Stage 07.4.3.1 — trend strategy stabilization

app/src/trading/auto/service.py

@@ -16,8 +16,18 @@ class AutoTradeService:
     _state = AutoTradeState()
     _loop_task: asyncio.Task | None = None
     _loop_interval_seconds = 5
+
+    # минимальное количество повторов BUY / SELL для подтверждения сигнала
+    _confirm_repeats = 3
+
+    # минимальная уверенность для готовности к будущему execution
+    _ready_confidence = 0.7
+
     _last_signal_key: str | None = None
     _last_signal_value: str | None = None
+    _last_signal_reason: str = ""
+    _last_signal_confidence: float = 0.0
+    _last_signal_payload: dict | None = None
     _same_signal_count = 0
 
     # получить текущее состояние автоторговли
@@ -106,15 +116,14 @@ class AutoTradeService:
     def set_symbol(self, symbol: str) -> AutoTradeState:
         state = self.get_state()
         state.symbol = symbol
+        self._reset_signal_tracking()
         return state
 
     # установить стратегию
     def set_strategy(self, strategy: str) -> AutoTradeState:
         state = self.get_state()
         state.strategy = strategy.strip().upper()
-        self._last_signal_key = None
-        self._last_signal_value = None
-        self._same_signal_count = 0
+        self._reset_signal_tracking()
         return state
 
     # установить риск
@@ -122,6 +131,30 @@ class AutoTradeService:
         state = self.get_state()
         state.risk_percent = risk_percent
         return state
+    
+        # установить плечо
+    def set_leverage(self, leverage: float) -> AutoTradeState:
+        state = self.get_state()
+        state.leverage = leverage
+        return state
+
+    # сбросить внутренний трекинг сигналов
+    def _reset_signal_tracking(self) -> None:
+        self._last_signal_key = None
+        self._last_signal_value = None
+        self._last_signal_reason = ""
+        self._last_signal_confidence = 0.0
+        self._last_signal_payload = None
+        self._same_signal_count = 0
+
+        state = self.get_state()
+        state.last_signal_repeat_count = 0
+        state.last_signal_confidence = 0.0
+        state.last_signal_reason = None
+        state.decision_status = "WAITING"
+        state.decision_reason = None
+        state.is_signal_confirmed = False
+        state.is_signal_ready = False
 
     # собрать контекст для стратегии
     def _build_strategy_context(self) -> StrategyContext:
@@ -138,6 +171,46 @@ class AutoTradeService:
         state = self.get_state()
         return StrategyRegistry.get(state.strategy)
 
+    # обновить статус решения по текущему сигналу
+    def _update_decision_state(
+        self,
+        *,
+        state: AutoTradeState,
+        signal: str,
+        confidence: float,
+    ) -> None:
+        state.is_signal_confirmed = False
+        state.is_signal_ready = False
+
+        if signal == "HOLD":
+            state.decision_status = "WAITING"
+            state.decision_reason = "Нет торгового направления."
+            return
+
+        if self._same_signal_count < self._confirm_repeats:
+            state.decision_status = "CONFIRMING"
+            state.decision_reason = (
+                f"Сигнал {signal} подтверждается: "
+                f"{self._same_signal_count}/{self._confirm_repeats} повторов."
+            )
+            return
+
+        state.is_signal_confirmed = True
+
+        if confidence < self._ready_confidence:
+            state.decision_status = "BLOCKED"
+            state.decision_reason = (
+                f"Сигнал {signal} подтверждён, но уверенность низкая: "
+                f"{confidence:.2f} < {self._ready_confidence:.2f}."
+            )
+            return
+
+        state.is_signal_ready = True
+        state.decision_status = "READY"
+        state.decision_reason = (
+            f"Сигнал {signal} подтверждён и готов к будущему execution."
+        )
+
     # записать новый сигнал и итог предыдущей серии при смене сигнала
     def _log_signal_if_changed(
         self,
@@ -156,6 +229,12 @@ class AutoTradeService:
 
         if is_same_signal:
             self._same_signal_count += 1
+            self._update_signal_state_fields(
+                state=state,
+                signal=signal,
+                reason=reason,
+                confidence=confidence,
+            )
             return
 
         if previous_signal is not None:
@@ -166,6 +245,9 @@ class AutoTradeService:
                     previous_signal=previous_signal,
                     previous_count=previous_count,
                     next_signal=signal,
+                    reason=self._last_signal_reason,
+                    confidence=self._last_signal_confidence,
+                    payload=self._last_signal_payload,
                 )
             else:
                 self._log_signal_event(
@@ -173,7 +255,7 @@ class AutoTradeService:
                     state=state,
                     signal=previous_signal,
                     reason=f"{previous_signal} завершился без серии.",
-                    confidence=0.0,
+                    confidence=self._last_signal_confidence,
                     payload={
                         "previous_signal": previous_signal,
                         "next_signal": signal,
@@ -182,13 +264,39 @@ class AutoTradeService:
 
         self._last_signal_key = signal_key
         self._last_signal_value = signal
+        self._last_signal_reason = reason
+        self._last_signal_confidence = confidence
+        self._last_signal_payload = payload
         self._same_signal_count = 1
 
-        # Новый сигнал не пишем сразу.
-        # Он попадёт в журнал при следующей смене сигнала:
-        # либо как одиночный сигнал, либо как серия.
-    
-    # записать сам сигнал в журнал
+        self._update_signal_state_fields(
+            state=state,
+            signal=signal,
+            reason=reason,
+            confidence=confidence,
+        )
+
+    # обновить поля state для экрана автоторговли
+    def _update_signal_state_fields(
+        self,
+        *,
+        state: AutoTradeState,
+        signal: str,
+        reason: str,
+        confidence: float,
+    ) -> None:
+        state.last_signal = signal
+        state.last_signal_repeat_count = self._same_signal_count
+        state.last_signal_confidence = confidence
+        state.last_signal_reason = reason
+
+        self._update_decision_state(
+            state=state,
+            signal=signal,
+            confidence=confidence,
+        )
+
+    # записать одиночный сигнал в журнал
     def _log_signal_event(
         self,
         *,
@@ -220,7 +328,7 @@ class AutoTradeService:
                     "confidence": confidence,
                     "reason": reason,
                     "repeat_count": 1,
-                    "is_strong_signal": confidence > 0.7,
+                    "is_strong_signal": confidence > self._ready_confidence,
                     "is_aggregated": False,
                     "payload": payload or {},
                 },
@@ -237,6 +345,9 @@ class AutoTradeService:
         previous_signal: str,
         previous_count: int,
         next_signal: str,
+        reason: str,
+        confidence: float,
+        payload: dict | None,
     ) -> None:
         emoji_map = {
             "BUY": "🟢",
@@ -261,7 +372,11 @@ class AutoTradeService:
                     "signal": previous_signal,
                     "next_signal": next_signal,
                     "repeat_count": previous_count,
+                    "confidence": confidence,
+                    "reason": reason,
+                    "is_strong_signal": confidence > self._ready_confidence,
                     "is_aggregated": True,
+                    "payload": payload or {},
                 },
             )
         except Exception:
@@ -279,7 +394,6 @@ class AutoTradeService:
         result = strategy.analyze(context)
 
         state.last_check_at = datetime.now().strftime("%H:%M:%S")
-        state.last_signal = result.signal.value
 
         self._log_signal_if_changed(
             strategy_name=strategy.name,
@@ -290,8 +404,4 @@ class AutoTradeService:
             payload=result.payload,
         )
 
-        state.last_signal_repeat_count = self._same_signal_count
-        state.last_signal_confidence = result.confidence
-        state.last_signal_reason = result.reason
-            
         return state