GET /api/v1/signals/drawdown-risk/history
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GET /api/v1/signals/drawdown-risk/history
Handler: app.signals.routes.get_drawdown_risk_history
Methods: GET
Description
Back-calculated drawdown-risk score per trading day for the last days.
The composite score is NOT persisted — it is recomputed here from the stored
input legs in daily_signals (every leg IS a kept column), running the
SAME assembly the live /signals/drawdown-risk route uses: for each target
date, current = the leg values as of that date, baselines = the
trailing window up to that date, net_gex_rank = the 252d gex
percentile up to that date. A faithful recompute, not a stored snapshot.
horizon (optional): when supplied, selects which horizon’s composite to
back-calculate. 10d / 20d keep the gamma leg (full composite);
40d / 60d drop it (macro-only) — the gamma leg’s measured skill
lives at 10-20d, so the longer-horizon trend sparklines exclude it, exactly
mirroring the per-horizon split in compute_drawdown_risk_horizons. When
horizon is OMITTED the TOP-LEVEL response shape is byte-identical to the
pre-horizon full-composite behaviour (no horizon key, gamma leg
included); each point is an ADDITIVE SUPERSET — the legacy
trade_date/score/band/n_available keys are unchanged plus
four nullable below-flip beta_* keys (#545, null when the beta leg
is inactive), non-breaking for any consumer that ignores unknown JSON keys.
An unsupported horizon returns HTTP 400 with the supported list (the
1-3d hazard slot is intentionally not a recompute target).
Caveat (DOCTRINE P0): older dates carry fewer legs — ofr_fsi_funding
(the heaviest, 1.5×) is NULL before its source landed, so pre-that-date
points slightly understate. Each point surfaces n_available so the
consumer sees the leg count. For the recent ~30d window all legs are
present. Powers the Drawdown-lens sparkline on The Engine.
Parameters
| In | Name | Type | Default | Description |
|---|---|---|---|---|
| query | days |
int |
30 |
|
| query | window |
int |
504 |
|
| query | horizon |
Optional[str] |
Optional drawdown-risk horizon for the trend sparkline. One of 10d / 20d / 40d / 60d. OMITTED (default) returns the legacy full (gamma + macro) 20d composite per day, byte-identical to the pre-horizon response. 10d / 20d serve the same full composite (the gamma leg’s skill lives at 10-20d); 40d / 60d serve the macro-only composite (gamma leg EXCLUDED, since net_gex_rank is unvalidated past 20d). The 1-3d hazard slot is NOT supported here — it is a frozen hazard estimate, not the z-composite this route recomputes. |
Curl
curl -s https://bigclawd.com/api/v1/signals/drawdown-risk/history