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

from __future__ import annotations

from dragon_strategy_config import StrategyConfig


def glued_high_weak_rebound_subtype(
    *,
    a1: float,
    b1: float,
    c1: float,
    ql_buy: bool,
    config: StrategyConfig,
) -> str:
    if c1 > config.glued_high_weak_rebound_high_c1 and b1 < config.glued_high_weak_rebound_high_b1:
        return "high_zone_weak_b1"
    if c1 > config.glued_high_weak_rebound_mid_c1 and b1 < config.glued_high_weak_rebound_mid_b1:
        return "mid_zone_very_weak_b1"
    if (
        ql_buy
        and config.glued_high_weak_rebound_ql_c1_low < c1 < config.glued_high_weak_rebound_ql_c1_high
        and b1 < config.glued_high_weak_rebound_ql_b1
        and a1 > config.glued_high_weak_rebound_ql_a1
    ):
        return "ql_rebound_weak_followthrough"
    return ""


def glued_followthrough_pending_allowed(
    *,
    subtype: str,
    config: StrategyConfig,
) -> bool:
    if not config.glued_followthrough_pending_enabled:
        return False
    if subtype == "mid_zone_very_weak_b1":
        return config.glued_followthrough_allow_mid_zone_very_weak_b1
    if subtype == "high_zone_weak_b1":
        return config.glued_followthrough_allow_high_zone_weak_b1
    if subtype == "ql_rebound_weak_followthrough":
        return config.glued_followthrough_allow_ql_rebound_weak_followthrough
    return False


def evaluate_glued_followthrough_confirmation(
    *,
    active: bool,
    subtype: str,
    in_position: bool,
    kdj_sell: bool,
    ql_sell: bool,
    bars_waited: int,
    ql_buy: bool,
    close: float,
    signal_close: float,
    b1: float,
    signal_b1: float,
    config: StrategyConfig,
) -> tuple[str, str, bool]:
    if not active or not subtype:
        return "NONE", "", False
    if in_position:
        return "NONE", "", True
    if kdj_sell or ql_sell:
        return "NONE", "", True
    if bars_waited > config.glued_followthrough_confirm_window_bars:
        return "NONE", "", True
    if bars_waited < 1:
        return "NONE", "", False
    if config.glued_followthrough_require_ql_buy_reconfirm and not ql_buy:
        return "NONE", "", False
    if config.glued_followthrough_require_close_break_signal_close and close <= signal_close:
        return "NONE", "", False
    if config.glued_followthrough_require_b1_repair and (b1 - signal_b1) < config.glued_followthrough_b1_repair_min:
        return "NONE", "", False
    return "BUY", f"glued_followthrough_reentry_buy:confirmed_{subtype}", True