feat(attribution): dominant_feature per trade + /api/metrics/attribution

Adds alpha attribution by dominant signal feature — which feat_*_lo had
the largest absolute log-odds value on each trade.

Changes:
- _dominant_feature() helper in api/main.py: picks the winning feature
  from signal_components (threshold 0.0001, same as "triggered" in
  /api/metrics/features)
- _enrich_trade() refactored to single exit point; adds dominant_feature
  field to every open trade in /api/trades
- compute_attribution_from_db() in db.py: VALUES subquery finds dominant
  feature per trade in SQL, then aggregates trade_count/avg_edge_net/
  unrealized_pnl_est/realized_pnl/resolved_count/win_rate per group
- /api/metrics/attribution endpoint: returns attribution dict + total_attributed_trades

No schema changes, no strategy changes. Pure observability.

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

api/main.py

@@ -26,8 +26,26 @@ _FEAT_RE_RAW = re.compile(
 )
 
 
+def _dominant_feature(sc: dict | None) -> str | None:
+    """Return the name of the signal_components key with the largest abs log-odds value.
+
+    Returns None if signal_components is absent or all features are below threshold.
+    Threshold 0.0001 matches the "triggered" definition used in /api/metrics/features.
+    """
+    if not sc:
+        return None
+    candidates = {
+        k: abs(v)
+        for k, v in sc.items()
+        if k != "unit" and v is not None and abs(v) > 0.0001
+    }
+    if not candidates:
+        return None
+    return max(candidates, key=candidates.__getitem__)
+
+
 def _enrich_trade(trade: dict) -> dict:
-    """Add days_open and signal_components (all log-odds) to an open trade dict."""
+    """Add days_open, signal_components (log-odds), and dominant_feature to a trade."""
     ts = trade.get("timestamp")
     if ts is not None:
         now = datetime.now(timezone.utc)
@@ -39,7 +57,7 @@ def _enrich_trade(trade: dict) -> dict:
 
     # Prefer DB columns (Phase 6+) — exact, no parsing required.
     if trade.get("feat_fg_lo") is not None:
-        trade["signal_components"] = {
+        sc = {
             "unit":    "log_odds",
             "fg":      trade["feat_fg_lo"],
             "mom":     trade["feat_mom_lo"],
@@ -47,37 +65,35 @@ def _enrich_trade(trade: dict) -> dict:
             "mfld":    trade["feat_mfld_lo"],
             "btc_dom": trade.get("feat_btc_dom_lo"),
         }
-        return trade
+    else:
+        # Fallback: parse reasoning string (trades before Phase 6 DB columns exist).
+        reasoning = trade.get("reasoning") or ""
+        m_lo = _FEAT_RE_LO.search(reasoning)
+        m_raw = _FEAT_RE_RAW.search(reasoning)
+        if m_lo:
+            sc = {
+                "unit":    "log_odds",
+                "fg":      float(m_lo.group(1)),
+                "mom":     float(m_lo.group(2)),
+                "news":    float(m_lo.group(3)),
+                "mfld":    float(m_lo.group(4)),
+                "btc_dom": float(m_lo.group(5)),
+            }
+        elif m_raw:
+            # Pre-Phase-6: fg/mom are raw probability-deltas → multiply ×2.
+            sc = {
+                "unit":    "log_odds",
+                "fg":      float(m_raw.group(1)) * 2,
+                "mom":     float(m_raw.group(2)) * 2,
+                "news":    float(m_raw.group(3)),
+                "mfld":    float(m_raw.group(4)),
+                "btc_dom": None,
+            }
+        else:
+            sc = None
 
-    # Fallback: parse reasoning string (trades before Phase 6 DB columns exist).
-    reasoning = trade.get("reasoning") or ""
-    m_lo = _FEAT_RE_LO.search(reasoning)
-    if m_lo:
-        # Phase 6 reasoning format — values already in log-odds.
-        trade["signal_components"] = {
-            "unit":    "log_odds",
-            "fg":      float(m_lo.group(1)),
-            "mom":     float(m_lo.group(2)),
-            "news":    float(m_lo.group(3)),
-            "mfld":    float(m_lo.group(4)),
-            "btc_dom": float(m_lo.group(5)),
-        }
-        return trade
-
-    m_raw = _FEAT_RE_RAW.search(reasoning)
-    if m_raw:
-        # Pre-Phase-6 reasoning: fg/mom are raw probability-deltas → multiply ×2.
-        trade["signal_components"] = {
-            "unit":    "log_odds",
-            "fg":      float(m_raw.group(1)) * 2,
-            "mom":     float(m_raw.group(2)) * 2,
-            "news":    float(m_raw.group(3)),
-            "mfld":    float(m_raw.group(4)),
-            "btc_dom": None,
-        }
-        return trade
-
-    trade["signal_components"] = None
+    trade["signal_components"] = sc
+    trade["dominant_feature"] = _dominant_feature(sc)
     return trade
 
 db = Database()
@@ -166,6 +182,33 @@ async def get_legacy_trades():
     return {"trades": trades, "count": len(trades)}
 
 
+@app.get("/api/metrics/attribution")
+async def get_attribution():
+    """Alpha attribution by dominant signal feature.
+
+    Groups Phase 6 trades by their dominant feature — the feat_*_lo with the
+    largest absolute log-odds value — to reveal which signal is actually
+    generating opportunities.
+
+    Each key in "attribution" contains:
+      trade_count          trades where this feature was dominant
+      avg_edge_net         mean net edge for those trades
+      unrealized_pnl_est   open-position PnL estimate (edge_net × net_cost − fee)
+      realized_pnl         sum close_pnl for resolved trades in this group
+      resolved_count       closed trades with known outcome
+      win_rate             null if resolved_count < 5
+
+    "none" appears for Phase 6 trades where all feat_*_lo values are < 0.0001
+    (signals fired but below trigger threshold).
+
+    Only Phase 6 trades (feat_fg_lo IS NOT NULL) are included.
+    Pre-Phase-6 trades appear in /api/trades/legacy instead.
+    """
+    attribution = await db.compute_attribution_from_db()
+    total = sum(v["trade_count"] for v in attribution.values())
+    return {"attribution": attribution, "total_attributed_trades": total}
+
+
 @app.get("/api/summary")
 async def get_summary():
     """Dashboard summary card data.