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Documents the six fixes (Phases 1-4), the new-only cold-start, the migration handling + pipeline migration-gap, and go-live verification. This commit (no ci skip) triggers the CI build + rollout of the Kevin trading fix. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
80 lines
4.1 KiB
Markdown
80 lines
4.1 KiB
Markdown
# Meet Kevin — trade-execution fix (go-live)
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**Date:** 2026-06-04
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**Status:** shipped (Phases 1–4 merged) → deploying
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## Problem
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Phase 2 "paper trading" was enabled (`TRADING_KEVIN_ENABLE_TRADING=true`) but
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was a **silent no-op**: 89 Kevin signals reached the executor and every one was
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dropped at sizing. The Alpaca paper account had **zero** Kevin orders (all 50
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historical fills were `SIMPLE` orders from the normal signal-generator path).
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Six distinct breaks sat between "infer a call from Kevin's video" and "place +
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record + manage the trade":
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1. Sizing read price only from `sentiment_context["current_price"]` (None for
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Kevin) → `qty=0` → skip.
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2. The bridge never put a price on the signal.
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3. Orders were always built `SIMPLE` — `stop_loss_pct`/`take_profit_pct` were
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ignored, so no brackets.
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4. Persisted trades hardcoded `strategy_id=None` → unattributed, invisible to
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the dashboard (which filters by Kevin's strategy id).
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5. The exit scanner was orphaned — the cron was wired nowhere, so exits never
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ran; it also lacked an "already-closed" guard.
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6. No realized P&L was ever written, and bracket stop/take-profit legs that
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fill at Alpaca never passed through our executor (close + P&L invisible).
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## Fixes (TDD throughout)
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| Phase | Change | Commit |
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|---|---|---|
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| 1 | `TradeSignal.current_price`; bridge sets it; sizing honors `target_dollars` and resolves price; BRACKET orders for LONG entries (EXIT stays SIMPLE) | `14407d3` |
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| 2 | Persist `strategy_id` on the trade row + execution (record + dashboard) | `a8b0d33` |
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| 3 | EXIT closes the full held position; realized P&L on close; wire exit scanner on its cron + offsetting-SELL guard | `52b3c76` |
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| 4 | `broker.get_order(nested)` + `list_orders`; `Trade.broker_order_id` (migration `f6a7b8c9d0e1`); reconcile loop books bracket auto-closes + P&L idempotently, syncs status, logs drift | `82dc622` |
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Design decision: sizing **honors the bridge's `target_dollars`** rather than
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re-deriving in the executor — the bridge already applied conviction-weighting
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and per-ticker headroom the executor can't see. Brackets trigger on entry
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direction + presence of both pct legs (the bridge stamps pcts even on exits, so
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the LONG guard is what keeps exits simple).
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## Cold start — "new signals only"
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The live state was already new-only at go-live: bridge cursor
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`kevin:bridge:last_mention_id = 316` (= MAX mention id, all prior mentions
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behind the cursor) and `kevin:deferred_signals` empty. No flush required. The
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stale "deferred" backlog seen in `kevin_signal_bridge_state` was audit-row
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*classification*, not queued orders.
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## Migration handling + a latent gap
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The Woodpecker pipeline (`.woodpecker.yml`) has **no migration step** — it runs
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tests → builds images → patches the deployment. Migrations only run via the
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TF-managed `trading-bot-migrations` Job (`alembic upgrade head`), which the
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deploy does not trigger. Migration `f6a7b8c9d0e1` (nullable
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`trades.broker_order_id` + index) is backward-compatible, so it was applied to
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the live DB ahead of the rollout (atomic DDL + version stamp); the TF Job will
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no-op on its next run.
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**Recommendation (separate, not done here):** add a `run-migrations` step to the
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pipeline (a K8s Job on the freshly-built image, before `update-deployment`) so
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future migrations apply automatically on deploy. Requires `create jobs` RBAC for
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the Woodpecker service account (infra repo).
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## Guardrails (live)
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Per-strategy caps already enforced in the risk manager: 10 trades/day, $20k/day
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allocation, 20% equity-drawdown halt (permanent pause), 5% daily-loss circuit
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(24h pause). Paper account only (`TRADING_PAPER_TRADING=true`).
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## Go-live verification
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1. CI green; `trading-bot-workers` 6/6 on the new image.
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2. Next Kevin video → mention (id > 316) → bridge emits → executor places a
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**BRACKET** paper order → `trades` row with `strategy_id = kevin` →
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dashboard `/meet-kevin/strategy` shows it; `#trading-bot` Slack posts the
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entry. (First real trade occurs on Kevin's next upload — the watcher polls
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every ~3h.)
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3. On a stop/take-profit fill, the reconcile loop books the closing SELL +
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realized P&L.
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