Fast armed-trigger path + live, self-explanatory board

The "always late / miss the move" problem was structural: entries waited for a
1-min bar to CLOSE above the breakout then walked the ingest->watch->execute
cadence (~2 min), and rested a limit AT the trigger that a runner never fills.

Add a top-6 armed-trigger book (runtime/triggers.py): keep the most-promising
gappers ready with a pre-computed opening-range trigger/stop and FIRE the
instant LIVE price crosses, via TradingExecutionService.submit_breakout_now —
a marketable order (capped above the trigger) that actually fills — reusing the
same risk gates (daily-loss breaker, max-concurrent, 1%-risk sizing, dedup).

- structure.py: opening_range() helper (shared with the ORB detector)
- run_live_paper.py: step_arm (rank + arm, 20s) + step_trigger (price-cross
  fire + snapshot, 4s)
- momentum_cli.py: rewrite the watch board — market clock + countdown, loop
  heartbeat, the 6 armed triggers with live price / gap / rvol / trigger /
  distance / stop, and a plain-English "what it's hunting" line
- tests: opening range, trigger book state machine, submit_breakout_now gates

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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momentum devandClaude Opus 4.8 committed 2026-06-17 07:28:53 -04:00
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"""Armed opening-range-breakout triggers — the fast, top-N watchlist.
The watcher path reacts only after a 1-minute candle *closes* above the
breakout level and then walks the ingest->watch->execute cadence (up to a
couple of minutes), and it rests a limit *at* the trigger that a fast runner
never comes back to fill. Both make us late and make us miss the move.
This book is the fix. It keeps the handful of most-promising gappers "armed":
the trigger (opening-range high) and stop (opening-range low) are pre-computed
the moment the opening range finishes forming, so the live loop can fire the
instant the *live* price crosses the trigger — the systematic version of Ross
Cameron's "enter when the candle is breaking, on faith that the volume is
there." Pure state + decision logic; the loop owns I/O (prices, orders).
State machine per symbol:
waiting - opening range not complete yet (before ~09:35 ET)
armed - range complete and gap/rvol/range qualify -> may fire on a cross
weak - range complete but the setup is too soft to fire (shown, greyed)
fired - a breakout order has been submitted
filled - the position is open at the broker
"""
from __future__ import annotations
from dataclasses import dataclass, field
WAITING = "waiting"
ARMED = "armed"
WEAK = "weak"
FIRED = "fired"
FILLED = "filled"
# states that represent a committed trade — pinned across re-ranking so a name
# that fired doesn't get bumped off the board when the gapper ranking rotates
_COMMITTED = (FIRED, FILLED)
@dataclass
class ArmedTrigger:
symbol: str
gap_pct: float = 0.0
rvol: float = 0.0
trigger: float | None = None # opening-range high (entry breakout level)
stop: float | None = None # opening-range low, cushioned (protective stop)
range_pct: float = 0.0 # (high-low)/high — how wide the opening range is
price: float | None = None # latest live trade price
state: str = WAITING
rank: int = 0
def distance_pct(self) -> float | None:
"""How far live price is from the trigger, as a fraction.
Negative = still below the trigger (waiting for the break); >= 0 = at or
through it. None until we have both a price and a trigger.
"""
if self.price and self.trigger:
return (self.price - self.trigger) / self.trigger
return None
def as_dict(self) -> dict:
d = self.distance_pct()
return {
"symbol": self.symbol,
"state": self.state,
"rank": self.rank,
"gap": round(self.gap_pct, 2),
"rvol": round(self.rvol, 2),
"trigger": round(self.trigger, 4) if self.trigger else None,
"stop": round(self.stop, 4) if self.stop else None,
"price": round(self.price, 4) if self.price else None,
"dist": round(d, 5) if d is not None else None,
"range_pct": round(self.range_pct, 4),
}
@dataclass
class ArmedTriggerBook:
"""Tracks the top ``max_armed`` gappers and decides when each may fire."""
max_armed: int = 6
gap_min: float = 3.0 # min overnight gap % to be eligible to fire
rvol_min: float = 2.0 # min relative volume to be eligible to fire
min_range_pct: float = 0.004 # opening range must be at least this wide
triggers: dict[str, ArmedTrigger] = field(default_factory=dict)
def _eligible(self, t: ArmedTrigger) -> bool:
return (
t.trigger is not None
and t.stop is not None
and t.stop < t.trigger
and t.gap_pct >= self.gap_min
and t.rvol >= self.rvol_min
and t.range_pct >= self.min_range_pct
)
def arm(self, candidates: list[dict]) -> None:
"""Refresh the book from a ranked candidate list.
``candidates`` are dicts (best first):
{symbol, gap_pct, rvol, trigger, stop, range_pct, complete}
Symbols already ``fired``/``filled`` are pinned (kept regardless of the
new ranking); the remaining ``max_armed`` slots are filled from the top
of ``candidates`` and (re)classified waiting/armed/weak.
"""
pinned = {s: t for s, t in self.triggers.items() if t.state in _COMMITTED}
new: dict[str, ArmedTrigger] = dict(pinned)
rank = 0
for c in candidates:
sym = c["symbol"]
if sym in new: # already pinned/committed
continue
active = sum(1 for t in new.values() if t.state not in _COMMITTED)
if active >= self.max_armed:
break
rank += 1
t = self.triggers.get(sym) or ArmedTrigger(symbol=sym)
t.gap_pct = float(c.get("gap_pct") or 0.0)
t.rvol = float(c.get("rvol") or 0.0)
t.trigger = c.get("trigger")
t.stop = c.get("stop")
t.range_pct = float(c.get("range_pct") or 0.0)
t.rank = rank
if not c.get("complete") or t.trigger is None:
t.state = WAITING
elif self._eligible(t):
t.state = ARMED
else:
t.state = WEAK
new[sym] = t
self.triggers = new
def update_price(self, symbol: str, price: float | None) -> None:
t = self.triggers.get(symbol)
if t is not None and price is not None:
t.price = float(price)
def fires(self) -> list[ArmedTrigger]:
"""Armed triggers whose live price has reached or crossed the trigger."""
return [
t
for t in self.triggers.values()
if t.state == ARMED
and t.price is not None
and t.trigger is not None
and t.price >= t.trigger
]
def mark_fired(self, symbol: str) -> None:
t = self.triggers.get(symbol)
if t is not None:
t.state = FIRED
def mark_filled(self, held_symbols) -> None:
"""Promote tracked symbols that are now open broker positions to filled."""
held = set(held_symbols or ())
for sym, t in self.triggers.items():
if sym in held:
t.state = FILLED
def snapshot(self) -> list[dict]:
"""Board-ready rows, ordered armed -> fired -> filled -> waiting -> weak."""
order = {ARMED: 0, FIRED: 1, FILLED: 2, WAITING: 3, WEAK: 4}
return [
t.as_dict()
for t in sorted(
self.triggers.values(),
key=lambda t: (order.get(t.state, 9), t.rank),
)
]