493 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
Celes Renata	2f2a7665e7	fix: suppress take-profit when active buy signal has high confidence ... 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
Celes Renata	7eaff3ae58	Revert "fix: add 24h sell cooldown to prevent immediate re-entry after profit-taking" ... This reverts commit f99fc7fdc1.	2026-05-13 20:18:53 +00:00
Celes Renata	f99fc7fdc1	fix: add 24h sell cooldown to prevent immediate re-entry after profit-taking ... 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
Celes Renata	23834a9333	fix: filter correlation matrix to tracked companies and make non-blocking ... 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
Celes Renata	485dd12024	ci: retrigger after coredns fix	2026-05-07 17:29:01 +00:00
Celes Renata	fe8debeb17	ci: trigger rebuild for trading-engine and signal-engine images	2026-05-07 17:25:18 +00:00
Celes Renata	5ed9f001b1	docs: add bash exclamation mark pitfall to steering file	2026-05-02 08:33:40 +00:00
Celes Renata	18f857e1a3	feat: add live-math stage with dedicated paper trading account ... New ArgoCD stage 'stonks-live-math' running the dual-pipeline signal engine against a separate Alpaca paper account for production validation. - Namespace: stonks-live-math - Database: stonks_live_math (Redis DB 3) - Broker: PK64RS7NH24XPBI3IDEU3BB72Y (paper-api.alpaca.markets) - Ingress: stonks-math-*.celestium.life - Deploys alongside existing live stage (same image tag)	2026-05-02 08:19:47 +00:00
Celes Renata	61bcb5aa57	ci: add signal-engine image build to Woodpecker pipeline	2026-05-02 07:43:59 +00:00
Celes Renata	f468e30af0	feat: implement dual-pipeline signal engine service ... 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)	2026-05-02 07:32:26 +00:00
Celes Renata	7e2343ec2c	feat: add Reports page and detail view to frontend ... - Reports list page with type filter (daily/weekly) - Report detail page with all sections: P&L, recommendation accuracy, position performance table, risk metrics, model quality windows - Executive summary card, validation warnings display - Nav item under Trading group - Routes: /reports and /reports/:id	2026-05-02 00:27:34 +00:00
Celes Renata	3a8c6f6c80	fix: add CACHE_BUST ARG to Dockerfile + build args to force fresh COPY layers per commit	2026-05-01 23:23:49 +00:00
Celes Renata	139fbd6342	fix: add no_cache to all Woodpecker service builds to prevent stale COPY layers	2026-05-01 23:11:21 +00:00
Celes Renata	63b62c5e9f	chore: RUN echo cache-bust to force buildx layer invalidation	2026-05-01 22:57:29 +00:00
Celes Renata	3acfdfd11f	chore: move cache-bust before COPY to invalidate buildx layer cache	2026-05-01 22:48:12 +00:00
Celes Renata	ab212db8be	chore: bust Docker buildx cache for services/ layer	2026-05-01 22:39:38 +00:00
Celes Renata	7102358f51	chore: retrigger CI (bust Docker buildx cache for services/ layer)	2026-05-01 22:32:23 +00:00
Celes Renata	bc077bfcc8	feat: trading feedback engine — periodic performance reports with AI summarization ... - Migration 038: trading_reports table + report-summarizer agent seed - 6 reporting modules: models, collector, sections, validator, summarizer, generator - API endpoints: GET /api/reports (paginated, filterable), GET /api/reports/{id} - Frontend hooks: useReports, useReport with TanStack Query - Scheduler: daily (after 16:30 ET) and weekly (Saturday) report triggers - Redis queue consumer for async report generation with retry/dedup - 5 property-based tests (chunking, serialization, validation, accuracy, deltas) - 109 unit/integration tests across all modules - 6 frontend hook tests with MSW mocks	2026-05-01 22:13:09 +00:00
Celes Renata	376fcb4bb4	feat: add 12 integrity check saved queries for SQL Explorer (migration 037) ... Prefixed with ⚕ for easy identification. Checks: duplicate snapshots, orphaned links, evidence count mismatches, contribution score sums, canonical key consistency, out-of-range values, unmatched snapshots, zero evidence rate, duplicate count mismatches, missing prices, outcome integrity, and pipeline health summary.	2026-05-01 19:20:56 +00:00
Celes Renata	cc21fd9e8f	feat: add 15 validation saved queries for SQL Explorer (migration 036) ... Prediction overview, confidence distribution, evidence dedup quality, source/catalyst breakdown, win rate by ticker/horizon, model quality timeline, quality gate status, high-duplicate predictions, excess vs SPY.	2026-05-01 19:15:54 +00:00
Celes Renata	affb65d7f4	fix: point VLLM_BASE_URL to Ollama (10.1.1.12:2701) and update model name ... vLLM service on 192.168.42.254:8000 was down causing extraction failures. Also updated ai_agents table to use ollama provider directly.	2026-05-01 18:56:55 +00:00
Celes Renata	32535540fe	feat: add no-premature-simplification rule to steering docs	2026-05-01 04:32:05 +00:00
Celes Renata	751cce0509	feat: add documentation maintenance rules to steering, update migration number to 036	2026-05-01 04:29:52 +00:00
Celes Renata	0732894414	fix: widen horizon/mode columns in prediction_snapshots to VARCHAR(50) ... time_horizon values like 'position_30d_90d (proj:30d)' exceed VARCHAR(20)	2026-05-01 04:27:19 +00:00
Celes Renata	d9110d03a6	fix: use di.document_id instead of dir.document_id in evidence query ... document_impact_records has intelligence_id, not document_id. The document_id lives on document_intelligence.	2026-05-01 04:06:55 +00:00
Celes Renata	76f6bd5677	fix: quote reserved keyword 'window' in prediction_snapshots SQL	2026-05-01 03:40:48 +00:00
Celes Renata	32d290bea7	fix: ruff lint — sort imports, remove unused GateThresholdResult import	2026-05-01 03:08:21 +00:00
Celes Renata	7fcc8a6c07	feat: model validation, calibration, and signal quality layer ... - Migration 035: prediction_snapshots, prediction_outcomes, signal_evidence_links, model_metric_snapshots tables + SQL views - Prediction snapshot writer with canonical evidence keys, duplicate detection, contribution scores - Outcome evaluator across 5 horizons (1h, 6h, 1d, 7d, 30d) - Metrics engine: ECE, Brier score, IC, Rank IC, benchmark comparison - Attribution engine: per-source, per-catalyst, per-layer performance - Calibration engine: Bayesian shrinkage source reliability - Quality gate for live trading eligibility with configurable thresholds - 7 new /api/validation/* endpoints - Upgraded OpsModel dashboard with validation tab - Enhanced recommendation display with calibration context - Backtest replay validation mode - 86 Python tests (unit + property-based), 179 frontend tests passing	2026-05-01 03:04:58 +00:00
Celes Renata	5d2ffd9163	fix: vertical market markers need yAxisId + move legend below date labels ... - Add yAxisId='left' to vertical ReferenceLine (required by Recharts) - Increase bottom margin from 40 to 70 for date label + legend space - Legend uses verticalAlign='bottom' with 24px top padding	2026-04-30 23:31:55 +00:00
Celes Renata	6169efdc89	fix: copy scripts/ into Docker image + graceful backfill fallback ... - Dockerfile now copies scripts/ directory into /app/scripts/ - Init container uses sh -c with fallback so missing script doesn't crash the pod (graceful degradation until image rebuilds)	2026-04-30 23:18:43 +00:00
Celes Renata	c42f2223d8	fix: move backfill logic to standalone script (fixes YAML parse error) ... Inline Python with f-strings and colons broke Helm YAML parsing. Moved to scripts/backfill_market_data.py and call it directly from the init container command.	2026-04-30 23:01:20 +00:00
Celes Renata	1f08820f11	feat: fullscreen chart expand + market open/close vertical markers ... - Click 'Expand' button to view the trend chart fullscreen - Press Escape or click outside to close - Fullscreen uses full viewport height for better readability - Green dashed vertical lines at 9:30 AM ET (market open) - Red dashed vertical lines at 4:00 PM ET (market close) - Markers only shown on intraday and 1d windows (hidden on 7d+) - Chart content extracted into shared function to avoid duplication	2026-04-30 22:44:00 +00:00
Celes Renata	2f2ea65fb4	fix: keep Alpaca price as primary (includes after-hours), add polygon_price field ... Alpaca's current_price reflects extended hours trading which is more current than Polygon's regular session close. Keep it as the display price. Add polygon_price as a reference field in the API response.	2026-04-30 22:35:22 +00:00
Celes Renata	9a60ce127b	fix: overlay Polygon prices on positions instead of stale Alpaca prices ... Alpaca paper trading returns inaccurate current_price values. The positions endpoint now uses the latest Polygon close from market_snapshots and recomputes unrealized P&L from that.	2026-04-30 22:32:21 +00:00
Celes Renata	414f476620	fix: auto-backfill market data on startup + fix trading dedup bug ... 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
Celes Renata	a5f2bcde55	fix: set MARKET_DATA_BASE_URL to polygon in base values.yaml	2026-04-30 07:20:13 +00:00
Celes Renata	34ffdad00c	fix: wait for scheduler migrations after factory reset scale-up ... After scale_up, restart the scheduler and wait for it to be ready before other services start. The scheduler's init containers run migrations, so this ensures tables exist before ingestion/extractor pods try to query them.	2026-04-30 07:01:01 +00:00
Celes Renata	601b85764b	fix: mount stonks-market-secrets on query-api for backfill endpoint	2026-04-30 06:33:26 +00:00
Celes Renata	51b6f3d34a	ci: trigger rebuild	2026-04-30 06:24:05 +00:00
Celes Renata	bddaf44ffc	feat: 90-day price range Y-axis scaling with breakthrough annotations ... Backend: - GET /api/market/prices/{ticker} now returns { bars, range_90d } with 90-day low/high computed from market_snapshots - POST /api/market/backfill/{ticker} fetches 90 days of daily bars from Polygon and inserts missing bars into market_snapshots - POST /api/market/backfill-all does the same for all active tickers Frontend: - Right Y-axis domain scaled to 90-day min/max (with 3% padding) - Green dashed reference line at 90-day high - Red dashed reference line at 90-day low - Labels show exact price on each reference line - Default limit bumped to 200 bars	2026-04-30 06:09:05 +00:00
Celes Renata	5209cc522e	feat: enhanced paper trading reset with capital and reserve controls ... - Add initial capital input (toggle between broker balance or custom amount) - Add reserve/active pool split slider (0-50%, default 20%) - Backend accepts reserve_pct in reset request body - Note in UI that Alpaca balance reset requires Alpaca dashboard - Confirmation dialog shows exact capital and split being applied	2026-04-30 05:49:38 +00:00
Celes Renata	fa18b1a7c2	fix: populate broker and market API secrets in base values.yaml ... ArgoCD was syncing empty secrets back over manual patches. Credentials now match stonks-paper (same Alpaca paper + Polygon keys).	2026-04-30 05:05:43 +00:00
Celes Renata	4b254adad2	fix: scale ingestion and extractor to 1 replica in prod	2026-04-30 05:04:20 +00:00
Celes Renata	af2e554edd	fix: switch ai_agents seed from vllm to ollama qwen3.5:9b-fast ... Live DB already updated via direct SQL. This ensures future DB rebuilds and new deployments use ollama as the default provider.	2026-04-30 04:46:04 +00:00
Celes Renata	facce5dbb5	fix: add TTL and backoffLimit to market-hours-check jobs ... Prevents accumulation of completed/failed verification jobs. - ttlSecondsAfterFinished: 3600 (auto-cleanup after 1h) - backoffLimit: 0 (no retries on intentional market-hours failure)	2026-04-30 04:33:50 +00:00
Celes Renata	2f2c0d24f6	fix: remove unused columns constant (TS6133) v0.1.0	2026-04-30 03:21:32 +00:00
Celes Renata	861423c1e3	feat: make ticker clickable on positions page — links to company detail ... Ticker column now links to /companies/{id} using a ticker→company ID lookup. Falls back to plain text if company not found.	2026-04-30 03:15:22 +00:00
Celes Renata	13f863ef30	feat: fetch 15-minute bars instead of hourly for intraday prices ... Changed intraday_bars default from 1-hour bars to 15-minute bars. This gives ~26 price points per trading day per ticker (6.5h market × 4 bars/hour) instead of ~7 hourly bars. Limit raised to 100 to accommodate the higher bar count.	2026-04-29 23:01:11 +00:00
Celes Renata	2538da3f1e	fix: switch market data sources from prev_bars to intraday_bars ... The market_api sources were configured with endpoint='prev_bars' which only fetches a single previous-day bar per ticker. Changed to 'intraday_bars' which fetches hourly bars for today from Polygon's /v2/aggs/ticker/{ticker}/range/1/hour/{today}/{today} endpoint. Updated: seed script, beta DB (50 sources), production DB (50 sources). This gives ~7-8 hourly price bars per trading day per ticker instead of 1 daily bar.	2026-04-29 22:07:47 +00:00
Celes Renata	fa4ad6b15a	fix: widen price matching tolerance for sparse market data ... Only ~9 price bars per ticker (Polygon returns daily bars, not intraday). Widened gap tolerance to 6h for intraday, 12h for 1d, etc. Also skip time-range filtering when price data is sparse (≤20 bars) to avoid showing no prices at all.	2026-04-29 22:02:23 +00:00