o jy&@sdZddlmZmZddlmZdZdZdZdZ dZ eeee e gZ d d d d d Z eGdddZ dedede fddZdede fddZdede fddZdedede fddZdede fddZdede fdd Zd'dededefd"d#Zd$ede fd%d&Zd!S)(a setup_engine.py [SIMULATION-ONLY 2026-09-05] Detects the five concrete entry patterns regime_engine.py's allowed_setups already references by name but nothing until now actually implements: PULLBACK_CONTINUATION, VWAP_RECLAIM, BREAKOUT_RETEST, HIGHER_LOW_REVERSAL, COMPRESSION_EXPANSION. Not consumed anywhere in the live bot yet -- see config.json's setup_engine._note. Each detector is a stateless checklist evaluated against the CURRENT trend/structure/stream_features snapshot -- same pattern entry_engine.evaluate_entry() already uses (a list of checks, each either passed or not, with an explanation), not a multi-call tracked state machine. This keeps every function here pure (no state, no I/O), consistent with every other module built this session. The project's original design brief describes each setup as a temporal SEQUENCE (e.g. "impulse -> pullback -> volume contracts -> higher low -> EMA9 reclaim -> ENTRY") -- what's implemented here checks that the CURRENT snapshot is consistent with being at the end of that sequence (the structural/ momentum fingerprint a completed sequence leaves behind), not that the sequence was traced step-by-step over time. That's a deliberate simplification worth knowing about, not a hidden gap: a true multi-call temporal tracker is a bigger, different kind of module (it would need caller-held per-symbol history, like stream_features.py's `prior` parameter) and isn't needed to get useful signal out of this layer yet. ) dataclassfield) get_configPULLBACK_CONTINUATION VWAP_RECLAIMBREAKOUT_RETESTHIGHER_LOW_REVERSALCOMPRESSION_EXPANSIONg>@g?g?gD@)vwap_reclaim_min_time_below_pctretest_buffer_pctmin_volume_acceleration-compression_expansion_min_range_expansion_pctc@sJeZdZUeed<eed<eed<eedZ eed<eedZ eed<dS) SetupResultsetupvalid confidence)default_factory checks_passed checks_failedN) __name__ __module__ __qualname__str__annotations__boolfloatrlistrrrr+/var/www/screener/premarket/setup_engine.pyr1s rrchecksreturncCsddd|D}dd|D}|rtt|t|ddnd}t|t|dko,t|dk|||dS) aVchecks: list of (passed: bool, description: str). valid requires ALL checks to pass (a setup is either confirmed or it isn't -- no partial credit toward triggering an entry), but confidence reports the fraction anyway so a near-miss is visible in logs rather than looking identical to a setup with nothing going for it at all.cSsg|]\}}|r|qSrr.0okdescrrr @z_result..cSsg|]\}}|s|qSrrr!rrrr%Ar&Y@r)rrrrr)roundlenr)rrpassedfailedrrrr_result:s "r.cfgc Csdd|jD}t|o|djdk}|jd}|jd}|jdvdf|jd kd f|d f|duo9|duo9||kd f|jd kdf|j dpHd |dkdfg}t t |S)NcS$g|]}|jdkr|jdur|qSLOWNkindlabelr"srrrr%H$z0detect_pullback_continuation..HLema9last)STRONG_UPTREND WEAK_UPTRENDz"established uptrend (trend_engine)BULLISH_STRUCTUREz5confirmed bullish swing structure (the prior impulse)z6most recent low swing is a higher low, not a lower lowprice has reclaimed EMA9rz1momentum turning back positive after the pullbackvolume_accelerationr z*volume re-expanding, not still contracting) swingsrr5emagetpricestate structure trend_slopevolumer.r) featurestrendrGr/lowslast_low_is_hlr;rErrrrdetect_pullback_continuationGs      rNc Csdd|jD}t|o|djdk}|jdd}|jdd}|dkdf||d kd |d d f|d f|jdkdf|jdpBd|dkdfg}tt|S)NcSr0r1r3r6rrrr%Yr8z'detect_vwap_reclaim..r9r:price_vs_vwap_pctrtime_below_pctzprice currently above VWAPr z%spent real time below VWAP recently (z.0fz'% of window), this is a genuine reclaimzEheld a higher low since reclaiming (didn't immediately lose it again)zmomentum turning positiverAr z$volume accelerating into the reclaim) rBrr5vwaprDrHrIr.r) rJrKrGr/rLrM price_vs_vwap time_belowrrrrdetect_vwap_reclaimXs     rTbarsc s|j|jd}d}d}d}durF|durF|rFtfdd|D}|dd} t|| kpA|ko?| kn}|k}dudf|df|d f|d f|jd kd fg} tt| S) Nr<Fc3s|] }|dkVqdS)cNr)r"b resistancerr psz)detect_breakout_retest..r r'z.a confirmed swing-high resistance level existsz4price has broken above that resistance at some pointz;price has pulled back to retest the former resistance levelzNresistance is holding as new support on the retest (not failing back below it)UPzunderlying trend is still up)last_swing_highrErDanyabs directionr.r) rJrKrGrUr/rE broke_above retestingholdingbufferrrrXrdetect_breakout_retestis" ,   rdc Csdd|jD}t|dko|djdko|djdk}|jd}|jd }|d f|jd kd f|duo<|duo<||kd f|jdpEd d kdfg}tt |S)NcSr0r1r3r6rrrr%r8z.detect_higher_low_reversal..LLr9r:r;r<zNmade a lower low, then a higher low (bottoming pattern, not a fresh downtrend)rz"price velocity has turned positiver@ velocity_subz very recent velocity is positive) rBr+r5rCrDrErHvelocityr.r) rJrKrGr/rLbottomed_then_hlr;rErrrrdetect_higher_low_reversal~s(    rkc Csdd|jD}|jdv}| p|djdv}|jd}|duo&||dkd|d f|d f|d f|jd p9d |dkdf|jdkdfg}tt|S)NcSsg|] }|jdkr|qS)r2)r4r6rrrr%sz0detect_compression_expansion..)r?RANGE_STRUCTUREr9)Nr:range_expansion_pctr z@range expanding out of a prior compression (range_expansion_pct=)zGstructure held (bullish or range) through the compression, no breakdownzAmost recent low did not undercut the prior one during compressionrArr z$volume expanding alongside the rangeDOWNznot breaking down as it expands) rBrGr5 volatilityrDrIr_r.r ) rJrKrGr/rLholding_structure last_low_okrange_expansionrrrrdetect_compression_expansions     rtNcCsit|p tdi}|pg}t|dds#t|dds#t|ddr*ddtDStt||||tt||||t t |||||t t ||||t t||||iS)amReturns {setup_name: SetupResult} for all five setups. Callers (opportunity_ranker.py, eventually) filter this against regime_engine's allowed_setups for the current regime before treating any of them as tradeable -- this function doesn't know or care what regime is active, it just reports what patterns the current snapshot is consistent with. setup_engineinsufficient_dataFc Ss i|] }|t|dddgdqS)Fr)zinsufficient upstream data)rrrr)rr"namerrr s   z#evaluate_setups..)DEFAULT_CONFIGrrDgetattr ALL_SETUPSrrNrrTrrdrrkr rt)rJrKrGrUr/rrrevaluate_setupss r}setupscs*fddtD}|s dSt|dddS)aThe single highest-confidence VALID setup, or None if nothing validated. Ties broken by ALL_SETUPS priority order (see regime_engine.py's original design-brief priority note -- pullback continuation first, recovery-style reversal last), not arbitrary dict order.cs(g|]}|r|jr|qSr)rDrrwr~rrr%s(zbest_setup..NcSs|jS)N)r)rrrrszbest_setup..)key)r|max)r~rrrr best_setupsr)NN)__doc__ dataclassesrr config_loaderrrrrrr r|rzrrrr.dictrNrTrdrkrtr}rrrrrs4