Include dynamic volatility context in Telegram logs

application/signal_snapshot.py

@@ -24,6 +24,17 @@
     "trend_rsi14_dynamic_threshold",
     "trend_rsi14_effective_threshold",
     "trend_bb_upper",
+    "blend_gate_volatility_delever_symbol",
+    "blend_gate_volatility_delever_window",
+    "blend_gate_volatility_delever_threshold_mode",
+    "blend_gate_volatility_delever_threshold",
+    "blend_gate_volatility_delever_dynamic_threshold",
+    "blend_gate_volatility_delever_dynamic_sample_count",
+    "blend_gate_volatility_delever_dynamic_lookback",
+    "blend_gate_volatility_delever_dynamic_percentile",
+    "blend_gate_volatility_delever_dynamic_min_periods",
+    "blend_gate_volatility_delever_dynamic_floor",
+    "blend_gate_volatility_delever_dynamic_cap",
     "blend_gate_volatility_delever_metric",
     "blend_gate_volatility_delever_triggered",
 )

notifications/telegram.py

@@ -81,6 +81,10 @@
         "blend_gate_reason_rsi_cap": "RSI 超阈值",
         "blend_gate_reason_bollinger_cap": "突破布林上轨",
         "blend_gate_reason_volatility_delever": "{symbol} {window} 日年化波动率 {volatility} 高于 {threshold}，SOXL 转向 {redirect_symbol}",
+        "blend_gate_reason_volatility_delever_dynamic": "{symbol} {window} 日年化波动率 {volatility} 高于实际阈值 {threshold}（{threshold_detail}），SOXL 转向 {redirect_symbol}",
+        "blend_gate_volatility_threshold_detail_dynamic": "动态 {percentile}，{lookback}日窗口，范围 {floor}-{cap}，样本 {sample_count}",
+        "blend_gate_volatility_threshold_detail_dynamic_fallback": "动态样本不足，回退固定 {fixed_threshold}（样本 {sample_count}/{min_periods}，{percentile}）",
+        "blend_gate_volatility_threshold_detail_fixed": "固定阈值 {threshold}",
         "strategy_plugin_line": "🧩 插件：{plugin} | 状态：{route} | 提醒：{action}",
         "strategy_plugin_alert_subject": "🚨 策略插件告警：{plugin} | {route}",
         "strategy_plugin_alert_title": "🚨 【策略插件告警】",
@@ -223,6 +227,10 @@
         "blend_gate_reason_rsi_cap": "RSI over threshold",
         "blend_gate_reason_bollinger_cap": "price above upper band",
         "blend_gate_reason_volatility_delever": "{symbol} {window}d annualized volatility {volatility} is above {threshold}; redirect SOXL to {redirect_symbol}",
+        "blend_gate_reason_volatility_delever_dynamic": "{symbol} {window}d annualized volatility {volatility} is above effective threshold {threshold} ({threshold_detail}); redirect SOXL to {redirect_symbol}",
+        "blend_gate_volatility_threshold_detail_dynamic": "dynamic {percentile}, {lookback}d lookback, bounded {floor}-{cap}, samples {sample_count}",
+        "blend_gate_volatility_threshold_detail_dynamic_fallback": "dynamic warm-up, fallback fixed {fixed_threshold} (samples {sample_count}/{min_periods}, {percentile})",
+        "blend_gate_volatility_threshold_detail_fixed": "fixed threshold {threshold}",
         "strategy_plugin_line": "🧩 Plugin: {plugin} | status: {route} | notice: {action}",
         "strategy_plugin_alert_subject": "🚨 Strategy plugin alert: {plugin} | {route}",
         "strategy_plugin_alert_title": "🚨 【Strategy Plugin Alert】",

tests/test_notifications.py

@@ -36,6 +36,45 @@ def test_build_translator_supports_chinese():
         )
         == "SOXX 10 日年化波动率 55.0% 高于 50.0%，SOXL 转向 SOXX"
     )
+    assert (
+        translate(
+            "blend_gate_reason_volatility_delever_dynamic",
+            symbol="SOXX",
+            window=10,
+            volatility="61.0%",
+            threshold="60.0%",
+            threshold_detail=translate(
+                "blend_gate_volatility_threshold_detail_dynamic",
+                percentile="p95",
+                lookback="252",
+                floor="50.0%",
+                cap="75.0%",
+                sample_count="252",
+            ),
+            redirect_symbol="SOXX",
+        )
+        == "SOXX 10 日年化波动率 61.0% 高于实际阈值 60.0%（动态 p95，252日窗口，范围 50.0%-75.0%，样本 252），SOXL 转向 SOXX"
+    )
+    en_translate = build_translator("en")
+    assert (
+        en_translate(
+            "blend_gate_reason_volatility_delever_dynamic",
+            symbol="SOXX",
+            window=10,
+            volatility="61.0%",
+            threshold="60.0%",
+            threshold_detail=en_translate(
+                "blend_gate_volatility_threshold_detail_dynamic",
+                percentile="p95",
+                lookback="252",
+                floor="50.0%",
+                cap="75.0%",
+                sample_count="252",
+            ),
+            redirect_symbol="SOXX",
+        )
+        == "SOXX 10d annualized volatility 61.0% is above effective threshold 60.0% (dynamic p95, 252d lookback, bounded 50.0%-75.0%, samples 252); redirect SOXL to SOXX"
+    )
     assert (
         translate(
             "strategy_plugin_line",

tests/test_signal_snapshot.py

@@ -0,0 +1,23 @@
+from application.signal_snapshot import build_signal_snapshot
+
+
+def test_includes_soxl_dynamic_volatility_fields():
+    snapshot = build_signal_snapshot(
+        platform="ibkr",
+        strategy_profile="soxl_soxx_trend_income",
+        execution={
+            "blend_gate_volatility_delever_threshold_mode": "rolling_percentile",
+            "blend_gate_volatility_delever_threshold": 0.60,
+            "blend_gate_volatility_delever_dynamic_threshold": 0.60,
+            "blend_gate_volatility_delever_dynamic_sample_count": 252,
+            "blend_gate_volatility_delever_dynamic_percentile": 0.95,
+            "blend_gate_volatility_delever_metric": 0.61,
+            "blend_gate_volatility_delever_triggered": True,
+        },
+    )
+
+    indicators = snapshot["indicators"]
+    assert indicators["blend_gate_volatility_delever_threshold_mode"] == "rolling_percentile"
+    assert indicators["blend_gate_volatility_delever_dynamic_threshold"] == 0.60
+    assert indicators["blend_gate_volatility_delever_dynamic_sample_count"] == 252
+    assert indicators["blend_gate_volatility_delever_triggered"] is True

tests/test_strategy_loader.py

@@ -51,7 +51,7 @@ def test_load_strategy_entrypoint_for_profile_resolves_tqqq_growth_income(monkey
     assert entrypoint.manifest.default_config["benchmark_symbol"] == "QQQ"
     assert entrypoint.manifest.default_config["managed_symbols"] == (
         "TQQQ",
-        "QQQ",
+        "QQQM",
         "BOXX",
         "SCHD",
         "DGRO",