Upload Quasar_axrvi_ranker.py

Quasar_axrvi_ranker.py

@@ -5036,6 +5036,10 @@ class QuasarAXRVIBridge:
             # ✅ FIX 1: Cache live broker profit so rotation closes use the real P&L.
             # trade.profit stays None only if Deriv never sent a profit field at all.
             trade.profit = float(raw_profit)
+            # ✅ FIX-MAXLOSS: cache on dedicated field so OptStop max-loss stop
+            # can read the broker-authoritative live P&L without touching trade.profit
+            # (which is also used for the terminal-event authoritative close).
+            trade._last_poc_profit = float(raw_profit)
 
         # ── Terminal state check ──────────────────────────────────────────────
         is_terminal = (
@@ -5462,15 +5466,18 @@ class QuasarAXRVIBridge:
             G_t = sgn(direction) · log(S_t / S_entry) − fees   (immediate liquidation value)
             C_t = model value estimate of future return         (continuation value)
 
-        Exit when G_t ≥ C_t + stopping_value_buffer,
-        OR when the fallback max duration is exceeded (safety net only).
+        Exit priority (evaluated in order, first match wins):
+          1. OptStop       — G_t ≥ C_t + stopping_value_buffer  (profit target)
+          2. MaxLoss       — broker live P&L ≤ −(sl_frac × stake)  (stop-loss)
+          3. HARD WALL     — holding_duration > 120 s  (absolute failsafe)
+          4. SoftExpiry    — holding_duration > expiry_time (default 60 s)
 
         Minimum holding guard: do not evaluate stopping until
         _trade_tick_counts[trade_id] >= shreve_config.min_holding_ticks.
 
         REFILL TRIGGER (v7):
-        After any position is closed, if open_trade_count drops below 2, immediately
-        call rank_and_gate() to refill.  This ensures the 2-trade minimum is maintained
+        After any position is closed, if open_trade_count drops below 3, immediately
+        call rank_and_gate() to refill.  This ensures the 3-trade minimum is maintained
         continuously without waiting for the next scheduled _rank_loop cycle.
 
         CLOSING TIMEOUT FIX (v6.1):
@@ -5580,10 +5587,46 @@ class QuasarAXRVIBridge:
                                     f"+ buffer={sc.stopping_value_buffer:.5f}"
                                 )
 
-                    # ── Fallback: hard max duration (safety net only) ─────────
-                    if not should_stop and trade.holding_duration > self.trade_config.expiry_time:
+                    # ── Max-loss stop: exit when broker live P&L hits stop-loss ──
+                    # Uses the broker-authoritative profit cached from poc stream.
+                    # This fires even when G_t < 0 (price moved against us), which
+                    # the pure OptStop rule misses because it only exits on G_t >= C_t.
+                    if not should_stop:
+                        sl_frac = ASSET_STOP_LOSS_FRAC.get(trade.asset, 0.50)
+                        stake   = trade.buy_price if (trade.buy_price and trade.buy_price > 0) else self.trade_config.amount
+                        sl_threshold = -(sl_frac * stake)
+                        # Prefer broker-authoritative live P&L from poc stream
+                        live_loss = getattr(trade, "_last_poc_profit", None)
+                        if live_loss is None:
+                            # Fallback: approximate from spot price (less accurate)
+                            live_loss = trade.unrealized_pnl
+                        if live_loss is not None and live_loss <= sl_threshold:
+                            should_stop = True
+                            stop_reason = (
+                                f"MaxLoss: live_pnl={live_loss:+.4f} ≤ "
+                                f"sl_threshold={sl_threshold:+.4f} "
+                                f"(SL={sl_frac:.0%} × stake={stake:.2f})"
+                            )
+
+                    # ── Hard absolute wall: 120 s regardless of everything ────────
+                    # Safety net for cases where OptStop & MaxLoss both fail to fire
+                    # (e.g. G_t oscillating near zero, poc profit not yet received).
+                    # 120 s = 2× the intended 60 s expiry — generous but finite.
+                    MAX_HOLDING_SECONDS = 120
+                    if not should_stop and trade.holding_duration > MAX_HOLDING_SECONDS:
+                        should_stop = True
+                        stop_reason = (
+                            f"HARD WALL: held {trade.holding_duration:.0f}s "
+                            f"> {MAX_HOLDING_SECONDS}s absolute limit"
+                        )
+
+                    # ── Soft expiry: configured expiry_time (default 60 s) ────────
+                    elif not should_stop and trade.holding_duration > self.trade_config.expiry_time:
                         should_stop = True
-                        stop_reason = f"Max duration {self.trade_config.expiry_time}s exceeded"
+                        stop_reason = (
+                            f"SoftExpiry: held {trade.holding_duration:.0f}s "
+                            f"> expiry_time={self.trade_config.expiry_time}s"
+                        )
 
                     if should_stop:
                         logger.info(f"[{trade.asset}] EXIT | {stop_reason}")