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signal-platform/app/scheduler.py
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"""APScheduler job definitions and FastAPI lifespan integration.
Defines four scheduled jobs:
- Data Collector (OHLCV fetch for all tickers)
- Sentiment Collector (sentiment for all tickers)
- Fundamental Collector (fundamentals for all tickers)
- R:R Scanner (trade setup scan for all tickers)
Each job processes tickers independently, logs errors as structured JSON,
handles rate limits by recording the last successful ticker, and checks
SystemSetting for enabled/disabled state.
"""
from __future__ import annotations
import json
import logging
import asyncio
from datetime import date, datetime, timedelta, timezone
from apscheduler.schedulers.asyncio import AsyncIOScheduler
from apscheduler.triggers.cron import CronTrigger
from sqlalchemy import and_, case, func, or_, select
from sqlalchemy.ext.asyncio import AsyncSession
from app.config import settings
from app.database import async_session_factory
from app.models.fundamental import FundamentalData
from app.models.ohlcv import OHLCVRecord
from app.models.sentiment import SentimentScore
from app.models.ticker import Ticker
from app.exceptions import ProviderError
from app.providers.alpaca import AlpacaOHLCVProvider
from app.providers.fundamentals_chain import build_fundamental_provider_chain
from app.providers.protocol import SentimentData
from app.services import (
fundamental_service,
ingestion_service,
pipeline_run,
sentiment_service,
settings_store,
shadow_book_service,
fundamentals_parity_service,
fundamental_data_refresh_service,
)
from app.services.data_import import (
STATUS_DEFERRED,
STATUS_FAILED,
SourceImporter,
run_import,
)
from app.services.dolt_earnings_importer import DoltEarningsImporter
from app.services.sec_fundamentals_importer import SecFundamentalsImporter
from app.services.alert_service import dispatch_alerts
from app.services.backtest_service import (
BACKTEST_TARGET_MODELS,
DEFAULT_BACKTEST_CADENCE,
PRODUCTION_GTL_TARGET_MODEL,
run_and_store as run_backtest_and_store,
validate_backtest_cadence,
validate_backtest_target_model,
)
from app.services.benchmark_service import refresh_benchmark_prices
from app.services.market_regime_service import update_market_regime
from app.services.regime_monitor_service import update_regime_monitor
from app.services.event_study_service import run_and_store as run_event_study_and_store
from app.services.outcome_service import evaluate_pending_setups
from app.services.rr_scanner_service import scan_all_tickers
from app.services.sentiment_provider_service import build_sentiment_provider
from app.services.ticker_universe_service import bootstrap_universe
logger = logging.getLogger(__name__)
# Module-level scheduler instance.
#
# job_defaults matter a lot here: this is a single-process app, so the scheduler
# shares one event loop with the API and every other job. APScheduler's default
# misfire_grace_time is just 1 second — if the loop is busy at the instant a
# daily job is due (e.g. the scanner is mid-run), the fire is processed late,
# flagged a misfire, and SILENTLY SKIPPED while next_run still advances 24h. So
# we grant a generous grace window, coalesce missed runs into one catch-up, and
# cap each job at a single concurrent instance.
scheduler = AsyncIOScheduler(
job_defaults={
"coalesce": True,
"max_instances": 1,
"misfire_grace_time": 3600, # tolerate a busy loop; a daily job up to 1h late is fine
}
)
# Track last successful ticker per job for rate-limit resume
_last_successful: dict[str, str | None] = {
"data_collector": None,
"data_backfill": None,
"sentiment_collector": None,
"fundamental_collector": None,
}
# Jobs whose per-run progress is surfaced to Admin → Jobs. (outcome_evaluator is
# created lazily on first run via _runtime_start.)
_JOB_NAMES = [
"data_collector",
"data_backfill",
"sentiment_collector",
"fundamental_collector",
"dolt_earnings_import",
"sec_fundamentals_import",
"fundamentals_parity_report",
"rr_scanner",
"ticker_universe_sync",
"alerts",
"market_regime",
"regime_monitor",
"event_study",
"backtest",
"daily_pipeline", # morning: OHLCV/sentiment/regime — no qualifying scan
"near_close_pipeline", # OHLCV fetch → R:R scan → Telegram alerts
"after_close_pipeline", # OHLCV fetch → outcome eval (final bar)
"intraday_pipeline",
]
def _idle_runtime() -> dict[str, object]:
return {
"running": False,
"status": "idle",
"processed": 0,
"total": None,
"progress_pct": None,
"current_ticker": None,
"started_at": None,
"finished_at": None,
"message": None,
}
_job_runtime: dict[str, dict[str, object]] = {name: _idle_runtime() for name in _JOB_NAMES}
_next_backtest_target_model = PRODUCTION_GTL_TARGET_MODEL
_next_backtest_cadence = DEFAULT_BACKTEST_CADENCE
# ---------------------------------------------------------------------------
# Helpers
# ---------------------------------------------------------------------------
def queue_backtest_options(
target_model: str | None,
cadence: str | None,
) -> tuple[str, str]:
"""Select model and cadence for the next manual backtest run only.
Scheduled and subsequent manual runs return to production GTL at the
resource-safe weekly cadence.
"""
global _next_backtest_target_model, _next_backtest_cadence
selected_model = validate_backtest_target_model(
target_model or PRODUCTION_GTL_TARGET_MODEL
)
selected_cadence = validate_backtest_cadence(
cadence or DEFAULT_BACKTEST_CADENCE
)
_next_backtest_target_model = selected_model
_next_backtest_cadence = selected_cadence
return selected_model, selected_cadence
def queue_backtest_target_model(target_model: str | None) -> str:
"""Compatibility wrapper for callers selecting only the target model."""
selected, _ = queue_backtest_options(target_model, DEFAULT_BACKTEST_CADENCE)
return selected
def _consume_backtest_options() -> tuple[str, str]:
global _next_backtest_target_model, _next_backtest_cadence
selected = (_next_backtest_target_model, _next_backtest_cadence)
_next_backtest_target_model = PRODUCTION_GTL_TARGET_MODEL
_next_backtest_cadence = DEFAULT_BACKTEST_CADENCE
return selected
def _consume_backtest_target_model() -> str:
"""Compatibility wrapper consuming all queued one-run options."""
selected, _ = _consume_backtest_options()
return selected
def _log_event(level: int, event: str, **fields: object) -> None:
"""Emit a structured JSON log line: {"event": ..., **fields}."""
logger.log(level, json.dumps({"event": event, **fields}))
def _log_job_error(job_name: str, ticker: str, error: Exception) -> None:
"""Log a per-ticker job error as structured JSON."""
_log_event(
logging.ERROR, "job_error", job=job_name, ticker=ticker,
error_type=type(error).__name__, message=str(error),
)
async def _record_system_event(
*,
severity: str,
source: str,
code: str,
message: str,
symbol: str | None = None,
dedup_key: str | None = None,
) -> None:
"""Best-effort durable event for Admin → Jobs and the top-nav badge."""
from app.services.system_event_service import log_event_standalone
await log_event_standalone(
severity=severity,
source=source,
code=code,
message=message,
symbol=symbol,
dedup_key=dedup_key,
)
def _runtime_start(job_name: str, total: int | None = None, message: str | None = None) -> None:
_job_runtime[job_name] = {
**_idle_runtime(),
"running": True,
"status": "running",
"total": total,
"progress_pct": 0.0 if total and total > 0 else None,
"started_at": datetime.now(timezone.utc).isoformat(),
"message": message,
}
def _runtime_progress(
job_name: str,
processed: int,
total: int | None,
current_ticker: str | None = None,
message: str | None = None,
) -> None:
progress_pct: float | None = None
if total and total > 0:
progress_pct = round((processed / total) * 100.0, 1)
runtime = _job_runtime.get(job_name, {})
runtime.update({
"running": True,
"status": "running",
"processed": processed,
"total": total,
"progress_pct": progress_pct,
"current_ticker": current_ticker,
"message": message,
})
_job_runtime[job_name] = runtime
def _runtime_finish(
job_name: str,
status: str,
processed: int,
total: int | None,
message: str | None = None,
) -> None:
runtime = _job_runtime.get(job_name, {})
runtime.update({
"running": False,
"status": status,
"processed": processed,
"total": total,
"progress_pct": 100.0 if total and processed >= total else runtime.get("progress_pct"),
"current_ticker": None,
"finished_at": datetime.now(timezone.utc).isoformat(),
"message": message,
})
_job_runtime[job_name] = runtime
# Durable event for error / rate-limit finishes (badge + Admin → Jobs panel).
if status in ("error", "rate_limited"):
severity = "error" if status == "error" else "warning"
try:
loop = asyncio.get_running_loop()
loop.create_task(
_record_system_event(
severity=severity,
source=job_name,
code=f"job_{status}",
message=message or f"Job {job_name} finished with status {status}",
dedup_key=f"job:{job_name}:{status}:{(message or '')[:80]}"[:200],
)
)
except RuntimeError:
pass
def get_job_runtime_snapshot(job_name: str | None = None) -> dict[str, dict[str, object]] | dict[str, object]:
if job_name is not None:
return dict(_job_runtime.get(job_name, {}))
return {name: dict(meta) for name, meta in _job_runtime.items()}
async def _is_job_enabled(db: AsyncSession, job_name: str) -> bool:
"""Check SystemSetting for job enabled state. Defaults to True."""
setting = await settings_store.get_setting(db, f"job_{job_name}_enabled")
return setting is None or setting.value.lower() == "true"
async def _get_all_tickers(db: AsyncSession) -> list[str]:
"""Return all tracked ticker symbols sorted alphabetically."""
result = await db.execute(select(Ticker.symbol).order_by(Ticker.symbol))
return list(result.scalars().all())
async def _get_ohlcv_priority_tickers(db: AsyncSession) -> list[str]:
"""Return symbols prioritized for OHLCV collection.
Priority:
1) Tickers with no OHLCV bars
2) Tickers with data, oldest latest OHLCV date first
3) Alphabetical tiebreaker
"""
latest_date = func.max(OHLCVRecord.date)
missing_first = case((latest_date.is_(None), 0), else_=1)
result = await db.execute(
select(Ticker.symbol)
.outerjoin(OHLCVRecord, OHLCVRecord.ticker_id == Ticker.id)
.group_by(Ticker.id, Ticker.symbol)
.order_by(missing_first.asc(), latest_date.asc(), Ticker.symbol.asc())
)
return list(result.scalars().all())
async def _get_top_pick_feeder_ids(db: AsyncSession) -> set[int]:
"""Ticker ids whose latest LONG setup makes them a top-pick feeder.
A dashboard 'top pick' is the highest residual-momentum *qualified* setup.
Sentiment can never move a ticker's activation percentile (the gate's core
axis) — only its confidence and EV ranking. So the only tickers that are, or
could become with positive sentiment, a top pick are residual-momentum leaders
that already have a tradeable long setup clearing the R:R floor. That set is exactly:
latest long setup with momentum_percentile >= gate AND rr_ratio >= floor.
It contains both the currently-qualified setups and the near-miss ones held
back only by a neutral/missing sentiment — the cases the user saw surface as
top picks with no sentiment. Only meaningful with the momentum gate on
(min_momentum_percentile > 0); off, there is no leader axis to anchor on and we
defer to the filler set. Best-effort: a config failure must not stop collection.
"""
from app.models.trade_setup import TradeSetup
try:
from app.services.admin_service import get_activation_config
activation = await get_activation_config(db)
min_pct = float(activation.get("min_momentum_percentile", 0.0))
min_rr = float(activation.get("min_rr", 0.0))
except Exception:
logger.exception("Sentiment top-pick scoping failed; using filler set only")
return set()
if min_pct <= 0:
return set()
# Latest long setup per ticker, then keep those clearing the gate's momentum
# percentile and R:R floor. (Sentiment runs before the day's scan, so this
# reads the previous scan's setups — momentum is a slow, cross-sectional signal,
# so yesterday's leaders are the right anchor.)
latest_long = (
select(TradeSetup.ticker_id, func.max(TradeSetup.detected_at).label("md"))
.where(TradeSetup.direction == "long")
.group_by(TradeSetup.ticker_id)
.subquery()
)
rows = await db.execute(
select(TradeSetup.ticker_id)
.join(
latest_long,
and_(
TradeSetup.ticker_id == latest_long.c.ticker_id,
TradeSetup.detected_at == latest_long.c.md,
),
)
.where(
TradeSetup.direction == "long",
TradeSetup.rr_ratio >= min_rr,
TradeSetup.momentum_percentile.is_not(None),
TradeSetup.momentum_percentile >= min_pct,
)
)
return {r[0] for r in rows.all()}
async def _stale_sentiment_symbols(
db: AsyncSession, ticker_ids: set[int], cutoff: datetime
) -> list[str]:
"""Symbols among ``ticker_ids`` whose newest sentiment is missing or older than
``cutoff``, ordered missing-first → oldest → alphabetical."""
if not ticker_ids:
return []
latest_ts = func.max(SentimentScore.timestamp)
missing_first = case((latest_ts.is_(None), 0), else_=1)
stmt = (
select(Ticker.symbol)
.outerjoin(SentimentScore, SentimentScore.ticker_id == Ticker.id)
.where(Ticker.id.in_(ticker_ids))
.group_by(Ticker.id, Ticker.symbol)
.having(or_(latest_ts.is_(None), latest_ts < cutoff))
.order_by(missing_first.asc(), latest_ts.asc(), Ticker.symbol.asc())
)
result = await db.execute(stmt)
return list(result.scalars().all())
async def _get_sentiment_priority_tickers(db: AsyncSession) -> list[str]:
"""Symbols to fetch sentiment for, skipping anything refreshed within
``sentiment_fresh_hours``.
No per-run cap: the relevant set is naturally bounded (curated watchlist <= 20,
a handful of open trades and top-pick feeders, top-N composite), so refreshing
all of it stays well inside the free search tier — and everything that matters
is always fully covered. The two tiers only affect ORDER, so a mid-run provider
rate limit still lands the names we care about first:
Priority: top-pick feeders (residual-momentum leaders with a tradeable long setup, see
``_get_top_pick_feeder_ids``) + the curated watchlist + open paper trades —
the set we never want shown without sentiment.
Filler: top-N by composite — a cheap discovery net for names not yet covered.
Once the set is fresh, runs make zero grounded searches until it ages out.
"""
from app.models.paper_trade import PaperTrade
from app.models.score import CompositeScore
from app.models.watchlist import WatchlistEntry
cutoff = datetime.now(timezone.utc) - timedelta(hours=settings.sentiment_fresh_hours)
# Priority: the set we always want fresh — top-pick feeders, the curated
# watchlist, and open positions.
priority_ids = await _get_top_pick_feeder_ids(db)
wl = await db.execute(
select(WatchlistEntry.ticker_id)
.where(WatchlistEntry.entry_type != "dismissed")
.distinct()
)
priority_ids.update(r[0] for r in wl.all())
pt = await db.execute(
select(PaperTrade.ticker_id).where(PaperTrade.status == "open").distinct()
)
priority_ids.update(r[0] for r in pt.all())
# Filler: top-N by composite, a discovery net for names not already covered.
top = await db.execute(
select(CompositeScore.ticker_id)
.order_by(CompositeScore.score.desc())
.limit(settings.sentiment_top_composite)
)
filler_ids = {r[0] for r in top.all()} - priority_ids
if not priority_ids and not filler_ids:
return []
# No cap — fetch every stale name. Priority first so a rate limit mid-run still
# covers the curated/at-risk set before the discovery net.
priority_syms = await _stale_sentiment_symbols(db, priority_ids, cutoff)
filler_syms = await _stale_sentiment_symbols(db, filler_ids, cutoff)
return priority_syms + filler_syms
async def _get_fundamental_priority_tickers(db: AsyncSession) -> list[str]:
"""Return symbols prioritized for fundamentals refresh.
Priority:
1) Tickers with no fundamentals snapshot yet
2) Tickers with existing fundamentals, oldest fetched_at first
3) Alphabetical tiebreaker
"""
missing_first = case((FundamentalData.fetched_at.is_(None), 0), else_=1)
result = await db.execute(
select(Ticker.symbol)
.outerjoin(FundamentalData, FundamentalData.ticker_id == Ticker.id)
.order_by(missing_first.asc(), FundamentalData.fetched_at.asc(), Ticker.symbol.asc())
)
return list(result.scalars().all())
def _resume_tickers(symbols: list[str], job_name: str) -> list[str]:
"""Reorder tickers to resume after the last successful one (rate-limit resume).
If a previous run was rate-limited, start from the ticker after the last
successful one. Otherwise return the full list.
"""
last = _last_successful.get(job_name)
if last is None or last not in symbols:
return symbols
idx = symbols.index(last)
# Start from the next ticker, then wrap around
return symbols[idx + 1:] + symbols[:idx + 1]
def _chunked(symbols: list[str], chunk_size: int) -> list[list[str]]:
size = max(1, chunk_size)
return [symbols[i:i + size] for i in range(0, len(symbols), size)]
# ---------------------------------------------------------------------------
# Job: Data Collector (OHLCV)
# ---------------------------------------------------------------------------
async def collect_ohlcv(
full_backfill: bool = False,
job_name: str = "data_collector",
*,
refetch_days: int = 0,
) -> None:
"""Fetch latest daily OHLCV for all tracked tickers.
Uses AlpacaOHLCVProvider. Processes each ticker independently.
On rate limit, records last successful ticker for resume.
Start date is resolved by ingestion progress:
- existing ticker: overlap last_ingested_date so partial bars refresh
- new ticker: backfill the configured history window
``full_backfill`` forces every ticker to re-fetch the full
``settings.ohlcv_history_days`` window (ignoring incremental resume) — used by
the manual data_backfill job to deepen shallow histories. ``job_name`` lets the
backfill report its own runtime/resume state separate from data_collector.
``refetch_days`` re-pulls the last N days regardless of ingestion progress —
the after-close run uses it to overwrite the day's partial intraday bar, which
resume logic would otherwise skip as "already up to date".
"""
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name)
processed = 0
total: int | None = None
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
return
symbols = await _get_ohlcv_priority_tickers(db)
if not symbols:
_log_event(logging.INFO, "job_complete", job=job_name, tickers=0)
_runtime_finish(job_name, "completed", processed=0, total=0, message="No tickers")
return
total = len(symbols)
_runtime_progress(job_name, processed=0, total=total)
# Build provider (skip if keys not configured)
if not settings.alpaca_api_key or not settings.alpaca_api_secret:
_log_event(logging.WARNING, "job_skipped", job=job_name, reason="alpaca keys not configured")
_runtime_finish(job_name, "skipped", processed=0, total=total, message="Alpaca keys not configured")
return
try:
provider = AlpacaOHLCVProvider(settings.alpaca_api_key, settings.alpaca_api_secret)
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=0, total=total, message=str(exc))
return
end_date = date.today()
# An explicit start_date makes fetch_and_ingest re-pull that window instead
# of resuming from the last stored bar (upsert overwrites, so this is safe).
if full_backfill:
backfill_start = end_date - timedelta(days=settings.ohlcv_history_days)
elif refetch_days:
backfill_start = end_date - timedelta(days=refetch_days)
else:
backfill_start = None
for symbol in symbols:
_runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol)
async with async_session_factory() as db:
try:
result = await ingestion_service.fetch_and_ingest(
db, provider, symbol, start_date=backfill_start, end_date=end_date,
)
_last_successful[job_name] = symbol
processed += 1
_runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol)
_log_event(logging.INFO, "ticker_collected", job=job_name, ticker=symbol, status=result.status, records=result.records_ingested)
if result.status == "stale":
await _record_system_event(
severity="warning",
source=job_name,
code="ohlcv_stale",
message=result.message or f"No new OHLCV bars for {symbol}",
symbol=symbol,
dedup_key=f"ohlcv_stale:{symbol}",
)
if result.status == "partial":
# Rate limited — stop and resume next run
_log_event(logging.WARNING, "rate_limited", job=job_name, ticker=symbol, processed=processed)
_runtime_finish(job_name, "rate_limited", processed=processed, total=total, message=f"Rate limited at {symbol}")
return
except Exception as exc:
_log_job_error(job_name, symbol, exc)
await _record_system_event(
severity="error",
source=job_name,
code="job_ticker_error",
message=f"{type(exc).__name__}: {exc}",
symbol=symbol,
dedup_key=f"job_ticker_error:{job_name}:{symbol}:{type(exc).__name__}",
)
# Reset resume pointer on full completion
_last_successful[job_name] = None
_log_event(logging.INFO, "job_complete", job=job_name, tickers=processed)
_runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Processed {processed} tickers")
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
async def backfill_ohlcv() -> None:
"""Deep historical backfill: re-fetch the full ``settings.ohlcv_history_days``
window for every ticker, ignoring incremental resume.
Manual/triggered job (Admin → Jobs). Run once to deepen the ~1-year histories
so long-lookback factors (12-month momentum, 52-week high) and multi-regime
backtests become computable. Idempotent (upsert); resumes after rate limits.
"""
await collect_ohlcv(full_backfill=True, job_name="data_backfill")
async def run_shadow_book() -> None:
"""Open the strategy's own positions from the latest qualifying scan.
The shadow book is the faithful live twin of the backtest: top-ranked
qualified setups, up to capacity, 1% risk, no human input. It runs straight
after the near-close scan so its entries are marked at the same near-close
prices the discretionary book sees, leaving *selection* as the only
difference between the two books.
When run as a pipeline step it acts only on the scan that stamped *this
pipeline's* run id (``expected_run_id``): if the pipeline's own scan was
disabled or failed, the stored run id is some other scan's — including a
manual scan that overlapped and finished last — and shadow refuses.
Triggered directly from Admin (no pipeline context) it falls back to the
scan-freshness window — an explicit operator action.
Opt-in (``shadow_book_enabled``) because it writes live trades.
"""
job_name = "shadow_book"
expected_run_id = pipeline_run.current()
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return False
if not await shadow_book_service.is_enabled(db):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="not enabled in settings")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Not enabled")
return
from app.services.admin_service import get_activation_config
activation_config = await get_activation_config(db)
summary = await shadow_book_service.open_shadow_positions(
db,
activation_config=activation_config,
expected_run_id=expected_run_id,
)
symbols = await shadow_book_service.symbols_for(db, summary["symbols"])
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(
job_name, "completed", processed=1, total=1,
message=(
f"Opened {summary['opened']} ({', '.join(symbols) if symbols else 'none'}); "
f"held {summary['skipped_held']}, gate-locked {summary['skipped_locked']}"
),
)
_log_event(logging.INFO, "job_complete", job=job_name, opened=summary["opened"], symbols=symbols)
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
async def collect_ohlcv_final() -> None:
"""After-close OHLCV refresh that replaces the day's partial bar.
Intraday runs store today's bar while the session is still open, so ingestion
progress already reads "today" and incremental resume would skip the day
entirely — leaving a partial bar as the permanent record. ``refetch_days``
forces the last few sessions to be re-pulled so outcome evaluation and
fill-quality checks grade against the real close.
"""
await collect_ohlcv(refetch_days=_FINAL_REFETCH_DAYS)
# ---------------------------------------------------------------------------
# Job: Sentiment Collector
# ---------------------------------------------------------------------------
async def collect_sentiment() -> None:
"""Fetch sentiment for all tracked tickers via OpenAI.
Processes each ticker independently. On rate limit, records last
successful ticker for resume.
"""
job_name = "sentiment_collector"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name)
processed = 0
total: int | None = None
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
return
symbols = await _get_sentiment_priority_tickers(db)
if not symbols:
_log_event(logging.INFO, "job_complete", job=job_name, tickers=0)
_runtime_finish(job_name, "completed", processed=0, total=0, message="No tickers")
return
total = len(symbols)
_runtime_progress(job_name, processed=0, total=total)
try:
async with async_session_factory() as cfg_db:
provider = await build_sentiment_provider(cfg_db)
except ProviderError as exc:
_log_event(logging.WARNING, "job_skipped", job=job_name, reason=str(exc))
_runtime_finish(job_name, "skipped", processed=0, total=total, message=str(exc))
return
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=0, total=total, message=str(exc))
return
batch_size = max(1, settings.openai_sentiment_batch_size)
batches = _chunked(symbols, batch_size)
for batch in batches:
current_hint = batch[0] if len(batch) == 1 else f"{batch[0]} (+{len(batch) - 1})"
_runtime_progress(job_name, processed=processed, total=total, current_ticker=current_hint)
batch_results: dict[str, SentimentData] = {}
if len(batch) > 1 and hasattr(provider, "fetch_sentiment_batch"):
try:
batch_results = await provider.fetch_sentiment_batch(batch)
except Exception as exc:
msg = str(exc).lower()
if "rate" in msg or "quota" in msg or "429" in msg:
_log_event(logging.WARNING, "rate_limited", job=job_name, ticker=batch[0], processed=processed)
_runtime_finish(job_name, "rate_limited", processed=processed, total=total, message=f"Rate limited at {batch[0]}")
return
_log_event(logging.WARNING, "batch_fallback", job=job_name, batch=batch, reason=str(exc))
for symbol in batch:
_runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol)
data = batch_results.get(symbol) if batch_results else None
if data is None:
try:
data = await provider.fetch_sentiment(symbol)
except Exception as exc:
msg = str(exc).lower()
if "rate" in msg or "quota" in msg or "429" in msg:
_log_event(logging.WARNING, "rate_limited", job=job_name, ticker=symbol, processed=processed)
_runtime_finish(job_name, "rate_limited", processed=processed, total=total, message=f"Rate limited at {symbol}")
return
_log_job_error(job_name, symbol, exc)
continue
async with async_session_factory() as db:
try:
await sentiment_service.store_sentiment(
db,
symbol=symbol,
classification=data.classification,
confidence=data.confidence,
source=data.source,
timestamp=data.timestamp,
reasoning=data.reasoning,
citations=data.citations,
recommendation=data.recommendation,
)
_last_successful[job_name] = symbol
processed += 1
_runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol)
_log_event(logging.INFO, "ticker_collected", job=job_name, ticker=symbol, classification=data.classification, confidence=data.confidence)
except Exception as exc:
_log_job_error(job_name, symbol, exc)
_last_successful[job_name] = None
_log_event(logging.INFO, "job_complete", job=job_name, tickers=processed)
_runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Processed {processed} tickers")
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Fundamental Collector
# ---------------------------------------------------------------------------
async def collect_fundamentals() -> None:
"""Fetch fundamentals for all tracked tickers via FMP.
Processes each ticker independently. On rate limit, records last
successful ticker for resume.
"""
job_name = "fundamental_collector"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name)
processed = 0
total: int | None = None
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
return
if await fundamental_data_refresh_service.is_enabled(db):
message = "SEC + Dolt fundamentals cutover is active"
_log_event(
logging.INFO,
"job_skipped",
job=job_name,
reason="sec_dolt_cutover_active",
)
_runtime_finish(
job_name,
"skipped",
processed=0,
total=0,
message=message,
)
return
symbols = await _get_fundamental_priority_tickers(db)
if not symbols:
_log_event(logging.INFO, "job_complete", job=job_name, tickers=0)
_runtime_finish(job_name, "completed", processed=0, total=0, message="No tickers")
return
total = len(symbols)
_runtime_progress(job_name, processed=0, total=total)
if not (settings.fmp_api_key or settings.finnhub_api_key or settings.alpha_vantage_api_key):
_log_event(logging.WARNING, "job_skipped", job=job_name, reason="no fundamentals provider keys configured")
_runtime_finish(job_name, "skipped", processed=0, total=total, message="No fundamentals provider keys configured")
return
try:
provider = build_fundamental_provider_chain()
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=0, total=total, message=str(exc))
return
max_retries = max(0, settings.fundamental_rate_limit_retries)
base_backoff = max(1, settings.fundamental_rate_limit_backoff_seconds)
spacing = max(0.0, settings.fundamental_request_spacing_seconds)
async def _store(symbol: str, data) -> None:
async with async_session_factory() as db:
await fundamental_service.store_fundamental(
db,
symbol=symbol,
pe_ratio=data.pe_ratio,
revenue_growth=data.revenue_growth,
earnings_surprise=data.earnings_surprise,
market_cap=data.market_cap,
next_earnings_date=data.next_earnings_date,
unavailable_fields=data.unavailable_fields,
)
for symbol in symbols:
_runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol)
attempt = 0
while True:
try:
data = await provider.fetch_fundamentals(symbol)
await _store(symbol, data)
_last_successful[job_name] = symbol
processed += 1
_runtime_progress(job_name, processed=processed, total=total, current_ticker=symbol)
_log_event(logging.INFO, "ticker_collected", job=job_name, ticker=symbol)
break
except Exception as exc:
msg = str(exc).lower()
if "rate" in msg or "429" in msg:
if attempt < max_retries:
wait_seconds = base_backoff * (2 ** attempt)
attempt += 1
_log_event(logging.WARNING, "rate_limited_retry", job=job_name, ticker=symbol, attempt=attempt, max_retries=max_retries, wait_seconds=wait_seconds, processed=processed)
_runtime_progress(
job_name,
processed=processed,
total=total,
current_ticker=symbol,
message=f"Rate-limited at {symbol}; retry {attempt}/{max_retries} in {wait_seconds}s",
)
await asyncio.sleep(wait_seconds)
continue
# Retries exhausted: store whatever partial data we can
# still get (e.g. FMP market cap) and move on, rather than
# aborting the whole run and leaving every later ticker
# untouched.
_log_event(logging.WARNING, "rate_limited_partial", job=job_name, ticker=symbol, processed=processed)
try:
data = await provider.fetch_fundamentals(symbol, allow_partial=True)
await _store(symbol, data)
processed += 1
except Exception as exc2:
_log_job_error(job_name, symbol, exc2)
break
_log_job_error(job_name, symbol, exc)
break
if spacing:
await asyncio.sleep(spacing)
_last_successful[job_name] = None
_log_event(logging.INFO, "job_complete", job=job_name, tickers=processed)
_runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Processed {processed} tickers")
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
# ---------------------------------------------------------------------------
# Jobs: shadow fundamentals sources
# ---------------------------------------------------------------------------
async def _run_shadow_import(job_name: str, importer: SourceImporter) -> bool:
"""Run an importer and return whether its scheduled job was enabled.
The SEC wrapper uses the return value to run its activated local cache step
after deferred, failed, no-op, promoted, or source-locked attempts while honoring
the job-level disable switch.
"""
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
run = await run_import(importer)
if run is None:
message = "Another import for this source is already running"
_log_event(logging.INFO, "job_skipped", job=job_name, reason="source_locked")
_runtime_finish(job_name, "skipped", processed=0, total=1, message=message)
return True
revision = f" · {run.revision[:12]}" if run.revision else ""
message = f"{run.status}{revision}"
if run.status == STATUS_DEFERRED:
message = run.error_details or message
_log_event(logging.INFO, "job_deferred", job=job_name, message=message)
_runtime_finish(job_name, "deferred", processed=0, total=1, message=message)
return True
if run.status == STATUS_FAILED:
message = run.error_details or message
_log_event(logging.ERROR, "job_error", job=job_name, message=message)
_runtime_finish(job_name, "error", processed=0, total=1, message=message)
return True
_log_event(
logging.INFO,
"job_complete",
job=job_name,
import_status=run.status,
revision=run.revision,
)
_runtime_finish(job_name, "completed", processed=1, total=1, message=message)
return True
except asyncio.CancelledError:
_runtime_finish(job_name, "error", processed=0, total=1, message="Cancelled")
raise
except Exception as exc:
_log_event(
logging.ERROR,
"job_error",
job=job_name,
error_type=type(exc).__name__,
message=str(exc),
)
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
return True
async def run_dolt_earnings_import() -> None:
"""Pull and import the Dolt earnings calendar/results feed in shadow."""
await _run_shadow_import("dolt_earnings_import", DoltEarningsImporter())
async def run_sec_fundamentals_import() -> None:
"""Import SEC facts, then run the activated local compat-cache refresh.
The refresh is deliberately separate from the network import result. Once
activated it therefore still runs from stored snapshots/earnings/prices when
SEC is unavailable, unchanged, or another SEC import owns the source lock.
"""
job_name = "sec_fundamentals_import"
job_enabled = await _run_shadow_import(job_name, SecFundamentalsImporter())
if not job_enabled:
return
try:
async with async_session_factory() as db:
summary = await fundamental_data_refresh_service.refresh_if_enabled(db)
except asyncio.CancelledError:
_runtime_finish(
job_name, "error", processed=0, total=1, message="Cancelled"
)
raise
except Exception as exc:
message = f"Local fundamental_data refresh failed: {exc}"
_log_event(
logging.ERROR,
"fundamental_data_refresh_error",
job=job_name,
error_type=type(exc).__name__,
message=str(exc),
)
_runtime_finish(job_name, "error", processed=0, total=1, message=message)
return
if not summary["enabled"]:
_log_event(
logging.INFO,
"fundamental_data_refresh_skipped",
job=job_name,
reason="cutover_disabled",
setting=fundamental_data_refresh_service.ACTIVATION_KEY,
)
return
_log_event(
logging.INFO,
"fundamental_data_refresh_complete",
job=job_name,
**summary,
)
runtime = get_job_runtime_snapshot(job_name)
if runtime.get("status") == "completed":
import_message = runtime.get("message") or "import completed"
cache_message = (
f"cache {summary['refreshed']} · "
f"{summary['score_inputs_changed']} score inputs changed"
)
_runtime_finish(
job_name,
"completed",
processed=1,
total=1,
message=f"{import_message} · {cache_message}",
)
async def run_fundamentals_parity_report() -> None:
"""Generate the A5 comparison bundle without mutating live fundamentals/scores."""
job_name = "fundamentals_parity_report"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_runtime_finish(
job_name, "skipped", processed=0, total=1, message="Disabled"
)
return
report, artifacts = await fundamentals_parity_service.generate_and_store(
db, settings.fundamentals_parity_report_dir
)
summary = report["summary"]
message = (
f"{summary['universe_count']} tickers · "
f"{summary['fundamental_score_material_changes']} material score changes"
)
_runtime_finish(job_name, "completed", processed=1, total=1, message=message)
_log_event(
logging.INFO,
"job_complete",
job=job_name,
generated_at=report["generated_at"],
json_path=artifacts["json"],
csv_path=artifacts["csv"],
)
except asyncio.CancelledError:
_runtime_finish(job_name, "error", processed=0, total=1, message="Cancelled")
raise
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(
logging.ERROR,
"job_error",
job=job_name,
error_type=type(exc).__name__,
message=str(exc),
)
# ---------------------------------------------------------------------------
# Job: R:R Scanner
# ---------------------------------------------------------------------------
async def scan_rr() -> None:
"""Scan all tickers for trade setups meeting the R:R threshold.
Uses rr_scanner_service.scan_all_tickers which already handles
per-ticker error isolation internally.
"""
job_name = "rr_scanner"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name)
processed = 0
total: int | None = None
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
return
symbols = await _get_all_tickers(db)
total = len(symbols)
_runtime_progress(job_name, processed=0, total=total)
def _on_progress(done: int, count: int, symbol: str) -> None:
_runtime_progress(
job_name, processed=done, total=count, current_ticker=symbol or None
)
try:
setups = await scan_all_tickers(
db, rr_threshold=settings.default_rr_threshold,
progress_callback=_on_progress,
)
processed = total or 0
_runtime_finish(job_name, "completed", processed=processed, total=total, message=f"Found {len(setups)} setups")
_log_event(logging.INFO, "job_complete", job=job_name, setups_found=len(setups))
except Exception as exc:
_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
except Exception as exc:
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Outcome Evaluator
# ---------------------------------------------------------------------------
async def evaluate_outcomes() -> None:
"""Evaluate unresolved trade setups against OHLCV data collected since.
Writes actual_outcome / outcome_date / evaluated_at on each decided setup.
Undecided setups stay pending and are re-checked on the next run.
"""
job_name = "outcome_evaluator"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
summary = await evaluate_pending_setups(
db, max_bars=settings.outcome_evaluation_max_bars
)
from app.services import paper_trade_service
closed_trades = await paper_trade_service.resolve_open_trades(db)
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(
job_name, "completed", processed=1, total=1,
message=f"Evaluated {summary['evaluated']}, pending {summary['still_pending']}, "
f"{closed_trades} paper trade(s) closed",
)
_log_event(logging.INFO, "job_complete", job=job_name, summary=summary)
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Alerts Dispatcher
# ---------------------------------------------------------------------------
async def dispatch_alerts_job() -> None:
"""Push Telegram alerts for qualified setups, S/R proximity, score drops, digest."""
job_name = "alerts"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
result = await dispatch_alerts(db)
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(
job_name, "completed", processed=1, total=1,
message=f"{result.get('status')}, sent {result.get('sent', 0)}",
)
_log_event(logging.INFO, "job_complete", job=job_name, result=result)
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Market Regime
# ---------------------------------------------------------------------------
async def compute_market_regime() -> None:
"""Refresh the cached benchmark (SPY) trend regime."""
job_name = "market_regime"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
regime = await update_market_regime(db)
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(
job_name, "completed", processed=1, total=1,
message=f"Regime: {regime.get('label')}",
)
_log_event(logging.INFO, "job_complete", job=job_name, label=regime.get("label"))
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Benchmark Collector (SPY closes for paper-trade alpha)
# ---------------------------------------------------------------------------
async def collect_benchmark() -> None:
"""Refresh the stored benchmark (SPY) daily closes used for paper-trade alpha."""
job_name = "benchmark_collector"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
written = await refresh_benchmark_prices(db)
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(job_name, "completed", processed=1, total=1, message=f"{written} rows")
_log_event(logging.INFO, "job_complete", job=job_name, rows=written)
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Regime Monitor
# ---------------------------------------------------------------------------
async def compute_regime_monitor() -> None:
"""Refresh the standalone AI/Tech regime-change index (observational only).
Pulls sector/benchmark prices via Alpaca + VIX/credit spreads via FRED,
computes the 0-100 index, and persists a daily snapshot. Output feeds nothing
else — it only powers its own tab. Pipeline membership is scheduling only.
"""
job_name = "regime_monitor"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
result = await update_regime_monitor(db)
state = result.get("state") or {}
warning = result.get("warning") or {}
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(
job_name, "completed", processed=1, total=1,
message=f"State: {state.get('score')} · Warning: {warning.get('score')}",
)
_log_event(
logging.INFO,
"job_complete",
job=job_name,
state=state.get("score"),
warning=warning.get("score"),
)
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Backtest
# ---------------------------------------------------------------------------
async def run_backtest_job() -> None:
"""Replay the price-derived engine over history and cache the report."""
job_name = "backtest"
target_model, cadence = _consume_backtest_options()
_log_event(
logging.INFO,
"job_start",
job=job_name,
target_model=target_model,
cadence=cadence,
)
_runtime_start(job_name)
def _on_progress(done: int, count: int, symbol: str) -> None:
_runtime_progress(job_name, processed=done, total=count, current_ticker=symbol or None)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
return
report = await run_backtest_and_store(
db,
_on_progress,
target_model=target_model,
cadence=cadence,
)
_runtime_finish(
job_name, "completed",
processed=report.get("tickers", 0), total=report.get("tickers", 0),
message=(
f"{BACKTEST_TARGET_MODELS[target_model]}: "
f"{cadence} cadence, "
f"{report.get('candidates', 0)} setups, "
f"{report.get('qualified', 0)} qualified"
),
)
_log_event(logging.INFO, "job_complete", job=job_name, candidates=report.get("candidates"))
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=None, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Event Study (manual)
# ---------------------------------------------------------------------------
async def run_event_study_job() -> None:
"""Measure indicator lead time vs. historical drawdowns and cache the report.
Manual only (never auto-fires) — it does a universe-wide OHLCV scan. Triggered
from Admin → Jobs when you want to re-run the early-warning measurement.
"""
job_name = "event_study"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
report = await run_event_study_and_store(db)
_runtime_progress(job_name, processed=1, total=1)
if report.get("available"):
metrics = report.get("metrics") or {}
msg = (
f"{metrics.get('events_warned', 0)}/{metrics.get('events', 0)} warned, "
f"{metrics.get('false_alarms_per_year', 0)} false alarms/year"
)
else:
msg = report.get("reason", "no data")
_runtime_finish(job_name, "completed", processed=1, total=1, message=msg)
_log_event(logging.INFO, "job_complete", job=job_name, events=len(report.get("events", [])))
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Ticker Universe Sync
# ---------------------------------------------------------------------------
async def sync_ticker_universe() -> None:
"""Sync tracked tickers from configured default universe.
Setting key: ticker_universe_default (sp500 | nasdaq100 | nasdaq_all)
"""
job_name = "ticker_universe_sync"
_log_event(logging.INFO, "job_start", job=job_name)
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
universe = (await settings_store.get_value(db, "ticker_universe_default", "sp500")).strip().lower()
async with async_session_factory() as db:
summary = await bootstrap_universe(db, universe, prune_missing=False)
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(job_name, "completed", processed=1, total=1, message=f"Synced {universe}")
_log_event(logging.INFO, "job_complete", job=job_name, universe=universe, summary=summary)
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Daily Pipeline (orchestrator)
# ---------------------------------------------------------------------------
# Steps run in dependency order: each uses fresh output from the previous one.
# (name, coroutine) — the names match the individual jobs so each step still
# updates its own runtime status while the pipeline runs.
#
# Daily (full): the complete data→signal refresh, once a day.
# Morning (America/New_York ~02:00): refresh data + display context. No R:R scan
# — the qualifying full-universe scan runs once near the US close so post-stop
# gate-reset sees one observation per trading day (plus the trade_policy
# distinct-day guard for manual re-scans).
# Sessions re-pulled by the after-close fetch so the consolidated bar overwrites
# the intraday partial one (covers a long weekend / holiday gap).
_FINAL_REFETCH_DAYS = 5
_DAILY_PIPELINE_STEPS = [
("data_collector", "collect_ohlcv"),
("benchmark_collector", "collect_benchmark"),
("sentiment_collector", "collect_sentiment"),
("market_regime", "compute_market_regime"),
# Observational only — display/alerts; not trade selection.
("regime_monitor", "compute_regime_monitor"),
# Alerts after regime so quadrant changes reach Telegram in the morning.
# Dispatcher is change-driven; quiet days stay quiet. Setup alerts still
# fire on the near-close pipeline after the qualifying scan.
("alerts", "dispatch_alerts_job"),
]
# Near-close (~15:30 ET MonFri): refresh in-progress day-t bars (incremental
# ingestion overlaps the latest stored session), then the only daily
# qualifying R:R scan, then Telegram immediately so manual fills can still hit
# MOC cutoffs (~15:50/15:55). Under a 15-minute delayed SIP feed a 15:30 scan
# may see ~15:15 prices — immaterial for a 12-1 momentum signal.
#
# US early-close days (~3/year, 13:00 ET close): this job runs post-close and
# entries behave like stale_close (still acceptable per execution-recovery matrix).
# No exchange calendar dependency.
_NEAR_CLOSE_PIPELINE_STEPS = [
# Must land today's in-progress bar (~20 min behind live), or the scan falls
# back to the previous close and execution degrades to the stale_close floor.
("data_collector", "collect_ohlcv"),
("rr_scanner", "scan_rr"),
# Straight after the scan so shadow entries mark at the same near-close
# prices the discretionary book is looking at.
("shadow_book", "run_shadow_book"),
("alerts", "dispatch_alerts_job"),
]
# After close (~16:45 ET MonFri): fresh OHLCV fetch so outcomes resolve on the
# final bar, not the near-close partial bar, then outcome/paper close.
_AFTER_CLOSE_PIPELINE_STEPS = [
("data_collector", "collect_ohlcv_final"),
("outcome_evaluator", "evaluate_outcomes"),
]
# Intraday (light): keep prices current and resolve outcomes through the day,
# without the expensive scan/sentiment. The dashboard recomputes live R:R from
# the latest price, so refreshing OHLCV is enough to stop prices lagging; the
# outcome step also closes paper trades that hit their stop/target intraday.
_INTRADAY_PIPELINE_STEPS = [
("data_collector", "collect_ohlcv"),
("outcome_evaluator", "evaluate_outcomes"),
]
# Warn if near-close fetch+scan+alert drifts past this — entries leave the close
# and the stale_close floor quietly becomes the ceiling.
_NEAR_CLOSE_DURATION_WARN_SECONDS = 600
async def _run_pipeline(job_name: str, steps: list[tuple[str, str]]) -> None:
"""Run an ordered list of (step_name, coroutine_name) steps.
Each step respects its own enable flag and manages its own runtime status; a
failing step is logged and the pipeline continues with the next one.
A unique run id is bound for the invocation and visible to every step via the
shared task context: the scan step stamps it into its completion markers and
the shadow step requires an exact match, so only a scan that ran inside this
pipeline can drive the shadow book.
"""
_log_event(logging.INFO, "job_start", job=job_name)
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
_log_event(logging.INFO, "job_skipped", job=job_name, reason="disabled")
_runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
return
total = len(steps)
_runtime_start(job_name, total=total)
funcs = globals()
done = 0
token = pipeline_run.bind(pipeline_run.new_run_id())
try:
for step_name, func_name in steps:
_runtime_progress(job_name, processed=done, total=total, current_ticker=step_name)
try:
await funcs[func_name]()
except Exception:
logger.exception("%s step %s failed", job_name, step_name)
done += 1
_runtime_finish(job_name, "completed", processed=done, total=total, message="Pipeline complete")
_log_event(logging.INFO, "job_complete", job=job_name)
except Exception as exc:
_runtime_finish(job_name, "error", processed=done, total=total, message=str(exc))
_log_event(logging.ERROR, "job_error", job=job_name, error_type=type(exc).__name__, message=str(exc))
finally:
pipeline_run.release(token)
async def run_daily_pipeline() -> None:
"""Morning flow: OHLCV → benchmark → sentiment → market regime (no scan)."""
await _run_pipeline("daily_pipeline", _DAILY_PIPELINE_STEPS)
async def run_near_close_pipeline() -> None:
"""Near-close flow: OHLCV fetch → R:R scan → Telegram alerts.
Logs wall duration; warn if past 10 minutes so operators notice close drift.
"""
import time
started = time.monotonic()
await _run_pipeline("near_close_pipeline", _NEAR_CLOSE_PIPELINE_STEPS)
elapsed = time.monotonic() - started
payload = {
"job": "near_close_pipeline",
"duration_seconds": round(elapsed, 1),
}
if elapsed > _NEAR_CLOSE_DURATION_WARN_SECONDS:
_log_event(
logging.WARNING,
"near_close_pipeline_slow",
**payload,
threshold_seconds=_NEAR_CLOSE_DURATION_WARN_SECONDS,
message=(
"Near-close pipeline exceeded 10 minutes — entries may drift from "
"the close toward the stale_close research floor"
),
)
else:
_log_event(logging.INFO, "near_close_pipeline_duration", **payload)
async def run_after_close_pipeline() -> None:
"""After-close flow: OHLCV fetch (final bar) → outcome eval (+paper close)."""
await _run_pipeline("after_close_pipeline", _AFTER_CLOSE_PIPELINE_STEPS)
async def run_intraday_pipeline() -> None:
"""Light intraday flow: refresh OHLCV → evaluate outcomes (+paper close)."""
await _run_pipeline("intraday_pipeline", _INTRADAY_PIPELINE_STEPS)
# ---------------------------------------------------------------------------
# Frequency helpers
# ---------------------------------------------------------------------------
_FREQUENCY_MAP: dict[str, dict[str, int]] = {
"hourly": {"hours": 1},
"daily": {"hours": 24},
"weekly": {"weeks": 1},
}
def _parse_frequency(freq: str) -> dict[str, int]:
"""Convert a frequency string to APScheduler interval kwargs."""
return _FREQUENCY_MAP.get(freq.lower(), {"hours": 24})
# ---------------------------------------------------------------------------
# Schedule config (cron, admin-configurable)
# ---------------------------------------------------------------------------
#
# The cron-driven jobs read their schedule from SystemSettings so it can be
# tuned from Admin → Jobs without a redeploy. A wall-clock CronTrigger also fixes
# the interval-trigger pitfall: an interval job resets its countdown to now+N on
# every process restart, so on a box that's redeployed often it can keep being
# deferred and never fire. Cron fires at a fixed local time regardless.
# All wall times are America/New_York after the near-close execution cutover.
# Stored SystemSetting values shadow these defaults — deploy migration 023
# rewrites schedule_* keys so prod does not keep scanning at 07:00 Berlin.
# DAY-OF-WEEK MUST BE NAMES, NEVER NUMBERS. APScheduler's from_crontab() passes
# field 5 straight to its own day_of_week, where 0=Monday — so "1-5" resolves to
# TueSat, silently skipping every Monday and scanning on Saturdays. Names are
# unambiguous in both dialects.
SCHEDULE_DEFAULTS: dict[str, str] = {
"schedule_timezone": "America/New_York",
# Morning data/display refresh (no qualifying R:R scan).
"schedule_daily_pipeline_cron": "0 2 * * *",
# Bulk source imports. The SEC job writes the legacy compat cache only after
# the explicit, default-off A5 cutover setting is enabled.
"schedule_dolt_earnings_cron": "30 2 * * *",
"schedule_sec_fundamentals_cron": "0 4 * * *",
"schedule_fundamentals_parity_cron": "30 5 * * *",
# Fetch in-progress bars → scan → Telegram (manual MOC window).
"schedule_near_close_pipeline_cron": "30 15 * * mon-fri",
# Fetch final bars → outcome eval (must not run on the partial near-close bar).
"schedule_after_close_pipeline_cron": "45 16 * * mon-fri",
# Hourly mid-session price + outcome (10:0015:00 ET MonFri).
"schedule_intraday_pipeline_cron": "0 10-15 * * mon-fri",
# Weekly fundamentals early Monday NY.
"schedule_fundamentals_cron": "0 1 * * mon",
}
# job id -> schedule setting key
_CRON_JOBS: dict[str, str] = {
"daily_pipeline": "schedule_daily_pipeline_cron",
"dolt_earnings_import": "schedule_dolt_earnings_cron",
"sec_fundamentals_import": "schedule_sec_fundamentals_cron",
"fundamentals_parity_report": "schedule_fundamentals_parity_cron",
"near_close_pipeline": "schedule_near_close_pipeline_cron",
"after_close_pipeline": "schedule_after_close_pipeline_cron",
"intraday_pipeline": "schedule_intraday_pipeline_cron",
"fundamental_collector": "schedule_fundamentals_cron",
}
def validate_cron(expr: str, timezone: str) -> None:
"""Raise ValueError if the cron expression or timezone is invalid."""
CronTrigger.from_crontab((expr or "").strip(), timezone=(timezone or "").strip())
def _cron_trigger(expr: str, timezone: str, fallback_key: str) -> CronTrigger:
"""Build a CronTrigger, falling back to the default (UTC) on a bad value."""
try:
return CronTrigger.from_crontab(expr.strip(), timezone=timezone.strip())
except Exception:
_log_event(logging.WARNING, "invalid_cron", expr=expr, timezone=timezone, fallback=SCHEDULE_DEFAULTS[fallback_key])
return CronTrigger.from_crontab(SCHEDULE_DEFAULTS[fallback_key], timezone="UTC")
async def load_schedule_config(db: AsyncSession) -> dict[str, str]:
"""Read the cron schedule config from SystemSettings, defaults for any unset."""
stored = await settings_store.get_map(db, SCHEDULE_DEFAULTS)
return {key: (stored.get(key) or default) for key, default in SCHEDULE_DEFAULTS.items()}
def reschedule_jobs(schedule_config: dict[str, str]) -> dict[str, str]:
"""Re-apply cron triggers to the running scheduler after a settings change."""
tz = schedule_config.get("schedule_timezone") or SCHEDULE_DEFAULTS["schedule_timezone"]
applied: dict[str, str] = {}
for job_id, key in _CRON_JOBS.items():
if scheduler.get_job(job_id) is None:
continue
expr = schedule_config.get(key) or SCHEDULE_DEFAULTS[key]
scheduler.reschedule_job(job_id, trigger=_cron_trigger(expr, tz, key))
applied[job_id] = expr
_log_event(logging.INFO, "jobs_rescheduled", applied=applied, timezone=tz)
return applied
# ---------------------------------------------------------------------------
# Scheduler setup
# ---------------------------------------------------------------------------
def configure_scheduler(schedule_config: dict[str, str] | None = None) -> None:
"""Add all jobs to the scheduler.
Call this once before scheduler.start(). Removes any existing jobs first to
ensure idempotency. ``schedule_config`` supplies the cron strings + timezone
for the cron-driven jobs (daily/intraday pipelines, fundamentals); defaults
are used for anything missing.
"""
cfg = {**SCHEDULE_DEFAULTS, **(schedule_config or {})}
tz = cfg["schedule_timezone"]
scheduler.remove_all_jobs()
# Pipeline members: registered but PAUSED (next_run_time=None) so they never
# auto-fire on their own timer — the pipelines drive them in order. The long
# interval is just a backstop after a manual trigger (which re-arms an
# interval job). They stay manually triggerable from Admin → Jobs.
_members = [
(collect_ohlcv, "data_collector", "Data Collector (OHLCV)"),
(collect_benchmark, "benchmark_collector", "Benchmark Collector"),
(collect_sentiment, "sentiment_collector", "Sentiment Collector"),
(scan_rr, "rr_scanner", "R:R Scanner"),
(run_shadow_book, "shadow_book", "Shadow Book (auto-traded strategy)"),
(evaluate_outcomes, "outcome_evaluator", "Outcome Evaluator"),
(compute_market_regime, "market_regime", "Market Regime"),
(compute_regime_monitor, "regime_monitor", "Regime Monitor"),
]
for fn, job_id, job_name in _members:
scheduler.add_job(
fn, "interval", weeks=520, id=job_id, name=job_name,
replace_existing=True, next_run_time=None,
)
# Cron-driven jobs (admin-configurable times)
scheduler.add_job(
run_daily_pipeline,
_cron_trigger(cfg["schedule_daily_pipeline_cron"], tz, "schedule_daily_pipeline_cron"),
id="daily_pipeline", name="Morning Pipeline", replace_existing=True,
)
scheduler.add_job(
run_dolt_earnings_import,
_cron_trigger(
cfg["schedule_dolt_earnings_cron"],
tz,
"schedule_dolt_earnings_cron",
),
id="dolt_earnings_import",
name="Dolt Earnings Import (shadow)",
replace_existing=True,
)
scheduler.add_job(
run_sec_fundamentals_import,
_cron_trigger(
cfg["schedule_sec_fundamentals_cron"],
tz,
"schedule_sec_fundamentals_cron",
),
id="sec_fundamentals_import",
name="SEC Fundamentals Import",
replace_existing=True,
)
scheduler.add_job(
run_fundamentals_parity_report,
_cron_trigger(
cfg["schedule_fundamentals_parity_cron"],
tz,
"schedule_fundamentals_parity_cron",
),
id="fundamentals_parity_report",
name="Fundamentals Parity Report (read-only)",
replace_existing=True,
)
scheduler.add_job(
run_near_close_pipeline,
_cron_trigger(
cfg["schedule_near_close_pipeline_cron"],
tz,
"schedule_near_close_pipeline_cron",
),
id="near_close_pipeline",
name="Near-Close Pipeline (scan+alert)",
replace_existing=True,
)
scheduler.add_job(
run_after_close_pipeline,
_cron_trigger(
cfg["schedule_after_close_pipeline_cron"],
tz,
"schedule_after_close_pipeline_cron",
),
id="after_close_pipeline",
name="After-Close Pipeline (outcome)",
replace_existing=True,
)
scheduler.add_job(
run_intraday_pipeline,
_cron_trigger(cfg["schedule_intraday_pipeline_cron"], tz, "schedule_intraday_pipeline_cron"),
id="intraday_pipeline", name="Intraday Pipeline", replace_existing=True,
)
# Fundamentals — quarterly-ish data; weekly by default (conserves API quota).
# Its own early cron so the slow, rate-limited fetch finishes before the day.
scheduler.add_job(
collect_fundamentals,
_cron_trigger(cfg["schedule_fundamentals_cron"], tz, "schedule_fundamentals_cron"),
id="fundamental_collector", name="Fundamental Collector", replace_existing=True,
)
# Independent interval jobs (own cadence, no ordering dependency)
scheduler.add_job(
sync_ticker_universe, "interval", hours=24,
id="ticker_universe_sync", name="Ticker Universe Sync", replace_existing=True,
)
# Alerts auto-fire only via near_close_pipeline (scan → alert before MOC).
# Keep the job registered for Admin manual trigger; no independent interval.
scheduler.add_job(
dispatch_alerts_job, "interval", weeks=520,
id="alerts", name="Alerts Dispatcher",
replace_existing=True, next_run_time=None,
)
scheduler.add_job(
run_backtest_job, "interval", hours=168,
id="backtest", name="Backtest", replace_existing=True,
)
# Deep history backfill: manual only (never auto-fires); triggered from
# Admin → Jobs when histories need deepening.
scheduler.add_job(
backfill_ohlcv, "interval", weeks=520,
id="data_backfill", name="Data Backfill (deep history)",
replace_existing=True, next_run_time=None,
)
# Event study: manual only (universe-wide scan); triggered from Admin → Jobs.
scheduler.add_job(
run_event_study_job, "interval", weeks=520,
id="event_study", name="Event Study",
replace_existing=True, next_run_time=None,
)
_log_event(
logging.INFO,
"scheduler_configured",
timezone=tz,
daily_pipeline={
"cron": cfg["schedule_daily_pipeline_cron"],
"steps": [name for name, _ in _DAILY_PIPELINE_STEPS],
},
dolt_earnings_import={"cron": cfg["schedule_dolt_earnings_cron"]},
sec_fundamentals_import={"cron": cfg["schedule_sec_fundamentals_cron"]},
fundamentals_parity_report={
"cron": cfg["schedule_fundamentals_parity_cron"]
},
near_close_pipeline={
"cron": cfg["schedule_near_close_pipeline_cron"],
"steps": [name for name, _ in _NEAR_CLOSE_PIPELINE_STEPS],
},
after_close_pipeline={
"cron": cfg["schedule_after_close_pipeline_cron"],
"steps": [name for name, _ in _AFTER_CLOSE_PIPELINE_STEPS],
},
intraday_pipeline={
"cron": cfg["schedule_intraday_pipeline_cron"],
"steps": [name for name, _ in _INTRADAY_PIPELINE_STEPS],
},
fundamental_collector={"cron": cfg["schedule_fundamentals_cron"]},
independent=["ticker_universe_sync", "backtest"],
manual_only=["alerts", "data_backfill", "event_study"],
)