iSdZddlmZddlmZddlmZedGddZ d d Zd d Z y )u APEX V16 — P&L calculator for futures. Pure functions. No I/O, no broker calls, no AI. Inputs are explicit; outputs are typed. Migrated from V15's _compute_paper_pnl() with the following intentional differences: - V16 raises ValueError if asset specs are missing. V15 silently fell back to MES tick specs (0.25 / 1.25), which produced wrong P&L for any asset whose specs failed to load. Better to crash loud than to compute silently wrong. - V16 inputs are typed dataclass-friendly (entry_price, sl_price, tp_price as floats; direction as "BUY"/"SELL" string). Inverted quote handling (6J, 6C, etc.) is NOT done here. It is handled upstream in sizing / direction translation. The tick_value from config_futures.py already encodes the dollar value of one tick in the trader's account currency (USD), regardless of quote direction. So this module is symmetric BUY/SELL. ) annotations) dataclass)OptionalT)frozencXeZdZUdZded<ded<ded<ded<ded<d ed <d ed <y ) PnLResultz 0, got ztick_value must be > 0, got zcontracts must be > 0, got )BUYSELLz#direction must be BUY or SELL, got rggY@)r r r rrrr) ValueErrorupperstripr roundabsr) entry_pricesl_pricetp_price current_price direction contracts tick_size tick_value price_diffrrtp_diffrr r r rs r compute_pnlr/+sDA~6ykBCCQ7 |DEEA~6ykBCC!'')I'>ymLMME"[0 (*(*[( =0 (*(*($i/'*4y@Nu/01L% 2Y>L3w >>rN)r%r r&r r'r r(r r)strr*r r+r r,r returnr)r2r6r3dictr7ztuple[float, float]) r __future__r dataclassesrtypingrrr/r5rrrr<s0#! $NNN N  N  NNNNNj?r