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.
1. patterns endpoint: fix query referencing non-existent column
di.catalyst_type → dir.catalyst_type (column is on document_impact_records)
2. lockouts seed: use relative timestamps (now + 7d) so active lockout
is always in the future regardless of when tests run
3. create_agent: make slug optional with auto-generation from name
4. create_source: json.dumps(config) + ::jsonb cast for asyncpg JSONB compat
5. approval_expiry: return count as int (len(expired)) not the list itself
6. metrics_consistency: fix test assertion to match API contract
(total >= active + reserve, not total == active + reserve + unrealized)
Trend charts blank:
- trend_windows uses upsert (1 row per ticker/window), so charts had
at most 1 data point. Added trend_history table (migration 024) that
appends every snapshot. New /api/trends/history endpoint serves the
time series. Frontend now uses useTrendHistory for charts and
useTrends for the latest summary card.
Competitor GUIDs:
- list_competitors query returned raw company_b_id UUIDs without
joining companies table. Added LEFT JOIN with CASE to resolve the
other company's ticker and legal_name. Updated Pydantic model to
include enriched fields. Frontend fallback changed from truncated
UUID to ticker/legal_name/Unknown.
Celes Renata