dennisthiessenandClaude Fable 5
565484de87
The run-id marker proved which scan wrote last, but the shadow book still selected setups by detected_at >= scan_start. An overlapping manual scan could insert rows in that same window; if the pipeline's scan wrote the marker last its id matched and the shadow book proceeded, then swept in -- or ranked highest -- a manual-scan row. The identity check gated entry but selection did not. Carry the run id onto the rows. Migration 025 adds an indexed trade_setups.scan_run_id. scan_all_tickers computes one id per run (pipeline's when a step, else fresh), passes it to scan_ticker which stamps every row after enhancement, and writes the same id to the completion marker. The shadow book selects WHERE scan_run_id == the matched id, so a concurrent scan's rows are excluded by identity regardless of their detected_at. The now-unused STARTED marker is dropped; COMPLETED (freshness) and RUN_ID (identity) remain. Decisive test: the pipeline's id matches, but a same-window manual row with a higher rank is present and is excluded -- only the pipeline's own row is traded. A time-window select would have swept it in and ranked it first. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
39 lines
1.2 KiB
Python
39 lines
1.2 KiB
Python
"""trade_setup scan_run_id — identity of the producing scan run
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Revision ID: 025
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Revises: 024
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Create Date: 2026-07-21 00:00:00.000000
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The shadow book must select the exact batch produced by its pipeline's scan.
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Matching the scan-completion marker's run id proves which scan wrote last, but
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setup selection was still a detected_at window that a concurrent manual scan
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could write rows into. Stamping each row with its scan's run id lets the shadow
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book select by identity instead. Existing rows are null (they predate the
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column and are never traded by the shadow book).
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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: str = "025"
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down_revision: Union[str, None] = "024"
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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.add_column(
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"trade_setups",
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sa.Column("scan_run_id", sa.String(length=32), nullable=True),
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)
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op.create_index(
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"ix_trade_setups_scan_run_id", "trade_setups", ["scan_run_id"]
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)
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def downgrade() -> None:
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op.drop_index("ix_trade_setups_scan_run_id", table_name="trade_setups")
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op.drop_column("trade_setups", "scan_run_id")
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