Replace function attributes with PositionState class and remove delattr calls
This commit is contained in:
Justin Oros
+31
-44
@@ -215,7 +215,17 @@ class SignalState:
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self.last_bullish_crossover_bar = -999
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self.last_bearish_crossover_bar = -999
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class PositionState:
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def __init__(self):
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self.target_1_hit = False
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self.trailing_stop = None
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def reset(self):
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self.target_1_hit = False
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self.trailing_stop = None
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signal_state = SignalState()
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position_state = PositionState()
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def debug_print(message):
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if DEBUG_MODE:
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@@ -556,10 +566,7 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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target_1_pct = risk_pct * PROFIT_TARGET_1
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target_2_pct = risk_pct * PROFIT_TARGET_2
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if not hasattr(scale_out_profit_taking, "target_1_hit"):
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scale_out_profit_taking.target_1_hit = False
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if profit_pct >= target_1_pct and not scale_out_profit_taking.target_1_hit:
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if profit_pct >= target_1_pct and not position_state.target_1_hit:
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qty = current_position_qty(symbol)
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if qty != 0:
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half_qty = int(qty / 2)
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@@ -569,7 +576,7 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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submit_market_sell(symbol, half_qty)
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else:
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submit_buy_to_cover(symbol, half_qty)
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scale_out_profit_taking.target_1_hit = True
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position_state.target_1_hit = True
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logger.info(f"💰 Partial profit @ {profit_pct:.2f}% ({half_qty} shares)")
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debug_print(f"Partial profit taken: {half_qty} shares @ {profit_pct:.2f}%")
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@@ -590,8 +597,8 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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def atr_based_trailing_stop(symbol, entry_price, current_price, initial_stop, position_type):
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debug_print(f"Checking trailing stop: entry=${entry_price:.2f}, current=${current_price:.2f}")
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if not hasattr(atr_based_trailing_stop, "trailing_stop"):
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atr_based_trailing_stop.trailing_stop = initial_stop
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if position_state.trailing_stop is None:
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position_state.trailing_stop = initial_stop
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debug_print(f"Initialized trailing stop: ${initial_stop:.2f}")
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bars = get_recent_bars(symbol, 50)
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@@ -603,21 +610,21 @@ def atr_based_trailing_stop(symbol, entry_price, current_price, initial_stop, po
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if position_type == 'long':
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new_stop = current_price - (current_atr * ATR_STOP_MULTIPLIER)
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if new_stop > atr_based_trailing_stop.trailing_stop:
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debug_print(f"Updating trailing stop: ${atr_based_trailing_stop.trailing_stop:.2f} -> ${new_stop:.2f}")
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atr_based_trailing_stop.trailing_stop = new_stop
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if new_stop > position_state.trailing_stop:
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debug_print(f"Updating trailing stop: ${position_state.trailing_stop:.2f} -> ${new_stop:.2f}")
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position_state.trailing_stop = new_stop
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if current_price <= atr_based_trailing_stop.trailing_stop:
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debug_print(f"Long stop hit: ${current_price:.2f} <= ${atr_based_trailing_stop.trailing_stop:.2f}")
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if current_price <= position_state.trailing_stop:
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debug_print(f"Long stop hit: ${current_price:.2f} <= ${position_state.trailing_stop:.2f}")
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return True
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else:
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new_stop = current_price + (current_atr * ATR_STOP_MULTIPLIER)
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if new_stop < atr_based_trailing_stop.trailing_stop:
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debug_print(f"Updating trailing stop: ${atr_based_trailing_stop.trailing_stop:.2f} -> ${new_stop:.2f}")
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atr_based_trailing_stop.trailing_stop = new_stop
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if new_stop < position_state.trailing_stop:
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debug_print(f"Updating trailing stop: ${position_state.trailing_stop:.2f} -> ${new_stop:.2f}")
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position_state.trailing_stop = new_stop
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if current_price >= atr_based_trailing_stop.trailing_stop:
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debug_print(f"Short stop hit: ${current_price:.2f} >= ${atr_based_trailing_stop.trailing_stop:.2f}")
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if current_price >= position_state.trailing_stop:
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debug_print(f"Short stop hit: ${current_price:.2f} >= ${position_state.trailing_stop:.2f}")
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return True
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return False
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@@ -656,6 +663,7 @@ def main():
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total_pnl = 0
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signal_state.reset()
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position_state.reset()
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try:
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existing_position = api.get_position(SYMBOL)
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@@ -684,11 +692,11 @@ def main():
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unrealized_plpc = float(existing_position.unrealized_plpc) if hasattr(existing_position, 'unrealized_plpc') else 0
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if unrealized_plpc > 0.01:
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scale_out_profit_taking.target_1_hit = True
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position_state.target_1_hit = True
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debug_print("Assuming target 1 already hit based on positive P&L")
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if USE_TRAILING_STOP:
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atr_based_trailing_stop.trailing_stop = stop_loss
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position_state.trailing_stop = stop_loss
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except Exception as e:
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debug_print(f"No existing position found or error during recovery: {e}")
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@@ -730,14 +738,7 @@ def main():
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submit_buy_to_cover(SYMBOL, abs(qty))
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position_active = False
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trade_count += 1
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try:
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delattr(scale_out_profit_taking, "target_1_hit")
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except AttributeError:
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pass
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try:
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delattr(atr_based_trailing_stop, "trailing_stop")
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except AttributeError:
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pass
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position_state.reset()
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debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
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time.sleep(POLL_INTERVAL)
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continue
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@@ -753,14 +754,7 @@ def main():
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total_pnl += trade_pnl
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logger.info(f"✅ Position closed (PnL: ${trade_pnl:.2f})")
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debug_print(f"Position fully closed, PnL: ${trade_pnl:.2f}")
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try:
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delattr(scale_out_profit_taking, "target_1_hit")
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except AttributeError:
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pass
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try:
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delattr(atr_based_trailing_stop, "trailing_stop")
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except AttributeError:
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pass
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position_state.reset()
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debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
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time.sleep(POLL_INTERVAL)
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continue
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@@ -776,14 +770,7 @@ def main():
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trade_count += 1
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logger.info("🛑 Stop hit")
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debug_print("Stop hit, position closed")
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try:
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delattr(scale_out_profit_taking, "target_1_hit")
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except AttributeError:
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pass
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try:
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delattr(atr_based_trailing_stop, "trailing_stop")
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except AttributeError:
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pass
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position_state.reset()
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debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
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time.sleep(POLL_INTERVAL)
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continue
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@@ -843,7 +830,7 @@ def main():
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logger.info(f" Regime={regime}, Strength={strength:.2f}, Trade #{trade_count} ({trades_today}/{MAX_TRADES_PER_DAY})")
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debug_print(f"Trade executed: entry=${entry_price:.2f}, stop=${stop_loss:.2f}, regime={regime}")
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atr_based_trailing_stop.trailing_stop = stop_loss
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position_state.trailing_stop = stop_loss
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debug_print(f"Trailing stop initialized: ${stop_loss:.2f}")
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else:
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logger.warning(f"⚠️ Insufficient buying power: ${buying_power:.2f} < ${position_size:.2f}")
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