Harwinder Sekhon
ae6a6658f6
- 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 Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
92 lines
3.4 KiB
Python
92 lines
3.4 KiB
Python
#!/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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