ba13c20c60
- Add BlockedSignal table with 25 fields for comprehensive signal analysis - Track all blocked signals with metrics (ATR, ADX, RSI, volume, price position) - Store quality scores, block reasons, and detailed breakdowns - Include future fields for automated price analysis (priceAfter1/5/15/30Min) - Restore signalQualityVersion field to Trade table Database changes: - New table: BlockedSignal with indexes on symbol, createdAt, score, blockReason - Fixed schema drift from manual changes API changes: - Modified check-risk endpoint to save blocked signals automatically - Fixed hasContextMetrics variable scope (moved to line 209) - Save blocks for: quality score too low, cooldown period, hourly limit - Use config.minSignalQualityScore instead of hardcoded 60 Database helpers: - Added createBlockedSignal() function with try/catch safety - Added getRecentBlockedSignals(limit) for queries - Added getBlockedSignalsForAnalysis(olderThanMinutes) for automation Documentation: - Created BLOCKED_SIGNALS_TRACKING.md with SQL queries and analysis workflow - Created SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md with 5-phase plan - Documented data-first approach: collect 10-20 signals before optimization Rationale: Only 2 historical trades scored 60-64 (insufficient sample size for threshold decision). Building data collection infrastructure before making premature optimizations. Phase 1 (current): Collect blocked signals for 1-2 weeks Phase 2 (next): Analyze patterns and make data-driven threshold decision Phase 3-5 (future): Automation and ML optimization
7.3 KiB
7.3 KiB