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07.4.4.1.11 — Advanced Trend Quality & EMA Distance Layer

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This commit is contained in:
Sergey
2026-05-20 21:15:00 +03:00
parent 2c75f95b46
commit 06ea376cb5
36 changed files with 6260 additions and 2092 deletions
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85
app/src/notifications/templates/execution.py
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@@ -5,6 +5,7 @@ from __future__ import annotations
from src.notifications.models import NotificationMessage
from src.runtime_events.event_types import RuntimeEventType
from src.runtime_events.models import RuntimeEvent
from src.core.numbers import safe_float
def build_execution_notification(event: RuntimeEvent) -> NotificationMessage | None:
@@ -27,8 +28,9 @@ def _build_position_opened(event: RuntimeEvent) -> NotificationMessage:
payload = event.payload
symbol = _format_symbol(payload.get("symbol"))
strategy = str(payload.get("strategy") or "—")
side = str(payload.get("side") or "—").upper()
strategy = str(payload.get("strategy") or "—").title()
side_raw = str(payload.get("side") or "—").upper()
side = side_raw.title()
leverage = _format_leverage(payload.get("leverage"))
entry_price = _format_price(payload.get("entry_price"))
size = _format_size(payload.get("size"))
@@ -39,13 +41,13 @@ def _build_position_opened(event: RuntimeEvent) -> NotificationMessage:
)
semantic_lines = payload.get("semantic_lines") or []
side_icon = "🟢" if side == "LONG" else "🔴"
side_icon = "🟢" if side_raw == "LONG" else "🔴"
lines = [
"<b>🧾 Позиция открыта</b>",
"",
f"{side_icon} {symbol} · {strategy} · {side} {leverage}",
f"Вход: {entry_price}",
f"Вход: ${entry_price}",
f"Размер: {size}",
f"Объём: {_format_notional(entry_price=payload.get('entry_price'), size=payload.get('size'))}",
"",
@@ -71,7 +73,7 @@ def _build_position_closed(event: RuntimeEvent) -> NotificationMessage:
payload = event.payload
symbol = _format_symbol(payload.get("symbol"))
side = str(payload.get("side") or "—").upper()
side = str(payload.get("side") or "—").title()
leverage = _format_leverage(payload.get("leverage"))
entry_price = _format_price(payload.get("entry_price"))
@@ -91,8 +93,8 @@ def _build_position_closed(event: RuntimeEvent) -> NotificationMessage:
f"{pnl_icon} {pnl_label} · {pnl_text}",
"",
f"{symbol} · {side} {leverage}",
f"Вход: $ {entry_price}",
f"Выход: $ {exit_price}",
f"Вход: ${entry_price}",
f"Выход: ${exit_price}",
f"Размер: {size}",
]
@@ -138,8 +140,13 @@ def _build_position_flipped(event: RuntimeEvent) -> NotificationMessage:
symbol = _format_symbol(payload.get("symbol"))
strategy = str(payload.get("strategy") or "—").title()
old_side = str(payload.get("old_side") or "—").upper()
new_side = str(payload.get("new_side") or payload.get("side") or "—").upper()
old_side_raw = str(payload.get("old_side") or "—").upper()
new_side_raw = str(
payload.get("new_side") or payload.get("side") or "—"
).upper()
old_side = old_side_raw.title()
new_side = new_side_raw.title()
old_leverage = _format_leverage(
payload.get("old_leverage")
@@ -161,8 +168,8 @@ def _build_position_flipped(event: RuntimeEvent) -> NotificationMessage:
pnl_icon = "🟢" if pnl_value >= 0 else "🔴"
pnl_label = "Прибыль" if pnl_value >= 0 else "Убыток"
old_icon = "🟢" if old_side == "LONG" else "🔴"
new_icon = "🟢" if new_side == "LONG" else "🔴"
old_icon = "🟢" if old_side_raw == "LONG" else "🔴"
new_icon = "🟢" if new_side_raw == "LONG" else "🔴"
confidence = float(payload.get("confidence") or 0.0)
repeat_count = int(payload.get("repeat_count") or 0)
@@ -178,12 +185,12 @@ def _build_position_flipped(event: RuntimeEvent) -> NotificationMessage:
f"{symbol} · {strategy} {old_icon} {old_side} → {new_icon} {new_side}",
"",
f"Закрыта {old_side} {old_leverage}",
f"Вход: $ {entry_price}",
f"Выход: $ {exit_price}",
f"Вход: ${entry_price}",
f"Выход: ${exit_price}",
f"Размер: {old_size}",
"",
f"Открыта {new_side} {new_leverage}",
f"Вход: $ {new_entry_price}",
f"Вход: ${new_entry_price}",
f"Размер: {new_size}",
(
"Объём: "
@@ -215,9 +222,9 @@ def _build_flip_blocked(event: RuntimeEvent) -> NotificationMessage:
signal = str(payload.get("signal") or "").upper()
confidence = float(payload.get("confidence") or 0.0)
reason = str(payload.get("reason") or "Flip заблокирован")
position_side = str(payload.get("position_side") or "—").upper()
position_side = str(payload.get("position_side") or "—").title()
target_side = "LONG" if signal == "BUY" else "SHORT" if signal == "SELL" else "—"
target_side = "Long" if signal == "BUY" else "Short" if signal == "SELL" else "—"
icon = "🟢" if target_side == "LONG" else "🔴" if target_side == "SHORT" else ""
text = (
@@ -247,43 +254,30 @@ def _format_symbol(value: object) -> str:
def _format_leverage(value: object) -> str:
try:
return f"x{float(value):g}"
except (TypeError, ValueError):
number = safe_float(value)
if number is None:
return "—"
return f"x{number:g}"
def _format_price(value: object) -> str:
try:
number = float(value)
except (TypeError, ValueError):
number = safe_float(value)
if number is None:
return "—"
return f"{number:,.2f}".replace(",", " ")
def _format_size(value: object) -> str:
try:
return f"{float(value):.8f}".rstrip("0").rstrip(".")
except (TypeError, ValueError):
number = safe_float(value)
if number is None:
return "—"
def _format_pnl(value: object) -> str:
try:
number = float(value)
except (TypeError, ValueError):
return "—"
amount = f"$ {abs(number):,.2f}".replace(",", " ").rstrip("0").rstrip(".")
if number > 0:
return f"🟢 +{amount}"
if number < 0:
return f"🔴 −{amount}"
return "$ 0"
return f"{number:.8f}".rstrip("0").rstrip(".")
def _alert_priority(*, confidence: float, repeat_count: int) -> str:
@@ -319,9 +313,12 @@ def _format_notional(
entry_price: object,
size: object,
) -> str:
try:
value = float(entry_price) * float(size)
except (TypeError, ValueError):
entry = safe_float(entry_price)
amount = safe_float(size)
if entry is None or amount is None:
return "—"
value = entry * amount
return f"$ {value:,.2f}".replace(",", " ").rstrip("0").rstrip(".")