iJ&UdZddlmZddlmZmZddlmZmZm Z m Z ddl m Z ddl mZmZmZddlmZ ddlmZgd d d gd d ggddZded<edGddZedGddZGddZy#e$riZYTwxYw)u APEX V16 — Risk Manager. Single source of truth for "can the bot open this specific trade right now?". V15 had risk checks scattered across topstep_guards_status, correlation_block, budget_pre_check, halt, _on_sl_hit, _check_daily_reset. V16 centralizes all pre-trade gates here. Sizing-related budget pre-checks live in trading/sizing.py and propagate via SizingDecision.skip; risk_manager respects that result instead of re-deriving it. Public API: - RiskManager(config, state, logger) - .check_entry(*, entry, sizing, symbol, active_trades, now_utc) -> RiskCheckResult - .halt(reason) - .clear_halt(why) - .update_daily_pnl(delta_usd, *, is_win, brain) - .register_sl_hit(symbol, *, now_utc) (cooldown + consecutive_sl) - .register_tp_hit(symbol) (resets consecutive_sl) The RiskManager: - reads state.* and active_trades, never mutates active_trades. - mutates state.daily.*, state.brain.*, state.cooldown.*, state.halted. - does NOT call state_store.save() — orchestrator owns persistence (V15-BUG-9 discipline preserved; risk_manager mutates, orchestrator saves after each tick). Halt semantics: - halt() sets state.halted=True. Persists until daily reset (load_state(auto_daily_reset=True)) or clear_halt(). - profit_target REJECTS entries but does NOT halt — the bot stays alive to manage open positions (V15-parity, riga 666-668). - daily_loss_hard_stop AUTO-HALTS (V15-parity, riga 655-658). - daily_loss_soft_stop REJECTS entries but does NOT halt — the bot can resume opening if daily_pnl recovers above soft (V15-parity, riga 661-663). ) annotations)asdict dataclass)datetimetime timedeltatimezone)Optional) EntryDecisionRiskRuleutc_now)SizingDecision)MAX_CONTRACTS_PER_TRADE)MESMNQMYMESNQYMMGCGCMCLCL)6E6B6A6J6C)EQUITY_INDICESMETALSENERGY FX_MAJORSzdict[str, list[str]]CORRELATION_GROUPST)frozenceZdZUdZded<ded<ded<ded<ded<ded<ded <d ed <d ed <d ed<d ed<ded<y) RiskAudita Diagnostic context emitted with every check_entry() result. Persisted to brain_log.jsonl for forensic review and calibration. Populated for both approvals and rejections so we can compute "how close was this approval to a gate" post-hoc. float daily_pnldaily_loss_hard_stopdaily_loss_soft_stopdaily_profit_targetdaily_remaining_budgetpending_risk_usdrisk_vs_budget_pctintopen_trades_countconsecutive_sl_count Optional[str]cooldown_untilcorrelation_blockerstrnow_utcN)__name__ __module__ __qualname____doc____annotations__+/home/work/apex_v16/trading/risk_manager.pyr&r&MsP!!!!&& Lr=r&cBeZdZUdZded<ded<ded<ded<d d Zy ) RiskCheckResultz Output of RiskManager.check_entry(). approved: True iff trade may proceed. rule: stable RiskRule code (machine-readable). reason: human-readable explanation (logged). audit: RiskAudit context. boolapprovedr5rulereasonr&auditc,t|jSN)rrE)selfs r> audit_dictzRiskCheckResult.audit_dictrsdjj!!r=N)returndict)r7r8r9r:r;rIr<r=r>r@r@ds#N I K "r=r@ceZdZdZdZdZdddZdd ddZddZddd Z dd Z dd dd Z dd Z dd Z ddZeddZ ddZe d dZed!dZy)" RiskManagerz3Centralized pre-trade risk gates + lifecycle hooks.ii Nc.||_||_||_yrG)configstatelogger)rHrOrPrQs r>__init__zRiskManager.__init__s   r=r6c  |xs t}|j||||}|jr.|jtj d|j |S|jjr9|jtj|jjxsd|S|jj}|jjj|krd|jj_|j!d|jjjdd|d|jtj"d|jjjdd |d|S|jj$}|jjj|krG|jtj&d|jjjdd |d|S|jj(} |jjj| k\rbd|jj_|jtj,d |jjjd d | d|St/||jj0k\rD|jtj2t/|d|jj0d|S|jjj4|jj6k\rY|jtj8|jjj4d|jj6d|S|j;|rK|jj<} |j>| k\r&|jtj@d| dd|StC|jjD|jjFtHjJ} |jM| k\r4|jtjNd| jQdd|S|jjRjTjW|} | r` tYjZ| } || kr$|jtj\d| |S|jjRjT|=|jjbrM|je||}|9|jg||}|jtjh|d|d|StkjV|tkjVdd}|jl|kDr3|jtjn|jld|d||S|jjp}|jrd kDrg|jr|z}|jt|kDrI|jtjvd!|jtdd"|d#zdd$|jrdd%|dd& |Stydtjzj|d'|(S#t^t`f$r%|jjRjT|=YwxYw))z Evaluate all pre-trade gates. First failing gate wins. Order: cheap binary checks first, calendar before intraday, budget arithmetic last. )symbolsizing active_tradesr6z sizing skip: haltedTzDaily loss hard stop: $z.2fz <= $z daily P&L $z <= hard $z <= soft $zdaily target $z+.0fz >= $z.0f/z open positionsz trades todayzlast Friday of month, after 02dz:00 UTC)tzinfozafter z%H:%Mz UTC force-flat cutoffzcooldown until z blocked: z already open (correlated)defaultz > cap z for rzrisk $z > dz% of remaining $z (allowed $)rBrCrDrE)?r _build_auditskip_rejectr SIZING_SKIPrDrPrXHALTED halt_reasonrOr)dailyr(daily_loss_hard_stop_hithaltDAILY_LOSS_HARD_STOP_HITr*DAILY_LOSS_SOFT_STOP_HITr+profit_target_hitDAILY_PROFIT_TARGET_REACHEDlenmax_open_trades_totalMAX_OPEN_TRADES_REACHEDexecuted_countmax_daily_tradesMAX_DAILY_TRADES_REACHED_is_last_friday_of_month$last_friday_of_month_cutoff_utc_hourhourLAST_FRIDAY_CUTOFFdtimeforce_flat_utc_hourforce_flat_utc_minuter utctimetzFORCE_FLAT_TIME_REACHEDstrftimecooldownr3getr fromisoformatCOOLDOWN_ACTIVE TypeError ValueErrorenable_correlation_correlation_blocker_with_correlationCORRELATION_BLOCKEDr contractsMAX_CONTRACTS_EXCEEDEDmax_risk_vs_daily_budgetr, real_risk_usd!MAX_RISK_VS_DAILY_BUDGET_EXCEEDEDr@OKvalue)rHentryrVrUrWr6rEhardsofttargetcutoff_hffcooldown_until_isocublockermax_ctcap_pctalloweds r> check_entryzRiskManager.check_entrys&WY!!' "  ;;<<$$ /  ::  << &&2( {{// ::   % % -8> r !<<00W-..DE "ZZ00??CCFK  ?++,>?R<<< 00)*<)=> JJ''66v> ;; ) )// FG"..ug>||00hj 1KL),, +// 1=    f $<<//##$GF85A ++66  ' '! +22W> !5!5c :#"3;s++;E ?s)=Z '!Z 0Z>=Z>c:|jjryd|j_||j_|jG |jj d||jj j d|yy#t$rYywxYw)zEActivate kill switch. No new entries until daily reset or clear_halt.NTrj)rDzHALT: )rPrXrgrQlog_session_eventsystemwarning Exception)rHrDs r>rjzRiskManager.halt=s ::     !'  ;; "  --fV-D ""**VF8+<= #  sAB BBc|jjsy|jj}d|j_d|j_|j |jj d||yy#t $rYywxYw)zDClear halt flag. Use sparingly; daily reset handles the common case.NFr` halt_cleared)whywas)rPrXrgrQrr)rHrolds r> clear_haltzRiskManager.clear_haltJszzz  jj$$! !#  ;; "  --n#3-O #  sA== B B c|jjxj|z c_|jxj|z c_|dk(rV|r*|jjxj dz c_y|jjxj dz c_y|dk(rV|r*|jjxjdz c_y|jjxjdz c_yy)z Apply a P&L delta and update brain win/loss counters in one call. Brain string is the stable BrainName value ("TF" or "MR"). TFr]MRN) rPrhr( session_pnlbraintf_wins tf_lossesmr_wins mr_losses)rH delta_usdis_winrs r>update_daily_pnlzRiskManager.update_daily_pnlWs ""i/" )+ D=   ((A-(   **a/* d]   ((A-(   **a/* r=c |xs t}|jjj}|jjj di}t |j|d}|dz}|||<|dk\r|j}d}n|j}d}|t|zj} | |jjj|<|j|jjj|<|j3 |jjjd |d |d |d | yy#t $rYywxYw) a Anti-overtrading post-SL (V15 _on_sl_hit, riga 2117). - prior consecutive_sl >= 2 -> 2h cooldown (circuit breaker) - else -> 30min cooldown Increments state.cooldown.last_trade_close_at and consecutive_sl. r1rr]2h30min)secondsNz[SL] z: SL #z -> cooldown z until )r rPrlast_trade_close_atmetadata setdefaultr/rCOOLDOWN_CONSECUTIVE_SL_SECONDSCOOLDOWN_FIRST_SL_SECONDSr isoformatr3rQrinfor) rHrUr6priorcountersprev new_countrlabelr3s r>register_sl_hitzRiskManager.register_sl_hitosF&WY ##77::&&112H"M8<<*+1H $ 19::GE44GE!Ig$>>IIK5C **62:A:K:K:M //7 ;; "  ""''F86)M%P^O_` #   s1E EEc|jjjdi}d||<tj |jj j |<y)z?Reset consecutive_sl counter for symbol. Cooldown not extended.r1rN)rPrrr rrr)rHrUrs r>register_tp_hitzRiskManager.register_tp_hitsN::&&112H"M:A):M:M:O //7r=ct|jjjdij|dS)Nr1r)r/rPrr)rHrUs r>_consecutive_sl_forzRiskManager._consecutive_sl_fors34::&&**+A2FJJ6STUVVr=c*|jj}t||jjj z }|dkDr|j |z nd}|jjjj|}t|jjj ||jj|jj||j |t||j||d|j S)Nrg?) r(r)r*r+r,r-r.r0r1r3r4r6)rOr)absrPrhr(rrr3rr&r*r+rorr) rHrUrVrWr6r remainingrisk_vs_budgetr3s r>rbzRiskManager._build_audits{{//tzz//999: 09A F 9 ,3 ,,;;??Gjj&&00!%!%!A!A $ ? ?#,#11-!-0!%!9!9&!A) $%%'  r=c8t|}||d<tdi|S)z4Return a new RiskAudit with correlation_blocker set.r4r<)rr&)rErds r>rzRiskManager._with_correlations$ 5M#*  ~1~r=c4td|j||S)NFra)r@r)rHrCrDrEs r>rdzRiskManager._rejects!    r=cntjD]}||vr|D]}||k7s ||vs|ccS y)z Returns the symbol of a correlated open trade that blocks `symbol`, or None if no group-level blocker applies. N)r#values)rUrWmembersothers r>rz RiskManager._correlation_blockersN*002 !GW$  !F?u '= L ! ! r=cv|jdk7ry|tdzj|jk7S)z9True iff `now_utc` falls on the last Friday of its month.F)days)weekdayrmonthrSs r>ruz$RiskManager._is_last_friday_of_months5 ??  !)++22gmmCCr=rG)rJNone) rr rVrrUr5rWrKr6Optional[datetime]rJr@)rDr5rJr)manual)rr5rJr)rr'rrArr5rJr)rUr5r6rrJr)rUr5rJr)rUr5rJr/) rUr5rVrrWrKr6rrJr&)rEr&rr5rJr&)rCr rDr5rEr&rJr@)rUr5rWrKrJr2)r6rrJrA)r7r8r9r:rrrRrrjrrrrrrb staticmethodrrdrrur<r=r>rMrMzs=&*&*# '+m m  m  m  m $m  m f  00 0  0  08'+ ++$ +  +ZPW          :            DDr=rMN)r: __future__r dataclassesrrrrryrr typingr core.contractsr r r trading.sizingrcore.config_futuresr ImportErrorr#r;r&r@rMr<r=r>rs%N#)AA;;)!; >dmdm4 ,( $, $"""*yDyDO! !sBBB