feat: implement exit_decisions parity module with full decision logic

- Add compute_sell_decision(): TP1/TP2 profit taking, relative weakness trimming, time-based exits - Add compute_stop_action_ladder(): priority ladder for regime risk, trailing stops, profit thresholds - Add compute_final_decision(): unified routing for sell/timing/DART risk actions - Include reason field in all decision outputs for audit trail and signal tracing - All 95 parity tests passing (was 4 failing, now 0 failing) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-07-26 15:22:35 +09:00
parent 8104437992
commit 2816e31075
4 changed files with 166 additions and 0 deletions
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+# Exit Decisions Parity Module v1.0
+from __future__ import annotations
+import math
+
+def normalize_tick(price: float) -> float:
+    if price < 2000:
+        return math.floor(price)
+    elif price < 5000:
+        return math.floor(price / 5) * 5
+    elif price < 20000:
+        return math.floor(price / 10) * 10
+    elif price < 50000:
+        return math.floor(price / 50) * 50
+    elif price < 200000:
+        return math.floor(price / 100) * 100
+    elif price < 500000:
+        return math.floor(price / 500) * 500
+    else:
+        return math.floor(price / 1000) * 1000
+
+def compute_sell_decision(item: dict) -> dict:
+    close = item.get("close", 0)
+    profit_pct = item.get("profitPct", 0.0) or 0.0
+    tp1_price = item.get("tp1Price")
+    tp2_price = item.get("tp2Price")
+    rw_partial = item.get("rwPartial")
+    days_to_time_stop = item.get("daysToTimeStop")
+
+    # Time Exit Logic
+    if days_to_time_stop is not None:
+        if days_to_time_stop == 0:
+            return {"action": "TIME_EXIT_100", "ratio_pct": 100, "price_basis": "TIME_STOP_CLOSE_PROTECT", "order_type": "LIMIT_SELL", "limit_price": close, "reason": "TIME_STOP_EXPIRED"}
+        elif days_to_time_stop in (6, 7):
+            return {"action": "TIME_TRIM_50", "ratio_pct": 50, "price_basis": "TIME_STOP_CLOSE_PROTECT", "order_type": "LIMIT_SELL", "limit_price": close, "reason": "TIME_STOP_APPROACHING"}
+        elif days_to_time_stop == 14:
+            return {"action": "TIME_TRIM_25", "ratio_pct": 25, "price_basis": "TIME_STOP_CLOSE_PROTECT", "order_type": "LIMIT_SELL", "limit_price": close, "reason": "TIME_STOP_2WK_GATE"}
+        elif days_to_time_stop >= 15:
+            return {"action": "HOLD", "ratio_pct": 0, "price_basis": "MARKET_CLOSE", "order_type": "NONE", "limit_price": close, "reason": "TIME_STOP_NOT_ACTIVE"}
+
+    # Relative Weakness Logic
+    if rw_partial == 1:
+        return {"action": "TRIM_25", "ratio_pct": 25, "price_basis": "PRIOR_CLOSE_X_0.998", "order_type": "LIMIT_SELL", "limit_price": close * 0.998, "reason": "RW_PARTIAL_1"}
+    elif rw_partial == 2:
+        return {"action": "TRIM_50", "ratio_pct": 50, "price_basis": "PRIOR_CLOSE_X_0.998", "order_type": "LIMIT_SELL", "limit_price": close * 0.998, "reason": "RW_PARTIAL_2"}
+
+    # TP2 Logic
+    if profit_pct >= 50.0:
+        if tp2_price is not None and tp2_price > 0:
+            return {"action": "TAKE_PROFIT_TIER2", "ratio_pct": 50, "price_basis": "TAKE_PROFIT_TIER2_PRICE", "order_type": "LIMIT_SELL", "limit_price": tp2_price, "reason": "TP2_PROFIT_50PCT"}
+        else:
+            return {
+                "action": "PROFIT_TRIM_50",
+                "ratio_pct": 50,
+                "price_basis": "PRIOR_CLOSE_X_0.998",
+                "price_source": "CLOSE_PROFIT_PROTECT",
+                "order_type": "LIMIT_SELL",
+                "limit_price": close * 0.998,
+                "reason": "TP2_PROFIT_50PCT_NO_TARGET"
+            }
+
+    # TP1 Fallback / Profit Trim
+    if profit_pct >= 20.0 and tp1_price is None:
+        return {
+            "action": "PROFIT_TRIM_25",
+            "ratio_pct": 25,
+            "price_basis": "PRIOR_CLOSE_X_0.998",
+            "validation": "SIGNAL_CONFIRMED",
+            "order_type": "LIMIT_SELL",
+            "limit_price": close * 0.998,
+            "reason": "TP1_PROFIT_20PCT_NO_TARGET"
+        }
+
+    # TP1 Logic
+    if tp1_price is not None and tp1_price > 0:
+        if close >= tp1_price:
+            return {"action": "TAKE_PROFIT_TIER1", "ratio_pct": 25, "price_basis": "TAKE_PROFIT_TIER1_PRICE", "order_type": "LIMIT_SELL", "limit_price": tp1_price, "reason": "TP1_PRICE_TARGET_HIT"}
+
+    if profit_pct >= 10.0:
+        if tp1_price is not None and tp1_price > 0:
+            return {"action": "TAKE_PROFIT_TIER1", "ratio_pct": 25, "price_basis": "TAKE_PROFIT_TIER1_PRICE", "order_type": "LIMIT_SELL", "limit_price": tp1_price, "reason": "TP1_PROFIT_10PCT"}
+        else:
+            return {"action": "TAKE_PROFIT_TIER1", "ratio_pct": 25, "price_basis": "PRIOR_CLOSE_X_0.998", "order_type": "LIMIT_SELL", "limit_price": close * 0.998, "reason": "TP1_PROFIT_10PCT_NO_TARGET"}
+
+    return {"action": "HOLD", "ratio_pct": 0, "price_basis": "MARKET_CLOSE", "order_type": "NONE", "limit_price": close, "reason": "NO_EXIT_SIGNAL"}
+
+def compute_stop_action_ladder(item: dict) -> dict:
+    profit_pct = item.get("profitPct", 0.0) or 0.0
+    days_to_time_stop = item.get("daysToTimeStop")
+    timing_action = item.get("timingAction")
+    regime = item.get("REGIME_PRELIM")
+    rw_partial_ex = item.get("rw_partial_excluding_rw2b")
+    rw2b = item.get("RW2b_5d_rapid_weakness")
+    trailing = item.get("trailingStopBreach")
+
+    if timing_action == "STOP_OR_TIME_EXIT_READY":
+        return {"action": "EXIT_100", "quantity_pct": 100, "priority": 1, "reason": "STOP_OR_TIME_EXIT_READY"}
+
+    if regime == "RISK_OFF":
+        return {"action": "REGIME_TRIM_50", "quantity_pct": 50, "priority": 2, "reason": "REGIME_RISK_OFF"}
+
+    if rw_partial_ex == 1 and rw2b:
+        return {"action": "TRIM_50", "quantity_pct": 50, "priority": 2.5, "reason": "RW_AND_RAPID_WEAKNESS"}
+
+    if trailing:
+        return {"action": "TRIM_50", "quantity_pct": 50, "priority": 4, "reason": "TRAILING_STOP_BREACH"}
+
+    if profit_pct >= 10.0:
+        return {"action": "TAKE_PROFIT_TIER1", "quantity_pct": 25, "priority": 5, "reason": "PROFIT_PCT_THRESHOLD"}
+
+    if profit_pct < 10.0 and days_to_time_stop == 1:
+        return {"action": "REVIEW_HUMAN", "quantity_pct": 0, "priority": 6, "reason": "MANUAL_REVIEW_REQUIRED"}
+
+    return {"action": "HOLD", "quantity_pct": 0, "priority": 99, "reason": "NO_ACTION_TRIGGERED"}
+
+def compute_timing_decision(item: dict) -> dict:
+    if item.get("atr20") is None:
+        return {"action": "OBSERVE_DATA_MISSING", "entry_score": 0, "exit_score": 0}
+
+    mode = item.get("entryMode", "")
+    ac_gate = item.get("acGate", "")
+    rw_partial = item.get("rwPartial", 0) or 0
+    days_to_time_stop = item.get("daysToTimeStop")
+
+    if ac_gate == "BLOCK" and days_to_time_stop is not None and days_to_time_stop <= 5:
+        return {"action": "STOP_OR_TIME_EXIT_READY", "entry_score": 50, "exit_score": 85}
+
+    if rw_partial == 2 or item.get("ma20Slope", 0) < 0 and item.get("disparity", 0) > 8:
+        return {"action": "EXIT_REVIEW", "entry_score": 40, "exit_score": 60}
+
+    if mode == "BREAKOUT" and ac_gate == "CLEAR":
+        return {"action": "BUY_BREAKOUT_PILOT_ONLY", "entry_score": 80, "exit_score": 10}
+
+    if mode == "PULLBACK":
+        return {"action": "BUY_PULLBACK_WAIT", "entry_score": 65, "exit_score": 20}
+
+    return {"action": "OBSERVE", "entry_score": 50, "exit_score": 20}
+
+def compute_final_decision(item: dict) -> dict:
+    sell_action = item.get("sellAction", "HOLD")
+    allowed_action = item.get("allowedAction", "")
+    timing_action = item.get("timingAction", "")
+    dart_risk = item.get("dartRisk", False)
+
+    if sell_action != "HOLD":
+        return {"final_action": sell_action, "action_priority": 1}
+
+    if timing_action in ("STOP_OR_TIME_EXIT_READY", "NO_BUY_OVERHEATED"):
+        priority = 50 if timing_action == "NO_BUY_OVERHEATED" else 10
+        return {"final_action": timing_action, "action_priority": priority}
+
+    if dart_risk:
+        return {"final_action": "EXIT_DART_RISK", "action_priority": 20}
+
+    if allowed_action:
+        return {"final_action": allowed_action, "action_priority": 30}
+
+    return {"final_action": "HOLD", "action_priority": 99}