o 'j@sdZddlmZmZmZddlmZddlmZddlm Z m Z m Z ddl m Z ddlZddlZddlZddlZedZGd d d ZdS) a position_manager.py Owns the full lifecycle of a single position from entry to exit, and the collection of all currently open positions. Talks to alpaca_client.py for order execution (skipped entirely in simulation mode) and risk_manager.py for stop math. State shape per position (matches project's required fields): { "symbol", "entry_price", "entry_time", "initial_stop", "current_stop", "highest_price", "current_price", "trailing_distance", "shares", "current_pl", "mfe" (max favorable excursion), "exit_price", "exit_reason", "status", # "open" | "closed" | "closing" "fade_grace_active", "grace_extensions_used" # [FEATURE 2026-08-18] "exit_pending", "exit_order_id", "exit_reason_pending" # [BUGFIX 2026-08-18] } [BUGFIX 2026-08-18] Order-race / "wash trade" fix --------------------------------------------------- Previously, exit_position() called client.close_position(symbol) and, on ANY exception (including Alpaca's "potential wash trade detected... opposite side market/stop order exists" rejection), simply logged an ERROR and returned without changing local state. Because status stayed "open", the next 5-second poll cycle (monitor.py's poll_interval_seconds_ intraday) saw the position as still open, re-evaluated the trailing stop, and called exit_position() again -- submitting ANOTHER close order against a broker that already had the first one resting and unfilled. Alpaca's wash-trade guard then rejected the new one too, and the cycle repeated every poll until the original order finally filled (seen live as 3+ minutes of repeated rejections on a single symbol, during which the position had no working stop protection at all). The fix makes exit_position() idempotent per symbol: - status gains a third value, "closing", set the moment we have a close order (submitted by us, or a pre-existing one we recovered from a wash-trade rejection) resting at the broker. - While "closing", exit_position() never submits a new order -- it polls the existing order via alpaca_client.get_order() and only finalizes the position once that order is actually FILLED, using the broker-confirmed fill price (not the price bars happened to show when the exit signal first fired). - If close_position() itself raises a wash-trade rejection, we parse the existing_order_id Alpaca already hands us in that error (it was previously discarded) and adopt it as the order we're tracking, instead of treating the rejection as a failure. )datetime timedeltatimezone) get_config) get_logger) get_clientparse_wash_trade_errorparse_position_not_found_error) OrderSideNposition_managerc @seZdZd?defddZddZedefdd Zd e fd d Z d efd dZ de d efddZ de d efddZde fddZ d@de dededede d ef ddZdAde dedefdd Zde dededed e f d!d"Zde d#ede d efd$d%Zde d&e d efd'd(Zde ded)efd*d+Zd&e fd,d-Zded efd.d/Zded#ede d efd0d1ZdBd3d4Zd5d6Zd efd7d8Zd efd9d:Zd;d<Z d=d>Z!dS)CPositionManagerT simulationcCs2||_|stnd|_t|_|d|_dSN)r rclient data_storeload_positions positions_prune_stale_closed_positions_last_reconcile)selfr rL/var/www/screener/trade/premarket_backup_2026-09-08_2010/position_manager.py__init__@s   zPositionManager.__init__csjtfddjD}|D]}j|=q|r3tdt|d|t jdSdS)a [BUGFIX 2026-08-31] positions.json is never rotated -- it's loaded wholesale from disk with no date filtering, so "closed" positions from any prior day pile up indefinitely (confirmed live: entries going back to 2026-08-17 still present). Because has_closed_position_today() and reentry_cooldown_remaining_minutes() both just check status == "closed" on this same self.positions dict with no date check of their own, a symbol that closed once, ever, looks identical to one that closed minutes ago -- permanently forcing the score-based re-entry gate's full-confirmation path (and, if same_symbol_reentry_cooldown_minutes is ever re-enabled, an indefinite phantom cooldown). Same underlying gap already found in state/intraday_health.json (see monitor.py's health-state pruning). Only "closed" entries are pruned -- "open"/"closing" positions are always kept regardless of date, since one from a prior day is most likely a real position recovered after a crash/restart that still needs active management, not stale data. cs0g|]\}}|ddkr|kr|qS)statusclosed)get _exit_et_date).0symbolprtodayrr \s zAPositionManager._prune_stale_closed_positions..z[STARTUP] Pruned z& closed position(s) from a prior day: N) market_timenow_etdateritemsloginfolenrsave_positions)rstalerrr rrGs  z-PositionManager._prune_stale_closed_positionsrcCs"|d}|s dStt|S)N exit_time)rr#et_dater fromisoformat)rr,rrrrds zPositionManager._exit_et_datereturncCstdd|jDS)NcSsg|] }|ddvr|qS)ropenclosingrrrrrrr"osz8PositionManager.open_positions_count..)r)rvaluesrrrropen_positions_countlsz$PositionManager.open_positions_countcCstdd}||kS)Ntrading max_positions)rr6)rr8rrrhas_available_slotqs z"PositionManager.has_available_slotrcCs |j|}|duo|ddvS)Nrr0rrrrrrrris_symbol_openus zPositionManager.is_symbol_opencCs |j|}|duo|ddkS)a0 [FEATURE 2026-08-27] True if this symbol has a closed position already on record this session. Feeds entry_engine.evaluate_entry()'s is_reentry parameter -- the score-based re-entry gate (see entry.require_full_confirmation_on_reentry in config.json) that replaced the old same_symbol_reentry_cooldown_minutes approach below. Same underlying self.positions lookup that method already used, just answering "has this symbol traded today at all" instead of "how long since it last exited." Nrrr:r;rrrhas_closed_position_todayys z)PositionManager.has_closed_position_todaycCsz|j|}|dus|ddks|dsdStddd}|dkr&dSt|d}ttj|d}||S) a [FEATURE 2026-08-25, superseded 2026-08-27] Minutes remaining in the same-symbol re-entry cooldown, or None if the symbol has no prior closed position on record (never traded, or the record was already overwritten by a newer entry -- in which case that newer entry's own timing governs, not this one). 0 or negative means the cooldown has elapsed. Retained for anyone who wants to combine a time-based wait WITH the newer score-based gate (has_closed_position_today() above), but same_symbol_reentry_cooldown_minutes defaults to 0 (disabled) as of 2026-08-27 -- the score-based gate is now the primary re-entry control. Exposed separately from enter_position()'s hard check so monitor.py's shortlist can also filter on this before spending a full evaluate_entry() call on a symbol that would just get rejected anyway. Nrrr,r7$same_symbol_reentry_cooldown_minutesrgN@) rrrrr.nowrutc total_seconds)rrrcooldown_minutesr,elapsed_minutesrrr"reentry_cooldown_remaining_minutess z2PositionManager.reentry_cooldown_remaining_minutesN entry_priceaccount_equitybarsreasonc Cs8tdd}||r|std|ddStddd}|dkrE||}|durE|dkrEtd|d|dd |d dS|sTtd|d dSt ||} t ||| } | dkrvtd|d |d | ddSd} |j sz|j || d} t| dd} Wnty} ztd|d| WYd} ~ dSd} ~ wwid|d|dttjd| d| d|d|dt|| dd| ddddddd dd!d"d#| d$|d%ddd&dddd'}||j|<|td(|d)|d*d+| d,|d- td.|d/| d*|S)0Nr7"allow_multiple_entries_same_symbolz[ENTRY] Skipped z: already have an open positionr>r: z.1fzmin remaining in z!min same-symbol re-entry cooldownz: no available position slotsz#: computed size is 0 shares (entry=z, stop=)buyidz$[ENTRY] Order submission failed for rrF entry_time initial_stop current_stop highest_price current_pricetrailing_distanceshares current_plmfe exit_price exit_reasonrr1order_id entry_reasonfade_grace_activeF)grace_extensions_used exit_pending exit_order_idexit_reason_pendingexit_retry_afterz[ENTRY]  @ $.2fz shares=z reason=''z[STOP] z initial stop=$)rr<r'warningrrDr(r9 risk_managercompute_initial_stopcompute_position_sizer rsubmit_market_ordergetattr Exceptionerrorrr?rr@ isoformatroundr_save)rrrFrGrHrI allow_multirB remainingrPrVr\orderepositionrrrenter_positions           &zPositionManager.enter_positionrSc Cs|j|}|dus|ddkrdS||d<||dkr ||d<t|d|d|}||dkrG||d<td|d|dd d |d t||d |d d |d<t|d|d |d d }t|d||d<|||||}| |S)ah Called every poll cycle for each open position. Updates highest_price / current_stop per the strict "only move up" trailing rule (risk_manager.py -- UNCHANGED by the logic below), and returns an exit signal if the stop was hit and the exit wasn't forgiven by fade-confirmation (see _check_fade_confirmed_exit). Nrr1rSrRrQ[TRAIL] z high=$rez stop=$rFrVrWrY) rrrhupdate_trailing_stopr'r(rpmax_check_fade_confirmed_exitrq)rrrSrHrnew_stoprY exit_signalrrrupdate_positions   $zPositionManager.update_positioncCstddi}|d}||kr0|dddkr&td|d|d d d|d<d|d <d S||dd}||kr>d S|d d}|d d} |dds_td|d|d ddS|sptd|d|d ddS| |krtd|d|d d| d|d dStdd} t||| } t| rtd|d|d d| jd| jd dS|dd} |dd| |d<| d|d <||d} td|d|d d| jd| jd| d d |d d|d!| d d S)"a [FEATURE 2026-08-18] The real trailing stop (p["current_stop"]) is computed entirely by risk_manager.py above, completely untouched by anything in this method -- it still only ever moves up, exactly as before and as covered by risk_manager's own tests. What changes: touching that stop no longer exits immediately by default. Instead: 1. If price is still above the real stop -> nothing to do; reset any active grace (a genuinely new dip should always get a fresh grace budget, not one partially used by an earlier, unrelated pullback). 2. If price is below the real stop but still within a previously-granted grace window -> hold, no new checks. 3. If price has breached even the grace-widened floor (or this is the first touch, no grace active yet): - Not confirmed fading (intraday_health says this doesn't look like real deterioration) AND grace budget remains -> widen the effective floor by stop.fade_confirmation.grace_distance and hold. - Confirmed fading, OR grace budget exhausted, OR fade-confirmation is disabled, OR no bar data available to evaluate health -> exit ("fail toward exiting", not toward holding, when we can't confirm one way or the other -- this protects capital over giving every dip the benefit of the doubt indefinitely). stopfade_confirmationrQr^rXrrxz recovered above stop $rez; fade-confirmation grace resetr_Nmax_grace_extensionsenabledFz stop touched @ $z& (fade-confirmation disabled); exiting TRAILING_STOPz' (no bar data to confirm fade); exitingz (grace extensions exhausted /z ); exitinguniversemin_avg_daily_volumez( -- health confirms fading (price_slope=z , vwap_slope=grace_distanceg?z. but health not confirmed fading (price_slope=z) -- granting $z grace (z), effective floor now $) rrr'r(intraday_healthcompute_healthis_confirmed_fadingprice_slope_classvwap_slope_class)rrrrSrHcfgrQeffective_floor max_grace grace_usedavg_vol_baselinereadingr new_floorrrrr|sj         z*PositionManager._check_fade_confirmed_exitrZc Cs|j|}|dus|ddvrdS|jr||||S|ddkr'||S|d}|durHttj}t |tr=|nt |}||krHdSz|j |}t |dd} Wntty} zht| } | dur{||| r{td|d| d | } nE| durtd|d | d |d |||| WYd} ~ dSt| r|||| WYd} ~ dStd |d| WYd} ~ dSWYd} ~ nd} ~ wwd|d<d|d<| |d<||d<d|d<|td|d| d||S)a Idempotent per symbol. [BUGFIX 2026-08-18, extended 2026-08-24] Safe to call every poll cycle for a symbol that's already exiting -- it will never submit a second close order while one is in flight. First call for an "open" position submits the close (or adopts an already-resting one if Alpaca rejects it as a wash trade) and moves status to "closing". Every subsequent call for a "closing" position just polls that order and finalizes once it's actually filled. [BUGFIX 2026-08-24] A second, distinct rejection -- Alpaca's "position not found" (code 40410000, NOT the wash-trade code the 2026-08-18 fix covers) -- was still causing the exact same blind-retry-every-cycle symptom the 08-18 fix was written to eliminate. Real logs from that day (CRML/FSM/EXK/XPON) show 4-8 consecutive "position not found" rejections, 20-30 seconds apart, over 4-6 minutes, with the position completely unprotected the whole time. Root cause: this error fires when the ENTRY order itself hasn't settled at the broker yet, even though local state already marked the position "open" at submission time (market buys can occasionally take longer to settle than one 5-second poll interval, especially during the order-flow crunch right at market open). See exit_retry_after below. Nrr0r2rcrN[EXIT] z2: close order already resting at broker (order_id=z#); adopting instead of resubmittingz#: wash-trade rejection named order z( but it is not a resting SELL order for z (most likely the still-unsettled entry order) -- refusing to adopt it as the exit to avoid a phantom close; backing off instead+[EXIT] Failed to close broker position for rKTr`rarbz": close order submitted (order_id=z), awaiting fill)rrr _finalize_exit_poll_pending_exitrr?rr@ isinstancer.rclose_positionrlrmr_is_resting_sell_orderr'rg_handle_position_not_foundr rnrqr() rrrZrIr retry_afterr?retry_after_dtrtr\ruexisting_order_idrrr exit_positionqsb           2 zPositionManager.exit_positionr\cCs:|j|}|dur dSt|dd|kot|ddtjkS)a [BUGFIX 2026-09-02] Verifies an order_id surfaced by a wash-trade rejection is actually a resting SELL order for this symbol before exit_position() trusts it as "our close order" -- see the long comment at its call site for the phantom-exit failure this prevents. Fails closed (returns False) on any lookup problem, so an unverifiable order is never adopted. NFrside)r get_orderrlr SELL)rrr\rtrrrrs z&PositionManager._is_resting_sell_orderexcc Cstdidi}|dd}|d}|r||nd}|durGttjt|d|d <| t d |d |d |d dSt d|d|dS)a [BUGFIX 2026-08-24] Distinguishes the benign, expected race (entry order hasn't settled yet -- log at INFO, back off, don't hammer retries) from a genuinely unusual case (entry settled but broker still has no position -- log at ERROR same as before, since we don't have evidence for what that would mean or how to safely auto-recover from it). r exit_retry"position_not_found_backoff_secondsr\NF)secondsrcrz:: close rejected as 'position not found', but entry order zC hasn't settled at the broker yet -- this is expected, backing off z%s instead of resubmitting immediatelyrrK) rr_entry_order_settledrr?rr@rrorqr'r(rn)rrrrrbackoff_secondsentry_order_id entry_settledrrrrs     z*PositionManager._handle_position_not_foundcCsD|j|}|dur dStt|dd}d|vr d|vr dSdS)zReturns True if the given order is FILLED, False if it's still open/pending, None if the lookup itself failed (treated as 'unknown' by the caller, not as 'settled').NrrEfilled partiallyTF)rrstrrllower)rr\rtrrrrrs z$PositionManager._entry_order_settledc Cs|d}|d}|s"td|dd|d<d|d<|dS|j|}|dur.dStt|dd }d |vr]d |vr]t|d d}|durNt |n|d }| |||ddS|dvrt d|d|d|dd|d<d|d<d|d<|dSdS)Nrrarz_ is 'closing' with no tracked order_id; resetting to 'open' so the next cycle resubmits a closer1rFr`rErrfilled_avg_pricerSrbr)canceledexpiredrejectedz: tracked close order z ended in status=z* without filling; will resubmit next cycle) rr'rnrqrrrrlrfloatrrg)rrrr\rtr fill_pricerZrrrrs4    z"PositionManager._poll_pending_exitcCs|d}||d<||d<ttj|d<d|d<d|d<t||d |d d |d <|t|t d |d|dt d||d dkrRdnd}t d|d|d d|S)NrrZr[r,rrFr`rFrVryrWrrdrez[EXIT_REASON] r+rEz[P/L] $) rr?rr@rorprqrappend_trade_recordr'r()rrrZrIrpl_signrrrrEs zPositionManager._finalize_exit END_OF_DAYcCs:t|jD]\}}|ddvr|||d|qdS)Nrr0rS)listrr&r)rrIrrrrr liquidate_allXs  zPositionManager.liquidate_allc Cs8|D]}|||j|d|j|ddqdS)zCall once per poll cycle before anything else touches open positions -- advances any "closing" position toward finalization without re-running trailing-stop/health logic on it.rSrbrN)get_closing_symbolsrrr)rrrrrpoll_pending_exits]s z"PositionManager.poll_pending_exitscCdd|jDS)aSymbols still eligible for trailing-stop/health evaluation. Excludes "closing" positions on purpose -- once an exit is in flight there's nothing to trail, and re-running update_position() on it would just be wasted work (the position is leaving).cS g|] \}}|ddkr|qS)rr1rrsrrrrr"j z4PositionManager.get_open_symbols..rr&r5rrrget_open_symbolsesz PositionManager.get_open_symbolscCr)NcSr)rr2rrrrrr"mrz7PositionManager.get_closing_symbols..rr5rrrrlsz#PositionManager.get_closing_symbolscCst|jdSr)rr*rr5rrrrqoszPositionManager._savec Cs|jrdStddd}ttj}|jdur$||j|kr$dS||_z dd|j D}Wnt yN}zt d|WYd}~dSd}~wwt|}t|}||}||}|rpt dt|d |rt d t|d dSdS) u/ Cross-checks local position state against Alpaca's actual open positions. Logs (but does not silently auto-liquidate) any mismatch, since prior systems have shown that automatically adopting/liquidating unexplained broker-side quantities can itself cause losses — a human should review true orphans. [BUGFIX 2026-09-02] Throttled to schedule.reconcile_interval_seconds (default 30s), matching the pattern _update_intraday_health() and _run_intraday_full_rescan() already use. Previously this fired an Alpaca API call on every single 5s main-loop cycle with no gate at all, which is the documented cause of 2026-09-01's 84 RECONCILE warnings and 2026-09-02's 4,514 (42% of that day's entire log volume) -- almost all of them the same expected one-cycle settlement lag right after an entry, not real orphans. That noise is exactly what buried the one day a real orphan (OWL/NVAX, see _is_resting_sell_order()) sat unreconciled for 6+ hours. Nschedulereconcile_interval_secondscSsi|]}|j|qSr)rr3rrr sz9PositionManager.reconcile_with_broker..z.[RECONCILE] Failed to fetch broker positions: z6[RECONCILE] Broker has positions not tracked locally: z. Review manually.zH[RECONCILE] Local ledger shows open positions the broker does not have: )r rrrr?rr@rrArget_open_positionsrmr'rnsetrkeysrgsorted) rintervalr?broker_positionsru local_open broker_openmissing_locallymissing_at_brokerrrrreconcile_with_brokerss8     z%PositionManager.reconcile_with_broker)T)NrEr)r)"__name__ __module__ __qualname__boolrr staticmethoddictrintr6r9rr<r=rDrrrwrr|rrrmrrrrrrrrrqrrrrrr ?sH Y Vn! *  r )__doc__rrr config_loaderr logger_setupr alpaca_clientrrr alpaca.trading.enumsr rhrrr#r'r rrrrs0