o /j+$@sjdZddlZddlmZmZddlmZddlmZddlm Z m Z m Z ddl Z edZ Gdd d ZdS) a position_manager.py Owns local position state for this project: sizing a new position off smart_engine.py's own Stage 3 stop (no separate risk_manager here -- that stop is already computed at entry-decision time and reused directly), submitting entry/exit orders through alpaca_client, and persisting to data_store so a mid-day restart doesn't lose track of what's actually open. Deliberately leaner than screener/premarket's position_manager.py: no momentum-fade exit logic (that's exit.py's job, called from monitor.py), no entry-attempt tracker, no fade-confirmed exit. Reuses the same wash-trade / position-not-found error handling already coded into alpaca_client.py, since those are real broker-timing races already proven to happen against this same paper-account family, not something worth reinventing. Known simplification: a filled position is recorded locally at the smart_engine decision price (the market price at the instant BUY fired), not the order's actual average fill price -- a market order can fill a few cents away. Same simplification alpaca_client.py's own docstrings note sip_bot's position_manager.py makes at entry time. Acceptable for now; revisit if fill slippage turns out to matter once there's real trade data. N)datetimetimezone) get_config) get_logger) get_clientparse_wash_trade_errorparse_position_not_found_errorposition_managerc @seZdZddZdefddZdefddZdedefd d Z de fd d Z d e de de defddZ d"dede de de def ddZdede defddZdededefddZdededefddZd d!ZdS)#PositionManagercCs"t|_td|_t|_dS)Ntrading)rclientrcfg data_storeload_positions positionsselfrposition_manager.py__init__(s zPositionManager.__init__returncCs t|jSN)lenrrrrropen_positions_count. z$PositionManager.open_positions_countcCs||jdkS)N max_positions)rr rrrrhas_available_slot1sz"PositionManager.has_available_slotsymbolcCs ||jvSr)r)rrrrris_symbol_open4rzPositionManager.is_symbol_opencCst|jSr)listrkeysrrrrget_open_symbols7sz PositionManager.get_open_symbolsequity entry_price stop_pricecCst||}|dks |s dS||jdd}t||}||jdd}t|t||}||jdkr8|SdS)zRisk account_risk_pct_per_trade% of equity on the distance between entry and the supplied stop, capped so no single position exceeds max_position_notional_pct_of_equity.raccount_risk_pct_per_tradeY@#max_position_notional_pct_of_equity min_shares)r mathfloormin)rr"r#r$risk_per_share risk_dollarsqty notional_caprrr calculate_qty;s zPositionManager.calculate_qtyNreasonsc Cs>||s |s dS|j}t|j}||||}|dkr7td|d|dd|dd|dd dSz |j ||d }Wnt y_} zt d|d | WYd} ~ dSd} ~ wwt tj} ||||| tt|d d |pwgd |j|<|td|d|d|dd|ddd|pgd dS)NFrz[ENTRY] z sized to 0 shares (equity=$.2fz , entry=$z, stop=$z ) -- skippedbuyz order submission failed: id)rr.r#r$ entry_timeentry_order_idr1z BUY z @ ~$z (stop $z , reasons: z; )T)rrr get_accountfloatr"r0loginfosubmit_market_order Exceptionerrorrnowrutc isoformatstrgetattrr_savejoin) rrr#r$r1accountr"r.orderer@rrrenter_positionLs@       zPositionManager.enter_position exit_pricereasonc Cs|j|}|s dSz|j|WnRtyd}zFt|}|r.|||s-WYd}~dSn,t|rH|||sAt d|dWYd}~dSt d|d|WYd}~dSWYd}~nd}~ww|dr|j |d}|durt |jp{ddkrtt |j|d<|dr||d|ddnd }||d|d} i||ttj|d t|d t| d d } t| |j|=|t d|d|dd|d|dd| dd dS)N[EXIT] z[ broker reports no position yet (entry order likely still settling) -- will retry next pollz close_position failed: cancelled_entry_order_idrr.r#r&gclosed)rK exit_time exit_reasonstatuspl_pct pl_dollarsz SELL @ ~$r2 (z ) -- P/L z+.2fz% ($r8)rgetr close_positionr>r_resolve_wash_conflictr_entry_never_filledr;warningr? get_orderr: filled_qtyintrr@rrArBroundrappend_trade_recordrEr<) rrrKrLprIorder_idrHrUrVtraderrr exit_positionlsR     $ zPositionManager.exit_positionrcc Cs|j|}|j|}|durtd|d|ddSt|jdt|j}t|j dt|j }|dkrJtd|d|d |d d Std|d |d |d|j |||d<| dS)zclose_position() was rejected because order_id is resting on the other side. True = the position is genuinely being closed (record the exit now); False = keep it tracked, retry next poll.NrMz wash-trade conflict with zH but couldn't fetch that order -- keeping position, will retry next pollFvaluesellz a SELL (z, z2) is already working; treating as being closed outTz" close blocked by our resting BUY rWz1); cancelling it and keeping the position trackedrN) rr r]r;r\rDsiderClowerrT cancel_orderrE)rrrcrbrHrhrTrrrrZs   z&PositionManager._resolve_wash_conflictrbc Cs|dp |d}|r|j|nd}|durdSt|jdt|j}t|jp+d}|dvs5|dkr7dS|j |dkrAdSt d|d |d |d |j |=| d S) zBroker says no position. If the entry order is dead with zero fill and the broker really holds nothing, stop tracking it (there was no trade); otherwise the entry is still settling.rNr7NFrfr)canceledexpiredrejectedrMz entry order  z5 with no fill -- no trade happened, dropping positionT)rXr r]rDrTrCrir:r^get_position_qtyr;r\rrE)rrrbrcrHrTfilledrrrr[sz#PositionManager._entry_never_filledcCst|jdSr)rsave_positionsrrrrrrEszPositionManager._saver)__name__ __module__ __qualname__rr_rboolrrCrrr!r:r0rJrerZdictr[rErrrrr 's"  . r )__doc__r)rr config_loaderr logger_setupr alpaca_clientrrrrr;r rrrrs