feat: wavelets
This commit is contained in:
OpenSquared
@@ -110,12 +110,42 @@ def init_db():
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sort_order INTEGER DEFAULT 0,
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added_at TEXT DEFAULT (datetime('now'))
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)""",
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# Wavelets — saved optimization/simulation runs (ported from InstrumentSimulator's
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# WaveletOptimizationRun: form/results are free-form JSON blobs, not modeled relationally)
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"""CREATE TABLE IF NOT EXISTS wavelet_simulations (
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id TEXT PRIMARY KEY,
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name TEXT NOT NULL,
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created_at TEXT DEFAULT (datetime('now')),
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updated_at TEXT DEFAULT (datetime('now')),
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form_json TEXT DEFAULT '{}',
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results_json TEXT DEFAULT '[]',
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excluded_instruments_json TEXT DEFAULT '[]'
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)""",
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# Wavelets — latest per-ticker signal detected during the auto-cycle watchlist scan
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"""CREATE TABLE IF NOT EXISTS wavelet_watchlist_signals (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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run_id TEXT,
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ticker TEXT NOT NULL,
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computed_at TEXT DEFAULT (datetime('now')),
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band_label TEXT,
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period_low_days REAL,
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period_high_days REAL,
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signal_kind TEXT,
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direction TEXT,
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price_at_signal REAL
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)""",
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"ALTER TABLE cycle_runs ADD COLUMN wavelet_signals_count INTEGER DEFAULT 0",
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]:
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try:
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c.execute(_sql)
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except Exception:
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pass
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try:
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c.execute("CREATE INDEX IF NOT EXISTS idx_wws_ticker_date ON wavelet_watchlist_signals(ticker, computed_at DESC)")
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except Exception:
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pass
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# Specialist Reports — surprise index + text sentiment columns
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try:
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c.execute("ALTER TABLE specialist_reports ADD COLUMN consensus_estimate REAL")
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@@ -2209,7 +2239,7 @@ def update_cycle_run(run_id: str, **fields) -> None:
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if not fields:
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return
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allowed = {"completed_at", "patterns_suggested", "patterns_added", "patterns_scored",
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"geo_score", "dominant_regime", "commentary", "status"}
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"geo_score", "dominant_regime", "commentary", "status", "wavelet_signals_count"}
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sets = ", ".join(f"{k}=?" for k in fields if k in allowed)
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vals = [v for k, v in fields.items() if k in allowed]
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if not sets:
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@@ -3056,6 +3086,133 @@ def reorder_instruments_watchlist(tickers: List[str]) -> None:
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conn.close()
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# ── Wavelets — saved simulation/optimization runs ─────────────────────────────
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def save_wavelet_simulation(name: str, form: Dict, results: Optional[List[Dict]] = None,
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excluded_instruments: Optional[List[str]] = None) -> Dict:
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import uuid
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sim_id = uuid.uuid4().hex
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now = datetime.utcnow().isoformat()
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conn = get_conn()
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conn.execute(
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"INSERT INTO wavelet_simulations (id, name, created_at, updated_at, form_json, results_json, excluded_instruments_json) "
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"VALUES (?, ?, ?, ?, ?, ?, ?)",
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(sim_id, name, now, now, json.dumps(form or {}), json.dumps(results or []), json.dumps(excluded_instruments or [])),
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)
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conn.commit()
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conn.close()
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return get_wavelet_simulation(sim_id)
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def get_wavelet_simulations() -> List[Dict]:
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conn = get_conn()
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rows = conn.execute(
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"SELECT id, name, created_at, updated_at, results_json FROM wavelet_simulations ORDER BY updated_at DESC"
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).fetchall()
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conn.close()
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out = []
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for r in rows:
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d = dict(r)
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try:
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result_count = len(json.loads(d.pop("results_json")) or [])
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except Exception:
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result_count = 0
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d["result_count"] = result_count
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out.append(d)
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return out
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def get_wavelet_simulation(sim_id: str) -> Optional[Dict]:
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conn = get_conn()
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row = conn.execute("SELECT * FROM wavelet_simulations WHERE id=?", (sim_id,)).fetchone()
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conn.close()
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if not row:
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return None
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d = dict(row)
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d["form"] = json.loads(d.pop("form_json") or "{}")
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d["results"] = json.loads(d.pop("results_json") or "[]")
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d["excluded_instruments"] = json.loads(d.pop("excluded_instruments_json") or "[]")
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return d
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def update_wavelet_simulation(sim_id: str, name: Optional[str] = None, form: Optional[Dict] = None,
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results: Optional[List[Dict]] = None, append_results: Optional[List[Dict]] = None,
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excluded_instruments: Optional[List[str]] = None) -> Optional[Dict]:
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current = get_wavelet_simulation(sim_id)
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if not current:
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return None
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new_name = name if name is not None else current["name"]
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new_form = form if form is not None else current["form"]
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if results is not None:
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new_results = results
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elif append_results:
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new_results = [*current["results"], *append_results]
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else:
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new_results = current["results"]
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new_excluded = excluded_instruments if excluded_instruments is not None else current["excluded_instruments"]
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conn = get_conn()
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conn.execute(
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"UPDATE wavelet_simulations SET name=?, form_json=?, results_json=?, excluded_instruments_json=?, updated_at=? WHERE id=?",
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(new_name, json.dumps(new_form), json.dumps(new_results), json.dumps(new_excluded), datetime.utcnow().isoformat(), sim_id),
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)
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conn.commit()
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conn.close()
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return get_wavelet_simulation(sim_id)
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def delete_wavelet_simulation(sim_id: str) -> bool:
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conn = get_conn()
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conn.execute("DELETE FROM wavelet_simulations WHERE id=?", (sim_id,))
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changed = conn.total_changes > 0
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conn.commit()
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conn.close()
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return changed
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# ── Wavelets — automated watchlist signal scan (per cycle) ────────────────────
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def save_wavelet_signals(run_id: str, signals: List[Dict]) -> None:
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if not signals:
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return
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conn = get_conn()
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for s in signals:
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conn.execute(
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"INSERT INTO wavelet_watchlist_signals "
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"(run_id, ticker, band_label, period_low_days, period_high_days, signal_kind, direction, price_at_signal) "
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"VALUES (?, ?, ?, ?, ?, ?, ?, ?)",
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(run_id, s.get("ticker"), s.get("band_label"), s.get("period_low_days"), s.get("period_high_days"),
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s.get("signal_kind"), s.get("direction"), s.get("price_at_signal")),
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)
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conn.commit()
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conn.close()
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def get_latest_wavelet_signals() -> List[Dict]:
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"""Most recent signal per ticker (one row per ticker, its latest computed_at)."""
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conn = get_conn()
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rows = conn.execute(
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"""SELECT w.* FROM wavelet_watchlist_signals w
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INNER JOIN (
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SELECT ticker, MAX(computed_at) AS max_computed_at
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FROM wavelet_watchlist_signals GROUP BY ticker
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) latest ON w.ticker = latest.ticker AND w.computed_at = latest.max_computed_at
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ORDER BY w.computed_at DESC"""
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).fetchall()
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conn.close()
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return [dict(r) for r in rows]
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def get_wavelet_signals_history(ticker: str, days: int = 30) -> List[Dict]:
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conn = get_conn()
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rows = conn.execute(
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"SELECT * FROM wavelet_watchlist_signals WHERE ticker=? AND computed_at >= datetime('now', ?) ORDER BY computed_at DESC",
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(ticker.upper(), f"-{days} days"),
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).fetchall()
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conn.close()
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return [dict(r) for r in rows]
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# ── System Logs ───────────────────────────────────────────────────────────────
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def log_system_event(
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