fix: trigger fires require a fresh cross — stale breaks after a blind window are chases

SNXX 2026-07-21: 18s after a mid-morning restart the fast path bought a
15-minute-old break +1.6% above the trigger — fires() only checked
price >= trigger, so any blind window (boot, halt, feed outage) fired
instantly on already-extended moves. A trigger now fires only if the live
price was seen BELOW the trigger since arming (a real cross), with a
small at-the-break tolerance (TRIGGER_FRESH_CROSS_TOL, default 1.5%)
so a fast break between ticks still fires; beyond it the name must pull
back below the level and re-cross. Gap-through runners stay covered by
the slow marketable path.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

run_live_paper.py

@@ -450,6 +450,7 @@ def build_runtime(args: argparse.Namespace) -> dict:
         min_range_pct=float(os.environ.get("TRIGGER_MIN_RANGE_PCT", "0.004")),
         min_dollar_vol=float(os.environ.get("TRIGGER_MIN_DOLLAR_VOL", "0")),
         max_price_age_s=float(os.environ.get("TRIGGER_PRICE_MAX_AGE", "12")),
+        fresh_cross_tol=float(os.environ.get("TRIGGER_FRESH_CROSS_TOL", "0.015")),
     )
 
     return {

runtime/triggers.py

@@ -73,6 +73,12 @@ class ArmedTrigger:
     day_open: float | None = None  # session-open price (for the day-extension gate)
     state: str = WAITING
     rank: int = 0
+    # live price has been observed BELOW the trigger since arming — a fire is a
+    # fresh CROSS, not "price happens to stand above the level". Without this,
+    # any blind window (boot after a blocked spell, halt, feed outage) fires
+    # instantly on stale, already-extended breaks (SNXX 2026-07-21: bought a
+    # 15-min-old break +1.6% above trigger 18s after restart).
+    seen_below: bool = False
 
     def distance_pct(self) -> float | None:
         """How far live price is from the trigger, as a fraction.
@@ -126,6 +132,11 @@ class ArmedTriggerBook:
     # would otherwise let a name fire on a frozen quote into a reverted market.
     # 0 = off.
     max_price_age_s: float = 0.0
+    # fire without a seen-below cross only within this fraction ABOVE the trigger
+    # ("at the break" tolerance). Beyond it, require a pullback below the trigger
+    # and a fresh re-cross — stale breaks discovered after a blind window are not
+    # entries, they're chases. 0 = always require the cross.
+    fresh_cross_tol: float = 0.015
     triggers: dict[str, ArmedTrigger] = field(default_factory=dict)
     _lock: object = field(default_factory=threading.RLock, repr=False, compare=False)
 
@@ -209,6 +220,8 @@ class ArmedTriggerBook:
         else:
             t.price = float(price)
             t.price_ts = time.monotonic()
+            if t.trigger is not None and t.price < t.trigger:
+                t.seen_below = True
 
     @_synced
     def fires(self) -> list[ArmedTrigger]:
@@ -223,6 +236,8 @@ class ArmedTriggerBook:
             and t.price is not None
             and t.trigger is not None
             and t.price >= t.trigger
+            and (t.seen_below
+                 or t.price <= t.trigger * (1.0 + self.fresh_cross_tol))
             and (max_age <= 0 or (now - t.price_ts) <= max_age)
         ]
 

tests/unit/test_triggers.py

@@ -107,6 +107,7 @@ def test_fire_blocked_when_price_is_stale():
     price to be fresher than max_price_age_s."""
     b = ArmedTriggerBook(gap_min=3, rvol_min=2, max_price_age_s=5)
     b.arm([_cand("AAA", trig=10.0)])
+    b.update_price("AAA", 9.9)                  # below the level (fresh-cross arm)
     b.update_price("AAA", 10.5)                 # fresh cross -> fires
     assert [t.symbol for t in b.fires()] == ["AAA"]
     b.triggers["AAA"].price_ts -= 10            # age the price past the window
@@ -424,3 +425,37 @@ def test_book_falls_back_to_legacy_rvol_without_tod():
     b = ArmedTriggerBook(gap_min=3, rvol_min=2)
     b.arm([_cand("LEGACY", rvol=3.0)])                  # no rvol_tod key at all
     assert b.triggers["LEGACY"].state == ARMED
+
+
+def _prime(b, sym):
+    b.arm([_cand(sym)])
+    return b.triggers[sym]
+
+
+def test_fire_requires_fresh_cross_not_stale_break():
+    """SNXX 2026-07-21: after a blind window the price already stood +1.6% above
+    the trigger — that is a stale break, not an entry. No fire until price pulls
+    back below the trigger and re-crosses."""
+    b = ArmedTriggerBook(gap_min=3, rvol_min=2, fresh_cross_tol=0.015)
+    _prime(b, "SNXX")
+    b.update_price("SNXX", 10.17)               # first tick: +1.7% above trigger 10.0
+    assert b.fires() == []
+    b.update_price("SNXX", 9.95)                # pullback below the level
+    b.update_price("SNXX", 10.02)               # fresh re-cross
+    assert [t.symbol for t in b.fires()] == ["SNXX"]
+
+
+def test_fire_allowed_at_the_break_within_tolerance():
+    b = ArmedTriggerBook(gap_min=3, rvol_min=2, fresh_cross_tol=0.015)
+    _prime(b, "GAP")
+    b.update_price("GAP", 10.01)                # +0.1%: AT the break, no cross seen
+    assert [t.symbol for t in b.fires()] == ["GAP"]
+
+
+def test_fire_normal_cross_still_works():
+    b = ArmedTriggerBook(gap_min=3, rvol_min=2)
+    _prime(b, "NORM")
+    b.update_price("NORM", 9.90)
+    assert b.fires() == []
+    b.update_price("NORM", 10.05)
+    assert [t.symbol for t in b.fires()] == ["NORM"]