momentum-system/deploy/docker/truenas-compose.yml

# Momentum stack for TrueNAS SCALE (Apps -> Discover Apps -> Custom App -> YAML).
#
# PULL-ONLY: TrueNAS custom apps cannot `build:` — the image comes from GHCR
# (published by .github/workflows/docker.yml on every master push). Make the
# ghcr.io/fez5587/momentum-app package PUBLIC once (GitHub -> Packages ->
# momentum-app -> Package settings -> Change visibility), or add registry
# credentials in TrueNAS (Apps -> Settings -> Manage Container Images).
#
# BEFORE DEPLOYING:
#   1. Create a dataset for the stack, e.g. /mnt/<pool>/apps/momentum
#      with subdirs: data/ pgdata/
#   2. Replace /mnt/tank/apps/momentum below with your dataset path.
#   3. Fill every <FILL-ME> in the environment block (these are the secrets
#      you wanted to manage from a protected space — TrueNAS stores the YAML
#      server-side, or mount an env file from a restricted dataset instead).
#
# TZ is America/New_York: the loop's market clock thinks in ET.

x-app: &app
  image: docker.io/fez5587/momentum-app:latest  # also published to ghcr.io/fez5587/momentum-app
  environment: &app-env
    ALPACA_API_KEY: '<FILL-ME>'
    ALPACA_BACKFILL_FEED: 'sip'
    ALPACA_BASE_URL: 'https://paper-api.alpaca.markets/v2'
    ALPACA_DATA_FEED: 'sip'
    ALPACA_PAPER_SYNC_ENABLED: '1'
    ALPACA_SECRET_KEY: '<FILL-ME>'
    DATABASE_URL: 'postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum'
    DEADMAN_DAILY_PING: '1'
    DEADMAN_STALE_MIN: '5'
    DISCOVER_INTERVAL_SECONDS: '120'
    FMP_API_KEY: '<FILL-ME>'
    INGEST_STALE_BLOCK: '0'
    INGEST_STALE_SECONDS: '180'
    LIVE_BARS_INTERVAL_SECONDS: '5'
    LIVE_BARS_REFRESH_MINUTES: '20'
    NEWS_CATALYST_SCORE_ENABLED: '1'
    NEWS_DILUTION_VETO_ENABLED: '1'
    NEWS_ENRICH_BATCH_LIMIT: '50'
    NEWS_ENRICH_ENABLED: '1'
    NEWS_ENRICH_INTERVAL_SECONDS: '120'
    NEWS_ENRICH_LOOKBACK_HOURS: '12'
    NEWS_FEEDS: 'prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies'
    NEWS_LOOKBACK_HOURS: '8'
    NEWS_RANK_BOOST: '2.0'
    OLLAMA_ENABLED: '1'
    OLLAMA_HOST: 'http://192.168.1.5:30068'
    OLLAMA_MODEL: 'qwen2.5:7b-instruct'
    OLLAMA_TEMPERATURE: '0.1'
    OLLAMA_TIMEOUT_SECONDS: '60'
    ORB_BARS: '5'
    PG_SKIP_SCHEMA: '0'
    STRATEGY_SETUPS: 'opening_range_break'
    TELEGRAM_BOT_TOKEN: '<FILL-ME>'
    TELEGRAM_CHAT_ID: "'2082795871'"
    TRADING_AUTO_APPROVE: '1'
    TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
    TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
    TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
    TRADING_ENTRY_FILL_MODEL: 'resting'
    TRADING_ENTRY_INVALIDATE_PCT: '0.015'
    TRADING_ENTRY_ORDER_TYPE: 'limit'
    TRADING_ENTRY_TIMEOUT_BARS: '2'
    TRADING_EOD_FLATTEN_ENABLED: '1'
    TRADING_EOD_FLATTEN_TIME: '15:55'
    TRADING_EXECUTION_ENABLED: '1'
    TRADING_EXIT_BREAKEVEN_R: '1.0'
    TRADING_EXIT_PROFIT_TIERS: '8:3,15:9,25:18,40:30'
    # Regime gate (plan 011) LIVE: block fresh entries on sessions the walk-forward
    # metalabel scores unfavorable (sit out bad regimes). Only the LOOP acts on it;
    # fail-open (unfit model / error never blocks). Needs regime_features populated
    # (the scheduler builds them nightly). Set 0 to disable.
    TRADING_REGIME_GATE_ENABLED: '1'
    # Favorable threshold: block a session when P(profit) < this. 0.5 = code
    # default (matches the backtest). Lower (e.g. 0.4) trades MORE days; raise to
    # trade fewer, higher-confidence days. Optional — omit to use the 0.5 default.
    TRADING_REGIME_GATE_P_MIN: '0.5'
    TRADING_EXIT_TRAIL_AFTER_R: '1.0'
    TRADING_EXIT_TRAIL_MODE: 'prior_low'
    TRADING_EXIT_MANAGE_INTERVAL_SECONDS: '4'  # 12->4s: react to fast small-cap round-trips (was giving back gains)
    TRADING_EXIT_THREAD_ENABLED: '1'
    DISCOVER_THREAD_ENABLED: '1'
    TRADING_EXIT_THREAD_INTERVAL_SECONDS: '1.0'
    TRADING_EXIT_TRAIL_R_STEP: '0.25'
    TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
    TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
    TRADING_MAX_CONCURRENT_POSITIONS: '10'
    TRADING_MAX_DAILY_LOSS_PCT: '0.05'
    TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
    TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
    TRADING_MAX_ORDERS_PER_TICK: '1'
    TRADING_MAX_POSITION_PCT: '0.16'
    TRADING_MAX_RISK_DOLLARS: '500'
    TRADING_MIN_DAY_VOLUME: '300000'
    TRADING_MIN_ENTRY_GAP_PCT: '0.10'
    TRADING_MIN_QUALITY_SCORE: '0.60'
    TRADING_PRICE_MAX: '20.0'
    TRADING_PRICE_MIN: '2.0'
    TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
    TRADING_REQUIRE_ABOVE_VWAP: '1'
    TRADING_REWARD_MULTIPLE: '10.0'
    TRADING_RISK_PER_TRADE_PCT: '0.01'
    TRADING_SESSION_ONLY: '1'
    TRADING_TRIGGER_SLIP_PCT: '0.004'
    TRADING_UNIFIED_ENTRY: '1'
    TRIGGER_ARM_INTERVAL_SECONDS: '8'
    TRIGGER_ENABLED: '1'
    TRIGGER_GAP_MAX: '35'
    TRIGGER_GAP_MIN: '10.0'
    TRIGGER_GAP_SQUEEZE_MIN: '150'
    TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
    TRIGGER_INTERVAL_SECONDS: '2'
    TRIGGER_MAX_ARMED: '10'
    TRIGGER_MIN_DOLLAR_VOL: '8000'
    TRIGGER_PRICE_MAX_AGE: '12'
    TRIGGER_RVOL_MIN: '2.0'
    TZ: 'America/New_York'
    WATCHER_ENABLED: '1'
    WATCHER_INTERVAL_SECONDS: '8'
    WATCHER_PRICE_MAX: '20'
    WATCHER_PRICE_MIN: '2'
    YOUTUBE_API_KEY: '<FILL-ME>'
    # comma-separated playlist URLs (or bare ids); synced into the playlists
    # table at transcripts-service boot — edit here to add/track more playlists
    YT_PLAYLIST_URLS: ''
  volumes:
    - /mnt/volume/Apps/momentum/data:/app/data
  depends_on:
    postgres:
      condition: service_healthy
  restart: unless-stopped

services:
  postgres:
    image: postgres:18
    environment:
      POSTGRES_USER: momentum
      POSTGRES_PASSWORD: <FILL-ME-PG-PASSWORD>
      POSTGRES_DB: momentum
      PGDATA: /var/lib/postgresql/data/pgdata
    volumes:
      - /mnt/volume/Apps/momentum/pgdata:/var/lib/postgresql/data
    ports:
      # published on 5433 so it can coexist with the EXISTING postgres (5432)
      # during migration — pgAdmin/pg_restore reach the new instance on 5433.
      # In-stack services still use postgres:5432 (the container port).
      - "5433:5432"
    healthcheck:
      test: ["CMD-SHELL", "pg_isready -U momentum -d momentum"]
      interval: 10s
      timeout: 5s
      retries: 5
    restart: unless-stopped

  loop:
    <<: *app
    command: ["python", "-u", "run_live_paper.py", "--no-dashboard"]
    healthcheck:
      # PG_SKIP_SCHEMA=1: a healthcheck must NOT re-apply schema DDL — the 60s
      # CREATE-IF-NOT-EXISTS lock burst cancelled minute_bars autovacuum forever
      # (2026-07-09 post-migration: stats rotted, dashboard queries crawled)
      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)"]
      interval: 60s
      timeout: 20s
      retries: 5
      start_period: 180s

  dashboard:
    <<: *app
    command: ["python", "-u", "dashboard_api.py"]
    environment:
      <<: *app-env
      DASHBOARD_HOST: "0.0.0.0"
      DASHBOARD_PORT: "8765"
      # read-only viewer: never re-apply the 473-line schema (the SSE change
      # detector holds one long-lived connection) — mirrors the loop healthcheck.
      PG_SKIP_SCHEMA: '1'
      # Shared secret required on every POST (approve/reject/exit + the command
      # bus). Empty = commands disabled + POSTs unauthenticated; fill to arm the
      # kill switch. Reference by name only — never inline the secret value.
      DASHBOARD_TOKEN: <FILL-ME-DASHBOARD-TOKEN>
      # Gate the operator command bus on (also needs DASHBOARD_TOKEN set).
      COMMAND_BUS_ENABLED: '1'

  qabot:
    <<: *app
    command: ["python", "-u", "telegram_bot.py"]

  transcripts:
    <<: *app
    command: ["python", "-u", "-m", "youtube_claims.run", "run"]

  admin:
    <<: *app
    command: ["python", "-u", "admin_api.py"]
    environment:
      <<: *app-env
      ADMIN_PORT: "8767"
      ADMIN_TOKEN: <FILL-ME-ADMIN-TOKEN>
    ports:
      - "8767:8767"
    volumes:
      - /mnt/volume/Apps/momentum/data:/app/data
      - /var/run/docker.sock:/var/run/docker.sock   # service status + restarts

  scheduler:
    <<: *app
    command:
      - /bin/sh
      - -c
      - |
        echo "[scheduler] up; fires 20:00 ET Mon-Fri"
        while true; do
          if [ "$$(date +%H:%M)" = "20:00" ] && [ "$$(date +%u)" -le 5 ]; then
            python -m research.premarket_eval || echo "[scheduler] eval FAILED"
            # SPY/QQQ ingest -> forward source for the labeler's market-context features (plan 009)
            python -m research.ingestion.market_context || echo "[scheduler] market_context ingest FAILED"
            python -m research.eod_reconcile || echo "[scheduler] reconcile FAILED"
            # Flywheel: grow the whole-market dataset first, then fit the tuner on
            # it. 20:00 ET is after close, so replay of "today" is complete data —
            # NOT look-ahead (replay is a labeling job, not a live gate).
            python eod_replay.py || echo "[scheduler] eod_replay FAILED"
            python nightly_tune.py || echo "[scheduler] nightly_tune FAILED"
            # Regime gate (plan 011, ALL-SHADOW): a session-level metalabel
            # P(our ORB profits today). build-features labels each session from its
            # OWN realized expR; score writes the WALK-FORWARD favorable flag the
            # experiments' regime_gate intervention reads. Must run BEFORE
            # experiments run. Does NOT gate live trading (that is owner-gated).
            python -m research.regime build-features || echo "[scheduler] regime build-features FAILED"
            python -m research.regime score --model threshold_v1 || echo "[scheduler] regime score threshold FAILED"
            python -m research.regime score --model meta_v1 || echo "[scheduler] regime score meta FAILED"
            # Experiment OS (plan 006, ALL-SHADOW): replay running experiments over
            # newly-logged fires, then adjudicate against pre-registered bars.
            python -m research.experiments run || echo "[scheduler] experiments run FAILED"
            python -m research.experiments adjudicate || echo "[scheduler] experiments adjudicate FAILED"
            sleep 120
          fi
          sleep 20
        done

  db-backup:
    # Nightly pg_dump at 20:10 ET Mon-Fri, on the postgres:18 image so the
    # client always matches the server major (the app image has NO pg_dump).
    # This host is pull-only (no repo checkout), so the backup logic is INLINE
    # — keep it in sync with deploy/docker/backup_db.sh. Restore:
    #   gunzip -c momentum-<date>.sql.gz | psql "$DATABASE_URL"
    image: postgres:18
    restart: unless-stopped
    environment:
      DATABASE_URL: 'postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum'
      BACKUP_DIR: '/backups'
      BACKUP_KEEP_DAYS: '14'
      TZ: 'America/New_York'  # postgres image defaults to UTC; the 20:10 gate is ET
    volumes:
      - /mnt/volume/Apps/momentum/data/backups:/backups
    depends_on:
      postgres:
        condition: service_healthy
    command:
      - /bin/bash
      - -c
      - |
        set -o pipefail
        echo "[backup] up; fires 20:10 ET Mon-Fri"
        while true; do
          if [ "$$(date +%H:%M)" = "20:10" ] && [ "$$(date +%u)" -le 5 ]; then
            out="$$BACKUP_DIR/momentum-$$(date +%F).sql.gz"
            mkdir -p "$$BACKUP_DIR" \
              && pg_dump "$$DATABASE_URL" | gzip > "$$out.tmp" \
              && gunzip -t "$$out.tmp" && mv "$$out.tmp" "$$out" \
              && find "$$BACKUP_DIR" -name 'momentum-*.sql.gz*' -mtime +"$$BACKUP_KEEP_DAYS" -delete \
              && date > "$$BACKUP_DIR/last_backup_ok" \
              && echo "[backup] OK $$out" \
              || echo "[backup] FAILED"
            sleep 120
          fi
          sleep 20
        done