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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

110 lines
2.9 KiB
Python

"""Redis key conventions and queue abstractions."""
import os
# --- Key prefixes ---
_STAGE = os.getenv("DEPLOY_STAGE", "")
PREFIX = f"stonks:{_STAGE}" if _STAGE else "stonks"
# Distributed locks
LOCK_PREFIX = f"{PREFIX}:lock"
# Rate limit counters
RATE_LIMIT_PREFIX = f"{PREFIX}:ratelimit"
# Job queues
QUEUE_PREFIX = f"{PREFIX}:queue"
# Dedupe markers
DEDUPE_PREFIX = f"{PREFIX}:dedupe"
# Cache
CACHE_PREFIX = f"{PREFIX}:cache"
# Retry backoff state
RETRY_PREFIX = f"{PREFIX}:retry"
def lock_key(resource: str) -> str:
return f"{LOCK_PREFIX}:{resource}"
def rate_limit_key(source: str, window: str) -> str:
return f"{RATE_LIMIT_PREFIX}:{source}:{window}"
def queue_key(queue_name: str) -> str:
return f"{QUEUE_PREFIX}:{queue_name}"
def dedupe_key(content_hash: str) -> str:
return f"{DEDUPE_PREFIX}:{content_hash}"
def cache_key(namespace: str, key: str) -> str:
return f"{CACHE_PREFIX}:{namespace}:{key}"
def retry_key(job_id: str) -> str:
return f"{RETRY_PREFIX}:{job_id}"
# Dead-letter queues
DLQ_PREFIX = f"{PREFIX}:dlq"
def dlq_key(queue_name: str) -> str:
"""Return the dead-letter queue key for a given source queue."""
return f"{DLQ_PREFIX}:{queue_name}"
# --- Queue names ---
QUEUE_INGESTION = "ingestion"
QUEUE_PARSING = "parsing"
QUEUE_EXTRACTION = "extraction"
QUEUE_AGGREGATION = "aggregation"
QUEUE_RECOMMENDATION = "recommendation"
QUEUE_LAKE_PUBLISH = "lake_publish"
QUEUE_TRADE = "trade"
QUEUE_BROKER = "broker_orders"
QUEUE_MACRO_CLASSIFICATION = "macro_classification"
QUEUE_REPORT_GENERATION = "report_generation"
QUEUE_REPORT_GENERATION = "report_generation"
QUEUE_SIGNAL_ENGINE = "signal_engine"
# --- Trading engine ---
QUEUE_TRADING_DECISIONS = "trading_decisions"
TRADING_DEDUPE_PREFIX = f"{PREFIX}:dedupe:trading"
TRADING_CB_PREFIX = f"{PREFIX}:trading:circuit_breaker"
TRADING_NOTIFICATION_RATE = f"{PREFIX}:trading:notification_rate"
def trading_dedupe_key(recommendation_id: str) -> str:
"""Return the deduplication key for a trading recommendation."""
return f"{TRADING_DEDUPE_PREFIX}:{recommendation_id}"
def trading_cb_key(trigger_type: str) -> str:
"""Return the circuit breaker state key for a given trigger type."""
return f"{TRADING_CB_PREFIX}:{trigger_type}"
def trading_notification_rate_key(channel: str) -> str:
"""Return the notification rate-limit key for a given channel."""
return f"{TRADING_NOTIFICATION_RATE}:{channel}"
# --- Pipeline toggle ---
PIPELINE_ENABLED_KEY = f"{PREFIX}:pipeline:enabled"
async def is_pipeline_enabled(rds: "redis.asyncio.Redis") -> bool: # type: ignore[name-defined] # noqa: F821
"""Check whether the pipeline is enabled via the Redis toggle.
Returns True (enabled) when the key is absent or set to anything
other than ``"0"``. Workers should call this at the top of each
loop iteration and sleep when it returns False.
"""
val = await rds.get(PIPELINE_ENABLED_KEY)
return val != "0"