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Expose combo regime diagnostics in runtime reports #103

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Merged
Pigbibi merged 1 commit into from
Jul 4, 2026
Merged

Expose combo regime diagnostics in runtime reports #103

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3 changes: 3 additions & 0 deletions application/execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -443,6 +443,9 @@ def execute_trend_rotation(
active_trend_pool = list(strategy_plan["active_trend_pool"])
selected_candidates = dict(strategy_plan["selected_candidates"])
sell_reasons = dict(strategy_plan["sell_reasons"])
combo_diagnostics = dict(strategy_plan.get("combo_diagnostics", {}))
if combo_diagnostics:
report.setdefault("diagnostics", {})["combo"] = combo_diagnostics

@chatgpt-codex-connector chatgpt-codex-connector Bot Jul 4, 2026

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P2 Badge Store diagnostics from the post-sell plan

When the sell leg changes balances or cash, this writes diagnostics.combo from the first strategy plan even though the function immediately resolves and executes a second post_sell_plan with the updated portfolio. For combo runs where fields such as gross_exposure are derived from current holdings, a cycle that rotates out positions can archive stale pre-sell diagnostics that disagree with the buy plan actually used; update the report from post_sell_plan after the second resolve.

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report["selected_symbols"]["active_trend_pool"] = list(active_trend_pool)
report["selected_symbols"]["selected_candidates"] = list(selected_candidates.keys())
if not selected_candidates:
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14 changes: 14 additions & 0 deletions decision_mapper.py
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Expand Up @@ -50,6 +50,8 @@ def map_strategy_decision_to_allocation(

def map_strategy_decision_to_rotation_plan(decision: StrategyDecision) -> dict[str, Any]:
diagnostics = dict(decision.diagnostics)
metadata = diagnostics.get("metadata") if isinstance(diagnostics.get("metadata"), Mapping) else {}
combo_meta = metadata.get("combo") if isinstance(metadata.get("combo"), Mapping) else {}
selected_candidates = {
str(symbol): {
"weight": float(payload.get("weight", 0.0)),
Expand Down Expand Up @@ -78,4 +80,16 @@ def map_strategy_decision_to_rotation_plan(decision: StrategyDecision) -> dict[s
"rotation_pool_last_month": diagnostics.get("rotation_pool_last_month"),
"artifact_contract": dict(diagnostics.get("artifact_contract", {})),
"risk_flags": tuple(str(flag) for flag in decision.risk_flags),
"combo_diagnostics": {

@chatgpt-codex-connector chatgpt-codex-connector Bot Jul 4, 2026

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P2 Badge Only emit combo diagnostics when combo metadata exists

When the active strategy is not the combo profile, or a combo decision lacks diagnostics['metadata']['combo'], combo_meta is {}, but this unconditional entry still returns a non-empty zero-filled combo_diagnostics map. execute_trend_rotation treats any non-empty map as real and persists it under report['diagnostics']['combo'], so legacy runtime reports will claim effective weights/regime values of 0/empty instead of omitting unavailable combo diagnostics; gate this on actual combo metadata or return {} when it is absent.

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"base_btc_weight": float(combo_meta.get("base_btc_weight", 0.0) or 0.0),
"base_trend_weight": float(combo_meta.get("base_trend_weight", 0.0) or 0.0),
"effective_btc_weight": float(combo_meta.get("btc_weight", 0.0) or 0.0),
"effective_trend_weight": float(combo_meta.get("trend_weight", 0.0) or 0.0),
"dynamic_regime_mode": str(combo_meta.get("dynamic_regime_mode", "")),
"regime_tier": str(combo_meta.get("regime_tier", "")),
"regime_off": bool(metadata.get("regime_off", False)),
"btc_sma200_ratio": metadata.get("btc_sma200_ratio"),
"ma200_slope": metadata.get("ma200_slope"),
"gross_exposure": float(metadata.get("gross_exposure", 0.0) or 0.0),
},
}
29 changes: 29 additions & 0 deletions tests/test_decision_mapper.py
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Expand Up @@ -52,6 +52,20 @@ def test_map_strategy_decision_to_rotation_plan_uses_unified_diagnostics(self):
decision = StrategyDecision(
diagnostics={
"trend_pool": ("ETHUSDT", "SOLUSDT"),
"metadata": {
"combo": {
"base_btc_weight": 0.50,
"base_trend_weight": 0.50,
"btc_weight": 0.25,
"trend_weight": 0.0,
"dynamic_regime_mode": "dual_leg",
"regime_tier": "hard",
},
"regime_off": True,
"btc_sma200_ratio": 0.94,
"ma200_slope": -0.01,
"gross_exposure": 0.25,
},
"rotation_candidates": {
"ETHUSDT": {"weight": 0.6, "relative_score": 1.2, "abs_momentum": 0.3},
},
Expand All @@ -71,6 +85,21 @@ def test_map_strategy_decision_to_rotation_plan_uses_unified_diagnostics(self):
self.assertEqual(plan["sell_reasons"], {"SOLUSDT": "trend_sell_reason_rotated_out"})
self.assertEqual(plan["artifact_contract"], {"version": "v1"})
self.assertEqual(plan["risk_flags"], ("regime_off",))
self.assertEqual(
plan["combo_diagnostics"],
{
"base_btc_weight": 0.50,
"base_trend_weight": 0.50,
"effective_btc_weight": 0.25,
"effective_trend_weight": 0.0,
"dynamic_regime_mode": "dual_leg",
"regime_tier": "hard",
"regime_off": True,
"btc_sma200_ratio": 0.94,
"ma200_slope": -0.01,
"gross_exposure": 0.25,
},
)


if __name__ == "__main__":
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3 changes: 3 additions & 0 deletions tests/test_execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -209,6 +209,7 @@ def test_execute_trend_rotation_delegates_sell_buy_and_status_flow(self):
{
"active_trend_pool": ["ETHUSDT"],
"selected_candidates": {"ETHUSDT": {"weight": 1.0, "relative_score": 1.5}},
"combo_diagnostics": {"regime_tier": "hard", "effective_btc_weight": 0.25},
"eligible_buy_symbols": [],
"planned_trend_buys": {},
"sell_reasons": {"ETHUSDT": "rotated_out"},
Expand Down Expand Up @@ -270,6 +271,8 @@ def fake_execute_trend_buys(*_args):
self.assertTrue(observed["sell_called"])
self.assertTrue(observed["status_called"])
self.assertEqual(observed["buy_plan"], {"ETHUSDT": 320.0})
self.assertEqual(report["diagnostics"]["combo"]["regime_tier"], "hard")
self.assertAlmostEqual(report["diagnostics"]["combo"]["effective_btc_weight"], 0.25)

def test_execute_trend_rotation_records_candidate_filter_reasons(self):
runtime = SimpleNamespace(now_utc="2026-03-29T00:00:00Z")
Expand Down
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