o jt@sdZddlmZmZddlmZddlmZddlm Z ddl m Z m Z mZmZmZmZmZmZmZmZmZddlZedZd ed ed efd d Zd ed efddZd ed efddZeGdddZ  ddedede!de"dededed e fddZ#dS)aX entry_engine.py Combines premarket setup + real-time opening behavior into a single ENTRY / NO ENTRY decision with a documented reason string, per the project's explicit example: Candidate ranked #2 premarket + Opening volume expansion + Price above VWAP + VWAP rising + Higher lows + Breaks premarket resistance + Breakout holds + Fresh intraday health check confirms tradeable [BUGFIX 2026-08-18] = ENTRY Never enters purely on premarket rank. Every check here operates on live intraday bars pulled from stream.py's buffer. [BUGFIX 2026-08-18] Price-above-VWAP / VWAP-rising / volume-expansion are necessary but NOT sufficient -- they can all be momentarily true on a few noisy ticks while the broader structure is already deteriorating. The caller (monitor.py) is required to compute a fresh intraday_health.HealthReading from the SAME live_bars being evaluated here (not from the periodically-persisted state/intraday_health.json, which can be stale by up to intraday_health.eval_interval_seconds) and pass it in as health_reading. See evaluate_entry()'s docstring. ) dataclassfield) get_config) get_logger)time) vwap vwap_slopeis_higher_highs_higher_lowsbreakout_confirmedpullback_then_continuation spread_pctextension_from_vwap_pctrelative_volumersiis_extended_downtrenddistance_from_high_pctN entry_enginecfg raw_statereturncCs0|d}t|tr||vr||S|ddS)aq [FEATURE 2026-08-25] Backward-compatible resolution order: 1. entry.min_health_score_by_state[raw_state], if that dict and key exist 2. entry.min_health_score (the old flat single-number config), if set 3. 0 (no floor) 2026-08-24 session review: WATCH-classified entries ranged score=48 to score=92 and were all treated identically by the flat floor, even though WATCH is explicitly the weaker of the two entry-eligible states. Splitting the floor per-state lets WATCH require a meaningfully higher score than HEALTHY without touching the categorical raw_state gate itself. min_health_score_by_statemin_health_scorer)get isinstancedict)rrby_stater+/var/www/screener/premarket/entry_engine.py_health_floor_for_state.s  rcCs&|ddsdSt||j}|j|kS)Nrequire_min_health_scoreF)rrr health_score)rhealth_readingfloorrrr_below_state_dependent_floorAs   r#c Cs|di}|dds|St}|dgD];}zt|d}t|d}Wn ttfy7Yqw||krB|krUnqt|}| |di|Sq|S)a [FEATURE 2026-08-27] Lets entry.time_based_overrides define different entry-config values for different parts of the trading day -- e.g. stricter thresholds right at the volatile open, looser mid-day, something else again in the afternoon. Disabled unless entry.time_based_overrides.enabled is true, in which case: 1. Find the window whose [start, end) contains the current time (America/New_York, matching every other schedule check in this project -- see market_time.now_et()). 2. Return a NEW dict: the base cfg with that window's "overrides" keys shallow-merged on top. Only keys present in a window's overrides are changed; everything else falls through to the base config unchanged. 3. If no window matches the current time (e.g. gaps between windows, or outside regular hours), the unmodified base cfg is used -- a config typo or gap fails safe to normal behavior, not to an undefined state. Windows are checked in the order they appear in config.json; the first match wins, so don't define overlapping windows unless that ordering-dependent behavior is actually what's intended. time_based_overridesenabledFwindowsstartend overrides) r market_timenow_etrdt_time fromisoformatKeyError ValueErrorrupdate)r windows_cfgnowwindowr'r(mergedrrr_apply_time_window_overridesHs"   r5c@sJeZdZUeed<eed<eed<eedZ eed<eedZ eed<dS) EntryDecisionsymbol should_enterconfirmation_score)default_factory reasons_forreasons_againstN) __name__ __module__ __qualname__str__annotations__boolfloatrlistr;r<rrrrr6ss r6Fr7premarket_result live_barsquoteopening_baseline_volume is_reentry cfg_overridec-Cstd}t|}|ri||}g} g} t|dkr$t|ddgdgS|dd} |dd } | } t|}t|t|d t|d d }td d|D}|rUt ||nd}d }d }d}|dr|d 7}| |kr{|d 7}| d| dd|dn | d| dd|d|dr|d 7}|d kr|d 7}| dn| d|dr|d 7}||dkr|d 7}| d|ddn | d|dd|dr|d 7}t |t|dt|d r|d 7}| d n| d!d}|d"rB| d krB|d 7}t || |d#|d$}|r |d 7}| d%| dd&|d$d'n"|d(r9t ||d)r9|d 7}d*}| d+n | d,| d|d-d}|rh|d.urh|jd/kr^d*}| d0n3| d1|jn)|d2dr|d.ur|d 7}|jd/kr|d 7}| d1|jn| d3|d4dr|d.ur|d 7}|jd5ds|d 7}| d6n| d7|d8d*r{|d.urd*}| d9n|jd:vrd*}| d;|jd<|jd=d>|jd?|jd@|jdA|jd5dB|jdCdD|jdEdFnvt||rKd*}t||j}| dG|jd<|jd=dH|jdI|d>|jd?|jd@|jdA|jd5dB|jdCdD|jdEdFn0| dJ|jdK|jd=d>|jd?|jd@|jdA|jd5dB|jdCdD|jdEdF|r|\}}}t||}||dLkrd*}| dM|ddNt| |}||dOkrd*}| dP|ddQ|dOdN|dRd }|d kr||krd*}| dS|ddT|dU|dVdr|dWdX}t||dY}|dZd[} || krd*}| d\|d]|d^d_| dFn | d\|d`|d^|dadrat|dbdct|}!tddd||! d.D}"t| |"}#|dedf}$|#|$krXd*}| dg|#ddh|"ddi|$djn | dk|$dlt|dkrdmdn|dod.D}%t|%dkr|%d|%d dpkrd*}| dq|drd*rt||dsdt|dudv|dwdvdxrd*}| dyn| dz|r||d{nd}&d}'|r|d|dr|d}d~}(|&|(krd*}'| d|(d|&d=d| o|' o|&|dk})t||)t|&d | | d}*|)rtd|d|&d=dd| |*Stdidd}+d|d|&d=d| r2d| nd},|+r@t|,|*St |,|*S)a premarket_result: the scored dict from scorer.score_premarket_candidate (gives us pm_high, premarket rank/score context) live_bars: list of 1-min bars since market open, oldest first quote: (bid, ask, timestamp) or None opening_baseline_volume: expected "normal" opening volume for comparison, e.g. premarket total volume, used to detect "opening volume expansion" cfg_override: [SIMULATION-ONLY 2026-09-04] optional dict shallow-merged on top of the base entry config (same mechanism as _apply_time_window_overrides' per-window overrides, applied AFTER it so this wins on any overlapping key) -- lets a caller evaluate this same, unchanged confirmation logic against a different rule set without duplicating it. Added for regime_strategies.py / simulate_regime_strategies.py so each regime_detector.py regime can carry its own independent entry rules (see config.json's regime_strategies section) while every real check above stays the single source of truth. None (the default) preserves prior behavior exactly -- monitor.py's live call site is unaffected. health_reading: an intraday_health.HealthReading computed by the CALLER, right now, from THESE SAME live_bars. [BUGFIX 2026-08-18] This must be freshly computed at decision time, not read from state/intraday_health.json (that file is only as current as the last periodic intraday_health eval cycle -- up to intraday_health.eval_interval_seconds old, and can lag further if a cycle was skipped). Confirmed live: two entries on RCAT fired using a cached health state that was ~10 minutes stale at the moment of entry, because nothing forced a fresh check at the entry decision itself. Health is a hard disqualifier here, not just another vote in the confirmation-score tally -- "price above VWAP, VWAP rising, opening volume expansion" can all be true for a few ticks on pure noise while the broader structure (price/VWAP slope, higher-highs/higher-lows, volume trend) is already fading; that combination is exactly what health_reading evaluates. No combination of the other checks can outvote a failed health read, matching how the spread/extension disqualifiers already work below. is_reentry: True if this symbol already has a closed position earlier THIS SESSION (computed by the caller via position_manager.has_closed_position_today()). [FEATURE 2026-08-27] Replaces the earlier time-based same_symbol_reentry_cooldown_minutes approach -- rather than a fixed wait, a re-entry into a symbol the bot already traded (and exited, win or loss) today must clear entry.reentry_min_confirmation_score (100% by default) instead of the normal entry.min_confirmation_score. See require_full_confirmation_on_reentry in config.json. entryFgz!insufficient live bars since opencpm_highrvwap_rising_lookback_bars)lookbackcs|]}|dVqdS)vNr.0brrr z!evaluate_entry..g?require_price_above_vwapzprice $z.2fz above VWAP $z below VWAP $require_vwap_risingz VWAP risingzVWAP flat or declining require_opening_volume_expansionopening_volume_expansion_ratiozopening volume expansion xz'opening volume expansion insufficient (zx)require_higher_lowshigher_lows_lookback_barszhigher lows structure intactz"no clean higher-lows structure yet)require_breakout_of_pm_high_or_resistancebreakout_buffer_pctbreakout_hold_barszbreakout of resistance $z held for z bars!allow_pullback_continuation_entrypullback_max_retrace_pctTz)healthy pullback followed by continuationzhas not confirmed breakout of $"require_momentum_not_fading_strictNnegativezhmomentum fading (momentum_slope=negative) -- hard disqualifier, require_momentum_not_fading_strict is onz momentum require_momentum_not_fadingz)momentum fading (momentum_slope=negative)require_volume_not_decliningvolume_decliningzvolume not decliningzvolume decliningrequire_fresh_health_checkz/no fresh health reading available at entry time)HEALTHYWATCHz!fresh health check failed (state=z, score=z.0fz, price_slope=z , vwap_slope=z, momentum_slope=z, volume_declining=z , lower_hl=lower_highs_lower_lowsz, price_above_vwap=price_above_vwap)z"fresh health score too low (state=z < min_health_score[z]=z fresh health z (score=max_spread_pct_entryzspread too wide (z%)max_extension_from_vwap_pctzprice extended z% above VWAP (max min_extension_from_vwap_pctz price only z% above VWAP (min z%) -- insufficient separationrequire_rsi_not_overbought rsi_period)periodmax_rsi_at_entryFzRSI(z) overbought (z.1fz > z)=!require_no_recent_spike_extensionrecent_spike_lookback_bars csrS)hNrrUrrrrXrY!max_pullback_from_recent_high_pctg@zprice already z% off its recent high $z (max z3%) -- looks like a fading spike, not fresh strengthz still within z1% of its recent high (not chasing a fading spike)cSsg|]}|dqS)rNrrUrrr sz"evaluate_entry..gQ?z#price fading immediately after openrequire_no_extended_downtrenddowntrend_min_barsdowntrend_min_decline_pctg? downtrend_recovery_threshold_pct)min_barsmin_decline_pctrecovery_threshold_pctzsession still in a downtrend from its high -- this looks like a bounce, not a confirmed reversal (require_no_extended_downtrend)zno extended session downtrendgY@$require_full_confirmation_on_reentryreentry_min_confirmation_scoredzre-entry requires z% confirmation, got z&% (symbol already traded this session)min_confirmation_score)r7r8r9r;r<z[CONFIRMATION] z confirmed (z%): z; logginglog_rejectionsz not confirmed (zno specific reason recorded)!rr5lenr6rrrminsumrappendr r r momentum_slope_classflagsrr price_slope_classvwap_slope_classr#rr r rmaxrrroundloginfojoindebug)-r7rErFrGrHr!rIrJrr;r< current_pricerO resistancev_wapv_slopeopening_volumevol_expansion_ratio checks_passed checks_total disqualified breakout_okmomentum_strictr"bidask_spr extension min_extensionru rsi_valuemax_rsirR recent_high pullback_pct max_pullback recent_closesr9reentry_blockedreentry_min_scorer8decisionrmessagerrrevaluate_entry|s 7            !      (                          "   $          r)NFN)$__doc__ dataclassesrr config_loaderr logger_setuprdatetimerr, indicatorsrrr r r r r rrrrr*rrr@rCrrBr#r5r6rDtuplerrrrrs4   4+