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.
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
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.
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.
- 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
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
Celes Renata