2f2a7665e7
fix: suppress take-profit when active buy signal has high confidence
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Profit-taking was selling positions that still had strong bullish
signals (0.93 confidence buy recommendations), then the engine would
immediately rebuy at a worse price.
Now checks for recent high-confidence buy recommendations (>=0.80)
before executing a take-profit sell. If the signal says keep holding,
the take-profit is suppressed. Stop-losses still fire unconditionally.
2026-05-13 20:19:47 +00:00
7eaff3ae58
Revert "fix: add 24h sell cooldown to prevent immediate re-entry after profit-taking"
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This reverts commit f99fc7fdc1
2026-05-13 20:18:53 +00:00
f99fc7fdc1
fix: add 24h sell cooldown to prevent immediate re-entry after profit-taking
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After selling a position (profit-taking, stop-loss, or recommendation),
the engine would immediately buy it back on the next poll cycle if a
buy recommendation existed. Now sets a 24h Redis cooldown key per ticker
on any sell, and checks it before entering a new buy position.
2026-05-13 19:51:43 +00:00
23834a9333
fix: filter correlation matrix to tracked companies and make non-blocking
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The correlation query was fetching 12K+ tickers from market_snapshots
instead of just the 50 tracked companies, causing OOM during startup.
- JOIN with companies table to filter to active tracked tickers only
- Move correlation computation to background task so engine starts trading immediately
- Add 30s timeout to prevent indefinite hangs
2026-05-13 19:06:37 +00:00
414f476620
fix: auto-backfill market data on startup + fix trading dedup bug
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1. Add backfill-market-data init container to scheduler deployment.
On vanilla start (< 50 bars in market_snapshots), fetches 90 days
of daily OHLCV from Polygon directly via asyncpg + httpx.
2. Fix trading engine dedup key placement. Previously the Redis dedup
key was set BEFORE evaluate_recommendation(), so recs skipped as
outside_trading_window were permanently deduped and never retried
when the market opened. Now the dedup key is only set AFTER the
decision for non-retryable outcomes (act, confidence_too_low, etc).
outside_trading_window skips are retryable.
2026-04-30 14:08:54 +00:00
f251c53f92
fix: risk engine blocking sell orders on over-concentrated positions
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Two bugs: (1) trading engine omitted estimated_value from sell order
jobs, causing risk engine to compute 0 reduction; (2) risk engine
applied position size limits to sells, trapping users in positions
they couldn't exit. Sells now always pass position value/pct checks.
2026-04-22 02:07:24 +00:00
29f46d387c
fix: 6 buy/sell logic bugs — sells check trading window, persist audit trail, dedup after position check, no duplicate buys, fix stop-level insert, profit-taking respects market hours
2026-04-17 00:07:50 +00:00
1246b3868b
fix: use current_price not avg_entry_price for invested calc — prevents margin-inflated numbers showing $0 available
2026-04-17 00:04:12 +00:00
f57167ce4d
fix: only poll recommendations from last 2 hours (not 24h), persist snapshots during market hours for performance tab
2026-04-16 23:53:54 +00:00
63287903d0
feat: wire up stop levels, circuit breaker daily loss, profit-taking, real portfolio/decisions/history endpoints
2026-04-16 15:52:46 +00:00
1329df0bbf
feat: sell execution, correlation matrix from market data, US market holiday awareness
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- Sell path: looks up existing position, sells full quantity, returns proceeds to pool
- Correlation matrix: computed from 30-day market_snapshots on startup + every 5min
- Holidays: 10 major US market holidays for 2026 checked in trading window functions
2026-04-16 15:36:49 +00:00
2e77cf32fd
fix: critical — track capital properly: load invested positions on startup, deduct on act, sync every 5min
2026-04-16 15:29:28 +00:00
354c3d484a
fix: fetch current prices from market_snapshots before evaluating recommendations — fixes 'Invalid current price' skip
2026-04-16 15:17:49 +00:00
2a6aac47a6
fix: add decision logging to trading engine, flushed 103k stale dedup keys
2026-04-16 15:12:58 +00:00
c114e77b1c
fix: limit recommendation poll to 50 per cycle to prevent 85k-rec processing stall, add poll logging
2026-04-16 15:05:26 +00:00
88c2bc84a1
feat: upgrade paper trading to $100k moderate tier
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Paper money has no downside — bigger capital exposes more model
behavior: position sizing, diversification, sector exposure,
correlation checks, circuit breakers, reserve pool siphoning,
and risk tier auto-adjustment all become meaningful.
- risk_tier: conservative → moderate (min_confidence 0.55)
- absolute_position_cap: $25 → $10,000
- max_open_positions: 5 → 10
- initial portfolio value: $500 → $100,000
- Updated migration 019, Helm values, and engine default
2026-04-16 00:37:35 +00:00
70bad7709a
feat: wire live decision loop and enable paper trading
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Phase 2 of the autonomous trading engine:
- Replace start()/stop() stubs with real async implementations
- Decision loop: polls recommendations from PostgreSQL, deduplicates
via Redis, evaluates through the full pipeline, submits orders to
stonks:queue:broker_orders
- Stop-loss monitor: fetches prices from Polygon API, checks crossings,
submits immediate sell orders, safety sell after 15 min without data
- Performance loop: computes metrics every 5 min during market hours,
persists daily snapshots at market close
- Risk tier scheduler: evaluates daily at 16:00 ET, persists tier changes
- Rebalance scheduler: evaluates Monday 09:45 ET, respects circuit breaker
- Notification dispatch: SNS + Gmail with rate limiting and retry
- Backtest replay: fetches historical data, simulates decisions, persists
- Real asyncpg/redis connections in FastAPI lifespan (graceful degradation)
- Migration 019: enable paper trading with conservative tier, 5 cap
- Added max_open_positions to TradingConfig with env var loading
- Phase 2 tasks added to autonomous-trading-engine spec
2026-04-15 20:52:28 +00:00
4ffde8cc06
feat: autonomous trading engine — full implementation
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- Database migration 018 with 13 tables for trading engine state
- Trading engine service (services/trading/) with 12 pure computation modules:
position sizer, stop-loss manager, reserve pool, circuit breaker,
risk tier controller, correlation matrix, tax lots, trading window,
gradual entry, notifications, micro-trading, backtester
- Core TradingEngine with pre-trade evaluation pipeline and integration wiring
- FastAPI HTTP service with 14 endpoints (health, config, decisions, metrics, backtest)
- Performance tracker with Sharpe ratio, drawdown, profit factor computation
- 194 Python tests (165 property-based + 29 integration)
- Frontend: 13 TanStack Query hooks, 7 dashboard panels, tabbed Trading Engine page
- Helm chart entry, network policy, nginx proxy, ingress for trading-engine
- Shared infrastructure: enums, Redis keys, TradingConfig in AppConfig
2026-04-15 16:12:22 +00:00
Celes Renata