docs: document flip-flop price data bug and fix

Updated documentation to reflect critical bug found and fixed:

SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md:
- Added bug fix commit (795026a) to Phase 1.5
- Documented price source (Pyth price monitor)
- Added validation and logging details
- Included Known Issues section with real incident details
- Updated monitoring examples with detailed price logging

.github/copilot-instructions.md:
- Added Common Pitfall #31: Flip-flop price context bug
- Documented root cause: currentPrice undefined in check-risk
- Real incident: Nov 14 06:05, -$1.56 loss from false positive
- Two-part fix with code examples (price fetch + validation)
- Lesson: Always validate financial calculation inputs
- Monitoring guidance: Watch for flip-flop price check logs

This ensures future AI agents and developers understand:
1. Why Pyth price fetch is needed in check-risk
2. Why validation before calculation is critical
3. The real financial impact of missing validation

.github/copilot-instructions.md

@@ -1138,6 +1138,44 @@ trade.realizedPnL += actualRealizedPnL  // NOT: result.realizedPnL from SDK
     - **Impact:** Protects user from unlimited risk during unavailable hours. Phantom trades are rare edge cases (oracle issues, exchange rejections).
     - **Database tracking:** `status='phantom'`, `exitReason='manual'`, enables analysis of phantom frequency and patterns
 
+31. **Flip-flop price context using wrong data (CRITICAL - Fixed Nov 14, 2025):**
+    - **Symptom:** Flip-flop detection showing "100% price move" when actual movement was 0.2%, allowing trades that should be blocked
+    - **Root Cause:** `currentPrice` parameter not available in check-risk endpoint (trade hasn't opened yet), so calculation used undefined/zero
+    - **Real incident:** Nov 14, 06:05 CET - SHORT allowed with 0.2% flip-flop, lost -$1.56 in 5 minutes
+    - **Bug sequence:**
+      1. LONG opened at $143.86 (06:00)
+      2. SHORT signal 4min later at $143.58 (0.2% move)
+      3. Flip-flop check: `(undefined - 143.86) / 143.86 * 100` = garbage → showed "100%"
+      4. System thought it was reversal → allowed trade
+      5. Should have been blocked as tight-range chop
+    - **Fix:** Two-part fix in commits 77a9437 and 795026a:
+    ```typescript
+    // In app/api/trading/check-risk/route.ts:
+    // Get current price from Pyth BEFORE quality scoring
+    const priceMonitor = getPythPriceMonitor()
+    const latestPrice = priceMonitor.getCachedPrice(body.symbol)
+    const currentPrice = latestPrice?.price || body.currentPrice
+    
+    // In lib/trading/signal-quality.ts:
+    // Validate price data exists before calculation
+    if (!params.currentPrice || params.currentPrice === 0) {
+      // No current price available - apply penalty (conservative)
+      console.warn(`⚠️ Flip-flop check: No currentPrice available, applying penalty`)
+      frequencyPenalties.flipFlop = -25
+      score -= 25
+    } else {
+      const priceChangePercent = Math.abs(
+        (params.currentPrice - recentSignals.oppositeDirectionPrice) / 
+        recentSignals.oppositeDirectionPrice * 100
+      )
+      console.log(`🔍 Flip-flop price check: $${recentSignals.oppositeDirectionPrice.toFixed(2)} → $${params.currentPrice.toFixed(2)} = ${priceChangePercent.toFixed(2)}%`)
+      // Apply penalty only if < 2% move
+    }
+    ```
+    - **Impact:** Without this fix, flip-flop detection is useless - blocks reversals, allows chop
+    - **Lesson:** Always validate input data for financial calculations, especially when data might not exist yet
+    - **Monitoring:** Watch logs for "🔍 Flip-flop price check: $X → $Y = Z%" to verify correct calculations
+
 ## File Conventions
 
 - **API routes:** `app/api/[feature]/[action]/route.ts` (Next.js 15 App Router)

SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md

@@ -80,9 +80,10 @@ ORDER BY MIN(signalQualityScore) DESC;
 
 ## Phase 1.5: Signal Frequency Penalties ✅ DEPLOYED Nov 14, 2025
 
-**Status:** Production deployment complete  
-**Commit:** 111e3ed  
-**Deployment Time:** 07:28 CET, November 14, 2025
+**Status:** Production deployment complete (with critical bug fix)  
+**Initial Commit:** 111e3ed (07:28 CET)  
+**Bug Fix Commit:** 795026a (09:22 CET)  
+**Container:** trading-bot-v4
 
 ### What Was Implemented
 Real-time database analysis that detects overtrading and flip-flop patterns before trade execution.
@@ -98,6 +99,8 @@ Real-time database analysis that detects overtrading and flip-flop patterns befo
    - Example chop: $154.50 SHORT → $154.30 LONG (0.13% move) = blocked ⚠️
    - Example reversal: $170 SHORT → $153 LONG (10% move) = allowed ✅
    - Blocks rapid long→short→long whipsaws in tight ranges
+   - **BUG FIX (795026a):** Now uses Pyth price data for accurate calculations
+   - Previous issue: showed "100% move" for 0.2% actual movement (allowed false flip-flop)
    
 3. **Alternating pattern (last 3 trades):** -30 points
    - Detects choppy market conditions
@@ -105,9 +108,11 @@ Real-time database analysis that detects overtrading and flip-flop patterns befo
 
 ### Technical Details
 - **Function:** `getRecentSignals()` in `lib/database/trades.ts`
+- **Price source:** Pyth price monitor via `getPythPriceMonitor()` in check-risk
 - **Architecture:** `scoreSignalQuality()` now async
 - **Endpoints updated:** check-risk, execute, reentry-check
 - **Performance:** Indexed queries, <10ms overhead
+- **Validation:** Logs "🔍 Flip-flop price check: $X → $Y = Z%" for debugging
 
 ### Expected Impact
 - Eliminate tight-range flip-flops (Nov 14 chart: $141-145 SOL)
@@ -116,17 +121,24 @@ Real-time database analysis that detects overtrading and flip-flop patterns befo
 - Better capital preservation in chop
 
 ### Monitoring
-Watch for penalty and allowance messages in logs:
+Watch for detailed penalty and allowance messages in logs:
 ```
+🔍 Flip-flop price check: $143.86 → $143.58 = 0.20%
 ⚠️ Overtrading zone: 3 signals in 30min (-20 pts)
-⚠️ Flip-flop in tight range: 12min ago, only 0.13% move (-25 pts)
-✅ Direction change after 10.2% move (12min ago) - reversal allowed
+⚠️ Flip-flop in tight range: 4min ago, only 0.20% move ($143.86 → $143.58) (-25 pts)
+✅ Direction change after 10.0% move ($170.00 → $153.00, 12min ago) - reversal allowed
 ⚠️ Chop pattern: last 3 trades alternating (long → short → long) (-30 pts)
 ```
 
+### Known Issues Fixed
+- **Nov 14, 06:05 CET:** Initial deployment allowed 0.2% flip-flop due to incorrect price data
+  - Trade: SHORT at $143.58 (should have been blocked)
+  - Result: -$1.56 loss in 5 minutes
+  - Fix deployed: 09:22 CET (795026a) - now uses Pyth price monitor
+
 ### Validation Plan
-1. Monitor next 5-10 signals
-2. Verify penalties trigger correctly
+1. Monitor next 5-10 signals for accurate price calculations
+2. Verify penalties trigger with correct percentages
 3. Analyze if blocked signals would have lost
 4. If effective, proceed to Phase 6 (range compression)