Add Torch probe entries and Pi artifact sync

2026-06-24 21:31:05 +03:00
parent 15a50fb575
commit cb8efb7cd7
16 changed files with 307266 additions and 363669 deletions
@@ -284,6 +284,80 @@ def test_torch_forecast_blocks_without_valid_torch_model(make_settings, tmp_path
    assert signal.diagnostics["checks"]["torch_model_ok"] is False


+def test_torch_forecast_probe_buys_on_positive_high_probability(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_min_edge_percent=0.10,
+        time_series_min_probability_up=0.52,
+        time_series_probe_enabled=True,
+        time_series_probe_min_edge_percent=0.02,
+        time_series_probe_min_probability_up=0.55,
+        time_series_probe_size_multiplier=0.40,
+        max_position_usdt=25,
+        stop_loss_percent=0.04,
+        risk_per_trade_percent=0.01,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("SOLUSDT", 65, 64.99, 65.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.entry_signal(
+        "SOLUSDT",
+        [],
+        ticker,
+        open_positions_for_symbol=0,
+        forecast={
+            "usable": True,
+            "model": "torch_gru",
+            "expected_return_percent": 0.04,
+            "probability_up": 0.57,
+            "skill": 0.05,
+            "block_entry": False,
+        },
+        account={"equity": 100.0},
+    )
+
+    assert signal.action == "BUY"
+    assert signal.diagnostics["edge_mode"] == "probe"
+    assert signal.diagnostics["checks"]["expected_edge_ok"] is True
+    assert signal.diagnostics["position_sizing"]["edge_mode"] == "probe"
+    assert settings.min_position_usdt <= signal.diagnostics["position_notional_usdt"] < settings.max_position_usdt
+
+
+def test_torch_forecast_probe_blocks_negative_expected_return(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_min_edge_percent=0.10,
+        time_series_min_probability_up=0.52,
+        time_series_probe_enabled=True,
+        time_series_probe_min_edge_percent=0.02,
+        time_series_probe_min_probability_up=0.55,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("BTCUSDT", 59_000, 58_999, 59_001, 10_000_000, 1000, 1.0)
+
+    signal = strategy.entry_signal(
+        "BTCUSDT",
+        [],
+        ticker,
+        open_positions_for_symbol=0,
+        forecast={
+            "usable": True,
+            "model": "torch_gru",
+            "expected_return_percent": -0.03,
+            "probability_up": 0.60,
+            "skill": 0.16,
+            "block_entry": False,
+        },
+        account={"equity": 100.0},
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["edge_mode"] == "blocked"
+    assert signal.diagnostics["checks"]["expected_edge_ok"] is False
+
+
 def test_torch_forecast_exits_when_forecast_turns_negative(make_settings, tmp_path) -> None:
    settings = make_settings(tmp_path, strategy_mode="torch_forecast", stop_loss_percent=0.04)
    strategy = SpotStrategy(settings)