Update IDLE log to show trigger price levels

clp_hedger.py

@@ -972,8 +972,16 @@ class ScalperHedger:
                             self.last_idle_log_time = time.time()
                 else:
                     if time.time() - self.last_idle_log_time > 30:
+                        # Calculate approximate trigger prices (Linear Approximation)
+                        # G = 0.5 * L * P^-1.5
+                        gamma = (Decimal("0.5") * self.strategy.L * (price ** Decimal("-1.5")))
+                        # Price where Diff reaches -threshold (BUY)
+                        p_buy = price + (rebalance_threshold + calc['diff']) / gamma
+                        # Price where Diff reaches +threshold (SELL)
+                        p_sell = price - (rebalance_threshold - calc['diff']) / gamma
+                        
                         net_pnl = self.accumulated_pnl - self.accumulated_fees
-                        logger.info(f"[IDLE] Px: {price:.2f} | Diff: {diff_abs:.4f} < {rebalance_threshold:.4f} (Vol: {vol_pct*100:.3f}% x{vol_multiplier:.1f} | Thresh: {final_threshold_pct*100:.1f}%) | TotPnL: {net_pnl:.2f}")
+                        logger.info(f"[IDLE] Px: {price:.2f} | B: {p_buy:.1f} / S: {p_sell:.1f} (Vol: {vol_pct*100:.3f}% x{vol_multiplier:.1f} | Thresh: {final_threshold_pct*100:.1f}%) | TotPnL: {net_pnl:.2f}")
                         self.last_idle_log_time = time.time()
 
                 self.track_fills_and_pnl()

doc/CHANGELOG.md

@@ -9,6 +9,8 @@ All notable changes to this project will be documented in this file.
     - Introduced `BASE_REBALANCE_THRESHOLD_PCT` configuration flag in `clp_hedger.py`.
     - Increased base rebalance threshold from **0.05 (5%)** to **0.08 (8%)** to reduce "churn" (excessive trading) during low volatility/sideways markets.
     - This change aims to improve net profitability by ensuring that rebalancing fees are only paid when the delta imbalance is statistically significant.
+- **Logging Improvements**:
+    - Updated `[IDLE]` log format to show estimated **BUY (B)** and **SELL (S)** trigger price levels instead of raw delta difference. This provides better visual feedback on how far the price is from the next rebalance.
 
 ## [2025-12-20]