wj].dZddlmZddlmZmZmZddlmZmZddl m Z ddl m Z m Z Gddee ZGd d ee ZGd d ee ZGd dee ZGddee ZGddee ZedGddZeGddZeGddZeGddZeGddZeGdd Zd#d!Zy")$u\ APEX V16 — Core data contracts (dataclasses). Single source of truth for ALL structured data shapes in V16. Replaces V15's dict-based init_data / brain context with typed, immutable-where-appropriate dataclasses. Rule: NO module outside this file defines its own dict for trade, brain context, or brain decision data. Always import from here. ) annotations) dataclassfieldasdict)datetimetimezone)Enum)OptionalAnyceZdZdZdZy) DirectionBUYSELLN)__name__ __module__ __qualname__rr%/home/work/apex_v16/core/contracts.pyr r s C Drr ceZdZdZdZy) BrainNameTFMRN)rrrrrrrrrrs B BrrceZdZdZdZdZdZy) TradeActionHOLDEXIT PARTIAL_50MOVE_SLN)rrrrrrrrrrrr"s D DJGrrcHeZdZdZdZdZdZdZdZdZ dZ d Z d Z d Z d Zd ZdZdZy)RiskRulea Stable rule codes for risk_manager.check_entry() rejections. These are part of the V16 contract: never rename existing codes (calibration analytics + JSONL forensics depend on them). New rules can be appended; deprecation is an explicit project decision. OK SIZING_SKIPHALTEDDAILY_LOSS_HARD_STOP_HITDAILY_LOSS_SOFT_STOP_HITDAILY_PROFIT_TARGET_REACHEDMAX_OPEN_TRADES_REACHEDMAX_DAILY_TRADES_REACHEDLAST_FRIDAY_CUTOFFFORCE_FLAT_TIME_REACHEDCOOLDOWN_ACTIVECORRELATION_BLOCKEDMAX_CONTRACTS_EXCEEDED!MAX_RISK_VS_DAILY_BUDGET_EXCEEDEDN)rrr__doc__r"r#r$r%r&r'r(r)r*r+r,r-r.r/rrrr!r!+sY)-B(5K(0F(B(B(E(A(B(<(A(9O(=(@(K%rr!c$eZdZdZdZdZdZdZdZy)MarketStructureBULLISH_EXPANSIONBULLISH_COMPRESSIONBEARISH_EXPANSIONBEARISH_COMPRESSIONRANGINGUNKNOWNN) rrrr3r4r5r6r7r8rrrr2r2Cs$+/+/GGrr2ceZdZdZdZdZy)RegimeTRENDINGr7r8N)rrrr;r7r8rrrr:r:LsHGGrr:T)frozenc eZdZUdZded<ded<ded<ded<ded <ded <ded <d ed <ded<ded<ded<ded<ded<ded<ded<ded<dZded<dZded<dZded<dZded<dZ ded<dZ ded <d#d!Z e d$d"Z y)% TradeEntrya Immutable snapshot of all data captured at the moment a trade is opened. Once created, NEVER modified. This is the contract that fixes V15-BUG-5 (rsi_start saved but never propagated) and V15-BUG-2 (key name mismatch). All Brain decisions during the trade lifecycle reference THIS snapshot as the "ground truth at entry", not whatever tech_now happens to be. strsymbol brain_name directionint contractsfloat entry_pricesl_pricetp_pricer opened_atrsi_m5_at_entryrsi_h1_at_entryrsi_h4_at_entryatr_ratio_at_entrymarket_structure_at_entryregime_at_entryh1_compat_at_entryconfidence_at_entryN Optional[str]entry_order_id stop_order_idtarget_order_idFboolis_paperis_orphan_recoveredorphan_entry_price_diffcVt|}|jj|d<|S)z@Serialize to dict for state persistence (datetime -> isoformat).rI)rrI isoformat)selfds rto_dictzTradeEntry.to_dicts& 4L113+rct|}t|jdtrt j |d|d<|di|S)z#Deserialize from dict (state load).rIr)dict isinstancegetr?r fromisoformat)clsdatar^s r from_dictzTradeEntry.from_dictsC J aeeK(# .%33AkNCAkNxQxrreturnra)rfrariz 'TradeEntry')rrrr0__annotations__rSrTrUrWrXrZr_ classmethodrgrrrr>r>Vs KONNOO""%)NM(#'M='%)O])Hd %% &)U( rr>ceZdZUdZdZded<dZded<dZded<dZded <dZ ded <dZ ded <dZ ded <dZ ded <dZ ded<dZded<dZded<dZded<ddZeddZy) TradeRuntimeaw Mutable state that changes during the trade lifecycle. Updated by orchestrator at each tracking iteration. current_sl_price tracks the broker-side stop after MOVE_SL or set_be_after_partial. entry.sl_price stays at the original SL (immutable snapshot at fill time). Brains use entry.sl_price for "SL at entry" comparisons; the orchestrator uses current_sl_price when emitting the next modify_stop. 0.0 means "still at entry SL". partial_pnl_usd captures the realized P&L from a partial close (separate from net_profit_usd which tracks the unrealized delta on the still-open portion). rYrE minutes_open progress_pctnet_profit_usdFrV partial_donepartial_pnl_usdcurrent_sl_pricersi50_partial_donelast_exit_eval_timer?last_brain_actionlast_brain_reasonsl_price_ai_raw sl_ai_raw_hitct|S)N)r)r]s rr_zTradeRuntime.to_dicts d|rc |jDchc]}|}}|di|jDcic] \}}||vs ||c}}Scc}wcc}}w)Nr)__dataclass_fields__items)rerffknownkvs rrgzTradeRuntime.from_dictsR 445q55Ctzz|Btq!qEzadBCC6Bs A  AANrh)rfrariz'TradeRuntime')rrrr0rnrjrorprqrrrsrtrurwrxryrzr_rkrgrrrrmrms L%L%NEL$ OU !e!$$!$$ss !OU M4DDrrmc0eZdZUdZded<ded<ded<y) BrainContextuq Bundle passed to Brain.manage_exit(). Replaces V15's (tech, net_profit, trade_type, init_data) signature where init_data was a dict with hidden fallbacks (V15-BUG-3). entry: immutable snapshot — Brain compares "now vs entry" using this. runtime: current trade state. tech_now: TechSnapshot of current indicator state (typed dataclass — V15-BUG-3 fix at the indicator boundary). Annotated as `Any` here to avoid a circular import; concrete type is analysis.tech_snapshot.TechSnapshot. Brain code reads `ctx.tech_now.` directly. r>entryrmruntimer tech_nowN)rrrr0rjrrrrrs   MrrcPeZdZUdZded<ded<dZded<eeZd ed <y) BrainDecisionan Brain's response to manage_exit(). action: see TradeAction enum. reason: human-readable rationale (logged). move_sl_to: only set when action == MOVE_SL. metadata["sl_target"] should be "breakeven" or "trailing". metadata: free-form dict for Brain-specific signals (logged but not interpreted by orchestrator). r?actionreasonNOptional[float] move_sl_todefault_factoryrametadata) rrrr0rjrrrarrrrrrs,  K K"&J&40Hd0rrcteZdZUdZded<ded<ded<ded<ded<d ed <ded <ee Zd ed<y) EntryDecisionu Brain's proposal to OPEN a new trade. None from evaluate_entry() means "no setup". TP variante γ: - Brain emits `rr_multiplier` (AI choice ∈ [0.17, 0.67]) and leaves `tp_price = 0.0` as sentinel "to be resolved post-sizing". - Orchestrator calls `resolve_tp_price(...)` after sizing/risk and replaces the decision via `dataclasses.replace(decision, tp_price=...)`. - The trade_opener still reads `decision.tp_price` as a finalized float; it never sees the 0.0 sentinel. r?rBrErFrGrH rr_multiplierrC confidence rationalerrarN)rrrr0rjrrarrrrrrs= NOOON40Hd0rrcFeZdZUdZded<dZded<dZded <dZd ed <y) EntryEvalResultuL Outcome of Brain.evaluate_entry. decision: EntryDecision (open trade) or None (no setup / pre-val rejection / AI rejection / transient AI failure / candle gate skip). evaluated_candle_time: M5 candle timestamp (UTC unix seconds, float) on which the AI was called and either responded (any parse outcome) or returned a permanent error (credit/invalid). When set, the orchestrator updates SessionState.entry_eval_cache so subsequent iterations on the same candle skip the AI call. None when: - dedup short-circuited the AI call, OR - candle-state gate short-circuited (not_closed / stabilizing / too_old), OR - pre-val rejected before AI, OR - AI failed with a transient error (unknown/overload) — retry on next iteration. dedup_skipped: True when same-candle dedup short-circuited the AI call. Mutually exclusive with a non-None decision. reject_reason: Stable string code emitted by candle-state gates ("CANDLE_NOT_CLOSED" / "CANDLE_STABILIZING" / "CANDLE_TOO_OLD") and propagated by the orchestrator into brain_log.jsonl scan_skip events for forensics. None when not a candle-state skip (pre-val / AI / dedup paths use their own logging channels). zOptional['EntryDecision']decisionNrevaluated_candle_timeFrV dedup_skippedrR reject_reason)rrrr0rjrrrrrrrrs.>('-1?1M4#'M='rrcHtjtjS)z-Single source of truth for timestamps in V16.)rnowrutcrrrutc_nowrCs << %%rN)rir)r0 __future__r dataclassesrrrrrenumr typingr r r?r rrr!r2r:r>rmrrrrrrrrrs #00' T T #tLsDL0c4S$ $>>>J )D)D )D`  0 11 1* 11 16 #(#( #(T&r