/L_jb&dZddlZddlZddlZddlZddlZddlmZmZddlm Z ejjde e e jddlmZddlmZmZmZmZddlmZej0j3dd Zej0j3d d Zd Zd ZdZdZdZ dZ!dZ"dZ#dZ$dZ%dZ&dZ'e dZ(dZ)dZ*de+fdZ,de+ddfdZ-dZ.de de fdZ/de0fd Z1d!Z2d"Z3d#Z4d$Z5d*d%Z6d*d&Z7d'Z8d(Z9e:d)k(re9yy)+aV SL/TP Engine - REGOLE UNIFICATE (Rettangolo + VPTR3) ====================================================== Per ogni posizione aperta su Bybit Demo, calcola SL/TP usando la strategia corrispondente (Rettangolo o VPTR3) e li applica via webhook (con fallback diretto Bybit se il webhook e' giu'). MAPPING STRATEGIA (rettangolo_assets.csv colonna 'strategy'): - 'rettangolo': calcola SL/TP con compute_signal() del Quadrato + trailing - 'vptr3': SL hard -3%, TP parziale +5% (50% size), TP finale +3% addizionale REGOLE RETTANGOLO (compute_signal): - Range = high/low candela daily precedente - SL iniziale = estremo Hammer +/- 1% buffer - TP = MID range (fisso) - Trailing SL: si attiva SOLO DOPO +1.5% dal entry (LONG) o -1.5% (SHORT) REGOLE VPTR3 (estese, la strategia Pine non le ha): - SL hard: se PnL <= -3% e strategia non ha chiuso, chiude tutta la posizione - TP parziale: se PnL >= +5% e strategia non ha chiuso, chiude 50% della size - TP finale: dopo TP1, aspetta +3% addizionale dal prezzo TP1, chiude resto - Trailing SL: simile al rettangolo, si attiva a +/-1.5% dal entry N)datetimetimezone)Path)BybitDemoClient)compute_signalis_dojihas_hammer_bullishhas_hammer_bearish) load_assets WEBHOOK_URLzhttp://127.0.0.1:5580WEBHOOK_SECRETz /webhook/sltpg{Gz?gQ?gQ?gQg?i,g{Gzt?zC/opt/charter-live/live_deploy/webhook_listener/logs/sltp_state.jsonzC/opt/charter-live/live_deploy/webhook_listener/logs/sltp_engine.logctjtjj j }d|d|}t |d tjtjjtdttdd5}|j|d zdddy#1swYyxYw#t$rYywxYw) N[z] T)flushexist_okautf-8encoding )rnowrutc astimezone isoformatprintosmakedirspathdirnameLOG_FILEopenwrite Exception)msgtslinefs ,/opt/charter-live/live_deploy/sltp_engine.pylogr-As hll # . . 0 : : 5C >CC C CCreturnctjsiS ttdd5}tj|cdddS#1swYyxYw#t $ricYSwxYw)zBCarica stato persistente (es. VPTR3 TP1 gia' eseguito per symbol).rrrN) STATE_FILEexistsr%jsonloadr')r+s r, load_stater5MsY      *cG 4 99Q<    s-AA  A AAA A#"A#statec  tjtjdt tdd5}t j ||dtdddy#1swYyxYw#t$r}td |Yd}~yd}~wwxYw) zSalva stato persistente.Trwrr)indentdefaultNzWARN save_state: ) r r!r1parentr%r3dumpstrr'r-)r6r+es r, save_stater@Xsr% J%%5 *cG 4 7 IIeQq# 6 7 7 7 % s #$$%s47A,A A, A)%A,)A,, B 5BB c <|j|||}g}|D]}t|d|d|d|d|df\}}} } } |j|tj|dz t j jj|| | | d|S) Nrr9i)tz)r)dater%highlowclose) fetch_ohlcvintappendr fromtimestamprrrr) clientsymbolintervallimitrawoutrowts_msohlcs r,fetch_klines_dictrZbs   VXu 5C C AKQQQQGq!Q **54lowerr'r-)rScsv_pathcsvmodr+readerrTtfr?s r,rcrcsv CH~$$';;H ??  , (C' 2 a&&q)F wwx(WW[$/ !(m11399;!# jjb199#rBJJ3PRS"3779f#=>DDF&P # G < B B D J J L WWWb1779    J!  J , &qc *++ J,s6E6DE)E6)E3.E63E66 F?FFc  t||dt}t|dkry|d}t|||t}t|dkryt|dkDr|ddn|} t| dkryt d|d|d t| d |dj d d d d} d} t dt| D]} | | } || } |dk(rB| d| dkr6t| s t| r t| d|z  t|dz }nCT| d| dkDr6t| s t| r t| d|z  t|dz }n|| kDs|} | } | y|| }|d}|d}||zdz }|dk(r|d}|dtzz}n|d}|dtz z}|dk(rC||k\r>t d|d|d|d|dtz z}|}||k\r^t d|d|d|dy|dk(rC||kr>t d|d|d|d|dtzz}|}||krt d|d|d|dy|dk(r&|dz}||krFt d|d |d!d"|d!d#|}|}n*|dk(r%|d$z}||kDrt d|d%|d!d&|d!d'|}|}|dk(r ||z |z }n||z |z }|tk\r?|dk(r|||z d(zz}t||d)z}n|||z d(zz }t||d*z}|}d+}n|}d,}t|d-t|d-t|d-d.| d/|d |t|d0zd1|||||d2 S#t $r}t d|d3|Yd}~yd}~wwxYw)4a Calcola SL/TP per posizione RETTANGOLO. Ritorna dict {sl_price, tp_price, sl_ref, source, breakeven} o None. Trailing: attivato SOLO se current_price in profitto di >= 1.5% dal entry. Una volta attivato, SL segue il prezzo (high per SHORT, low per LONG).Dr9NrBzcompute_sltp_rettangolo  z : scanning z. CLOSED candles (excluded last live candle ts=time?)SellrIr%rG& .>rHBuy z: SL iniziale z >= entry z( (LONG), fallback su prev_daily.low*0.99z: SL fallback z ancora >= entry z, ritorno None (skip)z <= entry z* (SHORT), fallback su prev_daily.high*1.01z ancora <= entry g ףp= ?z: P006 CLAMP LONG: SL iniziale z.6fz sotto cap -3% (z), clampato a -3%g{Gz?z : P006 CLAMP SHORT: SL iniziale z sopra cap +3% (z), clampato a +3%g?g+?gjt?TFzcompute_signal(hammer@idx=z, tf=drC) sl_pricetp_pricesl_refsourcetrailing_active profit_pctrng_toprng_botrng_mid_side _entry_pricez%: compute_sltp_rettangolo exception: )rZ DAILY_LIMITlenINTRADAY_LIMITr-rrrangerr absmaxr RETTANGOLO_SL_BUFFER_PCTRETTANGOLO_TRAILING_TRIGGER_PCTminroundr')rNrOside entry_price current_pricerhdaily prev_dailyintra intra_closedbest_idx best_scoreibarscorehammerrrrr sl_initial p006_floor p006_ceilingr sl_trailingslrr?s r,compute_sltp_rettangolors A!&&#{C u:>2Y !&&)^L u:>&)Z!^uSbz | q  &vhav[\AR@STBCHIKCLCPCPQWY\C]B^^_ ` a q#l+, Aq/C(Cv~w<#f+-73F^F1'?#?@JE]F1'?#?@J 5=Z;6 "VHN:,j Muv w A(@$@AJF[(bzl:KK=Xmno V^ k 9 "VHN:,j Mwx y A(@$@AJF[(bzl:KK=Xmno 5=$1JJ&b ? 3?OO_`jkn_opABC' $ V^&(3LL(b @C@PP`amnq`rsDEF) $ 5='+5DJ% 5DJ 8 8u})][-HC,OO !+}u/DE )[=-HC,OO !+}u/DE B"OB#Ob! gq)FA&28*E)AN. S 0!47w'    b=aS ABsD L%%L% #L%-C(L%L%BL%&AL%.C6L%% M .MM c,|dk(r||z |z S||z |z S)Nr)rrrs r,compute_pnl_pctr5s) u} +{::m+{::r[c t|||}|j|i}|tkrdd|d|dzddtdzdidS|jd d } | sh|tk\r_d dt |d z d d|dzddtdzd|d|t j tjj|||didS| ra|jd|} |dk(r | dtzz} n | dtz z} |dk(r|| k\s |dk(r"|| krdd|d|d| ddtdzd| d idS|dk(r |dtz z} n |dtzz} dt | d dd|dzddidS)aProcessa posizione VPTR3. Logica: - Se PnL <= -3% (VPTR3_SL_HARD_PCT) e strategia Pine non ha chiuso -> SL hard, chiude TUTTO - Se PnL >= +5% (VPTR3_TP_PARTIAL_PCT) e TP1 non ancora eseguito -> TP parziale, chiude 50% size - Se TP1 eseguito e PnL >= +3% addizionale al prezzo TP1 -> TP finale, chiude il resto - Altrimenti: imposta SL trailing a -1.5% sotto il current (per LONG) o +1.5% sopra (per SHORT) Ritorna dict con: - 'action': 'hold' | 'close_full' | 'close_partial' | 'update_sl' - 'sl_price': nuovo SL (se update_sl o close_full) - 'tp_price': None (non usiamo TP su Bybit, gestiamo via riduzione size) - 'close_size': size da chiudere (per close_partial) - 'reason': descrizione per log - 'new_state': aggiornamento stato TP1 close_fullNzVPTR3 SL hard: PnL=r.2fz% <= %)actionr close_sizereason new_statetp1_doneF close_partialr9rzVPTR3 TP parziale: PnL=z% >= +T)r tp1_pricetp1_tsrr original_sizerrrBrzVPTR3 TP finale: current=z >= target=z.4fz (+z% addizionale al TP1 @ r update_slzVPTR3 trailing: PnL=z%, SL a -1.5% dal current) rrrVPTR3_SL_HARD_PCTVPTR3_TP_PARTIAL_PCTrrrrrrVPTR3_TP_FINAL_ADD_PCTVPTR3_TRAILING_TRIGGER_PCT) rNr6rOrrrsizepnl_pct sym_staterrtargetrs r,process_vptr3_positionr<s dK?G &"%I##"+GCK+m_eNe& "5m_KPVWZ|[^_uvy_y^z{RS\R]]^_   u}#q+E'EF #q+E'EF +q)(S(99RS  r[c tjttt|||dd}|j dk(d|j d|j ddfS#t$r}dd |fcYd}~Sd}~wwxYw) z;Prova a chiamare webhook /webhook/sltp. Ritorna (ok, body).)secretrOrrr)r3timeoutrzHTTP : NFz webhook err: )requestspostr WEBHOOK_SLTP_PATHr status_codetextr')rOrrr0r?s r,apply_via_webhookrs , MMm-. /( $$    $amm_Bqvvds|n&MNN ,qc*++,sAA A7&A2,A72A7c |j|||}|jddk(d|jdd|jdfS#t$r}dd|fcYd }~Sd }~wwxYw) z4Fallback diretto via Bybit API (bypassa il webhook).rrretCoderzBybit retCode=rretMsgFz Bybit err: N)set_trading_stoprrr')rNrOrrr0r?s r,apply_via_bybitrsz*  # #FX # Qi A%i8H7IAEERZOK\']^^ *QC())*sA A A*A%A*%A*c|t|||\}}|rdd|fStd|d|dddt||||S) zAApplica SL/TP: tenta webhook, se fallisce fallback Bybit diretto.Tz webhook: rz: webhook fallito (Nrz), fallback Bybit direttor)rr-r)rNrOrrokbodys r, apply_sltprsY 8td|d8|d2d9|d:d;|jd<|jd=d }|jd>d } |r t|nd}|r t|nd}|duxs(t5||d2z t7|d2d@z t8kD}|duxs(t5||d:z t7|d:d@z t8kD}|s|r.t1|||d2|d:3\}}td|dA|ddB;td|dCL||k7r t;|t=j>t #ttf$rd} YwxYw#t $r} td|d| Yd} ~ d} ~ wwxYwcc}w#ttf$r d?\}}Y'wxYw#t $r} tdD| Yd} ~ d} ~ wwxYw)ENzLERRORE: WEBHOOK_SECRET non settata. Export WEBHOOK_SECRET prima di lanciare.rBz=== SLTP ENGINE AVVIATO (loop zs, rettangolo+VPTR3) ===zno open positions, skipz open positionsrOrr)buylongrrrravgPriceGETz/v5/market/tickerslinear)categoryrOF)signedresultlist lastPricerz: ticker fetch fallito: rn60z strategy=z side=z size=z entry=z current=z PnL=rrrr`z [VPTR3] rrrrrz [VPTR3] CLOSE FULL -> rz [VPTR3] CLOSE PARTIAL 50% (z) -> rrrz [VPTR3] SL -> z (rz7 [RETTANGOLO] compute_sltp non ha prodotto valori, skipz [RETTANGOLO] sl=z tp=rz trailing=rstopLoss takeProfitNNrz [RETTANGOLO] SL/TP apply -> rz" [RETTANGOLO] gia' allineato, skipzloop exception: ) r r-sysexitrLOOP_INTERVAL_SECr5dictfetch_positionsrrrrufloat TypeError ValueError_requestr'rfr rrupdatepoprrrrrALIGN_TOLERANCE_PCTr@rsleep)rNr6r positionsposrOside_rawrr avg_pricetickerrr?r^rtf_dictryrrrrsltpcur_slcur_tpcur_sl_fcur_tp_f sl_changed tp_changeds r, main_loopr s  Z[   F ():(;;STU Z (LEU I..0I-.s9~&o67$JQC ]F"wwvr2H$,NN$4$G5VD !3!8q9Dqy &$)#''*a*@*EA$F !A~ !!'8L@HTZ3[:?"1"A).fX.>v.Fq.I+.V(W 7v>HALOAq{AhK7OGO VT2B-dI}MG"VHJxjtfF4&PWXaWbbklykzzAHILALMP@QQRST7*!7vtU^`mos!tb &2B1CDE!+.%,,VK-@A#y0VH5E5U%MM&$7!(+|;':664QWXdQe'fHB"VH,CD6 JK#H-@':664QWXdQe'fHB"VH,HP\I]H^^cdhci jk#H-<'1&&6R\K]hl'mHB"VHOF:uV}DH8>uV}DH&.%5&NXZHX=X9Y\_`deo`prv\w9w{N:N %-%5&NXZHX=X9Y\_`deo`prv\w9w{N:N %'1&&4PZK[fjkufv'wHB"VH,I$tPS* VW"VH,N OPUJQZE!9% $%y &&z2&$% &%!b(@DE ! PP!*:6<1;.Hh< ( "1#& ' ' (sB#Q+*P  Q+/P#?Q+Q &DQ+ror<bybit_demo_clientrrettangolo_strategyrrr r rettangolo_configr environrrr r rrrRETTANGOLO_SL_HARD_PCTrrrrrrrrr1r$r-rr5r@rZrfrrcrrrrrrrr __name__rr[r,rsb. '3tH~,,-.-__)jjnn],CD  0"5# "'" X Y Q  D%d%t% CC.4DFZ;Nj,$*Q$c&L z Kr[