o #j%@sjdZddlZddlmZmZddlmZddlmZddlm Z m Z m Z ddl Z edZ Gdd d ZdS) ay position_manager.py Owns local position state for this project: sizing a new position off the stop the entry rule module supplied (1% account risk, capped by max_position_notional_pct_of_equity), 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. Core file: contains NO entry or exit strategy -- those live in the rule modules (breakout_rules.py, reversal_rules.py, exit_rules.py). 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 entry 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 de fd dZ de de de defddZ d&dede de de dededefddZdede defddZdededefdd Zded!edefd"d#Zd$d%ZdS)'PositionManagercCs"t|_td|_t|_dS)Ntrading)rclientrcfg data_storeload_positions positionsselfr,/var/www/screener/trade1/position_manager.py__init__&s zPositionManager.__init__returncCs t|jSN)lenrrrrropen_positions_count, z$PositionManager.open_positions_countcCs||jdkS)N max_positions)rr rrrrhas_available_slot/sz"PositionManager.has_available_slotsymbolcCs ||jvSr)r)rrrrris_symbol_open2rzPositionManager.is_symbol_opencCst|jSr)listrkeysrrrrget_open_symbols5sz PositionManager.get_open_symbolscCsddtDS)zjToday's closed trades, oldest first (rule modules see the last one per symbol as view.last_trade).cSsg|] }|ddkr|qS)statusclosed)get).0trrr <sz7PositionManager.closed_trades_today..)rload_today_tradesrrrrclosed_trades_today9sz#PositionManager.closed_trades_todayequity 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_qtyNreasonssetupplanc CsL||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 |pwg||p{id |j|<|td|d| d|dd|d|ddd|pgd dS)NFrz[ENTRY] z sized to 0 shares (equity=$.2fz , entry=$z, stop=$z ) -- skippedbuyz order submission failed: id) rr6r+r, entry_timeentry_order_idr9r:r;z BUY z @ ~$z [z ] (stop $z , reasons: z; )T)rrr get_accountfloatr*r8loginfosubmit_market_order Exceptionerrorrnowrutc isoformatstrgetattrr_savejoin) rrr+r,r9r:r;accountr*r6ordererJrrrenter_positionOsB        zPositionManager.enter_position exit_pricereasonc Cs|j|}|s dSz|j|WnRtyd}zFt|}|r.|||s-WYd}~dSn,t|rH|||sAt d|dWYd}~dSt d|d|WYd}~dSWYd}~nd}~ww|dr|j |d}|durt |jp{ddkrtt |j|d<|dr||d|ddnd }||d|d} i||ttj|d t|d t| d d } t| |j|=|t d|d|dd|d|dd| dd dS)N[EXIT] z[ broker reports no position yet (entry order likely still settling) -- will retry next pollz close_position failed: cancelled_entry_order_idrr6r+r.gr#)rU exit_time exit_reasonr"pl_pct pl_dollarsz SELL @ ~$r< (z ) -- P/L z+.2fz% ($rB)rr$r close_positionrHr_resolve_wash_conflictr_entry_never_filledrEwarningrI get_orderrD filled_qtyintrrJrrKrLroundrappend_trade_recordrOrF) rrrUrVprSorder_idrRr]r^traderrr exit_positionrsR     $ zPositionManager.exit_positionrjc 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.NrWz 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 r_z1); cancelling it and keeping the position trackedrX) rr rdrErcrNsiderMlowerr" cancel_orderrO)rrrjrirRror"rrrras   z&PositionManager._resolve_wash_conflictric 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.rXrANFrmr)canceledexpiredrejectedrWz entry order  z5 with no fill -- no trade happened, dropping positionT)r$r rdrNr"rMrprDreget_position_qtyrErcrrO)rrrirjrRr"filledrrrrbsz#PositionManager._entry_never_filledcCst|jdSr)rsave_positionsrrrrrrOszPositionManager._save)NNN)__name__ __module__ __qualname__rrfrboolrrMrrr!r)rDr8dictrTrlrarbrOrrrrr %s, #. r )__doc__r1rr config_loaderr logger_setupr alpaca_clientrrrrrEr rrrrs