Upload Quasar_axrvi_ranker.py

Quasar_axrvi_ranker.py

@@ -3904,11 +3904,17 @@ class PositionManager:
         """
         Mark a trade as CLOSING after a sell request is sent.
         Actual close happens in close_trade_from_broker() when broker confirms.
+
+        FIX: exit_time is stamped here so the CLOSING-timeout handler in
+        monitor_positions() can correctly compute closing_duration.
+        Without this stamp, closing_duration is always 0 and the 10-second
+        timeout never fires, leaving trades stuck in CLOSING forever.
         """
         with self._lock:
             trade = self._open_trades.get(trade_id)
             if trade:
-                trade.state = PositionState.CLOSING
+                trade.state     = PositionState.CLOSING
+                trade.exit_time = time.time()   # ← FIX: stamp so timeout works
         logger.info(f"[{trade_id}] ⏳ SELL SENT — awaiting broker terminal event")
 
     # ── Phase 4: broker terminal event ────────────────────────────────────────
@@ -5036,9 +5042,9 @@ 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).
+            # ✅ FIX-MAXLOSS: dedicated field for OptStop max-loss check so the
+            # monitor can read broker-authoritative live P&L without confusion
+            # with the terminal-event authoritative profit set on close.
             trade._last_poc_profit = float(raw_profit)
 
         # ── Terminal state check ──────────────────────────────────────────────
@@ -5467,22 +5473,22 @@ class QuasarAXRVIBridge:
             C_t = model value estimate of future return         (continuation value)
 
         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)
+          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 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.
+        call rank_and_gate() to refill.
 
         CLOSING TIMEOUT FIX (v6.1):
         If a trade remains in CLOSING state for > 10 seconds without a terminal
         event from the broker, force-close it locally to prevent stuck trades.
+        NOTE: requires mark_closing() to stamp exit_time (fixed in this version).
         """
         sc = self.config.shreve_config
         CLOSING_TIMEOUT_SECONDS = 10.0   # Maximum time to wait for broker terminal event
@@ -5587,19 +5593,19 @@ class QuasarAXRVIBridge:
                                     f"+ buffer={sc.stopping_value_buffer:.5f}"
                                 )
 
-                    # ── 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.
+                    # ── [2] Max-loss stop: broker live P&L hit stop-loss ─────────
+                    # Fires when price moved against us — G_t is negative so
+                    # OptStop never triggers, but we still need to cut losses.
+                    # Uses _last_poc_profit: broker-authoritative live P&L cached
+                    # from the poc stream on every tick (set in _on_poc_update).
                     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_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)
+                        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
+                            live_loss = trade.unrealized_pnl  # approx fallback
                         if live_loss is not None and live_loss <= sl_threshold:
                             should_stop = True
                             stop_reason = (
@@ -5608,10 +5614,9 @@ class QuasarAXRVIBridge:
                                 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.
+                    # ── [3] Hard absolute wall: 120 s no matter what ──────────────
+                    # Fires when OptStop and MaxLoss both failed (e.g. G_t oscillating
+                    # near zero, poc profit stream delayed). 120 s = 2× the soft expiry.
                     MAX_HOLDING_SECONDS = 120
                     if not should_stop and trade.holding_duration > MAX_HOLDING_SECONDS:
                         should_stop = True
@@ -5620,7 +5625,7 @@ class QuasarAXRVIBridge:
                             f"> {MAX_HOLDING_SECONDS}s absolute limit"
                         )
 
-                    # ── Soft expiry: configured expiry_time (default 60 s) ────────
+                    # ── [4] 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 = (