o 9jC @s\dZddlmZmZddlmZmZddlmZdZdZ dZ idd d d d d d ddd ddddddddddddddddddd dd!d"d#dd$d%d&d'd(d)Z eGd*d+d+Z d,e d-e fd.d/Zd0ed-efd1d2Zd0ed-efd3d4Zd5e d0ed-e fd6d7Zd8ed9ed:ed-efd;d<Z = = =dCd>ed?ed8ed@ed0ed-e f dAdBZd=S)Da entry_score.py [SIMULATION-ONLY 2026-09-05] Combines trend_engine/structure_engine/ prediction_engine/setup_engine/regime_engine into FIVE SEPARATE scores (trend, structure, prediction, entry, risk) and one action decision (WAIT / CONFIRMING / READY) -- deliberately NOT one blended "health" number, per the project's original design brief's explicit section 24 instruction and its own worked example: a symbol can be Trend=94, Prediction=88, Entry=51, Risk=76 and still resolve to WAIT, because Entry (setup/trigger readiness) is what's actually low, and no amount of trend or prediction strength should paper over that. CONFIRMATION WINDOW (section 25): "never enter from one tick." Needs a caller-held confirmation_state dict, same pattern as every other caller-held-history piece built this session (stream_features.py's `prior`, prediction_engine.py's `prior`) -- this module stays stateless, the orchestrator holds {symbol: confirmation_state} across calls. Any single reading that fails the thresholds immediately resets the window (an ABORT, per the design brief's own worked example of a declining reading sequence) rather than averaging through it. Not consumed anywhere in the live bot yet -- see config.json's entry_score._note. opportunity_score is deliberately NOT computed here -- section 26 makes that explicitly opportunity_ranker.py's job (it ranks ACROSS symbols; this module only ever looks at one). ) dataclassfield)datetimetimezone) get_configWAIT CONFIRMINGREADYmin_trend_score<min_structure_score2min_prediction_scoremin_entry_scoreAmin_risk_scoremax_spread_pct?confirmation_secondsconfirmation_min_readingsmin_reward_risk_ratiog? entry_weights?g333333?g?)setup_confidence regime_allowsprediction_momentum risk_weightsg?) stop_quality liquidityspreadmin_relative_volume1require_full_confirmation_when_extended_from_openTmax_extension_from_open_pctfull_confirmation_min_scoredfull_confirmation_relax_at_pctg@extended_min_scoreRc@seZdZUeed<eed<dZeed<dZeed<dZ eed<dZ eed<dZ eed<e Z eed <eed Zeed <eed Zeed <d Zeed<d Zeed<eed Zeed<dS)EntryScoreReadingsymbol computed_at trend_scorestructure_scoreprediction_score entry_score risk_scoreaction)default_factoryreasons confirmationFthresholds_clearedinsufficient_datamissingN)__name__ __module__ __qualname__str__annotations__rr.floatr/r0r1r2 ACTION_WAITr3rlistr5dictr6r7boolr8r9rDrD*/var/www/screener/premarket/entry_score.pyr*;s         r*xreturncCstdtd|S)Nr-r)maxmin)rFrDrDrE_clamp01LsrJcfgc Csg}d}|rdd|D}t|dddd}|dur!|jdnd}|dur,|d|dur6t|d dnd} |durb| durb|j| vrGd nd} | dkra|d t|d d d|jd| dn| durx| sxd} |d t|d d dnd} |durt|ddnd} | dkrd } n| dkrd} |d| dnd} |d} || d| | d| | dd}|dur|jr| dus|j| vr|d|jd|jdt|d||fS)NcSsg|]}|jr|qSrD)valid).0rrDrDrE Tsz,_compute_entry_component..cSs|jS)N) confidence)rNrDrDrEUsz*_compute_entry_component..)keydefaultY@r-zno setup currently validatesallowed_setupsrzregime=regime?z does not permit z (allowed: )z permits no setups right nowrsloperz&prediction score deteriorating (slope=rrrrzsetup z valid at z % confidencer)valuesrHrPappendgetattrsetuprLround) structurerVsetups predictionrKr5bestrLrallowedr pred_sloperwr1rDrDrE_compute_entry_componentPsP       rfcCsg}|jd}|jd}|j}|dur&|dur&||kr&|||d}n|r6|r6||d}|dnd}d} |durJ|jrJt|jdd} |rv|dkrv| durv| |} t| |d } | |d kru|d | d d |d d nd} |d|jd} | durt| |dnd} |j d}|durtd||d}||dkr|d|d d|ddnd}|d|d}| |d| |d||dd}t |d|fS)a [FEATURE 2026-09-05] Structure-aware risk quality -- per section 27's explicit "risk_per_share = entry_price - structure_stop" concept. Uses structure.last_swing_low as the natural stop reference (the same level structure_engine already identifies as the last confirmed support) rather than an arbitrary distance. This module only SCORES that quality -- it does not compute actual position size or replace risk_manager.py, per the project's explicit "do not replace the existing risk engine" instruction; risk_manager.py's real compute_position_size()/compute_initial_stop() remain the only functions that ever size a real trade. lastatrNrTzJno structural swing-low stop available -- using ATR-based estimate instead5mr-rrzreward/risk ratio .2f below minimum z/ (stop would be too wide for the expected move)rzOcould not compute a reward/risk ratio (missing stop reference or expected move)relative_volumer" spread_pctrspread % exceeds max %z,no quote available -- spread quality unknownrrr r!r) priceget volatilitylast_swing_lowr[expected_move_pctabsrJvolumequoter^)featuresr_rarKr5rrrhstructural_stoprisk_per_share_pctexpected_reward_pctreward_risk_ratiorrvolr rmspread_qualityrer2rDrDrE_compute_risk_component{sP            rextension_from_opencCsL|d}|d}|d}|d}||kr|S||||}||||S)a [UPDATED 2026-09-10] Graduated decay, replacing the original hard cliff (see compute_entry_score's extended-from-open comment for why that cliff was added -- closing the BGC gap). Confirmed on 2026-09-10's real session: HGTY hit BREAKOUT_RETEST at 100% confidence at least 8 separate times across the day (all-day climb, +10% off open by afternoon, no sharp pullback) and was rejected every time by the old all-or-nothing cliff, because structure_score (structure_engine.py) cannot read 100 until enough bars exist for a swing pivot to actually confirm -- an honest ~20-40 minute lag, not a bug (see structure_engine.py's pivot_confirm_bars). The cliff demanded 100% the instant a symbol crossed max_extension_from_open_pct, which for a gapper happens within the first minute or two -- exactly when structure_score is structurally incapable of being anything but low. This keeps the cliff's own protection fully intact AT the boundary (still 100% right at max_extension_from_open_pct, so the BGC case -- caught within its first ~2.7% of extension -- is still caught) and only relaxes as a symbol proves itself further extended without the setup falling apart, down to extended_min_score by full_confirmation_relax_at_pct, never lower (a floor, not a ramp to zero -- a badly extended runner still needs a near-flawless setup, just not a mathematically perfect one). r$r'r%r(rD)rrKnearfarfullrelaxedtrDrDrE_extended_confirmation_floorsrconfirmation_stater7nowcCs:|sdddS|d}|dur|}||ddddS)a Caller-held confirmation tracking. Pass the PREVIOUS call's returned dict back in as `confirmation_state` (an empty dict on the first call for a symbol). ANY reading with thresholds_cleared=False resets the window immediately -- no partial credit, matching the design brief's own "81, 78, 69, 57 -> ABORT" example (a declining sequence aborts, it doesn't average out). Nr)sincereadingsrrrn)rs)rr7rrrDrDrEupdate_confirmation_states   rNr+r`as_ofc %Csit| p tdi} |pi}|pttj} g} d|fd|fd|fd|ffD]\} } t| ddr8| | q)| rOt |d| }t || d| |d | gd S|j }|j }|j }t ||||| \}}}t |||| \}}t|t|}|jd }|d up|| d k}|jd}| do|d uo|| dk}|rtt|| d}t|| d}t|| d}t|| d}t|| d} t|| d}!|d|dd| dd|d| dd| dd| dd | d!d"n| d}| d}| d}| d} | d}!||ko||ko||ko|| ko||!ko|}"|"s||kr.|d#|d$|||kr>|d%|d$|||krN|d&|d$||| kr^|d'|d$| ||!krn|d(|d$|!|s|d)|d*| d d+t ||"| }|"st}#nG|d,r| |d,nd-}$|$| d.kr|d/| d0krt}#|d1|$d2d3|d/d4nt}#|d5|$d2d6| d.d7|d/d8t || ||||||#|||"d9 S):ap as_of: [FEATURE 2026-09-05] the moment this reading is "as of" -- drives the confirmation window's elapsed-time tracking. Defaults to real wall-clock time (correct for live use). A REPLAY/BACKTEST caller MUST pass the bar's own timestamp here -- otherwise the confirmation window would measure the REAL time the backtest script happens to take to execute, not simulated market time, making CONFIRMING -> READY transitions meaningless (either impossible if the script runs faster than confirmation_seconds, or requiring an actual multi-second sleep per symbol per bar if it doesn't). r1rztrendr_rar8FTzinsufficient upstream data: )r+r,r8r9r6r5rmNrextension_from_open_pctr#r$rnr r rrrzprice rjz% above open (max z%) -- requires z:% confirmation on every score before entry (decaying from r%z% at z% extension to r(z% by r'z%)z trend_score rkzstructure_score zprediction_score z entry_score z risk_score rorprqrr-rrrzall thresholds held for z.1fz s across z readings -- confirmedz thresholds cleared, confirming (zs / zs, z reading(s))) r+r,r.r/r0r1r2r3r5r6r7)DEFAULT_CONFIGrrsrrrutcr\r[rr*scorerfrrAryrrr^rrHr@ total_seconds ACTION_READYACTION_CONFIRMING)%r+rzrr_rarVr`rrrKrr9nameobjnew_confr.r/r0r1 entry_reasonsbest_setup_resultr2 risk_reasonsr5rm spread_okrextended_from_openfloor min_trend min_structuremin_prediction min_entrymin_riskr7r3elapsedrDrDrEcompute_entry_scores                   r)NNNNN)__doc__ dataclassesrrrr config_loaderrr@rrrr*r?rJrBtuplerfrrrCrr=rrDrDrDrEs~      +:"