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refactor(execution): reuse market context payload in flip events

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Sergey
2026-07-03 08:45:50 +03:00
parent c632440d97
commit 4f57d4a322
1 changed files with 4 additions and 34 deletions
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38
app/src/trading/execution/flip.py
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@@ -14,6 +14,7 @@ from src.trading.auto.state_reset import (
reset_execution_block_state,
)
from src.trading.execution.models import ExecutionDecision
from src.trading.execution.payloads import build_market_context_payload
from src.trading.execution.pricing import ExecutionPrice
from src.trading.journal.service import JournalService
from src.trading.position.state import PositionState
@@ -121,19 +122,9 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"repeat_count": state.last_signal_repeat_count,
"reason": state.last_signal_reason,
"reject_reason": reason,
# Общая оценка рынка на момент отказа flip.
"market_score": getattr(state, "market_score", None),
"market_score_label": getattr(state, "market_score_label", None),
"unrealized_pnl_usd": state.unrealized_pnl_usd,
"market_state": state.market_state,
"market_trend": state.market_trend,
"market_phase": state.market_phase,
"market_trend_quality": state.market_trend_quality,
"htf_alignment": state.htf_alignment,
"htf_confirmation_score": state.htf_confirmation_score,
"momentum_state": state.momentum_state,
"momentum_direction": state.momentum_direction,
"entry_timing_state": state.entry_timing_state,
**build_market_context_payload(state),
"opened_at": position.opened_at,
"updated_at": position.updated_at,
}
@@ -157,18 +148,8 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"execution_confidence_score": state.execution_confidence_score,
"repeat_count": state.last_signal_repeat_count,
"reason": reason,
# Общая оценка рынка на момент блокировки flip.
"market_score": getattr(state, "market_score", None),
"market_score_label": getattr(state, "market_score_label", None),
"unrealized_pnl_usd": state.unrealized_pnl_usd,
"market_state": state.market_state,
"market_trend": state.market_trend,
"market_phase": state.market_phase,
"market_structure": state.market_structure,
"htf_alignment": state.htf_alignment,
"htf_confirmation_score": state.htf_confirmation_score,
"momentum_state": state.momentum_state,
"momentum_direction": state.momentum_direction,
**build_market_context_payload(state),
"opened_at": position.opened_at,
"updated_at": position.updated_at,
}
@@ -252,18 +233,11 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"adaptive_size_final": state.adaptive_size_final,
"repeat_count": state.last_signal_repeat_count,
"reason": state.last_signal_reason,
# Общая оценка рынка на момент смены направления позиции.
# Фиксируем её вместе с adaptive size, чтобы видеть контекст flip.
"market_score": getattr(state, "market_score", None),
"market_score_label": getattr(state, "market_score_label", None),
"opened_at": old_opened_at,
"new_opened_monotonic_at": opened_monotonic_at,
"closed_at": now,
"new_opened_at": now,
"market_state": state.market_state,
"market_trend": state.market_trend,
"market_phase": state.market_phase,
"market_structure": state.market_structure,
**build_market_context_payload(state),
# ---------- Position health ----------
"position_hold_seconds": state.position_hold_seconds,
@@ -307,10 +281,6 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"trailing_stop_active": state.trailing_stop_active,
"trailing_stop_price": state.trailing_stop_price,
"htf_alignment": state.htf_alignment,
"htf_confirmation_score": state.htf_confirmation_score,
"momentum_state": state.momentum_state,
"momentum_direction": state.momentum_direction,
"pricing": PRICING_FLIP_MODE,
"exit_pricing_role": exit_execution.pricing_role,
"exit_price_source": exit_execution.source,