o ?j @sdZddlmZmZdZdZddddd d ZeGd d d Zd dZde de de de e e ffddZ dde dede de de def ddZdS)a exit_step_lock_experimental.py [2026-09-20] NOT wired into monitor.py's live loop -- backtest-only. Replaces the ATR-distance-from-CURRENT-price hard stop (exit.py's Layer 1, `stop = price - atr * atr_multiplier_stop`) with a stop anchored to the position's own entry price and its own peak, in two phases: 1. Cent-for-cent trailing to breakeven. The stop opens a fixed `initial_distance_pct` below entry and rises dollar-for-dollar with every new high (a flat-percent trailing stop, same shape as exit_cents_grace_experimental.py's flat-cents version, just sized in percent-of-entry instead of cents) until it reaches entry price, where it caps -- the stop never trails ABOVE breakeven during this phase. 2. Step-lock above breakeven. Once the peak has run far enough that the phase-1 stop would sit at breakeven (peak gain >= initial_distance_pct), the stop holds at breakeven until the peak reaches 2 * step_pct above entry, then jumps to 1 step below the peak's current step, then 2 steps back the next threshold, and so on -- i.e. it always locks the step BEFORE the one just reached, never the one the peak is currently in. Between step thresholds the stop does not move at all, which is deliberate: it's what keeps an ordinary mid-run dip from stopping out a real runner, at the cost of giving back everything gained since the last threshold if the stock reverses before crossing the next one. Optional `giveback_cap_pct`: once in the step-lock phase, also floors the stop at (peak - giveback_cap_pct% of entry), so a big run can never give back more than that fixed slice even while parked at a stale step. Off by default (None) -- the step-lock-only version scored higher on the one session this was tuned against (10 trades, 2026-09-18: +28.1% vs +26.7% with a 4% cap), but the cap trades some upside for capping worst-case giveback in the un-stepped band, and that tradeoff is a call each backtest run should make explicitly, not a hardcoded default. Sensitivity was steep in one direction (5% cap scored +22.8%, 6% changed nothing) -- don't trust one cap value without rerunning at neighboring sizes. Parameter defaults below are NOT tuned recommendations, just the values that best matched the design's intent on the one 10-trade session this was built against -- rerun sweep-style (varying initial_distance_pct, step_pct, giveback_cap_pct) on any new session before trusting them. ) dataclassfieldHOLDEXITg?g@NF)initial_distance_pctstep_pctgiveback_cap_pctbreakeven_tolerance_pcthandoff_at_breakevenc@s^eZdZUeed<eZeed<dZeed<dZ eed<e e dZ e ed<e e dZ e ed <d S) StepLockDecisionsymbolstateF should_exitreason)default_factorymetrics state_outN)__name__ __module__ __qualname__str__annotations__ STATE_HOLDrrboolrrdictrrrrexit_step_lock_experimental.pyr Cs    r cCsit|piSN)DEFAULT_CONFIG)cfgrrr _merge_cfgMsr" entry_price peak_pricer!returnc Cs|d}|d}|d}|dpd}|d|d}|||d}||kr6t|||d|} | dfS|r<|d kr@|d fSt||} td | d} | d krS|n |d| |d} |d urw||d|} | | krw| } | d | d fS| d| d fS)z"Returns (stop_price, phase_label).rrr r rY@trailing_to_breakevenrbreakeven_guaranteeNzstep_lock+giveback_cap(step=)zstep_lock(step=)getminintmax) r#r$r!d_pctrcap_pcttol_pctbreakeven_floor peak_gain_pctstopn locked_stepscap_stoprrr _compute_stopQs(   r8r barsstate_inc Cs>t|}t|pi}|st|d|pd|idS|dd}|d|}t||}|drQ|||d}||dkrQt|td |d d |t|d d dd|idSt|||\} } |t|d t| d | t|||ddd} || krt|tdd|dd| dd| d| d|idSt|td| dd| d| d|idS)at bars: same short rolling 1-min-bar window exit.py takes -- only the latest close is used, no indicators. state_in: caller-held state fed back every poll -- {"peak_price"}. Fresh {} at entry. No confirmation/health gate, same as exit.py's Layer 1 hard stop -- pure capital protection, fires immediately once price touches the stop. zinsufficient bar datar$)r rrcr r'rzbreakeven reached (peak +z.2fz %) -- handed off to regular exit handed_off)pricer$phase)r rrrr)r?r$r4r@r3Tzstep-lock stop: price $z.4fz <= stop $z (r*)r rrrrrz above stop $) r"rr r+r.rroundr8 STATE_EXIT) r r9r#r:r!r? prior_peakr$r3r4r@rrrrevaluatexsB       rEr)__doc__ dataclassesrrrrCr r r"floatrtuplerr8listrErrrrs. "('