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>
78 lines
3.0 KiB
Python
78 lines
3.0 KiB
Python
"""Unit tests for activation threshold configuration."""
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from __future__ import annotations
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import pytest
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.exceptions import ValidationError
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from app.services.admin_service import (
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get_activation_config,
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update_activation_config,
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)
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@pytest.fixture
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async def session() -> AsyncSession:
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"""DB session compatible with services that commit."""
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from tests.conftest import _test_session_factory
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async with _test_session_factory() as session:
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yield session
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class TestActivationConfig:
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async def test_defaults_when_unset(self, session: AsyncSession):
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config = await get_activation_config(session)
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assert config == {
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"min_expected_value": 0.15,
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"min_rr": 1.2,
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"min_confidence": 55.0,
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"min_target_probability": 0.0,
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"require_high_conviction": False,
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"exclude_conflicts": False,
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}
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async def test_update_and_read_back(self, session: AsyncSession):
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updated = await update_activation_config(
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session, {"min_expected_value": 0.25, "min_confidence": 60.0}
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)
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assert updated["min_expected_value"] == 0.25
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assert updated["min_confidence"] == 60.0
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config = await get_activation_config(session)
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assert config["min_expected_value"] == 0.25
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assert config["min_confidence"] == 60.0
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async def test_partial_update_keeps_other_value(self, session: AsyncSession):
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await update_activation_config(session, {"min_confidence": 80.0})
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config = await get_activation_config(session)
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assert config["min_rr"] == 1.2 # default untouched
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assert config["min_confidence"] == 80.0
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async def test_rejects_out_of_range_expected_value(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_expected_value": 50.0})
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async def test_conviction_flags_round_trip(self, session: AsyncSession):
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await update_activation_config(
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session,
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{"require_high_conviction": False, "exclude_conflicts": False, "min_target_probability": 45.0},
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)
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config = await get_activation_config(session)
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assert config["require_high_conviction"] is False
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assert config["exclude_conflicts"] is False
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assert config["min_target_probability"] == 45.0
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async def test_rejects_negative_rr(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_rr": -1.0})
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async def test_rejects_out_of_range_confidence(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_confidence": 120.0})
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async def test_rejects_out_of_range_target_probability(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_target_probability": 150.0})
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