refactor(execution): reuse shared payload builders in supervisor
This commit is contained in:
@@ -10,6 +10,16 @@ from src.core.numbers import safe_float
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from src.core.types import JsonDict
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from src.core.types import JsonDict
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from src.trading.auto.state import AutoTradeState
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from src.trading.auto.state import AutoTradeState
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from src.trading.execution.models import ExecutionDecision
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from src.trading.execution.models import ExecutionDecision
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from src.trading.execution.payloads import (
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build_decision_payload,
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build_execution_price_payload,
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build_execution_quality_payload,
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build_market_context_payload,
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build_risk_settings_payload,
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build_runtime_blocks_payload,
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build_runtime_payload,
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build_signal_payload,
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)
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from src.trading.journal.service import JournalService
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from src.trading.journal.service import JournalService
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@@ -338,67 +348,36 @@ class ExecutionSupervisorMixin(_ExecutionSupervisorProtocol):
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# ---------- Event ----------
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# ---------- Event ----------
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"execution_type": "SUPERVISOR_BLOCK",
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"execution_type": "SUPERVISOR_BLOCK",
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"action": action,
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"action": action,
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"reason": reason,
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# ---------- Runtime ----------
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# В supervisor reason — причина блокировки.
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"status": state.status,
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# Поэтому signal reason сохраняем отдельно ниже как signal_reason.
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"strategy": state.strategy,
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"reason": reason,
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"cycle_number": state.cycle_number,
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# ---------- Instrument ----------
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# ---------- Instrument ----------
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"symbol": state.symbol,
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"symbol": state.symbol,
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# ---------- Signal ----------
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**build_runtime_payload(state),
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"signal": state.last_signal,
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"confidence": state.last_signal_confidence,
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"repeat_count": state.last_signal_repeat_count,
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"signal_reason": state.last_signal_reason,
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# ---------- Decision ----------
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# build_signal_payload даёт поле reason как причину сигнала,
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"decision_status": state.decision_status,
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# поэтому ниже reason события перезаписываем обратно.
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"decision_reason": state.decision_reason,
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**build_signal_payload(state),
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"signal_reason": state.last_signal_reason,
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"reason": reason,
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**build_decision_payload(state),
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"is_signal_confirmed": state.is_signal_confirmed,
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"is_signal_confirmed": state.is_signal_confirmed,
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"is_signal_ready": state.is_signal_ready,
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"is_signal_ready": state.is_signal_ready,
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# ---------- Runtime blocks ----------
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**build_runtime_blocks_payload(state),
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"entry_block_reason": state.entry_block_reason,
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**build_execution_quality_payload(state),
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"entry_block_message": state.entry_block_message,
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"execution_block_reason": state.execution_block_reason,
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"execution_block_title": state.execution_block_title,
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"execution_block_message": state.execution_block_message,
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"execution_block_action": state.execution_block_action,
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"last_flip_block_reason": state.last_flip_block_reason,
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# ---------- Execution ----------
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"execution_confidence_required_score": (
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"execution_confidence_score": state.execution_confidence_score,
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state.execution_confidence_required_score
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"execution_confidence_level": state.execution_confidence_level,
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),
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"execution_confidence_required_score": state.execution_confidence_required_score,
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"execution_confidence_reason": state.execution_confidence_reason,
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"execution_confidence_factors": state.execution_confidence_factors,
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"execution_confidence_factors": state.execution_confidence_factors,
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"execution_quality": state.execution_quality,
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**build_execution_price_payload(state),
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"execution_quality_reason": state.execution_quality_reason,
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**build_risk_settings_payload(state),
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"execution_quality_message": state.execution_quality_message,
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"spread_percent": state.spread_percent,
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"snapshot_age_seconds": state.snapshot_age_seconds,
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# ---------- Execution price ----------
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"execution_price_source": state.execution_price_source,
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"execution_price_age_seconds": state.execution_price_age_seconds,
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"execution_bid_price": state.execution_bid_price,
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"execution_ask_price": state.execution_ask_price,
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"execution_last_price": state.execution_last_price,
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"execution_price_freshness": state.execution_price_freshness,
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# ---------- Risk settings ----------
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"risk_percent": state.risk_percent,
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"stop_loss_percent": state.stop_loss_percent,
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"take_profit_percent": state.take_profit_percent,
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"max_loss_usd": state.max_loss_usd,
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"max_reserved_balance_percent": state.max_reserved_balance_percent,
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"allocated_balance_usd": state.allocated_balance_usd,
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"leverage": state.leverage,
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# ---------- Position ----------
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# ---------- Position ----------
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"position_side": state.position_side,
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"position_side": state.position_side,
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@@ -416,63 +395,7 @@ class ExecutionSupervisorMixin(_ExecutionSupervisorProtocol):
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"loss_cooldown_active": state.loss_cooldown_active,
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"loss_cooldown_active": state.loss_cooldown_active,
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"loss_cooldown_reason": state.loss_cooldown_reason,
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"loss_cooldown_reason": state.loss_cooldown_reason,
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# ---------- Market score ----------
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**build_market_context_payload(state),
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"market_score": state.market_score,
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"market_score_label": state.market_score_label,
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"market_long_score": state.market_long_score,
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"market_short_score": state.market_short_score,
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# ---------- Market ----------
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"market_state": state.market_state,
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"market_trend": state.market_trend,
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"market_volatility": state.market_volatility,
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"market_trend_strength": state.market_trend_strength,
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"market_trend_quality": state.market_trend_quality,
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"market_phase": state.market_phase,
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"market_phase_direction": state.market_phase_direction,
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# ---------- Candle ----------
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"last_closed_candle_change_percent": state.last_closed_candle_change_percent,
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"last_closed_candle_direction": state.last_closed_candle_direction,
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"current_interval_change_percent": state.current_interval_change_percent,
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"current_interval_direction": state.current_interval_direction,
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"current_interval_label": state.current_interval_label,
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# ---------- Structure ----------
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"market_structure": state.market_structure,
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"market_structure_reason": state.market_structure_reason,
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# ---------- Momentum ----------
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"momentum_state": state.momentum_state,
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"momentum_direction": state.momentum_direction,
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"momentum_strength": state.momentum_strength,
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"momentum_change_percent": state.momentum_change_percent,
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"breakout_level": state.breakout_level,
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"breakout_distance_percent": state.breakout_distance_percent,
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"breakout_reason": state.breakout_reason,
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# ---------- HTF ----------
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"htf_interval": state.htf_interval,
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"htf_atr_percent": state.htf_atr_percent,
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"htf_atr_percent_baseline": state.htf_atr_percent_baseline,
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"htf_volatility_ratio": state.htf_volatility_ratio,
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"htf_volatility": state.htf_volatility,
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"htf_market_state": state.htf_market_state,
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"htf_trend": state.htf_trend,
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"htf_trend_strength": state.htf_trend_strength,
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"htf_trend_quality": state.htf_trend_quality,
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"htf_market_phase": state.htf_market_phase,
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"htf_alignment": state.htf_alignment,
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"htf_confirmation_score": state.htf_confirmation_score,
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"htf_reason": state.htf_reason,
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# ---------- Market runtime ----------
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"market_runtime_degraded": state.market_runtime_degraded,
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"runtime_expired_reason": state.runtime_expired_reason,
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"runtime_expired_message": state.runtime_expired_message,
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"market_is_open": state.market_is_open,
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"market_status": state.market_status,
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"market_status_message": state.market_status_message,
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}
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}
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def _block_execution(
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def _block_execution(
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