QuantEngineByItz/tools/build_execution_method_ladder_v1.py

from __future__ import annotations

import argparse
import json
from hashlib import sha256
from pathlib import Path
from typing import Any


ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "execution_method_ladder_v1.json"
DEFAULT_TIMING = ROOT / "Temp" / "sell_execution_timing_lock_v2.json"
DEFAULT_WATERFALL = ROOT / "Temp" / "sell_waterfall_engine_v2.json"
DEFAULT_SCR = ROOT / "Temp" / "smart_cash_recovery_v7.json"


def _load(path: Path) -> dict[str, Any]:
    if not path.exists():
        return {}
    try:
        obj = json.loads(path.read_text(encoding="utf-8"))
    except Exception:
        return {}
    return obj if isinstance(obj, dict) else {}


def _hash_text(text: str) -> str:
    return sha256(text.encode("utf-8")).hexdigest()[:16]


def _rows(value: Any) -> list[dict[str, Any]]:
    if isinstance(value, list):
        return [x for x in value if isinstance(x, dict)]
    return []


def _extract_harness_root(payload: dict[str, Any]) -> dict[str, Any]:
    h_apex = payload.get("hApex")
    data_apex = ((payload.get("data") or {}).get("_harness_context")) if isinstance(payload.get("data"), dict) else None
    if isinstance(h_apex, dict) and isinstance(data_apex, dict):
        merged = dict(data_apex)
        merged.update(h_apex)
        return merged
    if isinstance(h_apex, dict):
        return h_apex
    if isinstance(data_apex, dict):
        return data_apex
    return payload


def _method_row(method: str, order_type: str, split_count: int, trigger_rule: str, emergency_full_sell: bool) -> dict[str, Any]:
    return {
        "method": method,
        "order_type": order_type,
        "split_count": split_count,
        "trigger_rule": trigger_rule,
        "emergency_full_sell": emergency_full_sell,
        "market_order_default": order_type.upper() == "MARKET",
    }


def main() -> int:
    ap = argparse.ArgumentParser(description="Build execution method ladder contract.")
    ap.add_argument("--json", default=str(DEFAULT_JSON))
    ap.add_argument("--out", default=str(DEFAULT_OUT))
    ap.add_argument("--timing", default=str(DEFAULT_TIMING))
    ap.add_argument("--waterfall", default=str(DEFAULT_WATERFALL))
    ap.add_argument("--scr", default=str(DEFAULT_SCR))
    args = ap.parse_args()

    def _rp(path_str: str) -> Path:
        path = Path(path_str)
        return path if path.is_absolute() else ROOT / path

    json_path = _rp(args.json)
    timing_path = _rp(args.timing)
    waterfall_path = _rp(args.waterfall)
    scr_path = _rp(args.scr)
    out_path = _rp(args.out)

    payload = _load(json_path)
    hctx = _extract_harness_root(payload)
    timing = _load(timing_path)
    waterfall = _load(waterfall_path)
    scr = _load(scr_path)

    sell_timing_verdict = str(timing.get("sell_timing_verdict") or hctx.get("sell_timing_verdict") or "DATA_MISSING")
    waterfall_gate = str(waterfall.get("gate") or "MISSING")
    scr_gate = str(scr.get("status") or "MISSING")

    methods = [
        _method_row(
            "NORMAL_LIQUIDITY",
            "LIMIT_NEAR_BID_OR_MID",
            3,
            "avg_trade_value_20d_m >= 50 and not emergency_full_sell",
            False,
        ),
        _method_row(
            "HIGH_LIQUIDITY_BREACH",
            "TWAP_5_SPLIT",
            5,
            "avg_trade_value_20d_m >= 500 and stop_breach_gate == BREACH",
            False,
        ),
        _method_row(
            "OVERSOLD_REBOUND",
            "K2_50_50",
            2,
            "execution_style == OVERSOLD_REBOUND_SELL and rebound_trigger_price defined",
            False,
        ),
        _method_row(
            "EMERGENCY",
            "EXIT_100",
            1,
            "emergency_full_sell == true",
            True,
        ),
    ]

    market_order_default_count = sum(1 for row in methods if row["market_order_default"])
    emergency_full_sell_without_flag_count = sum(
        1 for row in methods if row["method"] == "EMERGENCY" and row["emergency_full_sell"] is not True
    )

    gate = "PASS"
    reasons: list[str] = []
    if sell_timing_verdict == "DATA_MISSING":
        gate = "WARN"
        reasons.append("SELL_TIMING_DATA_MISSING")
    if waterfall_gate not in {"PASS", "WARN"}:
        gate = "FAIL"
        reasons.append(f"WATERFALL_GATE={waterfall_gate}")
    if scr_gate not in {"PASS", "WARN"}:
        gate = "FAIL"
        reasons.append(f"SMART_CASH_RECOVERY_GATE={scr_gate}")
    if market_order_default_count != 0:
        gate = "FAIL"
        reasons.append("MARKET_ORDER_DEFAULT_NOT_ZERO")
    if emergency_full_sell_without_flag_count != 0:
        gate = "FAIL"
        reasons.append("EMERGENCY_FULL_SELL_FLAG_MISSING")

    result = {
        "formula_id": "EXECUTION_METHOD_LADDER_V1",
        "gate": gate,
        "sell_timing_verdict": sell_timing_verdict,
        "waterfall_gate": waterfall_gate,
        "smart_cash_recovery_gate": scr_gate,
        "market_order_default_count": market_order_default_count,
        "emergency_full_sell_without_flag_count": emergency_full_sell_without_flag_count,
        "methods": methods,
        "source": {
            "json_path": str(json_path),
            "sell_execution_timing_lock_v2": str(timing_path),
            "sell_waterfall_engine_v2": str(waterfall_path),
            "smart_cash_recovery_v7": str(scr_path),
            "generated_by_llm": False,
        },
        "input_hash": _hash_text(json.dumps(payload, ensure_ascii=False, sort_keys=True)),
        "validation": {
            "all_methods_defined": len(methods) == 4,
            "no_market_order_default": market_order_default_count == 0,
            "emergency_flag_locked": emergency_full_sell_without_flag_count == 0,
            "reasons": reasons,
        },
    }

    out_path.parent.mkdir(parents=True, exist_ok=True)
    out_path.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())