07.4.4.1.6 — Signal Aging & Runtime Expiration

app/src/trading/strategies/scalp.py

@@ -2,6 +2,8 @@
  
 from __future__ import annotations
 
+import time
+
 from src.integrations.exchange.service import ExchangeService
 from src.trading.strategies.base import StrategyContext
 from src.trading.strategies.signals import SignalResult, SignalType
@@ -11,6 +13,8 @@ class ScalpStrategy:
     name = "SCALP"
 
     _price_window: dict[str, list[float]] = {}
+    _window_ttl_seconds = 30
+    _price_window_updated_at: dict[str, float] = {}
 
     # короткое окно = быстрая реакция
     _window_size = 4
@@ -24,6 +28,7 @@ class ScalpStrategy:
     def reset_runtime(self, symbol: str | None = None) -> None:
         if symbol is None:
             self._price_window.clear()
+            self._price_window_updated_at.clear()
             return
 
         normalized_symbol = symbol.upper()
@@ -34,6 +39,7 @@ class ScalpStrategy:
 
         for key in keys_to_delete:
             self._price_window.pop(key, None)
+            self._price_window_updated_at.pop(key, None)
 
     def analyze(self, context: StrategyContext) -> SignalResult:
         try:
@@ -53,8 +59,18 @@ class ScalpStrategy:
         symbol = ticker.symbol
         current_price = float(ticker.price)
 
+        now = time.monotonic()
+        previous_updated_at = self._price_window_updated_at.get(symbol)
+
+        if (
+            previous_updated_at is not None
+            and now - previous_updated_at > self._window_ttl_seconds
+        ):
+            self._price_window.pop(symbol, None)
+
         prices = self._price_window.setdefault(symbol, [])
         prices.append(current_price)
+        self._price_window_updated_at[symbol] = now
 
         if len(prices) > self._window_size:
             prices.pop(0)

app/src/trading/strategies/trend.py

@@ -2,6 +2,8 @@
 
 from __future__ import annotations
 
+import time
+
 from src.integrations.exchange.service import ExchangeService
 from src.trading.market_analysis.models import MarketState
 from src.trading.market_analysis.service import MarketAnalysisService
@@ -13,6 +15,8 @@ class TrendStrategy:
     name = "TREND"
 
     _price_window: dict[str, list[float]] = {}
+    _window_ttl_seconds = 60
+    _price_window_updated_at: dict[str, float] = {}
 
     # короткое окно оставляем как дополнительное подтверждение импульса
     _window_size = 8
@@ -25,6 +29,7 @@ class TrendStrategy:
     def reset_runtime(self, symbol: str | None = None) -> None:
         if symbol is None:
             self._price_window.clear()
+            self._price_window_updated_at.clear()
             return
 
         normalized_symbol = symbol.upper()
@@ -35,6 +40,7 @@ class TrendStrategy:
 
         for key in keys_to_delete:
             self._price_window.pop(key, None)
+            self._price_window_updated_at.pop(key, None)
 
     def analyze(self, context: StrategyContext) -> SignalResult:
         market = MarketAnalysisService().analyze(
@@ -77,8 +83,18 @@ class TrendStrategy:
                 },
             )
 
+        now = time.monotonic()
+        previous_updated_at = self._price_window_updated_at.get(symbol)
+
+        if (
+            previous_updated_at is not None
+            and now - previous_updated_at > self._window_ttl_seconds
+        ):
+            self._price_window.pop(symbol, None)
+
         prices = self._price_window.setdefault(symbol, [])
         prices.append(current_price)
+        self._price_window_updated_at[symbol] = now
 
         if len(prices) > self._window_size:
             prices.pop(0)
@@ -96,6 +112,8 @@ class TrendStrategy:
             "market_analysis_interval": market.interval,
             "market_analysis_reason": market.reason,
             "market_analysis": market.payload,
+            "runtime_window_ttl_seconds": self._window_ttl_seconds,
+            "runtime_window_size": len(prices),
         }
 
         if not market.is_trade_allowed: