Update SOXL live dependencies and indicators

application/runtime_strategy_adapters.py

@@ -6,6 +6,7 @@
 from dataclasses import dataclass
 from typing import Any
 
+from quant_platform_kit.common.runtime_inputs import build_semiconductor_rotation_indicators_from_history
 from quant_platform_kit.strategy_contracts import build_account_state_from_portfolio_snapshot
 
 
@@ -119,29 +120,11 @@ def build_semiconductor_indicators(self, market_data_source, *, trend_window: in
         if len(soxx_history) < trend_window:
             raise RuntimeError(f"SOXX history has {len(soxx_history)} candles; need at least {trend_window}")
 
-        soxl_closes = [float(candle["close"]) for candle in soxl_history[-trend_window:]]
-        soxx_all_closes = [float(candle["close"]) for candle in soxx_history]
-        soxx_trend_closes = soxx_all_closes[-trend_window:]
-        soxx_ma20_closes = soxx_all_closes[-20:]
-        previous_soxx_ma20_closes = soxx_all_closes[-21:-1]
-        soxx_ma20 = sum(soxx_ma20_closes) / 20
-        previous_soxx_ma20 = (
-            sum(previous_soxx_ma20_closes) / 20
-            if len(previous_soxx_ma20_closes) == 20
-            else soxx_ma20
+        return build_semiconductor_rotation_indicators_from_history(
+            soxl_history=(float(candle["close"]) for candle in soxl_history),
+            soxx_history=(float(candle["close"]) for candle in soxx_history),
+            trend_ma_window=trend_window,
         )
-        return {
-            "soxl": {
-                "price": soxl_closes[-1],
-                "ma_trend": sum(soxl_closes) / trend_window,
-            },
-            "soxx": {
-                "price": soxx_all_closes[-1],
-                "ma_trend": sum(soxx_trend_closes) / trend_window,
-                "ma20": soxx_ma20,
-                "ma20_slope": soxx_ma20 - previous_soxx_ma20,
-            },
-        }
 
     def build_account_state_from_snapshot(self, snapshot) -> dict[str, object]:
         return build_account_state_from_portfolio_snapshot(

notifications/telegram.py

@@ -50,6 +50,11 @@
         "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}",
+        "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}",
         "limit_buy": "限价买入",
         "market_buy": "市价买入",
         "market_sell": "市价卖出",
@@ -128,6 +133,11 @@
         "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}",
+        "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}",
         "limit_buy": "Limit Buy",
         "market_buy": "Market Buy",
         "market_sell": "Market Sell",

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
-quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@573fc9e9917cf1f2c1acda9232c5a23a8a05d797
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@53911cbe32f6932e759522e54aa38ca5350aa44e
+quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@8769362096227320bc05c791b5244d4b3e88db50
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@ed55a6af0245323dbed82060e89be96d8f77f756
 pandas
 requests
 pandas_market_calendars

tests/test_notifications.py

@@ -45,6 +45,17 @@ def test_build_translator_supports_chinese(self):
             ),
             "SOXX 站上 140 日门槛线，持有 SOXL 70.0% + SOXX 20.0%",
         )
+        self.assertEqual(
+            translate(
+                "blend_gate_reason_volatility_delever",
+                symbol="SOXX",
+                window=20,
+                volatility="55.0%",
+                threshold="50.0%",
+                redirect_symbol="SOXX",
+            ),
+            "SOXX 20 日年化波动率 55.0% 高于 50.0%，SOXL 转向 SOXX",
+        )
         self.assertEqual(
             translate(
                 "small_account_warning_note",

tests/test_request_handling.py

@@ -477,6 +477,12 @@ def fake_history(_client, symbol):
         self.assertAlmostEqual(indicators["soxx"]["ma_trend"], sum(210.0 + idx for idx in range(10, 160)) / 150)
         self.assertAlmostEqual(indicators["soxx"]["ma20"], sum(210.0 + idx for idx in range(140, 160)) / 20)
         self.assertGreater(indicators["soxx"]["ma20_slope"], 0.0)
+        self.assertEqual(indicators["soxx"]["rsi14"], 100.0)
+        self.assertIn("realized_volatility_20", indicators["soxx"])
+        self.assertEqual(
+            indicators["soxx"]["realized_volatility"],
+            indicators["soxx"]["realized_volatility_20"],
+        )
 
 
 if __name__ == "__main__":