o 駛j @sdZddlmZmZddlmZddlmZdddddddd d d Zd Z d Z dZ dZ dZ eGdddZdededefddZddedefddZdS)a trend_engine.py [SIMULATION-ONLY 2026-09-05] Combines stream_features.py's multi-horizon slope readings into a single trend judgment: which of five states is this symbol in, how strong is that trend (0-100, direction-agnostic), and is it strengthening or weakening right now. Not consumed anywhere in the live bot yet -- see config.json's trend_engine._note. Deliberately reuses intraday_health.py's own scoring PATTERN (a transparent weighted breakdown of per-signal credit, not a new scheme) rather than inventing a different style of score for this module -- same "explainable, not a black box" requirement, applied consistently. DIRECTION vs STATE vs SCORE vs TREND_SLOPE -- four different questions, kept separate per the project's original design brief's own example ("Trend Score = 87, Trend Direction = UP, Trend Momentum = +12" are three independent numbers, not one signed scale): direction "UP" / "DOWN" / "NEUTRAL" -- which way, from the LONGEST available horizon (slope_5m, falling back to slope_3m, then vwap_slope) -- the underlying trend, not whatever the noisiest short horizon says. state STRONG_UPTREND / WEAK_UPTREND / NEUTRAL / WEAK_DOWNTREND / STRONG_DOWNTREND -- direction + score bucketed into the five states. score 0-100, how strongly ALL SIX horizons (slope_sub, slope_1m, slope_3m, slope_5m, vwap_slope, ema9_slope) agree with `direction` -- direction-agnostic magnitude, not signed. trend_slope positive = strengthening, negative = weakening. Reuses stream_features.py's acceleration. momentum_acceleration directly (the cross-horizon waterfall comparison) rather than recomputing the same thing under a different name -- see that module's docstring for what it actually measures. ) dataclassfield) get_config)classify_slopeg?F  slope_subslope_1mslope_3mslope_5m vwap_slope ema9_slope)flat_slope_threshold_pctstrong_trend_score_thresholdweightsSTRONG_UPTREND WEAK_UPTRENDNEUTRALWEAK_DOWNTRENDSTRONG_DOWNTRENDc@sveZdZUeed<dZeed<eZeed<dZe ed<dZ e ed<e e dZ e ed <d Zeed <e edZeed <d S) TrendReadingsymbolr directionstatescore trend_slope)default_factory breakdownFinsufficient_datamissingN)__name__ __module__ __qualname__str__annotations__r STATE_NEUTRALrrfloatrrdictr!r"boollistr#r.r.+/var/www/screener/premarket/trend_engine.pyr@s      rslopesflat_thresholdreturncCs>dD]}||}|durt||}dddd|SqdS)aHThe underlying trend direction, from the longest available horizon first -- see module docstring. Falls through to shorter horizons only when longer ones are genuinely missing (not merely flat -- a flat slope_5m legitimately means NEUTRAL, that's not a reason to fall back to a shorter, noisier horizon instead).)rr rr r rNUPDOWNr)positivenegativeflat)getr)r0r1keyvalclsr.r.r/_primary_directionLs  r<Ncfgc sit|p tdi}itd|di|d}t|ddr,t|jddgdS|jd |jd |jd |jd |jd |jdd}dd| D}dd| D}|sit|jd|dSt ||}i}| D]B\}} t | |} |dkr| dkrdn| dkrdnd} n|dkr| dkrdn| dkrdnd} n| dkrdnd} t || d||<qtt fdd|D} | rt t || ddnd} |d }|dkr| |krtnt}n|dkr| |krtnt}nt}|jd!dpd}t|j||| t |d"|d|d#S)$z features: a stream_features.StreamFeatures reading (or any object exposing the same .slope / .vwap / .ema dict attributes). trend_enginerrr"FTz:trend -- upstream stream_features reading was insufficient)rr"r#r r r rsloperr cSsi|] \}}|dur||qSNr..0kvr.r.r/ osz"classify_trend..cSsg|] \}}|dur|qSr@r.rAr.r.r/ psz"classify_trend..r3r5g?r7g?rr4r6c3s|]}|VqdSr@r.)rBrCrr.r/ sz!classify_trend..gY@rmomentum_acceleration)rrrrrr!r"r#)DEFAULT_CONFIGrr8getattrrrr?vwapemaitemsr<rroundsumvaluesSTATE_STRONG_UP STATE_WEAK_UPSTATE_STRONG_DOWNSTATE_WEAK_DOWNr) acceleration)featuresr=r1r0 availabler#rr!namer:r;credit weight_totalrstrong_thresholdrrr.rHr/classify_trendZsT         " r_r@)__doc__ dataclassesrr config_loaderr indicatorsrrLrTrUr)rWrVrr+r*r'r<r_r.r.r.r/s.&