o jA2 @sdZddlmZmZddlmZdZdZdZdZ dZ d Z d Z d d d ddddddZ eGdddZddZ ddedededededef ddZdS) an exit_prf_experimental.py [2026-09-19] NOT wired into monitor.py's live loop -- backtest-only. Implements the "Price Response Failure" (PRF) concept worked out in the 2026-09-18 GLOO conversation (entered 4.93, peaked 5.58 at 10:58-11:00 ET on repeated +90-100% buy imbalance that never produced a new high, imbalance then flipped negative for several reads, price broke down to 5.41/5.46 by 11:02 -- exit.py's three real layers stayed silent through all of it; the trade didn't actually close until 18:17, round-tripping back to 5.225. See also exit_giveback_experimental.py, built the same day off the same trade to attack the same gap from a different angle (peak-giveback voting instead of failed-breakout detection). Core idea, straight from that conversation: the earliest tell isn't negative imbalance by itself -- it's strong POSITIVE imbalance that stops moving price. That's absorption at resistance, and it shows up before the deterioration engine's price-structure signals do. A four-stage, reversible state machine per symbol: NORMAL -- price making new highs (or hasn't yet moved min_mfe_pct since entry -- PRF doesn't evaluate pre-move noise, same "after +3% MFE" gate the conversation proposed). WATCH -> WARNING -- price fails to exceed its own peak-since-entry for resistance_confirm_reads consecutive polls while trade imbalance stays >= strong_imbalance_ threshold (buyers hitting the market, price not responding). STRONG_WARNING -- imbalance then flips negative for imbalance_reversal_reads consecutive polls, still no new high. PROFIT_PROTECTION -- structure also deteriorates (lower-highs/ lower-lows over the recent window -- reused from exit.py's own deterioration check). Exits once this holds for confirm_reads consecutive polls. Reversible at every stage: any poll where price prints a new peak high cancels the warning outright and returns to NORMAL, per the conversation's explicit safeguard ("if they dip and recover, the warning disappears") -- this is what should keep PRF from tripping on ordinary chop the way a naive giveback-from-peak measure alone might. ) dataclassfield)is_lower_highs_lower_lowsNORMALWATCHWARNINGSTRONG_WARNINGPROFIT_PROTECTIONHOLDEXITg@g333333?gffffff?g?) min_mfe_pctresistance_band_pctstrong_imbalance_thresholdresistance_confirm_readsimbalance_reversal_readsstructure_lookback_bars confirm_readsmin_giveback_pct_to_exitc@s^eZdZUeed<eZeed<dZeed<dZ eed<e e dZ e ed<e e dZ e ed <d S) PRFDecisionsymbolstateF should_exitreason)default_factorymetrics state_outN)__name__ __module__ __qualname__str__annotations__ STATE_HOLDrrboolrrdictrrr'r'0/var/www/screener/trade/exit_prf_experimental.pyrUs    rcCsit|piSN)DEFAULT_CONFIG)cfgr'r'r( _merge_cfg_sr,Nrbars entry_pricestate_inr+returncCs&t|}t|pi}t|dkrt|d|dS|dd}|d|}t||}||k} |dt} |dd } |d d } |d d } |rN|||d nd }||dk}|t|dt|d|| || d}d|i}|st|td|dd|dd|i|td d d ddS| rt|td|ddi|dtii|td d d ddS|durt|tdi|d| ii|| | | | ddS||d|dd k}||dk}| ||d | tkr|r|r| d7} | |d!krt nt } nd } n| t t fvr'|r|r| d7} | |d!krt } |d kr$| d7} | |d"kr#t } nRd } nO| t krO|d kr6| d7} nd } t |t|d#t|d$}||d%<|rNt} n'| tkrvt |t|d#t|d$}||d%<|sm|d krr| d7} nd } t } |r|||d nd }t|d|d&<| |d<i|| | | | d}| tkr| |d'kr||d(krt|td)d*|dd+| d,| d-| d.|dd/ |i|d d id0St|td1| d2| d3|d'd4|dd|d(d5 ||dSt|td1| d6|dd7|d8d9| d:| d;| d3|d'd<|dd/||dS)=a6 bars: same short rolling 1-min-bar window exit.py/smart_engine.py take. trade_imbalance: stream.py's get_trade_imbalance() live read for this symbol, same signal exit.py's imbalance-decline gate and smart_engine's Stage 3 both use -- None means a cold buffer this poll (fails open: holds the PRF stage steady, doesn't advance or reset it). state_in: caller-held state, fed back every poll -- {"peak_price", "stage", "resistance_count", "imbalance_reversal_count", "confirm_count"}. Fresh {} at entry. zinsufficient bar data)rrrc peak_pricestageresistance_countrimbalance_reversal_count confirm_countgY@grr )pricer4mfe_pctarmed made_new_hightrade_imbalancestage_inznot armed yet (MFE z.2fz% < z%))r5r6r7r8)rrrrrz new high $z.4fz -- PRF warning cancelled stage_outNz,no imbalance data this poll -- holding stagerr) at_resistance strong_buyingrrr)lookbacklower_highs_lower_lows giveback_pctrrTz,PRF confirmed reversal: failed breakout at $z (z( resistance reads), imbalance reversal (z. negative reads), structure deteriorating for z reads, giveback %)rrrrrrz PRF stage z : confirmed (/z) but giveback z % -- holdingz: peak $z , imbalance z+.0%z, resistance reads z, reversal reads z , confirm z , giveback )r,r&lenrgetmax STATE_NORMALroundr$update STATE_WATCH STATE_WARNINGSTATE_STRONG_WARNINGrminSTATE_PROFIT_PROTECTION STATE_EXIT)rr-r.r=r/r+r9 prior_peakr4r<r5r6r7r8r:r;r base_staterArBlhlrE out_stater'r'r(evaluatecs                         rXr))__doc__ dataclassesrr indicatorsrrKrNrOrPrRr$rSr*rr,r"listfloatr&rXr'r'r'r(s<,