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PIX-14540: bound trend-aligned local-stop deferral #612

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andrei commented 2026-08-02 20:45:06 +00:00
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PIX-14540 bounded alternative после закрытого PR #610.

Что изменено:

  • Для trend-aligned local-stop breach (Sell+bearish, Buy+bullish) обычный LOCAL_STOP_NOTIONAL_RATIO breach больше не закрывает leg сразу: сначала отменяются exposure-expanding orders той же стороны.
  • Tail-loss protection сохранён: при loss >= 3 * max(LOCAL_STOP_MIN_LOSS_USD, notional * LOCAL_STOP_NOTIONAL_RATIO) leg закрывается прежним reduceOnly market close.
  • neutral/ranging/unknown не считаются trend-aligned и fail-closed закрываются на обычном local-stop cap.

Проверка:

  • RED до фикса: pytest backend/tests/test_grid_short_guard.py::test_short_local_stop_trend_aligned_breach_cancels_before_hard_cap -q падал, потому что AVAX закрывался сразу.
  • После фикса: pytest backend/tests/test_grid_short_guard.py -q -> 35 passed.
  • git diff --check -> clean.
  • gitnexus detect-changes -> 2 files, 8 symbols, affected processes 0, risk low.

Нужен independent exact-SHA review перед merge/deploy.

PIX-14540 bounded alternative после закрытого PR #610. Что изменено: - Для trend-aligned local-stop breach (`Sell`+`bearish`, `Buy`+`bullish`) обычный `LOCAL_STOP_NOTIONAL_RATIO` breach больше не закрывает leg сразу: сначала отменяются exposure-expanding orders той же стороны. - Tail-loss protection сохранён: при loss >= `3 * max(LOCAL_STOP_MIN_LOSS_USD, notional * LOCAL_STOP_NOTIONAL_RATIO)` leg закрывается прежним `reduceOnly` market close. - `neutral`/`ranging`/unknown не считаются trend-aligned и fail-closed закрываются на обычном local-stop cap. Проверка: - RED до фикса: `pytest backend/tests/test_grid_short_guard.py::test_short_local_stop_trend_aligned_breach_cancels_before_hard_cap -q` падал, потому что AVAX закрывался сразу. - После фикса: `pytest backend/tests/test_grid_short_guard.py -q` -> `35 passed`. - `git diff --check` -> clean. - `gitnexus detect-changes` -> 2 files, 8 symbols, affected processes 0, risk low. Нужен independent exact-SHA review перед merge/deploy.
fix(grid): bound trend-aligned local stop deferral
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43956e1795
andrei commented 2026-08-02 20:45:48 +00:00
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PIX-14540 review gate: нужен independent exact-SHA review для head 43956e1795 перед merge/deploy. PR #610 закрыт и не должен переоткрываться; этот PR содержит bounded alternative с сохранением LOCAL_STOP_NOTIONAL_RATIO tail-loss protection.

PIX-14540 review gate: нужен independent exact-SHA review для head 43956e179541a816e66faba550a0e1582cc72a10 перед merge/deploy. PR #610 закрыт и не должен переоткрываться; этот PR содержит bounded alternative с сохранением LOCAL_STOP_NOTIONAL_RATIO tail-loss protection.
arnold-reviewer approved these changes 2026-08-02 21:02:49 +00:00
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Проверил exact head 43956e1795 против base 12d6c31480. Дефектов не нашел. Логика bounded deferral сохраняет отмену expanding orders, откладывает reduce-only close только для trend-aligned legs до hard cap и сохраняет fail-closed close path для neutral/hard-cap. Проверка: python3 -m pytest backend/tests/test_grid_short_guard.py -q => 35 passed.

Проверил exact head 43956e179541a816e66faba550a0e1582cc72a10 против base 12d6c31480e54c1ad179fb17d3d6ad2154582c7e. Дефектов не нашел. Логика bounded deferral сохраняет отмену expanding orders, откладывает reduce-only close только для trend-aligned legs до hard cap и сохраняет fail-closed close path для neutral/hard-cap. Проверка: python3 -m pytest backend/tests/test_grid_short_guard.py -q => 35 passed.
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