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07.4.4.1.13 — AutoTrade Runtime Journal, Execution Refactor & Trade Analytics

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Sergey
2026-05-28 10:30:54 +03:00
parent f9a25e7671
commit d9e6392e28
75 changed files with 9934 additions and 10508 deletions
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274
app/src/trading/auto/market_runtime.py Normal file
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# app/src/trading/auto/market_runtime.py
from __future__ import annotations
import time
from src.core.numbers import safe_float
from src.core.types import JsonDict
from src.trading.auto.state import AutoTradeState
from src.trading.journal.service import JournalService
class AutoMarketRuntimeMixin:
_last_logged_market_state: str | None
_last_logged_market_trend: str | None
_last_logged_market_volatility: str | None
_last_logged_entry_block_reason: str | None
_last_logged_entry_block_at: float | None = None
_entry_block_log_ttl_seconds: int = 900
# синхронизировать market analysis payload в AutoTradeState
def _sync_market_analysis_state(
self,
*,
state: AutoTradeState,
payload: JsonDict | None,
) -> None:
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 = str(payload.get("market_state") or "")
state.market_trend = str(payload.get("trend") or payload.get("market_trend") or "")
state.market_volatility = str(payload.get("volatility") or payload.get("market_volatility") or "")
state.market_trend_strength = str(payload.get("market_trend_strength") or "")
state.market_trend_quality = str(payload.get("market_trend_quality") or "")
state.market_phase = str(payload.get("market_phase") or "")
state.market_phase_direction = str(payload.get("market_phase_direction") or "")
state.market_trend_gap_percent = safe_float(payload.get("market_trend_gap_percent"))
state.market_trend_consistency = safe_float(payload.get("market_trend_consistency"))
state.market_trend_efficiency = safe_float(payload.get("market_trend_efficiency"))
state.trend_quality_score = safe_float(payload.get("trend_quality_score"))
state.ema_distance_atr_ratio = safe_float(payload.get("ema_distance_atr_ratio"))
state.ema_distance_state = str(payload.get("ema_distance_state") or "")
state.entry_timing_state = str(payload.get("entry_timing_state") or "")
state.entry_timing_reason = str(payload.get("entry_timing_reason") or "")
state.ema_fast_slope_percent = safe_float(payload.get("ema_fast_slope_percent"))
state.ema_slow_slope_percent = safe_float(payload.get("ema_slow_slope_percent"))
state.candle_noise_score = safe_float(payload.get("candle_noise_score"))
state.price_position_score = safe_float(payload.get("price_position_score"))
state.htf_interval = str(payload.get("htf_interval") or "")
state.htf_atr_percent = safe_float(payload.get("htf_atr_percent"))
state.htf_atr_percent_baseline = safe_float(payload.get("htf_atr_percent_baseline"))
state.htf_volatility_ratio = safe_float(payload.get("htf_volatility_ratio"))
state.htf_volatility = str(payload.get("htf_volatility") or "")
state.market_analysis_interval = str(payload.get("interval") or payload.get("market_analysis_interval") or "")
state.market_analysis_reason = str(payload.get("reason") or payload.get("market_analysis_reason") or "")
state.momentum_state = str(payload.get("momentum_state") or "")
state.momentum_direction = str(payload.get("momentum_direction") or "")
state.momentum_change_percent = safe_float(payload.get("momentum_change_percent"))
state.momentum_strength = safe_float(payload.get("momentum_strength"))
state.breakout_level = safe_float(payload.get("breakout_level"))
state.breakout_distance_percent = safe_float(payload.get("breakout_distance_percent"))
state.breakout_reason = str(payload.get("breakout_reason") or "")
state.entry_block_reason = str(payload.get("entry_block_reason") or "")
state.entry_block_message = str(payload.get("entry_block_message") or "")
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,
)
self._log_entry_block_if_changed(
state=state,
payload=payload,
)
# записать entry-block событие, если причина изменилась или истёк TTL
def _log_entry_block_if_changed(
self,
*,
state: AutoTradeState,
payload: JsonDict,
) -> None:
reason = state.entry_block_reason
message = state.entry_block_message
if not reason or not message:
return
now = time.monotonic()
# status специально не входит в key:
# RUNNING / OBSERVING не должны создавать дубли одной и той же причины.
key = f"{state.symbol}:{state.strategy}:{reason}:{message}"
last_logged_at = type(self)._last_logged_entry_block_at
ttl_expired = (
last_logged_at is None
or now - last_logged_at >= type(self)._entry_block_log_ttl_seconds
)
if (
key == type(self)._last_logged_entry_block_reason
and not ttl_expired
):
return
type(self)._last_logged_entry_block_reason = key
type(self)._last_logged_entry_block_at = now
try:
JournalService().log_ui_info(
event_type="entry_blocked",
message=f"Вход в позицию не выполнен: {message}.",
screen="auto",
action="entry_diagnostics",
payload={
**payload,
"entry_block_reason": reason,
"entry_block_message": message,
"entry_block_key": key,
"entry_block_ttl_seconds": type(self)._entry_block_log_ttl_seconds,
"symbol": state.symbol,
"strategy": state.strategy,
"status": state.status,
"market_state": state.market_state,
"market_trend": state.market_trend,
"market_trend_strength": state.market_trend_strength,
"market_trend_quality": state.market_trend_quality,
"market_phase": state.market_phase,
"market_phase_direction": state.market_phase_direction,
"momentum_state": state.momentum_state,
"momentum_direction": state.momentum_direction,
"momentum_strength": state.momentum_strength,
"momentum_change_percent": state.momentum_change_percent,
"execution_quality": state.execution_quality,
"execution_quality_reason": state.execution_quality_reason,
"execution_confidence_score": state.execution_confidence_score,
"last_signal": state.last_signal,
"last_signal_confidence": state.last_signal_confidence,
"last_signal_reason": state.last_signal_reason,
},
)
except Exception:
pass
# записать market state / volatility событие, если состояние изменилось
def _log_market_state_if_changed(
self,
*,
state: AutoTradeState,
payload: JsonDict,
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
)
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 volatility_changed:
return
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 state_changed:
self._write_market_journal_event(
event_type="market_state_changed",
market_state=market_state,
message=self._market_state_message(market_state),
payload=journal_payload,
)
if volatility_changed:
self._write_market_journal_event(
event_type="market_volatility_changed",
market_state=market_state,
message=self._market_volatility_message(market_volatility),
payload=journal_payload,
)
except Exception:
pass
type(self)._last_logged_market_state = market_state
type(self)._last_logged_market_trend = market_trend
type(self)._last_logged_market_volatility = market_volatility
# записать market journal событие с нужным уровнем важности
def _write_market_journal_event(
self,
*,
event_type: str,
market_state: str,
message: str,
payload: JsonDict,
) -> None:
level = self._market_journal_level(market_state)
if level == "WARNING":
JournalService().log_ui_warning(
event_type=event_type,
message=message,
screen="auto",
action="market_analysis",
payload=payload,
)
return
JournalService().log_ui_info(
event_type=event_type,
message=message,
screen="auto",
action="market_analysis",
payload=payload,
)
# получить человекочитаемое сообщение по volatility
def _market_volatility_message(self, market_volatility: str | None) -> str:
messages = {
"LOW": "Волатильность изменена: низкая.",
"NORMAL": "Волатильность изменена: нормальная.",
"HIGH": "Волатильность изменена: высокая.",
}
return messages.get(str(market_volatility or ""), "Волатильность не определена.")
# определить уровень journal события для market state
def _market_journal_level(self, market_state: str | None) -> str:
if market_state == "HIGH_VOLATILITY":
return "WARNING"
return "INFO"
# получить человекочитаемое сообщение по market state
def _market_state_message(self, market_state: str) -> str:
messages = {
"TREND_UP": "Состояние рынка изменено: рост.",
"TREND_DOWN": "Состояние рынка изменено: снижение.",
"RANGE": "Состояние рынка изменено: нет выраженного направления.",
"HIGH_VOLATILITY": "Состояние рынка изменено: высокая волатильность.",
"LOW_VOLATILITY": "Состояние рынка изменено: низкая активность.",
}
return messages.get(market_state, "Состояние рынка анализируется.")