o sj  @sdZddlmZddlmZddlmZddlZedZdefdd Z defd d Z d d Z  ddede de de def ddZ dS)aB universe.py Builds the tradable symbol universe and does a cheap first-pass filter before any bar data is pulled. Ported from screener/premarket's premarket_scanner.py (get_universe_symbols / prefilter_by_snapshot), which itself already implements the same universe filters the breakout_bot design doc calls for (Part II section 2) -- price band, liquidity floor, ETF/leveraged/name-complexity exclusion. Reimplemented here rather than imported so this project has no runtime dependency on screener/premarket. Deliberately does NOT apply any RVOL/spread/volatility hard gate here -- those belong to sip_bot's own scorer.py, not this project's philosophy (see scanner.py's module docstring: candidate_score is a pure continuous rank, with no hard reject gates beyond universe membership and a minimum-bars data-availability check). ) get_config) get_logger)datetimeNuniversereturnc CsJg}|D]}||jt|jt|jt|jt|jt|jdq|S)N)tohlcv)append timestampfloatopenhighlowclosevolume)barsoutbr$/var/www/screener/trade1/universe.py_bars_to_dictss rcstd}|dr|dS|}t|dgfdd|D}t|}tj|dd}td|t|d |d |S) z Pulls active, tradable US equities and applies: 1. the include/exclude_symbols lists from config 2. ETF/fund/trust exclusion 3. leveraged/inverse ("multiplier") product exclusion 4. company-name syllable-count cap rinclude_only_symbolsexclude_symbolscs&g|]}t|ddr|jvr|qS)tradableF)getattrsymbol).0aexcludedrr 5s&z(get_universe_symbols..T)log_rejectionszB[UNIVERSE] Symbol filters (ETF/leveraged/name-complexity) removed z of z candidates) rgetget_tradable_assetssetlensymbol_filtersfilter_symbol_listloginfo)clientcfgassets candidatesbefore survivorsrr"rget_universe_symbols&s    r4cCstddlm}t|dd}t|dd}|dur8t|dddur8|tdd}|j|t|kr8|S|S) a/[BUGFIX 2026-09-25] The last COMPLETE session's daily bar. Before the open, today's daily bar doesn't exist yet, so the snapshot's daily_bar IS the prior session and previous_daily_bar is two sessions back. Confirmed: every 9:28 opening scan (09-17..09-25) saved prev-day high/close/volume from two sessions back for 29-30 of 30 symbols (JAGX 9/25: 'previous day high' 19.46 = 9/23's high, real 9/24 high 7.72; gap 1.1% instead of 44%). After the open, daily_bar is today's partial bar and previous_daily_bar is correct, as before.r)ZoneInfo daily_barNprevious_daily_barrscheduletimezone) zoneinfor5rrr astimezonedaternow)snapr5dailyprevtzrrr_prior_session_bar=s  rBsymbols baseline_outprev_day_high_outprev_close_outc Cs td}g}||}|s|S|D]y\}} zj| j} | dur"Wqt| j} |d| kr5|dks8nWqt| } | durX| jrXt| j} | |dkrPWq|durX| ||<|durj| durj| jrjt| j||<|dur|| dur|| j r|t| j ||<| |Wqt t fyYqw|S)aV Cheap first pass using snapshot data to cut the universe down before pulling minute bars for scoring. Filters on price band and a real prior-day volume floor. baseline_out: if a dict is passed, populated with {symbol: real prior-day volume} from snap.previous_daily_bar.volume (the prior COMPLETE session -- NOT snap.daily_bar, which is today's session-so-far and would make an RVOL calculation compare today's volume to itself). prev_day_high_out / prev_close_out: same pattern, populated with {symbol: previous session's high / close} from snap.previous_daily_bar. prev_close is a REQUIRED input to scanner.py's gap_pct -- a symbol missing it there gets skipped entirely, unlike prev_day_high which fails open (falls back to the next resistance level). rN price_min price_maxmin_avg_daily_volume) r get_snapshotsitems latest_traderpricerBrrrr AttributeError TypeError)r.rCrDrErFr/r3 snapshotsrr>rLrMprev_bar prev_volumerrrprefilter_by_snapshotPs:     rS)NNN)__doc__ config_loaderr logger_setuprrr*r,listrr4rBdictrSrrrrs$