neuroalpha 0.2.0 → 0.3.12

package/server/model/live.js

@@ -1,486 +1,489 @@
-import { createRun, finishRun, saveTrade, updateRunMetrics, getRun, getTrades, deleteRun, kvGet, kvSet } from '../db.js';
-import { normalizeParams } from '../settings.js';
-import { round, DAY, MSK, fmtBarMsk } from '../util.js';
-import { hub } from '../hub.js';
-import { latestBarTs } from '../data/moex.js';
-import { loadDataset, barsFromHours, BAR_MS, BAR_INTERVAL } from './dataset.js';
-import { predictAt, lastClosedIndex } from './forecast.js';
-import { computeReport, downsample } from './metrics.js';
-import { MODELS } from './models.js';
-import { blockingNews } from '../news/index.js';
-import { currentUserId } from '../auth/index.js';
-import { notifyUser } from '../notify/index.js';
-
-const dayKey = (ts) => new Date(ts + MSK).toISOString().slice(0, 10);
-
-function buildBenchmark(baseRunId) {
-  if (!baseRunId) return null;
-  const br = getRun(Number(baseRunId));
-  if (!br?.metrics?.full) return null;
-  const f = br.metrics.full;
-  const days = Math.max(1, Math.round(((br.metrics.period?.till || 0) - (br.metrics.period?.from || 0)) / DAY));
-  return {
-    runId: br.id,
-    returnPct: f.returnPct,
-    marketPct: f.marketPct,
-    maxDrawdownPct: f.maxDrawdownPct,
-    trades: f.trades,
-    periodDays: days,
-    dailyPct: round(f.returnPct / days, 4),
-  };
-}
-
-// Движок виртуальных счетов: поддерживает несколько независимых счетов одновременно.
-// Каждый счёт замораживает свои настройки при запуске (эксперименты в песочнице его не меняют)
-// и при запуске «из прогона» сверяет фактический результат с историческим коридором этого прогона.
-class LiveEngine {
-  constructor() {
-    this.accounts = new Map(); // runId -> state
-    this.timer = null;
-  }
-
-  #direction(s) {
-    return s.params.modelDirection || 'long';
-  }
-
-  #borrow(s, h, ts) {
-    return h.alloc * ((s.params.modelShortFeePct ?? 0) / 100) * ((ts - h.entryTs) / DAY / 365);
-  }
-
-  #openPnl(s, h, price, ts) {
-    return h.side === 'short' ? h.alloc * (1 - price / h.entryPrice) - this.#borrow(s, h, ts) : h.alloc * (price / h.entryPrice - 1);
-  }
-
-  snapshotOf(s, ts = Date.now()) {
-    let mtm = 0;
-    const positions = [...s.held.entries()].map(([symbol, h]) => {
-      const pnl = this.#openPnl(s, h, h.lastPrice, ts);
-      mtm += pnl;
-      return {
-        symbol, side: h.side || 'long', qty: round(h.alloc / h.entryPrice, 2),
-        entryTs: h.entryTs, entryPrice: round(h.entryPrice, 4), lastPrice: round(h.lastPrice, 4),
-        pnl: round(pnl - h.entryCost, 2), expectedPct: h.expectedPct,
-      };
-    });
-    return { equity: round(s.equity + mtm, 2), cash: round(s.equity, 2), positions, pending: s.pending.map((o) => ({ action: o.action, symbol: o.symbol })) };
-  }
-
-  snapshot(ts = Date.now()) {
-    const p = this.#primary();
-    return p ? this.snapshotOf(p, ts) : { equity: 0, cash: 0, positions: [], pending: [] };
-  }
-
-  #primary() {
-    const list = [...this.accounts.values()].sort((a, b) => b.runId - a.runId);
-    return list.find((a) => a.running) || list[0] || null;
-  }
-
-  #accountStatus(s) {
-    const snap = this.snapshotOf(s);
-    const cap = s.params.capital || 1000000;
-    const pnl = round(snap.equity - cap, 2);
-    const returnPct = round((pnl / cap) * 100, 2);
-    const endTs = s.running ? Date.now() : (s.stoppedAt || Date.now());
-    const elapsedDays = Math.max(0.05, round((endTs - s.startedAt) / DAY, 2));
-    let corridor = null;
-    if (s.benchmark) {
-      const expPct = round(s.benchmark.dailyPct * elapsedDays, 2);
-      const bandPct = round(Math.max(1.5, (s.benchmark.maxDrawdownPct || 10) * Math.sqrt(elapsedDays / Math.max(30, s.benchmark.periodDays))), 1);
-      const status = returnPct < expPct - bandPct ? 'below' : returnPct > expPct + bandPct ? 'above' : 'inside';
-      corridor = { runId: s.benchmark.runId, expectedPct: expPct, bandPct, minPct: round(expPct - bandPct, 1), maxPct: round(expPct + bandPct, 1), histReturnPct: s.benchmark.returnPct, histMaxDdPct: s.benchmark.maxDrawdownPct, status };
-    }
-    return {
-      running: s.running, runId: s.runId, name: s.name || `Виртуальный счёт №${s.runId}`,
-      baseRunId: s.baseRunId || null, benchmark: s.benchmark || null, corridor,
-      params: s.params, startedAt: s.startedAt, stoppedAt: s.stoppedAt || null, lastBarTs: s.lastBarTs,
-      error: s.error, busy: s.busy, snapshot: snap, returnPct, pnl,
-      recent: s.recent.slice(0, 20), metrics: s.metrics,
-    };
-  }
-
-  status(uid = currentUserId()) {
-    const list = [...this.accounts.values()].filter((s) => (s.userId || 1) === (uid || 1)).sort((a, b) => b.runId - a.runId).map((s) => this.#accountStatus(s));
-    const primary = list.find((a) => a.running) || list[0] || null;
-    if (!primary) return { running: false, accounts: [] };
-    return {
-      ...primary,
-      running: list.some((a) => a.running),
-      accounts: list,
-    };
-  }
-
-  #ensureTimer() {
-    const running = [...this.accounts.values()].filter((a) => a.running);
-    if (!running.length) {
-      if (this.timer) { clearInterval(this.timer); this.timer = null; }
-      return;
-    }
-    if (!this.timer) {
-      const pollSec = Math.max(15, Math.min(...running.map((a) => Number(a.params.paperPollSec) || 60)));
-      this.timer = setInterval(() => this.tick(), pollSec * 1000);
-    }
-  }
-
-  async start(input, { source = 'user', name = '', baseRunId = null, capital = null, maxAccounts = 5 } = {}) {
-    const uid = currentUserId();
-    const runningCount = [...this.accounts.values()].filter((a) => a.running && (a.userId || 1) === uid).length;
-    if (runningCount >= maxAccounts) throw new Error(`По вашему тарифу доступно одновременно не более ${maxAccounts} виртуальных счетов`);
-    const baseRun = baseRunId ? getRun(Number(baseRunId)) : null;
-    const rawParams = baseRun?.params ? { ...baseRun.params, ...input } : input;
-    const params = normalizeParams(rawParams);
-    if (capital && Number(capital) >= 10000) params.capital = Math.round(Number(capital));
-    const benchmark = buildBenchmark(baseRunId);
-    const accName = String(name || '').trim() || (baseRunId ? `Из эксперимента №${baseRunId} (${MODELS[params.modelType]?.label || params.modelType}, ${params.modelTopK} акц.)` : `Счёт · ${MODELS[params.modelType]?.label || params.modelType}, ${params.modelTopK} акц.`);
-    const runId = createRun('paper', { ...params, _source: source, _baseRunId: baseRunId || null, _name: accName }, uid);
-    const s = {
-      userId: uid, running: true, runId, name: accName, baseRunId: baseRunId ? Number(baseRunId) : null, benchmark,
-      params, source, startedAt: Date.now(), stoppedAt: null, lastBarTs: null, lastSeenTs: null, error: null, busy: false,
-      equity: params.capital, held: new Map(), pending: [], trades: [], curve: [], recent: [], metrics: null,
-      barsSinceRebalance: Infinity, day: null, dayStartEquity: params.capital, dayTrades: [],
-    };
-    this.accounts.set(runId, s);
-    this.#persist();
-    hub.emit({ type: 'paper:started', runId, source, name: accName, baseRunId: s.baseRunId });
-    hub.emit({ type: 'paper:status', status: this.status() });
-    this.#ensureTimer();
-    this.tick();
-    return runId;
-  }
-
-  #serialize(s) {
-    return {
-      userId: s.userId || 1, runId: s.runId, name: s.name, baseRunId: s.baseRunId, benchmark: s.benchmark,
-      running: s.running, params: s.params, source: s.source, startedAt: s.startedAt, stoppedAt: s.stoppedAt,
-      equity: s.equity, held: [...s.held.entries()], pending: s.pending, curve: s.curve.slice(-3000),
-      lastBarTs: s.lastBarTs, lastSeenTs: s.lastSeenTs, decisionTs: s.decisionTs ?? null,
-      barsSinceRebalance: Number.isFinite(s.barsSinceRebalance) ? s.barsSinceRebalance : null,
-      day: s.day, dayStartEquity: s.dayStartEquity, dayTrades: s.dayTrades, recent: s.recent.slice(0, 20), savedAt: Date.now(),
-    };
-  }
-
-  #persist() {
-    const arr = [...this.accounts.values()].map((s) => this.#serialize(s));
-    kvSet('liveAccounts', arr);
-    const prim = this.#primary();
-    kvSet('liveState', prim && prim.running ? this.#serialize(prim) : null);
-  }
-
-  resume() {
-    let list = kvGet('liveAccounts');
-    if (!Array.isArray(list) || !list.length) {
-      const legacy = kvGet('liveState');
-      list = legacy?.runId ? [legacy] : [];
-    }
-    let resumedAny = false;
-    for (const st of list) {
-      if (!st?.runId || this.accounts.has(st.runId)) continue;
-      const run = getRun(st.runId);
-      if (!run || run.mode !== 'paper' || !st.params?.modelHorizon) continue;
-      const isRunning = Boolean(st.running && run.status === 'running');
-      const trades = getTrades(st.runId).map((t) => ({
-        symbol: t.symbol, side: t.side, pnl: t.pnl, pnlPct: t.pnl_pct, entryTs: t.entry_ts, exitTs: t.exit_ts, commission: t.commission,
-        barsHeld: Math.round((t.exit_ts - t.entry_ts) / 600000) * BAR_INTERVAL,
-      }));
-      const curve = st.curve || [];
-      const s = {
-        userId: st.userId || run.user_id || 1,
-        running: isRunning, runId: st.runId, name: String(st.name || run.params?._name || `Виртуальный счёт №${st.runId}`).replace(/^Из прогона/i, 'Из эксперимента'),
-        baseRunId: st.baseRunId ?? run.params?._baseRunId ?? null,
-        benchmark: st.benchmark ?? buildBenchmark(st.baseRunId ?? run.params?._baseRunId),
-        params: st.params, source: st.source || 'user', startedAt: st.startedAt, stoppedAt: st.stoppedAt || null,
-        lastBarTs: st.lastBarTs ?? null, lastSeenTs: null, decisionTs: st.decisionTs ?? undefined, error: null, busy: false,
-        equity: st.equity, held: new Map((st.held || []).map(([sym, h]) => [sym, { side: 'long', ...h }])),
-        pending: st.pending || [], trades, curve, recent: st.recent || [],
-        metrics: computeReport(trades, curve.length ? curve : [{ ts: Date.now(), equity: st.params.capital }], st.params.capital, 0),
-        barsSinceRebalance: st.barsSinceRebalance ?? Infinity, day: st.day ?? null,
-        dayStartEquity: st.dayStartEquity ?? st.params.capital, dayTrades: st.dayTrades || [],
-      };
-      this.accounts.set(s.runId, s);
-      if (isRunning) {
-        resumedAny = true;
-        hub.emit({ type: 'paper:resumed', runId: s.runId });
-      }
-    }
-    if (this.accounts.size) {
-      this.#persist();
-      hub.emit({ type: 'paper:status', status: this.status() });
-    }
-    if (resumedAny) {
-      this.#ensureTimer();
-      this.tick();
-    }
-    return resumedAny;
-  }
-
-  async suspend() {
-    if (this.timer) { clearInterval(this.timer); this.timer = null; }
-    for (const s of this.accounts.values()) s.suspended = true;
-    for (let i = 0; i < 15 && [...this.accounts.values()].some((s) => s.busy); i++) await new Promise((r) => setTimeout(r, 100));
-    this.#persist();
-    return true;
-  }
-
-  async tick() {
-    const running = [...this.accounts.values()].filter((s) => s.running && !s.busy && !s.suspended);
-    if (!running.length) return;
-    let latest = null;
-    try { latest = await latestBarTs('IMOEX', BAR_INTERVAL); } catch { /* проверим в самом счёте */ }
-    for (const s of running) {
-      await this.#tickAccount(s, latest);
-    }
-  }
-
-  async #tickAccount(s, latest) {
-    if (!s.running || s.busy || s.suspended) return;
-    if (latest !== null && latest === s.lastSeenTs) return;
-    s.busy = true;
-    let changed = false;
-    try {
-      const p = s.params;
-      const now = Date.now();
-      const ds = await loadDataset({ fromTs: now - Math.ceil(p.modelTrainDays * 1.5 + 25) * DAY, tillTs: now, useMacro: p.modelUseMacro, useDividends: p.modelUseDividends !== false });
-      s.lastSeenTs = latest;
-      changed = true;
-      const bySym = new Map(ds.tokens.map((t, i) => [t.symbol, i]));
-      const last = lastClosedIndex(ds, now);
-
-      if (s.lastBarTs !== null && last >= 0) {
-        for (let j = 0; j < last; j++) {
-          const t = ds.timeline[j];
-          if (t <= s.lastBarTs) continue;
-          let mtm = 0;
-          for (const [sym, h] of s.held) {
-            const i = bySym.get(sym);
-            const px = i !== undefined ? ds.tokens[i].close[j] : 0;
-            if (px > 0) mtm += this.#openPnl(s, h, px, t);
-          }
-          s.curve.push({ ts: t, equity: round(s.equity + mtm, 2) });
-        }
-      }
-
-      if (s.deleted) return;
-      if (s.pending.length) {
-        const k = ds.timeline.findIndex((t) => t > s.decisionTs);
-        if (k >= 0) this.#execute(s, ds, k, bySym);
-      }
-      if (last >= 0 && ds.timeline[last] !== s.lastBarTs && (s.lastBarTs === null || ds.timeline[last] > s.lastBarTs)) {
-        await this.#onBar(s, ds, last, bySym);
-      }
-      s.error = null;
-    } catch (e) {
-      s.error = e.message;
-      if (s.running && !s.deleted) hub.emit({ type: 'log', level: 'error', text: `${s.name}: ${e.message}` });
-    } finally {
-      s.busy = false;
-      if (changed && !s.suspended && !s.deleted) this.#persist();
-      hub.emit({ type: 'paper:status', status: this.status() });
-    }
-  }
-
-  #execute(s, ds, k, bySym) {
-    const cost = (s.params.commissionPct + s.params.slippagePct) / 100;
-    const ts = ds.timeline[k];
-    const price = (sym) => { const i = bySym.get(sym); const tk = ds.tokens[i]; return tk && (tk.open[k] > 0 ? tk.open[k] : tk.close[k]); };
-    for (const o of s.pending.filter((x) => x.action === 'sell' || x.action === 'cover')) {
-      const h = s.held.get(o.symbol);
-      const px = price(o.symbol);
-      if (!h || !(px > 0)) continue;
-      const short = h.side === 'short';
-      const gross = short ? h.alloc * (1 - px / h.entryPrice) : h.alloc * (px / h.entryPrice - 1);
-      const fee = (short ? h.alloc - gross : h.alloc + gross) * cost;
-      const borrow = short ? this.#borrow(s, h, ts) : 0;
-      s.equity += gross - fee - borrow;
-      const pnl = gross - fee - borrow - h.entryCost;
-      const t = {
-        symbol: o.symbol, side: h.side, qty: round(h.alloc / h.entryPrice, 2), entryTs: h.entryTs, entryPrice: round(h.entryPrice, 4),
-        exitTs: ts, exitPrice: round(px, 4), stop: null, take: null, pnl: round(pnl, 2), pnlPct: round((pnl / h.alloc) * 100, 3),
-        commission: round(fee + h.entryCost, 2), barsHeld: Math.round((ts - h.entryTs) / 600000) * BAR_INTERVAL, reasonEntry: h.reason, reasonExit: o.reason,
-        meta: { model: s.params.modelType, exitKind: 'signal', source: 'model', ...(short ? { borrow: round(borrow, 2) } : {}) },
-      };
-      s.held.delete(o.symbol);
-      s.trades.push(t);
-      s.dayTrades.push(t);
-      saveTrade(s.runId, t);
-      hub.emit({ type: 'paper:trade', runId: s.runId, trade: t });
-    }
-    const K = s.params.modelTopK;
-    const dir = this.#direction(s);
-    const slots = dir === 'long' ? K : 2 * K;
-    const autoAdapt = s.params.modelAutoAdapt !== false;
-    const maxSlotWeight = dir === 'long' ? Math.min(0.45, Math.max(1 / K, 1.35 / K)) : (dir === 'neutral' ? Math.min(0.22, 1 / (2 * K)) : Math.min(0.30, 1.2 / (2 * K)));
-    const invVol = s.params.modelAllocMode === 'invvol';
-    const buyOrders = s.pending.filter((x) => x.action === 'buy' || x.action === 'short');
-    const usedStart = [...s.held.values()].reduce((sum, h) => sum + h.alloc, 0);
-    let avail = Math.max(0, s.equity * 0.99 - usedStart);
-    for (let idx = 0; idx < buyOrders.length; idx++) {
-      const o = buyOrders[idx];
-      const side = o.action === 'short' ? 'short' : 'long';
-      const px = price(o.symbol);
-      if (s.held.has(o.symbol) || !(px > 0) || [...s.held.values()].filter((h) => h.side === side).length >= K) continue;
-      const baseAlloc = autoAdapt ? Math.min(s.equity * maxSlotWeight, avail / Math.max(1, buyOrders.length - idx)) : Math.min(s.equity / slots, avail / Math.max(1, buyOrders.length - idx));
-      let alloc = baseAlloc;
-      if (invVol && o.weight > 0) {
-        alloc = Math.min(baseAlloc * o.weight, avail / Math.max(1, buyOrders.length - idx));
-      }
-      if (!(alloc > 1000)) continue;
-      avail = Math.max(0, avail - alloc);
-      const fee = alloc * cost;
-      s.equity -= fee;
-      s.held.set(o.symbol, { side, entryTs: ts, entryPrice: px, lastPrice: px, alloc, entryCost: fee, reason: o.reason, expectedPct: o.expectedPct });
-      hub.emit({ type: 'paper:fill', runId: s.runId, position: { symbol: o.symbol, side, qty: round(alloc / px, 2), price: px } });
-      notifyUser(s.userId || 1, `НейроАльфа · Виртуальный счёт «${s.name}»\n${side === 'short' ? 'Открыт шорт' : 'Куплено'}: ${o.symbol} по ${round(px, 3)} ₽ на ${round(alloc, 0)} ₽`).catch(() => {});
-    }
-    s.pending = [];
-  }
-
-  async #onBar(s, ds, idx, bySym) {
-    const p = s.params;
-    const ts = ds.timeline[idx];
-    const d = dayKey(ts);
-    if (s.day && d !== s.day) {
-      hub.emit({ type: 'paper:day_end', runId: s.runId, day: s.day, startEquity: s.dayStartEquity, endEquity: this.snapshotOf(s).equity, trades: s.dayTrades, snapshot: this.snapshotOf(s), params: p });
-      s.dayTrades = [];
-      s.dayStartEquity = this.snapshotOf(s).equity;
-    }
-    s.day = d;
-    for (const [sym, h] of s.held) { const i = bySym.get(sym); if (i !== undefined && ds.tokens[i].close[idx] > 0) h.lastPrice = ds.tokens[i].close[idx]; }
-    s.curve.push({ ts, equity: this.snapshotOf(s).equity });
-    s.lastBarTs = ts;
-
-    const step = { ts, bar: fmtBarMsk(ts), decisions: [], top: [] };
-    s.barsSinceRebalance++;
-    const H = barsFromHours(p.modelHorizon);
-    const autoAdapt = p.modelAutoAdapt !== false;
-    const stepBars = autoAdapt ? Math.max(2, Math.floor(H / 2)) : H;
-    if (s.barsSinceRebalance >= stepBars) {
-      await new Promise((r) => setImmediate(r));
-      const r = await predictAt(ds, p, idx);
-      const row = new Map(r.rows.map((x) => [x.symbol, x]));
-      const dir = this.#direction(s);
-      const K = p.modelTopK;
-      const closing = new Set();
-      const closePos = (sym, why) => {
-        const x = row.get(sym);
-        const short = s.held.get(sym).side === 'short';
-        const action = short ? 'cover' : 'sell';
-        s.pending.push({ action, symbol: sym, reason: why || `Прогноз ослаб: ожидание ${x ? x.expectedPct : '—'}% за ${round(p.modelHorizon, 2)} ч` });
-        step.decisions.push({ action, symbol: sym, text: `${short ? 'закрыть продажу' : 'продать'} — ${why ? why.toLowerCase() : `прогноз ослаб (${x ? x.expectedPct : '—'}%)`}` });
-        closing.add(sym);
-      };
-      const exitRatio = autoAdapt ? 0.75 : Number(p.modelExitRatio ?? 0.5);
-      const minHoldBars = p.modelMinHoldHours > 0 ? barsFromHours(p.modelMinHoldHours) : 0;
-      const mktDown = p.modelMarketFilter === 'ma' && dir !== 'neutral' && r.marketDown;
-      const quarantined = new Set();
-      if (autoAdapt && s.trades.length >= 3) {
-        const stMap = new Map();
-        for (const t of s.trades) {
-          // затухание прошлых штрафов с возрастом сделки (~15 торговых дней полураспада)
-          const ageSteps = Math.max(0, (ts - (t.exitTs || ts)) / (stepBars * BAR_MS));
-          const wDecay = Math.pow(0.99, ageSteps);
-          const cur = stMap.get(t.symbol) || { pnl: 0, cnt: 0 };
-          cur.pnl = cur.pnl * 0.90 + (Number(t.pnlPct || 0) / 100) * wDecay;
-          cur.cnt += wDecay;
-          stMap.set(t.symbol, cur);
-        }
-        for (const [sym, st] of stMap) if (st.cnt >= 3 && st.pnl < -0.012) quarantined.add(sym);
-      }
-      for (const [sym, h] of s.held) {
-        const x = row.get(sym);
-        const heldBars = Math.round((ts - h.entryTs) / BAR_MS);
-        const lock = minHoldBars > 0 && heldBars < minHoldBars && x && x.liquid && (h.side === 'short' ? x.expected <= 0 : x.expected >= 0);
-        const req = r.threshold * (autoAdapt && heldBars < H ? 0.35 : exitRatio);
-        if (!lock && !(x && x.liquid && (h.side === 'short' ? x.expected < -req : x.expected > req))) closePos(sym);
-      }
-      const sideHeld = (side) => [...s.held].filter(([sym, h]) => h.side === side && !closing.has(sym));
-      const nb = p.newsFilter ? blockingNews(6) : null;
-      const take = (list, side, n) => {
-        const lim = Math.max(0, n);
-        const out = [];
-        for (const x of list) {
-          if (out.length >= lim) break;
-          if (quarantined.has(x.symbol)) { step.decisions.push({ action: 'skip', symbol: x.symbol, text: 'Пропущена: в карантине после серии убыточных сделок' }); continue; }
-          const b = nb?.get(x.symbol)?.[side === 'buy' ? 'bad' : 'good'];
-          if (b) { step.decisions.push({ action: 'skip', symbol: x.symbol, text: `Пропущена: ${side === 'buy' ? 'плохая' : 'хорошая'} новость — ${b.gist}` }); continue; }
-          out.push(x);
-        }
-        return out;
-      };
-      let entries;
-      if (dir === 'long') {
-        const free = K - s.held.size + s.pending.filter((o) => o.action === 'sell').length;
-        const candL = mktDown ? [] : r.rows.filter((x) => x.signal && !s.held.has(x.symbol)).sort((a, b) => b.expected - a.expected);
-        if (mktDown && free > 0) step.decisions.push({ action: 'skip', symbol: 'IMOEX', text: 'Новые покупки пропущены: индекс Мосбиржи падает' });
-        entries = take(candL, 'buy', free).map((x) => [x, 'buy']);
-      } else {
-        const open = (x) => !s.held.has(x.symbol) || closing.has(x.symbol);
-        const candL = mktDown ? [] : r.rows.filter((x) => x.signal && open(x)).sort((a, b) => b.expected - a.expected);
-        const candS = r.rows.filter((x) => x.shortSignal && open(x)).sort((a, b) => a.expected - b.expected);
-        if (mktDown && dir === 'longshort') step.decisions.push({ action: 'skip', symbol: 'IMOEX', text: 'Новые покупки пропущены: индекс Мосбиржи падает' });
-        let nL, nS;
-        if (dir === 'longshort') {
-          nL = K - sideHeld('long').length;
-          nS = K - sideHeld('short').length;
-        } else {
-          const pairs = Math.min(K, sideHeld('long').length + candL.length, countSideShort(sideHeld('short').length, candS.length));
-          if (!autoAdapt) {
-            for (const side of ['long', 'short']) {
-              const extra = sideHeld(side).sort((a, b) => (side === 'long' ? 1 : -1) * ((row.get(a[0])?.expected ?? 0) - (row.get(b[0])?.expected ?? 0)));
-              for (const [sym] of extra.slice(0, Math.max(0, extra.length - pairs))) closePos(sym, 'Нет пары с другой стороны');
-            }
-          }
-          nL = Math.max(0, pairs - sideHeld('long').length);
-          nS = Math.max(0, pairs - sideHeld('short').length);
-        }
-        entries = [...take(candL, 'buy', nL).map((x) => [x, 'buy']), ...take(candS, 'short', nS).map((x) => [x, 'short'])];
-      }
-      for (const [x, action] of entries) {
-        const infl = x.influences?.length ? x.influences.map((n) => n.symbol).join(', ') : '';
-        const exp = `${x.expectedPct > 0 ? '+' : ''}${x.expectedPct}`;
-        const why = `Стратегия «${MODELS[r.chosen].label}»: ${action === 'short' ? 'продажа: ' : ''}ожидание ${exp}% за ${round(p.modelHorizon, 2)} ч относительно рынка${infl ? `; влияют ${infl}` : ''}`;
-        s.pending.push({ action, symbol: x.symbol, reason: why, expectedPct: x.expectedPct, weight: x.weight ?? 1 });
-        step.decisions.push({ action, symbol: symName(x), text: `${action === 'short' ? 'продать без покупки' : 'купить'} — ожидание ${exp}%${infl ? `, влияют ${infl}` : ''}` });
-      }
-      step.top = [...r.rows].sort((a, b) => b.expected - a.expected).slice(0, 5).map((x) => ({ symbol: x.symbol, expectedPct: x.expectedPct, signal: x.signal }));
-      step.thresholdPct = round(r.threshold * 100, 3);
-      if (s.pending.length) s.decisionTs = ts;
-      s.barsSinceRebalance = 0;
-    }
-    s.recent.unshift(step);
-    s.recent.length = Math.min(s.recent.length, 50);
-    s.metrics = computeReport(s.trades, s.curve, p.capital, 0);
-    updateRunMetrics(s.runId, s.metrics, downsample(s.curve));
-    hub.emit({ type: 'paper:step', runId: s.runId, step, snapshot: this.snapshotOf(s) });
-  }
-
-  stop(runId = null) {
-    const target = runId ? this.accounts.get(Number(runId)) : [...this.accounts.values()].find((a) => a.running);
-    if (!target || !target.running) return false;
-    target.running = false;
-    target.stoppedAt = Date.now();
-    target.metrics = computeReport(target.trades, target.curve.length ? target.curve : [{ ts: Date.now(), equity: target.params.capital }], target.params.capital, 0);
-    finishRun(target.runId, { status: 'stopped', metrics: target.metrics, equity: downsample(target.curve) });
-    this.#ensureTimer();
-    this.#persist();
-    hub.emit({ type: 'paper:stopped', runId: target.runId, metrics: target.metrics, open: this.snapshotOf(target).positions.length });
-    hub.emit({ type: 'paper:status', status: this.status() });
-    return true;
-  }
-
-  remove(runId) {
-    const id = Number(runId);
-    const s = this.accounts.get(id);
-    if (!s) return false;
-    s.deleted = true;
-    if (s.running) this.stop(id);
-    this.accounts.delete(id);
-    deleteRun(id);
-    this.#persist();
-    hub.emit({ type: 'paper:status', status: this.status() });
-    return true;
-  }
-}
-
-const countSideShort = (a, b) => a + b;
-const symName = (x) => x.symbol;
-
-export const live = new LiveEngine();
+// Copyright (c) 2026 Roman A. Perepelkin. Licensed under the MIT License.
+import { createRun, finishRun, saveTrade, updateRunMetrics, getRun, getTrades, deleteRun, kvGet, kvSet } from '../db.js';
+import { normalizeParams } from '../settings.js';
+import { round, DAY, MSK, fmtBarMsk } from '../util.js';
+import { hub } from '../hub.js';
+import { latestBarTs } from '../data/moex.js';
+import { loadDataset, barsFromHours, BAR_MS, BAR_INTERVAL } from './dataset.js';
+import { predictAt, lastClosedIndex } from './forecast.js';
+import { computeReport, downsample } from './metrics.js';
+import { MODELS } from './models.js';
+import { blockingNews } from '../news/index.js';
+import { currentUserId } from '../auth/index.js';
+import { notifyUser } from '../notify/index.js';
+
+const dayKey = (ts) => new Date(ts + MSK).toISOString().slice(0, 10);
+
+function buildBenchmark(baseRunId) {
+  if (!baseRunId) return null;
+  const br = getRun(Number(baseRunId));
+  if (!br?.metrics?.full) return null;
+  const f = br.metrics.full;
+  const days = Math.max(1, Math.round(((br.metrics.period?.till || 0) - (br.metrics.period?.from || 0)) / DAY));
+  return {
+    runId: br.id,
+    returnPct: f.returnPct,
+    marketPct: f.marketPct,
+    maxDrawdownPct: f.maxDrawdownPct,
+    trades: f.trades,
+    periodDays: days,
+    dailyPct: round(f.returnPct / days, 4),
+  };
+}
+
+// Движок виртуальных счетов: поддерживает несколько независимых счетов одновременно.
+// Каждый счёт замораживает свои настройки при запуске (эксперименты в песочнице его не меняют)
+// и при запуске «из прогона» сверяет фактический результат с историческим коридором этого прогона.
+class LiveEngine {
+  constructor() {
+    this.accounts = new Map(); // runId -> state
+    this.timer = null;
+  }
+
+  #direction(s) {
+    return s.params.modelDirection || 'long';
+  }
+
+  #borrow(s, h, ts) {
+    return h.alloc * ((s.params.modelShortFeePct ?? 0) / 100) * ((ts - h.entryTs) / DAY / 365);
+  }
+
+  #openPnl(s, h, price, ts) {
+    return h.side === 'short' ? h.alloc * (1 - price / h.entryPrice) - this.#borrow(s, h, ts) : h.alloc * (price / h.entryPrice - 1);
+  }
+
+  snapshotOf(s, ts = Date.now()) {
+    let mtm = 0;
+    const positions = [...s.held.entries()].map(([symbol, h]) => {
+      const pnl = this.#openPnl(s, h, h.lastPrice, ts);
+      mtm += pnl;
+      return {
+        symbol, side: h.side || 'long', qty: round(h.alloc / h.entryPrice, 2),
+        entryTs: h.entryTs, entryPrice: round(h.entryPrice, 4), lastPrice: round(h.lastPrice, 4),
+        pnl: round(pnl - h.entryCost, 2), expectedPct: h.expectedPct,
+      };
+    });
+    return { equity: round(s.equity + mtm, 2), cash: round(s.equity, 2), positions, pending: s.pending.map((o) => ({ action: o.action, symbol: o.symbol })) };
+  }
+
+  snapshot(ts = Date.now()) {
+    const p = this.#primary();
+    return p ? this.snapshotOf(p, ts) : { equity: 0, cash: 0, positions: [], pending: [] };
+  }
+
+  #primary() {
+    const list = [...this.accounts.values()].sort((a, b) => b.runId - a.runId);
+    return list.find((a) => a.running) || list[0] || null;
+  }
+
+  #accountStatus(s) {
+    const snap = this.snapshotOf(s);
+    const cap = s.params.capital || 1000000;
+    const pnl = round(snap.equity - cap, 2);
+    const returnPct = round((pnl / cap) * 100, 2);
+    const endTs = s.running ? Date.now() : (s.stoppedAt || Date.now());
+    const elapsedDays = Math.max(0.05, round((endTs - s.startedAt) / DAY, 2));
+    let corridor = null;
+    if (s.benchmark) {
+      const expPct = round(s.benchmark.dailyPct * elapsedDays, 2);
+      const bandPct = round(Math.max(1.5, (s.benchmark.maxDrawdownPct || 10) * Math.sqrt(elapsedDays / Math.max(30, s.benchmark.periodDays))), 1);
+      const status = returnPct < expPct - bandPct ? 'below' : returnPct > expPct + bandPct ? 'above' : 'inside';
+      corridor = { runId: s.benchmark.runId, expectedPct: expPct, bandPct, minPct: round(expPct - bandPct, 1), maxPct: round(expPct + bandPct, 1), histReturnPct: s.benchmark.returnPct, histMaxDdPct: s.benchmark.maxDrawdownPct, status };
+    }
+    return {
+      running: s.running, runId: s.runId, name: s.name || `Виртуальный счёт №${s.runId}`,
+      baseRunId: s.baseRunId || null, benchmark: s.benchmark || null, corridor,
+      params: s.params, startedAt: s.startedAt, stoppedAt: s.stoppedAt || null, lastBarTs: s.lastBarTs,
+      error: s.error, busy: s.busy, snapshot: snap, returnPct, pnl,
+      recent: s.recent.slice(0, 20), metrics: s.metrics,
+    };
+  }
+
+  status(uid = currentUserId()) {
+    const list = [...this.accounts.values()].filter((s) => (s.userId || 1) === (uid || 1)).sort((a, b) => b.runId - a.runId).map((s) => this.#accountStatus(s));
+    const primary = list.find((a) => a.running) || list[0] || null;
+    if (!primary) return { running: false, accounts: [] };
+    return {
+      ...primary,
+      running: list.some((a) => a.running),
+      accounts: list,
+    };
+  }
+
+  #ensureTimer() {
+    const running = [...this.accounts.values()].filter((a) => a.running);
+    if (!running.length) {
+      if (this.timer) { clearInterval(this.timer); this.timer = null; }
+      return;
+    }
+    if (!this.timer) {
+      const pollSec = Math.max(15, Math.min(...running.map((a) => Number(a.params.paperPollSec) || 60)));
+      this.timer = setInterval(() => this.tick(), pollSec * 1000);
+    }
+  }
+
+  async start(input, { source = 'user', name = '', baseRunId = null, capital = null, maxAccounts = 5 } = {}) {
+    const uid = currentUserId();
+    const runningCount = [...this.accounts.values()].filter((a) => a.running && (a.userId || 1) === uid).length;
+    if (runningCount >= maxAccounts) throw new Error(`По вашему тарифу доступно одновременно не более ${maxAccounts} виртуальных счетов`);
+    const baseRun = baseRunId ? getRun(Number(baseRunId)) : null;
+    const rawParams = baseRun?.params ? { ...baseRun.params, ...input } : input;
+    const params = normalizeParams(rawParams);
+    if (capital && Number(capital) >= 10000) params.capital = Math.round(Number(capital));
+    const benchmark = buildBenchmark(baseRunId);
+    const accName = String(name || '').trim() || (baseRunId ? `Из эксперимента №${baseRunId} (${MODELS[params.modelType]?.label || params.modelType}, ${params.modelTopK} акц.)` : `Счёт · ${MODELS[params.modelType]?.label || params.modelType}, ${params.modelTopK} акц.`);
+    const runId = createRun('paper', { ...params, _source: source, _baseRunId: baseRunId || null, _name: accName }, uid);
+    const s = {
+      userId: uid, running: true, runId, name: accName, baseRunId: baseRunId ? Number(baseRunId) : null, benchmark,
+      params, source, startedAt: Date.now(), stoppedAt: null, lastBarTs: null, lastSeenTs: null, error: null, busy: false,
+      equity: params.capital, held: new Map(), pending: [], trades: [], curve: [], recent: [], metrics: null,
+      barsSinceRebalance: Infinity, day: null, dayStartEquity: params.capital, dayTrades: [],
+    };
+    this.accounts.set(runId, s);
+    this.#persist();
+    hub.emit({ type: 'paper:started', runId, source, name: accName, baseRunId: s.baseRunId });
+    hub.emit({ type: 'paper:status', status: this.status() });
+    this.#ensureTimer();
+    this.tick();
+    return runId;
+  }
+
+  #serialize(s) {
+    return {
+      userId: s.userId || 1, runId: s.runId, name: s.name, baseRunId: s.baseRunId, benchmark: s.benchmark,
+      running: s.running, params: s.params, source: s.source, startedAt: s.startedAt, stoppedAt: s.stoppedAt,
+      equity: s.equity, held: [...s.held.entries()], pending: s.pending, curve: s.curve.slice(-3000),
+      lastBarTs: s.lastBarTs, lastSeenTs: s.lastSeenTs, decisionTs: s.decisionTs ?? null,
+      barsSinceRebalance: Number.isFinite(s.barsSinceRebalance) ? s.barsSinceRebalance : null,
+      day: s.day, dayStartEquity: s.dayStartEquity, dayTrades: s.dayTrades, recent: s.recent.slice(0, 20), savedAt: Date.now(),
+    };
+  }
+
+  #persist() {
+    const arr = [...this.accounts.values()].map((s) => this.#serialize(s));
+    kvSet('liveAccounts', arr);
+    const prim = this.#primary();
+    kvSet('liveState', prim && prim.running ? this.#serialize(prim) : null);
+  }
+
+  resume() {
+    let list = kvGet('liveAccounts');
+    if (!Array.isArray(list) || !list.length) {
+      const legacy = kvGet('liveState');
+      list = legacy?.runId ? [legacy] : [];
+    }
+    let resumedAny = false;
+    for (const st of list) {
+      if (!st?.runId || this.accounts.has(st.runId)) continue;
+      const run = getRun(st.runId);
+      if (!run || run.mode !== 'paper' || !st.params?.modelHorizon) continue;
+      const isRunning = Boolean(st.running && run.status === 'running');
+      const trades = getTrades(st.runId).map((t) => ({
+        symbol: t.symbol, side: t.side, pnl: t.pnl, pnlPct: t.pnl_pct, entryTs: t.entry_ts, exitTs: t.exit_ts, commission: t.commission,
+        barsHeld: Math.round((t.exit_ts - t.entry_ts) / 600000) * BAR_INTERVAL,
+      }));
+      const curve = st.curve || [];
+      const s = {
+        userId: st.userId || run.user_id || 1,
+        running: isRunning, runId: st.runId, name: String(st.name || run.params?._name || `Виртуальный счёт №${st.runId}`).replace(/^Из прогона/i, 'Из эксперимента'),
+        baseRunId: st.baseRunId ?? run.params?._baseRunId ?? null,
+        benchmark: st.benchmark ?? buildBenchmark(st.baseRunId ?? run.params?._baseRunId),
+        params: st.params, source: st.source || 'user', startedAt: st.startedAt, stoppedAt: st.stoppedAt || null,
+        lastBarTs: st.lastBarTs ?? null, lastSeenTs: null, decisionTs: st.decisionTs ?? undefined, error: null, busy: false,
+        equity: st.equity, held: new Map((st.held || []).map(([sym, h]) => [sym, { side: 'long', ...h }])),
+        pending: st.pending || [], trades, curve, recent: st.recent || [],
+        metrics: computeReport(trades, curve.length ? curve : [{ ts: Date.now(), equity: st.params.capital }], st.params.capital, 0),
+        barsSinceRebalance: st.barsSinceRebalance ?? Infinity, day: st.day ?? null,
+        dayStartEquity: st.dayStartEquity ?? st.params.capital, dayTrades: st.dayTrades || [],
+      };
+      this.accounts.set(s.runId, s);
+      if (isRunning) {
+        resumedAny = true;
+        hub.emit({ type: 'paper:resumed', runId: s.runId });
+      }
+    }
+    if (this.accounts.size) {
+      this.#persist();
+      hub.emit({ type: 'paper:status', status: this.status() });
+    }
+    if (resumedAny) {
+      this.#ensureTimer();
+      this.tick();
+    }
+    return resumedAny;
+  }
+
+  async suspend() {
+    if (this.timer) { clearInterval(this.timer); this.timer = null; }
+    for (const s of this.accounts.values()) s.suspended = true;
+    for (let i = 0; i < 15 && [...this.accounts.values()].some((s) => s.busy); i++) await new Promise((r) => setTimeout(r, 100));
+    this.#persist();
+    return true;
+  }
+
+  async tick() {
+    const running = [...this.accounts.values()].filter((s) => s.running && !s.busy && !s.suspended);
+    if (!running.length) return;
+    let latest = null;
+    try { latest = await latestBarTs('IMOEX', BAR_INTERVAL); } catch { /* проверим в самом счёте */ }
+    for (const s of running) {
+      await this.#tickAccount(s, latest);
+    }
+  }
+
+  async #tickAccount(s, latest) {
+    if (!s.running || s.busy || s.suspended) return;
+    if (latest !== null && latest === s.lastSeenTs) return;
+    s.busy = true;
+    let changed = false;
+    try {
+      const p = s.params;
+      const now = Date.now();
+      const ds = await loadDataset({ fromTs: now - Math.ceil(p.modelTrainDays * 1.5 + 25) * DAY, tillTs: now, useMacro: p.modelUseMacro, useDividends: p.modelUseDividends !== false });
+      s.lastSeenTs = latest;
+      changed = true;
+      const bySym = new Map(ds.tokens.map((t, i) => [t.symbol, i]));
+      const last = lastClosedIndex(ds, now);
+
+      if (s.lastBarTs !== null && last >= 0) {
+        for (let j = 0; j < last; j++) {
+          const t = ds.timeline[j];
+          if (t <= s.lastBarTs) continue;
+          let mtm = 0;
+          for (const [sym, h] of s.held) {
+            const i = bySym.get(sym);
+            const px = i !== undefined ? ds.tokens[i].close[j] : 0;
+            if (px > 0) mtm += this.#openPnl(s, h, px, t);
+          }
+          s.curve.push({ ts: t, equity: round(s.equity + mtm, 2) });
+        }
+      }
+
+      if (s.deleted) return;
+      if (s.pending.length) {
+        const k = ds.timeline.findIndex((t) => t > s.decisionTs);
+        if (k >= 0) this.#execute(s, ds, k, bySym);
+      }
+      if (last >= 0 && ds.timeline[last] !== s.lastBarTs && (s.lastBarTs === null || ds.timeline[last] > s.lastBarTs)) {
+        await this.#onBar(s, ds, last, bySym);
+      }
+      s.error = null;
+    } catch (e) {
+      s.error = e.message;
+      if (s.running && !s.deleted) hub.emit({ type: 'log', level: 'error', text: `${s.name}: ${e.message}` });
+    } finally {
+      s.busy = false;
+      if (changed && !s.suspended && !s.deleted) this.#persist();
+      hub.emit({ type: 'paper:status', status: this.status() });
+    }
+  }
+
+  #execute(s, ds, k, bySym) {
+    const cost = (s.params.commissionPct + s.params.slippagePct) / 100;
+    const ts = ds.timeline[k];
+    const price = (sym) => { const i = bySym.get(sym); const tk = ds.tokens[i]; return tk && (tk.open[k] > 0 ? tk.open[k] : tk.close[k]); };
+    for (const o of s.pending.filter((x) => x.action === 'sell' || x.action === 'cover')) {
+      const h = s.held.get(o.symbol);
+      const px = price(o.symbol);
+      if (!h || !(px > 0)) continue;
+      const short = h.side === 'short';
+      const gross = short ? h.alloc * (1 - px / h.entryPrice) : h.alloc * (px / h.entryPrice - 1);
+      const fee = (short ? h.alloc - gross : h.alloc + gross) * cost;
+      const borrow = short ? this.#borrow(s, h, ts) : 0;
+      s.equity += gross - fee - borrow;
+      const pnl = gross - fee - borrow - h.entryCost;
+      const t = {
+        symbol: o.symbol, side: h.side, qty: round(h.alloc / h.entryPrice, 2), entryTs: h.entryTs, entryPrice: round(h.entryPrice, 4),
+        exitTs: ts, exitPrice: round(px, 4), stop: null, take: null, pnl: round(pnl, 2), pnlPct: round((pnl / h.alloc) * 100, 3),
+        commission: round(fee + h.entryCost, 2), barsHeld: Math.round((ts - h.entryTs) / 600000) * BAR_INTERVAL, reasonEntry: h.reason, reasonExit: o.reason,
+        meta: { model: s.params.modelType, exitKind: 'signal', source: 'model', ...(short ? { borrow: round(borrow, 2) } : {}) },
+      };
+      s.held.delete(o.symbol);
+      s.trades.push(t);
+      s.dayTrades.push(t);
+      saveTrade(s.runId, t);
+      hub.emit({ type: 'paper:trade', runId: s.runId, trade: t });
+    }
+    const K = s.params.modelTopK;
+    const dir = this.#direction(s);
+    const slots = dir === 'long' ? K : 2 * K;
+    const autoAdapt = s.params.modelAutoAdapt !== false;
+    const maxSlotWeight = dir === 'long' ? Math.min(0.45, Math.max(1 / K, 1.35 / K)) : (dir === 'neutral' ? Math.min(0.25, 1 / (2 * K)) : Math.min(0.35, 1.4 / (2 * K)));
+    const invVol = s.params.modelAllocMode === 'invvol';
+    const effMinEdge = autoAdapt ? 2.5 : s.params.modelMinEdge;
+    const needPct = effMinEdge * 2 * (s.params.commissionPct + s.params.slippagePct);
+    const buyOrders = s.pending.filter((x) => x.action === 'buy' || x.action === 'short');
+    const usedStart = [...s.held.values()].reduce((sum, h) => sum + h.alloc, 0);
+    let avail = Math.max(0, s.equity * 0.99 - usedStart);
+    for (let idx = 0; idx < buyOrders.length; idx++) {
+      const o = buyOrders[idx];
+      const side = o.action === 'short' ? 'short' : 'long';
+      const px = price(o.symbol);
+      if (s.held.has(o.symbol) || !(px > 0) || [...s.held.values()].filter((h) => h.side === side).length >= K) continue;
+      const conv = autoAdapt && needPct > 0 && o.expectedPct ? Math.min(1.20, Math.max(0.85, 0.80 + 0.20 * (Math.abs(o.expectedPct) / needPct))) : 1;
+      const baseAlloc = autoAdapt ? Math.min(s.equity * maxSlotWeight * conv, avail / Math.max(1, buyOrders.length - idx)) : Math.min(s.equity / slots, avail / Math.max(1, buyOrders.length - idx));
+      let alloc = baseAlloc;
+      if (invVol && o.weight > 0) {
+        alloc = Math.min(baseAlloc * o.weight, avail / Math.max(1, buyOrders.length - idx));
+      }
+      if (!(alloc > 1000)) continue;
+      avail = Math.max(0, avail - alloc);
+      const fee = alloc * cost;
+      s.equity -= fee;
+      s.held.set(o.symbol, { side, entryTs: ts, entryPrice: px, lastPrice: px, alloc, entryCost: fee, reason: o.reason, expectedPct: o.expectedPct });
+      hub.emit({ type: 'paper:fill', runId: s.runId, position: { symbol: o.symbol, side, qty: round(alloc / px, 2), price: px } });
+      notifyUser(s.userId || 1, `НейроАльфа · Виртуальный счёт «${s.name}»\n${side === 'short' ? 'Открыт шорт' : 'Куплено'}: ${o.symbol} по ${round(px, 3)} ₽ на ${round(alloc, 0)} ₽`).catch(() => {});
+    }
+    s.pending = [];
+  }
+
+  async #onBar(s, ds, idx, bySym) {
+    const p = s.params;
+    const ts = ds.timeline[idx];
+    const d = dayKey(ts);
+    if (s.day && d !== s.day) {
+      hub.emit({ type: 'paper:day_end', runId: s.runId, day: s.day, startEquity: s.dayStartEquity, endEquity: this.snapshotOf(s).equity, trades: s.dayTrades, snapshot: this.snapshotOf(s), params: p });
+      s.dayTrades = [];
+      s.dayStartEquity = this.snapshotOf(s).equity;
+    }
+    s.day = d;
+    for (const [sym, h] of s.held) { const i = bySym.get(sym); if (i !== undefined && ds.tokens[i].close[idx] > 0) h.lastPrice = ds.tokens[i].close[idx]; }
+    s.curve.push({ ts, equity: this.snapshotOf(s).equity });
+    s.lastBarTs = ts;
+
+    const step = { ts, bar: fmtBarMsk(ts), decisions: [], top: [] };
+    s.barsSinceRebalance++;
+    const autoAdapt = p.modelAutoAdapt !== false;
+    const effHorizon = autoAdapt ? 2.5 : p.modelHorizon;
+    const H = barsFromHours(effHorizon);
+    const stepBars = autoAdapt ? Math.max(2, Math.floor(H / 2)) : H;
+    if (s.barsSinceRebalance >= stepBars) {
+      await new Promise((r) => setImmediate(r));
+      const r = await predictAt(ds, p, idx);
+      const row = new Map(r.rows.map((x) => [x.symbol, x]));
+      const dir = this.#direction(s);
+      const K = p.modelTopK;
+      const closing = new Set();
+      const closePos = (sym, why) => {
+        const x = row.get(sym);
+        const short = s.held.get(sym).side === 'short';
+        const action = short ? 'cover' : 'sell';
+        s.pending.push({ action, symbol: sym, reason: why || `Прогноз ослаб: ожидание ${x ? x.expectedPct : '—'}% за ${round(effHorizon, 2)} ч` });
+        step.decisions.push({ action, symbol: sym, text: `${short ? 'закрыть продажу' : 'продать'} — ${why ? why.toLowerCase() : `прогноз ослаб (${x ? x.expectedPct : '—'}%)`}` });
+        closing.add(sym);
+      };
+      const exitRatio = autoAdapt ? 0.95 : Number(p.modelExitRatio ?? 0.5);
+      const mktDown = p.modelMarketFilter === 'ma' && dir !== 'neutral' && r.marketDown;
+      const quarantined = new Set();
+      if (autoAdapt && s.trades.length >= 3) {
+        const stMap = new Map();
+        for (const t of s.trades) {
+          // затухание прошлых штрафов с возрастом сделки (~15 торговых дней полураспада)
+          const ageSteps = Math.max(0, (ts - (t.exitTs || ts)) / (stepBars * BAR_MS));
+          const wDecay = Math.pow(0.99, ageSteps);
+          const cur = stMap.get(t.symbol) || { pnl: 0, cnt: 0 };
+          cur.pnl = cur.pnl * 0.90 + (Number(t.pnlPct || 0) / 100) * wDecay;
+          cur.cnt += wDecay;
+          stMap.set(t.symbol, cur);
+        }
+        for (const [sym, st] of stMap) if (st.cnt >= 3 && st.pnl < -0.012) quarantined.add(sym);
+      }
+      for (const [sym, h] of s.held) {
+        const x = row.get(sym);
+        const heldBars = Math.round((ts - h.entryTs) / BAR_MS);
+        const req = r.threshold * (autoAdapt && heldBars <= 2 * stepBars ? 0.35 : exitRatio);
+        if (!(x && x.liquid && (h.side === 'short' ? x.expected < -req : x.expected > req))) closePos(sym);
+      }
+      const sideHeld = (side) => [...s.held].filter(([sym, h]) => h.side === side && !closing.has(sym));
+      const nb = p.newsFilter ? blockingNews(6) : null;
+      const take = (list, side, n) => {
+        const lim = Math.max(0, n);
+        const out = [];
+        for (const x of list) {
+          if (out.length >= lim) break;
+          if (quarantined.has(x.symbol)) { step.decisions.push({ action: 'skip', symbol: x.symbol, text: 'Пропущена: в карантине после серии убыточных сделок' }); continue; }
+          const b = nb?.get(x.symbol)?.[side === 'buy' ? 'bad' : 'good'];
+          if (b) { step.decisions.push({ action: 'skip', symbol: x.symbol, text: `Пропущена: ${side === 'buy' ? 'плохая' : 'хорошая'} новость — ${b.gist}` }); continue; }
+          out.push(x);
+        }
+        return out;
+      };
+      let entries;
+      if (dir === 'long') {
+        const free = K - s.held.size + s.pending.filter((o) => o.action === 'sell').length;
+        const candL = mktDown ? [] : r.rows.filter((x) => x.signal && !s.held.has(x.symbol)).sort((a, b) => b.expected - a.expected);
+        if (mktDown && free > 0) step.decisions.push({ action: 'skip', symbol: 'IMOEX', text: 'Новые покупки пропущены: индекс Мосбиржи падает' });
+        entries = take(candL, 'buy', free).map((x) => [x, 'buy']);
+      } else {
+        const open = (x) => !s.held.has(x.symbol) || closing.has(x.symbol);
+        const candL = mktDown ? [] : r.rows.filter((x) => x.signal && open(x)).sort((a, b) => b.expected - a.expected);
+        const candS = r.rows.filter((x) => x.shortSignal && open(x)).sort((a, b) => a.expected - b.expected);
+        if (mktDown && dir === 'longshort') step.decisions.push({ action: 'skip', symbol: 'IMOEX', text: 'Новые покупки пропущены: индекс Мосбиржи падает' });
+        let nL, nS;
+        if (dir === 'longshort') {
+          nL = K - sideHeld('long').length;
+          nS = K - sideHeld('short').length;
+        } else {
+          const pairs = Math.min(K, sideHeld('long').length + candL.length, countSideShort(sideHeld('short').length, candS.length));
+          if (!autoAdapt) {
+            for (const side of ['long', 'short']) {
+              const extra = sideHeld(side).sort((a, b) => (side === 'long' ? 1 : -1) * ((row.get(a[0])?.expected ?? 0) - (row.get(b[0])?.expected ?? 0)));
+              for (const [sym] of extra.slice(0, Math.max(0, extra.length - pairs))) closePos(sym, 'Нет пары с другой стороны');
+            }
+          }
+          nL = Math.max(0, pairs - sideHeld('long').length);
+          nS = Math.max(0, pairs - sideHeld('short').length);
+        }
+        entries = [...take(candL, 'buy', nL).map((x) => [x, 'buy']), ...take(candS, 'short', nS).map((x) => [x, 'short'])];
+      }
+      for (const [x, action] of entries) {
+        const infl = x.influences?.length ? x.influences.map((n) => n.symbol).join(', ') : '';
+        const exp = `${x.expectedPct > 0 ? '+' : ''}${x.expectedPct}`;
+        const why = `Стратегия «${MODELS[r.chosen].label}»: ${action === 'short' ? 'продажа: ' : ''}ожидание ${exp}% за ${round(p.modelHorizon, 2)} ч относительно рынка${infl ? `; влияют ${infl}` : ''}`;
+        s.pending.push({ action, symbol: x.symbol, reason: why, expectedPct: x.expectedPct, weight: x.weight ?? 1 });
+        step.decisions.push({ action, symbol: symName(x), text: `${action === 'short' ? 'продать без покупки' : 'купить'} — ожидание ${exp}%${infl ? `, влияют ${infl}` : ''}` });
+      }
+      step.top = [...r.rows].sort((a, b) => b.expected - a.expected).slice(0, 5).map((x) => ({ symbol: x.symbol, expectedPct: x.expectedPct, signal: x.signal }));
+      step.thresholdPct = round(r.threshold * 100, 3);
+      if (s.pending.length) s.decisionTs = ts;
+      s.barsSinceRebalance = 0;
+    }
+    s.recent.unshift(step);
+    s.recent.length = Math.min(s.recent.length, 50);
+    s.metrics = computeReport(s.trades, s.curve, p.capital, 0);
+    updateRunMetrics(s.runId, s.metrics, downsample(s.curve));
+    hub.emit({ type: 'paper:step', runId: s.runId, step, snapshot: this.snapshotOf(s) });
+  }
+
+  stop(runId = null) {
+    const target = runId ? this.accounts.get(Number(runId)) : [...this.accounts.values()].find((a) => a.running);
+    if (!target || !target.running) return false;
+    target.running = false;
+    target.stoppedAt = Date.now();
+    target.metrics = computeReport(target.trades, target.curve.length ? target.curve : [{ ts: Date.now(), equity: target.params.capital }], target.params.capital, 0);
+    finishRun(target.runId, { status: 'stopped', metrics: target.metrics, equity: downsample(target.curve) });
+    this.#ensureTimer();
+    this.#persist();
+    hub.emit({ type: 'paper:stopped', runId: target.runId, metrics: target.metrics, open: this.snapshotOf(target).positions.length });
+    hub.emit({ type: 'paper:status', status: this.status() });
+    return true;
+  }
+
+  remove(runId) {
+    const id = Number(runId);
+    const s = this.accounts.get(id);
+    if (!s) return false;
+    s.deleted = true;
+    if (s.running) this.stop(id);
+    this.accounts.delete(id);
+    deleteRun(id);
+    this.#persist();
+    hub.emit({ type: 'paper:status', status: this.status() });
+    return true;
+  }
+}
+
+const countSideShort = (a, b) => a + b;
+const symName = (x) => x.symbol;
+
+export const live = new LiveEngine();