fix: make dashboard login responsive

.env

@@ -1,93 +0,0 @@
-TRADING_MODE=paper
-HOST=127.0.0.1
-PORT=8787
-
-BYBIT_TESTNET=false
-BYBIT_API_KEY=
-BYBIT_API_SECRET=
-
-STARTING_BALANCE_USDT=100
-AUTO_SELECT_SYMBOLS=false
-TOP_SYMBOLS_COUNT=12
-SYMBOLS=BTCUSDT,ETHUSDT,HYPEUSDT,SOLUSDT,XRPUSDT,XPLUSDT,WLDUSDT,MNTUSDT,HUSDT,XAUTUSDT,IPUSDT,AAVEUSDT
-
-STRATEGY_MODE=torch_forecast
-BASE_INTERVAL=60
-KLINE_LIMIT=240
-TREND_INTERVAL=D
-TREND_KLINE_LIMIT=260
-LOOP_INTERVAL_SECONDS=5
-FAST_TRADING_ENABLED=false
-FAST_LOOP_INTERVAL_SECONDS=1
-FAST_ENTRY_COOLDOWN_SECONDS=20
-MAX_ENTRIES_PER_MINUTE=12
-WEBSOCKET_ENABLED=true
-MIN_SIGNAL_CONFIDENCE=0.64
-MAX_SPREAD_PERCENT=0.18
-MIN_24H_TURNOVER_USDT=1000000
-PATTERN_ANALYSIS_ENABLED=true
-PATTERN_SCORE_WEIGHT=0.18
-LEARNING_ENABLED=true
-LEARNING_LOOKBACK_TRADES=120
-LEARNING_MIN_SAMPLES=3
-LEARNING_MAX_ADJUSTMENT=0.12
-LEARNING_MAX_POSITION_MULTIPLIER=1.6
-MIN_POSITION_USDT=1
-MAX_POSITION_USDT=8
-MAX_SYMBOL_EXPOSURE_USDT=25
-MAX_TOTAL_EXPOSURE_USDT=100
-MAX_OPEN_POSITIONS=24
-MAX_POSITIONS_PER_SYMBOL=6
-GRID_TRADING_ENABLED=false
-GRID_ENTRY_CONFIDENCE=0.58
-GRID_BUY_ZONE=0.45
-GRID_MAX_POSITION_USDT=8
-REBOUND_TRADING_ENABLED=true
-REBOUND_ENTRY_CONFIDENCE=0.55
-REBOUND_MIN_PROBABILITY=0.55
-REBOUND_MAX_POSITION_USDT=6
-KELLY_SIZING_ENABLED=true
-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
-RISK_REDUCE_MULTIPLIER=1.0
-ATR_TRAILING_MULTIPLIER=2.2
-TREND_RSI_MIN=45
-TREND_RSI_MAX=65
-TIME_SERIES_FORECAST_ENABLED=true
-TIME_SERIES_MIN_CANDLES=120
-TIME_SERIES_FORECAST_HORIZON=3
-TIME_SERIES_MIN_EDGE_PERCENT=0.10
-TIME_SERIES_MIN_PROBABILITY_UP=0.47
-TIME_SERIES_MIN_CONFIDENCE=0.4
-TIME_SERIES_MAX_ADJUSTMENT=0.08
-TIME_SERIES_LSTM_ENABLED=true
-TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
-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
-TIME_SERIES_REBOUND_FALLBACK_ENABLED=true
-STOP_LOSS_PERCENT=0.04
-STOP_LOSS_EXIT_ENABLED=false
-TAKE_PROFIT_PERCENT=0.035
-TRAILING_STOP_PERCENT=0.015
-MIN_HOLD_SECONDS=180
-ENTRY_COOLDOWN_SECONDS=180
-MAX_DAILY_DRAWDOWN_USDT=6
-MIN_CASH_RESERVE_USDT=5
-TAKER_FEE_RATE=0.001
-SLIPPAGE_RATE=0.0003
-
-# Real trading is locked unless all three values are set explicitly.
-ENABLE_LIVE_TRADING=false
-LIVE_TRADING_CONFIRM=
-LIVE_ORDER_MAX_USDT=10
-
-DATABASE_PATH=runtime/tradebot.sqlite3
-LOG_PATH=runtime/tradebot.log

.env.example

@@ -1,15 +1,23 @@
 TRADING_MODE=paper
 HOST=127.0.0.1
 PORT=8787
+# Keep 127.0.0.1 when the reverse proxy is local. This Dell deployment uses
+# 0.0.0.0 because Caddy reaches port 8787 from a separate LAN host.
+TRADEBOT_BIND_ADDRESS=127.0.0.1
 
 BYBIT_TESTNET=false
+# Official regional public endpoints for this deployment. Before future live
+# trading they must match the Bybit site where the API key was created.
+BYBIT_REST_BASE_URL=https://api.bybit.kz
+BYBIT_WEBSOCKET_URL=wss://stream.bybit.kz/v5/public/spot
 BYBIT_API_KEY=
 BYBIT_API_SECRET=
 
 STARTING_BALANCE_USDT=100
-AUTO_SELECT_SYMBOLS=false
+AUTO_SELECT_SYMBOLS=true
 TOP_SYMBOLS_COUNT=12
-SYMBOLS=BTCUSDT,ETHUSDT,HYPEUSDT,SOLUSDT,XRPUSDT,XPLUSDT,WLDUSDT,MNTUSDT,HUSDT,XAUTUSDT,IPUSDT,AAVEUSDT
+# Leave empty to discover the most liquid eligible USDT Spot pairs from Bybit.
+SYMBOLS=
 
 STRATEGY_MODE=torch_forecast
 BASE_INTERVAL=60
@@ -22,6 +30,8 @@ FAST_LOOP_INTERVAL_SECONDS=1
 FAST_ENTRY_COOLDOWN_SECONDS=20
 MAX_ENTRIES_PER_MINUTE=12
 WEBSOCKET_ENABLED=true
+MARKET_OBSERVATION_ENABLED=true
+MARKET_OBSERVATION_SAMPLE_SECONDS=30
 MIN_SIGNAL_CONFIDENCE=0.64
 MAX_SPREAD_PERCENT=0.18
 MIN_24H_TURNOVER_USDT=1000000
@@ -71,11 +81,26 @@ 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
-TIME_SERIES_REBOUND_FALLBACK_ENABLED=true
+TIME_SERIES_REBOUND_FALLBACK_ENABLED=false
+# Use the independently guarded trend/MACD strategy while no accepted fresh
+# Torch model is available. The rejected model is never used for entries.
+TIME_SERIES_TREND_FALLBACK_ENABLED=true
+TIME_SERIES_FALLBACK_MODE=legacy
+TIME_SERIES_REQUIRE_QUALITY_GATE=true
+# Emergency paper-only override. Keep false unless a failed guard is accepted manually.
+TIME_SERIES_MANUAL_QUALITY_OVERRIDE=false
+TIME_SERIES_REQUIRE_FRESH_MODEL=true
+TIME_SERIES_MODEL_MAX_AGE_HOURS=48
+MARKET_TICKER_MAX_AGE_SECONDS=45
 STOP_LOSS_PERCENT=0.04
+STOP_LOSS_EXIT_ENABLED=false
 TAKE_PROFIT_PERCENT=0.035
 TRAILING_STOP_PERCENT=0.015
 MIN_HOLD_SECONDS=180
+# Ordinary RSI/EMA/model/exposure exits are only executed when the estimated
+# result after entry fee, exit fee, spread and slippage clears this net margin.
+PROFIT_ONLY_EXIT_ENABLED=true
+MIN_EXIT_NET_PERCENT=0.31
 ENTRY_COOLDOWN_SECONDS=180
 MAX_DAILY_DRAWDOWN_USDT=6
 MIN_CASH_RESERVE_USDT=5
@@ -86,6 +111,36 @@ SLIPPAGE_RATE=0.0003
 ENABLE_LIVE_TRADING=false
 LIVE_TRADING_CONFIRM=
 LIVE_ORDER_MAX_USDT=10
+LIVE_ORDER_FILL_TIMEOUT_SECONDS=20
+LIVE_RECONCILIATION_INTERVAL_SECONDS=30
+LIVE_PROTECTIVE_STOP_ENABLED=true
+
+# Required for direct API access. If a trusted reverse proxy authenticates
+# requests, set TRUSTED_PROXY_USER_HEADER to the header injected by that proxy.
+TRADEBOT_API_TOKEN=
+TRADEBOT_TRAINING_TOKEN=
+TRUSTED_PROXY_USER_HEADER=
+
+HOLD_SIGNAL_SAMPLE_SECONDS=60
+STORAGE_RETENTION_DAYS=30
+STORAGE_PRUNE_INTERVAL_SECONDS=3600
+
+# Windows trainer keeps this final tail untouched by training and early stopping.
+TORCH_RETRAIN_HOLDOUT_WINDOW=1000
+TORCH_ORDERBOOK_DB=runtime/orderbook_observations.sqlite3
+TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET=20
+TORCH_ORDERBOOK_MIN_COVERED_BUCKETS=240
+TORCH_ORDERBOOK_MIN_SYMBOLS=2
+TORCH_ORDERBOOK_AUTO_CHECK_SECONDS=3600
+
+# Forward-only gate for an offline-approved shadow model. Promotion remains an
+# explicit authenticated API action after every check has passed.
+SHADOW_GATE_MIN_SETTLED=300
+SHADOW_GATE_MIN_ELIGIBLE=30
+SHADOW_GATE_MIN_SYMBOLS=2
+SHADOW_GATE_MIN_PROFIT_FACTOR=1.10
+SHADOW_GATE_MIN_DIRECTION_ACCURACY=0.52
+SHADOW_GATE_MAX_BRIER=0.25
 
 DATABASE_PATH=runtime/tradebot.sqlite3
 LOG_PATH=runtime/tradebot.log

Dockerfile

@@ -1,13 +1,20 @@
 FROM python:3.12-slim
 
+ENV PYTHONDONTWRITEBYTECODE=1 \
+    PYTHONUNBUFFERED=1
+
 WORKDIR /app
 COPY requirements.txt /app/requirements.txt
-RUN pip install --no-cache-dir --upgrade pip \
+RUN pip install --no-cache-dir --disable-pip-version-check --upgrade pip \
-    && pip install --no-cache-dir -r /app/requirements.txt
+    && pip install --no-cache-dir --disable-pip-version-check -r /app/requirements.txt \
+    && groupadd --gid 1000 tradebot \
+    && useradd --uid 1000 --gid tradebot --home-dir /app --shell /usr/sbin/nologin tradebot
 
-COPY crypto_spot_bot /app/crypto_spot_bot
+COPY --chown=1000:1000 crypto_spot_bot /app/crypto_spot_bot
-COPY README.md /app/README.md
+COPY --chown=1000:1000 README.md /app/README.md
-RUN mkdir -p /app/runtime
+RUN mkdir -p /app/runtime && chown -R 1000:1000 /app/runtime
 
 EXPOSE 8787
+USER 1000:1000
+STOPSIGNAL SIGTERM
 CMD ["python", "-m", "crypto_spot_bot.main"]

README.md

@@ -1,15 +1,23 @@
 # Crypto Spot TradeBot
 
+Веб-панель управления доступна на корневом адресе сервиса: локально
+`http://127.0.0.1:8787/`, в production — `https://tb.kusoft.xyz/`. Панель показывает
+готовность торгового контура, капитал, позиции, рынки, сигналы, сделки, события и
+состояние модели; из неё можно запускать и останавливать цикл и переключать быстрый
+режим. Приватные данные и управляющие действия используют ту же авторизацию, что и API.
+
 Spot-бот для демо-торговли криптовалютой на реальных данных Bybit. По умолчанию работает только в `paper`-режиме со стартовым балансом `100 USDT`; live-режим заблокирован до явного включения через env-переменные.
 
 ## Что реализовано
 
 - Реальные market data Bybit Spot: REST bootstrap и WebSocket-обновления.
-- Фиксированный набор 12 USDT spot-пар для основной стратегии: `BTCUSDT`, `ETHUSDT`, `HYPEUSDT`, `SOLUSDT`, `XRPUSDT`, `XPLUSDT`, `WLDUSDT`, `MNTUSDT`, `HUSDT`, `XAUTUSDT`, `IPUSDT`, `AAVEUSDT`.
+- Сэмплированный L1-стакан Bybit сохраняется в SQLite: bid/ask size, spread, imbalance и microprice доступны обучающему агенту через защищённый постраничный API. Частота по умолчанию — один sample на пару каждые 30 секунд, а хранилище ограничено 1 200 000 строк.
+- Торговый universe автоматически строится из актуальных Bybit Spot-инструментов: выбираются до 12 ликвидных USDT-пар по `turnover24h`, исключаются stablecoin-to-stablecoin и leveraged-token пары; фиксированный список можно задать только явным `SYMBOLS`.
 - Paper trading с учетом cash, комиссий, проскальзывания, stop-loss, take-profit и trailing stop.
 - Spot-only логика: покупка базовой монеты за USDT и продажа обратно, без short и без плеча.
 - Live spot-ордеры явно отправляются без плеча: `category=spot`, `isLeverage=0`.
-- Основная стратегия `torch_forecast`: входы и forecast-выходы идут только от экспортированной PyTorch LSTM/GRU модели; MACD/RSI/дневная EMA не являются условиями входа в этом режиме. Спред, ликвидность, stop-loss, ATR trailing stop, запрет DCA и лимиты экспозиции остаются защитой исполнения и риска.
+- Основная стратегия `torch_forecast`: входы и forecast-выходы идут только от свежей экспортированной PyTorch LSTM/GRU модели с успешным quality gate; MACD/RSI/дневная EMA не являются условиями входа в этом режиме. Rebound fallback без модели выключен по умолчанию. Спред, ликвидность, stop-loss, ATR trailing stop, запрет DCA и лимиты экспозиции остаются защитой исполнения и риска.
+- При `TIME_SERIES_TREND_FALLBACK_ENABLED=true` отсутствие принятой свежей Torch-модели включает самостоятельную fallback-стратегию. `TIME_SERIES_FALLBACK_MODE=legacy` разрешён только для paper и даёт многорежимные виртуальные входы; live всегда принудительно использует более строгий `trend_macd`. Отклонённый artifact не используется, fallback явно отражается в readiness и диагностике сигналов, а после появления принятой модели выключается автоматически.
 - Основная стратегия `trend_macd`: вход на `1h`, дневной фильтр тренда на `1d`, long только если цена выше дневной EMA200 и дневная EMA50 выше EMA200.
 - Вход `trend_macd`: MACD на `1h` пересекает signal вверх, цена выше EMA50, RSI в диапазоне `45..65`, спред и ликвидность проходят runtime-фильтры.
 - Выход `trend_macd`: MACD пересекает signal вниз, `1h` свеча закрылась ниже EMA50, сработал стоп `4%` или ATR trailing stop `2.2 ATR`.
@@ -17,12 +25,14 @@ Spot-бот для демо-торговли криптовалютой на р
 - DCA/мартингейл отключены: в режиме `trend_macd` брокер не разрешает вторую позицию по той же паре.
 - Grid, rebound, adaptive learning, Kelly sizing и time-series forecast выключены по умолчанию и не участвуют в принятии решений `trend_macd`.
 - Быстрый режим торговли: отдельный короткий интервал цикла, короткий cooldown после выхода и лимит новых входов в минуту; выходы по риску этим лимитом не блокируются.
-- Веб-dashboard на русском: equity, cash, PnL, позиции, сделки, сигналы, события, свечные графики, переключатель быстрой торговли и индикаторы работы обучения.
+- Защищённый JSON API: equity, cash, PnL, позиции, сделки, сигналы, события, свечи, управление paper-циклом и состоянием обучения.
-- Android-монитор в `android/TradeBotMonitor`: русский мобильный интерфейс для просмотра 12 пар, свечей, Torch/Kelly параметров, расписания удалённого retrain и live-чеклиста.
+- Android-монитор в `android/TradeBotMonitor`: русский мобильный интерфейс для динамического списка Bybit-пар, свечей, Torch/Kelly параметров, WorkManager-расписания удалённого retrain и live-чеклиста.
 - SQLite runtime-хранилище в `runtime/tradebot.sqlite3`.
-- Health endpoint `/api/health` и Prometheus-compatible `/metrics`.
+- Liveness `/api/health`, readiness `/api/ready`, объединенный mobile snapshot `/api/mobile/snapshot` и Prometheus-compatible `/metrics`.
-- Docker Compose для установки на Raspberry Pi 5 или другой Linux-хост.
+- Все приватные API endpoints требуют токен или подтвержденный reverse-proxy user header; health и metrics остаются доступными для локального мониторинга.
+- Hardened Docker Compose для установки на Dell/Linux: non-root user, read-only root filesystem, dropped capabilities, healthcheck и ротация container logs.
 - Live trading guard: live не стартует без `ENABLE_LIVE_TRADING=true`, `LIVE_TRADING_CONFIRM=I_ACCEPT_REAL_RISK` и Bybit API-ключей.
+- Внешний production endpoint сохраняется на `https://tb.kusoft.xyz`; Caddy завершает TLS и проксирует API к контейнеру на loopback.
 
 ## Источники и принятые параметры
 
@@ -32,6 +42,8 @@ Spot-бот для демо-торговли криптовалютой на р
 
 Популярность пар определяется через `/v5/market/tickers`, потому что Bybit Spot ticker возвращает `turnover24h`, `volume24h`, `bid1Price`, `ask1Price` и `lastPrice`: <https://bybit-exchange.github.io/docs/v5/market/tickers>.
 
+Для текущего paper/training-развёртывания используется официальный региональный endpoint `api.bybit.kz`; Bybit перечисляет его в Integration Guidance. `BYBIT_REST_BASE_URL` и `BYBIT_WEBSOCKET_URL` остаются явными настройками, потому что перед будущим live-режимом домен обязан соответствовать площадке выпуска API-ключа: <https://bybit-exchange.github.io/docs/v5/guide>.
+
 Лучшие bid/ask берутся из `/v5/market/orderbook`; документация Bybit описывает `GET /v5/market/orderbook` с `category=spot`: <https://bybit-exchange.github.io/docs/v5/market/orderbook>.
 
 WebSocket-стакан использует topic `orderbook.{depth}.{symbol}`; Bybit документирует snapshot/delta-поведение и частоты push для Spot depth 1/50/200/1000: <https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook>.
@@ -43,7 +55,7 @@ Live market orders используют `/v5/order/create`; Bybit докумен
 - Investopedia перечисляет важные свойства algo trading software: real-time market data, low latency, configurability, backtesting, broker/exchange integration, fees/costs и APIs: <https://www.investopedia.com/articles/active-trading/090815/picking-right-algorithmic-trading-software.asp>.
 - Investopedia отдельно указывает, что automated trading systems задают правила entry/exit/money management, но требуют мониторинга и несут риск mechanical failures и over-optimization: <https://www.investopedia.com/articles/trading/11/automated-trading-systems.asp>.
 - QuantInsti описывает типовой путь разработки: стратегия, backtesting, paper trading, затем live trading, плюс GUI, order management и risk management: <https://www.quantinsti.com/articles/automated-trading-system/>.
-- Hochreiter и Schmidhuber описали LSTM как recurrent neural network architecture для последовательностей; обучение LSTM/GRU в проекте выполняется локально через PyTorch, а Raspberry Pi исполняет только экспортированные JSON-веса без PyTorch runtime: <https://direct.mit.edu/neco/article/9/8/1735/6109/Long-Short-Term-Memory>.
+- Hochreiter и Schmidhuber описали LSTM как recurrent neural network architecture для последовательностей; обучение LSTM/GRU в проекте выполняется локально через PyTorch, а Dell исполняет только прошедшие quality gate экспортированные JSON-веса без PyTorch runtime: <https://direct.mit.edu/neco/article/9/8/1735/6109/Long-Short-Term-Memory>.
 
 Я не могу подтвердить, что эта стратегия будет прибыльной. Источники выше описывают технические свойства и риски автоматической торговли, но не гарантируют прибыль.
 
@@ -57,17 +69,17 @@ Copy-Item .env.example .env
 python -m crypto_spot_bot.main
 ```
 
-Dashboard: <http://127.0.0.1:8787/>
+Liveness: <http://127.0.0.1:8787/api/health>
 
-## Локальное обучение PyTorch LSTM/GRU
+## Локальное обучение PyTorch LSTM
 
-Обучение запускается на основной Windows-машине, а Raspberry Pi остается только для исполнения торгового цикла. PyTorch нужен только на машине обучения; в JSON экспортируются веса, а runtime на Raspberry Pi считает inference обычным Python-кодом:
+Обучение запускается на основной Windows-машине, а Dell остается для исполнения торгового цикла. PyTorch нужен только на машине обучения; в JSON экспортируются веса, а runtime на Dell считает inference обычным Python-кодом:
 
 ```powershell
 .\.venv\Scripts\python.exe -m pip install torch --index-url https://download.pytorch.org/whl/cpu
 .\.venv\Scripts\python.exe tools\train_torch_recurrent_forecaster.py `
   --limit 3000 `
-  --architectures lstm,gru `
+  --architectures lstm `
   --lookbacks 64 `
   --hidden-sizes 64,96 `
   --layers 2 `
@@ -78,34 +90,33 @@ Dashboard: <http://127.0.0.1:8787/>
   --epochs 70
 ```
 
-Новый artifact версии 4 обучается как probabilistic multi-horizon модель: вход включает доходности, форму свечи, объем, ATR%, realized volatility, RSI/MACD/EMA slopes, 4h/24h rolling trend, дневные EMA-признаки, BTC/ETH cross-asset признаки и числовые признаки текущего шаблона пары. Цель обучается как `future log return - комиссии - проскальзывание`, нормализованная на текущую волатильность. Модель сразу прогнозирует горизонты `1/3/6/12`, quantile-оценки `q10/q50/q90` и `P(up)`.
+Новый artifact версии 6 обучается как торговая multi-task multi-horizon модель: вход включает доходности, форму свечи, объем, ATR%, realized volatility, RSI/MACD/EMA slopes, 4h/24h rolling trend, дневные EMA-признаки, BTC/ETH cross-asset признаки и числовые признаки текущего шаблона пары. Для каждой точки симулируется вход по open следующей свечи; затем до каждого горизонта проверяется, что было достигнуто раньше — take-profit или stop-loss. Денежная цель равна чистому log-PnL при первом барьере либо закрытии по горизонту после комиссий и проскальзывания. Вторая цель — вероятность `P(TP before SL)`. Если одна OHLC-свеча касается обоих барьеров, разметка консервативно считает stop-loss первым. Модель прогнозирует горизонты `3/6/12/24` и quantile-оценки `q10/q50/q90` чистого результата.
+
+Последний tail (`--holdout-window`, по умолчанию 1000 samples на символ) полностью исключается из training и early stopping. Между train/validation/holdout оставляется purge по максимальному forecast horizon. Threshold walk-forward и guard работают только на этом untouched holdout; calibration и guard криптографически привязаны к SHA-256 конкретного model artifact. В каждом walk-forward fold торговать могут только пары, которые получили жизнеспособный порог на предшествующей train-части; общий порог больше не возвращает в портфель нестабильные пары.
 
 Файл из `TIME_SERIES_LSTM_MODEL_PATH` читается ботом автоматически, если `TIME_SERIES_FORECAST_ENABLED=true`. В стратегии `torch_forecast` экспортированная PyTorch LSTM/GRU модель является единственным направляющим сигналом для входа и forecast-выхода. Экспортированные модели появляются в dashboard как `PyTorch LSTM` или `PyTorch GRU`; старый легкий reservoir LSTM-кандидат и все встроенные не-torch прогнозы удалены.
 
-Автопереобучение на Windows запускает PyTorch trainer, пишет лог в `runtime/torch_retrain.log` и защищается от параллельных запусков:
+Локальный retrain на Windows запускает PyTorch trainer, пишет лог в `runtime/torch_retrain.log` и защищается от параллельных запусков:
 
 ```powershell
 powershell -ExecutionPolicy Bypass -File tools\run_torch_retrain.ps1
-powershell -ExecutionPolicy Bypass -File tools\install_windows_torch_retrainer.ps1
 ```
 
 Для удалённого запуска с телефона или с бота используется Windows training agent. Бот на `tb.kusoft.xyz` хранит очередь заданий, а Windows-машина сама подключается к интернету, забирает задания, обучает модель и загружает артефакты обратно:
 
 ```powershell
-powershell -ExecutionPolicy Bypass -File tools\install_windows_training_agent.ps1 -ApiAuth "login:password" -StartNow
+powershell -ExecutionPolicy Bypass -File tools\install_windows_training_agent.ps1 -ApiAuth "<TRADEBOT_TRAINING_TOKEN>" -StartNow
 ```
 
-Установщик регистрирует Scheduled Task `TradeBot Windows Training Agent` при входе в Windows и удаляет старые локальные retrain-задачи, чтобы обучение запускалось через очередь, а не двумя независимыми механизмами.
+Установщик сохраняет worker-токен через Windows DPAPI, удаляет его старую plaintext-копию из пользовательского окружения и включает постоянный запуск агента. С правами администратора используется Scheduled Task с watchdog; без повышения прав — штатный ярлык в пользовательской папке Startup. Сервер выдаёт каждой попытке 10-минутную возобновляемую lease; зависшая попытка автоматически возвращается в очередь, а устаревший процесс не может загрузить артефакты по старой lease.
 
-По умолчанию Windows-расписание переобучает PyTorch `LSTM/GRU` каждые 6 часов с `--limit 3000` на 12 spot-парах из `SYMBOLS`. Параметры можно переопределить через env: `TORCH_RETRAIN_SYMBOLS`, `TORCH_RETRAIN_LIMIT`, `TORCH_RETRAIN_LOOKBACKS`, `TORCH_RETRAIN_ARCHITECTURES`, `TORCH_RETRAIN_HIDDEN_SIZES`, `TORCH_RETRAIN_LAYERS`, `TORCH_RETRAIN_DROPOUTS`, `TORCH_RETRAIN_HORIZON`, `TORCH_RETRAIN_HORIZONS`, `TORCH_RETRAIN_CONTEXT_SYMBOLS`, `TORCH_RETRAIN_FEATURES`, `TORCH_RETRAIN_SEED`, `TORCH_RETRAIN_EPOCHS`, `TORCH_RETRAIN_PATIENCE`, `TORCH_RETRAIN_INTERVAL`, `TORCH_RETRAIN_ENV`.
+По умолчанию Windows-agent обучает одну pooled PyTorch LSTM на динамическом наборе пар и `4000` часовых свечах на пару. Базовый профиль использует lookback `64`, hidden size `64`, два recurrent-слоя, dropout `0.20`, до `50` эпох, seed-ensemble `7/19`, три validation-fold и AdamW с learning rate `0.0007`/weight decay `0.0005`. Untouched holdout и quality gate не ослабляются. Параметр задания `pooled=false` включает независимые модели по парам; `architectures=gru` оставлен только как явная экспериментальная опция. Параметры можно переопределить через env: `TORCH_RETRAIN_SYMBOLS`, `TORCH_RETRAIN_LIMIT`, `TORCH_RETRAIN_LOOKBACKS`, `TORCH_RETRAIN_ARCHITECTURES`, `TORCH_RETRAIN_HIDDEN_SIZES`, `TORCH_RETRAIN_LAYERS`, `TORCH_RETRAIN_DROPOUTS`, `TORCH_RETRAIN_HORIZON`, `TORCH_RETRAIN_HORIZONS`, `TORCH_RETRAIN_CONTEXT_SYMBOLS`, `TORCH_RETRAIN_FEATURES`, `TORCH_RETRAIN_SEED`, `TORCH_RETRAIN_ENSEMBLE_SEEDS`, `TORCH_RETRAIN_SELECTION_FOLDS`, `TORCH_RETRAIN_LEARNING_RATE`, `TORCH_RETRAIN_WEIGHT_DECAY`, `TORCH_RETRAIN_EPOCHS`, `TORCH_RETRAIN_PATIENCE`, `TORCH_RETRAIN_INTERVAL`, `TORCH_RETRAIN_ENV`.
 
-Если retrain запускается с `-DeployToPi`, после успешного guard он синхронизирует `runtime/lstm_forecaster.json`, `runtime/torch_retrain_guard.json` и `runtime/torch_threshold_calibration.json` на Raspberry Pi через SSH-ключ и перезапускает сервис `tradebot`. Отдельный запуск sync:
+Loss и выбор гиперпараметров учитывают after-cost trading utility, ошибку ожидаемого чистого PnL, quantile-loss и focal BCE для события `TP before SL`, а не только MAE направления цены. В каждом walk-forward fold вероятность успеха калибруется Platt-моделью исключительно на train-части; затем на этой же train-части выбираются глобальные и per-symbol пороги, которые применяются к test-части. Для выбора порога требуется минимум 24 непересекающиеся сделки, а финальный quality gate по-прежнему требует не менее 30 OOS-сделок. Калибратор не имеет fallback на единичные сделки: если минимальная статистика не набрана, кандидат получает `calibration_insufficient` и не может пройти gate.
 
-```powershell
+Основной decision horizon — `12h`, дополнительные горизонты — `3/6/12/24`. Размеры обучающих барьеров берутся из `STOP_LOSS_PERCENT` и `TAKE_PROFIT_PERCENT`, а round-trip cost — из fee/slippage настроек. Threshold search оценивается тем же execution replay со stop-loss, take-profit, ATR trailing и forecast-exit, который используется в walk-forward. `holdout_skill` остаётся только в финальном отчёте и никогда не участвует в фильтрации входов или подборе порогов.
-powershell -ExecutionPolicy Bypass -File tools\sync_torch_artifacts_to_pi.ps1 -RemoteHost 192.168.0.185 -RemoteUser sevenhill -RemoteRoot /mnt/data/tradebot
-```
 
-Внутри recurrent модели используются exportable attention pooling и LayerNorm перед forecast-head; Raspberry Pi по-прежнему исполняет модель из JSON без PyTorch runtime.
+Внутри recurrent модели используются exportable attention pooling и LayerNorm. После recurrent-контекста добавлена нелинейная GELU-проекция и две отдельные экспортируемые головы: одна для ожидаемого PnL/quantiles, вторая для `P(TP before SL)`. Принятый bundle загружается агентом через защищённый API `tb.kusoft.xyz`, проходит серверную проверку SHA-256/guard/calibration и атомарно становится активным на Dell.
 
 ## Docker
 
@@ -115,18 +126,21 @@ docker compose up -d --build
 docker compose logs -f tradebot
 ```
 
-Dashboard: `http://<host>:8787/`
+Локальная проверка: `http://127.0.0.1:8787/api/health`; внешний адрес: `https://tb.kusoft.xyz`.
 
-Для Raspberry Pi 5 проект использует `python:3.12-slim`, без Node.js build step. Runtime-данные лежат в volume `./runtime:/app/runtime`; на внешнем диске можно разместить папку проекта или заменить volume на абсолютный путь внешнего диска.
+На Dell проект использует `python:3.12-slim`, без Node.js build step. Runtime-данные лежат в bind mount `./runtime:/app/runtime`; корневая файловая система контейнера read-only, процесс работает как UID/GID 1000, а container logs ротируются по `10 MiB × 3`. Порт по умолчанию привязан к `127.0.0.1`; для текущей схемы с Caddy на отдельном LAN-хосте в серверном `.env` задаётся `TRADEBOT_BIND_ADDRESS=0.0.0.0`, чтобы сохранить `https://tb.kusoft.xyz`.
 
 ## Основные env-параметры
 
 ```env
 TRADING_MODE=paper
 STARTING_BALANCE_USDT=100
-AUTO_SELECT_SYMBOLS=false
+TRADEBOT_BIND_ADDRESS=127.0.0.1
+BYBIT_REST_BASE_URL=https://api.bybit.kz
+BYBIT_WEBSOCKET_URL=wss://stream.bybit.kz/v5/public/spot
+AUTO_SELECT_SYMBOLS=true
 TOP_SYMBOLS_COUNT=12
-SYMBOLS=BTCUSDT,ETHUSDT,HYPEUSDT,SOLUSDT,XRPUSDT,XPLUSDT,WLDUSDT,MNTUSDT,HUSDT,XAUTUSDT,IPUSDT,AAVEUSDT
+SYMBOLS=
 STRATEGY_MODE=torch_forecast
 BASE_INTERVAL=60
 TREND_INTERVAL=D
@@ -137,6 +151,8 @@ FAST_LOOP_INTERVAL_SECONDS=1
 FAST_ENTRY_COOLDOWN_SECONDS=20
 MAX_ENTRIES_PER_MINUTE=12
 WEBSOCKET_ENABLED=true
+MARKET_OBSERVATION_ENABLED=true
+MARKET_OBSERVATION_SAMPLE_SECONDS=30
 MIN_SIGNAL_CONFIDENCE=0.64
 PATTERN_ANALYSIS_ENABLED=true
 PATTERN_SCORE_WEIGHT=0.18
@@ -185,11 +201,20 @@ 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
-TIME_SERIES_REBOUND_FALLBACK_ENABLED=true
+TIME_SERIES_REBOUND_FALLBACK_ENABLED=false
+TIME_SERIES_TREND_FALLBACK_ENABLED=true
+TIME_SERIES_FALLBACK_MODE=legacy
+TIME_SERIES_REQUIRE_QUALITY_GATE=true
+TIME_SERIES_REQUIRE_FRESH_MODEL=true
+TIME_SERIES_MODEL_MAX_AGE_HOURS=48
+MARKET_TICKER_MAX_AGE_SECONDS=45
 STOP_LOSS_PERCENT=0.04
+STOP_LOSS_EXIT_ENABLED=false
 TAKE_PROFIT_PERCENT=0.035
 TRAILING_STOP_PERCENT=0.015
 MIN_HOLD_SECONDS=180
+PROFIT_ONLY_EXIT_ENABLED=true
+MIN_EXIT_NET_PERCENT=0.31
 ENTRY_COOLDOWN_SECONDS=180
 MAX_DAILY_DRAWDOWN_USDT=6
 TAKER_FEE_RATE=0.001
@@ -202,6 +227,12 @@ SLIPPAGE_RATE=0.0003
 
 Для быстрого режима рекомендуется оставлять `WEBSOCKET_ENABLED=true`: WebSocket дает частые рыночные обновления, а REST используется как периодическая сверка. Я не могу подтвердить, что быстрый режим повысит прибыльность; он только уменьшает техническую задержку реакции стратегии.
 
+## Profit-only выходы
+
+При `PROFIT_ONLY_EXIT_ENABLED=true` единый gate перед исполнением блокирует любой обычный `SELL`, если ожидаемый чистый результат с учетом входной и выходной комиссии, bid и проскальзывания ниже `MIN_EXIT_NET_PERCENT`. Это распространяется на RSI, EMA/MACD, ослабление прогноза, trailing и адаптивное снижение экспозиции. Явно помеченные аварийные выходы не блокируются; к ним относятся включенный оператором stop-loss, отказ установки защитного ордера в live и удаление старой paper-пары из торговой вселенной.
+
+Количество зависших позиций ограничивается `MAX_OPEN_POSITIONS`, `MAX_POSITIONS_PER_SYMBOL`, `MAX_SYMBOL_EXPOSURE_USDT` и `MAX_TOTAL_EXPOSURE_USDT`. Когда лимит достигнут, новые покупки блокируются, но существующие позиции продолжают отслеживаться.
+
 ## Live-режим
 
 Live-режим специально заблокирован. Для включения нужны все значения:
@@ -213,15 +244,29 @@ LIVE_TRADING_CONFIRM=I_ACCEPT_REAL_RISK
 BYBIT_API_KEY=...
 BYBIT_API_SECRET=...
 LIVE_ORDER_MAX_USDT=10
+LIVE_ORDER_FILL_TIMEOUT_SECONDS=20
+LIVE_RECONCILIATION_INTERVAL_SECONDS=30
+LIVE_PROTECTIVE_STOP_ENABLED=true
+TRADEBOT_API_TOKEN=
+TRADEBOT_TRAINING_TOKEN=
+TRUSTED_PROXY_USER_HEADER=
+HOLD_SIGNAL_SAMPLE_SECONDS=60
+STORAGE_RETENTION_DAYS=30
 ```
 
-Текущее live-исполнение отправляет market buy/sell в Bybit и ведет локальную shadow-позицию для dashboard и правил выхода. Для промышленной торговли реальными средствами следующий обязательный шаг — reconciliation с реальным wallet/order history Bybit, чтобы локальное состояние сверялось с фактическими fills и балансами.
+Live-исполнение ведет журнал order intent до отправки, подтверждает фактические fills через Bybit executions/order history, записывает фактическую цену/количество/комиссию, периодически сверяет wallet и открытые ордера и блокирует новые входы при расхождении. После подтвержденной покупки создается биржевой spot TP/SL stop-order; если защитный ордер создать не удалось, позиция немедленно закрывается. Перед первым использованием реальных средств этот контур все равно необходимо проверить на Bybit testnet с API-ключом без права вывода.
 
 ## API
 
 - `GET /api/health` — healthcheck.
 - `GET /api/status` — статус бота, account snapshot, позиции.
+- `GET /api/dashboard/snapshot` — компактный защищённый snapshot для веб-панели; внешний UI использует эквивалентный `/web-api/dashboard/snapshot`, чтобы не смешивать Basic-auth браузера с токеном мобильного API.
 - `GET /api/markets` — пары, ticker, свечи, инструменты.
+- `GET /api/training/market-observations?symbol=BTCUSDT&after_id=0&limit=5000` — защищённая training-token выгрузка L1-наблюдений.
+- `GET /api/training/market-observations/manifest` — training-token manifest для инкрементальной синхронизации forward L1-данных.
+- `GET /api/training/shadow` — состояние изолированной shadow-модели и повторного forward-gate.
+- `POST /api/training/shadow/promote` — атомарное продвижение shadow-модели; возвращает `409`, пока forward-gate не пройден.
+- `POST /api/training/retrain/auto` — ограниченная training-token команда Windows-agent; ставит только orderbook-retrain без произвольных параметров.
 - `GET /api/trades` — последние сделки.
 - `GET /api/signals` — последние сигналы стратегии.
 - `GET /api/events` — события.
@@ -234,5 +279,6 @@ LIVE_ORDER_MAX_USDT=10
 ## Проверка
 
 ```bash
+python -m pip install -r requirements-dev.txt
 python -m pytest
 ```

android/TradeBotMonitor/README.md

@@ -7,11 +7,11 @@
 - Русский интерфейс без bubble/pill-оформления.
 - Современная биржевая компоновка: список пар, один выбранный график, компактные параметры ниже.
 - Свечной график 1h: тела свечей, фитили, объём, EMA50, EMA200, последняя цена.
-- Параметры Torch: edge, P(up), confidence, skill, quantiles, gate, причина решения.
+- Параметры Torch: ожидаемый чистый edge, P(TP<SL) для новых торговых моделей, confidence, skill, quantiles, gate, причина решения; для старых артефактов сохраняется P(up).
 - Kelly/размер позиции: текущий размер, Kelly-цель, занятая экспозиция, остаток, множители edge/P(up)/skill.
 - Обзор equity/cash/exposure/PnL и последних решений.
 - Удалённый запуск retrain через очередь заданий на боте и закреплённый Windows-компьютер обучения.
-- Расписание retrain на телефоне: Android отправляет команду по расписанию, но обучение идёт на Windows-машине.
+- Расписание retrain через Android WorkManager: команда отправляется только при наличии сети, а обучение идёт на Windows-машине.
 - Настройки API, токена команд, тёмной/светлой темы.
 - Live-чеклист: приложение показывает, готов ли сервер к реальной торговле, и не включает live одной опасной кнопкой.
 
@@ -38,15 +38,11 @@ https://tb.kusoft.xyz
 
 Этот адрес установлен в приложении по умолчанию. Если в настройках ввести просто `tb.kusoft.xyz`, приложение само добавит `https://`.
 
-Если домен защищён авторизацией, в поле `API auth` можно указать:
+В поле `API-токен` указывается отдельный токен Android-клиента (`TRADEBOT_API_TOKEN` на сервере). Логин и пароль reverse proxy приложению не нужны. Токен отправляется как Bearer/X-TradeBot-Token и хранится зашифрованным ключом Android Keystore.
-
-- `login:password` — приложение отправит HTTP Basic;
-- `Basic ...` — готовый Basic header;
-- `Bearer ...` или просто токен — приложение отправит Bearer.
 
 ## Переобучение
 
-Телефон не обучает модель локально. Вкладка `Обучение` ставит задание в очередь на `tb.kusoft.xyz`, а Windows-agent на закреплённой машине `DESKTOP-TMFDL0H` сам выходит в интернет, забирает задание, обучает модель и отправляет артефакты обратно боту. Так телефон становится пультом запуска/расписания, а тяжёлый PyTorch retrain остаётся на нормальном компьютере даже если он находится в другой сети.
+Телефон не обучает модель локально. Вкладка `Обучение` ставит задание в очередь на `tb.kusoft.xyz`, а Windows-agent на этой машине сам выходит в интернет, забирает задание, обучает модель и отправляет проверенный bundle обратно боту. Имя и путь активного worker приложение получает от сервера, без прошитого имени компьютера.
 
 ## Live-торговля
 

android/TradeBotMonitor/app/build.gradle.kts

@@ -4,13 +4,17 @@ plugins {
 
 android {
     namespace = "xyz.kusoft.tradebotmonitor"
-    compileSdk = 36
+    compileSdk = 37
 
     defaultConfig {
         applicationId = "xyz.kusoft.tradebotmonitor"
         minSdk = 26
-        targetSdk = 36
+        targetSdk = 37
-        versionCode = 12
+        versionCode = 24
-        versionName = "0.2.9"
+        versionName = "0.5.2"
     }
 }
+
+dependencies {
+    implementation("androidx.work:work-runtime:2.11.2")
+}

android/TradeBotMonitor/app/src/main/AndroidManifest.xml

@@ -2,16 +2,17 @@
 <manifest xmlns:android="http://schemas.android.com/apk/res/android">
     <uses-permission android:name="android.permission.INTERNET" />
     <uses-permission android:name="android.permission.ACCESS_NETWORK_STATE" />
-    <uses-permission android:name="android.permission.RECEIVE_BOOT_COMPLETED" />
-
     <application
         android:allowBackup="false"
+        android:dataExtractionRules="@xml/data_extraction_rules"
+        android:fullBackupContent="@xml/backup_rules"
         android:icon="@drawable/ic_launcher"
         android:label="TradeBot AI"
+        android:networkSecurityConfig="@xml/network_security_config"
         android:roundIcon="@drawable/ic_launcher"
         android:supportsRtl="true"
         android:theme="@style/AppTheme"
-        android:usesCleartextTraffic="true">
+        android:usesCleartextTraffic="false">
         <activity
             android:name=".MainActivity"
             android:exported="true"
@@ -22,16 +23,5 @@
             </intent-filter>
         </activity>
 
-        <receiver
-            android:name=".RetrainAlarmReceiver"
-            android:exported="false" />
-
-        <receiver
-            android:name=".BootReceiver"
-            android:exported="false">
-            <intent-filter>
-                <action android:name="android.intent.action.BOOT_COMPLETED" />
-            </intent-filter>
-        </receiver>
     </application>
 </manifest>

android/TradeBotMonitor/app/src/main/java/xyz/kusoft/tradebotmonitor/AppPrefs.kt

@@ -1,6 +1,12 @@
 package xyz.kusoft.tradebotmonitor
 
 import android.content.Context
+import android.util.Base64
+import java.security.KeyStore
+import javax.crypto.Cipher
+import javax.crypto.KeyGenerator
+import javax.crypto.SecretKey
+import javax.crypto.spec.GCMParameterSpec
 
 class AppPrefs(context: Context) {
     private val prefs = context.getSharedPreferences("tradebot_monitor", Context.MODE_PRIVATE)
@@ -10,7 +16,11 @@ class AppPrefs(context: Context) {
         if (saved.isNullOrBlank() || saved == LEGACY_PI_API_BASE_URL) {
             prefs.edit().putString("api_base_url", DEFAULT_API_BASE_URL).apply()
         }
-        if (prefs.getString("training_computer_name", null).isNullOrBlank()) {
+        val trainingComputerName = prefs.getString("training_computer_name", null)?.trim()
+        val trainingComputerPath = prefs.getString("training_computer_path", null)?.trim()
+        val staleFallback = trainingComputerName in setOf("SEVENHILL", "DESKTOP-TMFDL0H") ||
+            trainingComputerPath in setOf("G:\\Repos\\TradeBot", "C:\\Repos\\TradeBot")
+        if (trainingComputerName.isNullOrBlank() || trainingComputerPath.isNullOrBlank() || staleFallback) {
             pinDefaultTrainingComputer()
         }
     }
@@ -20,8 +30,23 @@ class AppPrefs(context: Context) {
         set(value) = prefs.edit().putString("api_base_url", normalizeBaseUrl(value)).apply()
 
     var commandToken: String
-        get() = prefs.getString("command_token", "") ?: ""
+        get() {
-        set(value) = prefs.edit().putString("command_token", value.trim()).apply()
+            val encrypted = prefs.getString("command_token_v2", "").orEmpty()
+            if (encrypted.isNotBlank()) return decryptToken(encrypted)
+            val legacy = prefs.getString("command_token", "").orEmpty()
+            if (legacy.isNotBlank()) {
+                commandToken = legacy
+                prefs.edit().remove("command_token").apply()
+            }
+            return legacy
+        }
+        set(value) {
+            val clean = value.trim()
+            prefs.edit()
+                .putString("command_token_v2", if (clean.isBlank()) "" else encryptToken(clean))
+                .remove("command_token")
+                .apply()
+        }
 
     var selectedSymbol: String
         get() = prefs.getString("selected_symbol", "BTCUSDT") ?: "BTCUSDT"
@@ -59,17 +84,62 @@ class AppPrefs(context: Context) {
     private fun normalizeBaseUrl(value: String): String {
         val trimmed = value.trim().trimEnd('/')
         if (trimmed.isBlank()) return DEFAULT_API_BASE_URL
-        return if (trimmed.startsWith("http://") || trimmed.startsWith("https://")) {
+        return when {
-            trimmed
+            trimmed.startsWith("https://") -> trimmed
-        } else {
+            trimmed.startsWith("http://") -> "https://${trimmed.removePrefix("http://")}"
-            "https://$trimmed"
+            else -> "https://$trimmed"
         }
     }
 
+    private fun encryptToken(value: String): String {
+        val cipher = Cipher.getInstance("AES/GCM/NoPadding")
+        cipher.init(Cipher.ENCRYPT_MODE, tokenKey())
+        val iv = Base64.encodeToString(cipher.iv, Base64.NO_WRAP)
+        val data = Base64.encodeToString(cipher.doFinal(value.toByteArray(Charsets.UTF_8)), Base64.NO_WRAP)
+        return "$iv:$data"
+    }
+
+    private fun decryptToken(value: String): String {
+        return try {
+            val parts = value.split(':', limit = 2)
+            if (parts.size != 2) {
+                ""
+            } else {
+                val cipher = Cipher.getInstance("AES/GCM/NoPadding")
+                cipher.init(
+                    Cipher.DECRYPT_MODE,
+                    tokenKey(),
+                    GCMParameterSpec(128, Base64.decode(parts[0], Base64.NO_WRAP)),
+                )
+                String(cipher.doFinal(Base64.decode(parts[1], Base64.NO_WRAP)), Charsets.UTF_8)
+            }
+        } catch (_: Exception) {
+            ""
+        }
+    }
+
+    private fun tokenKey(): SecretKey {
+        val store = KeyStore.getInstance("AndroidKeyStore").apply { load(null) }
+        (store.getKey(TOKEN_KEY_ALIAS, null) as? SecretKey)?.let { return it }
+        val generator = KeyGenerator.getInstance("AES", "AndroidKeyStore")
+        generator.init(
+            android.security.keystore.KeyGenParameterSpec.Builder(
+                TOKEN_KEY_ALIAS,
+                android.security.keystore.KeyProperties.PURPOSE_ENCRYPT or
+                    android.security.keystore.KeyProperties.PURPOSE_DECRYPT,
+            )
+                .setBlockModes(android.security.keystore.KeyProperties.BLOCK_MODE_GCM)
+                .setEncryptionPaddings(android.security.keystore.KeyProperties.ENCRYPTION_PADDING_NONE)
+                .build(),
+        )
+        return generator.generateKey()
+    }
+
     private companion object {
         const val DEFAULT_API_BASE_URL = "https://tb.kusoft.xyz"
         const val LEGACY_PI_API_BASE_URL = "http://192.168.0.185:8787"
-        const val DEFAULT_TRAINING_COMPUTER_NAME = "DESKTOP-TMFDL0H"
+        const val DEFAULT_TRAINING_COMPUTER_NAME = "Ожидание Windows-agent"
-        const val DEFAULT_TRAINING_COMPUTER_PATH = "C:\\Repos\\TradeBot"
+        const val DEFAULT_TRAINING_COMPUTER_PATH = "Имя и путь поступят от сервера"
+        const val TOKEN_KEY_ALIAS = "tradebot_api_auth_v1"
     }
 }

android/TradeBotMonitor/app/src/main/java/xyz/kusoft/tradebotmonitor/Models.kt

@@ -40,6 +40,8 @@ data class ForecastData(
     val model: String,
     val expectedReturnPercent: Double,
     val probabilityUp: Double,
+    val probabilityTakeProfitFirst: Double?,
+    val targetTransform: String,
     val skill: Double,
     val volatilityPercent: Double,
     val horizon: Int,
@@ -73,10 +75,17 @@ data class SignalData(
             ?: 0.0
 
     val probabilityUp: Double
-        get() = diagnostics.optDoubleOrNull("probability_up")
+        get() = diagnostics.optDoubleOrNull("probability_take_profit_first")
+            ?: diagnostics.optJSONObject("forecast")?.optDoubleOrNull("probability_take_profit_first")
+            ?: diagnostics.optDoubleOrNull("probability_up")
             ?: diagnostics.optJSONObject("forecast")?.optDoubleOrNull("probability_up")
             ?: 0.0
 
+    val targetTransform: String
+        get() = diagnostics.optString("target_transform").ifBlank {
+            diagnostics.optJSONObject("forecast")?.optString("target_transform").orEmpty()
+        }
+
     val positionNotionalUsdt: Double
         get() = diagnostics.optDoubleOrNull("position_notional_usdt")
             ?: diagnostics.optJSONObject("position_sizing")?.optDoubleOrNull("notional_usdt")
@@ -84,6 +93,7 @@ data class SignalData(
 }
 
 data class PositionData(
+    val id: Long?,
     val symbol: String,
     val qty: Double,
     val entryPrice: Double,
@@ -97,6 +107,7 @@ data class PositionData(
     val highestPrice: Double?,
     val trailingStop: Double?,
     val atrTrailingStop: Double?,
+    val openedAt: String,
     val exitAction: String,
     val exitReason: String,
     val stopLossExitEnabled: Boolean,
@@ -134,6 +145,8 @@ data class ClosedTradesSummary(
 data class BotSnapshot(
     val ok: Boolean,
     val running: Boolean,
+    val ready: Boolean,
+    val readinessReasons: List<String>,
     val mode: String,
     val account: AccountData,
     val positions: List<PositionData>,
@@ -153,5 +166,8 @@ fun JSONObject.optStringClean(name: String): String =
 fun JSONObject.optDoubleOrNull(name: String): Double? =
     if (has(name) && !isNull(name)) optDouble(name) else null
 
+fun JSONObject.optLongOrNull(name: String): Long? =
+    if (has(name) && !isNull(name)) optLong(name) else null
+
 fun JSONObject.optBooleanOrNull(name: String): Boolean? =
     if (has(name) && !isNull(name)) optBoolean(name) else null

android/TradeBotMonitor/app/src/main/java/xyz/kusoft/tradebotmonitor/RetrainScheduler.kt

@@ -1,63 +1,55 @@
 package xyz.kusoft.tradebotmonitor
 
-import android.app.AlarmManager
-import android.app.PendingIntent
-import android.content.BroadcastReceiver
 import android.content.Context
-import android.content.Intent
+import androidx.work.Constraints
-import java.util.concurrent.Executors
+import androidx.work.ExistingPeriodicWorkPolicy
+import androidx.work.NetworkType
+import androidx.work.PeriodicWorkRequest
+import androidx.work.WorkManager
+import androidx.work.Worker
+import androidx.work.WorkerParameters
+import java.util.concurrent.TimeUnit
 
 object RetrainScheduler {
-    private const val ACTION_RETRAIN = "xyz.kusoft.tradebotmonitor.RETRAIN"
+    private const val UNIQUE_WORK_NAME = "tradebot-periodic-retrain"
-    private const val REQUEST_CODE = 6406
 
     fun schedule(context: Context, hours: Int) {
-        val interval = hours.coerceAtLeast(1) * 60L * 60L * 1000L
+        val constraints = Constraints.Builder()
-        val manager = context.getSystemService(Context.ALARM_SERVICE) as AlarmManager
+            .setRequiredNetworkType(NetworkType.CONNECTED)
-        manager.setInexactRepeating(
+            .build()
-            AlarmManager.RTC_WAKEUP,
+        val request = PeriodicWorkRequest.Builder(
-            System.currentTimeMillis() + interval,
+            RetrainWorker::class.java,
-            interval,
+            hours.coerceAtLeast(1).toLong(),
-            pendingIntent(context),
+            TimeUnit.HOURS,
+        )
+            .setConstraints(constraints)
+            .build()
+        WorkManager.getInstance(context).enqueueUniquePeriodicWork(
+            UNIQUE_WORK_NAME,
+            ExistingPeriodicWorkPolicy.UPDATE,
+            request,
         )
     }
 
     fun cancel(context: Context) {
-        val manager = context.getSystemService(Context.ALARM_SERVICE) as AlarmManager
+        WorkManager.getInstance(context).cancelUniqueWork(UNIQUE_WORK_NAME)
-        manager.cancel(pendingIntent(context))
     }
-
-    private fun pendingIntent(context: Context): PendingIntent =
-        PendingIntent.getBroadcast(
-            context,
-            REQUEST_CODE,
-            Intent(context, RetrainAlarmReceiver::class.java).setAction(ACTION_RETRAIN),
-            PendingIntent.FLAG_UPDATE_CURRENT or PendingIntent.FLAG_IMMUTABLE,
-        )
 }
 
-class RetrainAlarmReceiver : BroadcastReceiver() {
+class RetrainWorker(
-    override fun onReceive(context: Context, intent: Intent) {
+    context: Context,
-        val pending = goAsync()
+    parameters: WorkerParameters,
-        Executors.newSingleThreadExecutor().execute {
+) : Worker(context, parameters) {
-            try {
+    override fun doWork(): Result {
-                val prefs = AppPrefs(context)
+        val prefs = AppPrefs(applicationContext)
-                if (prefs.retrainScheduleEnabled) {
+        if (!prefs.retrainScheduleEnabled || prefs.commandToken.isBlank()) {
-                    TradeBotApi(prefs.apiBaseUrl, prefs.commandToken).requestRetrain()
+            return Result.success()
-                }
-            } finally {
-                pending.finish()
-            }
         }
-    }
+        return try {
-}
+            TradeBotApi(prefs.apiBaseUrl, prefs.commandToken).requestRetrain()
-
+            Result.success()
-class BootReceiver : BroadcastReceiver() {
+        } catch (_: Exception) {
-    override fun onReceive(context: Context, intent: Intent) {
+            Result.retry()
-        if (intent.action != Intent.ACTION_BOOT_COMPLETED) return
-        val prefs = AppPrefs(context)
-        if (prefs.retrainScheduleEnabled) {
-            RetrainScheduler.schedule(context, prefs.retrainIntervalHours)
         }
     }
 }

android/TradeBotMonitor/app/src/main/java/xyz/kusoft/tradebotmonitor/TradeBotApi.kt

@@ -1,6 +1,5 @@
 package xyz.kusoft.tradebotmonitor
 
-import android.util.Base64
 import org.json.JSONArray
 import org.json.JSONObject
 import java.io.BufferedReader
@@ -14,16 +13,19 @@ class TradeBotApi(
     private val token: String,
 ) {
     fun fetchSnapshot(): BotSnapshot {
-        val health = getJson("/api/health")
+        val snapshot = getJson("/api/mobile/snapshot")
-        val status = getJson("/api/status")
+        val health = snapshot.optJSONObject("health") ?: JSONObject()
-        val markets = getJson("/api/markets")
+        val status = snapshot.optJSONObject("status") ?: JSONObject()
-        val signals = getJson("/api/signals?limit=220")
+        val markets = snapshot.optJSONObject("markets") ?: JSONObject()
-        val config = getJson("/api/config")
+        val signals = snapshot.optJSONObject("signals") ?: JSONObject()
-        val trades = getJson("/api/trades?limit=10")
+        val config = snapshot.optJSONObject("config") ?: JSONObject()
-        val retrain = getJson("/api/retrain")
+        val trades = snapshot.optJSONObject("trades") ?: JSONObject()
-        val backtest = getJson("/api/backtest")
+        val retrain = snapshot.optJSONObject("retrain") ?: JSONObject()
+        val backtest = snapshot.optJSONObject("backtest") ?: JSONObject()
 
         val accountJson = status.optJSONObject("account") ?: JSONObject()
+        val readiness = status.optJSONObject("readiness") ?: JSONObject()
+        val readinessReasons = readiness.optJSONArray("reasons") ?: JSONArray()
         val account = AccountData(
             equity = accountJson.optDouble("equity", 0.0),
             cash = accountJson.optDouble("cash", 0.0),
@@ -33,6 +35,10 @@ class TradeBotApi(
         return BotSnapshot(
             ok = health.optBoolean("ok", false),
             running = health.optBoolean("running", false),
+            ready = readiness.optBoolean("ready", false),
+            readinessReasons = List(readinessReasons.length()) { index ->
+                readinessReasons.optString(index)
+            }.filter { it.isNotBlank() },
             mode = health.optStringClean("mode"),
             account = account,
             positions = parsePositions(status.optJSONArray("positions") ?: JSONArray()),
@@ -91,7 +97,7 @@ class TradeBotApi(
         connection.disconnect()
         if (code !in 200..299) {
             if (code == HttpURLConnection.HTTP_UNAUTHORIZED) {
-                throw IllegalStateException("HTTP 401: сервер требует логин и пароль")
+                throw IllegalStateException("HTTP 401: API-токен отсутствует или неверен")
             }
             throw IllegalStateException("HTTP $code: ${text.take(240)}")
         }
@@ -104,6 +110,7 @@ class TradeBotApi(
             val row = items.optJSONObject(index) ?: continue
             val exitPlan = row.optJSONObject("exit_plan") ?: JSONObject()
             output += PositionData(
+                id = row.optLongOrNull("id"),
                 symbol = row.optStringClean("symbol"),
                 qty = row.optDouble("qty", 0.0),
                 entryPrice = row.optDouble("entry_price", 0.0),
@@ -117,6 +124,7 @@ class TradeBotApi(
                 highestPrice = exitPlan.optDoubleOrNull("highest_price") ?: row.optDoubleOrNull("highest_price"),
                 trailingStop = exitPlan.optDoubleOrNull("trailing_stop"),
                 atrTrailingStop = exitPlan.optDoubleOrNull("atr_trailing_stop"),
+                openedAt = row.optStringClean("opened_at"),
                 exitAction = exitPlan.optStringClean("action"),
                 exitReason = exitPlan.optStringClean("reason"),
                 stopLossExitEnabled = exitPlan.optBooleanOrNull("stop_loss_exit_enabled") ?: true,
@@ -175,7 +183,7 @@ class TradeBotApi(
                 qualityScore = quality.optDouble("score", 0.0),
             )
         }
-        return output.sortedBy { it.symbol }
+        return output
     }
 
     private fun parseTicker(row: JSONObject): TickerData =
@@ -234,7 +242,10 @@ class TradeBotApi(
         return ForecastData(
             model = row.optStringClean("model"),
             expectedReturnPercent = row.optDouble("expected_return_percent", 0.0),
-            probabilityUp = row.optDouble("probability_up", 0.0),
+            probabilityUp = row.optDoubleOrNull("probability_take_profit_first")
+                ?: row.optDouble("probability_up", 0.0),
+            probabilityTakeProfitFirst = row.optDoubleOrNull("probability_take_profit_first"),
+            targetTransform = row.optStringClean("target_transform"),
             skill = row.optDouble("skill", 0.0),
             volatilityPercent = row.optDouble("volatility_percent", 0.0),
             horizon = row.optInt("horizon", 0),
@@ -273,15 +284,8 @@ class TradeBotApi(
 private fun applyAuthHeaders(connection: HttpURLConnection, token: String) {
     val value = token.trim()
     if (value.isBlank()) return
-    connection.setRequestProperty("X-TradeBot-Token", value)
+    val rawToken = value.removePrefix("Bearer ").removePrefix("bearer ").trim()
-    val authorization = when {
+    connection.setRequestProperty("X-TradeBot-Token", rawToken)
-        value.startsWith("Basic ", ignoreCase = true) -> value
+    val authorization = "Bearer $rawToken"
-        value.startsWith("Bearer ", ignoreCase = true) -> value
-        ":" in value -> {
-            val encoded = Base64.encodeToString(value.toByteArray(StandardCharsets.UTF_8), Base64.NO_WRAP)
-            "Basic $encoded"
-        }
-        else -> "Bearer $value"
-    }
     connection.setRequestProperty("Authorization", authorization)
 }

android/TradeBotMonitor/app/src/main/res/xml/backup_rules.xml

@@ -0,0 +1,8 @@
+<?xml version="1.0" encoding="utf-8"?>
+<full-backup-content>
+    <exclude domain="root" path="." />
+    <exclude domain="file" path="." />
+    <exclude domain="database" path="." />
+    <exclude domain="sharedpref" path="." />
+    <exclude domain="external" path="." />
+</full-backup-content>

android/TradeBotMonitor/app/src/main/res/xml/data_extraction_rules.xml

@@ -0,0 +1,17 @@
+<?xml version="1.0" encoding="utf-8"?>
+<data-extraction-rules>
+    <cloud-backup disableIfNoEncryptionCapabilities="true">
+        <exclude domain="root" path="." />
+        <exclude domain="file" path="." />
+        <exclude domain="database" path="." />
+        <exclude domain="sharedpref" path="." />
+        <exclude domain="external" path="." />
+    </cloud-backup>
+    <device-transfer>
+        <exclude domain="root" path="." />
+        <exclude domain="file" path="." />
+        <exclude domain="database" path="." />
+        <exclude domain="sharedpref" path="." />
+        <exclude domain="external" path="." />
+    </device-transfer>
+</data-extraction-rules>

android/TradeBotMonitor/app/src/main/res/xml/network_security_config.xml

@@ -0,0 +1,8 @@
+<?xml version="1.0" encoding="utf-8"?>
+<network-security-config>
+    <base-config cleartextTrafficPermitted="false">
+        <trust-anchors>
+            <certificates src="system" />
+        </trust-anchors>
+    </base-config>
+</network-security-config>

android/TradeBotMonitor/design/option2-ai-console-mockups.svg

@@ -142,7 +142,7 @@
     <rect x="168" y="29" width="84" height="8" rx="4" fill="#151922"/>
     <text x="338" y="48" class="text small">91%</text>
     <text x="34" y="88" class="text h2">Рынки</text>
-    <text x="34" y="114" class="muted small">12 фиксированных spot-пар</text>
+    <text x="34" y="114" class="muted small">Динамические Bybit spot-пары</text>
     <rect x="34" y="136" width="340" height="42" rx="7" fill="#11141a" stroke="#242a36"/>
     <text x="52" y="162" class="dim small">Поиск пары или сигнала</text>
 

android/TradeBotMonitor/gradle/wrapper/gradle-wrapper.properties

@@ -0,0 +1,7 @@
+distributionBase=GRADLE_USER_HOME
+distributionPath=wrapper/dists
+distributionUrl=https\://services.gradle.org/distributions/gradle-9.4.1-bin.zip
+networkTimeout=60000
+validateDistributionUrl=true
+zipStoreBase=GRADLE_USER_HOME
+zipStorePath=wrapper/dists

android/TradeBotMonitor/gradlew

@@ -0,0 +1,248 @@
+#!/bin/sh
+
+#
+# Copyright © 2015 the original authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#      https://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+#
+# SPDX-License-Identifier: Apache-2.0
+#
+
+##############################################################################
+#
+#   Gradle start up script for POSIX generated by Gradle.
+#
+#   Important for running:
+#
+#   (1) You need a POSIX-compliant shell to run this script. If your /bin/sh is
+#       noncompliant, but you have some other compliant shell such as ksh or
+#       bash, then to run this script, type that shell name before the whole
+#       command line, like:
+#
+#           ksh Gradle
+#
+#       Busybox and similar reduced shells will NOT work, because this script
+#       requires all of these POSIX shell features:
+#         * functions;
+#         * expansions «$var», «${var}», «${var:-default}», «${var+SET}»,
+#           «${var#prefix}», «${var%suffix}», and «$( cmd )»;
+#         * compound commands having a testable exit status, especially «case»;
+#         * various built-in commands including «command», «set», and «ulimit».
+#
+#   Important for patching:
+#
+#   (2) This script targets any POSIX shell, so it avoids extensions provided
+#       by Bash, Ksh, etc; in particular arrays are avoided.
+#
+#       The "traditional" practice of packing multiple parameters into a
+#       space-separated string is a well documented source of bugs and security
+#       problems, so this is (mostly) avoided, by progressively accumulating
+#       options in "$@", and eventually passing that to Java.
+#
+#       Where the inherited environment variables (DEFAULT_JVM_OPTS, JAVA_OPTS,
+#       and GRADLE_OPTS) rely on word-splitting, this is performed explicitly;
+#       see the in-line comments for details.
+#
+#       There are tweaks for specific operating systems such as AIX, CygWin,
+#       Darwin, MinGW, and NonStop.
+#
+#   (3) This script is generated from the Groovy template
+#       https://github.com/gradle/gradle/blob/2d6327017519d23b96af35865dc997fcb544fb40/platforms/jvm/plugins-application/src/main/resources/org/gradle/api/internal/plugins/unixStartScript.txt
+#       within the Gradle project.
+#
+#       You can find Gradle at https://github.com/gradle/gradle/.
+#
+##############################################################################
+
+# Attempt to set APP_HOME
+
+# Resolve links: $0 may be a link
+app_path=$0
+
+# Need this for daisy-chained symlinks.
+while
+    APP_HOME=${app_path%"${app_path##*/}"}  # leaves a trailing /; empty if no leading path
+    [ -h "$app_path" ]
+do
+    ls=$( ls -ld "$app_path" )
+    link=${ls#*' -> '}
+    case $link in             #(
+      /*)   app_path=$link ;; #(
+      *)    app_path=$APP_HOME$link ;;
+    esac
+done
+
+# This is normally unused
+# shellcheck disable=SC2034
+APP_BASE_NAME=${0##*/}
+# Discard cd standard output in case $CDPATH is set (https://github.com/gradle/gradle/issues/25036)
+APP_HOME=$( cd -P "${APP_HOME:-./}" > /dev/null && printf '%s\n' "$PWD" ) || exit
+
+# Use the maximum available, or set MAX_FD != -1 to use that value.
+MAX_FD=maximum
+
+warn () {
+    echo "$*"
+} >&2
+
+die () {
+    echo
+    echo "$*"
+    echo
+    exit 1
+} >&2
+
+# OS specific support (must be 'true' or 'false').
+cygwin=false
+msys=false
+darwin=false
+nonstop=false
+case "$( uname )" in                #(
+  CYGWIN* )         cygwin=true  ;; #(
+  Darwin* )         darwin=true  ;; #(
+  MSYS* | MINGW* )  msys=true    ;; #(
+  NONSTOP* )        nonstop=true ;;
+esac
+
+
+
+# Determine the Java command to use to start the JVM.
+if [ -n "$JAVA_HOME" ] ; then
+    if [ -x "$JAVA_HOME/jre/sh/java" ] ; then
+        # IBM's JDK on AIX uses strange locations for the executables
+        JAVACMD=$JAVA_HOME/jre/sh/java
+    else
+        JAVACMD=$JAVA_HOME/bin/java
+    fi
+    if [ ! -x "$JAVACMD" ] ; then
+        die "ERROR: JAVA_HOME is set to an invalid directory: $JAVA_HOME
+
+Please set the JAVA_HOME variable in your environment to match the
+location of your Java installation."
+    fi
+else
+    JAVACMD=java
+    if ! command -v java >/dev/null 2>&1
+    then
+        die "ERROR: JAVA_HOME is not set and no 'java' command could be found in your PATH.
+
+Please set the JAVA_HOME variable in your environment to match the
+location of your Java installation."
+    fi
+fi
+
+# Increase the maximum file descriptors if we can.
+if ! "$cygwin" && ! "$darwin" && ! "$nonstop" ; then
+    case $MAX_FD in #(
+      max*)
+        # In POSIX sh, ulimit -H is undefined. That's why the result is checked to see if it worked.
+        # shellcheck disable=SC2039,SC3045
+        MAX_FD=$( ulimit -H -n ) ||
+            warn "Could not query maximum file descriptor limit"
+    esac
+    case $MAX_FD in  #(
+      '' | soft) :;; #(
+      *)
+        # In POSIX sh, ulimit -n is undefined. That's why the result is checked to see if it worked.
+        # shellcheck disable=SC2039,SC3045
+        ulimit -n "$MAX_FD" ||
+            warn "Could not set maximum file descriptor limit to $MAX_FD"
+    esac
+fi
+
+# Collect all arguments for the java command, stacking in reverse order:
+#   * args from the command line
+#   * the main class name
+#   * -classpath
+#   * -D...appname settings
+#   * --module-path (only if needed)
+#   * DEFAULT_JVM_OPTS, JAVA_OPTS, and GRADLE_OPTS environment variables.
+
+# For Cygwin or MSYS, switch paths to Windows format before running java
+if "$cygwin" || "$msys" ; then
+    APP_HOME=$( cygpath --path --mixed "$APP_HOME" )
+
+    JAVACMD=$( cygpath --unix "$JAVACMD" )
+
+    # Now convert the arguments - kludge to limit ourselves to /bin/sh
+    for arg do
+        if
+            case $arg in                                #(
+              -*)   false ;;                            # don't mess with options #(
+              /?*)  t=${arg#/} t=/${t%%/*}              # looks like a POSIX filepath
+                    [ -e "$t" ] ;;                      #(
+              *)    false ;;
+            esac
+        then
+            arg=$( cygpath --path --ignore --mixed "$arg" )
+        fi
+        # Roll the args list around exactly as many times as the number of
+        # args, so each arg winds up back in the position where it started, but
+        # possibly modified.
+        #
+        # NB: a `for` loop captures its iteration list before it begins, so
+        # changing the positional parameters here affects neither the number of
+        # iterations, nor the values presented in `arg`.
+        shift                   # remove old arg
+        set -- "$@" "$arg"      # push replacement arg
+    done
+fi
+
+
+# Add default JVM options here. You can also use JAVA_OPTS and GRADLE_OPTS to pass JVM options to this script.
+DEFAULT_JVM_OPTS='"-Xmx64m" "-Xms64m"'
+
+# Collect all arguments for the java command:
+#   * DEFAULT_JVM_OPTS, JAVA_OPTS, and optsEnvironmentVar are not allowed to contain shell fragments,
+#     and any embedded shellness will be escaped.
+#   * For example: A user cannot expect ${Hostname} to be expanded, as it is an environment variable and will be
+#     treated as '${Hostname}' itself on the command line.
+
+set -- \
+        "-Dorg.gradle.appname=$APP_BASE_NAME" \
+        -jar "$APP_HOME/gradle/wrapper/gradle-wrapper.jar" \
+        "$@"
+
+# Stop when "xargs" is not available.
+if ! command -v xargs >/dev/null 2>&1
+then
+    die "xargs is not available"
+fi
+
+# Use "xargs" to parse quoted args.
+#
+# With -n1 it outputs one arg per line, with the quotes and backslashes removed.
+#
+# In Bash we could simply go:
+#
+#   readarray ARGS < <( xargs -n1 <<<"$var" ) &&
+#   set -- "${ARGS[@]}" "$@"
+#
+# but POSIX shell has neither arrays nor command substitution, so instead we
+# post-process each arg (as a line of input to sed) to backslash-escape any
+# character that might be a shell metacharacter, then use eval to reverse
+# that process (while maintaining the separation between arguments), and wrap
+# the whole thing up as a single "set" statement.
+#
+# This will of course break if any of these variables contains a newline or
+# an unmatched quote.
+#
+
+eval "set -- $(
+        printf '%s\n' "$DEFAULT_JVM_OPTS $JAVA_OPTS $GRADLE_OPTS" |
+        xargs -n1 |
+        sed ' s~[^-[:alnum:]+,./:=@_]~\\&~g; ' |
+        tr '\n' ' '
+    )" '"$@"'
+
+exec "$JAVACMD" "$@"

android/TradeBotMonitor/gradlew.bat

@@ -0,0 +1,93 @@
+@rem
+@rem Copyright 2015 the original author or authors.
+@rem
+@rem Licensed under the Apache License, Version 2.0 (the "License");
+@rem you may not use this file except in compliance with the License.
+@rem You may obtain a copy of the License at
+@rem
+@rem      https://www.apache.org/licenses/LICENSE-2.0
+@rem
+@rem Unless required by applicable law or agreed to in writing, software
+@rem distributed under the License is distributed on an "AS IS" BASIS,
+@rem WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+@rem See the License for the specific language governing permissions and
+@rem limitations under the License.
+@rem
+@rem SPDX-License-Identifier: Apache-2.0
+@rem
+
+@if "%DEBUG%"=="" @echo off
+@rem ##########################################################################
+@rem
+@rem  Gradle startup script for Windows
+@rem
+@rem ##########################################################################
+
+@rem Set local scope for the variables with windows NT shell
+if "%OS%"=="Windows_NT" setlocal
+
+set DIRNAME=%~dp0
+if "%DIRNAME%"=="" set DIRNAME=.
+@rem This is normally unused
+set APP_BASE_NAME=%~n0
+set APP_HOME=%DIRNAME%
+
+@rem Resolve any "." and ".." in APP_HOME to make it shorter.
+for %%i in ("%APP_HOME%") do set APP_HOME=%%~fi
+
+@rem Add default JVM options here. You can also use JAVA_OPTS and GRADLE_OPTS to pass JVM options to this script.
+set DEFAULT_JVM_OPTS="-Xmx64m" "-Xms64m"
+
+@rem Find java.exe
+if defined JAVA_HOME goto findJavaFromJavaHome
+
+set JAVA_EXE=java.exe
+%JAVA_EXE% -version >NUL 2>&1
+if %ERRORLEVEL% equ 0 goto execute
+
+echo. 1>&2
+echo ERROR: JAVA_HOME is not set and no 'java' command could be found in your PATH. 1>&2
+echo. 1>&2
+echo Please set the JAVA_HOME variable in your environment to match the 1>&2
+echo location of your Java installation. 1>&2
+
+goto fail
+
+:findJavaFromJavaHome
+set JAVA_HOME=%JAVA_HOME:"=%
+set JAVA_EXE=%JAVA_HOME%/bin/java.exe
+
+if exist "%JAVA_EXE%" goto execute
+
+echo. 1>&2
+echo ERROR: JAVA_HOME is set to an invalid directory: %JAVA_HOME% 1>&2
+echo. 1>&2
+echo Please set the JAVA_HOME variable in your environment to match the 1>&2
+echo location of your Java installation. 1>&2
+
+goto fail
+
+:execute
+@rem Setup the command line
+
+
+
+@rem Execute Gradle
+"%JAVA_EXE%" %DEFAULT_JVM_OPTS% %JAVA_OPTS% %GRADLE_OPTS% "-Dorg.gradle.appname=%APP_BASE_NAME%" -jar "%APP_HOME%\gradle\wrapper\gradle-wrapper.jar" %*
+
+:end
+@rem End local scope for the variables with windows NT shell
+if %ERRORLEVEL% equ 0 goto mainEnd
+
+:fail
+rem Set variable GRADLE_EXIT_CONSOLE if you need the _script_ return code instead of
+rem the _cmd.exe /c_ return code!
+set EXIT_CODE=%ERRORLEVEL%
+if %EXIT_CODE% equ 0 set EXIT_CODE=1
+if not ""=="%GRADLE_EXIT_CONSOLE%" exit %EXIT_CODE%
+exit /b %EXIT_CODE%
+
+:mainEnd
+if "%OS%"=="Windows_NT" endlocal
+
+:omega

crypto_spot_bot/__init__.py

@@ -1,3 +1,3 @@
 """Crypto spot trading bot package."""
 
-__version__ = "0.1.0"
+__version__ = "1.1.2"

crypto_spot_bot/analytics.py

@@ -198,9 +198,12 @@ def _group_stats(trades: list[dict[str, Any]], key_fn) -> list[dict[str, Any]]:
 
 def _active_universe_trades(settings: Settings, trades: list[dict[str, Any]]) -> list[dict[str, Any]]:
     symbols = {symbol.upper() for symbol in settings.symbols}
-    if not symbols:
+    return [
-        return trades
+        trade
-    return [trade for trade in trades if str(trade.get("symbol", "")).upper() in symbols]
+        for trade in trades
+        if (not symbols or str(trade.get("symbol", "")).upper() in symbols)
+        and str(trade.get("mode", "paper")) == settings.trading_mode
+    ]
 
 
 def _symbol_guard_stats(settings: Settings, trades: list[dict[str, Any]]) -> list[dict[str, Any]]:

crypto_spot_bot/auth.py

@@ -0,0 +1,70 @@
+from __future__ import annotations
+
+import base64
+import binascii
+import hmac
+
+from fastapi import HTTPException, Request, status
+
+from crypto_spot_bot.config import Settings
+
+
+class ApiAuthorizer:
+    """Authenticate API calls either directly or through an authenticated proxy."""
+
+    def __init__(self, settings: Settings):
+        self.settings = settings
+
+    async def require(self, request: Request) -> None:
+        if self._proxy_authenticated(request) or self._token_authenticated(
+            request, self.settings.api_auth_token
+        ):
+            return
+        raise HTTPException(
+            status_code=status.HTTP_401_UNAUTHORIZED,
+            detail="API authentication required",
+            headers={"WWW-Authenticate": "Bearer"},
+        )
+
+    async def require_training(self, request: Request) -> None:
+        expected = self.settings.training_worker_token or self.settings.api_auth_token
+        if self._proxy_authenticated(request) or self._token_authenticated(request, expected):
+            return
+        raise HTTPException(
+            status_code=status.HTTP_401_UNAUTHORIZED,
+            detail="training worker authentication required",
+            headers={"WWW-Authenticate": "Bearer"},
+        )
+
+    def configured(self) -> bool:
+        return bool(
+            self.settings.api_auth_token
+            or self.settings.training_worker_token
+            or self.settings.trusted_proxy_user_header
+        )
+
+    def _proxy_authenticated(self, request: Request) -> bool:
+        header = self.settings.trusted_proxy_user_header
+        if not header:
+            return False
+        return bool(request.headers.get(header, "").strip())
+
+    def _token_authenticated(self, request: Request, expected: str) -> bool:
+        if not expected:
+            return False
+        candidates = [request.headers.get("X-TradeBot-Token", "").strip()]
+        authorization = request.headers.get("Authorization", "").strip()
+        if authorization.lower().startswith("bearer "):
+            candidates.append(authorization[7:].strip())
+        elif authorization.lower().startswith("basic "):
+            decoded = _decode_basic(authorization[6:].strip())
+            if decoded:
+                candidates.append(decoded)
+        return any(candidate and hmac.compare_digest(candidate, expected) for candidate in candidates)
+
+
+def _decode_basic(value: str) -> str:
+    try:
+        return base64.b64decode(value, validate=True).decode("utf-8")
+    except (binascii.Error, UnicodeDecodeError, ValueError):
+        return ""

crypto_spot_bot/bot.py

@@ -1,6 +1,9 @@
 from __future__ import annotations
 
 import asyncio
+import logging
+import math
+import sqlite3
 from datetime import datetime
 
 from crypto_spot_bot.analytics import risk_guard_snapshot
@@ -10,9 +13,16 @@ 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
+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
+from crypto_spot_bot.time_series import TimeSeriesForecaster, _barrier_outcome
+
+
+logger = logging.getLogger(__name__)
 
 
 class CryptoSpotBot:
@@ -26,6 +36,7 @@ class CryptoSpotBot:
         pattern_analyzer: PatternAnalyzer,
         learner: TradeLearner,
         forecaster: TimeSeriesForecaster | None = None,
+        shadow_forecaster: TimeSeriesForecaster | None = None,
         llm_advisor=None,
     ):
         self.settings = settings
@@ -36,6 +47,7 @@ class CryptoSpotBot:
         self.pattern_analyzer = pattern_analyzer
         self.learner = learner
         self.forecaster = forecaster
+        self.shadow_forecaster = shadow_forecaster
         self.llm_advisor = llm_advisor
         self.running = False
         self.started_at: datetime | None = None
@@ -44,6 +56,11 @@ class CryptoSpotBot:
         self._entry_cooldown_until: dict[str, datetime] = {}
         self._loop_task: asyncio.Task | None = None
         self._ws_task: asyncio.Task | None = None
+        self._last_reconciliation_at: datetime | None = None
+        self._last_prune_at: datetime | None = None
+        self._consecutive_loop_errors = 0
+        self._orderbook_feature_cache_key: tuple[tuple[str, int], ...] = ()
+        self._orderbook_feature_cache: dict[str, dict[int, dict[str, float]]] = {}
 
     async def start(self) -> None:
         if self.running:
@@ -51,6 +68,17 @@ class CryptoSpotBot:
         self.market.reset_stop()
         if not self.market.symbols:
             await self.market.bootstrap()
+        if isinstance(self.broker, LiveBroker):
+            try:
+                await asyncio.to_thread(self.broker.reconcile, self.market.instruments)
+                self._last_reconciliation_at = utc_now()
+            except Exception as exc:
+                self.broker.reconciliation_state = {
+                    "status": "error",
+                    "blocking": True,
+                    "discrepancies": [{"code": "initial_reconciliation_failed", "message": str(exc)}],
+                }
+                self.storage.event(f"Initial live reconciliation failed: {exc}", "ERROR")
         self._close_paper_positions_outside_symbol_universe()
         self._update_patterns()
         self._update_forecasts()
@@ -58,7 +86,10 @@ class CryptoSpotBot:
         self.running = True
         self.started_at = utc_now()
         self.message = "бот работает"
-        self.storage.event("Бот запущен")
+        self._safe_event("Бот запущен")
+        # Maintenance must never delay the first market decision after startup.
+        # The bounded telemetry prune starts after the configured interval.
+        self._last_prune_at = utc_now()
         if self.settings.websocket_enabled:
             self._ws_task = asyncio.create_task(self.market.websocket_loop())
         self._loop_task = asyncio.create_task(self._run_loop())
@@ -72,7 +103,13 @@ class CryptoSpotBot:
             task.cancel()
         if tasks:
             await asyncio.gather(*tasks, return_exceptions=True)
-        self.storage.event("Бот остановлен")
+        self._safe_event("Бот остановлен")
+
+    def _safe_event(self, message: str, level: str = "INFO") -> None:
+        try:
+            self.storage.event(message, level)
+        except sqlite3.Error:
+            logger.exception("Could not persist non-critical bot event: %s", message)
 
     async def _run_loop(self) -> None:
         while self.running:
@@ -80,6 +117,7 @@ class CryptoSpotBot:
                 rest_refresh_seconds = self._rest_refresh_seconds()
                 if self._needs_rest_refresh(rest_refresh_seconds):
                     await asyncio.to_thread(self.market.refresh_rest)
+                await self._maintain_runtime()
                 self.broker.update_highs(self.market.tickers)
                 self._update_patterns()
                 self._update_forecasts()
@@ -88,9 +126,11 @@ class CryptoSpotBot:
                 await self._process_entries()
                 self.broker.mark_equity(self.market.prices())
                 self.last_loop_at = utc_now()
+                self._consecutive_loop_errors = 0
             except asyncio.CancelledError:
                 raise
             except Exception as exc:
+                self._consecutive_loop_errors += 1
                 self.message = f"ошибка цикла: {exc}"
                 self.storage.event(self.message, "ERROR")
             await asyncio.sleep(self.settings.effective_loop_interval_seconds)
@@ -110,6 +150,18 @@ class CryptoSpotBot:
         prices = self.market.prices()
         reduction_candidate_id = self._reduction_candidate_id(prices)
         for position in list(self.broker.open_positions()):
+            freshness = self.market.symbol_freshness(position.symbol)
+            if not freshness["ok"]:
+                self._record_signal(
+                    Signal(
+                        position.symbol,
+                        "HOLD",
+                        0.0,
+                        "market data is stale; exchange protective stop remains authoritative",
+                        {"market_freshness": freshness},
+                    )
+                )
+                continue
             ticker = self.market.tickers.get(position.symbol)
             candles = self.market.candles.get(position.symbol, [])
             forecast = self.market.forecasts.get(position.symbol, {})
@@ -117,25 +169,42 @@ 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)
-            self.storage.insert_signal(signal)
+            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:
-                self.broker.sell(position, ticker, signal.reason)
+                await asyncio.to_thread(self.broker.sell, position, ticker, signal.reason)
                 self._entry_cooldown_until[position.symbol] = utc_now()
 
     async def _process_entries(self) -> None:
         prices = self.market.prices()
         risk_guard = risk_guard_snapshot(
             self.settings,
-            self.storage.closed_trades(self.settings.learning_lookback_trades),
+            self.storage.closed_trades(
-            self.storage.latest_equity(),
+                self.settings.learning_lookback_trades,
+                mode=self.settings.trading_mode,
+            ),
+            self.storage.latest_equity(mode=self.settings.trading_mode),
         )
         for symbol in self.market.symbols:
+            freshness = self.market.symbol_freshness(symbol)
+            if not freshness["ok"]:
+                self._record_signal(
+                    Signal(
+                        symbol,
+                        "HOLD",
+                        0.0,
+                        "market data is stale; new entries blocked",
+                        {"market_freshness": freshness, "checks": {"market_fresh": False}},
+                    )
+                )
+                continue
             cooldown_since = self._entry_cooldown_until.get(symbol)
             if cooldown_since:
                 age = (utc_now() - cooldown_since).total_seconds()
                 cooldown_seconds = self.settings.effective_entry_cooldown_seconds
                 if age < cooldown_seconds:
-                    self.storage.insert_signal(
+                    self._record_signal(
                         Signal(
                             symbol,
                             "HOLD",
@@ -162,7 +231,7 @@ class CryptoSpotBot:
             account["open_positions_for_symbol"] = open_count
             account["exchange_min_entry_usdt"] = self.broker.minimum_entry_budget(instrument, ticker)
             if risk_guard.get("block_new_entries"):
-                self.storage.insert_signal(
+                self._record_signal(
                     Signal(
                         symbol,
                         "HOLD",
@@ -178,7 +247,7 @@ class CryptoSpotBot:
                 continue
             symbol_guard = self._risk_guard_for_symbol(risk_guard, symbol)
             if symbol_guard.get("block_new_entries"):
-                self.storage.insert_signal(
+                self._record_signal(
                     Signal(
                         symbol,
                         "HOLD",
@@ -224,9 +293,10 @@ class CryptoSpotBot:
                 account,
                 trend_candles,
             )
-            self.storage.insert_signal(signal)
+            self._record_signal(signal)
             if signal.action == "BUY" and ticker is not None:
-                position = self.broker.buy(
+                position = await asyncio.to_thread(
+                    self.broker.buy,
                     signal,
                     ticker,
                     instrument,
@@ -235,6 +305,41 @@ class CryptoSpotBot:
                 if position is not None:
                     self._entry_cooldown_until[symbol] = utc_now()
 
+    def _record_signal(self, signal: Signal) -> None:
+        self.storage.insert_signal(signal, self.settings.hold_signal_sample_seconds)
+
+    async def _maintain_runtime(self) -> None:
+        now = utc_now()
+        if isinstance(self.broker, LiveBroker):
+            age = (
+                (now - self._last_reconciliation_at).total_seconds()
+                if self._last_reconciliation_at
+                else float("inf")
+            )
+            if age >= self.settings.live_reconciliation_interval_seconds:
+                try:
+                    await asyncio.to_thread(self.broker.reconcile, self.market.instruments)
+                except Exception as exc:
+                    self.broker.reconciliation_state = {
+                        "status": "error",
+                        "blocking": True,
+                        "discrepancies": [
+                            {"code": "periodic_reconciliation_failed", "message": str(exc)}
+                        ],
+                        "checked_at": utc_now().isoformat(),
+                    }
+                    self.storage.event(f"Periodic live reconciliation failed: {exc}", "ERROR")
+                finally:
+                    self._last_reconciliation_at = utc_now()
+        prune_age = (
+            (now - self._last_prune_at).total_seconds()
+            if self._last_prune_at
+            else float("inf")
+        )
+        if prune_age >= self.settings.storage_prune_interval_seconds:
+            await asyncio.to_thread(self.storage.prune, self.settings.storage_retention_days)
+            self._last_prune_at = utc_now()
+
     @staticmethod
     def _risk_guard_for_symbol(risk_guard: dict, symbol: str) -> dict:
         rows = risk_guard.get("symbols")
@@ -272,14 +377,28 @@ class CryptoSpotBot:
                 volume_24h=0.0,
                 change_24h=0.0,
             )
-            self.broker.sell(
+            candidate = Signal(
-                position,
+                position.symbol,
-                synthetic_ticker,
+                "SELL",
-                f"{self.settings.strategy_mode}: закрыта старая paper-позиция вне списка разрешенных пар",
+                0.5,
-            )
+                f"{self.settings.strategy_mode}: старая paper-позиция вне списка разрешенных пар",
-            self.storage.event(
+                {
-                f"{position.symbol}: старая paper-позиция закрыта при переходе на {self.settings.strategy_mode}"
+                    "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 {})
@@ -303,6 +422,11 @@ class CryptoSpotBot:
             self.settings.pattern_analysis_enabled
             or self.settings.grid_trading_enabled
             or self.settings.rebound_trading_enabled
+            or (
+                self.settings.strategy_mode == "torch_forecast"
+                and self.settings.time_series_trend_fallback_enabled
+                and self.settings.time_series_fallback_mode == "legacy"
+            )
         )
         if self.settings.strategy_mode == "trend_macd" or not patterns_needed:
             self.market.patterns = {}
@@ -317,6 +441,25 @@ class CryptoSpotBot:
         self.market.patterns = patterns
 
     def _update_forecasts(self) -> None:
+        cache_key = tuple(
+            (symbol, rows[-1].timestamp if rows else 0)
+            for symbol, rows in sorted(self.market.candles.items())
+        )
+        earliest_timestamp = min(
+            (rows[0].timestamp for rows in self.market.candles.values() if rows),
+            default=0,
+        )
+        if cache_key != self._orderbook_feature_cache_key:
+            orderbook_features, _manifest = self.storage.recent_aggregated_orderbook_features(
+                interval=self.settings.base_interval,
+                symbols=self.market.symbols,
+                after_timestamp_ms=earliest_timestamp,
+                min_samples_per_bucket=20,
+            )
+            self._orderbook_feature_cache = orderbook_features
+            self._orderbook_feature_cache_key = cache_key
+        else:
+            orderbook_features = self._orderbook_feature_cache
         if (
             self.forecaster is None
             or not self.settings.time_series_forecast_enabled
@@ -330,20 +473,164 @@ class CryptoSpotBot:
                 symbol=symbol,
                 market_candles=self.market.candles,
                 trend_candles=self.market.trend_candles.get(symbol, []),
+                orderbook_features=orderbook_features,
             ).as_dict()
         self.market.forecasts = forecasts
+        self._update_shadow_forecasts(orderbook_features)
+
+    def _update_shadow_forecasts(
+        self,
+        orderbook_features: dict[str, dict[int, dict[str, float]]],
+    ) -> None:
+        if self.shadow_forecaster is None:
+            self.market.shadow_forecasts = {}
+            return
+        model_sha256 = self.shadow_forecaster.artifact_sha256()
+        if not model_sha256:
+            self.market.shadow_forecasts = {}
+            return
+        forecasts: dict[str, dict] = {}
+        for symbol in self.market.symbols:
+            candles = self.market.candles.get(symbol, [])
+            forecast = self.shadow_forecaster.forecast(
+                candles,
+                symbol=symbol,
+                market_candles=self.market.candles,
+                trend_candles=self.market.trend_candles.get(symbol, []),
+                orderbook_features=orderbook_features,
+            ).as_dict()
+            forecast["shadow"] = True
+            forecast["model_sha256"] = model_sha256
+            forecasts[symbol] = forecast
+            self._record_and_settle_shadow(symbol, candles, forecast, model_sha256)
+        self.market.shadow_forecasts = forecasts
+
+    def _record_and_settle_shadow(
+        self,
+        symbol: str,
+        candles: list,
+        forecast: dict,
+        model_sha256: str,
+    ) -> None:
+        if candles and forecast.get("usable"):
+            probability = float(
+                forecast.get("probability_take_profit_first")
+                if forecast.get("probability_take_profit_first") is not None
+                else forecast.get("probability_up", 0.5)
+            )
+            expected = float(forecast.get("expected_return_percent", 0.0) or 0.0)
+            eligible = bool(
+                not forecast.get("block_entry")
+                and expected >= float(forecast.get("calibrated_min_edge_percent", 0.0) or 0.0)
+                and probability >= float(forecast.get("calibrated_min_probability_up", 0.5) or 0.5)
+            )
+            self.storage.insert_shadow_prediction(
+                model_sha256=model_sha256,
+                symbol=symbol,
+                forecast_timestamp_ms=candles[-1].timestamp,
+                horizon=max(1, int(forecast.get("horizon", 1) or 1)),
+                reference_price=float(candles[-1].close),
+                expected_return_percent=expected,
+                probability_up=probability,
+                eligible_signal=eligible,
+            )
+        if not candles:
+            return
+        indexes = {candle.timestamp: index for index, candle in enumerate(candles)}
+        round_trip_cost = 2.0 * (
+            float(self.settings.taker_fee_rate) + float(self.settings.slippage_rate)
+        )
+        for row in self.storage.pending_shadow_predictions(
+            model_sha256=model_sha256,
+            symbol=symbol,
+        ):
+            index = indexes.get(int(row.get("forecast_timestamp_ms", 0) or 0))
+            horizon = max(1, int(row.get("horizon", 1) or 1))
+            if index is None or index + horizon >= len(candles):
+                continue
+            outcome = _barrier_outcome(
+                candles,
+                end_index=index,
+                horizon=horizon,
+                stop_loss_percent=float(self.settings.stop_loss_percent),
+                take_profit_percent=float(self.settings.take_profit_percent),
+                round_trip_cost=round_trip_cost,
+            )
+            if outcome is None:
+                continue
+            actual_log_return, take_profit_first = outcome
+            actual_return_percent = (math.exp(actual_log_return) - 1.0) * 100.0
+            self.storage.settle_shadow_prediction(
+                int(row["id"]),
+                actual_return_percent=actual_return_percent,
+                take_profit_first=take_profit_first >= 0.5,
+            )
 
     def status(self) -> BotStatus:
+        live_ready = self.settings.live_ready
+        if isinstance(self.broker, LiveBroker):
+            live_ready = live_ready and not self.broker.reconciliation_state.get("blocking", True)
         return BotStatus(
             running=self.running,
             mode=self.settings.trading_mode,
-            live_trading_ready=self.settings.live_ready,
+            live_trading_ready=live_ready,
             symbols=self.market.symbols,
             started_at=self.started_at,
             last_loop_at=self.last_loop_at,
             message=self.message,
         )
 
+    def readiness_snapshot(self) -> dict:
+        reasons: list[str] = []
+        now = utc_now()
+        if not self.running:
+            reasons.append("bot_not_running")
+        max_loop_age = max(30.0, self.settings.effective_loop_interval_seconds * 4)
+        loop_age = (now - self.last_loop_at).total_seconds() if self.last_loop_at else None
+        if loop_age is None or loop_age > max_loop_age:
+            reasons.append("decision_loop_stale")
+        stale_symbols = [
+            symbol for symbol in self.market.symbols if not self.market.symbol_freshness(symbol)["ok"]
+        ]
+        if stale_symbols:
+            reasons.append("stale_market_data")
+        if self._consecutive_loop_errors >= 3:
+            reasons.append("repeated_loop_errors")
+        if self.settings.strategy_mode == "torch_forecast":
+            invalid_models = []
+            for symbol in self.market.symbols:
+                forecast = self.market.forecasts.get(symbol, {})
+                if torch_model_readiness_reasons(self.settings, forecast):
+                    invalid_models.append(symbol)
+            if invalid_models:
+                if self.settings.time_series_trend_fallback_enabled:
+                    forecast_fallback_active = True
+                else:
+                    forecast_fallback_active = False
+                    reasons.append("forecast_model_not_ready")
+            else:
+                forecast_fallback_active = False
+        else:
+            invalid_models = []
+            forecast_fallback_active = False
+        reconciliation: dict = {}
+        if isinstance(self.broker, LiveBroker):
+            reconciliation = dict(self.broker.reconciliation_state)
+            if reconciliation.get("blocking", True):
+                reasons.append("live_reconciliation_blocking")
+        return {
+            "ready": not reasons,
+            "mode": self.settings.trading_mode,
+            "reasons": reasons,
+            "loop_age_seconds": round(loop_age, 3) if loop_age is not None else None,
+            "stale_symbols": stale_symbols,
+            "consecutive_loop_errors": self._consecutive_loop_errors,
+            "reconciliation": reconciliation,
+            "forecast_model_ready": not invalid_models,
+            "forecast_fallback_active": forecast_fallback_active,
+            "forecast_invalid_symbols": invalid_models,
+        }
+
     def account_snapshot(self) -> dict[str, float]:
         prices = self.market.prices()
         state = self.broker.account_state(prices)

crypto_spot_bot/bybit.py

@@ -9,6 +9,8 @@ from typing import Any
 from urllib.parse import urlencode
 
 import requests
+from requests.adapters import HTTPAdapter
+from urllib3.util.retry import Retry
 
 from crypto_spot_bot.config import Settings
 from crypto_spot_bot.models import Candle, Ticker
@@ -40,14 +42,47 @@ class Instrument:
 class BybitClient:
     def __init__(self, settings: Settings):
         self.settings = settings
-        self.session = requests.Session()
+        self.session = self._build_session()
+
+    @staticmethod
+    def _build_session() -> requests.Session:
+        session = requests.Session()
+        retry = Retry(
+            total=3,
+            connect=3,
+            read=3,
+            status=3,
+            backoff_factor=0.4,
+            status_forcelist=(429, 500, 502, 503, 504),
+            allowed_methods=frozenset({"GET"}),
+            respect_retry_after_header=True,
+        )
+        session.mount("https://", HTTPAdapter(max_retries=retry))
+        return session
+
+    def _reset_session(self) -> None:
+        self.session.close()
+        self.session = self._build_session()
 
     def public_get(self, path: str, params: dict[str, Any]) -> dict[str, Any]:
-        response = self.session.get(
+        response = None
-            f"{self.settings.rest_base_url}{path}",
+        for attempt in range(3):
-            params=params,
+            try:
-            timeout=12,
+                response = self.session.get(
-        )
+                    f"{self.settings.rest_base_url}{path}",
+                    params=params,
+                    timeout=12,
+                )
+                break
+            except (requests.exceptions.ConnectionError, requests.exceptions.Timeout):
+                if attempt >= 2:
+                    raise
+                # A failed TLS session can remain poisoned in urllib3's pool.
+                # Recreate the pool before retrying instead of reusing it.
+                self._reset_session()
+                time.sleep(0.5 * (2**attempt))
+        if response is None:  # pragma: no cover - loop either returns or raises.
+            raise BybitError("Bybit public request produced no response")
         response.raise_for_status()
         return self._unwrap(response.json())
 
@@ -185,6 +220,10 @@ class BybitClient:
         return candles
 
     def orderbook_top(self, symbol: str) -> tuple[float, float]:
+        bid, _bid_size, ask, _ask_size = self.orderbook_level_one(symbol)
+        return bid, ask
+
+    def orderbook_level_one(self, symbol: str) -> tuple[float, float, float, float]:
         result = self.public_get(
             "/v5/market/orderbook",
             {"category": "spot", "symbol": symbol, "limit": 1},
@@ -192,8 +231,10 @@ class BybitClient:
         bids = result.get("b") or []
         asks = result.get("a") or []
         bid = _float(bids[0][0]) if bids else 0.0
+        bid_size = _float(bids[0][1]) if bids and len(bids[0]) > 1 else 0.0
         ask = _float(asks[0][0]) if asks else 0.0
-        return bid, ask
+        ask_size = _float(asks[0][1]) if asks and len(asks[0]) > 1 else 0.0
+        return bid, bid_size, ask, ask_size
 
     def place_spot_market_order(
         self,
@@ -208,27 +249,165 @@ class BybitClient:
             "symbol": symbol,
             "side": side,
             "orderType": "Market",
-            "qty": f"{qty:.8f}".rstrip("0").rstrip("."),
+            "qty": _decimal_text(qty),
             "timeInForce": "IOC",
             "isLeverage": 0,
             "orderFilter": "Order",
             "marketUnit": market_unit,
             "orderLinkId": order_link_id,
         }
+        slippage_percent = max(0.01, min(10.0, self.settings.slippage_rate * 100.0))
+        payload["slippageToleranceType"] = "Percent"
+        payload["slippageTolerance"] = f"{slippage_percent:.2f}"
         return self.private_post("/v5/order/create", payload)
 
+    def place_spot_protective_stop(
+        self,
+        *,
+        symbol: str,
+        qty: float,
+        trigger_price: float,
+        order_link_id: str,
+    ) -> dict[str, Any]:
+        payload = {
+            "category": "spot",
+            "symbol": symbol,
+            "side": "Sell",
+            "orderType": "Market",
+            "qty": _decimal_text(qty),
+            "triggerPrice": _decimal_text(trigger_price),
+            "timeInForce": "IOC",
+            "isLeverage": 0,
+            "orderFilter": "tpslOrder",
+            "marketUnit": "baseCoin",
+            "orderLinkId": order_link_id,
+        }
+        return self.private_post("/v5/order/create", payload)
+
+    def cancel_spot_order(
+        self,
+        *,
+        symbol: str,
+        order_id: str | None = None,
+        order_link_id: str | None = None,
+        order_filter: str = "Order",
+    ) -> dict[str, Any]:
+        if not order_id and not order_link_id:
+            raise ValueError("order_id or order_link_id is required")
+        payload: dict[str, Any] = {
+            "category": "spot",
+            "symbol": symbol,
+            "orderFilter": order_filter,
+        }
+        if order_id:
+            payload["orderId"] = order_id
+        if order_link_id:
+            payload["orderLinkId"] = order_link_id
+        return self.private_post("/v5/order/cancel", payload)
+
     def wallet_balance(self, account_type: str = "UNIFIED", coin: str | None = None) -> dict[str, Any]:
         return self.private_get(
             "/v5/account/wallet-balance",
             {"accountType": account_type, "coin": coin},
         )
 
-    def realtime_orders(self, *, category: str = "spot", open_only: int = 0, limit: int = 50) -> dict[str, Any]:
+    def realtime_orders(
+        self,
+        *,
+        category: str = "spot",
+        open_only: int = 0,
+        limit: int = 50,
+        symbol: str | None = None,
+        order_id: str | None = None,
+        order_link_id: str | None = None,
+        order_filter: str | None = None,
+    ) -> dict[str, Any]:
         return self.private_get(
             "/v5/order/realtime",
-            {"category": category, "openOnly": open_only, "limit": max(1, min(limit, 50))},
+            {
+                "category": category,
+                "openOnly": open_only,
+                "limit": max(1, min(limit, 50)),
+                "symbol": symbol,
+                "orderId": order_id,
+                "orderLinkId": order_link_id,
+                "orderFilter": order_filter,
+            },
         )
 
+    def order_history(
+        self,
+        *,
+        symbol: str | None = None,
+        order_id: str | None = None,
+        order_link_id: str | None = None,
+        limit: int = 50,
+    ) -> dict[str, Any]:
+        return self.private_get(
+            "/v5/order/history",
+            {
+                "category": "spot",
+                "symbol": symbol,
+                "orderId": order_id,
+                "orderLinkId": order_link_id,
+                "limit": max(1, min(limit, 50)),
+            },
+        )
+
+    def executions(
+        self,
+        *,
+        symbol: str | None = None,
+        order_id: str | None = None,
+        order_link_id: str | None = None,
+        limit: int = 100,
+    ) -> dict[str, Any]:
+        return self.private_get(
+            "/v5/execution/list",
+            {
+                "category": "spot",
+                "symbol": symbol,
+                "orderId": order_id,
+                "orderLinkId": order_link_id,
+                "limit": max(1, min(limit, 100)),
+            },
+        )
+
+    def wait_for_spot_order(
+        self,
+        *,
+        order_id: str,
+        symbol: str,
+        timeout_seconds: float,
+        poll_seconds: float = 0.5,
+    ) -> dict[str, Any]:
+        deadline = time.monotonic() + max(1.0, timeout_seconds)
+        latest: dict[str, Any] = {}
+        terminal = {
+            "Filled",
+            "Cancelled",
+            "Rejected",
+            "PartiallyFilledCanceled",
+            "PartillyFilledCancelled",
+            "Deactivated",
+        }
+        while time.monotonic() < deadline:
+            realtime = self.realtime_orders(symbol=symbol, order_id=order_id, open_only=1, limit=1)
+            rows = realtime.get("list") if isinstance(realtime.get("list"), list) else []
+            if rows and isinstance(rows[0], dict):
+                latest = rows[0]
+                if str(latest.get("orderStatus", "")) in terminal:
+                    break
+            time.sleep(max(0.1, poll_seconds))
+        if not latest or str(latest.get("orderStatus", "")) not in terminal:
+            history = self.order_history(symbol=symbol, order_id=order_id, limit=1)
+            rows = history.get("list") if isinstance(history.get("list"), list) else []
+            if rows and isinstance(rows[0], dict):
+                latest = rows[0]
+        execution_result = self.executions(symbol=symbol, order_id=order_id)
+        executions = execution_result.get("list") if isinstance(execution_result.get("list"), list) else []
+        return {"order": latest, "executions": executions}
+
 
 def websocket_subscribe_message(symbols: list[str], interval: str = "1") -> str:
     args: list[str] = []
@@ -254,3 +433,7 @@ def _looks_like_stablecoin(base_coin: str) -> bool:
         "PYUSD",
         "USD1",
     }
+
+
+def _decimal_text(value: float) -> str:
+    return f"{value:.12f}".rstrip("0").rstrip(".")

crypto_spot_bot/config.py

@@ -137,11 +137,13 @@ class Settings:
     time_series_probe_min_probability_up: float
     time_series_probe_size_multiplier: float
     time_series_rebound_fallback_enabled: bool
+    time_series_trend_fallback_enabled: bool
     stop_loss_percent: float
     stop_loss_exit_enabled: bool
     take_profit_percent: float
     trailing_stop_percent: float
     min_hold_seconds: int
+    min_exit_net_percent: float
     entry_cooldown_seconds: int
     max_daily_drawdown_usdt: float
     min_cash_reserve_usdt: float
@@ -153,17 +155,41 @@ class Settings:
     database_path: Path
     log_path: Path
     env_file_path: Path
+    profit_only_exit_enabled: bool = True
+    api_auth_token: str = ""
+    training_worker_token: str = ""
+    trusted_proxy_user_header: str = ""
+    time_series_require_quality_gate: bool = False
+    time_series_manual_quality_override: bool = False
+    time_series_require_fresh_model: bool = False
+    time_series_model_max_age_hours: float = 48.0
+    market_ticker_max_age_seconds: float = 45.0
+    live_order_fill_timeout_seconds: float = 20.0
+    live_reconciliation_interval_seconds: float = 30.0
+    live_protective_stop_enabled: bool = True
+    hold_signal_sample_seconds: int = 60
+    storage_retention_days: int = 30
+    storage_prune_interval_seconds: int = 3600
+    bybit_rest_base_url_override: str = ""
+    bybit_websocket_url_override: str = ""
+    time_series_fallback_mode: str = "trend_macd"
+    market_observation_enabled: bool = True
+    market_observation_sample_seconds: float = 30.0
 
     @property
     def rest_base_url(self) -> str:
-        return "https://api-testnet.bybit.com" if self.bybit_testnet else "https://api.bybit.com"
+        if self.bybit_rest_base_url_override:
+            return self.bybit_rest_base_url_override.rstrip("/")
+        return "https://api-testnet.bybit.com" if self.bybit_testnet else "https://api.bybit.kz"
 
     @property
     def websocket_url(self) -> str:
+        if self.bybit_websocket_url_override:
+            return self.bybit_websocket_url_override
         return (
             "wss://stream-testnet.bybit.com/v5/public/spot"
             if self.bybit_testnet
-            else "wss://stream.bybit.com/v5/public/spot"
+            else "wss://stream.bybit.kz/v5/public/spot"
         )
 
     @property
@@ -204,7 +230,7 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
     strategy_mode = os.getenv("STRATEGY_MODE", "torch_forecast").strip().lower()
     if strategy_mode not in STRATEGY_MODES:
         raise ValueError("STRATEGY_MODE must be legacy, trend_macd or torch_forecast")
-    auto_select_symbols = _bool_env("AUTO_SELECT_SYMBOLS", False)
+    auto_select_symbols = _bool_env("AUTO_SELECT_SYMBOLS", True)
     top_symbols_count = _int_env("TOP_SYMBOLS_COUNT", len(FIXED_SPOT_SYMBOLS))
     requested_symbols = _symbols_env("SYMBOLS")
     symbols = requested_symbols if requested_symbols else (() if auto_select_symbols else FIXED_SPOT_SYMBOLS)
@@ -288,12 +314,14 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
         time_series_probe_min_edge_percent=_float_env("TIME_SERIES_PROBE_MIN_EDGE_PERCENT", 0.02),
         time_series_probe_min_probability_up=_float_env("TIME_SERIES_PROBE_MIN_PROBABILITY_UP", 0.55),
         time_series_probe_size_multiplier=_float_env("TIME_SERIES_PROBE_SIZE_MULTIPLIER", 0.40),
-        time_series_rebound_fallback_enabled=_bool_env("TIME_SERIES_REBOUND_FALLBACK_ENABLED", True),
+        time_series_rebound_fallback_enabled=_bool_env("TIME_SERIES_REBOUND_FALLBACK_ENABLED", False),
+        time_series_trend_fallback_enabled=_bool_env("TIME_SERIES_TREND_FALLBACK_ENABLED", False),
         stop_loss_percent=_float_env("STOP_LOSS_PERCENT", 0.04),
         stop_loss_exit_enabled=_bool_env("STOP_LOSS_EXIT_ENABLED", True),
         take_profit_percent=_float_env("TAKE_PROFIT_PERCENT", 0.035),
         trailing_stop_percent=_float_env("TRAILING_STOP_PERCENT", 0.015),
         min_hold_seconds=_int_env("MIN_HOLD_SECONDS", 180),
+        min_exit_net_percent=_float_env("MIN_EXIT_NET_PERCENT", 0.20),
         entry_cooldown_seconds=_int_env("ENTRY_COOLDOWN_SECONDS", 180),
         max_daily_drawdown_usdt=_float_env("MAX_DAILY_DRAWDOWN_USDT", 6.0),
         min_cash_reserve_usdt=_float_env("MIN_CASH_RESERVE_USDT", 5.0),
@@ -305,7 +333,41 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
         database_path=Path(os.getenv("DATABASE_PATH", "runtime/tradebot.sqlite3")),
         log_path=Path(os.getenv("LOG_PATH", "runtime/tradebot.log")),
         env_file_path=env_path,
+        profit_only_exit_enabled=_bool_env("PROFIT_ONLY_EXIT_ENABLED", True),
+        api_auth_token=os.getenv("TRADEBOT_API_TOKEN", "").strip(),
+        training_worker_token=os.getenv("TRADEBOT_TRAINING_TOKEN", "").strip(),
+        trusted_proxy_user_header=os.getenv("TRUSTED_PROXY_USER_HEADER", "").strip(),
+        time_series_require_quality_gate=_bool_env(
+            "TIME_SERIES_REQUIRE_QUALITY_GATE", strategy_mode == "torch_forecast"
+        ),
+        time_series_manual_quality_override=_bool_env(
+            "TIME_SERIES_MANUAL_QUALITY_OVERRIDE", False
+        ),
+        time_series_require_fresh_model=_bool_env(
+            "TIME_SERIES_REQUIRE_FRESH_MODEL", strategy_mode == "torch_forecast"
+        ),
+        time_series_model_max_age_hours=_float_env("TIME_SERIES_MODEL_MAX_AGE_HOURS", 48.0),
+        market_ticker_max_age_seconds=_float_env("MARKET_TICKER_MAX_AGE_SECONDS", 45.0),
+        live_order_fill_timeout_seconds=_float_env("LIVE_ORDER_FILL_TIMEOUT_SECONDS", 20.0),
+        live_reconciliation_interval_seconds=_float_env("LIVE_RECONCILIATION_INTERVAL_SECONDS", 30.0),
+        live_protective_stop_enabled=_bool_env("LIVE_PROTECTIVE_STOP_ENABLED", True),
+        hold_signal_sample_seconds=_int_env("HOLD_SIGNAL_SAMPLE_SECONDS", 60),
+        storage_retention_days=_int_env("STORAGE_RETENTION_DAYS", 30),
+        storage_prune_interval_seconds=_int_env("STORAGE_PRUNE_INTERVAL_SECONDS", 3600),
+        bybit_rest_base_url_override=os.getenv(
+            "BYBIT_REST_BASE_URL",
+            "" if _bool_env("BYBIT_TESTNET", False) else "https://api.bybit.kz",
+        ).strip(),
+        bybit_websocket_url_override=os.getenv("BYBIT_WEBSOCKET_URL", "").strip(),
+        time_series_fallback_mode=os.getenv(
+            "TIME_SERIES_FALLBACK_MODE", "trend_macd"
+        ).strip().lower(),
+        market_observation_enabled=_bool_env("MARKET_OBSERVATION_ENABLED", True),
+        market_observation_sample_seconds=_float_env(
+            "MARKET_OBSERVATION_SAMPLE_SECONDS", 30.0
+        ),
     )
+    _validate_settings(settings)
     if settings.trading_mode == "live" and not settings.live_ready:
         raise ValueError(
             "Live mode is locked. Set ENABLE_LIVE_TRADING=true, "
@@ -314,6 +376,42 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
     return settings
 
 
+def _validate_settings(settings: Settings) -> None:
+    errors: list[str] = []
+    if not 1 <= settings.port <= 65535:
+        errors.append("PORT must be in range 1..65535")
+    if settings.starting_balance_usdt <= 0:
+        errors.append("STARTING_BALANCE_USDT must be positive")
+    if settings.min_position_usdt < 0:
+        errors.append("MIN_POSITION_USDT must be non-negative")
+    if settings.max_position_usdt < settings.min_position_usdt:
+        errors.append("MAX_POSITION_USDT must be >= MIN_POSITION_USDT")
+    if settings.max_symbol_exposure_usdt < settings.min_position_usdt:
+        errors.append("MAX_SYMBOL_EXPOSURE_USDT must be >= MIN_POSITION_USDT")
+    if settings.max_total_exposure_usdt < settings.max_symbol_exposure_usdt:
+        errors.append("MAX_TOTAL_EXPOSURE_USDT must be >= MAX_SYMBOL_EXPOSURE_USDT")
+    if settings.max_open_positions < 1 or settings.max_positions_per_symbol < 1:
+        errors.append("position count limits must be positive")
+    if settings.taker_fee_rate < 0 or settings.slippage_rate < 0:
+        errors.append("TAKER_FEE_RATE and SLIPPAGE_RATE must be non-negative")
+    if not 0 <= settings.min_exit_net_percent <= 5:
+        errors.append("MIN_EXIT_NET_PERCENT must be in range 0..5")
+    if settings.market_ticker_max_age_seconds <= 0:
+        errors.append("MARKET_TICKER_MAX_AGE_SECONDS must be positive")
+    if settings.time_series_model_max_age_hours <= 0:
+        errors.append("TIME_SERIES_MODEL_MAX_AGE_HOURS must be positive")
+    if settings.live_order_fill_timeout_seconds <= 0:
+        errors.append("LIVE_ORDER_FILL_TIMEOUT_SECONDS must be positive")
+    if settings.live_reconciliation_interval_seconds <= 0:
+        errors.append("LIVE_RECONCILIATION_INTERVAL_SECONDS must be positive")
+    if settings.time_series_fallback_mode not in {"trend_macd", "legacy"}:
+        errors.append("TIME_SERIES_FALLBACK_MODE must be trend_macd or legacy")
+    if settings.market_observation_sample_seconds <= 0:
+        errors.append("MARKET_OBSERVATION_SAMPLE_SECONDS must be positive")
+    if errors:
+        raise ValueError("; ".join(errors))
+
+
 def update_env_value(path: Path, key: str, value: str) -> None:
     lines = path.read_text(encoding="utf-8").splitlines() if path.exists() else []
     output: list[str] = []

crypto_spot_bot/dashboard.py

@@ -1,14 +1,21 @@
 from __future__ import annotations
 
+import asyncio
 import json
+import logging
 from contextlib import asynccontextmanager
+from datetime import datetime, timezone
+from pathlib import Path
 from typing import Any
 
-from fastapi import FastAPI, HTTPException, Response
+from fastapi import Depends, FastAPI, HTTPException, Request, Response
-from fastapi.responses import JSONResponse, PlainTextResponse
+from fastapi.responses import FileResponse, JSONResponse, PlainTextResponse
+from fastapi.staticfiles import StaticFiles
 
 from crypto_spot_bot.analytics import analytics_snapshot
+from crypto_spot_bot.auth import ApiAuthorizer
 from crypto_spot_bot.bot import CryptoSpotBot
+from crypto_spot_bot import __version__
 from crypto_spot_bot.bybit import BybitClient
 from crypto_spot_bot.config import Settings, load_settings, update_env_value
 from crypto_spot_bot.execution import LiveBroker, PaperBroker
@@ -16,13 +23,16 @@ from crypto_spot_bot.learning import TradeLearner
 from crypto_spot_bot.market_data import MarketData
 from crypto_spot_bot.patterns import PatternAnalyzer
 from crypto_spot_bot.reconciliation import reconciliation_snapshot
+from crypto_spot_bot.shadow import shadow_gate_snapshot
 from crypto_spot_bot.storage import Storage
 from crypto_spot_bot.strategy import SpotStrategy
 from crypto_spot_bot.time_series import TimeSeriesForecaster
 from crypto_spot_bot.training_coordination import TrainingCoordinator
 
 
-WEB_UI_REMOVED_MESSAGE = "Web UI removed. Use the Android TradeBot AI app and /api/* endpoints."
+WEB_ROOT = Path(__file__).with_name("web")
+WEB_INDEX = WEB_ROOT / "index.html"
+logger = logging.getLogger(__name__)
 
 
 def create_app(settings: Settings | None = None) -> FastAPI:
@@ -42,8 +52,25 @@ def create_app(settings: Settings | None = None) -> FastAPI:
     pattern_analyzer = PatternAnalyzer()
     learner = TradeLearner(settings, storage)
     forecaster = TimeSeriesForecaster(settings)
-    bot = CryptoSpotBot(settings, storage, market, broker, strategy, pattern_analyzer, learner, forecaster)
+    runtime_dir = settings.time_series_lstm_model_path.parent
+    shadow_forecaster = TimeSeriesForecaster(
+        settings,
+        model_path=runtime_dir / "lstm_forecaster.shadow.json",
+        calibration_path=runtime_dir / "torch_shadow_calibration.json",
+    )
+    bot = CryptoSpotBot(
+        settings,
+        storage,
+        market,
+        broker,
+        strategy,
+        pattern_analyzer,
+        learner,
+        forecaster,
+        shadow_forecaster,
+    )
     training = TrainingCoordinator(settings.time_series_lstm_model_path.parent)
+    authorizer = ApiAuthorizer(settings)
 
     @asynccontextmanager
     async def lifespan(_: FastAPI):
@@ -53,63 +80,93 @@ def create_app(settings: Settings | None = None) -> FastAPI:
         finally:
             await bot.stop()
 
-    app = FastAPI(title="Крипто спот-бот", lifespan=lifespan)
+    app = FastAPI(title="Крипто спот-бот", version=__version__, lifespan=lifespan)
     app.state.settings = settings
     app.state.storage = storage
     app.state.bot = bot
     app.state.market = market
     app.state.training = training
+    app.mount("/assets", StaticFiles(directory=WEB_ROOT), name="dashboard-assets")
 
-    @app.get("/", response_class=PlainTextResponse, status_code=410)
+    @app.middleware("http")
-    async def index() -> str:
+    async def security_headers(request: Request, call_next) -> Response:
-        return WEB_UI_REMOVED_MESSAGE
+        response = await call_next(request)
+        response.headers.setdefault("X-Content-Type-Options", "nosniff")
+        response.headers.setdefault("Referrer-Policy", "no-referrer")
+        response.headers.setdefault("X-Frame-Options", "DENY")
+        response.headers.setdefault(
+            "Content-Security-Policy",
+            "default-src 'self'; style-src 'self'; script-src 'self'; "
+            "img-src 'self' data:; connect-src 'self'; font-src 'self'; "
+            "object-src 'none'; base-uri 'none'; frame-ancestors 'none'; form-action 'self'",
+        )
+        if request.url.path == "/":
+            response.headers.setdefault("Cache-Control", "no-store")
+        return response
+
+    @app.get("/", response_class=FileResponse)
+    async def index() -> FileResponse:
+        return FileResponse(WEB_INDEX, media_type="text/html")
 
     @app.get("/api/health")
     async def health() -> dict[str, Any]:
-        return {"ok": True, "running": bot.running, "mode": settings.trading_mode}
+        return {
+            "ok": True,
+            "running": bot.running,
+            "mode": settings.trading_mode,
+            "auth_configured": authorizer.configured(),
+            "version": __version__,
+        }
+
+    @app.get("/api/ready")
+    async def ready() -> JSONResponse:
+        payload = bot.readiness_snapshot()
+        return JSONResponse(payload, status_code=200 if payload["ready"] else 503)
 
     @app.get("/api/status")
-    async def status() -> dict[str, Any]:
+    async def status(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return {
             "status": bot.status().as_dict(),
             "account": bot.account_snapshot(),
             "positions": bot.positions_snapshot(),
             "learning": bot.learning_snapshot(),
-            "latest_equity": storage.latest_equity(),
+            "latest_equity": storage.latest_equity(mode=settings.trading_mode),
+            "readiness": bot.readiness_snapshot(),
         }
 
     @app.get("/api/markets")
-    async def markets() -> dict[str, Any]:
+    async def markets(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return market.snapshot()
 
     @app.get("/api/trades")
-    async def trades(limit: int = 80) -> dict[str, Any]:
+    async def trades(limit: int = 80, _: None = Depends(authorizer.require)) -> dict[str, Any]:
         row_limit = _limit(limit)
         return {
-            "items": storage.recent_trades(row_limit),
+            "items": storage.recent_trades(row_limit, mode=settings.trading_mode),
-            "closed_items": storage.closed_trades(row_limit),
+            "closed_items": storage.closed_trades(row_limit, mode=settings.trading_mode),
-            "closed_summary": storage.closed_trade_summary(),
+            "closed_summary": storage.closed_trade_summary(mode=settings.trading_mode),
         }
 
     @app.get("/api/signals")
-    async def signals(limit: int = 120) -> dict[str, Any]:
+    async def signals(limit: int = 120, _: None = Depends(authorizer.require)) -> dict[str, Any]:
         return {"items": storage.recent_signals(_limit(limit))}
 
     @app.get("/api/events")
-    async def events(limit: int = 120) -> dict[str, Any]:
+    async def events(limit: int = 120, _: None = Depends(authorizer.require)) -> dict[str, Any]:
         return {"items": storage.recent_events(_limit(limit))}
 
     @app.get("/api/analytics")
-    async def analytics() -> dict[str, Any]:
+    async def analytics(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return analytics_snapshot(settings, storage)
 
     @app.get("/api/quality")
-    async def quality() -> dict[str, Any]:
+    async def quality(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return market.snapshot().get("quality", {})
 
     @app.get("/api/reconciliation")
-    async def reconciliation() -> dict[str, Any]:
+    async def reconciliation(_: None = Depends(authorizer.require)) -> dict[str, Any]:
-        return reconciliation_snapshot(
+        return await asyncio.to_thread(
+            reconciliation_snapshot,
             settings=settings,
             storage=storage,
             client=client,
@@ -117,71 +174,230 @@ def create_app(settings: Settings | None = None) -> FastAPI:
         )
 
     @app.get("/api/backtest")
-    async def backtest() -> dict[str, Any]:
+    async def backtest(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return _runtime_json(settings, "torch_threshold_calibration.json")
 
     @app.get("/api/retrain")
-    async def retrain() -> dict[str, Any]:
+    async def retrain(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         data = _runtime_json(settings, "torch_retrain_guard.json")
         data["coordination"] = training.status()
+        data["shadow"] = shadow_gate_snapshot(storage, shadow_forecaster.artifact_sha256())
         return data
 
     @app.get("/api/training/status")
-    async def training_status() -> dict[str, Any]:
+    async def training_status(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return training.status()
 
+    @app.get("/api/training/shadow")
+    async def training_shadow_status(
+        _: None = Depends(authorizer.require),
+    ) -> dict[str, Any]:
+        return shadow_gate_snapshot(storage, shadow_forecaster.artifact_sha256())
+
+    @app.post("/api/training/shadow/promote")
+    async def training_shadow_promote(
+        _: None = Depends(authorizer.require),
+    ) -> dict[str, Any]:
+        gate = shadow_gate_snapshot(storage, shadow_forecaster.artifact_sha256())
+        if not gate.get("passed"):
+            raise HTTPException(status_code=409, detail={"message": "shadow forward gate has not passed", "gate": gate})
+        try:
+            return training.promote_shadow(gate)
+        except ValueError as exc:
+            raise HTTPException(status_code=400, detail=str(exc)) from exc
+
+    @app.get("/api/training/market-observations")
+    async def training_market_observations(
+        symbol: str,
+        after_id: int = 0,
+        limit: int = 5000,
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
+        normalized_symbol = symbol.strip().upper()
+        if not normalized_symbol:
+            raise HTTPException(status_code=400, detail="symbol is required")
+        items = storage.market_observations_after(
+            symbol=normalized_symbol,
+            after_id=max(0, after_id),
+            limit=max(1, min(limit, 5000)),
+        )
+        return {
+            "symbol": normalized_symbol,
+            "items": items,
+            "next_after_id": int(items[-1]["id"]) if items else max(0, after_id),
+        }
+
+    @app.get("/api/training/market-observations/manifest")
+    async def training_market_observation_manifest(
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
+        items = storage.market_observation_manifest()
+        return {
+            "items": items,
+            "total_samples": sum(int(item.get("samples", 0) or 0) for item in items),
+        }
+
     @app.post("/api/training/retrain")
-    async def training_retrain(payload: dict[str, Any] | None = None) -> dict[str, Any]:
+    async def training_retrain(
+        payload: dict[str, Any] | None = None,
+        _: None = Depends(authorizer.require),
+    ) -> dict[str, Any]:
         return training.request_retrain(payload)
 
+    @app.post("/api/training/retrain/auto")
+    async def training_retrain_auto(
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
+        return training.request_retrain(
+            {
+                "source": "windows-agent-auto",
+                "parameters": {"use_orderbook": True},
+            }
+        )
+
     @app.post("/api/training/heartbeat")
-    async def training_heartbeat(payload: dict[str, Any] | None = None) -> dict[str, Any]:
+    async def training_heartbeat(
+        payload: dict[str, Any] | None = None,
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
         return training.heartbeat(payload)
 
     @app.post("/api/training/claim")
-    async def training_claim(payload: dict[str, Any] | None = None) -> dict[str, Any]:
+    async def training_claim(
+        payload: dict[str, Any] | None = None,
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
         return training.claim(payload)
 
     @app.post("/api/training/jobs/{job_id}/artifacts/chunk")
-    async def training_artifact_chunk(job_id: str, payload: dict[str, Any]) -> dict[str, Any]:
+    async def training_artifact_chunk(
+        job_id: str,
+        payload: dict[str, Any],
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
         try:
             return training.save_artifact_chunk(job_id, payload)
         except ValueError as exc:
             raise HTTPException(status_code=400, detail=str(exc)) from exc
 
     @app.post("/api/training/jobs/{job_id}/progress")
-    async def training_progress(job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
+    async def training_progress(
+        job_id: str,
+        payload: dict[str, Any] | None = None,
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
         try:
             return training.progress(job_id, payload)
         except ValueError as exc:
             raise HTTPException(status_code=404, detail=str(exc)) from exc
 
     @app.post("/api/training/jobs/{job_id}/complete")
-    async def training_complete(job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
+    async def training_complete(
+        job_id: str,
+        payload: dict[str, Any] | None = None,
+        _: None = Depends(authorizer.require_training),
+    ) -> dict[str, Any]:
         try:
             return training.complete(job_id, payload)
         except ValueError as exc:
-            raise HTTPException(status_code=404, detail=str(exc)) from exc
+            raise HTTPException(status_code=400, detail=str(exc)) from exc
 
     @app.get("/api/config")
-    async def config() -> dict[str, Any]:
+    async def config(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         return _safe_config(settings)
 
+    @app.get("/api/mobile/snapshot")
+    async def mobile_snapshot(_: None = Depends(authorizer.require)) -> dict[str, Any]:
+        row_limit = 220
+        retrain_data = _runtime_json(settings, "torch_retrain_guard.json")
+        retrain_data["coordination"] = training.status()
+        retrain_data["shadow"] = shadow_gate_snapshot(
+            storage,
+            shadow_forecaster.artifact_sha256(),
+        )
+        return {
+            "health": {
+                "ok": True,
+                "running": bot.running,
+                "mode": settings.trading_mode,
+            },
+            "status": {
+                "status": bot.status().as_dict(),
+                "account": bot.account_snapshot(),
+                "positions": bot.positions_snapshot(),
+                "readiness": bot.readiness_snapshot(),
+            },
+            "markets": market.snapshot(),
+            "signals": {"items": storage.recent_signals(row_limit)},
+            "config": _safe_config(settings),
+            "trades": {
+                "items": storage.recent_trades(10, mode=settings.trading_mode),
+                "closed_items": storage.closed_trades(10, mode=settings.trading_mode),
+                "closed_summary": storage.closed_trade_summary(mode=settings.trading_mode),
+            },
+            "retrain": retrain_data,
+            "backtest": _runtime_json(settings, "torch_threshold_calibration.json"),
+        }
+
+    @app.get("/web-api/dashboard/snapshot", include_in_schema=False)
+    @app.get("/api/dashboard/snapshot")
+    async def dashboard_snapshot(_: None = Depends(authorizer.require)) -> dict[str, Any]:
+        market_data = market.snapshot()
+        retrain_data = _runtime_json(settings, "torch_retrain_guard.json")
+        retrain_data["coordination"] = training.status()
+        retrain_data["shadow"] = shadow_gate_snapshot(
+            storage,
+            shadow_forecaster.artifact_sha256(),
+        )
+        return {
+            "generated_at": datetime.now(timezone.utc).isoformat(),
+            "health": {
+                "ok": True,
+                "running": bot.running,
+                "mode": settings.trading_mode,
+                "version": __version__,
+            },
+            "status": {
+                "status": bot.status().as_dict(),
+                "account": bot.account_snapshot(),
+                "positions": bot.positions_snapshot(),
+                "learning": bot.learning_snapshot(),
+                "latest_equity": storage.latest_equity(mode=settings.trading_mode),
+                "readiness": bot.readiness_snapshot(),
+            },
+            "markets": _compact_markets(market_data),
+            "signals": {"items": storage.recent_signals(16)},
+            "trades": {
+                "items": storage.recent_trades(16, mode=settings.trading_mode),
+                "closed_items": storage.closed_trades(16, mode=settings.trading_mode),
+                "closed_summary": storage.closed_trade_summary(mode=settings.trading_mode),
+            },
+            "events": {"items": storage.recent_events(20)},
+            "retrain": retrain_data,
+            "config": _safe_config(settings),
+        }
+
+    @app.post("/web-api/config/fast-trading", include_in_schema=False)
     @app.post("/api/config/fast-trading")
-    async def set_fast_trading(payload: dict[str, Any]) -> dict[str, Any]:
+    async def set_fast_trading(
+        payload: dict[str, Any],
+        _: None = Depends(authorizer.require),
+    ) -> dict[str, Any]:
         enabled = _enabled_from_payload(payload)
         env_persisted = _apply_fast_trading(settings, storage, enabled)
         response = _safe_config(settings)
         response["env_persisted"] = env_persisted
         return response
 
+    @app.post("/web-api/control/start", include_in_schema=False)
     @app.post("/api/control/start")
-    async def start() -> dict[str, Any]:
+    async def start(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         await bot.start()
         return bot.status().as_dict()
 
+    @app.post("/web-api/control/stop", include_in_schema=False)
     @app.post("/api/control/stop")
-    async def stop() -> dict[str, Any]:
+    async def stop(_: None = Depends(authorizer.require)) -> dict[str, Any]:
         await bot.stop()
         return bot.status().as_dict()
 
@@ -207,17 +423,57 @@ def create_app(settings: Settings | None = None) -> FastAPI:
             "# HELP tradebot_loop_interval_seconds Effective bot decision loop interval.",
             "# TYPE tradebot_loop_interval_seconds gauge",
             f"tradebot_loop_interval_seconds {settings.effective_loop_interval_seconds:.4f}",
+            "# HELP tradebot_ready Whether trading prerequisites are ready.",
+            "# TYPE tradebot_ready gauge",
+            f"tradebot_ready {1 if bot.readiness_snapshot()['ready'] else 0}",
+            "# HELP tradebot_rest_errors_total REST refresh errors observed by market data.",
+            "# TYPE tradebot_rest_errors_total counter",
+            f"tradebot_rest_errors_total {market.rest_error_count}",
         ]
         return PlainTextResponse("\n".join(lines) + "\n")
 
     @app.exception_handler(Exception)
     async def error_handler(_, exc: Exception) -> JSONResponse:
-        storage.event(f"API error: {exc}", "ERROR")
+        try:
-        return JSONResponse({"error": str(exc)}, status_code=500)
+            storage.event(f"API error: {exc}", "ERROR")
+        except Exception:
+            logger.exception("Could not persist API error event")
+        return JSONResponse({"error": "internal server error"}, status_code=500)
 
     return app
 
 
+def _compact_markets(snapshot: dict[str, Any]) -> dict[str, Any]:
+    markets: list[dict[str, Any]] = []
+    for market in snapshot.get("markets", []):
+        candles = market.get("candles") or []
+        markets.append(
+            {
+                "ticker": market.get("ticker"),
+                "sparkline": [
+                    {
+                        "timestamp": candle.get("timestamp"),
+                        "close": candle.get("close"),
+                    }
+                    for candle in candles[-48:]
+                ],
+                "forecast": market.get("forecast"),
+                "quality": market.get("quality"),
+            }
+        )
+    return {
+        "symbols": snapshot.get("symbols", []),
+        "ws_connected": snapshot.get("ws_connected", False),
+        "rest_error_count": snapshot.get("rest_error_count", 0),
+        "last_rest_error": snapshot.get("last_rest_error", ""),
+        "last_rest_refresh_at": snapshot.get("last_rest_refresh_at"),
+        "last_ws_message_at": snapshot.get("last_ws_message_at"),
+        "observation_collector": snapshot.get("observation_collector", {}),
+        "quality": snapshot.get("quality", {}),
+        "markets": markets,
+    }
+
+
 def _limit(value: int) -> int:
     return max(1, min(int(value), 500))
 
@@ -317,12 +573,23 @@ def _safe_config(settings: Settings) -> dict[str, Any]:
         "time_series_probe_min_probability_up": settings.time_series_probe_min_probability_up,
         "time_series_probe_size_multiplier": settings.time_series_probe_size_multiplier,
         "time_series_rebound_fallback_enabled": settings.time_series_rebound_fallback_enabled,
+        "time_series_trend_fallback_enabled": settings.time_series_trend_fallback_enabled,
+        "time_series_fallback_mode": settings.time_series_fallback_mode,
+        "time_series_require_quality_gate": settings.time_series_require_quality_gate,
+        "time_series_manual_quality_override": settings.time_series_manual_quality_override,
+        "time_series_require_fresh_model": settings.time_series_require_fresh_model,
+        "time_series_model_max_age_hours": settings.time_series_model_max_age_hours,
+        "market_ticker_max_age_seconds": settings.market_ticker_max_age_seconds,
+        "market_observation_enabled": settings.market_observation_enabled,
+        "market_observation_sample_seconds": settings.market_observation_sample_seconds,
         "time_series_model_artifact": _time_series_model_artifact(settings),
         "stop_loss_percent": settings.stop_loss_percent,
         "stop_loss_exit_enabled": settings.stop_loss_exit_enabled,
         "take_profit_percent": settings.take_profit_percent,
         "trailing_stop_percent": settings.trailing_stop_percent,
         "min_hold_seconds": settings.min_hold_seconds,
+        "min_exit_net_percent": settings.min_exit_net_percent,
+        "profit_only_exit_enabled": settings.profit_only_exit_enabled,
         "entry_cooldown_seconds": settings.entry_cooldown_seconds,
         "max_daily_drawdown_usdt": settings.max_daily_drawdown_usdt,
         "min_cash_reserve_usdt": settings.min_cash_reserve_usdt,
@@ -330,6 +597,14 @@ def _safe_config(settings: Settings) -> dict[str, Any]:
         "slippage_rate": settings.slippage_rate,
         "live_ready": settings.live_ready,
         "live_order_max_usdt": settings.live_order_max_usdt,
+        "live_order_fill_timeout_seconds": settings.live_order_fill_timeout_seconds,
+        "live_reconciliation_interval_seconds": settings.live_reconciliation_interval_seconds,
+        "live_protective_stop_enabled": settings.live_protective_stop_enabled,
+        "api_auth_configured": bool(
+            settings.api_auth_token
+            or settings.training_worker_token
+            or settings.trusted_proxy_user_header
+        ),
     }
 
 

crypto_spot_bot/execution.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 from collections import deque
 from datetime import timedelta
 from decimal import Decimal, ROUND_DOWN, ROUND_UP
-from typing import Iterable
+from typing import Any, Iterable
 from uuid import uuid4
 
 from crypto_spot_bot.bybit import BybitClient, Instrument
@@ -38,9 +38,19 @@ class PaperBroker:
     def __init__(self, settings: Settings, storage: Storage):
         self.settings = settings
         self.storage = storage
-        self.positions = storage.open_positions()
+        self.positions = storage.open_positions(settings.trading_mode)
         self.cash = float(storage.get_runtime("paper_cash", settings.starting_balance_usdt))
-        self.peak_equity = float(storage.get_runtime("peak_equity", settings.starting_balance_usdt))
+        today = utc_now().date().isoformat()
+        stored_peak_day = str(storage.get_runtime("paper_peak_equity_day", ""))
+        self.peak_equity_day = today
+        self.peak_equity = float(
+            storage.get_runtime("paper_daily_peak_equity", settings.starting_balance_usdt)
+            if stored_peak_day == today
+            else settings.starting_balance_usdt
+        )
+        self.lifetime_peak_equity = float(
+            storage.get_runtime("paper_lifetime_peak_equity", settings.starting_balance_usdt)
+        )
         self._entry_timestamps = deque()
 
     def open_positions(self) -> list[Position]:
@@ -64,11 +74,24 @@ class PaperBroker:
     def mark_equity(self, prices: dict[str, float]) -> dict[str, float]:
         state = self.account_state(prices)
         equity = state["equity"]
+        today = utc_now().date().isoformat()
+        if today != self.peak_equity_day:
+            self.peak_equity_day = today
+            self.peak_equity = equity
         self.peak_equity = max(self.peak_equity, equity)
+        self.lifetime_peak_equity = max(self.lifetime_peak_equity, equity)
         state["drawdown"] = max(0.0, self.peak_equity - equity)
         self.storage.set_runtime("paper_cash", self.cash)
-        self.storage.set_runtime("peak_equity", self.peak_equity)
+        self.storage.set_runtime("paper_peak_equity_day", self.peak_equity_day)
-        self.storage.insert_equity(equity, self.cash, self.exposure(), state["drawdown"])
+        self.storage.set_runtime("paper_daily_peak_equity", self.peak_equity)
+        self.storage.set_runtime("paper_lifetime_peak_equity", self.lifetime_peak_equity)
+        self.storage.insert_equity(
+            equity,
+            self.cash,
+            self.exposure(),
+            state["drawdown"],
+            mode=self.settings.trading_mode,
+        )
         return state
 
     def account_state(self, prices: dict[str, float]) -> dict[str, float]:
@@ -181,6 +204,7 @@ class PaperBroker:
             entry_confidence=signal.confidence,
             entry_pattern=str(signal.diagnostics.get("pattern", {}).get("label", "")),
             entry_diagnostics=signal.diagnostics,
+            mode=self.settings.trading_mode,
         )
         position.id = self.storage.insert_position(position)
         self.positions.append(position)
@@ -201,6 +225,7 @@ class PaperBroker:
                 entry_confidence=position.entry_confidence,
                 entry_diagnostics=position.entry_diagnostics,
                 opened_at=position.opened_at,
+                mode=self.settings.trading_mode,
             )
         )
         self.storage.event(
@@ -244,6 +269,7 @@ class PaperBroker:
             entry_diagnostics=position.entry_diagnostics,
             opened_at=position.opened_at,
             closed_at=utc_now(),
+            mode=self.settings.trading_mode,
         )
         trade.id = self.storage.insert_trade(trade)
         self.storage.event(
@@ -368,11 +394,139 @@ class PaperBroker:
 
 
 class LiveBroker(PaperBroker):
+    TERMINAL_ORDER_STATUSES = {
+        "Filled",
+        "Cancelled",
+        "Rejected",
+        "PartiallyFilledCanceled",
+        "PartillyFilledCancelled",
+        "Deactivated",
+    }
+
     def __init__(self, settings: Settings, storage: Storage, client: BybitClient):
         super().__init__(settings, storage)
         if not settings.live_ready:
             raise BrokerError("Live mode is not unlocked by settings")
         self.client = client
+        self.reconciliation_state: dict[str, Any] = {
+            "status": "unknown",
+            "blocking": True,
+            "discrepancies": ["live account has not been reconciled"],
+        }
+
+    def can_open(
+        self,
+        symbol: str,
+        prices: dict[str, float],
+        requested_notional: float | None = None,
+    ) -> tuple[bool, str]:
+        if self.reconciliation_state.get("blocking", True):
+            return False, "live reconciliation is not clean"
+        return super().can_open(symbol, prices, requested_notional)
+
+    def reconcile(self, instruments: dict[str, Instrument]) -> dict[str, Any]:
+        coins = {"USDT"}
+        for symbol in self.settings.symbols:
+            instrument = instruments.get(symbol)
+            if instrument and instrument.base_coin:
+                coins.add(instrument.base_coin.upper())
+        wallet = self.client.wallet_balance(coin=",".join(sorted(coins)))
+        balances = _wallet_balances(wallet)
+        usdt = balances.get("USDT", {})
+        self.cash = max(0.0, float(usdt.get("wallet_balance", 0.0)) - float(usdt.get("locked", 0.0)))
+
+        local_by_coin: dict[str, float] = {}
+        discrepancies: list[dict[str, Any]] = []
+        for position in self.positions:
+            instrument = instruments.get(position.symbol)
+            coin = instrument.base_coin.upper() if instrument and instrument.base_coin else position.symbol.removesuffix("USDT")
+            local_by_coin[coin] = local_by_coin.get(coin, 0.0) + position.qty
+        for coin, local_qty in local_by_coin.items():
+            remote_qty = float((balances.get(coin) or {}).get("wallet_balance", 0.0))
+            tolerance = max(1e-8, local_qty * 0.002)
+            if remote_qty + tolerance < local_qty:
+                discrepancies.append(
+                    {
+                        "severity": "error",
+                        "code": "remote_balance_below_local_position",
+                        "coin": coin,
+                        "local_qty": round(local_qty, 12),
+                        "remote_qty": round(remote_qty, 12),
+                    }
+                )
+        for coin, row in balances.items():
+            if coin == "USDT" or coin not in coins:
+                continue
+            remote_qty = float(row.get("wallet_balance", 0.0))
+            local_qty = local_by_coin.get(coin, 0.0)
+            tolerance = max(1e-8, local_qty * 0.002)
+            if remote_qty > local_qty + tolerance:
+                discrepancies.append(
+                    {
+                        "severity": "error",
+                        "code": "remote_asset_without_matching_local_position",
+                        "coin": coin,
+                        "local_qty": round(local_qty, 12),
+                        "remote_qty": round(remote_qty, 12),
+                    }
+                )
+
+        normal_orders = self.client.realtime_orders(
+            category="spot",
+            open_only=0,
+            limit=50,
+            order_filter="Order",
+        )
+        unresolved_orders = [
+            row
+            for row in normal_orders.get("list", [])
+            if isinstance(row, dict)
+            and str(row.get("orderStatus", "")) not in self.TERMINAL_ORDER_STATUSES
+        ]
+        if unresolved_orders:
+            discrepancies.append(
+                {
+                    "severity": "error",
+                    "code": "unresolved_exchange_orders",
+                    "count": len(unresolved_orders),
+                    "order_ids": [str(row.get("orderId", "")) for row in unresolved_orders[:10]],
+                }
+            )
+
+        protection_rows = self.client.realtime_orders(
+            category="spot",
+            open_only=0,
+            limit=50,
+            order_filter="tpslOrder",
+        )
+        active_protection = {
+            str(row.get("orderId", ""))
+            for row in protection_rows.get("list", [])
+            if isinstance(row, dict)
+            and str(row.get("orderStatus", "")) not in self.TERMINAL_ORDER_STATUSES
+        }
+        if self.settings.live_protective_stop_enabled:
+            for position in self.positions:
+                if not position.protective_order_id or position.protective_order_id not in active_protection:
+                    discrepancies.append(
+                        {
+                            "severity": "error",
+                            "code": "missing_exchange_protective_stop",
+                            "position_id": position.id,
+                            "symbol": position.symbol,
+                        }
+                    )
+
+        blocking = any(row.get("severity") == "error" for row in discrepancies)
+        self.reconciliation_state = {
+            "status": "error" if blocking else ("warn" if discrepancies else "ok"),
+            "blocking": blocking,
+            "discrepancies": discrepancies,
+            "cash_usdt": round(self.cash, 8),
+            "checked_at": utc_now().isoformat(),
+        }
+        self.storage.set_runtime("live_reconciliation", self.reconciliation_state)
+        return dict(self.reconciliation_state)
 
     def buy(
         self,
@@ -400,30 +554,356 @@ class LiveBroker(PaperBroker):
         if budget < max(self.settings.min_position_usdt, minimum_budget):
             self.storage.event(f"{ticker.symbol}: live BUY skipped, adjusted budget below minimum", "WARN")
             return None
+
         signal.diagnostics["position_notional_usdt"] = budget
-        notional = budget / (1 + self.settings.taker_fee_rate)
+        requested_quote = budget / (1 + self.settings.taker_fee_rate)
-        response = self.client.place_spot_market_order(
+        client_order_id = f"tb-buy-{uuid4().hex[:18]}"
+        self.storage.upsert_order(
+            client_order_id=client_order_id,
             symbol=ticker.symbol,
             side="Buy",
-            qty=notional,
+            order_kind="MARKET",
-            market_unit="quoteCoin",
+            status="PENDING_SUBMIT",
-            order_link_id=f"tb-buy-{uuid4().hex[:18]}",
+            requested_notional=requested_quote,
+            raw={"signal": signal.as_dict()},
         )
-        self.storage.event(f"{ticker.symbol}: реальная покупка отправлена orderId={response.get('orderId')}")
+        try:
-        return self._record_buy(signal, ticker, instrument, "реальная покупка, локальная запись")
+            response = self.client.place_spot_market_order(
+                symbol=ticker.symbol,
+                side="Buy",
+                qty=requested_quote,
+                market_unit="quoteCoin",
+                order_link_id=client_order_id,
+            )
+            order_id = str(response.get("orderId", ""))
+            if not order_id:
+                raise BrokerError("Bybit did not return orderId for live BUY")
+            self.storage.upsert_order(
+                client_order_id=client_order_id,
+                exchange_order_id=order_id,
+                symbol=ticker.symbol,
+                side="Buy",
+                order_kind="MARKET",
+                status="ACCEPTED",
+                requested_notional=requested_quote,
+                raw=response,
+            )
+            result = self.client.wait_for_spot_order(
+                order_id=order_id,
+                symbol=ticker.symbol,
+                timeout_seconds=self.settings.live_order_fill_timeout_seconds,
+            )
+            fill = _execution_fill(result, side="Buy", instrument=instrument)
+            self._save_order_fill(client_order_id, order_id, ticker.symbol, "Buy", requested_quote, result, fill)
+            if fill["qty"] <= 0 or fill["value"] <= 0:
+                raise BrokerError(f"live BUY was not filled, status={fill['status']}")
+            position = self._record_live_buy(signal, ticker, fill)
+            if self.settings.live_protective_stop_enabled:
+                try:
+                    self._place_protective_stop(position)
+                except Exception as exc:
+                    self.storage.event(
+                        f"{ticker.symbol}: protective stop placement failed, closing position: {exc}",
+                        "ERROR",
+                    )
+                    self.sell(position, ticker, "protective stop placement failed")
+                    raise BrokerError("live BUY was unwound because protective stop failed") from exc
+            return position
+        except Exception as exc:
+            self.reconciliation_state["blocking"] = True
+            self.reconciliation_state["status"] = "error"
+            self.storage.event(f"{ticker.symbol}: live BUY failed: {exc}", "ERROR")
+            raise
 
     def sell(self, position: Position, ticker: Ticker, reason: str) -> Trade:
+        if position.protective_order_id or position.protective_order_link_id:
+            self.client.cancel_spot_order(
+                symbol=position.symbol,
+                order_id=position.protective_order_id or None,
+                order_link_id=position.protective_order_link_id or None,
+                order_filter="tpslOrder",
+            )
+            if position.protective_order_id:
+                cancelled = self.client.wait_for_spot_order(
+                    order_id=position.protective_order_id,
+                    symbol=position.symbol,
+                    timeout_seconds=min(10.0, self.settings.live_order_fill_timeout_seconds),
+                )
+                status = str((cancelled.get("order") or {}).get("orderStatus", ""))
+                if status and status != "Cancelled":
+                    raise BrokerError(f"protective order was not cancelled, status={status}")
+
+        client_order_id = f"tb-sell-{uuid4().hex[:18]}"
+        self.storage.upsert_order(
+            client_order_id=client_order_id,
+            symbol=position.symbol,
+            side="Sell",
+            order_kind="MARKET",
+            status="PENDING_SUBMIT",
+            requested_qty=position.qty,
+            raw={"position_id": position.id, "reason": reason},
+        )
         response = self.client.place_spot_market_order(
             symbol=position.symbol,
             side="Sell",
             qty=position.qty,
             market_unit="baseCoin",
-            order_link_id=f"tb-sell-{uuid4().hex[:18]}",
+            order_link_id=client_order_id,
+        )
+        order_id = str(response.get("orderId", ""))
+        if not order_id:
+            raise BrokerError("Bybit did not return orderId for live SELL")
+        result = self.client.wait_for_spot_order(
+            order_id=order_id,
+            symbol=position.symbol,
+            timeout_seconds=self.settings.live_order_fill_timeout_seconds,
+        )
+        fill = _execution_fill(result, side="Sell", instrument=None)
+        self._save_order_fill(client_order_id, order_id, position.symbol, "Sell", position.qty, result, fill)
+        if fill["qty"] <= 0 or fill["value"] <= 0:
+            self.reconciliation_state["blocking"] = True
+            raise BrokerError(f"live SELL was not filled, status={fill['status']}")
+        return self._record_live_sell(position, reason, fill)
+
+    def _record_live_buy(self, signal: Signal, ticker: Ticker, fill: dict[str, Any]) -> Position:
+        qty = float(fill["net_qty"])
+        value = float(fill["value"])
+        price = value / max(float(fill["qty"]), 1e-12)
+        fee_usdt = float(fill["fee_usdt"])
+        stop_loss_percent = self._signal_percent(
+            signal, "stop_loss_percent", self.settings.stop_loss_percent, 0.003, 0.08
+        )
+        take_profit_percent = self._signal_percent(
+            signal, "take_profit_percent", self.settings.take_profit_percent, 0.003, 0.20
+        )
+        position = Position(
+            id=None,
+            symbol=ticker.symbol,
+            qty=qty,
+            entry_price=price,
+            notional_usdt=value,
+            entry_fee_usdt=fee_usdt,
+            stop_loss=price * (1 - stop_loss_percent),
+            take_profit=price * (1 + take_profit_percent),
+            highest_price=price,
+            entry_reason=signal.reason,
+            entry_confidence=signal.confidence,
+            entry_pattern=str(signal.diagnostics.get("pattern", {}).get("label", "")),
+            entry_diagnostics=signal.diagnostics,
+            mode="live",
+        )
+        position.id = self.storage.insert_position(position)
+        self.positions.append(position)
+        self._record_entry_timestamp()
+        self.cash = max(0.0, self.cash - value - float(fill["quote_fee"]))
+        self.storage.insert_trade(
+            Trade(
+                id=None,
+                symbol=ticker.symbol,
+                side="BUY",
+                qty=qty,
+                entry_price=price,
+                fee_usdt=fee_usdt,
+                net_pnl=-fee_usdt,
+                reason=signal.reason,
+                entry_pattern=position.entry_pattern,
+                entry_confidence=position.entry_confidence,
+                entry_diagnostics=position.entry_diagnostics,
+                opened_at=position.opened_at,
+                mode="live",
+            )
         )
         self.storage.event(
-            f"{position.symbol}: реальная продажа отправлена orderId={response.get('orderId')} причина={reason}"
+            f"{ticker.symbol}: live BUY filled qty={qty:.8f} avg={price:.8f} value={value:.4f}"
         )
-        return self._record_sell(position, ticker, reason, "реальная продажа, локальная запись")
+        return position
+
+    def _record_live_sell(self, position: Position, reason: str, fill: dict[str, Any]) -> Trade:
+        sold_qty = min(position.qty, float(fill["qty"]))
+        value = float(fill["value"])
+        price = value / max(float(fill["qty"]), 1e-12)
+        exit_fee = float(fill["fee_usdt"])
+        ratio = min(1.0, sold_qty / max(position.qty, 1e-12))
+        allocated_entry_fee = position.entry_fee_usdt * ratio
+        gross_pnl = (price - position.entry_price) * sold_qty
+        net_pnl = gross_pnl - allocated_entry_fee - exit_fee
+        self.cash += value - float(fill["quote_fee"])
+        remaining_qty = max(0.0, position.qty - sold_qty)
+        if remaining_qty <= max(1e-12, position.qty * 1e-6):
+            if position.id is not None:
+                self.storage.close_position(position.id)
+            self.positions = [item for item in self.positions if item.id != position.id]
+        else:
+            remaining_ratio = remaining_qty / position.qty
+            position.qty = remaining_qty
+            position.notional_usdt *= remaining_ratio
+            position.entry_fee_usdt *= remaining_ratio
+            position.protective_order_id = ""
+            position.protective_order_link_id = ""
+            if position.id is not None:
+                self.storage.update_position_after_partial_sell(
+                    position.id,
+                    qty=position.qty,
+                    notional_usdt=position.notional_usdt,
+                    entry_fee_usdt=position.entry_fee_usdt,
+                )
+            self.reconciliation_state["blocking"] = True
+        trade = Trade(
+            id=None,
+            symbol=position.symbol,
+            side="SELL",
+            qty=sold_qty,
+            entry_price=position.entry_price,
+            exit_price=price,
+            gross_pnl=gross_pnl,
+            fee_usdt=allocated_entry_fee + exit_fee,
+            net_pnl=net_pnl,
+            reason=reason,
+            entry_pattern=position.entry_pattern,
+            entry_confidence=position.entry_confidence,
+            entry_diagnostics=position.entry_diagnostics,
+            opened_at=position.opened_at,
+            closed_at=utc_now(),
+            mode="live",
+        )
+        trade.id = self.storage.insert_trade(trade)
+        self.storage.event(
+            f"{position.symbol}: live SELL filled qty={sold_qty:.8f} avg={price:.8f} pnl={net_pnl:.4f} reason={reason}"
+        )
+        return trade
+
+    def _place_protective_stop(self, position: Position) -> None:
+        link_id = f"tb-stop-{uuid4().hex[:17]}"
+        response = self.client.place_spot_protective_stop(
+            symbol=position.symbol,
+            qty=position.qty,
+            trigger_price=position.stop_loss,
+            order_link_id=link_id,
+        )
+        order_id = str(response.get("orderId", ""))
+        if not order_id:
+            raise BrokerError("Bybit did not return orderId for protective stop")
+        position.protective_order_id = order_id
+        position.protective_order_link_id = link_id
+        if position.id is not None:
+            self.storage.update_position_protective_order(position.id, order_id, link_id)
+        self.storage.upsert_order(
+            client_order_id=link_id,
+            exchange_order_id=order_id,
+            symbol=position.symbol,
+            side="Sell",
+            order_kind="PROTECTIVE_STOP",
+            status="ACCEPTED",
+            requested_qty=position.qty,
+            raw=response,
+        )
+
+    def _save_order_fill(
+        self,
+        client_order_id: str,
+        order_id: str,
+        symbol: str,
+        side: str,
+        requested: float,
+        result: dict[str, Any],
+        fill: dict[str, Any],
+    ) -> None:
+        self.storage.upsert_order(
+            client_order_id=client_order_id,
+            exchange_order_id=order_id,
+            symbol=symbol,
+            side=side,
+            order_kind="MARKET",
+            status=str(fill["status"]),
+            requested_qty=requested if side == "Sell" else 0.0,
+            requested_notional=requested if side == "Buy" else 0.0,
+            executed_qty=float(fill["qty"]),
+            executed_value=float(fill["value"]),
+            fee_usdt=float(fill["fee_usdt"]),
+            raw=result,
+        )
+
+
+def _wallet_balances(wallet: dict[str, Any]) -> dict[str, dict[str, float]]:
+    accounts = wallet.get("list")
+    if not isinstance(accounts, list) or not accounts:
+        return {}
+    coins = accounts[0].get("coin") if isinstance(accounts[0], dict) else None
+    if not isinstance(coins, list):
+        return {}
+    result: dict[str, dict[str, float]] = {}
+    for row in coins:
+        if not isinstance(row, dict):
+            continue
+        coin = str(row.get("coin", "")).upper()
+        if not coin:
+            continue
+        result[coin] = {
+            "wallet_balance": _safe_float(row.get("walletBalance")),
+            "equity": _safe_float(row.get("equity")),
+            "locked": _safe_float(row.get("locked")),
+        }
+    return result
+
+
+def _execution_fill(
+    result: dict[str, Any],
+    *,
+    side: str,
+    instrument: Instrument | None,
+) -> dict[str, Any]:
+    order = result.get("order") if isinstance(result.get("order"), dict) else {}
+    executions = result.get("executions") if isinstance(result.get("executions"), list) else []
+    qty = 0.0
+    value = 0.0
+    quote_fee = 0.0
+    base_fee = 0.0
+    fee_usdt = 0.0
+    base_coin = instrument.base_coin.upper() if instrument and instrument.base_coin else ""
+    for row in executions:
+        if not isinstance(row, dict):
+            continue
+        exec_qty = _safe_float(row.get("execQty"))
+        exec_value = _safe_float(row.get("execValue"))
+        exec_price = _safe_float(row.get("execPrice"))
+        fee = max(0.0, _safe_float(row.get("execFee")))
+        fee_currency = str(row.get("feeCurrency", "")).upper()
+        if not base_coin:
+            symbol = str(row.get("symbol", ""))
+            base_coin = symbol.removesuffix("USDT") if symbol.endswith("USDT") else ""
+        qty += exec_qty
+        value += exec_value or exec_qty * exec_price
+        if fee_currency == "USDT" or not fee_currency:
+            quote_fee += fee
+            fee_usdt += fee
+        elif fee_currency == base_coin:
+            base_fee += fee
+            fee_usdt += fee * exec_price
+        else:
+            fee_usdt += fee * exec_price
+    if qty <= 0:
+        qty = _safe_float(order.get("cumExecQty"))
+    if value <= 0:
+        value = _safe_float(order.get("cumExecValue"))
+    if value <= 0 and qty > 0:
+        value = qty * _safe_float(order.get("avgPrice"))
+    net_qty = max(0.0, qty - base_fee) if side == "Buy" else qty
+    return {
+        "status": str(order.get("orderStatus", "Unknown")),
+        "qty": qty,
+        "net_qty": net_qty,
+        "value": value,
+        "quote_fee": quote_fee,
+        "base_fee": base_fee,
+        "fee_usdt": fee_usdt,
+    }
+
+
+def _safe_float(value: Any, default: float = 0.0) -> float:
+    try:
+        return float(value)
+    except (TypeError, ValueError):
+        return default
 
 
 def prices_from_tickers(tickers: Iterable[Ticker]) -> dict[str, float]:

crypto_spot_bot/learning.py

@@ -60,7 +60,10 @@ class TradeLearner:
             self.storage.set_runtime("learning_state", self.state.as_dict())
             return self.state
 
-        trades = self.storage.closed_trades(self.settings.learning_lookback_trades)
+        trades = self.storage.closed_trades(
+            self.settings.learning_lookback_trades,
+            mode=self.settings.trading_mode,
+        )
         total_net = sum(float(trade.get("net_pnl") or 0.0) for trade in trades)
         wins = sum(1 for trade in trades if float(trade.get("net_pnl") or 0.0) > 0)
         symbol_stats = _group_stats(trades, "symbol")

crypto_spot_bot/main.py

@@ -1,6 +1,7 @@
 from __future__ import annotations
 
 import logging
+from logging.handlers import RotatingFileHandler
 
 import uvicorn
 
@@ -15,7 +16,12 @@ def main() -> None:
         level=logging.INFO,
         format="%(asctime)s %(levelname)s %(name)s %(message)s",
         handlers=[
-            logging.FileHandler(settings.log_path, encoding="utf-8"),
+            RotatingFileHandler(
+                settings.log_path,
+                maxBytes=10 * 1024 * 1024,
+                backupCount=5,
+                encoding="utf-8",
+            ),
             logging.StreamHandler(),
         ],
     )

crypto_spot_bot/market_data.py

@@ -2,6 +2,8 @@ from __future__ import annotations
 
 import asyncio
 import json
+import threading
+import time
 from dataclasses import asdict
 from datetime import datetime
 from typing import Any
@@ -50,12 +52,22 @@ class MarketData:
         self.candles: dict[str, list[Candle]] = {}
         self.trend_candles: dict[str, list[Candle]] = {}
         self.orderbook_top: dict[str, tuple[float, float]] = {}
+        self.orderbook_metrics: dict[str, dict[str, Any]] = {}
         self.patterns: dict[str, dict[str, Any]] = {}
         self.forecasts: dict[str, dict[str, Any]] = {}
+        self.shadow_forecasts: dict[str, dict[str, Any]] = {}
         self.last_rest_refresh_at: datetime | None = None
         self.last_ws_message_at: datetime | None = None
         self.ws_connected = False
         self._stop_event = asyncio.Event()
+        self._refresh_lock = threading.Lock()
+        self.rest_error_count = 0
+        self.last_rest_error = ""
+        self.observation_samples = 0
+        self.last_observation_at: datetime | None = None
+        self.observation_error_count = 0
+        self.last_observation_error = ""
+        self._last_observation_monotonic: dict[str, float] = {}
 
     async def bootstrap(self) -> None:
         self.instruments = await asyncio.to_thread(self.client.instruments)
@@ -76,47 +88,49 @@ class MarketData:
                 if symbol in self.instruments
             ]
         self.storage.event("Торговые пары: " + ", ".join(self.symbols))
-        await asyncio.to_thread(self.refresh_rest)
+        await asyncio.to_thread(self.refresh_rest, True)
 
-    def refresh_rest(self) -> None:
+    def refresh_rest(self, force_candles: bool = False) -> None:
-        ticker_map = {ticker.symbol: ticker for ticker in self.client.spot_tickers()}
+        if not self._refresh_lock.acquire(blocking=False):
-        for symbol in self.symbols:
+            return
-            ticker = ticker_map.get(symbol)
+        try:
-            if ticker:
+            ticker_map = {ticker.symbol: ticker for ticker in self.client.spot_tickers()}
-                self.tickers[symbol] = ticker
+            for symbol in self.symbols:
-            try:
+                ticker = ticker_map.get(symbol)
-                candles = self.client.klines(
+                if ticker:
-                    symbol=symbol,
+                    self.tickers[symbol] = ticker
-                    interval=self.settings.base_interval,
+                try:
-                    limit=self.settings.kline_limit,
+                    if force_candles or _candles_due(self.candles.get(symbol, []), self.settings.base_interval):
-                )
+                        candles = self.client.klines(
-                candles = _closed_candles(candles, self.settings.base_interval)
+                            symbol=symbol,
-                add_indicators(candles)
+                            interval=self.settings.base_interval,
-                self.candles[symbol] = candles
+                            limit=self.settings.kline_limit,
-                trend_candles = self.client.klines(
+                        )
-                    symbol=symbol,
+                        candles = _closed_candles(candles, self.settings.base_interval)
-                    interval=self.settings.trend_interval,
+                        add_indicators(candles)
-                    limit=self.settings.trend_kline_limit,
+                        self.candles[symbol] = candles
-                )
+                    if force_candles or _candles_due(
-                trend_candles = _closed_candles(trend_candles, self.settings.trend_interval)
+                        self.trend_candles.get(symbol, []), self.settings.trend_interval
-                add_indicators(trend_candles)
+                    ):
-                self.trend_candles[symbol] = trend_candles
+                        trend_candles = self.client.klines(
-                bid, ask = self.client.orderbook_top(symbol)
+                            symbol=symbol,
-                self.orderbook_top[symbol] = (bid, ask)
+                            interval=self.settings.trend_interval,
-                if symbol in self.tickers:
+                            limit=self.settings.trend_kline_limit,
-                    current = self.tickers[symbol]
+                        )
-                    self.tickers[symbol] = Ticker(
+                        trend_candles = _closed_candles(trend_candles, self.settings.trend_interval)
-                        symbol=current.symbol,
+                        add_indicators(trend_candles)
-                        last_price=current.last_price,
+                        self.trend_candles[symbol] = trend_candles
-                        bid=bid or current.bid,
+                    bid, bid_size, ask, ask_size = self.client.orderbook_level_one(symbol)
-                        ask=ask or current.ask,
+                    self._update_orderbook(symbol, bid, bid_size, ask, ask_size)
-                        turnover_24h=current.turnover_24h,
+                except Exception as exc:
-                        volume_24h=current.volume_24h,
+                    self.rest_error_count += 1
-                        change_24h=current.change_24h,
+                    self.last_rest_error = str(exc)
-                    )
+                    self.storage.event(f"{symbol}: ошибка обновления REST данных: {exc}", "ERROR")
-            except Exception as exc:
+            self.last_rest_refresh_at = utc_now()
-                self.storage.event(f"{symbol}: ошибка обновления REST данных: {exc}", "ERROR")
+            if ticker_map:
-        self.last_rest_refresh_at = utc_now()
+                self.last_rest_error = ""
+        finally:
+            self._refresh_lock.release()
 
     async def websocket_loop(self) -> None:
         if not self.settings.websocket_enabled:
@@ -163,7 +177,11 @@ class MarketData:
         elif topic.startswith("orderbook.") and isinstance(data, dict):
             parts = topic.split(".")
             if len(parts) >= 3:
-                self._handle_orderbook(parts[2], data)
+                self._handle_orderbook(
+                    parts[2],
+                    data,
+                    source_timestamp_ms=int(_float(message.get("ts"))),
+                )
 
     def _handle_ticker(self, symbol: str, data: dict[str, Any]) -> None:
         current = self.tickers.get(symbol)
@@ -205,14 +223,66 @@ class MarketData:
         add_indicators(candles)
         self.candles[symbol] = candles
 
-    def _handle_orderbook(self, symbol: str, data: dict[str, Any]) -> None:
+    def _handle_orderbook(
+        self,
+        symbol: str,
+        data: dict[str, Any],
+        source_timestamp_ms: int = 0,
+    ) -> None:
         bids = data.get("b") or []
         asks = data.get("a") or []
         bid = _float(bids[0][0]) if bids else 0.0
+        bid_size = _float(bids[0][1]) if bids and len(bids[0]) > 1 else 0.0
         ask = _float(asks[0][0]) if asks else 0.0
+        ask_size = _float(asks[0][1]) if asks and len(asks[0]) > 1 else 0.0
+        self._update_orderbook(
+            symbol,
+            bid,
+            bid_size,
+            ask,
+            ask_size,
+            source_timestamp_ms=source_timestamp_ms,
+        )
+
+    def _update_orderbook(
+        self,
+        symbol: str,
+        bid: float,
+        bid_size: float,
+        ask: float,
+        ask_size: float,
+        *,
+        source_timestamp_ms: int = 0,
+    ) -> None:
         if bid > 0 and ask > 0:
             self.orderbook_top[symbol] = (bid, ask)
             current = self.tickers.get(symbol)
+            size_total = max(0.0, bid_size) + max(0.0, ask_size)
+            mid_price = (bid + ask) / 2.0
+            imbalance = (
+                (max(0.0, bid_size) - max(0.0, ask_size)) / size_total
+                if size_total > 0
+                else 0.0
+            )
+            microprice = (
+                (ask * max(0.0, bid_size) + bid * max(0.0, ask_size)) / size_total
+                if size_total > 0
+                else mid_price
+            )
+            observed_at = utc_now()
+            metrics = {
+                "bid_price": bid,
+                "bid_size": max(0.0, bid_size),
+                "ask_price": ask,
+                "ask_size": max(0.0, ask_size),
+                "mid_price": mid_price,
+                "microprice": microprice,
+                "spread_bps": ((ask - bid) / mid_price) * 10_000 if mid_price > 0 else 0.0,
+                "imbalance": imbalance,
+                "source_timestamp_ms": max(0, source_timestamp_ms),
+                "observed_at": observed_at.isoformat(),
+            }
+            self.orderbook_metrics[symbol] = metrics
             if current:
                 self.tickers[symbol] = Ticker(
                     symbol=symbol,
@@ -223,14 +293,78 @@ class MarketData:
                     volume_24h=current.volume_24h,
                     change_24h=current.change_24h,
                 )
+            self._sample_orderbook(symbol, metrics, current.last_price if current else mid_price, observed_at)
+
+    def _sample_orderbook(
+        self,
+        symbol: str,
+        metrics: dict[str, Any],
+        last_price: float,
+        observed_at: datetime,
+    ) -> None:
+        if not self.settings.market_observation_enabled:
+            return
+        now = time.monotonic()
+        previous = self._last_observation_monotonic.get(symbol)
+        if previous is not None and now - previous < self.settings.market_observation_sample_seconds:
+            return
+        try:
+            self.storage.insert_market_observation(
+                symbol=symbol,
+                bid_price=float(metrics["bid_price"]),
+                bid_size=float(metrics["bid_size"]),
+                ask_price=float(metrics["ask_price"]),
+                ask_size=float(metrics["ask_size"]),
+                mid_price=float(metrics["mid_price"]),
+                microprice=float(metrics["microprice"]),
+                spread_bps=float(metrics["spread_bps"]),
+                imbalance=float(metrics["imbalance"]),
+                last_price=last_price,
+                source_timestamp_ms=int(metrics["source_timestamp_ms"]),
+                created_at=observed_at,
+            )
+        except Exception as exc:  # Storage errors must not disconnect market data.
+            self.observation_error_count += 1
+            self.last_observation_error = str(exc)
+            return
+        self._last_observation_monotonic[symbol] = now
+        self.observation_samples += 1
+        self.last_observation_at = observed_at
+        self.last_observation_error = ""
 
     def prices(self) -> dict[str, float]:
         return {symbol: ticker.last_price for symbol, ticker in self.tickers.items()}
 
+    def symbol_freshness(self, symbol: str) -> dict[str, Any]:
+        ticker = self.tickers.get(symbol)
+        candles = self.candles.get(symbol, [])
+        ticker_age = (utc_now() - ticker.updated_at).total_seconds() if ticker else None
+        interval_ms = _interval_ms(self.settings.base_interval)
+        candle_age = (
+            max(0.0, (utc_now().timestamp() * 1000 - candles[-1].timestamp) / 1000)
+            if candles
+            else None
+        )
+        ticker_ok = ticker_age is not None and ticker_age <= self.settings.market_ticker_max_age_seconds
+        candle_ok = bool(
+            candle_age is not None
+            and interval_ms > 0
+            and candle_age <= (interval_ms / 1000) * 2.5
+        )
+        return {
+            "ok": bool(ticker_ok and candle_ok),
+            "ticker_ok": ticker_ok,
+            "candle_ok": candle_ok,
+            "ticker_age_seconds": round(ticker_age, 3) if ticker_age is not None else None,
+            "candle_age_seconds": round(candle_age, 3) if candle_age is not None else None,
+        }
+
     def snapshot(self) -> dict[str, Any]:
         return {
             "symbols": self.symbols,
             "ws_connected": self.ws_connected,
+            "rest_error_count": self.rest_error_count,
+            "last_rest_error": self.last_rest_error,
             "quality": market_quality_snapshot(
                 symbols=self.symbols,
                 candles_by_symbol=self.candles,
@@ -243,6 +377,16 @@ class MarketData:
             "last_ws_message_at": self.last_ws_message_at.isoformat()
             if self.last_ws_message_at
             else None,
+            "observation_collector": {
+                "enabled": self.settings.market_observation_enabled,
+                "sample_seconds": self.settings.market_observation_sample_seconds,
+                "samples_since_start": self.observation_samples,
+                "last_observation_at": self.last_observation_at.isoformat()
+                if self.last_observation_at
+                else None,
+                "error_count": self.observation_error_count,
+                "last_error": self.last_observation_error,
+            },
             "markets": [
                 {
                     "ticker": self.tickers[symbol].as_dict() if symbol in self.tickers else None,
@@ -250,6 +394,8 @@ class MarketData:
                     "trend_candles": [candle.as_dict() for candle in self.trend_candles.get(symbol, [])[-5:]],
                     "pattern": self.patterns.get(symbol),
                     "forecast": self.forecasts.get(symbol),
+                    "shadow_forecast": self.shadow_forecasts.get(symbol),
+                    "orderbook": self.orderbook_metrics.get(symbol),
                     "quality": analyze_symbol_quality(
                         symbol=symbol,
                         candles=self.candles.get(symbol, []),
@@ -291,3 +437,14 @@ def _interval_ms(interval: str) -> int:
     if normalized.isdigit():
         return int(normalized) * 60 * 1000
     return 0
+
+
+def _candles_due(candles: list[Candle], interval: str, now_ms: int | None = None) -> bool:
+    if not candles:
+        return True
+    interval_ms = _interval_ms(interval)
+    if interval_ms <= 0:
+        return True
+    now_ms = now_ms if now_ms is not None else int(utc_now().timestamp() * 1000)
+    expected_latest_start = (now_ms // interval_ms - 1) * interval_ms
+    return candles[-1].timestamp < expected_latest_start

crypto_spot_bot/models.py

@@ -88,6 +88,9 @@ class Position:
     entry_confidence: float = 0.0
     entry_pattern: str = ""
     entry_diagnostics: dict[str, Any] = field(default_factory=dict)
+    protective_order_id: str = ""
+    protective_order_link_id: str = ""
+    mode: str = "paper"
 
     def mark_price(self, price: float) -> float:
         return self.qty * price
@@ -131,6 +134,7 @@ class Trade:
     entry_diagnostics: dict[str, Any] = field(default_factory=dict)
     opened_at: datetime | None = None
     closed_at: datetime | None = None
+    mode: str = "paper"
 
     def as_dict(self) -> dict[str, Any]:
         data = asdict(self)

crypto_spot_bot/orderbook_features.py

@@ -0,0 +1,180 @@
+from __future__ import annotations
+
+import math
+import sqlite3
+from collections import defaultdict
+from datetime import datetime
+from pathlib import Path
+from typing import Any, Iterable
+
+
+ORDERBOOK_FEATURES = (
+    "l1_imbalance_mean",
+    "l1_imbalance_std",
+    "l1_spread_bps_mean",
+    "l1_spread_bps_p90",
+    "l1_microprice_deviation_bps_mean",
+    "l1_microprice_deviation_bps_std",
+    "l1_sample_count_log1p",
+)
+
+
+def interval_milliseconds(interval: str) -> int:
+    normalized = str(interval).strip().upper()
+    if normalized.isdigit():
+        return max(1, int(normalized)) * 60_000
+    units = {
+        "D": 86_400_000,
+        "W": 7 * 86_400_000,
+        "M": 30 * 86_400_000,
+    }
+    return units.get(normalized, 0)
+
+
+def load_orderbook_feature_map(
+    path: str | Path,
+    *,
+    interval: str,
+    symbols: Iterable[str] | None = None,
+    min_samples_per_bucket: int = 20,
+) -> tuple[dict[str, dict[int, dict[str, float]]], dict[str, dict[str, Any]]]:
+    database_path = Path(path)
+    if not database_path.is_file():
+        return {}, {}
+    selected = sorted({str(symbol).strip().upper() for symbol in symbols or [] if str(symbol).strip()})
+    query = (
+        "SELECT symbol, bid_price, bid_size, ask_price, ask_size, mid_price, "
+        "microprice, spread_bps, imbalance, source_timestamp_ms, created_at "
+        "FROM market_observations"
+    )
+    parameters: list[Any] = []
+    if selected:
+        placeholders = ",".join("?" for _ in selected)
+        query += f" WHERE symbol IN ({placeholders})"
+        parameters.extend(selected)
+    query += " ORDER BY symbol, source_timestamp_ms, created_at"
+    with sqlite3.connect(database_path) as connection:
+        connection.row_factory = sqlite3.Row
+        try:
+            rows = connection.execute(query, parameters).fetchall()
+        except sqlite3.Error:
+            return {}, {}
+    return aggregate_orderbook_observations(
+        (dict(row) for row in rows),
+        interval=interval,
+        min_samples_per_bucket=min_samples_per_bucket,
+    )
+
+
+def aggregate_orderbook_observations(
+    rows: Iterable[dict[str, Any]],
+    *,
+    interval: str,
+    min_samples_per_bucket: int = 20,
+) -> tuple[dict[str, dict[int, dict[str, float]]], dict[str, dict[str, Any]]]:
+    interval_ms = interval_milliseconds(interval)
+    if interval_ms <= 0:
+        raise ValueError(f"unsupported orderbook aggregation interval: {interval}")
+    minimum = max(1, int(min_samples_per_bucket))
+    buckets: dict[tuple[str, int], list[tuple[float, float, float]]] = defaultdict(list)
+    raw_counts: dict[str, int] = defaultdict(int)
+    first_timestamp: dict[str, int] = {}
+    last_timestamp: dict[str, int] = {}
+    for row in rows:
+        symbol = str(row.get("symbol") or "").strip().upper()
+        timestamp_ms = _observation_timestamp_ms(row)
+        mid_price = _float(row.get("mid_price"))
+        microprice = _float(row.get("microprice"), mid_price)
+        spread_bps = max(0.0, _float(row.get("spread_bps")))
+        imbalance = max(-1.0, min(1.0, _float(row.get("imbalance"))))
+        if not symbol or timestamp_ms <= 0 or mid_price <= 0:
+            continue
+        microprice_deviation_bps = ((microprice - mid_price) / mid_price) * 10_000.0
+        if not all(math.isfinite(value) for value in (imbalance, spread_bps, microprice_deviation_bps)):
+            continue
+        bucket_timestamp = (timestamp_ms // interval_ms) * interval_ms
+        buckets[(symbol, bucket_timestamp)].append(
+            (imbalance, spread_bps, microprice_deviation_bps)
+        )
+        raw_counts[symbol] += 1
+        first_timestamp[symbol] = min(first_timestamp.get(symbol, timestamp_ms), timestamp_ms)
+        last_timestamp[symbol] = max(last_timestamp.get(symbol, timestamp_ms), timestamp_ms)
+
+    features: dict[str, dict[int, dict[str, float]]] = defaultdict(dict)
+    rejected_buckets: dict[str, int] = defaultdict(int)
+    for (symbol, bucket_timestamp), samples in sorted(buckets.items()):
+        if len(samples) < minimum:
+            rejected_buckets[symbol] += 1
+            continue
+        imbalances = [sample[0] for sample in samples]
+        spreads = [sample[1] for sample in samples]
+        microprice_deviations = [sample[2] for sample in samples]
+        features[symbol][bucket_timestamp] = {
+            "l1_imbalance_mean": _mean(imbalances),
+            "l1_imbalance_std": _standard_deviation(imbalances),
+            "l1_spread_bps_mean": _mean(spreads),
+            "l1_spread_bps_p90": _percentile(spreads, 0.90),
+            "l1_microprice_deviation_bps_mean": _mean(microprice_deviations),
+            "l1_microprice_deviation_bps_std": _standard_deviation(microprice_deviations),
+            "l1_sample_count_log1p": math.log1p(len(samples)),
+        }
+
+    manifest: dict[str, dict[str, Any]] = {}
+    all_symbols = sorted(set(raw_counts) | set(features))
+    for symbol in all_symbols:
+        accepted = features.get(symbol, {})
+        manifest[symbol] = {
+            "raw_samples": raw_counts.get(symbol, 0),
+            "covered_buckets": len(accepted),
+            "rejected_buckets": rejected_buckets.get(symbol, 0),
+            "first_timestamp_ms": first_timestamp.get(symbol, 0),
+            "last_timestamp_ms": last_timestamp.get(symbol, 0),
+            "min_samples_per_bucket": minimum,
+        }
+    return {symbol: dict(rows) for symbol, rows in features.items()}, manifest
+
+
+def _observation_timestamp_ms(row: dict[str, Any]) -> int:
+    source_timestamp = int(_float(row.get("source_timestamp_ms")))
+    if source_timestamp > 0:
+        return source_timestamp
+    raw = str(row.get("created_at") or "").strip()
+    if not raw:
+        return 0
+    try:
+        parsed = datetime.fromisoformat(raw.replace("Z", "+00:00"))
+    except ValueError:
+        return 0
+    return int(parsed.timestamp() * 1000)
+
+
+def _mean(values: list[float]) -> float:
+    return sum(values) / len(values) if values else 0.0
+
+
+def _standard_deviation(values: list[float]) -> float:
+    if len(values) < 2:
+        return 0.0
+    mean = _mean(values)
+    return math.sqrt(sum((value - mean) ** 2 for value in values) / len(values))
+
+
+def _percentile(values: list[float], quantile: float) -> float:
+    if not values:
+        return 0.0
+    ordered = sorted(values)
+    position = max(0.0, min(1.0, quantile)) * (len(ordered) - 1)
+    lower = int(math.floor(position))
+    upper = int(math.ceil(position))
+    if lower == upper:
+        return ordered[lower]
+    fraction = position - lower
+    return ordered[lower] * (1.0 - fraction) + ordered[upper] * fraction
+
+
+def _float(value: Any, default: float = 0.0) -> float:
+    try:
+        result = float(value)
+    except (TypeError, ValueError):
+        return default
+    return result if math.isfinite(result) else default

crypto_spot_bot/reconciliation.py

@@ -15,7 +15,7 @@ def reconciliation_snapshot(
     client: BybitClient,
     instruments: dict[str, Instrument],
 ) -> dict[str, Any]:
-    local_positions = storage.open_positions()
+    local_positions = storage.open_positions(settings.trading_mode)
     local = [
         {
             "id": position.id,
@@ -23,6 +23,7 @@ def reconciliation_snapshot(
             "qty": position.qty,
             "entry_price": position.entry_price,
             "notional_usdt": position.notional_usdt,
+            "protective_order_id": position.protective_order_id,
         }
         for position in local_positions
     ]

crypto_spot_bot/shadow.py

@@ -0,0 +1,94 @@
+from __future__ import annotations
+
+import math
+import os
+from typing import Any
+
+from crypto_spot_bot.storage import Storage
+
+
+def shadow_gate_snapshot(storage: Storage, model_sha256: str) -> dict[str, Any]:
+    minimum_settled = _int_env("SHADOW_GATE_MIN_SETTLED", 300)
+    minimum_eligible = _int_env("SHADOW_GATE_MIN_ELIGIBLE", 30)
+    minimum_symbols = _int_env("SHADOW_GATE_MIN_SYMBOLS", 2)
+    minimum_profit_factor = _float_env("SHADOW_GATE_MIN_PROFIT_FACTOR", 1.10)
+    minimum_direction_accuracy = _float_env("SHADOW_GATE_MIN_DIRECTION_ACCURACY", 0.52)
+    maximum_brier = _float_env("SHADOW_GATE_MAX_BRIER", 0.25)
+    rows = storage.shadow_prediction_rows(model_sha256=model_sha256) if model_sha256 else []
+    settled = [row for row in rows if row.get("settled_at")]
+    eligible = [row for row in settled if bool(row.get("eligible_signal"))]
+    eligible_returns = [float(row.get("actual_return_percent", 0.0) or 0.0) for row in eligible]
+    gross_profit = sum(max(0.0, value) for value in eligible_returns)
+    gross_loss = abs(sum(min(0.0, value) for value in eligible_returns))
+    profit_factor = gross_profit / gross_loss if gross_loss > 1e-12 else (float("inf") if gross_profit > 0 else 0.0)
+    correct = sum(
+        1
+        for row in settled
+        if (float(row.get("expected_return_percent", 0.0) or 0.0) >= 0)
+        == (float(row.get("actual_return_percent", 0.0) or 0.0) >= 0)
+    )
+    direction_accuracy = correct / len(settled) if settled else 0.0
+    brier_values = [
+        (
+            max(0.0, min(1.0, float(row.get("probability_up", 0.5) or 0.5)))
+            - float(int(row.get("take_profit_first", 0) or 0))
+        )
+        ** 2
+        for row in settled
+        if row.get("take_profit_first") is not None
+    ]
+    brier = sum(brier_values) / len(brier_values) if brier_values else 1.0
+    symbols = sorted({str(row.get("symbol") or "") for row in eligible if row.get("symbol")})
+    checks = {
+        "minimum_settled": len(settled) >= minimum_settled,
+        "minimum_eligible": len(eligible) >= minimum_eligible,
+        "minimum_symbols": len(symbols) >= minimum_symbols,
+        "positive_average_net": bool(eligible_returns) and sum(eligible_returns) / len(eligible_returns) > 0.0,
+        "profit_factor": profit_factor >= minimum_profit_factor,
+        "direction_accuracy": direction_accuracy >= minimum_direction_accuracy,
+        "brier": brier <= maximum_brier,
+    }
+    enough_data = checks["minimum_settled"] and checks["minimum_eligible"] and checks["minimum_symbols"]
+    passed = enough_data and all(checks.values())
+    state = "passed" if passed else ("failed" if enough_data else "collecting")
+    return {
+        "available": bool(model_sha256),
+        "model_sha256": model_sha256,
+        "state": state,
+        "passed": passed,
+        "active_model_unchanged": True,
+        "total_predictions": len(rows),
+        "pending_predictions": len(rows) - len(settled),
+        "settled_predictions": len(settled),
+        "eligible_predictions": len(eligible),
+        "eligible_symbols": symbols,
+        "average_net_percent": round(sum(eligible_returns) / len(eligible_returns), 6) if eligible_returns else 0.0,
+        "total_net_percent": round(sum(eligible_returns), 6),
+        "win_rate": round(sum(value > 0 for value in eligible_returns) / len(eligible_returns), 6) if eligible_returns else 0.0,
+        "profit_factor": round(profit_factor, 6) if math.isfinite(profit_factor) else None,
+        "direction_accuracy": round(direction_accuracy, 6),
+        "brier": round(brier, 6),
+        "criteria": {
+            "minimum_settled": minimum_settled,
+            "minimum_eligible": minimum_eligible,
+            "minimum_symbols": minimum_symbols,
+            "minimum_profit_factor": minimum_profit_factor,
+            "minimum_direction_accuracy": minimum_direction_accuracy,
+            "maximum_brier": maximum_brier,
+        },
+        "checks": checks,
+    }
+
+
+def _int_env(name: str, default: int) -> int:
+    try:
+        return max(1, int(os.environ.get(name, str(default))))
+    except ValueError:
+        return default
+
+
+def _float_env(name: str, default: float) -> float:
+    try:
+        return float(os.environ.get(name, str(default)))
+    except ValueError:
+        return default

crypto_spot_bot/storage.py

@@ -2,23 +2,70 @@ from __future__ import annotations
 
 import json
 import sqlite3
+import time
 from contextlib import contextmanager
+from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any, Iterator
 
 from crypto_spot_bot.models import Position, Signal, Trade, utc_now
+from crypto_spot_bot.orderbook_features import aggregate_orderbook_observations, load_orderbook_feature_map
+
+
+MAX_SIGNAL_DIAGNOSTICS_BYTES = 4 * 1024
+PRUNE_BATCH_SIZE = 5000
+MAX_RUNTIME_ROWS = {
+    "signals": 50_000,
+    "equity": 100_000,
+    "events": 20_000,
+    "llm_advice": 20_000,
+    "market_observations": 1_200_000,
+    "shadow_predictions": 250_000,
+}
+_STORED_FORECAST_KEYS = {
+    "enabled",
+    "usable",
+    "model",
+    "volatility_model",
+    "expected_return_percent",
+    "expected_price",
+    "volatility_percent",
+    "probability_up",
+    "confidence_adjustment",
+    "block_entry",
+    "validation_mae_percent",
+    "baseline_mae_percent",
+    "skill",
+    "horizon",
+    "reason",
+    "expected_gross_return_percent",
+    "quantile_10_percent",
+    "quantile_50_percent",
+    "quantile_90_percent",
+    "conservative_return_percent",
+    "target_transform",
+    "horizon_forecasts",
+    "candidates",
+    "quality_gate_passed",
+    "model_created_at",
+    "model_age_hours",
+    "model_fresh",
+}
 
 
 class Storage:
     def __init__(self, path: str | Path):
         self.path = Path(path)
         self.path.parent.mkdir(parents=True, exist_ok=True)
+        self._last_hold_signal: dict[tuple[str, str], float] = {}
         self.init_schema()
 
     @contextmanager
     def connect(self) -> Iterator[sqlite3.Connection]:
         conn = sqlite3.connect(self.path)
         conn.row_factory = sqlite3.Row
+        conn.execute("PRAGMA busy_timeout=5000")
+        conn.execute("PRAGMA foreign_keys=ON")
         try:
             yield conn
             conn.commit()
@@ -27,6 +74,10 @@ class Storage:
 
     def init_schema(self) -> None:
         with self.connect() as conn:
+            # New runtime databases reclaim deleted telemetry pages incrementally.
+            # Existing databases keep their current mode until compacted once.
+            conn.execute("PRAGMA auto_vacuum=INCREMENTAL")
+            conn.execute("PRAGMA journal_mode=WAL")
             conn.executescript(
                 """
                 CREATE TABLE IF NOT EXISTS positions (
@@ -44,6 +95,9 @@ class Storage:
                     entry_confidence REAL NOT NULL DEFAULT 0,
                     entry_pattern TEXT NOT NULL DEFAULT '',
                     entry_diagnostics_json TEXT NOT NULL DEFAULT '{}',
+                    protective_order_id TEXT NOT NULL DEFAULT '',
+                    protective_order_link_id TEXT NOT NULL DEFAULT '',
+                    mode TEXT NOT NULL DEFAULT 'paper',
                     status TEXT NOT NULL DEFAULT 'OPEN'
                 );
                 CREATE TABLE IF NOT EXISTS trades (
@@ -61,7 +115,8 @@ class Storage:
                     entry_confidence REAL NOT NULL DEFAULT 0,
                     entry_diagnostics_json TEXT NOT NULL DEFAULT '{}',
                     opened_at TEXT,
-                    closed_at TEXT
+                    closed_at TEXT,
+                    mode TEXT NOT NULL DEFAULT 'paper'
                 );
                 CREATE TABLE IF NOT EXISTS signals (
                     id INTEGER PRIMARY KEY AUTOINCREMENT,
@@ -78,7 +133,8 @@ class Storage:
                     cash REAL NOT NULL,
                     exposure REAL NOT NULL,
                     drawdown REAL NOT NULL,
-                    created_at TEXT NOT NULL
+                    created_at TEXT NOT NULL,
+                    mode TEXT NOT NULL DEFAULT 'paper'
                 );
                 CREATE TABLE IF NOT EXISTS events (
                     id INTEGER PRIMARY KEY AUTOINCREMENT,
@@ -101,6 +157,74 @@ class Storage:
                     error TEXT NOT NULL DEFAULT '',
                     created_at TEXT NOT NULL
                 );
+                CREATE TABLE IF NOT EXISTS orders (
+                    id INTEGER PRIMARY KEY AUTOINCREMENT,
+                    client_order_id TEXT NOT NULL UNIQUE,
+                    exchange_order_id TEXT NOT NULL DEFAULT '',
+                    symbol TEXT NOT NULL,
+                    side TEXT NOT NULL,
+                    order_kind TEXT NOT NULL DEFAULT 'MARKET',
+                    status TEXT NOT NULL,
+                    requested_qty REAL NOT NULL DEFAULT 0,
+                    requested_notional REAL NOT NULL DEFAULT 0,
+                    executed_qty REAL NOT NULL DEFAULT 0,
+                    executed_value REAL NOT NULL DEFAULT 0,
+                    fee_usdt REAL NOT NULL DEFAULT 0,
+                    raw_json TEXT NOT NULL DEFAULT '{}',
+                    created_at TEXT NOT NULL,
+                    updated_at TEXT NOT NULL
+                );
+                CREATE TABLE IF NOT EXISTS market_observations (
+                    id INTEGER PRIMARY KEY AUTOINCREMENT,
+                    symbol TEXT NOT NULL,
+                    bid_price REAL NOT NULL,
+                    bid_size REAL NOT NULL,
+                    ask_price REAL NOT NULL,
+                    ask_size REAL NOT NULL,
+                    mid_price REAL NOT NULL,
+                    microprice REAL NOT NULL,
+                    spread_bps REAL NOT NULL,
+                    imbalance REAL NOT NULL,
+                    last_price REAL NOT NULL,
+                    source_timestamp_ms INTEGER NOT NULL DEFAULT 0,
+                    created_at TEXT NOT NULL
+                );
+                CREATE TABLE IF NOT EXISTS shadow_predictions (
+                    id INTEGER PRIMARY KEY AUTOINCREMENT,
+                    model_sha256 TEXT NOT NULL,
+                    symbol TEXT NOT NULL,
+                    forecast_timestamp_ms INTEGER NOT NULL,
+                    horizon INTEGER NOT NULL,
+                    reference_price REAL NOT NULL,
+                    expected_return_percent REAL NOT NULL,
+                    probability_up REAL NOT NULL,
+                    eligible_signal INTEGER NOT NULL DEFAULT 0,
+                    created_at TEXT NOT NULL,
+                    settled_at TEXT,
+                    actual_return_percent REAL,
+                    take_profit_first INTEGER,
+                    UNIQUE(model_sha256, symbol, forecast_timestamp_ms, horizon)
+                );
+                CREATE INDEX IF NOT EXISTS idx_positions_status_opened
+                    ON positions(status, opened_at);
+                CREATE INDEX IF NOT EXISTS idx_trades_closed
+                    ON trades(side, closed_at, id DESC);
+                CREATE INDEX IF NOT EXISTS idx_signals_symbol_created
+                    ON signals(symbol, created_at DESC);
+                CREATE INDEX IF NOT EXISTS idx_equity_created
+                    ON equity(created_at DESC);
+                CREATE INDEX IF NOT EXISTS idx_events_created
+                    ON events(created_at DESC);
+                CREATE INDEX IF NOT EXISTS idx_orders_status_updated
+                    ON orders(status, updated_at DESC);
+                CREATE INDEX IF NOT EXISTS idx_market_observations_symbol_id
+                    ON market_observations(symbol, id);
+                CREATE INDEX IF NOT EXISTS idx_market_observations_created
+                    ON market_observations(created_at);
+                CREATE INDEX IF NOT EXISTS idx_market_observations_symbol_source_timestamp
+                    ON market_observations(symbol, source_timestamp_ms);
+                CREATE INDEX IF NOT EXISTS idx_shadow_predictions_model_status
+                    ON shadow_predictions(model_sha256, settled_at, symbol);
                 """
             )
             columns = {
@@ -116,6 +240,9 @@ class Storage:
                 "entry_confidence": "REAL NOT NULL DEFAULT 0",
                 "entry_pattern": "TEXT NOT NULL DEFAULT ''",
                 "entry_diagnostics_json": "TEXT NOT NULL DEFAULT '{}'",
+                "protective_order_id": "TEXT NOT NULL DEFAULT ''",
+                "protective_order_link_id": "TEXT NOT NULL DEFAULT ''",
+                "mode": "TEXT NOT NULL DEFAULT 'paper'",
             }.items():
                 if column not in columns:
                     conn.execute(f"ALTER TABLE positions ADD COLUMN {column} {definition}")
@@ -127,9 +254,19 @@ class Storage:
                 "entry_pattern": "TEXT NOT NULL DEFAULT ''",
                 "entry_confidence": "REAL NOT NULL DEFAULT 0",
                 "entry_diagnostics_json": "TEXT NOT NULL DEFAULT '{}'",
+                "mode": "TEXT NOT NULL DEFAULT 'paper'",
             }.items():
                 if column not in trade_columns:
                     conn.execute(f"ALTER TABLE trades ADD COLUMN {column} {definition}")
+            equity_columns = {
+                row["name"]
+                for row in conn.execute("PRAGMA table_info(equity)").fetchall()
+            }
+            if "mode" not in equity_columns:
+                conn.execute("ALTER TABLE equity ADD COLUMN mode TEXT NOT NULL DEFAULT 'paper'")
+            conn.execute(
+                "CREATE INDEX IF NOT EXISTS idx_equity_mode_created ON equity(mode, created_at DESC)"
+            )
 
     def insert_position(self, position: Position) -> int:
         with self.connect() as conn:
@@ -138,8 +275,9 @@ class Storage:
                 INSERT INTO positions (
                     symbol, qty, entry_price, notional_usdt, entry_fee_usdt, stop_loss,
                     take_profit, highest_price, opened_at, entry_reason,
-                    entry_confidence, entry_pattern, entry_diagnostics_json, status
+                    entry_confidence, entry_pattern, entry_diagnostics_json,
-                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, 'OPEN')
+                    protective_order_id, protective_order_link_id, mode, status
+                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, 'OPEN')
                 """,
                 (
                     position.symbol,
@@ -155,6 +293,9 @@ class Storage:
                     position.entry_confidence,
                     position.entry_pattern,
                     json.dumps(position.entry_diagnostics, ensure_ascii=False),
+                    position.protective_order_id,
+                    position.protective_order_link_id,
+                    position.mode,
                 ),
             )
             return int(cur.lastrowid)
@@ -170,11 +311,52 @@ class Storage:
                 (highest_price, position_id),
             )
 
-    def open_positions(self) -> list[Position]:
+    def update_position_protective_order(
+        self,
+        position_id: int,
+        order_id: str,
+        order_link_id: str,
+    ) -> None:
         with self.connect() as conn:
-            rows = conn.execute(
+            conn.execute(
-                "SELECT * FROM positions WHERE status='OPEN' ORDER BY opened_at"
+                """
-            ).fetchall()
+                UPDATE positions
+                SET protective_order_id=?, protective_order_link_id=?
+                WHERE id=? AND status='OPEN'
+                """,
+                (order_id, order_link_id, position_id),
+            )
+
+    def update_position_after_partial_sell(
+        self,
+        position_id: int,
+        *,
+        qty: float,
+        notional_usdt: float,
+        entry_fee_usdt: float,
+    ) -> None:
+        with self.connect() as conn:
+            conn.execute(
+                """
+                UPDATE positions
+                SET qty=?, notional_usdt=?, entry_fee_usdt=?,
+                    protective_order_id='', protective_order_link_id=''
+                WHERE id=? AND status='OPEN'
+                """,
+                (qty, notional_usdt, entry_fee_usdt, position_id),
+            )
+
+    def open_positions(self, mode: str | None = None) -> list[Position]:
+        with self.connect() as conn:
+            if mode:
+                rows = conn.execute(
+                    "SELECT * FROM positions WHERE status='OPEN' AND mode=? ORDER BY opened_at",
+                    (mode,),
+                ).fetchall()
+            else:
+                rows = conn.execute(
+                    "SELECT * FROM positions WHERE status='OPEN' ORDER BY opened_at"
+                ).fetchall()
         return [
             Position(
                 id=int(row["id"]),
@@ -191,6 +373,9 @@ class Storage:
                 entry_confidence=float(row["entry_confidence"]),
                 entry_pattern=row["entry_pattern"],
                 entry_diagnostics=_json_or_default(row["entry_diagnostics_json"], {}),
+                protective_order_id=row["protective_order_id"],
+                protective_order_link_id=row["protective_order_link_id"],
+                mode=row["mode"],
             )
             for row in rows
         ]
@@ -203,7 +388,8 @@ class Storage:
                     symbol, side, qty, entry_price, exit_price, gross_pnl,
                     fee_usdt, net_pnl, reason, entry_pattern, entry_confidence,
                     entry_diagnostics_json, opened_at, closed_at
-                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+                    , mode
+                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
                 """,
                 (
                     trade.symbol,
@@ -220,32 +406,41 @@ class Storage:
                     json.dumps(trade.entry_diagnostics, ensure_ascii=False),
                     trade.opened_at.isoformat() if trade.opened_at else None,
                     trade.closed_at.isoformat() if trade.closed_at else None,
+                    trade.mode,
                 ),
             )
             return int(cur.lastrowid)
 
-    def recent_trades(self, limit: int = 50) -> list[dict[str, Any]]:
+    def recent_trades(self, limit: int = 50, mode: str | None = None) -> list[dict[str, Any]]:
         with self.connect() as conn:
-            rows = conn.execute("SELECT * FROM trades ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
+            if mode:
+                rows = conn.execute(
+                    "SELECT * FROM trades WHERE mode=? ORDER BY id DESC LIMIT ?",
+                    (mode, limit),
+                ).fetchall()
+            else:
+                rows = conn.execute("SELECT * FROM trades ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
         return [dict(row) for row in rows]
 
-    def closed_trades(self, limit: int = 200) -> list[dict[str, Any]]:
+    def closed_trades(self, limit: int = 200, mode: str | None = None) -> list[dict[str, Any]]:
         with self.connect() as conn:
-            rows = conn.execute(
+            query = """
-                """
                 SELECT * FROM trades
                 WHERE side='SELL' AND closed_at IS NOT NULL
-                ORDER BY id DESC
+            """
-                LIMIT ?
+            params: tuple[Any, ...]
-                """,
+            if mode:
-                (limit,),
+                query += " AND mode=?"
-            ).fetchall()
+                params = (mode, limit)
+            else:
+                params = (limit,)
+            query += " ORDER BY id DESC LIMIT ?"
+            rows = conn.execute(query, params).fetchall()
         return [dict(row) for row in rows]
 
-    def closed_trade_summary(self) -> dict[str, Any]:
+    def closed_trade_summary(self, mode: str | None = None) -> dict[str, Any]:
         with self.connect() as conn:
-            row = conn.execute(
+            query = """
-                """
                 SELECT
                     COUNT(*) AS trades,
                     COALESCE(SUM(net_pnl), 0) AS net_pnl,
@@ -255,8 +450,12 @@ class Storage:
                     COALESCE(SUM(CASE WHEN net_pnl < 0 THEN 1 ELSE 0 END), 0) AS losses
                 FROM trades
                 WHERE side='SELL' AND closed_at IS NOT NULL
-                """
+            """
-            ).fetchone()
+            params: tuple[Any, ...] = ()
+            if mode:
+                query += " AND mode=?"
+                params = (mode,)
+            row = conn.execute(query, params).fetchone()
         trades = int(row["trades"] if row else 0)
         wins = int(row["wins"] if row else 0)
         losses = int(row["losses"] if row else 0)
@@ -270,7 +469,15 @@ class Storage:
             "win_rate": round(wins / trades, 4) if trades else 0.0,
         }
 
-    def insert_signal(self, signal: Signal) -> None:
+    def insert_signal(self, signal: Signal, hold_sample_seconds: int = 0) -> bool:
+        if signal.action == "HOLD" and hold_sample_seconds > 0:
+            fingerprint = f"{signal.action}\0{signal.reason}"
+            now = time.monotonic()
+            sample_key = (signal.symbol, fingerprint)
+            previous = self._last_hold_signal.get(sample_key)
+            if previous is not None and now - previous < hold_sample_seconds:
+                return False
+            self._last_hold_signal[sample_key] = now
         with self.connect() as conn:
             conn.execute(
                 """
@@ -282,26 +489,257 @@ class Storage:
                     signal.action,
                     signal.confidence,
                     signal.reason,
-                    json.dumps(signal.diagnostics, ensure_ascii=False),
+                    _signal_diagnostics_json(signal.diagnostics),
                     signal.created_at.isoformat(),
                 ),
             )
+        return True
 
     def recent_signals(self, limit: int = 80) -> list[dict[str, Any]]:
         with self.connect() as conn:
             rows = conn.execute("SELECT * FROM signals ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
         return [dict(row) for row in rows]
 
-    def insert_equity(self, equity: float, cash: float, exposure: float, drawdown: float) -> None:
+    def insert_market_observation(
+        self,
+        *,
+        symbol: str,
+        bid_price: float,
+        bid_size: float,
+        ask_price: float,
+        ask_size: float,
+        mid_price: float,
+        microprice: float,
+        spread_bps: float,
+        imbalance: float,
+        last_price: float,
+        source_timestamp_ms: int = 0,
+        created_at: datetime | None = None,
+    ) -> int:
+        timestamp = (created_at or utc_now()).isoformat()
+        with self.connect() as conn:
+            cursor = conn.execute(
+                """
+                INSERT INTO market_observations (
+                    symbol, bid_price, bid_size, ask_price, ask_size,
+                    mid_price, microprice, spread_bps, imbalance, last_price,
+                    source_timestamp_ms, created_at
+                )
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+                """,
+                (
+                    symbol.upper(),
+                    bid_price,
+                    bid_size,
+                    ask_price,
+                    ask_size,
+                    mid_price,
+                    microprice,
+                    spread_bps,
+                    imbalance,
+                    last_price,
+                    max(0, source_timestamp_ms),
+                    timestamp,
+                ),
+            )
+            return int(cursor.lastrowid)
+
+    def market_observations_after(
+        self,
+        *,
+        symbol: str,
+        after_id: int = 0,
+        limit: int = 5000,
+    ) -> list[dict[str, Any]]:
+        row_limit = max(1, min(limit, 5000))
+        with self.connect() as conn:
+            rows = conn.execute(
+                """
+                SELECT * FROM market_observations
+                WHERE symbol = ? AND id > ?
+                ORDER BY id
+                LIMIT ?
+                """,
+                (symbol.upper(), max(0, after_id), row_limit),
+            ).fetchall()
+        return [dict(row) for row in rows]
+
+    def market_observation_manifest(self) -> list[dict[str, Any]]:
+        with self.connect() as conn:
+            rows = conn.execute(
+                """
+                SELECT symbol, COUNT(*) AS samples, MIN(id) AS min_id, MAX(id) AS max_id,
+                       MIN(source_timestamp_ms) AS first_source_timestamp_ms,
+                       MAX(source_timestamp_ms) AS last_source_timestamp_ms,
+                       MIN(created_at) AS first_created_at,
+                       MAX(created_at) AS last_created_at
+                FROM market_observations
+                GROUP BY symbol
+                ORDER BY symbol
+                """
+            ).fetchall()
+        return [dict(row) for row in rows]
+
+    def aggregated_orderbook_features(
+        self,
+        *,
+        interval: str,
+        symbols: list[str] | None = None,
+        min_samples_per_bucket: int = 20,
+    ) -> tuple[dict[str, dict[int, dict[str, float]]], dict[str, dict[str, Any]]]:
+        return load_orderbook_feature_map(
+            self.path,
+            interval=interval,
+            symbols=symbols,
+            min_samples_per_bucket=min_samples_per_bucket,
+        )
+
+    def recent_aggregated_orderbook_features(
+        self,
+        *,
+        interval: str,
+        symbols: list[str],
+        after_timestamp_ms: int,
+        min_samples_per_bucket: int = 20,
+    ) -> tuple[dict[str, dict[int, dict[str, float]]], dict[str, dict[str, Any]]]:
+        selected = sorted({symbol.strip().upper() for symbol in symbols if symbol.strip()})
+        if not selected:
+            return {}, {}
+        placeholders = ",".join("?" for _ in selected)
+        with self.connect() as conn:
+            rows = conn.execute(
+                f"""
+                SELECT symbol, bid_price, bid_size, ask_price, ask_size, mid_price,
+                       microprice, spread_bps, imbalance, source_timestamp_ms, created_at
+                FROM market_observations
+                WHERE symbol IN ({placeholders}) AND source_timestamp_ms >= ?
+                ORDER BY symbol, source_timestamp_ms
+                """,
+                (*selected, max(0, int(after_timestamp_ms))),
+            ).fetchall()
+        return aggregate_orderbook_observations(
+            (dict(row) for row in rows),
+            interval=interval,
+            min_samples_per_bucket=min_samples_per_bucket,
+        )
+
+    def insert_shadow_prediction(
+        self,
+        *,
+        model_sha256: str,
+        symbol: str,
+        forecast_timestamp_ms: int,
+        horizon: int,
+        reference_price: float,
+        expected_return_percent: float,
+        probability_up: float,
+        eligible_signal: bool,
+    ) -> bool:
+        with self.connect() as conn:
+            cursor = conn.execute(
+                """
+                INSERT OR IGNORE INTO shadow_predictions (
+                    model_sha256, symbol, forecast_timestamp_ms, horizon,
+                    reference_price, expected_return_percent, probability_up,
+                    eligible_signal, created_at
+                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)
+                """,
+                (
+                    model_sha256,
+                    symbol.upper(),
+                    max(0, int(forecast_timestamp_ms)),
+                    max(1, int(horizon)),
+                    max(0.0, float(reference_price)),
+                    float(expected_return_percent),
+                    max(0.0, min(1.0, float(probability_up))),
+                    1 if eligible_signal else 0,
+                    utc_now().isoformat(),
+                ),
+            )
+        return bool(cursor.rowcount)
+
+    def pending_shadow_predictions(
+        self,
+        *,
+        model_sha256: str,
+        symbol: str,
+        limit: int = 500,
+    ) -> list[dict[str, Any]]:
+        with self.connect() as conn:
+            rows = conn.execute(
+                """
+                SELECT * FROM shadow_predictions
+                WHERE model_sha256 = ? AND symbol = ? AND settled_at IS NULL
+                ORDER BY forecast_timestamp_ms
+                LIMIT ?
+                """,
+                (model_sha256, symbol.upper(), max(1, min(5000, int(limit)))),
+            ).fetchall()
+        return [dict(row) for row in rows]
+
+    def settle_shadow_prediction(
+        self,
+        prediction_id: int,
+        *,
+        actual_return_percent: float,
+        take_profit_first: bool,
+    ) -> bool:
+        with self.connect() as conn:
+            cursor = conn.execute(
+                """
+                UPDATE shadow_predictions
+                SET settled_at = ?, actual_return_percent = ?, take_profit_first = ?
+                WHERE id = ? AND settled_at IS NULL
+                """,
+                (
+                    utc_now().isoformat(),
+                    float(actual_return_percent),
+                    1 if take_profit_first else 0,
+                    int(prediction_id),
+                ),
+            )
+        return bool(cursor.rowcount)
+
+    def shadow_prediction_rows(
+        self,
+        *,
+        model_sha256: str,
+        settled_only: bool = False,
+        limit: int = 250_000,
+    ) -> list[dict[str, Any]]:
+        where = "WHERE model_sha256 = ?"
+        if settled_only:
+            where += " AND settled_at IS NOT NULL"
+        with self.connect() as conn:
+            rows = conn.execute(
+                f"SELECT * FROM shadow_predictions {where} ORDER BY id DESC LIMIT ?",
+                (model_sha256, max(1, min(250_000, int(limit)))),
+            ).fetchall()
+        return [dict(row) for row in rows]
+
+    def insert_equity(
+        self,
+        equity: float,
+        cash: float,
+        exposure: float,
+        drawdown: float,
+        mode: str = "paper",
+    ) -> None:
         with self.connect() as conn:
             conn.execute(
-                "INSERT INTO equity (equity, cash, exposure, drawdown, created_at) VALUES (?, ?, ?, ?, ?)",
+                "INSERT INTO equity (equity, cash, exposure, drawdown, created_at, mode) VALUES (?, ?, ?, ?, ?, ?)",
-                (equity, cash, exposure, drawdown, utc_now().isoformat()),
+                (equity, cash, exposure, drawdown, utc_now().isoformat(), mode),
             )
 
-    def latest_equity(self) -> dict[str, Any] | None:
+    def latest_equity(self, mode: str | None = None) -> dict[str, Any] | None:
         with self.connect() as conn:
-            row = conn.execute("SELECT * FROM equity ORDER BY id DESC LIMIT 1").fetchone()
+            if mode:
+                row = conn.execute(
+                    "SELECT * FROM equity WHERE mode=? ORDER BY id DESC LIMIT 1",
+                    (mode,),
+                ).fetchone()
+            else:
+                row = conn.execute("SELECT * FROM equity ORDER BY id DESC LIMIT 1").fetchone()
         return dict(row) if row else None
 
     def event(self, message: str, level: str = "INFO") -> None:
@@ -376,12 +814,183 @@ class Storage:
         except json.JSONDecodeError:
             return default
 
+    def upsert_order(
+        self,
+        *,
+        client_order_id: str,
+        exchange_order_id: str = "",
+        symbol: str,
+        side: str,
+        order_kind: str,
+        status: str,
+        requested_qty: float = 0.0,
+        requested_notional: float = 0.0,
+        executed_qty: float = 0.0,
+        executed_value: float = 0.0,
+        fee_usdt: float = 0.0,
+        raw: dict[str, Any] | None = None,
+    ) -> None:
+        now = utc_now().isoformat()
+        with self.connect() as conn:
+            conn.execute(
+                """
+                INSERT INTO orders (
+                    client_order_id, exchange_order_id, symbol, side, order_kind,
+                    status, requested_qty, requested_notional, executed_qty,
+                    executed_value, fee_usdt, raw_json, created_at, updated_at
+                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+                ON CONFLICT(client_order_id) DO UPDATE SET
+                    exchange_order_id=excluded.exchange_order_id,
+                    status=excluded.status,
+                    executed_qty=excluded.executed_qty,
+                    executed_value=excluded.executed_value,
+                    fee_usdt=excluded.fee_usdt,
+                    raw_json=excluded.raw_json,
+                    updated_at=excluded.updated_at
+                """,
+                (
+                    client_order_id,
+                    exchange_order_id,
+                    symbol,
+                    side,
+                    order_kind,
+                    status,
+                    requested_qty,
+                    requested_notional,
+                    executed_qty,
+                    executed_value,
+                    fee_usdt,
+                    json.dumps(raw or {}, ensure_ascii=False),
+                    now,
+                    now,
+                ),
+            )
+
+    def recent_orders(self, limit: int = 100) -> list[dict[str, Any]]:
+        with self.connect() as conn:
+            rows = conn.execute(
+                "SELECT * FROM orders ORDER BY id DESC LIMIT ?",
+                (max(1, min(limit, 500)),),
+            ).fetchall()
+        items = []
+        for row in rows:
+            item = dict(row)
+            item["raw"] = _json_or_default(item.pop("raw_json", "{}"), {})
+            items.append(item)
+        return items
+
+    def pending_orders(self) -> list[dict[str, Any]]:
+        terminal = ("Filled", "Cancelled", "Rejected", "PartiallyFilledCanceled", "Deactivated")
+        placeholders = ",".join("?" for _ in terminal)
+        with self.connect() as conn:
+            rows = conn.execute(
+                f"SELECT * FROM orders WHERE status NOT IN ({placeholders}) ORDER BY id",
+                terminal,
+            ).fetchall()
+        return [dict(row) for row in rows]
+
+    def prune(self, retention_days: int) -> dict[str, int]:
+        if retention_days <= 0:
+            return {}
+        cutoff = (utc_now() - timedelta(days=retention_days)).isoformat()
+        deleted: dict[str, int] = {}
+        for table in (
+            "signals",
+            "equity",
+            "events",
+            "llm_advice",
+            "market_observations",
+            "shadow_predictions",
+        ):
+            with self.connect() as conn:
+                max_id_row = conn.execute(f"SELECT MAX(id) AS value FROM {table}").fetchone()
+                max_id = int(max_id_row["value"] or 0) if max_id_row else 0
+                cap_boundary = max(0, max_id - MAX_RUNTIME_ROWS[table])
+                removed = 0
+                if cap_boundary > 0:
+                    cursor = conn.execute(
+                        f"""
+                        DELETE FROM {table}
+                        WHERE id IN (
+                            SELECT id FROM {table}
+                            WHERE id <= ?
+                            ORDER BY id
+                            LIMIT ?
+                        )
+                        """,
+                        (cap_boundary, PRUNE_BATCH_SIZE),
+                    )
+                    removed = max(0, int(cursor.rowcount))
+                remaining = max(0, PRUNE_BATCH_SIZE - removed)
+                if remaining:
+                    cursor = conn.execute(
+                        f"""
+                        DELETE FROM {table}
+                        WHERE id IN (
+                            SELECT id FROM {table}
+                            WHERE created_at < ?
+                            ORDER BY id
+                            LIMIT ?
+                        )
+                        """,
+                        (cutoff, remaining),
+                    )
+                    removed += max(0, int(cursor.rowcount))
+                deleted[table] = removed
+                conn.execute("PRAGMA incremental_vacuum(512)")
+        return deleted
+
     def clear_all(self) -> None:
         with self.connect() as conn:
-            for table in ("positions", "trades", "signals", "equity", "events", "runtime", "llm_advice"):
+            for table in (
+                "positions",
+                "trades",
+                "signals",
+                "equity",
+                "events",
+                "runtime",
+                "llm_advice",
+                "orders",
+                "market_observations",
+            ):
                 conn.execute(f"DELETE FROM {table}")
 
 
+def _signal_diagnostics_json(diagnostics: dict[str, Any]) -> str:
+    compact = dict(diagnostics)
+    forecast = compact.get("forecast")
+    if isinstance(forecast, dict):
+        compact["forecast"] = {
+            key: value for key, value in forecast.items() if key in _STORED_FORECAST_KEYS
+        }
+    encoded = json.dumps(compact, ensure_ascii=False, separators=(",", ":"))
+    size = len(encoded.encode("utf-8"))
+    if size <= MAX_SIGNAL_DIAGNOSTICS_BYTES:
+        return encoded
+
+    fallback = {
+        "truncated": True,
+        "original_size_bytes": size,
+        "strategy_mode": compact.get("strategy_mode"),
+        "trade_mode": compact.get("trade_mode"),
+        "checks": compact.get("checks", {}),
+        "forecast": compact.get("forecast", {}),
+    }
+    encoded = json.dumps(fallback, ensure_ascii=False, separators=(",", ":"))
+    if len(encoded.encode("utf-8")) <= MAX_SIGNAL_DIAGNOSTICS_BYTES:
+        return encoded
+    return json.dumps(
+        {
+            "truncated": True,
+            "original_size_bytes": size,
+            "strategy_mode": compact.get("strategy_mode"),
+            "trade_mode": compact.get("trade_mode"),
+        },
+        ensure_ascii=False,
+        separators=(",", ":"),
+    )
+
+
 def _json_or_default(value: str, default: Any) -> Any:
     try:
         return json.loads(value)

crypto_spot_bot/strategy.py

@@ -1,5 +1,7 @@
 from __future__ import annotations
 
+from dataclasses import replace
+
 from crypto_spot_bot.config import Settings
 from crypto_spot_bot.models import Candle, Position, Signal, Ticker, utc_now
 
@@ -25,6 +27,59 @@ class SpotStrategy:
         trend_candles: list[Candle] | None = None,
     ) -> Signal:
         if self.settings.strategy_mode == "torch_forecast":
+            fallback_reasons = torch_model_readiness_reasons(self.settings, forecast or {})
+            if self.settings.time_series_trend_fallback_enabled and fallback_reasons:
+                fallback_mode = _effective_fallback_mode(self.settings)
+                if fallback_mode == "legacy":
+                    fallback_settings = replace(
+                        self.settings,
+                        strategy_mode="legacy",
+                        time_series_forecast_enabled=False,
+                    )
+                    fallback = SpotStrategy(fallback_settings).entry_signal(
+                        symbol,
+                        candles,
+                        ticker,
+                        open_positions_for_symbol,
+                        pattern,
+                        learning,
+                        llm,
+                        {},
+                        account,
+                        trend_candles,
+                    )
+                    trade_mode = "LEGACY_FALLBACK"
+                    entry_path = "legacy_fallback"
+                else:
+                    fallback = _trend_macd_entry_signal(
+                        settings=self.settings,
+                        symbol=symbol,
+                        candles=candles,
+                        trend_candles=trend_candles or [],
+                        ticker=ticker,
+                        open_positions_for_symbol=open_positions_for_symbol,
+                        account=account,
+                    )
+                    trade_mode = "TREND_MACD_FALLBACK"
+                    entry_path = "trend_macd_fallback"
+                diagnostics = dict(fallback.diagnostics)
+                diagnostics.update(
+                    {
+                        "strategy_mode": "torch_forecast",
+                        "trade_mode": trade_mode,
+                        "entry_path": entry_path,
+                        "forecast_fallback_active": True,
+                        "forecast_fallback_reasons": fallback_reasons,
+                        "forecast": forecast or {},
+                    }
+                )
+                return Signal(
+                    fallback.symbol,
+                    fallback.action,
+                    fallback.confidence,
+                    f"torch_forecast fallback: {fallback.reason}",
+                    diagnostics,
+                )
             return _torch_forecast_entry_signal(
                 settings=self.settings,
                 symbol=symbol,
@@ -316,6 +371,7 @@ class SpotStrategy:
         latest = candles[-1]
         previous = candles[-2] if len(candles) >= 2 else latest
         price = ticker.last_price
+        adaptive = _adaptive_rules(learning or {})
         trailing = position.trailing_stop(self.settings.trailing_stop_percent)
         diagnostics = {
             "price": price,
@@ -328,8 +384,11 @@ class SpotStrategy:
             "rsi_14": latest.rsi_14,
             "ema_20": latest.ema_20,
             "ema_50": latest.ema_50,
+            "adaptive_rules": adaptive,
         }
         if self.settings.stop_loss_exit_enabled and price <= position.stop_loss:
+            diagnostics["emergency_exit"] = True
+            diagnostics["emergency_exit_type"] = "configured_stop_loss"
             return Signal(position.symbol, "SELL", 1.0, "сработал стоп-лосс", diagnostics)
         if price >= position.take_profit:
             return Signal(position.symbol, "SELL", 0.96, "сработал тейк-профит", diagnostics)
@@ -368,6 +427,53 @@ class SpotStrategy:
         forecast: dict | None = None,
     ) -> Signal:
         if self.settings.strategy_mode == "torch_forecast":
+            entry_path = str(position.entry_diagnostics.get("entry_path", ""))
+            if entry_path == "legacy_fallback":
+                fallback_settings = replace(
+                    self.settings,
+                    strategy_mode="legacy",
+                    time_series_forecast_enabled=False,
+                )
+                fallback = SpotStrategy(fallback_settings)._legacy_exit_signal(
+                    position,
+                    candles,
+                    ticker,
+                    learning,
+                )
+                diagnostics = dict(fallback.diagnostics)
+                diagnostics.update(
+                    {
+                        "strategy_mode": "torch_forecast",
+                        "trade_mode": "LEGACY_FALLBACK",
+                        "entry_path": "legacy_fallback",
+                        "forecast_fallback_active": True,
+                    }
+                )
+                return Signal(
+                    fallback.symbol,
+                    fallback.action,
+                    fallback.confidence,
+                    f"torch_forecast fallback: {fallback.reason}",
+                    diagnostics,
+                )
+            if entry_path == "trend_macd_fallback":
+                fallback = _trend_macd_exit_signal(self.settings, position, candles, ticker)
+                diagnostics = dict(fallback.diagnostics)
+                diagnostics.update(
+                    {
+                        "strategy_mode": "torch_forecast",
+                        "trade_mode": "TREND_MACD_FALLBACK",
+                        "entry_path": "trend_macd_fallback",
+                        "forecast_fallback_active": True,
+                    }
+                )
+                return Signal(
+                    fallback.symbol,
+                    fallback.action,
+                    fallback.confidence,
+                    f"torch_forecast fallback: {fallback.reason}",
+                    diagnostics,
+                )
             return _torch_forecast_exit_signal(self.settings, position, candles, ticker, forecast or {})
         if self.settings.strategy_mode == "trend_macd":
             return _trend_macd_exit_signal(self.settings, position, candles, ticker)
@@ -394,6 +500,7 @@ class SpotStrategy:
         effective_take_profit = position.entry_price * (1 + take_profit_percent)
         trailing = position.trailing_stop(trailing_percent)
         estimated_exit_net_percent = _estimated_exit_net_percent(position, price, self.settings)
+        min_exit_net_percent = _min_exit_net_percent(self.settings)
         diagnostics = {
             "price": price,
             "entry_price": position.entry_price,
@@ -408,9 +515,12 @@ class SpotStrategy:
             "adaptive_rules": adaptive,
             "forecast": forecast,
             "estimated_exit_net_percent": round(estimated_exit_net_percent, 4),
+            "min_exit_net_percent": min_exit_net_percent,
             "min_exit_profit_percent": float(adaptive.get("min_exit_profit_percent", 0.0) or 0.0),
         }
         if effective_stop_loss is not None and price <= effective_stop_loss:
+            diagnostics["emergency_exit"] = True
+            diagnostics["emergency_exit_type"] = "configured_stop_loss"
             return Signal(position.symbol, "SELL", 1.0, "сработал стоп-лосс", diagnostics)
         if price >= effective_take_profit:
             return Signal(position.symbol, "SELL", 0.96, "сработал тейк-профит", diagnostics)
@@ -438,6 +548,7 @@ class SpotStrategy:
             estimated_exit_net_percent=estimated_exit_net_percent,
             stop_loss_percent=stop_loss_percent,
             min_edge_percent=self.settings.time_series_min_edge_percent,
+            min_exit_net_percent=min_exit_net_percent,
         )
         if forecast_exit is not None:
             action, confidence, reason = forecast_exit
@@ -484,6 +595,12 @@ def _has_entry_indicators(candle: Candle) -> bool:
     )
 
 
+def _effective_fallback_mode(settings: Settings) -> str:
+    if settings.trading_mode != "paper":
+        return "trend_macd"
+    return settings.time_series_fallback_mode
+
+
 def _trend_macd_entry_signal(
     *,
     settings: Settings,
@@ -605,6 +722,8 @@ def _trend_macd_exit_signal(
         "close_below_ema50": close_below_ema50,
     }
     if effective_stop_loss is not None and price <= effective_stop_loss:
+        diagnostics["emergency_exit"] = True
+        diagnostics["emergency_exit_type"] = "configured_stop_loss"
         return Signal(position.symbol, "SELL", 1.0, "trend_macd: сработал стоп-лосс", diagnostics)
     if atr_trailing_stop is not None and price <= atr_trailing_stop:
         return Signal(position.symbol, "SELL", 0.94, "trend_macd: сработал ATR trailing stop", diagnostics)
@@ -639,10 +758,14 @@ def _torch_forecast_entry_signal(
     sizing = _torch_forecast_position_sizing(settings, account_context, stop_loss_percent, forecast, symbol)
     position_notional = float(sizing["notional_usdt"])
     expected_return = _safe_float(forecast.get("expected_return_percent"), 0.0)
-    probability_up = _safe_float(forecast.get("probability_up"), 0.5)
+    probability_up = _forecast_probability(forecast)
     skill = _safe_float(forecast.get("skill"), 0.0)
-    min_edge = max(0.0, settings.time_series_min_edge_percent)
+    min_edge = max(0.0, _safe_float(forecast.get("calibrated_min_edge_percent"), settings.time_series_min_edge_percent))
-    min_probability = _torch_min_probability(settings)
+    min_probability = _clamp(
+        _safe_float(forecast.get("calibrated_min_probability_up"), _torch_min_probability(settings)),
+        0.5,
+        0.95,
+    )
     probe_min_edge = max(0.0, min(settings.time_series_probe_min_edge_percent, min_edge))
     probe_min_probability = round(
         _clamp(settings.time_series_probe_min_probability_up, min_probability, 0.85),
@@ -675,7 +798,20 @@ def _torch_forecast_entry_signal(
     spread_ok = ticker.spread_percent <= settings.max_spread_percent
     liquidity_ok = ticker.turnover_24h >= settings.min_24h_turnover_usdt
     model_ok = _is_torch_forecast(forecast)
-    quality_gate_ok = forecast.get("quality_gate_passed") is not False
+    manual_quality_override = settings.time_series_manual_quality_override
+    quality_gate_ok = bool(
+        manual_quality_override
+        or (
+            forecast.get("quality_gate_passed") is True
+            if settings.time_series_require_quality_gate
+            else forecast.get("quality_gate_passed") is not False
+        )
+    )
+    model_fresh_ok = (
+        forecast.get("model_fresh") is True
+        if settings.time_series_require_fresh_model
+        else True
+    )
     rebound = _torch_rebound_overlay(
         settings=settings,
         candles=candles or [],
@@ -694,20 +830,22 @@ def _torch_forecast_entry_signal(
         rebound.get("active")
         and model_ok
         and quality_gate_ok
+        and model_fresh_ok
         and bool(forecast.get("usable", False))
         and not bool(forecast.get("block_entry", False))
         and expected_return >= 0.0
         and probability_up >= rebound_model_probability_min
         and skill > 0.0
-        and confidence >= settings.time_series_min_confidence
+        and confidence >= _safe_float(forecast.get("calibrated_min_confidence"), settings.time_series_min_confidence)
     )
     fallback_rebound_entry_ok = bool(
         settings.time_series_rebound_fallback_enabled
         and rebound.get("active")
         and missing_torch_model
         and quality_gate_ok
+        and model_fresh_ok
         and not bool(forecast.get("block_entry", False))
-        and confidence >= settings.time_series_min_confidence
+        and confidence >= _safe_float(forecast.get("calibrated_min_confidence"), settings.time_series_min_confidence)
     )
     rebound_entry_ok = model_rebound_entry_ok or fallback_rebound_entry_ok
     if rebound_entry_ok and position_notional > 0:
@@ -730,6 +868,7 @@ def _torch_forecast_entry_signal(
     checks = {
         "torch_model_ok": model_ok,
         "quality_gate_ok": quality_gate_ok,
+        "model_fresh_ok": model_fresh_ok,
         "forecast_usable": bool(forecast.get("usable", False)),
         "forecast_not_blocked": not bool(forecast.get("block_entry", False)),
         "expected_edge_ok": full_edge_ok or probe_edge_ok,
@@ -767,6 +906,10 @@ def _torch_forecast_entry_signal(
         "skill": skill,
         "quality_gate": forecast.get("quality_gate", {}),
         "quality_gate_passed": forecast.get("quality_gate_passed"),
+        "manual_quality_override": manual_quality_override,
+        "model_created_at": forecast.get("model_created_at", ""),
+        "model_age_hours": forecast.get("model_age_hours"),
+        "model_fresh": forecast.get("model_fresh", False),
         "spread_percent": round(ticker.spread_percent, 5),
         "turnover_24h": ticker.turnover_24h,
         "checks": checks,
@@ -871,11 +1014,16 @@ def _torch_forecast_exit_signal(
     )
 
     expected_return = _safe_float(forecast.get("expected_return_percent"), 0.0)
-    probability_up = _safe_float(forecast.get("probability_up"), 0.5)
+    probability_up = _forecast_probability(forecast)
     skill = _safe_float(forecast.get("skill"), 0.0)
-    min_edge = max(0.0, settings.time_series_min_edge_percent)
+    min_edge = max(0.0, _safe_float(forecast.get("calibrated_min_edge_percent"), settings.time_series_min_edge_percent))
-    min_probability = _torch_min_probability(settings)
+    min_probability = _clamp(
+        _safe_float(forecast.get("calibrated_min_probability_up"), _torch_min_probability(settings)),
+        0.5,
+        0.95,
+    )
     estimated_exit_net_percent = _estimated_exit_net_percent(position, price, settings)
+    min_exit_net_percent = _min_exit_net_percent(settings)
     entry_path = str(position.entry_diagnostics.get("entry_path", ""))
     entry_edge_mode = str(position.entry_diagnostics.get("edge_mode", ""))
     rebound_fallback_position = entry_path == "rebound_fallback" or entry_edge_mode == "rebound_fallback"
@@ -899,26 +1047,53 @@ def _torch_forecast_exit_signal(
         "min_probability_up": min_probability,
         "skill": skill,
         "estimated_exit_net_percent": round(estimated_exit_net_percent, 4),
+        "min_exit_net_percent": min_exit_net_percent,
         "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:
+        diagnostics["emergency_exit"] = True
+        diagnostics["emergency_exit_type"] = "configured_stop_loss"
         return Signal(position.symbol, "SELL", 1.0, "torch_forecast: stop-loss hit", diagnostics)
     if price >= position.take_profit:
         return Signal(position.symbol, "SELL", 0.96, "torch_forecast: take-profit hit", diagnostics)
     if atr_trailing_stop is not None and price <= atr_trailing_stop:
-        if estimated_exit_net_percent < 0:
+        if estimated_exit_net_percent < min_exit_net_percent:
-            diagnostics["atr_exit_blocked_by_cost"] = True
+            diagnostics["atr_exit_blocked_by_min_profit"] = True
+            if estimated_exit_net_percent < 0:
+                diagnostics["atr_exit_blocked_by_cost"] = True
             return Signal(
                 position.symbol,
                 "HOLD",
                 0.45,
-                "torch_forecast: ATR trailing touched, but exit is not worth fees",
+                "torch_forecast: ATR trailing touched, but exit profit is below minimum",
                 diagnostics,
             )
         return Signal(position.symbol, "SELL", 0.94, "torch_forecast: ATR trailing stop hit", diagnostics)
+    if (
+        settings.time_series_require_quality_gate
+        and not settings.time_series_manual_quality_override
+        and forecast.get("quality_gate_passed") is not True
+    ):
+        diagnostics["forecast_exit_blocked_by_quality_gate"] = True
+        return Signal(
+            position.symbol,
+            "HOLD",
+            0.42,
+            "torch_forecast: hold uses only risk exits while quality gate is unavailable",
+            diagnostics,
+        )
+    if settings.time_series_require_fresh_model and forecast.get("model_fresh") is not True:
+        diagnostics["forecast_exit_blocked_by_model_age"] = True
+        return Signal(
+            position.symbol,
+            "HOLD",
+            0.42,
+            "torch_forecast: hold uses only risk exits while model is stale",
+            diagnostics,
+        )
     if not _is_torch_forecast(forecast):
         if rebound_fallback_position:
             hold_seconds = (utc_now() - position.opened_at).total_seconds()
@@ -956,23 +1131,26 @@ def _torch_forecast_exit_signal(
             estimated_exit_net_percent=estimated_exit_net_percent,
             stop_loss_percent=stop_loss_percent,
             min_edge_percent=min_edge,
+            min_exit_net_percent=min_exit_net_percent,
         )
         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
+        diagnostics["forecast_exit_blocked_by_min_profit"] = True
+        if estimated_exit_net_percent < 0:
+            diagnostics["forecast_exit_blocked_by_cost"] = True
         return Signal(
             position.symbol,
             "HOLD",
             0.44,
             (
-                "torch_forecast: forecast weakened, but exit is not worth fees; "
+                "torch_forecast: forecast weakened, but exit profit is below minimum; "
                 f"p_up={probability_up:.3f}, expected={expected_return:.4f}%"
             ),
             diagnostics,
         )
     weak_hold = expected_return < min_edge or probability_up < min_probability or skill <= 0.0
-    if weak_hold and estimated_exit_net_percent >= 0:
+    if weak_hold and estimated_exit_net_percent >= min_exit_net_percent:
         return Signal(
             position.symbol,
             "SELL",
@@ -983,6 +1161,8 @@ def _torch_forecast_exit_signal(
             ),
             diagnostics,
         )
+    if weak_hold and estimated_exit_net_percent >= 0:
+        diagnostics["weak_exit_blocked_by_min_profit"] = True
     return Signal(position.symbol, "HOLD", 0.35, "torch_forecast: PyTorch hold confirmed", diagnostics)
 
 
@@ -991,6 +1171,21 @@ def _is_torch_forecast(forecast: dict) -> bool:
     return bool(forecast.get("usable", False)) and model in {"torch_lstm", "torch_gru"}
 
 
+def torch_model_readiness_reasons(settings: Settings, forecast: dict) -> list[str]:
+    reasons: list[str] = []
+    if not _is_torch_forecast(forecast):
+        reasons.append("torch_model_unavailable")
+    if (
+        settings.time_series_require_quality_gate
+        and not settings.time_series_manual_quality_override
+        and forecast.get("quality_gate_passed") is not True
+    ):
+        reasons.append("quality_gate_not_passed")
+    if settings.time_series_require_fresh_model and forecast.get("model_fresh") is not True:
+        reasons.append("model_not_fresh")
+    return reasons
+
+
 def _missing_torch_model(forecast: dict) -> bool:
     model = str(forecast.get("model", "")).strip().lower()
     reason = str(forecast.get("reason", "")).lower()
@@ -1016,7 +1211,7 @@ def _dynamic_symbol_position_limit(settings: Settings) -> int:
 
 def _torch_forecast_confidence(settings: Settings, forecast: dict) -> float:
     expected_return = max(0.0, _safe_float(forecast.get("expected_return_percent"), 0.0))
-    probability_up = _safe_float(forecast.get("probability_up"), 0.5)
+    probability_up = _forecast_probability(forecast)
     skill = max(0.0, _safe_float(forecast.get("skill"), 0.0))
     min_edge = max(0.01, settings.time_series_min_edge_percent)
     edge_strength = _clamp(expected_return / max(min_edge * 4.0, 0.01), 0.0, 1.0)
@@ -1044,7 +1239,7 @@ def _torch_forecast_position_sizing(
         symbol=symbol,
     )
     expected_return = max(0.0, _safe_float(forecast.get("expected_return_percent"), 0.0))
-    probability_up = _safe_float(forecast.get("probability_up"), 0.5)
+    probability_up = _forecast_probability(forecast)
     skill = max(0.0, _safe_float(forecast.get("skill"), 0.0))
     min_edge = max(0.01, settings.time_series_min_edge_percent)
     edge_multiplier = _clamp(expected_return / max(min_edge * 3.0, 0.01), 0.25, 1.15)
@@ -1199,7 +1394,7 @@ def _position_risk_multiplier(forecast: dict | None, adaptive: dict | None) -> f
     multiplier = 1.0
     forecast = forecast or {}
     if forecast.get("usable"):
-        probability_up = _safe_float(forecast.get("probability_up"), 0.5)
+        probability_up = _forecast_probability(forecast)
         volatility_percent = _safe_float(forecast.get("volatility_percent"), 0.0)
         if probability_up < 0.52:
             multiplier *= 0.75
@@ -1236,7 +1431,7 @@ def _kelly_position(
     probability_source = "confidence"
     probability = confidence_probability
     if forecast.get("usable"):
-        probability = _safe_float(forecast.get("probability_up"), confidence_probability)
+        probability = _forecast_probability(forecast, confidence_probability)
         probability_source = "forecast"
     probability = _clamp(probability, 0.0, 1.0)
 
@@ -1537,6 +1732,13 @@ def _rebound_state(
     }
 
 
+def _forecast_probability(forecast: dict, default: float = 0.5) -> float:
+    value = forecast.get("probability_take_profit_first")
+    if not isinstance(value, (int, float, str)):
+        value = forecast.get("probability_up")
+    return _clamp(_safe_float(value, default), 0.0, 1.0)
+
+
 def _safe_float(value: object, default: float = 0.0) -> float:
     try:
         return float(value)
@@ -1633,6 +1835,100 @@ def _estimated_exit_net_percent(position: Position, price: float, settings: Sett
     return gross_percent - round_trip_cost_percent
 
 
+def apply_profit_only_exit_policy(
+    settings: Settings,
+    position: Position,
+    ticker: Ticker,
+    signal: Signal,
+) -> Signal:
+    """Block every ordinary exit that would realize less than the configured net profit.
+
+    The estimate mirrors the paper broker fill calculation. Live fills can still differ,
+    so the configured minimum also acts as a safety margin. A loss-making exit is only
+    allowed when the producing subsystem marks it explicitly as an emergency.
+    """
+    if signal.action != "SELL" or not settings.profit_only_exit_enabled:
+        return signal
+
+    diagnostics = dict(signal.diagnostics)
+    expected_fill_price = _expected_sell_fill_price(ticker, settings)
+    expected_net_usdt = _expected_exit_net_usdt(position, expected_fill_price, settings)
+    expected_net_percent = (
+        expected_net_usdt / position.notional_usdt * 100
+        if position.notional_usdt > 0
+        else 0.0
+    )
+    adaptive = diagnostics.get("adaptive_rules")
+    adaptive_minimum = (
+        _safe_float(adaptive.get("min_exit_profit_percent"), 0.0)
+        if isinstance(adaptive, dict)
+        else 0.0
+    )
+    signal_minimum = _safe_float(diagnostics.get("min_exit_profit_percent"), 0.0)
+    minimum_net_percent = max(
+        _min_exit_net_percent(settings),
+        adaptive_minimum,
+        signal_minimum,
+    )
+    emergency = diagnostics.get("emergency_exit") is True
+    diagnostics.update(
+        {
+            "exit_policy": "profit_only",
+            "profit_only_exit_enabled": True,
+            "expected_exit_fill_price": round(expected_fill_price, 12),
+            "expected_exit_net_usdt": round(expected_net_usdt, 8),
+            "expected_exit_net_percent": round(expected_net_percent, 4),
+            "required_exit_net_percent": round(minimum_net_percent, 4),
+            "emergency_exit": emergency,
+        }
+    )
+    if emergency or expected_net_percent + 1e-9 >= minimum_net_percent:
+        diagnostics["exit_policy_blocked"] = False
+        return Signal(
+            signal.symbol,
+            signal.action,
+            signal.confidence,
+            signal.reason,
+            diagnostics,
+            signal.created_at,
+        )
+
+    diagnostics.update(
+        {
+            "exit_policy_blocked": True,
+            "blocked_sell_reason": signal.reason,
+            "blocked_sell_confidence": signal.confidence,
+        }
+    )
+    return Signal(
+        signal.symbol,
+        "HOLD",
+        min(signal.confidence, 0.49),
+        (
+            "profit-only: продажа заблокирована, ожидаемая чистая доходность "
+            f"{expected_net_percent:.4f}% ниже минимума {minimum_net_percent:.4f}%"
+        ),
+        diagnostics,
+        signal.created_at,
+    )
+
+
+def _expected_sell_fill_price(ticker: Ticker, settings: Settings) -> float:
+    base = ticker.bid if ticker.bid > 0 else ticker.last_price
+    return base * (1 - settings.slippage_rate)
+
+
+def _expected_exit_net_usdt(position: Position, fill_price: float, settings: Settings) -> float:
+    exit_notional = position.qty * fill_price
+    exit_fee = exit_notional * settings.taker_fee_rate
+    gross_pnl = (fill_price - position.entry_price) * position.qty
+    return gross_pnl - position.entry_fee_usdt - exit_fee
+
+
+def _min_exit_net_percent(settings: Settings) -> float:
+    return round(_clamp(settings.min_exit_net_percent, 0.0, 5.0), 4)
+
+
 def _adaptive_indicator_exit_allowed(adaptive: dict, mode_key: str, estimated_exit_net_percent: float) -> bool:
     mode = str(adaptive.get(mode_key, "normal")).lower()
     if mode != "profit_only":
@@ -1649,18 +1945,19 @@ def _forecast_exit_signal(
     estimated_exit_net_percent: float,
     stop_loss_percent: float,
     min_edge_percent: float,
+    min_exit_net_percent: float,
 ) -> tuple[str, float, str] | None:
     if not forecast.get("usable"):
         return None
     skill = _safe_float(forecast.get("skill"), 0.0)
     expected_return = _safe_float(forecast.get("expected_return_percent"), 0.0)
-    probability_up = _safe_float(forecast.get("probability_up"), 0.5)
+    probability_up = _forecast_probability(forecast)
     min_edge = max(0.0, min_edge_percent)
     strong_negative = skill > 0.02 and expected_return <= -max(min_edge, 0.03) and probability_up <= 0.44
     if not strong_negative:
         return None
     reason = forecast.get("reason") or "ожидается снижение"
-    if estimated_exit_net_percent >= 0:
+    if estimated_exit_net_percent >= min_exit_net_percent:
         return "SELL", 0.82, f"прогноз временного ряда ухудшился: {reason}; фиксируем результат"
     loss_from_entry = ((price - position.entry_price) / position.entry_price) if position.entry_price else 0.0
     soft_loss_limit = -max(0.003, stop_loss_percent * 0.35)

crypto_spot_bot/time_series.py

@@ -2,12 +2,16 @@ from __future__ import annotations
 
 import json
 import math
+import hashlib
 from bisect import bisect_right
 from dataclasses import asdict, dataclass, field
+from datetime import UTC, datetime
+from pathlib import Path
 from typing import Any
 
 from crypto_spot_bot.config import Settings
 from crypto_spot_bot.models import Candle
+from crypto_spot_bot.orderbook_features import ORDERBOOK_FEATURES
 
 
 DEFAULT_TORCH_FEATURES = (
@@ -156,14 +160,31 @@ class TimeSeriesForecast:
     candidates: list[dict[str, Any]] = field(default_factory=list)
     quality_gate_passed: bool | None = None
     quality_gate: dict[str, Any] = field(default_factory=dict)
+    model_created_at: str = ""
+    model_age_hours: float | None = None
+    model_fresh: bool = False
+    calibrated_min_edge_percent: float = 0.0
+    calibrated_min_probability_up: float = 0.0
+    calibrated_min_confidence: float = 0.0
+    probability_take_profit_first: float | None = None
 
     def as_dict(self) -> dict[str, Any]:
         return asdict(self)
 
 
 class TimeSeriesForecaster:
-    def __init__(self, settings: Settings):
+    def __init__(
+        self,
+        settings: Settings,
+        *,
+        model_path: Path | None = None,
+        calibration_path: Path | None = None,
+    ):
         self.settings = settings
+        self.model_path = model_path or settings.time_series_lstm_model_path
+        self.calibration_path = calibration_path or (
+            self.model_path.parent / "torch_threshold_calibration.json"
+        )
         self._lstm_artifact_mtime: float | None = None
         self._lstm_artifact: dict[str, Any] = {}
         self._calibration_mtime: float | None = None
@@ -176,6 +197,7 @@ class TimeSeriesForecaster:
         *,
         market_candles: dict[str, list[Candle]] | None = None,
         trend_candles: list[Candle] | None = None,
+        orderbook_features: dict[str, dict[int, dict[str, float]]] | None = None,
     ) -> TimeSeriesForecast:
         if not self.settings.time_series_forecast_enabled:
             return _empty_forecast(False, "time-series forecast is disabled")
@@ -188,8 +210,25 @@ class TimeSeriesForecaster:
             return _empty_forecast(True, "not enough returns for PyTorch forecast")
 
         artifact = self._load_lstm_artifact()
-        quality_gate = self._load_quality_gate()
+        model_created_at, model_age_hours, model_fresh = _model_freshness(
+            artifact,
+            self.settings.time_series_model_max_age_hours,
+        )
+        calibration = self._load_quality_gate()
+        quality_gate = (
+            calibration.get("validation")
+            if isinstance(calibration.get("validation"), dict)
+            else calibration
+        )
         quality_gate_passed = _quality_gate_passed(quality_gate)
+        calibrated = _calibrated_thresholds(
+            calibration,
+            symbol,
+            edge=self.settings.time_series_min_edge_percent,
+            probability=self.settings.time_series_min_probability_up,
+            confidence=self.settings.time_series_min_confidence,
+        )
+        symbol_eligible = _calibration_symbol_eligible(calibration, symbol)
         entry = _torch_recurrent_entry(symbol, artifact)
         model = _torch_recurrent_model_name(symbol, artifact)
         clip = _clamp(_float_entry(entry or {}, "clip", 8.0), 1.0, 50.0)
@@ -200,6 +239,7 @@ class TimeSeriesForecaster:
                 symbol=symbol,
                 market_candles=market_candles,
                 trend_candles=trend_candles,
+                orderbook_features=orderbook_features,
             )
             if entry
             else []
@@ -230,6 +270,7 @@ class TimeSeriesForecaster:
             expected_gross_return = float(selected.get("expected_gross_return", expected_return))
             expected_price = closes[-1] * math.exp(expected_gross_return)
             probability_up = _clamp(float(selected.get("probability_up", 0.5)), 0.0, 1.0)
+            target_transform = str(entry.get("target_transform", "net_return_over_volatility"))
             model_mae = max(float(selected.get("validation_mae", 0.0)), 1e-9)
             baseline_mae = max(float(selected.get("baseline_mae", model_mae)), model_mae)
             uncertainty = max(float(selected.get("uncertainty", model_mae)), 1e-9)
@@ -241,7 +282,7 @@ class TimeSeriesForecaster:
             q90_percent = (math.exp(float(selected.get("q90", expected_return))) - 1) * 100
             skill = _clamp(_float_entry(entry, "skill", 0.0), -1.0, 1.0)
             horizon = int(selected.get("horizon", _entry_horizon(entry, self.settings.time_series_forecast_horizon)))
-            min_edge = max(0.0, self.settings.time_series_min_edge_percent)
+            min_edge = calibrated["edge"]
             confidence_adjustment = _confidence_adjustment(
                 expected_return_percent=expected_return_percent,
                 probability_up=probability_up,
@@ -251,21 +292,32 @@ class TimeSeriesForecaster:
             )
             conservative_return_percent = min(expected_return_percent, q50_percent)
             block_entry = bool(
-                (expected_return_percent <= -min_edge and probability_up <= 0.45)
+                not symbol_eligible
+                or (expected_return_percent <= -min_edge and probability_up <= 0.45)
                 or (q50_percent <= -min_edge and probability_up <= 0.48)
             )
-            reason = _reason(
+            reason = (
-                model=model,
+                _barrier_reason(model, expected_return_percent, probability_up, skill, block_entry)
-                expected_return_percent=expected_return_percent,
+                if target_transform == "barrier_net_return"
-                probability_up=probability_up,
+                else _reason(
-                skill=skill,
+                    model=model,
-                block_entry=block_entry,
+                    expected_return_percent=expected_return_percent,
+                    probability_up=probability_up,
+                    skill=skill,
+                    block_entry=block_entry,
+                )
             )
+            if not symbol_eligible:
+                reason = "symbol excluded by train-only calibration"
             return TimeSeriesForecast(
                 enabled=True,
                 usable=True,
                 model=model,
-                volatility_model="probabilistic multi-horizon after-cost quantile",
+                volatility_model=(
+                    "TP-before-SL multi-task after-cost model"
+                    if target_transform == "barrier_net_return"
+                    else "probabilistic multi-horizon after-cost quantile"
+                ),
                 expected_return_percent=round(expected_return_percent, 4),
                 expected_price=round(expected_price, 8),
                 volatility_percent=round(volatility_percent, 4),
@@ -282,12 +334,23 @@ class TimeSeriesForecaster:
                 quantile_50_percent=round(q50_percent, 4),
                 quantile_90_percent=round(q90_percent, 4),
                 conservative_return_percent=round(conservative_return_percent, 4),
-                target_transform=str(entry.get("target_transform", "net_return_over_volatility")),
+                target_transform=target_transform,
                 feature_snapshot=feature_snapshot,
                 horizon_forecasts=_public_horizon_forecasts(prediction),
                 candidates=[{"model": model, "mae_percent": round(model_mae * 100, 4)}],
                 quality_gate_passed=quality_gate_passed,
                 quality_gate=quality_gate,
+                model_created_at=model_created_at,
+                model_age_hours=model_age_hours,
+                model_fresh=model_fresh,
+                calibrated_min_edge_percent=calibrated["edge"],
+                calibrated_min_probability_up=calibrated["probability"],
+                calibrated_min_confidence=calibrated["confidence"],
+                probability_take_profit_first=(
+                    round(probability_up, 4)
+                    if target_transform == "barrier_net_return"
+                    else None
+                ),
             )
 
         direct_horizon = _is_direct_horizon(entry)
@@ -307,7 +370,7 @@ class TimeSeriesForecaster:
         expected_return_percent = (math.exp(expected_return) - 1) * 100
         probability_up = _normal_cdf(expected_return / max(uncertainty, 1e-9))
         skill = _clamp(_float_entry(entry, "skill", 0.0), -1.0, 1.0)
-        min_edge = max(0.0, self.settings.time_series_min_edge_percent)
+        min_edge = calibrated["edge"]
         confidence_adjustment = _confidence_adjustment(
             expected_return_percent=expected_return_percent,
             probability_up=probability_up,
@@ -315,7 +378,9 @@ class TimeSeriesForecaster:
             min_edge=min_edge,
             max_adjustment=self.settings.time_series_max_adjustment,
         )
-        block_entry = bool(expected_return_percent <= -min_edge and probability_up <= 0.45)
+        block_entry = bool(
+            not symbol_eligible or (expected_return_percent <= -min_edge and probability_up <= 0.45)
+        )
         reason = _reason(
             model=model,
             expected_return_percent=expected_return_percent,
@@ -323,6 +388,8 @@ class TimeSeriesForecaster:
             skill=skill,
             block_entry=block_entry,
         )
+        if not symbol_eligible:
+            reason = "symbol excluded by train-only calibration"
         return TimeSeriesForecast(
             enabled=True,
             usable=True,
@@ -350,12 +417,18 @@ class TimeSeriesForecaster:
             candidates=[{"model": model, "mae_percent": round(model_mae * 100, 4)}],
             quality_gate_passed=quality_gate_passed,
             quality_gate=quality_gate,
+            model_created_at=model_created_at,
+            model_age_hours=model_age_hours,
+            model_fresh=model_fresh,
+            calibrated_min_edge_percent=calibrated["edge"],
+            calibrated_min_probability_up=calibrated["probability"],
+            calibrated_min_confidence=calibrated["confidence"],
         )
 
     def _load_lstm_artifact(self) -> dict[str, Any]:
         if not self.settings.time_series_lstm_enabled:
             return {}
-        path = self.settings.time_series_lstm_model_path
+        path = self.model_path
         try:
             stat = path.stat()
         except OSError:
@@ -373,7 +446,7 @@ class TimeSeriesForecaster:
         return self._lstm_artifact
 
     def _load_quality_gate(self) -> dict[str, Any]:
-        path = self.settings.time_series_lstm_model_path.parent / "torch_threshold_calibration.json"
+        path = self.calibration_path
         try:
             stat = path.stat()
         except OSError:
@@ -386,11 +459,16 @@ class TimeSeriesForecaster:
             data = json.loads(path.read_text(encoding="utf-8"))
         except (OSError, json.JSONDecodeError):
             data = {}
-        validation = data.get("validation") if isinstance(data, dict) else {}
+        self._quality_gate = data if isinstance(data, dict) else {}
-        self._quality_gate = validation if isinstance(validation, dict) else {}
         self._calibration_mtime = stat.st_mtime
         return self._quality_gate
 
+    def artifact_sha256(self) -> str:
+        try:
+            return hashlib.sha256(self.model_path.read_bytes()).hexdigest()
+        except OSError:
+            return ""
+
 
 def _empty_forecast(enabled: bool, reason: str) -> TimeSeriesForecast:
     return TimeSeriesForecast(
@@ -420,12 +498,18 @@ def _empty_forecast(enabled: bool, reason: str) -> TimeSeriesForecast:
         candidates=[],
         quality_gate_passed=None,
         quality_gate={},
+        model_created_at="",
+        model_age_hours=None,
+        model_fresh=False,
     )
 
 
 def _quality_gate_passed(quality_gate: dict[str, Any]) -> bool | None:
     if not quality_gate:
         return None
+    validation = quality_gate.get("validation")
+    if isinstance(validation, dict):
+        return _quality_gate_passed(validation)
     if "passed" in quality_gate:
         return bool(quality_gate.get("passed"))
     status = str(quality_gate.get("status", "")).strip().lower()
@@ -436,6 +520,50 @@ def _quality_gate_passed(quality_gate: dict[str, Any]) -> bool | None:
     return None
 
 
+def _calibrated_thresholds(
+    calibration: dict[str, Any],
+    symbol: str | None,
+    *,
+    edge: float,
+    probability: float,
+    confidence: float,
+) -> dict[str, float]:
+    recommended = calibration.get("recommended") if isinstance(calibration, dict) else None
+    per_symbol = calibration.get("symbol_recommendations") if isinstance(calibration, dict) else None
+    if symbol and isinstance(per_symbol, dict) and isinstance(per_symbol.get(symbol.upper()), dict):
+        recommended = per_symbol[symbol.upper()]
+    row = recommended if isinstance(recommended, dict) else {}
+    return {
+        "edge": max(0.0, float(row.get("edge", edge) or edge)),
+        "probability": _clamp(float(row.get("probability", probability) or probability), 0.5, 0.95),
+        "confidence": _clamp(float(row.get("confidence", confidence) or confidence), 0.0, 1.0),
+    }
+
+
+def _calibration_symbol_eligible(calibration: dict[str, Any], symbol: str | None) -> bool:
+    if not isinstance(calibration, dict) or "eligible_symbols" not in calibration:
+        return True
+    eligible = calibration.get("eligible_symbols")
+    if not isinstance(eligible, list) or not symbol:
+        return False
+    allowed = {str(value).strip().upper() for value in eligible if str(value).strip()}
+    return symbol.strip().upper() in allowed
+
+
+def _model_freshness(artifact: dict[str, Any], max_age_hours: float) -> tuple[str, float | None, bool]:
+    raw = str(artifact.get("created_at", "")).strip() if isinstance(artifact, dict) else ""
+    if not raw:
+        return "", None, False
+    try:
+        created_at = datetime.fromisoformat(raw.replace("Z", "+00:00"))
+    except ValueError:
+        return raw, None, False
+    if created_at.tzinfo is None:
+        created_at = created_at.replace(tzinfo=UTC)
+    age_hours = max(0.0, (datetime.now(UTC) - created_at.astimezone(UTC)).total_seconds() / 3600)
+    return raw, round(age_hours, 4), age_hours <= max(0.1, max_age_hours)
+
+
 def _log_returns(closes: list[float]) -> list[float]:
     return [math.log(closes[index] / closes[index - 1]) for index in range(1, len(closes))]
 
@@ -447,6 +575,7 @@ def _feature_matrix(
     symbol: str | None = None,
     market_candles: dict[str, list[Candle]] | None = None,
     trend_candles: list[Candle] | None = None,
+    orderbook_features: dict[str, dict[int, dict[str, float]]] | None = None,
 ) -> list[list[float]]:
     names = list(feature_names or DEFAULT_TORCH_FEATURES)
     context = _feature_context(
@@ -454,6 +583,7 @@ def _feature_matrix(
         symbol=symbol,
         market_candles=market_candles,
         trend_candles=trend_candles,
+        orderbook_features=orderbook_features,
     )
     rows: list[list[float]] = []
     for index, candle in enumerate(candles):
@@ -467,6 +597,7 @@ def _feature_context(
     symbol: str | None,
     market_candles: dict[str, list[Candle]] | None,
     trend_candles: list[Candle] | None,
+    orderbook_features: dict[str, dict[int, dict[str, float]]] | None,
 ) -> dict[str, Any]:
     market_candles = market_candles or {}
     normalized_market = {key.upper(): value for key, value in market_candles.items()}
@@ -488,12 +619,23 @@ def _feature_context(
         "context_indexes": context_indexes,
         "trend_candles": trend_rows,
         "trend_positions": trend_positions,
+        "orderbook_features": {
+            key.upper(): value for key, value in (orderbook_features or {}).items()
+        },
     }
 
 
 def _feature_value(name: str, candles: list[Candle], index: int, candle: Candle, context: dict[str, Any]) -> float:
     close = max(float(candle.close), 1e-12)
     previous = candles[index - 1] if index >= 1 else candle
+    if name.startswith("symbol_is_"):
+        return 1.0 if context.get("symbol") == name.removeprefix("symbol_is_").upper() else 0.0
+    if name in ORDERBOOK_FEATURES:
+        symbol_features = (context.get("orderbook_features") or {}).get(
+            context.get("symbol"), {}
+        )
+        values = symbol_features.get(candle.timestamp, {})
+        return _safe_feature(float(values.get(name, 0.0) or 0.0))
     if name == "return_1":
         return _log_change(candle.close, previous.close)
     if name == "return_3":
@@ -922,7 +1064,12 @@ def _torch_recurrent_entry(symbol: str | None, artifact: dict[str, Any]) -> dict
         entry = default if isinstance(default, dict) else None
     if not isinstance(entry, dict):
         return None
-    if not isinstance(entry.get("state_dict"), dict):
+    members = entry.get("ensemble_members")
+    has_member_state = isinstance(members, list) and any(
+        isinstance(member, dict) and isinstance(member.get("state_dict"), dict)
+        for member in members
+    )
+    if not isinstance(entry.get("state_dict"), dict) and not has_member_state:
         return None
     return entry
 
@@ -959,6 +1106,31 @@ def _torch_recurrent_predict(
     model_name = _torch_recurrent_model_name(symbol, artifact)
     if not entry or not model_name:
         return None
+    ensemble_members = entry.get("ensemble_members")
+    if isinstance(ensemble_members, list) and ensemble_members:
+        predictions: list[float | dict[str, Any]] = []
+        for member in ensemble_members:
+            if not isinstance(member, dict):
+                continue
+            member_entry = {**entry, **member}
+            member_entry.pop("ensemble_members", None)
+            member_entry.pop("ensemble_size", None)
+            member_artifact: dict[str, Any] = {"type": "pytorch_recurrent_forecaster"}
+            if symbol:
+                member_artifact["symbols"] = {symbol.upper(): member_entry}
+            else:
+                member_artifact["default"] = member_entry
+            prediction = _torch_recurrent_predict(
+                returns,
+                symbol,
+                member_artifact,
+                feature_rows=feature_rows,
+                closes=closes,
+                candles=candles,
+            )
+            if isinstance(prediction, (int, float, dict)):
+                predictions.append(prediction)
+        return _average_ensemble_predictions(predictions)
     lookback = int(_clamp(_float_entry(entry, "lookback", 0.0), 4.0, 512.0))
     hidden_size = int(_clamp(_float_entry(entry, "hidden_size", 0.0), 1.0, 512.0))
     num_layers = int(_clamp(_float_entry(entry, "num_layers", 1.0), 1.0, 8.0))
@@ -1019,8 +1191,76 @@ def _torch_recurrent_predict(
     return _clamp(prediction, -cap, cap)
 
 
+def _average_ensemble_predictions(predictions: list[float | dict[str, Any]]) -> float | dict[str, Any] | None:
+    if not predictions:
+        return None
+    numeric = [float(value) for value in predictions if isinstance(value, (int, float))]
+    if numeric:
+        return sum(numeric) / len(numeric)
+    mappings = [value for value in predictions if isinstance(value, dict)]
+    if not mappings:
+        return None
+    first = mappings[0]
+    output: dict[str, Any] = {}
+    for key, value in first.items():
+        if key == "horizons" and isinstance(value, dict):
+            horizons: dict[str, Any] = {}
+            for horizon, row in value.items():
+                rows = [item.get("horizons", {}).get(horizon) for item in mappings]
+                rows = [item for item in rows if isinstance(item, dict)]
+                if rows:
+                    horizons[horizon] = _average_ensemble_predictions(rows)
+            output[key] = horizons
+            continue
+        values = [item.get(key) for item in mappings]
+        finite = [float(item) for item in values if isinstance(item, (int, float)) and math.isfinite(float(item))]
+        output[key] = sum(finite) / len(finite) if finite else value
+    return output
+
+
 def _torch_head_outputs(context: list[float], entry: dict[str, Any], hidden_size: int) -> list[float]:
     context = _apply_context_norm(context, entry)
+    if entry.get("multitask_head") is True:
+        hidden_matrix = _float_matrix(entry.get("head_hidden_weight"))
+        hidden_bias = _float_vector(entry.get("head_hidden_bias"))
+        if not hidden_matrix or len(hidden_bias) != len(hidden_matrix):
+            return []
+        shared = [
+            _gelu(_dot(row, context) + hidden_bias[index])
+            for index, row in enumerate(hidden_matrix)
+            if len(row) == hidden_size
+        ]
+        if len(shared) != len(hidden_matrix):
+            return []
+        return_matrix = _float_matrix(entry.get("return_head_weight"))
+        return_bias = _float_vector(entry.get("return_head_bias"))
+        event_matrix = _float_matrix(entry.get("event_head_weight"))
+        event_bias = _float_vector(entry.get("event_head_bias"))
+        if (
+            not return_matrix
+            or len(return_bias) != len(return_matrix)
+            or not event_matrix
+            or len(event_bias) != len(event_matrix)
+        ):
+            return []
+        return_values = [
+            _dot(row, shared) + return_bias[index]
+            for index, row in enumerate(return_matrix)
+            if len(row) == len(shared)
+        ]
+        event_values = [
+            _dot(row, shared) + event_bias[index]
+            for index, row in enumerate(event_matrix)
+            if len(row) == len(shared)
+        ]
+        if len(return_values) != len(event_values) * 4:
+            return []
+        outputs: list[float] = []
+        for horizon_index, event_value in enumerate(event_values):
+            base = horizon_index * 4
+            outputs.extend(return_values[base : base + 4])
+            outputs.append(event_value)
+        return outputs
     raw_weight = entry.get("head_weight")
     if isinstance(raw_weight, list) and raw_weight and isinstance(raw_weight[0], list):
         matrix = _float_matrix(raw_weight)
@@ -1091,8 +1331,18 @@ def _decode_multi_horizon_prediction(
 
         expected = decode("mean")
         q_values = sorted([decode("q10", expected), decode("q50", expected), decode("q90", expected)])
-        probability_up = _sigmoid(float(values.get("logit_up", 0.0)))
+        probability_up = _sigmoid(
+            float(values.get("logit_tp_first", values.get("logit_up", 0.0)))
+        )
         cap = _prediction_cap(closes, horizon, round_trip_cost)
+        if str(entry.get("target_transform", "")) == "barrier_net_return":
+            stop_percent = _clamp(_float_entry(entry, "target_stop_loss_percent", 0.04), 0.003, 0.08)
+            take_percent = _clamp(_float_entry(entry, "target_take_profit_percent", 0.035), 0.003, 0.20)
+            cap = max(
+                cap,
+                abs(math.log(1.0 - stop_percent) - round_trip_cost),
+                abs(math.log(1.0 + take_percent) - round_trip_cost),
+            )
         expected = _clamp(expected, -cap, cap)
         q10 = _clamp(q_values[0], -cap, cap)
         q50 = _clamp(q_values[1], -cap, cap)
@@ -1116,6 +1366,11 @@ def _decode_multi_horizon_prediction(
             "q50": q50,
             "q90": q90,
             "probability_up": probability_up,
+            "probability_take_profit_first": (
+                probability_up
+                if str(entry.get("target_transform", "")) == "barrier_net_return"
+                else None
+            ),
             "volatility_scale": vol_scale,
             "validation_mae": mae,
             "baseline_mae": base_mae,
@@ -1546,6 +1801,10 @@ def _public_horizon_forecasts(prediction: dict[str, Any]) -> dict[str, Any]:
             "quantile_50_percent": round((math.exp(float(row.get("q50", 0.0))) - 1) * 100, 4),
             "quantile_90_percent": round((math.exp(float(row.get("q90", 0.0))) - 1) * 100, 4),
         }
+        if isinstance(row.get("probability_take_profit_first"), (int, float)):
+            public[key]["probability_take_profit_first"] = round(
+                _clamp(float(row["probability_take_profit_first"]), 0.0, 1.0), 4
+            )
     return public
 
 
@@ -1577,6 +1836,10 @@ def _dot(left: list[float], right: list[float]) -> float:
     return sum(left[index] * right[index] for index in range(min(len(left), len(right))))
 
 
+def _gelu(value: float) -> float:
+    return 0.5 * value * (1.0 + math.erf(value / math.sqrt(2.0)))
+
+
 def _return_scale(returns: list[float]) -> float:
     recent = returns[-120:] if len(returns) > 120 else returns
     values = sorted(abs(value) for value in recent if math.isfinite(value))
@@ -1621,6 +1884,41 @@ def _prediction_cap(closes: list[float], horizon: int, round_trip_cost: float) -
     return max(base * 1.5 + round_trip_cost, 0.0005)
 
 
+def _barrier_outcome(
+    candles: list[Candle],
+    *,
+    end_index: int,
+    horizon: int,
+    stop_loss_percent: float,
+    take_profit_percent: float,
+    round_trip_cost: float,
+) -> tuple[float, float] | None:
+    """Return after-cost log PnL and whether TP was reached before SL."""
+    entry_index = end_index + 1
+    exit_index = end_index + max(1, horizon)
+    if entry_index >= len(candles) or exit_index >= len(candles):
+        return None
+    entry = float(candles[entry_index].open)
+    if entry <= 0:
+        return None
+    stop = entry * (1.0 - _clamp(stop_loss_percent, 0.003, 0.08))
+    take = entry * (1.0 + _clamp(take_profit_percent, 0.003, 0.20))
+    for index in range(entry_index, exit_index + 1):
+        candle = candles[index]
+        stop_hit = float(candle.low) <= stop
+        take_hit = float(candle.high) >= take
+        # OHLC data cannot reveal intrabar ordering, so ties are resolved
+        # conservatively as stop-loss first.
+        if stop_hit:
+            return math.log(stop / entry) - round_trip_cost, 0.0
+        if take_hit:
+            return math.log(take / entry) - round_trip_cost, 1.0
+    terminal = float(candles[exit_index].close)
+    if terminal <= 0:
+        return None
+    return math.log(terminal / entry) - round_trip_cost, 0.0
+
+
 def _sigmoid(value: float) -> float:
     if value >= 40:
         return 1.0
@@ -1662,6 +1960,21 @@ def _reason(
     return f"model {model}: forecast {expected_return_percent:.3f}%, P(up)={probability_up:.2f}, skill={skill:.3f}"
 
 
+def _barrier_reason(
+    model: str,
+    expected_return_percent: float,
+    probability_take_profit_first: float,
+    skill: float,
+    block_entry: bool,
+) -> str:
+    state = "entry blocked" if block_entry else "entry evaluated"
+    return (
+        f"model {model}: expected net {expected_return_percent:.3f}%, "
+        f"P(TP before SL)={probability_take_profit_first:.2f}, "
+        f"skill={skill:.3f}; {state}"
+    )
+
+
 def _normal_cdf(value: float) -> float:
     return 0.5 * (1 + math.erf(value / math.sqrt(2)))
 

crypto_spot_bot/training_coordination.py

@@ -2,8 +2,12 @@ from __future__ import annotations
 
 import base64
 import hashlib
+import hmac
 import json
 import os
+import re
+import secrets
+import shutil
 import uuid
 from datetime import UTC
 from datetime import datetime
@@ -13,13 +17,26 @@ from threading import Lock
 from typing import Any
 
 
-ALLOWED_TRAINING_ARTIFACTS = {
+ACTIVE_TRAINING_ARTIFACTS = {
     "lstm_forecaster.json",
     "torch_retrain_guard.json",
     "torch_threshold_calibration.json",
 }
-RUNNING_TIMEOUT = timedelta(hours=12)
+SHADOW_TRAINING_ARTIFACTS = {
+    "lstm_forecaster.shadow.json",
+    "torch_shadow_guard.json",
+    "torch_shadow_calibration.json",
+}
+ALLOWED_TRAINING_ARTIFACTS = ACTIVE_TRAINING_ARTIFACTS | SHADOW_TRAINING_ARTIFACTS
+RUNNING_LEASE_TIMEOUT = timedelta(minutes=10)
 ONLINE_WINDOW = timedelta(minutes=3)
+MAX_JOB_ATTEMPTS = 3
+MAX_ARTIFACT_CHUNK_BYTES = 1024 * 1024
+# Keep uploads bounded while leaving room for explicitly requested per-symbol bundles.
+MAX_ARTIFACT_BYTES = 256 * 1024 * 1024
+MAX_ARTIFACT_CHUNKS = 1024
+REQUIRED_MODEL_BUNDLE = set(ACTIVE_TRAINING_ARTIFACTS)
+REQUIRED_SHADOW_BUNDLE = set(SHADOW_TRAINING_ARTIFACTS)
 
 
 class TrainingCoordinator:
@@ -36,6 +53,61 @@ class TrainingCoordinator:
             self._save_state(state)
             return self._public_status(state)
 
+    def promote_shadow(self, forward_gate: dict[str, Any]) -> dict[str, Any]:
+        with self._lock:
+            if not bool(forward_gate.get("passed")):
+                raise ValueError("shadow forward gate has not passed")
+            shadow_model = self.runtime_dir / "lstm_forecaster.shadow.json"
+            shadow_calibration = self.runtime_dir / "torch_shadow_calibration.json"
+            shadow_guard = self.runtime_dir / "torch_shadow_guard.json"
+            missing = [
+                path.name
+                for path in (shadow_model, shadow_calibration, shadow_guard)
+                if not path.is_file()
+            ]
+            if missing:
+                raise ValueError("shadow bundle is incomplete: " + ", ".join(missing))
+            model_sha256 = hashlib.sha256(shadow_model.read_bytes()).hexdigest()
+            if str(forward_gate.get("model_sha256") or "") != model_sha256:
+                raise ValueError("shadow forward gate is bound to another model")
+            calibration = _read_json(shadow_calibration)
+            guard = _read_json(shadow_guard)
+            if calibration.get("artifact_sha256") != model_sha256:
+                raise ValueError("shadow calibration is not bound to the model")
+            if not bool(guard.get("accepted")) or guard.get("candidate_artifact_sha256") != model_sha256:
+                raise ValueError("shadow offline guard is invalid")
+
+            promotion_id = str(uuid.uuid4())
+            backup_dir = self.runtime_dir / ".model_backups" / f"{_compact_now()}-shadow-{promotion_id}"
+            backup_dir.mkdir(parents=True, exist_ok=True)
+            targets = {
+                "lstm_forecaster.json": shadow_model,
+                "torch_threshold_calibration.json": shadow_calibration,
+                "torch_retrain_guard.json": shadow_guard,
+            }
+            for target_name in targets:
+                current = self.runtime_dir / target_name
+                if current.is_file():
+                    shutil.copy2(current, backup_dir / target_name)
+            for target_name, source in targets.items():
+                target_tmp = self.runtime_dir / f".{target_name}.{promotion_id}.promote"
+                shutil.copy2(source, target_tmp)
+                os.replace(target_tmp, self.runtime_dir / target_name)
+            gate_path = self.runtime_dir / "torch_shadow_forward_gate.json"
+            gate_tmp = gate_path.with_suffix(".tmp")
+            gate_tmp.write_text(
+                json.dumps(forward_gate, ensure_ascii=False, indent=2) + "\n",
+                encoding="utf-8",
+            )
+            os.replace(gate_tmp, gate_path)
+            return {
+                "promoted": True,
+                "model_sha256": model_sha256,
+                "promotion_id": promotion_id,
+                "backup_dir": str(backup_dir),
+                "promoted_at": _now(),
+            }
+
     def request_retrain(self, payload: dict[str, Any] | None = None) -> dict[str, Any]:
         payload = payload or {}
         with self._lock:
@@ -44,7 +116,12 @@ class TrainingCoordinator:
             existing = self._active_job(state)
             if existing is not None:
                 self._save_state(state)
-                return {"queued": False, "reason": "active_job_exists", "job": existing, "status": self._public_status(state)}
+                return {
+                    "queued": False,
+                    "reason": "active_job_exists",
+                    "job": self._public_job(existing),
+                    "status": self._public_status(state),
+                }
 
             now = _now()
             job = {
@@ -55,11 +132,16 @@ class TrainingCoordinator:
                 "parameters": _safe_parameters(payload.get("parameters")),
                 "message": "",
                 "artifacts": [],
+                "attempts": 0,
             }
             state.setdefault("jobs", []).append(job)
             self._trim_jobs(state)
             self._save_state(state)
-            return {"queued": True, "job": job, "status": self._public_status(state)}
+            return {
+                "queued": True,
+                "job": self._public_job(job),
+                "status": self._public_status(state),
+            }
 
     def heartbeat(self, payload: dict[str, Any] | None = None) -> dict[str, Any]:
         payload = payload or {}
@@ -83,14 +165,24 @@ class TrainingCoordinator:
                 return {"claimed": False, "job": None, "status": self._public_status(state)}
 
             now = _now()
+            lease_token = secrets.token_urlsafe(32)
             job["status"] = "running"
             job["claimed_at"] = now
+            job["updated_at"] = now
             job["claimed_by"] = worker["id"]
             job["worker"] = worker
+            job["lease_token"] = lease_token
+            job["attempts"] = int(job.get("attempts", 0)) + 1
             self._save_state(state)
-            return {"claimed": True, "job": job, "status": self._public_status(state)}
+            return {
+                "claimed": True,
+                "job": self._public_job(job),
+                "lease_token": lease_token,
+                "status": self._public_status(state),
+            }
 
     def save_artifact_chunk(self, job_id: str, payload: dict[str, Any]) -> dict[str, Any]:
+        job_id = _valid_job_id(job_id)
         name = Path(str(payload.get("name") or "")).name
         if name not in ALLOWED_TRAINING_ARTIFACTS:
             raise ValueError(f"artifact is not allowed: {name}")
@@ -99,73 +191,126 @@ class TrainingCoordinator:
         sha256 = str(payload.get("sha256") or "").strip().lower()
         if index < 0 or total <= 0 or index >= total:
             raise ValueError("invalid artifact chunk index")
-        if not sha256:
+        if total > MAX_ARTIFACT_CHUNKS:
-            raise ValueError("artifact sha256 is required")
+            raise ValueError("artifact has too many chunks")
+        if not re.fullmatch(r"[0-9a-f]{64}", sha256):
+            raise ValueError("artifact sha256 is invalid")
         try:
             chunk = base64.b64decode(str(payload.get("data_base64") or ""), validate=True)
         except (ValueError, TypeError) as exc:
             raise ValueError("invalid artifact chunk payload") from exc
+        if not chunk or len(chunk) > MAX_ARTIFACT_CHUNK_BYTES:
+            raise ValueError("artifact chunk size is invalid")
 
-        chunk_dir = self.upload_root / job_id / name
-        chunk_dir.mkdir(parents=True, exist_ok=True)
-        (chunk_dir / f"{index:06d}.part").write_bytes(chunk)
-
-        if not all((chunk_dir / f"{part:06d}.part").is_file() for part in range(total)):
-            return {"complete": False, "received": index + 1, "total": total}
-
-        target_tmp = self.runtime_dir / f".{name}.{job_id}.tmp"
-        digest = hashlib.sha256()
-        with target_tmp.open("wb") as output:
-            for part in range(total):
-                data = (chunk_dir / f"{part:06d}.part").read_bytes()
-                digest.update(data)
-                output.write(data)
-        if digest.hexdigest().lower() != sha256:
-            target_tmp.unlink(missing_ok=True)
-            raise ValueError("artifact sha256 mismatch")
-
-        self.runtime_dir.mkdir(parents=True, exist_ok=True)
-        os.replace(target_tmp, self.runtime_dir / name)
-        _remove_tree(chunk_dir)
-
-        with self._lock:
-            state = self._load_state()
-            job = self._job_by_id(state, job_id)
-            if job is not None:
-                artifacts = job.setdefault("artifacts", [])
-                artifacts = [item for item in artifacts if item.get("name") != name]
-                artifacts.append({"name": name, "sha256": sha256, "uploaded_at": _now()})
-                job["artifacts"] = artifacts
-                self._save_state(state)
-        return {"complete": True, "name": name, "sha256": sha256}
-
-    def progress(self, job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
-        payload = payload or {}
         with self._lock:
             state = self._load_state()
             job = self._job_by_id(state, job_id)
             if job is None:
                 raise ValueError(f"training job not found: {job_id}")
+            if job.get("status") != "running" or not job.get("claimed_by"):
+                raise ValueError("training job is not claimed and running")
+            self._require_lease(job, payload)
+            uploads = job.setdefault("uploads", {})
+            upload = uploads.setdefault(name, {"sha256": sha256, "total": total})
+            if upload.get("sha256") != sha256 or int(upload.get("total", 0)) != total:
+                raise ValueError("artifact upload metadata changed during upload")
+
+            chunk_dir = self.upload_root / job_id / "chunks" / name
+            chunk_dir.mkdir(parents=True, exist_ok=True)
+            (chunk_dir / f"{index:06d}.part").write_bytes(chunk)
+
+            received = sum(1 for part in range(total) if (chunk_dir / f"{part:06d}.part").is_file())
+            if received < total:
+                upload["received"] = received
+                job["updated_at"] = _now()
+                self._save_state(state)
+                return {"complete": False, "received": received, "total": total}
+
+            ready_dir = self.upload_root / job_id / "ready"
+            ready_dir.mkdir(parents=True, exist_ok=True)
+            target_tmp = ready_dir / f".{name}.tmp"
+            digest = hashlib.sha256()
+            size = 0
+            with target_tmp.open("wb") as output:
+                for part in range(total):
+                    data = (chunk_dir / f"{part:06d}.part").read_bytes()
+                    size += len(data)
+                    if size > MAX_ARTIFACT_BYTES:
+                        target_tmp.unlink(missing_ok=True)
+                        raise ValueError("artifact exceeds maximum size")
+                    digest.update(data)
+                    output.write(data)
+            if digest.hexdigest().lower() != sha256:
+                target_tmp.unlink(missing_ok=True)
+                raise ValueError("artifact sha256 mismatch")
+
+            target = ready_dir / name
+            os.replace(target_tmp, target)
+            _remove_tree(chunk_dir)
+
+            artifacts = job.setdefault("artifacts", [])
+            artifacts = [item for item in artifacts if item.get("name") != name]
+            artifacts.append(
+                {"name": name, "sha256": sha256, "size": size, "staged_at": _now()}
+            )
+            job["artifacts"] = artifacts
+            job["updated_at"] = _now()
+            upload["received"] = total
+            upload["complete"] = True
+            self._save_state(state)
+            return {"complete": True, "staged": True, "name": name, "sha256": sha256}
+
+    def progress(self, job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
+        payload = payload or {}
+        job_id = _valid_job_id(job_id)
+        with self._lock:
+            state = self._load_state()
+            job = self._job_by_id(state, job_id)
+            if job is None:
+                raise ValueError(f"training job not found: {job_id}")
+            if job.get("status") != "running" or not job.get("claimed_by"):
+                raise ValueError("training job is not claimed and running")
+            self._require_lease(job, payload)
             if isinstance(payload.get("worker"), dict):
                 state["worker"] = self._worker_from_payload(payload["worker"])
-            job["status"] = str(payload.get("status") or job.get("status") or "running")
+            job["status"] = "running"
-            job["phase"] = str(payload.get("phase") or job.get("phase") or "running")
+            job["phase"] = str(payload.get("phase") or job.get("phase") or "running")[:80]
-            job["message"] = str(payload.get("message") or job.get("message") or "")
+            job["message"] = str(payload.get("message") or job.get("message") or "")[:2000]
             job["progress_percent"] = _coerce_percent(payload.get("progress_percent"), job.get("progress_percent", 0))
             job["updated_at"] = _now()
             if isinstance(payload.get("details"), dict):
                 job["details"] = payload["details"]
             self._save_state(state)
-            return {"ok": True, "job": job, "status": self._public_status(state)}
+            return {
+                "ok": True,
+                "job": self._public_job(job),
+                "status": self._public_status(state),
+            }
 
     def complete(self, job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
         payload = payload or {}
+        job_id = _valid_job_id(job_id)
         with self._lock:
             state = self._load_state()
             job = self._job_by_id(state, job_id)
             if job is None:
                 raise ValueError(f"training job not found: {job_id}")
+            if job.get("status") != "running" or not job.get("claimed_by"):
+                raise ValueError("training job is not claimed and running")
+            self._require_lease(job, payload)
             success = bool(payload.get("success", payload.get("status") == "completed"))
+            if success and job.get("artifacts"):
+                artifact_names = {
+                    str(item.get("name"))
+                    for item in job.get("artifacts", [])
+                    if isinstance(item, dict)
+                }
+                if artifact_names & REQUIRED_SHADOW_BUNDLE:
+                    staged = self._validate_and_stage_shadow(job_id, job)
+                    job["shadow_artifacts"] = staged
+                else:
+                    promoted = self._validate_and_promote(job_id, job)
+                    job["promoted_artifacts"] = promoted
             job["status"] = "completed" if success else "failed"
             job["phase"] = "completed" if success else "failed"
             job["progress_percent"] = 100 if success else _coerce_percent(payload.get("progress_percent"), job.get("progress_percent", 0))
@@ -173,8 +318,132 @@ class TrainingCoordinator:
             job["message"] = str(payload.get("message") or "")
             if isinstance(payload.get("summary"), dict):
                 job["summary"] = payload["summary"]
+                if str(payload["summary"].get("state") or "").startswith("collecting"):
+                    job["model_decision"] = "collecting"
+                elif isinstance(payload["summary"].get("accepted"), bool):
+                    job["model_decision"] = (
+                        "accepted" if payload["summary"]["accepted"] else "rejected"
+                    )
+            job.pop("lease_token", None)
             self._save_state(state)
-            return {"ok": True, "job": job, "status": self._public_status(state)}
+            return {
+                "ok": True,
+                "job": self._public_job(job),
+                "status": self._public_status(state),
+            }
+
+    def _validate_and_promote(self, job_id: str, job: dict[str, Any]) -> list[dict[str, Any]]:
+        ready_dir = self.upload_root / job_id / "ready"
+        staged = {path.name for path in ready_dir.iterdir() if path.is_file()} if ready_dir.is_dir() else set()
+        missing = REQUIRED_MODEL_BUNDLE - staged
+        if missing:
+            raise ValueError("training bundle is incomplete: " + ", ".join(sorted(missing)))
+
+        model = _read_json(ready_dir / "lstm_forecaster.json")
+        guard = _read_json(ready_dir / "torch_retrain_guard.json")
+        calibration = _read_json(ready_dir / "torch_threshold_calibration.json")
+        if model.get("type") != "pytorch_recurrent_forecaster":
+            raise ValueError("candidate model type is invalid")
+        symbols = model.get("symbols")
+        if not isinstance(symbols, dict) or not symbols:
+            raise ValueError("candidate model has no symbol models")
+        _validate_symbol_models(symbols)
+        model_sha256 = hashlib.sha256((ready_dir / "lstm_forecaster.json").read_bytes()).hexdigest()
+        if calibration.get("artifact_sha256") != model_sha256:
+            raise ValueError("candidate calibration is not bound to the uploaded model")
+        if not bool(guard.get("accepted")):
+            raise ValueError("candidate retrain guard did not accept the model")
+        if guard.get("candidate_artifact_sha256") != model_sha256:
+            raise ValueError("candidate guard is not bound to the uploaded model")
+        validation = calibration.get("validation")
+        if not isinstance(validation, dict) or not _validation_passed(validation):
+            raise ValueError("candidate quality gate did not pass")
+        if validation.get("protocol") != "untouched_model_holdout_with_threshold_walk_forward":
+            raise ValueError("candidate validation protocol is not an untouched holdout")
+
+        self.runtime_dir.mkdir(parents=True, exist_ok=True)
+        backup_dir = self.runtime_dir / ".model_backups" / f"{_compact_now()}-{job_id}"
+        backup_dir.mkdir(parents=True, exist_ok=True)
+        for name in sorted(REQUIRED_MODEL_BUNDLE):
+            current = self.runtime_dir / name
+            if current.is_file():
+                shutil.copy2(current, backup_dir / name)
+
+        promoted: list[dict[str, Any]] = []
+        artifact_rows = {
+            str(item.get("name")): item
+            for item in job.get("artifacts", [])
+            if isinstance(item, dict)
+        }
+        for name in sorted(REQUIRED_MODEL_BUNDLE):
+            staged_path = ready_dir / name
+            target_tmp = self.runtime_dir / f".{name}.{job_id}.promote"
+            shutil.copy2(staged_path, target_tmp)
+            os.replace(target_tmp, self.runtime_dir / name)
+            row = artifact_rows.get(name, {})
+            promoted.append(
+                {
+                    "name": name,
+                    "sha256": row.get("sha256", ""),
+                    "promoted_at": _now(),
+                }
+            )
+        _remove_tree(self.upload_root / job_id)
+        return promoted
+
+    def _validate_and_stage_shadow(self, job_id: str, job: dict[str, Any]) -> list[dict[str, Any]]:
+        ready_dir = self.upload_root / job_id / "ready"
+        staged = {path.name for path in ready_dir.iterdir() if path.is_file()} if ready_dir.is_dir() else set()
+        missing = REQUIRED_SHADOW_BUNDLE - staged
+        if missing:
+            raise ValueError("shadow training bundle is incomplete: " + ", ".join(sorted(missing)))
+
+        model_path = ready_dir / "lstm_forecaster.shadow.json"
+        calibration_path = ready_dir / "torch_shadow_calibration.json"
+        guard_path = ready_dir / "torch_shadow_guard.json"
+        model = _read_json(model_path)
+        calibration = _read_json(calibration_path)
+        guard = _read_json(guard_path)
+        if model.get("type") != "pytorch_recurrent_forecaster":
+            raise ValueError("shadow candidate model type is invalid")
+        symbols = model.get("symbols")
+        if not isinstance(symbols, dict) or not symbols:
+            raise ValueError("shadow candidate model has no symbol models")
+        _validate_symbol_models(symbols)
+        model_sha256 = hashlib.sha256(model_path.read_bytes()).hexdigest()
+        if calibration.get("artifact_sha256") != model_sha256:
+            raise ValueError("shadow calibration is not bound to the uploaded model")
+        if not bool(guard.get("accepted")):
+            raise ValueError("shadow candidate did not pass the offline guard")
+        if guard.get("candidate_artifact_sha256") != model_sha256:
+            raise ValueError("shadow guard is not bound to the uploaded model")
+        validation = calibration.get("validation")
+        if not isinstance(validation, dict) or not _validation_passed(validation):
+            raise ValueError("shadow candidate offline quality gate did not pass")
+        if validation.get("protocol") != "untouched_model_holdout_with_threshold_walk_forward":
+            raise ValueError("shadow candidate validation protocol is not an untouched holdout")
+
+        self.runtime_dir.mkdir(parents=True, exist_ok=True)
+        artifact_rows = {
+            str(item.get("name")): item
+            for item in job.get("artifacts", [])
+            if isinstance(item, dict)
+        }
+        installed: list[dict[str, Any]] = []
+        for name in sorted(REQUIRED_SHADOW_BUNDLE):
+            target_tmp = self.runtime_dir / f".{name}.{job_id}.stage"
+            shutil.copy2(ready_dir / name, target_tmp)
+            os.replace(target_tmp, self.runtime_dir / name)
+            row = artifact_rows.get(name, {})
+            installed.append(
+                {
+                    "name": name,
+                    "sha256": row.get("sha256", ""),
+                    "staged_at": _now(),
+                }
+            )
+        _remove_tree(self.upload_root / job_id)
+        return installed
 
     def _load_state(self) -> dict[str, Any]:
         try:
@@ -193,10 +462,11 @@ class TrainingCoordinator:
         os.replace(tmp, self.state_path)
 
     def _worker_from_payload(self, payload: dict[str, Any]) -> dict[str, Any]:
+        worker_id = str(payload.get("worker_id") or payload.get("id") or "windows-training-host").strip()
         return {
-            "id": str(payload.get("worker_id") or payload.get("id") or "windows-training-host"),
+            "id": worker_id,
-            "name": str(payload.get("name") or "DESKTOP-TMFDL0H"),
+            "name": str(payload.get("name") or worker_id).strip(),
-            "path": str(payload.get("path") or "C:\\Repos\\TradeBot"),
+            "path": str(payload.get("path") or "").strip(),
             "version": str(payload.get("version") or "1"),
             "last_seen_at": _now(),
         }
@@ -219,11 +489,27 @@ class TrainingCoordinator:
             "agent_recently_seen": recently_seen,
             "agent_busy": agent_busy,
             "worker": worker,
-            "active_job": active,
+            "active_job": self._public_job(active),
-            "latest_job": latest,
+            "latest_job": self._public_job(latest),
             "pending_jobs": sum(1 for job in state.get("jobs", []) if job.get("status") == "pending"),
         }
 
+    @staticmethod
+    def _public_job(job: dict[str, Any] | None) -> dict[str, Any] | None:
+        if job is None:
+            return None
+        public = dict(job)
+        public.pop("lease_token", None)
+        public.pop("uploads", None)
+        return public
+
+    @staticmethod
+    def _require_lease(job: dict[str, Any], payload: dict[str, Any]) -> None:
+        expected = str(job.get("lease_token") or "")
+        supplied = str(payload.get("lease_token") or "")
+        if not expected or not supplied or not hmac.compare_digest(expected, supplied):
+            raise ValueError("training job lease is invalid or expired")
+
     def _active_job(self, state: dict[str, Any]) -> dict[str, Any] | None:
         for job in reversed(state.get("jobs", [])):
             if job.get("status") in {"pending", "running"}:
@@ -247,11 +533,30 @@ class TrainingCoordinator:
         for job in state.get("jobs", []):
             if job.get("status") != "running":
                 continue
-            claimed_at = _parse_time(str(job.get("claimed_at") or ""))
+            lease_updated_at = _parse_time(
-            if claimed_at and now - claimed_at > RUNNING_TIMEOUT:
+                str(job.get("updated_at") or job.get("claimed_at") or "")
+            )
+            if not lease_updated_at or now - lease_updated_at <= RUNNING_LEASE_TIMEOUT:
+                continue
+            job_id = str(job.get("id") or "")
+            if job_id:
+                _remove_tree(self.upload_root / job_id)
+            job.pop("lease_token", None)
+            job.pop("uploads", None)
+            attempts = int(job.get("attempts", 0))
+            if attempts < MAX_JOB_ATTEMPTS:
+                job["status"] = "pending"
+                job["phase"] = "queued"
+                job["progress_percent"] = 0
+                job["message"] = "training worker lease expired; queued for retry"
+                job["retry_queued_at"] = _now()
+                for key in ("claimed_at", "claimed_by", "worker", "updated_at"):
+                    job.pop(key, None)
+            else:
                 job["status"] = "failed"
+                job["phase"] = "failed"
                 job["completed_at"] = _now()
-                job["message"] = "training worker timeout"
+                job["message"] = "training worker lease expired after maximum retries"
 
     def _trim_jobs(self, state: dict[str, Any]) -> None:
         jobs = state.get("jobs", [])
@@ -262,8 +567,163 @@ class TrainingCoordinator:
 def _safe_parameters(value: Any) -> dict[str, Any]:
     if not isinstance(value, dict):
         return {}
-    allowed = {"symbols", "limit", "lookbacks", "architectures", "hidden_sizes", "layers", "dropouts", "epochs"}
+    allowed = {
-    return {key: value[key] for key in allowed if key in value}
+        "symbols",
+        "limit",
+        "lookbacks",
+        "architectures",
+        "hidden_sizes",
+        "layers",
+        "dropouts",
+        "epochs",
+        "validation_window",
+        "holdout_window",
+        "ensemble_seeds",
+        "selection_folds",
+        "learning_rate",
+        "weight_decay",
+        "horizon",
+        "horizons",
+        "patience",
+        "context_symbols",
+        "features",
+        "seed",
+        "interval",
+        "pooled",
+        "resume_candidate",
+        "use_orderbook",
+        "orderbook_min_samples_per_bucket",
+        "orderbook_min_covered_buckets",
+        "orderbook_min_symbols",
+    }
+    result = {key: value[key] for key in allowed if key in value}
+    for key, low, high in (
+        ("limit", 500, 20000),
+        ("epochs", 1, 200),
+        ("validation_window", 64, 2000),
+        ("holdout_window", 64, 1000),
+        ("selection_folds", 1, 12),
+        ("horizon", 1, 96),
+        ("patience", 1, 50),
+        ("seed", 1, 2_147_483_647),
+        ("orderbook_min_samples_per_bucket", 1, 5000),
+        ("orderbook_min_covered_buckets", 96, 20000),
+        ("orderbook_min_symbols", 1, 30),
+    ):
+        if key not in result:
+            continue
+        try:
+            result[key] = max(low, min(high, int(result[key])))
+        except (TypeError, ValueError):
+            result.pop(key, None)
+    if "symbols" in result:
+        symbols = [
+            item.strip().upper()
+            for item in str(result["symbols"]).split(",")
+            if re.fullmatch(r"[A-Z0-9]{3,20}", item.strip().upper())
+        ]
+        result["symbols"] = ",".join(symbols[:30])
+    if "architectures" in result:
+        architectures = [
+            item.strip().lower()
+            for item in str(result["architectures"]).split(",")
+            if item.strip().lower() in {"lstm", "gru"}
+        ]
+        result["architectures"] = ",".join(architectures) or "lstm,gru"
+    for key in (
+        "lookbacks",
+        "hidden_sizes",
+        "layers",
+        "dropouts",
+        "ensemble_seeds",
+        "horizons",
+        "context_symbols",
+        "features",
+        "interval",
+    ):
+        if key in result:
+            result[key] = str(result[key])[: 4000 if key == "features" else 500]
+    for key, low, high in (
+        ("learning_rate", 0.00001, 0.1),
+        ("weight_decay", 0.0, 0.1),
+    ):
+        if key not in result:
+            continue
+        try:
+            result[key] = max(low, min(high, float(result[key])))
+        except (TypeError, ValueError):
+            result.pop(key, None)
+    if "pooled" in result:
+        result["pooled"] = result["pooled"] is True
+    if "resume_candidate" in result:
+        result["resume_candidate"] = result["resume_candidate"] is True
+    if "use_orderbook" in result:
+        result["use_orderbook"] = result["use_orderbook"] is True
+    return result
+
+
+def _valid_job_id(value: str) -> str:
+    try:
+        return str(uuid.UUID(str(value)))
+    except (ValueError, AttributeError, TypeError) as exc:
+        raise ValueError("invalid training job id") from exc
+
+
+def _read_json(path: Path) -> dict[str, Any]:
+    try:
+        data = json.loads(path.read_text(encoding="utf-8"))
+    except (OSError, json.JSONDecodeError) as exc:
+        raise ValueError(f"invalid training artifact: {path.name}") from exc
+    if not isinstance(data, dict):
+        raise ValueError(f"invalid training artifact: {path.name}")
+    return data
+
+
+def _validation_passed(validation: dict[str, Any]) -> bool:
+    if "passed" in validation:
+        return bool(validation.get("passed"))
+    return str(validation.get("status", "")).strip().lower() in {"pass", "passed", "ok"}
+
+
+def _validate_symbol_models(symbols: dict[str, Any]) -> None:
+    for symbol, entry in symbols.items():
+        if not isinstance(entry, dict):
+            raise ValueError(f"candidate model entry is invalid: {symbol}")
+        if entry.get("model") not in {"torch_lstm", "torch_gru"}:
+            raise ValueError(f"candidate model architecture is invalid: {symbol}")
+        try:
+            lookback = int(entry.get("lookback", 0))
+            input_size = int(entry.get("input_size", 0))
+            hidden_size = int(entry.get("hidden_size", 0))
+        except (TypeError, ValueError) as exc:
+            raise ValueError(f"candidate model dimensions are invalid: {symbol}") from exc
+        if not 4 <= lookback <= 512 or not 1 <= input_size <= 256 or not 1 <= hidden_size <= 1024:
+            raise ValueError(f"candidate model dimensions are out of range: {symbol}")
+        members = entry.get("ensemble_members")
+        payloads = members if isinstance(members, list) and members else [entry]
+        for payload in payloads:
+            if not isinstance(payload, dict) or not isinstance(payload.get("state_dict"), dict):
+                raise ValueError(f"candidate recurrent state is missing: {symbol}")
+            merged = {**entry, **payload}
+            if merged.get("multitask_head") is True:
+                required = (
+                    "head_hidden_weight",
+                    "head_hidden_bias",
+                    "return_head_weight",
+                    "return_head_bias",
+                    "event_head_weight",
+                    "event_head_bias",
+                )
+                if any(not isinstance(merged.get(name), list) for name in required):
+                    raise ValueError(f"candidate multitask forecast head is missing: {symbol}")
+            elif not isinstance(merged.get("head_weight"), list) or not isinstance(
+                merged.get("head_bias"), list
+            ):
+                raise ValueError(f"candidate forecast head is missing: {symbol}")
+
+
+def _compact_now() -> str:
+    return datetime.now(UTC).strftime("%Y%m%dT%H%M%SZ")
 
 
 def _latest_job(state: dict[str, Any]) -> dict[str, Any] | None:

crypto_spot_bot/web/dashboard.css

@@ -0,0 +1,410 @@
+:root {
+  --bg: #090b0f;
+  --surface: #101319;
+  --surface-2: #151920;
+  --surface-3: #1b2029;
+  --line: #242a34;
+  --line-soft: #1b2028;
+  --text: #f4f6f8;
+  --muted: #8d96a5;
+  --dim: #626b79;
+  --green: #26d99a;
+  --green-soft: #10271f;
+  --red: #ff6275;
+  --red-soft: #2b151b;
+  --amber: #f3b34c;
+  --amber-soft: #2a2113;
+  --blue: #7891ff;
+  --sidebar: 224px;
+  --radius: 10px;
+  font-family: Inter, ui-sans-serif, -apple-system, BlinkMacSystemFont, "Segoe UI", sans-serif;
+  color: var(--text);
+  background: var(--bg);
+  font-synthesis: none;
+}
+
+* { box-sizing: border-box; }
+
+html { min-width: 320px; background: var(--bg); }
+
+body {
+  min-height: 100vh;
+  margin: 0;
+  background: var(--bg);
+  color: var(--text);
+  -webkit-font-smoothing: antialiased;
+}
+
+button, input { font: inherit; }
+button { color: inherit; }
+button:focus-visible, input:focus-visible, a:focus-visible { outline: 2px solid var(--blue); outline-offset: 2px; }
+a { color: inherit; text-decoration: none; }
+
+.app-shell { min-height: 100vh; }
+
+.sidebar {
+  position: fixed;
+  inset: 0 auto 0 0;
+  z-index: 20;
+  display: flex;
+  width: var(--sidebar);
+  flex-direction: column;
+  border-right: 1px solid var(--line-soft);
+  background: #0c0f14;
+}
+
+.brand {
+  display: flex;
+  min-height: 86px;
+  align-items: center;
+  gap: 12px;
+  padding: 0 24px;
+  border-bottom: 1px solid var(--line-soft);
+}
+
+.brand-mark, .dialog-icon {
+  display: grid;
+  width: 35px;
+  height: 35px;
+  place-items: center;
+  border: 1px solid #2d8c6d;
+  border-radius: 8px;
+  background: #10231d;
+  color: var(--green);
+  font-weight: 850;
+  letter-spacing: -.04em;
+}
+
+.brand strong { display: block; font-size: 15px; letter-spacing: .01em; }
+.brand small { display: block; margin-top: 3px; color: var(--dim); font-size: 10px; font-weight: 700; letter-spacing: .16em; text-transform: uppercase; }
+
+.nav-list { display: grid; gap: 5px; padding: 22px 14px; }
+
+.nav-item {
+  display: flex;
+  width: 100%;
+  align-items: center;
+  gap: 13px;
+  padding: 11px 12px;
+  border: 1px solid transparent;
+  border-radius: 7px;
+  background: transparent;
+  color: var(--muted);
+  cursor: pointer;
+  font-size: 13px;
+  font-weight: 650;
+  text-align: left;
+  transition: background .15s ease, color .15s ease, border-color .15s ease;
+}
+
+.nav-item:hover { background: var(--surface); color: var(--text); }
+.nav-item.is-active { border-color: #25352f; background: #111b18; color: var(--green); }
+.nav-item svg { width: 18px; height: 18px; flex: 0 0 auto; fill: currentColor; }
+
+.sidebar-foot { margin-top: auto; padding: 20px 18px 22px; border-top: 1px solid var(--line-soft); }
+.connection-mini { display: flex; align-items: center; gap: 10px; }
+.connection-mini strong { display: block; font-size: 11px; font-weight: 700; }
+.connection-mini small { display: block; margin-top: 3px; color: var(--dim); font-size: 10px; }
+.live-dot { width: 8px; height: 8px; flex: 0 0 auto; border-radius: 50%; background: var(--amber); box-shadow: 0 0 0 4px rgba(243,179,76,.09); }
+.live-dot.is-online { background: var(--green); box-shadow: 0 0 0 4px rgba(38,217,154,.09); }
+.live-dot.is-offline { background: var(--red); box-shadow: 0 0 0 4px rgba(255,98,117,.09); }
+.version-line { margin-top: 17px; color: var(--dim); font: 10px ui-monospace, SFMono-Regular, Consolas, monospace; }
+
+.main { min-height: 100vh; margin-left: var(--sidebar); }
+
+.topbar {
+  position: sticky;
+  top: 0;
+  z-index: 10;
+  display: flex;
+  min-height: 86px;
+  align-items: center;
+  justify-content: space-between;
+  padding: 0 32px;
+  border-bottom: 1px solid var(--line-soft);
+  background: rgba(9,11,15,.94);
+  backdrop-filter: blur(14px);
+}
+
+.eyebrow { margin: 0 0 7px; color: var(--dim); font-size: 9px; font-weight: 800; letter-spacing: .17em; text-transform: uppercase; }
+.topbar h1 { margin: 0; font-size: 21px; font-weight: 720; letter-spacing: -.02em; }
+.topbar-actions { display: flex; align-items: center; gap: 12px; }
+.sync-label { color: var(--dim); font-size: 11px; }
+
+.badge {
+  display: inline-flex;
+  min-height: 24px;
+  align-items: center;
+  justify-content: center;
+  padding: 0 9px;
+  border: 1px solid var(--line);
+  border-radius: 5px;
+  background: var(--surface-2);
+  color: var(--muted);
+  font-size: 9px;
+  font-weight: 800;
+  letter-spacing: .09em;
+  text-transform: uppercase;
+}
+
+.badge-mode { color: var(--amber); }
+.badge.is-good { border-color: #245c49; background: var(--green-soft); color: var(--green); }
+.badge.is-warn { border-color: #5e4927; background: var(--amber-soft); color: var(--amber); }
+.badge.is-bad { border-color: #63313a; background: var(--red-soft); color: var(--red); }
+
+.icon-button {
+  display: grid;
+  width: 34px;
+  height: 34px;
+  place-items: center;
+  border: 1px solid var(--line);
+  border-radius: 7px;
+  background: var(--surface);
+  cursor: pointer;
+}
+.icon-button:hover { background: var(--surface-2); }
+.icon-button svg { width: 16px; height: 16px; fill: var(--muted); }
+.icon-button.is-spinning svg { animation: spin .7s linear infinite; }
+@keyframes spin { to { transform: rotate(360deg); } }
+
+.page { display: none; max-width: 1480px; margin: 0 auto; padding: 26px 32px 48px; }
+.page.is-active { display: block; }
+
+.offline-banner {
+  margin: 18px 32px 0;
+  padding: 11px 14px;
+  border: 1px solid #63313a;
+  border-radius: 7px;
+  background: var(--red-soft);
+  color: var(--red);
+  font-size: 12px;
+}
+.offline-banner span { margin-left: 5px; color: #dba3aa; }
+
+.card { border: 1px solid var(--line-soft); border-radius: var(--radius); background: var(--surface); }
+
+.hero {
+  position: relative;
+  display: grid;
+  min-height: 250px;
+  grid-template-columns: minmax(0, 1.5fr) minmax(300px, .7fr);
+  overflow: hidden;
+  border-color: #25322e;
+  background-color: #0f1514;
+  background-image: linear-gradient(rgba(38,217,154,.035) 1px, transparent 1px), linear-gradient(90deg, rgba(38,217,154,.035) 1px, transparent 1px);
+  background-size: 28px 28px;
+}
+
+.hero::after { position: absolute; inset: auto 0 0; height: 2px; background: var(--green); content: ""; opacity: .7; }
+.hero-copy { align-self: center; padding: 35px 38px; }
+.status-kicker { display: flex; align-items: center; gap: 9px; color: var(--green); font-size: 11px; font-weight: 750; letter-spacing: .06em; text-transform: uppercase; }
+.status-orb { width: 8px; height: 8px; border-radius: 50%; background: var(--amber); }
+.status-orb.is-good { background: var(--green); box-shadow: 0 0 14px rgba(38,217,154,.5); }
+.status-orb.is-bad { background: var(--red); }
+.hero h2 { max-width: 670px; margin: 17px 0 10px; font-size: clamp(27px, 3vw, 43px); font-weight: 760; letter-spacing: -.045em; line-height: 1.05; }
+.hero-copy > p { max-width: 650px; margin: 0; color: var(--muted); font-size: 13px; line-height: 1.65; }
+.hero-actions { display: flex; gap: 9px; margin-top: 25px; }
+
+.button {
+  min-height: 37px;
+  padding: 0 16px;
+  border: 1px solid var(--line);
+  border-radius: 7px;
+  background: var(--surface-2);
+  cursor: pointer;
+  font-size: 11px;
+  font-weight: 750;
+  transition: transform .12s ease, filter .12s ease;
+}
+.button:hover:not(:disabled) { filter: brightness(1.1); transform: translateY(-1px); }
+.button:disabled { cursor: not-allowed; opacity: .42; }
+.button-primary { border-color: #287258; background: #143c30; color: var(--green); }
+.button-danger { border-color: #66333b; background: #32181e; color: var(--red); }
+.button-secondary { background: var(--surface-3); color: var(--muted); }
+.button-wide { width: 100%; }
+
+.hero-telemetry { display: grid; align-content: center; gap: 0; padding: 25px 34px; border-left: 1px solid rgba(38,217,154,.12); background: rgba(5,10,9,.62); }
+.hero-telemetry div { display: flex; align-items: baseline; justify-content: space-between; gap: 15px; padding: 18px 0; border-bottom: 1px solid #1c2925; }
+.hero-telemetry div:last-child { border-bottom: 0; }
+.hero-telemetry span { color: var(--dim); font-size: 10px; letter-spacing: .05em; text-transform: uppercase; }
+.hero-telemetry strong { font: 650 13px ui-monospace, SFMono-Regular, Consolas, monospace; }
+
+.metric-grid { display: grid; grid-template-columns: repeat(4, minmax(0, 1fr)); gap: 12px; margin-top: 12px; }
+.metric { min-height: 126px; padding: 21px 22px; }
+.metric > span { color: var(--muted); font-size: 10px; font-weight: 650; }
+.metric strong { display: block; margin-top: 15px; font: 700 clamp(22px, 2.5vw, 30px) ui-monospace, SFMono-Regular, Consolas, monospace; letter-spacing: -.04em; }
+.metric small { display: block; margin-top: 8px; color: var(--dim); font-size: 10px; }
+.positive { color: var(--green) !important; }
+.negative { color: var(--red) !important; }
+.warning { color: var(--amber) !important; }
+
+.content-grid { display: grid; grid-template-columns: minmax(0, 2fr) minmax(280px, 1fr); gap: 12px; margin-top: 12px; }
+.content-grid > .card, .system-grid > .card { min-width: 0; padding: 22px; }
+.span-2 { grid-column: 1; }
+.card-head { display: flex; min-height: 40px; align-items: flex-start; justify-content: space-between; gap: 15px; margin-bottom: 18px; }
+.card-head h2 { margin: 0; font-size: 16px; font-weight: 700; letter-spacing: -.02em; }
+.subtext { margin: 8px 0 0; color: var(--muted); font-size: 11px; line-height: 1.55; }
+.text-button { padding: 3px 0; border: 0; background: transparent; color: var(--green); cursor: pointer; font-size: 10px; font-weight: 700; }
+
+.table-wrap { width: 100%; overflow-x: auto; }
+table { width: 100%; border-collapse: collapse; }
+th { padding: 9px 12px; border-bottom: 1px solid var(--line); color: var(--dim); font-size: 9px; font-weight: 750; letter-spacing: .08em; text-align: right; text-transform: uppercase; white-space: nowrap; }
+th:first-child, td:first-child { padding-left: 0; text-align: left; }
+th:last-child, td:last-child { padding-right: 0; }
+td { height: 54px; padding: 9px 12px; border-bottom: 1px solid var(--line-soft); color: #cad0d8; font: 11px ui-monospace, SFMono-Regular, Consolas, monospace; text-align: right; white-space: nowrap; }
+tbody tr:last-child td { border-bottom: 0; }
+tbody tr:hover td { background: rgba(255,255,255,.012); }
+.symbol-cell { color: var(--text); font: 750 12px Inter, ui-sans-serif, sans-serif; }
+.symbol-cell small { display: block; margin-top: 4px; color: var(--dim); font: 9px ui-monospace, SFMono-Regular, Consolas, monospace; }
+.sparkline { display: block; width: 88px; height: 28px; margin-left: auto; overflow: visible; }
+.sparkline polyline { fill: none; stroke: var(--green); stroke-width: 1.5; vector-effect: non-scaling-stroke; }
+.sparkline.is-down polyline { stroke: var(--red); }
+.row-state { display: inline-flex; align-items: center; gap: 6px; font: 700 9px Inter, ui-sans-serif, sans-serif; letter-spacing: .04em; text-transform: uppercase; }
+.row-state::before { width: 6px; height: 6px; border-radius: 50%; background: currentColor; content: ""; }
+.empty { height: 120px; color: var(--dim); font: 11px Inter, ui-sans-serif, sans-serif; text-align: center !important; }
+.empty-block { display: grid; min-height: 110px; place-items: center; color: var(--dim); font-size: 11px; }
+
+.readiness-card { grid-column: 2; grid-row: 1; }
+.readiness-score { display: flex; align-items: flex-end; justify-content: space-between; gap: 16px; padding: 16px 0 19px; border-bottom: 1px solid var(--line-soft); }
+.readiness-score strong { font: 720 31px ui-monospace, SFMono-Regular, Consolas, monospace; }
+.readiness-score span { padding-bottom: 4px; color: var(--dim); font-size: 10px; }
+.check-list { display: grid; gap: 11px; margin: 18px 0 0; padding: 0; list-style: none; }
+.check-list li { display: flex; align-items: flex-start; gap: 9px; color: var(--muted); font-size: 10px; line-height: 1.45; }
+.check-dot { width: 7px; height: 7px; margin-top: 3px; flex: 0 0 auto; border-radius: 50%; background: var(--green); }
+.check-dot.is-bad { background: var(--red); }
+.check-dot.is-warn { background: var(--amber); }
+
+.position-list { display: grid; gap: 0; }
+.position-row { display: grid; grid-template-columns: 1.1fr repeat(4, minmax(85px, .8fr)); align-items: center; gap: 14px; min-height: 60px; border-bottom: 1px solid var(--line-soft); }
+.position-row:last-child { border-bottom: 0; }
+.position-row > div { min-width: 0; text-align: right; }
+.position-row > div:first-child { text-align: left; }
+.position-row span { display: block; margin-bottom: 4px; color: var(--dim); font-size: 9px; }
+.position-row strong { display: block; overflow: hidden; font: 650 11px ui-monospace, SFMono-Regular, Consolas, monospace; text-overflow: ellipsis; white-space: nowrap; }
+
+.model-card { grid-column: 2; grid-row: 2; }
+.model-glyph { display: grid; width: 34px; height: 34px; place-items: center; border: 1px solid #2d385b; border-radius: 7px; background: #151a2c; color: var(--blue); font: 700 18px Georgia, serif; }
+.model-state { padding: 14px 0 20px; border-bottom: 1px solid var(--line-soft); }
+.model-state strong { display: block; font-size: 15px; }
+.model-state span { display: block; margin-top: 6px; color: var(--muted); font-size: 10px; line-height: 1.45; }
+.compact-dl, .system-dl { margin: 14px 0 0; }
+.compact-dl div, .system-dl div { display: flex; align-items: center; justify-content: space-between; gap: 14px; padding: 9px 0; border-bottom: 1px solid var(--line-soft); }
+.compact-dl div:last-child, .system-dl div:last-child { border-bottom: 0; }
+.compact-dl dt, .system-dl dt { color: var(--dim); font-size: 10px; }
+.compact-dl dd, .system-dl dd { margin: 0; font: 650 10px ui-monospace, SFMono-Regular, Consolas, monospace; text-align: right; }
+
+.page-card { min-height: 460px; padding: 24px; }
+.page-card-head { align-items: center; margin-bottom: 24px; }
+.table-large td { height: 61px; }
+.search-box { display: flex; width: 220px; height: 36px; align-items: center; gap: 8px; padding: 0 11px; border: 1px solid var(--line); border-radius: 7px; background: var(--bg); }
+.search-box svg { width: 15px; height: 15px; fill: var(--dim); }
+.search-box input { width: 100%; border: 0; outline: 0; background: transparent; color: var(--text); font-size: 11px; }
+.search-box input::placeholder { color: var(--dim); }
+
+.positions-metrics { margin-top: 0; margin-bottom: 12px; }
+.activity-grid { display: grid; grid-template-columns: repeat(3, minmax(0, 1fr)); gap: 12px; }
+.activity-card { min-width: 0; padding: 22px; }
+.feed { max-height: calc(100vh - 205px); min-height: 420px; overflow-y: auto; scrollbar-width: thin; scrollbar-color: var(--line) transparent; }
+.feed-item { padding: 14px 0; border-bottom: 1px solid var(--line-soft); }
+.feed-item:first-child { padding-top: 2px; }
+.feed-item:last-child { border-bottom: 0; }
+.feed-top { display: flex; align-items: center; justify-content: space-between; gap: 12px; }
+.feed-top strong { font-size: 11px; }
+.feed-top time { color: var(--dim); font: 9px ui-monospace, SFMono-Regular, Consolas, monospace; }
+.feed-item p { margin: 7px 0 0; color: var(--muted); font-size: 10px; line-height: 1.55; }
+.feed-meta { display: flex; gap: 10px; margin-top: 8px; color: var(--dim); font: 9px ui-monospace, SFMono-Regular, Consolas, monospace; }
+.action-label { font-size: 9px !important; letter-spacing: .05em; }
+
+.system-grid { display: grid; grid-template-columns: repeat(2, minmax(0, 1fr)); gap: 12px; }
+.system-grid > .card { min-height: 290px; }
+.control-buttons { display: flex; gap: 9px; margin-top: 24px; }
+.setting-row { display: flex; align-items: center; justify-content: space-between; gap: 20px; margin-top: 26px; padding-top: 20px; border-top: 1px solid var(--line-soft); }
+.setting-row strong { display: block; font-size: 11px; }
+.setting-row span { display: block; margin-top: 5px; color: var(--dim); font-size: 10px; }
+.switch { position: relative; display: inline-flex; cursor: pointer; }
+.switch input { position: absolute; width: 1px; height: 1px; opacity: 0; }
+.switch > span { position: relative; width: 40px; height: 22px; margin: 0; border: 1px solid var(--line); border-radius: 12px; background: var(--surface-3); transition: background .15s ease; }
+.switch > span::after { position: absolute; top: 3px; left: 3px; width: 14px; height: 14px; border-radius: 50%; background: var(--muted); content: ""; transition: transform .15s ease, background .15s ease; }
+.switch input:checked + span { border-color: #287258; background: #143c30; }
+.switch input:checked + span::after { background: var(--green); transform: translateX(18px); }
+.switch input:focus-visible + span { outline: 2px solid var(--blue); outline-offset: 2px; }
+.guard-note { margin: 17px 0 0; padding: 11px 12px; border-left: 2px solid var(--amber); background: #17140f; color: #a99c88; font-size: 9px; line-height: 1.55; }
+
+.dialog { width: min(430px, calc(100vw - 32px)); padding: 0; border: 1px solid var(--line); border-radius: 11px; background: #11151b; color: var(--text); box-shadow: 0 28px 90px rgba(0,0,0,.62); }
+.dialog::backdrop { background: rgba(3,5,8,.82); backdrop-filter: blur(8px); }
+.dialog form { padding: 28px; }
+.dialog-icon { margin-bottom: 24px; }
+.dialog h2 { margin: 0; font-size: 22px; letter-spacing: -.03em; }
+.dialog p:not(.eyebrow):not(.form-error) { margin: 11px 0 22px; color: var(--muted); font-size: 11px; line-height: 1.6; }
+.dialog label { display: block; margin-bottom: 8px; color: var(--muted); font-size: 10px; }
+.dialog input { width: 100%; height: 40px; padding: 0 11px; border: 1px solid var(--line); border-radius: 7px; outline: 0; background: #090c10; color: var(--text); }
+.auth-fields { display: grid; gap: 14px; }
+.dialog .button-wide { margin-top: 14px; }
+.form-error { min-height: 16px; margin: 8px 0 0; color: var(--red); font-size: 9px; }
+.dialog-actions { display: flex; justify-content: flex-end; gap: 9px; }
+
+.toast { position: fixed; right: 24px; bottom: 24px; z-index: 50; max-width: 360px; padding: 12px 15px; border: 1px solid var(--line); border-radius: 8px; background: var(--surface-3); color: var(--text); font-size: 11px; opacity: 0; pointer-events: none; transform: translateY(12px); transition: opacity .16s ease, transform .16s ease; }
+.toast.is-visible { opacity: 1; transform: translateY(0); }
+.toast.is-error { border-color: #63313a; color: var(--red); }
+.sr-only { position: absolute; width: 1px; height: 1px; overflow: hidden; clip: rect(0,0,0,0); white-space: nowrap; }
+
+@media (max-width: 1100px) {
+  :root { --sidebar: 76px; }
+  .brand { justify-content: center; padding: 0; }
+  .brand > span:last-child, .nav-item span, .sidebar-foot { display: none; }
+  .nav-list { padding-inline: 11px; }
+  .nav-item { justify-content: center; padding-inline: 0; }
+  .content-grid { grid-template-columns: 1fr; }
+  .span-2, .readiness-card, .model-card { grid-column: 1; grid-row: auto; }
+  .activity-grid { grid-template-columns: 1fr; }
+  .feed { max-height: 520px; min-height: 280px; }
+}
+
+@media (max-width: 760px) {
+  :root { --sidebar: 0px; }
+  .sidebar { inset: auto 0 0; width: 100%; height: 64px; border-top: 1px solid var(--line); border-right: 0; }
+  .brand, .sidebar-foot { display: none; }
+  .nav-list { display: grid; height: 100%; grid-template-columns: repeat(5, 1fr); gap: 0; padding: 5px 8px; }
+  .nav-item { flex-direction: column; justify-content: center; gap: 4px; padding: 4px; font-size: 8px; }
+  .nav-item span { display: block; }
+  .nav-item svg { width: 16px; height: 16px; }
+  .main { margin-left: 0; padding-bottom: 64px; }
+  .topbar { min-height: 70px; padding: 0 18px; }
+  .topbar .eyebrow, .sync-label { display: none; }
+  .topbar h1 { font-size: 18px; }
+  .page { padding: 18px 14px 32px; }
+  .offline-banner { margin: 12px 14px 0; }
+  .hero { min-height: 0; grid-template-columns: 1fr; }
+  .hero-copy { padding: 27px 23px; }
+  .hero h2 { font-size: 30px; }
+  .hero-telemetry { grid-template-columns: repeat(3, 1fr); padding: 0 20px; border-top: 1px solid #1c2925; border-left: 0; }
+  .hero-telemetry div { display: block; padding: 15px 7px; border-right: 1px solid #1c2925; border-bottom: 0; text-align: center; }
+  .hero-telemetry div:last-child { border-right: 0; }
+  .hero-telemetry strong { display: block; margin-top: 6px; font-size: 10px; }
+  .metric-grid { grid-template-columns: repeat(2, minmax(0,1fr)); }
+  .metric { min-height: 112px; padding: 17px; }
+  .metric strong { font-size: 21px; }
+  .content-grid, .system-grid { grid-template-columns: 1fr; }
+  .system-grid > .card { min-height: 0; }
+  .page-card { padding: 18px; }
+  .page-card-head { align-items: flex-start; }
+  .search-box { width: 150px; }
+  .position-row { grid-template-columns: 1fr 1fr; padding: 12px 0; }
+  .position-row > div:nth-child(n+4) { display: none; }
+  .toast { right: 14px; bottom: 78px; left: 14px; max-width: none; }
+}
+
+@media (max-width: 440px) {
+  .badge-mode { display: none; }
+  .hero-actions, .control-buttons { display: grid; grid-template-columns: 1fr 1fr; }
+  .button { padding-inline: 11px; }
+  .metric-grid { gap: 8px; }
+  .metric { padding: 15px; }
+  .metric > span { font-size: 9px; }
+  .page-card-head { display: block; }
+  .search-box { width: 100%; margin-top: 16px; }
+}
+
+@media (prefers-reduced-motion: reduce) {
+  *, *::before, *::after { scroll-behavior: auto !important; transition-duration: .01ms !important; animation-duration: .01ms !important; animation-iteration-count: 1 !important; }
+}

crypto_spot_bot/web/dashboard.js

@@ -0,0 +1,569 @@
+"use strict";
+
+const state = {
+  snapshot: null,
+  token: "",
+  loading: false,
+  timer: null,
+  marketFilter: "",
+};
+
+const $ = (selector) => document.querySelector(selector);
+const $$ = (selector) => Array.from(document.querySelectorAll(selector));
+
+class AuthRequiredError extends Error {}
+
+const reasonLabels = {
+  bot_not_running: "Торговый цикл остановлен",
+  decision_loop_stale: "Цикл принятия решений не обновлялся вовремя",
+  stale_market_data: "Есть устаревшие рыночные данные",
+  repeated_loop_errors: "Обнаружены повторяющиеся ошибки цикла",
+  forecast_model_not_ready: "Прогнозная модель не готова",
+  live_reconciliation_blocking: "Сверка live-счёта блокирует новые действия",
+};
+
+const actionLabels = {
+  BUY: "Покупка",
+  SELL: "Продажа",
+  HOLD: "Ожидание",
+};
+
+document.addEventListener("DOMContentLoaded", () => {
+  bindNavigation();
+  bindControls();
+  selectPage(location.hash.slice(1) || "overview", false);
+  showAuthDialog();
+});
+
+function bindNavigation() {
+  $$("[data-page]").forEach((button) => {
+    button.addEventListener("click", () => selectPage(button.dataset.page));
+  });
+  $$("[data-go]").forEach((button) => {
+    button.addEventListener("click", () => selectPage(button.dataset.go));
+  });
+  window.addEventListener("hashchange", () => selectPage(location.hash.slice(1) || "overview", false));
+}
+
+function selectPage(pageName, updateHash = true) {
+  const valid = ["overview", "markets", "positions", "activity", "system"];
+  const page = valid.includes(pageName) ? pageName : "overview";
+  $$(".page").forEach((item) => item.classList.toggle("is-active", item.id === `page-${page}`));
+  $$("[data-page]").forEach((item) => {
+    const active = item.dataset.page === page;
+    item.classList.toggle("is-active", active);
+    if (active) item.setAttribute("aria-current", "page");
+    else item.removeAttribute("aria-current");
+  });
+  const activePage = $(`#page-${page}`);
+  setText("pageTitle", activePage?.dataset.title || "Обзор");
+  if (updateHash && location.hash !== `#${page}`) history.pushState(null, "", `#${page}`);
+  window.scrollTo({ top: 0, behavior: "smooth" });
+}
+
+function bindControls() {
+  $("#refreshButton").addEventListener("click", () => loadSnapshot(true));
+  ["#startButton", "#systemStartButton"].forEach((selector) => {
+    $(selector).addEventListener("click", () => requestControl("start"));
+  });
+  ["#stopButton", "#systemStopButton"].forEach((selector) => {
+    $(selector).addEventListener("click", () => requestControl("stop"));
+  });
+  $("#fastTradingToggle").addEventListener("change", onFastTradingChange);
+  $("#marketSearch").addEventListener("input", (event) => {
+    state.marketFilter = event.target.value.trim().toUpperCase();
+    renderMarkets(state.snapshot?.markets?.markets || []);
+  });
+  $("#authForm").addEventListener("submit", async (event) => {
+    event.preventDefault();
+    const username = $("#usernameInput").value.trim();
+    const password = $("#passwordInput").value;
+    const submitButton = $("#authSubmitButton");
+    setText("authError", "");
+    if (!username || !password) return;
+    if (username !== "sevenhill") {
+      setText("authError", "Неверный логин или пароль.");
+      return;
+    }
+    state.token = password.trim();
+    submitButton.disabled = true;
+    submitButton.setAttribute("aria-busy", "true");
+    setText("authSubmitButton", "Входим…");
+    setText("authError", "Проверяем доступ…");
+    try {
+      await loadSnapshot(true, true);
+    } finally {
+      submitButton.disabled = false;
+      submitButton.removeAttribute("aria-busy");
+      setText("authSubmitButton", "Войти");
+    }
+  });
+}
+
+async function api(path, options = {}) {
+  const headers = { Accept: "application/json", ...(options.headers || {}) };
+  if (options.body) headers["Content-Type"] = "application/json";
+  if (state.token) headers["X-TradeBot-Token"] = state.token;
+  const controller = new AbortController();
+  const timeout = setTimeout(() => controller.abort(), 30000);
+  let response;
+  try {
+    response = await fetch(path, {
+      ...options,
+      headers,
+      signal: controller.signal,
+      credentials: "omit",
+      cache: "no-store",
+    });
+  } catch (error) {
+    if (error?.name === "AbortError") throw new Error("Сервер не ответил за 30 секунд.");
+    throw error;
+  } finally {
+    clearTimeout(timeout);
+  }
+  if (response.status === 401) throw new AuthRequiredError("Требуется авторизация");
+  let payload = null;
+  try { payload = await response.json(); } catch (_) { payload = null; }
+  if (!response.ok) {
+    const detail = payload?.detail?.message || payload?.detail || payload?.error || `HTTP ${response.status}`;
+    throw new Error(typeof detail === "string" ? detail : JSON.stringify(detail));
+  }
+  return payload;
+}
+
+async function loadSnapshot(manual = false, fromAuth = false) {
+  if (state.loading) return false;
+  state.loading = true;
+  clearTimeout(state.timer);
+  $("#refreshButton").classList.add("is-spinning");
+  if (manual) setText("syncLabel", "Обновление…");
+  try {
+    const snapshot = await api("/web-api/dashboard/snapshot");
+    state.snapshot = snapshot;
+    render(snapshot);
+    setOffline(false);
+    if ($("#authDialog").open) $("#authDialog").close();
+    $("#passwordInput").value = "";
+    setText("authError", "");
+    scheduleRefresh(10000);
+    return true;
+  } catch (error) {
+    if (error instanceof AuthRequiredError) {
+      if (fromAuth) setText("authError", "Неверный логин или пароль.");
+      state.token = "";
+      showAuthDialog();
+    } else if (fromAuth) {
+      setText("authError", `Ошибка подключения: ${error.message}`);
+      showAuthDialog();
+    } else {
+      setOffline(true, error.message);
+      scheduleRefresh(12000);
+    }
+    return false;
+  } finally {
+    state.loading = false;
+    $("#refreshButton").classList.remove("is-spinning");
+  }
+}
+
+function scheduleRefresh(delay) {
+  clearTimeout(state.timer);
+  state.timer = setTimeout(() => loadSnapshot(), delay);
+}
+
+function showAuthDialog() {
+  const dialog = $("#authDialog");
+  if (!dialog.open) dialog.showModal();
+  setText("syncLabel", "Нужна авторизация");
+  setTimeout(() => $("#usernameInput").focus(), 50);
+}
+
+function setOffline(offline, message = "") {
+  $("#offlineBanner").hidden = !offline;
+  setText("offlineMessage", message || "Повторное подключение выполняется автоматически.");
+  setText("sideConnection", offline ? "Нет связи" : "Сервер доступен");
+  $("#sideConnectionDot").classList.toggle("is-offline", offline);
+  $("#sideConnectionDot").classList.toggle("is-online", !offline);
+  if (offline) setText("syncLabel", "Соединение потеряно");
+}
+
+function render(data) {
+  const health = data.health || {};
+  const envelope = data.status || {};
+  const status = envelope.status || {};
+  const readiness = envelope.readiness || {};
+  const account = envelope.account || {};
+  const positions = envelope.positions || [];
+  const markets = data.markets || {};
+  const closed = data.trades?.closed_summary || {};
+  const config = data.config || {};
+
+  setText("appVersion", health.version || "—");
+  setText("modeBadge", String(health.mode || "—").toUpperCase());
+  setText("syncLabel", `Обновлено ${formatClock(data.generated_at)}`);
+  setText("sideConnection", "Сервер доступен");
+  $("#sideConnectionDot").classList.add("is-online");
+
+  renderHero(status, readiness, markets);
+  renderMetrics(account, positions, closed);
+  renderReadiness(status, readiness, markets);
+  renderModel(config, readiness, data.retrain || {}, markets);
+  renderOverviewMarkets(markets.markets || []);
+  renderMarkets(markets.markets || []);
+  renderPositions(positions, config);
+  renderActivity(data);
+  renderSystem(data);
+}
+
+function renderHero(status, readiness, markets) {
+  const running = Boolean(status.running);
+  const ready = Boolean(readiness.ready);
+  const orb = $("#heroOrb");
+  orb.classList.toggle("is-good", running && ready);
+  orb.classList.toggle("is-bad", !running);
+  if (!running) {
+    setText("heroKicker", "Цикл остановлен");
+    setText("heroTitle", "Бот сейчас не торгует");
+    setText("heroText", "Данные и позиции сохранены. Запуск возобновит анализ рынка и обработку торговых решений.");
+  } else if (ready) {
+    setText("heroKicker", "Контур готов");
+    setText("heroTitle", "Бот работает штатно");
+    setText("heroText", "Торговый цикл активен, рыночные данные свежие, обязательные проверки пройдены.");
+  } else {
+    setText("heroKicker", "Работа с ограничениями");
+    setText("heroTitle", "Бот активен, но есть предупреждения");
+    setText("heroText", (readiness.reasons || []).map(reasonLabel).join(" · ") || "Сервер сообщил об ограниченной готовности.");
+  }
+  setText("lastLoop", status.last_loop_at ? timeAgo(status.last_loop_at) : "нет данных");
+  setText("wsState", markets.ws_connected ? "подключён" : "нет связи");
+  setText("symbolCount", String((markets.symbols || []).length));
+  toggleControlButtons(running);
+}
+
+function toggleControlButtons(running) {
+  ["#startButton", "#systemStartButton"].forEach((selector) => { $(selector).disabled = running; });
+  ["#stopButton", "#systemStopButton"].forEach((selector) => { $(selector).disabled = !running; });
+  const badge = $("#controlBadge");
+  badge.textContent = running ? "Работает" : "Остановлен";
+  badge.className = `badge ${running ? "is-good" : "is-bad"}`;
+}
+
+function renderMetrics(account, positions, closed) {
+  const equity = number(account.equity);
+  const cash = number(account.cash);
+  const net = number(account.net_pnl);
+  const exposure = positions.reduce((sum, row) => sum + number(row.market_value), 0);
+  setText("metricEquity", money(equity));
+  setText("metricCash", money(cash));
+  setText("metricPositions", String(positions.length));
+  setText("metricExposure", `Экспозиция ${money(exposure)}`);
+  setText("metricTrades", String(closed.trades ?? 0));
+  setText("metricWinRate", `Win rate ${percent(number(closed.win_rate) * 100, 1)}`);
+  const delta = $("#metricEquityDelta");
+  delta.textContent = `${signedMoney(net)} · ${signedPercent(number(account.net_pnl_percent), 2)}`;
+  applyTone(delta, net);
+}
+
+function renderReadiness(status, readiness, markets) {
+  const ready = Boolean(readiness.ready);
+  const badge = $("#readyBadge");
+  badge.textContent = ready ? "Готов" : status.running ? "Ограничен" : "Стоп";
+  badge.className = `badge ${ready ? "is-good" : status.running ? "is-warn" : "is-bad"}`;
+  setText("readyScore", ready ? "READY" : "CHECK");
+  const checks = [
+    { ok: Boolean(status.running), label: status.running ? "Торговый цикл запущен" : "Торговый цикл остановлен" },
+    { ok: !(readiness.reasons || []).includes("decision_loop_stale"), label: "Цикл решений обновляется вовремя" },
+    { ok: Boolean(markets.ws_connected), label: markets.ws_connected ? "Bybit WebSocket подключён" : "Bybit WebSocket не подключён" },
+    { ok: !(readiness.stale_symbols || []).length, label: (readiness.stale_symbols || []).length ? `Устарели: ${readiness.stale_symbols.join(", ")}` : "Рыночные данные свежие" },
+    {
+      ok: Boolean(readiness.forecast_model_ready),
+      warn: Boolean(readiness.forecast_fallback_active),
+      label: readiness.forecast_model_ready ? "Прогнозная модель готова" : readiness.forecast_fallback_active ? "Активен резервный режим прогноза" : "Модель прогноза не готова",
+    },
+  ];
+  $("#readinessList").innerHTML = checks.map((item) => `<li><span class="check-dot ${item.ok ? "" : item.warn ? "is-warn" : "is-bad"}"></span>${escapeHtml(item.label)}</li>`).join("");
+}
+
+function renderModel(config, readiness, retrain, markets) {
+  const artifact = config.time_series_model_artifact || {};
+  const shadow = retrain.shadow || {};
+  const collector = markets.observation_collector || {};
+  setText("modelTitle", artifact.available ? artifact.label || artifact.type || "Модель загружена" : "Артефакт недоступен");
+  setText("modelSubtitle", artifact.available ? `${artifact.symbol_count ?? 0} пар · создана ${formatDateTime(artifact.created_at)}` : "Сервер не подтвердил наличие модели");
+  setText("shadowGate", shadowStateLabel(shadow));
+  setText("fallbackState", readiness.forecast_fallback_active ? "активен" : "не активен");
+  setText("collectorState", collector.enabled ? `${collector.samples_since_start ?? 0} с запуска` : "выключен");
+}
+
+function renderOverviewMarkets(markets) {
+  const rows = markets.filter((market) => market.ticker).slice(0, 6);
+  $("#overviewMarkets").innerHTML = rows.length ? rows.map((market) => {
+    const ticker = market.ticker || {};
+    const forecast = market.forecast || {};
+    const quality = market.quality || {};
+    const change = number(ticker.change_24h);
+    const edge = forecastValue(forecast);
+    const forecastUsable = isForecastUsable(forecast);
+    return `<tr>
+      <td class="symbol-cell">${escapeHtml(ticker.symbol || "—")}<small>${escapeHtml(modelName(forecast))}</small></td>
+      <td>${formatPrice(ticker.last_price)}</td>
+      <td class="${toneClass(change)}">${signedPercent(change, 2)}</td>
+      <td class="${toneClass(edge)}">${forecastUsable ? signedPercent(edge, 2) : "—"}</td>
+      <td>${sparkline(market.sparkline || [], change)}</td>
+      <td>${qualityLabel(quality)}</td>
+    </tr>`;
+  }).join("") : `<tr><td colspan="6" class="empty">Рынок пока не вернул котировки.</td></tr>`;
+}
+
+function renderMarkets(markets) {
+  const filter = state.marketFilter;
+  const rows = markets.filter((market) => {
+    const symbol = market.ticker?.symbol || "";
+    return market.ticker && (!filter || symbol.includes(filter));
+  });
+  $("#marketsTable").innerHTML = rows.length ? rows.map((market) => {
+    const ticker = market.ticker || {};
+    const forecast = market.forecast || {};
+    const quality = market.quality || {};
+    const change = number(ticker.change_24h);
+    const edge = forecastValue(forecast);
+    const probability = probabilityValue(forecast);
+    const forecastUsable = isForecastUsable(forecast);
+    return `<tr>
+      <td class="symbol-cell">${escapeHtml(ticker.symbol || "—")}<small>${escapeHtml(modelName(forecast))}</small></td>
+      <td>${formatPrice(ticker.last_price)}</td>
+      <td>${formatPrice(ticker.bid)} / ${formatPrice(ticker.ask)}</td>
+      <td class="${toneClass(change)}">${signedPercent(change, 2)}</td>
+      <td class="${toneClass(edge)}">${forecastUsable ? signedPercent(edge, 2) : "—"}</td>
+      <td>${!forecastUsable || probability == null ? "—" : percent(probability * 100, 1)}</td>
+      <td>${percent(number(ticker.spread_percent), 3)}</td>
+      <td>${qualityLabel(quality)}</td>
+    </tr>`;
+  }).join("") : `<tr><td colspan="8" class="empty">${filter ? "Совпадений не найдено." : "Рынок пока не вернул котировки."}</td></tr>`;
+}
+
+function renderPositions(positions, config) {
+  const totalValue = positions.reduce((sum, row) => sum + number(row.market_value), 0);
+  const totalPnl = positions.reduce((sum, row) => sum + number(row.unrealized_pnl), 0);
+  const totalNotional = positions.reduce((sum, row) => sum + number(row.notional_usdt), 0);
+  const totalPnlPercent = totalNotional ? totalPnl / totalNotional * 100 : 0;
+  setText("positionCount", String(positions.length));
+  setText("positionValue", money(totalValue));
+  setText("positionPnl", signedMoney(totalPnl));
+  setText("positionPnlPercent", signedPercent(totalPnlPercent, 2));
+  setText("exposureLimit", money(config.max_total_exposure_usdt));
+  applyTone($("#positionPnl"), totalPnl);
+  applyTone($("#positionPnlPercent"), totalPnl);
+
+  $("#overviewPositions").innerHTML = positions.length ? positions.slice(0, 6).map((position) => `<div class="position-row">
+    <div><span>Пара</span><strong>${escapeHtml(position.symbol || "—")}</strong></div>
+    <div><span>Стоимость</span><strong>${money(position.market_value)}</strong></div>
+    <div><span>Цена сейчас</span><strong>${formatPrice(position.mark_price)}</strong></div>
+    <div><span>PnL</span><strong class="${toneClass(number(position.unrealized_pnl))}">${signedMoney(position.unrealized_pnl)}</strong></div>
+    <div><span>План</span><strong>${escapeHtml(actionLabels[position.exit_plan?.action] || position.exit_plan?.action || "Ожидание")}</strong></div>
+  </div>`).join("") : `<div class="empty-block">Открытых позиций нет.</div>`;
+
+  $("#positionsTable").innerHTML = positions.length ? positions.map((position) => `<tr>
+    <td class="symbol-cell">${escapeHtml(position.symbol || "—")}<small>${escapeHtml(position.mode || "")}</small></td>
+    <td>${formatQuantity(position.qty)}</td>
+    <td>${formatPrice(position.entry_price)}</td>
+    <td>${formatPrice(position.mark_price)}</td>
+    <td>${money(position.market_value)}</td>
+    <td class="${toneClass(number(position.unrealized_pnl))}">${signedMoney(position.unrealized_pnl)}<br><small>${signedPercent(number(position.unrealized_pnl_percent), 2)}</small></td>
+    <td>${escapeHtml(actionLabels[position.exit_plan?.action] || position.exit_plan?.action || "Ожидание")}</td>
+    <td>${formatDateTime(position.opened_at)}</td>
+  </tr>`).join("") : `<tr><td colspan="8" class="empty">Открытых позиций нет.</td></tr>`;
+}
+
+function renderActivity(data) {
+  const signals = data.signals?.items || [];
+  const trades = data.trades?.items || [];
+  const events = data.events?.items || [];
+  $("#signalFeed").innerHTML = signals.length ? signals.map((item) => {
+    const action = String(item.action || "HOLD").toUpperCase();
+    const tone = action === "BUY" ? "positive" : action === "SELL" ? "negative" : "warning";
+    return `<article class="feed-item"><div class="feed-top"><strong>${escapeHtml(item.symbol || "—")}</strong><time>${formatDateTime(item.created_at)}</time></div><p>${escapeHtml(item.reason || "Причина не указана")}</p><div class="feed-meta"><span class="action-label ${tone}">${escapeHtml(actionLabels[action] || action)}</span><span>confidence ${percent(number(item.confidence) * 100, 1)}</span></div></article>`;
+  }).join("") : `<div class="empty-block">Сигналов пока нет.</div>`;
+
+  $("#tradeFeed").innerHTML = trades.length ? trades.map((item) => {
+    const side = String(item.side || "").toUpperCase();
+    const pnl = number(item.net_pnl);
+    return `<article class="feed-item"><div class="feed-top"><strong>${escapeHtml(item.symbol || "—")} · <span class="${side === "SELL" ? "negative" : "positive"}">${escapeHtml(side)}</span></strong><time>${formatDateTime(item.closed_at || item.opened_at)}</time></div><p>${escapeHtml(item.reason || (side === "BUY" ? "Позиция открыта" : "Сделка исполнена"))}</p><div class="feed-meta"><span>${formatQuantity(item.qty)} ед.</span><span class="${toneClass(pnl)}">PnL ${signedMoney(pnl)}</span><span>fee ${money(item.fee_usdt)}</span></div></article>`;
+  }).join("") : `<div class="empty-block">Сделок пока нет.</div>`;
+
+  $("#eventFeed").innerHTML = events.length ? events.map((item) => {
+    const level = String(item.level || "INFO").toUpperCase();
+    const tone = level === "ERROR" ? "negative" : level === "WARN" ? "warning" : "";
+    return `<article class="feed-item"><div class="feed-top"><strong class="${tone}">${escapeHtml(level)}</strong><time>${formatDateTime(item.created_at)}</time></div><p>${escapeHtml(item.message || "—")}</p></article>`;
+  }).join("") : `<div class="empty-block">Событий пока нет.</div>`;
+}
+
+function renderSystem(data) {
+  const config = data.config || {};
+  const markets = data.markets || {};
+  const retrain = data.retrain || {};
+  const coordination = retrain.coordination || {};
+  const shadow = retrain.shadow || {};
+  const activeJob = coordination.active_job || coordination.latest_job;
+  $("#fastTradingToggle").checked = Boolean(config.fast_trading_enabled);
+  setText("fastTradingHint", `Интервал ${formatDuration(config.effective_loop_interval_seconds)} · cooldown ${formatDuration(config.effective_entry_cooldown_seconds)}`);
+
+  $("#trainingDetails").innerHTML = definitionRows([
+    ["Модель", config.time_series_model_artifact?.label || "нет данных"],
+    ["Windows-агент", coordination.agent_online ? coordination.agent_busy ? "занят" : "онлайн" : "не в сети"],
+    ["Последняя задача", activeJob?.status || "нет задач"],
+    ["Shadow gate", shadowStateLabel(shadow)],
+    ["Forward predictions", `${shadow.settled_predictions ?? 0} settled / ${shadow.eligible_predictions ?? 0} eligible`],
+  ]);
+
+  $("#networkDetails").innerHTML = definitionRows([
+    ["WebSocket", markets.ws_connected ? "подключён" : "нет связи"],
+    ["Последнее WS-сообщение", formatDateTime(markets.last_ws_message_at)],
+    ["Последний REST refresh", formatDateTime(markets.last_rest_refresh_at)],
+    ["REST-ошибки", String(markets.rest_error_count ?? 0)],
+    ["Сбор L1", markets.observation_collector?.enabled ? `включён · ${markets.observation_collector.samples_since_start ?? 0}` : "выключен"],
+  ]);
+
+  $("#configDetails").innerHTML = definitionRows([
+    ["Стратегия", config.strategy_mode || "—"],
+    ["Базовый интервал", config.base_interval ? `${config.base_interval} мин` : "—"],
+    ["Profit-only выход", config.profit_only_exit_enabled ? `включён · min ${percent(config.min_exit_net_percent, 2)}` : "выключен"],
+    ["Risk guard", config.risk_guard_enabled ? "включён" : "выключен"],
+    ["Общая экспозиция", `${money(config.max_total_exposure_usdt)} USDT`],
+    ["Макс. позиций", String(config.max_open_positions ?? "—")],
+  ]);
+}
+
+async function requestControl(action) {
+  const start = action === "start";
+  const confirmed = await askConfirm(
+    start ? "Запустить торговый цикл?" : "Остановить торговый цикл?",
+    start
+      ? "Бот возобновит анализ рынка и обработку решений. Текущий режим торговли не изменится."
+      : "Новые решения перестанут обрабатываться. Открытые позиции и история останутся сохранены.",
+    start ? "Запустить" : "Остановить",
+  );
+  if (!confirmed) return;
+  setControlsBusy(true);
+  try {
+    await api(`/web-api/control/${action}`, { method: "POST" });
+    toast(start ? "Торговый цикл запущен." : "Торговый цикл остановлен.");
+    await loadSnapshot(true);
+  } catch (error) {
+    if (error instanceof AuthRequiredError) showAuthDialog();
+    else toast(error.message, true);
+  } finally {
+    toggleControlButtons(Boolean(state.snapshot?.status?.status?.running));
+  }
+}
+
+async function onFastTradingChange(event) {
+  const toggle = event.target;
+  const previous = !toggle.checked;
+  const enabled = toggle.checked;
+  const confirmed = await askConfirm(
+    enabled ? "Включить быструю торговлю?" : "Выключить быструю торговлю?",
+    enabled
+      ? "Сервер уменьшит интервал цикла и cooldown входа согласно текущей конфигурации."
+      : "Сервер вернётся к обычному интервалу принятия решений.",
+    enabled ? "Включить" : "Выключить",
+  );
+  if (!confirmed) { toggle.checked = previous; return; }
+  toggle.disabled = true;
+  try {
+    const result = await api("/web-api/config/fast-trading", { method: "POST", body: JSON.stringify({ enabled }) });
+    toast(`Быстрая торговля ${enabled ? "включена" : "выключена"}${result.env_persisted === false ? " только в runtime" : ""}.`);
+    await loadSnapshot(true);
+  } catch (error) {
+    toggle.checked = previous;
+    if (error instanceof AuthRequiredError) showAuthDialog();
+    else toast(error.message, true);
+  } finally {
+    toggle.disabled = false;
+  }
+}
+
+function askConfirm(title, text, actionLabel) {
+  const dialog = $("#confirmDialog");
+  setText("confirmTitle", title);
+  setText("confirmText", text);
+  setText("confirmAction", actionLabel);
+  dialog.showModal();
+  return new Promise((resolve) => {
+    dialog.addEventListener("close", () => resolve(dialog.returnValue === "confirm"), { once: true });
+  });
+}
+
+function setControlsBusy(busy) {
+  ["#startButton", "#stopButton", "#systemStartButton", "#systemStopButton"].forEach((selector) => { $(selector).disabled = busy; });
+}
+
+function definitionRows(rows) {
+  return rows.map(([term, value]) => `<div><dt>${escapeHtml(term)}</dt><dd>${escapeHtml(value ?? "—")}</dd></div>`).join("");
+}
+
+function sparkline(points, change) {
+  const values = points.map((point) => number(point.close)).filter((value) => Number.isFinite(value) && value > 0);
+  if (values.length < 2) return "—";
+  const min = Math.min(...values);
+  const max = Math.max(...values);
+  const range = max - min || 1;
+  const path = values.map((value, index) => `${(index / (values.length - 1) * 88).toFixed(1)},${(26 - ((value - min) / range) * 22).toFixed(1)}`).join(" ");
+  return `<svg class="sparkline ${change < 0 ? "is-down" : ""}" viewBox="0 0 88 28" aria-hidden="true"><polyline points="${path}"/></svg>`;
+}
+
+function qualityLabel(quality) {
+  const status = quality?.status || "unknown";
+  const text = status === "ok" ? "Норма" : status === "warn" ? "Внимание" : status === "error" ? "Ошибка" : "Нет данных";
+  const tone = status === "ok" ? "positive" : status === "warn" ? "warning" : status === "error" ? "negative" : "";
+  return `<span class="row-state ${tone}">${text}</span>`;
+}
+
+function modelName(forecast) {
+  if (!isForecastUsable(forecast)) return "нет модели";
+  return forecast?.model_label || forecast?.model || "прогноз";
+}
+
+function isForecastUsable(forecast) {
+  if (!forecast || forecast.usable === false) return false;
+  return Boolean(forecast.usable || (forecast.model && forecast.model !== "none"));
+}
+
+function forecastValue(forecast) {
+  return number(forecast?.expected_return_percent ?? forecast?.edge_percent ?? forecast?.expected_percent);
+}
+
+function probabilityValue(forecast) {
+  const raw = forecast?.probability_up ?? forecast?.probability;
+  if (raw === null || raw === undefined || raw === "") return null;
+  const value = number(raw);
+  return value > 1 ? value / 100 : value;
+}
+
+function reasonLabel(reason) { return reasonLabels[reason] || String(reason || "Неизвестное ограничение"); }
+function shadowStateLabel(shadow) { if (shadow?.passed) return "пройден"; return ({ collecting: "сбор данных", failed: "не пройден", passed: "пройден" })[shadow?.state] || "нет данных"; }
+function number(value) { const parsed = Number(value); return Number.isFinite(parsed) ? parsed : 0; }
+function setText(id, value) { const node = document.getElementById(id); if (node) node.textContent = String(value ?? "—"); }
+function money(value) { return number(value).toLocaleString("ru-RU", { minimumFractionDigits: 2, maximumFractionDigits: 2 }); }
+function signedMoney(value) { const amount = number(value); return `${amount > 0 ? "+" : ""}${money(amount)} USDT`; }
+function percent(value, digits = 2) { return `${number(value).toLocaleString("ru-RU", { minimumFractionDigits: digits, maximumFractionDigits: digits })}%`; }
+function signedPercent(value, digits = 2) { const amount = number(value); return `${amount > 0 ? "+" : ""}${percent(amount, digits)}`; }
+function formatPrice(value) { const amount = number(value); if (!amount) return "—"; const digits = amount >= 1000 ? 2 : amount >= 1 ? 4 : 6; return amount.toLocaleString("ru-RU", { maximumFractionDigits: digits }); }
+function formatQuantity(value) { return number(value).toLocaleString("ru-RU", { maximumFractionDigits: 8 }); }
+function formatDuration(value) { const seconds = number(value); return seconds < 60 ? `${seconds.toLocaleString("ru-RU", { maximumFractionDigits: 1 })} с` : `${(seconds / 60).toLocaleString("ru-RU", { maximumFractionDigits: 1 })} мин`; }
+function formatClock(value) { const date = new Date(value); return Number.isNaN(date.getTime()) ? "—" : date.toLocaleTimeString("ru-RU", { hour: "2-digit", minute: "2-digit", second: "2-digit" }); }
+function formatDateTime(value) { const date = new Date(value); return !value || Number.isNaN(date.getTime()) ? "—" : date.toLocaleString("ru-RU", { day: "2-digit", month: "2-digit", hour: "2-digit", minute: "2-digit" }); }
+function timeAgo(value) { const date = new Date(value); if (Number.isNaN(date.getTime())) return "—"; const seconds = Math.max(0, Math.round((Date.now() - date.getTime()) / 1000)); if (seconds < 5) return "сейчас"; if (seconds < 60) return `${seconds} с назад`; const minutes = Math.round(seconds / 60); if (minutes < 60) return `${minutes} мин назад`; return formatDateTime(value); }
+function toneClass(value) { return number(value) > 0 ? "positive" : number(value) < 0 ? "negative" : ""; }
+function applyTone(node, value) { node.classList.remove("positive", "negative"); if (number(value) > 0) node.classList.add("positive"); if (number(value) < 0) node.classList.add("negative"); }
+function escapeHtml(value) { return String(value ?? "").replace(/[&<>'"]/g, (char) => ({ "&": "&amp;", "<": "&lt;", ">": "&gt;", "'": "&#39;", '"': "&quot;" }[char])); }
+
+let toastTimer = null;
+function toast(message, error = false) {
+  const node = $("#toast");
+  node.textContent = message;
+  node.classList.toggle("is-error", error);
+  node.classList.add("is-visible");
+  clearTimeout(toastTimer);
+  toastTimer = setTimeout(() => node.classList.remove("is-visible"), 3500);
+}

crypto_spot_bot/web/index.html

@@ -0,0 +1,226 @@
+<!doctype html>
+<html lang="ru">
+<head>
+  <meta charset="utf-8">
+  <meta name="viewport" content="width=device-width, initial-scale=1">
+  <meta name="color-scheme" content="dark">
+  <meta name="theme-color" content="#090b0f">
+  <meta name="description" content="Операционная панель TradeBot">
+  <title>TradeBot — панель управления</title>
+  <link rel="icon" href="data:image/svg+xml,%3Csvg xmlns='http://www.w3.org/2000/svg' viewBox='0 0 64 64'%3E%3Crect width='64' height='64' rx='14' fill='%23111318'/%3E%3Cpath d='M14 17h36v8H36v24h-8V25H14z' fill='%2326d99a'/%3E%3C/svg%3E">
+  <link rel="stylesheet" href="/assets/dashboard.css?v=3">
+</head>
+<body>
+  <div class="app-shell">
+    <aside class="sidebar" aria-label="Основная навигация">
+      <a class="brand" href="#overview" aria-label="TradeBot — обзор">
+        <span class="brand-mark" aria-hidden="true">T</span>
+        <span><strong>TradeBot</strong><small>Operations</small></span>
+      </a>
+
+      <nav class="nav-list">
+        <button class="nav-item is-active" type="button" data-page="overview" aria-label="Обзор" aria-current="page">
+          <svg aria-hidden="true" viewBox="0 0 24 24"><path d="M4 13h6V4H4v9Zm0 7h6v-5H4v5Zm10 0h6v-9h-6v9Zm0-16v5h6V4h-6Z"/></svg>
+          <span>Обзор</span>
+        </button>
+        <button class="nav-item" type="button" data-page="markets" aria-label="Рынки">
+          <svg aria-hidden="true" viewBox="0 0 24 24"><path d="m4 17 5-5 4 3 7-8v3l-7 8-4-3-5 5v-3Z"/></svg>
+          <span>Рынки</span>
+        </button>
+        <button class="nav-item" type="button" data-page="positions" aria-label="Позиции">
+          <svg aria-hidden="true" viewBox="0 0 24 24"><path d="M4 6h16v12H4V6Zm2 3v6h12V9H6Zm2 1h4v4H8v-4Z"/></svg>
+          <span>Позиции</span>
+        </button>
+        <button class="nav-item" type="button" data-page="activity" aria-label="Активность">
+          <svg aria-hidden="true" viewBox="0 0 24 24"><path d="M5 4h14v3H5V4Zm0 6h14v3H5v-3Zm0 6h14v3H5v-3Z"/></svg>
+          <span>Активность</span>
+        </button>
+        <button class="nav-item" type="button" data-page="system" aria-label="Система">
+          <svg aria-hidden="true" viewBox="0 0 24 24"><path d="M12 8a4 4 0 1 1 0 8 4 4 0 0 1 0-8Zm9 4-2.1-1.2.1-2.4-2.2-2.2-2.4.1L13.2 4h-2.4L9.6 6.3l-2.4-.1L5 8.4l.1 2.4L3 12l2.1 1.2-.1 2.4 2.2 2.2 2.4-.1 1.2 2.3h2.4l1.2-2.3 2.4.1 2.2-2.2-.1-2.4L21 12Z"/></svg>
+          <span>Система</span>
+        </button>
+      </nav>
+
+      <div class="sidebar-foot">
+        <div class="connection-mini">
+          <span class="live-dot" id="sideConnectionDot"></span>
+          <span><strong id="sideConnection">Подключение…</strong><small>tb.kusoft.xyz</small></span>
+        </div>
+        <div class="version-line">Версия <span id="appVersion">—</span></div>
+      </div>
+    </aside>
+
+    <main class="main">
+      <header class="topbar">
+        <div>
+          <p class="eyebrow" id="pageEyebrow">Операционная панель</p>
+          <h1 id="pageTitle">Обзор</h1>
+        </div>
+        <div class="topbar-actions">
+          <span class="sync-label" id="syncLabel">Получение данных…</span>
+          <span class="badge badge-mode" id="modeBadge">—</span>
+          <button class="icon-button" id="refreshButton" type="button" aria-label="Обновить данные" title="Обновить">
+            <svg aria-hidden="true" viewBox="0 0 24 24"><path d="M19 8V4l-1.6 1.6A8 8 0 1 0 20 12h-2a6 6 0 1 1-2-4.5L14 9h5V8Z"/></svg>
+          </button>
+        </div>
+      </header>
+
+      <div class="offline-banner" id="offlineBanner" role="alert" hidden>
+        <strong>Нет связи с сервером.</strong>
+        <span id="offlineMessage">Повторное подключение выполняется автоматически.</span>
+      </div>
+
+      <section class="page is-active" id="page-overview" data-title="Обзор">
+        <article class="hero card">
+          <div class="hero-copy">
+            <div class="status-kicker"><span class="status-orb" id="heroOrb"></span><span id="heroKicker">Проверка контура</span></div>
+            <h2 id="heroTitle">Получаем состояние бота</h2>
+            <p id="heroText">Панель сверяет торговый цикл, рыночные данные и готовность модели.</p>
+            <div class="hero-actions">
+              <button class="button button-primary" id="startButton" type="button">Запустить цикл</button>
+              <button class="button button-danger" id="stopButton" type="button">Остановить</button>
+            </div>
+          </div>
+          <div class="hero-telemetry">
+            <div><span>Последний цикл</span><strong id="lastLoop">—</strong></div>
+            <div><span>WebSocket</span><strong id="wsState">—</strong></div>
+            <div><span>Торговых пар</span><strong id="symbolCount">—</strong></div>
+          </div>
+        </article>
+
+        <div class="metric-grid" aria-label="Ключевые показатели">
+          <article class="metric card"><span>Капитал</span><strong id="metricEquity">—</strong><small id="metricEquityDelta">С начала работы</small></article>
+          <article class="metric card"><span>Свободно</span><strong id="metricCash">—</strong><small>USDT для новых позиций</small></article>
+          <article class="metric card"><span>Открытые позиции</span><strong id="metricPositions">—</strong><small id="metricExposure">Экспозиция —</small></article>
+          <article class="metric card"><span>Закрытые сделки</span><strong id="metricTrades">—</strong><small id="metricWinRate">Win rate —</small></article>
+        </div>
+
+        <div class="content-grid overview-grid">
+          <article class="card span-2">
+            <div class="card-head"><div><p class="eyebrow">Live market</p><h2>Рынок и прогноз</h2></div><button class="text-button" type="button" data-go="markets">Все пары</button></div>
+            <div class="table-wrap"><table><thead><tr><th>Пара</th><th>Цена</th><th>24 часа</th><th>Прогноз</th><th>Динамика</th><th>Качество</th></tr></thead><tbody id="overviewMarkets"><tr><td colspan="6" class="empty">Загрузка рынка…</td></tr></tbody></table></div>
+          </article>
+
+          <article class="card readiness-card">
+            <div class="card-head"><div><p class="eyebrow">Safety</p><h2>Готовность</h2></div><span class="badge" id="readyBadge">Проверка</span></div>
+            <div class="readiness-score"><strong id="readyScore">—</strong><span>торговый контур</span></div>
+            <ul class="check-list" id="readinessList"><li><span class="check-dot"></span>Получение состояния…</li></ul>
+          </article>
+
+          <article class="card span-2">
+            <div class="card-head"><div><p class="eyebrow">Portfolio</p><h2>Открытые позиции</h2></div><button class="text-button" type="button" data-go="positions">Подробнее</button></div>
+            <div id="overviewPositions" class="position-list"><div class="empty-block">Позиции загружаются…</div></div>
+          </article>
+
+          <article class="card model-card">
+            <div class="card-head"><div><p class="eyebrow">Model</p><h2>Прогнозная модель</h2></div><span class="model-glyph">ƒ</span></div>
+            <div class="model-state"><strong id="modelTitle">—</strong><span id="modelSubtitle">Проверка артефакта</span></div>
+            <dl class="compact-dl">
+              <div><dt>Forward gate</dt><dd id="shadowGate">—</dd></div>
+              <div><dt>Fallback</dt><dd id="fallbackState">—</dd></div>
+              <div><dt>Сбор L1</dt><dd id="collectorState">—</dd></div>
+            </dl>
+          </article>
+        </div>
+      </section>
+
+      <section class="page" id="page-markets" data-title="Рынки">
+        <article class="card page-card">
+          <div class="card-head page-card-head"><div><p class="eyebrow">Bybit spot</p><h2>Торговая вселенная</h2><p class="subtext">Котировки, прогноз, спред и состояние данных по активным парам.</p></div><div class="search-box"><svg aria-hidden="true" viewBox="0 0 24 24"><path d="M10 4a6 6 0 1 0 3.9 10.6L19.3 20l.7-.7-5.4-5.4A6 6 0 0 0 10 4Zm0 2a4 4 0 1 1 0 8 4 4 0 0 1 0-8Z"/></svg><input id="marketSearch" type="search" placeholder="Найти пару" aria-label="Найти торговую пару"></div></div>
+          <div class="table-wrap table-large"><table><thead><tr><th>Пара</th><th>Цена</th><th>Bid / Ask</th><th>24 часа</th><th>Прогноз</th><th>P(up)</th><th>Спред</th><th>Данные</th></tr></thead><tbody id="marketsTable"><tr><td colspan="8" class="empty">Загрузка рынка…</td></tr></tbody></table></div>
+        </article>
+      </section>
+
+      <section class="page" id="page-positions" data-title="Позиции">
+        <div class="metric-grid positions-metrics">
+          <article class="metric card"><span>Открыто</span><strong id="positionCount">—</strong><small>позиций</small></article>
+          <article class="metric card"><span>Рыночная стоимость</span><strong id="positionValue">—</strong><small>USDT</small></article>
+          <article class="metric card"><span>Нереализованный PnL</span><strong id="positionPnl">—</strong><small id="positionPnlPercent">—</small></article>
+          <article class="metric card"><span>Лимит экспозиции</span><strong id="exposureLimit">—</strong><small>USDT</small></article>
+        </div>
+        <article class="card page-card">
+          <div class="card-head"><div><p class="eyebrow">Portfolio</p><h2>Все открытые позиции</h2></div></div>
+          <div class="table-wrap table-large"><table><thead><tr><th>Пара</th><th>Объём</th><th>Вход</th><th>Сейчас</th><th>Стоимость</th><th>PnL</th><th>План выхода</th><th>Открыта</th></tr></thead><tbody id="positionsTable"><tr><td colspan="8" class="empty">Загрузка позиций…</td></tr></tbody></table></div>
+        </article>
+      </section>
+
+      <section class="page" id="page-activity" data-title="Активность">
+        <div class="activity-grid">
+          <article class="card activity-card">
+            <div class="card-head"><div><p class="eyebrow">Strategy</p><h2>Последние сигналы</h2></div></div>
+            <div class="feed" id="signalFeed"><div class="empty-block">Загрузка сигналов…</div></div>
+          </article>
+          <article class="card activity-card">
+            <div class="card-head"><div><p class="eyebrow">Execution</p><h2>Сделки</h2></div></div>
+            <div class="feed" id="tradeFeed"><div class="empty-block">Загрузка сделок…</div></div>
+          </article>
+          <article class="card activity-card">
+            <div class="card-head"><div><p class="eyebrow">System log</p><h2>События</h2></div></div>
+            <div class="feed" id="eventFeed"><div class="empty-block">Загрузка событий…</div></div>
+          </article>
+        </div>
+      </section>
+
+      <section class="page" id="page-system" data-title="Система">
+        <div class="system-grid">
+          <article class="card control-card">
+            <div class="card-head"><div><p class="eyebrow">Control</p><h2>Управление циклом</h2></div><span class="badge" id="controlBadge">—</span></div>
+            <p class="subtext">Остановка завершает торговый цикл, но не удаляет позиции и данные. Запуск возобновляет обработку рынка.</p>
+            <div class="control-buttons"><button class="button button-primary" id="systemStartButton" type="button">Запустить</button><button class="button button-danger" id="systemStopButton" type="button">Остановить</button></div>
+            <div class="setting-row"><div><strong>Быстрая торговля</strong><span id="fastTradingHint">Уменьшенный интервал принятия решений</span></div><label class="switch"><input id="fastTradingToggle" type="checkbox"><span aria-hidden="true"></span><b class="sr-only">Переключить быструю торговлю</b></label></div>
+          </article>
+
+          <article class="card">
+            <div class="card-head"><div><p class="eyebrow">Model runtime</p><h2>Обучение и модель</h2></div></div>
+            <dl class="system-dl" id="trainingDetails"><div><dt>Состояние</dt><dd>Загрузка…</dd></div></dl>
+            <p class="guard-note">Запуск обучения и продвижение shadow-модели доступны только после серверной проверки gate и намеренно не выполняются этой панелью автоматически.</p>
+          </article>
+
+          <article class="card">
+            <div class="card-head"><div><p class="eyebrow">Connectivity</p><h2>Рыночные данные</h2></div></div>
+            <dl class="system-dl" id="networkDetails"><div><dt>Состояние</dt><dd>Загрузка…</dd></div></dl>
+          </article>
+
+          <article class="card">
+            <div class="card-head"><div><p class="eyebrow">Runtime</p><h2>Безопасная конфигурация</h2></div></div>
+            <dl class="system-dl" id="configDetails"><div><dt>Состояние</dt><dd>Загрузка…</dd></div></dl>
+          </article>
+        </div>
+      </section>
+    </main>
+  </div>
+
+  <dialog class="dialog" id="authDialog">
+    <form id="authForm">
+      <div class="dialog-icon">T</div>
+      <p class="eyebrow">Защищённый доступ</p>
+      <h2>Вход в TradeBot</h2>
+      <p>Введите логин и пароль панели управления TradeBot. Данные используются только для запросов из этой вкладки и не сохраняются в браузере.</p>
+      <div class="auth-fields">
+        <div>
+          <label for="usernameInput">Логин</label>
+          <input id="usernameInput" type="text" autocomplete="username" required>
+        </div>
+        <div>
+          <label for="passwordInput">Пароль</label>
+          <input id="passwordInput" type="password" autocomplete="current-password" required>
+        </div>
+      </div>
+      <p class="form-error" id="authError" role="alert"></p>
+      <button class="button button-primary button-wide" id="authSubmitButton" type="submit">Войти</button>
+    </form>
+  </dialog>
+
+  <dialog class="dialog dialog-confirm" id="confirmDialog">
+    <form method="dialog">
+      <p class="eyebrow">Подтверждение действия</p>
+      <h2 id="confirmTitle">Подтвердите действие</h2>
+      <p id="confirmText"></p>
+      <div class="dialog-actions"><button class="button button-secondary" value="cancel">Отмена</button><button class="button button-danger" id="confirmAction" value="confirm">Подтвердить</button></div>
+    </form>
+  </dialog>
+
+  <div class="toast" id="toast" role="status" aria-live="polite"></div>
+  <script src="/assets/dashboard.js?v=5" defer></script>
+</body>
+</html>

docker-compose.yml

@@ -6,16 +6,31 @@ services:
       - .env
     environment:
       HOST: 0.0.0.0
-    user: "1000:1000"
+      PYTHONDONTWRITEBYTECODE: "1"
+    init: true
+    read_only: true
+    pids_limit: 128
+    cap_drop:
+      - ALL
+    security_opt:
+      - no-new-privileges:true
     ports:
-      - "127.0.0.1:8787:8787"
+      - "${TRADEBOT_BIND_ADDRESS:-127.0.0.1}:8787:8787"
     volumes:
-      - ./.env:/app/.env
+      - ./.env:/app/.env:ro
       - ./runtime:/app/runtime
+    tmpfs:
+      - /tmp:size=64m,mode=1777
     healthcheck:
       test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://127.0.0.1:8787/api/health', timeout=5).read()"]
       interval: 30s
       timeout: 10s
       retries: 3
       start_period: 30s
+    stop_grace_period: 30s
+    logging:
+      driver: json-file
+      options:
+        max-size: "10m"
+        max-file: "3"
     restart: unless-stopped

requirements-dev.txt

@@ -0,0 +1,2 @@
+-r requirements.txt
+pytest==9.1.1

requirements.txt

@@ -1,5 +1,4 @@
-fastapi==0.115.6
+fastapi==0.139.0
-uvicorn[standard]==0.34.0
+uvicorn[standard]==0.51.0
-requests==2.32.3
+requests==2.34.2
-websockets==14.1
+websockets==16.1
-pytest==8.4.2

runtime/torch_calibrate_candidate.out.log

@@ -1,38 +0,0 @@
-BTCUSDT: loaded 2000 60 candles
-ETHUSDT: loaded 2000 60 candles
-LTCUSDT: loaded 2000 60 candles
-SOLUSDT: loaded 2000 60 candles
-BTCUSDT: replay records 720
-ETHUSDT: replay records 720
-SOLUSDT: replay records 720
-LTCUSDT: replay records 720
-
-records_by_symbol {"BTCUSDT": 720, "ETHUSDT": 720, "LTCUSDT": 720, "SOLUSDT": 720}
-artifact {"created_at": "2026-06-23T19:07:54.434411+00:00", "feature_count": 55, "symbols": {"BTCUSDT": {"directional_accuracy": 0.725, "hidden_size": 96, "lookback": 64, "model": "torch_gru", "skill": 0.15903346077183758}, "ETHUSDT": {"directional_accuracy": 0.6916666666666667, "hidden_size": 64, "lookback": 64, "model": "torch_gru", "skill": 0.09273757527902074}, "LTCUSDT": {"directional_accuracy": 0.6583333333333333, "hidden_size": 96, "lookback": 64, "model": "torch_gru", "skill": 0.11954702418314447}, "SOLUSDT": {"directional_accuracy": 0.6416666666666667, "hidden_size": 96, "lookback": 64, "model": "torch_gru", "skill": 0.03400498728351002}}, "target_horizon": 3, "target_horizons": [1, 3, 6, 12], "target_transform": "net_return_over_volatility", "version": 4}
-
-TOP_RESULTS
-edge=0.1000 prob=0.6200 conf=0.7200 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.1000 prob=0.6200 conf=0.6800 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.1000 prob=0.6200 conf=0.6400 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.1000 prob=0.6200 conf=0.6000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.1000 prob=0.6200 conf=0.5600 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.1000 prob=0.6200 conf=0.5000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0800 prob=0.6200 conf=0.7200 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0800 prob=0.6200 conf=0.6800 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0800 prob=0.6200 conf=0.6400 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0800 prob=0.6200 conf=0.6000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0800 prob=0.6200 conf=0.5600 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0800 prob=0.6200 conf=0.5000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0600 prob=0.6200 conf=0.7200 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0600 prob=0.6200 conf=0.6800 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-edge=0.0600 prob=0.6200 conf=0.6400 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
-
-RECOMMENDED
-edge=0.1000 prob=0.6000 conf=0.6800 trades=16 win=0.562 avg=0.4948% total=7.9171% dd=1.8130% pf=3.629 score=0.5817
-
-FULL_REPLAY
-trades=5 win=1.000 avg=1.9149% total=9.5746% dd=0.0000% pf=999.000
-
-WALK_FORWARD
-{"avg_net_percent": 0.4783, "max_drawdown_percent": 1.3024, "profit_factor": 3.471, "status": "ok", "total_net_percent": 7.1747, "trades": 15, "win_rate": 0.5333, "wins": 8}
-env TIME_SERIES_MIN_EDGE_PERCENT=0.1000 TIME_SERIES_MIN_PROBABILITY_UP=0.6000 TIME_SERIES_MIN_CONFIDENCE=0.6800

runtime/torch_guard_candidate_wide.json

@@ -1,515 +0,0 @@
-{
-  "artifact": {
-    "version": 4,
-    "created_at": "2026-06-23T19:07:54.434411+00:00",
-    "feature_count": 55,
-    "target_horizon": 3,
-    "target_horizons": [
-      1,
-      3,
-      6,
-      12
-    ],
-    "target_transform": "net_return_over_volatility",
-    "symbols": {
-      "BTCUSDT": {
-        "model": "torch_gru",
-        "lookback": 64,
-        "hidden_size": 96,
-        "skill": 0.15903346077183758,
-        "directional_accuracy": 0.725
-      },
-      "ETHUSDT": {
-        "model": "torch_gru",
-        "lookback": 64,
-        "hidden_size": 64,
-        "skill": 0.09273757527902074,
-        "directional_accuracy": 0.6916666666666667
-      },
-      "SOLUSDT": {
-        "model": "torch_gru",
-        "lookback": 64,
-        "hidden_size": 96,
-        "skill": 0.03400498728351002,
-        "directional_accuracy": 0.6416666666666667
-      },
-      "LTCUSDT": {
-        "model": "torch_gru",
-        "lookback": 64,
-        "hidden_size": 96,
-        "skill": 0.11954702418314447,
-        "directional_accuracy": 0.6583333333333333
-      }
-    }
-  },
-  "records_by_symbol": {
-    "BTCUSDT": 720,
-    "ETHUSDT": 720,
-    "SOLUSDT": 720,
-    "LTCUSDT": 720
-  },
-  "recommended": {
-    "edge": 0.1,
-    "probability": 0.52,
-    "confidence": 0.72,
-    "trades": 30,
-    "wins": 17,
-    "win_rate": 0.5666666666666667,
-    "total_net_percent": 12.82679871911413,
-    "average_net_percent": 0.42755995730380436,
-    "max_drawdown_percent": 1.812991648733242,
-    "profit_factor": 3.2963631842987433,
-    "score": 0.5882388552951857
-  },
-  "full_replay": {
-    "trades": 8,
-    "wins": 8,
-    "win_rate": 1.0,
-    "total_net_percent": 21.0484,
-    "avg_net_percent": 2.631,
-    "max_drawdown_percent": 0.0,
-    "profit_factor": 999.0,
-    "trades_detail": [
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1779832800000,
-        "exit_timestamp": 1779868800000,
-        "net_percent": 0.5281,
-        "reason": "forecast_weak_profit_lock",
-        "held_bars": 10,
-        "entry_probability": 0.5747,
-        "entry_expected_percent": 0.3453
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1779940800000,
-        "exit_timestamp": 1779984000000,
-        "net_percent": 1.3185,
-        "reason": "forecast_weak_profit_lock",
-        "held_bars": 12,
-        "entry_probability": 0.6018,
-        "entry_expected_percent": 0.3155
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1780300800000,
-        "exit_timestamp": 1780347600000,
-        "net_percent": 0.2591,
-        "reason": "forecast_weak_profit_lock",
-        "held_bars": 13,
-        "entry_probability": 0.6164,
-        "entry_expected_percent": 0.3215
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1780768800000,
-        "exit_timestamp": 1780855200000,
-        "net_percent": 4.4581,
-        "reason": "max_hold",
-        "held_bars": 24,
-        "entry_probability": 0.5632,
-        "entry_expected_percent": 0.5685
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1780862400000,
-        "exit_timestamp": 1780869600000,
-        "net_percent": 2.4609,
-        "reason": "forecast_weak_profit_lock",
-        "held_bars": 2,
-        "entry_probability": 0.5368,
-        "entry_expected_percent": 0.4055
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1781139600000,
-        "exit_timestamp": 1781204400000,
-        "net_percent": 2.0707,
-        "reason": "forecast_weak_profit_lock",
-        "held_bars": 18,
-        "entry_probability": 0.5775,
-        "entry_expected_percent": 0.3013
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1781445600000,
-        "exit_timestamp": 1781532000000,
-        "net_percent": 9.0305,
-        "reason": "max_hold",
-        "held_bars": 24,
-        "entry_probability": 0.6014,
-        "entry_expected_percent": 0.2946
-      },
-      {
-        "symbol": "ETHUSDT",
-        "entry_timestamp": 1781892000000,
-        "exit_timestamp": 1781942400000,
-        "net_percent": 0.9224,
-        "reason": "forecast_weak_profit_lock",
-        "held_bars": 14,
-        "entry_probability": 0.5966,
-        "entry_expected_percent": 0.2647
-      }
-    ]
-  },
-  "walk_forward": {
-    "summary": {
-      "trades": 16,
-      "wins": 8,
-      "win_rate": 0.5,
-      "total_net_percent": 6.8682,
-      "avg_net_percent": 0.4293,
-      "max_drawdown_percent": 1.3024,
-      "profit_factor": 3.1396,
-      "status": "warn"
-    },
-    "folds": [
-      {
-        "fold": 1,
-        "train_records": 720,
-        "test_records": 720,
-        "thresholds": {
-          "edge": 0.1,
-          "probability": 0.6,
-          "confidence": 0.72,
-          "trades": 2,
-          "wins": 1,
-          "win_rate": 0.5,
-          "total_net_percent": -0.10348384852443271,
-          "average_net_percent": -0.051741924262216354,
-          "max_drawdown_percent": 0.5106090484004788,
-          "profit_factor": 0.7973325211360753,
-          "score": -0.0037694524148430344
-        },
-        "test": {
-          "trades": 4,
-          "wins": 2,
-          "win_rate": 0.5,
-          "total_net_percent": 0.0557,
-          "avg_net_percent": 0.0139,
-          "max_drawdown_percent": 1.3024,
-          "profit_factor": 1.0428
-        }
-      },
-      {
-        "fold": 2,
-        "train_records": 1440,
-        "test_records": 720,
-        "thresholds": {
-          "edge": 0.1,
-          "probability": 0.52,
-          "confidence": 0.72,
-          "trades": 18,
-          "wins": 11,
-          "win_rate": 0.6111111111111112,
-          "total_net_percent": 6.01434645293809,
-          "average_net_percent": 0.3341303584965606,
-          "max_drawdown_percent": 1.812991648733242,
-          "profit_factor": 2.6352078385564366,
-          "score": 0.3944002502730791
-        },
-        "test": {
-          "trades": 11,
-          "wins": 6,
-          "win_rate": 0.5455,
-          "total_net_percent": 7.119,
-          "avg_net_percent": 0.6472,
-          "max_drawdown_percent": 1.0894,
-          "profit_factor": 5.4462
-        }
-      },
-      {
-        "fold": 3,
-        "train_records": 2160,
-        "test_records": 720,
-        "thresholds": {
-          "edge": 0.1,
-          "probability": 0.52,
-          "confidence": 0.72,
-          "trades": 29,
-          "wins": 17,
-          "win_rate": 0.5862068965517241,
-          "total_net_percent": 13.13332018590817,
-          "average_net_percent": 0.4528731098589024,
-          "max_drawdown_percent": 1.812991648733242,
-          "profit_factor": 3.48775770371021,
-          "score": 0.6189314390475966
-        },
-        "test": {
-          "trades": 1,
-          "wins": 0,
-          "win_rate": 0.0,
-          "total_net_percent": -0.3065,
-          "avg_net_percent": -0.3065,
-          "max_drawdown_percent": 0.3065,
-          "profit_factor": 0.0
-        }
-      }
-    ]
-  },
-  "probability_calibration": {
-    "samples": 2880,
-    "buckets": [
-      {
-        "bucket": "0.30-0.35",
-        "samples": 38,
-        "avg_probability": 0.336,
-        "actual_win_rate": 0.1053,
-        "avg_future_net_percent": -0.6575
-      },
-      {
-        "bucket": "0.35-0.40",
-        "samples": 418,
-        "avg_probability": 0.3839,
-        "actual_win_rate": 0.2225,
-        "avg_future_net_percent": -0.6359
-      },
-      {
-        "bucket": "0.40-0.45",
-        "samples": 1065,
-        "avg_probability": 0.427,
-        "actual_win_rate": 0.2873,
-        "avg_future_net_percent": -0.4036
-      },
-      {
-        "bucket": "0.45-0.50",
-        "samples": 911,
-        "avg_probability": 0.4746,
-        "actual_win_rate": 0.3271,
-        "avg_future_net_percent": -0.3061
-      },
-      {
-        "bucket": "0.50-0.55",
-        "samples": 290,
-        "avg_probability": 0.5188,
-        "actual_win_rate": 0.3966,
-        "avg_future_net_percent": -0.0583
-      },
-      {
-        "bucket": "0.55-0.60",
-        "samples": 104,
-        "avg_probability": 0.5758,
-        "actual_win_rate": 0.4327,
-        "avg_future_net_percent": 0.0173
-      },
-      {
-        "bucket": "0.60-0.65",
-        "samples": 42,
-        "avg_probability": 0.6138,
-        "actual_win_rate": 0.4762,
-        "avg_future_net_percent": -0.0041
-      },
-      {
-        "bucket": "0.65-0.70",
-        "samples": 6,
-        "avg_probability": 0.6679,
-        "actual_win_rate": 0.3333,
-        "avg_future_net_percent": 0.6587
-      },
-      {
-        "bucket": "0.70-0.75",
-        "samples": 6,
-        "avg_probability": 0.7103,
-        "actual_win_rate": 0.8333,
-        "avg_future_net_percent": 2.1268
-      }
-    ]
-  },
-  "top_results": [
-    {
-      "edge": 0.1,
-      "probability": 0.52,
-      "confidence": 0.72,
-      "trades": 30,
-      "wins": 17,
-      "win_rate": 0.5666666666666667,
-      "total_net_percent": 12.82679871911413,
-      "average_net_percent": 0.42755995730380436,
-      "max_drawdown_percent": 1.812991648733242,
-      "profit_factor": 3.2963631842987433,
-      "score": 0.5882388552951857
-    },
-    {
-      "edge": 0.1,
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-      "confidence": 0.72,
-      "trades": 30,
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-      "win_rate": 0.5666666666666667,
-      "total_net_percent": 12.82679871911413,
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-      "max_drawdown_percent": 1.812991648733242,
-      "profit_factor": 3.2963631842987433,
-      "score": 0.5882388552951857
-    },
-    {
-      "edge": 0.1,
-      "probability": 0.52,
-      "confidence": 0.68,
-      "trades": 38,
-      "wins": 19,
-      "win_rate": 0.5,
-      "total_net_percent": 13.314209250896504,
-      "average_net_percent": 0.35037392765517117,
-      "max_drawdown_percent": 2.2311766078638495,
-      "profit_factor": 2.618335500149353,
-      "score": 0.5031517681827032
-    },
-    {
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-      "trades": 38,
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-    },
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-      "max_drawdown_percent": 2.826650409116027,
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-      "score": 0.44256958838476457
-    },
-    {
-      "edge": 0.1,
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-      "confidence": 0.6,
-      "trades": 59,
-      "wins": 28,
-      "win_rate": 0.4745762711864407,
-      "total_net_percent": 16.704033568694644,
-      "average_net_percent": 0.2831192130287228,
-      "max_drawdown_percent": 3.9030543543860263,
-      "profit_factor": 2.053895519143829,
-      "score": 0.4355711367750193
-    },
-    {
-      "edge": 0.1,
-      "probability": 0.54,
-      "confidence": 0.72,
-      "trades": 29,
-      "wins": 16,
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-      "average_net_percent": 0.3195468317298972,
-      "max_drawdown_percent": 1.812991648733242,
-      "profit_factor": 2.659032178431275,
-      "score": 0.41557735852998334
-    },
-    {
-      "edge": 0.1,
-      "probability": 0.55,
-      "confidence": 0.72,
-      "trades": 25,
-      "wins": 14,
-      "win_rate": 0.56,
-      "total_net_percent": 9.16979950649479,
-      "average_net_percent": 0.3667919802597916,
-      "max_drawdown_percent": 1.812991648733242,
-      "profit_factor": 3.155095090386423,
-      "score": 0.41121722668525085
-    },
-    {
-      "edge": 0.08,
-      "probability": 0.5,
-      "confidence": 0.64,
-      "trades": 57,
-      "wins": 28,
-      "win_rate": 0.49122807017543857,
-      "total_net_percent": 15.383105036720245,
-      "average_net_percent": 0.2698790357319341,
-      "max_drawdown_percent": 3.6509791332801522,
-      "profit_factor": 1.8889561886320847,
-      "score": 0.4107453600913507
-    },
-    {
-      "edge": 0.06,
-      "probability": 0.5,
-      "confidence": 0.68,
-      "trades": 57,
-      "wins": 28,
-      "win_rate": 0.49122807017543857,
-      "total_net_percent": 15.383105036720245,
-      "average_net_percent": 0.2698790357319341,
-      "max_drawdown_percent": 3.6509791332801522,
-      "profit_factor": 1.8889561886320847,
-      "score": 0.4107453600913507
-    },
-    {
-      "edge": 0.1,
-      "probability": 0.55,
-      "confidence": 0.68,
-      "trades": 32,
-      "wins": 16,
-      "win_rate": 0.5,
-      "total_net_percent": 9.83610967545454,
-      "average_net_percent": 0.3073784273579544,
-      "max_drawdown_percent": 2.2311766078638495,
-      "profit_factor": 2.5019571623752666,
-      "score": 0.40798477425385704
-    }
-  ]
-}

runtime/torch_train_candidate.out.log

@@ -1,5 +0,0 @@
-BTCUSDT: model=torch_gru lookback=64 features=55 hidden=96 layers=2 horizons=1,3,6,12 mae=0.47001% baseline=0.55889% skill=0.1590 dir=0.725 p_brier=0.2443
-ETHUSDT: model=torch_gru lookback=64 features=55 hidden=64 layers=2 horizons=1,3,6,12 mae=0.63328% baseline=0.69801% skill=0.0927 dir=0.692 p_brier=0.2239
-SOLUSDT: model=torch_gru lookback=64 features=55 hidden=96 layers=2 horizons=1,3,6,12 mae=0.85491% baseline=0.88500% skill=0.0340 dir=0.642 p_brier=0.2308
-LTCUSDT: model=torch_gru lookback=64 features=55 hidden=96 layers=2 horizons=1,3,6,12 mae=0.57185% baseline=0.64949% skill=0.1195 dir=0.658 p_brier=0.2369
-saved G:\Repos\TradeBot\runtime\lstm_forecaster.candidate.json

tests/conftest.py

@@ -89,11 +89,13 @@ def make_settings():
             time_series_probe_min_probability_up=0.55,
             time_series_probe_size_multiplier=0.40,
             time_series_rebound_fallback_enabled=True,
+            time_series_trend_fallback_enabled=False,
             stop_loss_percent=0.02,
             stop_loss_exit_enabled=True,
             take_profit_percent=0.035,
             trailing_stop_percent=0.015,
             min_hold_seconds=180,
+            min_exit_net_percent=0.20,
             entry_cooldown_seconds=180,
             max_daily_drawdown_usdt=6.0,
             min_cash_reserve_usdt=5.0,

tests/test_auth.py

@@ -0,0 +1,38 @@
+from __future__ import annotations
+
+import asyncio
+import base64
+
+import pytest
+from fastapi import HTTPException, Request
+
+from crypto_spot_bot.auth import ApiAuthorizer
+
+
+def _request(**headers: str) -> Request:
+    encoded = [(key.lower().encode(), value.encode()) for key, value in headers.items()]
+    return Request({"type": "http", "method": "GET", "path": "/", "headers": encoded})
+
+
+def test_api_authorizer_accepts_direct_basic_token(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, api_auth_token="user:secret")
+    auth = ApiAuthorizer(settings)
+    basic = base64.b64encode(b"user:secret").decode("ascii")
+
+    asyncio.run(auth.require(_request(Authorization=f"Basic {basic}")))
+
+
+def test_api_authorizer_accepts_trusted_proxy_header(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, trusted_proxy_user_header="X-TradeBot-Proxy-User")
+    auth = ApiAuthorizer(settings)
+
+    asyncio.run(auth.require(_request(**{"X-TradeBot-Proxy-User": "sevenhill"})))
+
+
+def test_api_authorizer_rejects_missing_credentials(make_settings, tmp_path) -> None:
+    auth = ApiAuthorizer(make_settings(tmp_path))
+
+    with pytest.raises(HTTPException) as raised:
+        asyncio.run(auth.require(_request()))
+
+    assert raised.value.status_code == 401

tests/test_bybit.py

@@ -1,5 +1,7 @@
 from __future__ import annotations
 
+import requests
+
 from crypto_spot_bot.bybit import BybitClient, websocket_subscribe_message, _looks_like_leveraged_token, _looks_like_stablecoin
 
 
@@ -86,8 +88,51 @@ def test_private_get_signs_the_same_query_it_sends(make_settings, tmp_path) -> N
     assert captured["headers"]["X-BAPI-SIGN"]
 
 
+def test_public_get_recreates_failed_tls_session_before_retry(make_settings, tmp_path, monkeypatch) -> None:
+    client = BybitClient(make_settings(tmp_path))
+
+    class FailedSession:
+        def get(self, *_args, **_kwargs):
+            raise requests.exceptions.SSLError("invalid session id")
+
+    class Response:
+        def raise_for_status(self):
+            return None
+
+        def json(self):
+            return {"retCode": 0, "result": {"ok": True}}
+
+    class WorkingSession:
+        def get(self, *_args, **_kwargs):
+            return Response()
+
+    resets = []
+    client.session = FailedSession()
+
+    def reset_session() -> None:
+        resets.append(True)
+        client.session = WorkingSession()
+
+    monkeypatch.setattr(client, "_reset_session", reset_session)
+    monkeypatch.setattr("crypto_spot_bot.bybit.time.sleep", lambda _seconds: None)
+
+    assert client.public_get("/v5/market/kline", {"symbol": "BTCUSDT"}) == {"ok": True}
+    assert resets == [True]
+
+
 def test_websocket_subscribe_uses_configured_kline_interval() -> None:
     payload = websocket_subscribe_message(["BTCUSDT"], interval="60")
 
     assert "kline.60.BTCUSDT" in payload
     assert "kline.1.BTCUSDT" not in payload
+
+
+def test_orderbook_level_one_preserves_sizes(make_settings, tmp_path) -> None:
+    client = BybitClient(make_settings(tmp_path))
+    client.public_get = lambda *_args, **_kwargs: {
+        "b": [["100.5", "2.25"]],
+        "a": [["100.7", "1.75"]],
+    }
+
+    assert client.orderbook_level_one("BTCUSDT") == (100.5, 2.25, 100.7, 1.75)
+    assert client.orderbook_top("BTCUSDT") == (100.5, 100.7)

tests/test_calibrate_thresholds.py

@@ -0,0 +1,240 @@
+from __future__ import annotations
+
+from types import SimpleNamespace
+
+from tools.calibrate_torch_thresholds import (
+    CalibrationResult,
+    ForecastRecord,
+    _average_selected_predictions,
+    _apply_platt_calibration,
+    _build_torch_model,
+    _calibration_horizon,
+    _calibration_symbols,
+    _choose_recommendation,
+    _full_backtest,
+    _fit_platt_calibration,
+    _record_event_target,
+    _entry_validation_skill,
+)
+from tools.train_torch_recurrent_forecaster import (
+    OUTPUT_LAYOUT,
+    RecurrentReturnModel,
+    _ensemble_candidate,
+    _export_head_state,
+    _export_recurrent_state,
+)
+
+
+def _result(*, trades: int, average: float, total: float, profit_factor: float) -> CalibrationResult:
+    return CalibrationResult(
+        edge=0.05,
+        probability=0.52,
+        confidence=0.4,
+        trades=trades,
+        wins=max(0, trades // 2),
+        win_rate=0.5,
+        total_net_percent=total,
+        average_net_percent=average,
+        max_drawdown_percent=1.0,
+        profit_factor=profit_factor,
+        score=1.0,
+    )
+
+
+def _record(index: int, probability: float, future: float) -> ForecastRecord:
+    return ForecastRecord(
+        symbol="BTCUSDT",
+        index=index,
+        timestamp=index,
+        close=100.0,
+        high=101.0,
+        low=99.0,
+        next_open=100.0,
+        next_timestamp=index + 1,
+        atr=1.0,
+        expected_percent=0.1,
+        probability_up=probability,
+        confidence=0.5,
+        skill=0.1,
+        q50_percent=0.1,
+        block_entry=False,
+        future_net_percent=future,
+        benchmark_entry=False,
+        benchmark_exit=False,
+    )
+
+
+def test_calibration_symbols_follow_explicit_configured_artifact_precedence() -> None:
+    artifact = {"symbols": {"btcusdt": {}, "ethusdt": {}}}
+
+    assert _calibration_symbols("solusdt, xrpusdt", ("ADAUSDT",), artifact) == [
+        "SOLUSDT",
+        "XRPUSDT",
+    ]
+    assert _calibration_symbols("", ("ADAUSDT",), artifact) == ["ADAUSDT"]
+    assert _calibration_symbols("", (), artifact) == ["BTCUSDT", "ETHUSDT"]
+
+
+def test_calibration_symbols_reject_malformed_artifact_symbols() -> None:
+    assert _calibration_symbols("", (), {"symbols": []}) == []
+
+
+def test_explicit_calibration_horizon_selects_existing_multi_horizon_output() -> None:
+    entry = {"target_horizon": 12, "target_horizons": [3, 6, 12, 24]}
+
+    assert _calibration_horizon(entry, 24, explicit=True) == 24
+    assert _calibration_horizon(entry, 20, explicit=True) == 24
+    assert _calibration_horizon(entry, 24, explicit=False) == 12
+
+
+def test_calibration_does_not_fallback_to_too_few_trades() -> None:
+    selected = _choose_recommendation(
+        [_result(trades=1, average=2.0, total=2.0, profit_factor=999.0)],
+        min_trades=30,
+    )
+
+    assert selected is None
+
+
+def test_calibration_selects_only_viable_result() -> None:
+    viable = _result(trades=30, average=0.2, total=6.0, profit_factor=1.4)
+
+    assert _choose_recommendation([viable], min_trades=30) is viable
+
+
+def test_platt_calibration_learns_probability_direction_from_train_records() -> None:
+    records = [
+        _record(index, 0.8 if index % 2 else 0.2, -1.0 if index % 2 else 1.0)
+        for index in range(100)
+    ]
+
+    calibration = _fit_platt_calibration(records)
+    calibrated = _apply_platt_calibration(
+        [_record(101, 0.8, -1.0), _record(102, 0.2, 1.0)],
+        calibration,
+    )
+
+    assert calibration["slope"] < 0
+    assert calibrated[0].probability_up < calibrated[1].probability_up
+
+
+def test_barrier_event_target_takes_precedence_over_terminal_profit() -> None:
+    record = _record(1, 0.8, 3.0)
+    record.take_profit_first = False
+
+    assert _record_event_target(record) == 0.0
+
+
+def test_entry_quality_never_falls_back_to_holdout_skill() -> None:
+    entry = {"validation_skill": 0.12, "skill": 0.99, "holdout_skill": 0.99}
+
+    assert _entry_validation_skill(entry) == 0.12
+    assert _entry_validation_skill({"skill": 0.99, "holdout_skill": 0.99}) == 0.0
+
+
+def test_batched_ensemble_averages_decoded_predictions() -> None:
+    averaged = _average_selected_predictions(
+        [
+            {"expected_return": 0.01, "q50": 0.02, "probability_up": 0.6},
+            {"expected_return": 0.03, "q50": 0.04, "probability_up": 0.8},
+        ]
+    )
+
+    assert averaged == {
+        "expected_return": 0.02,
+        "q50": 0.03,
+        "probability_up": 0.7,
+    }
+
+
+def test_calibrator_loads_multitask_head() -> None:
+    model = RecurrentReturnModel(
+        architecture="gru",
+        input_size=2,
+        hidden_size=4,
+        num_layers=1,
+        dropout=0.0,
+        output_size=len(OUTPUT_LAYOUT),
+        attention_pooling=False,
+        context_norm=False,
+        multitask_head=True,
+        head_hidden_size=6,
+    )
+    entry = {
+        "input_size": 2,
+        "hidden_size": 4,
+        "num_layers": 1,
+        "output_size": len(OUTPUT_LAYOUT),
+        "multitask_head": True,
+        "head_hidden_size": 6,
+        "state_dict": _export_recurrent_state(model),
+        **_export_head_state(model),
+    }
+
+    loaded = _build_torch_model(entry, "torch_gru")
+
+    assert loaded is not None
+    assert loaded.multitask_head is True
+
+
+def test_multi_seed_export_does_not_duplicate_first_member_weights() -> None:
+    members = [
+        {
+            "validation_mae": 0.1,
+            "state_dict": {"weight": [seed]},
+            "head_weight": [[seed]],
+            "head_bias": [seed],
+        }
+        for seed in (7, 19)
+    ]
+
+    exported = _ensemble_candidate(members, [7, 19])
+
+    assert exported["ensemble_size"] == 2
+    assert exported["ensemble_seeds"] == [7, 19]
+    assert len(exported["ensemble_members"]) == 2
+    assert "state_dict" not in exported
+    assert "head_weight" not in exported
+
+
+def test_single_seed_export_keeps_only_top_level_weights() -> None:
+    exported = _ensemble_candidate(
+        [
+            {
+                "validation_mae": 0.1,
+                "state_dict": {"weight": [7]},
+                "head_weight": [[7]],
+                "head_bias": [7],
+            }
+        ],
+        [7],
+    )
+
+    assert exported["ensemble_size"] == 1
+    assert exported["state_dict"] == {"weight": [7]}
+    assert "ensemble_members" not in exported
+
+
+def test_full_backtest_never_uses_global_threshold_for_ineligible_symbol() -> None:
+    btc = [_record(index, 0.8, 1.0) for index in range(3)]
+    eth = [_record(index, 0.8, 1.0) for index in range(3)]
+    for record in eth:
+        record.symbol = "ETHUSDT"
+    thresholds = _result(trades=3, average=1.0, total=3.0, profit_factor=999.0)
+
+    replay = _full_backtest(
+        btc + eth,
+        thresholds,
+        horizon=3,
+        round_trip_cost=0.0,
+        settings=SimpleNamespace(
+            stop_loss_percent=0.04,
+            take_profit_percent=0.035,
+            stop_loss_exit_enabled=True,
+            atr_trailing_multiplier=2.2,
+        ),
+        symbol_thresholds={"BTCUSDT": thresholds},
+        require_symbol_thresholds=True,
+    )
+
+    assert {row["symbol"] for row in replay["symbol_breakdown"]} == {"BTCUSDT"}

tests/test_config.py

@@ -78,7 +78,7 @@ def test_llm_advisor_is_disabled_by_default(tmp_path, monkeypatch) -> None:
     assert settings.llm_advisor_enabled is False
 
 
-def test_default_symbols_are_fixed_trend_pairs(tmp_path, monkeypatch) -> None:
+def test_default_symbols_are_discovered_from_bybit(tmp_path, monkeypatch) -> None:
     monkeypatch.delenv("AUTO_SELECT_SYMBOLS", raising=False)
     monkeypatch.delenv("TOP_SYMBOLS_COUNT", raising=False)
     monkeypatch.delenv("SYMBOLS", raising=False)
@@ -89,9 +89,9 @@ def test_default_symbols_are_fixed_trend_pairs(tmp_path, monkeypatch) -> None:
 
     settings = load_settings(env_file)
 
-    assert settings.auto_select_symbols is False
+    assert settings.auto_select_symbols is True
     assert settings.top_symbols_count == len(FIXED_SPOT_SYMBOLS)
-    assert settings.symbols == FIXED_SPOT_SYMBOLS
+    assert settings.symbols == ()
     assert settings.strategy_mode == "torch_forecast"
     assert settings.base_interval == "60"
     assert settings.trend_interval == "D"
@@ -154,3 +154,38 @@ def test_auto_select_uses_empty_symbol_list(tmp_path, monkeypatch) -> None:
     assert settings.auto_select_symbols is True
     assert settings.top_symbols_count == 12
     assert settings.symbols == ()
+
+
+def test_load_settings_rejects_inconsistent_exposure_limits(tmp_path, monkeypatch) -> None:
+    for key in (
+        "MIN_POSITION_USDT",
+        "MAX_SYMBOL_EXPOSURE_USDT",
+        "MAX_TOTAL_EXPOSURE_USDT",
+    ):
+        monkeypatch.delenv(key, raising=False)
+    env_file = tmp_path / ".env"
+    env_file.write_text(
+        "MIN_POSITION_USDT=10\nMAX_SYMBOL_EXPOSURE_USDT=5\nMAX_TOTAL_EXPOSURE_USDT=20\n",
+        encoding="utf-8",
+    )
+
+    with pytest.raises(ValueError, match="MAX_SYMBOL_EXPOSURE_USDT"):
+        load_settings(env_file)
+
+
+def test_load_settings_rejects_unknown_fallback_mode(tmp_path, monkeypatch) -> None:
+    monkeypatch.delenv("TIME_SERIES_FALLBACK_MODE", raising=False)
+    env_file = tmp_path / ".env"
+    env_file.write_text("TIME_SERIES_FALLBACK_MODE=force-trades\n", encoding="utf-8")
+
+    with pytest.raises(ValueError, match="TIME_SERIES_FALLBACK_MODE"):
+        load_settings(env_file)
+
+
+def test_load_settings_rejects_non_positive_observation_interval(tmp_path, monkeypatch) -> None:
+    monkeypatch.delenv("MARKET_OBSERVATION_SAMPLE_SECONDS", raising=False)
+    env_file = tmp_path / ".env"
+    env_file.write_text("MARKET_OBSERVATION_SAMPLE_SECONDS=0\n", encoding="utf-8")
+
+    with pytest.raises(ValueError, match="MARKET_OBSERVATION_SAMPLE_SECONDS"):
+        load_settings(env_file)

tests/test_dashboard.py

@@ -2,9 +2,10 @@ from __future__ import annotations
 
 import json
 
+from crypto_spot_bot.dashboard import _compact_markets
 from crypto_spot_bot.dashboard import _apply_fast_trading
 from crypto_spot_bot.dashboard import _safe_config
-from crypto_spot_bot.dashboard import WEB_UI_REMOVED_MESSAGE
+from crypto_spot_bot.dashboard import WEB_INDEX
 from crypto_spot_bot.storage import Storage
 
 
@@ -45,6 +46,9 @@ def test_safe_config_summarizes_torch_forecast_artifact(make_settings, tmp_path)
     assert config["time_series_probe_min_probability_up"] == 0.55
     assert config["time_series_probe_size_multiplier"] == 0.40
     assert config["time_series_rebound_fallback_enabled"] is True
+    assert config["time_series_fallback_mode"] == "trend_macd"
+    assert config["market_observation_enabled"] is True
+    assert config["market_observation_sample_seconds"] == 30.0
     assert config["time_series_model_artifact"] == {
         "available": True,
         "type": "pytorch_recurrent_forecaster",
@@ -58,6 +62,49 @@ def test_safe_config_summarizes_torch_forecast_artifact(make_settings, tmp_path)
     }
 
 
-def test_web_ui_is_removed_from_api_service() -> None:
+def test_web_ui_assets_are_available() -> None:
-    assert "Web UI removed" in WEB_UI_REMOVED_MESSAGE
+    html = WEB_INDEX.read_text(encoding="utf-8")
-    assert "/api/*" in WEB_UI_REMOVED_MESSAGE
+    script = WEB_INDEX.with_name("dashboard.js").read_text(encoding="utf-8")
+
+    assert "TradeBot — панель управления" in html
+    assert "/assets/dashboard.css" in html
+    assert "/assets/dashboard.js" in html
+    assert 'id="usernameInput"' in html
+    assert 'id="passwordInput"' in html
+    assert "/web-api/dashboard/snapshot" in script
+    assert 'headers["X-TradeBot-Token"] = state.token' in script
+    assert 'credentials: "omit"' in script
+    assert "AbortController" in script
+    assert 'id="authSubmitButton"' in html
+
+
+def test_compact_markets_keeps_dashboard_fields_and_limits_candles() -> None:
+    candles = [{"timestamp": index, "close": 100 + index, "open": 1} for index in range(60)]
+
+    compact = _compact_markets(
+        {
+            "symbols": ["BTCUSDT"],
+            "ws_connected": True,
+            "rest_error_count": 2,
+            "markets": [
+                {
+                    "ticker": {"symbol": "BTCUSDT", "last_price": 160},
+                    "candles": candles,
+                    "forecast": {"expected_return_percent": 0.4},
+                    "shadow_forecast": {"expected_return_percent": 0.5},
+                    "orderbook": {"spread_bps": 1.2},
+                    "quality": {"status": "ok"},
+                    "instrument": {"symbol": "BTCUSDT"},
+                }
+            ],
+        }
+    )
+
+    assert compact["ws_connected"] is True
+    assert compact["rest_error_count"] == 2
+    assert compact["markets"][0]["ticker"]["symbol"] == "BTCUSDT"
+    assert len(compact["markets"][0]["sparkline"]) == 48
+    assert compact["markets"][0]["sparkline"][0] == {"timestamp": 12, "close": 112}
+    assert "instrument" not in compact["markets"][0]
+    assert "orderbook" not in compact["markets"][0]
+    assert "shadow_forecast" not in compact["markets"][0]

tests/test_execution.py

@@ -4,7 +4,7 @@ from types import SimpleNamespace
 
 from crypto_spot_bot.bybit import Instrument
 from crypto_spot_bot.bot import CryptoSpotBot
-from crypto_spot_bot.execution import PaperBroker
+from crypto_spot_bot.execution import LiveBroker, PaperBroker
 from crypto_spot_bot.models import Signal, Ticker
 from crypto_spot_bot.storage import Storage
 from crypto_spot_bot.strategy import SpotStrategy
@@ -319,3 +319,108 @@ def test_trend_macd_closes_old_paper_positions_outside_symbol_universe(make_sett
     assert trade["side"] == "SELL"
     assert trade["symbol"] == "HYPEUSDT"
     assert "trend_macd" in trade["reason"]
+
+
+def test_live_broker_records_exchange_fill_and_protective_stop(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        trading_mode="live",
+        enable_live_trading=True,
+        live_trading_confirm="I_ACCEPT_REAL_RISK",
+        bybit_api_key="key",
+        bybit_api_secret="secret",
+        live_protective_stop_enabled=True,
+    )
+    storage = Storage(settings.database_path)
+
+    class Client:
+        def place_spot_market_order(self, **kwargs):
+            return {"orderId": "buy-1"}
+
+        def wait_for_spot_order(self, **kwargs):
+            return {
+                "order": {"orderStatus": "Filled"},
+                "executions": [
+                    {
+                        "symbol": "BTCUSDT",
+                        "execQty": "0.001",
+                        "execValue": "10",
+                        "execPrice": "10000",
+                        "execFee": "0.01",
+                        "feeCurrency": "USDT",
+                    }
+                ],
+            }
+
+        def place_spot_protective_stop(self, **kwargs):
+            return {"orderId": "stop-1"}
+
+    broker = LiveBroker(settings, storage, Client())
+    broker.reconciliation_state = {"status": "ok", "blocking": False, "discrepancies": []}
+    ticker = Ticker("BTCUSDT", 10000, 9999, 10001, 10_000_000, 1000, 0)
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
+    signal = Signal("BTCUSDT", "BUY", 0.8, "test", {"position_notional_usdt": 10})
+
+    position = broker.buy(signal, ticker, instrument, {"BTCUSDT": 10000})
+
+    assert position is not None
+    assert position.qty == 0.001
+    assert position.entry_price == 10000
+    assert position.protective_order_id == "stop-1"
+    assert storage.recent_orders()[0]["order_kind"] == "PROTECTIVE_STOP"
+
+
+def test_live_broker_sell_uses_confirmed_exchange_fill(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        trading_mode="live",
+        enable_live_trading=True,
+        live_trading_confirm="I_ACCEPT_REAL_RISK",
+        bybit_api_key="key",
+        bybit_api_secret="secret",
+        live_protective_stop_enabled=False,
+    )
+    storage = Storage(settings.database_path)
+
+    class Client:
+        def place_spot_market_order(self, **kwargs):
+            return {"orderId": "buy-1" if kwargs["side"] == "Buy" else "sell-1"}
+
+        def wait_for_spot_order(self, **kwargs):
+            buying = kwargs["order_id"] == "buy-1"
+            return {
+                "order": {"orderStatus": "Filled"},
+                "executions": [
+                    {
+                        "symbol": "BTCUSDT",
+                        "execQty": "0.001",
+                        "execValue": "10" if buying else "11",
+                        "execPrice": "10000" if buying else "11000",
+                        "execFee": "0.01",
+                        "feeCurrency": "USDT",
+                    }
+                ],
+            }
+
+    broker = LiveBroker(settings, storage, Client())
+    broker.reconciliation_state = {"status": "ok", "blocking": False, "discrepancies": []}
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
+    entry_ticker = Ticker("BTCUSDT", 10000, 9999, 10001, 10_000_000, 1000, 0)
+    position = broker.buy(
+        Signal("BTCUSDT", "BUY", 0.8, "test", {"position_notional_usdt": 10}),
+        entry_ticker,
+        instrument,
+        {"BTCUSDT": 10000},
+    )
+    assert position is not None
+
+    trade = broker.sell(
+        position,
+        Ticker("BTCUSDT", 11000, 10999, 11001, 10_000_000, 1000, 0),
+        "test exit",
+    )
+
+    assert trade.exit_price == 11000
+    assert trade.qty == 0.001
+    assert broker.open_positions() == []
+    assert storage.recent_orders()[0]["status"] == "Filled"

tests/test_market_data.py

@@ -1,7 +1,8 @@
 from __future__ import annotations
 
-from crypto_spot_bot.market_data import _closed_candles, _is_closed_kline_row
+from crypto_spot_bot.market_data import MarketData, _candles_due, _closed_candles, _is_closed_kline_row
 from crypto_spot_bot.models import Candle
+from crypto_spot_bot.storage import Storage
 
 
 def test_closed_candles_excludes_current_open_interval() -> None:
@@ -19,3 +20,44 @@ def test_closed_candles_excludes_current_open_interval() -> None:
 def test_websocket_kline_requires_confirmed_candle() -> None:
     assert _is_closed_kline_row({"start": 7_200_000, "confirm": False}, "60") is False
     assert _is_closed_kline_row({"start": 7_200_000, "confirm": True}, "60") is True
+
+
+def test_rest_candles_refresh_only_after_next_bar_closes() -> None:
+    candle = Candle(10 * 60_000, 1, 1, 1, 1, 1)
+
+    assert _candles_due([candle], "1", now_ms=11 * 60_000 + 30_000) is False
+    assert _candles_due([candle], "1", now_ms=12 * 60_000) is True
+
+
+def test_orderbook_handler_samples_sizes_and_microstructure(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        market_observation_enabled=True,
+        market_observation_sample_seconds=30.0,
+    )
+    storage = Storage(settings.database_path)
+    market = MarketData(settings, object(), storage)
+
+    market._handle_orderbook(
+        "BTCUSDT",
+        {"b": [["100", "3"]], "a": [["101", "1"]]},
+        source_timestamp_ms=1_789_000_000_000,
+    )
+    market._handle_orderbook(
+        "BTCUSDT",
+        {"b": [["100", "4"]], "a": [["101", "1"]]},
+        source_timestamp_ms=1_789_000_001_000,
+    )
+
+    metrics = market.orderbook_metrics["BTCUSDT"]
+    rows = storage.market_observations_after(symbol="BTCUSDT")
+    assert metrics["bid_size"] == 4.0
+    assert metrics["ask_size"] == 1.0
+    assert metrics["imbalance"] == 0.6
+    assert metrics["microprice"] == 100.8
+    assert len(rows) == 1
+    assert rows[0]["bid_size"] == 3.0
+    assert rows[0]["ask_size"] == 1.0
+    assert rows[0]["imbalance"] == 0.5
+    assert rows[0]["microprice"] == 100.75
+    assert rows[0]["source_timestamp_ms"] == 1_789_000_000_000

tests/test_orderbook_shadow.py

@@ -0,0 +1,175 @@
+from __future__ import annotations
+
+import base64
+import hashlib
+import json
+
+import pytest
+
+from crypto_spot_bot.models import Candle
+from crypto_spot_bot.orderbook_features import aggregate_orderbook_observations
+from crypto_spot_bot.shadow import shadow_gate_snapshot
+from crypto_spot_bot.storage import Storage
+from crypto_spot_bot.time_series import _feature_matrix
+from crypto_spot_bot.training_coordination import TrainingCoordinator
+
+
+def test_orderbook_aggregation_is_bucketed_and_rejects_sparse_hours() -> None:
+    rows = [
+        _observation(1_700_000_000_000, imbalance=0.6, spread=2.0, mid=100.0, micro=100.01),
+        _observation(1_700_000_030_000, imbalance=0.2, spread=4.0, mid=100.0, micro=99.99),
+        _observation(1_700_003_600_000, imbalance=-0.9, spread=8.0, mid=100.0, micro=100.02),
+    ]
+
+    features, manifest = aggregate_orderbook_observations(
+        rows,
+        interval="60",
+        min_samples_per_bucket=2,
+    )
+
+    assert manifest["BTCUSDT"]["covered_buckets"] == 1
+    assert manifest["BTCUSDT"]["rejected_buckets"] == 1
+    values = next(iter(features["BTCUSDT"].values()))
+    assert values["l1_imbalance_mean"] == pytest.approx(0.4)
+    assert values["l1_imbalance_std"] == pytest.approx(0.2)
+    assert values["l1_spread_bps_mean"] == pytest.approx(3.0)
+    assert values["l1_microprice_deviation_bps_mean"] == pytest.approx(0.0)
+
+
+def test_feature_matrix_uses_only_the_matching_closed_candle_bucket() -> None:
+    candles = [
+        Candle(timestamp=0, open=100, high=101, low=99, close=100, volume=1, turnover=100),
+        Candle(timestamp=3_600_000, open=100, high=101, low=99, close=100, volume=1, turnover=100),
+    ]
+    features = {
+        "BTCUSDT": {
+            0: {"l1_imbalance_mean": 0.25},
+            3_600_000: {"l1_imbalance_mean": -0.75},
+            7_200_000: {"l1_imbalance_mean": 0.99},
+        }
+    }
+
+    matrix = _feature_matrix(
+        candles,
+        ["l1_imbalance_mean"],
+        symbol="BTCUSDT",
+        orderbook_features=features,
+    )
+
+    assert matrix == [[0.25], [-0.75]]
+
+
+def test_shadow_gate_uses_only_settled_forward_predictions(tmp_path, monkeypatch) -> None:
+    monkeypatch.setenv("SHADOW_GATE_MIN_SETTLED", "2")
+    monkeypatch.setenv("SHADOW_GATE_MIN_ELIGIBLE", "2")
+    monkeypatch.setenv("SHADOW_GATE_MIN_SYMBOLS", "1")
+    monkeypatch.setenv("SHADOW_GATE_MIN_DIRECTION_ACCURACY", "0.5")
+    monkeypatch.setenv("SHADOW_GATE_MAX_BRIER", "0.25")
+    storage = Storage(tmp_path / "bot.sqlite3")
+    model_sha = "a" * 64
+    for timestamp, actual in ((1, 1.0), (2, 2.0)):
+        storage.insert_shadow_prediction(
+            model_sha256=model_sha,
+            symbol="BTCUSDT",
+            forecast_timestamp_ms=timestamp,
+            horizon=1,
+            reference_price=100.0,
+            expected_return_percent=1.0,
+            probability_up=0.8,
+            eligible_signal=True,
+        )
+        row = storage.pending_shadow_predictions(
+            model_sha256=model_sha,
+            symbol="BTCUSDT",
+        )[0]
+        storage.settle_shadow_prediction(
+            row["id"],
+            actual_return_percent=actual,
+            take_profit_first=True,
+        )
+
+    gate = shadow_gate_snapshot(storage, model_sha)
+
+    assert gate["state"] == "passed"
+    assert gate["settled_predictions"] == 2
+    assert gate["eligible_predictions"] == 2
+    assert gate["total_net_percent"] == pytest.approx(3.0)
+
+
+def test_shadow_bundle_does_not_replace_active_model(tmp_path) -> None:
+    active = {"type": "active-model"}
+    (tmp_path / "lstm_forecaster.json").write_text(json.dumps(active), encoding="utf-8")
+    coordinator = TrainingCoordinator(tmp_path)
+    job = coordinator.request_retrain({"source": "test"})["job"]
+    lease_token = coordinator.claim({"worker_id": "worker-1"})["lease_token"]
+    model = {
+        "type": "pytorch_recurrent_forecaster",
+        "symbols": {
+            "BTCUSDT": {
+                "model": "torch_gru",
+                "lookback": 4,
+                "input_size": 1,
+                "hidden_size": 1,
+                "state_dict": {"weight_ih_l0": [[0.0]]},
+                "head_weight": [[0.0]],
+                "head_bias": [0.0],
+            }
+        },
+    }
+    model_payload = (json.dumps(model) + "\n").encode()
+    model_sha = hashlib.sha256(model_payload).hexdigest()
+    artifacts = {
+        "lstm_forecaster.shadow.json": model_payload,
+        "torch_shadow_guard.json": (
+            json.dumps({"accepted": True, "candidate_artifact_sha256": model_sha}) + "\n"
+        ).encode(),
+        "torch_shadow_calibration.json": (
+            json.dumps(
+                {
+                    "artifact_sha256": model_sha,
+                    "validation": {
+                        "passed": True,
+                        "protocol": "untouched_model_holdout_with_threshold_walk_forward",
+                    },
+                }
+            )
+            + "\n"
+        ).encode(),
+    }
+    for name, payload in artifacts.items():
+        coordinator.save_artifact_chunk(
+            job["id"],
+            {
+                "name": name,
+                "index": 0,
+                "total": 1,
+                "sha256": hashlib.sha256(payload).hexdigest(),
+                "data_base64": base64.b64encode(payload).decode("ascii"),
+                "lease_token": lease_token,
+            },
+        )
+
+    completed = coordinator.complete(
+        job["id"],
+        {"success": True, "summary": {"accepted": True, "deployment": "shadow"}, "lease_token": lease_token},
+    )
+
+    assert completed["job"]["status"] == "completed"
+    assert json.loads((tmp_path / "lstm_forecaster.json").read_text(encoding="utf-8")) == active
+    assert json.loads((tmp_path / "lstm_forecaster.shadow.json").read_text(encoding="utf-8"))["type"] == "pytorch_recurrent_forecaster"
+
+
+def _observation(timestamp_ms: int, *, imbalance: float, spread: float, mid: float, micro: float) -> dict:
+    return {
+        "symbol": "BTCUSDT",
+        "bid_price": mid - 0.01,
+        "bid_size": 2.0,
+        "ask_price": mid + 0.01,
+        "ask_size": 1.0,
+        "mid_price": mid,
+        "microprice": micro,
+        "spread_bps": spread,
+        "imbalance": imbalance,
+        "source_timestamp_ms": timestamp_ms,
+        "created_at": "",
+    }

tests/test_retrain_runner_contract.py

@@ -0,0 +1,23 @@
+from pathlib import Path
+
+
+def test_retrain_runner_passes_training_horizon_to_calibrator() -> None:
+    runner = (
+        Path(__file__).resolve().parents[1] / "tools" / "run_torch_retrain.ps1"
+    ).read_text(encoding="utf-8")
+
+    calibration_start = runner.index("$calibrationBaseArgs = @(")
+    calibration_end = runner.index("\n    )", calibration_start)
+    calibration_args = runner[calibration_start:calibration_end]
+
+    assert '"--horizon", $Horizon.ToString()' in calibration_args
+
+
+def test_retrain_runner_uses_a_regime_sized_validation_window() -> None:
+    runner = (
+        Path(__file__).resolve().parents[1] / "tools" / "run_torch_retrain.ps1"
+    ).read_text(encoding="utf-8")
+
+    assert "[int]$ValidationWindow = 0" in runner
+    assert "else { 720 }" in runner
+    assert '"--validation-window", $ValidationWindow.ToString()' in runner

tests/test_storage.py

@@ -0,0 +1,139 @@
+from __future__ import annotations
+
+import json
+from datetime import timedelta
+from pathlib import Path
+
+from crypto_spot_bot.models import Signal, utc_now
+from crypto_spot_bot.storage import MAX_SIGNAL_DIAGNOSTICS_BYTES, PRUNE_BATCH_SIZE, Storage
+from tools.compact_runtime_db import compact_database
+
+
+def test_hold_sampling_is_independent_for_each_reason_and_diagnostics_are_bounded(tmp_path) -> None:
+    storage = Storage(tmp_path / "tradebot.sqlite3")
+    diagnostics = {
+        "strategy_mode": "torch_forecast",
+        "checks": {"model_fresh_ok": False},
+        "forecast": {
+            "model": "torch_lstm",
+            "expected_return_percent": 0.42,
+            "model_fresh": False,
+            "feature_snapshot": [
+                {"name": f"feature-{index}", "interpretation": "x" * 1000}
+                for index in range(100)
+            ],
+        },
+    }
+
+    first = Signal("BTCUSDT", "HOLD", 0.2, "entry blocked", diagnostics)
+    second = Signal("BTCUSDT", "HOLD", 0.2, "position held", diagnostics)
+
+    assert storage.insert_signal(first, hold_sample_seconds=60) is True
+    assert storage.insert_signal(second, hold_sample_seconds=60) is True
+    assert storage.insert_signal(first, hold_sample_seconds=60) is False
+
+    rows = storage.recent_signals(10)
+    assert len(rows) == 2
+    stored = json.loads(rows[0]["diagnostics_json"])
+    assert len(rows[0]["diagnostics_json"].encode("utf-8")) <= MAX_SIGNAL_DIAGNOSTICS_BYTES
+    assert stored["forecast"]["model"] == "torch_lstm"
+    assert "feature_snapshot" not in stored["forecast"]
+
+
+def test_prune_deletes_only_one_bounded_batch_per_table(tmp_path) -> None:
+    storage = Storage(tmp_path / "tradebot.sqlite3")
+    old_timestamp = (utc_now() - timedelta(days=90)).isoformat()
+    rows = [
+        ("BTCUSDT", "HOLD", 0.0, "old", "{}", old_timestamp)
+        for _ in range(PRUNE_BATCH_SIZE + 5)
+    ]
+    with storage.connect() as conn:
+        conn.executemany(
+            """
+            INSERT INTO signals (symbol, action, confidence, reason, diagnostics_json, created_at)
+            VALUES (?, ?, ?, ?, ?, ?)
+            """,
+            rows,
+        )
+
+    deleted = storage.prune(30)
+
+    assert deleted["signals"] == PRUNE_BATCH_SIZE
+    assert len(storage.recent_signals(PRUNE_BATCH_SIZE + 10)) == 5
+
+
+def test_market_observation_export_is_symbol_scoped_and_paginated(tmp_path) -> None:
+    storage = Storage(tmp_path / "tradebot.sqlite3")
+    first_id = storage.insert_market_observation(
+        symbol="BTCUSDT",
+        bid_price=100.0,
+        bid_size=2.0,
+        ask_price=101.0,
+        ask_size=1.0,
+        mid_price=100.5,
+        microprice=100.6666666667,
+        spread_bps=99.50248756,
+        imbalance=1 / 3,
+        last_price=100.4,
+        source_timestamp_ms=1_789_000_000_000,
+    )
+    second_id = storage.insert_market_observation(
+        symbol="BTCUSDT",
+        bid_price=101.0,
+        bid_size=1.0,
+        ask_price=102.0,
+        ask_size=1.0,
+        mid_price=101.5,
+        microprice=101.5,
+        spread_bps=98.52216749,
+        imbalance=0.0,
+        last_price=101.4,
+        source_timestamp_ms=1_789_000_030_000,
+    )
+    storage.insert_market_observation(
+        symbol="ETHUSDT",
+        bid_price=10.0,
+        bid_size=1.0,
+        ask_price=11.0,
+        ask_size=1.0,
+        mid_price=10.5,
+        microprice=10.5,
+        spread_bps=952.38095238,
+        imbalance=0.0,
+        last_price=10.4,
+    )
+
+    rows = storage.market_observations_after(
+        symbol="BTCUSDT",
+        after_id=first_id,
+        limit=1,
+    )
+
+    assert [row["id"] for row in rows] == [second_id]
+    assert rows[0]["source_timestamp_ms"] == 1_789_000_030_000
+
+
+def test_runtime_compaction_preserves_durable_state_and_bounds_telemetry(tmp_path) -> None:
+    database = tmp_path / "tradebot.sqlite3"
+    storage = Storage(database)
+    for index in range(10):
+        storage.insert_signal(
+            Signal("BTCUSDT", "BUY", 0.8, f"signal-{index}"),
+            hold_sample_seconds=0,
+        )
+    storage.set_runtime("active", {"value": 1})
+
+    result = compact_database(
+        database,
+        recent_rows={"signals": 3, "equity": 0, "events": 0, "llm_advice": 0},
+    )
+
+    compacted = Storage(database)
+    assert [row["reason"] for row in compacted.recent_signals(10)] == [
+        "signal-9",
+        "signal-8",
+        "signal-7",
+    ]
+    assert compacted.get_runtime("active") == {"value": 1}
+    assert Path(result["backup"]).is_file()
+    assert result["rows"]["signals"] == 3

tests/test_strategy.py

@@ -2,9 +2,85 @@ from __future__ import annotations
 
 from datetime import timedelta
 
-from crypto_spot_bot.models import Candle, Position, Ticker, utc_now
+from crypto_spot_bot.models import Candle, Position, Signal, Ticker, utc_now
 from crypto_spot_bot.patterns import PatternAnalyzer
-from crypto_spot_bot.strategy import SpotStrategy
+from crypto_spot_bot.strategy import SpotStrategy, apply_profit_only_exit_policy
+
+
+def test_profit_only_policy_blocks_every_ordinary_loss_exit(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        profit_only_exit_enabled=True,
+        min_exit_net_percent=0.31,
+        taker_fee_rate=0.001,
+        slippage_rate=0.0003,
+    )
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 100)
+    ticker = Ticker("ETHUSDT", 100.2, 100.19, 100.21, 1_000_000, 100, 0)
+    candidate = Signal("ETHUSDT", "SELL", 0.76, "RSI high and price turned down")
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "HOLD"
+    assert decision.diagnostics["exit_policy_blocked"] is True
+    assert decision.diagnostics["blocked_sell_reason"] == candidate.reason
+    assert decision.diagnostics["expected_exit_net_percent"] < settings.min_exit_net_percent
+
+
+def test_profit_only_policy_allows_exit_above_net_margin(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        profit_only_exit_enabled=True,
+        min_exit_net_percent=0.31,
+        taker_fee_rate=0.001,
+        slippage_rate=0.0003,
+    )
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 101)
+    ticker = Ticker("ETHUSDT", 101, 100.99, 101.01, 1_000_000, 100, 0)
+    candidate = Signal("ETHUSDT", "SELL", 0.96, "take-profit")
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "SELL"
+    assert decision.diagnostics["exit_policy_blocked"] is False
+    assert decision.diagnostics["expected_exit_net_percent"] >= settings.min_exit_net_percent
+
+
+def test_profit_only_policy_uses_adaptive_minimum(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, profit_only_exit_enabled=True, min_exit_net_percent=0.20)
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 101)
+    ticker = Ticker("ETHUSDT", 101, 100.99, 101.01, 1_000_000, 100, 0)
+    candidate = Signal(
+        "ETHUSDT",
+        "SELL",
+        0.76,
+        "EMA exit",
+        {"adaptive_rules": {"min_exit_profit_percent": 0.80}},
+    )
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "HOLD"
+    assert decision.diagnostics["required_exit_net_percent"] == 0.80
+
+
+def test_profit_only_policy_allows_explicit_emergency_loss_exit(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, profit_only_exit_enabled=True, min_exit_net_percent=0.31)
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 100)
+    ticker = Ticker("ETHUSDT", 95, 94.99, 95.01, 1_000_000, 100, 0)
+    candidate = Signal(
+        "ETHUSDT",
+        "SELL",
+        1.0,
+        "configured emergency",
+        {"emergency_exit": True, "emergency_exit_type": "configured_stop_loss"},
+    )
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "SELL"
+    assert decision.diagnostics["exit_policy_blocked"] is False
+    assert decision.diagnostics["expected_exit_net_percent"] < 0
 
 
 def _ready_candles() -> list[Candle]:
@@ -566,6 +642,232 @@ def test_torch_forecast_blocks_failed_quality_gate(make_settings, tmp_path) -> N
     assert signal.diagnostics["checks"]["quality_gate_ok"] is False
 
 
+def test_torch_forecast_uses_trend_fallback_when_model_is_not_ready(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_trend_fallback_enabled=True,
+        time_series_require_quality_gate=True,
+        time_series_require_fresh_model=True,
+        max_position_usdt=50,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("BTCUSDT", 105, 104.99, 105.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.entry_signal(
+        "BTCUSDT",
+        _trend_entry_candles(),
+        ticker,
+        open_positions_for_symbol=0,
+        forecast={"usable": False, "model": "none", "quality_gate_passed": False},
+        account={"equity": 100.0},
+        trend_candles=_daily_trend_candles(),
+    )
+
+    assert signal.action == "BUY"
+    assert signal.diagnostics["trade_mode"] == "TREND_MACD_FALLBACK"
+    assert signal.diagnostics["entry_path"] == "trend_macd_fallback"
+    assert signal.diagnostics["forecast_fallback_reasons"] == [
+        "torch_model_unavailable",
+        "quality_gate_not_passed",
+        "model_not_fresh",
+    ]
+
+
+def test_torch_forecast_uses_trend_exit_for_fallback_position(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_trend_fallback_enabled=True,
+    )
+    strategy = SpotStrategy(settings)
+    candles = _trend_entry_candles()
+    candles[-2].macd = 0.2
+    candles[-2].macd_signal = 0.0
+    candles[-1].macd = -0.1
+    candles[-1].macd_signal = 0.0
+    position = Position(
+        1,
+        "BTCUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        96,
+        120,
+        100,
+        entry_diagnostics={"entry_path": "trend_macd_fallback"},
+    )
+    ticker = Ticker("BTCUSDT", 104, 103.99, 104.01, 1_000_000, 100, 0)
+
+    signal = strategy.exit_signal(position, candles, ticker, forecast={})
+
+    assert signal.action == "SELL"
+    assert signal.diagnostics["trade_mode"] == "TREND_MACD_FALLBACK"
+    assert "MACD" in signal.reason
+
+
+def test_torch_forecast_uses_legacy_fallback_in_paper_mode(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_trend_fallback_enabled=True,
+        time_series_fallback_mode="legacy",
+        time_series_require_quality_gate=True,
+        time_series_require_fresh_model=True,
+        grid_trading_enabled=False,
+        rebound_trading_enabled=False,
+        kelly_sizing_enabled=False,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("BTCUSDT", 101, 100.99, 101.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.entry_signal(
+        "BTCUSDT",
+        _ready_candles(),
+        ticker,
+        open_positions_for_symbol=0,
+        forecast={"usable": False, "model": "none", "quality_gate_passed": False},
+        account={"equity": 100.0, "cash": 100.0, "exposure": 0.0},
+    )
+
+    assert signal.action == "BUY"
+    assert signal.diagnostics["trade_mode"] == "LEGACY_FALLBACK"
+    assert signal.diagnostics["entry_path"] == "legacy_fallback"
+    assert signal.diagnostics["forecast_fallback_active"] is True
+
+
+def test_torch_forecast_forces_trend_fallback_in_live_mode(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        trading_mode="live",
+        strategy_mode="torch_forecast",
+        time_series_trend_fallback_enabled=True,
+        time_series_fallback_mode="legacy",
+        time_series_require_quality_gate=True,
+        time_series_require_fresh_model=True,
+        max_position_usdt=50,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("BTCUSDT", 105, 104.99, 105.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.entry_signal(
+        "BTCUSDT",
+        _trend_entry_candles(),
+        ticker,
+        open_positions_for_symbol=0,
+        forecast={"usable": False, "model": "none", "quality_gate_passed": False},
+        account={"equity": 100.0},
+        trend_candles=_daily_trend_candles(),
+    )
+
+    assert signal.action == "BUY"
+    assert signal.diagnostics["trade_mode"] == "TREND_MACD_FALLBACK"
+    assert signal.diagnostics["entry_path"] == "trend_macd_fallback"
+
+
+def test_torch_forecast_uses_legacy_exit_for_paper_fallback_position(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_trend_fallback_enabled=True,
+        time_series_fallback_mode="legacy",
+    )
+    strategy = SpotStrategy(settings)
+    position = Position(
+        1,
+        "BTCUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        96,
+        103.5,
+        100,
+        entry_diagnostics={"entry_path": "legacy_fallback"},
+    )
+    ticker = Ticker("BTCUSDT", 104, 103.99, 104.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.exit_signal(position, _ready_candles(), ticker, forecast={})
+
+    assert signal.action == "SELL"
+    assert signal.diagnostics["trade_mode"] == "LEGACY_FALLBACK"
+    assert signal.diagnostics["entry_path"] == "legacy_fallback"
+
+
+def test_torch_forecast_legacy_fallback_can_hold_after_minimum_time(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_trend_fallback_enabled=True,
+        time_series_fallback_mode="legacy",
+    )
+    strategy = SpotStrategy(settings)
+    position = Position(
+        1,
+        "BTCUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        90,
+        120,
+        101,
+        opened_at=utc_now() - timedelta(seconds=600),
+        entry_diagnostics={"entry_path": "legacy_fallback"},
+    )
+    ticker = Ticker("BTCUSDT", 101, 100.99, 101.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.exit_signal(
+        position,
+        _ready_candles(),
+        ticker,
+        learning={"adaptive_rules": {}},
+        forecast={},
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["trade_mode"] == "LEGACY_FALLBACK"
+    assert signal.diagnostics["adaptive_rules"] == {}
+
+
+def test_torch_forecast_allows_explicit_manual_quality_override(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_require_quality_gate=True,
+        time_series_manual_quality_override=True,
+        time_series_min_edge_percent=0.10,
+        time_series_min_probability_up=0.57,
+        max_position_usdt=25,
+        stop_loss_percent=0.04,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("BTCUSDT", 105, 104.99, 105.01, 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": 0.36,
+            "probability_up": 0.66,
+            "skill": 0.22,
+            "block_entry": False,
+            "quality_gate_passed": False,
+            "quality_gate": {"status": "fail"},
+        },
+        account={"equity": 100.0},
+    )
+
+    assert signal.action == "BUY"
+    assert signal.diagnostics["checks"]["quality_gate_ok"] is True
+    assert signal.diagnostics["manual_quality_override"] is True
+
+
 def test_torch_forecast_probe_blocks_when_kelly_size_is_too_small(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,
@@ -954,6 +1256,81 @@ def test_torch_forecast_holds_atr_trailing_exit_that_does_not_cover_fees(make_se
     assert signal.diagnostics["atr_exit_blocked_by_cost"] is True
 
 
+def test_torch_forecast_holds_atr_trailing_exit_below_min_profit(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, strategy_mode="torch_forecast", min_hold_seconds=60, min_exit_net_percent=0.20)
+    strategy = SpotStrategy(settings)
+    candles = _trend_entry_candles(close=100.35)
+    candles[-1].atr_14 = 0.6
+    position = Position(
+        1,
+        "MNTUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        96,
+        120,
+        102,
+        opened_at=utc_now() - timedelta(seconds=600),
+    )
+    ticker = Ticker("MNTUSDT", 100.35, 100.34, 100.36, 10_000_000, 1000, 1.0)
+
+    signal = strategy.exit_signal(
+        position,
+        candles,
+        ticker,
+        forecast={
+            "usable": True,
+            "model": "torch_lstm",
+            "expected_return_percent": 0.4,
+            "probability_up": 0.58,
+            "skill": 0.18,
+            "block_entry": False,
+        },
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["atr_exit_blocked_by_min_profit"] is True
+    assert signal.diagnostics["estimated_exit_net_percent"] < settings.min_exit_net_percent
+
+
+def test_torch_forecast_holds_negative_forecast_exit_below_min_profit(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, strategy_mode="torch_forecast", min_hold_seconds=60, min_exit_net_percent=0.20)
+    strategy = SpotStrategy(settings)
+    position = Position(
+        1,
+        "BTCUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        96,
+        120,
+        100.5,
+        opened_at=utc_now() - timedelta(seconds=600),
+    )
+    ticker = Ticker("BTCUSDT", 100.35, 100.34, 100.36, 10_000_000, 1000, 1.0)
+
+    signal = strategy.exit_signal(
+        position,
+        _trend_entry_candles(close=100.35),
+        ticker,
+        forecast={
+            "usable": True,
+            "model": "torch_lstm",
+            "expected_return_percent": -0.2,
+            "probability_up": 0.40,
+            "skill": 0.18,
+            "block_entry": False,
+            "reason": "model turned down",
+        },
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["forecast_exit_blocked_by_min_profit"] is True
+    assert signal.diagnostics["estimated_exit_net_percent"] < settings.min_exit_net_percent
+
+
 def test_torch_forecast_rebound_fallback_holds_without_model(make_settings, tmp_path) -> None:
     settings = make_settings(tmp_path, strategy_mode="torch_forecast", min_hold_seconds=180)
     strategy = SpotStrategy(settings)

tests/test_time_series.py

@@ -2,6 +2,8 @@ from __future__ import annotations
 
 import json
 
+import pytest
+
 from crypto_spot_bot.models import Candle
 from crypto_spot_bot.time_series import TimeSeriesForecaster
 
@@ -191,6 +193,77 @@ def _write_probabilistic_torch_gru_artifact(path) -> None:
     )
 
 
+def _write_barrier_multitask_gru_artifact(path) -> None:
+    hidden_size = 2
+    head_hidden_size = 2
+    input_size = 2
+    output_size = 5
+    path.write_text(
+        json.dumps(
+            {
+                "version": 6,
+                "type": "pytorch_recurrent_forecaster",
+                "target_horizon": 3,
+                "target_horizons": [3],
+                "direct_horizon": True,
+                "target_transform": "barrier_net_return",
+                "event_target": "take_profit_before_stop_loss",
+                "round_trip_cost": 0.0026,
+                "output_layout": ["mean", "q10", "q50", "q90", "logit_tp_first"],
+                "feature_names": ["return_1", "range_percent"],
+                "symbols": {
+                    "BTCUSDT": {
+                        "model": "torch_gru",
+                        "architecture": "gru",
+                        "lookback": 8,
+                        "target_horizon": 3,
+                        "target_horizons": [3],
+                        "direct_horizon": True,
+                        "target_transform": "barrier_net_return",
+                        "event_target": "take_profit_before_stop_loss",
+                        "target_stop_loss_percent": 0.04,
+                        "target_take_profit_percent": 0.035,
+                        "round_trip_cost": 0.0026,
+                        "output_layout": ["mean", "q10", "q50", "q90", "logit_tp_first"],
+                        "input_size": input_size,
+                        "output_size": output_size,
+                        "feature_names": ["return_1", "range_percent"],
+                        "feature_means": [0.0, 0.0],
+                        "feature_scales": [0.001, 0.001],
+                        "target_means": [0.0],
+                        "target_scales": [1.0],
+                        "target_mean": 0.0,
+                        "target_scale": 1.0,
+                        "hidden_size": hidden_size,
+                        "num_layers": 1,
+                        "clip": 8.0,
+                        "validation_mae_by_horizon": {"3": 0.01},
+                        "baseline_mae_by_horizon": {"3": 0.02},
+                        "validation_mae_percent": 1.0,
+                        "baseline_mae_percent": 2.0,
+                        "skill": 0.2,
+                        "multitask_head": True,
+                        "head_hidden_size": head_hidden_size,
+                        "state_dict": {
+                            "weight_ih_l0": [[0.0, 0.0] for _ in range(3 * hidden_size)],
+                            "weight_hh_l0": [[0.0, 0.0] for _ in range(3 * hidden_size)],
+                            "bias_ih_l0": [0.0 for _ in range(3 * hidden_size)],
+                            "bias_hh_l0": [0.0 for _ in range(3 * hidden_size)],
+                        },
+                        "head_hidden_weight": [[0.0, 0.0], [0.0, 0.0]],
+                        "head_hidden_bias": [0.0, 0.0],
+                        "return_head_weight": [[0.0, 0.0] for _ in range(4)],
+                        "return_head_bias": [0.01, -0.01, 0.005, 0.02],
+                        "event_head_weight": [[0.0, 0.0]],
+                        "event_head_bias": [1.38629436112],
+                    }
+                },
+            }
+        ),
+        encoding="utf-8",
+    )
+
+
 def test_time_series_forecaster_requires_torch_artifact(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,
@@ -304,6 +377,86 @@ def test_time_series_forecaster_attaches_quality_gate(make_settings, tmp_path) -
     assert forecast.quality_gate["status"] == "fail"
 
 
+def test_time_series_forecaster_uses_symbol_calibration(make_settings, tmp_path) -> None:
+    artifact_path = tmp_path / "lstm_forecaster.json"
+    _write_torch_gru_artifact(artifact_path, head_bias=0.2)
+    (tmp_path / "torch_threshold_calibration.json").write_text(
+        json.dumps(
+            {
+                "validation": {"status": "pass", "passed": True},
+                "recommended": {"edge": 0.08, "probability": 0.52, "confidence": 0.4},
+                "symbol_recommendations": {
+                    "BTCUSDT": {"edge": 0.03, "probability": 0.55, "confidence": 0.45}
+                },
+            }
+        ),
+        encoding="utf-8",
+    )
+    settings = make_settings(
+        tmp_path,
+        time_series_lstm_model_path=artifact_path,
+        time_series_forecast_horizon=1,
+    )
+
+    forecast = TimeSeriesForecaster(settings).forecast(
+        _candles_from_returns([0.0001] * 140), symbol="BTCUSDT"
+    )
+
+    assert forecast.calibrated_min_edge_percent == 0.03
+    assert forecast.calibrated_min_probability_up == 0.55
+    assert forecast.calibrated_min_confidence == 0.45
+
+
+def test_time_series_forecaster_blocks_symbol_outside_train_only_allowlist(make_settings, tmp_path) -> None:
+    artifact_path = tmp_path / "lstm_forecaster.json"
+    _write_torch_gru_artifact(artifact_path, head_bias=0.2)
+    (tmp_path / "torch_threshold_calibration.json").write_text(
+        json.dumps(
+            {
+                "validation": {"status": "pass", "passed": True},
+                "eligible_symbols": ["ETHUSDT"],
+            }
+        ),
+        encoding="utf-8",
+    )
+    settings = make_settings(tmp_path, time_series_lstm_model_path=artifact_path)
+
+    forecast = TimeSeriesForecaster(settings).forecast(
+        _candles_from_returns([0.0001] * 140), symbol="BTCUSDT"
+    )
+
+    assert forecast.usable is True
+    assert forecast.block_entry is True
+    assert forecast.reason == "symbol excluded by train-only calibration"
+
+
+def test_time_series_forecaster_averages_ensemble_members(make_settings, tmp_path) -> None:
+    artifact_path = tmp_path / "lstm_forecaster.json"
+    _write_torch_gru_artifact(artifact_path, head_bias=0.9)
+    artifact = json.loads(artifact_path.read_text(encoding="utf-8"))
+    entry = artifact["symbols"]["BTCUSDT"]
+    entry["ensemble_members"] = [
+        {"state_dict": entry["state_dict"], "head_weight": [0.0, 0.0], "head_bias": bias}
+        for bias in (0.1, 0.3)
+    ]
+    entry.pop("state_dict")
+    entry.pop("head_weight")
+    entry.pop("head_bias")
+    artifact_path.write_text(json.dumps(artifact), encoding="utf-8")
+    settings = make_settings(
+        tmp_path,
+        time_series_lstm_model_path=artifact_path,
+        time_series_forecast_horizon=1,
+    )
+
+    forecast = TimeSeriesForecaster(settings).forecast(
+        _candles_from_returns([0.0001] * 140), symbol="BTCUSDT"
+    )
+
+    assert forecast.usable is True
+    assert 0.015 <= forecast.expected_return_percent <= 0.025
+
+
 def test_time_series_forecaster_reads_multifeature_direct_horizon_artifact(make_settings, tmp_path) -> None:
     artifact_path = tmp_path / "lstm_forecaster.json"
     _write_multifeature_torch_gru_artifact(artifact_path, head_bias=0.2)
@@ -348,3 +501,24 @@ def test_time_series_forecaster_reads_probabilistic_multi_horizon_artifact(make_
     assert forecast.feature_snapshot[0]["label"] == "Доходность 1ч"
     assert forecast.feature_snapshot[0]["raw_display"].endswith("%")
     assert "диапазон" in forecast.feature_snapshot[0]["interpretation"]
+
+
+def test_time_series_forecaster_reads_barrier_multitask_artifact(make_settings, tmp_path) -> None:
+    artifact_path = tmp_path / "lstm_forecaster.json"
+    _write_barrier_multitask_gru_artifact(artifact_path)
+    settings = make_settings(
+        tmp_path,
+        time_series_lstm_model_path=artifact_path,
+        time_series_min_candles=80,
+        time_series_forecast_horizon=3,
+    )
+
+    forecast = TimeSeriesForecaster(settings).forecast(
+        _candles_from_returns([0.0002] * 140), symbol="BTCUSDT"
+    )
+
+    assert forecast.usable is True
+    assert forecast.target_transform == "barrier_net_return"
+    assert forecast.expected_return_percent == pytest.approx(1.005, abs=0.01)
+    assert forecast.probability_take_profit_first == pytest.approx(0.8, abs=0.001)
+    assert "P(TP before SL)" in forecast.reason

tests/test_torch_candidate_guard.py

@@ -14,7 +14,11 @@ def _report(*, validation_passed: bool = True, trades: int = 30, total: float =
             "max_drawdown_percent": 1.0,
         },
         "walk_forward": {"summary": {"trades": trades, "avg_net_percent": 0.3}},
-        "validation": {"passed": validation_passed, "status": "pass" if validation_passed else "fail"},
+        "validation": {
+            "passed": validation_passed,
+            "status": "pass" if validation_passed else "fail",
+            "protocol": "untouched_model_holdout_with_threshold_walk_forward",
+        },
     }
 
 

tests/test_trade_objective_training.py

@@ -0,0 +1,122 @@
+from __future__ import annotations
+
+import math
+
+import pytest
+import torch
+
+from crypto_spot_bot.models import Candle
+from crypto_spot_bot.time_series import _torch_head_outputs
+from tools.train_torch_recurrent_forecaster import (
+    OUTPUT_LAYOUT,
+    RecurrentReturnModel,
+    _barrier_outcome,
+    _export_head_state,
+    _prepare_data,
+)
+
+
+def _candle(index: int, *, open_: float, high: float, low: float, close: float) -> Candle:
+    return Candle(index, open_, high, low, close, 100.0)
+
+
+def test_barrier_target_uses_next_open_and_marks_take_profit_first() -> None:
+    candles = [
+        _candle(0, open_=90.0, high=101.0, low=89.0, close=100.0),
+        _candle(1, open_=100.0, high=102.0, low=99.0, close=101.0),
+        _candle(2, open_=101.0, high=104.0, low=100.0, close=103.0),
+    ]
+
+    net_return, event = _barrier_outcome(
+        candles,
+        end_index=0,
+        horizon=2,
+        stop_loss_percent=0.02,
+        take_profit_percent=0.03,
+        round_trip_cost=0.002,
+    ) or (math.nan, math.nan)
+
+    assert event == 1.0
+    assert net_return == pytest.approx(math.log(1.03) - 0.002)
+
+
+def test_barrier_target_resolves_same_candle_tie_as_stop_loss() -> None:
+    candles = [
+        _candle(0, open_=100.0, high=101.0, low=99.0, close=100.0),
+        _candle(1, open_=100.0, high=104.0, low=97.0, close=101.0),
+    ]
+
+    net_return, event = _barrier_outcome(
+        candles,
+        end_index=0,
+        horizon=1,
+        stop_loss_percent=0.02,
+        take_profit_percent=0.03,
+        round_trip_cost=0.002,
+    ) or (math.nan, math.nan)
+
+    assert event == 0.0
+    assert net_return == pytest.approx(math.log(0.98) - 0.002)
+
+
+def test_multitask_head_export_matches_runtime_inference() -> None:
+    torch.manual_seed(7)
+    model = RecurrentReturnModel(
+        architecture="gru",
+        input_size=2,
+        hidden_size=4,
+        num_layers=1,
+        dropout=0.0,
+        output_size=2 * len(OUTPUT_LAYOUT),
+        attention_pooling=False,
+        context_norm=False,
+        multitask_head=True,
+        head_hidden_size=6,
+    )
+    model.eval()
+    context = torch.tensor([[0.2, -0.1, 0.4, 0.3]], dtype=torch.float32)
+    with torch.no_grad():
+        shared = model.head_activation(model.head_hidden(context))
+        returns = model.return_head(shared).view(1, 2, 4)
+        events = model.event_head(shared).view(1, 2, 1)
+        expected = torch.cat((returns, events), dim=2).reshape(-1).tolist()
+
+    entry = {"multitask_head": True, **_export_head_state(model)}
+    actual = _torch_head_outputs(context[0].tolist(), entry, hidden_size=4)
+
+    assert actual == pytest.approx(expected, abs=2e-6)
+
+
+def test_pooled_training_populates_symbol_identity_feature() -> None:
+    candles = [
+        _candle(
+            index,
+            open_=100.0 + index * 0.01,
+            high=100.2 + index * 0.01,
+            low=99.8 + index * 0.01,
+            close=100.0 + index * 0.01,
+        )
+        for index in range(180)
+    ]
+
+    prepared = _prepare_data(
+        symbol="BTCUSDT",
+        candles=candles,
+        feature_names=["return_1", "symbol_is_BTCUSDT", "symbol_is_ETHUSDT"],
+        lookback=8,
+        target_horizons=[3],
+        decision_horizon=3,
+        round_trip_cost=0.002,
+        stop_loss_percent=0.04,
+        take_profit_percent=0.035,
+        market_candles={"BTCUSDT": candles},
+        trend_candles=candles,
+        validation_window=24,
+        holdout_window=32,
+        clip=8.0,
+        device=torch.device("cpu"),
+    )
+
+    assert prepared is not None
+    assert torch.all(prepared.train_x[:, :, 1] == 1.0)
+    assert torch.all(prepared.train_x[:, :, 2] == 0.0)

tests/test_training_coordination.py

@@ -3,8 +3,11 @@ from __future__ import annotations
 import base64
 import hashlib
 import json
+from datetime import UTC, datetime, timedelta
 
-from crypto_spot_bot.training_coordination import TrainingCoordinator
+import pytest
+
+from crypto_spot_bot.training_coordination import TrainingCoordinator, _validate_symbol_models
 
 
 def test_training_coordinator_claims_and_completes_job(tmp_path) -> None:
@@ -14,6 +17,7 @@ def test_training_coordinator_claims_and_completes_job(tmp_path) -> None:
     job_id = requested["job"]["id"]
     heartbeat = coordinator.heartbeat({"worker_id": "win-1", "name": "DESKTOP-TMFDL0H"})
     claimed = coordinator.claim({"worker_id": "win-1", "name": "DESKTOP-TMFDL0H"})
+    lease_token = claimed["lease_token"]
 
     assert requested["queued"] is True
     assert heartbeat["status"]["agent_online"] is True
@@ -23,22 +27,116 @@ def test_training_coordinator_claims_and_completes_job(tmp_path) -> None:
 
     progress = coordinator.progress(
         job_id,
-        {"status": "running", "phase": "training", "progress_percent": 42, "message": "epoch 1"},
+        {
+            "status": "running",
+            "phase": "training",
+            "progress_percent": 42,
+            "message": "epoch 1",
+            "lease_token": lease_token,
+        },
     )
 
     assert progress["job"]["phase"] == "training"
     assert progress["job"]["progress_percent"] == 42
     assert coordinator.status()["active_job"]["message"] == "epoch 1"
 
-    completed = coordinator.complete(job_id, {"success": True, "message": "ok"})
+    completed = coordinator.complete(
+        job_id,
+        {"success": True, "message": "ok", "lease_token": lease_token},
+    )
 
     assert completed["job"]["status"] == "completed"
     assert coordinator.status()["active_job"] is None
 
 
+def test_training_coordinator_preserves_boolean_resume_candidate_parameter(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+
+    requested = coordinator.request_retrain(
+        {"source": "recovery", "parameters": {"resume_candidate": True}}
+    )
+
+    assert requested["job"]["parameters"] == {"resume_candidate": True}
+
+
+def test_training_coordinator_sanitizes_independent_training_parameters(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+
+    requested = coordinator.request_retrain(
+        {
+            "source": "recovery",
+            "parameters": {
+                "pooled": False,
+                "limit": 6000,
+                "validation_window": 720,
+                "ensemble_seeds": "7,19",
+                "selection_folds": 3,
+                "learning_rate": 0.0007,
+                "weight_decay": 0.0005,
+                "horizon": 12,
+                "horizons": "3,6,12,24",
+                "patience": 8,
+                "seed": 7,
+            },
+        }
+    )
+
+    assert requested["job"]["parameters"] == {
+        "pooled": False,
+        "limit": 6000,
+        "validation_window": 720,
+        "ensemble_seeds": "7,19",
+        "selection_folds": 3,
+        "learning_rate": 0.0007,
+        "weight_decay": 0.0005,
+        "horizon": 12,
+        "horizons": "3,6,12,24",
+        "patience": 8,
+        "seed": 7,
+    }
+
+
+def test_training_coordinator_reports_worker_identity_from_heartbeat(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+
+    heartbeat = coordinator.heartbeat(
+        {
+            "worker_id": "SEVENHILL:G:\\Repos\\TradeBot",
+            "name": "SEVENHILL",
+            "path": "G:\\Repos\\TradeBot",
+        }
+    )
+
+    assert heartbeat["worker"]["name"] == "SEVENHILL"
+    assert heartbeat["worker"]["path"] == "G:\\Repos\\TradeBot"
+    assert heartbeat["status"]["worker"] == heartbeat["worker"]
+
+
+def test_training_coordinator_records_rejected_candidate_as_completed_training(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+    job = coordinator.request_retrain({"source": "android"})["job"]
+    lease_token = coordinator.claim({"worker_id": "worker-1"})["lease_token"]
+
+    completed = coordinator.complete(
+        job["id"],
+        {
+            "success": True,
+            "message": "training completed; candidate rejected by quality gate",
+            "summary": {"accepted": False, "reason": "candidate_failed_honest_validation"},
+            "lease_token": lease_token,
+        },
+    )
+
+    assert completed["job"]["status"] == "completed"
+    assert completed["job"]["phase"] == "completed"
+    assert completed["job"]["progress_percent"] == 100
+    assert completed["job"]["model_decision"] == "rejected"
+
+
 def test_training_coordinator_accepts_chunked_artifact_upload(tmp_path) -> None:
     coordinator = TrainingCoordinator(tmp_path)
     job = coordinator.request_retrain({"source": "test"})["job"]
+    lease_token = coordinator.claim({"worker_id": "test-worker"})["lease_token"]
     payload = b'{"type":"pytorch_recurrent_forecaster","symbols":{}}\n'
     sha256 = hashlib.sha256(payload).hexdigest()
     first = payload[:20]
@@ -52,6 +150,7 @@ def test_training_coordinator_accepts_chunked_artifact_upload(tmp_path) -> None:
             "total": 2,
             "sha256": sha256,
             "data_base64": base64.b64encode(first).decode("ascii"),
+            "lease_token": lease_token,
         },
     )
     part_2 = coordinator.save_artifact_chunk(
@@ -62,15 +161,41 @@ def test_training_coordinator_accepts_chunked_artifact_upload(tmp_path) -> None:
             "total": 2,
             "sha256": sha256,
             "data_base64": base64.b64encode(second).decode("ascii"),
+            "lease_token": lease_token,
         },
     )
 
     assert part_1["complete"] is False
     assert part_2["complete"] is True
-    assert (tmp_path / "lstm_forecaster.json").read_bytes() == payload
+    assert not (tmp_path / "lstm_forecaster.json").exists()
+    assert (tmp_path / ".training_uploads" / job["id"] / "ready" / "lstm_forecaster.json").read_bytes() == payload
     assert coordinator.status()["latest_job"]["artifacts"][0]["sha256"] == sha256
 
 
+def test_model_validation_accepts_multitask_ensemble_members() -> None:
+    head = {
+        "state_dict": {"weight_ih_l0": [[0.0]]},
+        "head_hidden_weight": [[0.0]],
+        "head_hidden_bias": [0.0],
+        "return_head_weight": [[0.0]],
+        "return_head_bias": [0.0],
+        "event_head_weight": [[0.0]],
+        "event_head_bias": [0.0],
+    }
+    symbols = {
+        "BTCUSDT": {
+            "model": "torch_gru",
+            "lookback": 8,
+            "input_size": 2,
+            "hidden_size": 4,
+            "multitask_head": True,
+            "ensemble_members": [head, head],
+        }
+    }
+
+    _validate_symbol_models(symbols)
+
+
 def test_running_claimed_job_keeps_agent_online_when_heartbeat_is_stale(tmp_path) -> None:
     coordinator = TrainingCoordinator(tmp_path)
     coordinator.request_retrain({"source": "android"})
@@ -86,3 +211,106 @@ def test_running_claimed_job_keeps_agent_online_when_heartbeat_is_stale(tmp_path
     assert status["agent_recently_seen"] is False
     assert status["agent_busy"] is True
     assert status["agent_online"] is True
+
+
+def test_stale_training_lease_is_requeued_and_old_lease_is_rejected(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+    job = coordinator.request_retrain({"source": "android"})["job"]
+    first_claim = coordinator.claim({"worker_id": "worker-1"})
+
+    state_path = tmp_path / "training_coordination.json"
+    state = json.loads(state_path.read_text(encoding="utf-8"))
+    state["jobs"][0]["updated_at"] = (
+        datetime.now(UTC) - timedelta(minutes=11)
+    ).isoformat()
+    state_path.write_text(json.dumps(state), encoding="utf-8")
+
+    second_claim = coordinator.claim({"worker_id": "worker-2"})
+
+    assert second_claim["claimed"] is True
+    assert second_claim["job"]["id"] == job["id"]
+    assert second_claim["job"]["attempts"] == 2
+    assert second_claim["lease_token"] != first_claim["lease_token"]
+    with pytest.raises(ValueError, match="lease"):
+        coordinator.progress(
+            job["id"],
+            {
+                "phase": "training",
+                "progress_percent": 10,
+                "lease_token": first_claim["lease_token"],
+            },
+        )
+
+
+def test_training_upload_rejects_unknown_job(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+    payload = b"{}"
+
+    with pytest.raises(ValueError, match="not found"):
+        coordinator.save_artifact_chunk(
+            "11111111-1111-4111-8111-111111111111",
+            {
+                "name": "lstm_forecaster.json",
+                "index": 0,
+                "total": 1,
+                "sha256": hashlib.sha256(payload).hexdigest(),
+                "data_base64": base64.b64encode(payload).decode("ascii"),
+            },
+        )
+
+
+def test_training_bundle_promotes_only_after_successful_guard(tmp_path) -> None:
+    coordinator = TrainingCoordinator(tmp_path)
+    job = coordinator.request_retrain({"source": "test"})["job"]
+    lease_token = coordinator.claim({"worker_id": "worker-1"})["lease_token"]
+    model = {
+        "type": "pytorch_recurrent_forecaster",
+        "symbols": {
+            "BTCUSDT": {
+                "model": "torch_gru",
+                "lookback": 4,
+                "input_size": 1,
+                "hidden_size": 1,
+                "state_dict": {"weight_ih_l0": [[0.0]]},
+                "head_weight": [[0.0]],
+                "head_bias": [0.0],
+            }
+        },
+    }
+    model_payload = (json.dumps(model) + "\n").encode()
+    model_sha256 = hashlib.sha256(model_payload).hexdigest()
+    artifacts = {
+        "lstm_forecaster.json": model,
+        "torch_retrain_guard.json": {
+            "accepted": True,
+            "candidate_artifact_sha256": model_sha256,
+        },
+        "torch_threshold_calibration.json": {
+            "artifact_sha256": model_sha256,
+            "validation": {
+                "passed": True,
+                "protocol": "untouched_model_holdout_with_threshold_walk_forward",
+            }
+        },
+    }
+    for name, data in artifacts.items():
+        payload = model_payload if name == "lstm_forecaster.json" else (json.dumps(data) + "\n").encode()
+        coordinator.save_artifact_chunk(
+            job["id"],
+            {
+                "name": name,
+                "index": 0,
+                "total": 1,
+                "sha256": hashlib.sha256(payload).hexdigest(),
+                "data_base64": base64.b64encode(payload).decode("ascii"),
+                "lease_token": lease_token,
+            },
+        )
+
+    completed = coordinator.complete(
+        job["id"],
+        {"success": True, "lease_token": lease_token},
+    )
+
+    assert completed["job"]["status"] == "completed"
+    assert json.loads((tmp_path / "lstm_forecaster.json").read_text())["symbols"]["BTCUSDT"]

tools/accept_torch_candidate.py

@@ -1,6 +1,7 @@
 from __future__ import annotations
 
 import argparse
+import hashlib
 import json
 import shutil
 from pathlib import Path
@@ -11,19 +12,25 @@ def main() -> None:
     args = _parse_args()
     current = _read_json(args.current_report)
     candidate = _read_json(args.candidate_report)
-    decision = _decision(
+    candidate_artifact = Path(args.candidate_artifact)
-        current,
+    candidate_sha256 = _sha256(candidate_artifact)
-        candidate,
+    if candidate.get("artifact_sha256") != candidate_sha256:
-        min_trades=args.min_trades,
+        decision = {"accepted": False, "reason": "candidate_report_artifact_hash_mismatch"}
-        min_profit_factor=args.min_profit_factor,
+    else:
-        min_avg_net_percent=args.min_avg_net_percent,
+        decision = _decision(
-        max_score_regression=args.max_score_regression,
+            current,
-    )
+            candidate,
+            min_trades=args.min_trades,
+            min_profit_factor=args.min_profit_factor,
+            min_avg_net_percent=args.min_avg_net_percent,
+            max_score_regression=args.max_score_regression,
+        )
     payload = {
         "accepted": decision["accepted"],
         "reason": decision["reason"],
         "current": _summary(current),
         "candidate": _summary(candidate),
+        "candidate_artifact_sha256": candidate_sha256,
     }
     if args.report:
         Path(args.report).write_text(json.dumps(payload, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
@@ -31,7 +38,6 @@ def main() -> None:
     if not decision["accepted"]:
         raise SystemExit(2)
     target = Path(args.target_artifact)
-    candidate_artifact = Path(args.candidate_artifact)
     target.parent.mkdir(parents=True, exist_ok=True)
     shutil.copy2(candidate_artifact, target)
 
@@ -83,6 +89,8 @@ def _validation_passed(report: dict[str, Any]) -> bool:
     validation = report.get("validation")
     if not isinstance(validation, dict):
         return False
+    if validation.get("protocol") != "untouched_model_holdout_with_threshold_walk_forward":
+        return False
     if "passed" in validation:
         return bool(validation.get("passed"))
     return str(validation.get("status", "")).strip().lower() in {"pass", "passed", "ok"}
@@ -125,5 +133,13 @@ def _read_json(path: str) -> dict[str, Any]:
     return data if isinstance(data, dict) else {}
 
 
+def _sha256(path: Path) -> str:
+    digest = hashlib.sha256()
+    with path.open("rb") as source:
+        for chunk in iter(lambda: source.read(1024 * 1024), b""):
+            digest.update(chunk)
+    return digest.hexdigest()
+
+
 if __name__ == "__main__":
     main()

tools/calibrate_torch_thresholds.py

@@ -1,11 +1,12 @@
 from __future__ import annotations
 
 import argparse
+import hashlib
 import json
 import math
 import sys
 import time
-from dataclasses import dataclass
+from dataclasses import dataclass, replace
 from pathlib import Path
 from typing import Any
 
@@ -25,8 +26,10 @@ from crypto_spot_bot.bybit import BybitClient
 from crypto_spot_bot.config import load_settings
 from crypto_spot_bot.indicators import add_indicators
 from crypto_spot_bot.models import Candle
+from crypto_spot_bot.orderbook_features import ORDERBOOK_FEATURES, load_orderbook_feature_map
 from crypto_spot_bot.time_series import (
     DEFAULT_TORCH_FEATURES,
+    _barrier_outcome,
     _current_volatility_scale,
     _entry_horizon,
     _entry_output_layout,
@@ -49,6 +52,10 @@ class ForecastRecord:
     index: int
     timestamp: int
     close: float
+    high: float
+    low: float
+    next_open: float
+    next_timestamp: int
     atr: float
     expected_percent: float
     probability_up: float
@@ -59,6 +66,7 @@ class ForecastRecord:
     future_net_percent: float
     benchmark_entry: bool
     benchmark_exit: bool
+    take_profit_first: bool | None = None
 
 
 @dataclass(slots=True)
@@ -81,13 +89,23 @@ def main() -> None:
     if torch is not None and args.threads > 0:
         torch.set_num_threads(args.threads)
     settings = load_settings(args.env)
-    client = BybitClient(settings)
-    symbols = _symbols(args.symbols, settings.symbols)
-    context_symbols = sorted(set(symbols + _symbols(args.context_symbols, ())))
     artifact_path = Path(args.artifact or settings.time_series_lstm_model_path)
-    artifact = json.loads(artifact_path.read_text(encoding="utf-8"))
+    artifact_bytes = artifact_path.read_bytes()
+    artifact_sha256 = hashlib.sha256(artifact_bytes).hexdigest()
+    artifact = json.loads(artifact_bytes.decode("utf-8"))
+    client = BybitClient(settings)
+    symbols = _calibration_symbols(args.symbols, settings.symbols, artifact)
+    context_symbols = sorted(set(symbols + _symbols(args.context_symbols, ())))
     horizon = args.horizon if args.horizon > 0 else settings.time_series_forecast_horizon
     round_trip_cost = _artifact_round_trip_cost(artifact, settings)
+    orderbook_features: dict[str, dict[int, dict[str, float]]] = {}
+    if args.orderbook_db:
+        orderbook_features, _orderbook_manifest = load_orderbook_feature_map(
+            args.orderbook_db,
+            interval=settings.base_interval,
+            symbols=symbols,
+            min_samples_per_bucket=args.orderbook_min_samples_per_bucket,
+        )
 
     market_candles: dict[str, list[Candle]] = {}
     for symbol in context_symbols:
@@ -111,10 +129,12 @@ def main() -> None:
             trend_candles=trend_candles,
             artifact=artifact,
             horizon=horizon,
+            horizon_is_explicit=args.horizon > 0,
             round_trip_cost=round_trip_cost,
             min_candles=max(30, settings.time_series_min_candles),
             calibration_window=args.calibration_window,
             batch_size=args.batch_size,
+            orderbook_features=orderbook_features,
         )
         records.extend(symbol_records)
         per_symbol_counts[symbol] = len(symbol_records)
@@ -123,13 +143,15 @@ def main() -> None:
     if not records:
         raise SystemExit("No forecast records could be built for calibration.")
 
-    results = _calibrate(
+    results = _calibrate_strategy(
         records,
         edges=_float_grid(args.edge_grid),
         probabilities=_float_grid(args.probability_grid),
         confidences=_float_grid(args.confidence_grid),
         min_trades=args.min_trades,
         horizon=horizon,
+        round_trip_cost=round_trip_cost,
+        settings=settings,
     )
     if not results:
         raise SystemExit("No calibration result produced trades. Use wider grids or more history.")
@@ -149,6 +171,45 @@ def main() -> None:
         round_trip_cost=round_trip_cost,
         settings=settings,
     )
+    symbol_recommendations: dict[str, dict[str, Any]] = {}
+    symbol_threshold_results: dict[str, CalibrationResult] = {}
+    for symbol in symbols:
+        symbol_records = [record for record in records if record.symbol == symbol]
+        symbol_results = _calibrate_strategy(
+            symbol_records,
+            edges=_float_grid(args.edge_grid),
+            probabilities=_float_grid(args.probability_grid),
+            confidences=_float_grid(args.confidence_grid),
+            min_trades=max(3, min(args.min_trades, len(symbol_records) // 8)),
+            horizon=horizon,
+            round_trip_cost=round_trip_cost,
+            settings=settings,
+        )
+        symbol_selected = _choose_recommendation(
+            symbol_results,
+            min_trades=max(3, min(args.min_trades, len(symbol_records) // 8)),
+        ) if symbol_results else None
+        if symbol_selected is not None:
+            symbol_recommendations[symbol] = _result_dict(symbol_selected)
+            symbol_threshold_results[symbol] = symbol_selected
+    calibration_insufficient = recommended is None or not symbol_threshold_results
+    if recommended is None:
+        recommended = _empty_recommendation(
+            _float_grid(args.edge_grid),
+            _float_grid(args.probability_grid),
+            _float_grid(args.confidence_grid),
+        )
+        full_backtest = {**_stats([]), "trades_detail": [], "symbol_breakdown": []}
+    elif symbol_threshold_results:
+        full_backtest = _full_backtest(
+            records,
+            recommended,
+            horizon=horizon,
+            round_trip_cost=round_trip_cost,
+            settings=settings,
+            symbol_thresholds=symbol_threshold_results,
+            require_symbol_thresholds=True,
+        )
     print("\nRECOMMENDED")
     print(_result_line(recommended))
     print("\nFULL_REPLAY")
@@ -181,6 +242,16 @@ def main() -> None:
         min_profit_factor=args.min_oos_profit_factor,
         min_benchmark_edge=args.min_benchmark_edge_percent,
     )
+    deployment_recommended = recommended
+    deployment_symbol_recommendations = symbol_recommendations
+    if walk_forward.get("folds"):
+        last_fold = walk_forward["folds"][-1]
+        fold_thresholds = last_fold.get("thresholds")
+        if isinstance(fold_thresholds, dict):
+            deployment_recommended = _result_from_dict(fold_thresholds)
+        fold_symbols = last_fold.get("symbol_thresholds")
+        if isinstance(fold_symbols, dict):
+            deployment_symbol_recommendations = fold_symbols
     print("\nWALK_FORWARD")
     print(json.dumps(walk_forward["summary"], ensure_ascii=False, sort_keys=True))
     print("\nBENCHMARK")
@@ -196,9 +267,13 @@ def main() -> None:
 
     if args.output:
         payload = {
+            "artifact_sha256": artifact_sha256,
             "artifact": _artifact_summary(artifact),
             "records_by_symbol": per_symbol_counts,
-            "recommended": _result_dict(recommended),
+            "recommended": _result_dict(deployment_recommended),
+            "calibration_insufficient": calibration_insufficient,
+            "symbol_recommendations": deployment_symbol_recommendations,
+            "eligible_symbols": sorted(deployment_symbol_recommendations),
             "full_replay": full_backtest,
             "walk_forward": walk_forward,
             "benchmark": benchmark,
@@ -213,7 +288,11 @@ def _parse_args() -> argparse.Namespace:
     parser = argparse.ArgumentParser(description="Calibrate TradeBot Torch forecast entry thresholds.")
     parser.add_argument("--env", default=None, help="Path to .env file.")
     parser.add_argument("--artifact", default="", help="Path to lstm_forecaster.json.")
-    parser.add_argument("--symbols", default="", help="Comma-separated symbols. Defaults to configured fixed symbols.")
+    parser.add_argument(
+        "--symbols",
+        default="",
+        help="Comma-separated symbols. Defaults to configured fixed symbols, then artifact symbols.",
+    )
     parser.add_argument("--context-symbols", default="BTCUSDT,ETHUSDT", help="Cross-asset context symbols.")
     parser.add_argument("--limit", type=int, default=2000, help="Hourly candles per symbol.")
     parser.add_argument("--trend-limit", type=int, default=320, help="Daily candles per symbol.")
@@ -235,6 +314,8 @@ def _parse_args() -> argparse.Namespace:
     parser.add_argument("--min-oos-folds-with-trades", type=int, default=2, help="Minimum walk-forward folds that must produce trades.")
     parser.add_argument("--min-oos-profit-factor", type=float, default=1.10, help="Minimum out-of-sample profit factor.")
     parser.add_argument("--min-benchmark-edge-percent", type=float, default=0.0, help="Required total-net percent advantage over the benchmark.")
+    parser.add_argument("--orderbook-db", default="", help="SQLite cache used by an artifact with L1 features.")
+    parser.add_argument("--orderbook-min-samples-per-bucket", type=int, default=20)
     return parser.parse_args()
 
 
@@ -244,6 +325,32 @@ def _symbols(raw: str, fallback: tuple[str, ...] | list[str]) -> list[str]:
     return [str(item).upper() for item in fallback]
 
 
+def _calibration_symbols(
+    raw: str,
+    configured: tuple[str, ...] | list[str],
+    artifact: dict[str, Any],
+) -> list[str]:
+    explicit = _symbols(raw, ())
+    if explicit:
+        return explicit
+    fixed = _symbols("", configured)
+    if fixed:
+        return fixed
+    artifact_symbols = artifact.get("symbols")
+    if not isinstance(artifact_symbols, dict):
+        return []
+    return [str(symbol).strip().upper() for symbol in artifact_symbols if str(symbol).strip()]
+
+
+def _calibration_horizon(entry: dict[str, Any], requested: int, *, explicit: bool) -> int:
+    horizons = _entry_target_horizons(entry)
+    if explicit and requested > 0:
+        if horizons:
+            return min(horizons, key=lambda value: abs(value - requested))
+        return requested
+    return _entry_horizon(entry, requested)
+
+
 def _forecast_records(
     *,
     symbol: str,
@@ -252,10 +359,12 @@ def _forecast_records(
     trend_candles: list[Candle],
     artifact: dict[str, Any],
     horizon: int,
+    horizon_is_explicit: bool,
     round_trip_cost: float,
     min_candles: int,
     calibration_window: int,
     batch_size: int,
+    orderbook_features: dict[str, dict[int, dict[str, float]]] | None = None,
 ) -> list[ForecastRecord]:
     entry = _torch_recurrent_entry(symbol, artifact)
     model = _torch_recurrent_model_name(symbol, artifact)
@@ -268,13 +377,31 @@ def _forecast_records(
         symbol=symbol,
         market_candles=market_candles,
         trend_candles=trend_candles,
+        orderbook_features=orderbook_features,
     )
     closes = [float(candle.close) for candle in candles]
-    decision_horizon = _entry_horizon(entry, horizon)
+    decision_horizon = _calibration_horizon(entry, horizon, explicit=horizon_is_explicit)
     start = max(min_candles, int(float(entry.get("lookback", 64))))
     end = len(candles) - decision_horizon - 1
+    holdout_start_timestamp = int(float(entry.get("holdout_start_timestamp", 0) or 0))
+    if holdout_start_timestamp <= 0:
+        return []
+    while start < end and candles[start].timestamp < holdout_start_timestamp:
+        start += 1
     if calibration_window > 0:
         start = max(start, end - calibration_window)
+    lookback = max(1, int(float(entry.get("lookback", 64))))
+    requires_orderbook = any(name in ORDERBOOK_FEATURES for name in feature_names)
+    symbol_orderbook = (orderbook_features or {}).get(symbol.upper(), {})
+    valid_indices = {
+        index
+        for index in range(start, max(start, end))
+        if not requires_orderbook
+        or all(
+            candles[position].timestamp in symbol_orderbook
+            for position in range(index - lookback + 1, index + 1)
+        )
+    }
     batched_records = _batch_forecast_records(
         symbol=symbol,
         candles=candles,
@@ -288,13 +415,18 @@ def _forecast_records(
         start=start,
         end=end,
         batch_size=batch_size,
+        valid_indices=valid_indices,
     )
     if batched_records is not None:
         return batched_records
 
     records: list[ForecastRecord] = []
-    skill = float(entry.get("skill", 0.0) or 0.0)
+    # Entry eligibility may use validation-derived quality only. Holdout metrics
+    # belong exclusively to the final quality gate and cannot influence replay.
+    skill = _entry_validation_skill(entry)
     for index in range(start, max(start, end)):
+        if index not in valid_indices:
+            continue
         prediction = _torch_recurrent_predict(
             _log_returns(closes[: index + 1]),
             symbol,
@@ -313,7 +445,25 @@ def _forecast_records(
         q50 = float(selected.get("q50", expected_return))
         expected_percent = (math.exp(expected_return) - 1.0) * 100.0
         q50_percent = (math.exp(q50) - 1.0) * 100.0
-        future_log_return = math.log(closes[index + decision_horizon] / closes[index]) - round_trip_cost
+        next_open = float(candles[index + 1].open)
+        if next_open <= 0:
+            continue
+        take_profit_first: bool | None = None
+        if str(entry.get("target_transform", "")) == "barrier_net_return":
+            outcome = _barrier_outcome(
+                candles,
+                end_index=index,
+                horizon=decision_horizon,
+                stop_loss_percent=_float_entry(entry, "target_stop_loss_percent", 0.04),
+                take_profit_percent=_float_entry(entry, "target_take_profit_percent", 0.035),
+                round_trip_cost=round_trip_cost,
+            )
+            if outcome is None:
+                continue
+            future_log_return, event = outcome
+            take_profit_first = event >= 0.5
+        else:
+            future_log_return = math.log(closes[index + decision_horizon] / next_open) - round_trip_cost
         future_net_percent = (math.exp(future_log_return) - 1.0) * 100.0
         records.append(
             ForecastRecord(
@@ -321,6 +471,10 @@ def _forecast_records(
                 index=index,
                 timestamp=candles[index].timestamp,
                 close=closes[index],
+                high=float(candles[index].high),
+                low=float(candles[index].low),
+                next_open=next_open,
+                next_timestamp=candles[index + 1].timestamp,
                 atr=float(candles[index].atr_14 or 0.0),
                 expected_percent=expected_percent,
                 probability_up=probability_up,
@@ -331,6 +485,7 @@ def _forecast_records(
                 future_net_percent=future_net_percent,
                 benchmark_entry=_benchmark_entry_signal(candles, trend_candles, index),
                 benchmark_exit=_benchmark_exit_signal(candles, index),
+                take_profit_first=take_profit_first,
             )
         )
     return records
@@ -350,14 +505,15 @@ def _batch_forecast_records(
     start: int,
     end: int,
     batch_size: int,
+    valid_indices: set[int] | None = None,
 ) -> list[ForecastRecord] | None:
     if torch is None or RecurrentReturnModel is None:
         return None
     horizons = _entry_target_horizons(entry)
     if not horizons:
         return None
-    model = _build_torch_model(entry, model_name)
+    models = _build_torch_models(entry, model_name)
-    if model is None:
+    if not models:
         return None
 
     lookback = int(_clamp(_float_entry(entry, "lookback", 64.0), 4.0, 512.0))
@@ -368,14 +524,17 @@ def _batch_forecast_records(
     indices = [
         index
         for index in range(start, max(start, end))
-        if index - lookback + 1 >= 0 and index + decision_horizon < len(closes)
+        if index - lookback + 1 >= 0
+        and index + decision_horizon < len(closes)
+        and (valid_indices is None or index in valid_indices)
     ]
     if not indices:
         return []
 
     records: list[ForecastRecord] = []
-    skill = float(entry.get("skill", 0.0) or 0.0)
+    skill = _entry_validation_skill(entry)
-    model.eval()
+    for model in models:
+        model.eval()
     with torch.no_grad():
         for offset in range(0, len(indices), max(1, batch_size)):
             batch_indices = indices[offset : offset + max(1, batch_size)]
@@ -390,17 +549,25 @@ def _batch_forecast_records(
                 for index in batch_indices
             ]
             batch = torch.tensor(windows, dtype=torch.float32)
-            outputs = model(batch).detach().cpu().tolist()
+            outputs_by_model = [model(batch).detach().cpu().tolist() for model in models]
-            for index, output in zip(batch_indices, outputs):
+            for batch_offset, index in enumerate(batch_indices):
-                selected = _decode_selected_output(
+                selected = _average_selected_predictions(
-                    output,
+                    [
-                    entry=entry,
+                        decoded
-                    candles=candles,
+                        for outputs in outputs_by_model
-                    closes=closes,
+                        if (
-                    index=index,
+                            decoded := _decode_selected_output(
-                    horizon=decision_horizon,
+                                outputs[batch_offset],
-                    clip=clip,
+                                entry=entry,
-                    round_trip_cost=round_trip_cost,
+                                candles=candles,
+                                closes=closes,
+                                index=index,
+                                horizon=decision_horizon,
+                                clip=clip,
+                                round_trip_cost=round_trip_cost,
+                            )
+                        ) is not None
+                    ]
                 )
                 if selected is None:
                     continue
@@ -409,7 +576,25 @@ def _batch_forecast_records(
                 q50 = float(selected["q50"])
                 expected_percent = (math.exp(expected_return) - 1.0) * 100.0
                 q50_percent = (math.exp(q50) - 1.0) * 100.0
-                future_log_return = math.log(closes[index + decision_horizon] / closes[index]) - round_trip_cost
+                next_open = float(candles[index + 1].open)
+                if next_open <= 0:
+                    continue
+                take_profit_first: bool | None = None
+                if str(entry.get("target_transform", "")) == "barrier_net_return":
+                    outcome = _barrier_outcome(
+                        candles,
+                        end_index=index,
+                        horizon=decision_horizon,
+                        stop_loss_percent=_float_entry(entry, "target_stop_loss_percent", 0.04),
+                        take_profit_percent=_float_entry(entry, "target_take_profit_percent", 0.035),
+                        round_trip_cost=round_trip_cost,
+                    )
+                    if outcome is None:
+                        continue
+                    future_log_return, event = outcome
+                    take_profit_first = event >= 0.5
+                else:
+                    future_log_return = math.log(closes[index + decision_horizon] / next_open) - round_trip_cost
                 future_net_percent = (math.exp(future_log_return) - 1.0) * 100.0
                 records.append(
                     ForecastRecord(
@@ -417,6 +602,10 @@ def _batch_forecast_records(
                         index=index,
                         timestamp=candles[index].timestamp,
                         close=closes[index],
+                        high=float(candles[index].high),
+                        low=float(candles[index].low),
+                        next_open=next_open,
+                        next_timestamp=candles[index + 1].timestamp,
                         atr=float(candles[index].atr_14 or 0.0),
                         expected_percent=expected_percent,
                         probability_up=probability_up,
@@ -427,11 +616,26 @@ def _batch_forecast_records(
                         future_net_percent=future_net_percent,
                         benchmark_entry=_benchmark_entry_signal(candles, trend_candles, index),
                         benchmark_exit=_benchmark_exit_signal(candles, index),
+                        take_profit_first=take_profit_first,
                     )
                 )
     return records
 
 
+def _build_torch_models(entry: dict[str, Any], model_name: str) -> list[Any]:
+    members = entry.get("ensemble_members")
+    if isinstance(members, list) and members:
+        base = {key: value for key, value in entry.items() if key != "ensemble_members"}
+        models = [
+            _build_torch_model({**base, **member}, model_name)
+            for member in members
+            if isinstance(member, dict)
+        ]
+        return [model for model in models if model is not None]
+    model = _build_torch_model(entry, model_name)
+    return [model] if model is not None else []
+
+
 def _build_torch_model(entry: dict[str, Any], model_name: str) -> Any | None:
     if torch is None or RecurrentReturnModel is None:
         return None
@@ -451,6 +655,10 @@ def _build_torch_model(entry: dict[str, Any], model_name: str) -> Any | None:
         output_size=output_size,
         attention_pooling=bool(entry.get("attention_pooling")),
         context_norm=bool(entry.get("context_norm")),
+        multitask_head=bool(entry.get("multitask_head")),
+        head_hidden_size=int(
+            _clamp(_float_entry(entry, "head_hidden_size", float(hidden_size)), 8.0, 1024.0)
+        ),
     )
     raw_state = entry.get("state_dict")
     if not isinstance(raw_state, dict):
@@ -460,12 +668,26 @@ def _build_torch_model(entry: dict[str, Any], model_name: str) -> Any | None:
         for key, value in raw_state.items()
         if isinstance(value, list)
     }
-    head_weight = entry.get("head_weight")
+    if bool(entry.get("multitask_head")):
-    head_bias = entry.get("head_bias")
+        for artifact_name, state_name in (
-    if not isinstance(head_weight, list) or not isinstance(head_bias, list):
+            ("head_hidden_weight", "head_hidden.weight"),
-        return None
+            ("head_hidden_bias", "head_hidden.bias"),
-    state["head.weight"] = torch.tensor(head_weight, dtype=torch.float32)
+            ("return_head_weight", "return_head.weight"),
-    state["head.bias"] = torch.tensor(head_bias, dtype=torch.float32)
+            ("return_head_bias", "return_head.bias"),
+            ("event_head_weight", "event_head.weight"),
+            ("event_head_bias", "event_head.bias"),
+        ):
+            value = entry.get(artifact_name)
+            if not isinstance(value, list):
+                return None
+            state[state_name] = torch.tensor(value, dtype=torch.float32)
+    else:
+        head_weight = entry.get("head_weight")
+        head_bias = entry.get("head_bias")
+        if not isinstance(head_weight, list) or not isinstance(head_bias, list):
+            return None
+        state["head.weight"] = torch.tensor(head_weight, dtype=torch.float32)
+        state["head.bias"] = torch.tensor(head_bias, dtype=torch.float32)
     if bool(entry.get("attention_pooling")):
         attention_weight = entry.get("attention_weight")
         if not isinstance(attention_weight, list):
@@ -486,6 +708,15 @@ def _build_torch_model(entry: dict[str, Any], model_name: str) -> Any | None:
     return model
 
 
+def _average_selected_predictions(rows: list[dict[str, float]]) -> dict[str, float] | None:
+    if not rows:
+        return None
+    return {
+        name: sum(float(row[name]) for row in rows) / len(rows)
+        for name in ("expected_return", "q50", "probability_up")
+    }
+
+
 def _decode_selected_output(
     output: list[float],
     *,
@@ -524,10 +755,20 @@ def _decode_selected_output(
     expected = decode("mean")
     q_values = sorted([decode("q10", expected), decode("q50", expected), decode("q90", expected)])
     cap = _prediction_cap(history_closes, selected_horizon, round_trip_cost)
+    if str(entry.get("target_transform", "")) == "barrier_net_return":
+        stop_percent = _clamp(_float_entry(entry, "target_stop_loss_percent", 0.04), 0.003, 0.08)
+        take_percent = _clamp(_float_entry(entry, "target_take_profit_percent", 0.035), 0.003, 0.20)
+        cap = max(
+            cap,
+            abs(math.log(1.0 - stop_percent) - round_trip_cost),
+            abs(math.log(1.0 + take_percent) - round_trip_cost),
+        )
     return {
         "expected_return": _clamp(expected, -cap, cap),
         "q50": _clamp(q_values[1], -cap, cap),
-        "probability_up": _sigmoid(float(values.get("logit_up", 0.0))),
+        "probability_up": _sigmoid(
+            float(values.get("logit_tp_first", values.get("logit_up", 0.0)))
+        ),
     }
 
 
@@ -563,18 +804,22 @@ def _full_backtest(
     round_trip_cost: float,
     settings: Any,
     detail_limit: int = 50,
+    symbol_thresholds: dict[str, CalibrationResult] | None = None,
+    require_symbol_thresholds: bool = False,
 ) -> dict[str, Any]:
     positions: dict[str, dict[str, Any]] = {}
     trades: list[float] = []
     rows: list[dict[str, Any]] = []
     max_hold = max(12, horizon * 8)
     stop_loss_percent = max(0.003, min(0.08, float(settings.stop_loss_percent))) * 100.0
+    take_profit_percent = max(0.003, min(0.20, float(settings.take_profit_percent))) * 100.0
     stop_loss_exit_enabled = bool(getattr(settings, "stop_loss_exit_enabled", True))
     atr_multiplier = max(0.5, min(10.0, float(settings.atr_trailing_multiplier)))
     for record in sorted(records, key=lambda item: (item.timestamp, item.symbol)):
+        active_thresholds = (symbol_thresholds or {}).get(record.symbol, thresholds)
         position = positions.get(record.symbol)
         if position is not None:
-            position["highest"] = max(position["highest"], record.close)
+            position["highest"] = max(position["highest"], record.high)
             net_percent = _net_percent(position["entry_price"], record.close, round_trip_cost)
             held = record.index - int(position["entry_index"])
             atr_stop_level = (
@@ -584,26 +829,35 @@ def _full_backtest(
             )
             atr_stop = bool(
                 atr_stop_level is not None
-                and record.close <= atr_stop_level
+                and record.low <= atr_stop_level
                 and (stop_loss_exit_enabled or atr_stop_level > position["entry_price"])
             )
             weak_forecast = (
-                record.expected_percent < thresholds.edge
+                record.expected_percent < active_thresholds.edge
-                or record.probability_up < thresholds.probability
+                or record.probability_up < active_thresholds.probability
                 or record.skill <= 0.0
             )
             exit_reason = ""
-            if stop_loss_exit_enabled and net_percent <= -stop_loss_percent:
+            exit_price = record.close
+            stop_level = position["entry_price"] * (1.0 - stop_loss_percent / 100.0)
+            take_level = position["entry_price"] * (1.0 + take_profit_percent / 100.0)
+            if stop_loss_exit_enabled and record.low <= stop_level:
                 exit_reason = "stop_loss"
+                exit_price = stop_level
+            elif record.high >= take_level:
+                exit_reason = "take_profit"
+                exit_price = take_level
             elif atr_stop:
                 exit_reason = "atr_trailing_stop"
-            elif (record.expected_percent <= 0.0 or record.probability_up <= 0.50 or _candidate_blocks(record, thresholds.edge)):
+                exit_price = float(atr_stop_level)
+            elif (record.expected_percent <= 0.0 or record.probability_up <= 0.50 or _candidate_blocks(record, active_thresholds.edge)):
                 exit_reason = "forecast_negative"
             elif weak_forecast and net_percent >= 0:
                 exit_reason = "forecast_weak_profit_lock"
             elif held >= max_hold:
                 exit_reason = "max_hold"
             if exit_reason:
+                net_percent = _net_percent(position["entry_price"], exit_price, round_trip_cost)
                 trades.append(net_percent)
                 rows.append(
                     {
@@ -622,12 +876,14 @@ def _full_backtest(
 
         if record.symbol in positions:
             continue
-        if _candidate_allows(record, thresholds.edge, thresholds.probability, thresholds.confidence):
+        if require_symbol_thresholds and record.symbol not in (symbol_thresholds or {}):
+            continue
+        if _candidate_allows(record, active_thresholds.edge, active_thresholds.probability, active_thresholds.confidence):
             positions[record.symbol] = {
-                "entry_price": record.close,
+                "entry_price": record.next_open,
-                "entry_index": record.index,
+                "entry_index": record.index + 1,
-                "timestamp": record.timestamp,
+                "timestamp": record.next_timestamp,
-                "highest": record.close,
+                "highest": record.next_open,
                 "probability_up": record.probability_up,
                 "expected_percent": record.expected_percent,
             }
@@ -669,12 +925,13 @@ def _benchmark_backtest(
     rows: list[dict[str, Any]] = []
     max_hold = max(12, horizon * 8)
     stop_loss_percent = max(0.003, min(0.08, float(settings.stop_loss_percent))) * 100.0
+    take_profit_percent = max(0.003, min(0.20, float(settings.take_profit_percent))) * 100.0
     stop_loss_exit_enabled = bool(getattr(settings, "stop_loss_exit_enabled", True))
     atr_multiplier = max(0.5, min(10.0, float(settings.atr_trailing_multiplier)))
     for record in sorted(records, key=lambda item: (item.timestamp, item.symbol)):
         position = positions.get(record.symbol)
         if position is not None:
-            position["highest"] = max(position["highest"], record.close)
+            position["highest"] = max(position["highest"], record.high)
             net_percent = _net_percent(position["entry_price"], record.close, round_trip_cost)
             held = record.index - int(position["entry_index"])
             atr_stop_level = (
@@ -684,19 +941,28 @@ def _benchmark_backtest(
             )
             atr_stop = bool(
                 atr_stop_level is not None
-                and record.close <= atr_stop_level
+                and record.low <= atr_stop_level
                 and (stop_loss_exit_enabled or atr_stop_level > position["entry_price"])
             )
             exit_reason = ""
-            if stop_loss_exit_enabled and net_percent <= -stop_loss_percent:
+            exit_price = record.close
+            stop_level = position["entry_price"] * (1.0 - stop_loss_percent / 100.0)
+            take_level = position["entry_price"] * (1.0 + take_profit_percent / 100.0)
+            if stop_loss_exit_enabled and record.low <= stop_level:
                 exit_reason = "stop_loss"
+                exit_price = stop_level
+            elif record.high >= take_level:
+                exit_reason = "take_profit"
+                exit_price = take_level
             elif atr_stop:
                 exit_reason = "atr_trailing_stop"
+                exit_price = float(atr_stop_level)
             elif record.benchmark_exit:
                 exit_reason = "benchmark_exit"
             elif held >= max_hold:
                 exit_reason = "max_hold"
             if exit_reason:
+                net_percent = _net_percent(position["entry_price"], exit_price, round_trip_cost)
                 trades.append(net_percent)
                 rows.append(
                     {
@@ -715,10 +981,10 @@ def _benchmark_backtest(
             continue
         if record.benchmark_entry:
             positions[record.symbol] = {
-                "entry_price": record.close,
+                "entry_price": record.next_open,
-                "entry_index": record.index,
+                "entry_index": record.index + 1,
-                "timestamp": record.timestamp,
+                "timestamp": record.next_timestamp,
-                "highest": record.close,
+                "highest": record.next_open,
             }
     for symbol, position in list(positions.items()):
         tail = next((record for record in reversed(records) if record.symbol == symbol), None)
@@ -768,24 +1034,50 @@ def _walk_forward(
         test_end = timestamps[(fold + 1) * fold_size - 1] if fold < folds - 1 else timestamps[-1]
         train = [record for record in ordered if record.timestamp < test_start]
         test = [record for record in ordered if test_start <= record.timestamp <= test_end]
-        train_results = _calibrate(
+        probability_calibration = _fit_platt_calibration(train)
-            train,
+        calibrated_train = _apply_platt_calibration(train, probability_calibration)
+        calibrated_test = _apply_platt_calibration(test, probability_calibration)
+        train_results = _calibrate_strategy(
+            calibrated_train,
             edges=edges,
             probabilities=probabilities,
             confidences=confidences,
             min_trades=max(4, min_trades // 2),
             horizon=horizon,
+            round_trip_cost=round_trip_cost,
+            settings=settings,
         )
         if not train_results:
             continue
         selected = _choose_recommendation(train_results, min_trades=max(4, min_trades // 2))
+        if selected is None:
+            continue
+        symbol_thresholds: dict[str, CalibrationResult] = {}
+        train_symbols = sorted({record.symbol for record in calibrated_train})
+        symbol_min_trades = max(3, min_trades // max(2, len(train_symbols) * 2))
+        for symbol in train_symbols:
+            symbol_results = _calibrate_strategy(
+                [record for record in calibrated_train if record.symbol == symbol],
+                edges=edges,
+                probabilities=probabilities,
+                confidences=confidences,
+                min_trades=symbol_min_trades,
+                horizon=horizon,
+                round_trip_cost=round_trip_cost,
+                settings=settings,
+            )
+            symbol_selected = _choose_recommendation(symbol_results, min_trades=symbol_min_trades) if symbol_results else None
+            if symbol_selected is not None:
+                symbol_thresholds[symbol] = symbol_selected
         test_backtest = _full_backtest(
-            test,
+            calibrated_test,
             selected,
             horizon=horizon,
             round_trip_cost=round_trip_cost,
             settings=settings,
             detail_limit=0,
+            symbol_thresholds=symbol_thresholds,
+            require_symbol_thresholds=True,
         )
         test_rows = test_backtest.get("trades_detail", [])
         test_trades = [float(row.get("net_percent", 0.0) or 0.0) for row in test_rows if isinstance(row, dict)]
@@ -797,6 +1089,11 @@ def _walk_forward(
                 "train_records": len(train),
                 "test_records": len(test),
                 "thresholds": _result_dict(selected),
+                "symbol_thresholds": {
+                    symbol: _result_dict(value) for symbol, value in symbol_thresholds.items()
+                },
+                "eligible_symbols": sorted(symbol_thresholds),
+                "probability_calibration": probability_calibration,
                 "test": {key: value for key, value in test_backtest.items() if key != "trades_detail"},
             }
         )
@@ -888,6 +1185,7 @@ def _quality_gate(
     return {
         "status": "pass" if passed else "fail",
         "passed": passed,
+        "protocol": "untouched_model_holdout_with_threshold_walk_forward",
         "checks": checks,
         "oos_summary": summary,
         "benchmark_summary": benchmark_summary,
@@ -932,6 +1230,11 @@ def _candidate_blocks(record: ForecastRecord, edge: float) -> bool:
     )
 
 
+def _entry_validation_skill(entry: dict[str, Any]) -> float:
+    value = entry.get("validation_skill")
+    return float(value) if isinstance(value, (int, float)) and math.isfinite(float(value)) else 0.0
+
+
 def _candidate_allows(record: ForecastRecord, edge: float, probability: float, confidence: float) -> bool:
     dynamic_confidence = _forecast_confidence(record.expected_percent, record.probability_up, record.skill, edge)
     return (
@@ -1098,6 +1401,101 @@ def _calibrate(
     return results
 
 
+def _calibrate_strategy(
+    records: list[ForecastRecord],
+    *,
+    edges: list[float],
+    probabilities: list[float],
+    confidences: list[float],
+    min_trades: int,
+    horizon: int,
+    round_trip_cost: float,
+    settings: Any,
+) -> list[CalibrationResult]:
+    results: list[CalibrationResult] = []
+    for edge in edges:
+        for probability in probabilities:
+            for confidence in confidences:
+                thresholds = CalibrationResult(
+                    edge=edge,
+                    probability=probability,
+                    confidence=confidence,
+                    trades=0,
+                    wins=0,
+                    win_rate=0.0,
+                    total_net_percent=0.0,
+                    average_net_percent=0.0,
+                    max_drawdown_percent=0.0,
+                    profit_factor=0.0,
+                    score=0.0,
+                )
+                replay = _full_backtest(
+                    records,
+                    thresholds,
+                    horizon=horizon,
+                    round_trip_cost=round_trip_cost,
+                    settings=settings,
+                    detail_limit=0,
+                )
+                trades = int(replay.get("trades", 0) or 0)
+                if trades <= 0:
+                    continue
+                wins = int(replay.get("wins", 0) or 0)
+                total = float(replay.get("total_net_percent", 0.0) or 0.0)
+                average = float(replay.get("avg_net_percent", 0.0) or 0.0)
+                drawdown = float(replay.get("max_drawdown_percent", 0.0) or 0.0)
+                profit_factor = float(replay.get("profit_factor", 0.0) or 0.0)
+                trade_factor = min(1.0, trades / max(1, min_trades))
+                score = (
+                    average * trade_factor
+                    + total * 0.015
+                    - drawdown * 0.03
+                    + (wins / trades) * 0.04
+                )
+                results.append(
+                    CalibrationResult(
+                        edge=edge,
+                        probability=probability,
+                        confidence=confidence,
+                        trades=trades,
+                        wins=wins,
+                        win_rate=wins / trades,
+                        total_net_percent=total,
+                        average_net_percent=average,
+                        max_drawdown_percent=drawdown,
+                        profit_factor=profit_factor,
+                        score=score,
+                    )
+                )
+    results.sort(
+        key=lambda item: (
+            item.score,
+            item.average_net_percent,
+            item.total_net_percent,
+            item.profit_factor,
+            item.trades,
+        ),
+        reverse=True,
+    )
+    return results
+
+
+def _result_from_dict(value: dict[str, Any]) -> CalibrationResult:
+    return CalibrationResult(
+        edge=float(value.get("edge", 0.1) or 0.1),
+        probability=float(value.get("probability", 0.7) or 0.7),
+        confidence=float(value.get("confidence", 0.4) or 0.4),
+        trades=int(value.get("trades", 0) or 0),
+        wins=int(value.get("wins", 0) or 0),
+        win_rate=float(value.get("win_rate", 0.0) or 0.0),
+        total_net_percent=float(value.get("total_net_percent", 0.0) or 0.0),
+        average_net_percent=float(value.get("average_net_percent", 0.0) or 0.0),
+        max_drawdown_percent=float(value.get("max_drawdown_percent", 0.0) or 0.0),
+        profit_factor=float(value.get("profit_factor", 0.0) or 0.0),
+        score=float(value.get("score", 0.0) or 0.0),
+    )
+
+
 def _selected_trades(
     records: list[ForecastRecord],
     edge: float,
@@ -1116,7 +1514,7 @@ def _selected_trades(
     return trades
 
 
-def _choose_recommendation(results: list[CalibrationResult], *, min_trades: int) -> CalibrationResult:
+def _choose_recommendation(results: list[CalibrationResult], *, min_trades: int) -> CalibrationResult | None:
     viable = [
         result
         for result in results
@@ -1125,7 +1523,73 @@ def _choose_recommendation(results: list[CalibrationResult], *, min_trades: int)
         and result.total_net_percent > 0
         and result.profit_factor >= 1.05
     ]
-    return viable[0] if viable else results[0]
+    return viable[0] if viable else None
+
+
+def _empty_recommendation(
+    edges: list[float], probabilities: list[float], confidences: list[float]
+) -> CalibrationResult:
+    return CalibrationResult(
+        edge=max(edges or [1.0]),
+        probability=max(probabilities or [0.95]),
+        confidence=max(confidences or [1.0]),
+        trades=0,
+        wins=0,
+        win_rate=0.0,
+        total_net_percent=0.0,
+        average_net_percent=0.0,
+        max_drawdown_percent=0.0,
+        profit_factor=0.0,
+        score=-1.0,
+    )
+
+
+def _fit_platt_calibration(records: list[ForecastRecord]) -> dict[str, float]:
+    samples = [
+        (
+            math.log(_clamp(record.probability_up, 1e-5, 1.0 - 1e-5) / (1.0 - _clamp(record.probability_up, 1e-5, 1.0 - 1e-5))),
+            _record_event_target(record),
+        )
+        for record in records
+    ]
+    if len(samples) < 30:
+        return {"slope": 1.0, "intercept": 0.0, "samples": float(len(samples))}
+    slope = 1.0
+    intercept = 0.0
+    learning_rate = 0.05
+    for _ in range(300):
+        grad_slope = 0.0
+        grad_intercept = 0.0
+        for logit, target in samples:
+            probability = 1.0 / (1.0 + math.exp(-_clamp(slope * logit + intercept, -30.0, 30.0)))
+            error = probability - target
+            grad_slope += error * logit
+            grad_intercept += error
+        grad_slope = grad_slope / len(samples) + 0.001 * (slope - 1.0)
+        grad_intercept /= len(samples)
+        slope -= learning_rate * grad_slope
+        intercept -= learning_rate * grad_intercept
+    return {"slope": round(slope, 8), "intercept": round(intercept, 8), "samples": float(len(samples))}
+
+
+def _record_event_target(record: ForecastRecord) -> float:
+    if record.take_profit_first is not None:
+        return 1.0 if record.take_profit_first else 0.0
+    return 1.0 if record.future_net_percent > 0 else 0.0
+
+
+def _apply_platt_calibration(
+    records: list[ForecastRecord], calibration: dict[str, float]
+) -> list[ForecastRecord]:
+    slope = float(calibration.get("slope", 1.0))
+    intercept = float(calibration.get("intercept", 0.0))
+    output: list[ForecastRecord] = []
+    for record in records:
+        probability = _clamp(record.probability_up, 1e-5, 1.0 - 1e-5)
+        logit = math.log(probability / (1.0 - probability))
+        calibrated = 1.0 / (1.0 + math.exp(-_clamp(slope * logit + intercept, -30.0, 30.0)))
+        output.append(replace(record, probability_up=calibrated))
+    return output
 
 
 def _choose_replay_recommendation(
@@ -1137,8 +1601,10 @@ def _choose_replay_recommendation(
     horizon: int,
     round_trip_cost: float,
     settings: Any,
-) -> tuple[CalibrationResult, dict[str, Any]]:
+) -> tuple[CalibrationResult | None, dict[str, Any]]:
     fallback = _choose_recommendation(results, min_trades=min_trades)
+    if fallback is None:
+        return None, {**_stats([]), "trades_detail": [], "symbol_breakdown": []}
     fallback_replay = _full_backtest(records, fallback, horizon=horizon, round_trip_cost=round_trip_cost, settings=settings)
     if min_full_replay_trades <= 0:
         return fallback, fallback_replay
@@ -1159,7 +1625,7 @@ def _choose_replay_recommendation(
         viable.append((result, replay))
 
     if not viable:
-        return fallback, fallback_replay
+        return None, fallback_replay
     viable.sort(
         key=lambda item: (
             item[0].score,
@@ -1210,12 +1676,18 @@ def _artifact_summary(artifact: dict[str, Any]) -> dict[str, Any]:
         "target_horizon": artifact.get("target_horizon"),
         "target_horizons": artifact.get("target_horizons"),
         "target_transform": artifact.get("target_transform"),
+        "event_target": artifact.get("event_target"),
+        "target_stop_loss_percent": artifact.get("target_stop_loss_percent"),
+        "target_take_profit_percent": artifact.get("target_take_profit_percent"),
         "symbols": {
             symbol: {
                 "model": row.get("model"),
                 "lookback": row.get("lookback"),
                 "hidden_size": row.get("hidden_size"),
                 "skill": row.get("skill"),
+                "validation_skill": row.get("validation_skill"),
+                "holdout_skill": row.get("holdout_skill"),
+                "holdout_start_timestamp": row.get("holdout_start_timestamp"),
                 "directional_accuracy": row.get("directional_accuracy"),
             }
             for symbol, row in (artifact.get("symbols") or {}).items()

tools/compact_runtime_db.py

@@ -0,0 +1,143 @@
+from __future__ import annotations
+
+import argparse
+import json
+import sqlite3
+import sys
+from pathlib import Path
+from typing import Any
+
+PROJECT_ROOT = Path(__file__).resolve().parents[1]
+if str(PROJECT_ROOT) not in sys.path:
+    sys.path.insert(0, str(PROJECT_ROOT))
+
+from crypto_spot_bot.storage import Storage
+
+
+PRESERVED_TABLES = ("positions", "trades", "runtime", "orders")
+DEFAULT_RECENT_ROWS = {
+    "signals": 5_000,
+    "equity": 5_000,
+    "events": 2_000,
+    "llm_advice": 1_000,
+    "market_observations": 100_000,
+}
+
+
+def compact_database(
+    database: Path,
+    *,
+    recent_rows: dict[str, int] | None = None,
+    backup: Path | None = None,
+) -> dict[str, Any]:
+    database = database.resolve()
+    if not database.is_file():
+        raise FileNotFoundError(database)
+    limits = dict(DEFAULT_RECENT_ROWS)
+    if recent_rows:
+        limits.update({key: max(0, int(value)) for key, value in recent_rows.items()})
+    temp = database.with_name(database.name + ".compact")
+    backup = (backup or database.with_name(database.name + ".precompact.bak")).resolve()
+    if temp.exists():
+        temp.unlink()
+    if backup.exists():
+        raise FileExistsError(f"backup already exists: {backup}")
+
+    source_bytes = database.stat().st_size
+    Storage(temp)
+    counts: dict[str, int] = {}
+    conn = sqlite3.connect(temp)
+    try:
+        conn.execute("PRAGMA foreign_keys=OFF")
+        conn.execute("ATTACH DATABASE ? AS source", (str(database),))
+        for table in PRESERVED_TABLES:
+            counts[table] = _copy_table(conn, table, limit=None)
+        for table, limit in limits.items():
+            counts[table] = _copy_table(conn, table, limit=limit)
+        conn.commit()
+        # Check only the newly built main database. The attached multi-gigabyte
+        # source is preserved as the rollback copy and must not be rescanned here.
+        integrity = str(conn.execute("PRAGMA main.integrity_check").fetchone()[0])
+        if integrity.lower() != "ok":
+            raise RuntimeError(f"compacted database integrity check failed: {integrity}")
+        conn.execute("DETACH DATABASE source")
+        conn.execute("PRAGMA wal_checkpoint(TRUNCATE)")
+        conn.execute("PRAGMA journal_mode=DELETE")
+        conn.commit()
+    finally:
+        conn.close()
+
+    database.replace(backup)
+    temp.replace(database)
+    compacted_bytes = database.stat().st_size
+    return {
+        "database": str(database),
+        "backup": str(backup),
+        "source_bytes": source_bytes,
+        "compacted_bytes": compacted_bytes,
+        "reclaimed_bytes": max(0, source_bytes - compacted_bytes),
+        "rows": counts,
+    }
+
+
+def _copy_table(conn: sqlite3.Connection, table: str, *, limit: int | None) -> int:
+    destination_columns = _columns(conn, "main", table)
+    source_columns = set(_columns(conn, "source", table))
+    columns = [column for column in destination_columns if column in source_columns]
+    if not columns:
+        return 0
+    quoted = ", ".join(f'"{column}"' for column in columns)
+    if limit is None:
+        conn.execute(
+            f'INSERT INTO main."{table}" ({quoted}) SELECT {quoted} FROM source."{table}"'
+        )
+    elif limit > 0:
+        conn.execute(
+            f'INSERT INTO main."{table}" ({quoted}) '
+            f'SELECT {quoted} FROM source."{table}" ORDER BY id DESC LIMIT ?',
+            (limit,),
+        )
+    row = conn.execute(f'SELECT COUNT(*) FROM main."{table}"').fetchone()
+    return int(row[0] if row else 0)
+
+
+def _columns(conn: sqlite3.Connection, schema: str, table: str) -> list[str]:
+    return [str(row[1]) for row in conn.execute(f'PRAGMA {schema}.table_info("{table}")')]
+
+
+def _parse_args() -> argparse.Namespace:
+    parser = argparse.ArgumentParser(
+        description="Atomically compact the TradeBot runtime database while preserving durable trading state."
+    )
+    parser.add_argument("--database", required=True)
+    parser.add_argument("--backup", default="")
+    parser.add_argument("--signals", type=int, default=DEFAULT_RECENT_ROWS["signals"])
+    parser.add_argument("--equity", type=int, default=DEFAULT_RECENT_ROWS["equity"])
+    parser.add_argument("--events", type=int, default=DEFAULT_RECENT_ROWS["events"])
+    parser.add_argument("--llm-advice", type=int, default=DEFAULT_RECENT_ROWS["llm_advice"])
+    parser.add_argument(
+        "--market-observations",
+        type=int,
+        default=DEFAULT_RECENT_ROWS["market_observations"],
+    )
+    return parser.parse_args()
+
+
+def main() -> None:
+    args = _parse_args()
+    result = compact_database(
+        Path(args.database),
+        backup=Path(args.backup) if args.backup else None,
+        recent_rows={
+            "signals": args.signals,
+            "equity": args.equity,
+            "events": args.events,
+            "llm_advice": args.llm_advice,
+            "market_observations": args.market_observations,
+        },
+    )
+    print(json.dumps(result, ensure_ascii=False, sort_keys=True))
+
+
+if __name__ == "__main__":
+    main()

tools/install_windows_torch_retrainer.ps1

@@ -1,94 +0,0 @@
-[CmdletBinding()]
-param(
-    [string]$TaskName = "TradeBot PyTorch Forecaster Retrainer",
-    [int]$EveryHours = 6,
-    [string]$Symbols = "",
-    [int]$Limit = 3000,
-    [int]$Horizon = 0,
-    [string]$Horizons = "",
-    [string]$Features = "",
-    [string]$ContextSymbols = "",
-    [int]$FirstRunMinutes = 0,
-    [switch]$DeployToPi,
-    [string]$PiHost = "192.168.0.185",
-    [string]$PiUser = "sevenhill",
-    [string]$PiRoot = "/mnt/data/tradebot",
-    [string]$PiSshKeyPath = ""
-)
-
-$ErrorActionPreference = "Stop"
-
-$RepoRoot = (Resolve-Path (Join-Path $PSScriptRoot "..")).Path
-$Runner = Join-Path $RepoRoot "tools\run_torch_retrain.ps1"
-if (-not (Test-Path $Runner)) {
-    throw "Runner not found: $Runner"
-}
-
-$LegacyTaskName = "TradeBot LSTM Retrainer"
-if ($TaskName -ne $LegacyTaskName) {
-    $legacyTask = Get-ScheduledTask -TaskName $LegacyTaskName -ErrorAction SilentlyContinue
-    if ($legacyTask) {
-        Unregister-ScheduledTask -TaskName $LegacyTaskName -Confirm:$false
-    }
-}
-
-$actionArgs = "-NoProfile -ExecutionPolicy Bypass -File `"$Runner`""
-if ($Symbols) {
-    $actionArgs += " -Symbols `"$Symbols`""
-}
-if ($Limit -gt 0) {
-    $actionArgs += " -Limit $Limit"
-}
-if ($Horizon -gt 0) {
-    $actionArgs += " -Horizon $Horizon"
-}
-if ($Horizons) {
-    $actionArgs += " -Horizons `"$Horizons`""
-}
-if ($Features) {
-    $actionArgs += " -Features `"$Features`""
-}
-if ($ContextSymbols) {
-    $actionArgs += " -ContextSymbols `"$ContextSymbols`""
-}
-if ($DeployToPi) {
-    $actionArgs += " -DeployToPi"
-}
-if ($PiHost) {
-    $actionArgs += " -PiHost `"$PiHost`""
-}
-if ($PiUser) {
-    $actionArgs += " -PiUser `"$PiUser`""
-}
-if ($PiRoot) {
-    $actionArgs += " -PiRoot `"$PiRoot`""
-}
-if ($PiSshKeyPath) {
-    $actionArgs += " -PiSshKeyPath `"$PiSshKeyPath`""
-}
-$action = New-ScheduledTaskAction -Execute "powershell.exe" -Argument $actionArgs -WorkingDirectory $RepoRoot
-$trigger = New-ScheduledTaskTrigger `
-    -Once `
-    -At (Get-Date).AddMinutes($(if ($FirstRunMinutes -gt 0) { $FirstRunMinutes } else { $EveryHours * 60 })) `
-    -RepetitionInterval (New-TimeSpan -Hours $EveryHours) `
-    -RepetitionDuration (New-TimeSpan -Days 3650)
-$principal = New-ScheduledTaskPrincipal `
-    -UserId ([System.Security.Principal.WindowsIdentity]::GetCurrent().Name) `
-    -LogonType Interactive `
-    -RunLevel Limited
-$settings = New-ScheduledTaskSettingsSet `
-    -StartWhenAvailable `
-    -MultipleInstances IgnoreNew `
-    -AllowStartIfOnBatteries `
-    -DontStopIfGoingOnBatteries
-
-Register-ScheduledTask `
-    -TaskName $TaskName `
-    -Action $action `
-    -Trigger $trigger `
-    -Principal $principal `
-    -Settings $settings `
-    -Description "Retrains TradeBot PyTorch recurrent forecast parameters every $EveryHours hours." `
-    -Force | Out-Null
-
-Write-Host "Registered scheduled task '$TaskName' every $EveryHours hours."

tools/install_windows_training_agent.ps1

@@ -6,6 +6,7 @@ param(
     [int]$PollSeconds = 10,
     [int]$WatchdogMinutes = 5,
     [string]$RepoRoot = "",
+    [string]$CredentialPath = "",
     [switch]$StartNow,
     [switch]$KeepLegacyRetrainer
 )
@@ -15,105 +16,153 @@ $ErrorActionPreference = "Stop"
 if (-not $RepoRoot) {
     $RepoRoot = (Resolve-Path (Join-Path $PSScriptRoot "..")).Path
 }
-$Agent = Join-Path $RepoRoot "tools\windows_training_agent.py"
+if (-not $CredentialPath) {
-if (-not (Test-Path $Agent)) {
+    $CredentialPath = Join-Path $env:LOCALAPPDATA "TradeBot\training-agent.token"
-    throw "Windows training agent not found: $Agent"
 }
 
-function Resolve-Python {
+$runner = Join-Path $RepoRoot "tools\run_windows_training_agent.ps1"
-    $venvPython = Join-Path $RepoRoot ".venv\Scripts\python.exe"
+if (-not (Test-Path -LiteralPath $runner)) {
-    if (Test-Path $venvPython) {
+    throw "Windows training agent runner not found: $runner"
-        return $venvPython
-    }
-
-    $userPython = Join-Path $env:LOCALAPPDATA "Programs\TradeBotPython312\python.exe"
-    if (Test-Path $userPython) {
-        return $userPython
-    }
-
-    foreach ($candidate in @("python.exe", "python")) {
-        $command = Get-Command $candidate -ErrorAction SilentlyContinue
-        if ($command) {
-            return $command.Source
-        }
-    }
-    throw "Python was not found. Create .venv or install Python 3.12."
-}
-
-function Resolve-WindowlessPython {
-    $python = Resolve-Python
-    $pythonw = Join-Path (Split-Path -Parent $python) "pythonw.exe"
-    if (Test-Path $pythonw) {
-        return $pythonw
-    }
-    return $python
 }
 
+$credentialDirectory = Split-Path -Parent $CredentialPath
+New-Item -ItemType Directory -Path $credentialDirectory -Force | Out-Null
 if ($ApiAuth) {
-    [Environment]::SetEnvironmentVariable("TRADEBOT_API_AUTH", $ApiAuth, "User")
+    $ApiAuth.Trim() |
-    $env:TRADEBOT_API_AUTH = $ApiAuth
+        ConvertTo-SecureString -AsPlainText -Force |
+        ConvertFrom-SecureString |
+        Set-Content -LiteralPath $CredentialPath -Encoding UTF8
 }
+if (-not (Test-Path -LiteralPath $CredentialPath)) {
+    throw "ApiAuth is required for the first installation."
+}
+
+# Remove the legacy plaintext secret from the user environment. The new runner
+# decrypts the DPAPI-protected credential only inside the agent process tree.
+[Environment]::SetEnvironmentVariable("TRADEBOT_API_AUTH", $null, "User")
+Remove-Item Env:TRADEBOT_API_AUTH -ErrorAction SilentlyContinue
 [Environment]::SetEnvironmentVariable("TRADEBOT_API_BASE_URL", $ApiBaseUrl, "User")
 [Environment]::SetEnvironmentVariable("TRADEBOT_TRAINING_WORKER_NAME", $env:COMPUTERNAME, "User")
-$env:TRADEBOT_API_BASE_URL = $ApiBaseUrl
-$env:TRADEBOT_TRAINING_WORKER_NAME = $env:COMPUTERNAME
 
 if (-not $KeepLegacyRetrainer) {
     foreach ($legacyName in @("TradeBot PyTorch Forecaster Retrainer", "TradeBot LSTM Retrainer")) {
-        $legacyTask = Get-ScheduledTask -TaskName $legacyName -ErrorAction SilentlyContinue
+        try {
-        if ($legacyTask) {
+            $legacyTask = Get-ScheduledTask -TaskName $legacyName -ErrorAction SilentlyContinue
-            Unregister-ScheduledTask -TaskName $legacyName -Confirm:$false
+            if ($legacyTask) {
-            Write-Host "Removed legacy scheduled task '$legacyName'."
+                Unregister-ScheduledTask -TaskName $legacyName -Confirm:$false
+                Write-Host "Removed legacy scheduled task '$legacyName'."
+            }
+        }
+        catch {
+            Write-Warning "Could not remove legacy scheduled task '$legacyName': $($_.Exception.Message)"
         }
     }
 }
 
-$python = Resolve-WindowlessPython
 $currentUser = [System.Security.Principal.WindowsIdentity]::GetCurrent().Name
-$arguments = @(
+$principal = New-Object System.Security.Principal.WindowsPrincipal(
-    "-u",
+    [System.Security.Principal.WindowsIdentity]::GetCurrent()
-    "`"$Agent`"",
+)
-    "--repo-root", "`"$RepoRoot`"",
+$isAdministrator = $principal.IsInRole([System.Security.Principal.WindowsBuiltInRole]::Administrator)
-    "--api-base-url", "`"$ApiBaseUrl`"",
+$powershell = (Get-Command powershell.exe -ErrorAction Stop).Source
-    "--poll-seconds", $PollSeconds.ToString()
+$runnerArguments = @(
+    "-NoProfile",
+    "-WindowStyle", "Hidden",
+    "-ExecutionPolicy", "Bypass",
+    "-File", "`"$runner`"",
+    "-RepoRoot", "`"$RepoRoot`"",
+    "-ApiBaseUrl", "`"$ApiBaseUrl`"",
+    "-CredentialPath", "`"$CredentialPath`"",
+    "-WorkerName", "`"$env:COMPUTERNAME`"",
+    "-PollSeconds", $PollSeconds.ToString()
 ) -join " "
 
-$action = New-ScheduledTaskAction -Execute $python -Argument $arguments -WorkingDirectory $RepoRoot
+$startupShortcut = Join-Path ([Environment]::GetFolderPath("Startup")) "$TaskName.lnk"
-$trigger = @(
+$runKey = "HKCU:\Software\Microsoft\Windows\CurrentVersion\Run"
-    New-ScheduledTaskTrigger -AtLogOn -User $currentUser
+Remove-ItemProperty -Path $runKey -Name "TradeBotWindowsTrainingAgent" -ErrorAction SilentlyContinue
-    New-ScheduledTaskTrigger -AtStartup
-    New-ScheduledTaskTrigger `
-        -Once `
-        -At (Get-Date).AddMinutes(1) `
-        -RepetitionInterval (New-TimeSpan -Minutes $WatchdogMinutes) `
-        -RepetitionDuration (New-TimeSpan -Days 3650)
-)
-$principal = New-ScheduledTaskPrincipal `
-    -UserId $currentUser `
-    -LogonType Interactive `
-    -RunLevel Limited
-$settings = New-ScheduledTaskSettingsSet `
-    -StartWhenAvailable `
-    -MultipleInstances IgnoreNew `
-    -AllowStartIfOnBatteries `
-    -DontStopIfGoingOnBatteries `
-    -RestartCount 999 `
-    -RestartInterval (New-TimeSpan -Minutes 1) `
-    -ExecutionTimeLimit (New-TimeSpan -Days 30)
 
-Register-ScheduledTask `
+$installMode = "startup shortcut"
-    -TaskName $TaskName `
+if ($isAdministrator) {
-    -Action $action `
+    if (Test-Path -LiteralPath $startupShortcut) {
-    -Trigger $trigger `
+        Remove-Item -LiteralPath $startupShortcut -Force
-    -Principal $principal `
+    }
-    -Settings $settings `
+    $action = New-ScheduledTaskAction -Execute $powershell -Argument $runnerArguments -WorkingDirectory $RepoRoot
-    -Description "Keeps the TradeBot Windows training agent online and polls the public bot API for retrain jobs." `
+    $trigger = @(
-    -Force | Out-Null
+        New-ScheduledTaskTrigger -AtLogOn -User $currentUser
+        New-ScheduledTaskTrigger -AtStartup
+        New-ScheduledTaskTrigger `
+            -Once `
+            -At (Get-Date).AddMinutes(1) `
+            -RepetitionInterval (New-TimeSpan -Minutes $WatchdogMinutes) `
+            -RepetitionDuration (New-TimeSpan -Days 3650)
+    )
+    $taskPrincipal = New-ScheduledTaskPrincipal `
+        -UserId $currentUser `
+        -LogonType Interactive `
+        -RunLevel Limited
+    $settings = New-ScheduledTaskSettingsSet `
+        -StartWhenAvailable `
+        -MultipleInstances IgnoreNew `
+        -AllowStartIfOnBatteries `
+        -DontStopIfGoingOnBatteries `
+        -RestartCount 999 `
+        -RestartInterval (New-TimeSpan -Minutes 1) `
+        -ExecutionTimeLimit (New-TimeSpan -Days 30)
 
-if ($StartNow) {
+    Register-ScheduledTask `
-    Start-ScheduledTask -TaskName $TaskName
+        -TaskName $TaskName `
+        -Action $action `
+        -Trigger $trigger `
+        -Principal $taskPrincipal `
+        -Settings $settings `
+        -Description "Keeps the TradeBot Windows training agent online and polls the bot API for retrain jobs." `
+        -Force | Out-Null
+    $installMode = "scheduled task"
+}
+else {
+    try {
+        $existingTask = Get-ScheduledTask -TaskName $TaskName -ErrorAction SilentlyContinue
+        if ($existingTask) {
+            Unregister-ScheduledTask -TaskName $TaskName -Confirm:$false
+        }
+    }
+    catch {
+        Write-Warning "Could not remove an existing elevated task: $($_.Exception.Message)"
+    }
+
+    $shell = New-Object -ComObject WScript.Shell
+    $shortcut = $shell.CreateShortcut($startupShortcut)
+    $shortcut.TargetPath = $powershell
+    $shortcut.Arguments = $runnerArguments
+    $shortcut.WorkingDirectory = $RepoRoot
+    $shortcut.WindowStyle = 7
+    $shortcut.Description = "TradeBot Windows Training Agent"
+    $shortcut.Save()
 }
 
-Write-Host "Registered scheduled task '$TaskName' for Windows startup, logon, and watchdog restarts."
+Get-CimInstance Win32_Process |
+    Where-Object {
+        $_.ProcessId -ne $PID -and
+        $_.CommandLine -and
+        ($_.CommandLine -match [regex]::Escape("windows_training_agent.py") -or
+         $_.CommandLine -match [regex]::Escape("run_windows_training_agent.ps1"))
+    } |
+    ForEach-Object { Stop-Process -Id $_.ProcessId -Force -ErrorAction SilentlyContinue }
+
+if ($StartNow) {
+    if ($installMode -eq "scheduled task") {
+        Start-ScheduledTask -TaskName $TaskName
+    }
+    else {
+        Start-Process `
+            -FilePath $powershell `
+            -ArgumentList $runnerArguments `
+            -WorkingDirectory $RepoRoot `
+            -WindowStyle Hidden | Out-Null
+    }
+}
+
+Write-Host "Installed '$TaskName' using $installMode."
 Write-Host "Agent API: $ApiBaseUrl"
-Write-Host "Agent script: $Agent"
+Write-Host "Encrypted credential: $CredentialPath"
+Write-Host "Agent runner: $runner"

tools/run_retrain_until_replay8.ps1

@@ -1,152 +0,0 @@
-[CmdletBinding()]
-param(
-    [int]$MinReplayTrades = 8,
-    [int]$MaxAttempts = 0,
-    [string]$Symbols = "",
-    [int]$Limit = 3000,
-    [switch]$DeployToPi,
-    [string]$PiHost = "192.168.0.185",
-    [string]$PiUser = "sevenhill",
-    [string]$PiRoot = "/mnt/data/tradebot",
-    [string]$PiSshKeyPath = "",
-    [int]$SeedStart = 0
-)
-
-$ErrorActionPreference = "Stop"
-
-$RepoRoot = (Resolve-Path (Join-Path $PSScriptRoot "..")).Path
-$RuntimeDir = Join-Path $RepoRoot "runtime"
-$LoopLog = Join-Path $RuntimeDir "torch_retrain_until_replay8.log"
-$GuardReport = Join-Path $RuntimeDir "torch_retrain_guard.json"
-$ActiveCalibration = Join-Path $RuntimeDir "torch_threshold_calibration.json"
-$Runner = Join-Path $RepoRoot "tools\run_torch_retrain.ps1"
-New-Item -ItemType Directory -Force -Path $RuntimeDir | Out-Null
-
-function Write-LoopLog {
-    param([string]$Message)
-    $timestamp = Get-Date -Format "yyyy-MM-dd HH:mm:ssK"
-    "[$timestamp] $Message" | Tee-Object -FilePath $LoopLog -Append
-}
-
-function ConvertTo-IntOrZero {
-    param($Value)
-    try {
-        if ($null -eq $Value) {
-            return 0
-        }
-        return [int]$Value
-    }
-    catch {
-        return 0
-    }
-}
-
-function Read-GuardSummary {
-    if (-not (Test-Path $GuardReport)) {
-        return [pscustomobject]@{
-            Accepted = $false
-            Reason = "guard_report_missing"
-            CandidateReplayTrades = 0
-            CurrentReplayTrades = 0
-            WalkForwardTrades = 0
-        }
-    }
-    try {
-        $payload = Get-Content -Raw -LiteralPath $GuardReport | ConvertFrom-Json
-        return [pscustomobject]@{
-            Accepted = [bool]$payload.accepted
-            Reason = [string]$payload.reason
-            CandidateReplayTrades = ConvertTo-IntOrZero $payload.candidate.full_replay.trades
-            CurrentReplayTrades = ConvertTo-IntOrZero $payload.current.full_replay.trades
-            WalkForwardTrades = ConvertTo-IntOrZero $payload.candidate.walk_forward_summary.trades
-        }
-    }
-    catch {
-        return [pscustomobject]@{
-            Accepted = $false
-            Reason = "guard_report_unreadable"
-            CandidateReplayTrades = 0
-            CurrentReplayTrades = 0
-            WalkForwardTrades = 0
-        }
-    }
-}
-
-function Read-ActiveReplayTrades {
-    if (-not (Test-Path $ActiveCalibration)) {
-        return 0
-    }
-    try {
-        $payload = Get-Content -Raw -LiteralPath $ActiveCalibration | ConvertFrom-Json
-        return ConvertTo-IntOrZero $payload.full_replay.trades
-    }
-    catch {
-        return 0
-    }
-}
-
-function Read-ActiveValidationPassed {
-    if (-not (Test-Path $ActiveCalibration)) {
-        return $false
-    }
-    try {
-        $payload = Get-Content -Raw -LiteralPath $ActiveCalibration | ConvertFrom-Json
-        return [bool]$payload.validation.passed
-    }
-    catch {
-        return $false
-    }
-}
-
-$attempt = 0
-while ($true) {
-    $activeReplayTrades = Read-ActiveReplayTrades
-    if (Read-ActiveValidationPassed) {
-        Write-LoopLog "Stop condition reached: active calibration passed honest validation with full_replay.trades=$activeReplayTrades."
-        exit 0
-    }
-
-    $attempt += 1
-    if ($SeedStart -gt 0) {
-        $attemptSeed = $SeedStart + $attempt - 1
-    }
-    else {
-        $attemptSeed = Get-Random -Minimum 1 -Maximum 2147483647
-    }
-    Write-LoopLog "Attempt $attempt started; seed=$attemptSeed; target full_replay.trades >= $MinReplayTrades."
-
-    $runnerArgs = @(
-        "-NoProfile",
-        "-ExecutionPolicy", "Bypass",
-        "-File", $Runner,
-        "-Limit", $Limit.ToString(),
-        "-Seed", $attemptSeed.ToString()
-    )
-    if ($Symbols) {
-        $runnerArgs += @("-Symbols", $Symbols)
-    }
-    if ($DeployToPi) {
-        $runnerArgs += "-DeployToPi"
-        if ($PiHost) { $runnerArgs += @("-PiHost", $PiHost) }
-        if ($PiUser) { $runnerArgs += @("-PiUser", $PiUser) }
-        if ($PiRoot) { $runnerArgs += @("-PiRoot", $PiRoot) }
-        if ($PiSshKeyPath) { $runnerArgs += @("-PiSshKeyPath", $PiSshKeyPath) }
-    }
-
-    & powershell.exe @runnerArgs 2>&1 | Tee-Object -FilePath $LoopLog -Append
-    $runnerExit = $LASTEXITCODE
-    $summary = Read-GuardSummary
-    Write-LoopLog "Attempt $attempt finished; runner_exit=$runnerExit accepted=$($summary.Accepted) reason=$($summary.Reason) candidate_full_replay.trades=$($summary.CandidateReplayTrades) current_full_replay.trades=$($summary.CurrentReplayTrades) walk_forward.trades=$($summary.WalkForwardTrades)."
-
-    if ($summary.Accepted -and (Read-ActiveValidationPassed)) {
-        Write-LoopLog "Stop condition reached: accepted candidate passed honest validation with full_replay.trades=$($summary.CandidateReplayTrades)."
-        exit 0
-    }
-
-    if ($MaxAttempts -gt 0 -and $attempt -ge $MaxAttempts) {
-        Write-LoopLog "MaxAttempts=$MaxAttempts reached before replay target."
-        exit 2
-    }
-
-    Start-Sleep -Seconds 10
-}

tools/run_torch_retrain.ps1

@@ -12,17 +12,23 @@ param(
     [string]$Features = "",
     [string]$ContextSymbols = "",
     [int]$Seed = 0,
+    [string]$EnsembleSeeds = "",
+    [int]$SelectionFolds = 0,
+    [double]$LearningRate = 0,
+    [double]$WeightDecay = 0,
     [int]$Epochs = 0,
     [int]$Patience = 0,
+    [int]$ValidationWindow = 0,
+    [int]$HoldoutWindow = 0,
     [string]$Interval = "",
     [string]$EnvFile = "",
-    [switch]$DeployToPi,
+    [string]$OrderbookDb = "",
-    [string]$PiHost = "",
+    [int]$OrderbookMinSamplesPerBucket = 0,
-    [string]$PiUser = "",
+    [int]$OrderbookMinCoveredBuckets = 0,
-    [string]$PiRoot = "",
+    [int]$OrderbookMinSymbols = 0,
-    [string]$PiSshKeyPath = "",
+    [switch]$Pooled,
-    [switch]$NoPiRestart,
+    [switch]$SkipGuard,
-    [switch]$SkipGuard
+    [switch]$ResumeCandidate
 )
 
 $ErrorActionPreference = "Stop"
@@ -38,6 +44,30 @@ function Write-RetrainLog {
     "[$timestamp] $Message" | Tee-Object -FilePath $LogFile -Append
 }
 
+function Invoke-LoggedNativeCommand {
+    param(
+        [string]$FilePath,
+        [object[]]$ArgumentList,
+        [string]$LogPath
+    )
+
+    # Windows PowerShell converts redirected native stderr into PowerShell error
+    # records. With the script-wide Stop preference an expected non-zero exit
+    # would jump to catch before callers can inspect LASTEXITCODE.
+    $previousErrorActionPreference = $ErrorActionPreference
+    try {
+        $ErrorActionPreference = "Continue"
+        & $FilePath @ArgumentList 2>&1 |
+            Tee-Object -FilePath $LogPath -Append |
+            Out-Host
+        $exitCode = $LASTEXITCODE
+    }
+    finally {
+        $ErrorActionPreference = $previousErrorActionPreference
+    }
+    return [int]$exitCode
+}
+
 function Resolve-Python {
     $venvPython = Join-Path $RepoRoot ".venv\Scripts\python.exe"
     if (Test-Path $venvPython) {
@@ -73,56 +103,35 @@ function Test-TorchArtifactFile {
     }
 }
 
-function Sync-AcceptedArtifactsToPi {
-    if (-not ($DeployToPi -or $env:TORCH_RETRAIN_DEPLOY_TO_PI)) {
-        Write-RetrainLog "Pi artifact sync disabled."
-        return
-    }
-
-    $syncScript = Join-Path $RepoRoot "tools\sync_torch_artifacts_to_pi.ps1"
-    if (-not (Test-Path $syncScript)) {
-        throw "Pi sync script not found: $syncScript"
-    }
-
-    $syncArgs = @(
-        "-NoProfile",
-        "-ExecutionPolicy", "Bypass",
-        "-File", $syncScript,
-        "-RepoRoot", $RepoRoot
-    )
-    if ($PiHost) { $syncArgs += @("-RemoteHost", $PiHost) }
-    if ($PiUser) { $syncArgs += @("-RemoteUser", $PiUser) }
-    if ($PiRoot) { $syncArgs += @("-RemoteRoot", $PiRoot) }
-    if ($PiSshKeyPath) { $syncArgs += @("-SshKeyPath", $PiSshKeyPath) }
-    if ($NoPiRestart) { $syncArgs += "-NoRestart" }
-
-    Write-RetrainLog "Syncing accepted Torch artifacts to Raspberry Pi."
-    & powershell.exe @syncArgs 2>&1 | Tee-Object -FilePath $LogFile -Append
-    if ($LASTEXITCODE -ne 0) {
-        throw "Pi artifact sync failed with exit code $LASTEXITCODE."
-    }
-    Write-RetrainLog "Pi artifact sync completed."
-}
-
 if (-not $Symbols -and $env:TORCH_RETRAIN_SYMBOLS) { $Symbols = $env:TORCH_RETRAIN_SYMBOLS }
 if ($Limit -le 0) {
-    $Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 3000 }
+    $Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 4000 }
 }
 if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "64" } }
-if (-not $Architectures) { $Architectures = if ($env:TORCH_RETRAIN_ARCHITECTURES) { $env:TORCH_RETRAIN_ARCHITECTURES } else { "lstm,gru" } }
+if (-not $Architectures) { $Architectures = if ($env:TORCH_RETRAIN_ARCHITECTURES) { $env:TORCH_RETRAIN_ARCHITECTURES } else { "lstm" } }
-if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "64,96" } }
+if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "64" } }
 if (-not $Layers) { $Layers = if ($env:TORCH_RETRAIN_LAYERS) { $env:TORCH_RETRAIN_LAYERS } else { "2" } }
-if (-not $Dropouts) { $Dropouts = if ($env:TORCH_RETRAIN_DROPOUTS) { $env:TORCH_RETRAIN_DROPOUTS } else { "0.15" } }
+if (-not $Dropouts) { $Dropouts = if ($env:TORCH_RETRAIN_DROPOUTS) { $env:TORCH_RETRAIN_DROPOUTS } else { "0.20" } }
-if ($Horizon -le 0 -and $env:TORCH_RETRAIN_HORIZON) { $Horizon = [int]$env:TORCH_RETRAIN_HORIZON }
+if ($Horizon -le 0) { $Horizon = if ($env:TORCH_RETRAIN_HORIZON) { [int]$env:TORCH_RETRAIN_HORIZON } else { 12 } }
-if (-not $Horizons -and $env:TORCH_RETRAIN_HORIZONS) { $Horizons = $env:TORCH_RETRAIN_HORIZONS }
+if (-not $Horizons) { $Horizons = if ($env:TORCH_RETRAIN_HORIZONS) { $env:TORCH_RETRAIN_HORIZONS } else { "3,6,12,24" } }
 if (-not $Features -and $env:TORCH_RETRAIN_FEATURES) { $Features = $env:TORCH_RETRAIN_FEATURES }
 if (-not $ContextSymbols -and $env:TORCH_RETRAIN_CONTEXT_SYMBOLS) { $ContextSymbols = $env:TORCH_RETRAIN_CONTEXT_SYMBOLS }
 if ($Seed -le 0 -and $env:TORCH_RETRAIN_SEED) { $Seed = [int]$env:TORCH_RETRAIN_SEED }
-if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 70 } }
+if (-not $EnsembleSeeds) { $EnsembleSeeds = if ($env:TORCH_RETRAIN_ENSEMBLE_SEEDS) { $env:TORCH_RETRAIN_ENSEMBLE_SEEDS } else { "7,19" } }
+if ($SelectionFolds -le 0) { $SelectionFolds = if ($env:TORCH_RETRAIN_SELECTION_FOLDS) { [int]$env:TORCH_RETRAIN_SELECTION_FOLDS } else { 3 } }
+if ($LearningRate -le 0) { $LearningRate = if ($env:TORCH_RETRAIN_LEARNING_RATE) { [double]$env:TORCH_RETRAIN_LEARNING_RATE } else { 0.0007 } }
+if ($WeightDecay -le 0) { $WeightDecay = if ($env:TORCH_RETRAIN_WEIGHT_DECAY) { [double]$env:TORCH_RETRAIN_WEIGHT_DECAY } else { 0.0005 } }
+if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 50 } }
 if ($Patience -le 0) { $Patience = if ($env:TORCH_RETRAIN_PATIENCE) { [int]$env:TORCH_RETRAIN_PATIENCE } else { 8 } }
+if ($ValidationWindow -le 0) { $ValidationWindow = if ($env:TORCH_RETRAIN_VALIDATION_WINDOW) { [int]$env:TORCH_RETRAIN_VALIDATION_WINDOW } else { 720 } }
+if ($HoldoutWindow -le 0) { $HoldoutWindow = if ($env:TORCH_RETRAIN_HOLDOUT_WINDOW) { [int]$env:TORCH_RETRAIN_HOLDOUT_WINDOW } else { 1000 } }
 if (-not $Interval -and $env:TORCH_RETRAIN_INTERVAL) { $Interval = $env:TORCH_RETRAIN_INTERVAL }
 if (-not $EnvFile -and $env:TORCH_RETRAIN_ENV) { $EnvFile = $env:TORCH_RETRAIN_ENV }
 if (-not $EnvFile -and (Test-Path (Join-Path $RepoRoot ".env"))) { $EnvFile = Join-Path $RepoRoot ".env" }
+if (-not $OrderbookDb -and $env:TORCH_ORDERBOOK_DB) { $OrderbookDb = $env:TORCH_ORDERBOOK_DB }
+if ($OrderbookMinSamplesPerBucket -le 0) { $OrderbookMinSamplesPerBucket = if ($env:TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET) { [int]$env:TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET } else { 20 } }
+if ($OrderbookMinCoveredBuckets -le 0) { $OrderbookMinCoveredBuckets = if ($env:TORCH_ORDERBOOK_MIN_COVERED_BUCKETS) { [int]$env:TORCH_ORDERBOOK_MIN_COVERED_BUCKETS } else { 240 } }
+if ($OrderbookMinSymbols -le 0) { $OrderbookMinSymbols = if ($env:TORCH_ORDERBOOK_MIN_SYMBOLS) { [int]$env:TORCH_ORDERBOOK_MIN_SYMBOLS } else { 2 } }
 
 $ModelFile = if ($env:TIME_SERIES_LSTM_MODEL_PATH) { $env:TIME_SERIES_LSTM_MODEL_PATH } else { Join-Path $RuntimeDir "lstm_forecaster.json" }
 if (-not [System.IO.Path]::IsPathRooted($ModelFile)) { $ModelFile = Join-Path $RepoRoot $ModelFile }
@@ -130,6 +139,10 @@ $CandidateFile = Join-Path $RuntimeDir "lstm_forecaster.candidate.json"
 $CurrentCalibration = Join-Path $RuntimeDir "torch_guard_current.json"
 $CandidateCalibration = Join-Path $RuntimeDir "torch_guard_candidate.json"
 $GuardReport = Join-Path $RuntimeDir "torch_retrain_guard.json"
+$ShadowModelFile = Join-Path $RuntimeDir "lstm_forecaster.shadow.json"
+$ShadowCalibration = Join-Path $RuntimeDir "torch_shadow_calibration.json"
+$ShadowGuard = Join-Path $RuntimeDir "torch_shadow_guard.json"
+$ShadowMode = -not [string]::IsNullOrWhiteSpace($OrderbookDb)
 
 $mutex = New-Object System.Threading.Mutex($false, "TradeBotTorchRecurrentRetrainer")
 $hasLock = $false
@@ -154,8 +167,20 @@ try {
         "--dropouts", $Dropouts,
         "--epochs", $Epochs.ToString(),
         "--patience", $Patience.ToString(),
+        "--validation-window", $ValidationWindow.ToString(),
+        "--holdout-window", $HoldoutWindow.ToString(),
+        "--ensemble-seeds", $EnsembleSeeds,
+        "--selection-folds", $SelectionFolds.ToString(),
+        "--learning-rate", $LearningRate.ToString([Globalization.CultureInfo]::InvariantCulture),
+        "--weight-decay", $WeightDecay.ToString([Globalization.CultureInfo]::InvariantCulture),
         "--output", $CandidateFile
     )
+    if ($Pooled) {
+        $trainerArgs += "--pooled"
+    }
+    else {
+        $trainerArgs += "--no-pooled"
+    }
     if ($Symbols) { $trainerArgs += @("--symbols", $Symbols) }
     if ($Interval) { $trainerArgs += @("--interval", $Interval) }
     if ($EnvFile) { $trainerArgs += @("--env", $EnvFile) }
@@ -164,73 +189,121 @@ try {
     if ($Features) { $trainerArgs += @("--features", $Features) }
     if ($ContextSymbols) { $trainerArgs += @("--context-symbols", $ContextSymbols) }
     if ($Seed -gt 0) { $trainerArgs += @("--seed", $Seed.ToString()) }
+    if ($OrderbookDb) {
+        $trainerArgs += @(
+            "--orderbook-db", $OrderbookDb,
+            "--orderbook-min-samples-per-bucket", $OrderbookMinSamplesPerBucket.ToString(),
+            "--orderbook-min-covered-buckets", $OrderbookMinCoveredBuckets.ToString(),
+            "--orderbook-min-symbols", $OrderbookMinSymbols.ToString()
+        )
+    }
 
     Push-Location $RepoRoot
     $pushedLocation = $true
-    Write-RetrainLog "Starting PyTorch recurrent retrain: $python $($trainerArgs -join ' ')"
+    if ($ResumeCandidate) {
-    & $python @trainerArgs 2>&1 | Tee-Object -FilePath $LogFile -Append
+        if (-not (Test-TorchArtifactFile $CandidateFile)) {
-    $trainerExitCode = $LASTEXITCODE
+            throw "ResumeCandidate requested, but no valid candidate artifact exists: $CandidateFile"
-    if ($trainerExitCode -ne 0) {
-        if (Test-TorchArtifactFile $CandidateFile) {
-            Write-RetrainLog "WARNING: Trainer exited with code $trainerExitCode after writing a valid candidate artifact; continuing to guard."
-        }
-        else {
-            throw "Trainer failed with exit code $trainerExitCode."
         }
+        Write-RetrainLog "Resuming guard from existing candidate artifact: $CandidateFile"
+    }
+    else {
+        Write-RetrainLog "Starting PyTorch recurrent retrain: $python $($trainerArgs -join ' ')"
+        $trainerExitCode = Invoke-LoggedNativeCommand -FilePath $python -ArgumentList $trainerArgs -LogPath $LogFile
+        if ($trainerExitCode -ne 0) {
+            if (Test-TorchArtifactFile $CandidateFile) {
+                Write-RetrainLog "WARNING: Trainer exited with code $trainerExitCode after writing a valid candidate artifact; continuing to guard."
+            }
+            else {
+                throw "Trainer failed with exit code $trainerExitCode."
+            }
+        }
+        Write-RetrainLog "Finished PyTorch recurrent retrain candidate: $CandidateFile"
     }
-    Write-RetrainLog "Finished PyTorch recurrent retrain candidate: $CandidateFile"
 
-    if ($SkipGuard -or -not (Test-Path $ModelFile)) {
+    if ($SkipGuard) {
-        Move-Item -Force -LiteralPath $CandidateFile -Destination $ModelFile
+        throw "SkipGuard is disabled: every candidate must pass untouched-holdout validation."
-        Write-RetrainLog "Accepted candidate without guard. Active artifact: $ModelFile"
-        Sync-AcceptedArtifactsToPi
-        exit 0
     }
 
     $calibrationBaseArgs = @(
         "-u",
         "tools\calibrate_torch_thresholds.py",
-        "--limit", "3000",
+        "--limit", $Limit.ToString(),
-        "--calibration-window", "1200",
+        "--horizon", $Horizon.ToString(),
-        "--min-trades", "60",
+        "--calibration-window", ([Math]::Min(2400, [Math]::Max(1200, [int]($Limit / 2)))).ToString(),
+        "--min-trades", "24",
         "--walk-forward-folds", "8",
         "--confidence-grid", "0.40"
     )
     if ($Symbols) { $calibrationBaseArgs += @("--symbols", $Symbols) }
     if ($EnvFile) { $calibrationBaseArgs += @("--env", $EnvFile) }
+    if ($OrderbookDb) {
+        $calibrationBaseArgs += @(
+            "--orderbook-db", $OrderbookDb,
+            "--orderbook-min-samples-per-bucket", $OrderbookMinSamplesPerBucket.ToString()
+        )
+    }
 
-    Write-RetrainLog "Calibrating current artifact for guard."
+    if (Test-Path $ModelFile) {
-    & $python @($calibrationBaseArgs + @("--artifact", $ModelFile, "--output", $CurrentCalibration)) 2>&1 | Tee-Object -FilePath $LogFile -Append
+        Write-RetrainLog "Calibrating current artifact for guard."
-    if ($LASTEXITCODE -ne 0) {
+        $currentCalibrationExitCode = Invoke-LoggedNativeCommand `
-        throw "Current artifact calibration failed with exit code $LASTEXITCODE."
+            -FilePath $python `
+            -ArgumentList ($calibrationBaseArgs + @("--artifact", $ModelFile, "--output", $CurrentCalibration)) `
+            -LogPath $LogFile
+        if ($currentCalibrationExitCode -ne 0) {
+            Write-RetrainLog "Current artifact has no compatible untouched holdout; comparing candidate against an empty current report."
+            "{}" | Set-Content -LiteralPath $CurrentCalibration -Encoding utf8
+        }
+    }
+    else {
+        Write-RetrainLog "No active artifact yet; candidate still must pass the full guard."
+        "{}" | Set-Content -LiteralPath $CurrentCalibration -Encoding utf8
     }
 
     Write-RetrainLog "Calibrating candidate artifact for guard."
-    & $python @($calibrationBaseArgs + @("--artifact", $CandidateFile, "--output", $CandidateCalibration)) 2>&1 | Tee-Object -FilePath $LogFile -Append
+    $candidateCalibrationExitCode = Invoke-LoggedNativeCommand `
-    if ($LASTEXITCODE -ne 0) {
+        -FilePath $python `
-        throw "Candidate artifact calibration failed with exit code $LASTEXITCODE."
+        -ArgumentList ($calibrationBaseArgs + @("--artifact", $CandidateFile, "--output", $CandidateCalibration)) `
+        -LogPath $LogFile
+    if ($candidateCalibrationExitCode -ne 0) {
+        throw "Candidate artifact calibration failed with exit code $candidateCalibrationExitCode."
     }
 
     Write-RetrainLog "Running retrain guard."
-    & $python -u "tools\accept_torch_candidate.py" `
+    $GuardTarget = if ($ShadowMode) { $ShadowModelFile } else { $ModelFile }
-        --current-report $CurrentCalibration `
+    $guardArgs = @(
-        --candidate-report $CandidateCalibration `
+        "-u",
-        --candidate-artifact $CandidateFile `
+        "tools\accept_torch_candidate.py",
-        --target-artifact $ModelFile `
+        "--current-report", $CurrentCalibration,
-        --report $GuardReport 2>&1 | Tee-Object -FilePath $LogFile -Append
+        "--candidate-report", $CandidateCalibration,
-    if ($LASTEXITCODE -eq 2) {
+        "--candidate-artifact", $CandidateFile,
+        "--target-artifact", $GuardTarget,
+        "--report", $GuardReport
+    )
+    $guardExitCode = Invoke-LoggedNativeCommand -FilePath $python -ArgumentList $guardArgs -LogPath $LogFile
+    if ($guardExitCode -eq 2) {
         Write-RetrainLog "Candidate rejected by guard; keeping active artifact: $ModelFile"
         exit 0
     }
-    if ($LASTEXITCODE -ne 0) {
+    if ($guardExitCode -ne 0) {
-        throw "Retrain guard failed with exit code $LASTEXITCODE."
+        throw "Retrain guard failed with exit code $guardExitCode."
     }
     if (Test-Path $CandidateCalibration) {
-        Copy-Item -Force -LiteralPath $CandidateCalibration -Destination (Join-Path $RuntimeDir "torch_threshold_calibration.json")
+        if ($ShadowMode) {
-        Write-RetrainLog "Updated active threshold calibration: $(Join-Path $RuntimeDir "torch_threshold_calibration.json")"
+            Copy-Item -Force -LiteralPath $CandidateCalibration -Destination $ShadowCalibration
+            Copy-Item -Force -LiteralPath $GuardReport -Destination $ShadowGuard
+            Write-RetrainLog "Candidate passed offline gate and was staged for shadow only: $ShadowModelFile"
+        }
+        else {
+            Copy-Item -Force -LiteralPath $CandidateCalibration -Destination (Join-Path $RuntimeDir "torch_threshold_calibration.json")
+            Write-RetrainLog "Updated active threshold calibration: $(Join-Path $RuntimeDir "torch_threshold_calibration.json")"
+        }
+    }
+    if ($ShadowMode) {
+        Write-RetrainLog "Candidate accepted by offline guard. Active artifact was not changed: $ModelFile"
+    }
+    else {
+        Write-RetrainLog "Candidate accepted by guard. Active artifact: $ModelFile"
     }
-    Write-RetrainLog "Candidate accepted by guard. Active artifact: $ModelFile"
-    Sync-AcceptedArtifactsToPi
 }
 catch {
     Write-RetrainLog "ERROR: $($_.Exception.Message)"

tools/run_windows_training_agent.ps1

@@ -0,0 +1,82 @@
+[CmdletBinding()]
+param(
+    [string]$ApiBaseUrl = "https://tb.kusoft.xyz",
+    [string]$RepoRoot = "",
+    [string]$CredentialPath = "",
+    [string]$WorkerName = $env:COMPUTERNAME,
+    [int]$PollSeconds = 10,
+    [int]$RestartDelaySeconds = 10
+)
+
+$ErrorActionPreference = "Stop"
+
+if (-not $RepoRoot) {
+    $RepoRoot = (Resolve-Path (Join-Path $PSScriptRoot "..")).Path
+}
+if (-not $CredentialPath) {
+    $CredentialPath = Join-Path $env:LOCALAPPDATA "TradeBot\training-agent.token"
+}
+
+$agent = Join-Path $RepoRoot "tools\windows_training_agent.py"
+if (-not (Test-Path -LiteralPath $agent)) {
+    throw "Windows training agent not found: $agent"
+}
+if (-not (Test-Path -LiteralPath $CredentialPath)) {
+    throw "Encrypted training credential not found: $CredentialPath"
+}
+
+function Resolve-Python {
+    $venvPython = Join-Path $RepoRoot ".venv\Scripts\python.exe"
+    if (Test-Path -LiteralPath $venvPython) {
+        return $venvPython
+    }
+
+    $userPython = Join-Path $env:LOCALAPPDATA "Programs\TradeBotPython312\python.exe"
+    if (Test-Path -LiteralPath $userPython) {
+        return $userPython
+    }
+
+    foreach ($candidate in @("python.exe", "python")) {
+        $command = Get-Command $candidate -ErrorAction SilentlyContinue
+        if ($command) {
+            return $command.Source
+        }
+    }
+    throw "Python was not found. Create .venv or install Python 3.12."
+}
+
+$createdNew = $false
+$mutex = [System.Threading.Mutex]::new($false, "Local\TradeBotWindowsTrainingAgent", [ref]$createdNew)
+if (-not $createdNew) {
+    $mutex.Dispose()
+    exit 0
+}
+
+$encryptedToken = (Get-Content -LiteralPath $CredentialPath -Raw -Encoding UTF8).Trim()
+$secureToken = $encryptedToken | ConvertTo-SecureString
+$tokenPointer = [Runtime.InteropServices.Marshal]::SecureStringToBSTR($secureToken)
+try {
+    $env:TRADEBOT_API_AUTH = [Runtime.InteropServices.Marshal]::PtrToStringBSTR($tokenPointer)
+    $python = Resolve-Python
+    $workerId = "${WorkerName}:$RepoRoot"
+    $arguments = @(
+        "-u",
+        $agent,
+        "--repo-root", $RepoRoot,
+        "--api-base-url", $ApiBaseUrl,
+        "--worker-id", $workerId,
+        "--worker-name", $WorkerName,
+        "--poll-seconds", [Math]::Max(5, $PollSeconds).ToString()
+    )
+
+    while ($true) {
+        & $python @arguments
+        Start-Sleep -Seconds ([Math]::Max(5, $RestartDelaySeconds))
+    }
+}
+finally {
+    $env:TRADEBOT_API_AUTH = $null
+    [Runtime.InteropServices.Marshal]::ZeroFreeBSTR($tokenPointer)
+    $mutex.ReleaseMutex()
+    $mutex.Dispose()
+}

tools/sync_orderbook_observations.py

@@ -0,0 +1,210 @@
+from __future__ import annotations
+
+import argparse
+import base64
+import json
+import os
+import sqlite3
+from pathlib import Path
+from typing import Any
+from urllib.error import HTTPError, URLError
+from urllib.parse import urlencode
+from urllib.request import Request, urlopen
+
+
+def sync_orderbook_observations(
+    *,
+    api_base_url: str,
+    token: str,
+    database_path: str | Path,
+    timeout: int = 60,
+    page_limit: int = 5000,
+) -> dict[str, Any]:
+    path = Path(database_path)
+    path.parent.mkdir(parents=True, exist_ok=True)
+    _init_schema(path)
+    manifest = _get_json(
+        api_base_url,
+        "/api/training/market-observations/manifest",
+        token=token,
+        timeout=timeout,
+    )
+    rows = manifest.get("items") if isinstance(manifest.get("items"), list) else []
+    downloaded = 0
+    symbol_results: list[dict[str, Any]] = []
+    for row in rows:
+        if not isinstance(row, dict):
+            continue
+        symbol = str(row.get("symbol") or "").strip().upper()
+        remote_max_id = int(row.get("max_id", 0) or 0)
+        if not symbol or remote_max_id <= 0:
+            continue
+        after_id = _local_max_id(path, symbol)
+        symbol_downloaded = 0
+        while after_id < remote_max_id:
+            query = urlencode(
+                {
+                    "symbol": symbol,
+                    "after_id": after_id,
+                    "limit": max(1, min(5000, int(page_limit))),
+                }
+            )
+            payload = _get_json(
+                api_base_url,
+                f"/api/training/market-observations?{query}",
+                token=token,
+                timeout=timeout,
+            )
+            items = payload.get("items") if isinstance(payload.get("items"), list) else []
+            if not items:
+                break
+            inserted = _insert_rows(path, items)
+            symbol_downloaded += inserted
+            downloaded += inserted
+            next_after_id = int(payload.get("next_after_id", after_id) or after_id)
+            if next_after_id <= after_id:
+                break
+            after_id = next_after_id
+        symbol_results.append(
+            {
+                "symbol": symbol,
+                "downloaded": symbol_downloaded,
+                "local_max_id": _local_max_id(path, symbol),
+                "remote_max_id": remote_max_id,
+            }
+        )
+    return {
+        "database_path": str(path.resolve()),
+        "downloaded": downloaded,
+        "symbols": symbol_results,
+        "local_samples": _local_count(path),
+    }
+
+
+def _init_schema(path: Path) -> None:
+    with sqlite3.connect(path) as connection:
+        connection.executescript(
+            """
+            PRAGMA journal_mode=WAL;
+            CREATE TABLE IF NOT EXISTS market_observations (
+                id INTEGER PRIMARY KEY,
+                symbol TEXT NOT NULL,
+                bid_price REAL NOT NULL,
+                bid_size REAL NOT NULL,
+                ask_price REAL NOT NULL,
+                ask_size REAL NOT NULL,
+                mid_price REAL NOT NULL,
+                microprice REAL NOT NULL,
+                spread_bps REAL NOT NULL,
+                imbalance REAL NOT NULL,
+                last_price REAL NOT NULL,
+                source_timestamp_ms INTEGER NOT NULL DEFAULT 0,
+                created_at TEXT NOT NULL
+            );
+            CREATE INDEX IF NOT EXISTS idx_local_market_observations_symbol_id
+                ON market_observations(symbol, id);
+            """
+        )
+
+
+def _insert_rows(path: Path, rows: list[Any]) -> int:
+    values = []
+    for row in rows:
+        if not isinstance(row, dict):
+            continue
+        values.append(
+            (
+                int(row.get("id", 0) or 0),
+                str(row.get("symbol") or "").upper(),
+                float(row.get("bid_price", 0.0) or 0.0),
+                float(row.get("bid_size", 0.0) or 0.0),
+                float(row.get("ask_price", 0.0) or 0.0),
+                float(row.get("ask_size", 0.0) or 0.0),
+                float(row.get("mid_price", 0.0) or 0.0),
+                float(row.get("microprice", 0.0) or 0.0),
+                float(row.get("spread_bps", 0.0) or 0.0),
+                float(row.get("imbalance", 0.0) or 0.0),
+                float(row.get("last_price", 0.0) or 0.0),
+                int(row.get("source_timestamp_ms", 0) or 0),
+                str(row.get("created_at") or ""),
+            )
+        )
+    if not values:
+        return 0
+    with sqlite3.connect(path) as connection:
+        before = connection.total_changes
+        connection.executemany(
+            """
+            INSERT OR IGNORE INTO market_observations (
+                id, symbol, bid_price, bid_size, ask_price, ask_size,
+                mid_price, microprice, spread_bps, imbalance, last_price,
+                source_timestamp_ms, created_at
+            ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            """,
+            values,
+        )
+        return connection.total_changes - before
+
+
+def _local_max_id(path: Path, symbol: str) -> int:
+    with sqlite3.connect(path) as connection:
+        row = connection.execute(
+            "SELECT MAX(id) FROM market_observations WHERE symbol = ?",
+            (symbol,),
+        ).fetchone()
+    return int(row[0] or 0) if row else 0
+
+
+def _local_count(path: Path) -> int:
+    with sqlite3.connect(path) as connection:
+        row = connection.execute("SELECT COUNT(*) FROM market_observations").fetchone()
+    return int(row[0] or 0) if row else 0
+
+
+def _get_json(api_base_url: str, path: str, *, token: str, timeout: int) -> dict[str, Any]:
+    headers = {"Accept": "application/json"}
+    headers.update(_auth_headers(token))
+    request = Request(api_base_url.rstrip("/") + path, headers=headers, method="GET")
+    try:
+        with urlopen(request, timeout=timeout) as response:
+            text = response.read().decode("utf-8")
+    except HTTPError as exc:
+        detail = exc.read().decode("utf-8", errors="replace")
+        raise RuntimeError(f"HTTP {exc.code} {path}: {detail[:300]}") from exc
+    except URLError as exc:
+        raise RuntimeError(f"network error {path}: {exc.reason}") from exc
+    data = json.loads(text) if text.strip() else {}
+    return data if isinstance(data, dict) else {}
+
+
+def _auth_headers(token: str) -> dict[str, str]:
+    value = token.strip()
+    if not value:
+        return {}
+    headers = {"X-TradeBot-Token": value}
+    if value.lower().startswith(("basic ", "bearer ")):
+        headers["Authorization"] = value
+    elif ":" in value:
+        encoded = base64.b64encode(value.encode("utf-8")).decode("ascii")
+        headers["Authorization"] = f"Basic {encoded}"
+    else:
+        headers["Authorization"] = f"Bearer {value}"
+    return headers
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser(description="Synchronize TradeBot L1 observations to a local SQLite cache.")
+    parser.add_argument("--api-base-url", default=os.environ.get("TRADEBOT_API_BASE_URL", "https://tb.kusoft.xyz"))
+    parser.add_argument("--api-auth", default=os.environ.get("TRADEBOT_API_AUTH", ""))
+    parser.add_argument("--database", default="runtime/orderbook_observations.sqlite3")
+    args = parser.parse_args()
+    result = sync_orderbook_observations(
+        api_base_url=args.api_base_url,
+        token=args.api_auth,
+        database_path=args.database,
+    )
+    print(json.dumps(result, ensure_ascii=False))
+
+
+if __name__ == "__main__":
+    main()

tools/sync_torch_artifacts_to_pi.ps1

@@ -1,95 +0,0 @@
-[CmdletBinding()]
-param(
-    [string]$RepoRoot = "",
-    [string]$RemoteHost = "",
-    [string]$RemoteUser = "",
-    [string]$RemoteRoot = "",
-    [string]$SshKeyPath = "",
-    [string]$ServiceName = "tradebot",
-    [switch]$NoRestart,
-    [switch]$DryRun
-)
-
-$ErrorActionPreference = "Stop"
-
-if (-not $RepoRoot) { $RepoRoot = (Resolve-Path (Join-Path $PSScriptRoot "..")).Path }
-if (-not $RemoteHost -and $env:TORCH_DEPLOY_PI_HOST) { $RemoteHost = $env:TORCH_DEPLOY_PI_HOST }
-if (-not $RemoteUser -and $env:TORCH_DEPLOY_PI_USER) { $RemoteUser = $env:TORCH_DEPLOY_PI_USER }
-if (-not $RemoteRoot -and $env:TORCH_DEPLOY_PI_ROOT) { $RemoteRoot = $env:TORCH_DEPLOY_PI_ROOT }
-if (-not $SshKeyPath -and $env:TORCH_DEPLOY_PI_SSH_KEY) { $SshKeyPath = $env:TORCH_DEPLOY_PI_SSH_KEY }
-if (-not $RemoteHost) { $RemoteHost = "192.168.0.185" }
-if (-not $RemoteUser) { $RemoteUser = "sevenhill" }
-if (-not $RemoteRoot) { $RemoteRoot = "/mnt/data/tradebot" }
-
-$RuntimeDir = Join-Path $RepoRoot "runtime"
-$artifactNames = @(
-    "lstm_forecaster.json",
-    "torch_retrain_guard.json",
-    "torch_threshold_calibration.json"
-)
-$localFiles = @()
-foreach ($name in $artifactNames) {
-    $path = Join-Path $RuntimeDir $name
-    if (Test-Path $path) {
-        $localFiles += (Resolve-Path $path).Path
-    }
-}
-if ($localFiles.Count -eq 0) {
-    throw "No Torch artifacts found in $RuntimeDir."
-}
-
-function ConvertTo-RemoteSingleQuoted {
-    param([string]$Value)
-    return "'" + ($Value -replace "'", "'\''") + "'"
-}
-
-function Invoke-LoggedCommand {
-    param(
-        [string]$Exe,
-        [string[]]$Arguments
-    )
-    $rendered = @($Exe) + $Arguments
-    Write-Host ($rendered -join " ")
-    if ($DryRun) {
-        return
-    }
-    & $Exe @Arguments
-    if ($LASTEXITCODE -ne 0) {
-        throw "$Exe failed with exit code $LASTEXITCODE."
-    }
-}
-
-$ssh = (Get-Command "ssh.exe" -ErrorAction SilentlyContinue)
-if (-not $ssh) { $ssh = Get-Command "ssh" -ErrorAction Stop }
-$scp = (Get-Command "scp.exe" -ErrorAction SilentlyContinue)
-if (-not $scp) { $scp = Get-Command "scp" -ErrorAction Stop }
-
-$commonSshArgs = @("-o", "BatchMode=yes", "-o", "StrictHostKeyChecking=accept-new", "-o", "ConnectTimeout=15")
-if ($SshKeyPath) {
-    $expandedKey = $ExecutionContext.SessionState.Path.GetUnresolvedProviderPathFromPSPath($SshKeyPath)
-    $commonSshArgs += @("-i", $expandedKey)
-}
-
-$remote = "${RemoteUser}@${RemoteHost}"
-$remoteRuntime = "$RemoteRoot/runtime"
-$remoteIncoming = "$remoteRuntime/.incoming-torch"
-$mkdirCommand = "mkdir -p $(ConvertTo-RemoteSingleQuoted $remoteIncoming) $(ConvertTo-RemoteSingleQuoted $remoteRuntime)"
-Invoke-LoggedCommand $ssh.Source (@($commonSshArgs + @($remote, $mkdirCommand)))
-
-$destination = "${remote}:$remoteIncoming/"
-Invoke-LoggedCommand $scp.Source (@($commonSshArgs + $localFiles + @($destination)))
-
-$moveParts = @()
-foreach ($path in $localFiles) {
-    $name = Split-Path $path -Leaf
-    $moveParts += "mv -f $(ConvertTo-RemoteSingleQuoted "$remoteIncoming/$name") $(ConvertTo-RemoteSingleQuoted "$remoteRuntime/$name")"
-}
-$moveCommand = $moveParts -join " && "
-Invoke-LoggedCommand $ssh.Source (@($commonSshArgs + @($remote, $moveCommand)))
-
-if (-not $NoRestart) {
-    $restartCommand = "cd $(ConvertTo-RemoteSingleQuoted $RemoteRoot) && docker compose restart $(ConvertTo-RemoteSingleQuoted $ServiceName)"
-    Invoke-LoggedCommand $ssh.Source (@($commonSshArgs + @($remote, $restartCommand)))
-}
-
-Write-Host "Synced Torch artifacts to ${remote}:$remoteRuntime"

tools/windows_training_agent.py

@@ -7,6 +7,7 @@ import json
 import os
 import platform
 import queue
+import re
 import subprocess
 import sys
 import threading
@@ -19,12 +20,25 @@ from urllib.error import URLError
 from urllib.request import Request
 from urllib.request import urlopen
 
+PROJECT_ROOT = Path(__file__).resolve().parents[1]
+if str(PROJECT_ROOT) not in sys.path:
+    sys.path.insert(0, str(PROJECT_ROOT))
+
+from crypto_spot_bot.orderbook_features import load_orderbook_feature_map
+from tools.sync_orderbook_observations import sync_orderbook_observations
+
 
 ARTIFACT_NAMES = (
     "lstm_forecaster.json",
     "torch_retrain_guard.json",
     "torch_threshold_calibration.json",
 )
+SHADOW_ARTIFACT_NAMES = (
+    "lstm_forecaster.shadow.json",
+    "torch_shadow_guard.json",
+    "torch_shadow_calibration.json",
+)
+_LAST_ORDERBOOK_AUTO_CHECK = 0.0
 
 
 def main() -> None:
@@ -50,36 +64,103 @@ def poll_once(args: argparse.Namespace, repo_root: Path, runtime_dir: Path, log_
     api_json(args, "/api/training/heartbeat", worker)
     claim = api_json(args, "/api/training/claim", worker)
     if not claim.get("claimed"):
+        maybe_auto_queue_orderbook(args, repo_root, runtime_dir, log_path)
         return
     job = claim.get("job") if isinstance(claim.get("job"), dict) else {}
     job_id = str(job.get("id") or "")
+    lease_token = str(claim.get("lease_token") or "")
     if not job_id:
         return
+    if not lease_token:
+        raise RuntimeError("training server did not issue a job lease")
     log(log_path, f"Claimed retrain job {job_id}")
-    report_progress(args, job_id, "running", "claimed", 2, "Задание получено Windows-agent")
+    report_progress(args, job_id, lease_token, "running", "claimed", 2, "Задание получено Windows-agent")
     success = False
     message = ""
     summary: dict[str, Any] = {}
     try:
-        run_retrain(args, job_id, job, repo_root, log_path)
+        parameters = job.get("parameters") if isinstance(job.get("parameters"), dict) else {}
+        use_orderbook = parameters.get("use_orderbook", True) is not False
+        orderbook_status: dict[str, Any] = {}
+        if use_orderbook:
+            report_progress(
+                args,
+                job_id,
+                lease_token,
+                "running",
+                "orderbook_sync",
+                4,
+                "Синхронизирую forward-наблюдения стакана",
+            )
+            orderbook_status = prepare_orderbook_data(args, repo_root, parameters, log_path)
+            if orderbook_status["state"] != "ready":
+                summary = orderbook_status
+                message = "forward orderbook coverage is still accumulating"
+                success = True
+                log(log_path, f"Job {job_id} remains in collecting state: {orderbook_status}")
+                return
+        run_retrain(
+            args,
+            job_id,
+            lease_token,
+            job,
+            repo_root,
+            log_path,
+            orderbook_db=(repo_root / "runtime" / "orderbook_observations.sqlite3") if use_orderbook else None,
+        )
         summary = read_json(runtime_dir / "torch_retrain_guard.json")
-        report_progress(args, job_id, "running", "uploading", 72, "Обучение завершено, загружаю артефакты")
+        accepted = summary.get("accepted") is True
-        for name in ARTIFACT_NAMES:
+        if accepted:
-            path = runtime_dir / name
+            report_progress(
-            if path.is_file():
+                args,
-                upload_artifact(args, job_id, path, log_path)
+                job_id,
+                lease_token,
+                "running",
+                "uploading",
+                72,
+                "Обучение завершено, загружаю артефакты",
+            )
+            artifact_names = SHADOW_ARTIFACT_NAMES if use_orderbook else ARTIFACT_NAMES
+            if use_orderbook:
+                summary["deployment"] = "shadow"
+                summary["orderbook"] = orderbook_status
+            for name in artifact_names:
+                path = runtime_dir / name
+                if path.is_file():
+                    upload_artifact(args, job_id, lease_token, path, log_path)
+            message = (
+                "training completed; candidate staged in shadow"
+                if use_orderbook
+                else "training completed; candidate accepted"
+            )
+            log(log_path, f"Completed retrain job {job_id}; {message}")
+        else:
+            reason = str(summary.get("reason") or "validation failed")
+            message = f"training completed; candidate rejected by quality gate: {reason}"
+            log(log_path, f"Completed retrain job {job_id}; candidate rejected: {reason}")
         success = True
-        message = "training completed"
-        log(log_path, f"Completed retrain job {job_id}")
     except Exception as exc:  # noqa: BLE001 - report failure to the bot.
         message = str(exc)
         log(log_path, f"Job {job_id} failed: {message}")
     finally:
-        payload = {"success": success, "message": message, "summary": summary}
+        payload = {
+            "success": success,
+            "message": message,
+            "summary": summary,
+            "lease_token": lease_token,
+        }
         api_json(args, f"/api/training/jobs/{job_id}/complete", payload)
 
 
-def run_retrain(args: argparse.Namespace, job_id: str, job: dict[str, Any], repo_root: Path, log_path: Path) -> None:
+def run_retrain(
+    args: argparse.Namespace,
+    job_id: str,
+    lease_token: str,
+    job: dict[str, Any],
+    repo_root: Path,
+    log_path: Path,
+    orderbook_db: Path | None = None,
+) -> None:
     script = repo_root / "tools" / "run_torch_retrain.ps1"
     if not script.is_file():
         raise RuntimeError(f"retrain script not found: {script}")
@@ -101,13 +182,46 @@ def run_retrain(args: argparse.Namespace, job_id: str, job: dict[str, Any], repo
         "layers": "-Layers",
         "dropouts": "-Dropouts",
         "epochs": "-Epochs",
+        "validation_window": "-ValidationWindow",
+        "holdout_window": "-HoldoutWindow",
+        "ensemble_seeds": "-EnsembleSeeds",
+        "selection_folds": "-SelectionFolds",
+        "learning_rate": "-LearningRate",
+        "weight_decay": "-WeightDecay",
+        "horizon": "-Horizon",
+        "horizons": "-Horizons",
+        "patience": "-Patience",
+        "context_symbols": "-ContextSymbols",
+        "features": "-Features",
+        "seed": "-Seed",
+        "interval": "-Interval",
     }
     for key, ps_arg in arg_map.items():
         value = parameters.get(key)
         if value not in (None, ""):
             cmd.extend([ps_arg, str(value)])
+    if parameters.get("pooled", True) is True:
+        cmd.append("-Pooled")
+    if parameters.get("resume_candidate") is True:
+        cmd.append("-ResumeCandidate")
+    if orderbook_db is not None:
+        cmd.extend(["-OrderbookDb", str(orderbook_db)])
+        for key, ps_arg, default in (
+            ("orderbook_min_samples_per_bucket", "-OrderbookMinSamplesPerBucket", 20),
+            ("orderbook_min_covered_buckets", "-OrderbookMinCoveredBuckets", 240),
+            ("orderbook_min_symbols", "-OrderbookMinSymbols", 2),
+        ):
+            cmd.extend([ps_arg, str(int(parameters.get(key, default) or default))])
     log(log_path, "Running retrain: " + " ".join(quote_for_log(part) for part in cmd))
-    report_progress(args, job_id, "running", "training", 8, "PyTorch retrain запущен")
+    report_progress(
+        args,
+        job_id,
+        lease_token,
+        "running",
+        "training",
+        8,
+        "PyTorch retrain запущен",
+    )
     line_count = 0
     output_queue: queue.Queue[str] = queue.Queue()
 
@@ -124,6 +238,7 @@ def run_retrain(args: argparse.Namespace, job_id: str, job: dict[str, Any], repo
         text=True,
         encoding="utf-8",
         errors="replace",
+        **hidden_subprocess_kwargs(),
     ) as process:
         reader = threading.Thread(target=read_output, name="training-output-reader", daemon=True)
         reader.start()
@@ -140,7 +255,7 @@ def run_retrain(args: argparse.Namespace, job_id: str, job: dict[str, Any], repo
                 log(log_path, message)
                 line_count += 1
                 if message:
-                    last_message = message[-220:]
+                    last_message = friendly_training_message(message)
             except queue.Empty:
                 pass
 
@@ -150,7 +265,16 @@ def run_retrain(args: argparse.Namespace, job_id: str, job: dict[str, Any], repo
                 report_message = last_message
                 if not got_line:
                     report_message = training_heartbeat_message(now, started_at, last_output_at, last_message)
-                safe_report_progress(args, job_id, "running", "training", progress, report_message, log_path)
+                safe_report_progress(
+                    args,
+                    job_id,
+                    lease_token,
+                    "running",
+                    "training",
+                    progress,
+                    report_message,
+                    log_path,
+                )
                 last_report_at = now
 
             if process.poll() is not None and output_queue.empty():
@@ -160,7 +284,185 @@ def run_retrain(args: argparse.Namespace, job_id: str, job: dict[str, Any], repo
         code = process.wait()
     if code != 0:
         raise RuntimeError(f"retrain failed with exit code {code}")
-    report_progress(args, job_id, "running", "guard", 70, "Guard завершён, подготавливаю артефакты")
+    report_progress(
+        args,
+        job_id,
+        lease_token,
+        "running",
+        "guard",
+        70,
+        "Guard завершён, подготавливаю артефакты",
+    )
+
+
+def prepare_orderbook_data(
+    args: argparse.Namespace,
+    repo_root: Path,
+    parameters: dict[str, Any],
+    log_path: Path,
+) -> dict[str, Any]:
+    database_path = repo_root / "runtime" / "orderbook_observations.sqlite3"
+    token = args.api_auth or os.environ.get("TRADEBOT_API_AUTH", "")
+    sync_result = sync_orderbook_observations(
+        api_base_url=args.api_base_url,
+        token=token,
+        database_path=database_path,
+    )
+    interval = str(parameters.get("interval") or os.environ.get("TORCH_RETRAIN_INTERVAL") or "60")
+    minimum_samples = int(parameters.get("orderbook_min_samples_per_bucket", 20) or 20)
+    minimum_buckets = int(parameters.get("orderbook_min_covered_buckets", 240) or 240)
+    minimum_symbols = int(parameters.get("orderbook_min_symbols", 2) or 2)
+    requested_symbols = {
+        item.strip().upper()
+        for item in str(parameters.get("symbols") or "").split(",")
+        if item.strip()
+    }
+    _features, manifest = load_orderbook_feature_map(
+        database_path,
+        interval=interval,
+        symbols=sorted(requested_symbols) if requested_symbols else None,
+        min_samples_per_bucket=minimum_samples,
+    )
+    eligible = sorted(
+        symbol
+        for symbol, row in manifest.items()
+        if int(row.get("covered_buckets", 0) or 0) >= minimum_buckets
+    )
+    state = "ready" if len(eligible) >= minimum_symbols else "collecting_orderbook"
+    coverage = {
+        symbol: int(row.get("covered_buckets", 0) or 0)
+        for symbol, row in sorted(manifest.items())
+    }
+    result = {
+        "accepted": False,
+        "state": state,
+        "reason": (
+            "orderbook coverage ready for training"
+            if state == "ready"
+            else "forward orderbook coverage is below the configured minimum"
+        ),
+        "eligible_symbols": eligible,
+        "eligible_symbol_count": len(eligible),
+        "minimum_symbols": minimum_symbols,
+        "minimum_covered_buckets": minimum_buckets,
+        "minimum_samples_per_bucket": minimum_samples,
+        "covered_buckets_by_symbol": coverage,
+        "local_samples": int(sync_result.get("local_samples", 0) or 0),
+        "downloaded_samples": int(sync_result.get("downloaded", 0) or 0),
+    }
+    log(log_path, "Orderbook preparation: " + json.dumps(result, ensure_ascii=False, sort_keys=True))
+    return result
+
+
+def maybe_auto_queue_orderbook(
+    args: argparse.Namespace,
+    repo_root: Path,
+    runtime_dir: Path,
+    log_path: Path,
+) -> None:
+    global _LAST_ORDERBOOK_AUTO_CHECK
+    try:
+        interval_seconds = max(
+            300,
+            int(os.environ.get("TORCH_ORDERBOOK_AUTO_CHECK_SECONDS", "3600") or 3600),
+        )
+    except ValueError:
+        interval_seconds = 3600
+    now = time.monotonic()
+    if _LAST_ORDERBOOK_AUTO_CHECK and now - _LAST_ORDERBOOK_AUTO_CHECK < interval_seconds:
+        return
+    _LAST_ORDERBOOK_AUTO_CHECK = now
+    marker_path = runtime_dir / "orderbook_auto_queue.json"
+    if marker_path.is_file() or (runtime_dir / "lstm_forecaster.shadow.json").is_file():
+        return
+    status = prepare_orderbook_data(args, repo_root, {}, log_path)
+    if status.get("state") != "ready":
+        return
+    response = api_json(args, "/api/training/retrain/auto", {})
+    if not response.get("queued"):
+        log(log_path, f"Automatic orderbook retrain was not queued: {response.get('reason', 'unknown')}")
+        return
+    marker = {
+        "queued_at": datetime.now().astimezone().isoformat(timespec="seconds"),
+        "job_id": (response.get("job") or {}).get("id"),
+        "coverage": status,
+    }
+    marker_tmp = marker_path.with_suffix(".tmp")
+    marker_tmp.write_text(json.dumps(marker, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
+    marker_tmp.replace(marker_path)
+    log(log_path, f"Automatically queued orderbook retrain job {marker['job_id']}")
+
+
+def friendly_training_message(message: str) -> str:
+    cleaned = message.strip()
+    if not cleaned:
+        return "PyTorch обучает модель"
+
+    if "Starting PyTorch recurrent retrain:" in cleaned:
+        return "PyTorch LSTM/GRU запущен: готовлю данные и варианты модели"
+
+    started = re.search(
+        r"training started: symbols=(?P<symbols>\d+) interval=(?P<interval>\d+) "
+        r"limit=(?P<limit>\d+) epochs=(?P<epochs>\d+)",
+        cleaned,
+    )
+    if started:
+        interval = started.group("interval")
+        timeframe = "1h" if interval == "60" else f"{interval}m"
+        return (
+            f"Старт обучения: {started.group('symbols')} пар, таймфрейм {timeframe}, "
+            f"история {started.group('limit')} свечей, до {started.group('epochs')} эпох"
+        )
+
+    pair_started = re.search(r"^(?P<symbol>[A-Z0-9]+): training started \((?P<index>\d+)/(?P<total>\d+)\)", cleaned)
+    if pair_started:
+        return (
+            f"{pair_started.group('symbol')}: обучение пары "
+            f"{pair_started.group('index')}/{pair_started.group('total')}"
+        )
+
+    preparing = re.search(r"^(?P<symbol>[A-Z0-9]+): preparing lookback=(?P<lookback>\d+)", cleaned)
+    if preparing:
+        return f"{preparing.group('symbol')}: готовлю окно {preparing.group('lookback')} свечей"
+
+    fitting = re.search(
+        r"^(?P<symbol>[A-Z0-9]+): fitting (?P<arch>lstm|gru) "
+        r"lookback=(?P<lookback>\d+) hidden=(?P<hidden>\d+) "
+        r"layers=(?P<layers>\d+) dropout=(?P<dropout>[0-9.]+)",
+        cleaned,
+    )
+    if fitting:
+        return (
+            f"{fitting.group('symbol')}: обучаю {fitting.group('arch').upper()}, "
+            f"окно {fitting.group('lookback')}, нейронов {fitting.group('hidden')}, "
+            f"слоёв {fitting.group('layers')}, dropout {fitting.group('dropout')}"
+        )
+
+    model = re.search(
+        r"^(?P<symbol>[A-Z0-9]+): model=torch_(?P<arch>lstm|gru).*?"
+        r"mae=(?P<mae>[0-9.]+)%.*?skill=(?P<skill>-?[0-9.]+).*?dir=(?P<direction>[0-9.]+)",
+        cleaned,
+    )
+    if model:
+        direction = float(model.group("direction")) * 100
+        skill = float(model.group("skill")) * 100
+        return (
+            f"{model.group('symbol')}: выбран {model.group('arch').upper()}, "
+            f"ошибка {model.group('mae')}%, skill {skill:.1f}%, направление {direction:.1f}%"
+        )
+
+    if "Calibrating current artifact" in cleaned:
+        return "Проверяю текущую модель на replay"
+    if "Calibrating candidate artifact" in cleaned:
+        return "Проверяю новую модель на replay"
+    if "Running retrain guard" in cleaned:
+        return "Gate сравнивает новую модель с текущей"
+    if "Candidate rejected by guard" in cleaned:
+        return "Новая модель обучилась, но gate не дал ей ходу"
+    if "Candidate accepted by guard" in cleaned:
+        return "Новая модель прошла gate и стала активной"
+
+    return cleaned[-220:]
 
 
 def training_heartbeat_message(now: float, started_at: float, last_output_at: float, last_message: str) -> str:
@@ -185,7 +487,13 @@ def format_duration(seconds: float) -> str:
     return f"{seconds_part}с"
 
 
-def upload_artifact(args: argparse.Namespace, job_id: str, path: Path, log_path: Path) -> None:
+def upload_artifact(
+    args: argparse.Namespace,
+    job_id: str,
+    lease_token: str,
+    path: Path,
+    log_path: Path,
+) -> None:
     digest = hashlib.sha256(path.read_bytes()).hexdigest()
     size = path.stat().st_size
     chunk_size = max(64 * 1024, args.chunk_size)
@@ -200,16 +508,26 @@ def upload_artifact(args: argparse.Namespace, job_id: str, path: Path, log_path:
                 "total": total,
                 "sha256": digest,
                 "data_base64": base64.b64encode(data).decode("ascii"),
+                "lease_token": lease_token,
             }
             api_json(args, f"/api/training/jobs/{job_id}/artifacts/chunk", payload, timeout=120)
             if index == 0 or index == total - 1 or index % 10 == 0:
                 progress = 72 + int(((index + 1) / total) * 23)
-                report_progress(args, job_id, "running", "uploading", progress, f"Загружаю {path.name}: {index + 1}/{total}")
+                report_progress(
+                    args,
+                    job_id,
+                    lease_token,
+                    "running",
+                    "uploading",
+                    progress,
+                    f"Загружаю {path.name}: {index + 1}/{total}",
+                )
 
 
 def report_progress(
     args: argparse.Namespace,
     job_id: str,
+    lease_token: str,
     status: str,
     phase: str,
     progress_percent: int,
@@ -224,6 +542,7 @@ def report_progress(
             "progress_percent": progress_percent,
             "message": message,
             "worker": worker_payload(args, Path(args.repo_root).resolve()),
+            "lease_token": lease_token,
         },
     )
 
@@ -231,6 +550,7 @@ def report_progress(
 def safe_report_progress(
     args: argparse.Namespace,
     job_id: str,
+    lease_token: str,
     status: str,
     phase: str,
     progress_percent: int,
@@ -240,7 +560,15 @@ def safe_report_progress(
     last_error: Exception | None = None
     for attempt in range(1, 4):
         try:
-            report_progress(args, job_id, status, phase, progress_percent, message)
+            report_progress(
+                args,
+                job_id,
+                lease_token,
+                status,
+                phase,
+                progress_percent,
+                message,
+            )
             return
         except Exception as exc:  # noqa: BLE001 - keep the local training process alive.
             last_error = exc
@@ -288,7 +616,7 @@ def worker_payload(args: argparse.Namespace, repo_root: Path) -> dict[str, Any]:
         "worker_id": args.worker_id or f"{name}:{repo_root}",
         "name": name,
         "path": str(repo_root),
-        "version": "1",
+        "version": "3",
     }
 
 
@@ -313,6 +641,18 @@ def read_json(path: Path) -> dict[str, Any]:
     return data if isinstance(data, dict) else {}
 
 
+def hidden_subprocess_kwargs() -> dict[str, Any]:
+    if os.name != "nt":
+        return {}
+    startupinfo = subprocess.STARTUPINFO()
+    startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW
+    startupinfo.wShowWindow = 0
+    return {
+        "creationflags": getattr(subprocess, "CREATE_NO_WINDOW", 0),
+        "startupinfo": startupinfo,
+    }
+
+
 def quote_for_log(value: str) -> str:
     return f'"{value}"' if " " in value else value