feat(metrics): add excluded_from_metrics flag and exclude admin-closed trades from win_rate/calibration

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/data/db.py

@@ -226,8 +226,11 @@ class Database:
                   COUNT(*)                                                AS total_trades,
                   COUNT(*) FILTER (WHERE closed_at IS NULL)              AS open_count,
                   COUNT(*) FILTER (WHERE closed_at IS NOT NULL)          AS closed_count,
+                  -- excluded_from_metrics trades are omitted from resolved_count,
+                  -- realized_pnl, wins_realized, and calibration_score.
                   COUNT(*) FILTER (WHERE resolution IS NOT NULL
-                                     AND final_prob IS NOT NULL)         AS resolved_count,
+                                     AND final_prob IS NOT NULL
+                                     AND (excluded_from_metrics IS NOT TRUE)) AS resolved_count,
 
                   COALESCE(SUM(net_cost)
                     FILTER (WHERE closed_at IS NULL), 0)                 AS total_deployed,
@@ -240,15 +243,17 @@ class Database:
                     FILTER (WHERE closed_at IS NULL
                               AND edge_net IS NOT NULL), 0)              AS unrealized_pnl_est,
 
-                  -- Realized PnL: closed trades with a known resolution.
+                  -- Realized PnL: admin-excluded trades omitted (close_pnl=0 by convention
-                  -- close_pnl is computed at close time from actual resolution.
+                  -- but excluded explicitly so they don't skew the aggregate).
                   COALESCE(SUM(close_pnl)
                     FILTER (WHERE closed_at IS NOT NULL
-                              AND close_pnl IS NOT NULL), 0)             AS realized_pnl,
+                              AND close_pnl IS NOT NULL
+                              AND (excluded_from_metrics IS NOT TRUE)), 0) AS realized_pnl,
 
                   COUNT(*) FILTER (WHERE closed_at IS NOT NULL
                                      AND close_pnl IS NOT NULL
-                                     AND close_pnl > 0)                  AS wins_realized,
+                                     AND close_pnl > 0
+                                     AND (excluded_from_metrics IS NOT TRUE)) AS wins_realized,
 
                   -- Calibration (Brier score transformed to higher-is-better):
                   -- 1 − AVG((final_prob − resolution)²) on resolved trades.
@@ -256,12 +261,15 @@ class Database:
                   -- resolution is 1.0 (YES won) or 0.0 (NO won).
                   -- Perfect calibration → 1.0 | Random → ~0.75 | Worst → 0.0
                   -- Returns NULL if fewer than 10 resolved trades with final_prob.
+                  -- Admin-excluded trades omitted from both threshold and average.
                   CASE
                     WHEN COUNT(*) FILTER (WHERE resolution IS NOT NULL
-                                            AND final_prob IS NOT NULL) >= 10
+                                            AND final_prob IS NOT NULL
+                                            AND (excluded_from_metrics IS NOT TRUE)) >= 10
                     THEN 1.0 - AVG((final_prob - resolution) * (final_prob - resolution))
                                FILTER (WHERE resolution IS NOT NULL
-                                        AND final_prob IS NOT NULL)
+                                        AND final_prob IS NOT NULL
+                                        AND (excluded_from_metrics IS NOT TRUE))
                     ELSE NULL
                   END                                                     AS calibration_score
 
@@ -368,22 +376,27 @@ class Database:
                          feat_fg_lo AS fval,
                          edge_net, net_cost, fee_usdc, closed_at, close_pnl
                   FROM trades WHERE feat_fg_lo IS NOT NULL
+                    AND (excluded_from_metrics IS NOT TRUE)
                   UNION ALL
                   SELECT 'mom', 0.05, feat_mom_lo,
                          edge_net, net_cost, fee_usdc, closed_at, close_pnl
                   FROM trades WHERE feat_mom_lo IS NOT NULL
+                    AND (excluded_from_metrics IS NOT TRUE)
                   UNION ALL
                   SELECT 'news', 0.10, feat_news_lo,
                          edge_net, net_cost, fee_usdc, closed_at, close_pnl
                   FROM trades WHERE feat_news_lo IS NOT NULL
+                    AND (excluded_from_metrics IS NOT TRUE)
                   UNION ALL
                   SELECT 'mfld', 0.10, feat_mfld_lo,
                          edge_net, net_cost, fee_usdc, closed_at, close_pnl
                   FROM trades WHERE feat_mfld_lo IS NOT NULL
+                    AND (excluded_from_metrics IS NOT TRUE)
                   UNION ALL
                   SELECT 'btc_dom', 0.05, feat_btc_dom_lo,
                          edge_net, net_cost, fee_usdc, closed_at, close_pnl
                   FROM trades WHERE feat_btc_dom_lo IS NOT NULL
+                    AND (excluded_from_metrics IS NOT TRUE)
                 )
                 SELECT
                   feature,
@@ -467,6 +480,7 @@ class Database:
                     ) AS dominant
                   FROM trades
                   WHERE feat_fg_lo IS NOT NULL
+                    AND (excluded_from_metrics IS NOT TRUE)
                 )
                 SELECT
                   COALESCE(dominant, 'none')                                          AS dominant_feature,

bot/data/schema.sql

@@ -214,6 +214,21 @@ CREATE INDEX IF NOT EXISTS idx_mfld_audit_timestamp ON manifold_match_audit(time
 CREATE INDEX IF NOT EXISTS idx_mfld_audit_status    ON manifold_match_audit(match_status);
 CREATE INDEX IF NOT EXISTS idx_mfld_audit_poly_mkt  ON manifold_match_audit(poly_market_id);
 
+-- ─────────────────────────────────────────────────────────────────────────────
+-- Metric exclusion — administrative closure flag
+--
+-- excluded_from_metrics: TRUE for trades closed for non-signal reasons
+--   (bad matcher, data error, admin close).  These trades are excluded from
+--   win_rate, calibration_score, realized_pnl, and feature attribution.
+-- exclusion_reason: free-text label for the exclusion cause.
+--   e.g. 'invalid_manifold_match_legacy'
+-- ─────────────────────────────────────────────────────────────────────────────
+ALTER TABLE trades ADD COLUMN IF NOT EXISTS excluded_from_metrics BOOLEAN DEFAULT FALSE;
+ALTER TABLE trades ADD COLUMN IF NOT EXISTS exclusion_reason TEXT;
+
+CREATE INDEX IF NOT EXISTS idx_trades_excluded ON trades(excluded_from_metrics)
+  WHERE excluded_from_metrics = TRUE;
+
 -- ─────────────────────────────────────────────────────────────────────────────
 -- Fix 3: extended metrics_daily columns for DB-computed metrics
 --