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
76f6bd5677
fix: quote reserved keyword 'window' in prediction_snapshots SQL
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2026-05-01 03:40:48 +00:00
7fcc8a6c07
feat: model validation, calibration, and signal quality layer
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- 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
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
5209cc522e
feat: enhanced paper trading reset with capital and reserve controls
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- 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
27b84fcd2e
fix: return open_position_count in trading status for dashboard display
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2026-04-28 19:27:40 +00:00
7e8d518946
feat: add max open positions and position cap controls to trading dashboard
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2026-04-28 19:16:50 +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
c85c0068a2
fix: clean up utcnow deprecation warnings, fix 12 failing tests, add CI/CD pipeline manifests
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- Replace all datetime.utcnow() with datetime.now(tz=timezone.utc) across 8 files
- Fix 12 failing tests to match current implementation behavior
- Fix pytest_plugins in non-top-level conftest (moved to root conftest.py)
- Auto-fix 189 lint issues (import sorting, unused imports)
- Add CI/CD pipeline infrastructure (ARC, ArgoCD, Kargo manifests)
- Add values-beta.yaml and values-paper.yaml for staged deployments
- Update GitHub Actions workflow to use self-hosted-gremlin runners
- Add integration-test job to CI pipeline
Result: 1596 passed, 0 failed, 0 warnings
2026-04-18 03:59:28 +00:00
ee5fd30398
fix: backtest force-closes open positions at end + uses real market prices for exits
2026-04-18 00:03:51 +00:00
913fe8b0b3
feat: override trade tab — manual order entry with auto-registration
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Backend:
- OverrideOrderRequest/Response Pydantic models with ticker, quantity, price validators
- POST /api/trading/override/order endpoint (enqueue to Redis broker queue)
- auto_register_symbol() module for untracked ticker registration via Symbol Registry
- Unit tests (17) and property-based tests (3 x 100 examples)
Frontend:
- OverrideTradePanel component (order form + positions display)
- Override tab in TradingEngine page with URL search param navigation
- Override Trade button on Trading Controls page
- useSubmitOverrideOrder mutation hook
- MSW handler and 13 component/integration tests
Steering:
- Updated steering docs for Ubuntu dev machine with nvm/Node 24
2026-04-17 07:02:30 +00:00
fd862da29e
fix: remove broken capital controls, reset now queries broker for real balance
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- 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
2026-04-17 04:24:10 +00:00
5fb59b379c
feat: reset endpoint now liquidates Alpaca positions and cancels orders
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- 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
2026-04-17 04:03:31 +00:00
90614dd7bb
feat: paper trading capital controls — add, withdraw, and full reset
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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
2026-04-17 02:23:26 +00:00
f2d8744a4f
fix: backtest submission shows no results — 4 bugs fixed
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- 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.
2026-04-17 00:31:17 +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
136b149000
fix: add logging config to trading engine, add /api/trading/debug diagnostic endpoint
2026-04-16 14:55:42 +00:00
58a8726306
feat: add paper trading capital controls — API endpoint + UI with presets, fix status/metrics to read real state, fix migration duplicates
2026-04-16 14:06:30 +00:00
14e411daf9
fix: trading status and metrics endpoints now read real portfolio state instead of hardcoded zeros
2026-04-16 14:02:38 +00:00
c4666c071b
feat: wire Gmail SMTP notifications with app password
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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
2026-04-16 02:37:40 +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
d21110b3d2
fix: backtest skips duplicate ticker positions to prevent overwrite
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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.
2026-04-16 00:28:59 +00:00
2eaf6dc025
fix: upgrade backtest day summary to WARNING level for visibility
2026-04-16 00:21:46 +00:00
bad7e02e53
fix: add first-skip-reason logging to backtest replay for debugging
2026-04-16 00:16:32 +00:00
4634f1f3fc
fix: remove unused skip_count variable (lint)
2026-04-16 00:07:29 +00:00
ff5055ee4e
fix: backtest replay field mapping and logging
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- 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
2026-04-15 22:55:26 +00:00
ea6c2b3f54
fix: market data rate limiting and backtest price lookup
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- 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.
2026-04-15 22:19:44 +00:00
69eb366bf9
fix: backtest simulation uses ET timezone for trading window
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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.
2026-04-15 21:48:32 +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