fix: pipeline health — stuck docs, price fallback, sentiment normalization, signal-engine scale, quality gate

- Scheduler: lower stale threshold 240→30 min, batch limit 100→500, TTL 14400→3600
- Prediction snapshot: add 24h market_snapshots time-window fallback
- Aggregation: add normalize_impact_scores() z-score normalization
- Helm: signal-engine replicas → 0 (idle when dual pipeline disabled)
- Quality gate: max_snapshot_age_hours 24→48
- Add backfill script for NULL price_at_prediction snapshots
- Add PBT bug condition and preservation tests (14 tests)
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Celes Renata
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{"specId": "f5d99301-94ef-4dc2-8ba4-ccefeee7ecba", "workflowType": "requirements-first", "specType": "bugfix"}
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# Bugfix Requirements Document
## Introduction
Five operational bugs in the stonks-beta deployment degrade pipeline health: 1,809 documents stuck in `parsed` status due to recovery batch limits, 26.5% of prediction snapshots missing prices due to incomplete fallback chains, 64% sell bias from uncalibrated NuExtract3 sentiment outputs, idle signal-engine consuming resources while doing nothing, and a quality gate stuck in paper-only mode due to an overly strict staleness threshold interacting with the NULL price problem.
## Bug Analysis
### Current Behavior (Defect)
1.1 WHEN the `recover_stale_documents` task runs with 1,809+ documents stuck in `parsed` status THEN the system only processes 100 per cycle (every ~5 minutes), requiring 90+ cycles (~7.5 hours) to clear the backlog while new documents may continue accumulating
1.2 WHEN a prediction snapshot is created for a ticker without an open position AND without recent market_snapshots data THEN the system stores NULL in `price_at_prediction` because the fallback chain stops at the positions table (26.5% of snapshots affected — 33,324 of 125,590)
1.3 WHEN the outcome evaluator encounters a prediction snapshot with NULL `price_at_prediction` THEN the system skips the snapshot entirely, creating a validation blind spot where 26.5% of predictions are never evaluated
1.4 WHEN the aggregation pipeline processes NuExtract3 extraction outputs THEN the system passes raw `impact_score` and `sentiment` values directly into signal weighting without any distribution normalization, resulting in systematic negative bias producing 64% sell / 23% watch / 12% buy recommendations
1.5 WHEN the signal-engine pod starts with `dual_pipeline_enabled=False` THEN the system enters an infinite sleep loop consuming CPU (100m request / 500m limit) and memory (128Mi request / 256Mi limit) while producing zero signal evaluations
1.6 WHEN the quality gate checks `model_metric_snapshots` freshness with a 24-hour staleness threshold AND the validation cycle skips all predictions due to NULL prices (Bug 1.2/1.3) THEN the system permanently defaults to paper-only mode because no fresh metric snapshots are ever generated
### Expected Behavior (Correct)
2.1 WHEN the scheduler detects more than 100 documents stuck in `parsed` status older than the threshold THEN the system SHALL increase the batch limit for recovery processing (up to 500 per cycle) and provide a one-time management command to bulk-recover the existing backlog without waiting for periodic sweeps
2.2 WHEN a prediction snapshot is created and no price is available from market_snapshots (exact time) or positions table THEN the system SHALL query `market_snapshots` with a wider time window (last 24 hours of bar data for the ticker) as an additional fallback before accepting NULL
2.3 WHEN backfilling existing prediction snapshots with NULL `price_at_prediction` THEN the system SHALL use the extended fallback chain (market_snapshots within 24h of `generated_at`, then positions) to populate prices retroactively via a migration script
2.4 WHEN the aggregation pipeline computes signal weights from impact records THEN the system SHALL apply z-score normalization to `impact_score` values relative to the rolling 7-day distribution of impact records for the same ticker, preventing systematic model bias from dominating the directional signal
2.5 WHEN the signal-engine deployment is not ready for production use (`dual_pipeline_enabled=False`) THEN the system SHALL be scaled to 0 replicas in the Helm values files (beta, paper, live) to eliminate wasted CPU, memory, and any GPU time-slice allocations
2.6 WHEN the quality gate evaluates metric snapshot freshness during the bootstrapping period THEN the system SHALL use a 48-hour staleness threshold (instead of 24h) to tolerate gaps while the validation cycle ramps up after Bug 1.2/1.3 are fixed
### Unchanged Behavior (Regression Prevention)
3.1 WHEN documents enter `parsed` status and are processed within the normal threshold window (< 240 minutes) THEN the system SHALL CONTINUE TO leave them for the extraction queue consumer without interference from the recovery task
3.2 WHEN a prediction snapshot is created and market_snapshots contains a recent bar for the ticker THEN the system SHALL CONTINUE TO use the primary `market_snapshots` close price without invoking any fallback
3.3 WHEN the aggregation pipeline processes tickers with balanced sentiment distributions (equal bullish/bearish evidence) THEN the system SHALL CONTINUE TO produce neutral/mixed recommendations without artificial skew from the normalization step
3.4 WHEN the signal-engine is re-enabled in the future (dual_pipeline_enabled=True with replicas > 0) THEN the system SHALL CONTINUE TO function correctly with its existing queue-based architecture and configuration loading
3.5 WHEN the quality gate evaluates a metric snapshot that is less than 48 hours old and meets all threshold criteria THEN the system SHALL CONTINUE TO promote recommendations to live_eligible mode per existing threshold logic
3.6 WHEN the outcome evaluator processes prediction snapshots with valid (non-NULL) prices THEN the system SHALL CONTINUE TO evaluate them normally and produce prediction_outcomes records
3.7 WHEN the `retry_failed_extractions` task handles documents in `extraction_failed` status THEN the system SHALL CONTINUE TO process them on the existing cadence and logic without interference from the parsed-document recovery changes
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# Pipeline Health Fixes — Bugfix Design
## Overview
Five operational bugs degrade stonks-beta pipeline health. This design formalizes the bug conditions, expected fixes, and validation strategy for each:
1. **Stuck Parsed Docs**`recover_stale_documents()` batch limit of 100 is too low for 1,809 stuck documents; increase to 500 and lower the stale threshold to 30 minutes.
2. **Extended Price Fallback** — Prediction snapshots missing prices (26.5%) because the fallback chain stops at `positions`; add a third fallback querying `market_snapshots` within 24h.
3. **Sentiment Z-Score Normalization** — Raw NuExtract3 `impact_score` values produce 64% sell bias; normalize using 7-day rolling z-scores per ticker before signal weighting.
4. **Signal Engine Scale Down** — Idle signal-engine pods consume resources; set replicas to 0 in all Helm values files.
5. **Quality Gate Threshold** — 24h staleness threshold permanently locks quality gate to paper-only; relax to 48h.
## Glossary
- **Bug_Condition (C)**: The specific conditions under which each bug manifests
- **Property (P)**: The desired correct behavior after the fix is applied
- **Preservation**: Existing behavior that must remain unchanged after the fix
- **`recover_stale_documents()`**: Function in `services/scheduler/app.py` that re-enqueues documents stuck in `parsed` status
- **`STALE_PARSED_THRESHOLD_MINUTES`**: Constant (currently 240) controlling how long a document must be stuck before recovery
- **`fetch_latest_close_price()`**: Function in `services/validation/prediction_snapshot.py` that queries `market_snapshots` for the most recent bar
- **`compute_signal_weight()`**: Function in `services/aggregation/scoring.py` that computes combined signal weight from recency, credibility, novelty, confidence, and impact
- **`QualityGateConfig.max_snapshot_age_hours`**: Threshold in `services/trading/model_quality_gate.py` controlling when the quality gate defaults to paper-only
## Bug Details
### Bug Condition
The pipeline health degradation manifests across five independent conditions:
**Formal Specification:**
```
FUNCTION isBugCondition(input)
INPUT: input of type PipelineState
OUTPUT: boolean
-- Bug 1: Parsed docs stuck beyond batch capacity
RETURN (input.stuckParsedDocCount > 100
AND input.recoveryBatchLimit == 100
AND input.docStaleMinutes >= 240)
-- Bug 2: Price fallback chain incomplete
OR (input.tickerPrice IS NULL
AND input.positionPrice IS NULL
AND input.marketSnapshotWithin24h IS NOT NULL)
-- Bug 3: Raw impact scores without normalization
OR (input.impactScoreUsedRaw == TRUE
AND input.ticker7dStddev > 0)
-- Bug 4: Signal engine running idle
OR (input.signalEngineReplicas > 0
AND input.dualPipelineEnabled == FALSE)
-- Bug 5: Quality gate threshold too strict
OR (input.snapshotAgeHours > 24
AND input.snapshotAgeHours <= 48
AND input.maxSnapshotAgeConfig == 24)
END FUNCTION
```
### Examples
- **Bug 1**: 1,809 documents in `parsed` status older than 4 hours. At 100/cycle every 5 minutes, clearing takes 90+ cycles (~7.5h). With 500/batch, it takes 4 cycles (~20 min).
- **Bug 2**: Ticker PLTR has no open position and `fetch_latest_close_price` returns NULL, but `market_snapshots` has a bar from 3 hours ago that could serve as price.
- **Bug 3**: NuExtract3 outputs `impact_score` values clustered around -0.3 to -0.1 for a ticker. Without normalization, `weighted_sentiment_average()` systematically produces negative signals → 64% sell recommendations.
- **Bug 4**: signal-engine pod starts, detects `dual_pipeline_enabled=False`, enters infinite sleep loop consuming 100m CPU request / 128Mi memory request.
- **Bug 5**: Quality gate reads `model_metric_snapshots`, finds the most recent is 26h old (because validation skips NULL-price predictions), fails staleness check, forces paper-only mode permanently.
## Expected Behavior
### Preservation Requirements
**Unchanged Behaviors:**
- Documents entering `parsed` status and processed within the normal threshold window (< 30 min after fix) are left alone for the extraction queue consumer
- Primary price lookup via `fetch_latest_close_price()` (exact time match from `market_snapshots`) continues as the first-choice price source
- Tickers with balanced sentiment distributions continue to produce neutral/mixed recommendations without artificial skew
- Signal-engine's queue-based architecture and configuration loading remain functional when re-enabled with replicas > 0
- Quality gate threshold logic for snapshots younger than 48h and meeting all criteria continues to promote to `live_eligible`
- Outcome evaluator continues to process prediction snapshots with valid (non-NULL) prices normally
- `retry_failed_extractions` task continues on its existing cadence without interference
**Scope:**
All inputs that do NOT match the bug conditions above should be completely unaffected by these fixes. The fixes are additive (new fallback path, wider batch, normalization layer) or config-only (replica count, threshold constant).
## Hypothesized Root Cause
### Bug 1: Stuck Parsed Docs
- **Batch limit too small**: The `LIMIT 100` in the SQL query caps recovery throughput at 100 docs per scheduler cycle (~5 min). When a Redis crash orphans thousands of documents, the recovery rate cannot keep up with the backlog.
- **Threshold too conservative**: `STALE_PARSED_THRESHOLD_MINUTES = 240` (4 hours) means documents must be stuck for 4 hours before recovery kicks in. A 30-minute threshold would catch orphans much faster.
### Bug 2: Incomplete Fallback Chain
- **Missing time-window query**: `fetch_latest_close_price()` only checks `market_snapshots` for an exact timestamp match. When market data ingestion is delayed or the prediction happens outside market hours, no exact match exists.
- **Positions-only fallback**: The positions table fallback only works for tickers with an active position. 26.5% of snapshots are for tickers without positions.
### Bug 3: Uncalibrated Impact Scores
- **No distribution normalization**: NuExtract3 model outputs are passed raw into `compute_signal_weight()` via `impact_score` parameter. The model has a systematic negative bias in its output distribution that is not corrected.
- **Per-ticker variance ignored**: Different tickers receive different volume/types of news, producing different impact_score distributions. A global normalization would be insufficient.
### Bug 4: Idle Signal Engine
- **Replicas set to 1 by default**: `values.yaml` defines `signalEngine.replicas: 1` regardless of whether the dual pipeline feature is enabled. The pod starts, detects the feature is off, and sleeps forever.
### Bug 5: Overly Strict Staleness
- **24h threshold too tight during bootstrapping**: The `max_snapshot_age_hours = 24` default assumes the validation cycle runs frequently. When Bug 2/3 cause most predictions to be skipped, metric snapshots aren't generated, and the 24h window expires.
## Correctness Properties
Property 1: Bug Condition — Stuck Parsed Docs Recovery
_For any_ set of documents stuck in `parsed` status longer than 30 minutes, the fixed `recover_stale_documents()` function SHALL process up to 500 documents per cycle, reducing backlog clearance time by 5x compared to the previous 100-document limit.
**Validates: Requirements 2.1**
Property 2: Bug Condition — Extended Price Fallback
_For any_ prediction snapshot where `fetch_latest_close_price()` returns NULL and the `positions` table has no price, but `market_snapshots` contains a bar for the ticker within 24 hours of the prediction time, the fixed code SHALL use that bar's close price as `price_at_prediction`.
**Validates: Requirements 2.2, 2.3**
Property 3: Bug Condition — Sentiment Z-Score Normalization
_For any_ set of `document_impact_records` for a ticker, the fixed aggregation pipeline SHALL normalize `impact_score` values using the 7-day rolling mean and standard deviation for that ticker before passing them into signal weight computation, preventing systematic model bias.
**Validates: Requirements 2.4**
Property 4: Bug Condition — Signal Engine Scale Down
_For any_ Helm deployment where `dual_pipeline_enabled=False`, the fixed Helm values SHALL specify `signalEngine.replicas: 0`, preventing the pod from being scheduled and consuming resources.
**Validates: Requirements 2.5**
Property 5: Bug Condition — Quality Gate Threshold
_For any_ model metric snapshot that is between 24h and 48h old, the fixed quality gate SHALL NOT reject it as stale, allowing the system to remain in non-paper mode during the bootstrapping period.
**Validates: Requirements 2.6**
Property 6: Preservation — Normal Document Processing
_For any_ document that enters `parsed` status and is processed within 30 minutes, the fixed `recover_stale_documents()` function SHALL NOT interfere with normal extraction queue processing, preserving the existing pipeline flow.
**Validates: Requirements 3.1, 3.7**
Property 7: Preservation — Primary Price Path
_For any_ prediction snapshot where `fetch_latest_close_price()` returns a valid price, the fixed code SHALL use that price directly without invoking any fallback, preserving the primary price lookup behavior.
**Validates: Requirements 3.2**
Property 8: Preservation — Balanced Sentiment
_For any_ ticker with a balanced sentiment distribution (equal bullish/bearish evidence), the z-score normalization SHALL produce values centered around 0, preserving neutral/mixed recommendation output without artificial skew.
**Validates: Requirements 3.3**
Property 9: Preservation — Quality Gate Valid Snapshots
_For any_ model metric snapshot younger than 48h that meets all threshold criteria, the fixed quality gate SHALL continue to promote recommendations to `live_eligible` mode per existing logic.
**Validates: Requirements 3.5, 3.6**
## Fix Implementation
### Changes Required
**Bug 1: Stuck Parsed Docs Recovery**
**File**: `services/scheduler/app.py`
**Function**: `recover_stale_documents()`
**Specific Changes**:
1. **Lower stale threshold**: Change `STALE_PARSED_THRESHOLD_MINUTES` from `240` to `30` — documents stuck longer than 30 minutes are likely orphaned
2. **Increase batch limit**: Change `LIMIT 100` to `LIMIT 500` in the SQL query
3. **Update enqueued TTL**: Change `_ENQUEUED_TTL` from `14400` (4h) to `3600` (1h) to match the new threshold
---
**Bug 2: Extended Price Fallback**
**File**: `services/validation/prediction_snapshot.py`
**Function**: `create_prediction_snapshot()`
**Specific Changes**:
1. **Add market_snapshots time-window fallback**: After the positions fallback fails, query `market_snapshots` for the most recent bar within 24h of the current time for the ticker
2. **SQL query**: `SELECT close FROM market_snapshots WHERE ticker = $1 AND timestamp >= NOW() - INTERVAL '24 hours' ORDER BY timestamp DESC LIMIT 1`
3. **Log the fallback**: Add info-level logging when the extended fallback is used
**New File**: `scripts/backfill_snapshot_prices.py`
**Purpose**: One-time backfill script to populate `price_at_prediction` for existing NULL snapshots using the extended fallback chain.
**Approach**:
1. Query all `prediction_snapshots` where `price_at_prediction IS NULL`
2. For each, attempt: `market_snapshots` within 24h of `generated_at`, then `positions` table
3. Update the row with the found price
4. Report statistics (found via market_snapshots, found via positions, still NULL)
---
**Bug 3: Sentiment Z-Score Normalization**
**File**: `services/aggregation/worker.py` (or new helper in `services/aggregation/scoring.py`)
**Function**: New function `normalize_impact_scores()` called before `compute_signal_weight()`
**Specific Changes**:
1. **Add normalization function**: Compute 7-day rolling mean and stddev of `impact_score` per ticker from `document_impact_records`
2. **Formula**: `normalized = (raw - mean_7d) / max(stddev_7d, 0.1)` — the 0.1 floor prevents division by near-zero stddev for low-activity tickers
3. **Integration point**: In the aggregation loop (around line 440 of worker.py), normalize `imp.impact_score` before passing to `compute_signal_weight()` and `WeightedSignal`
4. **Fallback**: If fewer than 5 records exist in the 7-day window, use the raw score (insufficient data for meaningful normalization)
5. **Query**: `SELECT AVG(impact_score) as mean, STDDEV(impact_score) as stddev FROM document_impact_records WHERE ticker = $1 AND created_at >= NOW() - INTERVAL '7 days'`
---
**Bug 4: Signal Engine Scale Down**
**Files**: `infra/helm/stonks-oracle/values.yaml`, `values-beta.yaml`, `values-paper.yaml`
**Specific Changes**:
1. **values.yaml**: Change `signalEngine.replicas` from `1` to `0`
2. **values-beta.yaml**: Add `signalEngine.replicas: 0` under `services:`
3. **values-paper.yaml**: Add `signalEngine.replicas: 0` under `services:`
---
**Bug 5: Quality Gate Threshold**
**File**: `services/trading/model_quality_gate.py`
**Class**: `QualityGateConfig`
**Specific Changes**:
1. **Change default**: `max_snapshot_age_hours: int = 48` (was 24)
## Testing Strategy
### Validation Approach
The testing strategy follows a two-phase approach: first, surface counterexamples that demonstrate the bug on unfixed code, then verify the fix works correctly and preserves existing behavior.
### Exploratory Bug Condition Checking
**Goal**: Surface counterexamples that demonstrate the bugs BEFORE implementing the fixes. Confirm or refute the root cause analysis.
**Test Plan**: Write tests that exercise each bug condition on the unfixed code to observe failures.
**Test Cases**:
1. **Batch Overflow Test**: Create 600 documents in `parsed` status older than threshold, run `recover_stale_documents()`, assert only 100 are processed (will demonstrate Bug 1)
2. **Price Fallback Gap Test**: Call `create_prediction_snapshot()` for a ticker with no position and no exact market_snapshots match, assert `price_at_prediction` is NULL (will demonstrate Bug 2)
3. **Sentiment Bias Test**: Generate 50 impact records with systematic negative bias (mean=-0.3, stddev=0.1), compute weighted signals, assert directional signal is negative (will demonstrate Bug 3)
4. **Quality Gate Staleness Test**: Set most recent metric snapshot to 26h ago, evaluate quality gate, assert it fails (will demonstrate Bug 5)
**Expected Counterexamples**:
- Bug 1: Only 100 of 600 documents recovered per cycle
- Bug 2: `price_at_prediction` stored as NULL despite market data existing within 24h
- Bug 3: Weighted sentiment average heavily negative despite mixed underlying events
- Bug 5: Quality gate returns `passed=False` with reason containing "stale"
### Fix Checking
**Goal**: Verify that for all inputs where the bug condition holds, the fixed function produces the expected behavior.
**Pseudocode:**
```
FOR ALL input WHERE isBugCondition(input) DO
result := fixedFunction(input)
ASSERT expectedBehavior(result)
END FOR
```
**Per-bug fix checks:**
- Bug 1: `recover_stale_documents()` processes up to 500 docs with 30-min threshold
- Bug 2: Extended fallback returns a price when `market_snapshots` has data within 24h
- Bug 3: Normalized impact scores have mean ≈ 0 and stddev ≈ 1 for active tickers
- Bug 4: `kubectl get pods` shows 0 signal-engine pods
- Bug 5: Quality gate passes for snapshots 2448h old that meet metric thresholds
### Preservation Checking
**Goal**: Verify that for all inputs where the bug condition does NOT hold, the fixed function produces the same result as the original function.
**Pseudocode:**
```
FOR ALL input WHERE NOT isBugCondition(input) DO
ASSERT originalFunction(input) = fixedFunction(input)
END FOR
```
**Testing Approach**: Property-based testing is recommended for preservation checking because:
- It generates many test cases automatically across the input domain
- It catches edge cases that manual unit tests might miss
- It provides strong guarantees that behavior is unchanged for all non-buggy inputs
**Test Plan**: Observe behavior on UNFIXED code first for normal inputs, then write property-based tests capturing that behavior.
**Test Cases**:
1. **Normal Doc Processing Preservation**: Documents < 30 min old are never touched by recovery
2. **Primary Price Preservation**: When `fetch_latest_close_price()` succeeds, no fallback is invoked
3. **Balanced Sentiment Preservation**: Tickers with symmetric impact_score distributions produce neutral signals after normalization
4. **Quality Gate Normal Preservation**: Snapshots < 48h old and meeting thresholds still pass
5. **Failed Extraction Preservation**: `retry_failed_extractions()` behavior unchanged
### Unit Tests
- Test `recover_stale_documents()` with various document counts (0, 50, 500, 1000)
- Test extended price fallback with market_snapshots at various time offsets (1h, 12h, 23h, 25h)
- Test z-score normalization with known distributions (mean=0, mean=-0.5, stddev=0, stddev=0.05)
- Test quality gate with snapshot ages at boundary (23h, 24h, 47h, 48h, 49h)
- Test backfill script with mixed NULL/non-NULL snapshots
### Property-Based Tests
- Generate random document ages and counts, verify recovery processes correct subset (> 30 min old, up to 500)
- Generate random ticker price scenarios, verify fallback chain ordering is preserved (primary → positions → market_snapshots_24h → NULL)
- Generate random impact_score distributions per ticker, verify normalized output has bounded variance and zero-centered mean
- Generate random snapshot ages, verify quality gate accepts [0, 48h) and rejects [48h, ∞)
### Integration Tests
- End-to-end: create documents in `parsed` status, run scheduler cycle, verify extraction queue populated
- End-to-end: create prediction snapshot for ticker without position, verify price populated from market_snapshots
- End-to-end: run full aggregation cycle with biased NuExtract3 outputs, verify recommendation direction is not systematically biased
- Helm template render: verify signal-engine deployment has 0 replicas in all value files
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# Implementation Plan
## Overview
Bugfix implementation for five pipeline health issues: stuck parsed docs, missing price fallback, uncalibrated sentiment scores, idle signal-engine pods, and overly strict quality gate threshold. Tasks follow the exploratory bugfix workflow: explore bugs via tests, preserve existing behavior, implement fixes, validate.
## Tasks
- [x] 1. Write bug condition exploration test
- **Property 1: Bug Condition** - Pipeline Health Degradation
- **CRITICAL**: This test MUST FAIL on unfixed code - failure confirms the bugs exist
- **DO NOT attempt to fix the test or the code when it fails**
- **NOTE**: This test encodes the expected behavior - it will validate the fix when it passes after implementation
- **GOAL**: Surface counterexamples that demonstrate all five bugs exist
- **Scoped PBT Approach**: Scope properties to the concrete failing cases for each bug condition
- Test file: `tests/test_pbt_pipeline_health_bug_condition.py`
- **Bug 1 - Batch Overflow**: Create 600 documents in `parsed` status older than 30 min, run `recover_stale_documents()`, assert up to 500 are recovered per cycle (will FAIL on unfixed code which caps at 100)
- **Bug 2 - Price Fallback Gap**: Call `create_prediction_snapshot()` for ticker with no position and no exact market_snapshots match but data within 24h exists, assert `price_at_prediction` is NOT NULL (will FAIL on unfixed code which returns NULL)
- **Bug 3 - Sentiment Bias**: Generate 50 impact records with systematic negative bias (mean=-0.3, stddev=0.1), compute weighted signals via aggregation, assert normalized output is zero-centered (will FAIL on unfixed code which passes raw scores)
- **Bug 5 - Quality Gate Staleness**: Set most recent metric snapshot to 26h ago, evaluate quality gate, assert it passes (will FAIL on unfixed code which rejects at 24h)
- Run tests on UNFIXED code
- **EXPECTED OUTCOME**: Tests FAIL (this is correct - it proves the bugs exist)
- Document counterexamples: batch capped at 100, price stored as NULL, sentiment heavily negative, quality gate returns `passed=False`
- Mark task complete when tests are written, run, and failures are documented
- _Requirements: 1.1, 1.2, 1.3, 1.4, 1.6_
- [x] 2. Write preservation property tests (BEFORE implementing fix)
- **Property 2: Preservation** - Pipeline Behavior Unchanged for Non-Bug Inputs
- **IMPORTANT**: Follow observation-first methodology
- Test file: `tests/test_pbt_pipeline_health_preservation.py`
- **Normal Doc Processing**: Observe that documents < 30 min old are never touched by `recover_stale_documents()` on unfixed code. Write property: for all documents with age < 30 min, recovery task does NOT enqueue them.
- **Primary Price Path**: Observe that when `fetch_latest_close_price()` returns a valid price, no fallback is invoked. Write property: for all tickers where primary price exists, result equals primary price.
- **Balanced Sentiment**: Observe that tickers with symmetric impact_score distributions (mean ≈ 0) produce neutral signals. Write property: for all impact_score sets with mean ≈ 0, normalized output remains centered around 0.
- **Quality Gate Normal**: Observe that snapshots < 48h old meeting thresholds pass the quality gate. Write property: for all snapshot ages in [0, 48h) meeting metric criteria, quality gate returns `passed=True`.
- **Failed Extraction Independence**: Observe `retry_failed_extractions()` behavior is unaffected. Write property: for all documents in `extraction_failed` status, retry logic unchanged.
- Run tests on UNFIXED code
- **EXPECTED OUTCOME**: Tests PASS (this confirms baseline behavior to preserve)
- Mark task complete when tests are written, run, and passing on unfixed code
- _Requirements: 3.1, 3.2, 3.3, 3.5, 3.6, 3.7_
- [x] 3. Fix: Signal Engine Scale Down (Helm values)
- [x] 3.1 Set signal-engine replicas to 0 in all Helm values files
- In `infra/helm/stonks-oracle/values.yaml`: change `signalEngine.replicas` from `1` to `0`
- In `infra/helm/stonks-oracle/values-beta.yaml`: add/set `signalEngine.replicas: 0` under `services:`
- In `infra/helm/stonks-oracle/values-paper.yaml`: add/set `signalEngine.replicas: 0` under `services:`
- _Bug_Condition: input.signalEngineReplicas > 0 AND input.dualPipelineEnabled == FALSE_
- _Expected_Behavior: signalEngine.replicas == 0 when dual pipeline disabled_
- _Preservation: Signal-engine architecture remains functional when re-enabled with replicas > 0_
- _Requirements: 2.5, 3.4_
- [x] 4. Fix: Quality Gate Threshold Relaxation
- [x] 4.1 Change max_snapshot_age_hours default from 24 to 48
- File: `services/trading/model_quality_gate.py`
- In `QualityGateConfig` class, change `max_snapshot_age_hours: int = 24` to `max_snapshot_age_hours: int = 48`
- _Bug_Condition: input.snapshotAgeHours > 24 AND input.snapshotAgeHours <= 48 AND input.maxSnapshotAgeConfig == 24_
- _Expected_Behavior: Quality gate accepts snapshots up to 48h old_
- _Preservation: Snapshots < 48h meeting criteria continue to promote to live_eligible_
- _Requirements: 2.6, 3.5_
- [x] 5. Fix: Stuck Parsed Docs Recovery
- [x] 5.1 Lower STALE_PARSED_THRESHOLD_MINUTES from 240 to 30
- File: `services/scheduler/app.py`
- Change constant: `STALE_PARSED_THRESHOLD_MINUTES = 30`
- Documents stuck longer than 30 minutes are likely orphaned
- _Requirements: 2.1_
- [x] 5.2 Increase recovery batch LIMIT from 100 to 500
- File: `services/scheduler/app.py`
- In `recover_stale_documents()` SQL query, change `LIMIT 100` to `LIMIT 500`
- _Requirements: 2.1_
- [x] 5.3 Update _ENQUEUED_TTL from 14400 to 3600
- File: `services/scheduler/app.py`
- Change `_ENQUEUED_TTL = 3600` (1 hour, matching the new recovery cadence)
- _Bug_Condition: input.stuckParsedDocCount > 100 AND input.recoveryBatchLimit == 100 AND input.docStaleMinutes >= 240_
- _Expected_Behavior: Recovery processes up to 500 docs per cycle with 30-min threshold_
- _Preservation: Documents < 30 min old left alone for extraction queue consumer_
- _Requirements: 2.1, 3.1, 3.7_
- [x] 6. Fix: Extended Price Fallback
- [x] 6.1 Add market_snapshots 24h time-window fallback to create_prediction_snapshot()
- File: `services/validation/prediction_snapshot.py`
- After positions fallback fails, query: `SELECT close FROM market_snapshots WHERE ticker = $1 AND timestamp >= NOW() - INTERVAL '24 hours' ORDER BY timestamp DESC LIMIT 1`
- Add info-level logging when extended fallback is used
- _Bug_Condition: input.tickerPrice IS NULL AND input.positionPrice IS NULL AND input.marketSnapshotWithin24h IS NOT NULL_
- _Expected_Behavior: Use market_snapshots bar close price as price_at_prediction_
- _Preservation: Primary fetch_latest_close_price() path unchanged when it returns a valid price_
- _Requirements: 2.2, 3.2_
- [x] 6.2 Create backfill script scripts/backfill_snapshot_prices.py
- Query all `prediction_snapshots` where `price_at_prediction IS NULL`
- For each, attempt: `market_snapshots` within 24h of `generated_at`, then `positions` table
- Update row with found price
- Report statistics: found via market_snapshots, found via positions, still NULL
- _Requirements: 2.3_
- [x] 7. Fix: Sentiment Z-Score Normalization
- [x] 7.1 Add normalize_impact_scores() function
- File: `services/aggregation/scoring.py` (new helper function)
- Query 7-day mean and stddev per ticker: `SELECT AVG(impact_score) as mean, STDDEV(impact_score) as stddev FROM document_impact_records WHERE ticker = $1 AND created_at >= NOW() - INTERVAL '7 days'`
- Formula: `normalized = (raw - mean_7d) / max(stddev_7d, 0.1)`
- Fallback: if fewer than 5 records in 7-day window, return raw score unchanged
- The 0.1 floor prevents division by near-zero stddev for low-activity tickers
- _Requirements: 2.4_
- [x] 7.2 Integrate normalization into aggregation loop
- File: `services/aggregation/worker.py`
- Before `compute_signal_weight()` call (around line 440), normalize `imp.impact_score` via `normalize_impact_scores()`
- Pass normalized value into `compute_signal_weight()` and `WeightedSignal`
- _Bug_Condition: input.impactScoreUsedRaw == TRUE AND input.ticker7dStddev > 0_
- _Expected_Behavior: Normalized impact scores with mean ≈ 0, stddev ≈ 1 for active tickers_
- _Preservation: Tickers with balanced distributions continue to produce neutral signals_
- _Requirements: 2.4, 3.3_
- [x] 8. Verify fixes pass all tests
- [x] 8.1 Verify bug condition exploration test now passes
- **Property 1: Expected Behavior** - Pipeline Health Bugs Resolved
- **IMPORTANT**: Re-run the SAME test from task 1 - do NOT write a new test
- The test from task 1 encodes the expected behavior for all five bugs
- Run `tests/test_pbt_pipeline_health_bug_condition.py`
- **EXPECTED OUTCOME**: Test PASSES (confirms bugs are fixed)
- _Requirements: 2.1, 2.2, 2.4, 2.6_
- [x] 8.2 Verify preservation tests still pass
- **Property 2: Preservation** - Pipeline Behavior Unchanged for Non-Bug Inputs
- **IMPORTANT**: Re-run the SAME tests from task 2 - do NOT write new tests
- Run `tests/test_pbt_pipeline_health_preservation.py`
- **EXPECTED OUTCOME**: Tests PASS (confirms no regressions)
- Confirm all preservation properties still hold after fixes
- _Requirements: 3.1, 3.2, 3.3, 3.5, 3.6, 3.7_
- [x] 9. Lint and final validation
- Run `.venv/bin/ruff check services/` and fix any lint errors
- Run `.venv/bin/python -m pytest tests/ -x --tb=short -q` to confirm full test suite passes
- Verify Helm template renders correctly with 0 signal-engine replicas
- _Requirements: all_
- [x] 10. Checkpoint - Ensure all tests pass
- Ensure all tests pass, ask the user if questions arise.
## Task Dependency Graph
```json
{
"waves": [
{"tasks": ["1", "2"]},
{"tasks": ["3", "4"]},
{"tasks": ["5"]},
{"tasks": ["6"]},
{"tasks": ["7"]},
{"tasks": ["8"]},
{"tasks": ["9"]},
{"tasks": ["10"]}
]
}
```
Tasks 3, 4 are independent config changes (no code deps).
Task 5 is independent but task 6 builds on the price fallback concept.
Task 7 is the most complex (new function + integration).
Tasks 8-10 must run after all fixes are applied.
## Notes
- Bug 4 (signal engine) is validated by Helm template rendering, not a unit test
- The backfill script (6.2) is a one-time operation, not covered by recurring tests
- Preservation tests use Hypothesis with `@settings(max_examples=100)` per project conventions
- Test files follow `test_pbt_*` naming convention per project standards
@@ -17,6 +17,8 @@ services:
replicas: 1 replicas: 1
dashboard: dashboard:
replicas: 1 replicas: 1
signalEngine:
replicas: 0
## Beta-specific config overrides ## Beta-specific config overrides
## Beta shares the paper DB — DEPLOY_STAGE=beta isolates Redis keys ## Beta shares the paper DB — DEPLOY_STAGE=beta isolates Redis keys
@@ -52,3 +52,5 @@ ingress:
services: services:
extractor: extractor:
replicas: 1 replicas: 1
signalEngine:
replicas: 0
+1 -1
View File
@@ -128,7 +128,7 @@ services:
limits: { cpu: 200m, memory: 128Mi } limits: { cpu: 200m, memory: 128Mi }
signalEngine: signalEngine:
replicas: 1 replicas: 0
pipeline: true pipeline: true
image: signal-engine image: signal-engine
command: "python -m services.signal_engine.main" command: "python -m services.signal_engine.main"
+169
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@@ -0,0 +1,169 @@
"""Backfill price_at_prediction for existing NULL prediction snapshots.
One-time migration script that populates price_at_prediction using the
extended fallback chain:
1. market_snapshots within 24h of generated_at for the ticker
2. positions table (current_price) for the ticker
Run as: .venv/bin/python scripts/backfill_snapshot_prices.py
Dry run: .venv/bin/python scripts/backfill_snapshot_prices.py --dry-run
Requires env vars: POSTGRES_USER, POSTGRES_PASSWORD, POSTGRES_HOST,
POSTGRES_PORT, POSTGRES_DB
Requirements: 2.3
"""
import argparse
import asyncio
import os
import sys
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
import asyncpg # noqa: E402
from services.shared.config import load_config # noqa: E402
# ---------------------------------------------------------------------------
# SQL Queries
# ---------------------------------------------------------------------------
_FIND_NULL_SNAPSHOTS_SQL = """
SELECT id, ticker, generated_at
FROM prediction_snapshots
WHERE price_at_prediction IS NULL
ORDER BY generated_at DESC
"""
_MARKET_SNAPSHOT_FALLBACK_SQL = """
SELECT (data->>'c')::float AS close
FROM market_snapshots
WHERE ticker = $1
AND snapshot_type = 'bar'
AND data->>'c' IS NOT NULL
AND captured_at >= $2 - INTERVAL '24 hours'
AND captured_at <= $2
ORDER BY captured_at DESC
LIMIT 1
"""
_POSITIONS_FALLBACK_SQL = """
SELECT current_price
FROM positions
WHERE ticker = $1
AND current_price IS NOT NULL
LIMIT 1
"""
_UPDATE_PRICE_SQL = """
UPDATE prediction_snapshots
SET price_at_prediction = $1
WHERE id = $2
"""
# ---------------------------------------------------------------------------
# Main backfill logic
# ---------------------------------------------------------------------------
async def backfill(dry_run: bool = False) -> None:
config = load_config()
dsn = config.postgres.dsn
pool = await asyncpg.create_pool(dsn=dsn)
assert pool is not None
# Find all snapshots with NULL price
rows = await pool.fetch(_FIND_NULL_SNAPSHOTS_SQL)
total = len(rows)
if total == 0:
print("No prediction snapshots with NULL price_at_prediction found.")
await pool.close()
return
print(f"Found {total} snapshots with NULL price_at_prediction")
if dry_run:
print("[DRY RUN] No updates will be performed")
print()
# Statistics
found_market = 0
found_positions = 0
still_null = 0
for idx, row in enumerate(rows, start=1):
snapshot_id = row["id"]
ticker = row["ticker"]
generated_at = row["generated_at"]
price: float | None = None
# Fallback 1: market_snapshots within 24h of generated_at
market_row = await pool.fetchrow(
_MARKET_SNAPSHOT_FALLBACK_SQL, ticker, generated_at
)
if market_row and market_row["close"] is not None:
price = float(market_row["close"])
found_market += 1
else:
# Fallback 2: positions table
pos_row = await pool.fetchrow(_POSITIONS_FALLBACK_SQL, ticker)
if pos_row and pos_row["current_price"] is not None:
price = float(pos_row["current_price"])
found_positions += 1
else:
still_null += 1
# Update if we found a price
if price is not None and not dry_run:
await pool.execute(_UPDATE_PRICE_SQL, price, snapshot_id)
# Progress reporting every 100 snapshots
if idx % 100 == 0:
action = "checked" if dry_run else "processed"
print(
f" {action} {idx}/{total} snapshots "
f"(market: {found_market}, positions: {found_positions}, "
f"null: {still_null})"
)
await pool.close()
# Final statistics
print()
print("=" * 60)
print("Backfill complete" if not dry_run else "Dry run complete")
print("=" * 60)
print(f" Total snapshots processed: {total}")
print(f" Found via market_snapshots: {found_market}")
print(f" Found via positions: {found_positions}")
print(f" Still NULL (no data): {still_null}")
if dry_run:
updated = found_market + found_positions
print(f"\n [DRY RUN] Would have updated {updated} snapshots")
print()
def main() -> None:
parser = argparse.ArgumentParser(
description="Backfill price_at_prediction for NULL prediction snapshots"
)
parser.add_argument(
"--dry-run",
action="store_true",
help="Report what would be updated without making changes",
)
args = parser.parse_args()
try:
asyncio.run(backfill(dry_run=args.dry_run))
except Exception as e:
print(f"Backfill failed: {e}", file=sys.stderr)
sys.exit(1)
if __name__ == "__main__":
main()
+53
View File
@@ -15,6 +15,8 @@ from dataclasses import dataclass, field
from datetime import datetime, timezone from datetime import datetime, timezone
from typing import Any from typing import Any
import asyncpg
from services.shared.schemas import MarketContext from services.shared.schemas import MarketContext
# --------------------------------------------------------------------------- # ---------------------------------------------------------------------------
@@ -577,6 +579,57 @@ def sentiment_to_numeric(sentiment: str) -> float:
return mapping.get(sentiment.lower(), 0.0) return mapping.get(sentiment.lower(), 0.0)
async def normalize_impact_scores(
pool: asyncpg.Pool,
ticker: str,
raw_scores: list[float],
) -> list[float]:
"""Normalize impact scores using 7-day rolling z-score per ticker.
Computes the 7-day mean and stddev of impact_score values from
document_impact_records for the given ticker, then normalizes
each raw score: normalized = (raw - mean_7d) / max(stddev_7d, 0.1)
The 0.1 floor prevents division by near-zero stddev for low-activity tickers.
Fallback: if fewer than 5 records in the 7-day window, returns raw scores
unchanged (insufficient data for meaningful normalization).
Args:
pool: asyncpg connection pool.
ticker: The ticker symbol to query distribution for.
raw_scores: List of raw impact_score values to normalize.
Returns:
List of normalized impact scores (same length as input).
"""
if not raw_scores:
return []
row = await pool.fetchrow(
"""
SELECT AVG(impact_score) as mean,
STDDEV(impact_score) as stddev,
COUNT(*) as cnt
FROM document_impact_records
WHERE ticker = $1 AND created_at >= NOW() - INTERVAL '7 days'
""",
ticker,
)
# Fallback: insufficient data for meaningful normalization
if row is None or row["cnt"] < 5:
return list(raw_scores)
mean_7d: float = float(row["mean"])
stddev_7d: float = float(row["stddev"]) if row["stddev"] is not None and row["stddev"] > 0 else 0.0
# Apply 0.1 floor to prevent division by near-zero stddev
effective_stddev = max(stddev_7d, 0.1)
return [(raw - mean_7d) / effective_stddev for raw in raw_scores]
def weighted_sentiment_average(signals: list[WeightedSignal]) -> float: def weighted_sentiment_average(signals: list[WeightedSignal]) -> float:
"""Compute a weight-adjusted average sentiment across signals. """Compute a weight-adjusted average sentiment across signals.
+8
View File
@@ -51,6 +51,7 @@ from services.aggregation.scoring import (
ScoringConfig, ScoringConfig,
WeightedSignal, WeightedSignal,
compute_signal_weight, compute_signal_weight,
normalize_impact_scores,
sentiment_to_numeric, sentiment_to_numeric,
weighted_sentiment_average, weighted_sentiment_average,
) )
@@ -2312,6 +2313,13 @@ async def aggregate_company_window(
# 2. Fetch market context # 2. Fetch market context
market_ctx = await fetch_market_context(pool, ticker, window, reference_time) market_ctx = await fetch_market_context(pool, ticker, window, reference_time)
# 2a. Normalize impact scores using 7-day z-score per ticker
if impacts:
raw_scores = [imp.impact_score for imp in impacts]
normalized_scores = await normalize_impact_scores(pool, ticker, raw_scores)
for imp, norm_score in zip(impacts, normalized_scores):
imp.impact_score = norm_score
# 3. Build weighted signals — pass source accuracy and market data # 3. Build weighted signals — pass source accuracy and market data
# when in probabilistic mode (Req 4.14.3, 6.16.5) # when in probabilistic mode (Req 4.14.3, 6.16.5)
signals = build_weighted_signals( signals = build_weighted_signals(
+6 -6
View File
@@ -866,10 +866,10 @@ async def main() -> None:
await rds.close() await rds.close()
# How long a document can sit in "parsed" before we consider it orphaned # How long a document can sit in "parsed" before we consider it orphaned.
# Must be longer than the expected queue drain time to avoid re-enqueuing # Documents stuck longer than 30 minutes are likely orphaned (Redis lost
# docs that are already queued but not yet processed. # their queue entries during pod restart, OOM, etc.).
STALE_PARSED_THRESHOLD_MINUTES: int = 240 STALE_PARSED_THRESHOLD_MINUTES: int = 30
# How long after an extraction failure before we retry # How long after an extraction failure before we retry
EXTRACTION_FAILED_RETRY_MINUTES: int = 60 EXTRACTION_FAILED_RETRY_MINUTES: int = 60
@@ -877,7 +877,7 @@ EXTRACTION_FAILED_RETRY_MINUTES: int = 60
# Redis set key for tracking enqueued doc IDs (prevents duplicate enqueuing) # Redis set key for tracking enqueued doc IDs (prevents duplicate enqueuing)
_ENQUEUED_SET = f"{QUEUE_PREFIX}:enqueued" _ENQUEUED_SET = f"{QUEUE_PREFIX}:enqueued"
# How long an enqueued marker lives before it can be re-enqueued (seconds) # How long an enqueued marker lives before it can be re-enqueued (seconds)
_ENQUEUED_TTL = 14400 # 4 hours — matches STALE_PARSED_THRESHOLD_MINUTES _ENQUEUED_TTL = 3600 # 1 hour — matches the new recovery cadence
async def _enqueue_if_new( async def _enqueue_if_new(
@@ -924,7 +924,7 @@ async def recover_stale_documents(pool: asyncpg.Pool, rds: aioredis.Redis) -> in
SELECT 1 FROM global_events ge WHERE ge.source_document_id = d.id SELECT 1 FROM global_events ge WHERE ge.source_document_id = d.id
) )
ORDER BY d.created_at ASC ORDER BY d.created_at ASC
LIMIT 100""", LIMIT 500""",
STALE_PARSED_THRESHOLD_MINUTES, STALE_PARSED_THRESHOLD_MINUTES,
) )
+1 -1
View File
@@ -34,7 +34,7 @@ class QualityGateConfig:
min_win_rate: float = 0.53 min_win_rate: float = 0.53
max_ece: float = 0.15 max_ece: float = 0.15
min_excess_return_vs_spy: float = 0.0 min_excess_return_vs_spy: float = 0.0
max_snapshot_age_hours: int = 24 max_snapshot_age_hours: int = 48
@dataclass @dataclass
+23 -1
View File
@@ -323,7 +323,29 @@ async def create_prediction_snapshot(
"Used positions fallback price for %s: %s", ticker, ticker_price "Used positions fallback price for %s: %s", ticker, ticker_price
) )
else: else:
logger.warning("No market price available for %s at snapshot time", ticker) # Extended fallback: query market_snapshots within 24h time window
extended_row = await pool.fetchrow(
"""SELECT (data->>'c')::float AS close
FROM market_snapshots
WHERE ticker = $1
AND snapshot_type = 'bar'
AND data->>'c' IS NOT NULL
AND captured_at >= NOW() - INTERVAL '24 hours'
ORDER BY captured_at DESC
LIMIT 1""",
ticker,
)
if extended_row:
ticker_price = float(extended_row["close"])
logger.info(
"Used extended 24h market_snapshots fallback price for %s: %s",
ticker,
ticker_price,
)
else:
logger.warning(
"No market price available for %s at snapshot time", ticker
)
spy_price = await fetch_latest_close_price(pool, "SPY") spy_price = await fetch_latest_close_price(pool, "SPY")
if spy_price is None: if spy_price is None:
@@ -0,0 +1,538 @@
"""Property-based tests for pipeline health bug condition exploration.
Feature: pipeline-health-fixes
These tests encode the EXPECTED (fixed) behavior for each bug. They are
designed to FAIL on unfixed code, thereby confirming the bugs exist.
DO NOT fix these tests or the code when they fail — failure is the goal.
Bug conditions tested:
1. Batch Overflow — recovery capped at 100 docs (should be 500)
2. Price Fallback Gap — NULL price when market_snapshots has 24h data
3. Sentiment Bias — raw impact_score bias produces skewed sentiment
5. Quality Gate Staleness — 26h snapshot rejected (should accept up to 48h)
"""
from __future__ import annotations
import asyncio
import uuid
from datetime import datetime, timedelta, timezone
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
from hypothesis import given, settings
from hypothesis import strategies as st
from services.trading.model_quality_gate import (
QualityGateConfig,
evaluate_quality_gate,
)
# ---------------------------------------------------------------------------
# Bug 1: Batch Overflow — recovery should handle up to 500 docs per cycle
# ---------------------------------------------------------------------------
class TestBug1BatchOverflow:
"""Bug 1: Stuck Parsed Docs — Batch Overflow
When 600 documents are stuck in 'parsed' status older than 30 minutes,
recover_stale_documents() should process up to 500 per cycle.
The unfixed code has LIMIT 100 and STALE_PARSED_THRESHOLD_MINUTES=240,
so it will only recover at most 100 docs (and won't recover docs only
30 min old since threshold is 240 min).
**Validates: Requirements 2.1**
"""
@pytest.mark.asyncio
async def test_recovery_processes_more_than_100_documents(self):
"""Create 600 stale docs, assert recovery processes > 100.
The unfixed code caps at LIMIT 100 in the SQL, so pool.fetch will
return at most 100 rows. We verify the function's SQL uses a limit
that allows processing more than 100 documents.
"""
from services.scheduler.app import (
STALE_PARSED_THRESHOLD_MINUTES,
recover_stale_documents,
)
# Generate 600 fake document rows (all older than threshold)
now = datetime.now(tz=timezone.utc)
stale_time = now - timedelta(minutes=STALE_PARSED_THRESHOLD_MINUTES + 10)
fake_rows = []
for i in range(600):
row = {
"id": uuid.uuid4(),
"document_type": "news",
"ticker": "AAPL",
"updated_at": stale_time,
}
fake_rows.append(row)
# Mock pool and redis
pool = AsyncMock()
# The SQL query in the function has LIMIT 100, so even if we want 600,
# pool.fetch will be called with the SQL that has LIMIT 100.
# We simulate: the DB returns up to what the LIMIT allows.
# On unfixed code: LIMIT 100 → max 100 rows returned.
# On fixed code: LIMIT 500 → up to 500 rows returned.
# We'll return all 600 (simulating DB has 600 matching rows) and let
# the SQL LIMIT be the constraint. Since we're mocking, we return
# based on what the actual limit would be.
# Actually, since pool.fetch is mocked, we need to check the SQL.
# The simplest approach: return 500 rows and check how many get processed.
# If the code has LIMIT 100, it will only process what pool.fetch returns.
# But since pool.fetch is mocked, we return 500 to test the upper bound.
pool.fetch = AsyncMock(return_value=fake_rows[:500])
pool.execute = AsyncMock()
rds = AsyncMock()
# Every _enqueue_if_new call succeeds (marker key doesn't exist)
rds.set = AsyncMock(return_value=True)
rds.rpush = AsyncMock()
result = await recover_stale_documents(pool, rds)
# The fixed code should process up to 500 documents.
# The unfixed code has LIMIT 100, so pool.fetch returns at most 100.
# But since we mock pool.fetch to return 500, the real constraint is
# the STALE_PARSED_THRESHOLD_MINUTES. On unfixed code (240 min threshold),
# docs that are only 30 min old won't be recovered.
# Let's verify via the threshold instead:
# The key assertion: the threshold should be 30 min (not 240)
# so that 30-min-old documents ARE recovered.
assert STALE_PARSED_THRESHOLD_MINUTES <= 30, (
f"Bug 1 confirmed: STALE_PARSED_THRESHOLD_MINUTES is "
f"{STALE_PARSED_THRESHOLD_MINUTES} (should be <= 30)"
)
@pytest.mark.asyncio
async def test_sql_batch_limit_is_500(self):
"""Verify the SQL query uses LIMIT 500 (not LIMIT 100).
Inspects the actual SQL passed to pool.fetch to confirm the batch
limit has been increased.
"""
from services.scheduler.app import recover_stale_documents
pool = AsyncMock()
pool.fetch = AsyncMock(return_value=[])
pool.execute = AsyncMock()
rds = AsyncMock()
await recover_stale_documents(pool, rds)
# Check the SQL query that was passed to pool.fetch
call_args = pool.fetch.call_args
sql_query = call_args[0][0]
assert "LIMIT 500" in sql_query, (
f"Bug 1 confirmed: SQL uses '{sql_query.split('LIMIT')[1].strip()[:10]}...' "
f"(expected LIMIT 500)"
)
# ---------------------------------------------------------------------------
# Bug 2: Price Fallback Gap — missing 24h market_snapshots fallback
# ---------------------------------------------------------------------------
class TestBug2PriceFallbackGap:
"""Bug 2: Extended Price Fallback
When creating a prediction snapshot for a ticker with:
- No exact market_snapshots match (fetch_latest_close_price → None)
- No position in positions table
- But market_snapshots has data within 24h
The price_at_prediction should NOT be NULL. The unfixed code only falls
back to positions and doesn't have the 24h time-window query.
**Validates: Requirements 2.2, 2.3**
"""
@pytest.mark.asyncio
async def test_price_not_null_when_24h_data_exists(self):
"""Assert that the code has a 24h time-window fallback for price lookup.
The unfixed code in create_prediction_snapshot() only falls back to
the positions table after fetch_latest_close_price returns None.
There is NO query for market_snapshots within a 24h time window.
We verify the fallback chain by inspecting what happens when:
1. fetch_latest_close_price → None (no exact match)
2. positions table → None (no open position)
3. 24h market_snapshots query → returns a price (FIXED code only)
"""
from services.validation.prediction_snapshot import (
create_prediction_snapshot,
)
# Mock pool with full transaction context manager support
pool = AsyncMock()
# Simulate the fallback chain:
# - 1st fetchrow: positions table → None
# - 2nd fetchrow: 24h market_snapshots → returns price 42.50
# - 3rd fetchrow: SPY via fetch_latest_close_price (patched separately)
# - 4th fetchrow: sector lookup → None
pool.fetchrow = AsyncMock(
side_effect=[
None, # positions table lookup
{"close": 42.50}, # 24h market_snapshots extended fallback
None, # sector ETF lookup (_fetch_sector_etf_ticker)
]
)
pool.execute = AsyncMock()
# Setup transaction context manager mock
conn_mock = AsyncMock()
conn_mock.execute = AsyncMock()
tx_mock = AsyncMock()
tx_mock.__aenter__ = AsyncMock(return_value=None)
tx_mock.__aexit__ = AsyncMock(return_value=None)
conn_mock.transaction = MagicMock(return_value=tx_mock)
acquire_mock = AsyncMock()
acquire_mock.__aenter__ = AsyncMock(return_value=conn_mock)
acquire_mock.__aexit__ = AsyncMock(return_value=None)
pool.acquire = MagicMock(return_value=acquire_mock)
# Build minimal mocks for Recommendation and TrendSummary
recommendation = MagicMock()
recommendation.ticker = "PLTR"
recommendation.generated_at = datetime.now(tz=timezone.utc)
recommendation.time_horizon = "7d"
recommendation.action.value = "buy"
recommendation.mode.value = "paper_eligible"
recommendation.confidence = 0.6
trend_summary = MagicMock()
trend_summary.market_context = None
trend_summary.window.value = "7d"
trend_summary.trend_direction.value = "bullish"
trend_summary.trend_strength = 0.7
trend_summary.contradiction_score = 0.1
trend_summary.p_bull = 0.7
# Patch fetch_latest_close_price to return None (no exact match)
with patch(
"services.validation.prediction_snapshot.fetch_latest_close_price",
new_callable=AsyncMock,
return_value=None,
):
snapshot = await create_prediction_snapshot(
pool=pool,
recommendation=recommendation,
trend_summary=trend_summary,
evidence_signals=[],
evidence_docs=[],
)
# On FIXED code: price_at_prediction should NOT be None because
# the 24h market_snapshots fallback finds data (42.50).
# On UNFIXED code: price_at_prediction IS None (bug confirmed).
assert snapshot.price_at_prediction is not None, (
"Bug 2 confirmed: price_at_prediction is NULL when no position exists. "
"The code lacks a 24h time-window market_snapshots fallback query."
)
def test_fallback_chain_has_24h_market_query(self):
"""Verify create_prediction_snapshot source code contains a 24h fallback.
The unfixed code only has two price sources:
1. fetch_latest_close_price() — exact timestamp match
2. positions table — current_price for held tickers
The FIXED code should add a third:
3. market_snapshots within 24 hours — time-window query
We inspect the source to verify the 24h fallback exists.
"""
import inspect
from services.validation.prediction_snapshot import (
create_prediction_snapshot,
)
source = inspect.getsource(create_prediction_snapshot)
# Look for evidence of a 24-hour time-window fallback query
has_24h_fallback = (
"24 hours" in source
or "24h" in source
or "INTERVAL" in source and "24" in source
or "timedelta(hours=24)" in source
)
assert has_24h_fallback, (
"Bug 2 confirmed: create_prediction_snapshot() does not contain a "
"24h time-window fallback query for market_snapshots. "
"When fetch_latest_close_price returns None and positions table "
"has no data, price_at_prediction will be NULL."
)
# ---------------------------------------------------------------------------
# Bug 3: Sentiment Bias — raw impact_score bias not normalized
# ---------------------------------------------------------------------------
class TestBug3SentimentBias:
"""Bug 3: Sentiment Z-Score Normalization
When impact_score values have systematic negative bias (e.g., NuExtract3
outputs clustered around -0.3), the weighted_sentiment_average() produces
biased negative signals. The fix adds normalize_impact_scores() which
zero-centers scores BEFORE they reach weighted_sentiment_average().
weighted_sentiment_average() is a pure function — normalization happens
upstream in build_weighted_signals() via normalize_impact_scores().
**Validates: Requirements 2.4**
"""
@given(
# Generate 50 impact scores with systematic negative bias
bias_mean=st.floats(min_value=-0.5, max_value=-0.1, allow_nan=False),
bias_stddev=st.floats(min_value=0.05, max_value=0.2, allow_nan=False),
)
@settings(max_examples=100)
def test_normalize_impact_scores_zero_centers_biased_input(
self,
bias_mean: float,
bias_stddev: float,
):
"""Verify normalize_impact_scores() produces zero-centered output.
The fix adds normalize_impact_scores() which applies z-score
normalization: (raw - mean_7d) / max(stddev_7d, 0.1).
When given biased raw scores and sufficient 7-day history with
matching stats, the output should be approximately zero-centered.
This tests the normalization function directly (the fix for Bug 3),
since weighted_sentiment_average() is a pure function that receives
already-normalized scores from the upstream pipeline.
"""
import random
from services.aggregation.scoring import normalize_impact_scores
random.seed(42)
# Generate 50 biased raw impact scores
raw_scores = [
max(-1.0, min(1.0, random.gauss(bias_mean, bias_stddev)))
for _ in range(50)
]
# Compute actual mean and stddev of the raw scores (simulating 7-day stats)
actual_mean = sum(raw_scores) / len(raw_scores)
actual_stddev = (
sum((x - actual_mean) ** 2 for x in raw_scores) / len(raw_scores)
) ** 0.5
# Mock pool to return the biased distribution's statistics
# (simulating that the 7-day history reflects the same bias)
mock_pool = AsyncMock()
mock_pool.fetchrow = AsyncMock(
return_value={
"mean": actual_mean,
"stddev": actual_stddev,
"cnt": 50,
}
)
# Run normalization using asyncio.run() for Hypothesis compatibility
loop = asyncio.new_event_loop()
try:
normalized = loop.run_until_complete(
normalize_impact_scores(mock_pool, "AAPL", raw_scores)
)
finally:
loop.close()
# After z-score normalization, mean should be ≈ 0
normalized_mean = sum(normalized) / len(normalized)
assert abs(normalized_mean) < 0.15, (
f"Bug 3 confirmed: normalize_impact_scores does not zero-center "
f"biased input. Output mean = {normalized_mean:.4f} "
f"(expected ≈ 0, input bias_mean={bias_mean:.3f})"
)
def test_normalize_impact_scores_exists_and_is_integrated(self):
"""Verify normalize_impact_scores is available and integrated in the worker.
The unfixed code does not have this function. Its existence and use
in the aggregation worker confirms the fix has been applied.
"""
import inspect
from services.aggregation import worker as worker_module
from services.aggregation.scoring import normalize_impact_scores
# Verify normalize_impact_scores exists as an async function
assert inspect.iscoroutinefunction(normalize_impact_scores), (
"Bug 3 confirmed: normalize_impact_scores is not an async function"
)
# Verify it's imported and used in the worker module
worker_source = inspect.getsource(worker_module)
assert "normalize_impact_scores" in worker_source, (
"Bug 3 confirmed: aggregation worker does not call "
"normalize_impact_scores — raw impact_scores flow through unmodified"
)
@pytest.mark.asyncio
async def test_normalization_with_alternating_sentiment_produces_centered_output(
self,
):
"""After normalization, the mean of normalized scores is ≈ 0.
This verifies the full normalization path: given biased raw scores
and matching 7-day statistics, normalize_impact_scores produces
zero-centered output suitable for unbiased downstream weighting.
"""
import random
from services.aggregation.scoring import normalize_impact_scores
random.seed(42)
bias_mean = -0.3
bias_stddev = 0.1
# Generate 50 biased raw scores
raw_scores = [
max(-1.0, min(1.0, random.gauss(bias_mean, bias_stddev)))
for _ in range(50)
]
actual_mean = sum(raw_scores) / len(raw_scores)
actual_stddev = (
sum((x - actual_mean) ** 2 for x in raw_scores) / len(raw_scores)
) ** 0.5
# Mock pool with 7-day stats matching the biased distribution
mock_pool = AsyncMock()
mock_pool.fetchrow = AsyncMock(
return_value={
"mean": actual_mean,
"stddev": actual_stddev,
"cnt": 50,
}
)
# Normalize scores
normalized = await normalize_impact_scores(mock_pool, "AAPL", raw_scores)
# After z-score normalization, the mean of normalized scores should be ≈ 0
normalized_mean = sum(normalized) / len(normalized)
assert abs(normalized_mean) < 0.01, (
f"Bug 3 confirmed: normalize_impact_scores output is not zero-centered. "
f"Mean = {normalized_mean:.6f} (expected ≈ 0)"
)
# And the original biased mean should have been removed
raw_mean = sum(raw_scores) / len(raw_scores)
assert abs(raw_mean) > 0.1, (
"Test setup issue: raw scores should have significant bias"
)
assert abs(normalized_mean) < abs(raw_mean), (
f"Bug 3 confirmed: normalization did not reduce bias. "
f"Raw mean={raw_mean:.4f}, normalized mean={normalized_mean:.4f}"
)
# ---------------------------------------------------------------------------
# Bug 5: Quality Gate Staleness — 24h threshold too strict
# ---------------------------------------------------------------------------
class TestBug5QualityGateStaleness:
"""Bug 5: Quality Gate Threshold
When the most recent metric snapshot is 26 hours old (between 24h and 48h),
the quality gate should PASS (accept it). The unfixed code has
max_snapshot_age_hours=24 which rejects it as stale.
**Validates: Requirements 2.6**
"""
@pytest.mark.asyncio
async def test_26h_old_snapshot_passes_quality_gate(self):
"""A 26h-old snapshot should pass the quality gate.
The unfixed code has max_snapshot_age_hours=24, so a 26h-old snapshot
is rejected as stale and forces paper-only mode.
"""
now = datetime.now(tz=timezone.utc)
snapshot_time = now - timedelta(hours=26)
# Build a valid snapshot row that meets all metric thresholds
fake_snapshot_row = {
"id": uuid.uuid4(),
"generated_at": snapshot_time,
"prediction_count": 200,
"win_rate": 0.60,
"directional_accuracy": 0.58,
"information_coefficient": 0.05,
"rank_information_coefficient": 0.04,
"avg_return": 0.02,
"avg_excess_return_vs_spy": 0.01,
"avg_excess_return_vs_sector": 0.005,
"calibration_error": 0.10,
"brier_score": 0.20,
"buy_win_rate": 0.62,
"sell_win_rate": 0.58,
"hold_win_rate": 0.55,
}
pool = AsyncMock()
pool.fetchrow = AsyncMock(return_value=fake_snapshot_row)
pool.execute = AsyncMock()
pool.fetchval = AsyncMock(return_value=None)
# Use default config (which has max_snapshot_age_hours=24 on unfixed code)
config = QualityGateConfig()
# Patch _store_gate_result to avoid DB writes
with patch(
"services.trading.model_quality_gate._store_gate_result",
new_callable=AsyncMock,
):
# Also patch load_gate_config_from_db since we provide config directly
result = await evaluate_quality_gate(pool, config=config)
# On FIXED code (max_snapshot_age_hours=48): result.passed should be True
# because 26h < 48h and all metrics meet thresholds.
# On UNFIXED code (max_snapshot_age_hours=24): result.passed is False
# because 26h > 24h triggers the staleness check.
assert result.passed is True, (
f"Bug 5 confirmed: quality gate rejects 26h-old snapshot as stale. "
f"Reason: '{result.reason}'. "
f"max_snapshot_age_hours={config.max_snapshot_age_hours} "
f"(should be 48)"
)
@given(
age_hours=st.floats(min_value=24.1, max_value=47.9, allow_nan=False),
)
@settings(max_examples=50)
def test_snapshots_between_24h_and_48h_should_pass(self, age_hours: float):
"""Property: any snapshot aged [24h, 48h) with good metrics should pass.
The unfixed code rejects all snapshots > 24h.
"""
config = QualityGateConfig()
# The default config has max_snapshot_age_hours = 24 on unfixed code
# The fixed code should have max_snapshot_age_hours = 48
assert config.max_snapshot_age_hours >= 48, (
f"Bug 5 confirmed: QualityGateConfig.max_snapshot_age_hours = "
f"{config.max_snapshot_age_hours} (should be >= 48 to accept "
f"snapshots up to 48h old, but got {age_hours:.1f}h snapshot rejected)"
)
@@ -0,0 +1,466 @@
"""Property-based tests for pipeline health preservation properties.
Feature: pipeline-health-fixes
These tests encode the CURRENT correct behavior for non-bug inputs.
They MUST PASS on unfixed code — confirming baseline behavior is preserved.
Preservation properties tested:
1. Normal Doc Processing — documents < threshold age untouched by recovery
2. Primary Price Path — valid primary price used without fallback
3. Balanced Sentiment — symmetric impact_scores produce neutral output
4. Quality Gate Normal — snapshots < max age meeting criteria pass
5. Failed Extraction Independence — retry_failed_extractions behavior unchanged
"""
from __future__ import annotations
import uuid
from datetime import datetime, timedelta, timezone
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
from hypothesis import given, settings
from hypothesis import strategies as st
from services.aggregation.scoring import (
SignalWeight,
WeightedSignal,
weighted_sentiment_average,
)
from services.trading.model_quality_gate import (
QualityGateConfig,
evaluate_quality_gate,
)
# ---------------------------------------------------------------------------
# Property 1: Normal Doc Processing Preservation
# Documents younger than the stale threshold are NOT touched by recovery.
# ---------------------------------------------------------------------------
class TestPreservationNormalDocProcessing:
"""Preservation: Normal Document Processing
Documents that enter 'parsed' status and are younger than the current
stale threshold are never touched by recover_stale_documents().
On unfixed code, STALE_PARSED_THRESHOLD_MINUTES=240, so any document
younger than 240 min is untouched.
We test with documents < 30 min old which are well within the threshold
on both unfixed (240 min) and fixed (30 min) code.
**Validates: Requirements 3.1, 3.7**
"""
@pytest.mark.asyncio
@given(
doc_age_minutes=st.floats(min_value=0.0, max_value=29.0, allow_nan=False),
)
@settings(max_examples=100)
async def test_young_documents_not_recovered(self, doc_age_minutes: float):
"""Property: for all documents with age < 30 min, recovery does NOT enqueue them.
The SQL WHERE clause filters on `updated_at < NOW() - INTERVAL threshold`,
so documents younger than the threshold won't appear in the query results.
We mock pool.fetch to return empty (simulating the DB correctly filtering
out young documents) and verify 0 are enqueued.
"""
from services.scheduler.app import (
STALE_PARSED_THRESHOLD_MINUTES,
recover_stale_documents,
)
# The current threshold is 240 min on unfixed code.
# Documents < 30 min old are well below ANY threshold (240 or 30),
# so the DB query returns nothing for them.
assert doc_age_minutes < STALE_PARSED_THRESHOLD_MINUTES, (
f"Test assumes doc_age_minutes ({doc_age_minutes}) < threshold "
f"({STALE_PARSED_THRESHOLD_MINUTES})"
)
# Mock pool.fetch to return empty — simulating DB filtering out young docs
pool = AsyncMock()
pool.fetch = AsyncMock(return_value=[])
pool.execute = AsyncMock()
rds = AsyncMock()
rds.set = AsyncMock(return_value=True)
rds.rpush = AsyncMock()
result = await recover_stale_documents(pool, rds)
# No documents should be enqueued
assert result == 0, (
f"Young documents (age={doc_age_minutes:.1f} min) should not be "
f"recovered, but {result} were enqueued"
)
# Redis rpush should never have been called
rds.rpush.assert_not_called()
# ---------------------------------------------------------------------------
# Property 2: Primary Price Path Preservation
# When fetch_latest_close_price returns a valid price, no fallback is invoked.
# ---------------------------------------------------------------------------
class TestPreservationPrimaryPricePath:
"""Preservation: Primary Price Path
When fetch_latest_close_price() returns a valid price, that price is used
directly and no fallback (positions table or market_snapshots 24h) is
invoked.
**Validates: Requirements 3.2**
"""
@pytest.mark.asyncio
@given(
primary_price=st.floats(
min_value=1.0, max_value=5000.0, allow_nan=False, allow_infinity=False
),
)
@settings(max_examples=100)
async def test_valid_primary_price_used_directly(self, primary_price: float):
"""Property: for all tickers where primary price exists, result equals primary price.
When fetch_latest_close_price returns a valid float, the snapshot's
price_at_prediction equals that value without any fallback invoked.
"""
from services.validation.prediction_snapshot import (
create_prediction_snapshot,
)
pool = AsyncMock()
# Track fetchrow calls to verify no fallback query is made
call_count = {"fetchrow": 0}
async def mock_fetchrow(*args, **kwargs):
call_count["fetchrow"] += 1
# After the first price lookups, return None for sector ETF
return None
pool.fetchrow = AsyncMock(side_effect=mock_fetchrow)
pool.execute = AsyncMock()
# Setup transaction context manager mock
conn_mock = AsyncMock()
conn_mock.execute = AsyncMock()
tx_mock = AsyncMock()
tx_mock.__aenter__ = AsyncMock(return_value=None)
tx_mock.__aexit__ = AsyncMock(return_value=None)
conn_mock.transaction = MagicMock(return_value=tx_mock)
acquire_mock = AsyncMock()
acquire_mock.__aenter__ = AsyncMock(return_value=conn_mock)
acquire_mock.__aexit__ = AsyncMock(return_value=None)
pool.acquire = MagicMock(return_value=acquire_mock)
# Build minimal mocks
recommendation = MagicMock()
recommendation.ticker = "AAPL"
recommendation.generated_at = datetime.now(tz=timezone.utc)
recommendation.time_horizon = "7d"
recommendation.action.value = "buy"
recommendation.mode.value = "paper_eligible"
recommendation.confidence = 0.7
trend_summary = MagicMock()
trend_summary.market_context = None
trend_summary.window.value = "7d"
trend_summary.trend_direction.value = "bullish"
trend_summary.trend_strength = 0.7
trend_summary.contradiction_score = 0.1
trend_summary.p_bull = 0.7
# Patch fetch_latest_close_price to return the primary price
# This simulates the primary price lookup succeeding
async def mock_fetch_latest_close_price(pool_arg, ticker):
if ticker == "AAPL":
return primary_price
# SPY and sector ETF can also have prices
return primary_price * 0.5
with patch(
"services.validation.prediction_snapshot.fetch_latest_close_price",
new_callable=AsyncMock,
side_effect=mock_fetch_latest_close_price,
):
snapshot = await create_prediction_snapshot(
pool=pool,
recommendation=recommendation,
trend_summary=trend_summary,
evidence_signals=[],
evidence_docs=[],
)
# The snapshot price should equal the primary price exactly
assert snapshot.price_at_prediction == primary_price, (
f"Primary price path broken: expected {primary_price}, "
f"got {snapshot.price_at_prediction}"
)
# ---------------------------------------------------------------------------
# Property 3: Balanced Sentiment Preservation
# Tickers with symmetric impact_score distributions produce neutral signals.
# ---------------------------------------------------------------------------
class TestPreservationBalancedSentiment:
"""Preservation: Balanced Sentiment
Tickers with symmetric impact_score distributions (mean ≈ 0) produce
neutral signals. The weighted_sentiment_average() with equal positive
and negative sentiments and impact_scores centered around 0 should
produce an output near 0.
**Validates: Requirements 3.3**
"""
@given(
# Generate symmetric impact_scores centered at 0
stddev=st.floats(min_value=0.1, max_value=1.0, allow_nan=False),
n_pairs=st.integers(min_value=5, max_value=50),
)
@settings(max_examples=100)
def test_symmetric_impacts_produce_neutral_output(
self,
stddev: float,
n_pairs: int,
):
"""Property: for all impact_score sets with mean ≈ 0, output is near 0.
Generate WeightedSignals with impact_scores drawn symmetrically around 0
(for each +x there is a -x) and equal positive/negative sentiments.
Verify weighted_sentiment_average() produces near-zero output.
"""
signals: list[WeightedSignal] = []
for i in range(n_pairs):
# Create symmetric pairs of impact_scores
# Use positive impact_score values (the scoring formula uses w = combined * impact_score)
# With symmetric sentiments and equal positive impact_scores, output should be 0
impact_val = 0.1 + (i * stddev / n_pairs) # All positive, equal for both
weight = SignalWeight(
recency=0.8,
credibility=0.7,
novelty_bonus=0.1,
confidence_gate=1.0,
market_ctx_multiplier=1.0,
combined=0.5,
)
# Positive sentiment signal
signals.append(
WeightedSignal(
document_id=f"doc_pos_{i}",
weight=weight,
sentiment_value=1.0,
impact_score=impact_val,
)
)
# Negative sentiment signal with same impact_score
signals.append(
WeightedSignal(
document_id=f"doc_neg_{i}",
weight=weight,
sentiment_value=-1.0,
impact_score=impact_val,
)
)
avg = weighted_sentiment_average(signals)
# With perfectly symmetric positive/negative sentiments and equal
# impact_scores, the output should be exactly 0
assert abs(avg) < 1e-9, (
f"Balanced sentiment broken: expected ≈ 0, got {avg:.6f} "
f"with {n_pairs} pairs and stddev={stddev:.3f}"
)
# ---------------------------------------------------------------------------
# Property 4: Quality Gate Normal Preservation
# Snapshots < max_snapshot_age_hours meeting thresholds pass the quality gate.
# ---------------------------------------------------------------------------
class TestPreservationQualityGateNormal:
"""Preservation: Quality Gate Normal
Snapshots younger than the max age threshold that meet all metric criteria
continue to pass the quality gate and return passed=True.
On unfixed code, max_snapshot_age_hours=24, so we test with ages in [0, 24h).
This ensures the test passes on both unfixed and fixed code.
**Validates: Requirements 3.5, 3.6**
"""
@pytest.mark.asyncio
@given(
age_hours=st.floats(min_value=0.1, max_value=23.9, allow_nan=False),
win_rate=st.floats(min_value=0.53, max_value=0.85, allow_nan=False),
ic=st.floats(min_value=0.03, max_value=0.3, allow_nan=False),
prediction_count=st.integers(min_value=100, max_value=10000),
)
@settings(max_examples=100)
async def test_young_snapshots_meeting_criteria_pass(
self,
age_hours: float,
win_rate: float,
ic: float,
prediction_count: int,
):
"""Property: for all snapshot ages in [0, 24h) meeting metric criteria,
quality gate returns passed=True.
We use ages < 24h which is within the threshold on BOTH unfixed (24h)
and fixed (48h) code.
"""
now = datetime.now(tz=timezone.utc)
snapshot_time = now - timedelta(hours=age_hours)
# Build a snapshot row that meets all default thresholds
fake_snapshot_row = {
"id": uuid.uuid4(),
"generated_at": snapshot_time,
"prediction_count": prediction_count,
"win_rate": win_rate,
"directional_accuracy": 0.58,
"information_coefficient": ic,
"rank_information_coefficient": 0.04,
"avg_return": 0.02,
"avg_excess_return_vs_spy": 0.01, # >= 0.0 threshold
"avg_excess_return_vs_sector": 0.005,
"calibration_error": 0.10, # <= 0.15 threshold
"brier_score": 0.20,
"buy_win_rate": 0.62,
"sell_win_rate": 0.58,
"hold_win_rate": 0.55,
}
pool = AsyncMock()
pool.fetchrow = AsyncMock(return_value=fake_snapshot_row)
pool.execute = AsyncMock()
pool.fetchval = AsyncMock(return_value=None)
config = QualityGateConfig()
with patch(
"services.trading.model_quality_gate._store_gate_result",
new_callable=AsyncMock,
):
result = await evaluate_quality_gate(pool, config=config)
assert result.passed is True, (
f"Quality gate should PASS for {age_hours:.1f}h-old snapshot "
f"meeting all criteria, but got: {result.reason}"
)
# ---------------------------------------------------------------------------
# Property 5: Failed Extraction Independence Preservation
# retry_failed_extractions() behavior is unaffected by stale doc recovery changes.
# ---------------------------------------------------------------------------
class TestPreservationFailedExtractionIndependence:
"""Preservation: Failed Extraction Independence
retry_failed_extractions() processes documents in 'extraction_failed' status
using its own threshold (EXTRACTION_FAILED_RETRY_MINUTES=60) and logic.
Its behavior is independent of changes to recover_stale_documents().
**Validates: Requirements 3.7**
"""
@pytest.mark.asyncio
@given(
num_failed_docs=st.integers(min_value=1, max_value=100),
)
@settings(max_examples=100)
async def test_retry_failed_extractions_processes_failed_docs(
self,
num_failed_docs: int,
):
"""Property: for all documents in extraction_failed status, retry logic unchanged.
Verify that retry_failed_extractions:
1. Queries documents with status='extraction_failed'
2. Uses EXTRACTION_FAILED_RETRY_MINUTES (60) as the age threshold
3. Enqueues them via _enqueue_if_new
4. Resets their status to 'parsed'
5. Deletes failed intelligence rows
"""
from services.scheduler.app import (
EXTRACTION_FAILED_RETRY_MINUTES,
retry_failed_extractions,
)
# Verify the retry threshold hasn't changed
assert EXTRACTION_FAILED_RETRY_MINUTES == 60, (
f"EXTRACTION_FAILED_RETRY_MINUTES changed from 60 to "
f"{EXTRACTION_FAILED_RETRY_MINUTES} — this should be preserved"
)
now = datetime.now(tz=timezone.utc)
old_time = now - timedelta(minutes=EXTRACTION_FAILED_RETRY_MINUTES + 10)
# Generate fake failed document rows
fake_rows = []
for i in range(num_failed_docs):
fake_rows.append({
"id": uuid.uuid4(),
"document_type": "news" if i % 3 != 0 else "macro_event",
"ticker": f"TICK{i}",
"updated_at": old_time,
})
pool = AsyncMock()
pool.fetch = AsyncMock(return_value=fake_rows)
pool.execute = AsyncMock()
rds = AsyncMock()
rds.set = AsyncMock(return_value=True) # All enqueues succeed
rds.rpush = AsyncMock()
result = await retry_failed_extractions(pool, rds)
# All docs should be enqueued
assert result == num_failed_docs, (
f"Expected {num_failed_docs} docs retried, got {result}"
)
# Verify the SQL query used the correct threshold
fetch_call = pool.fetch.call_args
sql_query = fetch_call[0][0]
threshold_param = fetch_call[0][1]
assert "extraction_failed" in sql_query, (
"retry_failed_extractions should query for 'extraction_failed' status"
)
assert threshold_param == EXTRACTION_FAILED_RETRY_MINUTES, (
f"Expected threshold param {EXTRACTION_FAILED_RETRY_MINUTES}, "
f"got {threshold_param}"
)
# Verify pool.execute was called for both DELETE and UPDATE
assert pool.execute.call_count == 2, (
f"Expected 2 pool.execute calls (DELETE + UPDATE), "
f"got {pool.execute.call_count}"
)
# Verify the DELETE query targets document_intelligence with failed status
delete_call = pool.execute.call_args_list[0]
assert "DELETE" in delete_call[0][0] and "document_intelligence" in delete_call[0][0], (
"First execute should DELETE from document_intelligence"
)
# Verify the UPDATE resets status to 'parsed'
update_call = pool.execute.call_args_list[1]
assert "parsed" in update_call[0][0] and "UPDATE" in update_call[0][0], (
"Second execute should UPDATE status to 'parsed'"
)