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Include dynamic volatility context in Telegram logs #78

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Merged
Pigbibi merged 1 commit into from
Jun 9, 2026
Merged

Include dynamic volatility context in Telegram logs #78

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11 changes: 11 additions & 0 deletions application/signal_snapshot.py
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Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,17 @@
"trend_rsi14_dynamic_threshold",
"trend_rsi14_effective_threshold",
"trend_bb_upper",
"blend_gate_volatility_delever_symbol",
"blend_gate_volatility_delever_window",
"blend_gate_volatility_delever_threshold_mode",
"blend_gate_volatility_delever_threshold",
"blend_gate_volatility_delever_dynamic_threshold",
"blend_gate_volatility_delever_dynamic_sample_count",
"blend_gate_volatility_delever_dynamic_lookback",
"blend_gate_volatility_delever_dynamic_percentile",
"blend_gate_volatility_delever_dynamic_min_periods",
"blend_gate_volatility_delever_dynamic_floor",
"blend_gate_volatility_delever_dynamic_cap",
"blend_gate_volatility_delever_metric",
"blend_gate_volatility_delever_triggered",
)
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8 changes: 8 additions & 0 deletions notifications/telegram.py
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Expand Up @@ -210,6 +210,10 @@ def format_small_account_cash_substitution_notes(
"blend_gate_reason_rsi_cap": "RSI 超阈值",
"blend_gate_reason_bollinger_cap": "突破布林上轨",
"blend_gate_reason_volatility_delever": "{symbol} {window} 日年化波动率 {volatility} 高于 {threshold}，SOXL 转向 {redirect_symbol}",
"blend_gate_reason_volatility_delever_dynamic": "{symbol} {window} 日年化波动率 {volatility} 高于实际阈值 {threshold}（{threshold_detail}），SOXL 转向 {redirect_symbol}",

@chatgpt-codex-connector chatgpt-codex-connector Bot Jun 9, 2026

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P2 Badge Localize nested threshold detail before formatting

When the strategy emits this new dynamic volatility reason in the same structured signal_display format used by the rest of the Telegram renderer, threshold_detail is another translation key such as blend_gate_volatility_threshold_detail_dynamic: .... _localize_structured_text only recursively localizes reason/reasons, so this template inserts that raw key and arguments into the alert instead of the intended human-readable dynamic/fixed threshold text; the new Telegram context is therefore not actually readable for dynamic volatility signals unless threshold_detail is localized before formatting.

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"blend_gate_volatility_threshold_detail_dynamic": "动态 {percentile}，{lookback}日窗口，范围 {floor}-{cap}，样本 {sample_count}",
"blend_gate_volatility_threshold_detail_dynamic_fallback": "动态样本不足，回退固定 {fixed_threshold}（样本 {sample_count}/{min_periods}，{percentile}）",
"blend_gate_volatility_threshold_detail_fixed": "固定阈值 {threshold}",
"small_account_warning_note": "小账户提示：净值 {portfolio_equity} 低于建议 {min_recommended_equity}；{reason}",
"small_account_warning_reason_integer_shares_min_position_value_may_prevent_backtest_replication": "整数股和最小仓位限制可能导致实盘无法完全复现回测",
"strategy_name_tqqq_growth_income": "TQQQ 增长收益",
Expand Down Expand Up @@ -325,6 +329,10 @@ def format_small_account_cash_substitution_notes(
"blend_gate_reason_rsi_cap": "RSI over threshold",
"blend_gate_reason_bollinger_cap": "price above upper band",
"blend_gate_reason_volatility_delever": "{symbol} {window}d annualized volatility {volatility} is above {threshold}; redirect SOXL to {redirect_symbol}",
"blend_gate_reason_volatility_delever_dynamic": "{symbol} {window}d annualized volatility {volatility} is above effective threshold {threshold} ({threshold_detail}); redirect SOXL to {redirect_symbol}",
"blend_gate_volatility_threshold_detail_dynamic": "dynamic {percentile}, {lookback}d lookback, bounded {floor}-{cap}, samples {sample_count}",
"blend_gate_volatility_threshold_detail_dynamic_fallback": "dynamic warm-up, fallback fixed {fixed_threshold} (samples {sample_count}/{min_periods}, {percentile})",
"blend_gate_volatility_threshold_detail_fixed": "fixed threshold {threshold}",
"small_account_warning_note": "small account warning: portfolio equity {portfolio_equity} is below recommended {min_recommended_equity}; {reason}",
"small_account_warning_reason_integer_shares_min_position_value_may_prevent_backtest_replication": "integer-share minimum position sizing may prevent backtest replication",
"strategy_name_tqqq_growth_income": "TQQQ Growth Income",
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40 changes: 40 additions & 0 deletions tests/test_rebalance_service.py
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Expand Up @@ -138,6 +138,46 @@ def test_notification_i18n_keys_are_aligned():
assert set(I18N["zh"]) == set(I18N["en"])
assert build_translator("zh")("account_label", account="****1234") == "🆔 账户: ****1234"
assert build_translator("en")("account_label", account="****1234") == "🆔 Account: ****1234"
zh = build_translator("zh")
assert (
zh(
"blend_gate_reason_volatility_delever_dynamic",
symbol="SOXX",
window=10,
volatility="61.0%",
threshold="60.0%",
threshold_detail=zh(
"blend_gate_volatility_threshold_detail_dynamic",
percentile="p95",
lookback="252",
floor="50.0%",
cap="75.0%",
sample_count="252",
),
redirect_symbol="SOXX",
)
== "SOXX 10 日年化波动率 61.0% 高于实际阈值 60.0%（动态 p95，252日窗口，范围 50.0%-75.0%，样本 252），SOXL 转向 SOXX"
)
en = build_translator("en")
assert (
en(
"blend_gate_reason_volatility_delever_dynamic",
symbol="SOXX",
window=10,
volatility="61.0%",
threshold="60.0%",
threshold_detail=en(
"blend_gate_volatility_threshold_detail_dynamic",
percentile="p95",
lookback="252",
floor="50.0%",
cap="75.0%",
sample_count="252",
),
redirect_symbol="SOXX",
)
== "SOXX 10d annualized volatility 61.0% is above effective threshold 60.0% (dynamic p95, 252d lookback, bounded 50.0%-75.0%, samples 252); redirect SOXL to SOXX"
)


def test_run_strategy_cycle_builds_dry_run_order(monkeypatch):
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23 changes: 23 additions & 0 deletions tests/test_signal_snapshot.py
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@@ -0,0 +1,23 @@
from application.signal_snapshot import build_signal_snapshot


def test_includes_soxl_dynamic_volatility_fields():
snapshot = build_signal_snapshot(
platform="firstrade",
strategy_profile="soxl_soxx_trend_income",
execution={
"blend_gate_volatility_delever_threshold_mode": "rolling_percentile",
"blend_gate_volatility_delever_threshold": 0.60,
"blend_gate_volatility_delever_dynamic_threshold": 0.60,
"blend_gate_volatility_delever_dynamic_sample_count": 252,
"blend_gate_volatility_delever_dynamic_percentile": 0.95,
"blend_gate_volatility_delever_metric": 0.61,
"blend_gate_volatility_delever_triggered": True,
},
)

indicators = snapshot["indicators"]
assert indicators["blend_gate_volatility_delever_threshold_mode"] == "rolling_percentile"
assert indicators["blend_gate_volatility_delever_dynamic_threshold"] == 0.60
assert indicators["blend_gate_volatility_delever_dynamic_sample_count"] == 252
assert indicators["blend_gate_volatility_delever_triggered"] is True