07.4.4.1.7 — Live Market Runtime & Advanced Trend Diagnostics

app/src/trading/strategies/trend.py

@@ -64,6 +64,8 @@ class TrendStrategy:
                     "symbol": context.symbol,
                     "error": str(exc),
                     "market_analysis": market.payload,
+                    "entry_block_reason": "MARKET_SNAPSHOT_ERROR",
+                    "entry_block_message": "нет данных рынка",
                 },
             )
 
@@ -80,6 +82,8 @@ class TrendStrategy:
                     "symbol": symbol,
                     "snapshot": snapshot,
                     "market_analysis": market.payload,
+                    "entry_block_reason": "INVALID_MARKET_PRICE",
+                    "entry_block_message": "нет цены",
                 },
             )
 
@@ -138,6 +142,8 @@ class TrendStrategy:
                     **base_payload,
                     "window_size": len(prices),
                     "required_window_size": self._window_size,
+                    "entry_block_reason": "NOT_ENOUGH_LIVE_DATA",
+                    "entry_block_message": "мало данных",
                 },
             )
 
@@ -152,6 +158,8 @@ class TrendStrategy:
                 payload={
                     **base_payload,
                     "prices": prices,
+                    "entry_block_reason": "INVALID_WINDOW_PRICE",
+                    "entry_block_message": "ошибка цены",
                 },
             )
 
@@ -185,7 +193,12 @@ class TrendStrategy:
                 signal=SignalType.HOLD,
                 reason="TREND_UP есть, но live-импульс вверх недостаточно сильный.",
                 confidence=0.0,
-                payload=payload,
+                payload={
+                    **payload,
+                    "entry_block_reason": "WEAK_UP_IMPULSE",
+                    "entry_block_message": "слабый импульс",
+                    "expected_direction": "BUY",
+                },
             )
 
         if market.state == MarketState.TREND_DOWN:
@@ -204,14 +217,23 @@ class TrendStrategy:
                 signal=SignalType.HOLD,
                 reason="TREND_DOWN есть, но live-импульс вниз недостаточно сильный.",
                 confidence=0.0,
-                payload=payload,
+                payload={
+                    **payload,
+                    "entry_block_reason": "WEAK_DOWN_IMPULSE",
+                    "entry_block_message": "слабый импульс",
+                    "expected_direction": "SELL",
+                },
             )
 
         return SignalResult(
             signal=SignalType.HOLD,
             reason=f"Market state не подходит для TREND: {market.state.value}.",
             confidence=0.0,
-            payload=payload,
+            payload={
+                **payload,
+                "entry_block_reason": "MARKET_STATE_NOT_TREND",
+                "entry_block_message": "рынок флэт",
+            },
         )
 
     def _analysis_price(self, snapshot: dict[str, object]) -> float: