105 lines
3.2 KiB
Python
105 lines
3.2 KiB
Python
"""Explicit factor roles for multi-strategy attribution.
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Factors are evidence. They only become strategy behavior after a strategy
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contract assigns them a role in a complete trading playbook.
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"""
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from __future__ import annotations
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from collections.abc import Iterable
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PREREQUISITE = "prerequisite"
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TRIGGER = "trigger"
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CONFIRMATION = "confirmation"
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ENTRY = "entry"
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RISK = "risk"
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ATTRIBUTION = "attribution"
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UNKNOWN = "unknown"
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VALID_FACTOR_ROLES = {
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PREREQUISITE,
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TRIGGER,
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CONFIRMATION,
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ENTRY,
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RISK,
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ATTRIBUTION,
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UNKNOWN,
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}
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DEFAULT_FACTOR_ROLES: dict[str, str] = {
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"box_breakout_pullback_4h": TRIGGER,
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"box_breakout_pullback_1h": TRIGGER,
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"breakdown_retest_1h_short": TRIGGER,
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"retest_reject_15m_short": ENTRY,
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"market_risk_off_short": CONFIRMATION,
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"vp_fly_1h_current": TRIGGER,
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"volume_consecutive_1h": CONFIRMATION,
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"volume_divergence_1h": RISK,
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"short_tf_15m_ignition": TRIGGER,
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"short_tf_5m_ignition": PREREQUISITE,
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"short_tf_resonance": CONFIRMATION,
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"static_accum_4h": CONFIRMATION,
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"higher_lows_4h": CONFIRMATION,
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"compression_surge_4h": CONFIRMATION,
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"ignition_1h_current": TRIGGER,
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"ignition_4h_current": CONFIRMATION,
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"ignition_d1_current": CONFIRMATION,
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"ignition_stale": ATTRIBUTION,
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"dynamic_k_1h_bull": CONFIRMATION,
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"dynamic_k_d1_bull": CONFIRMATION,
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"breakout_pullback_d1": CONFIRMATION,
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"breakout_pullback_w1": CONFIRMATION,
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"breakout_15m_current": ENTRY,
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"pullback_15m_confirm": ENTRY,
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"strong_resonance_bypass": CONFIRMATION,
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"entry_quality_gate": RISK,
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"top_trader_long": CONFIRMATION,
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"sector_rotation": CONFIRMATION,
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"sentiment_resonance": CONFIRMATION,
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"dex_volume_spike": CONFIRMATION,
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"liquidity_add": CONFIRMATION,
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"liquidity_remove_risk": RISK,
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"exchange_outflow": CONFIRMATION,
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"exchange_inflow_risk": RISK,
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"whale_accumulation": CONFIRMATION,
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"holder_concentration_risk": RISK,
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"smart_money_buying": CONFIRMATION,
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"funding_extreme": RISK,
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"trend_exhaustion": RISK,
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"false_breakout": RISK,
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"high_position_reject": RISK,
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"risk_reward_bad": RISK,
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"cex_top_gainer_24h": PREREQUISITE,
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"unknown": UNKNOWN,
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}
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def factor_role(factor_code: str | None, overrides: dict[str, str] | None = None) -> str:
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code = str(factor_code or "").strip() or "unknown"
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mapping = {**DEFAULT_FACTOR_ROLES, **(overrides or {})}
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role = str(mapping.get(code) or UNKNOWN).strip()
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return role if role in VALID_FACTOR_ROLES else UNKNOWN
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def factor_roles_for_codes(codes: Iterable[str] | None, overrides: dict[str, str] | None = None) -> dict[str, str]:
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roles = {}
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for code in codes or []:
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text = str(code or "").strip()
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if text and text not in roles:
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roles[text] = factor_role(text, overrides=overrides)
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return roles
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def validate_factor_roles(roles: dict[str, str] | None) -> dict[str, str]:
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"""Normalize role payloads without promoting unknown factors to triggers."""
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normalized = {}
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for code, role in (roles or {}).items():
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key = str(code or "").strip()
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value = str(role or "").strip()
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if not key:
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continue
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normalized[key] = value if value in VALID_FACTOR_ROLES else UNKNOWN
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return normalized
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