workspace/projects/market-watch/trader.py

#!/usr/bin/env python3
"""GARP trading decision engine — multiplayer aware."""

import json
import os
from datetime import datetime

import yfinance as yf

import game_engine
import scanner

MAX_POSITIONS = 15
MAX_POSITION_PCT = 0.10
RSI_BUY_LIMIT = 70
RSI_SELL_LIMIT = 80
NEAR_HIGH_PCT = 2.0

LOG_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), "data", "logs")


def log_decision(action, ticker, reason, details=None):
    os.makedirs(LOG_DIR, exist_ok=True)
    entry = {
        "timestamp": datetime.now().isoformat(),
        "action": action,
        "ticker": ticker,
        "reason": reason,
        "details": details or {},
    }
    log_file = os.path.join(LOG_DIR, f"{datetime.now().strftime('%Y-%m-%d')}.json")
    logs = []
    if os.path.exists(log_file):
        with open(log_file) as f:
            logs = json.load(f)
    logs.append(entry)
    with open(log_file, "w") as f:
        json.dump(logs, f, indent=2, default=str)
    return entry


def update_all_prices(game_id, username):
    """Update current prices for all held positions."""
    p = game_engine.get_portfolio(game_id, username)
    updated = []
    for ticker in p["positions"]:
        try:
            stock = yf.Ticker(ticker)
            hist = stock.history(period="5d")
            if not hist.empty:
                price = float(hist["Close"].iloc[-1])
                game_engine.update_price(game_id, username, ticker, price)
                updated.append((ticker, price))
        except Exception as e:
            print(f"  Warning: Could not update {ticker}: {e}")
    return updated


def check_sell_signals(game_id, username):
    """Check existing positions for sell signals."""
    p = game_engine.get_portfolio(game_id, username)
    sells = []

    if not p["positions"]:
        return sells

    latest_scan = scanner.load_latest_scan()
    scan_tickers = set()
    if latest_scan:
        scan_tickers = {c["ticker"] for c in latest_scan.get("candidates", [])}

    for ticker, pos in list(p["positions"].items()):
        sell_reason = None

        if pos["current_price"] <= pos.get("trailing_stop", 0):
            sell_reason = f"Trailing stop hit (stop={pos.get('trailing_stop', 0):.2f}, price={pos['current_price']:.2f})"

        if not sell_reason:
            try:
                stock = yf.Ticker(ticker)
                hist = stock.history(period="3mo")
                if not hist.empty and len(hist) >= 15:
                    rsi = scanner.compute_rsi(hist["Close"].values)
                    if rsi and rsi > RSI_SELL_LIMIT:
                        sell_reason = f"RSI overbought ({rsi:.1f} > {RSI_SELL_LIMIT})"
            except:
                pass

        if not sell_reason and latest_scan and ticker not in scan_tickers:
            sell_reason = f"No longer passes GARP filter"

        if sell_reason:
            result = game_engine.sell(game_id, username, ticker, price=pos["current_price"], reason=sell_reason)
            log_entry = log_decision("SELL", ticker, sell_reason, result)
            sells.append(log_entry)
            print(f"  SELL {ticker}: {sell_reason}")

    return sells


def check_buy_signals(game_id, username, candidates=None):
    """Check scan candidates for buy signals."""
    p = game_engine.get_portfolio(game_id, username)
    buys = []

    if p["num_positions"] >= MAX_POSITIONS:
        print(f"  Max positions reached ({MAX_POSITIONS}), skipping buys")
        return buys

    if candidates is None:
        latest_scan = scanner.load_latest_scan()
        if not latest_scan:
            print("  No scan data available")
            return buys
        candidates = latest_scan.get("candidates", [])

    position_size = p["total_value"] / MAX_POSITIONS
    max_per_position = p["total_value"] * MAX_POSITION_PCT
    existing_tickers = set(p["positions"].keys())

    for c in candidates:
        if p["num_positions"] + len(buys) >= MAX_POSITIONS:
            break

        ticker = c["ticker"]
        if ticker in existing_tickers:
            continue

        rsi = c.get("rsi")
        if rsi and rsi > RSI_BUY_LIMIT:
            log_decision("SKIP", ticker, f"RSI too high ({rsi:.1f} > {RSI_BUY_LIMIT})")
            continue

        pct_from_high = c.get("pct_from_52wk_high", 0)
        if pct_from_high < NEAR_HIGH_PCT:
            log_decision("SKIP", ticker, f"Too close to 52wk high ({pct_from_high:.1f}% away)")
            continue

        price = c["price"]
        # Refresh cash from current portfolio state
        current_p = game_engine.get_portfolio(game_id, username)
        amount = min(position_size, max_per_position, current_p["cash"])
        if amount < price:
            continue

        shares = int(amount / price)
        if shares < 1:
            continue

        reason = (f"GARP signal: PE={c['trailing_pe']}, FwdPE={c['forward_pe']}, "
                  f"RevGr={c['revenue_growth']}%, EPSGr={c['earnings_growth']}%, RSI={rsi}")

        result = game_engine.buy(game_id, username, ticker, shares, price, reason=reason)
        if result["success"]:
            log_entry = log_decision("BUY", ticker, reason, result)
            buys.append(log_entry)
            print(f"  BUY {ticker}: {shares} shares @ ${price:.2f} = ${shares * price:,.2f}")
        else:
            log_decision("SKIP", ticker, f"Buy failed: {result.get('error', 'unknown')}")

    return buys


def run_trading_logic(game_id, username, candidates=None):
    """Run full trading cycle for a player."""
    print(f"\n--- Trading Logic [{username}@{game_id}] ---")

    print("\nUpdating prices...")
    updated = update_all_prices(game_id, username)
    for ticker, price in updated:
        print(f"  {ticker}: ${price:.2f}")

    print("\nChecking sell signals...")
    sells = check_sell_signals(game_id, username)
    if not sells:
        print("  No sell signals")

    print("\nChecking buy signals...")
    buys = check_buy_signals(game_id, username, candidates)
    if not buys:
        print("  No buy signals")

    return {"sells": sells, "buys": buys, "price_updates": len(updated)}


if __name__ == "__main__":
    gid = game_engine.get_default_game_id()
    if gid:
        run_trading_logic(gid, "case")
    else:
        print("No default game found. Run game_engine.py first.")