crypto_news/strategy/exit_rules.py

"""ICT exit / position management rules.

Evaluates whether an open position should be closed based on
TP, SL, CHOCH reversal, time expiry, or trailing stop.
"""

from __future__ import annotations

from dataclasses import dataclass
from datetime import datetime, timedelta
from enum import Enum
from typing import Optional

from loguru import logger

from config import settings
from indicators.ict_engine import ICTSignals
from indicators.multi_timeframe import TradeDirection


class ExitReason(str, Enum):
    TAKE_PROFIT = "TP"
    STOP_LOSS = "SL"
    CHOCH = "CHOCH"
    TRAILING_STOP = "TRAILING"
    TIME_EXIT = "TIME"
    MANUAL = "MANUAL"


@dataclass
class ExitResult:
    """Result of exit rule evaluation."""

    should_exit: bool
    reason: Optional[ExitReason] = None
    detail: str = ""


class ExitRules:
    """Evaluate exit conditions for an open position.

    Conditions checked (in priority order):
        1. Stop-loss hit
        2. Take-profit hit
        3. CHOCH in opposite direction
        4. Trailing stop triggered
        5. Time-based exit (too many candles without movement)
    """

    def __init__(
        self,
        trailing_activation_pct: float | None = None,
        trailing_distance_pct: float | None = None,
        time_exit_candles: int = 48,
    ):
        self.trailing_activation_pct = (
            trailing_activation_pct
            or getattr(settings, "TRAILING_STOP_ACTIVATION_PCT", 0.01)
        )
        self.trailing_distance_pct = (
            trailing_distance_pct
            or getattr(settings, "TRAILING_STOP_DISTANCE_PCT", 0.005)
        )
        self.time_exit_candles = time_exit_candles

    def should_exit(
        self,
        direction: TradeDirection,
        entry_price: float,
        stop_loss: float,
        take_profit: float,
        current_price: float,
        signals: ICTSignals,
        opened_at: datetime | None = None,
        candles_since_entry: int = 0,
        trailing_stop: float | None = None,
    ) -> ExitResult:
        """Evaluate all exit conditions against current market state."""

        # 1. Stop-Loss
        if direction == TradeDirection.LONG and current_price <= stop_loss:
            return ExitResult(True, ExitReason.STOP_LOSS, f"Price {current_price} <= SL {stop_loss}")
        if direction == TradeDirection.SHORT and current_price >= stop_loss:
            return ExitResult(True, ExitReason.STOP_LOSS, f"Price {current_price} >= SL {stop_loss}")

        # 2. Take-Profit
        if direction == TradeDirection.LONG and current_price >= take_profit:
            return ExitResult(True, ExitReason.TAKE_PROFIT, f"Price {current_price} >= TP {take_profit}")
        if direction == TradeDirection.SHORT and current_price <= take_profit:
            return ExitResult(True, ExitReason.TAKE_PROFIT, f"Price {current_price} <= TP {take_profit}")

        # 3. CHOCH in opposite direction
        choch = signals.latest_choch
        if choch is not None:
            if direction == TradeDirection.LONG and choch == -1:
                return ExitResult(True, ExitReason.CHOCH, "Bearish CHOCH while LONG")
            if direction == TradeDirection.SHORT and choch == 1:
                return ExitResult(True, ExitReason.CHOCH, "Bullish CHOCH while SHORT")

        # 4. Trailing stop
        if trailing_stop is not None:
            if direction == TradeDirection.LONG and current_price <= trailing_stop:
                return ExitResult(True, ExitReason.TRAILING_STOP, f"Trailing hit {trailing_stop}")
            if direction == TradeDirection.SHORT and current_price >= trailing_stop:
                return ExitResult(True, ExitReason.TRAILING_STOP, f"Trailing hit {trailing_stop}")

        # 5. Time-based exit
        if candles_since_entry >= self.time_exit_candles:
            return ExitResult(True, ExitReason.TIME_EXIT, f"Exceeded {self.time_exit_candles} candles")

        return ExitResult(False)

    def update_trailing_stop(
        self,
        direction: TradeDirection,
        entry_price: float,
        current_price: float,
        current_trailing: float | None,
    ) -> Optional[float]:
        """Update trailing stop if price has moved enough into profit.

        Returns the new trailing stop value, or None if not yet activated.
        """
        if direction == TradeDirection.LONG:
            pnl_pct = (current_price - entry_price) / entry_price
            if pnl_pct < self.trailing_activation_pct:
                return current_trailing  # not yet in profit enough

            new_trail = current_price * (1 - self.trailing_distance_pct)
            if current_trailing is None or new_trail > current_trailing:
                logger.debug("Trailing stop updated: {} -> {}", current_trailing, new_trail)
                return new_trail
            return current_trailing

        else:  # SHORT
            pnl_pct = (entry_price - current_price) / entry_price
            if pnl_pct < self.trailing_activation_pct:
                return current_trailing

            new_trail = current_price * (1 + self.trailing_distance_pct)
            if current_trailing is None or new_trail < current_trailing:
                logger.debug("Trailing stop updated: {} -> {}", current_trailing, new_trail)
                return new_trail
            return current_trailing