07.4.4.1.4 Entry Decision Diagnostics Layer

app/src/trading/auto/service.py

@@ -35,6 +35,7 @@ class AutoTradeService:
     _last_logged_market_state: str | None = None
     _last_logged_market_trend: str | None = None
     _last_logged_market_volatility: str | None = None
+    _last_logged_entry_block_reason: str | None = None
     _same_signal_count = 0
 
     # debug: принудительно выставить сигнал и decision
@@ -663,6 +664,8 @@ class AutoTradeService:
         state.market_volatility = payload.get("market_volatility")
         state.market_analysis_interval = payload.get("market_analysis_interval")
         state.market_analysis_reason = payload.get("market_analysis_reason")
+        state.entry_block_reason = payload.get("entry_block_reason")
+        state.entry_block_message = payload.get("entry_block_message")
 
         self._log_market_state_if_changed(
             state=state,
@@ -672,6 +675,48 @@ class AutoTradeService:
             previous_market_volatility=previous_market_volatility,
         )
 
+        self._log_entry_block_if_changed(
+            state=state,
+            payload=payload,
+        )
+
+    def _log_entry_block_if_changed(
+        self,
+        *,
+        state: AutoTradeState,
+        payload: dict,
+    ) -> None:
+        reason = state.entry_block_reason
+        message = state.entry_block_message
+
+        if not reason or not message:
+            return
+
+        key = f"{state.status}:{state.symbol}:{state.strategy}:{reason}:{message}"
+
+        if key == type(self)._last_logged_entry_block_reason:
+            return
+
+        type(self)._last_logged_entry_block_reason = key
+
+        try:
+            JournalService().log_ui_info(
+                event_type="entry_blocked",
+                message=f"Вход в позицию не выполнен: {message}.",
+                screen="auto",
+                action="entry_diagnostics",
+                payload={
+                    **payload,
+                    "entry_block_reason": reason,
+                    "entry_block_message": message,
+                    "symbol": state.symbol,
+                    "strategy": state.strategy,
+                    "status": state.status,
+                },
+            )
+        except Exception:
+            pass
+
     def _log_market_state_if_changed(
         self,
         *,

app/src/trading/auto/state.py

@@ -119,4 +119,10 @@ class AutoTradeState:
     market_analysis_interval: str | None = None
 
     # объяснение последнего анализа рынка
-    market_analysis_reason: str | None = None
+    market_analysis_reason: str | None = None
+
+    # код причины, почему вход в позицию сейчас не выполнен
+    entry_block_reason: str | None = None
+
+    # человекочитаемое объяснение причины не входа
+    entry_block_message: str | None = None

app/src/trading/strategies/trend.py

@@ -92,6 +92,8 @@ class TrendStrategy:
                 payload={
                     **base_payload,
                     "market_filter_blocked": True,
+                    "entry_block_reason": "MARKET_FILTER_BLOCKED",
+                    "entry_block_message": "рынок сейчас не подходит для входа",
                 },
             )