From 5814d85a1b7410857914fa8b0713cfc6aa7c34de Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sat, 6 Jun 2026 11:34:55 +0800 Subject: [PATCH 1/2] Clarify SOXL risk-cap notification copy --- notifications/telegram.py | 8 ++++---- tests/test_notifications.py | 4 ++-- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/notifications/telegram.py b/notifications/telegram.py index 428ed10..f758196 100644 --- a/notifications/telegram.py +++ b/notifications/telegram.py @@ -85,8 +85,8 @@ "market_status_blend_gate_defensive": "🛡️ 降杠杆（{asset}）", "signal_blend_gate_risk_on": "{trend_symbol} 站上 {window} 日门槛线，持有 SOXL {soxl_ratio} + SOXX {soxx_ratio}", "signal_blend_gate_defensive": "{trend_symbol} 跌破门槛线，防守持有 SOXX {soxx_ratio}", - "market_status_blend_gate_overlay_capped": "🧯 过热降档（{asset}）", - "signal_blend_gate_overlay_capped": "{trend_symbol} 仍在 {window} 日门槛线上方，但触发过热降档（{reasons}），目标仓位 {allocation_text}", + "market_status_blend_gate_overlay_capped": "🧯 风控降档（{asset}）", + "signal_blend_gate_overlay_capped": "{trend_symbol} 仍在 {window} 日门槛线上方，但触发风控降档（{reasons}），目标仓位 {allocation_text}", "blend_gate_reason_rsi_cap": "RSI 超阈值", "blend_gate_reason_bollinger_cap": "突破布林上轨", "blend_gate_reason_volatility_delever": "{symbol} {window} 日年化波动率 {volatility} 高于 {threshold}，SOXL 转向 {redirect_symbol}", @@ -207,8 +207,8 @@ "market_status_blend_gate_defensive": "🛡️ DE-LEVER ({asset})", "signal_blend_gate_risk_on": "{trend_symbol} above {window}d gated entry, hold SOXL {soxl_ratio} + SOXX {soxx_ratio}", "signal_blend_gate_defensive": "{trend_symbol} below gated entry, hold defensive SOXX {soxx_ratio}", - "market_status_blend_gate_overlay_capped": "🧯 HEAT-CAP ({asset})", - "signal_blend_gate_overlay_capped": "{trend_symbol} stays above the {window}d gate, but overlay cap ({reasons}) cuts exposure to {allocation_text}", + "market_status_blend_gate_overlay_capped": "🧯 RISK-CAP ({asset})", + "signal_blend_gate_overlay_capped": "{trend_symbol} stays above the {window}d gate, but risk cap ({reasons}) cuts exposure to {allocation_text}", "blend_gate_reason_rsi_cap": "RSI over threshold", "blend_gate_reason_bollinger_cap": "price above upper band", "blend_gate_reason_volatility_delever": "{symbol} {window}d annualized volatility {volatility} is above {threshold}; redirect SOXL to {redirect_symbol}", diff --git a/tests/test_notifications.py b/tests/test_notifications.py index fade450..3ea1305 100644 --- a/tests/test_notifications.py +++ b/tests/test_notifications.py @@ -50,7 +50,7 @@ def test_build_translator_supports_chinese(self): ) self.assertEqual( translate("market_status_blend_gate_overlay_capped", asset="SOXX"), - "🧯 过热降档（SOXX）", + "🧯 风控降档（SOXX）", ) self.assertEqual( translate( @@ -60,7 +60,7 @@ def test_build_translator_supports_chinese(self): reasons="RSI 超阈值 + 突破布林上轨", allocation_text="SOXX 15.0%", ), - "SOXX 仍在 140 日门槛线上方，但触发过热降档（RSI 超阈值 + 突破布林上轨），目标仓位 SOXX 15.0%", + "SOXX 仍在 140 日门槛线上方，但触发风控降档（RSI 超阈值 + 突破布林上轨），目标仓位 SOXX 15.0%", ) self.assertEqual( translate( From bb320ff3d3edf3b8815fd75111e1b567fe4b6d7a Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sat, 6 Jun 2026 11:38:20 +0800 Subject: [PATCH 2/2] Update SOXL risk-cap test expectations --- tests/test_rebalance_service.py | 62 ++++++++++++++++----------------- 1 file changed, 31 insertions(+), 31 deletions(-) diff --git a/tests/test_rebalance_service.py b/tests/test_rebalance_service.py index e65f646..e318de8 100644 --- a/tests/test_rebalance_service.py +++ b/tests/test_rebalance_service.py @@ -1012,7 +1012,7 @@ def test_strategy_target_keeps_cash_when_only_risk_target_is_unbuyable(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=1191.03, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", @@ -1051,7 +1051,7 @@ def test_small_account_cash_substitution_note_is_not_duplicated_after_sell_refre current_min_trade=10.0, trade_threshold_value=10.0, investable_cash=1420.53, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", @@ -1071,7 +1071,7 @@ def test_small_account_cash_substitution_note_is_not_duplicated_after_sell_refre current_min_trade=10.0, trade_threshold_value=10.0, investable_cash=1420.01, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", @@ -1141,11 +1141,11 @@ def test_strategy_target_buy_floors_to_cash_backed_whole_shares(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=726.38, - market_status="🧯 过热降档（SOXX+SOXL）", + market_status="🧯 风控降档（SOXX+SOXL）", deploy_ratio_text="65.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 65.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 65.0%", available_cash=758.56, total_strategy_equity=1072.67, portfolio_rows=(("SOXL",),), @@ -1172,11 +1172,11 @@ def test_limit_buy_floors_to_whole_shares(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=726.38, - market_status="🧯 过热降档（SOXX+SOXL）", + market_status="🧯 风控降档（SOXX+SOXL）", deploy_ratio_text="65.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 65.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 65.0%", available_cash=758.56, total_strategy_equity=1072.67, portfolio_rows=(("SOXL",),), @@ -1260,7 +1260,7 @@ def test_limit_sell_floors_to_whole_shares(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=0.0, - market_status="🧯 过热降档（BOXX）", + market_status="🧯 风控降档（BOXX）", deploy_ratio_text="0.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", @@ -1321,7 +1321,7 @@ def test_zero_target_sell_uses_sellable_quantity_not_price_derived_floor(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=891.03, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="0.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", @@ -1510,11 +1510,11 @@ def test_cash_sweep_symbol_can_fund_buy_when_investable_cash_is_zero(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=0.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=0.0, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1530,11 +1530,11 @@ def test_cash_sweep_symbol_can_fund_buy_when_investable_cash_is_zero(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=1200.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=500.0, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1568,11 +1568,11 @@ def test_cash_sweep_symbol_can_fund_buy_when_investable_cash_is_positive_but_sho current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=200.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=200.0, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1588,11 +1588,11 @@ def test_cash_sweep_symbol_can_fund_buy_when_investable_cash_is_positive_but_sho current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=700.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=700.0, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1625,11 +1625,11 @@ def test_cash_sweep_symbol_does_not_sell_when_sweep_cannot_fund_one_share(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=14.46, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=14.46, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1645,11 +1645,11 @@ def test_cash_sweep_symbol_does_not_sell_when_sweep_cannot_fund_one_share(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=114.46, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=114.46, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1684,11 +1684,11 @@ def test_cash_sweep_symbol_sells_full_position_when_helper_cannot_fund_buy(self) current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=14.46, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=14.46, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1704,11 +1704,11 @@ def test_cash_sweep_symbol_sells_full_position_when_helper_cannot_fund_buy(self) current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=175.46, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=175.46, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1744,11 +1744,11 @@ def test_dry_run_cash_sweep_can_simulate_buy_after_sell_settlement(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=0.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=0.0, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1779,11 +1779,11 @@ def test_dry_run_cash_sweep_reports_note_when_estimator_is_zero(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=0.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="15.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", - signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%", + signal_message="SOXX 仍在 140 日门槛线上方，但触发风控降档，目标仓位 SOXL 15.0%", available_cash=0.0, total_strategy_equity=1000.0, portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)), @@ -1817,7 +1817,7 @@ def test_dry_run_rebuys_cash_sweep_symbol_with_remaining_investable_cash(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=1200.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="0.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%", @@ -1850,7 +1850,7 @@ def test_cash_sweep_rebuy_skips_when_broker_estimate_is_zero(self): current_min_trade=100.0, trade_threshold_value=100.0, investable_cash=1200.0, - market_status="🧯 过热降档（SOXX）", + market_status="🧯 风控降档（SOXX）", deploy_ratio_text="0.0%", income_ratio_text="0.0%", income_locked_ratio_text="0.0%",