o $j@svdZddlmZmZddlmZddlmZmZmZm Z m Z eGdddZ eGdddZ eGd d d Z d S) a rules_api.py The contract between the bot CORE (monitor.py) and the RULE MODULES (breakout_rules.py, reversal_rules.py, exit_rules.py, or any new file listed under config.json "rules"). Core file -- rule work never needs to change it. What monitor.py hands a rule module every poll (every schedule.poll_interval_seconds) is a MarketView: a read-only picture of one symbol right now. What it expects back is an EntryDecision (entry modules) or an ExitDecision (the exit module). ENTRY MODULE -- must define: evaluate(view: MarketView, state: dict) -> EntryDecision Called for every watched symbol with no open position while a slot is free and before schedule.no_new_entries_after. `state` is this module's own per-symbol dict; monitor.py keeps it between polls (put timers, confirmations, anything in it). It is cleared when the symbol leaves the watchlist or after a buy fills. To buy: return EntryDecision(should_enter=True, stop=, ...). The stop is required (position size = 1% account risk to that stop, capped by trading.max_position_notional_pct_of_equity). EXIT MODULE -- must define: evaluate(view: MarketView, position: dict, state: dict) -> ExitDecision Called every poll for every open position. `position` is the position record (entry_price, stop_price, qty, entry_time, setup = which entry module bought it, plan = whatever that module put in EntryDecision.plan). `state` is per-position (fresh dict for each new position). OPTIONAL in any rule module: on_trade(symbol, ts, price, size) raw ticks, straight from the on_quote(symbol, ts, bid, ask, bid_size, ask_size) stream thread -- on_bar(symbol, bar) keep these FAST, they run seed_bars(symbol, bars) for every tick on_entry(symbol, position) after a buy is placed on_exit(symbol, position, reason) after a sell is placed on_session_end() at EOD (flush files etc.) Anything a rule module raises is caught and logged by monitor.py; it can never crash the core. ) dataclassfield)datetime)CallableDictListOptionalTuplec@seZdZUeed<eed<eed<eeed<eeed<e e eefed<e ee efed<e eed<eed <eed <e ed <e eed <eed <e edZe eeefed<dZe eege efed<ddede efddZdS) MarketViewsymbolnowpricebarsbars_subquotelevelsvolume_baselinescanminutes_since_open slots_free last_tradecfgdefault_factory benchmarksN _imbalance4@window_secondsreturncCs|jr||SdS)ziBuy-minus-sell trade imbalance over the last window, -1..+1 (None when there are too few trades).N)r)selfrr %/var/www/screener/trade1/rules_api.py imbalanceEszMarketView.imbalance)r)__name__ __module__ __qualname__str__annotations__rfloatrdictrr rboolrrrrr"r r r r!r 2s"     r c@s|eZdZUdZeed<dZeeed<dZ e ed<dZ e ed<e e d Zee ed <e ed Zeed <e ed Zeed <dS) EntryDecisionF should_enterNstopWAITstatereasonrreasonsplanmetrics)r#r$r%r,r*r'r-rr(r/r&r1rlistr2rr)r3r4r r r r!r+Ks   r+c@sDeZdZUdZeed<dZeed<dZeed<e e dZ e ed<d S) ExitDecisionF should_exitHOLDr/r0r1rr4N) r#r$r%r7r*r'r/r&r1rr)r4r r r r!r6Vs   r6N)__doc__ dataclassesrrrtypingrrrrr r r+r6r r r r!s,