chore: cleanup duplicate trade save, misleading cycle counters, and /api/summary inconsistencies

Bug #5: metrics.record_trade() only delegated to save_trade(), which
executor.execute() already calls — every trade was written twice (deduped
only by ON CONFLICT DO NOTHING). Remove the redundant call and the now-dead
method. RealExecutor.execute() raises NotImplementedError, so real mode is
unaffected.

Bug #6 (CYCLE SUMMARY): manifold accepted/rejected counters only increment
on the active-signal path, so with MANIFOLD_SIGNAL_ENABLED=false they always
printed 0/0 — print 'manifold_signal: disabled' instead.
family_conflicts_prevented duplicated blocked_by_family (same counter
printed twice); removed. gnews_cap was a dead variable with a misleading
comment; removed.

Bug #7 (/api/summary): total_trades was len() over a LIMIT-500 query —
capped once history grows; counts now come from COUNT(*) via
compute_metrics_from_db. cash_available was reimplemented in the API;
extract cash_available() in paper.py (same formula, unchanged) and feed it
from get_open_position_data() — the exact source/helper
PaperExecutor.initialize() uses. Test asserts API and executor report
identical cash for the same DB state.

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

api/main.py

@@ -11,6 +11,7 @@ from fastapi import FastAPI
 from fastapi.middleware.cors import CORSMiddleware
 
 from bot.data.db import Database
+from bot.executor.paper import cash_available
 
 # Phase 6 format (Phase 6+): values already in log-odds space.
 # "fg_lo=+0.1200 mom_lo=+0.0000 news_lo=+0.0000 mfld_lo=-0.7483 btc_dom_lo=+0.0000"
@@ -280,27 +281,31 @@ async def get_summary():
     which is written by the bot every cycle via MetricsTracker.update_daily_summary().
     After Fix 3, that snapshot is also DB-computed — not dependent on pod restarts.
     """
-    latest_metrics, open_trades, all_trades, inverted, legacy_count = await asyncio.gather(
+    latest_metrics, counts, position_data, inverted, legacy_count = await asyncio.gather(
         db.get_metrics_history(days=1),
-        db.get_recent_trades(limit=500, status="open"),
+        db.compute_metrics_from_db(),
-        db.get_recent_trades(limit=500),
+        db.get_open_position_data(),
         db.get_recently_closed_inverted(hours=24),
         db.get_legacy_incomplete_count(),
     )
 
     latest = latest_metrics[0] if latest_metrics else {}
     paper_bankroll = float(os.getenv("PAPER_BANKROLL", "10000"))
-    total_deployed = sum(t.get("net_cost", 0) for t in open_trades)
+    total_trades = int(counts["total_trades"] or 0)
+    # Same source PaperExecutor.initialize() uses to reconstruct cash:
+    # total_net_cost_open = SUM(net_cost) over open trades, uncapped.
+    _, total_net_cost_open = position_data
+    total_deployed = total_net_cost_open
 
     return {
         # ── Portfolio state (live from DB) ──────────────────────────────────
         "paper_mode":              os.getenv("PAPER_MODE", "true") == "true",
         "paper_bankroll":          paper_bankroll,
-        "total_trades":            len(all_trades),           # exact, from DB
+        "total_trades":            total_trades,              # COUNT(*), uncapped
-        "open_trades_count":       len(open_trades),          # exact, from DB
+        "open_trades_count":       int(counts["open_count"] or 0),    # COUNT(*), uncapped
-        "closed_trades_count":     len(all_trades) - len(open_trades),  # exact
+        "closed_trades_count":     int(counts["closed_count"] or 0),  # COUNT(*), uncapped
         "total_deployed":          total_deployed,            # exact, from DB
-        "cash_available":          max(0.0, paper_bankroll - total_deployed),  # exact
+        "cash_available":          cash_available(paper_bankroll, total_net_cost_open),
         "legacy_incomplete_count": legacy_count,              # exact, from DB
         "reentry_guard_blocks_24h": len(inverted),            # exact, from DB
 
@@ -333,6 +338,6 @@ async def get_summary():
             (latest.get("sharpe_ratio") or 0) >= 0.5
             and (latest.get("win_rate") or 0) >= 0.52
             and (latest.get("calibration_score") or 0) >= 0.7
-            and len(all_trades) >= 50
+            and total_trades >= 50
         ),
     }

bot/executor/paper.py

@@ -36,6 +36,17 @@ def _notify_in_background(coro) -> None:
     task.add_done_callback(_background_tasks.discard)
 
 
+def cash_available(bankroll: float, total_net_cost_open: float) -> float:
+    """Cash left after the net cost (fees included) of all open positions.
+
+    Single source of truth for the cash figure, shared by
+    PaperExecutor.initialize() and the /api/summary endpoint so both always
+    report the same number for the same DB state.
+    total_net_cost_open comes from Database.get_open_position_data().
+    """
+    return max(0.0, bankroll - total_net_cost_open)
+
+
 @dataclass
 class Trade:
     id: str
@@ -121,7 +132,7 @@ class PaperExecutor:
 
         positions_value = sum(positions_size.values())
         self._portfolio.positions = positions_size
-        self._portfolio.cash = max(0.0, self._portfolio.cash - total_net_cost)
+        self._portfolio.cash = cash_available(self._portfolio.cash, total_net_cost)
 
         total_value = self._portfolio.cash + positions_value
         exposure_pct = positions_value / total_value if total_value > 0 else 0.0

bot/main.py

@@ -11,7 +11,12 @@ from bot.data.polymarket import PolymarketClient, Market, market_family_key
 from bot.data.external import ExternalDataClient
 from bot.data.news import NewsClient
 from bot.data.manifold import ManifoldClient
-from bot.strategy.bayesian import BayesianStrategy, gnews_priority, MAX_NEWS_QUERIES_PER_CYCLE
+from bot.strategy.bayesian import (
+    BayesianStrategy,
+    gnews_priority,
+    MAX_NEWS_QUERIES_PER_CYCLE,
+    MANIFOLD_SIGNAL_ENABLED,
+)
 from bot.risk.manager import RiskManager
 from bot.executor.paper import PaperExecutor
 from bot.metrics.tracker import MetricsTracker
@@ -199,7 +204,6 @@ async def run_trading_loop(
                 # 7. Execute (paper)
                 trade = await executor.execute(order)
                 if trade:
-                    await metrics.record_trade(trade)
                     log.info("Trade executed: %s", trade)
                     # Block this family for the rest of the cycle (Phase 2)
                     occupied_families.add(signal.family_key)
@@ -221,7 +225,17 @@ async def run_trading_loop(
                 if denom == 0:
                     return "0% (0/0)"
                 return f"{n * 100 // denom}% ({n}/{denom})"
-            gnews_cap = strategy._news_queries_this_cycle  # already updated by reset below
+
+            # The accepted/rejected counters only increment on the active-signal
+            # path, so with the signal disabled they always print 0/0 — say
+            # "disabled" instead of pretending the matcher found nothing.
+            if MANIFOLD_SIGNAL_ENABLED:
+                manifold_summary = (
+                    f"  manifold_matches_accepted:      {stats['manifold_matches_accepted']}\n"
+                    f"  manifold_matches_rejected:      {stats['manifold_matches_rejected']}"
+                )
+            else:
+                manifold_summary = "  manifold_signal:                disabled"
 
             log.info(
                 "[CYCLE SUMMARY]\n"
@@ -239,9 +253,7 @@ async def run_trading_loop(
                 "  gnews_queries_used:             %d/%d\n"
                 "  reentry_guard_blocked:          %d\n"
                 "  legacy_incomplete_seen:         %d\n"
-                "  family_conflicts_prevented:     %d\n"
+                "%s",
-                "  manifold_matches_accepted:      %d\n"
-                "  manifold_matches_rejected:      %d",
                 n_total,
                 n_uncertainty,
                 stats["max_edge_gross"],
@@ -256,9 +268,7 @@ async def run_trading_loop(
                 stats["gnews_queries_used"], MAX_NEWS_QUERIES_PER_CYCLE,
                 reentry_guard_count,
                 legacy_incomplete_count,
-                stats["skip_family"],
+                manifold_summary,
-                stats["manifold_matches_accepted"],
-                stats["manifold_matches_rejected"],
             )
 
             # 9. Update daily metrics

bot/metrics/tracker.py

@@ -21,7 +21,6 @@ import logging
 from datetime import datetime, UTC
 
 from bot.data.db import Database
-from bot.executor.paper import Trade
 
 log = logging.getLogger(__name__)
 
@@ -30,11 +29,6 @@ class MetricsTracker:
     def __init__(self, db: Database) -> None:
         self._db = db
 
-    async def record_trade(self, trade: Trade) -> None:
-        """Persist a trade to the DB. No in-memory accumulation."""
-        await self._db.save_trade(trade)
-        log.info("Trade recorded: %s", trade)
-
     async def update_daily_summary(self) -> None:
         """Compute metrics from DB and write a metrics_daily snapshot.
 

tests/test_api_summary_consistency.py

@@ -0,0 +1,102 @@
+"""
+Tests for bug #7 — /api/summary must agree with the executor's cash model.
+
+Regression: /api/summary computed total_trades as len() over a LIMIT-500
+query (capped once history grows) and reimplemented cash as
+bankroll - sum(net_cost of open trades) from that same capped query.
+
+Fix: counts come from COUNT(*) (compute_metrics_from_db) and cash comes from
+cash_available() — the same helper PaperExecutor.initialize() uses — fed by
+the same source (get_open_position_data). This test runs both consumers
+against one fake DB state and asserts they report identical cash.
+"""
+import asyncio
+
+import pytest
+
+import api.main as api_main
+from bot.executor.paper import PaperExecutor, cash_available
+
+
+BANKROLL = 10_000.0  # PAPER_BANKROLL default used by both bot and API
+
+
+class FakeDB:
+    """One DB state served to both the API endpoint and the executor."""
+
+    def __init__(self, positions: dict[str, float], total_net_cost: float,
+                 total_trades: int, open_count: int):
+        self._positions = positions
+        self._total_net_cost = total_net_cost
+        self._total = total_trades
+        self._open = open_count
+
+    # Shared source: executor.initialize() and /api/summary both call this.
+    async def get_open_position_data(self):
+        return dict(self._positions), self._total_net_cost
+
+    # /api/summary only:
+    async def get_metrics_history(self, days=1):
+        return []
+
+    async def compute_metrics_from_db(self):
+        return {
+            "total_trades": self._total,
+            "open_count": self._open,
+            "closed_count": self._total - self._open,
+        }
+
+    async def get_recently_closed_inverted(self, hours=24):
+        return set()
+
+    async def get_legacy_incomplete_count(self):
+        return 0
+
+
+def _run(db: FakeDB, monkeypatch) -> tuple[dict, PaperExecutor]:
+    monkeypatch.setattr(api_main, "db", db)
+    monkeypatch.delenv("PAPER_BANKROLL", raising=False)
+
+    async def run():
+        summary = await api_main.get_summary()
+        ex = PaperExecutor(db=db, bankroll=BANKROLL)
+        await ex.initialize()
+        return summary, ex
+
+    return asyncio.run(run())
+
+
+def test_api_and_executor_report_same_cash(monkeypatch):
+    db = FakeDB(
+        positions={"m1": 100.0, "m2": 80.0},
+        total_net_cost=183.60,   # 180 + fees
+        total_trades=12,
+        open_count=2,
+    )
+    summary, ex = _run(db, monkeypatch)
+    assert summary["cash_available"] == pytest.approx(ex.get_portfolio().cash)
+    assert summary["cash_available"] == pytest.approx(
+        cash_available(BANKROLL, 183.60)
+    )
+    assert summary["total_deployed"] == pytest.approx(183.60)
+
+
+def test_total_trades_not_capped_by_query_limit(monkeypatch):
+    """700 trades in DB: the old len(LIMIT 500) reported 500."""
+    db = FakeDB(
+        positions={"m1": 100.0},
+        total_net_cost=102.0,
+        total_trades=700,
+        open_count=1,
+    )
+    summary, _ = _run(db, monkeypatch)
+    assert summary["total_trades"] == 700
+    assert summary["open_trades_count"] == 1
+    assert summary["closed_trades_count"] == 699
+
+
+def test_cash_consistency_with_no_open_positions(monkeypatch):
+    db = FakeDB(positions={}, total_net_cost=0.0, total_trades=0, open_count=0)
+    summary, ex = _run(db, monkeypatch)
+    assert summary["cash_available"] == pytest.approx(BANKROLL)
+    assert ex.get_portfolio().cash == pytest.approx(BANKROLL)