Stage 07.4.3.15 — Isolated debug runtime and debug auto screen

This commit is contained in:
2026-05-09 09:17:34 +03:00
parent df76490783
commit 71cf206e32
13 changed files with 1875 additions and 492 deletions

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# app/src/trading/debug/execution.py
from __future__ import annotations
import math
from datetime import datetime
from src.integrations.exchange.service import ExchangeService
from src.trading.debug.state import DebugPositionState, DebugTradeState
from src.trading.execution.models import ExecutionDecision
class DebugExecutionEngine:
_size_precision = 5
def process(self, state: DebugTradeState) -> ExecutionDecision:
if state.status != "RUNNING":
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Execution доступен только в режиме RUNNING.",
)
self.update_unrealized_pnl(state)
risk_decision = self.risk_close_decision(state)
if risk_decision is not None:
return risk_decision
if state.decision_status != "READY" or not state.is_signal_ready:
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Сигнал ещё не готов к execution.",
)
if self._should_flip_position(state):
return self.flip_position(state)
if state.last_signal == "BUY":
return self.open_position_if_empty(state=state, side="LONG")
if state.last_signal == "SELL":
return self.open_position_if_empty(state=state, side="SHORT")
return ExecutionDecision("NONE", False, "[DEBUG] Нет торгового действия.")
def open_position_if_empty(
self,
*,
state: DebugTradeState,
side: str,
) -> ExecutionDecision:
if state.position.side != "NONE":
return ExecutionDecision("NONE", False, "[DEBUG] Позиция уже открыта.")
try:
entry_price = self._entry_price_for_side(state.symbol, side)
except Exception as exc:
return ExecutionDecision(
"NONE",
False,
f"[DEBUG] Не удалось получить цену входа: {exc}",
)
size = self.calculate_position_size(state, entry_price=entry_price)
if size <= 0:
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Позиция не открыта: невозможно рассчитать size.",
)
size = self.adjust_size_by_margin_limit(
state=state,
entry_price=entry_price,
size=size,
)
size = self._round_size(size)
if size <= 0:
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Позиция не открыта: итоговый size равен 0.",
)
now = self._now_time()
state.position = DebugPositionState(
side=side,
symbol=state.symbol,
entry_price=entry_price,
size=size,
leverage=state.leverage,
unrealized_pnl_usd=0.0,
opened_at=now,
updated_at=now,
)
return ExecutionDecision(
f"DEBUG_OPEN_{side}",
True,
f"[DEBUG] Paper позиция открыта: {side}.",
)
def flip_position(self, state: DebugTradeState) -> ExecutionDecision:
position = state.position
if position.side == "NONE":
return ExecutionDecision("NONE", False, "[DEBUG] Нет позиции для flip.")
new_side = self._target_side_from_signal(state.last_signal)
if new_side is None:
return ExecutionDecision("NONE", False, "[DEBUG] Нет направления для flip.")
try:
exit_price = self._exit_price_for_side(
position.symbol or state.symbol,
position.side,
)
new_entry_price = self._entry_price_for_side(state.symbol, new_side)
except Exception as exc:
return ExecutionDecision("NONE", False, f"[DEBUG] Ошибка цены для flip: {exc}")
pnl = self.calculate_pnl(state, exit_price)
new_size = self.calculate_position_size(state, entry_price=new_entry_price)
if new_size <= 0:
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Flip отменён: невозможно рассчитать new size.",
)
new_size = self.adjust_size_by_margin_limit(
state=state,
entry_price=new_entry_price,
size=new_size,
)
new_size = self._round_size(new_size)
if new_size <= 0:
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Flip отменён: итоговый new size равен 0.",
)
state.realized_pnl_usd += pnl
now = self._now_time()
old_side = position.side
state.position = DebugPositionState(
side=new_side,
symbol=state.symbol,
entry_price=new_entry_price,
size=new_size,
leverage=state.leverage,
unrealized_pnl_usd=0.0,
opened_at=now,
updated_at=now,
)
return ExecutionDecision(
f"DEBUG_FLIP_{old_side}_TO_{new_side}",
True,
f"[DEBUG] Flip выполнен: {old_side}{new_side}.",
)
def close_position(
self,
state: DebugTradeState,
*,
forced_reason: str | None = None,
) -> ExecutionDecision:
position = state.position
if position.side == "NONE":
return ExecutionDecision(
"NONE",
False,
"[DEBUG] Нет открытой позиции для закрытия.",
)
try:
exit_price = self._exit_price_for_side(
position.symbol or state.symbol,
position.side,
)
except Exception as exc:
return ExecutionDecision("NONE", False, f"[DEBUG] Ошибка цены закрытия: {exc}")
pnl = self.calculate_pnl(state, exit_price)
state.realized_pnl_usd += pnl
old_side = position.side
state.position = DebugPositionState()
action = f"DEBUG_CLOSE_{forced_reason}" if forced_reason else "DEBUG_CLOSE"
return ExecutionDecision(
action,
True,
f"[DEBUG] Позиция закрыта: {old_side}. PnL: {pnl:.4f}",
)
def risk_close_decision(self, state: DebugTradeState) -> ExecutionDecision | None:
position = state.position
if position.side == "NONE":
return None
try:
current_price = self._exit_price_for_side(
position.symbol or state.symbol,
position.side,
)
except Exception:
return None
price_move_percent = self.calculate_price_move_percent(state, current_price)
unrealized_pnl = self.calculate_pnl(state, current_price)
if self._is_max_loss_hit(state, unrealized_pnl):
return self.close_position(state, forced_reason="MAX_LOSS")
if self._is_stop_loss_hit(state, price_move_percent):
return self.close_position(state, forced_reason="STOP_LOSS")
if self._is_take_profit_hit(state, price_move_percent):
return self.close_position(state, forced_reason="TAKE_PROFIT")
return None
def update_unrealized_pnl(self, state: DebugTradeState) -> None:
position = state.position
if position.side == "NONE":
position.unrealized_pnl_usd = None
return
try:
current_price = self._exit_price_for_side(
position.symbol or state.symbol,
position.side,
)
except Exception:
return
position.unrealized_pnl_usd = self.calculate_pnl(state, current_price)
position.updated_at = self._now_time()
def calculate_position_size(
self,
state: DebugTradeState,
*,
entry_price: float | None = None,
) -> float:
if state.risk_percent is None or state.risk_percent <= 0:
return 0.0
if state.stop_loss_percent is None or state.stop_loss_percent <= 0:
return 0.0
price = entry_price
if price is None:
price = self._signal_entry_price(state)
if price <= 0:
return 0.0
target_risk_usd = state.allocated_balance_usd * (state.risk_percent / 100)
stop_loss_distance_usd = price * (state.stop_loss_percent / 100)
if stop_loss_distance_usd <= 0:
return 0.0
return self._round_size(target_risk_usd / stop_loss_distance_usd)
def adjust_size_by_margin_limit(
self,
*,
state: DebugTradeState,
entry_price: float,
size: float,
) -> float:
state.execution_block_reason = None
state.execution_size_adjustment_reason = None
max_percent = state.max_reserved_balance_percent
if max_percent is None or max_percent <= 0:
return self._round_size(size)
leverage = state.leverage or 1.0
if leverage <= 0 or entry_price <= 0:
state.execution_block_reason = "[DEBUG] Invalid leverage or entry price."
return 0.0
max_reserved_usd = state.allocated_balance_usd * (max_percent / 100)
max_notional_usd = max_reserved_usd * leverage
max_size = max_notional_usd / entry_price
if size <= max_size:
return self._round_size(size)
state.execution_size_adjustment_reason = "MARGIN_LIMIT"
return self._round_size(max_size)
def calculate_price_move_percent(
self,
state: DebugTradeState,
current_price: float,
) -> float:
position = state.position
entry = position.entry_price or 0.0
if entry <= 0:
return 0.0
if position.side == "LONG":
return round(((current_price - entry) / entry) * 100, 4)
if position.side == "SHORT":
return round(((entry - current_price) / entry) * 100, 4)
return 0.0
def calculate_pnl(self, state: DebugTradeState, current_price: float) -> float:
position = state.position
entry = position.entry_price or 0.0
size = position.size or 0.0
if position.side == "LONG":
return round((current_price - entry) * size, 4)
if position.side == "SHORT":
return round((entry - current_price) * size, 4)
return 0.0
def _should_flip_position(self, state: DebugTradeState) -> bool:
if state.position.side == "LONG" and state.last_signal == "SELL":
return True
if state.position.side == "SHORT" and state.last_signal == "BUY":
return True
return False
def _target_side_from_signal(self, signal: str | None) -> str | None:
if signal == "BUY":
return "LONG"
if signal == "SELL":
return "SHORT"
return None
def _is_stop_loss_hit(self, state: DebugTradeState, price_move_percent: float) -> bool:
if state.stop_loss_percent is None:
return False
return price_move_percent <= -abs(state.stop_loss_percent)
def _is_take_profit_hit(self, state: DebugTradeState, price_move_percent: float) -> bool:
if state.take_profit_percent is None:
return False
return price_move_percent >= abs(state.take_profit_percent)
def _is_max_loss_hit(self, state: DebugTradeState, unrealized_pnl: float) -> bool:
if state.max_loss_usd is None:
return False
return unrealized_pnl <= -abs(state.max_loss_usd)
def _signal_entry_price(self, state: DebugTradeState) -> float:
if state.last_signal == "BUY":
return self._entry_price_for_side(state.symbol, "LONG")
if state.last_signal == "SELL":
return self._entry_price_for_side(state.symbol, "SHORT")
return self._market_last_price(state.symbol)
def _entry_price_for_side(self, symbol: str, side: str) -> float:
snapshot = ExchangeService().get_fresh_market_snapshot(symbol)
if side == "LONG":
return self._snapshot_price(snapshot, "ask_price", "last_price")
if side == "SHORT":
return self._snapshot_price(snapshot, "bid_price", "last_price")
return self._snapshot_price(snapshot, "last_price")
def _exit_price_for_side(self, symbol: str, side: str) -> float:
snapshot = ExchangeService().get_fresh_market_snapshot(symbol)
if side == "LONG":
return self._snapshot_price(snapshot, "bid_price", "last_price")
if side == "SHORT":
return self._snapshot_price(snapshot, "ask_price", "last_price")
return self._snapshot_price(snapshot, "last_price")
def _market_last_price(self, symbol: str) -> float:
snapshot = ExchangeService().get_fresh_market_snapshot(symbol)
return self._snapshot_price(snapshot, "last_price")
def _snapshot_price(
self,
snapshot: dict[str, object],
primary_key: str,
fallback_key: str | None = None,
) -> float:
raw_price = snapshot.get(primary_key)
if raw_price is None and fallback_key is not None:
raw_price = snapshot.get(fallback_key)
if raw_price is None:
raise ValueError(f"Market snapshot price '{primary_key}' is missing.")
price = float(raw_price)
if price <= 0:
raise ValueError(f"Market snapshot price '{primary_key}' is invalid: {price}")
return price
def _round_size(self, size: float) -> float:
factor = 10 ** self._size_precision
return math.floor(float(size) * factor) / factor
def _now_time(self) -> str:
return datetime.now().strftime("%H:%M:%S")