;jFdZddlmZddlmZmZddlmZddlm Z ddl m Z edGd d Z edGd d Z dd ZhdZdd ddZddZddZd dZedGddZedGddZe j.d d!dZy)"u APEX V16 — Position sizing and budget pre-check. Three layers, low to high: 1. PRIMITIVES (internal — `budget_pre_check`, `compute_contracts`): pure ticks-based math, ported from V15. Kept intact since Day 1. 2. CONVERSION HELPERS (public — `points_to_ticks`, `points_to_dollars`): wrap ASSETS_MAP lookups so the rest of the codebase never deals with `tick_size`/`tick_value` directly. Fail-loud on unknown symbols (no silent default-tick-size bugs). 3. PUBLIC ENTRY POINT (`size_for_entry`): the orchestrator-facing API. Takes a brain-produced EntryDecision + account_balance + risk config, returns a SizingDecision (act-on-it payload) with a nested SizingAudit (look-at-it diagnostics). V15 sizing formula (verified at APEX_PREDATOR_V15.py:775-826): risk_usd = balance * risk_per_trade * risk_multiplier sl_usd_per_contract = sl_ticks * tick_value target_contracts = risk_usd / sl_usd_per_contract contracts = clamp(round(target), 1, MAX_CONTRACTS_PER_TRADE[sym]) real_risk = contracts * sl_usd_per_contract `inverted_quote` (6J/6C) is intentionally NOT read by sizing math: V15 uses it only as an info log post-sizing (APEX_PREDATOR_V15.py:1665) for direction-flip awareness. The dollar formula is invariant. V16 propagates the flag in SizingAudit for audit, never reads it in math. Pure functions — no broker, no AI, no I/O. ) annotations)asdict dataclass)Optional)config_futures) EntryDecisionT)frozencDeZdZUdZded<ded<ded<ded<ded <y ) BudgetCheckResultz%Result of the pre-Brain budget check.boolskipstrreasonfloat min_risk_usdtypical_risk_usdmax_allowed_usdN)__name__ __module__ __qualname____doc____annotations__%/home/work/apex_v16/trading/sizing.pyr r /s!/ J Krr c`eZdZUdZded<ded<ded<ded<d ed <d Zded <d Zded<y) SizingResultzResult of compute_contracts.int contractsr real_risk_usd target_floatr r rrrsl_ticks_originalFsl_ticks_flooredN)rrrrrr"r#rrrrr9s6&N J Ks"d"rrc 0|dkrt|d||dkrt|d|||krt|d|d|d||zdz}d|z|z}d|z|z} t||z } | |z} || kDr7td d |d d | d dt|dt| dt| d S| | dzkDr7td d| d d | d dt|dt| dt| d Stddt|dt| dt| d S)u  Skip an asset BEFORE calling Brain if the daily budget can't accommodate even the smallest plausible trade. Logic: daily_remaining = abs(daily_loss_hard_stop - daily_pnl) max_allowed = daily_remaining * max_risk_vs_daily_budget min_risk = 1ct × min_sl_ticks × tick_value typical_risk = 1ct × ((min+max)/2) × tick_value - If min_risk > max_allowed -> skip HARD (impossible) - If typical_risk > max_allowed*1.2 -> skip SOFT (probable waste) Args: symbol: just for logging in reason string tick_value: $ per tick per contract (from config_futures) min_sl_ticks: smallest SL we'd ever accept for this asset max_sl_ticks: largest SL we'd ever accept for this asset daily_pnl: current daily P&L (negative for losses) daily_loss_hard_stop: e.g. -1500.0 (negative) max_risk_vs_daily_budget: fraction (0.33 = 33%) Raises: ValueError if tick_value <= 0 or min_sl_ticks <= 0 or max < min. r: tick_value must be > 0, got z : min_sl_ticks must be > 0, got z: max_sl_ticks (z) < min_sl_ticks ()Tzbudget_hard (min $.0fz > allowed $)r rrrrg333333?zbudget_soft (typical $z x 1.2)F budget_ok) ValueErrorabsr round) symbol tick_value min_sl_ticks max_sl_ticks daily_pnldaily_loss_hard_stopmax_risk_vs_daily_budgettypical_sl_ticksrrdaily_remainingrs rbudget_pre_checkr7IsHQF8#A*NOOqF8#CL>RSSl"h&|n4F|nTU V  %|39|#j0L++j8.:;O%(@@Oo% ' S'9oVYEZZ[\|Q/"#3Q7!/15   /C// +,MESMGCMNQMYM?)risk_multiplierc |dkrt|d||dkrt|d||dkrt|d||dkrt|d|| dkrt|d| |} |tvr!tjj ||}n*t |tj j ||}|| k7} ||z} ||z| z}|| z }||kr$tddt|d d d |d d |d| | St dt|}t||}ttjj |d}|dkDrt |t||}|| z}t||z }|| z}||kDr/tdt|d t|d d d|dd|dd| | St|t|d t|d dd| | S)a Compute integer contracts to trade based on risk targeting. Algorithm: sl_usd_per_contract = sl_ticks * tick_value risk_usd = account_balance * risk_per_trade * risk_multiplier target_float = risk_usd / sl_usd_per_contract if target_float < min_contract_fraction -> skip (size too small) else contracts = clamp(round(target_float), 1, max_contracts) real_risk = contracts * sl_usd_per_contract if real_risk > daily_budget_cap -> skip (exceeds budget) Args: symbol: for logging sl_ticks: SL distance in ticks (Brain-proposed, must be > 0) account_balance: account equity in USD tick_value: $ per tick per contract risk_per_trade: e.g. 0.003 (0.30%) max_contracts: per-asset cap (from MAX_CONTRACTS_PER_TRADE) min_contract_fraction: e.g. 0.70 (skip if target_float < this) daily_pnl: current daily P&L daily_loss_hard_stop: e.g. -1500.0 max_risk_vs_daily_budget: e.g. 0.33 risk_multiplier: confidence-based scaling (1.0 default; can be e.g. 0.5 for low confidence, 1.5 for high) rr%z: sl_ticks must be > 0, got z#: account_balance must be > 0, got r(z": max_contracts must be >= 1, got z#: risk_multiplier must be > 0, got gr'Tzsize_too_small (z.2fz < r&)rr r!r rr"r#zrisk_exceeds_daily_budget ($r)z > $FOK) r+WORST_CASE_SIZING_ASSETScfg_fut MAX_SL_TICKSgetmax MIN_SL_TICKSrr-minrMIN_CONTRACTS_PER_TRADEr,)r.sl_ticksaccount_balancer/risk_per_trade max_contractsmin_contract_fractionr2r3r4r=r"r#sl_usd_per_contractrisk_usdr!r min_contractsr r6rs rcompute_contractsrPsbTQF8#A*NOO1}F8#?zJKK!F8#FFWXYYqF8#Em_UVV!F8#FFWXYY  ))''++FH=x!5!5!9!9&(!KL#44"Z///AH11L++|Q/%l3%7s;P:QQRS/-  Au\*+II}-I77;;FAFGMq 3}m#DE  33M.:;O%(@@O& q1|Q/1-1DDY\H]]^_/-   M1-<+ +) rcftjj|}|td|d|S)zELookup ASSETS_MAP[symbol] or fail loud (no silent default tick math).zunknown symbol z": not in config_futures.ASSETS_MAP)rA ASSETS_MAPrCr+)r.specs r_specrT(s>    ! !& )D |fZ'I J   Krcv|dkrt|d|t|}tt||dz S)z Convert a price-points distance into ticks for `symbol`. Raises: ValueError on unknown symbol or non-positive distance. rz#: distance_points must be > 0, got tick_size)r+rTrr-)r.distance_pointsrSs rpoints_to_ticksrX2sN!h9/9J K   =D u_tK'889 ::rcRt|}t||}t||dzS)z Convert a price-points distance into USD risk per contract. Equivalent to: ticks(symbol, distance) * tick_value(symbol). r/)rTrXr)r.rWrSrHs rpoints_to_dollarsrZAs. =Dv7H D.. //rceZdZUdZded<ded<ded<ded<ded<ded <ded <ded <ded <d ed<ded<ded<dZded<dZd ed<y) SizingAuditu Diagnostics for sizing_log / brain_log JSONL streams. Never read by orchestrator decision logic — only logged. Lets the calibration round (5-9 mag) histogram clamp_active rate, real vs target risk, etc. across days. rr.rr=r!sl_distance_pointsrVr/rMrisk_usd_targetdaily_budget_cap_usdrmax_contracts_usedr clamp_activeinverted_quoteFr#rr"N)rrrrrr#r"rrrr\r\Psf K"d"srr\cVeZdZUdZded<ded<ded<ded<d ed <d ed <dd Zy)SizingDecisionz Core sizing output the orchestrator acts on. Audit nested for logging. Orchestrator reads contracts/skip/reason/sl_ticks/real_risk_usd to place the order. `audit` is forwarded to the JSONL logger. rrr r rrrHrr r\auditc,t|jS)z:Convenience for JSONL emission: flat dict of audit fields.)rre)selfs r audit_dictzSizingDecision.audit_dictxsdjj!!rN)returndict)rrrrrrhrrrrdrdis. N J KM "rrd)rLct|}t|d} t|d} t|jdd} t |j |j z } | dkr(t|d|j d|j dt|| } t|jjd d }||z|z}ttjj|tjjd d }t ||z }||z}t|| || ||||||| }td t|j }||kDxr|j"|k(}|t$vr!tj&j|| }n*t| tj(j|| }|| z}t+|||j t| d| | t|dt|dt|d||| |j,|j.}t1|j"|j2|j4| |j6|S)a Convert a brain-produced EntryDecision into an executable contract count. Flow: 1. sl_distance_points = abs(entry.entry_price - entry.sl_price). 2. Lookup ASSETS_MAP[symbol] (raise on missing). 3. Convert points -> ticks -> $/contract via the helpers. 4. Read risk_multiplier from entry.metadata (Brain may set 0.5..1.2). 5. Read MAX_CONTRACTS_PER_TRADE[symbol] (default 1). 6. Delegate the integer-clamp math to compute_contracts (existing primitive). 7. Wrap result + diagnostics in SizingDecision/SizingAudit. Raises: ValueError on unknown symbol, sl_distance == 0, or invalid inputs bubbled from compute_contracts. rVr/rbFrz(: sl_distance_points must be > 0 (entry=z, sl=r&r=r<defaultr() r.rHrIr/rJrKrLr2r3r4r=r')r.r=r!r]rVr/rMr^r_r`rarbr#r")rr rrHr re)rTrr rCr, entry_pricesl_pricer+rXmetadatarrAMAX_CONTRACTS_PER_TRADErPrDr-r!rr@rBrEr\r#r"rdr rr )entryr.rIrJr2r3r4rLrSrVr/rbr]rHr=r^rKr6r_ primitiverounded_targetrasl_ticks_for_sizingrMres rsize_for_entryrvsv6 =Dd;'(ItL)*J$((#3U;r}s B#)*( $ $###P PP P  P  P P$PP~8!q qq q  q  qq!qq q$qqqz ;0 $0 $"""@$+#@#@k k k k  k  k k$k!kkr