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get_latest_price queried TradingClient.get_asset (asset metadata — no price fields) so it ALWAYS returned Decimal('0'). Every Kevin signal was priced 0, so the executor skipped them ("No current price") even after the Phase 1 sizing fix; the market-closed deferral masked it until the market-open drain.
Use StockHistoricalDataClient.get_stock_latest_trade with a daily-bar close fallback — both return the last session's data, so they work when the market is closed (Kevin posts at all hours). Validated live: MRVL 263.16, AVGO 385.10 with the market closed.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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| .. | ||
| api_gateway | ||
| backtester | ||
| fixtures | ||
| integration | ||
| services | ||
| shared | ||
| __init__.py | ||
| conftest.py | ||
| test_backtester.py | ||
| test_broker.py | ||
| test_fundamentals.py | ||
| test_indicators.py | ||
| test_models.py | ||
| test_new_strategies.py | ||
| test_redis_streams.py | ||
| test_schemas.py | ||
| test_strategies.py | ||