mindesbunister 02193b7dce fix(critical): Unify quality score calculation across check-risk and execute ...

PROBLEM:
- check-risk calculated quality score: 60, 70 (PASSED)
- execute calculated quality score: 35, 45 (should have BLOCKED)
- Two different functions with different logic caused trades to bypass validation

ROOT CAUSE:
Two separate scoring functions existed:
1. scoreSignalQuality() in check-risk (detailed, 95% price threshold)
2. calculateQualityScore() in execute (simpler, 90% price threshold)

Example with pricePosition=96.4%, volumeRatio=0.9:
- check-risk: Checks >95, volumeRatio>1.4 failed → -15 + bonuses = 60 ✅ PASSED
- execute: Checks >90 → -15 + bonuses = 35 ❌ Should block but already opened

SOLUTION:
1. Created lib/trading/signal-quality.ts with unified scoreSignalQuality()
2. Both endpoints now import and use SAME function
3. Consistent scoring logic: 95% price threshold, volume breakout bonus
4. Returns detailed reasons for debugging

IMPACT:
- Quality scores now MATCH between check-risk and execute
- No more trades bypassing validation due to calculation differences
- Better debugging with quality reasons logged

Files changed:
- NEW: lib/trading/signal-quality.ts (unified scoring function)
- MODIFIED: app/api/trading/check-risk/route.ts (import shared function)
- MODIFIED: app/api/trading/execute/route.ts (import shared function)
- REMOVED: Duplicate calculateQualityScore() from execute
- REMOVED: Duplicate scoreSignalQuality() from check-risk

2025-11-04 11:40:25 +01:00

21 KiB

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