[codex] Sync TQQQ risk diagnostics

application/signal_snapshot.py

@@ -13,6 +13,45 @@
     "benchmark_price",
     "long_trend_value",
     "exit_line",
+    "dual_drive_volatility_delever_enabled",
+    "dual_drive_volatility_delever_window",
+    "dual_drive_volatility_delever_threshold_mode",
+    "dual_drive_volatility_delever_threshold",
+    "dual_drive_volatility_delever_exit_threshold",
+    "dual_drive_volatility_delever_dynamic_threshold",
+    "dual_drive_volatility_delever_dynamic_sample_count",
+    "dual_drive_volatility_delever_dynamic_lookback",
+    "dual_drive_volatility_delever_dynamic_percentile",
+    "dual_drive_volatility_delever_dynamic_min_periods",
+    "dual_drive_volatility_delever_dynamic_floor",
+    "dual_drive_volatility_delever_dynamic_cap",
+    "dual_drive_volatility_delever_metric",
+    "dual_drive_volatility_delever_triggered",
+    "dual_drive_volatility_delever_entry_triggered",
+    "dual_drive_volatility_delever_hysteresis_triggered",
+    "dual_drive_volatility_delever_trigger_reason",
+    "dual_drive_volatility_delever_applied",
+    "dual_drive_volatility_delever_vetoed",
+    "dual_drive_volatility_delever_veto_reason",
+    "dual_drive_volatility_delever_taco_veto_enabled",
+    "dual_drive_volatility_delever_taco_rebound_context_active",
+    "dual_drive_volatility_delever_true_crisis_active",
+    "dual_drive_volatility_delever_redirect_symbol",
+    "dual_drive_volatility_delever_removed_value",
+    "dual_drive_macro_risk_governor_enabled",
+    "dual_drive_macro_risk_governor_found",
+    "dual_drive_macro_risk_governor_route",
+    "dual_drive_macro_risk_governor_active",
+    "dual_drive_macro_risk_governor_applied",
+    "dual_drive_macro_risk_governor_leverage_scalar",
+    "dual_drive_macro_risk_governor_risk_asset_scalar",
+    "dual_drive_macro_risk_governor_removed_value",
+    "dual_drive_macro_risk_governor_redirected_to_unlevered",
+    "dual_drive_crisis_defense_enabled",
+    "dual_drive_crisis_defense_triggered",
+    "dual_drive_crisis_defense_applied",
+    "dual_drive_crisis_defense_destination",
+    "dual_drive_crisis_defense_removed_value",
     "active_risk_asset",
     "allocation_mode",
     "trend_symbol",
@@ -37,6 +76,33 @@
     "blend_gate_volatility_delever_dynamic_cap",
     "blend_gate_volatility_delever_metric",
     "blend_gate_volatility_delever_triggered",
+    "blend_gate_volatility_delever_retention_ratio",
+    "blend_gate_volatility_delever_redirect_symbol",
+    "blend_gate_volatility_delever_removed_ratio",
+    "market_regime_control_enabled",
+    "market_regime_control_found",
+    "market_regime_control_source",
+    "market_regime_control_schema_version",
+    "market_regime_control_route",
+    "market_regime_control_route_source",
+    "market_regime_control_active",
+    "market_regime_control_applied",
+    "market_regime_control_route_allowed",
+    "market_regime_control_risk_scalar",
+    "market_regime_control_risk_budget_scalar",
+    "market_regime_control_leverage_scalar",
+    "market_regime_control_risk_asset_scalar",
+    "market_regime_control_taco_allowed",
+    "market_regime_control_local_delever_veto_allowed",
+    "market_regime_control_crisis_defense_required",
+    "market_regime_control_blocked_actions",
+    "market_regime_control_vetoes",
+    "market_regime_control_reason_codes",
+    "market_regime_control_removed_weight",
+    "market_regime_control_removed_ratio",
+    "market_regime_control_redirected_to_unlevered_ratio",
+    "market_regime_control_safe_haven",
+    "market_regime_control_risk_symbols",
 )
 
 

notifications/renderers.py

@@ -338,6 +338,112 @@ def _build_timing_audit_lines(signal_metadata, *, translator) -> list[str]:
     return [f"{label}: {value}"]
 
 
+def _format_percent(value) -> str:
+    try:
+        return f"{float(value) * 100:.1f}%"
+    except (TypeError, ValueError):
+        return "n/a"
+
+
+def _format_percentile(value) -> str:
+    try:
+        percentile = float(value) * 100
+    except (TypeError, ValueError):
+        return "p?"
+    if float(percentile).is_integer():
+        return f"p{int(percentile)}"
+    return f"p{percentile:.1f}"
+
+
+def _format_sample_count(value) -> str:
+    try:
+        count = float(value)
+    except (TypeError, ValueError):
+        return "n/a"
+    if float(count).is_integer():
+        return str(int(count))
+    return f"{count:.1f}"
+
+
+def _present(value) -> bool:
+    return value not in (None, "")
+
+
+def _is_truthy(value) -> bool:
+    if isinstance(value, bool):
+        return value
+    return str(value or "").strip().lower() in {"1", "true", "yes", "y"}
+
+
+def _effective_volatility_delever_threshold(signal_metadata, *, prefix: str):
+    mode = str(signal_metadata.get(f"{prefix}_threshold_mode") or "").strip().lower()
+    dynamic_threshold = signal_metadata.get(f"{prefix}_dynamic_threshold")
+    if mode == "rolling_percentile" and _present(dynamic_threshold):
+        return dynamic_threshold
+    return signal_metadata.get(f"{prefix}_threshold")
+
+
+def _format_volatility_delever_threshold_detail(signal_metadata, *, prefix: str, translator) -> str:
+    mode = str(signal_metadata.get(f"{prefix}_threshold_mode") or "").strip().lower()
+    fixed_threshold = signal_metadata.get(f"{prefix}_threshold")
+    dynamic_threshold = signal_metadata.get(f"{prefix}_dynamic_threshold")
+    if mode == "rolling_percentile":
+        kwargs = {
+            "percentile": _format_percentile(signal_metadata.get(f"{prefix}_dynamic_percentile")),
+            "lookback": _format_sample_count(signal_metadata.get(f"{prefix}_dynamic_lookback")),
+            "min_periods": _format_sample_count(signal_metadata.get(f"{prefix}_dynamic_min_periods")),
+            "sample_count": _format_sample_count(signal_metadata.get(f"{prefix}_dynamic_sample_count")),
+            "floor": _format_percent(signal_metadata.get(f"{prefix}_dynamic_floor")),
+            "cap": _format_percent(signal_metadata.get(f"{prefix}_dynamic_cap")),
+            "fixed_threshold": _format_percent(fixed_threshold),
+        }
+        if _present(dynamic_threshold):
+            return translator("blend_gate_volatility_threshold_detail_dynamic", **kwargs)
+        return translator("blend_gate_volatility_threshold_detail_dynamic_fallback", **kwargs)
+    return translator(
+        "blend_gate_volatility_threshold_detail_fixed",
+        threshold=_format_percent(fixed_threshold),
+    )
+
+
+def _build_tqqq_risk_control_lines(signal_metadata, *, translator) -> list[str]:
+    prefix = "dual_drive_volatility_delever"
+    if not _is_truthy(signal_metadata.get(f"{prefix}_applied")):
+        return []
+    redirect_symbol = str(signal_metadata.get(f"{prefix}_redirect_symbol") or "QQQ").strip().upper()
+    window = str(signal_metadata.get(f"{prefix}_window") or "5").strip()
+    threshold = _effective_volatility_delever_threshold(signal_metadata, prefix=prefix)
+    threshold_detail = _format_volatility_delever_threshold_detail(
+        signal_metadata,
+        prefix=prefix,
+        translator=translator,
+    )
+    if str(signal_metadata.get(f"{prefix}_trigger_reason") or "").strip() == "hysteresis_hold":
+        return [
+            translator(
+                "risk_control_tqqq_volatility_delever_hysteresis_dynamic",
+                window=window,
+                volatility=_format_percent(signal_metadata.get(f"{prefix}_metric")),
+                exit_threshold=_format_percent(signal_metadata.get(f"{prefix}_exit_threshold")),
+                threshold=_format_percent(threshold),
+                threshold_detail=threshold_detail,
+                source_symbol="TQQQ",
+                redirect_symbol=redirect_symbol or "QQQ",
+            )
+        ]
+    return [
+        translator(
+            "risk_control_tqqq_volatility_delever_applied_dynamic",
+            window=window,
+            volatility=_format_percent(signal_metadata.get(f"{prefix}_metric")),
+            threshold=_format_percent(threshold),
+            threshold_detail=threshold_detail,
+            source_symbol="TQQQ",
+            redirect_symbol=redirect_symbol or "QQQ",
+        )
+    ]
+
+
 def _format_signal_snapshot_line(snapshot, *, translator) -> str:
     if not isinstance(snapshot, Mapping):
         return ""
@@ -367,15 +473,17 @@ def _strategy_dashboard_text(signal_metadata, *, translator) -> str:
     metadata = signal_metadata if isinstance(signal_metadata, Mapping) else {}
     raw_annotations = metadata.get("execution_annotations")
     annotations = raw_annotations if isinstance(raw_annotations, Mapping) else {}
+    risk_source = {**metadata, **annotations}
     dashboard_text = _format_dashboard_text(
         annotations.get("dashboard_text")
         or metadata.get("dashboard_text")
         or metadata.get("dashboard")
         or ""
     )
+    risk_control_lines = _build_tqqq_risk_control_lines(risk_source, translator=translator)
     timing_lines = _build_timing_audit_lines(metadata, translator=translator)
     snapshot_line = _format_signal_snapshot_line(metadata.get("signal_snapshot"), translator=translator)
-    audit_lines = [*timing_lines, *([snapshot_line] if snapshot_line else [])]
+    audit_lines = [*risk_control_lines, *timing_lines, *([snapshot_line] if snapshot_line else [])]
     if not audit_lines:
         return dashboard_text
     if not dashboard_text:

notifications/telegram.py

@@ -78,6 +78,10 @@
         "signal_blend_gate_defensive": "{trend_symbol} 跌破门槛线，防守持有 SOXX {soxx_ratio}",
         "market_status_blend_gate_overlay_capped": "🧯 风控降档（{asset}）",
         "signal_blend_gate_overlay_capped": "{trend_symbol} 仍在 {window} 日门槛线上方，但触发风控降档（{reasons}），目标仓位 {allocation_text}",
+        "risk_control_tqqq_volatility_delever_applied": "🛡️ 风控: QQQ {window} 日年化波动率 {volatility} 高于 {threshold}，{source_symbol} 转向 {redirect_symbol}",
+        "risk_control_tqqq_volatility_delever_applied_dynamic": "🛡️ 风控: QQQ {window} 日年化波动率 {volatility} 高于实际阈值 {threshold}（{threshold_detail}），{source_symbol} 转向 {redirect_symbol}",
+        "risk_control_tqqq_volatility_delever_hysteresis": "🛡️ 风控: QQQ {window} 日年化波动率 {volatility} 仍高于退出阈值 {exit_threshold}，维持 {source_symbol} 转向 {redirect_symbol}",
+        "risk_control_tqqq_volatility_delever_hysteresis_dynamic": "🛡️ 风控: QQQ {window} 日年化波动率 {volatility} 仍高于退出阈值 {exit_threshold}；入场实际阈值 {threshold}（{threshold_detail}），维持 {source_symbol} 转向 {redirect_symbol}",
         "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}",
@@ -224,6 +228,10 @@
         "signal_blend_gate_defensive": "{trend_symbol} below gated entry, hold defensive SOXX {soxx_ratio}",
         "market_status_blend_gate_overlay_capped": "🧯 RISK-CAP ({asset})",
         "signal_blend_gate_overlay_capped": "{trend_symbol} stays above the {window}d gate, but risk cap ({reasons}) cuts exposure to {allocation_text}",
+        "risk_control_tqqq_volatility_delever_applied": "🛡️ Risk control: QQQ {window}d annualized volatility {volatility} is above {threshold}; {source_symbol} redirects to {redirect_symbol}",
+        "risk_control_tqqq_volatility_delever_applied_dynamic": "🛡️ Risk control: QQQ {window}d annualized volatility {volatility} is above effective threshold {threshold} ({threshold_detail}); {source_symbol} redirects to {redirect_symbol}",
+        "risk_control_tqqq_volatility_delever_hysteresis": "🛡️ Risk control: QQQ {window}d annualized volatility {volatility} remains above the exit threshold {exit_threshold}; keep {source_symbol} redirected to {redirect_symbol}",
+        "risk_control_tqqq_volatility_delever_hysteresis_dynamic": "🛡️ Risk control: QQQ {window}d annualized volatility {volatility} remains above exit threshold {exit_threshold}; entry effective threshold {threshold} ({threshold_detail}); keep {source_symbol} redirected to {redirect_symbol}",
         "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}",

requirements.txt

@@ -1,8 +1,8 @@
 flask
 gunicorn
-quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@3b6a0a9bedde72773e188041e0dc48516b38aadc
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@8278048366f1cd83e29e0c921e4048e7e25ae227
-hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@b690fcfd1e26648840723a5ab8b12c873f038b9b
+quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@023641c88506c732624a7329e48b51b9dbbe3c2a
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@7d35772d1125b534d0bcca557cb6dbaf28914719
+hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@2e0075004239e7ede7ba256763a3441d4ec4ca73
 pandas
 numpy
 requests

tests/test_notifications.py

@@ -1,3 +1,4 @@
+from notifications.renderers import build_dashboard
 from notifications.telegram import build_strategy_display_name, build_translator, send_telegram_message
 from strategy_registry import SUPPORTED_STRATEGY_PROFILES
 
@@ -75,6 +76,45 @@ def test_build_translator_supports_chinese():
         )
         == "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(
+            "risk_control_tqqq_volatility_delever_applied_dynamic",
+            window=5,
+            volatility="31.2%",
+            threshold="30.0%",
+            threshold_detail=translate(
+                "blend_gate_volatility_threshold_detail_dynamic",
+                percentile="p90",
+                lookback="252",
+                floor="24.0%",
+                cap="36.0%",
+                sample_count="252",
+            ),
+            source_symbol="TQQQ",
+            redirect_symbol="QQQM",
+        )
+        == "🛡️ 风控: QQQ 5 日年化波动率 31.2% 高于实际阈值 30.0%（动态 p90，252日窗口，范围 24.0%-36.0%，样本 252），TQQQ 转向 QQQM"
+    )
+    assert (
+        en_translate(
+            "risk_control_tqqq_volatility_delever_hysteresis_dynamic",
+            window=5,
+            volatility="26.2%",
+            exit_threshold="24.0%",
+            threshold="30.0%",
+            threshold_detail=en_translate(
+                "blend_gate_volatility_threshold_detail_dynamic",
+                percentile="p90",
+                lookback="252",
+                floor="24.0%",
+                cap="36.0%",
+                sample_count="252",
+            ),
+            source_symbol="TQQQ",
+            redirect_symbol="QQQM",
+        )
+        == "🛡️ Risk control: QQQ 5d annualized volatility 26.2% remains above exit threshold 24.0%; entry effective threshold 30.0% (dynamic p90, 252d lookback, bounded 24.0%-36.0%, samples 252); keep TQQQ redirected to QQQM"
+    )
     assert (
         translate(
             "strategy_plugin_line",
@@ -140,6 +180,40 @@ def test_supported_strategy_profiles_have_translated_names():
         assert en_name(profile) != profile
 
 
+def test_dashboard_renders_tqqq_volatility_delever_risk_control():
+    dashboard = build_dashboard(
+        positions={},
+        account_values={"equity": 10000.0, "buying_power": 1000.0},
+        signal_desc="Entry signal",
+        status_desc="Entry signal",
+        strategy_profile="tqqq_growth_income",
+        strategy_display_name="TQQQ Growth Income",
+        signal_metadata={
+            "dashboard_text": "📌 Strategy account overview",
+            "dual_drive_volatility_delever_applied": True,
+            "dual_drive_volatility_delever_window": 5,
+            "dual_drive_volatility_delever_metric": 0.312,
+            "dual_drive_volatility_delever_threshold": 0.28,
+            "dual_drive_volatility_delever_threshold_mode": "rolling_percentile",
+            "dual_drive_volatility_delever_dynamic_threshold": 0.30,
+            "dual_drive_volatility_delever_dynamic_sample_count": 252,
+            "dual_drive_volatility_delever_dynamic_lookback": 252,
+            "dual_drive_volatility_delever_dynamic_percentile": 0.90,
+            "dual_drive_volatility_delever_dynamic_min_periods": 126,
+            "dual_drive_volatility_delever_dynamic_floor": 0.24,
+            "dual_drive_volatility_delever_dynamic_cap": 0.36,
+            "dual_drive_volatility_delever_redirect_symbol": "QQQM",
+        },
+        translator=build_translator("en"),
+        separator="━━━━━━━━━━━━━━━━━━",
+    )
+
+    assert (
+        "🛡️ Risk control: QQQ 5d annualized volatility 31.2% is above effective threshold 30.0% "
+        "(dynamic p90, 252d lookback, bounded 24.0%-36.0%, samples 252); TQQQ redirects to QQQM"
+    ) in dashboard
+
+
 def test_send_telegram_message_logs_non_200_response(capsys):
     class FakeResponse:
         status_code = 401

tests/test_signal_snapshot.py

@@ -21,3 +21,44 @@ def test_includes_soxl_dynamic_volatility_fields():
     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
+
+
+def test_includes_tqqq_volatility_delever_fields():
+    snapshot = build_signal_snapshot(
+        platform="ibkr",
+        strategy_profile="tqqq_growth_income",
+        execution={
+            "dual_drive_volatility_delever_threshold_mode": "rolling_percentile",
+            "dual_drive_volatility_delever_threshold": 0.28,
+            "dual_drive_volatility_delever_exit_threshold": 0.24,
+            "dual_drive_volatility_delever_dynamic_threshold": 0.30,
+            "dual_drive_volatility_delever_dynamic_sample_count": 252,
+            "dual_drive_volatility_delever_dynamic_percentile": 0.90,
+            "dual_drive_volatility_delever_metric": 0.312,
+            "dual_drive_volatility_delever_applied": True,
+            "dual_drive_volatility_delever_veto_reason": "taco_rebound_context",
+            "dual_drive_volatility_delever_taco_veto_enabled": True,
+            "dual_drive_volatility_delever_removed_value": 4500.0,
+            "dual_drive_macro_risk_governor_applied": True,
+            "dual_drive_macro_risk_governor_route": "risk_reduced",
+            "dual_drive_crisis_defense_destination": "BOXX",
+            "market_regime_control_route": "risk_reduced",
+            "market_regime_control_reason_codes": ("macro:vix_crisis_level",),
+            "dual_drive_volatility_delever_redirect_symbol": "QQQM",
+        },
+    )
+
+    indicators = snapshot["indicators"]
+    assert indicators["dual_drive_volatility_delever_threshold_mode"] == "rolling_percentile"
+    assert indicators["dual_drive_volatility_delever_dynamic_threshold"] == 0.30
+    assert indicators["dual_drive_volatility_delever_dynamic_sample_count"] == 252
+    assert indicators["dual_drive_volatility_delever_applied"] is True
+    assert indicators["dual_drive_volatility_delever_veto_reason"] == "taco_rebound_context"
+    assert indicators["dual_drive_volatility_delever_taco_veto_enabled"] is True
+    assert indicators["dual_drive_volatility_delever_removed_value"] == 4500.0
+    assert indicators["dual_drive_macro_risk_governor_applied"] is True
+    assert indicators["dual_drive_macro_risk_governor_route"] == "risk_reduced"
+    assert indicators["dual_drive_crisis_defense_destination"] == "BOXX"
+    assert indicators["market_regime_control_route"] == "risk_reduced"
+    assert indicators["market_regime_control_reason_codes"] == ["macro:vix_crisis_level"]
+    assert indicators["dual_drive_volatility_delever_redirect_symbol"] == "QQQM"