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feat(fase-19): tracker — Diagnóstico de Rechazos + Dashboard + Estrategias Bidireccionales - #3
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…g + re-optimizacion parcial - Anadidos bollinger_lower(), bollinger_upper(), vwap() a inference/conditions.py - Registrados en _INDICATORS para que funcionen con operadores compuestos - Corregidos YAMLs de swing_reversion y swing_mean_reversion (bollinger + 'price < lower' -> bollinger_lower + 'price < bollinger_lower') - Agregado flag --windows a scripts/optimize.py - Actualizados parametros post-optimizacion en intraday.yaml, scalping.yaml, swing.yaml - TAREA A: intraday_vwap SOBREAJUSTADO, scalping_spread ROBUSTO - TAREA B: swing_reversion, swing_mean_reversion, swing_momentum optimizadas - 4 procesos en background aun corriendo: intraday_volume_breakout, intraday_support_resistance (WF 5-window) intraday_trend (v2), scalping_momentum (WF-integrated)
- scalping_momentum: re-optimizada con nuevo diseno EMA+RSI (best trial sharpe 3.88) - intraday_trend_v2: re-optimizada con fix de vwap - intraday.yaml y scalping.yaml actualizados con parametros optimos
- RiskManager ahora acepta config_path opcional para releer max_positions de config.yaml cada 60s (en approve()), permitiendo cambios en caliente - Agregado log temporal: 'RiskManager: checking signal — positions=X/Y' para diagnosticar el limite efectivo en cada senal - optimize.py: fallback de max_positions cambiado de 5 a 10 - run.py: pasa config_path al RiskManager
… etc.) Tres bugs interrelacionados impedian que las posiciones se cerraran: Bug 1: _exit_signal() reseteaba self.state='IDLE' y entry_price=0.0 ANTES de que el RiskManager aprobara y el broker ejecutara la venta. Si el SELL era rechazado, la celula ya estaba IDLE y re-entraba en el siguiente tick, acumulando posiciones sin cerrar. Bug 2: RiskManager.approve() para SELL hacia _active_entries.discard() antes de verificar si habia posicion para vender (qty <= 0). El slot se liberaba incluso en rechazo, permitiendo re-entrada inmediata. Bug 3: RiskManager usaba portfolio.positions.get(symbol) que devuelve el TOTAL del simbolo. Cuando multiples celdas tenian el mismo simbolo, una venta se llevaba TODA la posicion. Las otras celdas quedaban 'IN_POSITION' sin posicion real en el portfolio. Fixes: - cells/base.py: _exit_signal() ya no resetea estado. Agregado exit_position() que el engine llama solo tras ejecucion exitosa (analogo a enter_position() para BUY). - core/engine.py: llama cell.exit_position() tras ejecucion confirmada del SELL. - risk/manager.py: _active_entries.discard() movido despues del check de qty. Agregado _entry_qty[(symbol,cell_name)] para trackear cantidad por celda, no por simbolo.
This was referenced Jun 26, 2026
feat(fase-19): diagnostics detallados de rechazo + drawdown real
feat(fase-19): TradeTracker con 8 metricas profesionales
feat(fase-19): dashboard profesional 6 paneles Rich en vivo
feat(fase-19): celulas bidireccionales (IN_SHORT + exits invertidos)
…r, brokers) feat(fase-19): pipeline SHORT completo (Engine, Portfolio, RiskManager, brokers)
guigerdts
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June 26, 2026 02:11
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Summary
Tracker branch for FASE 19 — structured rejection diagnostics, peak-equity drawdown, TradeTracker, professional dashboard, and bidirectional strategies (BUY & SHORT).
5 PRs encadenados — Feature Branch Chain hacia main.
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