o A%j@sdZdddgdgdgdgddd Zd ed efd d ZddedefddZded efddZdeded ed efddZ ded efddZ de d e fddZ dS) a volatility.py [2026-09-23] Per-symbol volatility class and the minimum entry-stop distance that goes with it (user request: "recognize when a stock is volatile from the ones that has a low volatility and adjust the minimum stop distance accordingly"). Motivated by 9/23's quiet names getting 3-7c stops from 3 x 1-min ATR (BLMN, LTRX: 3c) -- inside the normal post-entry dip every trade makes. Volatility = daily ATR(14) as % of price, from the prior completed sessions' daily bars (scanner.compute_range_20d_high already fetches them; simulate.py fetches the same as of the replayed date). Carried to the rule modules as view.levels["daily_atr"] (a price distance, not a level -- every level consumer skips it). Floor = max(volatility floor, spread_mult x current spread), where the volatility floor is either style "k": k x daily ATR style "tiers": a % of price by class (low/medium/high daily ATR%). The stop is then min(stop from the caller's own rule, price - floor): a floor only ever WIDENS a stop, never tightens one. Ftiersg333333?)g@g333333?low)g@?medium)geAg?highg@r)enabledstylekr spread_multunknown_floor_pctcfgreturncCsit|piS)N)DEFAULT_MIN_STOP)r r&/var/www/screener/trade1/volatility.py merge_cfg$sr daily_barsperiodc Cst|dkrdSg}t||ddD]#\}}|t|d|dt|d|dt|d|dq|| d}t|t|S)zWilder-free simple ATR over the last `period` true ranges of completed daily bars (oldest first). None if not enough history.Nhlc)lenzipappendmaxabssum)rrtrsprevbrrr daily_atr(s @r"pricecCsT|r|sdS||d}|dD]\}}}||kr||fSq|ddd|fS)N)unknownNY@rrr)r#datrr pctmax_pct_floornamerrrclassify4s  r,spreadcst||\}dkr|dd}n|ddkr"|d|}ntfdd|dD}t||d |p8d }||rFt|d d Sd d S)zReturns {"floor", "class", "daily_atr_pct"} -- floor is a price distance (dollars) the stop must be at least this far below price.r$r r%rrc3s*|]\}}}|kr|dVqdS)r%Nr).0mfnclsr#rr Gs(zstop_floor..rr grN)floorclass daily_atr_pct)r,nextrround)r#r'r-r r( vol_floorr5rr2r stop_floor>s r;cCs|dd}t|dkriStdd|Dtdd|Dttdd|Dt|dttd d|Dt|dttd d|Dt|dd S) a][2026-09-25] User's 5-day reference frame, from the last 5 COMPLETED sessions (oldest first): extreme high/low (the ceiling/floor traders defend), average daily high/low, and the average daily range (the stock's typical one-day move). Keys are prefixed ref_ so every level consumer skips them unless setup_plan.five_day_levels is on.Nrcs|]}|dVqdSrNrr.r!rrrr4Vz%five_day_reference..csr=rNrr?rrrr4Wr@csr=r>rr?rrrr4Xr@csr=rArr?rrrr4Yr@css |] }|d|dVqdS)rrNrr?rrrr4Zs) ref_5d_high ref_5d_lowref_5d_avg_highref_5d_avg_lowref_5d_avg_range)rrminr9r)rlast5rrrfive_day_referenceLs  rJkeycCs|dko |d S)z;Keys in a resistance-levels dict that are NOT price levels.r"ref_) startswith)rKrrr is_level_key^srNN)r)__doc__r dictrlistintr"floatr,r;rJstrboolrNrrrrs