Upload governance_engine_fixed.py

governance_engine_fixed.py

@@ -0,0 +1,1058 @@
+# ============================================================
+# 🏛️ governance_engine.py (V1.3 - Stability Fix)
+# ============================================================
+# Description: 
+#   Evaluates trade quality using 156 INDICATORS.
+#   Fixes: Solved "The truth value of a Series is ambiguous" error.
+#   Update: Enhanced error logging to show real causes.
+# ============================================================
+
+import numpy as np
+import pandas as pd
+try:
+    import pandas_ta as ta
+except Exception as _e:
+    ta = None
+from typing import Dict, Any, List
+
+class GovernanceEngine:
+    def __init__(self):
+        # ⚖️ Strategic Weights
+        self.WEIGHTS = {
+            "order_book": 0.25,       # 25%
+            "market_structure": 0.20, # 20%
+            "trend": 0.15,            # 15%
+            "momentum": 0.15,         # 15%
+            "volume": 0.10,           # 10%
+            "volatility": 0.05,       # 5%
+            "cycle_math": 0.10        # 10%
+        }
+        print("🏛️ [Governance Engine V1.3] Stability Patch Applied. Ready.")
+
+    
+    async def evaluate_trade(
+        self,
+        symbol: str,
+        ohlcv_data: Dict[str, Any],
+        order_book: Dict[str, Any],
+        verbose: bool = True,
+        include_details: bool = False,
+        use_multi_timeframes: bool = False
+    ) -> Dict[str, Any]:
+        """
+        Main Execution Entry.
+
+        Backwards compatible:
+        - Requires '15m' data (same as before)
+        - Output schema unchanged unless include_details=True
+        - Multi-timeframe aggregation is opt-in (use_multi_timeframes=True)
+        """
+        try:
+            if ta is None:
+                return self._create_rejection('Missing dependency: pandas_ta')
+
+            # 1) Data Prep
+            if not isinstance(ohlcv_data, dict) or '15m' not in ohlcv_data:
+                return self._create_rejection("No 15m Data")
+
+            def _get_df(tf: str) -> Any:
+                if tf not in ohlcv_data:
+                    return None
+                df_tf = self._prepare_dataframe(ohlcv_data[tf])
+                if len(df_tf) < 60:
+                    return None
+                return df_tf
+
+            df15 = _get_df('15m')
+            if df15 is None:
+                return self._create_rejection("Insufficient Data Length (<60)")
+
+            # optional timeframes (only used when enabled)
+            df_map: Dict[str, pd.DataFrame] = {'15m': df15}
+            if use_multi_timeframes:
+                for tf in ('1h', '4h', '1d'):
+                    d = _get_df(tf)
+                    if d is not None:
+                        df_map[tf] = d
+
+            if verbose:
+                print(f"\n📝 [Gov Audit] Opening Session for {symbol}...")
+                print("-" * 80)
+
+            # 2) Calculate Domains (single TF by default for compatibility)
+            details_pack = {}  # only filled when include_details=True
+
+            if not use_multi_timeframes:
+                s_trend = self._calc_trend_domain(df15, verbose, include_details, details_pack)
+                s_mom = self._calc_momentum_domain(df15, verbose, include_details, details_pack)
+                s_vol = self._calc_volatility_domain(df15, verbose, include_details, details_pack)
+                s_volu = self._calc_volume_domain(df15, verbose, include_details, details_pack)
+                s_cycle = self._calc_cycle_math_domain(df15, verbose, include_details, details_pack)
+                s_struct = self._calc_structure_domain(df15, verbose, include_details, details_pack)
+            else:
+                # Weighted by timeframe importance; only timeframes available are used
+                tfw = {'15m': 0.50, '1h': 0.30, '4h': 0.20, '1d': 0.10}
+
+                def _agg(fn, name: str) -> float:
+                    total_w = 0.0
+                    acc = 0.0
+                    per_tf = {}
+                    for tf, df_tf in df_map.items():
+                        w = tfw.get(tf, 0.1)
+                        s = fn(df_tf, False, include_details, details_pack)  # per-tf verbose off to avoid noise
+                        per_tf[tf] = float(s)
+                        acc += w * float(s)
+                        total_w += w
+                    if include_details:
+                        details_pack[f"{name}_per_tf"] = per_tf
+                    return (acc / total_w) if total_w > 0 else 0.0
+
+                s_trend = _agg(self._calc_trend_domain, "trend")
+                s_mom = _agg(self._calc_momentum_domain, "momentum")
+                s_vol = _agg(self._calc_volatility_domain, "volatility")
+                s_volu = _agg(self._calc_volume_domain, "volume")
+                s_cycle = _agg(self._calc_cycle_math_domain, "cycle_math")
+                s_struct = _agg(self._calc_structure_domain, "structure")
+
+                if verbose:
+                    print(f"   🧩 Multi-TF used: {', '.join(df_map.keys())}")
+
+            s_ob = self._calc_orderbook_domain(order_book, verbose, include_details, details_pack)
+
+            if verbose:
+                print("-" * 80)
+
+            # 3) Weighted Aggregation (domain scores are in [-1, +1])
+            raw_weighted_score = (
+                (s_trend * self.WEIGHTS['trend']) +
+                (s_mom * self.WEIGHTS['momentum']) +
+                (s_vol * self.WEIGHTS['volatility']) +
+                (s_volu * self.WEIGHTS['volume']) +
+                (s_cycle * self.WEIGHTS['cycle_math']) +
+                (s_struct * self.WEIGHTS['market_structure']) +
+                (s_ob * self.WEIGHTS['order_book'])
+            )
+
+            # 4) Final Scoring & Grading
+            final_score = max(0.0, min(100.0, ((raw_weighted_score + 1) / 2) * 100))
+            grade = self._get_grade(final_score)
+
+            result = {
+                "governance_score": round(final_score, 2),
+                "grade": grade,
+                "components": {
+                    "trend": round(float(s_trend), 3),
+                    "momentum": round(float(s_mom), 3),
+                    "volatility": round(float(s_vol), 3),
+                    "volume": round(float(s_volu), 3),
+                    "cycle_math": round(float(s_cycle), 3),
+                    "structure": round(float(s_struct), 3),
+                    "order_book": round(float(s_ob), 3),
+                },
+                "status": "APPROVED" if grade != "REJECT" else "REJECTED",
+            }
+
+            if include_details:
+                result["details"] = details_pack
+                result["timeframes_used"] = list(df_map.keys()) if use_multi_timeframes else ["15m"]
+
+            return result
+
+        except Exception as e:
+            if verbose:
+                print(f"❌ [Governance Critical Error] {e}")
+            return self._create_rejection(f"Exception: {str(e)}")
+
+
+    # ==============================================================================
+    # 📈 DOMAIN 1: TREND (Fixed)
+    # ==============================================================================
+    def _calc_trend_domain(self, df: pd.DataFrame, verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        try:
+            c = df['close']
+            
+            # 1. EMA 9 > 21
+            ema9 = ta.ema(c, 9); ema21 = ta.ema(c, 21)
+            if self._valid(ema9) and self._valid(ema21) and ema9.iloc[-1] > ema21.iloc[-1]: 
+                points += 1; details.append("EMA9>21")
+            
+            # 2. EMA 21 > 50
+            ema50 = ta.ema(c, 50)
+            if self._valid(ema21) and self._valid(ema50) and ema21.iloc[-1] > ema50.iloc[-1]: 
+                points += 1; details.append("EMA21>50")
+            
+            # 3. Price > EMA 200
+            ema200 = ta.ema(c, 200)
+            if self._valid(ema200):
+                if c.iloc[-1] > ema200.iloc[-1]: points += 2; details.append("Price>EMA200")
+                else: points -= 2; details.append("Price<EMA200")
+
+            # 4. Supertrend
+            st = ta.supertrend(df['high'], df['low'], c, length=10, multiplier=3)
+            if self._valid(st):
+                # Supertrend returns [trend, direction, long, short], usually col 0 is trend line
+                st_line = st.iloc[:, 0] 
+                if c.iloc[-1] > st_line.iloc[-1]: points += 1; details.append("ST:Bull")
+                else: points -= 1
+
+            # 5. Parabolic SAR
+            psar = ta.psar(df['high'], df['low'], c)
+            if self._valid(psar):
+                # Handle both single series or dataframe return
+                val = psar.iloc[-1]
+                if isinstance(val, pd.Series): val = val.dropna().iloc[0] if not val.dropna().empty else 0
+                
+                if val != 0:
+                    if val < c.iloc[-1]: points += 1; details.append("PSAR:Bull")
+                    else: points -= 1
+
+            # 6. ADX
+            adx = ta.adx(df['high'], df['low'], c, length=14)
+            if self._valid(adx):
+                val = adx[adx.columns[0]].iloc[-1]
+                dmp = adx[adx.columns[1]].iloc[-1]
+                dmn = adx[adx.columns[2]].iloc[-1]
+                if val > 25:
+                    if dmp > dmn: points += 1.5; details.append("ADX:StrongBull")
+                    else: points -= 1.5; details.append("ADX:StrongBear")
+                else: details.append("ADX:Weak")
+
+            # 7. Ichimoku
+            ichi = ta.ichimoku(df['high'], df['low'], c)
+            # Ichimoku returns a tuple of (DataFrame, DataFrame)
+            if ichi is not None and isinstance(ichi, tuple) and self._valid(ichi[0]):
+                span_a = ichi[0][ichi[0].columns[0]].iloc[-1]
+                span_b = ichi[0][ichi[0].columns[1]].iloc[-1]
+                if c.iloc[-1] > span_a and c.iloc[-1] > span_b: points += 1; details.append("Ichi:AboveCloud")
+
+            # 8. Vortex
+            vortex = ta.vortex(df['high'], df['low'], c)
+            if self._valid(vortex):
+                if vortex[vortex.columns[0]].iloc[-1] > vortex[vortex.columns[1]].iloc[-1]: 
+                    points += 1; details.append("Vortex:Bull")
+
+            # 9. Aroon
+            aroon = ta.aroon(df['high'], df['low'])
+            if self._valid(aroon):
+                if aroon[aroon.columns[0]].iloc[-1] > 70: points += 1; details.append("Aroon:Up")
+                elif aroon[aroon.columns[1]].iloc[-1] > 70: points -= 1; details.append("Aroon:Down")
+
+            # 10. Slope
+            slope = ta.slope(c, length=14)
+            if self._valid(slope) and slope.iloc[-1] > 0: points += 1; details.append("Slope:Pos")
+            
+            # 11. KAMA
+            kama = ta.kama(c, length=10)
+            if self._valid(kama) and c.iloc[-1] > kama.iloc[-1]: points += 1; details.append("KAMA:Bull")
+
+            # 12. TRIX
+            trix = ta.trix(c, length=30)
+            if self._valid(trix) and trix.iloc[-1] > 0: points += 1; details.append("TRIX:Bull")
+
+            # 13. DPO
+            dpo = ta.dpo(c, length=20)
+            if self._valid(dpo) and dpo.iloc[-1] > 0: points += 1; details.append("DPO:Bull")
+
+            # 14. SMA Cluster
+            sma20 = ta.sma(c, 20); sma50 = ta.sma(c, 50)
+            if self._valid(sma20) and self._valid(sma50) and sma20.iloc[-1] > sma50.iloc[-1]: 
+                points += 1; details.append("SMA20>50")
+
+            # 15. ZigZag
+            if df['high'].iloc[-1] > df['high'].iloc[-5]: points += 1; details.append("ZigZag:Up")
+
+            # 16. MACD Slope
+            macd = ta.macd(c)
+            if self._valid(macd):
+                ml = macd[macd.columns[0]]
+                if ml.iloc[-1] > ml.iloc[-2]: points += 1; details.append("MACD_Slope:Up")
+
+            # 17. Coppock
+            coppock = ta.coppock(c)
+            if self._valid(coppock) and coppock.iloc[-1] > 0: points += 0.5; details.append("Coppock:Bull")
+
+            # 18. HMA
+            hma = ta.hma(c, length=9)
+            if self._valid(hma) and c.iloc[-1] > hma.iloc[-1]: points += 1; details.append("HMA:Bull")
+
+            # 19. Donchian
+            dc = ta.donchian(df['high'], df['low'])
+            if self._valid(dc) and c.iloc[-1] > dc[dc.columns[1]].iloc[-1]: 
+                points += 1; details.append("Donchian:Upper")
+
+            # 20. Keltner
+            kc = ta.kc(df['high'], df['low'], c)
+            if self._valid(kc) and c.iloc[-1] > kc[kc.columns[0]].iloc[-1]: 
+                points += 0.5; details.append("Keltner:Safe")
+
+        except Exception as e: details.append(f"TrendErr:{str(e)[:15]}")
+        
+        norm_score = self._normalize(points, max_possible=22.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   📈 [TREND] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # 🚀 DOMAIN 2: MOMENTUM (Fixed)
+    # ==============================================================================
+    def _calc_momentum_domain(self, df: pd.DataFrame, verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        try:
+            c = df['close']
+            
+            # 1. RSI
+            rsi = ta.rsi(c, length=14)
+            if self._valid(rsi):
+                val = rsi.iloc[-1]
+                if 50 < val < 70: points += 2; details.append(f"RSI:{val:.0f}")
+                elif val > 70: points -= 1; details.append("RSI:OB")
+                elif val < 30: points += 1; details.append("RSI:OS")
+
+            # 2. MACD
+            macd = ta.macd(c)
+            if self._valid(macd):
+                if macd[macd.columns[0]].iloc[-1] > macd[macd.columns[2]].iloc[-1]: 
+                    points += 1.5; details.append("MACD:X_Bull")
+                if macd[macd.columns[1]].iloc[-1] > 0: 
+                    points += 1; details.append("MACD_Hist:Pos")
+
+            # 4. Stochastic
+            stoch = ta.stoch(df['high'], df['low'], c)
+            if self._valid(stoch):
+                k = stoch[stoch.columns[0]].iloc[-1]
+                d = stoch[stoch.columns[1]].iloc[-1]
+                if 20 < k < 80 and k > d: points += 1; details.append("Stoch:Bull")
+
+            # 5. AO
+            ao = ta.ao(df['high'], df['low'])
+            if self._valid(ao) and ao.iloc[-1] > 0 and ao.iloc[-1] > ao.iloc[-2]: 
+                points += 1; details.append("AO:Rising")
+
+            # 6. CCI
+            cci = ta.cci(df['high'], df['low'], c)
+            if self._valid(cci):
+                val = cci.iloc[-1]
+                if val > 100: points += 1; details.append("CCI:>100")
+                elif val < -100: points -= 1
+
+            # 7. Williams %R
+            willr = ta.willr(df['high'], df['low'], c)
+            if self._valid(willr) and willr.iloc[-1] < -80: 
+                points += 1; details.append("WillR:OS")
+            
+            # 8. ROC
+            roc = ta.roc(c, length=10)
+            if self._valid(roc) and roc.iloc[-1] > 0: 
+                points += 1; details.append(f"ROC:{roc.iloc[-1]:.2f}")
+
+            # 9. MOM
+            mom = ta.mom(c, length=10)
+            if self._valid(mom) and mom.iloc[-1] > 0: 
+                points += 1; details.append("MOM:Pos")
+
+            # 10. PPO
+            ppo = ta.ppo(c)
+            if self._valid(ppo) and ppo[ppo.columns[0]].iloc[-1] > 0: 
+                points += 1; details.append("PPO:Pos")
+
+            # 11. TSI
+            tsi = ta.tsi(c)
+            if self._valid(tsi) and tsi[tsi.columns[0]].iloc[-1] > tsi[tsi.columns[1]].iloc[-1]:
+                points += 1; details.append("TSI:Bull")
+
+            # 12. Fisher
+            fish = ta.fisher(df['high'], df['low'])
+            if self._valid(fish) and fish[fish.columns[0]].iloc[-1] > fish[fish.columns[1]].iloc[-1]: 
+                points += 1; details.append("Fisher:Bull")
+
+            # 13. CMO
+            cmo = ta.cmo(c, length=14)
+            if self._valid(cmo) and cmo.iloc[-1] > 0: 
+                points += 1; details.append("CMO:Pos")
+
+            # 14. Squeeze
+            bb = ta.bbands(c, length=20)
+            kc = ta.kc(df['high'], df['low'], c)
+            if self._valid(bb) and self._valid(kc):
+                if bb[bb.columns[0]].iloc[-1] < kc[kc.columns[0]].iloc[-1]:
+                    points += 1; details.append("SQZ:Active")
+
+            # 15. UO
+            uo = ta.uo(df['high'], df['low'], c)
+            if self._valid(uo) and uo.iloc[-1] > 50: 
+                points += 0.5; details.append("UO:>50")
+
+            # 16. KDJ (kdj returns df)
+            kdj = ta.kdj(df['high'], df['low'], c)
+            if self._valid(kdj) and kdj[kdj.columns[0]].iloc[-1] > kdj[kdj.columns[1]].iloc[-1]: 
+                points += 0.5; details.append("KDJ:Bull")
+
+            # 17. StochRSI
+            stochrsi = ta.stochrsi(c)
+            if self._valid(stochrsi) and stochrsi[stochrsi.columns[0]].iloc[-1] < 20: 
+                points += 1; details.append("StochRSI:OS")
+
+            # 18. Elder Ray
+            ema13 = ta.ema(c, 13)
+            if self._valid(ema13):
+                bull_power = df['high'] - ema13
+                if bull_power.iloc[-1] > 0 and bull_power.iloc[-1] > bull_power.iloc[-2]: 
+                    points += 1; details.append("BullPower:Rising")
+
+            # 19. Streak
+            if c.iloc[-1] > c.iloc[-2] and c.iloc[-2] > c.iloc[-3]: 
+                points += 0.5; details.append("Streak:Up")
+
+            # 20. Bias
+            ema20 = ta.ema(c, 20)
+            if self._valid(ema20):
+                bias = (c.iloc[-1] - ema20.iloc[-1]) / ema20.iloc[-1]
+                if 0 < bias < 0.05: points += 1; details.append("Bias:Healthy")
+
+        except Exception as e: details.append(f"MomErr:{str(e)[:10]}")
+        
+        norm_score = self._normalize(points, max_possible=20.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   🚀 [MOMENTUM] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # 🌊 DOMAIN 3: VOLATILITY (Fixed)
+    # ==============================================================================
+    def _calc_volatility_domain(self, df: pd.DataFrame, verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        try:
+            # 1. Bollinger Bands (Bandwidth + %B)
+            bb = ta.bbands(df['close'], length=20)
+            if self._valid(bb):
+                # pandas_ta names usually: BBL_, BBM_, BBU_, BBB_ (bandwidth), BBP_ (%B)
+                bw_col = self._find_col(bb, ["bbb_", "bandwidth", "bbw"])
+                pb_col = self._find_col(bb, ["bbp_", "%b", "percentb", "pb"])
+                width = self._safe_last(bb, col=bw_col) if bw_col else np.nan
+                pct_b = self._safe_last(bb, col=pb_col) if pb_col else np.nan
+
+                # Bandwidth: smaller -> squeeze, larger -> expansion
+                # Typical BBB values ~ 0.02 - 0.25 in many markets (depends on volatility)
+                if np.isfinite(width):
+                    if width < 0.05:
+                        points -= 1; details.append("BBW:Squeeze")
+                    elif width > 0.18:
+                        points += 1; details.append("BBW:Expand")
+
+                # %B: location within bands (0..1 typically)
+                if np.isfinite(pct_b):
+                    if pct_b > 0.90:
+                        points += 0.5; details.append("BB%B:High")
+                    elif pct_b < 0.10:
+                        points -= 0.5; details.append("BB%B:Low")
+
+            # 3. ATR
+            atr = ta.atr(df['high'], df['low'], df['close'], length=14)
+            if self._valid(atr) and atr.iloc[-1] > atr.iloc[-5]: 
+                points += 1; details.append("ATR:Rising")
+
+            # 4. KC Break
+            kc = ta.kc(df['high'], df['low'], df['close'])
+            if self._valid(kc):
+                kcu_col = self._find_col(kc, ['kcu_', 'upper']) or kc.columns[-1]
+                if df['close'].iloc[-1] > kc[kcu_col].iloc[-1]: 
+                    points += 2; details.append("KC:Breakout")
+
+            # 5. Donchian
+            dc = ta.donchian(df['high'], df['low'])
+            if self._valid(dc):
+                dcu_col = self._find_col(dc, ['dcu_', 'upper']) or dc.columns[-1]
+                if df['high'].iloc[-1] >= dc[dcu_col].iloc[-2]: 
+                    points += 1; details.append("DC:High")
+
+            # 6. Mass Index
+            mass = ta.massi(df['high'], df['low'])
+            if self._valid(mass) and mass.iloc[-1] > 25: 
+                points -= 1; details.append("Mass:Risk")
+
+            # 7. Chaikin Vol
+            c_vol = ta.stdev(df['close'], 20)
+            if self._valid(c_vol) and c_vol.iloc[-1] > c_vol.iloc[-10]: 
+                points += 1; details.append("Vol:Exp")
+
+            # 8. Ulcer
+            ui = ta.ui(df['close'])
+            if self._valid(ui):
+                val = ui.iloc[-1]
+                if val < 2: points += 1; details.append("UI:Safe")
+                else: points -= 1
+
+            # 9. NATR
+            natr = ta.natr(df['high'], df['low'], df['close'])
+            if self._valid(natr) and natr.iloc[-1] > 1.0: 
+                points += 1; details.append(f"NATR:{natr.iloc[-1]:.1f}")
+
+            # 10. Gap
+            if self._valid(atr):
+                gap = abs(df['open'].iloc[-1] - df['close'].iloc[-2])
+                if gap > atr.iloc[-1] * 0.5: points += 1; details.append("Gap")
+
+            # 11. Vol Ratio
+            if self._valid(atr):
+                vr = atr.iloc[-1] / atr.iloc[-20]
+                if vr > 1.2: points += 1; details.append("VolRatio:High")
+
+            # 12. RVI (Proxy)
+            if self._valid(c_vol):
+                std_rsi = ta.rsi(c_vol, length=14)
+                if self._valid(std_rsi) and std_rsi.iloc[-1] > 50: points += 0.5
+
+            # 13. StdDev Channel
+            mean = df['close'].rolling(20).mean()
+            std = df['close'].rolling(20).std()
+            z = (df['close'].iloc[-1] - mean.iloc[-1]) / std.iloc[-1]
+            if abs(z) < 2: points += 0.5
+
+            # 14. ATS
+            if self._valid(atr):
+                ats = df['close'].iloc[-1] - (atr.iloc[-1] * 2)
+                if df['close'].iloc[-1] > ats: points += 1
+
+            # 15. Chop
+            chop = ta.chop(df['high'], df['low'], df['close'])
+            if self._valid(chop):
+                val = chop.iloc[-1]
+                if val < 38.2: points += 1; details.append("Chop:Trend")
+                elif val > 61.8: points -= 1; details.append("Chop:Range")
+
+            # 16. KC Width
+            if self._valid(kc):
+                kw = kc[kc.columns[0]].iloc[-1] - kc[kc.columns[2]].iloc[-1]
+                if kw > kw * 1.1: points += 0.5
+
+            # 17. Accel
+            if df['close'].diff().iloc[-1] > df['close'].diff().iloc[-2]: points += 0.5
+
+            # 18. Efficiency
+            denom = (df['high'].rolling(10).max() - df['low'].rolling(10).min()).iloc[-1]
+            if denom > 0:
+                eff = abs(df['close'].iloc[-1] - df['close'].iloc[-10]) / denom
+                if eff > 0.5: points += 1; details.append("Eff:High")
+
+            # 19. Gator
+            if ta.ema(df['close'], 5).iloc[-1] > ta.ema(df['close'], 13).iloc[-1]: points += 0.5
+
+            # 20. Range
+            if self._valid(atr):
+                rng = df['high'].iloc[-1] - df['low'].iloc[-1]
+                if rng > atr.iloc[-1]: points += 1
+
+        except Exception as e: details.append(f"VolErr:{str(e)[:10]}")
+        norm_score = self._normalize(points, max_possible=18.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   🌊 [VOLATILITY] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # ⛽ DOMAIN 4: VOLUME (Fixed)
+    # ==============================================================================
+    def _calc_volume_domain(self, df: pd.DataFrame, verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        try:
+            c = df['close']; v = df['volume']
+            # 1. OBV
+            obv = ta.obv(c, v)
+            if self._valid(obv) and obv.iloc[-1] > obv.iloc[-5]: 
+                points += 1.5; details.append("OBV:Up")
+
+            # 2. CMF
+            cmf = ta.cmf(df['high'], df['low'], c, v, length=20)
+            if self._valid(cmf):
+                val = cmf.iloc[-1]
+                if val > 0.05: points += 2; details.append(f"CMF:{val:.2f}")
+                elif val < -0.05: points -= 2
+
+            # 3. MFI
+            mfi = ta.mfi(df['high'], df['low'], c, v, length=14)
+            if self._valid(mfi):
+                val = mfi.iloc[-1]
+                if 50 < val < 80: points += 1; details.append(f"MFI:{val:.0f}")
+
+            # 4. Vol > Avg
+            vol_ma = v.rolling(20).mean().iloc[-1]
+            if v.iloc[-1] > vol_ma: points += 1
+
+            # 5. Vol Spike
+            if v.iloc[-1] > vol_ma * 1.5: points += 1; details.append("Vol:Spike")
+
+            # 6. EOM
+            eom = ta.eom(df['high'], df['low'], c, v)
+            if self._valid(eom) and eom.iloc[-1] > 0: points += 1; details.append("EOM:Pos")
+
+            # 7. VWAP
+            vwap = ta.vwap(df['high'], df['low'], c, v)
+            if self._valid(vwap) and c.iloc[-1] > vwap.iloc[-1]: points += 1; details.append("Price>VWAP")
+
+            # 8. NVI
+            nvi = ta.nvi(c, v)
+            if self._valid(nvi) and nvi.iloc[-1] > nvi.iloc[-5]: points += 1; details.append("NVI:Smart")
+
+            # 9. PVI
+            pvi = ta.pvi(c, v)
+            if self._valid(pvi) and pvi.iloc[-1] > pvi.iloc[-5]: points += 0.5
+
+            # 10. ADL
+            adl = ta.ad(df['high'], df['low'], c, v)
+            if self._valid(adl) and adl.iloc[-1] > adl.iloc[-2]: points += 1; details.append("ADL:Up")
+
+            # 11. PVT
+            pvt = ta.pvt(c, v)
+            if self._valid(pvt) and pvt.iloc[-1] > pvt.iloc[-2]: points += 1
+
+            # 12. Vol Osc
+            if v.rolling(5).mean().iloc[-1] > v.rolling(10).mean().iloc[-1]: points += 1
+
+            # 13. KVO
+            kvo = ta.kvo(df['high'], df['low'], c, v)
+            if self._valid(kvo) and kvo[kvo.columns[0]].iloc[-1] > 0: points += 1; details.append("KVO:Bull")
+
+            # 14. Force
+            fi = (c.diff() * v).rolling(13).mean()
+            if fi.iloc[-1] > 0: points += 1
+
+            # 15. MFI (Bill Williams)
+            if v.iloc[-1] > 0:
+                my_mfi = (df['high'] - df['low']) / v
+                if my_mfi.iloc[-1] > my_mfi.iloc[-2] and v.iloc[-1] > v.iloc[-2]: points += 1
+
+            # 16. Buying Climax
+            if v.iloc[-1] > vol_ma * 3 and c.iloc[-1] > df['high'].iloc[-2]: points -= 1
+
+            # 17. RVOL
+            if vol_ma > 0:
+                rvol = v.iloc[-1] / vol_ma
+                if rvol > 1.2: points += 1; details.append(f"RVOL:{rvol:.1f}")
+
+            # 18. Delta
+            delta = (c.iloc[-1] - df['open'].iloc[-1]) * v.iloc[-1]
+            if delta > 0: points += 1
+
+            # 20. Low Vol Gap
+            if self._valid(ta.atr(df['high'], df['low'], c)):
+                if v.iloc[-1] < vol_ma * 0.5 and abs(c.diff().iloc[-1]) > ta.atr(df['high'], df['low'], c).iloc[-1]:
+                    points -= 1
+
+        except Exception as e: details.append(f"VolErr:{str(e)[:10]}")
+        norm_score = self._normalize(points, max_possible=18.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   ⛽ [VOLUME] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # 🔢 DOMAIN 5: CYCLE & MATH (Fixed)
+    # ==============================================================================
+    def _calc_cycle_math_domain(self, df: pd.DataFrame, verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        try:
+            c = df['close']; h = df['high']; l = df['low']
+            
+            # 1. Pivot
+            pp = (h.iloc[-2] + l.iloc[-2] + c.iloc[-2]) / 3
+            if c.iloc[-1] > pp: points += 1; details.append("AbovePP")
+
+            # 2. R1
+            r1 = (2 * pp) - l.iloc[-2]
+            if c.iloc[-1] > r1: points += 1; details.append("AboveR1")
+
+            # 3. Fib 618
+            range_h = h.rolling(100).max().iloc[-1]
+            range_l = l.rolling(100).min().iloc[-1]
+            fib_618 = range_l + (range_h - range_l) * 0.618
+            if c.iloc[-1] > fib_618: points += 1; details.append("AboveFib")
+
+            # 4. Z-Score
+            zscore = ta.zscore(c, length=30)
+            if self._valid(zscore):
+                z = zscore.iloc[-1]
+                if z < -2: points += 2; details.append("Z:OS")
+                elif -1 < z < 1: points += 0.5; details.append("Z:Norm")
+
+            # 5. Entropy
+            entropy = ta.entropy(c, length=10)
+            if self._valid(entropy) and entropy.iloc[-1] < 0.5: 
+                points += 1; details.append(f"Ent:{entropy.iloc[-1]:.2f}")
+
+            # 6. Kurtosis
+            kurt = c.rolling(30).kurt().iloc[-1]
+            if kurt > 3: points -= 0.5
+
+            # 7. Skew
+            skew = c.rolling(30).skew().iloc[-1]
+            if skew > 0: points += 0.5; details.append("PosSkew")
+
+            # 8. Variance
+            var = ta.variance(c, length=20)
+            if self._valid(var): points += 0
+
+            # 9. StdDev
+            std = c.rolling(20).std().iloc[-1]
+            if c.iloc[-1] > (c.rolling(20).mean().iloc[-1] + std): points += 0.5
+
+            # 10. LinReg
+            linreg = ta.linreg(c, length=20)
+            if self._valid(linreg) and c.iloc[-1] > linreg.iloc[-1]: 
+                points += 1; details.append("AboveLinReg")
+
+            # 13. CG
+            cg = ta.cg(c, length=10)
+            if self._valid(cg) and c.diff().iloc[-1] > 0: points += 0.5
+
+            # 20. Mean Rev
+            dist_mean = abs(c.iloc[-1] - c.rolling(50).mean().iloc[-1])
+            if dist_mean > std * 2: points -= 1
+            else: points += 0.5
+
+        except Exception as e: details.append(f"MathErr:{str(e)[:10]}")
+        norm_score = self._normalize(points, max_possible=12.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   🔢 [MATH] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # 🧱 DOMAIN 6: STRUCTURE (Fixed)
+    # ==============================================================================
+    def _calc_structure_domain(self, df: pd.DataFrame, verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        try:
+            closes = df['close'].values; opens = df['open'].values
+            highs = df['high'].values; lows = df['low'].values
+            
+            # 1. HH
+            if highs[-1] > highs[-2] and highs[-2] > highs[-3]: 
+                points += 2; details.append("HH")
+            
+            # 2. HL
+            if lows[-1] > lows[-2] and lows[-2] > lows[-3]: 
+                points += 2; details.append("HL")
+
+            # 3. Engulfing
+            if closes[-1] > opens[-1]:
+                if closes[-1] > highs[-2] and opens[-1] < lows[-2]:
+                    points += 2; details.append("Engulfing")
+            
+            # 4. Hammer
+            body = abs(closes[-1] - opens[-1])
+            lower_wick = min(closes[-1], opens[-1]) - lows[-1]
+            if lower_wick > body * 2: 
+                points += 2; details.append("Hammer")
+
+            # 5. BOS
+            recent_high = np.max(highs[-11:-1])
+            if closes[-1] > recent_high: points += 2; details.append("BOS")
+
+            # 6. FVG
+            if len(closes) > 3 and lows[-1] > highs[-3] * 1.001:
+                points += 1; details.append("FVG")
+
+            # 7. Order Block
+            if closes[-2] < opens[-2] and closes[-1] > opens[-1]:
+                if (closes[-1] - opens[-1]) > (opens[-2] - closes[-2]) * 2:
+                    points += 1.5; details.append("OB")
+
+            # 8. SFP
+            if lows[-1] < lows[-2] and closes[-1] > lows[-2]:
+                points += 2.5; details.append("SFP")
+
+            # 9. Inside Bar
+            if highs[-1] < highs[-2] and lows[-1] > lows[-2]:
+                points -= 0.5; details.append("IB")
+
+            # 10. Morning Star
+            if closes[-3] < opens[-3] and abs(closes[-2]-opens[-2]) < body*0.5 and closes[-1] > opens[-1]:
+                points += 2; details.append("MorningStar")
+
+            # 14. Golden Cross Struct
+            m50 = np.mean(closes[-50:]); m200 = np.mean(closes[-200:]) if len(closes)>200 else m50
+            if m50 > m200: points += 1
+
+            # 16. Impulse
+            avg_body = np.mean([abs(c-o) for c,o in zip(closes[-10:], opens[-10:])])
+            if body > avg_body * 2: points += 1; details.append("Impulse")
+
+        except Exception as e: details.append(f"PAErr:{str(e)[:10]}")
+        norm_score = self._normalize(points, max_possible=18.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   🧱 [STRUCTURE] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # 📖 DOMAIN 7: ORDER BOOK (Already Safe, but kept consistent)
+    # ==============================================================================
+    def _calc_orderbook_domain(self, ob: Dict[str, Any], verbose: bool, include_details: bool = False, details_pack: Any = None) -> float:
+        points = 0.0
+        details = []
+        if not ob or 'bids' not in ob or 'asks' not in ob: return 0.0
+        
+        try:
+            bids = np.array(ob['bids'], dtype=float)
+            asks = np.array(ob['asks'], dtype=float)
+            if len(bids) < 20 or len(asks) < 20: return 0.0
+
+            bid_vol = np.sum(bids[:20, 1])
+            ask_vol = np.sum(asks[:20, 1])
+            imbal = (bid_vol - ask_vol) / (bid_vol + ask_vol)
+            points += imbal * 5; details.append(f"Imbal:{imbal:.2f}")
+
+            avg_size = np.mean(bids[:50, 1])
+            if np.max(bids[:20, 1]) > avg_size * 5: points += 3; details.append("BidWall")
+            if np.max(asks[:20, 1]) > avg_size * 5: points -= 3; details.append("AskWall")
+
+            spread = (asks[0,0] - bids[0,0]) / bids[0,0] * 100
+            if spread < 0.05: points += 1; details.append("TightSpread")
+            elif spread > 0.2: points -= 1; details.append("WideSpread")
+
+            if bid_vol > ask_vol * 1.5: points += 2; details.append("Depth:Bull")
+            if bids[0,1] > bids[1,1] and bids[1,1] > bids[2,1]: points += 1; details.append("Slope:Up")
+            # Slippage / depth-to-move (normalized; avoids hard-coded thresholds)
+            mid = (asks[0, 0] + bids[0, 0]) / 2.0
+            target_p = mid * 1.005  # ~0.5% up move
+            vol_needed = 0.0
+            for p, s in asks:
+                if p > target_p:
+                    break
+                vol_needed += float(s)
+
+            # Normalize by visible depth (top 20)
+            visible_ask = float(np.sum(asks[:20, 1])) if len(asks) >= 20 else float(np.sum(asks[:, 1]))
+            ratio = (vol_needed / visible_ask) if visible_ask > 0 else 0.0
+
+            # Higher ratio => more depth needed to move price => thicker book (safer entry)
+            if ratio > 0.65:
+                points += 1; details.append(f"ThickBook:{ratio:.2f}")
+            elif ratio < 0.30:
+                points -= 1; details.append(f"ThinBook:{ratio:.2f}")
+            else:
+                details.append(f"BookOK:{ratio:.2f}")
+
+            # Best-level dominance (simple slope proxy)
+            if bids[0, 1] > asks[0, 1] * 2:
+                points += 1; details.append("TopBid>TopAsk*2")
+
+            top_bid_notional = float(bids[0, 0] * bids[0, 1])
+            # Dynamic whale detection vs median level notional (top 20)
+            level_notionals = (bids[:20, 0] * bids[:20, 1]).astype(float)
+            med_notional = float(np.median(level_notionals)) if len(level_notionals) else 0.0
+            if med_notional > 0 and (top_bid_notional / med_notional) >= 8.0:
+                points += 1; details.append(f"WhaleBid:{top_bid_notional/med_notional:.1f}x")
+
+        except Exception as e: details.append("OBErr")
+
+        norm_score = self._normalize(points, max_possible=15.0)
+        if include_details and details_pack is not None:
+            details_pack['trend'] = details
+        if include_details and details_pack is not None:
+            details_pack['momentum'] = details
+        if include_details and details_pack is not None:
+            details_pack['volatility'] = details
+        if include_details and details_pack is not None:
+            details_pack['volume'] = details
+        if include_details and details_pack is not None:
+            details_pack['cycle_math'] = details
+        if include_details and details_pack is not None:
+            details_pack['structure'] = details
+        if include_details and details_pack is not None:
+            details_pack['order_book'] = details
+        if verbose: print(f"   📖 [ORDERBOOK] Score: {norm_score:.2f} | {', '.join(details)}")
+        return norm_score
+
+    # ==============================================================================
+    # 🔧 Utilities
+    # ==============================================================================
+    def _valid(self, item, col: Any = None) -> bool:
+        """Return True if item has a finite last value (Series) or at least one finite last-row value (DataFrame).
+        If col is provided and item is a DataFrame, checks that column's last value.
+        """
+        if item is None:
+            return False
+
+        # pandas_ta sometimes returns tuples (e.g., ichimoku)
+        if isinstance(item, tuple):
+            # consider valid if any element is valid
+            return any(self._valid(x, col=col) for x in item)
+
+        try:
+            if isinstance(item, pd.Series):
+                if item.empty:
+                    return False
+                v = item.iloc[-1]
+                return pd.notna(v) and np.isfinite(v)
+
+            if isinstance(item, pd.DataFrame):
+                if item.empty:
+                    return False
+                if col is not None:
+                    c = self._find_col(item, [col]) or (col if col in item.columns else None)
+                    if c is None:
+                        return False
+                    v = item[c].iloc[-1]
+                    return pd.notna(v) and np.isfinite(v)
+                # any finite in last row
+                last = item.iloc[-1]
+                if isinstance(last, pd.Series):
+                    vals = last.values.astype(float, copy=False)
+                    return np.isfinite(vals).any()
+                return False
+
+            # scalars
+            if isinstance(item, (int, float, np.number)):
+                return np.isfinite(item)
+            return True
+
+        except Exception:
+            return False
+
+    def _find_col(self, df: pd.DataFrame, contains_any: List[str]) -> Any:
+        """Find first column whose name contains any of the provided substrings (case-insensitive)."""
+        if df is None or getattr(df, "empty", True):
+            return None
+        cols = list(df.columns)
+        lowered = [str(c).lower() for c in cols]
+        needles = [s.lower() for s in contains_any]
+        for n in needles:
+            for c, lc in zip(cols, lowered):
+                if n in lc:
+                    return c
+        return None
+
+    def _safe_last(self, item, default=np.nan, col: Any = None) -> float:
+        """Safely get last finite value from Series/DataFrame (optionally from matched column)."""
+        if not self._valid(item, col=col):
+            return float(default)
+        try:
+            if isinstance(item, pd.Series):
+                return float(item.iloc[-1])
+            if isinstance(item, pd.DataFrame):
+                if col is None:
+                    # pick first finite value in last row
+                    last = item.iloc[-1]
+                    for v in last.values:
+                        if pd.notna(v) and np.isfinite(v):
+                            return float(v)
+                    return float(default)
+                c = self._find_col(item, [col]) or (col if col in item.columns else None)
+                if c is None:
+                    return float(default)
+                return float(item[c].iloc[-1])
+            if isinstance(item, (int, float, np.number)):
+                return float(item)
+            return float(default)
+        except Exception:
+            return float(default)
+
+    def _normalize(self, value: float, max_possible: float) -> float:
+        if max_possible == 0: return 0.0
+        return max(-1.0, min(1.0, value / max_possible))
+
+    def _prepare_dataframe(self, ohlcv: List) -> pd.DataFrame:
+        df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+        df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
+        df.set_index('timestamp', inplace=True)
+        cols = ['open', 'high', 'low', 'close', 'volume']
+        df[cols] = df[cols].astype(float)
+        return df
+
+    def _get_grade(self, score: float) -> str:
+        if score >= 85: return "ULTRA"
+        if score >= 70: return "STRONG"
+        if score >= 50: return "NORMAL"
+        if score >= 35: return "WEAK"
+        return "REJECT"
+
+    def _create_rejection(self, reason: str):
+        return {
+            "governance_score": 0.0,
+            "grade": "REJECT",
+            "status": "REJECTED",
+            "reason": reason,
+            "components": {}
+        }