neuroalpha 0.5.27 → 0.5.29

package/server/model/dataset.js

@@ -1,5 +1,5 @@
 // Copyright (c) 2026 Roman A. Perepelkin. All rights reserved. Proprietary software.
-import { ensureCandles, ensureDividends, exDate, mskToTs, tsToDate } from '../data/moex.js';
+import { ensureCandles, ensureDividends, exDate, mskToTs, tsToDate, barMs } from '../data/moex.js';
 import { ensureVocab, ensureIndexHistory } from './vocab.js';
 import { kvGet, kvSet } from '../db.js';
 
@@ -221,13 +221,25 @@ export async function loadAlignedOpen(ds, symbol, { fromTs, tillTs, signal } = {
 // цены с переносом последнего значения, обороты, доходности, рынок (IMOEX).
 // Цены акций скорректированы на дивиденды (полная доходность; useDividends=false — без этого), макро — только при useMacro.
 export async function loadDataset({ interval = BAR_INTERVAL, fromTs, tillTs, useMacro = false, useDividends = true, localOnly = false, onProgress = () => {}, signal }) {
+  const now = Date.now();
+  const mskDate = new Date(now + MSK);
+  const mskDow = mskDate.getUTCDay();
+  const mskMins = mskDate.getUTCHours() * 60 + mskDate.getUTCMinutes();
+  const isTradingNow = !localOnly && mskDow >= 1 && mskDow <= 5 && mskMins >= 7 * 60 && mskMins <= 23 * 60 + 50 && tillTs >= now - 2 * 60000;
+  const bMs = barMs(interval);
+  const latestClosedSlotTs = Math.floor((Math.min(tillTs, now) - bMs) / bMs) * bMs;
+  const isCacheFreshForSlot = (entry) => {
+    if (!isTradingNow || now - entry.at < 50000) return true;
+    const lastBar = entry.ds?.timeline?.[entry.ds.T - 1] || 0;
+    return lastBar >= latestClosedSlotTs;
+  };
   const key = cacheKey(interval, fromTs, tillTs, useMacro, useDividends, localOnly);
   const hit = datasetCache.get(key);
-  if (hit && Date.now() - hit.at < 4 * 60000) return hit.ds;
+  if (hit && now - hit.at < 4 * 60000 && isCacheFreshForSlot(hit)) return hit.ds;
   // Если в памяти уже есть более широкий датасет (не localOnly), который полностью покрывает запрошенный диапазон [fromTs … tillTs], возвращаем его
   const modeKey = JSON.stringify([interval, useMacro ? 1 : 0, useDividends ? (process.env.DIVIDENDS_MODE || 1) : 0]);
   for (const v of datasetCache.values()) {
-    if (v.modeKey === modeKey && (!v.localOnly || localOnly) && Date.now() - v.at < 4 * 60000 && Math.abs(v.fromTs - fromTs) < 2 * DAY && Math.abs(v.tillTs - tillTs) < 10 * 60000) {
+    if (v.modeKey === modeKey && (!v.localOnly || localOnly) && now - v.at < 4 * 60000 && Math.abs(v.fromTs - fromTs) < 2 * DAY && Math.abs(v.tillTs - tillTs) < 10 * 60000 && isCacheFreshForSlot(v)) {
       return v.ds;
     }
   }

package/server/model/forecast.js

@@ -163,42 +163,53 @@ export const isModelTrainedToday = (p, now = Date.now()) => {
 // в первую очередь берёт секундные цены реального времени из T-Invest API (GetLastPrices, 0 секунд задержки!),
 // а недостающие тикеры и индекс IMOEX дополняет из MOEX ISS
 async function fetchLiveMoexSnapshot() {
+  let timer = null;
   try {
-    const [tbPrices, rShares, rIdx] = await Promise.all([
-      fetchTbankRealtimePrices().catch(() => null),
-      fetch('https://iss.moex.com/iss/engines/stock/markets/shares/boards/TQBR/securities.json?iss.meta=off&iss.only=marketdata&marketdata.columns=SECID,LAST,MARKETPRICE,LCURRENTPRICE,VALTODAY', { signal: AbortSignal.timeout(6000) }).catch(() => null),
-      fetch('https://iss.moex.com/iss/engines/stock/markets/index/boards/SNDX/securities/IMOEX.json?iss.meta=off&iss.only=marketdata&marketdata.columns=SECID,CURRENTVALUE,LASTVALUE', { signal: AbortSignal.timeout(6000) }).catch(() => null),
+    return await Promise.race([
+      (async () => {
+        const [tbPrices, rShares, rIdx] = await Promise.all([
+          fetchTbankRealtimePrices().catch(() => null),
+          fetch('https://iss.moex.com/iss/engines/stock/markets/shares/boards/TQBR/securities.json?iss.meta=off&iss.only=marketdata&marketdata.columns=SECID,LAST,MARKETPRICE,LCURRENTPRICE,VALTODAY', { signal: AbortSignal.timeout(6000) }).catch(() => null),
+          fetch('https://iss.moex.com/iss/engines/stock/markets/index/boards/SNDX/securities/IMOEX.json?iss.meta=off&iss.only=marketdata&marketdata.columns=SECID,CURRENTVALUE,LASTVALUE', { signal: AbortSignal.timeout(6000) }).catch(() => null),
+        ]);
+        const prices = new Map();
+        if (rShares?.ok) {
+          const j = await rShares.json().catch(() => null);
+          const cols = j?.marketdata?.columns || [];
+          const iSec = cols.indexOf('SECID');
+          const iLast = cols.indexOf('LAST');
+          const iMkt = cols.indexOf('MARKETPRICE');
+          const iCur = cols.indexOf('LCURRENTPRICE');
+          for (const row of j?.marketdata?.data || []) {
+            const sym = row[iSec];
+            const px = Number(row[iLast] || row[iMkt] || row[iCur] || 0);
+            if (sym && px > 0) prices.set(sym, px);
+          }
+        }
+        if (tbPrices?.size) {
+          for (const [sym, px] of tbPrices) {
+            if (px > 0) prices.set(sym, px);
+          }
+        }
+        if (!prices.size) return null;
+        let imoexPrice = 0;
+        if (rIdx?.ok) {
+          const ji = await rIdx.json().catch(() => null);
+          const ic = ji?.marketdata?.columns || [];
+          const ir = ji?.marketdata?.data?.[0];
+          if (ir) imoexPrice = Number(ir[ic.indexOf('CURRENTVALUE')] || ir[ic.indexOf('LASTVALUE')] || 0);
+        }
+        return { prices, imoexPrice, ts: Date.now(), realtime: Boolean(tbPrices?.size) };
+      })(),
+      new Promise((resolve) => {
+        timer = setTimeout(() => resolve(null), 7000);
+        timer.unref?.();
+      }),
     ]);
-    const prices = new Map();
-    if (rShares?.ok) {
-      const j = await rShares.json().catch(() => null);
-      const cols = j?.marketdata?.columns || [];
-      const iSec = cols.indexOf('SECID');
-      const iLast = cols.indexOf('LAST');
-      const iMkt = cols.indexOf('MARKETPRICE');
-      const iCur = cols.indexOf('LCURRENTPRICE');
-      for (const row of j?.marketdata?.data || []) {
-        const sym = row[iSec];
-        const px = Number(row[iLast] || row[iMkt] || row[iCur] || 0);
-        if (sym && px > 0) prices.set(sym, px);
-      }
-    }
-    if (tbPrices?.size) {
-      for (const [sym, px] of tbPrices) {
-        if (px > 0) prices.set(sym, px);
-      }
-    }
-    if (!prices.size) return null;
-    let imoexPrice = 0;
-    if (rIdx?.ok) {
-      const ji = await rIdx.json().catch(() => null);
-      const ic = ji?.marketdata?.columns || [];
-      const ir = ji?.marketdata?.data?.[0];
-      if (ir) imoexPrice = Number(ir[ic.indexOf('CURRENTVALUE')] || ir[ic.indexOf('LASTVALUE')] || 0);
-    }
-    return { prices, imoexPrice, ts: Date.now(), realtime: Boolean(tbPrices?.size) };
   } catch {
     return null;
+  } finally {
+    if (timer) clearTimeout(timer);
   }
 }
 
@@ -367,10 +378,16 @@ function buildPredictionRows(ds, p, idx, f, u, fitted, chosen, H, effMinEdge, au
     const p30m = tk.close[idx30m] || 0;
     const p1d = tk.close[idx1d] || 0;
     const p3d = tk.close[idx3d] || 0;
+    let maxPx1d = livePx;
+    for (let t = idx1d; t <= idx; t++) {
+      const c = tk.close[t];
+      if (c > maxPx1d) maxPx1d = c;
+    }
     const excess30m = (p30m > 0 && livePx > 0 ? (livePx / p30m - 1) : 0) - m30m;
     const excess1d = (p1d > 0 && livePx > 0 ? (livePx / p1d - 1) : 0) - m1d;
+    const peakExcess1d = (p1d > 0 && maxPx1d > 0 ? (maxPx1d / p1d - 1) : 0) - m1d;
     const excess3d = (p3d > 0 && livePx > 0 ? (livePx / p3d - 1) : 0) - m3d;
-    const isOverheated = excess1d >= 0.045 || excess3d >= 0.09;
+    const isOverheated = excess1d >= 0.045 || peakExcess1d >= 0.045 || excess3d >= 0.09;
     const ex = (explain || isOverheated) ? explainAttention(fitted.attention, f, u, i) : null;
     let selfRaw = ex ? ex.self * f.sigma[i] * Math.sqrt(H) : 0;
     if (isOverheated && selfRaw > 0) {

package/server/notify/index.js

@@ -192,9 +192,17 @@ export async function notifyUser(userId, text, buttons = null) {
 
 export async function notifyBrokerBatch(userId, acc, batch) {
   if (!batch?.orders?.length) return;
-  const lines = batch.orders.map((o) => `• ${o.action === 'buy' ? 'Купить' : 'Продать'} ${o.symbol}: ${o.lots} л. (${o.shares} шт.) по ${o.limitPrice} ₽ ≈ ${round(o.amountRub, 0)} ₽`);
-  const text = `НейроАльфа · Счёт «${acc.name}»\nСформирован пакет лимитных заявок (свеча ${batch.bar || '—'}):\n${lines.join('\n')}`;
-  const buttons = acc.mode === 'confirm' ? [
+  const actionLabel = (a) => (a === 'buy' ? 'Купить' : a === 'cover' ? 'Закрыть шорт (купить)' : a === 'short' ? 'Шорт (продать)' : 'Продать');
+  const lines = batch.orders.map((o) => {
+    const why = o.reason ? `\n  ↳ ${o.reason}` : '';
+    return `• ${actionLabel(o.action)} ${o.symbol}: ${o.lots} л. (${o.shares} шт.) по ${o.limitPrice} ₽ ≈ ${round(o.amountRub, 0)} ₽${why}`;
+  });
+  const isExecuted = batch.status === 'executed' || batch.status === 'partial';
+  const header = isExecuted
+    ? `Выставлены лимитные заявки (свеча ${batch.bar || '—'}):`
+    : `Сформирован пакет лимитных заявок (свеча ${batch.bar || '—'}):`;
+  const text = `НейроАльфа · Счёт «${acc.name}»\n${header}\n${lines.join('\n')}`;
+  const buttons = acc.mode === 'confirm' && !isExecuted ? [
     { label: `✓ Исполнить (${batch.orders.length})`, data: `exec:${userId}:${acc.id}`, action: 'exec', accountId: acc.id, batchId: batch.id || '' },
     { label: '✕ Отклонить', data: `rej:${userId}:${acc.id}`, action: 'rej', accountId: acc.id, batchId: batch.id || '' },
   ] : null;