Celes Renata
88ad1e8d99
- Add scheduler and ingestion unit tests (test_scheduler_unit.py, test_ingestion_unit.py) - Add all 13 app services + dashboard to docker-compose.yml - Add full documentation suite: API reference, Helm reference, Docker deployment guide, 3 architecture diagrams (K8s, Docker Compose, data pipeline), AI agent guide, backup/restore guide, observability/metrics reference, per-service docs - Add intelligence pipeline deep-dive docs with Mermaid diagrams - Update README with documentation index and links - Add specs for comprehensive-quality-docs, intelligence-pipeline-deep-dive, sanitized-pipeline-docs
95 lines
3.7 KiB
Markdown
95 lines
3.7 KiB
Markdown
# Trading Engine Decision Loop
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```mermaid
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flowchart TD
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subgraph ENGINE["Trading Engine\nservices/trading/engine.py"]
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direction TB
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TASKS["5 Concurrent Async Tasks"]
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T1["_decision_loop()\n60s polling interval"]
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T2["_stop_loss_monitor()"]
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T3["_performance_loop()"]
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T4["_risk_tier_scheduler()"]
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T5["_rebalance_scheduler()"]
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TASKS --> T1 & T2 & T3 & T4 & T5
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end
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T1 --> POLL["Poll recommendations table\naction IN (buy, sell)\nmode IN (paper_eligible, live_eligible)\ngenerated_at > NOW() − 2h"]
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POLL --> EVAL["evaluate_recommendation()"]
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EVAL --> CHK_A
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subgraph PRETRADE["Pre-Trade Check Sequence\n(first failure short-circuits)"]
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direction TB
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CHK_A["a. Circuit Breaker active?\nservices/trading/circuit_breaker.py\nTriggers: daily_loss, single_position, volatility"]
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CHK_B["b. Trading Window?\nis_within_trading_window()"]
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CHK_C["c. Confidence Gate\nconfidence ≥ risk_tier.min_confidence"]
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CHK_D["d. Deduplication\nRec ID in processed set?\nRedis: stonks:dedupe:trading:*"]
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CHK_E["e. Declining Positions\n> 50% positions down > 2%"]
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CHK_F["f. Max Open Positions\nopen_count ≥ max (default 10)"]
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CHK_A -->|"pass"| CHK_B
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CHK_B -->|"pass"| CHK_C
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CHK_C -->|"pass"| CHK_D
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CHK_D -->|"pass"| CHK_E
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CHK_E -->|"pass"| CHK_F
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end
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CHK_A & CHK_B & CHK_C & CHK_D & CHK_E & CHK_F -->|"fail"| SKIP["TradingDecision\ndecision = skip\n+ skip_reason"]
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CHK_F -->|"pass"| SIZER
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subgraph SIZER["Position Sizing\nservices/trading/position_sizer.py"]
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direction TB
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SZ1["Base sizing\nrisk_tier.max_position_pct × 0.5\n× (confidence / min_confidence)"]
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SZ2["Correlation reduction\nweighted avg corr > 0.8 → reject\n> 0.5 → proportional reduction"]
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SZ3["Sector exposure\ncap at risk_tier.max_sector_pct"]
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SZ4["Diversification bonus\n1.2× for new sector (< 3 sectors)"]
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SZ5["Earnings proximity\n≤ 1 day → reject\n≤ 3 days → 50% reduction"]
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SZ6["Absolute position cap"]
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SZ7["Portfolio heat check\nmax_portfolio_heat × active_pool"]
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SZ8["Share rounding\nfloor(dollar / price)"]
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SZ1 --> SZ2 --> SZ3 --> SZ4 --> SZ5 --> SZ6 --> SZ7 --> SZ8
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end
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SIZER -->|"rejected"| SKIP
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SIZER -->|"approved"| ACT["TradingDecision\ndecision = act\nshares, dollar amount"]
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ACT --> PERSIST_TD["Persist to\ntrading_decisions"]
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ACT --> ORDER["Build order job\n{ticker, action, side,\nquantity, order_type}"]
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ORDER -->|"rpush"| Q_BROKER["stonks:queue:broker_orders"]
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Q_BROKER --> BROKER["Broker Adapter\nAlpaca paper trading\nservices/adapters/broker_adapter.py"]
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BROKER --> AUDIT
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subgraph AUDIT["Audit Trail — PostgreSQL"]
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AU1["orders"]
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AU2["positions"]
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AU3["portfolio_snapshots"]
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end
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subgraph CB_DETAIL["Circuit Breaker Detail\nservices/trading/circuit_breaker.py"]
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CB1["daily_loss\nportfolio loss > 5%\ncooldown: volatility_pause_hours"]
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CB2["single_position\nposition loss > 15%\ncooldown: ticker_cooldown_hours (48h)"]
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CB3["volatility\n≥ 3 stop-losses in 30min\ncooldown: volatility_pause_hours (2h)"]
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CB4["Redis state\nstonks:trading:circuit_breaker:*"]
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end
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subgraph RESERVE["Reserve Pool\nservices/trading/reserve_pool.py"]
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RP1["Profit siphoning: 20%"]
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RP2["High-water rebalance: 30%"]
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RP3["Emergency liquidation"]
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RP4["reserve_pool_ledger"]
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end
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subgraph RISK_TIER["Risk Tier Auto-Adjustment\nservices/trading/risk_tier_controller.py"]
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RT1["Evaluate: Sharpe ratio,\ndrawdown, win rate"]
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RT2["conservative → moderate → aggressive"]
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RT3["risk_tier_history"]
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end
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```
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