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07.4.4.1.9.2 Signal Confirmation Runtime

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This commit is contained in:
Sergey
2026-05-12 10:57:31 +03:00
parent 5325ea3855
commit fc50cadabf
8 changed files with 1122 additions and 410 deletions
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63
app/src/trading/auto/service.py
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@@ -24,6 +24,9 @@ class AutoTradeService:
# минимальное количество повторов BUY / SELL для подтверждения сигнала
_confirm_repeats = 2
# минимальное время удержания BUY / SELL сигнала для подтверждения
_confirm_min_duration_seconds = 10
# минимальная уверенность для готовности к будущему execution
_ready_confidence = 0.3
@@ -114,6 +117,11 @@ class AutoTradeService:
state.last_signal_repeat_count = repeat_count
state.last_signal_confidence = confidence
state.last_signal_reason = reason
state.signal_confirmation_seconds = self._confirm_min_duration_seconds
state.signal_confirmation_required_seconds = self._confirm_min_duration_seconds
state.signal_confirmation_missing_repeats = 0
state.signal_confirmation_progress = 1.0
state.signal_confirmation_reason = "debug confirmation"
if normalized_signal == "HOLD":
state.decision_status = "WAITING"
@@ -359,6 +367,11 @@ class AutoTradeService:
state.decision_reason = None
state.is_signal_confirmed = False
state.is_signal_ready = False
state.signal_confirmation_seconds = 0
state.signal_confirmation_required_seconds = self._confirm_min_duration_seconds
state.signal_confirmation_missing_repeats = self._confirm_repeats
state.signal_confirmation_progress = 0.0
state.signal_confirmation_reason = None
state.execution_block_reason = None
state.signal_started_at = None
state.signal_updated_at = None
@@ -436,20 +449,60 @@ class AutoTradeService:
state.is_signal_confirmed = False
state.is_signal_ready = False
state.signal_confirmation_required_seconds = self._confirm_min_duration_seconds
if signal == "HOLD":
state.signal_confirmation_seconds = 0
state.signal_confirmation_missing_repeats = self._confirm_repeats
state.signal_confirmation_progress = 0.0
state.signal_confirmation_reason = None
state.decision_status = "WAITING"
state.decision_reason = "Нет торгового направления."
return
if self._same_signal_count < self._confirm_repeats:
now = time.monotonic()
if state.signal_started_at is None:
signal_age_seconds = 0
else:
signal_age_seconds = max(0, int(now - float(state.signal_started_at)))
missing_repeats = max(0, self._confirm_repeats - self._same_signal_count)
missing_seconds = max(
0,
self._confirm_min_duration_seconds - signal_age_seconds,
)
repeat_progress = min(
1.0,
self._same_signal_count / max(1, self._confirm_repeats),
)
time_progress = min(
1.0,
signal_age_seconds / max(1, self._confirm_min_duration_seconds),
)
confirmation_progress = min(repeat_progress, time_progress)
state.signal_confirmation_seconds = signal_age_seconds
state.signal_confirmation_missing_repeats = missing_repeats
state.signal_confirmation_progress = round(confirmation_progress, 3)
if missing_repeats > 0 or missing_seconds > 0:
state.decision_status = "CONFIRMING"
state.signal_confirmation_reason = (
f"{self._same_signal_count}/{self._confirm_repeats} повторов, "
f"{signal_age_seconds}/{self._confirm_min_duration_seconds}с"
)
state.decision_reason = (
f"Сигнал {signal} подтверждается: "
f"{self._same_signal_count}/{self._confirm_repeats} повторов."
f"{self._same_signal_count}/{self._confirm_repeats} повторов, "
f"{signal_age_seconds}/{self._confirm_min_duration_seconds}с."
)
return
state.is_signal_confirmed = True
state.signal_confirmation_reason = "сигнал подтверждён"
if confidence < self._ready_confidence:
state.decision_status = "BLOCKED"
@@ -460,9 +513,10 @@ class AutoTradeService:
return
state.is_signal_ready = True
state.signal_confirmation_progress = 1.0
state.decision_status = "READY"
state.decision_reason = (
f"Сигнал {signal} подтверждён и готов к будущему execution."
f"Сигнал {signal} подтверждён по повторам и времени удержания."
)
# записать новый сигнал и итог предыдущей серии при смене сигнала
@@ -728,6 +782,9 @@ class AutoTradeService:
"decision_status": state.decision_status,
"is_strong_signal": confidence > self._ready_confidence,
"is_aggregated": False,
"confirmation_seconds": state.signal_confirmation_seconds,
"confirmation_required_seconds": state.signal_confirmation_required_seconds,
"confirmation_progress": state.signal_confirmation_progress,
},
)
except Exception: