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

from __future__ import annotations

from dragon_strategy_config import StrategyConfig


def should_hold_glued_followthrough_reentry_kdj_only(
    *,
    enabled: bool,
    entry_reason_code: str,
    kdj_sell: bool,
    ql_sell: bool,
    holding_days: int,
    a1: float,
    b1: float,
    c1: float,
    config: StrategyConfig,
) -> bool:
    if not enabled:
        return False
    if entry_reason_code != "entry_glued_followthrough_reentry":
        return False
    if not kdj_sell or ql_sell:
        return False
    if holding_days > config.glued_followthrough_exit_hold_kdj_only_days_max:
        return False
    if not (config.glued_followthrough_exit_hold_kdj_only_c1_low < c1 < config.glued_followthrough_exit_hold_kdj_only_c1_high):
        return False
    if a1 <= config.glued_followthrough_exit_hold_kdj_only_a1_min:
        return False
    if b1 <= config.glued_followthrough_exit_hold_kdj_only_b1_min:
        return False
    return True