
    hiE                       d Z ddlmZ ddlmZ ddlZddlZdd	 	 	 	 	 	 	 ddZ		 	 	 	 	 	 ddZ
e G d d	             Zed
k(  r ej                  ddd      Z ej                   ej                   dgdz        g dde      Z ej$                  dg ej                   dg            Z e       Zej+                  ee      Z eeg d          yy)uJ  
Combine macro momentum regime (daily) with micro mean-reversion positions (intraday).

Rule 1 — Regime +1 (bull): only **long** micro positions allowed; shorts forced flat.
Rule 2 — Regime -1 (bear): only **short** micro positions allowed; longs forced flat.
Regime 0 (flat / mixed): **no** positions (conservative default).
    )annotations)	dataclassNshift_sessionsc                  | j                         }t        j                  |j                        j	                         |_        |j                  j
                   |j                  j                  d      |_        t        j                  |      j                  j	                         }t        |j                  dd      |j                  j                  d      }|dkD  r"|t        j                  t        |            z
  }|j                  j                  t        j                  |j                         j                                     j                         }|j!                  |      j#                         j%                  d      j'                  t(        j*                        }|j-                  |      j%                  d      j'                  t(        j*                        S )a  
    Map each row's calendar ``dates`` to the daily regime value.

    Parameters
    ----------
    regime
        Daily regime indexed by datetime (any time component; normalized to date).
    dates
        Per-row calendar date (e.g. ``trade_date`` from DataLoader.align_to_trading_days).
    shift_sessions
        If > 0, use regime from *shift_sessions* calendar days **before** ``dates``
        (approximation of prior sessions; not holiday-aware).
    Ntzr   )days)copypdto_datetimeindex	normalizer   tz_localizedtgetattr	TimedeltaintunionIndexdropnauniquesort_valuesreindexffillfillnaastypenpint8map)regimedatesr   rd	union_idxrds          H/opt/rentech/trading_bot/RenTech/strategy_stack/strategy_orchestrator.pyalign_daily_regime_to_datesr'      s@   & 	AnnQWW%//1AGwwzz''%%d+
u  **,AqttT4 ,DDT"#n"566bhhqxxz'8'8':;<HHJI	
9		#	#	%	,	,Q	/	6	6rww	?B559A%%bgg..    c                   | j                  t        j                        }|j                  t        j                        }t        j                  t	        |      t        j                        }t        t	        |            D ][  }t        |j                  |         }t        |j                  |         }|dk(  r|dk\  r|nd||<   E|dk(  r|dk  r|nd||<   Wd||<   ] t        j                  ||j                  t        j                        S )zu
    Apply bull/bear gating to micro {-1,0,1} positions.

    Returns orchestrated position series (same index).
    )dtype   r   )r   r*   )r   r   r   zeroslenranger   ilocr   Seriesr   )micro_positionregime_on_barmregoutiripis           r&   apply_momentum_gater:   5   s     	bgg&A


rww
'C
((3q6
)C3q6] !^77RCF2X7RCFCF 99Srww77r(   c                  B    e Zd ZU dZdZded<   ddd	 	 	 	 	 	 	 	 	 d
dZy	)StrategyOrchestratorz
    Parameters
    ----------
    regime_shift_sessions
        Forward each intraday row to regime from N sessions earlier (0 = same calendar date).
    r   r   regime_shift_sessions
trade_dater2   )trade_date_col	micro_colc                   ||j                   vrt        d|       ||j                   vrt        d|       |j                         }t        |||   | j                        |d<   t        ||   |d         |d<   |S )z
        Add columns ``regime``, ``orchestrated_position``.

        Requires ``intraday[trade_date_col]`` and ``intraday[micro_col]``.
        zMissing r   r    orchestrated_position)columnsKeyErrorr
   r'   r=   r:   )selfintradaydaily_regimer?   r@   r6   s         r&   merge_and_gatez#StrategyOrchestrator.merge_and_gateZ   s     !1!11Xn%5677H,,,Xi[122mmo355
H
 (;3y>3x='Y#$
r(   N)
rF   pd.DataFramerG   	pd.Seriesr?   strr@   rK   returnrI   )__name__
__module____qualname____doc__r=   __annotations__rH    r(   r&   r<   r<   O   sQ     "#3" +)  
   
r(   r<   __main__z
2024-06-01
   h)periodsfreqz
2024-06-03)
r   r+   r+   r,   r   r   r,   r,   r+   r   )r>   r2   )r   r+   )r2   r    rB   )r    rJ   r!   rJ   r   r   rL   rJ   )r2   rJ   r3   rJ   rL   rJ   )rP   
__future__r   dataclassesr   numpyr   pandasr   r'   r:   r<   rM   
date_rangeidx	DataFramer   intrar1   r5   orchrH   mergedprintrR   r(   r&   <module>rc      s    # !   	!/!/!/ 	!/
 !/H888 84 # # #L z
"--bs
;CBLL("..,")<=?	
 E "))QC~r~~|n=
>C!D  ,F	&F
GH r(   