feat(trade-executor): defer outside_market_hours signals to next open
Kevin's signals are mid-long term (weeks/months) and he uploads almost
exclusively pre-market or evenings. Before this change, every such
signal hit RiskManager.outside_market_hours, got consumed off the
Redis stream, and was lost. End result: 71 emitted signals, 0 trades.
New behaviour: when RiskManager rejects with outside_market_hours,
push the signal into a Redis sorted-set keyed by next_market_open
(via Alpaca's clock API — handles weekends + holidays). A background
drain task polls the set every kevin_defer_drain_interval_s (60s);
any signal whose target <= now gets re-run through process_signal.
Safety:
- kevin_max_defer_hours (default 72h) caps signal staleness so we
don't trade on week-old views.
- Other RiskManager rejections (cooldown, kill-switch, drawdown
halt) fall through to the existing drop path.
- kevin_defer_outside_market_hours toggle defaults True; flip to
false for legacy behaviour.
Slack: new notify_deferred() emits "🕒 Meet Kevin: DEFERRED
NVDA until Mon 13:30 UTC (market closed; conviction 0.85)" instead
of the noisy outside_market_hours rejection spam.
Tests: 5 queue + 4 integration = 9 new, all 32 trade-executor tests
GREEN.
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101
tests/services/trade_executor/test_deferred_queue.py
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tests/services/trade_executor/test_deferred_queue.py
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"""Tests for the DeferredSignalQueue.
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Kevin's signals are mid/long-term — a signal that lands outside US market
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hours should be held in a Redis sorted-set and replayed at the next market
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open instead of dropped.
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"""
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal
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from uuid import uuid4
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import fakeredis.aioredis
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import pytest
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from services.trade_executor.deferred_queue import DeferredSignalQueue
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from shared.schemas.trading import SignalDirection, TradeSignal
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def _signal(ticker: str = "NVDA") -> TradeSignal:
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return TradeSignal(
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signal_id=uuid4(),
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ticker=ticker,
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direction=SignalDirection.LONG,
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strength=0.85,
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strategy_sources=["meet_kevin:buy:0.85"],
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timestamp=datetime.now(timezone.utc),
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target_dollars=Decimal("2000"),
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)
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@pytest.fixture
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async def redis():
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r = fakeredis.aioredis.FakeRedis()
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try:
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yield r
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finally:
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await r.aclose()
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async def test_defer_then_pop_due_returns_signal(redis):
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q = DeferredSignalQueue(redis)
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s = _signal()
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past = datetime.now(timezone.utc) - timedelta(minutes=1)
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await q.defer(s, target_ts=past)
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due = await q.pop_due()
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assert len(due) == 1
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popped_signal, _queued_at = due[0]
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assert popped_signal.ticker == "NVDA"
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assert popped_signal.signal_id == s.signal_id
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async def test_pop_due_skips_future_targets(redis):
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q = DeferredSignalQueue(redis)
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s_now = _signal("NVDA")
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s_future = _signal("AMD")
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now = datetime.now(timezone.utc)
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await q.defer(s_now, target_ts=now - timedelta(seconds=10))
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await q.defer(s_future, target_ts=now + timedelta(hours=12))
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due = await q.pop_due()
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assert [s.ticker for s, _ in due] == ["NVDA"]
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remaining = await q.size()
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assert remaining == 1
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async def test_pop_due_is_atomic_pop(redis):
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"""Once popped, a signal must NOT come back on the next pop."""
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q = DeferredSignalQueue(redis)
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await q.defer(_signal(), target_ts=datetime.now(timezone.utc) - timedelta(seconds=1))
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first = await q.pop_due()
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assert len(first) == 1
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second = await q.pop_due()
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assert second == []
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async def test_size_zero_when_empty(redis):
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q = DeferredSignalQueue(redis)
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assert await q.size() == 0
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async def test_defer_preserves_signal_age(redis):
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"""The original TradeSignal.timestamp (which the strategy uses for
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mention-age cutoffs) must survive the round-trip."""
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q = DeferredSignalQueue(redis)
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orig_ts = datetime(2026, 6, 1, 15, 0, tzinfo=timezone.utc)
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s = TradeSignal(
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signal_id=uuid4(),
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ticker="MSFT",
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direction=SignalDirection.LONG,
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strength=0.7,
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strategy_sources=["meet_kevin"],
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timestamp=orig_ts,
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)
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await q.defer(s, target_ts=datetime.now(timezone.utc) - timedelta(seconds=1))
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[(popped, _)] = await q.pop_due()
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assert popped.timestamp == orig_ts
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