Add reversal signal block diagnostics

app/src/trading/auto/signal_runtime.py

@@ -141,6 +141,180 @@ class AutoSignalRuntimeMixin:
 
         return "NOISE"
 
+    # собрать payload диагностики заблокированного reversal-сигнала
+    def _build_reversal_signal_blocked_payload(
+        self,
+        *,
+        state: AutoTradeState,
+        signal: str,
+        confidence: float,
+        block_stage: str,
+        block_reason: str,
+    ) -> JsonDict:
+        return {
+            "event_type": "reversal_signal_blocked",
+            "action": "reversal_signal_blocked",
+            "block_stage": block_stage,
+            "block_reason": block_reason,
+
+            # ---------- Signal ----------
+            "signal": signal,
+            "signal_intent": "REVERSAL_CANDIDATE",
+            "confidence": confidence,
+            "signal_reason": state.last_signal_reason,
+            "repeat_count": state.last_signal_repeat_count,
+
+            # ---------- Decision ----------
+            "decision_status": state.decision_status,
+            "decision_reason": state.decision_reason,
+            "is_signal_confirmed": state.is_signal_confirmed,
+            "is_signal_ready": state.is_signal_ready,
+            "confirmation_seconds": state.signal_confirmation_seconds,
+            "confirmation_required_seconds": state.signal_confirmation_required_seconds,
+            "confirmation_missing_repeats": state.signal_confirmation_missing_repeats,
+            "confirmation_progress": state.signal_confirmation_progress,
+            "confirmation_reason": state.signal_confirmation_reason,
+
+            # ---------- Position ----------
+            "symbol": state.symbol,
+            "strategy": state.strategy,
+            "position_side": state.position_side,
+            "entry_price": state.entry_price,
+            "position_size": state.position_size,
+            "unrealized_pnl_usd": state.unrealized_pnl_usd,
+            "position_pnl_percent": state.position_pnl_percent,
+            "position_health_status": state.position_health_status,
+            "position_health_reason": state.position_health_reason,
+            "position_risk_level": state.position_risk_level,
+            "position_risk_reason": state.position_risk_reason,
+            "position_trend_alignment": state.position_trend_alignment,
+            "position_adverse_momentum": state.position_adverse_momentum,
+
+            # ---------- Execution Confidence ----------
+            "execution_confidence_score": state.execution_confidence_score,
+            "execution_confidence_level": state.execution_confidence_level,
+            "execution_confidence_required_score": (
+                state.execution_confidence_required_score
+            ),
+            "execution_confidence_reason": state.execution_confidence_reason,
+            "execution_confidence_factors": state.execution_confidence_factors,
+
+            # ---------- Execution Quality ----------
+            "execution_quality": state.execution_quality,
+            "execution_quality_reason": state.execution_quality_reason,
+            "execution_quality_message": state.execution_quality_message,
+            "spread_percent": state.spread_percent,
+            "snapshot_age_seconds": state.snapshot_age_seconds,
+
+            # ---------- Market ----------
+            "market_score": state.market_score,
+            "market_score_label": state.market_score_label,
+            "market_long_score": state.market_long_score,
+            "market_short_score": state.market_short_score,
+            "market_state": state.market_state,
+            "market_trend": state.market_trend,
+            "market_volatility": state.market_volatility,
+            "market_trend_strength": state.market_trend_strength,
+            "market_trend_quality": state.market_trend_quality,
+            "market_phase": state.market_phase,
+            "market_phase_direction": state.market_phase_direction,
+
+            # ---------- Current interval ----------
+            "current_interval_change_percent": state.current_interval_change_percent,
+            "current_interval_direction": state.current_interval_direction,
+            "current_interval_label": state.current_interval_label,
+
+            # ---------- Structure / timing ----------
+            "market_structure": state.market_structure,
+            "market_structure_reason": state.market_structure_reason,
+            "trend_quality_score": state.trend_quality_score,
+            "ema_distance_state": state.ema_distance_state,
+            "entry_timing_state": state.entry_timing_state,
+            "entry_timing_reason": state.entry_timing_reason,
+
+            # ---------- Momentum ----------
+            "momentum_state": state.momentum_state,
+            "momentum_direction": state.momentum_direction,
+            "momentum_change_percent": state.momentum_change_percent,
+            "momentum_strength": state.momentum_strength,
+            "breakout_level": state.breakout_level,
+            "breakout_distance_percent": state.breakout_distance_percent,
+            "breakout_reason": state.breakout_reason,
+
+            # ---------- HTF ----------
+            "htf_interval": state.htf_interval,
+            "htf_market_state": state.htf_market_state,
+            "htf_trend": state.htf_trend,
+            "htf_trend_strength": state.htf_trend_strength,
+            "htf_trend_quality": state.htf_trend_quality,
+            "htf_market_phase": state.htf_market_phase,
+            "htf_alignment": state.htf_alignment,
+            "htf_confirmation_score": state.htf_confirmation_score,
+            "htf_reason": state.htf_reason,
+        }
+
+    # записать диагностику, если reversal-кандидат был заблокирован до READY
+    def _log_reversal_signal_blocked_if_needed(
+        self,
+        *,
+        state: AutoTradeState,
+        signal: str,
+        confidence: float,
+        block_stage: str,
+        block_reason: str,
+    ) -> None:
+        signal_intent = self._signal_intent(
+            state=state,
+            signal=signal,
+        )
+
+        if signal_intent != "REVERSAL_CANDIDATE":
+            return
+
+        # Дедупликация: не пишем одно и то же состояние на каждом цикле.
+        key = (
+            f"{state.status}:"
+            f"{state.symbol}:"
+            f"{state.strategy}:"
+            f"{state.position_side}:"
+            f"{signal}:"
+            f"{state.last_signal_repeat_count}:"
+            f"{confidence:.2f}:"
+            f"{block_stage}:"
+            f"{block_reason}:"
+            f"{state.execution_confidence_score}"
+        )
+
+        last_key = getattr(type(self), "_last_reversal_signal_block_key", None)
+
+        if key == last_key:
+            return
+
+        setattr(type(self), "_last_reversal_signal_block_key", key)
+
+        payload = self._build_reversal_signal_blocked_payload(
+            state=state,
+            signal=signal,
+            confidence=confidence,
+            block_stage=block_stage,
+            block_reason=block_reason,
+        )
+
+        try:
+            JournalService().log_ui_warning(
+                event_type="reversal_signal_blocked",
+                message=(
+                    f"Reversal-сигнал {signal} заблокирован: {block_reason}"
+                ),
+                screen="auto",
+                action="signal_runtime",
+                payload=payload,
+            )
+        except Exception:
+            pass
+
+        EventBus.emit("reversal_signal_blocked", payload)
+
     # обновить статус решения по текущему сигналу
     def _update_decision_state(
         self,
@@ -220,6 +394,14 @@ class AutoSignalRuntimeMixin:
                 f"Сигнал {signal} подтверждён, но уверенность низкая: "
                 f"{confidence:.2f} < {self._ready_confidence:.2f}."
             )
+
+            self._log_reversal_signal_blocked_if_needed(
+                state=state,
+                signal=signal,
+                confidence=confidence,
+                block_stage="LOW_SIGNAL_CONFIDENCE",
+                block_reason=state.decision_reason,
+            )
             return
 
         self._sync_execution_confidence_state(
@@ -238,6 +420,14 @@ class AutoSignalRuntimeMixin:
                 f"{state.execution_confidence_score:.2f} < "
                 f"{self._execution_confidence_required_score:.2f}."
             )
+
+            self._log_reversal_signal_blocked_if_needed(
+                state=state,
+                signal=signal,
+                confidence=confidence,
+                block_stage="LOW_EXECUTION_CONFIDENCE",
+                block_reason=state.decision_reason,
+            )
             return
 
         state.is_signal_ready = True
@@ -475,7 +665,7 @@ class AutoSignalRuntimeMixin:
             "is_aggregated": True,
             "payload": payload or {},
         }
-    
+
     # записать итог серии одинаковых сигналов при смене сигнала
     def _log_signal_summary(
         self,
@@ -669,7 +859,7 @@ class AutoSignalRuntimeMixin:
             "market_status": state.market_status,
             "market_status_message": state.market_status_message,
         }
-    
+
     # записать событие готовности сигнала к исполнению
     def _log_ready_signal(
         self,
@@ -801,7 +991,7 @@ class AutoSignalRuntimeMixin:
             "status": state.status,
             "runtime_expired_reason": reason,
         }
-    
+
     # записать событие устаревания runtime данных
     def _log_runtime_expired_if_changed(
         self,
@@ -876,7 +1066,7 @@ class AutoSignalRuntimeMixin:
             "breakout_distance_percent": getattr(state, "breakout_distance_percent", None),
             "breakout_reason": getattr(state, "breakout_reason", None),
         }
-    
+
     # синхронизировать итоговый execution confidence
     def _sync_execution_confidence_state(
         self,
@@ -896,10 +1086,8 @@ class AutoSignalRuntimeMixin:
         signal_score = self._clamp_score(confidence)
         confirmation_score = self._clamp_score(state.signal_confirmation_progress)
 
-        # ВАЖНО:
+        # Сейчас market_score считается как entry-confidence.
-        # market_score теперь считается с учётом направления сигнала.
+        # Для reversal/flip это полезно диагностировать, но пока не меняем поведение.
-        # Раньше BUY мог получить хороший market_score просто потому,
-        # что рынок трендовый, даже если тренд/моментум были против BUY.
         market_score = self._market_confidence_score(
             state=state,
             signal=signal,
@@ -1012,6 +1200,7 @@ class AutoSignalRuntimeMixin:
             return 0.15
 
         # Жёсткая защита от входа против локального тренда.
+        # Для будущего этапа: именно это может быть слишком жёстко для flip.
         if normalized_signal == "BUY" and market_trend == "DOWN":
             return 0.05
 
@@ -1019,6 +1208,7 @@ class AutoSignalRuntimeMixin:
             return 0.05
 
         # Жёсткая защита от входа против momentum.
+        # Для будущего этапа: reversal может начинаться до смены полного trend.
         if normalized_signal == "BUY" and momentum_direction == "DOWN":
             return 0.05