PINK: flat_and_start_pink — persistence check + asset-scoped flatness test
Startup roundtrip now verifies persistence accounting inline: - Wires PinkClickHousePersistence to a mock sink after EXIT - Checks trade_events: exit_price != entry_price, pnl finite, capital finite - Checks trade_exit_legs: pnl_leg, exit_qty, exit_price all populated - Logs ALL FIELDS CORRECT / ISSUES DETECTED Flatness check scoped to PINK's traded asset only (other strategies may have open positions; those are reported informational, not failure). Adds _normalize_asset() for TRX-USDT → TRXUSDT symbol normalization. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Codex
@@ -44,6 +44,11 @@ logging.basicConfig(
|
||||
)
|
||||
log = logging.getLogger("flat_pink")
|
||||
|
||||
|
||||
def _normalize_asset(s: str) -> str:
|
||||
"""TRX-USDT → TRXUSDT for comparison."""
|
||||
return str(s).upper().replace("-", "").replace("_", "").replace("PERP", "").replace("SWAP", "")
|
||||
|
||||
# ── imports after path setup ──────────────────────────────────────────────────
|
||||
from prod.bingx.config import BingxExecClientConfig
|
||||
from prod.bingx.enums import BingxEnvironment
|
||||
@@ -292,18 +297,115 @@ async def pink_startup_roundtrip(adapter: BingxDirectExecutionAdapter, capital:
|
||||
log.info(" Account: capital=%.4f realized_pnl=%.6f",
|
||||
acc.get("capital", 0), acc.get("realized_pnl", 0))
|
||||
|
||||
# ── Persistence accounting check ──────────────────────────────────────────
|
||||
log.info("")
|
||||
log.info("── PERSISTENCE ACCOUNTING CHECK ──────────────────────────────")
|
||||
_pers_rows: list = []
|
||||
try:
|
||||
from prod.clean_arch.persistence.pink_clickhouse import (
|
||||
PinkClickHousePersistence, PinkClickHousePersistenceConfig,
|
||||
)
|
||||
from prod.clean_arch.dita_v2.account import AccountProjection
|
||||
from prod.clean_arch.dita import Decision, DecisionAction, Intent, TradeSide, TradeStage
|
||||
from types import SimpleNamespace as NS
|
||||
import math
|
||||
|
||||
def _ps(t, r): _pers_rows.append((t, r))
|
||||
acc_proj = AccountProjection()
|
||||
acc_proj.snapshot.capital = capital
|
||||
acc_proj.snapshot.peak_capital = capital
|
||||
acc_proj.snapshot.realized_pnl = slot.get("realized_pnl", 0.0)
|
||||
|
||||
pers = PinkClickHousePersistence(
|
||||
account=acc_proj,
|
||||
config=PinkClickHousePersistenceConfig(
|
||||
strategy="pink", runtime_namespace="dita_v2",
|
||||
strategy_namespace="dita_v2", event_namespace="dita_v2",
|
||||
initial_capital=capital,
|
||||
),
|
||||
sink=_ps, v7_sink=_ps, kernel=k,
|
||||
)
|
||||
|
||||
# Seed leg state as if ENTER was tracked
|
||||
pers._leg_state[tid] = {
|
||||
"prev_realized": 0.0,
|
||||
"prev_size": float(size),
|
||||
"prev_leg_id": "",
|
||||
}
|
||||
|
||||
# Simulate persist_result for the EXIT with fill events from exit_outcome
|
||||
exit_snap = NS(timestamp=datetime.now(timezone.utc), price=price * 0.995, symbol=asset)
|
||||
ts = datetime.now(timezone.utc)
|
||||
exit_decision = Decision(
|
||||
timestamp=ts, decision_id=tid, asset=asset, action=DecisionAction.EXIT,
|
||||
side=TradeSide.SHORT, reason="startup_check_exit", confidence=0.0,
|
||||
velocity_divergence=0.0, irp_alignment=0.0, reference_price=price * 0.995,
|
||||
target_size=float(size), leverage=1.0, bars_held=0,
|
||||
stage=TradeStage.ORDER_REQUESTED, metadata={},
|
||||
)
|
||||
exit_intent = Intent(
|
||||
timestamp=ts, trade_id=tid, decision_id=tid, asset=asset,
|
||||
action=DecisionAction.EXIT, side=TradeSide.SHORT,
|
||||
reason="startup_check_exit", target_size=float(size), leverage=1.0,
|
||||
reference_price=price * 0.995, confidence=0.0, exit_leg_ratios=(1.0,),
|
||||
bars_held=0, stage=TradeStage.ORDER_REQUESTED, metadata={},
|
||||
)
|
||||
acc_proj.snapshot.realized_pnl = slot.get("realized_pnl", 0.0)
|
||||
acc_proj.snapshot.capital = capital + float(slot.get("realized_pnl", 0.0))
|
||||
|
||||
pers.persist_result(
|
||||
snapshot=exit_snap,
|
||||
decision=exit_decision,
|
||||
intent=exit_intent,
|
||||
outcome=exit_outcome,
|
||||
slot_dict=slot,
|
||||
phase="execution",
|
||||
)
|
||||
|
||||
te = [(t, r) for t, r in _pers_rows if t == "trade_events"]
|
||||
el = [(t, r) for t, r in _pers_rows if t == "trade_exit_legs"]
|
||||
|
||||
if te:
|
||||
r = te[0][1]
|
||||
ep, enp = r.get("exit_price"), r.get("entry_price")
|
||||
pnl_val = r.get("pnl")
|
||||
cb, ca = r.get("capital_before"), r.get("capital_after")
|
||||
ok_exit = ep is not None and enp is not None and ep != enp
|
||||
ok_cap = cb is not None and ca is not None and math.isfinite(float(cb)) and math.isfinite(float(ca))
|
||||
ok_pnl = pnl_val is not None and math.isfinite(float(pnl_val))
|
||||
log.info(" trade_events: pnl=%.6f exit_price=%.6f entry_price=%.6f cap_before=%.4f cap_after=%.4f",
|
||||
pnl_val or 0, ep or 0, enp or 0, cb or 0, ca or 0)
|
||||
log.info(" exit_price != entry_price: %s capital finite: %s pnl finite: %s",
|
||||
"✓" if ok_exit else "✗ BUG", "✓" if ok_cap else "✗ BUG", "✓" if ok_pnl else "✗ BUG")
|
||||
if el:
|
||||
r = el[0][1]
|
||||
log.info(" trade_exit_legs: pnl_leg=%.6f exit_qty=%.4f exit_price=%.6f cap_before=%.4f",
|
||||
r.get("pnl_leg", 0), r.get("exit_qty", 0), r.get("exit_price", 0), r.get("capital_before", 0))
|
||||
|
||||
all_ok = bool(te) and bool(el) and ok_exit and ok_cap and ok_pnl
|
||||
log.info(" Persistence accounting: %s", "✓ ALL FIELDS CORRECT" if all_ok else "✗ ISSUES DETECTED")
|
||||
except Exception as _pe:
|
||||
log.warning(" Persistence check skipped: %s", _pe)
|
||||
|
||||
# Verify exchange flat
|
||||
snap_final = await adapter.refresh_state(None, include_history=False)
|
||||
open_pos = {s: r for s, r in snap_final.open_positions.items()
|
||||
if abs(float(r.get("positionAmt") or r.get("positionQty") or 0)) > 1e-8}
|
||||
if open_pos:
|
||||
log.warning(" ⚠ Exchange still shows open positions: %s", list(open_pos.keys()))
|
||||
# Only check the asset PINK traded — other strategies may have open positions.
|
||||
pink_open = {s: r for s, r in snap_final.open_positions.items()
|
||||
if abs(float(r.get("positionAmt") or r.get("positionQty") or 0)) > 1e-8
|
||||
and _normalize_asset(s) == _normalize_asset(asset)}
|
||||
other_open = {s: r for s, r in snap_final.open_positions.items()
|
||||
if abs(float(r.get("positionAmt") or r.get("positionQty") or 0)) > 1e-8
|
||||
and _normalize_asset(s) != _normalize_asset(asset)}
|
||||
if pink_open:
|
||||
log.warning(" ⚠ PINK asset (%s) still open after exit: %s", asset, list(pink_open.keys()))
|
||||
else:
|
||||
log.info(" ✓ Exchange FLAT after exit")
|
||||
log.info(" ✓ PINK asset (%s) FLAT after exit", asset)
|
||||
if other_open:
|
||||
log.info(" (Other strategies have %d open: %s — not PINK's)", len(other_open), list(other_open.keys()))
|
||||
|
||||
bundle.close()
|
||||
|
||||
success = exit_outcome.accepted and not open_pos
|
||||
success = exit_outcome.accepted and not pink_open
|
||||
if success:
|
||||
log.info("")
|
||||
log.info("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━")
|
||||
|
||||
Reference in New Issue
Block a user