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
@@ -20,7 +20,7 @@ scrape_configs:
scrape_interval: 15s
scrape_timeout: 10s
metrics_path: /metrics
static_targets:
static_configs:
- targets:
# Docker Compose
- "query-api:8000"
@@ -124,6 +124,7 @@ All metrics are defined in `services/shared/metrics.py`. Metric names use the `s
| `stonks_orders_rejected_total` | Counter | `reason_category` | Orders rejected before broker submission |
| `stonks_orders_filled_total` | Counter | `side` | Orders filled by broker |
| `stonks_orders_duplicates_prevented_total` | Counter | `detected_via` | Duplicate orders prevented by idempotency checks |
| `stonks_orders_clamped_total` | Counter | — | Orders auto-clamped to fit within position limits |
| `stonks_risk_evaluations_total` | Counter | `result` | Risk evaluations performed |
| `stonks_risk_check_failures_total` | Counter | `check_name` | Individual risk check failures |
| `stonks_positions_synced_total` | Counter | — | Position sync operations completed |