admin/OpenFin
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: 4 cycle errors — NameError _log, WHEAT/EUR/USD ticker normalization, 429 serial scoring

Browse Source 
- auto_cycle.py: replace _log with logger (NameError at lines 484/489)
- auto_cycle.py: normalize underlying via _normalize_ticker before _resolve_ticker
  so WHEAT→ZW=F→WEAT and EUR/USD→EURUSD=X→FXE reach the IV watchlist correctly
- iv_engine.py: _resolve_ticker now strips slash-format forex (EUR/USD→EURUSD=X)
  before _PROXY lookup, fixing yfinance 500/404 spam from get_atm_iv
- database.py: _fetch in log_trade_entries uses _normalize_ticker (not _normalize_yf_ticker)
  so commodity aliases like WHEAT→ZW=F are applied at price-fetch time
- ai_analyzer.py: max_workers=1 for batch scorer — parallel workers both slept and
  retried simultaneously after 429, causing repeated bursts; sequential fixes the pattern
- journal.py + JournalDeBord.tsx: add price_warning field (no_price_data/no_entry_price/
  no_live_price) with visible ⚠ badge and amber color on affected ticker/price cells

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
2026-06-19 14:49:07 +02:00
parent fda6b6a297
commit d34b4043fb
6 changed files with 41 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
backend/routers/journal.py
View File

@@ -87,10 +87,19 @@ def trade_mtm(days: int = 30):
elif pnl_pct <= stop:
alert_type = "stop_loss"
price_warning = None
if entry_price is None and current_price is None:
price_warning = "no_price_data"
elif entry_price is None:
price_warning = "no_entry_price"
elif current_price is None:
price_warning = "no_live_price"
result.append({
**e,
"current_price": current_price,
"pnl_pct": pnl_pct,
"price_warning": price_warning,
"days_held": days_held,
"direction": "bearish" if _is_bearish(e.get("strategy", "")) else "bullish",
"maturity": maturity,

7
backend/services/ai_analyzer.py
View File

@@ -760,13 +760,14 @@ TEMPLATE DE NOTATION:
BATCH_SIZE = 4 # 4 patterns × ~800 tokens output = ~3200 tokens, safely within gpt-4o limits
# Score batches with limited parallelism to stay under TPM limits.
# 2 concurrent batches × ~6K tokens = ~12K tokens burst, well under 30K TPM.
# Score batches sequentially (max_workers=1) — parallel workers both retry on 429
# simultaneously, defeating the sleep backoff. Sequential ensures the retry window
# is fully cleared before the next batch fires.
from concurrent.futures import ThreadPoolExecutor, as_completed
batches = [pattern_blocks[i:i+BATCH_SIZE] for i in range(0, len(pattern_blocks), BATCH_SIZE)]
_scorer_log.info(f"[Scorer] Scoring {len(pattern_blocks)} patterns in {len(batches)} batches of max {BATCH_SIZE}")
all_scored = []
with ThreadPoolExecutor(max_workers=min(len(batches), 2)) as executor:
with ThreadPoolExecutor(max_workers=1) as executor:
futures = [executor.submit(_score_batch, b) for b in batches]
for future in as_completed(futures):
try:

9
backend/services/auto_cycle.py
View File

@@ -468,7 +468,7 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
# Auto-add any new underlying tickers to the IV watchlist
try:
from services.database import add_watchlist_ticker, get_watchlist_tickers
from services.database import _normalize_ticker, add_watchlist_ticker, get_watchlist_tickers
from services.iv_engine import _resolve_ticker, bootstrap_iv_history
existing = set(get_watchlist_tickers())
new_proxies = set()
@@ -476,17 +476,18 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
for trade in (sp.get("trade_rankings") or sp.get("suggested_trades") or []):
underlying = trade.get("underlying") or sp.get("underlying") or ""
if underlying:
proxy = _resolve_ticker(underlying)
normalized = _normalize_ticker(underlying.upper()) # WHEAT→ZW=F, EUR/USD→EURUSD=X
proxy = _resolve_ticker(normalized) # ZW=F→WEAT, EURUSD=X→FXE
if proxy not in existing:
new_proxies.add(proxy)
for proxy in new_proxies:
if add_watchlist_ticker(proxy, added_by="cycle"):
_log.info(f"[Watchlist] Auto-added new ticker: {proxy}")
logger.info(f"[Watchlist] Auto-added new ticker: {proxy}")
log_system_event("INFO", "auto_cycle", f"Nouveau ticker ajouté à la watchlist IV: {proxy}", cycle_id=scoring_run_id, ticker=proxy)
if new_proxies:
bootstrap_iv_history(tickers=list(new_proxies), min_existing=0)
except Exception as _we:
_log.warning(f"[Watchlist] Auto-add failed: {_we}")
logger.warning(f"[Watchlist] Auto-add failed: {_we}")
gauges_summary = {
k: {"value": v.get("value"), "change_pct": v.get("change_pct"), "label": v.get("label")}

2
backend/services/database.py
View File

@@ -940,7 +940,7 @@ def log_trade_entries(run_id: str, scored_patterns: List[Dict[str, Any]], quotes
from concurrent.futures import ThreadPoolExecutor, as_completed
def _fetch(ticker: str):
normalized = _normalize_yf_ticker(ticker)
normalized = _normalize_ticker(ticker) # handles WHEAT→ZW=F, EUR/USD→EURUSD=X, etc.
try:
# Use yf.download() — fresh HTTP request, no in-process Ticker cache
for kwargs in [

8
backend/services/iv_engine.py
View File

@@ -50,7 +50,13 @@ IV_WATCHLIST = [
def _resolve_ticker(ticker: str) -> str:
"""Return the optionable proxy ticker for a given symbol."""
return _PROXY.get(ticker.upper(), ticker.upper())
t = ticker.upper().strip()
# Normalize slash-format forex (EUR/USD → EURUSD=X) before proxy lookup
if '/' in t:
parts = t.split('/')
if len(parts) == 2 and all(p.isalpha() for p in parts):
t = parts[0] + parts[1] + '=X'
return _PROXY.get(t, t)
def _get_current_price(t: yf.Ticker) -> Optional[float]:

18
frontend/src/pages/JournalDeBord.tsx
View File

@@ -857,7 +857,19 @@ function TradeMtmSection({ days }: { days: number }) {
<td className="px-3 py-2 text-right font-mono text-[11px] text-slate-400">
{t.expiry_days_at_entry != null ? `${t.expiry_days_at_entry}j` : t.horizon_days != null ? `${t.horizon_days}j` : '—'}
</td>
<td className="px-3 py-2 font-mono text-slate-300">{t.underlying}</td>
<td className="px-3 py-2 font-mono">
<div className="flex items-center gap-1">
<span className={clsx(t.price_warning ? 'text-amber-300' : 'text-slate-300')}>{t.underlying}</span>
{t.price_warning && (
<span
className="text-[8px] font-bold bg-amber-900/40 border border-amber-600/40 text-amber-400 rounded px-1 py-0.5 leading-none shrink-0"
title={t.price_warning === 'no_price_data' ? 'Aucune donnée prix — monitoring impossible' : t.price_warning === 'no_entry_price' ? 'Prix d\'entrée manquant' : 'Prix live indisponible'}
>
⚠ {t.price_warning === 'no_price_data' ? 'NO DATA' : t.price_warning === 'no_entry_price' ? 'NO ENTRY' : 'NO LIVE'}
</span>
)}
</div>
</td>
<td className="px-3 py-2 text-right">
<ScoreDelta entry={t.score_at_entry} latest={t.latest_score ?? t.score_at_entry} />
</td>
@@ -883,10 +895,10 @@ function TradeMtmSection({ days }: { days: number }) {
) : <span className="text-slate-700 text-xs">—</span>}
</td>
<td className="px-3 py-2 text-right text-slate-600 whitespace-nowrap text-[11px]">{t.entry_date}</td>
<td className="px-3 py-2 text-right font-mono text-slate-400 text-[11px]">
<td className={clsx('px-3 py-2 text-right font-mono text-[11px]', t.price_warning === 'no_entry_price' || t.price_warning === 'no_price_data' ? 'text-amber-600' : 'text-slate-400')}>
{t.entry_price != null ? t.entry_price.toFixed(2) : '—'}
</td>
<td className="px-3 py-2 text-right font-mono text-slate-300 text-[11px]">
<td className={clsx('px-3 py-2 text-right font-mono text-[11px]', t.price_warning === 'no_live_price' || t.price_warning === 'no_price_data' ? 'text-amber-600' : 'text-slate-300')}>
{t.current_price != null ? t.current_price.toFixed(2) : '—'}
</td>
<td className="px-3 py-2 text-right">