o @j W @sdZddlmZmZddlmZdZdZdZdZ dZ d Z d Z d Z d Zd ZdZdZdZdZdZdZdZdZdZidddddddddd d!d"d#d$d%d$d&d'd(d)d*d+d,d-d.d/d0d1d2dd3ie gd4ed5dge d6ge d5ge dged6ged7gege gegeged8geged7ged7d6ged6ged6d5ged6d5ged5d6giZeGd9d:d:Zd;edd?Z @ @dFd;edAedBedCed=ef dDdEZ d@S)Ga+ regime_engine.py [SIMULATION-ONLY 2026-09-05] LIVE, continuously-re-evaluated regime classifier -- combines trend_engine.TrendReading + structure_engine. StructureReading + stream_features.StreamFeatures into one label describing what's happening RIGHT NOW, and which entry setups (per the future setup_engine.py) are allowed in that regime. Not consumed anywhere in the live bot yet -- see config.json's regime_engine._note. NOT THE SAME MODULE AS regime_detector.py (built earlier this session) -- deliberately kept separate, answering a different question: regime_detector.py "What KIND OF SESSION did/is this symbol have(ing), overall?" -- computed once (or on a fixed window) for offline strategy simulation against a full day's data (simulate_regime_strategies.py). Its regimes: NORMAL_MOMENTUM, GAP_MOMENTUM, CATALYST_GAP_HIGH_VOLATILITY, RANGE_CHOP, FAILED_BREAKOUT, RECOVERY_RECLAIM, INTRADAY_SPIKE_NO_GAP_WHIPSAW. regime_engine.py (this file) "What's happening in this symbol's price action RIGHT NOW, this instant?" -- re-evaluated every cycle from live trend/ structure/feature readings, feeding the live entry decision. Its regimes are the original design brief's list: STRONG_UPTREND, WEAK_UPTREND, BREAKOUT, PULLBACK, VWAP_RECLAIM, OPENING_VOLATILITY, RANGE, CHOP, DISTRIBUTION, DOWNTREND, FAILED_BREAKOUT, RECOVERY. Same names appearing in both (FAILED_BREAKOUT) describe genuinely related but differently-scoped ideas -- one retrospective/whole-session, one instantaneous/live -- exactly like structure_engine.py's swing-pivot detection vs indicators.is_higher_highs_higher_lows()'s windowed-bar check: neither is a duplicate of the other. ) dataclassfield) get_configOPENING_VOLATILITYFAILED_BREAKOUTRECOVERY VWAP_RECLAIMBREAKOUTPULLBACK DISTRIBUTIONSTRONG_UPTREND WEAK_UPTREND DOWNTRENDRANGECHOPSTRUCTURE_BREAKDOWN ACCUMULATIONPRESSURE_BUILDINGBREAKOUT_ATTEMPTBREAKOUT_CONFIRMED EXPANSION CONTINUATION!opening_volatility_window_minutesopening_volatility_min_atr_pct?pullback_trend_slope_thresholdg$distribution_min_volume_accelerationg?distribution_max_trend_slopegɿvwap_reclaim_min_time_below_pctg>@chop_min_atr_pctg?range_max_atr_pctstructure_breakdown_hard_blockT"accumulation_min_compression_score7-pressure_building_min_breakout_pressure_scoreFbreakout_confirm_barsexpansion_min_barscontinuation_min_barsbreakout_volume_confirm_ratioallowed_setups)PULLBACK_CONTINUATIONBREAKOUT_RETESTrr/r0COMPRESSION_EXPANSIONHIGHER_LOW_REVERSALc@speZdZUeed<eZeed<dZeed<e e dZ e ed<e e dZ e ed<dZ eed <e e dZe ed <d S) RegimeReadingsymbolregimegscore)default_factoryr.reasonsFinsufficient_datamissingN)__name__ __module__ __qualname__str__annotations__rr5r6floatrlistr.r8r9boolr:rCrC,/var/www/screener/premarket/regime_engine.pyr3s    r3r4r:returncCst|d|dS)NT)r4r9r:)r3)r4r:rCrCrD _insufficientsrFNsession_elapsed_minutesstatecfgc  Cs"it|p tdi}|d} g} t|ddr| dt|ddr)| dt|ddr4| d| r;t|| Sg} |jduoP|jd d |jkoP|jd k} |dur{|dup_||d k} | ru| rl|d d dnd |d <||d <n| s{d |d <|p~id | rdnd }|dr|j dr| dt |t d|j | t | dS|dur||dkr|j dd |dkr| d|dd|j ddt |td| t| dS|j dr| dt |t|j | t| dSdd|jD}t|d kr!|d!jd"kr!|d#jd$kr!|jd kr!| d%t |td&| t| dS|jd'd }|jd(d }|d krV||d)krV|jd krV| d*|d+d,t |td-| t| dS| r|jd.pad/|d0k}|d1}||d2}||d3}||krt}| d4|jd d5|jd6|n5||kr|rtnt}| d7|d8|dn||krt}| d9|d:n t}| d;|d<t |||j | || dS|jd=vr|j|d>kr|jd?kr| d@|jdt |t|j | t| dS|jd.}|dur4||dAkr4|j|dBkr4|jdCkr4| dD|dE|jdFt |td&| t| dS|jd=vr`|jdCkr`| dG|jdH|jdIkrRt nt!}t |||j | || dS|jdJvr{| dG|jt |t"|j | t"| dS|j dd }|jdKkr||dLkr|durt|dds|j#|dMkr| dN|dO|j#dPt |t$|j#| t$| dS|j%|dQkr| dN|dR|j%dSt |t&|j%| t&| dS| dN|dt |t'|j | t'| dS| dT|jdU|jdV|dt |t(d|j | t(| dS)Wah features: stream_features.StreamFeatures trend: trend_engine.TrendReading structure: structure_engine.StructureReading session_elapsed_minutes: minutes since regular-session open, or None if unknown (in which case OPENING_VOLATILITY can never fire -- fails safe to "don't know if we're in the opening window" rather than guessing). compression: [Phase 4, optional] compression_engine.CompressionReading. Omit entirely to reproduce this function's exact pre-Phase-4 behavior for the RANGE branch (ACCUMULATION/PRESSURE_BUILDING can only ever fire when this is supplied). state: [Phase 4, optional] caller-held per-symbol dict, same ownership pattern as entry_score.py's confirmation_state -- this function mutates state["bars_since_breakout"] in place. A fresh {} (or None) starts the counter at 0, exactly like a cold start anywhere else in this pipeline. Drives the BREAKOUT_ATTEMPT -> BREAKOUT_CONFIRMED -> EXPANSION -> CONTINUATION progression below. bar_t: [Phase 5 -- BUGFIX 2026-09-08, optional] the CURRENT bar's own timestamp (bars[-1]["t"]) -- caller should always pass this live. Without it, bars_since_breakout increments once per CALL, which in production means once per poll_interval_seconds_intraday (5s by default), not once per actual 1-minute bar close. Confirmed: this made breakout_confirm_bars/expansion_min_bars/continuation_min_bars (2/3/5, intended as ~minutes of persistence) actually complete in 10-50 SECONDS live -- a ~12x faster progression than the config values were ever tuned for, found while validating the entry gate against real 2026-09-08 SMR/MARA data. When bar_t is supplied, the counter only advances the first time a given bar_t is seen (i.e. real bar closes), and repeated polls of the same still-forming bar leave it unchanged -- matching what "bars_since_breakout" actually means. Omitting bar_t reproduces the pre-fix (poll-counting) behavior for any caller not yet updated. regime_enginer.r9Fstream_featurestrend structureNlastrUP last_bar_tbars_since_breakoutr"support_failurezstructure_engine confirmed a support failure (broke below the last swing low) -- highest-priority risk state, overrides opening-window handlinggY@)r4r5r6r.r8ratr_pctrzwithin opening window (z.1fz%m) with elevated volatility (atr_pct=)gV@failed_breakoutzMstructure_engine confirmed a failed breakout (broke resistance, gave it back)cSs$g|]}|jdkr|jdur|qS)LOWN)kindlabel).0srCrCrD s$z#classify_regime..r(LLHLzKbottomed (LL) then printed a higher low (HL) with momentum turning positivegN@price_vs_vwap_pcttime_below_pctrz#price reclaimed VWAP (was below it z.0fz6% of the recent window) with momentum turning positiveg@P@volume_accelerationrr-r'r)r+zprice (z) above last swing high (z), uptrend intact, attempt #zbreakout held for z$ consecutive reads (volume_confirms=zbreakout held z* reads past the initial break -- expansionzbreakout sustained z reads -- continuation)r r rBULLISH_STRUCTUREzRuptrend intact (structure=BULLISH) but short-term momentum weakening (trend_slope=rrBEARISH_STRUCTUREzelevated volume (accel=z%x) with fading momentum (trend_slope=z ) ahead of a confirmed breakdownz trend_engine=z", structure does not contradict itr )WEAK_DOWNTRENDSTRONG_DOWNTRENDRANGE_STRUCTUREr!r%z*structure=RANGE, calm volatility (atr_pct=z), breakout_pressure_score=z* -- compression + bullish context buildingr#z), compression_score=z -- qualifies as accumulationz%no clear directional edge (structure=z, trend=z , atr_pct=))DEFAULT_CONFIGrgetgetattrappendrFlast_swing_highprice directionflagsr3rr6 volatilityrrswingslenrY trend_slopervwaprvolumerrrrrHrMr r r r rbreakout_pressure_scorercompression_scorerrr)r4featuresrLrMrG compressionrHbar_trIallowed_setups_mapr:r8is_breakout_condition is_new_barrQ low_swings price_vs_vwap time_belowvolume_confirms confirm_at expansion_atcontinuation_atr5 vol_accelrTrCrCrDclassify_regimes"%                .  $                         r)NNNNN)!__doc__ dataclassesrr config_loaderrrrrrr r r r r rrrrrrrrrrrir3r>rArFr@dictrrCrCrCrDs(        @