o ˶j/@sdZddlmZmZddlmZddlmZmZm Z m Z m Z m Z dZ dZddd d d dd d ddddd ZeGdddZddZdededefddZ  d#dedededededed edefd!d"ZdS)$a exit.py Answers ONE question for an open position: should we still be in this? Deliberately independent of smart_engine.py's entry logic -- per the breakout_bot design doc's explicit rule, entry and exit must never share one combined decision rule (smart_engine.py answers "should we enter," this answers "should we remain"). Three layers, checked every poll: 1. HARD stop -- always active, exits immediately, no confirmation needed. Pure capital protection. [BUGFIX 2026-09-22] Uses the position's own stop_price fixed at entry (smart_engine.py's Stage 3 stop). It used to be recomputed every poll as current price minus ATR, which always sat below price and trailed it down -- it could never fire; 32 of 70 live trades (9/17-9/22) exited below their entry stop, $455 worse than exiting at it. 2. [2026-09-17, redesigned 2026-09-18] Trade-flow-imbalance decline -- the first of the two SIGNAL-based exits (checked right after the hard stop, ahead of the deterioration layer below). Originally checked once per completed 1-min bar; rebuilt after real-data testing (ABSI, 2026-09-17) showed the 1-min-bar version completely missed a real reversal -- the bar spanning ABSI's actual low read the MOST bullish imbalance of the whole window -- while it also fired falsely later on, during a recovery, on bar-to-bar noise with no price move behind it at all. A continuous, 5-second-cadence read of the SAME live rolling-window imbalance smart_engine.py's Stage 3 uses (stream.py's get_trade_imbalance()) caught the real reversal within 5 seconds of the actual price low -- roughly as fast as the trend classifier itself, and far better than the 1-min-bar version. Now checks every poll (not gated behind price/trend going flat first -- that precondition would have excluded the one real catch found, since trend didn't reclassify until 5 seconds after the fast imbalance streak already completed). Fires immediately (no separate confirm-read wait -- the streak itself IS the confirmation) once imbalance_exit_confirm_reads consecutive polls have each read lower than the one before. 3. SOFT "deterioration" exit -- requires a COMBINATION of signals (not just one) to agree, sustained for exit_confirm_reads consecutive polls, before it fires. This is the direct answer to the 2026-09-16 IIIV lesson: a single flat/quiet reading forced an exit there and caused a whipsaw (exit-then-rebuy-higher, twice) on a stock that was only pausing, not actually reversing. Requiring BOTH multiple agreeing signals AND sustained confirmation (not "any one blip") is what should tell a real breakdown apart from a stock that's just quiet for a bar or two. Caller-held confirmation state per symbol, fed back in every call (same pattern as smart_engine.py's persistence contract and sip_bot's intraday_health.py confirm-reads hysteresis) -- now {"count": int, "imbalance_decline_count": int, "imbalance_prev": float_or_None}. ) dataclassfield) get_config)vwap vwap_slopeatrnormalized_slope_pctclassify_slopeis_lower_highs_lower_lowsHOLDEXITg333333?g?g?)min_flat_threshold_pctflat_threshold_atr_fraction) deterioration_min_signalsdeterioration_signals_totalexit_confirm_readsatr_multiplier_stop atr_periodstructure_lookback_barstrendimbalance_window_secondsimbalance_exit_confirm_readsdeterioration_trend_barsc@s^eZdZUeed<eZeed<dZeed<dZ eed<e e dZ e ed<e e dZ e ed <d S) ExitDecisionsymbolstateF should_exitreason)default_factorymetrics confirmationN)__name__ __module__ __qualname__str__annotations__ STATE_HOLDr!r"boolr$rdictr&r'r0r0/var/www/screener/trade/exit.pyrRs    rcCs:it|p tdi}itd|di|d<|S)Nexitr)DEFAULT_CONFIGrget)cfgbaser0r0r1 _merge_cfg\sr7confirmation_stater5returncCsb|dd}|d}|durd|||dS|duo||k}|r$|dnd}||dk|||dS) a[2026-09-18] First signal-based exit gate, continuous cadence. trade_imbalance: stream.py's get_trade_imbalance(imbalance_window_seconds) live snapshot for this symbol -- the SAME rolling-window read smart_engine.py's Stage 3 uses, just read again every poll instead of once per bar. Compares this poll's reading directly against last poll's (confirmation_state["imbalance_prev"]), so the streak advances every ~poll_interval_seconds rather than every minute. A None reading (cold buffer / no trades in the window) holds the streak steady rather than resetting or advancing it -- fails open, doesn't punish a momentary data gap.imbalance_decline_countrimbalance_prevNF) triggeredcount cur_imbalanceprev_imbalancer)r4)trade_imbalancer8r5 prior_count prior_imb decliningr=r0r0r1_evaluate_imbalance_declinebs  rENr bars entry_pricerA stop_pricec Cs2t|}|pi}t|||}|d|dd}t|dkr)t|tdddi|dS|dd } t|} t|} t|t|d t d t|d d } | rQ| | dnd} dd|D}t |}t |dd| |dd}t ||}t |t|dt|d}|}| t | dt | dt | d|t |d||durt |dnd|d|d|dd }|dur| |krt|tdd| dd|d|ddi|dS|d r|dkrt|tdd!|dd"|dd#d$|dd#d%|d&d' |dd|dd(dS|d r d)|dd*|d&d+|d,<|}|d-r%||d- d}t t ||}||d.<| | k| dk|d/k|g}t|}||d0krRt|td1|d2|d3d4|ddi|d5S|ddd }||d6krt|td7|d2|d3d8|d2|d6d9 |d|i|d5St|tdd:|d2|d3d;|d<|ddi|dS)=a bars: recent 1-min bars for this symbol, same short rolling window shape smart_engine.py takes. entry_price: this position's own entry price. stop_price: the position's stop fixed at entry -- Layer 1's hard stop. None disables Layer 1. confirmation_state: caller-held state for this symbol, fed back in every call (fresh {} = cold start, e.g. right after entry) -- {"count": int, "imbalance_decline_count": int, "imbalance_prev": float_or_None}. trade_imbalance: stream.py's get_trade_imbalance(imbalance_window_seconds) live read for this symbol -- feeds the imbalance-decline gate below, checked every poll. None simply means that gate can't advance this poll (fails open). r=r>)r:r;rzinsufficient bar datar)r r!r$r'crr r@)periodgY@gcSsg|]}|dqS)rJr0).0br0r0r1 szevaluate..rrrr)lookbackrNr?) pricerrrr slope_pctlower_highs_lower_lowsstopr: imbalance_curr;Tzhard stop: price $z.4fz <= entry stop $)r r!r"r$r&r'r<zimbalance declining for z consecutive reads (z+.0%z -> z), price sloping down (z.3fz%))r=r:r;zimbalance declined z) reads but price not sloping down (slope z%) -- withholding exitimbalance_reasonr recent_trendnegativerz healthy (/rz deterioration signals))r r!r$r&r'rzdeteriorating (z! signals) but not yet confirmed (z reads)zdeterioration confirmed: z signals agreed for z consecutive reads)r7rElenrr-rrrminmaxrr r round STATE_EXITr4sum)r rFrGr8rAr5rHimbimbalance_staterP vwap_valuevslopeaatr_pctclosesrQ flat_threshrlhlrSr& det_trendrecentsignalsagreeingr=r0r0r1evaluates    $            rl)NNN)__doc__ dataclassesrr config_loaderr indicatorsrrrrr r r-r]r3rr7r/rEr+listfloatrlr0r0r0r1s@8