Pre-launch hardening: KOL module, Telegram, scanners, WS resilience
Big-picture changes since b941223:
KOL pipeline (new) — Substack/podcast/blog RSS → AI ticker extraction →
on-chain wallet diff → talks-vs-trades divergence detection. Daily polls,
19 feeds, divergence emits Post + Telegram fan-out.
Telegram push (new) — walletless free tier + wallet-linked Pro upgrade,
in-bot preference commands (/trump /btc /funding /kol /conf /quiet),
signed-envelope API for dashboard. Disconnect-wallet keeps free
subscription.
BTC funding-rate reversal scanner (new) — hourly cron, 30d cumulative
funding threshold + mean-revert + 7d price confirm, emits via
/api/signals/ingest. BTC bottom-reversal scanner promoted to System 2.
WS broadcast rewrite — per-client send timeout + parallel fan-out
(asyncio.gather). Fixes "Binance WS no close frame" reconnect storms +
APScheduler 11-min job misses, both caused by one slow client stalling
the kline loop.
Error visibility — three silent-error sites (trumpstruth/truth_social
fetchers, funding_reversal scanner) now include exception type name so
httpx ConnectError-style empty-message errors stop logging blank lines.
Telegram bot loop now classifies ReadTimeout vs network vs unknown +
logger.exception for the unknown bucket.
Security hygiene — trumpsignal.db untracked from git (held subscriber
wallets + encrypted HL keys + 22 bot trades); .gitignore now blocks
*.db/.next/backups. CORS only allows FRONTEND_URL in production.
New ops scripts —
- scripts/preflight.py: env/DB/Telegram/AI auth verification gate
- scripts/backup_db.sh: cron-friendly daily DB backup (SQLite + Postgres)
- scripts/seed_kol_wallets.py: idempotent KOL on-chain wallet seeder
15 new Alembic migrations (007-021) covering convex strategy fields,
phase-1 safety, two-system frozen exits, invalidation prices, dynamic
SYS2 leverage, staged de-risk + pyramiding, peak gain tracking, risk
mode, auto-trade + grow flags, KOL module, KOL on-chain, KOL divergence,
Telegram bindings + walletless.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
k
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"""
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200-day SMA Reclaim scanner.
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What it catches:
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The moment a price that has been LIVING BELOW its 200-day moving average
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for a sustained period climbs back ABOVE it on real volume. Historically
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one of the most reliable "trend has changed" markers in any market —
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hedge fund books, retail TA tools, momentum quants, everyone watches it.
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Examples this would have caught:
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BTC 2023-01 (~$22k, after the FTX flush)
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BTC 2024-09 (after Q3 chop)
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ETH 2023-01 (~$1500)
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SOL 2023-02 (~$24, after FTX)
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Trigger logic:
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PRE-CONDITION: For the past DAYS_BELOW_REQUIRED days, daily close has been
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BELOW the rolling 200-day SMA. (proves we're reversing a
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sustained downtrend, not crossing a flat MA in chop)
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TRIGGER: Today's close > 200-day SMA, AND
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Today's volume > 1.3 × 30-day avg volume.
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COOLDOWN: 30 days — false reclaims and shake-outs happen, don't
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re-fire on noise.
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Companion exit profile:
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SL = 6%
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TRAILING_ACTIVATE = 12%
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TRAILING_STOP = 5%
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MAX_HOLD = 90 days
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The 90-day max-hold matches the holding period needed for a real trend
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change to play out (~3 months is the historical median for a confirmed
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200d-SMA-reclaim trend run).
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"""
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from __future__ import annotations
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import logging
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from datetime import datetime, timedelta, timezone
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from typing import Optional
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import httpx
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from app.config import settings
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from app.services.market_data import REVERSAL_BASKET, for_asset, drop_in_progress_bar
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# LIBRARY MODULE — NOT a standalone scanner. evaluate_sma_reclaim() is
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# imported by btc_bottom_reversal.py as the price-reclaim entry gate. It
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# deliberately does NOT register with scanner_state: no UI toggle, no
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# schedule. (Old standalone scan_once/_emit_signal removed — see git log.)
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logger = logging.getLogger(__name__)
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# ─── Tunables ───────────────────────────────────────────────────────────────
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SMA_PERIOD = 200
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DAYS_BELOW_REQUIRED = 30 # how long the asset must have been under SMA
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VOLUME_LOOKBACK_DAYS = 30
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VOLUME_MULT_MIN = 1.3
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DAYS_TO_FETCH = 260 # SMA(200) + 30d-below check + safety margin
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COOLDOWN_DAYS = 30
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PAYLOAD_CONFIDENCE = 85
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PAYLOAD_EXPECTED_MOVE = 20.0 # historical median 90-day run after reclaim
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# Cooldown via scanner_state.in_cooldown — DB-backed, restart-safe.
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# ─── Signal logic ───────────────────────────────────────────────────────────
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def evaluate_sma_reclaim(daily_candles: list[dict]) -> tuple[bool, dict]:
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"""Pure function. Returns (is_signal, debug).
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Expects `daily_candles` ordered chronologically (oldest first), each
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having keys close, volume.
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"""
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if len(daily_candles) < SMA_PERIOD + DAYS_BELOW_REQUIRED + 2:
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return False, {"reason": "insufficient_data", "bars": len(daily_candles)}
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closes = [c["close"] for c in daily_candles]
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volumes = [c["volume"] for c in daily_candles]
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# Rolling 200-day SMA at each bar from index SMA_PERIOD-1 onwards
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smas: list[Optional[float]] = [None] * len(closes)
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running_sum = sum(closes[:SMA_PERIOD])
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smas[SMA_PERIOD - 1] = running_sum / SMA_PERIOD
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for i in range(SMA_PERIOD, len(closes)):
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running_sum += closes[i] - closes[i - SMA_PERIOD]
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smas[i] = running_sum / SMA_PERIOD
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today_close = closes[-1]
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today_sma = smas[-1]
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if today_sma is None:
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return False, {"reason": "sma_not_computable"}
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# Bottom-reversal mode is LONG-only:
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# reclaim (long): was BELOW the SMA for N days, today closes ABOVE
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# We explicitly do not trade symmetric short breakdowns here. Crypto
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# top-calling is a different strategy with different risk.
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reclaimed = today_close > today_sma
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brokedown = today_close < today_sma
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if brokedown:
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return False, {
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"reason": "shorts_disabled",
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"close": round(today_close, 4),
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"sma": round(today_sma, 4),
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}
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if not reclaimed:
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return False, {"reason": "on_sma_no_cross",
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"close": round(today_close, 4), "sma": round(today_sma, 4)}
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# Prior DAYS_BELOW_REQUIRED bars must ALL be on the OPPOSITE side of the
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# SMA from today (a real regime flip, not chop around a flat MA).
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streak = 0
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for i in range(2, DAYS_BELOW_REQUIRED + 2):
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sma_at = smas[-i]
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if sma_at is None:
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return False, {"reason": "sma_history_incomplete"}
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prior_on_wrong_side = closes[-i] >= sma_at
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if prior_on_wrong_side:
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return False, {"reason": "regime_period_too_short", "broke_at_day": i}
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streak += 1
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# Volume confirmation: today >= VOLUME_MULT_MIN × 30-day avg
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avg_vol_30d = sum(volumes[-(VOLUME_LOOKBACK_DAYS + 1):-1]) / VOLUME_LOOKBACK_DAYS
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if avg_vol_30d <= 0:
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return False, {"reason": "no_volume_baseline"}
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vol_ratio = volumes[-1] / avg_vol_30d
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if vol_ratio < VOLUME_MULT_MIN:
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return False, {"reason": "weak_volume", "vol_ratio": round(vol_ratio, 2)}
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return True, {
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"direction": "buy",
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"close": round(today_close, 4),
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"sma_200": round(today_sma, 4),
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"gap_pct": round(abs(today_close - today_sma) / today_sma * 100, 2),
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"streak_days": streak,
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"vol_ratio": round(vol_ratio, 2),
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}
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