fix(v0.2.6): critical grace period & threshold unit bugs
- Fuzzy/Kelly grace threshold: 200 ($200) → 2.0 ($2) — was suppressing ALL loss exits - Fuzzy/Kelly grace period: unified with dynamic grace_minutes (respects ever_profitable, Golden) - NO_RECOVERY: 1500 ($1500) → 15.0 ($15) — safety net now actually triggers - EMERGENCY_MAX_LOSS: 2000 ($2000) → 20.0 ($20) — safety net now actually triggers - Golden emergency exit: never-profitable + loss >$5 + 45s → immediate cut - Golden grace floor: 1.0 min (never-prof) / 1.5 min (ever-prof), was 2.0 min Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
@@ -9,6 +9,39 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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---
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## [0.2.6] - 2026-02-11
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### Fixed (Critical: Grace Period & Threshold Unit Bugs)
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**Problem:** Trade #162554401 lost -$8.01 in Golden Session. Fuzzy exit confidence was 94.58% at t=86s but was SUPPRESSED by grace period. Three critical bugs discovered:
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#### BUG FIX 1: Fuzzy/Kelly Grace Threshold Wrong Unit
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- `abs(current_profit) < 200` was meant to be $2.00 but current_profit is in DOLLARS
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- So `200` = $200 threshold — effectively suppressed ALL loss exits during grace
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- **Fix:** Changed to `abs(current_profit) < 2.0` — only suppress micro-losses (<$2)
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#### BUG FIX 2: Fuzzy/Kelly Grace Period Not Unified
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- Fuzzy/Kelly section had its OWN hardcoded grace (90s for high_volatility)
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- This IGNORED all v0.2.5 fixes (ever_profitable cap, Golden Session reduction)
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- **Fix:** Replaced hardcoded dict with `grace_minutes * 60` (unified dynamic grace)
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#### BUG FIX 3: NO_RECOVERY & EMERGENCY Thresholds Wrong Unit
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- `NO_RECOVERY_THRESHOLD = 1500` ($1500) and `EMERGENCY_MAX_LOSS = 2000` ($2000)
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- These safety nets NEVER trigger for 0.01 lot trades (max ~$25 loss)
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- **Fix:** Changed to 15.0 ($15) and 20.0 ($20) respectively
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#### NEW: Golden Session Emergency Exit
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- Never-profitable trades in Golden Session with loss > $5 after 45s → immediate exit
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- No grace period, no fuzzy threshold — just cut the loss fast
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- Golden Session floor reduced: 1.0 min (never-profitable) / 1.5 min (ever-profitable)
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#### Impact Analysis
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- Trade #162554401 scenario: fuzzy 94.58% at -$7.93 would now EXIT (not suppressed)
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- Grace period in Golden + never-profitable: 72s (was 90s hardcoded)
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- Losses > $2 no longer suppressed during grace period at all
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- Safety nets (NO_RECOVERY $15, EMERGENCY $20) now actually functional
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---
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## [0.2.5] - 2026-02-11
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### Fixed (Professor AI Analysis: Golden Session + Loss Protection)
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+32
-26
@@ -1218,9 +1218,11 @@ class SmartRiskManager:
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if not guard.ever_profitable:
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grace_minutes = min(grace_minutes, 2.0)
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# v0.2.5: Golden Session — reduce grace by 40% (extreme vol = fast moves)
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# v0.2.5f: Golden Session — reduce grace by 40% (extreme vol = fast moves)
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# Lower floor for never-profitable trades (1 min vs 1.5 min)
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if is_golden:
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grace_minutes = max(2.0, grace_minutes * 0.60)
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golden_floor = 1.0 if not guard.ever_profitable else 1.5
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grace_minutes = max(golden_floor, grace_minutes * 0.60)
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# Log dynamic multipliers periodically (every 60s)
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if len(guard.profit_timestamps) > 0:
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@@ -1496,27 +1498,19 @@ class SmartRiskManager:
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else:
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# === LOSS TRADES: Exit faster to minimize damage ===
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# FIX v0.1.2: Grace period untuk loss trades - cegah early exit pada micro swings
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grace_period_sec = {
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"ranging": 120,
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"mean_reverting": 120,
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"volatile": 90,
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"high_volatility": 90,
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"crisis": 60,
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"trending": 60,
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"normal": 90,
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}.get(regime, 90)
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time_since_entry = time.time() - guard.entry_time.timestamp()
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in_grace_period = time_since_entry < grace_period_sec
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# v0.2.5f: Unified grace — use dynamic grace_minutes (respects
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# ever_profitable cap, Golden Session reduction, velocity-based)
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grace_period_sec = grace_minutes * 60
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in_grace_period = trade_age_seconds < grace_period_sec
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# Lower threshold for losses (75%)
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if exit_confidence > 0.75:
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# Suppress exit during grace period for small losses (<$2)
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if in_grace_period and abs(current_profit) < 200: # $2.00
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# v0.2.5f: Only suppress tiny losses (<$2) during grace
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# BUG FIX: was 200 (=$200, never triggers) → 2.0 (=$2)
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if in_grace_period and abs(current_profit) < 2.0:
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logger.info(
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f"[GRACE PERIOD] Loss fuzzy={exit_confidence:.2%} suppressed "
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f"(t={time_since_entry:.0f}s < {grace_period_sec}s, loss=${current_profit:.2f})"
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f"(t={trade_age_seconds:.0f}s < {grace_period_sec:.0f}s, loss=${current_profit:.2f})"
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)
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else:
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return True, ExitReason.POSITION_LIMIT, (
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@@ -1531,11 +1525,11 @@ class SmartRiskManager:
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exit_confidence, current_profit, tp_hard
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)
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if should_exit and close_fraction > 0.3:
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# Suppress kelly exit during grace period for small losses
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if in_grace_period and abs(current_profit) < 200: # $2.00
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# v0.2.5f: Only suppress tiny losses (<$2) during grace
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if in_grace_period and abs(current_profit) < 2.0:
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logger.info(
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f"[GRACE PERIOD] Kelly loss exit suppressed "
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f"(t={time_since_entry:.0f}s < {grace_period_sec}s)"
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f"(t={trade_age_seconds:.0f}s < {grace_period_sec:.0f}s)"
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)
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else:
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return True, ExitReason.POSITION_LIMIT, (
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@@ -1546,20 +1540,32 @@ class SmartRiskManager:
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# CHECK -1: NO RECOVERY ZONE ($15 threshold)
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# If loss >= $15, exit immediately - no point waiting for recovery
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NO_RECOVERY_THRESHOLD = 1500 # $15.00 per 0.01 lot
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# v0.2.5f: Fixed unit — current_profit is in DOLLARS (was 1500=$1500, never triggered)
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NO_RECOVERY_THRESHOLD = 15.0 # $15.00
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if current_profit <= -NO_RECOVERY_THRESHOLD:
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return True, ExitReason.POSITION_LIMIT, (
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f"[NO RECOVERY] Loss ${abs(current_profit):.2f} too deep "
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f"(threshold ${NO_RECOVERY_THRESHOLD/100:.2f}) - cut immediately"
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f"(threshold ${NO_RECOVERY_THRESHOLD:.2f}) - cut immediately"
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)
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# CHECK 0: EMERGENCY CAP ($20 per 0.01 lot)
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# CHECK 0: EMERGENCY CAP ($20)
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# Absolute maximum loss cap - last resort protection
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EMERGENCY_MAX_LOSS = 2000 # $20.00 per 0.01 lot
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# v0.2.5f: Fixed unit — current_profit is in DOLLARS (was 2000=$2000, never triggered)
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EMERGENCY_MAX_LOSS = 20.0 # $20.00
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if current_profit <= -EMERGENCY_MAX_LOSS:
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return True, ExitReason.POSITION_LIMIT, (
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f"[EMERGENCY CAP] Max loss ${abs(current_profit):.2f} exceeded "
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f"${EMERGENCY_MAX_LOSS/100:.2f} limit - emergency exit!"
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f"${EMERGENCY_MAX_LOSS:.2f} limit - emergency exit!"
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)
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# === v0.2.5f: GOLDEN EMERGENCY EXIT ===
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# Never-profitable trades in Golden Session with steep loss → cut fast
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# Golden = extreme volatility, if -$5+ in 45s and never profitable, it's going wrong
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if (is_golden and not guard.ever_profitable
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and current_profit < -5.0 and trade_age_seconds >= 45):
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return True, ExitReason.POSITION_LIMIT, (
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f"[GOLDEN EMERGENCY] Loss ${abs(current_profit):.2f} never-profitable "
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f"after {trade_age_seconds:.0f}s in Golden Session — cutting fast"
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)
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# === CHECK 0A: BREAKEVEN SHIELD (percentage-based, dynamic) ===
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