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