""" signal_log.py — SQLite signal-history logger ============================================ Persists every live scan's SignalReport (signal, grade, price at scan time, news at scan time) to a SQLite database so the full decision history can be queried later. Hooked ONLY into SignalAggregator.analyze_pair (the live entry point); the backtester calls analyze_from_dataframes directly and therefore never writes here (live == backtest parity — CLAUDE.md rule 4). Deployment settings come from the config.json "signal_log" block via app_config (env vars SIGNAL_LOG_ENABLED / SIGNAL_LOG_PATH win): "signal_log": {"enabled": true, "path": "logs/signals.db"} Fail-safe contract: logging must NEVER break a scan. Every public entry point catches all exceptions and downgrades them to a warning log line. Report/context objects are duck-typed (no imports from signal_aggregator or news_engine) so this module stays at the bottom of the import graph. """ import json import logging import math import os import sqlite3 import threading from datetime import datetime, timezone from typing import Any, Dict, List, Optional import app_config logger = logging.getLogger(__name__) _SCHEMA = """ CREATE TABLE IF NOT EXISTS signals ( id INTEGER PRIMARY KEY AUTOINCREMENT, logged_at TEXT NOT NULL, source TEXT NOT NULL, symbol TEXT NOT NULL, timeframe TEXT NOT NULL, signal TEXT NOT NULL, score REAL, confidence REAL, quality TEXT, action TEXT, price REAL, spread REAL, market_regime TEXT, volatility_regime TEXT, mtf_json TEXT, setup_json TEXT, reasons_json TEXT, warnings_json TEXT, event_risk TEXT, event_description TEXT, news_sentiment REAL, news_description TEXT, news_summary TEXT, events_json TEXT, headlines_json TEXT ); CREATE INDEX IF NOT EXISTS idx_signals_sym_tf_ts ON signals (symbol, timeframe, logged_at); """ _INSERT = """ INSERT INTO signals ( logged_at, source, symbol, timeframe, signal, score, confidence, quality, action, price, spread, market_regime, volatility_regime, mtf_json, setup_json, reasons_json, warnings_json, event_risk, event_description, news_sentiment, news_description, news_summary, events_json, headlines_json ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) """ def _finite(x: Any) -> Optional[float]: """float(x) or None for non-numeric / non-finite values (NaN/inf — SQLite has no NaN and strict JSON rejects it).""" try: f = float(x) except (TypeError, ValueError): return None return f if math.isfinite(f) else None def _iso(ts: Any) -> Optional[str]: if ts is None: return None try: if ts.tzinfo is None: ts = ts.replace(tzinfo=timezone.utc) return ts.astimezone(timezone.utc).isoformat() except (AttributeError, ValueError): return str(ts) def _dumps(obj: Any) -> str: return json.dumps(obj, default=str, allow_nan=False) # ── Serializers (duck-typed; deliberately NOT imported from ── # ── dashboard_publisher — the dashboard's hard independence rule) ── def _event_to_dict(ev: Any) -> Dict[str, Any]: try: surprise = ev.surprise except Exception: surprise = None return { "time": _iso(getattr(ev, "time", None)), "currency": getattr(ev, "currency", None), "impact": getattr(ev, "impact", None), "event": getattr(ev, "event", None), "forecast": getattr(ev, "forecast", None), "previous": getattr(ev, "previous", None), "actual": getattr(ev, "actual", None), "surprise": surprise, } def _headline_to_dict(h: Any) -> Dict[str, Any]: return { "headline": getattr(h, "headline", None), "source": getattr(h, "source", None), "timestamp": _iso(getattr(h, "timestamp", None)), "score": _finite(getattr(h, "sentiment_score", None)), "currencies": list(getattr(h, "currencies_mentioned", None) or []), "keywords": list(getattr(h, "keywords", None) or []), } def _context_news_json(context: Any) -> "tuple[Optional[str], Optional[str]]": """(events_json, headlines_json) from a FundamentalContext, or (None, None) when no context was captured.""" if context is None: return None, None events = { "high_impact_warning": bool( getattr(context, "high_impact_warning", False)), "warning_message": getattr(context, "warning_message", "") or "", "calendar_available": bool( getattr(context, "calendar_available", False)), "sentiment_by_currency": dict( getattr(context, "news_sentiment", None) or {}), "events_today": [ _event_to_dict(e) for e in getattr(context, "events_today", None) or [] ], "events_upcoming_1h": [ _event_to_dict(e) for e in getattr(context, "events_upcoming_1h", None) or [] ], } headlines = [ _headline_to_dict(h) for h in getattr(context, "news_headlines", None) or [] ] return _dumps(events), _dumps(headlines) def _key_str(k: Any) -> str: return getattr(k, "value", str(k)) def _report_row( report: Any, context: Any, source: str, timeframe: str, ) -> tuple: mtf_signals = getattr(report, "mtf_signals", None) or {} mtf_json = _dumps({ "agreement": bool(getattr(report, "mtf_agreement", False)), "signals": {_key_str(k): getattr(v, "name", str(v)) for k, v in mtf_signals.items()}, "scores": {_key_str(k): _finite(v) for k, v in (getattr(report, "mtf_scores", None) or {}).items()}, }) setup = getattr(report, "trade_setup", None) setup_json = None if setup is not None: setup_json = _dumps({ "direction": getattr(setup, "direction", None), "entry": _finite(getattr(setup, "entry_price", None)), "stop_loss": _finite(getattr(setup, "stop_loss", None)), "take_profit_1": _finite(getattr(setup, "take_profit_1", None)), "take_profit_2": _finite(getattr(setup, "take_profit_2", None)), "risk_reward": _finite(getattr(setup, "risk_reward", None)), "risk_pips": _finite(getattr(setup, "risk_pips", None)), "reward_pips": _finite(getattr(setup, "reward_pips", None)), "strategy": getattr(setup, "strategy", None), "trail_arm_r": _finite(getattr(setup, "trail_arm_r", None)), "trail_dist_r": _finite(getattr(setup, "trail_dist_r", None)), }) reasons_json = _dumps({ "bullish": list(getattr(report, "bullish_reasons", None) or []), "bearish": list(getattr(report, "bearish_reasons", None) or []), }) warnings_json = _dumps(list(getattr(report, "warnings", None) or [])) events_json, headlines_json = _context_news_json(context) signal = getattr(report, "final_signal", None) return ( datetime.now(timezone.utc).isoformat(), source, str(getattr(report, "symbol", "")), timeframe, getattr(signal, "name", str(signal)), _finite(getattr(report, "final_score", None)), _finite(getattr(report, "final_confidence", None)), getattr(report, "signal_quality", "") or "", getattr(report, "action_recommendation", "") or "", _finite(getattr(report, "current_price", None)), _finite(getattr(report, "spread_estimate", None)), getattr(report, "market_regime", "") or "", getattr(report, "volatility_regime", "") or "", mtf_json, setup_json, reasons_json, warnings_json, getattr(report, "event_risk", "") or "", getattr(report, "event_description", "") or "", _finite(getattr(report, "news_sentiment", None)), getattr(report, "news_description", "") or "", getattr(report, "news_summary", "") or "", events_json, headlines_json, ) class SignalLogger: """Thread-safe SQLite writer for signal history. One instance per database path; safe to share across the bot's executor threads and the daemon's thread pool.""" def __init__(self, path: str): self._path = path parent = os.path.dirname(path) if parent: os.makedirs(parent, exist_ok=True) self._conn = sqlite3.connect(path, check_same_thread=False) self._conn.execute("PRAGMA journal_mode=WAL") self._conn.execute("PRAGMA busy_timeout=5000") self._lock = threading.Lock() with self._lock: self._conn.executescript(_SCHEMA) @property def path(self) -> str: return self._path def log( self, report: Any, context: Any = None, source: str = "live", timeframe: str = "", ) -> None: row = _report_row(report, context, source, timeframe) with self._lock: self._conn.execute(_INSERT, row) self._conn.commit() def close(self) -> None: with self._lock: self._conn.close() # ── Module-level entry point (config-driven, fail-safe) ─────────────── _loggers: Dict[str, SignalLogger] = {} _loggers_lock = threading.Lock() def log_signal( report: Any, context: Any = None, source: str = "live", timeframe: str = "", ) -> None: """Persist one scan if the signal_log config block enables it. NEVER raises — a logging failure must not break a live scan.""" try: if not app_config.signal_log_enabled(): return path = app_config.signal_log_path() with _loggers_lock: lg = _loggers.get(path) if lg is None: lg = SignalLogger(path) _loggers[path] = lg lg.log(report, context=context, source=source, timeframe=timeframe) except Exception: logger.warning("signal_log: failed to persist signal", exc_info=True) def reset_loggers_for_tests() -> None: """Close and drop all cached loggers (test isolation).""" with _loggers_lock: for lg in _loggers.values(): try: lg.close() except Exception: pass _loggers.clear()