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fix(torghut): align breakout exit trace #12427

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fix(torghut): align breakout exit trace #12427

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39 changes: 14 additions & 25 deletions services/torghut/app/trading/research_sleeve_evaluators/breakout_exit.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,9 +7,8 @@
from .core import (
SleeveSignalEvaluation,
SleeveSignalResult,
build_gate,
build_sleeve_result,
threshold_bool,
exit_trigger_gate,
)
from .helpers import (
decimal_param,
Expand Down Expand Up @@ -198,22 +197,19 @@ def breakout_exit_result(
)
)
)
exit_gate = build_gate(
name="exit",
category="exit",
thresholds=(
threshold_bool(
metric="breakout_failure_confirmed",
passed=breakout_failure_confirmed,
threshold=True,
),
threshold_bool(
metric="session_strength_reversal_confirmed",
passed=session_strength_reversal_confirmed,
threshold=False,
value=session_strength_reversal_confirmed,
),
),
price_below_opening_range_high = (
resolved_request.price_vs_opening_range_high_bps is not None
and optional_max_threshold(
resolved_request.price_vs_opening_range_high_bps,
exit_price_below_opening_range_high_bps,
)
)
exit_gate = exit_trigger_gate(
reason_flags={
"breakout_failure_confirmed": breakout_failure_confirmed,
"price_below_opening_range_high": price_below_opening_range_high,
"session_strength_reversal_confirmed": session_strength_reversal_confirmed,
}
)
if breakout_failure_confirmed:
return build_sleeve_result(
Expand All @@ -231,13 +227,6 @@ def breakout_exit_result(
trace_enabled=resolved_request.trace_enabled,
context=resolved_request.trace_context,
)
price_below_opening_range_high = (
resolved_request.price_vs_opening_range_high_bps is not None
and optional_max_threshold(
resolved_request.price_vs_opening_range_high_bps,
exit_price_below_opening_range_high_bps,
)
)
if price_below_opening_range_high or session_strength_reversal_confirmed:
return build_sleeve_result(
strategy_id=resolved_request.strategy_id,
Expand Down
7 changes: 6 additions & 1 deletion services/torghut/tests/strategy_runtime/test_runtime_breakout_b.py
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Original file line number Diff line number Diff line change
Expand Up @@ -555,14 +555,19 @@ def test_breakout_continuation_plugin_emits_sell_on_confirmed_breakout_failure(
)

feature_contract = normalize_feature_vector_v3(signal)
runtime = StrategyRuntime()
runtime = StrategyRuntime(trace_enabled=True)
decision = runtime.evaluate(strategy, feature_contract, timeframe="1Sec")

self.assertIsNotNone(decision)
assert decision is not None
self.assertEqual(decision.intent.action, "sell")
self.assertEqual(decision.plugin_id, "breakout_continuation_long")
self.assertIn("breakout_failed", decision.intent.rationale)
self.assertIsNotNone(decision.trace)
assert decision.trace is not None
exit_gate = decision.trace.gates[-1]
self.assertTrue(exit_gate.passed)
self.assertTrue(exit_gate.context["reasons"]["breakout_failure_confirmed"])

def test_breakout_continuation_plugin_does_not_exit_on_momentum_rollover_above_structure(
self,
Expand Down
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