k-iVdZddlmZmZddlmZddlmZmZm Z ddl m Z ddl Z GddeZ eGd d Ze jee jd d d ddddd e j ee j d ddddddd e j"ee j"d dd dd ddd e j$ee j$d ddddddd iZeGd d!ZGd"d#Zed$k(rddlZed%ed&ed'(ZddlZej6d)d*ZeZgd+ZdZ eD]\Z!Z"Z#Z$ed,e!d-e"d.e#d/e%e"D]Z&e$e#zd0zejNde#zZ(eZ)ee(zZ*e+e)e*ejXde#d1zzZ-e.e)e*ejXde#d1zz Z/e*Zee)e-e/e*2Z0ejce0Z2e d3z Z e2sejge2jhed4e d5e2ed6d&eejked7eDcgc]}|jlc}ed8e7ejped9ejpD]2Z-ed4e-d:d5e-d;de-d?d@dAe-dBdCdDe-dEdCdF 4yycc}w)Gu Market Regime Detector for Auto Hedge-Mart V4 Classifies market conditions into 4 regimes and provides parameter adjustments: 🔴 HIGH_VOL — Volatile/crisis: widen grid, pause new threads 🟢 LOW_VOL — Quiet/grinding: tighten grid, maximize sub-pair repeats 🔵 TRENDING — Strong directional: favor trend entries, wider TPs 🟡 RANGING — Sideways: full send on sub-pair grinding Uses three indicators: - ATR ratio (current ATR / reference ATR) → volatility level - ADX (Average Directional Index) → trend strength - BB Width (Bollinger Bandwidth) → squeeze/expansion detection Each regime returns parameter multipliers that the engine can apply to: - Grid spacing scale - Entry TP scale - Recovery TP scale - Thread profit target scale - Max new threads (0 = pause) - Sub-pair repeat aggressiveness Author: TheCryptoClaw 🦾 ) dataclassfield)Enum)ListOptionalTuple)dequeNceZdZdZdZdZdZy) MarketRegimeHIGH_VOLLOW_VOLTRENDINGRANGINGN)__name__ __module__ __qualname__r r rr1/var/www/html/crpytotradingbot/regime_detector.pyr r "sHGHGrr creZdZUdZeed<eed<eed<eed<eed<eed<eed<eed <e ed <d Z y ) RegimeParamsz)Parameter adjustments for current regime.regime confidence grid_scaleentry_tp_scalerecovery_tp_scalethread_target_scalemax_new_threadssub_pair_aggressive descriptionc ddddd}|j|jjd}|d|jjd|jd d |jd d |j d d |j d|j S)N🔴🟢🔵🟡r r rr⚪  (conf=.0%z ) | grid=z.2fzx tp=z x threads=z sub_agg=)getrvaluerrrrr)selfemojies r__repr__zRegimeParams.__repr__6s#FW]^ IIdkk'' /#Qt{{(()0EF,E$2E2Ec1JK//0 $:R:R9SU VrN) rrr__doc__r __annotations__floatintboolstrr0rrrrr)sA3 Vrr??g?@FuFHigh volatility — widened grid, reduced thread count, larger targets) rrrrrrrrr 333333?gffffff?皙? TuDLow volatility — tightened grid, full threads, aggressive grinding333333??u=Trending market — wider TPs to ride momentum, moderate gridg?uGRanging market — tighter targets, full threads, max sub-pair grindingc:eZdZUdZeed<eed<eed<eed<y)OHLCz9Simple candle for regime detection (doesn't need volume).openhighlowcloseN)rrrr1r3r2rrrrCrCrsC K K J LrrCceZdZdZ ddededededededed ed ed ed ed edefdZdeefdZ de fdZ de deefdZ defdZ deefdZdefdZdefdZy)RegimeDetectora5 Classifies market regime using ATR, ADX, and Bollinger Bandwidth. Usage: detector = RegimeDetector(reference_atr=132.1) for candle in candles: detector.update(candle) regime = detector.get_regime() if regime: print(regime) reference_atr atr_period adx_period bb_periodbb_stdlookbackhigh_vol_atr_ratiolow_vol_atr_ratio trending_adx ranging_adxbb_squeeze_pctbb_expansion_pctregime_confirm_barscZ||_||_||_||_||_||_||_||_| |_| |_ | |_ | |_ | |_ tt||dz|dz|_t|dz|_t|dz|_t|dz|_t|dz|_d|_d|_d|_d|_d|_d|_d|_d|_d|_d|_td|_d|_y)Nr>r;)maxlenrd) rJrKrLrMrNrOrPrQrRrSrTrUrVr maxcandles true_rangesplus_dmminus_dm dx_values _smoothed_tr_smoothed_plus_dm_smoothed_minus_dm _smoothed_adx current_atr current_adxcurrent_bb_widthcurrent_regimecandidate_regimecandidate_countregime_historybars_processed)r-rJrKrLrMrNrOrPrQrRrSrTrUrVs r__init__zRegimeDetector.__init__s5"+$$"   #5!2(&, 0#6 $3xRVW+XY "'zA~">#:>: $JN; %Z!^ <.22637.2-1,0157;8<$%%*#%6#$rreturnc tt|jt|jt|jt|j }|j j||xjdz c_t|j dkry|j d}t|j|jz t|j|j z t|j|j z }|jj||j|jz |j|jz kDr#t|j|jz dnd}|j|jz |j|jz kDr#t|j|jz dnd}|jj||jj||j}|j t|j|k\rt#t%|j| d|z |_t#t%|j| d|z |_t#t%|j| d|z |_nW|j |dz z|z|z |_|j&|dz z|z|z |_|j(|dz z|z|z |_|j y|j |_|j dkDr9|j&|j z dz}|j(|j z dz} nd}d} || zdkDrt|| z || zz dz} nd} |j,j| |j.} |j0Ct|j,| k\rHt#t%|j,| d| z |_n|j0| dz z| z| z |_|j0|_t|j |j4k\rt%|j |j4 dD cgc]} | j } } t#| |j4z t#fd| D|j4z }t7j8|}|j:|zz}|j:|zz }dkDr||z z |_nd|_nd|_|j*-|j2!|j?}|jA|Sycc} w) a Process a new candle and update regime classification. Args: candle: Object with .open, .high, .low, .close attributes Returns: RegimeParams if regime changed, None if unchanged rDrErFrGNrrZc3.K|] }|z dzyw)rrNr).0csmas r z(RegimeDetector.update..s:aAG>:s)!rCr3rDrErFrGr\appendrllenr[absr]r^r_rKrasumlistrbrcrer`rLrdrfrMmathsqrtrNrg _classify _apply_regime)r-candleohlcprevtrr^r_nplus_diminus_didxn_adxrvclosesvariancestdupperlower new_regimerws @rupdatezRegimeDetector.updatesv{{#v{{#fjj! %   D! q  t|| q ||B II  DJJ& ' 4::% &  #59II 4IdhhY]YaYaNa3b#dii$))+Q/hi3788dhh3F499W[W`W`K`2a3txx$((*A.gh G$ X& OO    $4##$)$'T-=-=(>rs(C$Dq$H!),T$,,-?-D)E)I&*-d4==.A1"#.F*G!*K'!%!2!2a!e!'>!a%'H8'SWX&XD #    $ ,,   q --0A0AASHG//$2C2CCsJHGH h ! #Wx'(Gh,>?#EBB b!    %4>>"e+%(dnn)=ufg)F%G%%O""&"4"4 "BR"G5!PD -- t||  .'+DLL'94>>/:J'KL!aggLFLf+.C:6::T^^KH))H%C$++++E$++++EQw).#(=%()%$(D !    'D,<,<,H)J%%j1 1%MsU:cV|jdkDr|j|jz nd}|jxsd}|jxsd}||jk\rt j S||jkr||jkrt jS||jk\r2||jdzk\rt j St jS||jkr/||jkrt jSt jS||jk\r%|dkDrt j St jS||jkrt jS|j|jzdz }||k\rt jSt jS)u Classify market regime based on indicator values. Decision tree: 1. ATR ratio > high_vol_threshold → HIGH_VOL (regardless of trend) 2. ATR ratio < low_vol_threshold AND BB squeeze → LOW_VOL 3. ADX > trending_threshold → TRENDING 4. ADX < ranging_threshold → RANGING 5. Default → use BB width as tiebreaker rr@{Gz?r=r?rr)rJrerfrgrPr r rQrTr rRrrSrrU)r- atr_ratioadxbb_widthmidpoints rrzRegimeDetector._classify)s>B=O=ORS=SD$$t'9'99Y\ #!((0D // /(( ( .. .8t?R?R3R'' ' $## #D33c99#,,,(( ( $"" "D222#+++'' ' t,, ,,5O<(( VAVAV V ,, ,'' '))D,<,<<AHh#,,,'' 'rrc X||jk(rd|_d|_y||jk(r|xjdz c_n||_d|_|j|jk\r|j}||_d|_d|_t dit t |}|j|_|jj|j|r |jnd|j|j|j|j|jd|Sy)z Apply regime change with confirmation (debouncing). Requires regime_confirm_bars consecutive bars of the same classification before switching. This prevents whipsawing between regimes. NrrqNONE)barfromtoratrrrr)rhrirjrVrvarsREGIME_PRESETS_calc_confidencerrkryrlr,rerfrg)r-r old_regimeparamss rrzRegimeDetector._apply_regimeZs ,, ,$(D !#$D  .. .  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