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fix(torghut): reject stale TA quotes#5910

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gregkonush merged 5 commits intomainfrom
codex/torghut-ta-quote-freshness
May 7, 2026
Merged

fix(torghut): reject stale TA quotes#5910
gregkonush merged 5 commits intomainfrom
codex/torghut-ta-quote-freshness

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Summary

  • add a 2-second equity TA quote freshness gate so stale or future quote state is not attached to new microbar signals
  • make Torghut quote quality reject signals that have a price but no executable bid/ask quote
  • cover the new freshness and missing executable quote behavior with targeted Kotlin and Python tests

Testing

  • ./gradlew :technical-analysis-flink:test
  • uv run --frozen pytest tests/test_quote_quality.py tests/test_strategy_runtime.py -k 'quote_quality or mean_reversion_rebound or mean_reversion_exhaustion or intraday_tsmom or breakout_continuation'
  • uv run --frozen pyright --project pyrightconfig.json
  • uv run --frozen pyright --project pyrightconfig.alpha.json
  • uv run --frozen pyright --project pyrightconfig.scripts.json
  • bun run lint:argocd
  • git diff --check

Rollout / Impact

  • GitOps change for torghut equity TA and TA sim config: TA_QUOTE_STALE_AFTER_MS=2000.
  • Live-money order submission remains disabled; paper account remains the only enabled submission path.
  • This does not loosen spread gates or force orders. It prevents stale/future quotes from being treated as executable quote context.

Risk

  • Fresh quote coverage may drop when IEX updates are sparse; that is intentional because trading without a fresh executable bid/ask is unsafe.

@gregkonush gregkonush force-pushed the codex/torghut-ta-quote-freshness branch from f422478 to 5ab1024 Compare May 7, 2026 16:28
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gregkonush commented May 7, 2026

Merge outcome: merged.

Evidence:

  • Head 1fa336d4c1d44a7fc56cb9c5916971a34fba2029 completed fresh CI after the changed-line coverage fix for quote quality side-specific rejection branches.
  • GitHub checks passed: torghut-ci / Bytecode + pytest + coverage, torghut-ci / Pyright, torghut-ci / Quality signals (complexity + security), dorvud-ci / test, argo-lint / lint, kubeconform / validate, semantic commit lint, semantic PR title, and changed-file checks.
  • Merge commit: 3300ed68d642b2178bcedeef58a66bf9adc82526.
  • Post-merge gate moves to GitOps/cluster rollout health; rollback path is revert of the squash merge commit plus the corresponding image promotion if a deployed artifact regresses.

@gregkonush gregkonush merged commit 3300ed6 into main May 7, 2026
22 checks passed
@gregkonush gregkonush deleted the codex/torghut-ta-quote-freshness branch May 7, 2026 17:10
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