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Adopt alpha-engine-lib v0.1.0 for preflight + logging#28

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cipher813 merged 2 commits into
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feat/adopt-alpha-engine-lib
Apr 14, 2026
Merged

Adopt alpha-engine-lib v0.1.0 for preflight + logging#28
cipher813 merged 2 commits into
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feat/adopt-alpha-engine-lib

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Summary

Replaces the inline `log_config.py` (#26) and the proposed-then-closed inline `_preflight` (#27) with the shared library `alpha-engine-lib` v0.1.0 (https://github.com/cipher813/alpha-engine-lib).

Single source of truth for these cross-cutting concerns; drift across consumer repos becomes impossible by construction once all 5 modules adopt the lib.

Changes

  • `requirements.txt` — add `alpha-engine-lib[arcticdb,flow_doctor] @ git+https://.../alpha-engine-lib@v0.1.0`. Drop direct `flow-doctor` pin (pulled in transitively by the `[flow_doctor]` extra).
  • `preflight.py` — new module with `DataPreflight(BasePreflight)`. ~40 LOC that composes mode-specific check sequences (`daily` / `phase1` / `phase2`) on the shared primitives.
  • `weekly_collector.py` — import `setup_logging` from `alpha_engine_lib.logging`; call `DataPreflight(...).run()` at top of `main()`.
  • `log_config.py` — deleted. Lib version is now the sole copy.

Test plan

  • `pytest tests/ --ignore=tests/integration -q` — 41 pass
  • Import smoke: `from preflight import DataPreflight` works against locally-installed `alpha-engine-lib` v0.1.0
  • EC2: `pip install -r requirements.txt` must succeed. The `git+` URL requires the existing `~/.netrc` PAT to have `Contents: read` on `cipher813/alpha-engine-lib`. If missing, install fails loud and visibly.
  • Next weekday DailyData run: confirm `Pre-flight OK (mode=daily)` appears before `COLLECTING: daily closes`.
  • Forced failure: `FRED_API_KEY= python weekly_collector.py --phase 1 --dry-run` should raise at preflight, not inside a collector.

PAT prerequisite

If the EC2 `~/.netrc` PAT doesn't already include `alpha-engine-lib`, add it before merging:

```

On EC2 — PAT token value never visible in logs as long as you paste

it directly into ~/.netrc and don't echo it

machine github.com
login ec2-user
password
```

(Note: never `cat ~/.netrc` or `env` to stdout — that would expose the token.)

Rollout after this merges

  • PR 10: adopt alpha-engine-lib in alpha-engine (executor) — second consumer, removes the duplicated `log_config.py`
  • PR 11-13: predictor / research / backtester

🤖 Generated with Claude Code

cipher813 and others added 2 commits April 14, 2026 08:50
Replaces the inline log_config.py (committed 2026-04-14 in PR #26) and
the proposed-then-closed inline _preflight (PR #27) with the shared
library. alpha-engine-lib is now the single source of truth for these
cross-cutting concerns; drift across consumer repos becomes impossible
by construction.

Changes
- requirements.txt: add alpha-engine-lib @ git+…@v0.1.0 with
  [arcticdb,flow_doctor] extras. Drop the direct flow-doctor pin —
  pulled in transitively by the extra.
- preflight.py: new module with DataPreflight(BasePreflight). Composes
  mode-specific check sequences (daily / phase1 / phase2) on top of
  the shared primitives. ~40 LOC.
- weekly_collector.py:
  - Import setup_logging from alpha_engine_lib.logging (was local
    log_config). Pass flow-doctor.yaml path explicitly since the lib
    version is path-parametric (each consumer has its own yaml).
  - Call DataPreflight(...).run() at the top of main(), after config
    load, before run_weekly().
- log_config.py: deleted. The lib version is now the sole copy.

Test plan
- [x] pytest tests/ — 41 pass
- [x] Import smoke: `from preflight import DataPreflight` works against
  locally-installed alpha-engine-lib v0.1.0
- [ ] EC2: pip install -r requirements.txt must succeed. The git+ URL
  requires the existing ~/.netrc PAT to have Contents: read on
  cipher813/alpha-engine-lib. If it doesn't, the install fails loud
  and visibly (no silent fall-through).
- [ ] Next weekday DailyData run: confirm "Pre-flight OK (mode=daily)"
  appears before "COLLECTING: daily closes".
- [ ] Forced failure test: `FRED_API_KEY= python weekly_collector.py
  --phase 1 --dry-run` should raise at preflight.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
CI runner has no ~/.netrc, so the git+https pip install from the
private alpha-engine-lib repo fails with "could not read Username for
'https://github.com'". Added a pre-install step that rewrites the
alpha-engine-lib URL to include an x-access-token, using a PAT stored
as the ALPHA_ENGINE_LIB_TOKEN GitHub Actions secret.

Hard-fails with an actionable error if the secret isn't set, rather
than letting pip fail with a confusing subprocess error further down.

Prerequisite before merge: add ALPHA_ENGINE_LIB_TOKEN as a repo secret
on cipher813/alpha-engine-data. Any fine-grained PAT with
Contents: read on cipher813/alpha-engine-lib works. Can reuse an
existing PAT if it already has (or can be extended to include) that
scope.

Scope only the lib URL (not a global github.com rewrite) so other git
operations — including actions/checkout of the current repo via
GITHUB_TOKEN — continue to work unchanged.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
@cipher813 cipher813 merged commit 64dd3c9 into main Apr 14, 2026
1 of 2 checks passed
@cipher813 cipher813 deleted the feat/adopt-alpha-engine-lib branch April 14, 2026 16:07
cipher813 added a commit that referenced this pull request Apr 14, 2026
Applies the PR #24/#25/#28 pattern to the Saturday RAG ingestion path.
The shell script was silently swallowing failures in all 5 pipelines,
making "RAG Weekly Ingestion Complete" a lie whenever any step failed.

Shell script (rag/pipelines/run_weekly_ingestion.sh)
- Removed `|| echo "WARNING: ... (non-fatal)"` from all 5 ingestion
  steps, the CloudWatch heartbeat, and the completion email. set -e
  was already active but these swallowers defeated it.
- Removed the runtime `if [ -n "$FINNHUB_API_KEY" ]; then ... else
  echo SKIPPED fi` branch. All required env vars are now hard-failed
  by preflight (step 0) before any ingestion runs. A silently-skipped
  earnings transcript step defeats the purpose of having transcripts
  at all.
- Added `Step 0/5: python -m rag.preflight` at the top.
- The hardcoded 'status: ok' completion email is now truthful rather
  than aspirational — with set -e active and no swallowers, reaching
  the email means all 5 pipelines actually succeeded.

New file: rag/preflight.py
- RAGPreflight(BasePreflight) subclass — composes check_env_vars
  (AWS_REGION, VOYAGE_API_KEY, FINNHUB_API_KEY, EDGAR_IDENTITY,
  RAG_DATABASE_URL) + check_s3_bucket.
- main() uses alpha-engine-lib's setup_logging with the shared
  flow-doctor.yaml path, so a preflight failure fires email + issue
  via the existing dispatch.

rag/db.py
- is_available(): log.debug → log.warning for the exception path.
  The function was otherwise unchanged — it's a non-raising probe for
  future retrieval-side consumers. Flagged as unused inside
  alpha-engine-data (zero callers); defer deletion until cross-repo
  audit completes, since predictor / research / backtester may import
  from it.

rag/pipelines/ingest_8k_filings.py
- Per-URL download failure: log.debug → log.warning. Caller still
  treats None as "skip this filing" (aggregate counts are reported),
  so no behavior change; the failure rate is just visible now.

Dead code flagged (no change in this PR)
- rag/db.py::is_available — zero local callers. Keep for now, flag
  for future cross-repo sweep.

Out of scope (tracked)
- Adopt alpha-engine-lib setup_logging in each ingestion script's
  main() for consistent log formatting + flow-doctor capture of
  per-pipeline errors. Currently only preflight.py uses the lib;
  ingestion scripts still use Python's default root logger. Minor
  follow-up.
- Date-parsing `except ValueError: continue` patterns in
  ingest_sec_filings, ingest_8k_filings, ingest_theses,
  ingest_earnings_transcripts. Reviewed case-by-case — all are
  legitimate "skip this malformed entry" flows with aggregate counts
  upstream. Not silent fails.

Test plan
- [x] pytest tests/ — 41 pass
- [x] Syntax check on all modified Python files
- [x] bash -n on run_weekly_ingestion.sh
- [ ] Next Saturday Step Function run exercises the hardened path.
  Forced failure test: unset FINNHUB_API_KEY on EC2 and re-run —
  must fail at preflight (step 0), not silently skip step 3.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
cipher813 added a commit that referenced this pull request Apr 15, 2026
Root-cause fix for the silent-fail that let 2026-04-15 weekday
pipeline runs report SUCCEEDED while macro/SPY sat 5 days stale
(4/10 → 4/15) until the inference Lambda preflight finally caught
it via the PR #28 deploy canary.

## The silent-fail

Old macro update loop:

    for key in macro_keys:
        bar = closes.get(key)
        if bar and not np.isnan(...):
            macro_lib.update(key, new_row)

If `closes.get(key)` returned None (upstream daily_closes collection
gap for that ticker), the update silently skipped. No log. No raise.
daily_append returned status="ok". weekly_collector returned status="ok".
Python exited 0. Step Function marked SUCCEEDED. macro never updated.

Combined with the "all stocks skipped because backfill wrote today's
row" case, an entire daily_append invocation could produce ZERO writes
and still report success.

## The fix

1. Track macro_missing_from_closes list. Any key absent from closes
   (or with NaN Close) goes in the list instead of being silently
   skipped.

2. After both loops, if the list is non-empty, raise RuntimeError
   naming the missing keys. Macro inputs are not optional — SPY feeds
   return_vs_spy_5d, VIX feeds vix_level, sector ETFs feed
   sector-relative features. Upstream collection must produce them.

3. Sector ETF iteration now uses an explicit ["XLB","XLC",...] list
   rather than filtering closes.keys() with startswith("XL"). Missing
   sector ETFs now surface as rejects instead of silently-not-iterating.

4. After update() calls complete, read back every updated key and
   verify its last date matches today. A pure belt-and-suspenders check
   — update() has no return value to confirm success, so a silent
   no-op in ArcticDB's commit layer could still slip through the
   no-exception path without this readback. If verification fails,
   raise with the specific (key, reason) tuples.

5. Summary log line now surfaces macro_updated + sector_updated counts
   alongside the stock counts, so "ok with zero writes" is visible in
   the logs instead of hidden behind stock-only metrics.

## Test plan

tests/test_daily_append_semantics.py — 3 new source-level regression
tests locking the hard-fail semantics:
- Missing macro keys raise
- Verification readback exists
- Sector ETFs iterate explicit list

Full suite: 46 passed (was 43 + 3 new).

## Follow-up

Investigate WHY the upstream daily_closes collector was missing macro
keys in the 2026-04-15 08:39 PT rerun despite loading 920 tickers
with SPY/VIX/etc verified present in the parquet. The missing-keys
branch should not trigger in a healthy run — its purpose is to
loudly halt the pipeline when upstream collection is broken, so we
find out and fix it instead of running on stale data.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
cipher813 added a commit that referenced this pull request Apr 15, 2026
…37)

Root-cause fix for the silent-fail that let 2026-04-15 weekday
pipeline runs report SUCCEEDED while macro/SPY sat 5 days stale
(4/10 → 4/15) until the inference Lambda preflight finally caught
it via the PR #28 deploy canary.

## The silent-fail

Old macro update loop:

    for key in macro_keys:
        bar = closes.get(key)
        if bar and not np.isnan(...):
            macro_lib.update(key, new_row)

If `closes.get(key)` returned None (upstream daily_closes collection
gap for that ticker), the update silently skipped. No log. No raise.
daily_append returned status="ok". weekly_collector returned status="ok".
Python exited 0. Step Function marked SUCCEEDED. macro never updated.

Combined with the "all stocks skipped because backfill wrote today's
row" case, an entire daily_append invocation could produce ZERO writes
and still report success.

## The fix

1. Track macro_missing_from_closes list. Any key absent from closes
   (or with NaN Close) goes in the list instead of being silently
   skipped.

2. After both loops, if the list is non-empty, raise RuntimeError
   naming the missing keys. Macro inputs are not optional — SPY feeds
   return_vs_spy_5d, VIX feeds vix_level, sector ETFs feed
   sector-relative features. Upstream collection must produce them.

3. Sector ETF iteration now uses an explicit ["XLB","XLC",...] list
   rather than filtering closes.keys() with startswith("XL"). Missing
   sector ETFs now surface as rejects instead of silently-not-iterating.

4. After update() calls complete, read back every updated key and
   verify its last date matches today. A pure belt-and-suspenders check
   — update() has no return value to confirm success, so a silent
   no-op in ArcticDB's commit layer could still slip through the
   no-exception path without this readback. If verification fails,
   raise with the specific (key, reason) tuples.

5. Summary log line now surfaces macro_updated + sector_updated counts
   alongside the stock counts, so "ok with zero writes" is visible in
   the logs instead of hidden behind stock-only metrics.

## Test plan

tests/test_daily_append_semantics.py — 3 new source-level regression
tests locking the hard-fail semantics:
- Missing macro keys raise
- Verification readback exists
- Sector ETFs iterate explicit list

Full suite: 46 passed (was 43 + 3 new).

## Follow-up

Investigate WHY the upstream daily_closes collector was missing macro
keys in the 2026-04-15 08:39 PT rerun despite loading 920 tickers
with SPY/VIX/etc verified present in the parquet. The missing-keys
branch should not trigger in a healthy run — its purpose is to
loudly halt the pipeline when upstream collection is broken, so we
find out and fix it instead of running on stale data.

Co-authored-by: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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