feat: implement dual-pipeline signal engine service
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New service at services/signal_engine/ implementing concurrent heuristic
(deterministic scoring) and probabilistic (Bayesian inference) pipelines
that evaluate technical signals across 6 timeframes (M30-M) and produce
independent BUY/WATCH/SKIP verdicts per ticker per evaluation tick.

Components:
- Input Normalizer: multi-source data assembly with sentinel fallbacks
- Signal Library: Fibonacci, MA Stack, RSI, Cup & Handle, Elliott Wave
- Multi-Timeframe Confluence Engine: weighted scoring with D/W/M anchors
- Hard Filter Engine: macro_bias, valuation, earnings proximity gating
- Heuristic Pipeline: S_total scoring with confidence-gated verdicts
- Probabilistic Pipeline: Bayesian log-odds with regime priors, entropy
  gating, EV_R calculation, and signal correlation penalty
- Exit Engine: stop-loss, targets, trailing ATR-based stops
- Delta Analyzer: pipeline agreement tracking with rolling Redis metrics
- Output Formatter: SignalOutput contract + Recommendation schema mapping
- Worker orchestrator: concurrent pipelines with failure isolation
- Main entry point: queue polling with fail-safe config loading

Infrastructure:
- Migration 039: signal_engine_outputs table with 3 indexes
- Helm chart: signalEngine service entry (processing tier)
- Redis key: QUEUE_SIGNAL_ENGINE constant

Tests: 390 tests (unit + property-based) covering all components
Config: dual_pipeline_enabled=false by default (safe rollout)
This commit is contained in:
Celes Renata
2026-05-02 07:32:26 +00:00
parent 7e2343ec2c
commit f468e30af0
61 changed files with 14107 additions and 184 deletions
+2 -1
View File
@@ -53,7 +53,7 @@ graph TB
subgraph trading_tier ["Trading Tier"]
direction LR
trading_engine["trading-engine<br/><i>docker/Dockerfile</i><br/><i>uvicorn services.trading.app</i><br/>host :8002 → :8000"]
risk_engine["risk-engine<br/><i>docker/Dockerfile</i><br/><i>uvicorn services.risk.app</i><br/>host :8003 → :8000"]
risk_engine["risk-engine<br/><i>docker/Dockerfile</i><br/><i>uvicorn services.risk.app</i><br/>host :8003 → :8000<br/><i>alias: risk</i>"]
broker_adapter["broker-adapter<br/><i>docker/Dockerfile</i><br/><i>python -m services.adapters.broker_service</i><br/><i>no host port</i>"]
end
@@ -320,3 +320,4 @@ All containers share the default Docker Compose network. Services reference each
| `hive-metastore` | Hive Metastore container | trino (thrift://hive-metastore:9083) |
| `trino` | Trino container | superset (trino:8080) |
| `query-api` | Query API container | dashboard (nginx proxy upstream) |
| `risk` | risk-engine container (network alias) | trading-engine (risk evaluation calls) |