signal_log: outcomes for every setup, event dedup, interned news; fix over-scan, dead outlook, panel OPPOSE bias
- seed an advisory outcome on every setup row; same-setup re-logs within 60 min are DUPLICATE rows (advisory_event_id); resolver rebuilds bar streams across gaps - headlines/events interned into news_snapshots (DB 667 MB -> 262 MB); readers use signals_with_news / read_news and mode=ro (immutable=1 missed WAL rows) - post-gate truth columns: gate_reason, actionable, cleaned_warnings, scan_kind, config_fingerprint; SELL-hour gates fail closed - telegram: breach rescan reuses this bar's report; grade dropped from alert fingerprint (upgrade-only re-alert) - market_outlook: hour-bucket dedup (old rule skipped alternate hours), skip heartbeats - agent_panel: macro-anchored OPPOSE guard (opposed trades were +30R over 3 weeks) - analyze_signal_log --stored-candles/--parity; backfill + news migration scripts - tests: Module 25 (analyze_signal_log) + 27 (observability); 429 total Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
This commit is contained in:
Harwinder Sekhon
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#!/usr/bin/env python3
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"""
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backfill_signal_outcomes.py — seed and advance advisory outcomes for every
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logged trade setup (not only panel rows), one per advisory event.
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Pass A (offline, no network): assign setup_key / advisory_event_id to all
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legacy setup rows, mark same-setup re-logs within 60 min as DUPLICATE, and
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seed a PENDING outcome on each canonical row that has none. Existing
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(panel-seeded) outcomes are never overwritten.
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Pass B: advance PENDING rows from the closed-candle streams already stored
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in the DB (union across every snapshot of the timeframe — no provider).
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Pass C (--reseed-unresolvable): bounded re-seed of continuity-broken rows,
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then Pass B again.
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Safe beside the live writers: short per-row transactions with a busy
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timeout. Read-only preview with --dry-run.
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python scripts/backfill_signal_outcomes.py --dry-run
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python scripts/backfill_signal_outcomes.py
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python scripts/backfill_signal_outcomes.py --reseed-unresolvable
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"""
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import argparse
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import os
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import sqlite3
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import sys
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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import app_config # noqa: E402
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from signal_log import SignalLogger # noqa: E402
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def _status_counts(con: sqlite3.Connection) -> dict:
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return dict(con.execute(
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"SELECT COALESCE(advisory_outcome_status, 'NULL'), COUNT(*)"
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" FROM signals WHERE setup_json IS NOT NULL AND setup_json != 'null'"
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" GROUP BY 1").fetchall())
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def main(argv=None) -> int:
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ap = argparse.ArgumentParser(description=__doc__.splitlines()[1])
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ap.add_argument("--db", default=None, help="defaults to signal_log.path")
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ap.add_argument("--dry-run", action="store_true")
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ap.add_argument("--reseed-unresolvable", action="store_true")
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ap.add_argument("--symbol", default="XAU/USD")
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args = ap.parse_args(argv)
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path = args.db or app_config.signal_log_path()
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if not os.path.exists(path):
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print(f"no database at {path}")
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return 1
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if args.dry_run:
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con = sqlite3.connect(f"file:{os.path.abspath(path)}?mode=ro", uri=True)
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print("setup rows by outcome status:", _status_counts(con))
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have = {r[1] for r in con.execute("PRAGMA table_info(signals)")}
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if "setup_key" in have:
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n_keyless = con.execute(
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"SELECT COUNT(*) FROM signals WHERE setup_json IS NOT NULL"
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" AND setup_json != 'null' AND setup_key IS NULL").fetchone()[0]
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print(f"setup rows without setup_key: {n_keyless}")
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else:
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print("setup_key column not present yet (schema migrates on"
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" the first non-dry run)")
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con.close()
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return 0
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lg = SignalLogger(path)
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try:
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print("before:", _status_counts(lg._conn))
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print("pass A (seed/dedup):", lg.backfill_seeds())
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total = 0
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for _ in range(50):
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n = lg.resolve_from_store(args.symbol)
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total += n
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if n == 0:
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break
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print(f"pass B (advance from stored bars): {total} rows changed")
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if args.reseed_unresolvable:
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reseeded = lg.reseed_unresolvable()
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print(f"pass C (re-seed): {len(reseeded)} rows re-seeded")
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for _ in range(50):
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if lg.resolve_from_store(args.symbol) == 0:
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break
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print("after:", _status_counts(lg._conn))
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finally:
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lg.close()
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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#!/usr/bin/env python3
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"""
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migrate_signal_log_news.py — move inline news blobs into news_snapshots.
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Legacy rows store the full RSS headline list (~33 KB) and calendar events
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(~1.2 KB) inline on EVERY scan row; the same blob repeats ~5× because the
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news caches outlive a candle. This script interns each distinct blob once
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(content hash), stamps `headlines_hash` / `events_hash` on the row and
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NULLs the inline columns. Readers use the `signals_with_news` view or
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`signal_log.read_news`.
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Idempotent and resumable (batched transactions). Run --vacuum with BOTH
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live writers (telegram bot, dashboard publisher) stopped — VACUUM needs
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exclusive access and ~1× the final size of free disk.
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python scripts/migrate_signal_log_news.py --dry-run
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python scripts/migrate_signal_log_news.py
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python scripts/migrate_signal_log_news.py --vacuum # bots stopped
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"""
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import argparse
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import hashlib
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import os
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import sqlite3
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import sys
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from datetime import datetime, timezone
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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import app_config # noqa: E402
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from signal_log import SignalLogger # noqa: E402
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def _hash(text: str) -> str:
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return hashlib.sha256(text.encode("utf-8")).hexdigest()
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def migrate(con: sqlite3.Connection, batch: int = 500) -> dict:
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"""Intern legacy inline blobs; returns counters. Caller owns the
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connection (schema must already exist — open a SignalLogger once)."""
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stats = {"rows": 0, "headlines_interned": 0, "events_interned": 0}
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now = datetime.now(timezone.utc).isoformat()
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while True:
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rows = con.execute(
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"SELECT id, headlines_json, events_json FROM signals"
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" WHERE (headlines_json IS NOT NULL AND headlines_hash IS NULL)"
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" OR (events_json IS NOT NULL AND events_hash IS NULL)"
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" ORDER BY id LIMIT ?", (batch,)).fetchall()
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if not rows:
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break
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con.execute("BEGIN IMMEDIATE")
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try:
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for rowid, headlines, events in rows:
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sets, params = [], []
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if headlines is not None:
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h = _hash(headlines)
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cur = con.execute(
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"INSERT OR IGNORE INTO news_snapshots"
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" (hash, kind, body, first_seen, last_seen)"
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" VALUES (?, 'headlines', ?, ?, ?)",
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(h, headlines, now, now))
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stats["headlines_interned"] += cur.rowcount
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sets += ["headlines_hash=?", "headlines_json=NULL"]
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params.append(h)
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if events is not None:
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h = _hash(events)
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cur = con.execute(
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"INSERT OR IGNORE INTO news_snapshots"
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" (hash, kind, body, first_seen, last_seen)"
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" VALUES (?, 'events', ?, ?, ?)",
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(h, events, now, now))
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stats["events_interned"] += cur.rowcount
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sets += ["events_hash=?", "events_json=NULL"]
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params.append(h)
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params.append(rowid)
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con.execute(
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f"UPDATE signals SET {', '.join(sets)} WHERE id=?",
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params)
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stats["rows"] += 1
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con.commit()
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except Exception:
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con.rollback()
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raise
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return stats
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def prune_orphans(con: sqlite3.Connection) -> int:
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cur = con.execute(
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"DELETE FROM news_snapshots WHERE hash NOT IN"
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" (SELECT headlines_hash FROM signals WHERE headlines_hash IS NOT NULL"
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" UNION SELECT events_hash FROM signals WHERE events_hash IS NOT NULL)")
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con.commit()
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return cur.rowcount
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def prune_news_older_than(con: sqlite3.Connection, days: int) -> int:
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"""Drop the news reference (not the row) from rows older than N days,
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then delete snapshots nothing references any more."""
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cur = con.execute(
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"UPDATE signals SET headlines_hash=NULL, events_hash=NULL"
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" WHERE logged_at < datetime('now', ?)", (f"-{int(days)} days",))
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con.commit()
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prune_orphans(con)
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return cur.rowcount
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def main(argv=None) -> int:
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ap = argparse.ArgumentParser(description=__doc__.splitlines()[1])
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ap.add_argument("--db", default=None)
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ap.add_argument("--dry-run", action="store_true")
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ap.add_argument("--batch", type=int, default=500)
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ap.add_argument("--prune-news-older-than", type=int, default=None,
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metavar="DAYS")
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ap.add_argument("--prune-orphans", action="store_true")
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ap.add_argument("--vacuum", action="store_true",
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help="checkpoint + VACUUM (all writers must be stopped)")
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ap.add_argument("--no-backup", action="store_true")
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args = ap.parse_args(argv)
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path = args.db or app_config.signal_log_path()
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if not os.path.exists(path):
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print(f"no database at {path}")
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return 1
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size0 = os.path.getsize(path)
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if args.dry_run:
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con = sqlite3.connect(f"file:{os.path.abspath(path)}?mode=ro", uri=True)
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n = con.execute(
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"SELECT COUNT(*) FROM signals WHERE headlines_json IS NOT NULL"
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" OR events_json IS NOT NULL").fetchone()[0]
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d = con.execute(
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"SELECT COUNT(DISTINCT headlines_json) FROM signals"
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" WHERE headlines_json IS NOT NULL").fetchone()[0]
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print(f"{n} rows carry inline news blobs ({d} distinct headline "
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f"blobs); file size {size0 / 1e6:.1f} MB")
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con.close()
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return 0
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if not args.no_backup:
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backup = f"{path}.pre-news-{datetime.now(timezone.utc):%Y%m%d}"
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if not os.path.exists(backup):
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src = sqlite3.connect(path)
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dst = sqlite3.connect(backup)
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src.backup(dst)
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dst.close()
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src.close()
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print(f"backup written: {backup}")
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lg = SignalLogger(path) # applies the additive schema
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lg.close()
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con = sqlite3.connect(path)
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con.execute("PRAGMA busy_timeout=10000")
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try:
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print("migrate:", migrate(con, batch=args.batch))
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if args.prune_news_older_than is not None:
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print("rows de-referenced:",
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prune_news_older_than(con, args.prune_news_older_than))
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if args.prune_orphans:
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print("orphan snapshots removed:", prune_orphans(con))
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if args.vacuum:
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try:
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con.execute("PRAGMA wal_checkpoint(TRUNCATE)")
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con.execute("VACUUM")
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except sqlite3.OperationalError as exc:
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print(f"VACUUM failed ({exc}) — stop the bot and dashboard "
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"publisher first, then re-run with --vacuum")
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return 2
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finally:
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con.close()
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print(f"size {size0 / 1e6:.1f} MB -> {os.path.getsize(path) / 1e6:.1f} MB"
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+ ("" if args.vacuum else " (run --vacuum to reclaim space)"))
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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