o *j) @sdZddlmZmZddlmZddddddZdZd Zd Z d Z eGd d d Z eGdddZ de dedede fddZde de fddZde de fddZde dedefddZde dededefd d!Zde de ded"edef d#d$Zd)d&ede d"ede fd'd(Zd%S)*a structure_engine.py [SIMULATION-ONLY 2026-09-05] Detects swing-point market structure (higher highs / higher lows / lower highs / lower lows) and the failure patterns built on top of it (structure break, failed higher low, support failure, resistance rejection, failed breakout). Not consumed anywhere in the live bot yet -- see config.json's structure_engine._note. DIFFERENT FROM indicators.is_higher_highs_higher_lows() / is_lower_ highs_lower_lows() (already used by intraday_health.py and entry_engine.py): those check whether a FIXED WINDOW of raw bars shows a majority-higher (or majority-lower) step pattern -- useful as a quick health/confirmation signal, but they don't identify discrete swing PIVOTS the way this module does. This module finds actual local turning points (a real "9.62 LOW, 9.81 HIGH, 9.70 HIGHER LOW, 9.94 HIGHER HIGH" sequence, per the project's original design brief) and tracks the relationship between consecutive pivots of the same type. Both modules stay -- they answer different questions at different granularity, and neither is a duplicate of the other. NO LOOK-AHEAD: a bar can only be confirmed as a swing pivot once enough LATER bars exist to know price actually turned there (see pivot_confirm_bars in config) -- there is an inherent, honest lag between "a swing just formed" and "we can confirm it," same as any real swing-trading system. This module never looks past whatever `bars` the caller hands it. ) dataclassfield) get_configg333333?)pivot_lookback_barspivot_confirm_barsmin_swings_for_structure"resistance_rejection_tolerance_pctstructure_score_lookback_swingsBULLISH_STRUCTUREBEARISH_STRUCTURERANGE_STRUCTURETRANSITION_STRUCTUREc@s:eZdZUeed<eed<eed<eed<dZeed<dS) SwingPointkindpriceindextNlabel) __name__ __module__ __qualname__str__annotations__floatintobjectrrrL/var/www/screener/trade/premarket_backup_2026-09-08_2010/structure_engine.pyr0s rc@seZdZUeed<eZeed<dZeed<e e dZ e ed<dZ eed<dZ eed <e edZeed <d Zeed <e e dZe ed <dS)StructureReadingsymbol structurescore)default_factoryswingsNlast_swing_highlast_swing_lowflagsFinsufficient_datamissing)rrrrrSTRUCTURE_RANGEr"r$rrlistr&r'r(dictr)r*boolr+rrrrr 9s      r barslookbackconfirmreturnc s t|}g}t|||D]l}||||}||d|d|}||d||dtfdd|DrTtfdd|DrT|td|||ddtfd d|Drytfd d|Dry|td |||ddq |jd d d t|S)a Bar i is a swing HIGH if its high is >= every bar's high in the `lookback` bars before it AND every bar's high in the `confirm` bars after it (the "after" requirement is what makes this causal-safe -- a pivot at index i literally cannot be identified until i+confirm bars have arrived). Mirror logic for swing LOWs. Ties (an exact repeat of the extreme) keep the EARLIEST bar as the pivot. hlc3s|] }|dkVqdSr5Nr.0b)r5rr Wz$find_swing_points..HIGHr)rrrrc3s|] }|dkVqdS)r6Nrr8)r6rrr;Yr<LOWcSs|jSN)r)srrr\sz#find_swing_points..)key)lenrangeallappendrsort_dedupe_adjacent)r0r1r2nr&ileftrightr)r5r6rfind_swing_pointsFs   ,,rMr&cCsz|sgS|dg}|ddD]+}|j|djkr5|jdkr&|j|djkn|j|djk}|r4||d<q||q|S)zCollapses consecutive same-kind swings (e.g. two HIGH pivots in a row with no LOW in between -- can happen near the lookback/confirm boundary) down to the single most extreme one, so the sequence alternates HIGH/LOW the way a real zigzag does.rr4Nr=)rrrF)r&outr@ more_extremerrrrH`s * rHcCshi}|D]-}||j}|dur,|jdkr!|j|jkrdnd|_n |j|jkr)dnd|_|||j<q|S)zAssigns HH/LH to HIGH swings and HL/LL to LOW swings, each relative to the PRIOR swing of the same kind (not the immediately preceding swing overall, which alternates kind).Nr=HHLHHLLL)getrrr)r& last_of_kindr@prevrrr _label_swingsrs   rX min_swingscCsdd|D}dd|D}t||dks"t||dks"|r"|s'tddfS|dj}|dj}|dkr>|dkr>t||fS|d krK|d krKt||fSt||fS) aReturns (structure, last_high_label, last_low_label) from the most recent labeled HIGH and LOW swing. Requires at least min_swings of EACH kind to have a real opinion -- otherwise RANGE (an honest 'not enough structure yet' default, not a guess).cS$g|]}|jdkr|jdur|qSr=Nrrr9r@rrr $z_classify..cSrZr>Nr\r]rrrr^r_r4NrNrQrSrRrT)rCr,rSTRUCTURE_BULLISHSTRUCTURE_BEARISHSTRUCTURE_TRANSITION)r&rYhighslowslast_high_labellast_low_labelrrr _classifys(      rhr"lookback_swingscCsdd|D| d}|sdS|tkrtdd|D}n%|tkr,tdd|D}ntdd|D}td d|D}t||}t|t|d d S) a`% of the last `lookback_swings` labeled swings that agree with the declared `structure` -- e.g. for BULLISH_STRUCTURE, an HH or HL agrees, an LH or LL disagrees. RANGE/TRANSITION score by internal consistency instead (how much the recent swings agree with EACH OTHER), since there's no single direction to measure agreement against.cSsg|] }|jdur|qSr?rr]rrrr^z$_structure_score..Nr#cs|] }|jdvrdVqdS)rQrSr4Nrjr]rrrr;z#_structure_score..csrl)rRrTr4Nrjr]rrrr;rncsrlrmrjr]rrrr;rncsrlrorjr]rrrr;rnY@r4)rasumrbmaxroundrC)r&r"rilabeledagree bullish_count bearish_countrrr_structure_scores rxcfgc spdddddd}|s |S|dd}dd|D}dd|D}t|dkrBt|dd|d \}} } |ttfvrB||krBd |d <|rV|djd krV||djkrVd |d <dd|D} | rj|| djkrjd |d<dd|Drdj|ddfdd|D} tfdd| D} | r|krd |d<|S| stfdd| Dr|krd |d<|S)NF)structure_breakfailed_higher_lowfailed_breakoutsupport_failureresistance_rejectionrNccSrZr[r\r]rrrr^r_z!_detect_flags..cSrZr`r\r]rrrr^r_rr TrzrSr{cSg|] }|jdkr|qSr>rr]rrrr^rkr}cSrr=rr]rrrr^rkr rpcs"g|] }|ddjkr|qS)rrN)rr8) all_highsrrr^s"c3s|] }|dkVqdS)rNrr8) resistancerrr;r<z _detect_flags..r|c3s |] }|dkVqdSr7rr8)r tolerancerrr;sr~)rCrhrarbrrany) r0r&r"ryr) current_pricerdreprior_structure_all_lows bars_since broke_abover)rrrr _detect_flagssB     rNr!c Csit|p tdi}|d}|d}||d}t||kr1t|dd|dt|gdSt|||}t|}t||d \}}} t|||d } t ||||} d d |D} d d |D} t||| || rn| dj nd| rv| dj nd| ddS)Nstructure_enginerrr4Tzneed at least z bars, have )r!r*r+r r cSrrrr]rrrr^rkz%analyze_structure..cSrrrr]rrrr^rkrNF)r!r"r$r&r'r(r)r*) DEFAULT_CONFIGrrUrCr rMrXrhrxrr)r!r0ryr1r2 min_neededr&r"rfrgr$r) last_highs last_lowsrrranalyze_structures2   rr?)__doc__ dataclassesrr config_loaderrrrarbr,rcrr r-rrMrHrXtuplerhrrrxr.rrrrrrs0   6