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PIX-14540: bound trend-aligned local stop bypass #611

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andrei wants to merge 2 commits from agent/devops/pix-14540-local-stop-trend-aligned into master
pull from: agent/devops/pix-14540-local-stop-trend-aligned
merge into: europa-tech-srl:master
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andrei commented 2026-08-02 20:35:29 +00:00
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Исправляет blocker из review PR #610 по exact SHA ae79dd95e4.

Что изменено:

  • neutral/ranging больше не считаются trend-aligned для local stop, путь fail-closed;
  • trend-aligned leg при обычном breach теперь сначала отменяет expanding orders этой стороны, затем пишет audit reason local_stop_trend_aligned и удерживает позицию;
  • добавлен hard cap: если trend-aligned loss превышает 3x обычного LOCAL_STOP_NOTIONAL_RATIO лимита, leg закрывается штатным reduceOnly market close;
  • добавлены симметричные тесты long/short для cancel-before-keep, hard-cap close и neutral/ranging fail-closed.

Проверка:

  • /srv/apps/arnold-trader/venv/bin/python -m pytest backend/tests/test_grid_short_guard.py -q -> 38 passed;
  • git diff --check -> clean;
  • gitnexus impact/detect-changes недоступны из-за локальной ошибки индекса: analyze падает на DuckDB/FTS COPY failed for File: ... extension is not loaded, impact/detect-changes возвращают No indexed repositories found.
Исправляет blocker из review PR #610 по exact SHA ae79dd95e4058d2daae6c635e673a09550ab838b. Что изменено: - neutral/ranging больше не считаются trend-aligned для local stop, путь fail-closed; - trend-aligned leg при обычном breach теперь сначала отменяет expanding orders этой стороны, затем пишет audit reason local_stop_trend_aligned и удерживает позицию; - добавлен hard cap: если trend-aligned loss превышает 3x обычного LOCAL_STOP_NOTIONAL_RATIO лимита, leg закрывается штатным reduceOnly market close; - добавлены симметричные тесты long/short для cancel-before-keep, hard-cap close и neutral/ranging fail-closed. Проверка: - /srv/apps/arnold-trader/venv/bin/python -m pytest backend/tests/test_grid_short_guard.py -q -> 38 passed; - git diff --check -> clean; - gitnexus impact/detect-changes недоступны из-за локальной ошибки индекса: analyze падает на DuckDB/FTS `COPY failed for File: ... extension is not loaded`, impact/detect-changes возвращают `No indexed repositories found`.
fix(grid): keep trend-aligned local stop legs
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ae79dd95e4
fix(grid): bound trend-aligned local stop bypass
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This pull request has changes conflicting with the target branch.
  • backend/tests/test_grid_short_guard.py
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