2855e79af4
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.
43 lines
1.7 KiB
Python
43 lines
1.7 KiB
Python
"""Configuration for the trade executor service."""
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from shared.config import BaseConfig
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class TradeExecutorConfig(BaseConfig):
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"""Extends BaseConfig with trade-executor-specific settings."""
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max_position_pct: float = 0.05
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max_total_exposure_pct: float = 0.80
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max_positions: int = 20
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default_stop_loss_pct: float = 0.03
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cooldown_minutes: int = 30
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alpaca_api_key: str = ""
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alpaca_secret_key: str = ""
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paper_trading: bool = True
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# Kevin v2 risk caps — only applied when TradeSignal.strategy_id ==
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# KEVIN_STRATEGY_UUID.
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kevin_daily_trade_cap: int = 10
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kevin_daily_alloc_cap_usd: float = 20_000.0
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kevin_equity_drawdown_halt_pct: float = 0.20 # 20% drawdown → permanent pause
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kevin_daily_loss_circuit_pct: float = 0.05 # 5% daily loss → 24h pause
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# Slack notifications — pick ONE transport:
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# 1. Bot token + channel (preferred) → chat.postMessage API
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# 2. Webhook URL (legacy) → single-channel webhook
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# If both set, bot-token wins. If neither, notifier is a no-op.
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slack_webhook_url: str = ""
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slack_bot_token: str = ""
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slack_channel: str = ""
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# Kevin v2: defer signals that arrive outside US market hours into a
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# Redis sorted-set and drain at next market open. Kevin's signals are
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# mid/long-term — a Sunday-evening signal should turn into a Monday
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# paper trade, not get dropped. Cap to 72h so we don't replay
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# week-stale signals.
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kevin_defer_outside_market_hours: bool = True
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kevin_max_defer_hours: float = 72.0
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# Drain task polls the deferred queue every kevin_defer_drain_interval_s.
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kevin_defer_drain_interval_s: int = 60
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model_config = {"env_prefix": "TRADING_"}
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