The signals and markets tables existed since Phase 2/5 but never had a
writer; the replay engine (phase plan line 2.1) needs a per-(market, cycle)
archive of what the strategy saw and decided. This wires them up:
- signals: one row per evaluated market per cycle, now carrying INPUTS
(news_sentiment, feat_*_lo, volume_24h, days_to_resolution) plus the
existing outputs (probs, edges, gates, skip_reason). skip_reason is
granular: unsupported/no_signals/prior_extreme/family/edge_net/
confidence/reentry_guard. news_budget_skipped distinguishes "GNews not
asked" (5-query budget) from "no news".
- ext_snapshots: one row per cycle with the ExternalSignals snapshot;
signals rows join on cycle_ts.
- markets: metadata upserted each cycle (replay rebuilds Market from it).
- Retention: prune > SIGNALS_RETENTION_DAYS (default 90) once a day.
- SIGNAL_RECORDER_ENABLED (default true) gates all DB writes; every write
is try/except — the recorder can never break trading.
Strategy changes are purely additive (record accumulation at each exit
path of evaluate()); no weights, thresholds, gates or sizing touched,
per the freeze in the current phase plan.
Tests: 10 new deterministic tests (85 total passing). Schema migration
dry-run validated against prod postgres inside a rolled-back transaction.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
