feat: instrument analysis

backend/services/wavelet_signals.py

@@ -20,8 +20,11 @@ chat context always has fresh slope/energy/ridge state, not just firing
 events (see ai_chat_context.py:_block_wavelet_signals).
 """
 import json
+import logging
 from typing import Dict, List, Optional
 
+logger = logging.getLogger(__name__)
+
 
 def _compute_slope(series: List[float]) -> List[float]:
     n = len(series)
@@ -249,11 +252,18 @@ def _fetch_close_series(ticker: str, saxo_symbol: Optional[str]):
             bars = get_price_history(saxo_symbol, asset_type, days=400)
             return [b["close"] for b in bars], [b["date"] for b in bars]
         except Exception as e:
-            import logging
-            logging.getLogger(__name__).warning(f"[wavelet_signals] Saxo fetch failed for '{saxo_symbol}', falling back to yfinance: {e}")
+            logger.warning(f"[wavelet_signals] Saxo fetch failed for '{saxo_symbol}', falling back to yfinance: {e}")
 
     from services.data_fetcher import get_historical
-    hist = get_historical(ticker, period="1y", interval="1d")
+    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():
+        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]
 
 
@@ -299,6 +309,10 @@ def scan_watchlist_wavelet_signals(run_id: Optional[str] = None) -> List[Dict]:
         try:
             values, dates = _fetch_close_series(ticker, item.get("saxo_quote_symbol"))
             if len(values) < lookback + 32:
+                logger.warning(
+                    f"[wavelet_signals] Skipping '{ticker}': only {len(values)} price points "
+                    f"fetched, need >= {lookback + 32} (lookback={lookback}) — no cache written this pass."
+                )
                 continue
             start_idx = max(lookback, len(values) - 60)
             decomposed = decomposer(
@@ -307,6 +321,7 @@ def scan_watchlist_wavelet_signals(run_id: Optional[str] = None) -> List[Dict]:
                 num_levels=num_levels, wavelet=wavelet, step=1,
             )
             if not decomposed["dates"]:
+                logger.warning(f"[wavelet_signals] Skipping '{ticker}': decomposition produced no output dates — no cache written this pass.")
                 continue
             save_wavelet_decomposition_cache(ticker, run_id, method, wavelet, num_levels, lookback, decomposed)
             price_at_signal = decomposed["original"][-1]
@@ -399,8 +414,9 @@ def scan_watchlist_wavelet_signals(run_id: Optional[str] = None) -> List[Dict]:
                         "ridge_period_days": ridge_series[-1],
                         "params_json": json.dumps(ridge_params) if ridge_params else None,
                     })
-        except Exception:
-            continue  # one bad ticker must not abort the whole scan
+        except Exception as e:
+            logger.warning(f"[wavelet_signals] Skipping '{ticker}': {e}")  # one bad ticker must not abort the whole scan
+            continue
 
     return results