fix(grid): enforce normal local stop cap in aligned trends #626

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andrei merged 2 commits from fix/grid-normal-local-stop-cap-20260805 into master 2026-08-05 00:44:47 +00:00

Conversation 4 Commits 2 Files changed 2 +47 -31

andrei commented 2026-08-04 23:05:55 +00:00

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Причина

Production attribution: Grid had 799 winning and 95 losing closes over 30d, but average loss (-$2.2726) was ~28x average win (+$0.0801). The trend-aligned local-stop exception deferred closure from the normal cap to 2x, preserving destructive tail losses. Latest observed AVAX LONG soft threshold was ~$0.81 and eventual stop about -$1.78.

Исправление

• remove the 2x trend-aligned local-stop allowance
• close every breached grid-owned leg at max($0.50, 0.5% notional)
• preserve expanding-order cancellation, ownership isolation, counter-trend preflight, reduceOnly close, and same-regime reentry latch
• add observed AVAX LONG and mirrored SHORT regressions

Проверка

• RED reproduced before code change
• focused grid/counter-trend suite: 616 passed with RuntimeWarning as errors
• py_compile and diff-check: green
• diff-only gitleaks: no leaks
• full backend suite: running; merge remains blocked until exact green result and independent review

## Причина Production attribution: Grid had 799 winning and 95 losing closes over 30d, but average loss (-$2.2726) was ~28x average win (+$0.0801). The trend-aligned local-stop exception deferred closure from the normal cap to 2x, preserving destructive tail losses. Latest observed AVAX LONG soft threshold was ~$0.81 and eventual stop about -$1.78. ## Исправление - remove the 2x trend-aligned local-stop allowance - close every breached grid-owned leg at max($0.50, 0.5% notional) - preserve expanding-order cancellation, ownership isolation, counter-trend preflight, reduceOnly close, and same-regime reentry latch - add observed AVAX LONG and mirrored SHORT regressions ## Проверка - RED reproduced before code change - focused grid/counter-trend suite: 616 passed with RuntimeWarning as errors - py_compile and diff-check: green - diff-only gitleaks: no leaks - full backend suite: running; merge remains blocked until exact green result and independent review

andrei added 1 commit 2026-08-04 23:05:55 +00:00

fix(grid): enforce normal local stop cap in aligned trends 40477c93e7

andrei commented 2026-08-04 23:15:16 +00:00

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Exact HEAD 40477c93e7 local authoritative verification completed:

• full backend: 7554 passed, 7 skipped, exit 0
• focused Grid/counter-trend: 616 passed with RuntimeWarning as errors
• py_compile + diff-check: green
• diff-only gitleaks: no leaks
  Independent adversarial review and Forgejo CI remain required before merge.

Exact HEAD 40477c93e71613c8a9776fcd9869646befb44d85 local authoritative verification completed: - full backend: 7554 passed, 7 skipped, exit 0 - focused Grid/counter-trend: 616 passed with RuntimeWarning as errors - py_compile + diff-check: green - diff-only gitleaks: no leaks Independent adversarial review and Forgejo CI remain required before merge.

andrei referenced this pull request 2026-08-04 23:26:09 +00:00

fix(frontend): update audited transitive overrides #627

andrei commented 2026-08-04 23:38:47 +00:00

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Independent adversarial review of exact trading SHA 40477c93e7: GREEN, no blocking findings. Reviewer confirmed normal 0.5%/$0.50 cap, ownership isolation, fail-closed cancel/ownership behavior, preflight, reduceOnly close, successful-close-only latch persistence, and AVAX LONG regression shape. The only failed CI context belongs to the unchanged dependency baseline and is actively repaired in PR #627.

Independent adversarial review of exact trading SHA 40477c93e71613c8a9776fcd9869646befb44d85: GREEN, no blocking findings. Reviewer confirmed normal 0.5%/$0.50 cap, ownership isolation, fail-closed cancel/ownership behavior, preflight, reduceOnly close, successful-close-only latch persistence, and AVAX LONG regression shape. The only failed CI context belongs to the unchanged dependency baseline and is actively repaired in PR #627.

andrei referenced this pull request 2026-08-04 23:50:23 +00:00

fix(frontend): закрыть новые high advisories #628

andrei added 1 commit 2026-08-05 00:18:48 +00:00

merge: refresh Grid stop fix on audited master cf1716972b

andrei commented 2026-08-05 00:19:16 +00:00

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PR #627 merged to master at 00782249dd after exact-head GREEN and full CI success. PR #626 is refreshed via conflict-free merge; new exact HEAD cf1716972b contains independently GREEN trading parent 40477c93e and dependency parent f5ed46e61. Fresh exact-head CI and final integration review are running. Do not merge earlier 40477c93 head status.

PR #627 merged to master at 00782249ddc0f01219ff51d3ed56e2ef5598aeab after exact-head GREEN and full CI success. PR #626 is refreshed via conflict-free merge; new exact HEAD cf1716972bd8721d9127b6a5ab69848f7ab3117d contains independently GREEN trading parent 40477c93e and dependency parent f5ed46e61. Fresh exact-head CI and final integration review are running. Do not merge earlier 40477c93 head status.

andrei commented 2026-08-05 00:21:35 +00:00

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Final integration review of exact HEAD cf1716972b: GREEN, no blockers. Reviewer recomputed merge tree (exact match), confirmed no changed-path overlap, and verified both trading and dependency patches are byte-for-byte unchanged. Awaiting only exact-head Forgejo CI.

Final integration review of exact HEAD cf1716972bd8721d9127b6a5ab69848f7ab3117d: GREEN, no blockers. Reviewer recomputed merge tree (exact match), confirmed no changed-path overlap, and verified both trading and dependency patches are byte-for-byte unchanged. Awaiting only exact-head Forgejo CI.

andrei merged commit 26b70412cf into master 2026-08-05 00:44:47 +00:00

andrei referenced this pull request from a commit 2026-08-05 00:44:48 +00:00

Merge PR #626: enforce normal Grid local stop cap

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europa-tech-srl/arnold-trader-app!626

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