o zj, @sdZddlmZmZddlmZmZddlZddlmZddl m Z m Z m Z dZ dZd Zd d d d ddZeGdddZddZ ddededededef ddZdS)a fast_entry_gate.py [FEATURE 2026-09-11] Entry validation + short live-confirmation layer for the "fast_prediction" decision engine -- see fast_prediction_engine.py's module docstring for the full design history this replaces (structure_ engine.py/prediction_engine.py/entry_score.py's floor-gated architecture). fast_prediction_engine.py's Direction/Confidence is descriptive only and never gates entry by itself, per explicit instruction ("Confidence describes the prediction. It does not control the trade by itself."). This module is the ONLY thing that decides BUY / WAIT / REJECT. STATE MACHINE (caller-held persistence_state dict per symbol, same contract as entry_score.py's confirmation_state -- monitor.py owns one per symbol via Monitor._fast_engine_state): - A HARD disqualifier (price loses VWAP, VWAP slope turns negative, price acceleration turns sharply negative, resistance is TOO_CLOSE with no breakout in progress, spread unacceptable, or severely extended while momentum deteriorates) -> REJECT, persistence_state fully cleared. Per explicit instruction this does NOT ban the symbol -- the very next poll evaluates it completely fresh ("reset and rewatch in place"). No separate cooldown/benching invented here. - No hard disqualifier AND direction == UP -> the setup is "alive": the persistence timer starts (or keeps running) and only flips to BUY once it has held continuously for persistence_seconds (15-20s range, per explicit instruction -- NOT the 60-90s originally floated, and NOT the old architecture's multi-minute structure-score ramp-up). A SOFT condition being momentarily off (e.g. volume_ acceleration cooling, EMA9/EMA20 context misaligned) does not reset the timer -- only a HARD disqualifier does, matching the explicit "one minor condition disappears -> WAIT, don't kill the whole attempt" instruction. - direction != UP with no hard disqualifier -> WAIT, timer cleared (nothing bullish is actually being timed yet). ) dataclassfield)datetimetimezoneN) get_config) DIRECTION_UPRESISTANCE_TOO_CLOSEEXTENSION_SEVEREBUYWAITREJECTg?gg?)persistence_secondsmax_spread_pct hard_price_acceleration_negativemin_volume_pace_ratiomax_evaluation_gap_secondsc@speZdZUeed<eZeed<dZeed<dZ e ed<e e dZ e ed<e e dZe ed <e edZeed <d S) FastGateDecisionsymbolstateF should_entergpersistence_seconds_elapsed)default_factory reasons_forreasons_against persistenceN)__name__ __module__ __qualname__str__annotations__ STATE_WAITrrboolrfloatrlistrrdictrr'r'./var/www/screener/premarket/fast_entry_gate.pyrcs    rc Csg}|jd}|jd}|dur'|dur'||kr'|d|dd|d|jd}|dur:|dkr:|d |jd }|durS||d krS|d |d |jd}|durr||dkrr|d|dd|dd|jtkr|j} || durd| ddnd|j t kr|d|j d} | durt t } | dkr| | } | |dkr|d| dd| d| ddd|dd |S) aEvery item here is one of the explicit REJECT examples: 'price falls below VWAP', 'price acceleration turns strongly negative', 'VWAP slope turns negative', 'resistance rejects price with heavy selling' (modeled here as TOO_CLOSE-with-no-breakout-in-progress -- the prediction engine's own resistance classification already accounts for the breakout exception), 'spread becomes unacceptable', 'extreme overextension occurs while momentum deteriorates'.lastvalueNzprice $z.2fz fell below VWAP $sloperzVWAP slope turned negativemomentum_accelerationrz%price acceleration sharply negative () spread_pctrzspread z% exceeds max %zresistance too close (z % away, no breakout in progress)zresistance too closezAseverely extended while momentum deteriorates -- chase protectionrelative_volumerz volume pace zx normal (rvol=z, d.1fz"% of session elapsed) below floor z x -- too illiquid to safely exit)pricegetvwapappend accelerationquote resistancerresistance_distance_pct extensionr volume market_timeminutes_since_opensession_length_minutes) predictionfeaturescfgreasonsr3 vwap_value vwap_slopeaccelr.distr0elapsed_fraction pace_ratior'r'r(_hard_disqualifiersnsJ           rJrpersistence_stateas_ofrBreturnc Csxit|p tdi}|pttj}|pi}t|ddr*t|t |j ddidSt |||}|r?t|t ||j ddidS|j tkrWt|t d|j dg|j ddidS|d}|d } |durw| durw|| } | |d krwd}|pz|}||} | |d krt|td | d | dd|d dg|j ||ddSt|t | d| dd|d dg|j ||ddS)a persistence_state: caller-held {"since": datetime_or_None, "last_seen": datetime_or_None}, fed back in on every call for the same symbol (fresh {} = cold start). "last_seen" is the as_of time of the last call that reached the UP-tracking branch below -- used only to detect a stale "since" (see max_evaluation_gap_seconds above), not exposed outside this module. as_of: real wall-clock time by default; a replay/backtest caller must pass the bar's own timestamp, same contract as every other as_of-taking engine in this project (entry_score.compute_entry_score, stream_features.compute_features). fast_prediction_gateinsufficient_dataFsinceN)rrrrz direction=z, not UP last_seenrrTzheld r2zs (>= zs))rPrQ)rrrrrrzholding zs / s)rrrrr)DEFAULT_CONFIGrr4rnowrutcgetattrrr"rCrJ STATE_REJECT directionr total_seconds STATE_BUY) rr@rArKrLrBrT hard_reasonsrPrQgapelapsedr'r'r(evaluate_fast_entrysL          r^)NN)__doc__ dataclassesrrrrr= config_loaderrfast_prediction_enginerrr rZr"rWrSrrJr r&r^r'r'r'r(s4( / 1