275 lines
11 KiB
YAML
275 lines
11 KiB
YAML
# Full self-contained stack for the Momentum System.
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#
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# docker compose up -d # postgres + loop + dashboard + qabot + transcripts + scheduler
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# docker compose --profile monitoring up -d # also start Grafana
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# docker compose run --rm nightly-tune # run a job on demand
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#
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# Secrets come from .env (never baked into the image). DATABASE_URL is
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# overridden below to the in-stack postgres so the stack is self-contained —
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# migrating from the LAN Postgres (192.168.1.5) is a pg_dump/restore into the
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# pg-data volume; see deploy/docker/README.md. To run the app services against
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# the LAN Postgres instead (transition mode), comment out the DATABASE_URL
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# override and let .env's value through.
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#
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# TZ is America/New_York in the image: the loop's market clock thinks in ET.
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x-app: &app
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build: .
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image: momentum-app:latest
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env_file:
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- path: .env
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required: false
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volumes:
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- app-data:/app/data
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depends_on:
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postgres:
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condition: service_healthy
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restart: unless-stopped
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logging:
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driver: json-file
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options: { max-size: "20m", max-file: "3" }
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x-app-env: &app-env
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# Self-contained default: the in-stack postgres. Overrides .env.
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DATABASE_URL: postgresql://${POSTGRES_USER:-momentum}:${POSTGRES_PASSWORD:-momentum}@postgres:5432/${POSTGRES_DB:-momentum}
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PG_SKIP_SCHEMA: "0"
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# catalyst enrichment ON as a labeler FEATURE source (plan 009) — loop + scheduler
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# (labeler builds) both inherit this anchor. Needs a reachable Ollama (see .env);
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# enabled-but-down never impedes trading (fully gated).
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NEWS_ENRICH_ENABLED: "1"
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# Managed-exit config — matches deploy/docker/truenas-compose.yml so both
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# templates agree. Without these the loop runs code defaults (target 2R,
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# BE@+5%, NO trail) which scratches slow v1 winners at breakeven. prior_low
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# trailing after +1R lifts the win rate (counterfactual: v1 17%->24%). Only the
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# LOOP acts on these (ExitConfig.from_env, run_live_paper.py); other services
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# inherit them harmlessly.
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TRADING_EXIT_TRAIL_MODE: "prior_low"
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TRADING_EXIT_TRAIL_AFTER_R: "1.0"
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TRADING_EXIT_TRAIL_R_STEP: "0.25"
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TRADING_EXIT_BREAKEVEN_R: "1.0"
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TRADING_EXIT_PROFIT_TIERS: "8:3,15:9,25:18,40:30"
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# Regime gate (plan 011) LIVE: block fresh entries on sessions the walk-forward
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# metalabel scores unfavorable (sit out bad regimes). Only the LOOP acts on it;
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# fail-open (unfit model / error never blocks). Needs regime_features populated
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# (the scheduler builds them nightly). Set 0 to disable.
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TRADING_REGIME_GATE_ENABLED: "1"
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# Favorable threshold: block a session when P(profit) < this. 0.5 = code default
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# (matches the backtest). Lower (e.g. 0.4) trades MORE days; raise for fewer,
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# higher-confidence days. Optional — omit to use the 0.5 default.
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TRADING_REGIME_GATE_P_MIN: "0.5"
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services:
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postgres:
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image: postgres:18
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environment:
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POSTGRES_USER: ${POSTGRES_USER:-momentum}
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POSTGRES_PASSWORD: ${POSTGRES_PASSWORD:-momentum}
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POSTGRES_DB: ${POSTGRES_DB:-momentum}
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PGDATA: /var/lib/postgresql/data/pgdata
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volumes:
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- pg-data:/var/lib/postgresql/data
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ports:
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- "5432:5432" # psql/Grafana-on-host debugging; remove if not needed
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healthcheck:
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test: ["CMD-SHELL", "pg_isready -U ${POSTGRES_USER:-momentum} -d ${POSTGRES_DB:-momentum}"]
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interval: 10s
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timeout: 5s
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retries: 5
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restart: unless-stopped
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loop:
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<<: *app
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container_name: momentum-loop
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command: ["python", "-u", "run_live_paper.py", "--no-dashboard"]
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environment:
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<<: *app-env
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healthcheck:
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# heartbeat: the loop must have written SOME event in the last 5 minutes
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# (module ticks flow around the clock, not just market hours)
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# PG_SKIP_SCHEMA=1: a healthcheck must NOT re-apply schema DDL — the 60s
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# CREATE-IF-NOT-EXISTS lock burst cancelled minute_bars autovacuum forever
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# (2026-07-09 post-migration: stats rotted, dashboard queries crawled)
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test: ["CMD", "python", "-c", "import os; os.environ['PG_SKIP_SCHEMA']='1'; import datetime,sys; from research.multi_schema import open_research_db; r=open_research_db('market').execute('SELECT max(timestamp) FROM events').fetchall()[0][0]; sys.exit(0 if r and (datetime.datetime.now()-r).total_seconds()<300 else 1)"]
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interval: 60s
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timeout: 20s
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retries: 5
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start_period: 180s
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dashboard:
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<<: *app
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container_name: momentum-dashboard
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command: ["python", "-u", "dashboard_api.py"]
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environment:
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<<: *app-env
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DASHBOARD_HOST: "0.0.0.0"
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DASHBOARD_PORT: "8765"
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# read-only viewer: never re-apply the 473-line schema (the SSE change
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# detector holds one long-lived connection) — mirrors the loop healthcheck.
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PG_SKIP_SCHEMA: "1"
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# Shared secret required on every POST (approve/reject/exit + the command
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# bus). Empty = commands disabled and POSTs unauthenticated; set a value to
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# arm the kill switch. Reference by name only — never inline the secret.
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DASHBOARD_TOKEN: "${DASHBOARD_TOKEN:-}"
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# Gate the operator command bus on (also needs DASHBOARD_TOKEN set).
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COMMAND_BUS_ENABLED: "${COMMAND_BUS_ENABLED:-0}"
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ports:
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- "8765:8765"
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healthcheck:
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test: ["CMD", "curl", "-sf", "http://localhost:8765/"]
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interval: 30s
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timeout: 10s
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retries: 3
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start_period: 30s
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qabot:
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<<: *app
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container_name: momentum-qabot
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command: ["python", "-u", "telegram_bot.py"]
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environment:
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<<: *app-env
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transcripts:
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<<: *app
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container_name: momentum-transcripts
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command: ["python", "-u", "-m", "youtube_claims.run", "run"]
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environment:
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<<: *app-env
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admin:
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<<: *app
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container_name: momentum-admin
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command: ["python", "-u", "admin_api.py"]
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environment:
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<<: *app-env
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ADMIN_PORT: "8767"
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# set ADMIN_TOKEN in .env — without it the panel is open on the LAN
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ports:
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- "8767:8767"
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volumes:
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- app-data:/app/data
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- /var/run/docker.sock:/var/run/docker.sock # service status + restarts
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scheduler:
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# Weekday-evening premarket eval + DB/log housekeeping at 20:00 ET —
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# replaces the momentum-premarket-eval systemd timer.
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<<: *app
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container_name: momentum-scheduler
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environment:
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<<: *app-env
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command:
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- /bin/sh
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- -c
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- |
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echo "[scheduler] up; will fire 20:00 ET Mon-Fri"
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while true; do
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if [ "$$(date +%H:%M)" = "20:00" ] && [ "$$(date +%u)" -le 5 ]; then
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echo "[scheduler] premarket_eval $$(date)"
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python -m research.premarket_eval || echo "[scheduler] eval FAILED"
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# SPY/QQQ ingest -> forward source for the labeler's market-context features (plan 009)
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python -m research.ingestion.market_context || echo "[scheduler] market_context ingest FAILED"
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python -m research.eod_reconcile || echo "[scheduler] reconcile FAILED"
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# Flywheel: grow the whole-market dataset first, then fit the tuner on
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# it. 20:00 ET is after close, so replay of "today" is complete data —
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# NOT look-ahead (replay is a labeling job, not a live gate).
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python eod_replay.py || echo "[scheduler] eod_replay FAILED"
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python nightly_tune.py || echo "[scheduler] nightly_tune FAILED"
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# Regime gate (plan 011, ALL-SHADOW): a session-level metalabel
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# P(our ORB profits today). build-features labels each session from its
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# OWN realized expR; score writes the WALK-FORWARD favorable flag the
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# experiments' regime_gate intervention reads. Must run BEFORE
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# experiments run. Does NOT gate live trading (that is owner-gated).
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python -m research.regime build-features || echo "[scheduler] regime build-features FAILED"
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python -m research.regime score --model threshold_v1 || echo "[scheduler] regime score threshold FAILED"
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python -m research.regime score --model meta_v1 || echo "[scheduler] regime score meta FAILED"
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# Experiment OS (plan 006, ALL-SHADOW): replay running experiments over
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# newly-logged fires, then adjudicate against pre-registered bars.
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python -m research.experiments run || echo "[scheduler] experiments run FAILED"
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python -m research.experiments adjudicate || echo "[scheduler] experiments adjudicate FAILED"
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sleep 120
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fi
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sleep 20
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done
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db-backup:
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# Nightly pg_dump at 20:10 ET Mon-Fri (after the 20:00 scheduler pass).
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# Runs on the postgres:18 image — a version-matched pg_dump for free; the
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# app image has none. Backups land in the app-data volume under backups/.
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image: postgres:18
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container_name: momentum-db-backup
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restart: unless-stopped
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environment:
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# in-stack postgres, same value the app services use (NOT .env's
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# DATABASE_URL, which may point at the old LAN instance)
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DATABASE_URL: postgresql://${POSTGRES_USER:-momentum}:${POSTGRES_PASSWORD:-momentum}@postgres:5432/${POSTGRES_DB:-momentum}
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BACKUP_DIR: /data/backups
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BACKUP_KEEP_DAYS: "14"
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TZ: America/New_York # the postgres image defaults to UTC; the 20:10 gate is ET
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volumes:
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- ./deploy/docker/backup_db.sh:/backup_db.sh:ro
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- app-data:/data
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depends_on:
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postgres:
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condition: service_healthy
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command:
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- /bin/bash
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- -c
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- |
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echo "[backup] up; fires 20:10 ET Mon-Fri"
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while true; do
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if [ "$$(date +%H:%M)" = "20:10" ] && [ "$$(date +%u)" -le 5 ]; then
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bash /backup_db.sh || echo "[backup] FAILED"
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sleep 120
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fi
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sleep 20
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done
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# ---- On-demand jobs: docker compose run --rm <name>
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journal:
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<<: *app
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profiles: ["jobs"]
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command: ["python", "momentum_cli.py", "journal"]
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environment: *app-env
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restart: "no"
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eod-replay:
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<<: *app
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profiles: ["jobs"]
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command: ["python", "eod_replay.py"]
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environment: *app-env
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restart: "no"
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nightly-tune:
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<<: *app
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profiles: ["jobs"]
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command: ["python", "nightly_tune.py"]
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environment: *app-env
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restart: "no"
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# ---- Grafana (optional): docker compose --profile monitoring up -d
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grafana:
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image: grafana/grafana:11.2.0
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profiles: ["monitoring"]
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environment:
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GF_AUTH_ANONYMOUS_ENABLED: "true"
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GF_AUTH_ANONYMOUS_ORG_ROLE: "Admin"
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GF_AUTH_DISABLE_LOGIN_FORM: "true"
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GF_DASHBOARDS_MIN_REFRESH_INTERVAL: "2s"
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PG_USER: ${POSTGRES_USER:-momentum}
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PG_PASSWORD: ${POSTGRES_PASSWORD:-momentum}
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PG_DATABASE: ${POSTGRES_DB:-momentum}
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ports:
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- "3000:3000"
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volumes:
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- ./deploy/compose/grafana/datasources:/etc/grafana/provisioning/datasources:ro
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- ./deploy/compose/grafana/dashboards:/etc/grafana/provisioning/dashboards:ro
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- grafana-data:/var/lib/grafana
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depends_on:
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postgres:
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condition: service_healthy
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restart: unless-stopped
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volumes:
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pg-data:
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app-data:
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grafana-data:
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