07.4.4.1.6 — Signal Aging & Runtime Expiration

app/src/trading/auto/service.py

@@ -26,6 +26,10 @@ class AutoTradeService:
     # минимальная уверенность для готовности к будущему execution
     _ready_confidence = 0.3
 
+    _signal_ttl_seconds = 90
+    _market_analysis_ttl_seconds = 180
+    _last_logged_runtime_expired_key: str | None = None
+
     _last_signal_key: str | None = None
     _last_signal_value: str | None = None
     _last_signal_reason: str = ""
@@ -310,13 +314,17 @@ class AutoTradeService:
         state.is_signal_ready = False
         state.execution_block_reason = None
         state.signal_started_at = None
+        state.signal_updated_at = None
         state.market_state = None
         state.market_trend = None
         state.market_volatility = None
         state.market_analysis_interval = None
         state.market_analysis_reason = None
+        state.market_analysis_updated_at = None
         state.entry_block_reason = None
         state.entry_block_message = None
+        state.runtime_expired_reason = None
+        state.runtime_expired_message = None
 
     # собрать контекст для стратегии
     def _build_strategy_context(self) -> StrategyContext:
@@ -513,6 +521,9 @@ class AutoTradeService:
         state.last_signal_repeat_count = self._same_signal_count
         state.last_signal_confidence = confidence
         state.last_signal_reason = reason
+        state.signal_updated_at = time.monotonic()
+        state.runtime_expired_reason = None
+        state.runtime_expired_message = None
 
         self._update_decision_state(
             state=state,
@@ -684,6 +695,7 @@ class AutoTradeService:
         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")
+        state.market_analysis_updated_at = time.monotonic()
         state.entry_block_reason = payload.get("entry_block_reason")
         state.entry_block_message = payload.get("entry_block_message")
 
@@ -853,12 +865,100 @@ class AutoTradeService:
         }
 
         return messages.get(market_state, "Состояние рынка анализируется.")
-    
+
+    def _expire_runtime_if_needed(self, state: AutoTradeState) -> None:
+        now = time.monotonic()
+
+        signal_updated_at = getattr(state, "signal_updated_at", None)
+        if signal_updated_at is not None:
+            signal_age = now - float(signal_updated_at)
+
+            if signal_age > self._signal_ttl_seconds:
+                previous_signal = state.last_signal
+
+                self._reset_signal_tracking()
+
+                state.runtime_expired_reason = "SIGNAL_TTL_EXPIRED"
+                state.runtime_expired_message = "сигнал устарел и был сброшен"
+
+                self._log_runtime_expired_if_changed(
+                    state=state,
+                    reason="SIGNAL_TTL_EXPIRED",
+                    message="Сигнал устарел и был сброшен.",
+                    payload={
+                        "previous_signal": previous_signal,
+                        "signal_age_seconds": int(signal_age),
+                        "signal_ttl_seconds": self._signal_ttl_seconds,
+                    },
+                )
+
+                return
+
+        market_updated_at = getattr(state, "market_analysis_updated_at", None)
+        if market_updated_at is not None:
+            market_age = now - float(market_updated_at)
+
+            if market_age > self._market_analysis_ttl_seconds:
+                state.market_state = None
+                state.market_trend = None
+                state.market_volatility = None
+                state.market_analysis_interval = None
+                state.market_analysis_reason = None
+                state.market_analysis_updated_at = None
+                state.entry_block_reason = None
+                state.entry_block_message = None
+                state.runtime_expired_reason = "MARKET_ANALYSIS_TTL_EXPIRED"
+                state.runtime_expired_message = "анализ рынка устарел"
+
+                self._log_runtime_expired_if_changed(
+                    state=state,
+                    reason="MARKET_ANALYSIS_TTL_EXPIRED",
+                    message="Анализ рынка устарел и был сброшен.",
+                    payload={
+                        "market_age_seconds": int(market_age),
+                        "market_analysis_ttl_seconds": self._market_analysis_ttl_seconds,
+                    },
+                )
+
+    def _log_runtime_expired_if_changed(
+        self,
+        *,
+        state: AutoTradeState,
+        reason: str,
+        message: str,
+        payload: dict,
+    ) -> None:
+        key = f"{state.status}:{state.symbol}:{state.strategy}:{reason}"
+
+        if key == type(self)._last_logged_runtime_expired_key:
+            return
+
+        type(self)._last_logged_runtime_expired_key = key
+
+        try:
+            JournalService().log_ui_warning(
+                event_type="runtime_expired",
+                message=message,
+                screen="auto",
+                action="runtime_expiration",
+                payload={
+                    **payload,
+                    "symbol": state.symbol,
+                    "strategy": state.strategy,
+                    "status": state.status,
+                    "runtime_expired_reason": reason,
+                },
+            )
+        except Exception:
+            pass
+
     def run_cycle(self) -> AutoTradeState:
         state = self.get_state()
 
         if state.status == "OFF":
             return state
+        
+        self._expire_runtime_if_needed(state)
 
         strategy = self._get_strategy()
         context = self._build_strategy_context()