Second review round on the shadow book; all three findings were real. - Scan freshness is now proven, not assumed. Pipeline steps run and fail independently, so a disabled or failed scan step still let the shadow step run on the newest *stored* setups -- a prior session's picks at stale prices. scan_all_tickers now records a run boundary (last_scan_run_started_at / _completed_at) only on successful completion; the shadow book refuses to trade unless COMPLETED is fresh and selects only setups with detected_at >= the run start. Deduplication to the latest row per ticker now happens BEFORE qualification, so a newer unqualified row suppresses an older qualified one rather than the reverse. - Shadow selection is hard long-only. setup_qualifies only enforces long-only when min_momentum_percentile > 0, but 0 is a legal admin setting, and the cash accounting assumes long positions -- so the constraint is enforced in shadow selection regardless of gate config. - The personal setup list excludes only the caller's own open positions. get_trade_setups gained exclude_open_trade_user_id; the trades route passes the authenticated user, while the Telegram broadcast stays global since it has no single owner. New tests cover stale/absent scan markers, prior-run exclusion, newer unqualified suppressing older qualified, long-only under a disabled gate, and both sides of the user-scoped exclusion. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
136 lines
5.1 KiB
Python
136 lines
5.1 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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live_recommendation=True,
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exclude_open_trade_tickers=True,
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exclude_open_trade_user_id=user.id,
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exclude_reentry_gate_locked_tickers=True,
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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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qualified_only: bool = Query(
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False, description="Restrict overall/direction/action stats to setups that clear the activation gate"
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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 setup-outcome statistics (gate barrier diagnostic).
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Outcomes come from the nightly outcome_evaluator: win = gate target first,
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loss = stop first, expired = neither in the window. This is **not** the
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production ATR-trail book; it checks setup grading plumbing only.
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With qualified_only, overall/direction/action cover only gate-clearing
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setups; the confidence breakdown always covers all setups.
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"""
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config = await admin_service.get_activation_config(db) if qualified_only else None
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stats = await get_performance_stats(db, config=config)
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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(
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db,
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symbol=symbol,
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live_recommendation=True,
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include_reentry_gate_lock=True,
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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/{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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