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.
- Removed PUT /api/trading/capital (set capital) — only touched in-memory state
- Removed POST /api/trading/capital/adjust (add/withdraw) — same problem
- Reset endpoint now: liquidates Alpaca positions, cancels orders, clears DB,
then queries Alpaca for real portfolio_value to set engine capital
- Frontend: replaced CapitalCard with simple ResetCard (one button)
- Removed useSetTradingCapital and useAdjustCapital hooks
- Added cancel_all_orders() and close_all_positions() to AlpacaBrokerAdapter
- Reset endpoint creates a temporary adapter to call Alpaca DELETE /v2/orders
and DELETE /v2/positions before clearing DB and engine state
- Also clears positions table and processed_recommendation_ids on reset
- Broker reset is best-effort — DB/engine reset proceeds even if Alpaca fails
Three distinct capital operations on the Trading Controls page:
- Set Capital: overwrites pool balances to a new amount (existing)
- Add/Withdraw: adjusts active pool by a delta without touching
positions, orders, or history. Validates sufficient balance for
withdrawals. Logged to reserve_pool_ledger as manual_adjustment.
- Reset Everything: nuclear option — deletes all positions, orders,
trading decisions, stop levels, snapshots, backtests, notifications,
and circuit breaker events, then resets capital fresh. Red button
with double-confirmation dialog.
Backend: POST /api/trading/capital/adjust and POST /api/trading/reset
Frontend: CapitalCard rebuilt with three sections and confirmation UIs
- ID mismatch: API generated a throwaway UUID while BacktestReplay
generated its own internally. Frontend polled with wrong ID and
never found the DB row. Now pre-generate ID in endpoint and pass
it to BacktestReplay.
- Field name: API returned 'backtest_id' but frontend read 'data.id'.
Unified to 'id' everywhere.
- No polling: useBacktestResult fired once and never refreshed.
Added refetchInterval that polls every 2s while status is running.
- Response shape: GET endpoint nested results under 'result' object
but frontend expected flat fields. Flattened response to match
BacktestResult type.
- Added running/failed/completed status indicators in BacktestPanel.
- 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
Replaced the Gmail API (OAuth2) notification delivery with plain
SMTP using a Gmail app password. Much simpler setup — no Google
Cloud project, no OAuth2 flow, no extra dependencies.
- Rewrote _send_gmail() to use smtplib with smtp.gmail.com:587 TLS
- Added stonks-gmail-secrets to Helm chart (GMAIL_SENDER,
GMAIL_RECIPIENT, GMAIL_APP_PASSWORD)
- Added gmail secret to trading-engine deployment
- Updated runmefirst.sh to read gmail.app from kube dir
- Sender/recipient: celes@celestium.life
When multiple recommendations for the same ticker produce 'act'
decisions, the second one would overwrite the first in
simulated_positions, losing the first position's value and causing
incorrect portfolio value calculations. Now skips if already holding.
- Map DB 'id' field to 'recommendation_id' for evaluate_recommendation()
- Ensure confidence is cast to float (asyncpg may return Decimal)
- Add per-day logging showing rec count, act/skip, positions, pool balance
- Helps diagnose why backtests produce 0 trades
- Increase market_api polling cadence from 60s to 900s (15 min).
The prev-day bar endpoint returns the same data all day, so polling
every minute wastes API quota. 50 tickers at 15-min cadence = ~3.3
req/min, well within the 5/min rate limit.
- Reduce market_api rate limit from 30/min to 5/min to match.
- Fix backtest replay to query market_snapshots with data->>'c' for
close prices instead of nonexistent market_data.close_price column.
- Enrich backtest recommendations with prices from market_snapshots
and sectors from companies table.
The simulated timestamp was 10:00 UTC (6:00 AM ET) which is outside
the trading window. Changed to 11:00 AM ET so backtested decisions
actually pass the trading window check.
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
Celes Renata