6da65b8d8f
Admin-configurable thresholds (min R:R, default 2.0; min confidence, default 70%) defining what counts as an actionable signal: - Admin Settings: new Activation Thresholds panel (GET/PUT /admin/settings/activation) - GET /trades/activation exposes values to all users with access - Signals/Setups: filters initialize from activation values - Track Record: "Qualified signals only" toggle (default on) via min_rr/min_confidence params on /trades/performance; the confidence breakdown always covers the full population so the thresholds can be validated against outcomes - Dashboard: "Qualified" metric and qualified-first Top Setups - Outcome evaluator unchanged: every setup is still evaluated Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
127 lines
4.8 KiB
Python
127 lines
4.8 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 import admin_service
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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/activation", response_model=APIEnvelope)
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async def get_activation_thresholds(
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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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"""Activation thresholds (min R:R, min confidence) for actionable signals.
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Readable by any user with access — drives Signals-page default filters
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and the Dashboard's qualified-setup metrics. Configured by admins via
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PUT /admin/settings/activation.
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"""
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config = await admin_service.get_activation_config(db)
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return APIEnvelope(status="success", data=config)
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@router.get("/trades/performance", response_model=APIEnvelope)
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async def get_trade_performance(
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min_rr: float | None = Query(None, ge=0, description="Only setups with R:R >= this"),
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min_confidence: float | None = Query(
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None, ge=0, le=100, description="Only setups with confidence >= this"
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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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"""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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Optional min_rr / min_confidence filters apply to the overall, direction
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and action breakdowns; the confidence breakdown always covers all setups
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so thresholds can be validated against it.
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"""
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stats = await get_performance_stats(db, min_rr=min_rr, min_confidence=min_confidence)
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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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