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fix: reduce LongBridge buy-skip alert noise #10

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Merged
Pigbibi merged 1 commit into from
Apr 6, 2026
Merged

fix: reduce LongBridge buy-skip alert noise #10

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180 changes: 106 additions & 74 deletions application/rebalance_service.py
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,13 @@ def record_skip_log(skip_logs, *, translator, with_prefix, kind, detail):
print(with_prefix(message), flush=True)


def record_note_log(note_logs, *, translator, with_prefix, kind, **kwargs):
detail = translator(kind, **kwargs)
message = translator("buy_deferred", detail=detail)
note_logs.append(message)
print(with_prefix(message), flush=True)


def run_strategy(
*,
project_id,
Expand Down Expand Up @@ -61,6 +68,7 @@ def run_strategy(

logs = []
skip_logs = []
note_logs = []
action_done = False
sell_submitted = False
threshold_value = plan["threshold_value"]
Expand Down Expand Up @@ -131,94 +139,106 @@ def run_strategy(
limit_order_symbols = set(plan["limit_order_symbols"])

investable_cash = plan["investable_cash"]
for symbol in plan["strategy_assets"]:
buy_candidates = [
symbol
for symbol in plan["strategy_assets"]
if (plan["targets"][symbol] - plan["market_values"][symbol]) > threshold_value
and abs(plan["targets"][symbol] - plan["market_values"][symbol]) > plan["current_min_trade"]
]
if buy_candidates and investable_cash <= 0:
buy_candidates = []
for symbol in buy_candidates:
diff = plan["targets"][symbol] - plan["market_values"][symbol]
if diff > threshold_value and abs(diff) > plan["current_min_trade"]:
price = safe_quote_last_price(
quote_context,
price = safe_quote_last_price(
quote_context,
f"{symbol}.US",
fetch_last_price=fetch_last_price,
notify_issue=notify_issue,
)
if price is None:
continue
can_buy_value = min(diff, investable_cash)
if can_buy_value > price:
is_limit_order = symbol in limit_order_symbols
order_kind = "limit" if is_limit_order else "market"
ref_price = round(price * limit_buy_premium, 2) if is_limit_order else round(price, 2)
budget_price = ref_price if is_limit_order else price
budget_quantity = int(can_buy_value // budget_price)
cash_limit_quantity = estimate_cash_buy_quantity_safe(
trade_context,
f"{symbol}.US",
fetch_last_price=fetch_last_price,
order_kind,
ref_price,
estimate_max_purchase_quantity=estimate_max_purchase_quantity,
notify_issue=notify_issue,
)
if price is None:
if cash_limit_quantity is None:
continue

quantity = min(budget_quantity, cash_limit_quantity)
cost_estimate = 0.0
if quantity <= 0:
record_note_log(
note_logs,
translator=translator,
with_prefix=with_prefix,
kind="buy_deferred_cash_limit",
symbol=f"{symbol}.US",
diff=f"{diff:.2f}",
budget_qty=budget_quantity,
)
continue
can_buy_value = min(diff, investable_cash)
if can_buy_value > price:
is_limit_order = symbol in limit_order_symbols
order_kind = "limit" if is_limit_order else "market"
ref_price = round(price * limit_buy_premium, 2) if is_limit_order else round(price, 2)
budget_price = ref_price if is_limit_order else price
budget_quantity = int(can_buy_value // budget_price)
cash_limit_quantity = estimate_cash_buy_quantity_safe(

if is_limit_order:
submitted = submit_order_with_alert(
trade_context,
f"{symbol}.US",
order_kind,
ref_price,
estimate_max_purchase_quantity=estimate_max_purchase_quantity,
notify_issue=notify_issue,
"limit",
"buy",
quantity,
logs,
translator("limit_buy", symbol=symbol, qty=quantity, price=ref_price),
submitted_price=ref_price,
)
if cash_limit_quantity is None:
continue

quantity = min(budget_quantity, cash_limit_quantity)
cost_estimate = 0.0
if quantity <= 0:
record_skip_log(
skip_logs,
translator=translator,
with_prefix=with_prefix,
kind="buy_skipped",
detail=(
f"Symbol: {symbol}.US Diff: ${diff:.2f} Cash: ${investable_cash:.2f} "
f"Budget qty: {budget_quantity} Cash limit qty: {cash_limit_quantity}"
),
)
continue

if is_limit_order:
submitted = submit_order_with_alert(
trade_context,
f"{symbol}.US",
"limit",
"buy",
quantity,
logs,
translator("limit_buy", symbol=symbol, qty=quantity, price=ref_price),
submitted_price=ref_price,
)
cost_estimate = quantity * budget_price
else:
submitted = submit_order_with_alert(
trade_context,
f"{symbol}.US",
"market",
"buy",
quantity,
logs,
translator("market_buy", symbol=symbol, qty=quantity, price=round(price, 2)),
)
cost_estimate = quantity * budget_price

if submitted:
investable_cash = max(0, investable_cash - cost_estimate)
action_done = True
cost_estimate = quantity * budget_price
else:
record_skip_log(
skip_logs,
translator=translator,
with_prefix=with_prefix,
kind="buy_skipped",
detail=(
f"Symbol: {symbol}.US Diff: ${diff:.2f} Cash: ${investable_cash:.2f} "
f"Price: ${price:.2f} (insufficient for 1 share)"
),
submitted = submit_order_with_alert(
trade_context,
f"{symbol}.US",
"market",
"buy",
quantity,
logs,
translator("market_buy", symbol=symbol, qty=quantity, price=round(price, 2)),
)
cost_estimate = quantity * budget_price

if submitted:
investable_cash = max(0, investable_cash - cost_estimate)
action_done = True
else:
record_note_log(
note_logs,
translator=translator,
with_prefix=with_prefix,
kind="buy_deferred_small_cash",
symbol=f"{symbol}.US",
diff=f"{diff:.2f}",
investable=f"{investable_cash:.2f}",
price=f"{price:.2f}",
)

if action_done:
formatted_logs = "\n".join(f" {log}" for log in [*logs, *skip_logs])
cash_summary = translator(
"cash_summary",
available=f"{plan['available_cash']:.2f}",
investable=f"{plan['investable_cash']:.2f}",
)
formatted_logs = "\n".join(f" {log}" for log in [*logs, *skip_logs, *note_logs])
tg_message = (
f"{translator('rebalance_title')}\n"
f"{translator('market_status', status=plan['market_status'])}\n"
f"{cash_summary}\n"
f"{translator('risk_position', ratio=plan['deploy_ratio_text'])}\n"
f"{translator('income_target', ratio=plan['income_ratio_text'])}\n"
f"{translator('income_locked', ratio=plan['income_locked_ratio_text'])}\n"
Expand All @@ -230,6 +250,11 @@ def run_strategy(
else:
cash_label = translator("cash_label")
equity_text = f"{plan['total_strategy_equity']:,.2f}"
cash_summary = translator(
"cash_summary",
available=f"{plan['available_cash']:.2f}",
investable=f"{plan['investable_cash']:.2f}",
)
holdings_lines = []
for row in plan["portfolio_rows"]:
if len(row) == 1:
Expand All @@ -248,6 +273,7 @@ def run_strategy(
f"{translator('heartbeat_title')}\n"
f"{translator('market_status', status=plan['market_status'])}\n"
f"{translator('equity', value=equity_text)}\n"
f"{cash_summary}\n"
f"{separator}\n"
+ "\n".join(holdings_lines) + "\n"
f"{separator}\n"
Expand All @@ -256,14 +282,20 @@ def run_strategy(
f"{translator('income_locked', ratio=plan['income_locked_ratio_text'])}\n"
f"{translator('heartbeat_signal', msg=plan['signal_message'])}\n"
f"{separator}\n"
f"{translator('no_executable_orders') if skip_logs else translator('no_trades')}"
f"{translator('no_executable_orders') if (skip_logs or note_logs) else translator('no_trades')}"
)
if skip_logs:
no_trade_message += (
f"\n{separator}\n"
f"{translator('skipped_actions')}\n"
+ "\n".join(f" {log}" for log in skip_logs)
)
if note_logs:
no_trade_message += (
f"\n{separator}\n"
f"{translator('notes_title')}\n"
+ "\n".join(f" {log}" for log in note_logs)
)
print(with_prefix(no_trade_message), flush=True)
send_tg_message(no_trade_message)

Expand Down
12 changes: 12 additions & 0 deletions notifications/telegram.py
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -15,17 +15,23 @@
"signal": "🎯 触发信号: {msg}",
"heartbeat_title": "💓 【心跳检测】",
"equity": "💰 净值: ${value}",
"cash_summary": "💵 账户现金: ${available} | 可投资现金: ${investable}",
"cash_label": "现金",
"heartbeat_signal": "🎯 信号: {msg}",
"no_trades": "✅ 无需调仓",
"no_executable_orders": "⚠️ 本轮没有可执行订单",
"skipped_actions": "⚠️ 跳过项：",
"notes_title": "ℹ️ 说明：",
"order_filled": "✅ 订单成交 | {symbol} {side} {qty}股 均价 ${price} (ID: {order_id})",
"order_partial": "⚠️ 订单部分成交 | {symbol} {side} 已成交 {executed}/{qty}股 均价 ${price} (ID: {order_id})",
"order_error": "❌ 订单异常 | {symbol} {side} {qty}股 已{status} (ID: {order_id}) 原因: {reason}",
"error_title": "🚨 【策略异常】",
"buy_skipped": "⚪️ [买入跳过] {detail}",
"sell_skipped": "⚪️ [卖出跳过] {detail}",
"buy_deferred": "ℹ️ [买入说明] {detail}",
"buy_deferred_no_investable_cash": "账户现金 ${available} 低于策略保留阈值，可投资现金为 ${investable}，本轮不发起买单",
"buy_deferred_small_cash": "{symbol} 目标差额 ${diff}，但可投资现金 ${investable} 不足买入 1 股（价格 ${price}）",
"buy_deferred_cash_limit": "{symbol} 目标差额 ${diff}，预算可买 {budget_qty} 股，但券商估算可买数量为 0；可能有未完成挂单、结算或购买力占用",
"limit_buy": "📈 [限价买入] {symbol}: {qty}股 @ ${price}",
"market_buy": "📈 [市价买入] {symbol}: {qty}股 @ ${price}",
"limit_sell": "📉 [限价卖出] {symbol}: {qty}股 @ ${price}",
Expand All @@ -47,17 +53,23 @@
"signal": "🎯 Signal: {msg}",
"heartbeat_title": "💓 【Heartbeat】",
"equity": "💰 Equity: ${value}",
"cash_summary": "💵 Cash: ${available} | Investable cash: ${investable}",
"cash_label": "Cash",
"heartbeat_signal": "🎯 Signal: {msg}",
"no_trades": "✅ No trades needed",
"no_executable_orders": "⚠️ No executable orders this cycle",
"skipped_actions": "⚠️ Skipped actions:",
"notes_title": "ℹ️ Notes:",
"order_filled": "✅ Order Filled | {symbol} {side} {qty} shares avg ${price} (ID: {order_id})",
"order_partial": "⚠️ Partial Fill | {symbol} {side} filled {executed}/{qty} shares avg ${price} (ID: {order_id})",
"order_error": "❌ Order Error | {symbol} {side} {qty} shares {status} (ID: {order_id}) reason: {reason}",
"error_title": "🚨 【Strategy Error】",
"buy_skipped": "⚪️ [Buy skipped] {detail}",
"sell_skipped": "⚪️ [Sell skipped] {detail}",
"buy_deferred": "ℹ️ [Buy note] {detail}",
"buy_deferred_no_investable_cash": "Account cash ${available} is below the strategy reserve threshold, investable cash is ${investable}; no buy order this cycle",
"buy_deferred_small_cash": "{symbol} target gap ${diff}, but investable cash ${investable} is not enough for 1 share at ${price}",
"buy_deferred_cash_limit": "{symbol} target gap ${diff}, budget supports {budget_qty} shares, but broker estimate returned 0; an open order, settlement, or buying-power hold may still be blocking funds",
"limit_buy": "📈 [Limit buy] {symbol}: {qty} shares @ ${price}",
"market_buy": "📈 [Market buy] {symbol}: {qty} shares @ ${price}",
"limit_sell": "📉 [Limit sell] {symbol}: {qty} shares @ ${price}",
Expand Down
70 changes: 68 additions & 2 deletions tests/test_rebalance_service.py
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -130,7 +130,7 @@ def test_sell_then_buy_skip_is_sent_in_single_summary_message(self):
self.assertEqual(len(sent_messages), 1)
self.assertIn("🔔 【调仓指令】", sent_messages[0])
self.assertIn("限价卖出", sent_messages[0])
self.assertIn("买入跳过", sent_messages[0])
self.assertIn("买入说明", sent_messages[0])
self.assertIn("SOXX.US", sent_messages[0])

def test_buy_skip_without_orders_is_sent_in_single_heartbeat_message(self):
Expand Down Expand Up @@ -161,9 +161,75 @@ def test_buy_skip_without_orders_is_sent_in_single_heartbeat_message(self):
self.assertEqual(len(sent_messages), 1)
self.assertIn("💓 【心跳检测】", sent_messages[0])
self.assertIn("本轮没有可执行订单", sent_messages[0])
self.assertIn("跳过项", sent_messages[0])
self.assertIn("说明", sent_messages[0])
self.assertIn("可投资现金", sent_messages[0])
self.assertIn("SOXX.US", sent_messages[0])

def test_zero_investable_cash_is_silently_skipped(self):
plan = {
"strategy_assets": ["BOXX"],
"targets": {"BOXX": 27316.33},
"market_values": {"BOXX": 24880.00},
"sellable_quantities": {"BOXX": 214},
"quantities": {"BOXX": 214},
"current_min_trade": 100.0,
"limit_order_symbols": (),
"threshold_value": 100.0,
"investable_cash": 0.0,
"market_status": "🚀 RISK-ON (SOXL)",
"deploy_ratio_text": "57.7%",
"income_ratio_text": "0.0%",
"income_locked_ratio_text": "37.6%",
"signal_message": "SOXL 站上 150 日均线，持有 SOXL，交易层风险仓位 57.7%",
"available_cash": 3065.61,
"total_strategy_equity": 103350.09,
"portfolio_rows": (("BOXX",),),
}

sent_messages, _, _ = self._run_strategy(
plan,
prices={"BOXX.US": 116.27},
)

self.assertEqual(len(sent_messages), 1)
self.assertIn("账户现金", sent_messages[0])
self.assertIn("可投资现金: $0.00", sent_messages[0])
self.assertIn("✅ 无需调仓", sent_messages[0])
self.assertNotIn("本轮没有可执行订单", sent_messages[0])
self.assertNotIn("说明", sent_messages[0])
self.assertNotIn("买入跳过", sent_messages[0])

def test_cash_limit_zero_mentions_possible_order_hold(self):
plan = {
"strategy_assets": ["SOXX"],
"targets": {"SOXX": 34718.05},
"market_values": {"SOXX": 0.0},
"sellable_quantities": {"SOXX": 0},
"quantities": {"SOXX": 0},
"current_min_trade": 100.0,
"limit_order_symbols": ("SOXX",),
"threshold_value": 100.0,
"investable_cash": 40000.0,
"market_status": "🛡️ DE-LEVER (SOXX)",
"deploy_ratio_text": "57.9%",
"income_ratio_text": "0.0%",
"income_locked_ratio_text": "38.3%",
"signal_message": "SOXL 跌破 150 日均线，切换至 SOXX，交易层风险仓位 57.9%",
"available_cash": 40000.0,
"total_strategy_equity": 60000.0,
"portfolio_rows": (("SOXX",),),
}

sent_messages, _, _ = self._run_strategy(
plan,
prices={"SOXX.US": 322.74},
estimate_max_purchase_quantity_value=0,
)

self.assertEqual(len(sent_messages), 1)
self.assertIn("券商估算可买数量为 0", sent_messages[0])
self.assertIn("可能有未完成挂单", sent_messages[0])

def test_refreshes_account_state_after_sell_and_can_place_followup_buy(self):
initial_plan = {
"strategy_assets": ["SOXL", "SOXX"],
Expand Down