40 Commits

Author	SHA1	Message	Date
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	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	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	76f6bd5677	fix: quote reserved keyword 'window' in prediction_snapshots SQL	2026-05-01 03:40:48 +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	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	4e010bc048	feat: signal math upgrade — probabilistic, regime-aware scoring pipeline ... Implement full probabilistic signal processing pipeline gated behind probabilistic_scoring_enabled feature flag in risk_configs: - Bayesian log-likelihood accumulator with Beta posterior and entropy - Regime detector (trend-following, panic, mean-reversion, uncertainty) - Source accuracy tracker with per-source historical prediction accuracy - Sigmoid confidence gate replacing binary gate - Information gain surprise weighting for rare events - Adaptive recency decay with event-specific half-lives - Regime multiplier replacing market context multiplier - Weighted disagreement entropy for contradiction detection - Multiplicative macro exposure with conditional integration - Graph-distance attenuated competitive signal propagation - Exponentially weighted momentum with volatility scaling - Expected value recommendation gate All changes backward-compatible: flag=false preserves exact current behavior. New outputs stored in existing JSONB columns (no schema changes except source_accuracy table via migration 034). Tests: 26 property-based tests (14 correctness properties), 99 unit tests, 1789 total tests passing with zero regressions.	2026-04-29 11:41:48 +00:00
Celes Renata	cfcfd655e7	fix: reduce max_tokens to 2048 to fit 8192 context window	2026-04-29 06:18:26 +00:00
Celes Renata	b38fb24f14	fix: ensure production uses DB-configured model/provider from UI ... - Migration 026: update seed defaults from ollama to vllm/AxionML - Migration 031: fix existing rows still on old ollama defaults - Helm values: set OLLAMA_BASE_URL to cluster ollama endpoint (was empty) - Extractor: guard against switching to ollama when base_url is empty - OllamaClient: validate base_url on construction to fail fast	2026-04-29 04:33:21 +00:00
Celes Renata	23f2134754	fix: stop migrations from resetting ai_agents model_name, default to vllm/AxionML/Qwen3.5-9B-NVFP4	2026-04-28 18:58:13 +00:00
Celes Renata	3b22f5e1fc	feat: seed default risk_configs with macro and competitive layers enabled	2026-04-28 16:34:40 +00:00
Celes Renata	e360b66c3e	fix: beta trading pipeline — max_tokens default, approval re-enqueue, credentials ... - Migration 031: change ai_agents/agent_variants max_tokens default from 32768 to 4096 (32768 exceeds vLLM context window, causing HTTP 400 on every extraction) - API: re-enqueue approved orders to broker queue — previously approved orders sat in DB with nothing to execute them - values-beta: enable TRADING_ENABLED, update Alpaca paper keys	2026-04-28 14:13:58 +00:00
Celes Renata	7a541aa693	fix: trend_windows.id missing gen_random_uuid() default	2026-04-17 17:27:41 +00:00
Celes Renata	84b3c06b2f	fix: sync agent DB prompts with code defaults + update model to qwen3.5:9b-fast	2026-04-17 17:12:09 +00:00
Celes Renata	c5b7bddadb	fix: backfill recommendation evidence for existing recommendations ... Migration 028: For each recommendation with no evidence rows, finds the closest matching trend_window (by ticker + time_horizon + timestamp) and re-inserts evidence from top_supporting/opposing_evidence arrays. Filters out non-UUID pattern IDs and verifies documents exist. This fixes 'No evidence linked' on recommendations created before the UUID filtering fix in persist_recommendation.	2026-04-17 07:37:14 +00:00
Celes Renata	7c23c044d7	feat: agent variants — migration, API, service integration, frontend, tests ... - Migration 027: agent_variants table with single-active enforcement, variant_id column on agent_performance_log - API: full CRUD, clone from agent/variant, activate/deactivate, per-variant performance metrics and history endpoints - Services: extractor, event classifier, thesis rewriter all wired to AgentConfigResolver with variant override support - Frontend: variant list, comparison view, create/edit/clone forms, activate/delete actions on Agents page - Tests: API tests + 5 property-based tests (single-active invariant, clone preservation, config resolution, slug determinism, update idempotence) - Spec files for agent-variants feature	2026-04-17 05:15:42 +00:00
Celes Renata	c501ccea40	fix: default model to qwen3.5:9b + improve event classifier prompt ... - Migration 026 and OllamaConfig now default to qwen3.5:9b instead of llama3.1:8b. Existing deployments keep their current model (qwen3.5:9b-fast) since the migration uses WHERE NOT EXISTS on slug. - Event classifier system prompt expanded with macro-vs-company filtering: explicitly instructs the model to NOT classify single-company news (lawsuits, earnings, management changes, debt crises) as macro events. Sets severity=low and confidence<0.3 for company-specific articles. Reserves 'critical' severity for multi-country/global market events. Prevents over-tagging event_types by requiring direct description. - Updated test_system_prompt_is_concise threshold to accommodate the expanded prompt (300 → 1000 chars).	2026-04-17 02:53:38 +00:00
Celes Renata	45752b9a29	feat: AI Agents management page with per-agent performance tracking ... New Agents tab in the sidebar (Ops group) for viewing, editing, and creating AI agent configurations: Database (migration 026): - ai_agents table: editable configs for each LLM agent (model, prompts, temperature, tokens, retries). source='system' for built-in, source='user' for custom. Seeds 3 system agents (Document Extractor, Event Classifier, Thesis Rewriter) using WHERE NOT EXISTS to never overwrite user edits across reinstalls. - agent_performance_log table: per-invocation metrics (duration, confidence, retries, tokens, errors) linked to agent config. API endpoints: - GET/POST /api/agents — list and create agents - GET/PUT/DELETE /api/agents/{id} — view, edit, delete (system agents can be edited but not deleted) - GET /api/agents/{id}/performance — aggregated metrics (success rate, avg/p95 latency, confidence, token usage) - GET /api/agents/{id}/performance/history — hourly time series Frontend: - AgentsPage with sidebar list + detail panel - Agent detail: config display, system prompt viewer, performance dashboard with metrics cards and time-series chart - Edit form: all config fields editable including system prompt, model, temperature, tokens, retries - Create form: new user-defined agents with auto-slug generation - System agents show blue badge, user agents show green badge	2026-04-17 01:24:35 +00:00
Celes Renata	86b549e5e1	fix: migrations preserve trend history across reinstalls ... Migration 023 was deleting all but the latest trend_windows row per entity before 024 could save them to trend_history. On reinstall, this wiped the entire history every time. Fixed by restructuring: - 023 now creates trend_history FIRST and copies all trend_windows rows into it before deduplicating trend_windows down to latest-only. Uses NOT EXISTS to avoid duplicating rows on re-runs. - 024 is now idempotent: ensures table/indexes exist and backfills from recommendations (last 7 days, 1 point per ticker/window/hour) to reconstruct approximate history even if trend_windows was sparse. Both migrations are safe to re-run on existing databases.	2026-04-17 01:15:28 +00:00
Celes Renata	2360c501e4	feat: intraday hourly price bars via Polygon range endpoint ... - New 'intraday_bars' endpoint in PolygonMarketAdapter: fetches hourly bars for today using range_bars URL with timespan=hour, sort=asc - Scheduler expands intraday_bars global source into per-ticker jobs for all active companies (every 15 minutes via polling_interval) - Migration 025 inserts the intraday source with 900s cadence - Frontend price matching uses closest-timestamp instead of date-string matching, with 2h tolerance for intraday and 36h for daily windows - Bumped market price fetch limit to 200 for intraday granularity	2026-04-17 01:13:24 +00:00
Celes Renata	7c589353f8	fix: blank company charts + competitor GUIDs instead of tickers ... 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.	2026-04-17 00:42:55 +00:00
Celes Renata	6bab199159	fix: trend_windows now upserts instead of accumulating (7.5GB→4MB), add competitive signal retention cleanup	2026-04-16 14:32:24 +00:00
Celes Renata	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
Celes Renata	0b3ab4ed90	feat: add 11 new saved queries, fix window quoting and cross-table join in samples	2026-04-16 07:14:44 +00:00
Celes Renata	f1e32e9186	fix: add round(double precision, integer) overload so ad-hoc queries work without ::numeric casts	2026-04-16 07:10:23 +00:00
Celes Renata	981e16a27f	fix: quote reserved keyword 'window' in trend query, add Top Movers sample, make seed upsert	2026-04-16 06:25:38 +00:00
Celes Renata	d28787a8ee	fix: add unique constraint on saved_queries.name to prevent duplicates ... The migration ran on every deploy, inserting duplicate queries each time (96 instead of 12). Added UNIQUE constraint on name and changed ON CONFLICT to reference it. Cleaned up 84 duplicates in DB.	2026-04-16 05:16:18 +00:00
Celes Renata	949324dc89	feat: SQL Explorer with PostgreSQL schema browser and pre-built queries ... The SQL Explorer was querying Trino which has zero tables. Rewrote to use PostgreSQL directly: Backend: - GET /api/analytics/pg-schema: returns all public tables with column names, types, and nullability from information_schema - POST /api/analytics/pg-query: read-only SQL execution against PostgreSQL with SELECT-only enforcement, auto LIMIT, and descriptive error messages for syntax/table/query errors Frontend: - Schema browser shows all PostgreSQL tables with columns and types - Click a table name → generates SELECT * FROM table LIMIT 100 - Pre-built Queries section with 12 seeded queries covering companies, recommendations, trends, market prices, documents, global events, trading decisions, ingestion health, reserve pool, sector exposure - User-saved queries shown separately with delete buttons - Chart builder, Monaco editor, and save functionality preserved Migration 021: seeds 12 pre-built saved queries	2026-04-16 01:06:49 +00:00
Celes Renata	88c2bc84a1	feat: upgrade paper trading to $100k moderate tier ... 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
Celes Renata	4501bbebd4	feat: add Polygon grouped daily endpoint for broad market data ... Two tiers of market data: 1. Per-ticker prev bars (existing 50 sources, 15-min cadence) for watchlist detail — trading decisions, stop-loss, position sizing 2. Grouped daily (new single source, once per day) for broad market context — correlation analysis, sector rotation, competitive intel Changes: - Add grouped_daily endpoint to PolygonMarketAdapter with auto date calculation (previous trading day, skip weekends) - Add fetch_global_market_sources() to scheduler for sources without company_id, scheduled once daily (86400s cadence) - Update _persist_market_items to use item-level ticker from T field and look up company_id dynamically for grouped daily bars - Migration 020: make company_id nullable on sources and market_snapshots tables, add grouped daily source row - Fix backtest replay to query market_snapshots data->>'c' for prices	2026-04-15 22:38:18 +00:00
Celes Renata	70bad7709a	feat: wire live decision loop and enable paper trading ... 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
Celes Renata	4ffde8cc06	feat: autonomous trading engine — full implementation ... - 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	f7a11d14ea	feat: competitive intelligence & historical pattern matching layer	2026-04-14 19:42:48 +00:00
Celes Renata	5f87cbe464	phase 16: custom superset image with trino driver, fix security context	2026-04-11 17:18:17 -07:00
Celes Renata	faccb0b8db	phase 16: React dashboard with full platform control and analytics	2026-04-11 16:19:46 -07:00
Celes Renata	273a86e2bd	fix: risk engine command points to services.risk.app, redis password, window quoting	2026-04-11 14:15:47 -07:00
Celes Renata	ce10afa034	phase 14-15: docker build validation and helm deployment	2026-04-11 11:59:45 -07:00
Celes Renata	ebea70573b	phase 0+1: project scaffold, k8s manifests, CI pipeline, steering, hooks, tests ... - Repository structure for all services, infra, lakehouse, dashboards - K8s manifests targeting stonks-oracle namespace with GHCR images - Ingress via Traefik with ca-issuer TLS for internal services - ConfigMap wired to existing cluster services (pg, redis, minio, ollama) - GitHub Actions workflow for lint, test, multi-service container builds - Dockerfile with build-arg CMD per service - Makefile for local build/push/deploy - Steering rules for TDD workflow, K8s conventions, project context - Agent hooks for lint-on-save, test-on-save, k8s-validate, phase-commit - Ruff linter config, all lint issues fixed - 14 passing tests for schemas, config, redis keys - PostgreSQL migrations, Trino catalogs, Superset config, MinIO lifecycle	2026-04-11 03:25:08 -07:00