dennisthiessen
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>
41 lines
1.4 KiB
Python
41 lines
1.4 KiB
Python
"""reset activation gate settings for the EV-based redesign
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The activation gate was redesigned around expected value (R): the core test is
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now ``min_expected_value`` instead of the old, self-contradicting pair of a high
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``min_rr`` AND a high ``min_target_probability`` (with the post-recalibration
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probability model the two could not be satisfied together, so nothing qualified).
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The conviction / conflict toggles are now optional tighteners that default off.
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Stored ``activation_*`` rows from the old gate no longer map cleanly onto the new
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one, so they are cleared here and the redesigned code defaults take effect. Re-tune
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in Admin → Activation (validated against the Track Record's backtest EV sweep).
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Revision ID: 009
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Revises: 008
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Create Date: 2026-06-23 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 = "009"
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down_revision: Union[str, None] = "008"
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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.execute(
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sa.text("DELETE FROM system_settings WHERE key LIKE 'activation\\_%' ESCAPE '\\'")
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)
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def downgrade() -> None:
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# One-way data reset — the old per-key values aren't recoverable. Code defaults
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# apply until re-tuned, so there is nothing to restore.
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pass
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