Bracket stop-loss/take-profit legs fill at Alpaca without passing through the executor, so those closes (and their P&L) were invisible locally.
- broker: add get_order(nested) + list_orders to BaseBroker/AlpacaBroker (+ SimulatedBroker); BrokerOrder carries child legs
- Trade gains broker_order_id (migration f6a7b8c9d0e1); executor stamps the entry order id
- new api_gateway trade-reconcile loop: books a closing SELL + realized P&L when a bracket leg fills (idempotent on the leg order id), syncs PENDING->terminal status, logs drift; runs alongside portfolio_sync
[ci skip]
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- 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>
The executor wrote trades with strategy_id=None, so Kevin trades were unattributed and invisible to the dashboard, which filters by strategy_id. Set strategy_id=signal.strategy_id on both the persisted Trade row and the published TradeExecution.
[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>
- Learning engine: expand default weights from 3 to all 9 strategies
- Learning engine: resolve placeholder strategy_id with DB lookup
- Learning engine: pass strategy_sources from trade execution
- Trade executor: respect trading:paused Redis flag in RiskManager
- Portfolio sync: compute actual daily P&L from day-start snapshot
- Portfolio API: cumulative P&L from first snapshot, read pause flag
- Portfolio metrics: compute max drawdown and avg hold duration
- Add strategy_sources field to TradeExecution schema
- Add dev_mode config (TRADING_DEV_MODE) to bypass auth for local dev
- Dashboard: VITE_DEV_MODE bypasses ProtectedRoute and 401 redirects
- Vite proxy target configurable via VITE_API_TARGET
- Add top-level README.md and remaining-work-plan.md
- Update CLAUDE.md with correct counts and remove stale TODOs
- 404 tests passing
Made-with: Cursor
Wire the trading bot to real Alpaca market data and persist pipeline
state to the database so the dashboard displays live information.
- Add market-data service fetching OHLCV bars from Alpaca, publishing
to market:bars Redis Stream; signal generator consumes bars and
injects current_price into signals for position sizing
- Sentiment analyzer now persists Article + ArticleSentiment rows to
DB after scoring, with duplicate and error handling
- API gateway runs a background portfolio sync task that snapshots
Alpaca account state into PortfolioSnapshot/Position DB tables
during market hours
- TradeSignal carries a signal_id UUID; signal generator and trade
executor both persist their records to DB with cross-references
- 303 unit tests pass (57 new tests added)
