Make symbol risk guard configurable

.env

@@ -51,6 +51,7 @@ KELLY_FRACTION=0.25
 KELLY_MAX_FRACTION=0.20
 RISK_PER_TRADE_PERCENT=0.01
 RISK_GUARD_ENABLED=true
+RISK_SYMBOL_GUARD_ENABLED=false
 RISK_RECENT_TRADE_WINDOW=20
 RISK_MAX_CONSECUTIVE_LOSSES=4
 RISK_MIN_RECENT_PROFIT_FACTOR=0.85

README.md

@@ -164,6 +164,7 @@ KELLY_FRACTION=0.25
 KELLY_MAX_FRACTION=0.20
 RISK_PER_TRADE_PERCENT=0.01
 RISK_GUARD_ENABLED=true
+RISK_SYMBOL_GUARD_ENABLED=false
 RISK_RECENT_TRADE_WINDOW=20
 RISK_MAX_CONSECUTIVE_LOSSES=4
 RISK_MIN_RECENT_PROFIT_FACTOR=0.85

crypto_spot_bot/analytics.py

@@ -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()]
@@ -209,6 +214,7 @@ def _symbol_guard_stats(settings: Settings, trades: list[dict[str, Any]]) -> lis
         stats = _trade_stats(recent)
         losses = _consecutive_losses(recent)
         reasons: list[str] = []
+        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")
@@ -218,8 +224,9 @@ def _symbol_guard_stats(settings: Settings, trades: list[dict[str, Any]]) -> lis
         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,
             }

crypto_spot_bot/config.py

@@ -115,6 +115,7 @@ class Settings:
     kelly_max_fraction: float
     risk_per_trade_percent: float
     risk_guard_enabled: bool
+    risk_symbol_guard_enabled: bool
     risk_recent_trade_window: int
     risk_max_consecutive_losses: int
     risk_min_recent_profit_factor: float
@@ -265,6 +266,7 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
         kelly_max_fraction=_float_env("KELLY_MAX_FRACTION", 0.20),
         risk_per_trade_percent=_float_env("RISK_PER_TRADE_PERCENT", 0.01),
         risk_guard_enabled=_bool_env("RISK_GUARD_ENABLED", True),
+        risk_symbol_guard_enabled=_bool_env("RISK_SYMBOL_GUARD_ENABLED", True),
         risk_recent_trade_window=_int_env("RISK_RECENT_TRADE_WINDOW", 20),
         risk_max_consecutive_losses=_int_env("RISK_MAX_CONSECUTIVE_LOSSES", 4),
         risk_min_recent_profit_factor=_float_env("RISK_MIN_RECENT_PROFIT_FACTOR", 0.85),

crypto_spot_bot/dashboard.py

@@ -290,6 +290,7 @@ def _safe_config(settings: Settings) -> dict[str, Any]:
         "kelly_max_fraction": settings.kelly_max_fraction,
         "risk_per_trade_percent": settings.risk_per_trade_percent,
         "risk_guard_enabled": settings.risk_guard_enabled,
+        "risk_symbol_guard_enabled": settings.risk_symbol_guard_enabled,
         "risk_recent_trade_window": settings.risk_recent_trade_window,
         "risk_max_consecutive_losses": settings.risk_max_consecutive_losses,
         "risk_min_recent_profit_factor": settings.risk_min_recent_profit_factor,

tests/conftest.py

@@ -67,6 +67,7 @@ def make_settings():
             kelly_max_fraction=0.20,
             risk_per_trade_percent=0.01,
             risk_guard_enabled=True,
+            risk_symbol_guard_enabled=True,
             risk_recent_trade_window=20,
             risk_max_consecutive_losses=4,
             risk_min_recent_profit_factor=0.85,

tests/test_analytics_quality.py

@@ -34,7 +34,12 @@ def test_risk_guard_reduces_size_after_consecutive_losses(make_settings, tmp_pat
 
 
 def test_risk_guard_blocks_only_bad_symbol(make_settings, tmp_path) -> None:
-    settings = make_settings(tmp_path, risk_max_consecutive_losses=3, symbols=["BTCUSDT", "ETHUSDT"])
+    settings = make_settings(
+        tmp_path,
+        risk_symbol_guard_enabled=True,
+        risk_max_consecutive_losses=3,
+        symbols=["BTCUSDT", "ETHUSDT"],
+    )
     storage = Storage(settings.database_path)
     now = utc_now()
     for _ in range(3):
@@ -76,6 +81,41 @@ def test_risk_guard_blocks_only_bad_symbol(make_settings, tmp_path) -> None:
     assert symbol_rows["ETHUSDT"]["block_new_entries"] is False
 
 
+def test_risk_guard_can_disable_symbol_blocks(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        risk_symbol_guard_enabled=False,
+        risk_max_consecutive_losses=3,
+        symbols=["BTCUSDT", "ETHUSDT"],
+    )
+    storage = Storage(settings.database_path)
+    now = utc_now()
+    for _ in range(3):
+        storage.insert_trade(
+            Trade(
+                id=None,
+                symbol="BTCUSDT",
+                side="SELL",
+                qty=1.0,
+                entry_price=100.0,
+                exit_price=99.0,
+                net_pnl=-1.0,
+                opened_at=now,
+                closed_at=now,
+                entry_diagnostics={"forecast": {"probability_up": 0.64, "model": "torch_gru"}},
+            )
+        )
+
+    guard = risk_guard_snapshot(settings, storage.closed_trades(), storage.latest_equity())
+
+    assert guard["symbol_guard_enabled"] is False
+    assert guard["blocked_symbols"] == []
+    symbol_rows = {row["symbol"]: row for row in guard["symbols"]}
+    assert symbol_rows["BTCUSDT"]["consecutive_losses"] == 3
+    assert symbol_rows["BTCUSDT"]["block_new_entries"] is False
+    assert symbol_rows["BTCUSDT"]["reasons"] == []
+
+
 def test_risk_guard_ignores_trades_outside_active_universe(make_settings, tmp_path) -> None:
     settings = make_settings(tmp_path, risk_max_consecutive_losses=2, symbols=["BTCUSDT", "ETHUSDT"])
     storage = Storage(settings.database_path)

tests/test_config.py

@@ -52,6 +52,21 @@ def test_fast_trading_env_sets_effective_intervals(tmp_path, monkeypatch) -> Non
     assert settings.max_entries_per_minute == 4
 
 
+def test_symbol_risk_guard_can_be_disabled(tmp_path, monkeypatch) -> None:
+    monkeypatch.delenv("RISK_SYMBOL_GUARD_ENABLED", raising=False)
+    monkeypatch.setenv("TRADING_MODE", "paper")
+    env_file = tmp_path / ".env"
+    env_file.write_text(
+        "TRADING_MODE=paper\nRISK_SYMBOL_GUARD_ENABLED=false\n",
+        encoding="utf-8",
+    )
+
+    settings = load_settings(env_file)
+
+    assert settings.risk_guard_enabled is True
+    assert settings.risk_symbol_guard_enabled is False
+
+
 def test_llm_advisor_is_disabled_by_default(tmp_path, monkeypatch) -> None:
     monkeypatch.delenv("LLM_ADVISOR_ENABLED", raising=False)
     monkeypatch.setenv("TRADING_MODE", "paper")