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>
63 lines
2.4 KiB
Python
63 lines
2.4 KiB
Python
from datetime import date, datetime
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import json
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from sqlalchemy import Date, DateTime, Float, ForeignKey, String, Text
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from sqlalchemy.orm import Mapped, mapped_column, relationship
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from app.database import Base
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class TradeSetup(Base):
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__tablename__ = "trade_setups"
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id: Mapped[int] = mapped_column(primary_key=True)
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ticker_id: Mapped[int] = mapped_column(
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ForeignKey("tickers.id", ondelete="CASCADE"), nullable=False
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)
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direction: Mapped[str] = mapped_column(String(10), nullable=False)
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entry_price: Mapped[float] = mapped_column(Float, nullable=False)
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stop_loss: Mapped[float] = mapped_column(Float, nullable=False)
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target: Mapped[float] = mapped_column(Float, nullable=False)
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rr_ratio: Mapped[float] = mapped_column(Float, nullable=False)
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composite_score: Mapped[float] = mapped_column(Float, nullable=False)
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detected_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), nullable=False
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)
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confidence_score: Mapped[float | None] = mapped_column(Float, nullable=True)
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targets_json: Mapped[str | None] = mapped_column(Text, nullable=True)
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conflict_flags_json: Mapped[str | None] = mapped_column(Text, nullable=True)
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recommended_action: Mapped[str | None] = mapped_column(String(20), nullable=True)
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reasoning: Mapped[str | None] = mapped_column(Text, nullable=True)
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risk_level: Mapped[str | None] = mapped_column(String(10), nullable=True)
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actual_outcome: Mapped[str | None] = mapped_column(String(20), nullable=True)
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evaluated_at: Mapped[datetime | None] = mapped_column(
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DateTime(timezone=True), nullable=True
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)
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outcome_date: Mapped[date | None] = mapped_column(Date, nullable=True)
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ticker = relationship("Ticker", back_populates="trade_setups")
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@property
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def targets(self) -> list[dict]:
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if not self.targets_json:
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return []
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try:
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parsed = json.loads(self.targets_json)
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except (TypeError, ValueError):
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return []
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return parsed if isinstance(parsed, list) else []
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@property
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def conflict_flags(self) -> list[str]:
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if not self.conflict_flags_json:
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return []
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try:
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parsed = json.loads(self.conflict_flags_json)
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except (TypeError, ValueError):
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return []
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if not isinstance(parsed, list):
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return []
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return [str(item) for item in parsed]
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