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Merged
Pigbibi merged 2 commits into from
Jun 6, 2026
Merged

Clarify SOXL risk-cap notification copy #141

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5814d85
Clarify SOXL risk-cap notification copy
Pigbibi Jun 6, 2026
bb320ff
Update SOXL risk-cap test expectations
Pigbibi Jun 6, 2026
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8 changes: 4 additions & 4 deletions notifications/telegram.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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}",
Expand Down Expand Up @@ -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}",
Expand Down
4 changes: 2 additions & 2 deletions tests/test_notifications.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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(
Expand All @@ -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(
Expand Down
62 changes: 31 additions & 31 deletions tests/test_rebalance_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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%",
Expand Down Expand Up @@ -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%",
Expand All @@ -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%",
Expand Down Expand Up @@ -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",),),
Expand All @@ -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",),),
Expand Down Expand Up @@ -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%",
Expand Down Expand Up @@ -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%",
Expand Down Expand Up @@ -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",)),
Expand All @@ -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",)),
Expand Down Expand Up @@ -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",)),
Expand All @@ -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",)),
Expand Down Expand Up @@ -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",)),
Expand All @@ -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",)),
Expand Down Expand Up @@ -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",)),
Expand All @@ -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",)),
Expand Down Expand Up @@ -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",)),
Expand Down Expand Up @@ -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",)),
Expand Down Expand Up @@ -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%",
Expand Down Expand Up @@ -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%",
Expand Down