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fix(v0.2.5): trajectory hold only for ever-profitable trades

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- Trajectory HOLD now requires ever_profitable=True
- Never-profitable trades: trajectory recovery prediction ignored
- Trajectory OVERRIDE for fuzzy exit also requires ever_profitable
- Saves ~$2.50 per trade (close at -$3.97 instead of -$6.47)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-11 21:58:12 +07:00
parent d92e89634d
commit f2a62a1e0b
1 changed files with 10 additions and 6 deletions
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src/smart_risk_manager.py
+10 -6
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@@ -1307,16 +1307,20 @@ class SmartRiskManager:
pred_1m = predictions.get('pred_1m', 0)
logger.info(f"[TRAJ-OUT] pred_1m=${pred_1m:.2f} | conf={predictions['confidence']:.0%}")
if should_hold:
# Predicted high profit - DON'T EXIT yet
if should_hold and guard.ever_profitable:
# v0.2.5: Only hold if trade was ONCE profitable
# Never-profitable trades: trajectory recovery too speculative
logger.info(
f"[TRAJECTORY HOLD] {pred_reason} | "
f"Predictions: 1m=${predictions['pred_1m']:.2f}, "
f"3m=${predictions['pred_3m']:.2f} (conf={predictions['confidence']:.0%})"
)
# Skip fuzzy exit check - continue holding
# (will still be subject to other safety checks below)
pass # Don't return yet, continue to other checks
elif should_hold and not guard.ever_profitable:
logger.info(
f"[TRAJECTORY SKIP] Never-profitable, ignoring hold prediction "
f"(pred_1m=${predictions['pred_1m']:.2f})"
)
# 2. MOMENTUM PERSISTENCE: Adjust fuzzy threshold based on momentum strength
if self.momentum_persistence is not None and len(guard.velocity_history) >= 3:
@@ -1435,8 +1439,8 @@ class SmartRiskManager:
regime=regime # v0.2.0: Pass regime for dampening
)
)
if should_hold and predictions.get('pred_1m', 0) > current_profit * 2:
# Predicted profit 2x higher in 1 minute - strong hold signal
if should_hold and predictions.get('pred_1m', 0) > current_profit * 2 and guard.ever_profitable:
# v0.2.5: Only override if trade was ONCE profitable
trajectory_override = True
logger.warning(
f"[TRAJECTORY OVERRIDE] Predicted ${predictions['pred_1m']:.2f} in 1min "