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07.4.4.1.12 — Position Health & Runtime Risk Layer

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Sergey
2026-05-21 19:32:55 +03:00
parent 06ea376cb5
commit f9a25e7671
10 changed files with 3068 additions and 67 deletions
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19
app/src/trading/position/state.py
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@@ -25,8 +25,27 @@ class PositionState:
# нереализованный PnL
unrealized_pnl_usd: float | None = None
# peak pnl tracking
peak_unrealized_pnl_usd: float | None = None
peak_pnl_percent: float | None = None
# lifecycle tracking
max_favorable_excursion_percent: float | None = None
max_adverse_excursion_percent: float | None = None
# runtime fatigue tracking
fatigue_score: float | None = None
fatigue_state: str | None = None
# position regime memory
best_price_seen: float | None = None
worst_price_seen: float | None = None
# время открытия позиции
opened_at: str | None = None
# monotonic timestamp открытия позиции
opened_monotonic_at: float | None = None
# время последнего обновления позиции
updated_at: str | None = None