cyb50-quant/research/dragon/v2/dragon_deep_oversold_classifier.py

from __future__ import annotations

from dragon_strategy_config import StrategyConfig


def deep_oversold_base_entry(*, a1: float, b1: float, c1: float, config: StrategyConfig) -> bool:
    if (
        config.deep_oversold_filter1_c1_low < c1 < config.deep_oversold_filter1_c1_high
        and a1 > config.deep_oversold_filter1_a1_min
        and b1 < config.deep_oversold_filter1_b1_max
    ):
        return False
    if (
        config.deep_oversold_filter2_c1_low < c1 < config.deep_oversold_filter2_c1_high
        and a1 > config.deep_oversold_filter2_a1_min
        and b1 > config.deep_oversold_filter2_b1_min
    ):
        return False
    return (
        c1 < config.deep_oversold_entry_c1_max
        and a1 > config.deep_oversold_entry_a1_min
        and b1 > config.deep_oversold_entry_b1_min
    )


def deep_oversold_subtype(*, a1: float, b1: float, c1: float) -> str:
    if b1 > 0:
        return "positive_b1_rebound"
    if c1 < 11 and a1 < -0.05 and b1 < -0.08:
        return "deep_capitulation"
    if c1 < 12 and b1 < -0.06:
        return "classic_oversold"
    if c1 >= 15 or a1 > -0.03 or b1 > -0.03:
        return "shallow_false_start"
    return "mixed_oversold"


def deep_oversold_requires_confirmation(
    *,
    subtype: str,
    ql_buy: bool,
    config: StrategyConfig,
) -> bool:
    if not config.deep_oversold_confirm_weak_with_ql:
        return False
    if subtype not in {"positive_b1_rebound", "shallow_false_start"}:
        return False
    if ql_buy:
        return False
    return True


def deep_oversold_selective_veto(
    *,
    subtype: str,
    c1: float,
    b1: float,
    ql_buy: bool,
    config: StrategyConfig,
) -> bool:
    if (
        subtype == "positive_b1_rebound"
        and config.deep_oversold_selective_positive_b1_c1_max > 0
        and c1 < config.deep_oversold_selective_positive_b1_c1_max
    ):
        return True
    if (
        subtype == "shallow_false_start"
        and config.deep_oversold_selective_shallow_c1_min > 0
        and c1 >= config.deep_oversold_selective_shallow_c1_min
        and b1 > config.deep_oversold_selective_shallow_b1_min
    ):
        return True
    if (
        subtype == "mixed_oversold"
        and config.deep_oversold_selective_mixed_c1_max > 0
        and c1 < config.deep_oversold_selective_mixed_c1_max
        and (not config.deep_oversold_selective_mixed_require_no_ql or not ql_buy)
    ):
        return True
    return False