momentum devandClaude Opus 4.8
a16a8cd29d
- SetupEvaluationResult.criteria_detail: per-criterion {name,passed,reason}.
- watcher CriteriaEvaluatedEvent now carries gap_pct, relative_volume, status,
reason, and the per-criterion detail (was only passed/failed names).
- CLI: 'inspect criteria SYMBOL' shows status + gap/rvol + each criterion reason;
new 'inspect signals' = ready board + per-symbol gap/rvol/status.
Verified on real 2026-06-15 bars: RGNT shows 9/9 with reasons (rvol 26.2x),
'late' explained by the 10:30 ET cutoff. 67/67 tests green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
78 lines
2.5 KiB
Python
78 lines
2.5 KiB
Python
"""Strategy data models.
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Pydantic models for configuration and results.
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"""
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from pydantic import BaseModel, Field
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class SetupCriteria(BaseModel):
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"""Configuration for setup evaluation criteria."""
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gap_pct_min: float = Field(default=0.05, description="Minimum gap percentage")
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relative_volume_min: float = Field(
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default=2.5, description="Minimum relative volume"
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)
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impulse_size_min: float = Field(default=0.05, description="Minimum impulse size")
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max_pullback_depth_pct: float = Field(
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default=0.40, description="Max pullback depth percent"
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)
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pullback_volume_ratio_max: float = Field(
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default=0.6, description="Max pullback volume ratio"
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)
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breakout_volume_ratio_min: float = Field(
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default=1.5, description="Min breakout volume ratio"
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)
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min_quality_score: float = Field(
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default=0.60, description="Minimum data quality score (default: 0.60)"
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)
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class CriteriaWeights(BaseModel):
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"""Weights for scoring criteria."""
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sufficient_data: int = 10
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gap: int = 15
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relative_volume: int = 15
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impulse: int = 15
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pullback: int = 10
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pullback_volume: int = 10
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vwap: int = 10
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candle_quality: int = 5
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breakout: int = 10
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class CriteriaResult(BaseModel):
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"""Result of criteria evaluation."""
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name: str
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passed: bool
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reason: str | None = None
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class SetupEvaluationResult(BaseModel):
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"""Result of setup evaluation."""
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status: str = Field(description="Status: ready, blocked, or late")
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reason: str | None = Field(
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default=None, description="Blocking reason if status is blocked/late"
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)
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evaluated_at: str | None = Field(default=None, description="Evaluation timestamp")
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price: float = Field(description="Current price")
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gap_pct: float = Field(description="Gap percentage")
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relative_volume: float = Field(description="Relative volume")
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criteria_passed: int = Field(description="Number of criteria passed")
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criteria_total: int = Field(description="Total number of criteria")
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success_score_pct: float = Field(description="Success score percentage")
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criteria_names_passed: list[str] = Field(
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default_factory=list, description="Names of passed criteria"
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)
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criteria_names_failed: list[str] = Field(
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default_factory=list, description="Names of failed criteria"
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)
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setups: list[dict] = Field(default_factory=list, description="Detected setups")
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criteria_detail: list[dict] = Field(
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default_factory=list,
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description="Per-criterion breakdown: {name, passed, reason}",
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)
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