signal_log: persist market snapshots

test_all.py

@@ -7530,6 +7530,25 @@ def _make_log_report():
         reward_pips=8.8, pip_value=1.0, strategy="XAU_PB",
         trail_arm_r=0.70, trail_dist_r=0.85,
     )
+    report.primary_analysis = TechnicalAnalysis(
+        symbol="XAU/USD", timeframe=Timeframe.M5.value,
+        timestamp=report.timestamp,
+        indicators={
+            "rsi": IndicatorSignal(
+                "RSI", 62.5, SignalStrength.BUY, 70.0,
+                "Momentum is bullish", 1.2),
+            "atr": IndicatorSignal(
+                "ATR", 5.25, SignalStrength.NEUTRAL, 0.0,
+                "Volatility context", 0.0),
+        },
+        composite_signal=SignalStrength.BUY,
+        composite_score=42.5,
+        confidence=76.0,
+        market_regime="trending_up",
+        volatility_regime="normal",
+        key_levels={"support": 2440.0, "atr": 5.25},
+        pattern_signals=["bullish_engulfing"],
+    )
     return report
 
 
@@ -7547,7 +7566,10 @@ def _make_log_context():
         news_headlines=[NewsSentiment(
             headline="Fed signals rate hike", source="test",
             timestamp=now, currencies_mentioned=["USD", "XAU"],
-            sentiment_score=1.0, keywords=["rate hike"])],
+            sentiment_score=1.0, keywords=["rate hike"],
+            sentiment_by_currency={"USD": 1.0, "XAU": -1.0},
+            link="https://example.test/fed", description="Policy update",
+            publisher="Example News")],
         calendar_available=True,
         llm_summary="Gold supported by soft dollar.",
     )
@@ -7563,7 +7585,12 @@ def _():
         lg = slog.SignalLogger(path)
         report = _make_log_report()
         context = _make_log_context()
-        lg.log(report, context=context, source="test", timeframe="M5")
+        candles = {
+            Timeframe.M5: make_ohlcv(20, seed=91),
+            Timeframe.H1: make_ohlcv(10, seed=92),
+        }
+        lg.log(report, context=context, source="test", timeframe="M5",
+               dataframes=candles)
         lg.close()
         conn = sqlite3.connect(path)
         rows = conn.execute("SELECT * FROM signals").fetchall()
@@ -7600,7 +7627,21 @@ def _():
         headlines = json.loads(row["headlines_json"])
         assert headlines[0]["headline"] == "Fed signals rate hike"
         assert headlines[0]["score"] == 1.0
+        assert headlines[0]["score_by_currency"]["XAU"] == -1.0
         assert headlines[0]["currencies"] == ["USD", "XAU"]
+        assert headlines[0]["description"] == "Policy update"
+        indicators = json.loads(row["indicators_json"])
+        primary = indicators[Timeframe.M5.value]
+        assert primary["composite_score"] == 42.5
+        assert primary["indicators"]["rsi"]["signal"] == "BUY"
+        assert primary["indicators"]["atr"]["value"] == 5.25
+        candle_snapshot = json.loads(row["candles_json"])
+        assert len(candle_snapshot[Timeframe.M5.value]) == 14
+        assert len(candle_snapshot[Timeframe.H1.value]) == 10
+        bar = candle_snapshot[Timeframe.M5.value][0]
+        assert set(bar) == {"timestamp", "open", "high", "low", "close",
+                            "volume"}
+        assert bar["timestamp"].endswith("+00:00")
     finally:
         slog.reset_loggers_for_tests()
         os.remove(path)
@@ -7969,23 +8010,48 @@ def _():
         con.execute(
             "CREATE TABLE signals (id INTEGER PRIMARY KEY, logged_at TEXT,"
             " symbol TEXT, timeframe TEXT)")
+        con.execute(
+            "CREATE TABLE outlooks (id INTEGER PRIMARY KEY, logged_at TEXT,"
+            " surface TEXT, bias TEXT, setup_forming TEXT, confidence REAL,"
+            " watch TEXT, note TEXT)")
         con.commit()
         con.close()
         logger = slog.SignalLogger(path)
+        columns = {
+            row[1] for row in logger._conn.execute("PRAGMA table_info(signals)")
+        }
+        assert {"indicators_json", "candles_json"} <= columns
+        outlook_columns = {
+            row[1] for row in logger._conn.execute("PRAGMA table_info(outlooks)")
+        }
+        assert {"news_json", "indicators_json", "candles_json"} <= \
+            outlook_columns
         result = mo.OutlookResult(
             bias="bearish", setup_forming="sell", confidence=71.5,
             watch="Wait for price to fail at resistance.",
             note="Momentum is fading after a sharp rise.", created_ts=time.time())
-        rowid = logger.log_outlook(result, surface="test")
+        payload = {
+            "news": {"headlines": ["Gold firms"]},
+            "indicators": {"1h": {"rsi": {"value": 55.0}}},
+            "market_regime": {"1h": "trending_up"},
+            "volatility_regime": {"1h": "normal"},
+            "key_levels": {"1h": {"support": 4400.0}},
+            "candles": {"1h": {"bars": [[-0.2, 0.1, -0.3, 0.0]]}},
+        }
+        rowid = logger.log_outlook(result, surface="test", payload=payload)
         logger.close()
         con = sqlite3.connect(path)
         row = con.execute(
-            "SELECT surface, bias, setup_forming, confidence, watch, note "
+            "SELECT surface, bias, setup_forming, confidence, watch, note, "
+            "news_json, indicators_json, candles_json "
             "FROM outlooks WHERE id=?", (rowid,)).fetchone()
         con.close()
-        assert row == ("test", "bearish", "sell", 71.5,
-                       "Wait for price to fail at resistance.",
-                       "Momentum is fading after a sharp rise.")
+        assert row[:6] == ("test", "bearish", "sell", 71.5,
+                           "Wait for price to fail at resistance.",
+                           "Momentum is fading after a sharp rise.")
+        assert json.loads(row[6])["headlines"] == ["Gold firms"]
+        assert json.loads(row[7])["market_regime"]["1h"] == "trending_up"
+        assert len(json.loads(row[8])["1h"]["bars"]) == 1
     finally:
         slog.reset_loggers_for_tests()
         os.remove(path)