- executor: EXIT/SELL signals close the FULL held broker position (not a target_dollars-sized fresh order) and skip when flat
- executor: book realized P&L on the closing trade ((fill - avg_entry)*qty) so the dashboard P&L + win-rate populate; entries leave pnl=None
- exit scanner: wired into the bridge run loop on kevin_bridge_exit_scan_cron (daily ET gate; croniter intentionally not a dependency) plus an offsetting-SELL guard so it only emits exits for currently-held tickers
[ci skip]
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Kevin signals never placed orders: the executor sized only from
sentiment_context["current_price"] (None for Kevin) so qty=0, and orders
were always built SIMPLE (stop/take pcts ignored).
- TradeSignal gains `current_price`; the bridge now sets it on publish
- risk_manager honors `target_dollars` directly (no strength re-scale) and
resolves price from current_price then sentiment_context
- executor builds BRACKET orders for LONG entries carrying stop/take pcts;
EXIT/SELL signals stay SIMPLE (the bridge sets pcts even on exits)
[ci skip]
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
End-to-end Phase 2 verification surfaced a FK violation: the bridge
publishes a TradeSignal to the Redis stream and writes
kevin_signal_bridge_state with signal_id, but signal_id has a FK to
the signals table — which was never populated for Kevin-emitted
signals (only the news+sentiment path wrote there).
AuditWriter.persist_signal() inserts the TradeSignal into the
signals table idempotently (on_conflict_do_nothing on the UUID PK)
before the bridge publishes to Redis. Bridge calls it as a new step
right before the XADD, so:
1. Signal row exists in signals table
2. XADD to signals:generated
3. Audit row with signal_id FK now resolves
Verified live: mention #84 (synthetic NVDA buy, conviction 0.85)
emitted a signal, trade-executor consumed and correctly rejected
with outside_market_hours (market was closed at the time).
PositionInfo schema in shared/schemas/trading.py has ticker (not symbol)
and no cost_basis field. Compute cost basis as qty * avg_entry.
Production logs showed AttributeError on every mention process.
Wires the dependency-injected KevinBridge to concrete Redis cursor +
DB session factory + AlpacaBroker (or stub when creds missing). Includes
TradeSignalPublisher (Pydantic -> dict for the redis stream) and
SIGINT/SIGTERM graceful shutdown. Adds is_asset_tradable + get_latest_price
to AlpacaBroker so the bridge can query asset metadata.
Composable: cursor/aggregator/strategy/publisher/audit_writer/broker
all injected. Master kill-switch (kevin_enable_trading=false) routes to
audit-only path. Cursor advances ONLY after XADD succeeds (race fix).
Concrete collaborators wired in subsequent tasks.
Also extends TradeSignal + SignalDirection.EXIT with the optional
fields Kevin paths need (strategy_id, target_dollars, stop_loss_pct,
take_profit_pct).
