Prevent torch forecast fee churn exits

crypto_spot_bot/strategy.py

@@ -901,6 +901,9 @@ def _torch_forecast_exit_signal(
         "estimated_exit_net_percent": round(estimated_exit_net_percent, 4),
         "atr_14": latest.atr_14 if latest else None,
     }
+    hold_seconds = (utc_now() - position.opened_at).total_seconds()
+    diagnostics["hold_seconds"] = hold_seconds
+    diagnostics["min_hold_seconds"] = settings.min_hold_seconds
     if effective_stop_loss is not None and price <= effective_stop_loss:
         return Signal(position.symbol, "SELL", 1.0, "torch_forecast: stop-loss hit", diagnostics)
     if price >= position.take_profit:
@@ -928,12 +931,33 @@ def _torch_forecast_exit_signal(
             )
         return Signal(position.symbol, "SELL", 0.78, "torch_forecast: no valid PyTorch forecast to hold", diagnostics)
     if bool(forecast.get("block_entry", False)) or expected_return <= 0.0 or probability_up <= 0.50:
+        if hold_seconds < settings.min_hold_seconds:
+            diagnostics["forecast_exit_blocked_by_min_hold"] = True
+            return Signal(
+                position.symbol,
+                "HOLD",
+                0.46,
+                "torch_forecast: minimum hold protects against fee churn",
+                diagnostics,
+            )
+        forecast_exit = _forecast_exit_signal(
+            forecast=forecast,
+            position=position,
+            price=price,
+            estimated_exit_net_percent=estimated_exit_net_percent,
+            stop_loss_percent=stop_loss_percent,
+            min_edge_percent=min_edge,
+        )
+        if forecast_exit is not None:
+            action, confidence, reason = forecast_exit
+            return Signal(position.symbol, action, confidence, reason, diagnostics)
+        diagnostics["forecast_exit_blocked_by_cost"] = True
         return Signal(
             position.symbol,
-            "SELL",
-            0.86,
+            "HOLD",
+            0.44,
             (
-                "torch_forecast: PyTorch forecast turned negative; "
+                "torch_forecast: forecast weakened, but exit is not worth fees; "
                 f"p_up={probability_up:.3f}, expected={expected_return:.4f}%"
             ),
             diagnostics,