\qjv" UdZddlmZddlmZddlmZeeZde d<e hdZ de d <d8d Z d d d dddddddd Z de d<dddddddZde d<d9d:d!Zd"Zd#Zd$Zd%Ze heeeed&d'd(d)d*Zde d+<d,Zd;d-Zed. dd7Zy )?z@Shared helpers for stock-only live monitoring vs IBKR positions.) annotations)Any))FUND_WEIGHT_TABLE_STOCK_VOL_EDGE_MA_SLOPEdict[str, float]STOCK_ONLY_WEIGHTS>tsmomvol_edge equity_dip tactical_awma_slope_inverseqs_actionable_etfzfrozenset[str]TODAY_TRADES_CORE_SLEEVEScxtjDcic] \}}t|dkDs|t|"}}}t|j }|dkDr'|jDcic] \}}|||z  c}}n|}t Dcic]}||vr||dkDr|||c}Scc}}wcc}}wcc}w)z Core live-book weights at the same absolute levels as the full stock-only table after renormalization (so VOO/SH/SVIX notionals match chat tickets). Do not renormalize again after this subset. r)ritemsfloatsumvaluesr)kvfullwsumrenorms 9/opt/rentech/trading_bot/RenTech/live/stock_book_utils.pytoday_trades_core_weightsrs %7$<$<$> ODAq%(Q,AuQxK OD O t{{} D7;axdjjl 3daaTk 3TF+  ;6!9q= 6!9   P 3 sB+B+1B1B7zTactical All WeatherzEquity Dip (CM SP100)zVolatility Edge ETNzQS Actionable-4 (SPY)zMA Slope Top-10zJohansen ETF TripletszTSMOM / Managed FutureszMA Slope Inverse (SH)zRide Rockets 50/50zMA Slope Intraday) r r r r ma_slope_topn johansen_etfrr ride_rocketsma_slope_intradayzdict[str, str]STOCK_SLEEVE_LABELSzMacro ETF rotation (VOO/TLT/IEF/GLD/DBC). Each sleeve only stays on if price is above its SMA and has positive momentum; otherwise that sleeve sits in cash.uCrackingMarkets-style SP100 dips: after a ≥3% down day with SMA200 up and high ATR%, place a DAY limit at close − 0.9×ATR. Exit on profit (+0.5×ATR), close above prior high, or after >10 trading days. No hard stop. Live sizing ≈ sleeve ÷ 10 names.zVolatility risk-premium sleeve in short-vol ETNs (usually SVIX). Sized from VIX vs realized vol / term structure; can flip toward long-vol (VIXY) when the edge flips.zTime-series momentum / managed futures across SPY, EFA, EEM, TLT, IEF, GLD, DBC, UUP. Blends 3/6/12-month trends, vol-scales each leg, and can go long or short. Low equity beta.zCrash hedge: buy SH (inverse S&P) when SPY looks bearish on dual momentum / SMA200 regime rules. Flat (cash) when the regime is clear.u<Four QuantifiedStrategies-style SPY calendar/overnight rules (equal-weight when active): Turnaround Tuesday, overnight after 3 down days, first day of the month, overnight at a 10-day low. When on, it adds long VOO (our SPY proxy); when off, cash. PnL is folded into VOO/Tactical marks — it has no separate ticker.r r r rr r STOCK_SLEEVE_BLURBSNc\|xsi}d}g}|D]}|tvr |tj||tj|dd}||vrt t ||d|d<t j|}|t t |d|d<|j||S)z3Ordered sleeve definitions for the Today Trades UI.r )sleevelabelblurb budget_usdweight)rrgetr!roundrrappend)budgetsorderoutkeyrowws rtoday_trades_strategy_guider4VsmG E!#C  / / (,,S#6(,,S"5  '> %eGCL&91 =C  % ' + +C 0 =!%(A.CM 3  J)SPYTLTIEFGLDDBC)r6EFAEEMr7r8r9r:UUP)SVIXVIXYSVXY)SHVOOIVVQQQIWMDIACORE_BOOK_ETFS ct}|jD]G\}}t|j}|tvr(t |dkDs7|j |I|S)zALong stock names that look like dip holdings (exclude core ETFs).gI@)setrstrupperrGradd)ib_mvr0symmvss rdip_open_symbols_from_ib_mvrRs[EC;;=R HNN     9t  GGAJ  Jr5) max_holdingscLt|||}|tt|dz SN)sleeve_budget_usdmaxint)fund_nav fund_weight fund_scalerSr$s rdip_per_name_budget_usdr]s)xj AF CL)1- --r5)))GDXJIAUSILprecious_metals_junior))r9UNGUSOcommodity_gold_gas_oil))XLBXLIXLPsector_cyclical_defensive))COPrcXOPenergy_complex))r:PDBCrccommodity_broad))EWAEWCIGE chan_classicz&list[tuple[tuple[str, str, str], str]]JOHANSEN_TRIPLETScHt|t|zt|zSN)r)rZr[r\s rrWrWs ?U;/ /% 2C CCr5g?F)r\meta allow_shortc|xsi}g}t|||} t|j} |jD cic]\} } t | dkDs| | } } } t |jdD]\}}t |dkr| t |z}| j |d}|dkDr%||dzkrd}d }nd }d }|dk(rd nd d|d|dd}n>|r;| }||dzkDrd}d}d|dt |dd}nd }d }d|dt |dd}n|j||||||t|dkDr|n| dt|dt| dd|dttttzttzttz}| jD]@\}} || vr ||vs|dvs|jdd||d|d|dd t| di|dB|Scc} } w)!z Compare model targets to IB stock market values. *targets* are fractions of sleeve capital (negative = short when allow_short). 2c t|d SrU)abs)xs rz(compare_sleeve_targets..sQqT r5)r1gư>grg?ADDHOLDPIncreaseHoldz long z toward z.1%z of sleevezIncrease short z Hold short z (~z of sleeve)r') target_weighttarget_notional_usdib_market_value_usdrW)priorityactionbooksymbolsummarydetail)rrr rHREMOVEzFlat u — not in current z modelr) rWrJkeysrrzsortedr+r-r, MACRO_TICKERS TSMOM_TICKERSVOL_EDGE_TICKERSMA_INVERSE_TICKERS)rtargetsrNrZr[r\rurvactions sleeve_navuniverserQrPheldrOr3 target_usdhaveactprirwant_mv book_etfss rcompare_sleeve_targetsrsc :2D$&G"8[*EJ7<<>"H${{} =eaB" ArE =D =.BC( Q q6D= #a&( xxS! q5j3&&'*e|@se8TUVYSZZdeG !kGgm#+C5Q JO'uCAs|;G "%&+0q1u:+WX+Y+0q>).z1)=     3( TM"S%77#>N:OORUVhRiiI::< R (?  ) t'VV NN "& !!&se+?vVL4eBlKdK    Nw >s G5G5)returnrrt)r.zdict[str, float] | Nonerlist[dict[str, Any]])rNrrzset[str]) rZrr[rr\rrSrYrr)rZrr[rr\rrr)rrKrrrNrrZrr[rr\rruzdict[str, Any] | Nonervboolrr)__doc__ __future__rtypingr/RenTech.strategy_stack.combine_best_ideas_stackrdictr__annotations__ frozensetrrrr!r4rrrrrGDEFAULT_DIP_MAX_HOLDINGSrRr]rrrWrr5rrsF"e'+,U'V$V-6 ->  "*)%0&+ &/(, '^   Z W  ^ f > 84 H +"+                    "  "1 ....  .  .=9D"&O OO  O  O  OO OOOr5