f468e30af0
feat: implement dual-pipeline signal engine service
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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
bc077bfcc8
feat: trading feedback engine — periodic performance reports with AI summarization
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- 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
4e010bc048
feat: signal math upgrade — probabilistic, regime-aware scoring pipeline
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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
8c3c1aab43
fix: pipeline stop now halts all workers and flushes queues
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Workers (ingestion, parser, extractor, aggregation, recommendation,
broker, lake-publisher) now check the pipeline:enabled Redis flag on
each loop iteration and sleep when disabled.
The toggle endpoint flushes all pipeline queues on disable so queued
jobs don't resume when workers eventually check. Broker/trading queues
are excluded from flush to avoid dropping in-flight orders.
2026-04-29 07:59:35 +00:00
c188677330
fix: route macro_news documents as macro_event so global event classification runs
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2026-04-28 16:18:02 +00:00
226d799eb2
feat: auto-clamp buy orders to fit within position limits instead of hard-rejecting
2026-04-28 14:20:44 +00:00
0437943863
fix: reduce vLLM default max_tokens to 4096, update model to AxionML/Qwen3.5-9B-NVFP4
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The model's max_model_len is 16384 — requesting 32768 output tokens
caused HTTP 400 from vLLM. 4096 is a safe default for extraction output.
2026-04-23 19:49:34 +00:00
117b693b19
feat: add remote vLLM support with provider abstraction layer
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- LLMClient Protocol for provider-agnostic inference
- VLLMClient for OpenAI-compatible /v1/chat/completions API
- LLM client factory with provider routing (ollama/vllm)
- VLLMConfig with VLLM_* environment variable loading
- Updated extractor worker with health check and provider switching
- Updated event classifier to use LLMClient protocol
- Helm values for vLLM configuration
- 18 unit tests + 6 property-based tests
- Full backward compatibility preserved
2026-04-23 08:17:23 +00:00
be526ae614
feat: pipeline on/off toggle with per-stage Helm control
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- Added pipelineEnabled flag to Helm values (default: true)
- Worker services (scheduler, ingestion, parser, extractor, aggregation,
recommendation, broker-adapter, lake-publisher) scale to 0 when disabled
- API services always run regardless of toggle
- Redis-based runtime toggle: POST /api/ops/pipeline/toggle
- Scheduler checks the flag before each cycle
- Frontend: green/red Pipeline ON/OFF button on the pipeline page
- Beta defaults to pipelineEnabled: false
- Base values.yaml: blanked external URLs (Ollama, Polygon, Alpaca)
so stages only connect to what they explicitly configure
2026-04-21 00:21:53 +00:00
8f67d326c9
feat: derive POSTGRES_DB and Redis prefix from DEPLOY_STAGE for pipeline isolation
2026-04-20 01:33:14 +00:00
47f10cd3cf
fix: use Python asyncpg migration runner instead of psql, remove postgresql-client from image
2026-04-19 22:54:01 +00:00
5c63264393
feat: stage-isolated infrastructure — separate Postgres DBs, Redis DBs, and MinIO bucket prefixes per stage
2026-04-19 22:20:03 +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
49e3955fab
fix: add missing agent_config.py — was untracked, causing extractor crash in cluster
2026-04-17 04:41:58 +00:00
c501ccea40
fix: default model to qwen3.5:9b + improve event classifier prompt
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- 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
513310abba
fix: stop tagging all macro_news articles as macro_event — default to article, let extractor reclassify. Also reduced fetch limit to 20 and cadence to 30min
2026-04-16 18:09:50 +00:00
4501bbebd4
feat: add Polygon grouped daily endpoint for broad market data
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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
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
326c409d63
fix: use _global fallback for empty ticker in MinIO storage paths
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Macro news documents have no ticker, causing upload_normalized_text
and upload_parser_output to produce paths like parsed//2026/...
which MinIO rejects as XMinioInvalidObjectName. Use '_global' as
the path segment when ticker is empty, matching the existing
macro prefix pattern in upload_raw_document.
2026-04-15 19:25:23 +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
ffe19eb23a
fix: handle empty ticker in MinIO storage paths, clean up debug log
2026-04-15 00:39:53 +00:00
01726af360
fix: remove think=false (Ollama bug #14645 ), bump max_tokens to 32k
2026-04-14 23:50:28 +00:00
f7a11d14ea
feat: competitive intelligence & historical pattern matching layer
2026-04-14 19:42:48 +00:00
cd782d1552
fix(extractor): streaming with guardrails + catalyst_type normalization
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- Switch Ollama calls from non-streaming to streaming with early termination
- Add loop detection, max token limit, and stall timeout guards
- Add catalyst_type alias normalizer to handle model hallucinations
- Add explicit enum values in extraction prompt for catalyst_type
- Add streaming config knobs to OllamaConfig
2026-04-12 15:28:20 -07:00
264b83ea56
phase 17: fix Polygon article_url and published_utc field mapping in metadata persistence
2026-04-12 02:58:30 -07:00
ce10afa034
phase 14-15: docker build validation and helm deployment
2026-04-11 11:59:45 -07:00
ebea70573b
phase 0+1: project scaffold, k8s manifests, CI pipeline, steering, hooks, tests
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- 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
Celes Renata