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Make symbol risk guard configurable

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This commit is contained in:
Codex
2026-06-27 17:28:52 +03:00
parent 7d84bf38cc
commit 57d9514eec
8 changed files with 76 additions and 8 deletions
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crypto_spot_bot/analytics.py
+14 -7
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@@ -112,6 +112,9 @@ def risk_guard_snapshot(
"enabled": False,
"block_new_entries": False,
"position_size_multiplier": 1.0,
"symbol_guard_enabled": settings.risk_symbol_guard_enabled,
"blocked_symbols": [],
"symbols": [],
"reasons": [],
}
active_trades = _active_universe_trades(settings, closed_trades)
@@ -145,6 +148,7 @@ def risk_guard_snapshot(
"reasons": all_reasons,
"global_reasons": reasons,
"degraded_reasons": degraded_reasons,
"symbol_guard_enabled": settings.risk_symbol_guard_enabled,
"blocked_symbols": blocked_symbols,
"symbols": symbol_stats,
"consecutive_losses": consecutive_losses,
@@ -202,6 +206,7 @@ def _active_universe_trades(settings: Settings, trades: list[dict[str, Any]]) ->
def _symbol_guard_stats(settings: Settings, trades: list[dict[str, Any]]) -> list[dict[str, Any]]:
expectancy_min_samples = max(6, min(settings.risk_recent_trade_window, 10))
loss_streak_min_samples = max(3, settings.risk_max_consecutive_losses)
symbol_guard_enabled = settings.risk_symbol_guard_enabled
rows: list[dict[str, Any]] = []
for symbol in settings.symbols:
symbol_trades = [trade for trade in trades if str(trade.get("symbol", "")).upper() == symbol.upper()]
@@ -209,17 +214,19 @@ def _symbol_guard_stats(settings: Settings, trades: list[dict[str, Any]]) -> lis
stats = _trade_stats(recent)
losses = _consecutive_losses(recent)
reasons: list[str] = []
if stats["trades"] >= expectancy_min_samples:
if stats["profit_factor"] < settings.risk_min_recent_profit_factor and stats["avg_net_percent"] <= 0:
reasons.append("symbol_expectancy_negative")
if stats["trades"] >= loss_streak_min_samples:
if losses >= settings.risk_max_consecutive_losses:
reasons.append("symbol_consecutive_losses")
if symbol_guard_enabled:
if stats["trades"] >= expectancy_min_samples:
if stats["profit_factor"] < settings.risk_min_recent_profit_factor and stats["avg_net_percent"] <= 0:
reasons.append("symbol_expectancy_negative")
if stats["trades"] >= loss_streak_min_samples:
if losses >= settings.risk_max_consecutive_losses:
reasons.append("symbol_consecutive_losses")
rows.append(
{
"symbol": symbol.upper(),
"block_new_entries": bool(reasons),
"block_new_entries": bool(reasons) if symbol_guard_enabled else False,
"reasons": reasons,
"symbol_guard_enabled": symbol_guard_enabled,
"consecutive_losses": losses,
**stats,
}