07.4.4.1.2 — Market State Journal Events

2026-05-11 00:28:26 +03:00
parent ef7cec68cc
commit c07a1a4dff
9 changed files with 532 additions and 73 deletions
--- a/app/src/integrations/exchange/market_data_runner.py
+++ b/app/src/integrations/exchange/market_data_runner.py
@@ -107,6 +107,7 @@ class MarketDataRunner:
            ws_symbol = cls._ws_symbol(symbol)

            if symbol != last_symbol:
+                previous_symbol = last_symbol
                last_symbol = symbol

                if not cls._is_cache_symbol_used_by_other_runtime(
@@ -115,16 +116,18 @@ class MarketDataRunner:
                ):
                    MarketPriceCache.clear(cache_symbol)

-                cls._log_info(
-                    context,
-                    "market_symbol_changed",
-                    f"Инструмент автоторговли изменён на {cache_symbol}.",
-                    {
-                        "symbol": symbol,
-                        "cache_symbol": cache_symbol,
-                        "ws_symbol": ws_symbol,
-                    },
-                )
+                if previous_symbol is not None:
+                    cls._log_info(
+                        context,
+                        "market_symbol_changed",
+                        f"Инструмент автоторговли изменён на {cache_symbol}.",
+                        {
+                            "previous_symbol": previous_symbol,
+                            "symbol": symbol,
+                            "cache_symbol": cache_symbol,
+                            "ws_symbol": ws_symbol,
+                        },
+                    )

            try:
                await cls._run_websocket(context, symbol)
--- a/app/src/telegram/handlers/auto/ui.py
+++ b/app/src/telegram/handlers/auto/ui.py
@@ -243,7 +243,7 @@ def _market_state_line(state) -> str:
    labels = {
        "TREND_UP": "📈 Рынок · Рост",
        "TREND_DOWN": "📉 Рынок · Падение",
-        "RANGE": "🟰 Рынок · Флэт",
+        "RANGE": "🟰 Рынок · Без направления",
        "HIGH_VOLATILITY": "⚠️ Рынок · Волатильность",
        "LOW_VOLATILITY": "🟰 Рынок · Спокойный",
        "UNKNOWN": "⏳ Рынок · Анализ",
--- a/app/src/telegram/handlers/system.py
+++ b/app/src/telegram/handlers/system.py
@@ -344,10 +344,44 @@ async def open_auto_strategy_settings(callback: CallbackQuery) -> None:
    await callback.answer()


+def _log_auto_setting_updated(
+    *,
+    event_type: str = "auto_settings_updated",
+    message: str,
+    action: str,
+    payload: dict,
+) -> None:
+    try:
+        JournalService().log_ui_info(
+            event_type=event_type,
+            message=message,
+            screen="settings_auto",
+            action=action,
+            payload=payload,
+        )
+    except Exception:
+        pass
+
+
@router.callback_query(F.data.startswith("settings:auto_strategy:"))
 async def set_auto_strategy(callback: CallbackQuery) -> None:
-    strategy = callback.data.split(":", 2)[2]
-    AutoTradeService().set_strategy(strategy.upper())
+    strategy = callback.data.split(":", 2)[2].upper()
+
+    service = AutoTradeService()
+    state = service.get_state()
+    previous_strategy = state.strategy
+
+    service.set_strategy(strategy)
+
+    if previous_strategy != strategy:
+        _log_auto_setting_updated(
+            message=f"Стратегия автоторговли изменена на {strategy}.",
+            action="set_strategy",
+            payload={
+                "previous_strategy": previous_strategy,
+                "strategy": strategy,
+            },
+        )

    await open_auto_settings(callback)
    await callback.answer("Стратегия обновлена")
@@ -380,7 +414,22 @@ async def open_auto_symbol_settings(callback: CallbackQuery) -> None:
@router.callback_query(F.data.startswith("settings:auto_symbol:"))
 async def set_auto_symbol(callback: CallbackQuery) -> None:
    symbol = callback.data.split(":", 2)[2]
-    AutoTradeService().set_symbol(symbol)
+
+    service = AutoTradeService()
+    state = service.get_state()
+    previous_symbol = state.symbol
+
+    service.set_symbol(symbol)
+
+    if previous_symbol != symbol:
+        _log_auto_setting_updated(
+            message=f"Актив автоторговли изменён на {symbol}.",
+            action="set_symbol",
+            payload={
+                "previous_symbol": previous_symbol,
+                "symbol": symbol,
+            },
+        )

    await open_auto_settings(callback)
    await callback.answer("Актив обновлён")
@@ -412,7 +461,22 @@ async def open_auto_risk_settings(callback: CallbackQuery) -> None:
@router.callback_query(F.data.startswith("settings:auto_risk:"))
 async def set_auto_risk(callback: CallbackQuery) -> None:
    risk = float(callback.data.split(":", 2)[2])
-    AutoTradeService().set_risk_percent(risk)
+
+    service = AutoTradeService()
+    state = service.get_state()
+    previous_risk = state.risk_percent
+
+    service.set_risk_percent(risk)
+
+    if previous_risk != risk:
+        _log_auto_setting_updated(
+            message=f"Риск на сделку изменён на {risk:g}%.",
+            action="set_risk_percent",
+            payload={
+                "previous_risk_percent": previous_risk,
+                "risk_percent": risk,
+            },
+        )

    await open_auto_settings(callback)
    await callback.answer("Риск обновлён")
@@ -447,12 +511,79 @@ async def open_auto_leverage_settings(callback: CallbackQuery) -> None:
@router.callback_query(F.data.startswith("settings:auto_leverage:"))
 async def set_auto_leverage(callback: CallbackQuery) -> None:
    leverage = float(callback.data.split(":", 2)[2])
-    AutoTradeService().set_leverage(leverage)
+
+    service = AutoTradeService()
+    state = service.get_state()
+    previous_leverage = state.leverage
+
+    service.set_leverage(leverage)
+
+    if previous_leverage != leverage:
+        _log_auto_setting_updated(
+            message=f"Плечо автоторговли изменено на x{leverage:g}.",
+            action="set_leverage",
+            payload={
+                "previous_leverage": previous_leverage,
+                "leverage": leverage,
+            },
+        )

    await open_auto_settings(callback)
    await callback.answer("Плечо обновлено")


+@router.callback_query(F.data == "settings:auto_max_reserved")
+async def open_auto_max_reserved_settings(callback: CallbackQuery) -> None:
+    if not await _prepare_system_from_callback(callback, screen="settings_auto"):
+        return
+
+    text = (
+        "<b>🏦 Лимит на сделку</b>\n\n"
+        "<b>СИСТЕМА</b> · Настройки · Автоторговля\n\n"
+        "Максимальная доля баланса, которую можно зарезервировать под позицию:"
+    )
+
+    builder = InlineKeyboardBuilder()
+    builder.button(text="25%", callback_data="settings:auto_max_reserved:25")
+    builder.button(text="50%", callback_data="settings:auto_max_reserved:50")
+    builder.button(text="75%", callback_data="settings:auto_max_reserved:75")
+    builder.button(text="100%", callback_data="settings:auto_max_reserved:100")
+    builder.button(text="off", callback_data="settings:auto_max_reserved:off")
+    builder.button(text="⬅️ Назад", callback_data="settings:auto")
+    builder.adjust(2, 2, 1, 1)
+
+    await callback.message.edit_text(text, reply_markup=builder.as_markup())
+    _register_system_screen(callback.message, screen="settings_auto")
+    await callback.answer()
+
+
+@router.callback_query(F.data.startswith("settings:auto_max_reserved:"))
+async def set_auto_max_reserved(callback: CallbackQuery) -> None:
+    raw_value = callback.data.split(":", 2)[2]
+    value = None if raw_value == "off" else float(raw_value)
+
+    service = AutoTradeService()
+    state = service.get_state()
+    previous_value = state.max_reserved_balance_percent
+
+    service.set_max_reserved_balance_percent(value)
+
+    if previous_value != value:
+        value_text = "off" if value is None else f"{value:g}%"
+
+        _log_auto_setting_updated(
+            message=f"Лимит на сделку изменён на {value_text}.",
+            action="set_max_reserved_balance_percent",
+            payload={
+                "previous_max_reserved_balance_percent": previous_value,
+                "max_reserved_balance_percent": value,
+            },
+        )
+
+    await open_auto_settings(callback)
+    await callback.answer("Лимит обновлён")
+
+
@router.callback_query(F.data == "settings:trade")
 async def open_trade_settings(callback: CallbackQuery) -> None:
    if not await _prepare_system_from_callback(callback, screen="settings_trade"):
@@ -665,40 +796,4 @@ async def open_system_about(callback: CallbackQuery) -> None:

    await callback.message.edit_text(text, reply_markup=builder.as_markup())
    _register_system_screen(callback.message, screen="system_about")
-    await callback.answer()
-
-
-@router.callback_query(F.data == "settings:auto_max_reserved")
-async def open_auto_max_reserved_settings(callback: CallbackQuery) -> None:
-    if not await _prepare_system_from_callback(callback, screen="settings_auto"):
-        return
-
-    text = (
-        "<b>🏦 Лимит на сделку</b>\n\n"
-        "<b>СИСТЕМА</b> · Настройки · Автоторговля\n\n"
-        "Максимальная доля баланса, которую можно зарезервировать под позицию:"
-    )
-
-    builder = InlineKeyboardBuilder()
-    builder.button(text="25%", callback_data="settings:auto_max_reserved:25")
-    builder.button(text="50%", callback_data="settings:auto_max_reserved:50")
-    builder.button(text="75%", callback_data="settings:auto_max_reserved:75")
-    builder.button(text="100%", callback_data="settings:auto_max_reserved:100")
-    builder.button(text="off", callback_data="settings:auto_max_reserved:off")
-    builder.button(text="⬅️ Назад", callback_data="settings:auto")
-    builder.adjust(2, 2, 1, 1)
-
-    await callback.message.edit_text(text, reply_markup=builder.as_markup())
-    _register_system_screen(callback.message, screen="settings_auto")
-    await callback.answer()
-
-
-@router.callback_query(F.data.startswith("settings:auto_max_reserved:"))
-async def set_auto_max_reserved(callback: CallbackQuery) -> None:
-    raw_value = callback.data.split(":", 2)[2]
-
-    value = None if raw_value == "off" else float(raw_value)
-    AutoTradeService().set_max_reserved_balance_percent(value)
-
-    await open_auto_settings(callback)
-    await callback.answer("Max Reserved обновлён")
+    await callback.answer()
--- a/app/src/trading/auto/service.py
+++ b/app/src/trading/auto/service.py
@@ -32,6 +32,9 @@ class AutoTradeService:
    _last_signal_confidence: float = 0.0
    _last_signal_payload: dict | None = None
    _last_signal_started_at: float | None = None
+    _last_logged_market_state: str | None = None
+    _last_logged_market_trend: str | None = None
+    _last_logged_market_volatility: str | None = None
    _same_signal_count = 0

    # debug: принудительно выставить сигнал и decision
@@ -649,12 +652,115 @@ class AutoTradeService:
        if not isinstance(payload, dict):
            return

+        previous_market_state = state.market_state
+        previous_market_trend = state.market_trend
+        previous_market_volatility = state.market_volatility
+
        state.market_state = payload.get("market_state")
        state.market_trend = payload.get("market_trend")
        state.market_volatility = payload.get("market_volatility")
        state.market_analysis_interval = payload.get("market_analysis_interval")
        state.market_analysis_reason = payload.get("market_analysis_reason")

+        self._log_market_state_if_changed(
+            state=state,
+            payload=payload,
+            previous_market_state=previous_market_state,
+            previous_market_trend=previous_market_trend,
+            previous_market_volatility=previous_market_volatility,
+        )
+
+    def _log_market_state_if_changed(
+        self,
+        *,
+        state: AutoTradeState,
+        payload: dict,
+        previous_market_state: str | None,
+        previous_market_trend: str | None,
+        previous_market_volatility: str | None,
+    ) -> None:
+        market_state = state.market_state
+        market_trend = state.market_trend
+        market_volatility = state.market_volatility
+
+        if not market_state or market_state == "UNKNOWN":
+            return
+
+        state_changed = (
+            market_state != previous_market_state
+            and market_state != type(self)._last_logged_market_state
+        )
+
+        trend_changed = (
+            market_trend is not None
+            and market_trend != previous_market_trend
+            and market_trend != type(self)._last_logged_market_trend
+        )
+
+        volatility_changed = (
+            market_volatility is not None
+            and market_volatility != previous_market_volatility
+            and market_volatility != type(self)._last_logged_market_volatility
+        )
+
+        if not state_changed and not trend_changed and not volatility_changed:
+            return
+
+        type(self)._last_logged_market_state = market_state
+        type(self)._last_logged_market_trend = market_trend
+        type(self)._last_logged_market_volatility = market_volatility
+
+        level = self._market_journal_level(market_state)
+        message = self._market_state_message(market_state)
+
+        journal_payload = {
+            **payload,
+            "previous_market_state": previous_market_state,
+            "previous_market_trend": previous_market_trend,
+            "previous_market_volatility": previous_market_volatility,
+            "current_market_state": market_state,
+            "current_market_trend": market_trend,
+            "current_market_volatility": market_volatility,
+        }
+
+        try:
+            if level == "WARNING":
+                JournalService().log_ui_warning(
+                    event_type="market_state_changed",
+                    message=message,
+                    screen="auto",
+                    action="market_analysis",
+                    payload=journal_payload,
+                )
+                return
+
+            JournalService().log_ui_info(
+                event_type="market_state_changed",
+                message=message,
+                screen="auto",
+                action="market_analysis",
+                payload=journal_payload,
+            )
+        except Exception:
+            pass
+
+    def _market_journal_level(self, market_state: str) -> str:
+        if market_state == "HIGH_VOLATILITY":
+            return "WARNING"
+
+        return "INFO"
+
+    def _market_state_message(self, market_state: str) -> str:
+        messages = {
+            "TREND_UP": "📈 Рынок перешёл в рост.",
+            "TREND_DOWN": "📉 Рынок перешёл в снижение.",
+            "RANGE": "🟰 На рынке нет выраженного направления.",
+            "HIGH_VOLATILITY": "⚠️ Рынок стал слишком волатильным.",
+            "LOW_VOLATILITY": "💤 Рынок почти не движется.",
+        }
+
+        return messages.get(market_state, "⏳ Состояние рынка анализируется.")
+    
    def run_cycle(self) -> AutoTradeState:
        state = self.get_state()

--- a/app/src/trading/journal/exporter.py
+++ b/app/src/trading/journal/exporter.py
@@ -4,6 +4,7 @@ from __future__ import annotations

 import csv
 import json
+import re
 from datetime import datetime
 from io import BytesIO, StringIO
 from zoneinfo import ZoneInfo
@@ -38,6 +39,22 @@ EVENT_TITLES = {
 }


+_EMOJI_RE = re.compile(
+    "["
+    "\U0001F300-\U0001FAFF"
+    "\U00002700-\U000027BF"
+    "\U00002600-\U000026FF"
+    "\U0001F1E6-\U0001F1FF"
+    "]+",
+    flags=re.UNICODE,
+)
+
+
+def _strip_emoji(value: object) -> str:
+    text = str(value or "")
+    return _EMOJI_RE.sub("", text).strip()
+
+
 def _now_local() -> datetime:
    settings = load_settings()
    try:
@@ -76,7 +93,9 @@ def _payload(row: dict) -> dict:
 def _payload_json(payload: dict) -> str:
    if not payload:
        return ""
-    return json.dumps(payload, ensure_ascii=False, sort_keys=True)
+
+    text = json.dumps(payload, ensure_ascii=False, sort_keys=True)
+    return _strip_emoji(text)


 def _export_row(row: dict) -> list[str]:
@@ -84,15 +103,15 @@ def _export_row(row: dict) -> list[str]:

    return [
        _format_datetime(row.get("created_at")),
-        str(row.get("level") or ""),
-        str(row.get("event_type") or ""),
-        _event_title(row.get("event_type")),
-        str(row.get("message") or ""),
-        str(payload.get("account_mode") or "").upper(),
-        str(payload.get("screen") or ""),
-        str(payload.get("action") or ""),
-        str(payload.get("error_type") or ""),
-        str(payload.get("raw_error") or ""),
+        _strip_emoji(row.get("level")),
+        _strip_emoji(row.get("event_type")),
+        _strip_emoji(_event_title(row.get("event_type"))),
+        _strip_emoji(row.get("message")),
+        _strip_emoji(str(payload.get("account_mode") or "").upper()),
+        _strip_emoji(payload.get("screen")),
+        _strip_emoji(payload.get("action")),
+        _strip_emoji(payload.get("error_type")),
+        _strip_emoji(payload.get("raw_error")),
        _payload_json(payload),
    ]

--- a/app/src/trading/market_analysis/service.py
+++ b/app/src/trading/market_analysis/service.py
@@ -204,19 +204,19 @@ class MarketAnalysisService:
        rsi_text = f", RSI={rsi_value:.2f}" if rsi_value is not None else ""

        if state == MarketState.TREND_UP:
-            return f"Рынок в восходящем тренде. ATR={atr_percent:.2f}%{rsi_text}."
+            return f"Рынок перешёл в рост. ATR={atr_percent:.2f}%{rsi_text}."

        if state == MarketState.TREND_DOWN:
-            return f"Рынок в нисходящем тренде. ATR={atr_percent:.2f}%{rsi_text}."
+            return f"Рынок перешёл в снижение. ATR={atr_percent:.2f}%{rsi_text}."

        if state == MarketState.RANGE:
-            return f"Рынок в боковике. Тренд не подтверждён. ATR={atr_percent:.2f}%{rsi_text}."
+            return f"На рынке нет выраженного направления. ATR={atr_percent:.2f}%{rsi_text}."

        if state == MarketState.HIGH_VOLATILITY:
-            return f"Рынок слишком волатильный. ATR={atr_percent:.2f}%{rsi_text}."
+            return f"Рынок стал слишком волатильным. ATR={atr_percent:.2f}%{rsi_text}."

        if state == MarketState.LOW_VOLATILITY:
-            return f"Рынок слишком спокойный. ATR={atr_percent:.2f}%{rsi_text}."
+            return f"Рынок почти не движется. ATR={atr_percent:.2f}%{rsi_text}."

        return f"Состояние рынка не определено. Trend={trend}, volatility={volatility}."