluated_at + outcome_date on trade_setups - GET /trades/performance: hit rate, expectancy (avg R), total R with breakdowns by direction, recommended action, and confidence bucket - New Performance page (stat cards, breakdown tables, Evaluate Now, methodology disclosure) wired into sidebar and mobile nav - 17 new unit tests for evaluation logic and stats aggregation Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
104 lines
3.7 KiB
Python
104 lines
3.7 KiB
Python
"""Trades router — R:R scanner trade setup endpoints."""
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from fastapi import APIRouter, Depends, Query
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.dependencies import get_db, require_access
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from app.schemas.common import APIEnvelope
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from app.schemas.trade_setup import RecommendationSummaryResponse, TradeSetupResponse
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from app.services.outcome_service import get_performance_stats
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from app.services.rr_scanner_service import get_trade_setup_history, get_trade_setups
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router = APIRouter(tags=["trades"])
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@router.get("/trades", response_model=APIEnvelope)
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async def list_trade_setups(
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direction: str | None = Query(
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None, description="Filter by direction: long or short"
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),
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min_confidence: float | None = Query(
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None, ge=0, le=100, description="Minimum confidence score"
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),
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recommended_action: str | None = Query(
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None,
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description="Filter by action: LONG_HIGH, LONG_MODERATE, SHORT_HIGH, SHORT_MODERATE, NEUTRAL",
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),
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_user=Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Get latest trade setups with recommendation data."""
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rows = await get_trade_setups(
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db,
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direction=direction,
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min_confidence=min_confidence,
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recommended_action=recommended_action,
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)
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data = []
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for row in rows:
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summary = RecommendationSummaryResponse(
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action=row.get("recommended_action") or "NEUTRAL",
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reasoning=row.get("reasoning"),
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risk_level=row.get("risk_level"),
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composite_score=row["composite_score"],
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)
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payload = {**row, "recommendation_summary": summary}
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data.append(TradeSetupResponse(**payload).model_dump(mode="json"))
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return APIEnvelope(status="success", data=data)
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@router.get("/trades/performance", response_model=APIEnvelope)
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async def get_trade_performance(
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_user=Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Aggregate outcome statistics over evaluated trade setups.
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Outcomes are written by the nightly outcome_evaluator job (win = target
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hit first, loss = stop hit first, expired = neither within the window).
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"""
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stats = await get_performance_stats(db)
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return APIEnvelope(status="success", data=stats)
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@router.get("/trades/{symbol}", response_model=APIEnvelope)
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async def get_ticker_trade_setups(
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symbol: str,
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_user=Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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rows = await get_trade_setups(db, symbol=symbol)
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data = []
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for row in rows:
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summary = RecommendationSummaryResponse(
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action=row.get("recommended_action") or "NEUTRAL",
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reasoning=row.get("reasoning"),
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risk_level=row.get("risk_level"),
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composite_score=row["composite_score"],
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)
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payload = {**row, "recommendation_summary": summary}
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data.append(TradeSetupResponse(**payload).model_dump(mode="json"))
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return APIEnvelope(status="success", data=data)
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@router.get("/trades/{symbol}/history", response_model=APIEnvelope)
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async def get_ticker_trade_history(
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symbol: str,
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_user=Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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rows = await get_trade_setup_history(db, symbol=symbol)
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data = []
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for row in rows:
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summary = RecommendationSummaryResponse(
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action=row.get("recommended_action") or "NEUTRAL",
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reasoning=row.get("reasoning"),
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risk_level=row.get("risk_level"),
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composite_score=row["composite_score"],
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)
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payload = {**row, "recommendation_summary": summary}
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data.append(TradeSetupResponse(**payload).model_dump(mode="json"))
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return APIEnvelope(status="success", data=data)
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