feat: enforce profit-only spot exits

crypto_spot_bot/bot.py

@@ -13,7 +13,11 @@ from crypto_spot_bot.learning import TradeLearner
 from crypto_spot_bot.market_data import MarketData
 from crypto_spot_bot.models import BotStatus, Signal, Ticker, utc_now
 from crypto_spot_bot.patterns import PatternAnalyzer
-from crypto_spot_bot.strategy import SpotStrategy, torch_model_readiness_reasons
+from crypto_spot_bot.strategy import (
+    SpotStrategy,
+    apply_profit_only_exit_policy,
+    torch_model_readiness_reasons,
+)
 from crypto_spot_bot.storage import Storage
 from crypto_spot_bot.time_series import TimeSeriesForecaster, _barrier_outcome
 
@@ -165,6 +169,8 @@ class CryptoSpotBot:
             adaptive_rules["reduce_now"] = position.id is not None and position.id == reduction_candidate_id
             learning = {"adaptive_rules": adaptive_rules}
             signal = self.strategy.exit_signal(position, candles, ticker, learning, forecast)
+            if ticker is not None:
+                signal = apply_profit_only_exit_policy(self.settings, position, ticker, signal)
             self._record_signal(signal)
             if signal.action == "SELL" and ticker is not None:
                 await asyncio.to_thread(self.broker.sell, position, ticker, signal.reason)
@@ -371,14 +377,28 @@ class CryptoSpotBot:
                 volume_24h=0.0,
                 change_24h=0.0,
             )
-            self.broker.sell(
-                position,
-                synthetic_ticker,
-                f"{self.settings.strategy_mode}: закрыта старая paper-позиция вне списка разрешенных пар",
-            )
-            self.storage.event(
-                f"{position.symbol}: старая paper-позиция закрыта при переходе на {self.settings.strategy_mode}"
+            candidate = Signal(
+                position.symbol,
+                "SELL",
+                0.5,
+                f"{self.settings.strategy_mode}: старая paper-позиция вне списка разрешенных пар",
+                {
+                    "emergency_exit": True,
+                    "emergency_exit_type": "symbol_removed_from_universe",
+                },
             )
+            decision = apply_profit_only_exit_policy(self.settings, position, synthetic_ticker, candidate)
+            self._record_signal(decision)
+            if decision.action == "SELL":
+                self.broker.sell(position, synthetic_ticker, decision.reason)
+                self.storage.event(
+                    f"{position.symbol}: старая paper-позиция закрыта при переходе на {self.settings.strategy_mode}"
+                )
+            else:
+                self.storage.event(
+                    f"{position.symbol}: старая paper-позиция сохранена политикой profit-only",
+                    "WARN",
+                )
 
     def _reduction_candidate_id(self, prices: dict[str, float]) -> int | None:
         rules = self._with_exposure_context(self.learner.state.adaptive_rules or {})