#!/usr/bin/env python3 """VOLATILITY_EXPANSION_BREAKOUT_V1 — spec/formulas/domains/entry.yaml. This signal does NOT authorize a buy by itself -- callers must separately confirm BREAKOUT_QUALITY_GATE_V2 != BLOCKED_LATE_CHASE. governance/todo/technical_signals_p4_adoption_plan.yaml P4-3. """ from __future__ import annotations import argparse import json from pathlib import Path ROOT = Path(__file__).resolve().parents[1] DEFAULT_OUT = ROOT / "Temp" / "volatility_expansion_breakout_v1.json" SQUEEZE_PERCENTILE_THRESHOLD = 20.0 EXPANSION_RET_THRESHOLD_PCT = 3.0 def squeeze_detected(bb_width_20d_percentile: float | None) -> bool | None: if bb_width_20d_percentile is None: return None return bb_width_20d_percentile <= SQUEEZE_PERCENTILE_THRESHOLD def evaluate(squeeze_detected_previous_day: bool | None, ret_1d: float | None) -> bool | None: if squeeze_detected_previous_day is None or ret_1d is None: return None return squeeze_detected_previous_day and ret_1d >= EXPANSION_RET_THRESHOLD_PCT def main() -> int: ap = argparse.ArgumentParser() ap.add_argument("--bb-width-20d-percentile-prev", type=float, default=None) ap.add_argument("--ret-1d", type=float, default=None) ap.add_argument("--out", default=str(DEFAULT_OUT)) args = ap.parse_args() prev_squeeze = squeeze_detected(args.bb_width_20d_percentile_prev) result = { "formula_id": "VOLATILITY_EXPANSION_BREAKOUT_V1", "squeeze_detected_previous_day": prev_squeeze, "volatility_expansion_breakout": evaluate(prev_squeeze, args.ret_1d), "hard_constraint": "requires_BREAKOUT_QUALITY_GATE_V2_pass_separately", } out = Path(args.out) out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8") print(json.dumps(result, ensure_ascii=False, indent=2)) return 0 if __name__ == "__main__": raise SystemExit(main())