siloqy/prod/clean_arch/dita/intent.py

"""Intent planning layer."""

from __future__ import annotations

from dataclasses import dataclass
from datetime import datetime
from typing import Optional

from .contracts import Decision, DecisionAction, DecisionConfig, DecisionContext, Intent, IntentContext, TradePosition, TradeSide, TradeStage


@dataclass(frozen=True)
class IntentPlanResult:
    intent: Intent
    trade_id_created: bool


class IntentEngine:
    """Converts a pure decision into an executable intent.

    This is where sizing and trade identity are attached.
    """

    def __init__(self, config: Optional[DecisionConfig] = None):
        self.config = config or DecisionConfig()

    def plan(
        self,
        decision: Decision,
        context: IntentContext,
        position: Optional[TradePosition] = None,
    ) -> IntentPlanResult:
        if decision.action == DecisionAction.ENTER:
            return self._plan_entry(decision, context)
        if decision.action == DecisionAction.EXIT and position is not None:
            return self._plan_exit(decision, context, position)
        return IntentPlanResult(
            intent=Intent(
                timestamp=decision.timestamp,
                trade_id=decision.decision_id.replace("-D-", "-T-"),
                decision_id=decision.decision_id,
                asset=decision.asset,
                action=decision.action,
                side=decision.side,
                reason=decision.reason,
                target_size=0.0,
                leverage=1.0,
                reference_price=decision.reference_price,
                confidence=decision.confidence,
                bars_held=0,
                stage=TradeStage.INTENT_CREATED,
                exit_leg_ratios=self.config.exit_leg_ratios,
                metadata={"policy_version": self.config.policy_version, **decision.metadata},
            ),
            trade_id_created=False,
        )

    def _plan_entry(self, decision: Decision, context: IntentContext) -> IntentPlanResult:
        price = decision.reference_price
        confidence = max(0.05, min(1.0, decision.confidence))
        # Honor the decision's sizing when present (BLUE-parity cubic sizer
        # attaches leverage + target_size in DecisionEngine._decide_entry).
        # For legacy decisions the recompute below yields the identical values,
        # so preferring the decision's numbers is behavior-preserving.
        if decision.leverage and decision.leverage > 0 and decision.target_size and decision.target_size > 0:
            leverage = float(decision.leverage)
            target_size = float(decision.target_size)
            target_exposure = target_size * price if price > 0 else 0.0
        else:
            leverage = min(self.config.max_leverage, max(1.0, 1.0 + confidence * (self.config.max_leverage - 1.0)))
            target_exposure = context.capital * self.config.capital_fraction * leverage
            target_size = target_exposure / price if price > 0 else 0.0
        trade_id = self._trade_id(decision.asset, context.trade_seq + 1)
        return IntentPlanResult(
            intent=Intent(
                timestamp=decision.timestamp,
                trade_id=trade_id,
                decision_id=decision.decision_id,
                asset=decision.asset,
                action=decision.action,
                side=decision.side,
                reason=decision.reason,
                target_size=target_size,
                leverage=leverage,
                reference_price=price,
                confidence=confidence,
                bars_held=0,
                stage=TradeStage.INTENT_CREATED,
                exit_leg_ratios=self.config.exit_leg_ratios,
                metadata={
                    "policy_version": self.config.policy_version,
                    "target_exposure": target_exposure,
                    "entry_velocity_divergence": decision.velocity_divergence,
                    "entry_irp_alignment": decision.irp_alignment,
                    **decision.metadata,
                },
            ),
            trade_id_created=True,
        )

    def _plan_exit(self, decision: Decision, context: IntentContext, position: TradePosition) -> IntentPlanResult:
        exit_ratio = position.next_exit_ratio()
        target_size = position.size * exit_ratio if exit_ratio > 0 else position.size
        return IntentPlanResult(
            intent=Intent(
                timestamp=decision.timestamp,
                trade_id=position.trade_id,
                decision_id=decision.decision_id,
                asset=position.asset,
                action=decision.action,
                side=position.side,
                reason=decision.reason,
                target_size=target_size,
                leverage=position.leverage,
                reference_price=decision.reference_price,
                confidence=decision.confidence,
                bars_held=position.bars_held,
                stage=TradeStage.INTENT_CREATED,
                exit_leg_ratios=position.exit_leg_ratios,
                metadata={
                    "policy_version": self.config.policy_version,
                    "exit_ratio": exit_ratio,
                    "remaining_size_before": position.size,
                    **decision.metadata,
                },
            ),
            trade_id_created=False,
        )

    @staticmethod
    def _trade_id(symbol: str, seq: int) -> str:
        return f"{symbol}-T-{seq:012d}"