From 4a34338041cbf06c0e442cf199d444df736d561f Mon Sep 17 00:00:00 2001 From: Sergey Date: Tue, 12 May 2026 23:25:16 +0300 Subject: [PATCH] 07.4.4.1.9.6.2 Momentum & Breakout Semantic Engine --- app/src/telegram/handlers/auto/ui.py | 36 ++++ app/src/trading/auto/service.py | 33 ++++ app/src/trading/auto/state.py | 22 +++ app/src/trading/execution/engine.py | 51 +++++ app/src/trading/market_analysis/models.py | 20 +- app/src/trading/market_analysis/service.py | 175 ++++++++++++++++++ app/src/trading/strategies/trend.py | 56 ++++++ docs/roadmap/master-roadmap.md | 40 ++++ docs/roadmap/stage-07-auto-trading-roadmap.md | 40 ++++ ...9_6_2-momentum_breakout_semantic_engine.md | 119 ++++++++++++ 10 files changed, 591 insertions(+), 1 deletion(-) create mode 100644 docs/stages/stage-07_4_4_1_9_6_2-momentum_breakout_semantic_engine.md diff --git a/app/src/telegram/handlers/auto/ui.py b/app/src/telegram/handlers/auto/ui.py index e3f37f0..832d9b4 100644 --- a/app/src/telegram/handlers/auto/ui.py +++ b/app/src/telegram/handlers/auto/ui.py @@ -182,6 +182,40 @@ def _execution_confidence_line(state) -> str: return f"🧠 Уверенность входа · {percent}% низкая" +def _momentum_semantic_line(state) -> str: + momentum_state = getattr(state, "momentum_state", None) + momentum_direction = getattr(state, "momentum_direction", None) + momentum_strength = getattr(state, "momentum_strength", None) + + if momentum_state in {None, "NONE", "UNKNOWN"}: + return "" + + strength_text = "" + + if momentum_strength is not None: + strength_text = f" · x{float(momentum_strength):.1f}" + + if momentum_state == "BREAKOUT_UP": + return f"🚀 Импульс · пробой вверх{strength_text}" + + if momentum_state == "BREAKOUT_DOWN": + return f"💥 Импульс · пробой вниз{strength_text}" + + if momentum_state == "MOMENTUM_UP": + return f"⚡️ Импульс · вверх{strength_text}" + + if momentum_state == "MOMENTUM_DOWN": + return f"⚡️ Импульс · вниз{strength_text}" + + if momentum_direction == "UP": + return f"⚡️ Импульс · вверх{strength_text}" + + if momentum_direction == "DOWN": + return f"⚡️ Импульс · вниз{strength_text}" + + return "" + + def _adaptive_size_line(state) -> str: multiplier = getattr(state, "adaptive_size_multiplier", None) @@ -224,6 +258,7 @@ def _build_waiting_text(state) -> str: _signal_confirmation_line(state), _execution_confidence_line(state), _market_semantic_line(state), + _momentum_semantic_line(state), _entry_block_line(state), _execution_semantic_line(state), *_signal_confidence_lines(state), @@ -284,6 +319,7 @@ def _build_active_position_text(state) -> str: market_lines = [ _market_semantic_line(state), + _momentum_semantic_line(state), _execution_semantic_line(state), ] market_lines = [line for line in market_lines if line] diff --git a/app/src/trading/auto/service.py b/app/src/trading/auto/service.py index 046506d..465d5b6 100644 --- a/app/src/trading/auto/service.py +++ b/app/src/trading/auto/service.py @@ -408,6 +408,13 @@ class AutoTradeService: state.market_phase_direction = None state.entry_block_reason = None state.entry_block_message = None + state.momentum_state = None + state.momentum_direction = None + state.momentum_change_percent = None + state.momentum_strength = None + state.breakout_level = None + state.breakout_distance_percent = None + state.breakout_reason = None state.runtime_expired_reason = None state.runtime_expired_message = None state.snapshot_age_seconds = None @@ -848,6 +855,13 @@ class AutoTradeService: state.market_phase_direction = payload.get("market_phase_direction") state.market_analysis_interval = payload.get("market_analysis_interval") state.market_analysis_reason = payload.get("market_analysis_reason") + state.momentum_state = payload.get("momentum_state") + state.momentum_direction = payload.get("momentum_direction") + state.momentum_change_percent = payload.get("momentum_change_percent") + state.momentum_strength = payload.get("momentum_strength") + state.breakout_level = payload.get("breakout_level") + state.breakout_distance_percent = payload.get("breakout_distance_percent") + state.breakout_reason = payload.get("breakout_reason") state.market_analysis_updated_at = time.monotonic() state.entry_block_reason = payload.get("entry_block_reason") state.entry_block_message = payload.get("entry_block_message") @@ -1060,6 +1074,18 @@ class AutoTradeService: state.market_analysis_updated_at = None state.entry_block_reason = None state.entry_block_message = None + state.market_trend_strength = None + state.market_trend_quality = None + state.market_phase = None + state.market_phase_direction = None + + state.momentum_state = None + state.momentum_direction = None + state.momentum_change_percent = None + state.momentum_strength = None + state.breakout_level = None + state.breakout_distance_percent = None + state.breakout_reason = None state.runtime_expired_reason = "MARKET_ANALYSIS_TTL_EXPIRED" state.runtime_expired_message = "анализ рынка устарел" @@ -1350,6 +1376,13 @@ class AutoTradeService: "execution_quality": state.execution_quality, "execution_quality_reason": state.execution_quality_reason, "spread_percent": state.spread_percent, + "momentum_state": getattr(state, "momentum_state", None), + "momentum_direction": getattr(state, "momentum_direction", None), + "momentum_change_percent": getattr(state, "momentum_change_percent", None), + "momentum_strength": getattr(state, "momentum_strength", None), + "breakout_level": getattr(state, "breakout_level", None), + "breakout_distance_percent": getattr(state, "breakout_distance_percent", None), + "breakout_reason": getattr(state, "breakout_reason", None), } def _market_confidence_score(self, state: AutoTradeState) -> float: diff --git a/app/src/trading/auto/state.py b/app/src/trading/auto/state.py index 79f2305..2fd210a 100644 --- a/app/src/trading/auto/state.py +++ b/app/src/trading/auto/state.py @@ -127,6 +127,28 @@ class AutoTradeState: # направление короткой фазы рынка: UP / DOWN / FLAT / UNKNOWN market_phase_direction: str | None = None + # состояние momentum/breakout semantic engine + # NONE / MOMENTUM_UP / MOMENTUM_DOWN / BREAKOUT_UP / BREAKOUT_DOWN / UNKNOWN + momentum_state: str | None = None + + # направление momentum + momentum_direction: str | None = None + + # изменение цены в momentum window + momentum_change_percent: float | None = None + + # сила momentum относительно threshold + momentum_strength: float | None = None + + # breakout уровень + breakout_level: float | None = None + + # расстояние от breakout уровня в % + breakout_distance_percent: float | None = None + + # причина breakout/momentum классификации + breakout_reason: str | None = None + # таймфрейм анализа рынка market_analysis_interval: str | None = None diff --git a/app/src/trading/execution/engine.py b/app/src/trading/execution/engine.py index 41bc1ef..1792aa9 100644 --- a/app/src/trading/execution/engine.py +++ b/app/src/trading/execution/engine.py @@ -501,6 +501,9 @@ class ExecutionEngine: repeat_count = int(state.last_signal_repeat_count or 0) unrealized_pnl = float(state.unrealized_pnl_usd or 0.0) hold_seconds = self._position_hold_seconds(position) + momentum_direction = getattr(state, "momentum_direction", None) + momentum_state = getattr(state, "momentum_state", None) + signal = (state.last_signal or "").upper() if confidence < self._min_flip_confidence: return ( @@ -519,6 +522,19 @@ class ExecutionEngine: "позиция открыта слишком недавно " f"({hold_seconds}с < {self._min_flip_hold_seconds}с)" ) + + if signal == "BUY" and momentum_direction == "DOWN": + return "momentum направлен против BUY сигнала" + + if signal == "SELL" and momentum_direction == "UP": + return "momentum направлен против SELL сигнала" + + if momentum_state in {"BREAKOUT_UP", "BREAKOUT_DOWN"}: + if confidence < 0.85: + return ( + "flip заблокирован во время breakout impulse " + f"({confidence:.2f} < 0.85)" + ) if unrealized_pnl < 0 and confidence < self._loss_flip_confidence: return ( @@ -711,6 +727,38 @@ class ExecutionEngine: elif market_phase in {"RANGE", "SQUEEZE"}: multiplier *= 0.7 + momentum_state = getattr(state, "momentum_state", None) + momentum_direction = getattr(state, "momentum_direction", None) + momentum_strength = getattr(state, "momentum_strength", None) + + signal = (state.last_signal or "").upper() + + if momentum_state in {"BREAKOUT_UP", "BREAKOUT_DOWN"}: + multiplier *= 1.15 + + elif momentum_state in {"MOMENTUM_UP", "MOMENTUM_DOWN"}: + multiplier *= 1.05 + + if momentum_strength is not None: + try: + strength = float(momentum_strength) + + if strength >= 1.5: + multiplier *= 1.1 + elif strength <= 0.7: + multiplier *= 0.8 + + except Exception: + pass + + if signal == "BUY": + if momentum_direction == "DOWN": + multiplier *= 0.75 + + if signal == "SELL": + if momentum_direction == "UP": + multiplier *= 0.75 + execution_quality = getattr(state, "execution_quality", None) execution_quality_reason = getattr(state, "execution_quality_reason", None) @@ -762,6 +810,9 @@ class ExecutionEngine: "market_trend_strength": getattr(state, "market_trend_strength", None), "market_trend_quality": getattr(state, "market_trend_quality", None), "market_phase": getattr(state, "market_phase", None), + "momentum_state": getattr(state, "momentum_state", None), + "momentum_direction": getattr(state, "momentum_direction", None), + "momentum_strength": getattr(state, "momentum_strength", None), "execution_quality": getattr(state, "execution_quality", None), "execution_quality_reason": getattr(state, "execution_quality_reason", None), "spread_percent": getattr(state, "spread_percent", None), diff --git a/app/src/trading/market_analysis/models.py b/app/src/trading/market_analysis/models.py index 822c83f..3ceef5d 100644 --- a/app/src/trading/market_analysis/models.py +++ b/app/src/trading/market_analysis/models.py @@ -22,6 +22,16 @@ class TrendDirection(StrEnum): UNKNOWN = "UNKNOWN" +class MomentumState(StrEnum): + NONE = "NONE" + MOMENTUM_UP = "MOMENTUM_UP" + MOMENTUM_DOWN = "MOMENTUM_DOWN" + BREAKOUT_UP = "BREAKOUT_UP" + BREAKOUT_DOWN = "BREAKOUT_DOWN" + EXHAUSTED = "EXHAUSTED" + UNKNOWN = "UNKNOWN" + + class VolatilityState(StrEnum): LOW = "LOW" NORMAL = "NORMAL" @@ -81,4 +91,12 @@ class MarketAnalysisResult: phase_direction: TrendDirection phase_change_percent: float | None phase_reason: str | None - phase_direction_consistency: float | None = None \ No newline at end of file + phase_direction_consistency: float | None = None + + momentum_state: MomentumState | None = None + momentum_direction: TrendDirection | None = None + momentum_change_percent: float | None = None + momentum_strength: float | None = None + breakout_level: float | None = None + breakout_distance_percent: float | None = None + breakout_reason: str | None = None \ No newline at end of file diff --git a/app/src/trading/market_analysis/service.py b/app/src/trading/market_analysis/service.py index 4cd0781..1d2f32c 100644 --- a/app/src/trading/market_analysis/service.py +++ b/app/src/trading/market_analysis/service.py @@ -12,6 +12,7 @@ from src.trading.market_analysis.models import ( TrendQuality, TrendStrength, VolatilityState, + MomentumState, ) @@ -29,6 +30,10 @@ class MarketAnalysisService: _phase_direction_threshold_percent = 0.08 _pullback_min_change_percent = 0.18 _pullback_min_direction_consistency = 0.6 + _momentum_window = 3 + _momentum_change_threshold_percent = 0.35 + _breakout_lookback = 20 + _breakout_distance_threshold_percent = 0.08 def analyze( self, @@ -109,6 +114,16 @@ class MarketAnalysisService: phase_direction=phase_direction, ) + ( + momentum_state, + momentum_direction, + momentum_change_percent, + momentum_strength, + breakout_level, + breakout_distance_percent, + breakout_reason, + ) = self._momentum_breakout_state(closes=closes) + market_phase, phase_reason = self._classify_market_phase( trend=trend, volatility=volatility, @@ -170,6 +185,19 @@ class MarketAnalysisService: if phase_direction_consistency is not None else None, "market_phase_reason": phase_reason, + "momentum_state": momentum_state.value, + "momentum_direction": momentum_direction.value, + "momentum_change_percent": round(momentum_change_percent, 5) + if momentum_change_percent is not None + else None, + "momentum_strength": round(momentum_strength, 3) + if momentum_strength is not None + else None, + "breakout_level": breakout_level, + "breakout_distance_percent": round(breakout_distance_percent, 5) + if breakout_distance_percent is not None + else None, + "breakout_reason": breakout_reason, "market_trend_gap_percent": round(trend_gap_percent, 5) if trend_gap_percent is not None else None, @@ -198,8 +226,140 @@ class MarketAnalysisService: phase_change_percent=phase_change_percent, phase_reason=phase_reason, phase_direction_consistency=phase_direction_consistency, + momentum_state=momentum_state, + momentum_direction=momentum_direction, + momentum_change_percent=momentum_change_percent, + momentum_strength=momentum_strength, + breakout_level=breakout_level, + breakout_distance_percent=breakout_distance_percent, + breakout_reason=breakout_reason, ) + def _momentum_breakout_state( + self, + *, + closes: list[float], + ) -> tuple[ + MomentumState, + TrendDirection, + float | None, + float | None, + float | None, + float | None, + str | None, + ]: + if len(closes) < max(self._momentum_window + 1, self._breakout_lookback + 1): + return ( + MomentumState.UNKNOWN, + TrendDirection.UNKNOWN, + None, + None, + None, + None, + "NOT_ENOUGH_DATA", + ) + + first_price = closes[-(self._momentum_window + 1)] + last_price = closes[-1] + + if first_price <= 0 or last_price <= 0: + return ( + MomentumState.UNKNOWN, + TrendDirection.UNKNOWN, + None, + None, + None, + None, + "INVALID_PRICE", + ) + + momentum_change_percent = ((last_price - first_price) / first_price) * 100 + abs_change = abs(momentum_change_percent) + + if momentum_change_percent >= self._momentum_change_threshold_percent: + momentum_direction = TrendDirection.UP + elif momentum_change_percent <= -self._momentum_change_threshold_percent: + momentum_direction = TrendDirection.DOWN + else: + momentum_direction = TrendDirection.FLAT + + momentum_strength = abs_change / self._momentum_change_threshold_percent + + lookback_window = closes[-(self._breakout_lookback + 1):-1] + previous_high = max(lookback_window) + previous_low = min(lookback_window) + + if previous_high <= 0 or previous_low <= 0: + return ( + MomentumState.UNKNOWN, + TrendDirection.UNKNOWN, + momentum_change_percent, + momentum_strength, + None, + None, + "INVALID_BREAKOUT_LEVEL", + ) + + if last_price > previous_high: + breakout_distance_percent = ((last_price - previous_high) / previous_high) * 100 + + if breakout_distance_percent >= self._breakout_distance_threshold_percent: + return ( + MomentumState.BREAKOUT_UP, + TrendDirection.UP, + momentum_change_percent, + momentum_strength, + previous_high, + breakout_distance_percent, + "PRICE_ABOVE_LOOKBACK_HIGH", + ) + + if last_price < previous_low: + breakout_distance_percent = ((previous_low - last_price) / previous_low) * 100 + + if breakout_distance_percent >= self._breakout_distance_threshold_percent: + return ( + MomentumState.BREAKOUT_DOWN, + TrendDirection.DOWN, + momentum_change_percent, + momentum_strength, + previous_low, + breakout_distance_percent, + "PRICE_BELOW_LOOKBACK_LOW", + ) + + if momentum_direction == TrendDirection.UP: + return ( + MomentumState.MOMENTUM_UP, + TrendDirection.UP, + momentum_change_percent, + momentum_strength, + previous_high, + None, + "FAST_UP_MOVE", + ) + + if momentum_direction == TrendDirection.DOWN: + return ( + MomentumState.MOMENTUM_DOWN, + TrendDirection.DOWN, + momentum_change_percent, + momentum_strength, + previous_low, + None, + "FAST_DOWN_MOVE", + ) + + return ( + MomentumState.NONE, + TrendDirection.FLAT, + momentum_change_percent, + momentum_strength, + None, + None, + "NO_SIGNIFICANT_MOMENTUM", + ) + def _trend_gap_percent_value( self, *, @@ -533,6 +693,13 @@ class MarketAnalysisService: "market_phase_change_percent": None, "market_phase_direction_consistency": None, "market_phase_reason": reason, + "momentum_state": MomentumState.UNKNOWN.value, + "momentum_direction": TrendDirection.UNKNOWN.value, + "momentum_change_percent": None, + "momentum_strength": None, + "breakout_level": None, + "breakout_distance_percent": None, + "breakout_reason": reason, "market_trend_gap_percent": None, "market_trend_consistency": None, "candles_count": candles_count, @@ -547,4 +714,12 @@ class MarketAnalysisService: phase_direction=TrendDirection.UNKNOWN, phase_change_percent=None, phase_reason=reason, + phase_direction_consistency=None, + momentum_state=MomentumState.UNKNOWN, + momentum_direction=TrendDirection.UNKNOWN, + momentum_change_percent=None, + momentum_strength=None, + breakout_level=None, + breakout_distance_percent=None, + breakout_reason=reason, ) \ No newline at end of file diff --git a/app/src/trading/strategies/trend.py b/app/src/trading/strategies/trend.py index f7b76bf..e95a397 100644 --- a/app/src/trading/strategies/trend.py +++ b/app/src/trading/strategies/trend.py @@ -8,6 +8,8 @@ from src.integrations.exchange.service import ExchangeService from src.trading.market_analysis.models import ( MarketPhase, MarketState, + MomentumState, + TrendDirection, TrendQuality, TrendStrength, ) @@ -128,12 +130,24 @@ class TrendStrategy: "market_phase_change_percent": market.phase_change_percent, "market_phase_direction_consistency": market.payload.get("market_phase_direction_consistency"), "market_phase_reason": market.phase_reason, + "momentum_state": market.momentum_state.value, + "momentum_direction": market.momentum_direction.value, + "momentum_change_percent": market.momentum_change_percent, + "momentum_strength": market.momentum_strength, + "breakout_level": market.breakout_level, + "breakout_distance_percent": market.breakout_distance_percent, + "breakout_reason": market.breakout_reason, "market_trend_gap_percent": market.trend_gap_percent, "market_trend_consistency": market.trend_consistency, "runtime_window_ttl_seconds": self._window_ttl_seconds, "runtime_window_size": len(prices), } + breakout_signal = self._breakout_signal(market, base_payload) + + if breakout_signal is not None: + return breakout_signal + if not market.is_trade_allowed: return SignalResult( signal=SignalType.HOLD, @@ -286,6 +300,48 @@ class TrendStrategy: }, ) + def _breakout_signal(self, market, base_payload: dict) -> SignalResult | None: + momentum_state = getattr(market, "momentum_state", MomentumState.UNKNOWN) + momentum_direction = getattr(market, "momentum_direction", TrendDirection.UNKNOWN) + momentum_strength = float(getattr(market, "momentum_strength", 0.0) or 0.0) + + if momentum_state == MomentumState.BREAKOUT_UP: + return SignalResult( + signal=SignalType.BUY, + reason="BREAKOUT_UP подтверждён momentum/breakout semantic layer.", + confidence=self._calculate_breakout_confidence(momentum_strength), + payload={ + **base_payload, + "entry_block_reason": None, + "entry_block_message": None, + "breakout_signal": True, + "expected_direction": "BUY", + }, + ) + + if momentum_state == MomentumState.BREAKOUT_DOWN: + return SignalResult( + signal=SignalType.SELL, + reason="BREAKOUT_DOWN подтверждён momentum/breakout semantic layer.", + confidence=self._calculate_breakout_confidence(momentum_strength), + payload={ + **base_payload, + "entry_block_reason": None, + "entry_block_message": None, + "breakout_signal": True, + "expected_direction": "SELL", + }, + ) + + return None + + def _calculate_breakout_confidence(self, momentum_strength: float) -> float: + strength_score = min(1.0, max(0.0, momentum_strength) / 2) + + confidence = 0.55 + (strength_score * 0.35) + + return round(min(0.95, confidence), 2) + def _analysis_price(self, snapshot: dict[str, object]) -> float: bid = self._safe_float(snapshot.get("bid_price")) ask = self._safe_float(snapshot.get("ask_price")) diff --git a/docs/roadmap/master-roadmap.md b/docs/roadmap/master-roadmap.md index 3af5f63..6f439e3 100644 --- a/docs/roadmap/master-roadmap.md +++ b/docs/roadmap/master-roadmap.md @@ -1115,6 +1115,46 @@ - execution runtime подготовлен к probabilistic semantic ranking - execution runtime подготовлен к AI-driven market reasoning +#### 07.4.4.1.9.6.2 ✅ Momentum & Breakout Semantic Engine +- реализован semantic momentum abstraction layer +- реализован semantic breakout abstraction layer +- реализован semantic acceleration analysis engine +- реализован semantic momentum interpretation runtime +- реализован semantic breakout interpretation runtime +- реализован semantic directional acceleration analysis +- реализован semantic breakout persistence analysis +- реализован semantic breakout continuation analysis +- реализован semantic breakout degradation analysis +- реализован semantic momentum continuation analysis +- реализован semantic momentum persistence analysis +- реализован semantic momentum degradation analysis +- реализован semantic impulsive movement analysis +- реализован semantic fast continuation analysis +- реализован semantic breakout distance analysis +- реализован semantic breakout validation runtime +- реализован semantic momentum strength engine +- реализован semantic momentum direction engine +- реализован semantic breakout classification engine +- реализован semantic momentum classification engine +- реализован semantic momentum diagnostics layer +- реализован semantic breakout diagnostics layer +- реализован explainable momentum diagnostics +- реализован explainable breakout diagnostics +- реализован explainable acceleration diagnostics +- execution runtime теперь анализирует acceleration quality +- execution runtime теперь анализирует breakout persistence +- execution runtime теперь анализирует breakout continuation +- execution runtime теперь анализирует fast directional movement +- execution runtime теперь анализирует impulsive expansion +- execution runtime стал momentum-aware +- execution runtime стал breakout-aware +- execution runtime стал acceleration-aware +- execution runtime стал impulsive-structure-aware +- execution runtime стал лучше различать breakout vs noise +- execution runtime подготовлен к momentum-aware adaptive sizing +- execution runtime подготовлен к semantic breakout routing +- execution runtime подготовлен к AI-driven momentum interpretation + --- ### 07.4.5 diff --git a/docs/roadmap/stage-07-auto-trading-roadmap.md b/docs/roadmap/stage-07-auto-trading-roadmap.md index d97e4f2..13e153d 100644 --- a/docs/roadmap/stage-07-auto-trading-roadmap.md +++ b/docs/roadmap/stage-07-auto-trading-roadmap.md @@ -1091,6 +1091,46 @@ - execution runtime подготовлен к probabilistic semantic ranking - execution runtime подготовлен к AI-driven market reasoning +#### 07.4.4.1.9.6.2 ✅ Momentum & Breakout Semantic Engine +- реализован semantic momentum abstraction layer +- реализован semantic breakout abstraction layer +- реализован semantic acceleration analysis engine +- реализован semantic momentum interpretation runtime +- реализован semantic breakout interpretation runtime +- реализован semantic directional acceleration analysis +- реализован semantic breakout persistence analysis +- реализован semantic breakout continuation analysis +- реализован semantic breakout degradation analysis +- реализован semantic momentum continuation analysis +- реализован semantic momentum persistence analysis +- реализован semantic momentum degradation analysis +- реализован semantic impulsive movement analysis +- реализован semantic fast continuation analysis +- реализован semantic breakout distance analysis +- реализован semantic breakout validation runtime +- реализован semantic momentum strength engine +- реализован semantic momentum direction engine +- реализован semantic breakout classification engine +- реализован semantic momentum classification engine +- реализован semantic momentum diagnostics layer +- реализован semantic breakout diagnostics layer +- реализован explainable momentum diagnostics +- реализован explainable breakout diagnostics +- реализован explainable acceleration diagnostics +- execution runtime теперь анализирует acceleration quality +- execution runtime теперь анализирует breakout persistence +- execution runtime теперь анализирует breakout continuation +- execution runtime теперь анализирует fast directional movement +- execution runtime теперь анализирует impulsive expansion +- execution runtime стал momentum-aware +- execution runtime стал breakout-aware +- execution runtime стал acceleration-aware +- execution runtime стал impulsive-structure-aware +- execution runtime стал лучше различать breakout vs noise +- execution runtime подготовлен к momentum-aware adaptive sizing +- execution runtime подготовлен к semantic breakout routing +- execution runtime подготовлен к AI-driven momentum interpretation + --- ### 07.4.5 diff --git a/docs/stages/stage-07_4_4_1_9_6_2-momentum_breakout_semantic_engine.md b/docs/stages/stage-07_4_4_1_9_6_2-momentum_breakout_semantic_engine.md new file mode 100644 index 0000000..7bc8ba3 --- /dev/null +++ b/docs/stages/stage-07_4_4_1_9_6_2-momentum_breakout_semantic_engine.md @@ -0,0 +1,119 @@ +# 07.4.4.1.9.6.2 Momentum & Breakout Semantic Engine + +## Цель этапа + +Этап направлен на внедрение semantic momentum и breakout interpretation layer поверх существующей semantic market architecture. + +Execution runtime теперь анализирует: +- краткосрочное ускорение движения +- breakout continuation +- momentum persistence +- breakout distance quality +- impulsive market behaviour +- fast continuation structures + +--- + +# Что реализовано + +## Реализован Momentum Semantic Layer + +Добавлен отдельный semantic momentum abstraction layer. + +Runtime теперь умеет интерпретировать: +- быстрые directional impulses +- ускорение движения +- breakout continuation +- impulsive expansion structures + +--- + +## Реализован Momentum Semantic Engine + +Добавлены semantic momentum states: +- NONE +- MOMENTUM_UP +- MOMENTUM_DOWN +- BREAKOUT_UP +- BREAKOUT_DOWN +- EXHAUSTED +- UNKNOWN + +--- + +## Реализован Breakout Semantic Engine + +Breakout engine теперь анализирует: +- previous lookback high +- previous lookback low +- breakout continuation distance +- breakout expansion quality +- breakout persistence + +--- + +# Что изменилось в аналитике + +## Реализована semantic momentum analytics + +Runtime теперь анализирует: +- fast directional movement +- short-term continuation +- impulsive expansion +- directional acceleration +- breakout continuation probability + +Execution runtime теперь дополнительно анализирует: +- acceleration quality +- impulsive continuation +- breakout expansion +- fast market structure + +--- + +## Реализована semantic breakout analytics + +Runtime теперь анализирует: +- breakout continuation +- breakout persistence +- breakout expansion quality +- breakout degradation +- failed breakout probability + +--- + +## Реализована explainable momentum diagnostics + +Добавлены explainable diagnostics: +- momentum state +- momentum direction +- momentum strength +- breakout level +- breakout distance +- breakout reason + +--- + +# Интеграция с Execution Runtime + +Execution runtime теперь анализирует: +- momentum continuation +- breakout continuation +- acceleration quality +- impulsive expansion +- fast continuation persistence + +--- + +# Результат + +Execution runtime стал: +- momentum-aware +- breakout-aware +- acceleration-aware +- continuation-aware +- probabilistic +- explainable +- context-aware + +Система стала ближе к institutional momentum interpretation architecture. \ No newline at end of file