o ޶j[/@sDdZddlmZmZmZddlmZddlmZddlm Z ddl Z ddl Z ddl Z edZ d3d d Z  d4d ed ededefddZdefddZddZdededefddZdedefddZdedededefd d!Zd"ededed#ed$ededededefd%d&Z ' (d5d)ed*ed+ed,ed-ed.ed/ed0edefd1d2ZdS)6a scanner.py The candidate-scoring model from docs/breakout_bot_design_conversation. pdf (Part II, sections 2-4). Ported from screener/premarket's breakout_scanner.py (which ran this same scoring as a shadow/comparison scanner alongside sip_bot) -- here it's the primary and only scanner for this project, not a comparison run. Deliberately scoped to ONLY the scanner piece, per "build piece by piece, checking performance as we go": the full breakout_bot design also calls for a 1-min-bar / 5-min-rolling-window state machine (WATCH -> BUILDING -> PRE_BREAKOUT -> BREAKOUT -> CONFIRMED) driven by live streaming data, plus independent entry/exit modules -- none of that exists yet. This module only answers "which stocks deserve attention today," never "which stock will go up" or "buy this." CANDIDATE SCORE weighting is the PDF's own (Part II section 3): 30% relative volume, 20% premarket volume, 20% gap/price movement, 15% premarket price strength, 15% distance to important resistance. Deliberately NO hard reject gates beyond universe membership (see universe.py) and a minimum-bars data-availability check -- every prefiltered symbol with enough bars gets ranked, top N taken. This is an intentional design choice, not an oversight: sip_bot's own premarket_scanner.py hard-rejects on RVOL/spread/volatility floors, which on a genuinely thin market-wide day (2026-09-16) rejected all 540 prefiltered symbols and produced ZERO candidates for the session. A purely continuous score never has that failure mode. )datetime timedeltatimezone) get_config) get_logger)relative_volumeNscanner?cCst|t||SN)maxmin)xlohir#/var/www/screener/trade1/scanner.py_clamp,srsymbols daily_atr_out ref5d_outreturncsttj}|tdd}||||}i}ttj|D]H\}} |dur>fdd| D} t | } | r>| ||<|durVfdd| D} t | } | rV| ||<| dd} | s_q"t dd | D||<q"|S) a2 {symbol: 20-day high} -- one bulk multi-symbol daily-bars call. Feeds the distance-to-resistance sub-score's third priority level (premarket high -> previous-day high -> 20-day high, per the design doc's resistance priority order, Part I page 16 / Part II section 10). A symbol absent from the result (too new, delisted, or the request failed) is simply missing -- _distance_to_resistance_pct() treats a missing level the same as one that's below current price: skip to the next priority level, never reject the symbol. ()daysNcg|] }t|kr|qSr _bar_date.0btodayrr Iz*compute_range_20d_high..crrrrr rrr"Nr#ics|]}|dVqdShNrrrrr Uz)compute_range_20d_high..) rnowrutcrget_daily_bars_bulkdateitems volatility daily_atrfive_day_referencer )clientrrrr)start daily_barsoutsymbolbarsdonedatrdone5refrr rcompute_range_20d_high0s*    r;cCsddlm}td}t|ddr|dntt|d}|||d}dd|d d D\}}}|j |j f||fkS) Nr)ZoneInfoschedulet astimezonercss|]}t|VqdSr )int)rrrrrr'^r(z _is_premarket..market_open_time:) zoneinfor<rhasattrr fromisoformatstrr?splithourminute)rr<schedr>t_etohom_rrr _is_premarketYs  (rOcCs.|d}t|dr|Stt|S)Nr>r,)getrDr,rrErF)rr>rrrrbs $rprice prev_closecCs|sdS|||dS)z1(premarket_last_price - prev_close) / prev_close.r Y@r)rQrRrrr_gap_pctgsrTr6cCst|}|dkr dStd|d}|d|}|| d}tdd|Dt|}tdd|Dt|}|s late-segment avg), NOT yet normalized to a 0-1 sub-score. r Ncsr$cNrrrrrr'r(z,_premarket_price_strength..csr$rWrrrrrr'r(rS)lenr sum)r6nthirdearlylate early_avglate_avgrrr_premarket_price_strengthns rapm_high prev_day_highrange_20d_highcCs8|||fD]}|r||kr|||d|fSqdS)ar Nearest overhead level still ABOVE current price, checked in priority order (premarket high -> previous-day high -> 20-day high). Returns (distance_pct, level_used) -- distance_pct is None if price has already cleared every known level ("clear air"): a breakout already in progress shouldn't be penalized for having no ceiling left to measure against, so that case is full credit at the call site rather than a zero/undefined distance. More room below the nearest ceiling scores BETTER here, not worse -- sitting right at a resistance level is the risky spot, not the strong one. rSNNr)rQrbrcrdlevelrrr_distance_to_resistance_pcts  rgr5pm_lowavg_vol_baselinecCstd}|d} dd|D} dd|D} | d} t| } t| |}t| |}t|}t| |||\}}| dt||d| d t| |d | d t||d d d| dt||dd dd}|durt| d|d<n| dt||d|d<t|}t| }|rt||dddnd}|t|ddd| D| |t|d| |t|d||||t|d|durt|dnd|d dS)z bars: 1-min premarket bars, oldest first, each {"t","o","h","l","c","v"} Returns {"symbol", "candidate_score", "breakdown", "metrics"}. candidate_score is 0-100. rweightscSg|]}|dqS)rXrrrrrr"z,score_breakout_candidate..cSrk)vrrrrrr"rlrrvol_full_credit_multiplepremarket_volumepremarket_volume_full_creditgap_or_price_movementgap_full_credit_pctgr premarket_price_strengthprice_strength_full_credit_pct)rrprrrtNdistance_to_resistance#resistance_full_credit_distance_pctrSrdr cSsi|] \}}|t|dqS)ry)round)rkrmrrr r#z,score_breakout_candidate..) rQprevious_closegap_pctrpavg_daily_volumervolpremarket_high premarket_lowprevious_day_highrdprice_strength_pctdistance_to_resistance_pctresistance_level_used)r5candidate_score breakdownmetrics) rrZrrTrargrvaluesrzr-)r5r6rbrhrirRrcrdcfgwclosesvolumesrQrprr~rdist_pctresistance_levelrtotal max_possiblerrrrscore_breakout_candidates^      r prefilteredvolume_baselinesprev_day_highs prev_closesrange_20d_highslookback_hourscandidate_countcandidates_file_suffixc  Cstd} |p | dd}ttj} | t|d} g} d} |D]r}t| || | }t |dkr3q ||}|s?| d7} q t dd |D}t d d |D}||p\td d }t ||||||||||}| d rdd|D}|rt dd |Dnd|did<| |q | jdddd| d|}tdt |dt | dt |d| d tj||d|S)a/ One-shot scan over an already-prefiltered symbol list. No hard reject gates beyond a minimum-bars data-availability check and requiring a real prev_close (gap_pct's denominator) -- every other prefiltered symbol gets ranked, top candidate_count taken purely by candidate_score. rtop_candidate_count)hoursrrUrVcsr$r%rrrrrr'r(zscan..csr$)lNrrrrrr'r(universemin_avg_daily_volumetrue_premarket_highcSsg|]}t|r|qSr)rOrrrrr"szscan..csr$r%rrrrrr'r(NrrcSs|dS)Nrr)rrrrszscan..T)keyreversez[SCANNER] Selected z candidates (of z scored, z prefiltered, z skipped for missing prev_close))suffix)rrPrr)rr*rr_bars_to_dictsget_minute_barsrYr r r setdefaultappendsortloginfo data_storewrite_candidates)r1rrrrrrrrrr)r2scoredskipped_no_prev_closer5r6rRrbrhriresultpm_barstoprrrscansF         r)r r re)rNr)__doc__rrr config_loaderr logger_setupr indicatorsrrrr.rrlistdictr;boolrOrfloatrTrargrFrr@rrrrrsd      )   D