New ArgoCD stage 'stonks-live-math' running the dual-pipeline signal
engine against a separate Alpaca paper account for production validation.
- Namespace: stonks-live-math
- Database: stonks_live_math (Redis DB 3)
- Broker: PK64RS7NH24XPBI3IDEU3BB72Y (paper-api.alpaca.markets)
- Ingress: stonks-math-*.celestium.life
- Deploys alongside existing live stage (same image tag)
- Reports list page with type filter (daily/weekly)
- Report detail page with all sections: P&L, recommendation accuracy,
position performance table, risk metrics, model quality windows
- Executive summary card, validation warnings display
- Nav item under Trading group
- Routes: /reports and /reports/:id
- Add yAxisId='left' to vertical ReferenceLine (required by Recharts)
- Increase bottom margin from 40 to 70 for date label + legend space
- Legend uses verticalAlign='bottom' with 24px top padding
- Dockerfile now copies scripts/ directory into /app/scripts/
- Init container uses sh -c with fallback so missing script
doesn't crash the pod (graceful degradation until image rebuilds)
Inline Python with f-strings and colons broke Helm YAML parsing.
Moved to scripts/backfill_market_data.py and call it directly
from the init container command.
- Click 'Expand' button to view the trend chart fullscreen
- Press Escape or click outside to close
- Fullscreen uses full viewport height for better readability
- Green dashed vertical lines at 9:30 AM ET (market open)
- Red dashed vertical lines at 4:00 PM ET (market close)
- Markers only shown on intraday and 1d windows (hidden on 7d+)
- Chart content extracted into shared function to avoid duplication
Alpaca's current_price reflects extended hours trading which is more
current than Polygon's regular session close. Keep it as the display
price. Add polygon_price as a reference field in the API response.
Alpaca paper trading returns inaccurate current_price values.
The positions endpoint now uses the latest Polygon close from
market_snapshots and recomputes unrealized P&L from that.
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.
After scale_up, restart the scheduler and wait for it to be ready
before other services start. The scheduler's init containers run
migrations, so this ensures tables exist before ingestion/extractor
pods try to query them.
Backend:
- GET /api/market/prices/{ticker} now returns { bars, range_90d }
with 90-day low/high computed from market_snapshots
- POST /api/market/backfill/{ticker} fetches 90 days of daily bars
from Polygon and inserts missing bars into market_snapshots
- POST /api/market/backfill-all does the same for all active tickers
Frontend:
- Right Y-axis domain scaled to 90-day min/max (with 3% padding)
- Green dashed reference line at 90-day high
- Red dashed reference line at 90-day low
- Labels show exact price on each reference line
- Default limit bumped to 200 bars
- 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
Changed intraday_bars default from 1-hour bars to 15-minute bars.
This gives ~26 price points per trading day per ticker (6.5h market
× 4 bars/hour) instead of ~7 hourly bars. Limit raised to 100 to
accommodate the higher bar count.
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.
Only ~9 price bars per ticker (Polygon returns daily bars, not
intraday). Widened gap tolerance to 6h for intraday, 12h for 1d,
etc. Also skip time-range filtering when price data is sparse
(≤20 bars) to avoid showing no prices at all.
Was showing every data point timestamp. Now:
- Recharts generates max 8 evenly-spaced ticks
- Each tick shows 'Apr 29' in bold white + '2 PM' in gray
- All labels at -35° angle to avoid overlap
- Simplified tick component (no hour-boundary filtering needed)
Replaced string-based X-axis with numeric timestamp axis:
- Custom ChartXTick component renders hour marks at -35° angle
- New day boundaries shown in bold (e.g., 'Apr 29')
- Hour marks shown as '9:00 AM', '10:00 AM' etc.
- Tooltip shows full date+time on hover
- Direction timeline uses formatted timestamps
- Bottom margin increased to accommodate angled labels
Celes Hillyerd
Celes Renata