Delete veto.py

veto.py

@@ -1,124 +0,0 @@
-"""
-veto.py — Hard filters. Any single veto cancels the setup entirely.
-
-Key fixes vs prior version:
-- Absorption is now a hard veto (was missing)
-- Climax volume is a hard veto (was only a score penalty)
-- Failed breakout in last N bars = hard veto
-- Price too extended from mean = hard veto (separate per direction)
-- Vol ratio threshold lowered to 2.2 (fires more reliably)
-- No volatility compression = veto (require setups to emerge from bases)
-- Regime confidence below minimum = veto (new structural gate)
-"""
-
-from typing import Dict, Any, Tuple
-
-from config import (
-    VETO_VOLUME_MIN,
-    VETO_VOL_RATIO_MAX,
-    VETO_STRUCTURE_MIN,
-    VETO_CLIMAX,
-    VETO_ABSORPTION,
-    VETO_EXTENDED_PRICE,
-    VETO_NO_COMPRESSION,
-    REGIME_CONFIDENCE_MIN,
-    VOL_COMPRESSION_LOOKBACK,
-)
-
-_FAILED_BREAKOUT_LOOKBACK = 5   # bars to look back for recent fake signals
-_CONSEC_FAILED_MAX = 2          # veto if N or more recent fakes
-
-
-def apply_veto(
-    regime_data: Dict[str, Any],
-    volume_data: Dict[str, Any],
-    structure_score: float,
-    direction: int = 1,          # +1 = evaluating long, -1 = evaluating short
-) -> Tuple[bool, str]:
-    """
-    Returns (vetoed: bool, reason: str).
-    direction controls which extension check applies.
-    """
-    reasons = []
-
-    volume_score = volume_data.get("volume_score", 0.0)
-    vol_ratio = regime_data.get("vol_ratio", 1.0)
-    trend = regime_data.get("trend", "ranging")
-    vol_compressed = regime_data.get("vol_compressed", False)
-    vol_expanding = regime_data.get("vol_expanding", False)
-    regime_confidence = regime_data.get("regime_confidence", 0.0)
-    price_extended_long = regime_data.get("price_extended_long", False)
-    price_extended_short = regime_data.get("price_extended_short", False)
-    adx = regime_data.get("adx", 0.0)
-
-    spike = volume_data.get("spike", False)
-    climax = volume_data.get("climax", False)
-    absorption = volume_data.get("absorption", False)
-    failed_breakout = volume_data.get("failed_breakout", False)
-    recent_failed = volume_data.get("recent_failed_count", 0)
-    weak = volume_data.get("weak", False)
-
-    # ── VOLUME GATES ─────────────────────────────────────────────────────────
-    if volume_score < VETO_VOLUME_MIN:
-        reasons.append(f"WEAK_VOLUME_SCORE ({volume_score:.2f} < {VETO_VOLUME_MIN})")
-
-    if weak:
-        reasons.append(f"VOLUME_BELOW_MA (ratio={volume_data.get('vol_ratio', 0):.2f})")
-
-    if VETO_CLIMAX and climax:
-        reasons.append("CLIMAX_VOLUME — potential exhaustion, not entry")
-
-    if VETO_ABSORPTION and absorption:
-        reasons.append("ABSORPTION_DETECTED — institutional supply at resistance")
-
-    # ── BREAKOUT INTEGRITY ────────────────────────────────────────────────────
-    if failed_breakout:
-        reasons.append("FAILED_BREAKOUT — most recent breakout reversed")
-
-    if recent_failed >= _CONSEC_FAILED_MAX:
-        reasons.append(f"REPEATED_FAKE_BREAKOUTS ({recent_failed} in last 10 bars)")
-
-    # ── VOLATILITY GATES ──────────────────────────────────────────────────────
-    if vol_ratio > VETO_VOL_RATIO_MAX:
-        reasons.append(f"EXTREME_VOLATILITY (ratio={vol_ratio:.2f} > {VETO_VOL_RATIO_MAX})")
-
-    if VETO_NO_COMPRESSION and not vol_compressed and not vol_expanding:
-        # Allow through if currently expanding — expansion from base is fine
-        # Only veto if vol is neither compressed nor just broke out
-        if vol_ratio < 0.9 or vol_ratio > 1.6:
-            reasons.append(
-                f"NO_VOLATILITY_BASE (ratio={vol_ratio:.2f}, compressed={vol_compressed})"
-            )
-
-    # ── STRUCTURE GATE ────────────────────────────────────────────────────────
-    if structure_score < VETO_STRUCTURE_MIN:
-        reasons.append(f"WEAK_STRUCTURE ({structure_score:.2f} < {VETO_STRUCTURE_MIN})")
-
-    if trend == "bearish" and direction == 1:
-        reasons.append("BEARISH_TREND — long entry contra-trend")
-
-    if trend == "bullish" and direction == -1:
-        reasons.append("BULLISH_TREND — short entry contra-trend")
-
-    # ── REGIME CONFIDENCE GATE ────────────────────────────────────────────────
-    if regime_confidence < REGIME_CONFIDENCE_MIN:
-        reasons.append(
-            f"LOW_REGIME_CONFIDENCE ({regime_confidence:.2f} < {REGIME_CONFIDENCE_MIN})"
-        )
-
-    # ── PRICE EXTENSION GATE ─────────────────────────────────────────────────
-    if VETO_EXTENDED_PRICE:
-        if direction == 1 and price_extended_long:
-            dist = regime_data.get("dist_atr", 0.0)
-            reasons.append(f"PRICE_EXTENDED_LONG ({dist:.2f} ATR above mean)")
-        if direction == -1 and price_extended_short:
-            dist = regime_data.get("dist_atr", 0.0)
-            reasons.append(f"PRICE_EXTENDED_SHORT ({dist:.2f} ATR below mean)")
-
-    if reasons:
-        return True, " | ".join(reasons)
-    return False, ""
-
-
-def veto_summary(vetoed: bool, reason: str) -> str:
-    return f"VETOED — {reason}" if vetoed else "APPROVED"