- 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)
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Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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).
