Store signal quality score in database for future analysis

- Add signalQualityScore field to Trade model (0-100)
- Calculate quality score in execute endpoint using same logic as check-risk
- Save score with every trade for correlation analysis
- Create database migration for new field
- Enables future analysis: score vs win rate, P&L, etc.

This allows data-driven decisions on dynamic position sizing

app/api/trading/execute/route.ts

@@ -13,6 +13,84 @@ import { getMergedConfig } from '@/config/trading'
 import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
 import { createTrade } from '@/lib/database/trades'
 
+/**
+ * Calculate signal quality score (same logic as check-risk endpoint)
+ */
+function calculateQualityScore(params: {
+  atr?: number
+  adx?: number
+  rsi?: number
+  volumeRatio?: number
+  pricePosition?: number
+  direction: 'long' | 'short'
+}): number | undefined {
+  // If no metrics provided, return undefined
+  if (!params.atr || params.atr === 0) {
+    return undefined
+  }
+  
+  let score = 50 // Base score
+  
+  // ATR check
+  if (params.atr < 0.6) {
+    score -= 15
+  } else if (params.atr > 2.5) {
+    score -= 20
+  } else {
+    score += 10
+  }
+  
+  // ADX check
+  if (params.adx && params.adx > 0) {
+    if (params.adx > 25) {
+      score += 15
+    } else if (params.adx < 18) {
+      score -= 15
+    } else {
+      score += 5
+    }
+  }
+  
+  // RSI check
+  if (params.rsi && params.rsi > 0) {
+    if (params.direction === 'long') {
+      if (params.rsi > 50 && params.rsi < 70) {
+        score += 10
+      } else if (params.rsi > 70) {
+        score -= 10
+      }
+    } else {
+      if (params.rsi < 50 && params.rsi > 30) {
+        score += 10
+      } else if (params.rsi < 30) {
+        score -= 10
+      }
+    }
+  }
+  
+  // Volume check
+  if (params.volumeRatio && params.volumeRatio > 0) {
+    if (params.volumeRatio > 1.2) {
+      score += 10
+    } else if (params.volumeRatio < 0.8) {
+      score -= 10
+    }
+  }
+  
+  // Price position check
+  if (params.pricePosition && params.pricePosition > 0) {
+    if (params.direction === 'long' && params.pricePosition > 90) {
+      score -= 15
+    } else if (params.direction === 'short' && params.pricePosition < 10) {
+      score -= 15
+    } else {
+      score += 5
+    }
+  }
+  
+  return score
+}
+
 export interface ExecuteTradeRequest {
   symbol: string // TradingView symbol (e.g., 'SOLUSDT')
   direction: 'long' | 'short'
@@ -312,6 +390,16 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
 
     // Save trade to database
     try {
+      // Calculate quality score if metrics available
+      const qualityScore = calculateQualityScore({
+        atr: body.atr,
+        adx: body.adx,
+        rsi: body.rsi,
+        volumeRatio: body.volumeRatio,
+        pricePosition: body.pricePosition,
+        direction: body.direction,
+      })
+      
       await createTrade({
         positionId: openResult.transactionSignature!,
         symbol: driftSymbol,
@@ -341,9 +429,14 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         rsiAtEntry: body.rsi,
         volumeAtEntry: body.volumeRatio,
         pricePositionAtEntry: body.pricePosition,
+        signalQualityScore: qualityScore,
       })
       
-      console.log('💾 Trade saved to database')
+      if (qualityScore !== undefined) {
+        console.log(`💾 Trade saved with quality score: ${qualityScore}/100`)
+      } else {
+        console.log('💾 Trade saved to database')
+      }
     } catch (dbError) {
       console.error('❌ Failed to save trade to database:', dbError)
       // Don't fail the trade if database save fails

lib/database/trades.ts

@@ -51,6 +51,7 @@ export interface CreateTradeParams {
   rsiAtEntry?: number
   volumeAtEntry?: number
   pricePositionAtEntry?: number
+  signalQualityScore?: number
 }
 
 export interface UpdateTradeStateParams {
@@ -131,7 +132,10 @@ export async function createTrade(params: CreateTradeParams) {
         fundingRateAtEntry: params.fundingRateAtEntry,
         atrAtEntry: params.atrAtEntry,
         adxAtEntry: params.adxAtEntry,
+        rsiAtEntry: params.rsiAtEntry,
         volumeAtEntry: params.volumeAtEntry,
+        pricePositionAtEntry: params.pricePositionAtEntry,
+        signalQualityScore: params.signalQualityScore,
       },
     })
     

prisma/migrations/20251031100807_add_signal_quality_score/migration.sql

@@ -0,0 +1,2 @@
+-- AlterTable
+ALTER TABLE "Trade" ADD COLUMN     "signalQualityScore" INTEGER;

prisma/schema.prisma

@@ -75,6 +75,7 @@ model Trade {
   rsiAtEntry        Float?  // RSI momentum (0-100)
   volumeAtEntry     Float?  // Volume relative to MA
   pricePositionAtEntry Float? // Price position in range (0-100%)
+  signalQualityScore Int?   // Calculated quality score (0-100)
   fundingRateAtEntry Float? // Perp funding rate at entry
   basisAtEntry      Float?  // Perp-spot basis at entry