o >jP @sdZddlmZmZddlmZdZdZdZdZ dZ d Z d Z d Z d Zd ZdZdZdZdZdZdZdZdZdZidddddddddd d!d"d#d$d%d$d&d'd(d)d*d+d,d-d.d/d0d1d2dd3ie gd4ed5dge d6ge d5ge dged6ged7gege gegeged8geged7ged7d6ged6ged6d5ged6d5ged5d6giZeGd9d:d:Zd;edd?Z @ @dFd;edAedBedCed=ef dDdEZ d@S)Ga+ regime_engine.py [SIMULATION-ONLY 2026-09-05] LIVE, continuously-re-evaluated regime classifier -- combines trend_engine.TrendReading + structure_engine. StructureReading + stream_features.StreamFeatures into one label describing what's happening RIGHT NOW, and which entry setups (per the future setup_engine.py) are allowed in that regime. Not consumed anywhere in the live bot yet -- see config.json's regime_engine._note. NOT THE SAME MODULE AS regime_detector.py (built earlier this session) -- deliberately kept separate, answering a different question: regime_detector.py "What KIND OF SESSION did/is this symbol have(ing), overall?" -- computed once (or on a fixed window) for offline strategy simulation against a full day's data (simulate_regime_strategies.py). Its regimes: NORMAL_MOMENTUM, GAP_MOMENTUM, CATALYST_GAP_HIGH_VOLATILITY, RANGE_CHOP, FAILED_BREAKOUT, RECOVERY_RECLAIM, INTRADAY_SPIKE_NO_GAP_WHIPSAW. regime_engine.py (this file) "What's happening in this symbol's price action RIGHT NOW, this instant?" -- re-evaluated every cycle from live trend/ structure/feature readings, feeding the live entry decision. Its regimes are the original design brief's list: STRONG_UPTREND, WEAK_UPTREND, BREAKOUT, PULLBACK, VWAP_RECLAIM, OPENING_VOLATILITY, RANGE, CHOP, DISTRIBUTION, DOWNTREND, FAILED_BREAKOUT, RECOVERY. Same names appearing in both (FAILED_BREAKOUT) describe genuinely related but differently-scoped ideas -- one retrospective/whole-session, one instantaneous/live -- exactly like structure_engine.py's swing-pivot detection vs indicators.is_higher_highs_higher_lows()'s windowed-bar check: neither is a duplicate of the other. ) dataclassfield) get_configOPENING_VOLATILITYFAILED_BREAKOUTRECOVERY VWAP_RECLAIMBREAKOUTPULLBACK DISTRIBUTIONSTRONG_UPTREND WEAK_UPTREND DOWNTRENDRANGECHOPSTRUCTURE_BREAKDOWN ACCUMULATIONPRESSURE_BUILDINGBREAKOUT_ATTEMPTBREAKOUT_CONFIRMED EXPANSION CONTINUATION!opening_volatility_window_minutesopening_volatility_min_atr_pct?pullback_trend_slope_thresholdg$distribution_min_volume_accelerationg?distribution_max_trend_slopegɿvwap_reclaim_min_time_below_pctg>@chop_min_atr_pctg?range_max_atr_pctstructure_breakdown_hard_blockT"accumulation_min_compression_score7-pressure_building_min_breakout_pressure_scoreFbreakout_confirm_barsexpansion_min_barscontinuation_min_barsbreakout_volume_confirm_ratioallowed_setups)PULLBACK_CONTINUATIONBREAKOUT_RETESTrr/r0COMPRESSION_EXPANSIONHIGHER_LOW_REVERSALc@speZdZUeed<eZeed<dZeed<e e dZ e ed<e e dZ e ed<dZ eed <e e dZe ed <d S) RegimeReadingsymbolregimegscore)default_factoryr.reasonsFinsufficient_datamissingN)__name__ __module__ __qualname__str__annotations__rr5r6floatrlistr.r8r9boolr:rCrCI/var/www/screener/trade/premarket_backup_2026-09-08_2010/regime_engine.pyr3s    r3r4r:returncCst|d|dS)NT)r4r9r:)r3)r4r:rCrCrD _insufficientsrFNsession_elapsed_minutesstatecfgc Csit|p tdi}|d}g} t|ddr| dt|ddr)| dt|ddr4| d| r;t|| Sg} |jduoP|jd d |jkoP|jd k} |durc| r_|d d d nd |d <|pfid | rld nd } |dr|j dr| dt |t d|j |t | dS|dur||dkr|j dd |dkr| d|dd|j ddt |td|t| dS|j dr| dt |t|j |t| dSdd|jD} t| dkr | d jd!kr | d"jd#kr |jd kr | d$t |td%|t| dS|jd&d }|jd'd }|d kr>||d(kr>|jd kr>| d)|d*d+t |td,|t| dS| r|jd-pId.|d/k}|d0}||d1}||d2}| |kryt}| d3|jd d4|jd5| n5| |kr|rtnt}| d6| d7|dn| |krt}| d8| d9n t}| d:| d;t |||j ||| dS|jdkr| d?|jdt |t|j |t| dS|jd-}|dur||d@kr|j|dAkr|jdBkr| dC|dD|jdEt |td%|t| dS|jd BREAKOUT_CONFIRMED -> EXPANSION -> CONTINUATION progression below. regime_enginer.r9Fstream_featurestrend structureNlastrUPbars_since_breakoutr"support_failurezstructure_engine confirmed a support failure (broke below the last swing low) -- highest-priority risk state, overrides opening-window handlinggY@)r4r5r6r.r8ratr_pctrzwithin opening window (z.1fz%m) with elevated volatility (atr_pct=)gV@failed_breakoutzMstructure_engine confirmed a failed breakout (broke resistance, gave it back)cSs$g|]}|jdkr|jdur|qS)LOWN)kindlabel).0srCrCrD s$z#classify_regime..r(LLHLzKbottomed (LL) then printed a higher low (HL) with momentum turning positivegN@price_vs_vwap_pcttime_below_pctrz#price reclaimed VWAP (was below it z.0fz6% of the recent window) with momentum turning positiveg@P@volume_accelerationrr-r'r)r+zprice (z) above last swing high (z), uptrend intact, attempt #zbreakout held for z$ consecutive reads (volume_confirms=zbreakout held z* reads past the initial break -- expansionzbreakout sustained z reads -- continuation)r r rBULLISH_STRUCTUREzRuptrend intact (structure=BULLISH) but short-term momentum weakening (trend_slope=rrBEARISH_STRUCTUREzelevated volume (accel=z%x) with fading momentum (trend_slope=z ) ahead of a confirmed breakdownz trend_engine=z", structure does not contradict itr )WEAK_DOWNTRENDSTRONG_DOWNTRENDRANGE_STRUCTUREr!r%z*structure=RANGE, calm volatility (atr_pct=z), breakout_pressure_score=z* -- compression + bullish context buildingr#z), compression_score=z -- qualifies as accumulationz%no clear directional edge (structure=z, trend=z , atr_pct=))DEFAULT_CONFIGrgetgetattrappendrFlast_swing_highprice directionflagsr3rr6 volatilityrrswingslenrX trend_slopervwaprvolumerrrrrHrMr r r r rbreakout_pressure_scorercompression_scorerrr)r4featuresrLrMrG compressionrHrIallowed_setups_mapr:r8is_breakout_conditionrP low_swings price_vs_vwap time_belowvolume_confirms confirm_at expansion_atcontinuation_atr5 vol_accelrSrCrCrDclassify_regimes               .  $                         r)NNNN)!__doc__ dataclassesrr config_loaderrrrrrr r r r r rrrrrrrrrrrhr3r>rArFr@dictrrCrCrCrDs(        @