feat: wavelets

backend/services/database.py

@@ -3623,32 +3623,42 @@ def get_latest_wavelet_signals() -> List[Dict]:
 
 
 def get_latest_wavelet_state_by_instrument() -> List[Dict]:
-    """One row per Watchlist instrument from the most recent scan — a fired signal if this
-    run had one for it (any band), otherwise the fastest band's current slope/direction, so
-    every scanned instrument shows *something* here instead of only the ones with an active
-    trigger this run. get_latest_wavelet_signals() (fired-only) stays as-is for any other
-    caller; this is specifically for the Dashboard's Wavelets Signal card, which should
-    reflect the latest state per instrument, not just a list of firings."""
-    run_id = _latest_wavelet_run_id()
-    if not run_id:
-        return []
+    """One row per Watchlist instrument, always — its own most recently scanned band state
+    (a fired signal if that scan had one, otherwise the fastest band's slope/direction), or
+    a data=None placeholder if it's never been scanned successfully at all. Looked up
+    independently per ticker (its own MAX(computed_at)) rather than pinned to one shared
+    run_id, so an instrument that failed the latest scan (e.g. a transient Saxo hiccup)
+    still shows its last known state instead of silently disappearing from the list, and
+    self-heals the next time it scans successfully. Feeds the Dashboard's Wavelets Signal
+    card, which should mirror the Watchlist exactly — every instrument represented, not
+    just the ones with fresh data this run."""
     conn = get_conn()
     rows = conn.execute(
-        "SELECT * FROM wavelet_watchlist_signals WHERE run_id=? AND band_label != 'ridge' "
-        "ORDER BY ticker, (signal_kind IS NULL), period_low_days ASC",
-        (run_id,),
+        "SELECT w.* FROM wavelet_watchlist_signals w "
+        "JOIN (SELECT ticker, MAX(computed_at) AS max_computed_at FROM wavelet_watchlist_signals "
+        "      WHERE band_label != 'ridge' GROUP BY ticker) w2 "
+        "  ON w.ticker = w2.ticker AND w.computed_at = w2.max_computed_at "
+        "WHERE w.band_label != 'ridge' "
+        "ORDER BY w.ticker, (w.signal_kind IS NULL), w.period_low_days ASC"
     ).fetchall()
     conn.close()
     by_ticker: Dict[str, Dict] = {}
     for r in rows:
         d = dict(r)
         by_ticker.setdefault(d["ticker"], d)
-    out = list(by_ticker.values())
-    # No fired signal this run for this band -> direction is null; fall back to the band's
-    # own slope sign so the card can still show an up/down arrow instead of a blank one.
-    for d in out:
+    # No fired signal for this band -> direction is null; fall back to the band's own slope
+    # sign so the card can still show an up/down arrow instead of a blank one.
+    for d in by_ticker.values():
         if d.get("direction") is None and d.get("slope") is not None:
             d["direction"] = "up" if d["slope"] > 0 else "down"
+
+    out: List[Dict] = []
+    for item in get_instruments_watchlist():
+        ticker = item["ticker"].upper()
+        out.append(by_ticker.get(ticker) or {
+            "ticker": ticker, "band_label": None, "signal_kind": None, "direction": None,
+            "computed_at": None, "slope": None, "value": None, "energy": None,
+        })
     return out
 
 

backend/services/instrument_service.py

@@ -18,6 +18,45 @@ def _base_ticker(t: str) -> str:
     """Normalize Yahoo Finance tickers for comparison: EURUSD=X → EURUSD, BZ=F → BZ, ^GSPC → GSPC."""
     return re.sub(r'(=X|=F|=RR|-USD|\^)$', '', t.strip().upper())
 
+
+# Reverse of the common "yfinance/futures ticker" an Instrument Analysis id (curated or
+# quick-added) uses vs. the Cockpit Watchlist's own friendly ticker for the same underlying
+# — needed because _base_ticker() only strips a SUFFIX (EURUSD=X -> EURUSD works since the
+# base "EURUSD" already equals the Watchlist ticker), it can't turn "GC=F" into "GOLD" or
+# "^GSPC" into "SP500" (nothing in common to strip; ^ is a prefix, not a suffix, so
+# _base_ticker doesn't even touch it despite what its own docstring claims). Mirrors
+# frontend/src/pages/Dashboard.tsx's UNDERLYING_ALIASES table (kept in sync manually — a
+# small, stable list, not worth sharing across a Python/TS boundary).
+_WAVELET_UNDERLYING_ALIASES = {
+    "^GSPC": "SP500", "^NDX": "NASDAQ", "^DJI": "DOW", "^RUT": "RUSSELL2000",
+    "GC=F": "GOLD", "SI=F": "SILVER", "HG=F": "COPPER", "PL=F": "PLATINUM",
+    "CL=F": "CRUDE", "BZ=F": "BRENT", "NG=F": "NATGAS",
+    "ZW=F": "WHEAT", "ZC=F": "CORN", "ZS=F": "SOYBEANS",
+}
+
+
+def resolve_watchlist_ticker(instrument_id: str) -> str:
+    """Best-effort map from an Instrument Analysis id to the Cockpit Watchlist ticker it
+    represents — for looking up data keyed by the Watchlist ticker (wavelet cache in
+    particular). Tries an exact match, then the suffix-stripped form (EURUSD=X -> EURUSD),
+    then the alias table above (GC=F -> GOLD) — each checked against the tickers actually
+    in the Watchlist right now, not just "is this a known alias", so a curated catalog id
+    that happens to share a root with an alias but isn't Watchlist-linked doesn't falsely
+    resolve. Falls back to the suffix-stripped form if nothing matches."""
+    uid = instrument_id.strip().upper()
+    base = _base_ticker(uid)
+    from services.database import get_instruments_watchlist
+    watchlist_tickers = {r["ticker"].upper() for r in get_instruments_watchlist()}
+    if uid in watchlist_tickers:
+        return uid
+    if base in watchlist_tickers:
+        return base
+    alias = _WAVELET_UNDERLYING_ALIASES.get(uid) or _WAVELET_UNDERLYING_ALIASES.get(base)
+    if alias and alias in watchlist_tickers:
+        return alias
+    return base
+
+
 logger = logging.getLogger(__name__)
 
 # ── Config loading ─────────────────────────────────────────────────────────────

backend/services/wavelet_signals.py

@@ -25,6 +25,18 @@ from typing import Dict, List, Optional
 
 logger = logging.getLogger(__name__)
 
+# Watchlist ticker -> a real yfinance symbol, for the fallback fetch when this instrument
+# has no saxo_quote_symbol link (or its Saxo fetch fails) — mirrors
+# instrument_service.py's _WAVELET_UNDERLYING_ALIASES (reverse direction: that one maps a
+# yfinance/futures id back to the Watchlist ticker for cache lookups, this one maps the
+# Watchlist ticker forward to a fetchable yfinance symbol).
+_FRIENDLY_TO_YFINANCE = {
+    "GOLD": "GC=F", "SILVER": "SI=F", "COPPER": "HG=F", "PLATINUM": "PL=F",
+    "CRUDE": "CL=F", "BRENT": "BZ=F", "NATGAS": "NG=F",
+    "WHEAT": "ZW=F", "CORN": "ZC=F", "SOYBEANS": "ZS=F",
+    "SP500": "^GSPC", "NASDAQ": "^NDX", "DOW": "^DJI", "RUSSELL2000": "^RUT",
+}
+
 
 def _compute_slope(series: List[float]) -> List[float]:
     n = len(series)
@@ -256,12 +268,15 @@ def _fetch_close_series(ticker: str, saxo_symbol: Optional[str]):
 
     from services.data_fetcher import get_historical
     yf_ticker = ticker.upper()
-    # Bare 6-letter FX pairs (EURUSD, GBPUSD...) are a common Watchlist ticker convention
-    # here but not a real yfinance symbol (needs the "=X" suffix) — without this, any
-    # Saxo-linked FX pair whose Saxo fetch fails falls through to a yfinance call that's
-    # guaranteed to return nothing, permanently keeping it out of the wavelet cache no
-    # matter how many refreshes run.
-    if len(yf_ticker) == 6 and yf_ticker.isalpha():
+    if yf_ticker in _FRIENDLY_TO_YFINANCE:
+        # GOLD/CRUDE/BRENT/SP500... aren't real yfinance symbols either — without this, any
+        # Saxo-linked commodity/index whose Saxo fetch fails falls through to a yfinance call
+        # that's guaranteed to return nothing, permanently keeping it out of the wavelet
+        # cache no matter how many refreshes run.
+        yf_ticker = _FRIENDLY_TO_YFINANCE[yf_ticker]
+    elif len(yf_ticker) == 6 and yf_ticker.isalpha():
+        # Bare 6-letter FX pairs (EURUSD, GBPUSD...) are a common Watchlist ticker
+        # convention here but not a real yfinance symbol (needs the "=X" suffix).
         yf_ticker += "=X"
     hist = get_historical(yf_ticker, period="1y", interval="1d")
     return [h["close"] for h in hist], [h["date"] for h in hist]