WAL
Western Alliance Bancorporation
stock NYSE

Sold WAL bought USAR

I'd stop treating the alerts as the source of truth. Pull the bars into Python and recompute every signal there from OHLCV, with the cooldown logic written out explicitly and kept per direction. Then the webhook stream becomes a live trigger and a cross-check, not your dataset.
Once both exist, run a nightly diff: signals the bars say should have fired vs events your receiver actually logged. That diff is your real loss rate, and it'll tell you whether the HTF scanners or the timeouts are doing most of the damage instead of guessing.
On the receiver, write the raw payload to disk (append-only file or sqlite in WAL mode is plenty) before returning 200. An in-memory queue loses everything on a restart and you'd never know.
For the months already collected, I wouldn't patch them. The shared cooldowns mean opposite signals were systematically suppressed, so that sample is biased in a direction you can't fully undo. Regenerate it from bars once the Python side matches the live alerts.