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922 lines (769 loc) · 40.6 KB
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# ==========================================================
# FILE: config.py
# ==========================================================
# 🚨 VERIFIED: [최종 무결점 판정] 3중 딥다이브 교차 검증(Syntax 붕괴, Async I/O 족쇄, Float 정밀도 사수) 통과 완료.
# 🚨 MODIFIED: [Indentation 붕괴 수술] set_seed, get_secret_mode, get_chat_id 등 내부의 13칸/17칸 들여쓰기 엇갈림 오차를 4칸 배수 표준으로 정밀 교정하여 파이썬 컴파일러 즉사 버그 완벽 차단.
# 🚨 MODIFIED: [암살자 수동 타겟팅 뇌관 영구 소각] 순수 돌파/추종 데이 트레이딩 아키텍처 이식에 따라, 암살자의 진입률/익절률을 수동으로 입력받던 동적 타점 제어 스키마 및 관련 Getter/Setter를 100% 영구 삭제 (VWAP 돌파 & +1.0% 고정 익절 절대 락온).
# 🚨 MODIFIED: [V-REV 슬라이싱 수학 무결성 락온] VWAP_PROFILES 누적 가중치(Cumulative, CDF) 100% 교정 유지.
# 🚨 MODIFIED: [V54.03 JSON 락온(Mutex) 방어막 전면 이식] Thread-safe 한 로컬 파일 동기화 사수.
# 🚨 MODIFIED: [Case 34] 락온 센티널 파일 고아화(Orphan Lock) 맹점 영구 소각 유지.
# 🚨 MODIFIED: [Float 붕괴 방어] JSON 오염(None, 콤마 문자열)으로 인한 수학 연산 마비 원천 봉쇄용 _safe_float 래퍼 결속.
# 🚨 MODIFIED: [TOCTOU 레이스 컨디션 수술] os.path.exists 동기스캔 전면 소각 및 EAFP 패턴 100% 락온 유지.
# 🚨 MODIFIED: [AttributeError 붕괴 방어] JSON 내부 요소 오염 시 발생하는 타입 캐스팅 에러 원천 차단.
# 🚨 MODIFIED: [Case 16] tempfile 스코프 전진 배치로 UnboundLocalError 붕괴 차단.
# 🚨 NEW: [명예의 전당 소각] delete_history 메서 신설 및 중복 타격(Double Tap) 멱등성 100% 팩트 보장.
# 🚨 MODIFIED: [제2헌법 절대 준수] get_chat_id 내부에 잔존하던 ValueError 의존성을 _safe_float 캐스팅으로 100% 영구 소각.
# 🚨 MODIFIED: [Gap Hijack 타점 오버라이드] get_vrev_gap_threshold 및 get_avwap_gap_threshold의 디폴트 반환값을 -0.67에서 -2.0으로 100% 상향 팩트 교정 완료.
# 🚨 MODIFIED: [State Mismatch 붕괴 수술] get_avwap_anchor_date 결측 시 디폴트 반환값을 "당월 1일"에서 "AUTO"로 팩트 교정하여 자율주행(Auto-Anchoring) 엔진이 정상 격발되도록 락온.
# ==========================================================
import json
import os
import datetime
from zoneinfo import ZoneInfo
import math
import time
import shutil
import tempfile
import logging
import threading
try:
import fcntl
except ImportError:
fcntl = None
try:
from version_history import VERSION_HISTORY
except ImportError:
VERSION_HISTORY = ["V14.x [-] 버전 기록 파일(version_history.py)을 찾을 수 없습니다."]
VWAP_PROFILES = {
"SOXL": {
"15:27": 0.010835, "15:28": 0.020940, "15:29": 0.031300, "15:30": 0.042240, "15:31": 0.053363,
"15:32": 0.065060, "15:33": 0.077099, "15:34": 0.089780, "15:35": 0.102895, "15:36": 0.116806,
"15:37": 0.131738, "15:38": 0.147140, "15:39": 0.163668, "15:40": 0.180989, "15:41": 0.199444,
"15:42": 0.219685, "15:43": 0.240883, "15:44": 0.263959, "15:45": 0.288516, "15:46": 0.315477,
"15:47": 0.346344, "15:48": 0.379820, "15:49": 0.417421, "15:50": 0.458916, "15:51": 0.506633,
"15:52": 0.562301, "15:53": 0.628571, "15:54": 0.710329, "15:55": 0.819730, "15:56": 1.000000
},
"TQQQ": {
"15:27": 0.010835, "15:28": 0.020940, "15:29": 0.031300, "15:30": 0.042240, "15:31": 0.053363,
"15:32": 0.065060, "15:33": 0.077099, "15:34": 0.089780, "15:35": 0.102895, "15:36": 0.116806,
"15:37": 0.131738, "15:38": 0.147140, "15:39": 0.163668, "15:40": 0.180989, "15:41": 0.199444,
"15:42": 0.219685, "15:43": 0.240883, "15:44": 0.263959, "15:45": 0.288516, "15:46": 0.315477,
"15:47": 0.346344, "15:48": 0.379820, "15:49": 0.417421, "15:50": 0.458916, "15:51": 0.506633,
"15:52": 0.562301, "15:53": 0.628571, "15:54": 0.710329, "15:55": 0.819730, "15:56": 1.000000
}
}
class ConfigManager:
def __init__(self):
self.FILES = {
"TOKEN": "data/token.dat",
"CHAT_ID": "data/chat_id.dat",
"LEDGER": "data/manual_ledger.json",
"HISTORY": "data/manual_history.json",
"SPLIT": "data/split_config.json",
"TICKER": "data/active_tickers.json",
"UPWARD_SNIPER": "data/upward_sniper.json",
"SECRET_MODE": "data/secret_mode.dat",
"PROFIT_CFG": "data/profit_config.json",
"LOCKS": "data/trade_locks.json",
"SEED_CFG": "data/seed_config.json",
"COMPOUND_CFG": "data/compound_config.json",
"VERSION_CFG": "data/version_config.json",
"REVERSE_CFG": "data/reverse_config.json",
"SNIPER_MULTIPLIER_CFG": "data/sniper_multiplier.json",
"SPLIT_HISTORY": "data/split_history.json",
"AVWAP_HYBRID_CFG": "data/avwap_hybrid.json",
"AVWAP_SORTIE_CFG": "data/avwap_sortie.json",
"MANUAL_VWAP_CFG": "data/manual_vwap_config.json",
"FEE_CFG": "data/fee_config.json",
"MASTER_SWITCH": "data/master_switch.json",
"SNIPER_BUY_LOCKED": "data/sniper_buy_locked.json",
"SNIPER_SELL_LOCKED": "data/sniper_sell_locked.json",
"VREV_GAP_SWITCH_CFG": "data/vrev_gap_switch.json",
"VREV_GAP_THRESH_CFG": "data/vrev_gap_thresh.json",
"AVWAP_GAP_THRESH_CFG": "data/avwap_gap_thresh.json",
"AVWAP_ANCHOR_CFG": "data/avwap_anchor.json"
}
self.DEFAULT_SEED = {"SOXL": 6720.0, "TQQQ": 6720.0}
self.DEFAULT_SPLIT = {"SOXL": 40.0, "TQQQ": 40.0}
self.DEFAULT_TARGET = {"SOXL": 12.0, "TQQQ": 10.0}
self.DEFAULT_VERSION = {"SOXL": "V14", "TQQQ": "V14"}
self.DEFAULT_COMPOUND = {"SOXL": 70.0, "TQQQ": 70.0}
self.DEFAULT_SNIPER_MULTIPLIER = {"SOXL": 1.0, "TQQQ": 0.9}
self.DEFAULT_FEE = {"SOXL": 0.07, "TQQQ": 0.07}
self._locks_mutex = threading.Lock()
self._io_lock = threading.RLock()
def _safe_float(self, value):
try:
f_val = float(str(value or 0.0).replace(',', ''))
if math.isnan(f_val) or math.isinf(f_val):
return 0.0
return f_val
except Exception:
return 0.0
def get_vwap_profile(self, ticker: str) -> dict:
target_ticker = str(ticker).upper() if ticker else ""
if target_ticker not in VWAP_PROFILES:
return {}
return VWAP_PROFILES[target_ticker]
def _atomic_update_locks(self, update_fn):
with self._locks_mutex:
lock_file_path = self.FILES["LOCKS"]
dir_name = os.path.dirname(lock_file_path) or '.'
try:
os.makedirs(dir_name, exist_ok=True)
except OSError:
pass
sentinel = lock_file_path + ".lock"
with open(sentinel, 'w') as lf:
if fcntl:
fcntl.flock(lf, fcntl.LOCK_EX)
try:
locks = self._load_json(lock_file_path, {})
if not isinstance(locks, dict): locks = {}
update_fn(locks)
self._save_json(lock_file_path, locks)
finally:
if fcntl:
fcntl.flock(lf, fcntl.LOCK_UN)
try:
os.remove(sentinel)
except OSError:
pass
def _load_json(self, filename, default=None):
try:
with open(filename, 'r', encoding='utf-8') as f:
data = json.load(f)
if default is not None and not isinstance(data, type(default)):
return default
return data if data is not None else (default if default is not None else {})
except FileNotFoundError:
return default if default is not None else {}
except Exception as e:
logging.warning(f"⚠️ [Config] JSON 로드 에러 ({filename}): {e}")
try:
shutil.copy(filename, filename + f".bak_{int(time.time())}")
except Exception as backup_e:
logging.warning(f"⚠️ [Config] 백업 실패: {backup_e}")
return default if default is not None else {}
def _save_json(self, filename, data):
fd = None
temp_path = None
try:
dir_name = os.path.dirname(filename) or '.'
try:
os.makedirs(dir_name, exist_ok=True)
except OSError:
pass
fd, temp_path = tempfile.mkstemp(dir=dir_name, text=True)
with os.fdopen(fd, 'w', encoding='utf-8') as f:
fd = None
json.dump(data, f, ensure_ascii=False, indent=2)
f.flush()
os.fsync(f.fileno())
os.replace(temp_path, filename)
temp_path = None
except Exception as e:
logging.error(f"❌ [Config] JSON 저장 중 치명적 에러 발생 ({filename}): {e}")
if fd is not None:
try: os.close(fd)
except OSError: pass
if temp_path:
try: os.remove(temp_path)
except OSError: pass
def _load_file(self, filename, default=None):
try:
with open(filename, 'r', encoding='utf-8') as f:
return f.read().strip()
except FileNotFoundError:
return default
except Exception as e:
logging.warning(f"⚠️ [Config] 파일 로드 에러 ({filename}): {e}")
return default
def _save_file(self, filename, content):
fd = None
temp_path = None
try:
dir_name = os.path.dirname(filename) or '.'
try:
os.makedirs(dir_name, exist_ok=True)
except OSError:
pass
fd, temp_path = tempfile.mkstemp(dir=dir_name, text=True)
with os.fdopen(fd, 'w', encoding='utf-8') as f:
fd = None
f.write(str(content))
f.flush()
os.fsync(f.fileno())
os.replace(temp_path, filename)
temp_path = None
except Exception as e:
logging.error(f"❌ [Config] 텍스트 파일 저장 에러 ({filename}): {e}")
if fd is not None:
try: os.close(fd)
except OSError: pass
if temp_path:
try: os.remove(temp_path)
except OSError: pass
def get_vrev_gap_threshold(self, ticker):
return self._safe_float(self._load_json(self.FILES["VREV_GAP_THRESH_CFG"], {}).get(ticker, -2.0))
def set_vrev_gap_threshold(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["VREV_GAP_THRESH_CFG"], {})
d[ticker] = self._safe_float(v)
self._save_json(self.FILES["VREV_GAP_THRESH_CFG"], d)
def get_vrev_gap_switching_mode(self, ticker):
return bool(self._load_json(self.FILES["VREV_GAP_SWITCH_CFG"], {}).get(ticker, False))
def set_vrev_gap_switching_mode(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["VREV_GAP_SWITCH_CFG"], {})
d[ticker] = bool(v)
self._save_json(self.FILES["VREV_GAP_SWITCH_CFG"], d)
def get_avwap_gap_threshold(self, ticker):
return self._safe_float(self._load_json(self.FILES["AVWAP_GAP_THRESH_CFG"], {}).get(ticker, -2.0))
def set_avwap_gap_threshold(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["AVWAP_GAP_THRESH_CFG"], {})
d[ticker] = self._safe_float(v)
self._save_json(self.FILES["AVWAP_GAP_THRESH_CFG"], d)
def get_last_split_date(self, ticker):
return str(self._load_json(self.FILES["SPLIT_HISTORY"], {}).get(ticker, ""))
def set_last_split_date(self, ticker, date_str):
with self._io_lock:
d = self._load_json(self.FILES["SPLIT_HISTORY"], {})
d[ticker] = str(date_str)
self._save_json(self.FILES["SPLIT_HISTORY"], d)
def get_ledger(self):
raw_data = self._load_json(self.FILES["LEDGER"], [])
return [r for r in raw_data if isinstance(r, dict)]
def get_order_locked(self, ticker):
locks = self._load_json(self.FILES["LOCKS"], {})
return bool(locks.get(f"ORDER_LOCKED_{ticker}", False))
def set_order_locked(self, ticker, is_locked):
def _update(locks):
if is_locked:
locks[f"ORDER_LOCKED_{ticker}"] = True
else:
if f"ORDER_LOCKED_{ticker}" in locks:
del locks[f"ORDER_LOCKED_{ticker}"]
self._atomic_update_locks(_update)
def set_lock(self, ticker, market_type):
est = ZoneInfo('America/New_York')
today = datetime.datetime.now(est).strftime('%Y-%m-%d')
def _update(locks):
locks[f"{today}_{ticker}_{market_type}"] = True
self._atomic_update_locks(_update)
def reset_locks(self):
def _update(locks):
keys_to_keep = [k for k in locks.keys() if k.startswith("ORDER_LOCKED_")]
surviving_locks = {k: locks[k] for k in keys_to_keep}
locks.clear()
locks.update(surviving_locks)
self._atomic_update_locks(_update)
def reset_lock_for_ticker(self, ticker):
est = ZoneInfo('America/New_York')
today = datetime.datetime.now(est).strftime('%Y-%m-%d')
def _update(locks):
keys_to_delete = [k for k in locks.keys() if k.startswith(f"{today}_{ticker}")]
for k in keys_to_delete:
del locks[k]
self._atomic_update_locks(_update)
def check_lock(self, ticker, market_type):
est = ZoneInfo('America/New_York')
today = datetime.datetime.now(est).strftime('%Y-%m-%d')
locks = self._load_json(self.FILES["LOCKS"], {})
return bool(locks.get(f"{today}_{ticker}_{market_type}", False))
def get_absolute_t_val(self, ticker, actual_qty, actual_avg_price):
rev_state = self.get_reverse_state(ticker)
split = self.get_split_count(ticker)
if rev_state.get("is_active", False):
dynamic_t = self._safe_float(rev_state.get("dynamic_t", 0.0))
rem_cash = self._safe_float(rev_state.get("rem_cash", 0.0))
one_portion = rem_cash / 4.0 if rem_cash > 0 else 0.0
return round(dynamic_t, 4), round(one_portion, 2)
seed = self.get_seed(ticker)
one_portion = seed / split if split > 0 else 1.0
t_val = (self._safe_float(actual_qty) * self._safe_float(actual_avg_price)) / one_portion if one_portion > 0 else 0.0
return round(t_val, 4), round(one_portion, 2)
def apply_stock_split(self, ticker, ratio):
safe_ratio = self._safe_float(ratio)
if safe_ratio <= 0: return
with self._io_lock:
ledger = self.get_ledger()
changed = False
for r in ledger:
if r.get('ticker') == ticker:
r_qty = int(self._safe_float(r.get('qty', 0)))
r_price = self._safe_float(r.get('price', 0.0))
raw_new_qty = r_qty * safe_ratio
new_qty = math.floor(raw_new_qty + 0.5)
r['qty'] = new_qty if new_qty > 0 else (1 if r_qty > 0 else 0)
r['price'] = round(r_price / safe_ratio, 4)
if 'avg_price' in r:
r['avg_price'] = round(self._safe_float(r.get('avg_price', 0.0)) / safe_ratio, 4)
changed = True
if changed:
self._save_json(self.FILES["LEDGER"], ledger)
def overwrite_genesis_ledger(self, ticker, genesis_records, actual_avg):
with self._io_lock:
ledger = self.get_ledger()
target_recs = [r for r in ledger if r.get('ticker') == ticker]
if len(target_recs) > 0:
logging.warning(f"⚠️ [보안 차단] {ticker}의 장부 기록이 이미 존재하여 파괴적 Genesis 덮어쓰기를 차단했습니다.")
return
max_id = max([int(self._safe_float(r.get('id', 0))) for r in ledger] + [0])
for i, rec in enumerate(genesis_records or []):
if not isinstance(rec, dict): continue
max_id += 1
ledger.append({
"id": max_id,
"date": rec.get('date'),
"ticker": ticker,
"side": rec.get('side'),
"price": self._safe_float(rec.get('price', 0.0)),
"qty": int(self._safe_float(rec.get('qty', 0))),
"avg_price": self._safe_float(actual_avg),
"exec_id": f"GENESIS_{int(time.time())}_{i}",
"desc": "✨과거기록복원",
"is_reverse": False
})
self._save_json(self.FILES["LEDGER"], ledger)
def overwrite_incremental_ledger(self, ticker, temp_recs, new_today_records):
with self._io_lock:
ledger = self.get_ledger()
remaining = [r for r in ledger if r.get('ticker') != ticker]
updated_ticker_recs = list(temp_recs)
current_rev_state = self.get_reverse_state(ticker).get("is_active", False)
max_id = max([int(self._safe_float(r.get('id', 0))) for r in ledger] + [0])
for i, rec in enumerate(new_today_records or []):
if not isinstance(rec, dict): continue
max_id += 1
new_row = {
"id": max_id,
"date": rec.get('date'),
"ticker": ticker,
"side": rec.get('side'),
"price": self._safe_float(rec.get('price', 0.0)),
"qty": int(self._safe_float(rec.get('qty', 0))),
"avg_price": self._safe_float(rec.get('avg_price', 0.0)),
"exec_id": rec.get("exec_id", f"FASTTRACK_{int(time.time())}_{i}"),
"is_reverse": current_rev_state
}
if "desc" in rec:
new_row["desc"] = rec.get("desc")
updated_ticker_recs.append(new_row)
remaining.extend(updated_ticker_recs)
self._save_json(self.FILES["LEDGER"], remaining)
def overwrite_ledger(self, ticker, actual_qty, actual_avg):
with self._io_lock:
ledger = self.get_ledger()
target_recs = [r for r in ledger if r.get('ticker') == ticker]
if len(target_recs) > 0:
logging.warning(f"⚠️ [보안 차단] {ticker}의 장부 기록이 이미 존재하여 파괴적 INIT 덮어쓰기를 차단했습니다.")
return
est = ZoneInfo('America/New_York')
today_str = datetime.datetime.now(est).strftime('%Y-%m-%d')
new_id = 1 if not ledger else max([int(self._safe_float(r.get('id', 0))) for r in ledger] + [0]) + 1
ledger.append({
"id": new_id, "date": today_str, "ticker": ticker, "side": "BUY",
"price": self._safe_float(actual_avg), "qty": int(self._safe_float(actual_qty)), "avg_price": self._safe_float(actual_avg),
"exec_id": f"INIT_{int(time.time())}", "desc": "✨최초스냅샷", "is_reverse": False
})
self._save_json(self.FILES["LEDGER"], ledger)
def calibrate_avg_price(self, ticker, actual_avg):
with self._io_lock:
ledger = self.get_ledger()
target_recs = [r for r in ledger if r.get('ticker') == ticker]
if target_recs:
for r in target_recs:
r['avg_price'] = self._safe_float(actual_avg)
self._save_json(self.FILES["LEDGER"], ledger)
def calibrate_ledger_prices(self, ticker, target_date_str, exec_history):
if not exec_history:
return 0
buy_qty = 0
buy_amt = 0.0
sell_qty = 0
sell_amt = 0.0
for ex in (exec_history or []):
if not isinstance(ex, dict): continue
side_cd = ex.get('sll_buy_dvsn_cd')
qty = int(self._safe_float(ex.get('ft_ccld_qty', '0')))
price = self._safe_float(ex.get('ft_ccld_unpr3', '0'))
if qty > 0 and price > 0:
if side_cd == "02":
buy_qty += qty
buy_amt += (qty * price)
elif side_cd == "01":
sell_qty += qty
sell_amt += (qty * price)
actual_buy_price = round(buy_amt / buy_qty, 4) if buy_qty > 0 else 0.0
actual_sell_price = round(sell_amt / sell_qty, 4) if sell_qty > 0 else 0.0
if actual_buy_price == 0.0 and actual_sell_price == 0.0:
return 0
with self._io_lock:
ledger = self.get_ledger()
changed_count = 0
for r in ledger:
if r.get('ticker') == ticker and r.get('date') == target_date_str:
exec_id = str(r.get('exec_id', ''))
if 'INIT' in exec_id:
continue
if r.get('side') == 'BUY' and actual_buy_price > 0.0:
if abs(self._safe_float(r.get('price', 0.0)) - actual_buy_price) >= 0.01:
r['price'] = actual_buy_price
changed_count += 1
elif r.get('side') == 'SELL' and actual_sell_price > 0.0:
if abs(self._safe_float(r.get('price', 0.0)) - actual_sell_price) >= 0.01:
r['price'] = actual_sell_price
changed_count += 1
if changed_count > 0:
self._save_json(self.FILES["LEDGER"], ledger)
return changed_count
def clear_ledger_for_ticker(self, ticker):
with self._io_lock:
ledger = self.get_ledger()
remaining = [r for r in ledger if r.get('ticker') != ticker]
self._save_json(self.FILES["LEDGER"], remaining)
self.set_reverse_state(ticker, False, 0, 0.0, dynamic_t=0.0, rem_cash=0.0, is_day_one=True)
def calculate_holdings(self, ticker, records=None):
if records is None:
records = self.get_ledger()
target_recs = [r for r in (records or []) if isinstance(r, dict) and r.get('ticker') == ticker]
total_qty, total_invested, total_sold = 0, 0.0, 0.0
running_qty = 0
running_cost = 0.0
for r in target_recs:
r_qty = int(self._safe_float(r.get('qty', 0)))
r_price = self._safe_float(r.get('price', 0.0))
if r.get('side') == 'BUY':
total_qty += r_qty
total_invested += (r_price * r_qty)
running_qty += r_qty
running_cost += (r_price * r_qty)
elif r.get('side') == 'SELL':
total_qty -= r_qty
total_sold += (r_price * r_qty)
if running_qty > 0:
cost_per_share = running_cost / running_qty
running_cost -= cost_per_share * min(r_qty, running_qty)
running_qty = max(0, running_qty - r_qty)
total_qty = max(0, int(total_qty))
invested_up = math.ceil(total_invested * 100) / 100.0
sold_up = math.ceil(total_sold * 100) / 100.0
avg_price = 0.0
if total_qty > 0 and target_recs:
avg_price = self._safe_float(target_recs[-1].get('avg_price', 0.0))
if avg_price == 0.0:
avg_price = (running_cost / running_qty) if running_qty > 0 else 0.0
return total_qty, avg_price, invested_up, sold_up
def get_reverse_state(self, ticker):
d = self._load_json(self.FILES["REVERSE_CFG"], {})
val = d.get(ticker)
if not isinstance(val, dict):
return {
"is_active": False, "day_count": 0, "exit_target": 0.0,
"last_update_date": "", "dynamic_t": 0.0, "rem_cash": 0.0, "is_day_one": True
}
val.setdefault("dynamic_t", 0.0)
val.setdefault("rem_cash", 0.0)
val.setdefault("is_day_one", val.get("day_count", 0) == 0)
return val
def set_reverse_state(self, ticker, is_active, day_count, exit_target=0.0, last_update_date=None, dynamic_t=0.0, rem_cash=0.0, is_day_one=None):
with self._io_lock:
if last_update_date is None:
est = ZoneInfo('America/New_York')
last_update_date = datetime.datetime.now(est).strftime('%Y-%m-%d')
d = self._load_json(self.FILES["REVERSE_CFG"], {})
d[ticker] = {
"is_active": is_active,
"day_count": day_count,
"exit_target": self._safe_float(exit_target),
"last_update_date": last_update_date,
"dynamic_t": self._safe_float(dynamic_t),
"rem_cash": self._safe_float(rem_cash),
"is_day_one": (day_count == 0) if is_day_one is None else bool(is_day_one)
}
self._save_json(self.FILES["REVERSE_CFG"], d)
def scale_dynamic_t(self, ticker, action):
with self._io_lock:
d = self._load_json(self.FILES["REVERSE_CFG"], {})
state = d.get(ticker)
if not isinstance(state, dict) or not state.get("is_active", False):
return
split = self.get_split_count(ticker)
dynamic_t = self._safe_float(state.get("dynamic_t", 0.0))
if action == "SELL":
if split <= 20: dynamic_t *= 0.9
else: dynamic_t *= 0.95
elif action == "BUY":
dynamic_t += (split - dynamic_t) * 0.25
state["dynamic_t"] = round(dynamic_t, 4)
d[ticker] = state
self._save_json(self.FILES["REVERSE_CFG"], d)
def increment_reverse_day(self, ticker):
with self._io_lock:
state = self.get_reverse_state(ticker)
if state.get("is_active"):
est = ZoneInfo('America/New_York')
now_est = datetime.datetime.now(est)
today_est_str = now_est.strftime('%Y-%m-%d')
if state.get("last_update_date") != today_est_str:
new_day = state.get("day_count", 0) + 1
self.set_reverse_state(
ticker, True, new_day, state.get("exit_target", 0.0), today_est_str,
dynamic_t=state.get("dynamic_t", 0.0),
rem_cash=state.get("rem_cash", 0.0),
is_day_one=False
)
return True
return False
def calculate_v14_state(self, ticker):
rev_state = self.get_reverse_state(ticker)
split = self.get_split_count(ticker)
if rev_state.get("is_active", False):
dynamic_t = self._safe_float(rev_state.get("dynamic_t", 0.0))
rem_cash = self._safe_float(rev_state.get("rem_cash", 0.0))
current_budget = rem_cash / 4.0 if rem_cash > 0 else 0.0
return max(0.0, round(dynamic_t, 4)), max(0.0, current_budget), max(0.0, rem_cash)
ledger = self.get_ledger()
target_recs = sorted([r for r in ledger if isinstance(r, dict) and r.get('ticker') == ticker], key=lambda x: int(self._safe_float(x.get('id', 0))))
seed = self.get_seed(ticker)
base_portion = seed / split if split > 0 else 1.0
holdings = 0
rem_cash = seed
total_invested = 0.0
for r in target_recs:
if holdings == 0:
rem_cash = seed
total_invested = 0.0
qty = int(self._safe_float(r.get('qty', 0)))
price = self._safe_float(r.get('price', 0.0))
amt = qty * price
if r.get('side') == 'BUY':
rem_cash -= amt
holdings += qty
total_invested += amt
elif r.get('side') == 'SELL':
if qty >= holdings:
holdings = 0
rem_cash = seed
total_invested = 0.0
else:
if holdings > 0:
avg_price = total_invested / holdings
total_invested -= (qty * avg_price)
holdings -= qty
rem_cash += amt
avg_price = total_invested / holdings if holdings > 0 else 0.0
t_val = (holdings * avg_price) / base_portion if base_portion > 0 else 0.0
if holdings > 0:
safe_denom = max(1.0, split - t_val)
current_budget = rem_cash / safe_denom
else:
current_budget = base_portion
t_val = 0.0
return max(0.0, round(t_val, 4)), max(0.0, current_budget), max(0.0, rem_cash)
def archive_graduation(self, ticker, end_date, prev_close=0.0):
with self._io_lock:
ledger = self.get_ledger()
target_recs = [r for r in ledger if r.get('ticker') == ticker]
if not target_recs:
return None, 0
ledger_qty, avg_price, _, _ = self.calculate_holdings(ticker, target_recs)
raw_total_buy = sum(self._safe_float(r.get('price'))*int(self._safe_float(r.get('qty'))) for r in target_recs if r.get('side')=='BUY')
raw_total_sell = sum(self._safe_float(r.get('price'))*int(self._safe_float(r.get('qty'))) for r in target_recs if r.get('side')=='SELL')
if ledger_qty > 0:
split = self.get_split_count(ticker)
is_reverse = self.get_reverse_state(ticker).get("is_active", False)
if is_reverse:
divisor = 10 if split <= 20 else 20
loc_qty = math.floor(ledger_qty / divisor)
else:
loc_qty = math.ceil(ledger_qty / 4)
limit_qty = ledger_qty - loc_qty
if limit_qty < 0:
loc_qty = ledger_qty
limit_qty = 0
target_ratio = self.get_target_profit(ticker) / 100.0
target_price = math.ceil(avg_price * (1 + target_ratio) * 100) / 100.0
loc_price = self._safe_float(prev_close) if self._safe_float(prev_close) > 0 else avg_price
new_id = max((int(self._safe_float(r.get('id', 0))) for r in ledger), default=0) + 1
if loc_qty > 0:
rec_loc = {"id": new_id, "date": end_date, "ticker": ticker, "side": "SELL", "price": loc_price, "qty": loc_qty, "avg_price": avg_price, "exec_id": f"GRAD_LOC_{int(time.time())}", "is_reverse": is_reverse}
ledger.append(rec_loc)
target_recs.append(rec_loc)
new_id += 1
if limit_qty > 0:
rec_limit = {"id": new_id, "date": end_date, "ticker": ticker, "side": "SELL", "price": target_price, "qty": limit_qty, "avg_price": avg_price, "exec_id": f"GRAD_LMT_{int(time.time())}", "is_reverse": is_reverse}
ledger.append(rec_limit)
target_recs.append(rec_limit)
self._save_json(self.FILES["LEDGER"], ledger)
fee_rate = self.get_fee(ticker) / 100.0
net_invested = raw_total_buy * (1.0 + fee_rate)
net_revenue = raw_total_sell * (1.0 - fee_rate)
profit = math.ceil((net_revenue - net_invested) * 100) / 100.0
yield_pct = math.ceil(((profit / net_invested * 100) if net_invested > 0 else 0.0) * 100) / 100.0
compound_rate = self.get_compound_rate(ticker) / 100.0
added_seed = 0
if profit > 0 and compound_rate > 0:
added_seed = math.floor(profit * compound_rate)
current_seed = self.get_seed(ticker)
self.set_seed(ticker, current_seed + added_seed)
history = self.get_history()
new_hist = {
"id": len(history) + 1, "ticker": ticker, "end_date": end_date,
"profit": profit, "yield": yield_pct, "revenue": net_revenue, "invested": net_invested, "trades": target_recs
}
history.append(new_hist)
self._save_json(self.FILES["HISTORY"], history)
self.clear_ledger_for_ticker(ticker)
return new_hist, added_seed
def get_history(self):
raw_data = self._load_json(self.FILES["HISTORY"], [])
return [h for h in raw_data if isinstance(h, dict)]
def delete_history(self, hist_id: int) -> bool:
with self._io_lock:
history = self.get_history()
if not history:
return False
original_len = len(history)
safe_target_id = int(self._safe_float(hist_id))
remaining_history = [
h for h in history
if isinstance(h, dict) and int(self._safe_float(h.get('id', 0))) != safe_target_id
]
if len(remaining_history) == original_len:
return False
self._save_json(self.FILES["HISTORY"], remaining_history)
return True
def get_full_version_history(self):
return VERSION_HISTORY
def get_latest_version(self):
history = self.get_full_version_history()
if isinstance(history, list) and len(history) > 0:
latest_entry = history[-1]
if isinstance(latest_entry, dict):
return latest_entry.get("version", "V14.x")
elif isinstance(latest_entry, str):
return latest_entry.split(' ')[0]
return "V14.x"
def get_seed(self, t):
return self._safe_float(self._load_json(self.FILES["SEED_CFG"], self.DEFAULT_SEED).get(t, 6720.0))
def set_seed(self, t, v):
with self._io_lock:
d = self._load_json(self.FILES["SEED_CFG"], self.DEFAULT_SEED)
d[t] = self._safe_float(v)
self._save_json(self.FILES["SEED_CFG"], d)
def get_compound_rate(self, t):
return self._safe_float(self._load_json(self.FILES["COMPOUND_CFG"], self.DEFAULT_COMPOUND).get(t, 70.0))
def set_compound_rate(self, t, v):
with self._io_lock:
d = self._load_json(self.FILES["COMPOUND_CFG"], self.DEFAULT_COMPOUND)
d[t] = self._safe_float(v)
self._save_json(self.FILES["COMPOUND_CFG"], d)
def get_version(self, t):
val = self._load_json(self.FILES["VERSION_CFG"], self.DEFAULT_VERSION).get(t, self.DEFAULT_VERSION.get(t, "V14"))
if t == "TQQQ": return "V14"
return str(val)
def set_version(self, t, v):
with self._io_lock:
if t == "TQQQ": v = "V14"
d = self._load_json(self.FILES["VERSION_CFG"], self.DEFAULT_VERSION)
d[t] = v
self._save_json(self.FILES["VERSION_CFG"], d)
def get_split_count(self, t):
return self._safe_float(self._load_json(self.FILES["SPLIT"], self.DEFAULT_SPLIT).get(t, 40.0))
def get_target_profit(self, t):
return self._safe_float(self._load_json(self.FILES["PROFIT_CFG"], self.DEFAULT_TARGET).get(t, 10.0))
def get_fee(self, t):
return self._safe_float(self._load_json(self.FILES["FEE_CFG"], self.DEFAULT_FEE).get(t, 0.07))
def set_fee(self, t, v):
with self._io_lock:
d = self._load_json(self.FILES["FEE_CFG"], self.DEFAULT_FEE)
d[t] = self._safe_float(v)
self._save_json(self.FILES["FEE_CFG"], d)
def get_sniper_multiplier(self, t):
default_val = self.DEFAULT_SNIPER_MULTIPLIER.get(t, 1.0)
return self._safe_float(self._load_json(self.FILES["SNIPER_MULTIPLIER_CFG"], self.DEFAULT_SNIPER_MULTIPLIER).get(t, default_val))
def set_sniper_multiplier(self, t, v):
with self._io_lock:
d = self._load_json(self.FILES["SNIPER_MULTIPLIER_CFG"], self.DEFAULT_SNIPER_MULTIPLIER)
d[t] = self._safe_float(v)
self._save_json(self.FILES["SNIPER_MULTIPLIER_CFG"], d)
def get_upward_sniper_mode(self, ticker):
return bool(self._load_json(self.FILES["UPWARD_SNIPER"], {}).get(ticker, False))
def set_upward_sniper_mode(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["UPWARD_SNIPER"], {})
d[ticker] = bool(v)
self._save_json(self.FILES["UPWARD_SNIPER"], d)
def get_avwap_hybrid_mode(self, ticker):
return bool(self._load_json(self.FILES["AVWAP_HYBRID_CFG"], {}).get(ticker, False))
def set_avwap_hybrid_mode(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["AVWAP_HYBRID_CFG"], {})
d[ticker] = bool(v)
self._save_json(self.FILES["AVWAP_HYBRID_CFG"], d)
def get_avwap_sortie_mode(self, ticker):
return str(self._load_json(self.FILES["AVWAP_SORTIE_CFG"], {}).get(ticker, "SINGLE"))
def set_avwap_sortie_mode(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["AVWAP_SORTIE_CFG"], {})
d[ticker] = str(v)
self._save_json(self.FILES["AVWAP_SORTIE_CFG"], d)
def get_manual_vwap_mode(self, ticker):
return bool(self._load_json(self.FILES["MANUAL_VWAP_CFG"], {}).get(ticker, False))
def set_manual_vwap_mode(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["MANUAL_VWAP_CFG"], {})
d[ticker] = bool(v)
self._save_json(self.FILES["MANUAL_VWAP_CFG"], d)
def get_master_switch(self, ticker):
return str(self._load_json(self.FILES["MASTER_SWITCH"], {}).get(ticker, "ALL"))
def set_master_switch(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["MASTER_SWITCH"], {})
d[ticker] = str(v)
self._save_json(self.FILES["MASTER_SWITCH"], d)
def get_sniper_buy_locked(self, ticker):
return bool(self._load_json(self.FILES["SNIPER_BUY_LOCKED"], {}).get(ticker, False))
def set_sniper_buy_locked(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["SNIPER_BUY_LOCKED"], {})
d[ticker] = bool(v)
self._save_json(self.FILES["SNIPER_BUY_LOCKED"], d)
def get_sniper_sell_locked(self, ticker):
return bool(self._load_json(self.FILES["SNIPER_SELL_LOCKED"], {}).get(ticker, False))
def set_sniper_sell_locked(self, ticker, v):
with self._io_lock:
d = self._load_json(self.FILES["SNIPER_SELL_LOCKED"], {})
d[ticker] = bool(v)
self._save_json(self.FILES["SNIPER_SELL_LOCKED"], d)
def get_secret_mode(self):
return self._load_file(self.FILES["SECRET_MODE"]) == 'True'
def set_secret_mode(self, v):
with self._io_lock:
self._save_file(self.FILES["SECRET_MODE"], str(v))
def get_active_tickers(self):
tickers = self._load_json(self.FILES["TICKER"], ["SOXL", "TQQQ"])
if not isinstance(tickers, list): tickers = ["SOXL", "TQQQ"]
return [str(t) for t in tickers if str(t) not in ["SOXS", "SQQQ", "SPXU"]]
def set_active_tickers(self, v):
with self._io_lock:
self._save_json(self.FILES["TICKER"], v)
def get_chat_id(self):
v = self._load_file(self.FILES["CHAT_ID"])
if v:
safe_v = int(self._safe_float(v))
return safe_v if safe_v != 0 else None
return None
def set_chat_id(self, v):
with self._io_lock:
self._save_file(self.FILES["CHAT_ID"], v)
def get_avwap_anchor_date(self, ticker):
return str(self._load_json(self.FILES["AVWAP_ANCHOR_CFG"], {}).get(ticker, "AUTO"))
def set_avwap_anchor_date(self, ticker, date_str):
with self._io_lock:
d = self._load_json(self.FILES["AVWAP_ANCHOR_CFG"], {})
d[ticker] = str(date_str)
self._save_json(self.FILES["AVWAP_ANCHOR_CFG"], d)