trumpsignal-backend/app/services/scanners/btc_bottom_reversal.py

"""BTC bottom-reversal long scanner — 2-of-3 price confluence.

Simple, transparent, no on-chain data and no API keys. Fires only when at
least TWO of these three classic bottom signals agree:

  A. AHR999 < 0.45            — deep-value / bottom zone
  B. price ≤ 200-week MA ×1.05 — every cycle has bottomed near the 200WMA
  C. Pi Cycle Bottom          — 150d EMA ≤ 471d SMA × 0.745

Long only, low frequency, stateless. No tight stop (real macro bottoms wick
15–30%); the position is invalidated when AHR999 climbs back above 1.2 — i.e.
BTC is no longer cheap and the bottom thesis is spent.
"""

from __future__ import annotations

import logging
from datetime import datetime, timezone

import httpx

from app.config import settings
from app.services import scanner_state
from app.services.market_data import for_asset, drop_in_progress_bar
from app.services.bottom_indicators import bottom_confluence

SCANNER_NAME = "btc_bottom_reversal"
scanner_state.register(SCANNER_NAME)

logger = logging.getLogger(__name__)

ASSET = "BTC"
COOLDOWN_DAYS = 30
# 3 votes → max conviction; 2 votes → solid. Scale confidence with agreement.
CONFIDENCE_BY_VOTES = {2: 88, 3: 94}
EXPECTED_MOVE_PCT = 25.0
# Pi Cycle needs 471 daily closes; +buffer for the dropped in-progress bar.
DAILY_LOOKBACK_DAYS = 520
# 200-week MA needs 200 weekly closes; +buffer.
WEEKLY_LOOKBACK_WEEKS = 210


async def evaluate_once() -> tuple[bool, dict]:
    provider = for_asset(ASSET)

    raw_daily = await provider.fetch_1d(ASSET, days=DAILY_LOOKBACK_DAYS)
    daily = drop_in_progress_bar(raw_daily, "1d")
    raw_weekly = await provider.fetch_1w(ASSET, weeks=WEEKLY_LOOKBACK_WEEKS)
    weekly = drop_in_progress_bar(raw_weekly, "1w")

    if not daily:
        return False, {"reason": "missing_btc_daily"}
    if not weekly:
        return False, {"reason": "missing_btc_weekly"}

    daily_closes = [float(c["close"]) for c in daily if c.get("close")]
    weekly_closes = [float(c["close"]) for c in weekly if c.get("close")]

    conf = bottom_confluence(daily_closes, weekly_closes)
    debug: dict = dict(conf.detail)

    if not conf.fired:
        debug["reason"] = "confluence_not_met"
        return False, debug

    confidence = CONFIDENCE_BY_VOTES.get(conf.votes, 88)
    debug["confidence"] = confidence
    # No tight stop. Thesis is invalidated when BTC is no longer cheap; the
    # 200WMA band is a useful structural reference for the exit monitor.
    debug["invalidation_price"] = debug.get("wma200")
    return True, debug


def _summary(debug: dict) -> str:
    s = debug.get("signals", {})
    on = [k for k, v in s.items() if v]
    return (
        f"BTC bottom confluence ({debug.get('votes')}/3): {', '.join(on)}. "
        f"AHR999 {debug.get('ahr999')} (<{debug.get('ahr999_threshold')}), "
        f"price {debug.get('price')}, 200WMA {debug.get('wma200')}, "
        f"Pi 150EMA {debug.get('pi_ema150')} vs 471SMA×0.745 "
        f"{debug.get('pi_sma471_scaled')}. No tight stop; "
        f"invalidate if AHR999 > 1.2."
    )


async def _emit_signal(debug: dict) -> bool:
    """POST the signal to the ingest endpoint. Returns True iff a Post was
    (idempotently) created. False means the signal was NOT recorded — caller
    must NOT treat the run as 'fired' (cooldown is keyed off the DB Post)."""
    if not settings.ingest_api_key:
        logger.error("BTC bottom-reversal would fire but INGEST_API_KEY empty "
                     "— signal NOT recorded, check deploy env")
        return False
    payload = {
        "source": "btc_bottom_reversal",
        "external_id": f"btc-bottom-{datetime.now(timezone.utc).strftime('%Y%m%d')}",
        "text": _summary(debug),
        "signal": "buy",
        "target_asset": ASSET,
        "confidence": debug["confidence"],
        "category": "btc_bottom_reversal_long",
        "expected_move_pct": EXPECTED_MOVE_PCT,
        "invalidation_price": debug.get("invalidation_price"),
    }
    async with httpx.AsyncClient(timeout=10) as client:
        resp = await client.post(
            f"{settings.ingest_base_url}/api/signals/ingest",
            json=payload,
            headers={"X-Ingest-Key": settings.ingest_api_key},
        )
        if resp.status_code >= 400:
            logger.error("BTC bottom-reversal ingest failed (%d): %s",
                         resp.status_code, resp.text[:200])
            return False
        logger.info("BTC bottom-reversal signal emitted: %s", resp.json())
        return True


async def scan_once() -> None:
    if not scanner_state.is_enabled(SCANNER_NAME):
        logger.debug("BTC bottom-reversal scanner disabled — skipping run")
        return
    if await scanner_state.in_cooldown("btc_bottom_reversal", ASSET, COOLDOWN_DAYS):
        logger.debug("BTC bottom-reversal cooldown active")
        scanner_state.record_run(SCANNER_NAME, "ok", "cooldown")
        return

    try:
        should_fire, debug = await evaluate_once()
    except Exception as exc:
        logger.error("BTC bottom-reversal scan failed: %s", exc)
        scanner_state.record_run(SCANNER_NAME, "error", str(exc))
        return

    if should_fire:
        logger.info("BTC bottom-reversal FIRE — %s", debug)
        emitted = await _emit_signal(debug)
        if emitted:
            scanner_state.record_run(SCANNER_NAME, "fired")
        else:
            # Not recorded → no DB Post → cooldown won't arm. Surface this as
            # an error so a misconfigured deploy is obvious, not a silent
            # daily "fired" that never actually trades.
            scanner_state.record_run(SCANNER_NAME, "error", "ingest_failed_or_key_missing")
    else:
        logger.info("BTC bottom-reversal no — %s", debug)
        scanner_state.record_run(SCANNER_NAME, "ok")