fix(risk): envelope target scale + Attention notify (QPK bd8d06e)

.github/workflows/ci.yml

@@ -59,7 +59,7 @@ jobs:
       - name: Check QPK pin consistency
         run: |
           set -euo pipefail
-          QPK_EXPECTED_PIN=f982aea79476cadd54d074f7c0447c1111658968 uv run --no-sync python scripts/check_qpk_pin_consistency.py
+          QPK_EXPECTED_PIN=bd8d06e50f88927eb525c2c585752435ab24492a uv run --no-sync python scripts/check_qpk_pin_consistency.py
 
       - name: Ensure uv.lock matches pyproject.toml
         run: uv lock --check

application/account_new_risk_gate_support.py

@@ -347,11 +347,117 @@ def new_risk_buy_prohibited(result: NewRiskAdmissionResult) -> bool:
     return result.disposition == NewRiskDisposition.NEW_RISK_PROHIBITED
 
 
-def apply_combined_scale(value: float, scale: float | None) -> float:
-    """Apply a valid reducing scale; missing or out-of-range values are a no-op."""
-    if scale is None or not math.isfinite(scale) or not 0.0 < scale <= 1.0:
-        return value
-    return value * scale
+def apply_combined_scale_to_target_weights(
+    target_weights: Mapping[str, Any] | None,
+    combined_scale: float | None,
+) -> dict[str, float]:
+    """Shrink target weights by admission combined_scale; omit when scale missing."""
+    from quant_platform_kit.risk.capital_risk_envelope import apply_combined_scale_to_targets
+
+    return apply_combined_scale_to_targets(target_weights, combined_scale)
+
+
+
+_ATTENTION_PLATFORM = "ibkr"
+_OPERATIONAL_UNCERTAIN_REASONS = frozenset(
+    {
+        "EQUITY_UNKNOWN_FAIL_CLOSED",
+        "SNAPSHOT_VALIDATION_FAIL_CLOSED",
+        "RECONCILIATION_NOT_VERIFIED",
+        "CIRCUIT_BREAKER_OPEN",
+        "UNKNOWN_PENDING_ORDERS",
+    }
+)
+_attention_sent_keys: set[str] = set()
+
+
+def _resolve_attention_strategy_profile(portfolio: Mapping[str, Any]) -> str:
+    projection = _mapping_or_empty(portfolio.get("account_new_risk_snapshot"))
+    for source in (projection, portfolio, _mapping_or_empty(portfolio.get("metadata"))):
+        value = source.get("strategy_profile")
+        if isinstance(value, str) and value.strip():
+            return value.strip()
+    return str(os.environ.get("STRATEGY_PROFILE") or "").strip() or _DEFAULT_STRATEGY_PROFILE
+
+
+def _resolve_attention_account_alias(
+    portfolio: Mapping[str, Any],
+    execution: Mapping[str, Any] | None,
+) -> str:
+    for source in (
+        portfolio,
+        _mapping_or_empty(portfolio.get("metadata")),
+        _mapping_or_empty(execution),
+    ):
+        for key in ("account_alias", "account_hash", "account_id", "account"):
+            value = source.get(key)
+            if value is not None and str(value).strip():
+                text = str(value).strip()
+                return text[-8:] if len(text) > 8 else text
+    for env_key in ("IBKR_ACCOUNT_ID", "ACCOUNT_ALIAS"):
+        env_alias = str(os.environ.get(env_key) or "").strip()
+        if env_alias:
+            return env_alias[-8:] if len(env_alias) > 8 else env_alias
+    return "unknown"
+
+
+def maybe_publish_attention_for_admission(
+    admission: NewRiskAdmissionResult,
+    *,
+    portfolio: Mapping[str, Any],
+    execution: Mapping[str, Any] | None = None,
+    snapshot: InjectedReconciliationSnapshot | None = None,
+    telegram_sender: Any | None = None,
+    log_message: Any = print,
+) -> Mapping[str, int]:
+    """Publish ACTION/HALT attention when NEW_RISK / ops axes require a page.
+
+    Dedupes on transition keys within the process. Never grants live, raises RRL,
+    or invents daily-loss facts.
+    """
+
+    try:
+        from quant_platform_kit.risk.attention import (
+            AttentionAxes,
+            evaluate_attention,
+            resolve_mandate_dd_budget,
+        )
+        from quant_platform_kit.risk.attention_notify import publish_attention_telegram_transition
+    except ImportError:
+        try:
+            log_message("attention_telegram_skipped reason=attention_api_unavailable")
+        except TypeError:
+            log_message("attention_telegram_skipped reason=attention_api_unavailable", flush=True)
+        return {"sent": 0, "skipped": 1, "failed": 0}
+
+    reasons = tuple(admission.reason_codes or ())
+    prohibited = new_risk_buy_prohibited(admission)
+    operational_uncertain = any(code in _OPERATIONAL_UNCERTAIN_REASONS for code in reasons)
+    profile = _resolve_attention_strategy_profile(portfolio)
+    drawdown = None if snapshot is None else snapshot.drawdown_from_peak
+    decision = evaluate_attention(
+        AttentionAxes(
+            new_risk_prohibited=True if prohibited else None,
+            operational_uncertain=True if operational_uncertain else None,
+            drawdown_from_peak=drawdown,
+            mandate_dd_budget=resolve_mandate_dd_budget(profile),
+        )
+    )
+    return publish_attention_telegram_transition(
+        decision=decision,
+        platform=_ATTENTION_PLATFORM,
+        account_alias=_resolve_attention_account_alias(portfolio, execution),
+        strategy_profile=profile,
+        previous_level=None,
+        already_sent_keys=list(_attention_sent_keys),
+        record_sent_key=_attention_sent_keys.add,
+        telegram_sender=telegram_sender,
+        log_message=log_message,
+    )
+
+
+def reset_attention_sent_keys_for_tests() -> None:
+    _attention_sent_keys.clear()
 
 
 def get_cycle_snapshot() -> InjectedReconciliationSnapshot | None:

application/execution_service.py

@@ -14,10 +14,12 @@
 
 import pandas as pd
 from application.account_new_risk_gate_support import (
+    apply_combined_scale_to_target_weights,
     build_portfolio_from_account_values,
     build_snapshot_from_portfolio,
     evaluate_account_values_new_risk_admission,
     is_account_new_risk_gate_enabled,
+    maybe_publish_attention_for_admission,
     new_risk_buy_prohibited,
     set_cycle_snapshot,
 )
@@ -1416,7 +1418,30 @@ def record_quote_snapshot(symbol, snapshot) -> None:
         account_new_risk_buy_blocked = new_risk_buy_prohibited(admission)
         account_new_risk_reason_codes = tuple(admission.reason_codes)
         portfolio = build_portfolio_from_account_values(account_values, signal_metadata=signal_metadata)
-        set_cycle_snapshot(build_snapshot_from_portfolio(portfolio))
+        cycle_snapshot = build_snapshot_from_portfolio(portfolio)
+        set_cycle_snapshot(cycle_snapshot)
+        attention_counts = maybe_publish_attention_for_admission(
+            admission,
+            portfolio=portfolio,
+            snapshot=cycle_snapshot,
+        )
+        print(
+            "[Attention notify] "
+            f"sent={attention_counts.get('sent', 0)} "
+            f"skipped={attention_counts.get('skipped', 0)} "
+            f"failed={attention_counts.get('failed', 0)}",
+            flush=True,
+        )
+        target_weights = apply_combined_scale_to_target_weights(
+            target_weights,
+            admission.combined_scale,
+        )
+        if admission.combined_scale is not None:
+            print(
+                f"[Envelope scale] combined_scale={admission.combined_scale} "
+                "applied_to_target_weights",
+                flush=True,
+            )
     else:
         set_cycle_snapshot(None)
 

application/ibkr_order_execution.py

@@ -6,7 +6,6 @@
 from typing import Any, Callable
 
 from application.account_new_risk_gate_support import (
-    apply_combined_scale,
     evaluate_cycle_new_risk_admission,
     is_account_new_risk_gate_enabled,
     new_risk_buy_prohibited,
@@ -127,10 +126,6 @@ def submit_order_intent(
                     "live_authority_granted": admission.live_authority_granted,
                 },
             )
-        intent = replace(
-            intent,
-            quantity=apply_combined_scale(intent.quantity, admission.combined_scale),
-        )
     return _submit_order_intent(
         ib,
         intent,

pyproject.toml

@@ -21,7 +21,7 @@ dependencies = [
     "google-cloud-secret-manager",
     "google-cloud-storage",
     "yfinance",
-    "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@f982aea79476cadd54d074f7c0447c1111658968",
+    "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@bd8d06e50f88927eb525c2c585752435ab24492a",
     "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@4a3943883cd6b5bbfe32a559e56a91b40a81b7ce",
     "hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@709e5e1cde7841aed538d94eb26b552b46cb7806",
 ]
@@ -64,5 +64,5 @@ include = [
 
 [tool.uv]
 override-dependencies = [
-  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@f982aea79476cadd54d074f7c0447c1111658968",
+  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@bd8d06e50f88927eb525c2c585752435ab24492a",
 ]

qsl.toml

@@ -5,7 +5,7 @@ upgrade_ring = "ring_d"
 allow_legacy = false
 
 [qsl.requires]
-quant_platform_kit = "f982aea79476cadd54d074f7c0447c1111658968"
+quant_platform_kit = "bd8d06e50f88927eb525c2c585752435ab24492a"
 us_equity_strategies = "4a3943883cd6b5bbfe32a559e56a91b40a81b7ce"
 hk_equity_strategies = "709e5e1cde7841aed538d94eb26b552b46cb7806"
 

tests/test_account_new_risk_gate.py

@@ -15,15 +15,17 @@
 
 from application.account_new_risk_gate_support import (
     ACCOUNT_NEW_RISK_GATE_ENV,
-    apply_combined_scale,
+    apply_combined_scale_to_target_weights,
     build_account_new_risk_snapshot,
     build_portfolio_from_account_values,
     build_snapshot_from_portfolio,
     evaluate_account_values_new_risk_admission,
     evaluate_cycle_new_risk_admission,
     evaluate_portfolio_new_risk_admission,
     is_account_new_risk_gate_enabled,
+    maybe_publish_attention_for_admission,
     new_risk_buy_prohibited,
+    reset_attention_sent_keys_for_tests,
     set_cycle_snapshot,
 )
 from application.ibkr_order_execution import submit_order_intent
@@ -32,6 +34,7 @@
 @pytest.fixture(autouse=True)
 def _clear_cycle_snapshot():
     set_cycle_snapshot(None)
+    reset_attention_sent_keys_for_tests()
     for key in (
         "IBKR_MAX_DAILY_LOSS_USD",
         "MAX_DAILY_LOSS_USD",
@@ -251,8 +254,15 @@ def test_build_portfolio_from_account_values_maps_equity():
     }
 
 
-def test_missing_combined_scale_is_no_op():
-    assert apply_combined_scale(4.0, None) == 4.0
+def test_combined_scale_halves_target_weights():
+    assert apply_combined_scale_to_target_weights({"TQQQ": 0.8, "QQQ": 0.2}, 0.5) == {
+        "TQQQ": 0.4,
+        "QQQ": 0.1,
+    }
+
+
+def test_missing_combined_scale_leaves_target_weights():
+    assert apply_combined_scale_to_target_weights({"TQQQ": 0.8}, None) == {"TQQQ": 0.8}
 
 
 def test_submit_order_intent_rejects_buy_when_gate_prohibits():
@@ -278,7 +288,8 @@ def test_submit_order_intent_rejects_buy_when_gate_prohibits():
     assert "EQUITY_UNKNOWN_FAIL_CLOSED" in report.raw_payload.get("reason_codes", [])
 
 
-def test_submit_order_intent_halves_buy_quantity_for_half_scale():
+def test_submit_order_intent_does_not_scale_buy_quantity():
+    """Envelope scale applies to target weights, not submit-time quantity."""
     set_cycle_snapshot(
         InjectedReconciliationSnapshot(
             observation_status="COMPLETE",
@@ -297,7 +308,7 @@ def test_submit_order_intent_halves_buy_quantity_for_half_scale():
             SimpleNamespace(),
             OrderIntent(symbol="SPY", side="buy", quantity=4.0),
         )
-    assert submit_mock.call_args.args[1].quantity == 2.0
+    assert submit_mock.call_args.args[1].quantity == 4.0
 
 
 def test_submit_order_intent_allows_sell_when_gate_prohibits():
@@ -350,3 +361,47 @@ def test_cycle_gate_without_snapshot_is_fail_closed():
     result = evaluate_cycle_new_risk_admission()
     assert result.disposition == NewRiskDisposition.NEW_RISK_PROHIBITED
     assert "EQUITY_UNKNOWN_FAIL_CLOSED" in result.reason_codes
+
+def test_attention_notify_on_new_risk_prohibit_dedupes(monkeypatch):
+    import sys
+    from pathlib import Path
+
+    qpk = Path("/Users/lisiyi/Projects/.worktrees/qpk-attention-wire-20260918/src")
+    if qpk.exists() and str(qpk) not in sys.path:
+        sys.path.insert(0, str(qpk))
+
+    reset_attention_sent_keys_for_tests()
+    portfolio = {
+        "total_equity": 50_000.0,
+        "strategy_profile": "soxl_soxx_trend_income",
+        "account_id": "U1599999",
+        "account_new_risk_snapshot": {"production_drift_status": "critical"},
+    }
+    admission = evaluate_portfolio_new_risk_admission(portfolio)
+    assert new_risk_buy_prohibited(admission)
+    snapshot = build_snapshot_from_portfolio(portfolio)
+    payloads: list[str] = []
+
+    def _sender(*, text: str, alert_key: str | None = None, **_kwargs) -> bool:
+        payloads.append(text)
+        return True
+
+    counts = maybe_publish_attention_for_admission(
+        admission,
+        portfolio=portfolio,
+        snapshot=snapshot,
+        telegram_sender=_sender,
+        log_message=lambda *_a, **_k: None,
+    )
+    assert counts.get("sent") == 1
+    counts2 = maybe_publish_attention_for_admission(
+        admission,
+        portfolio=portfolio,
+        snapshot=snapshot,
+        telegram_sender=_sender,
+        log_message=lambda *_a, **_k: None,
+    )
+    assert counts2.get("sent") == 0
+    assert counts2.get("skipped") == 1
+    assert len(payloads) == 1
+