ATM — Automated Trading Monitor

Personal Faza-1 tool for the M2D strategy. Watches the M2D MAPS colored-dot strip on a TradeStation chart, runs a phased state machine (ARMED→PRIMED→FIRE), pushes Discord + Telegram alerts with an annotated screenshot on BUY/SELL. You execute the trade manually in TradeLocker.

No auto-execution. Faza 2 (auto-execute) is blocked on prop-firm TOS audit — see docs/phase2-prop-firm-audit.md.

---

Project layout

atm/
├── configs/              # calibration outputs + current.txt marker
├── logs/
│   ├── YYYY-MM-DD.jsonl  # per-cycle audit log, rotates at local midnight
│   ├── dead_letter.jsonl # alerts that failed after retries
│   ├── fires/            # annotated screenshots, one per BUY/SELL trigger
│   └── calibrate_capture_*.png / debug_*.png  # gitignored debug artifacts
├── samples/              # full frames saved automatically on each colour change
├── src/atm/              # package
│   ├── config.py         # frozen dataclass + TOML loader
│   ├── vision.py         # ROI crop, phash, pixel↔price, Hough, connected-components
│   ├── state_machine.py  # 5-state phased FSM, per-direction lockout
│   ├── detector.py       # capture → crop → find rightmost dot → classify → debounce
│   ├── canary.py         # layout phash drift watchdog with pause-file gating
│   ├── levels.py         # Phase-B SL/TP line extraction
│   ├── notifier/         # FanoutNotifier + Discord webhook + Telegram bot
│   ├── audit.py          # line-buffered JSONL, daily rotation
│   ├── calibrate.py      # Tk wizard (region-select + click-sample)
│   ├── labeler.py        # Tk UI → labels.json
│   ├── dryrun.py         # replay corpus, precision/recall gate
│   ├── journal.py        # trade entries
│   ├── report.py         # weekly R-multiple PnL
│   └── main.py           # unified CLI
├── tests/                # 184 pytest cases
└── TODOS.md              # P1/P2/P3 backlog, Faza 2 items

---

Install

Python 3.11+ required. Clone, then:

pip install -e ".[windows]"    # Windows: live capture + window focus
pip install -e .               # Linux / macOS: dev / dryrun only (no live)
atm --help

[windows] pulls mss, pygetwindow, pywin32.

---

Calibration

One-time per chart layout. Run on the machine that will do live capture.

atm calibrate           # 3s default countdown; use --delay 10 if you want more time

Flow:

1. Dialog: substring of the chart window title (e.g. TradeStation or DIA). Stored in config for later auto-focus.
2. "Ready?" message → click OK → 3s countdown in terminal. Alt-tab TradeStation to the foreground and minimize anything covering it.
3. Full-desktop screenshot is captured and shown in a scaled Tk window.
4. Drag a rectangle over the chart (include the M2D MAPS strip). Enter = confirm. Esc = cancel.
5. Step-by-step clicks on the selected region:
   • M2D MAPS strip: top-left + bottom-right corners
   • One click on each of: turquoise, yellow, dark_green, dark_red, light_green, light_red, gray dot + chart background (8 total — "Skip" if a colour isn't currently visible)
   • Chart area: top-left + bottom-right (for Phase-B line detection)
   • Two known price levels on the y-axis (pixel y → enter price)
   • Canary region: top-left + bottom-right on a stable UI element (axis label, title bar)
6. Save → writes configs/YYYY-MM-DD-HHMM.toml + marker configs/current.txt. Pulls Discord/Telegram creds from env (ATM_DISCORD_URL, ATM_TG_TOKEN, ATM_TG_CHAT) if set; otherwise REPLACE_ME placeholders — edit the TOML manually.

What gets written:

• chart_window_region = {x, y, w, h} — virtual-desktop absolute rectangle. Runtime capture crops the same box, so the window must stay in that position.
• dot_roi, chart_roi, canary.roi — coords relative to the selected region.
• Per-colour RGB (sampled via saturation-snap within 15px of the click, mean of 5x5 around the snapped centre).
• y_axis linear-interp pair.
• canary.baseline_phash of the canary ROI.

Sampling tips:

• Click colours that are actually present in the current dot history. If a colour isn't visible, skip it — atm dryrun will tell you if the skipped value doesn't match real dots.
• Default tolerance is 60 for dot colours, 25 for background. Tighten via TOML after dryrun if misclassifications creep in.

---

Smoke-test after calibration

atm debug --delay 5

Captures one frame. Saves logs/debug_full_<ts>.png, logs/debug_dot_roi_<ts>.png, logs/debug_annotated_<ts>.png. Prints:

window_found: True
dot_found:    True
rgb:          (114, 114, 114)
classified:   gray  distance=24  confidence=0.79
accepted:     True  color=gray

Open the annotated PNG: yellow rectangle = dot_roi, red circle = detected dot. The circle should land on the ACTUAL rightmost colored dot in the M2D MAPS strip. If not:

• Circle mid-strip → wrong window under the capture region (bring TradeStation to front).
• Circle on a non-dot UI element → dot_roi boundaries capture too much; recalibrate narrower.
• color=None + UNKNOWN → tolerances too tight OR sampled RGBs don't match real dots; recalibrate clicking on actual dots.

---

Live run

# Today's session 16:30–23:00 Romania local
atm run --start-at 16:30 --stop-at 23:00

# Indefinite
atm run

# Fixed duration (hours)
atm run --duration 2

# Linux / headless smoke (reads samples/*.png in a loop)
atm run --capture-stub --duration 0.05

Startup sequence:

1. Wall-clock wait until --start-at (if set).
2. pygetwindow.activate() on the first window matching cfg.window_title — brings TradeStation to the foreground automatically (restores if minimised).
3. 5s countdown (--startup-delay).
4. Capture first frame + canary check. Status (drift=X/Y or capture_failed) is included in the startup ping.
5. "ATM started" ping on Discord + Telegram.
6. Main loop: every loop_interval_s (default 5s) — capture → canary → detect → state machine → maybe notify → maybe Phase-B.
7. At --stop-at (or --duration): "ATM stopped" ping, then exit.

Per-cycle behaviour:

• Canary drift → auto-pause + single-shot Telegram alert (⚠️ Canary drift=N — monitorizare pauzată). Clear via /resume force in Telegram, or restart with pause-file removed.
• Detector reports UNKNOWN → stays in current state (logged as noise).
• Colour change → full frame saved to samples/YYYYMMDD_HHMMSS_<color>.png (for corpus).
• FIRE (BUY/SELL, not locked) → annotated PNG saved to logs/fires/, attached to the alert, LevelsExtractor armed.
• Phase skip backstop (fire_on_phase_skip=true default) → ARMED → light_red/light_green direct (dark_red/dark_green missed) still emits ⚠️ PHASE SKIP alert with screenshot. FSM lockout suppresses spam.
• Phase-B complete → "Levels SL=… TP1=… TP2=…" push.
• Heartbeat every heartbeat_min minutes.

Operating hours window

Configure via [options.operating_hours] in TOML (source of truth: NYSE local time, timezone-aware so DST is handled automatically):

[options.operating_hours]
enabled     = true
timezone    = "America/New_York"     # fail-fast validated at config load
weekdays    = ["MON", "TUE", "WED", "THU", "FRI"]
start_hhmm  = "09:30"                # NYSE open
stop_hhmm   = "16:00"                # NYSE close

Out-of-window ticks are skipped (logged only on transition). On boundary crossings the bot emits market_open / market_closed Telegram status messages exactly once per transition. Startup in-window does not emit a spurious market_open alert.

CLI overrides (beat TOML):

atm run --tz America/New_York --weekdays MON,TUE,WED,THU,FRI --oh-start 09:30 --oh-stop 16:00

--oh-start / --oh-stop are different from --start-at / --stop-at. The --start-at / --stop-at pair controls wall-clock session bounds (when the process starts and quits); --oh-* controls the NYSE trading window inside the session (what hours detection actually runs). They compose.

Telegram commands

Send to the bot chat:

Command	Effect
/ss or /screenshot	Take and send a screenshot now
/status	State + pause reason + window open/closed
/pause	Suspend detection (heartbeats continue)
/resume	Clear user pause only. If Canary is drift-paused it stays paused — use /resume force
/resume force	Also clear Canary drift-pause (use after recalibration)
/3 or /interval 3	Set auto-screenshot interval to 3 min
/stop	Stop the scheduler

Only allowed_chat_ids are accepted. After 3 consecutive 401s the poller enters degraded mode.

Calibration validation (offline gate)

Validate that the current calibration classifies known-labeled frames correctly without waiting for a live session:

atm validate-calibration samples/calibration_labels.json

Input JSON:

[
  {"path": "logs/fires/20260417_201500_arm_sell.png", "expected": "yellow", "note": "first arm"},
  {"path": "logs/fires/20260417_205302_ss.png",       "expected": "dark_red"},
  {"path": "logs/fires/20260417_210441_ss.png",       "expected": "light_red"}
]

Output: per-sample PASS/FAIL with detected color + top-3 candidates by RGB distance + suggestion pixels for misclassifications.

Exit code: 0 if 100% PASS, 1 on any FAIL, 2 on malformed/missing input. Suitable for CI or a pre-atm run sanity check.

Keep PowerShell minimized during the session so it doesn't cover TradeStation.

---

After the session

atm label samples     # Tk UI — label each saved frame with true dot colour
atm dryrun samples    # replay through detector + FSM; exits 0 if precision=100%, recall>=95%

If the gate fails, tune per-colour tolerance in configs/<current>.toml, or recalibrate colour samples that didn't match. Re-run atm dryrun until it passes. Only then do you trust live signals.

Trade record-keeping:

atm journal                      # interactive entry after a real trade
atm report --week 2026-16        # weekly win rate + R PnL + slippage

---

DPI / multi-monitor notes

• Calibration region is virtual-desktop-absolute; runtime capture uses the same rectangle. Don't move the TradeStation window after calibrating. Canary will catch drift and pause automatically.
• Changing DPI scaling or moving to a different monitor with different DPI → recalibrate.
• RDP / virtual desktops: mss can return black frames over RDP. Run locally on the same physical machine as TradeStation.

---

Troubleshooting

Symptom	Likely cause	Fix
capture_failed in startup ping	chart_window_region references coords off-screen (different monitor layout)	Recalibrate.
Startup canary drift=X/8 with X >> 8	Wrong window is in the capture region	Make sure TradeStation is the window at cfg.chart_window_region. Relaunch.
WARN: no window contains 'xxx' at startup	cfg.window_title substring matches nothing	Edit window_title in TOML to a substring that's unique to TradeStation.
No alerts even after trigger ought to fire	Check logs/YYYY-MM-DD.jsonl for event=tick entries — are colours accepted? Is trigger ever set?	If always UNKNOWN → tolerances too tight. If trigger but locked=true → lockout from prior fire, normal.
Discord OK, Telegram silent (or vice versa)	logs/dead_letter.jsonl contains failed alerts with error	Fix credentials in TOML, restart.
Heartbeat shows telegram: failed > 0	Telegram returned ok:false (bot blocked, invalid chat_id, parse error)	Check logs/dead_letter.jsonl for the error_str / description field. Common: bot never started by user in Telegram, or wrong chat_id flavor (channel vs group vs DM).
Debug circle on mid-strip instead of right edge	Anti-aliasing bridges dots in the mask	Already fixed via erosion+connected-components — ensure git pull is current.
Wizard window is tiny / image not visible	Tk geometry default on Windows	Already fixed — git pull. Image is scaled to fit screen.

---

Windows Task Scheduler (production)

For hands-off daily runs surviving reboots:

1. Task Scheduler → Create Task → name ATM M2D Monitor
2. General: "Run only when user is logged on", "Run with highest privileges"
3. Triggers: New → Daily, Start 16:30
4. Actions: New → Program C:\path\to\python.exe, Arguments -m atm run --stop-at 23:00, Start in D:\PROIECTE\atm
5. Conditions: uncheck "Start only if AC power" (if laptop)
6. Settings: "If task runs longer than 7 hours → stop"

Click-right → Run to test manually. Manual DST-change check twice a year (Mar / Oct first week).

---

Quick command reference

atm calibrate [--screenshot PATH] [--delay SEC]      # Tk wizard
atm debug [--delay SEC]                              # one-shot capture + detect
atm label SAMPLES_DIR                                # Tk labeling
atm dryrun SAMPLES_DIR                               # corpus gate
atm validate-calibration LABEL_FILE.json             # offline color-classification gate
atm run [--duration H] [--start-at HH:MM] [--stop-at HH:MM] [--startup-delay SEC] [--capture-stub]
        [--tz TZNAME] [--weekdays MON,TUE,...] [--oh-start HH:MM] [--oh-stop HH:MM]
atm journal [--file PATH]                            # interactive trade entry
atm report [--week YYYY-WW] [--file PATH]            # weekly summary

Exit codes:

• atm dryrun — 0 pass, 1 fail.
• atm validate-calibration — 0 all PASS, 1 any FAIL, 2 bad input.
• Others: standard convention.

Audit log events

Events written to logs/YYYY-MM-DD.jsonl. Added by the lifecycle+canary work:

Event	Payload	When
canary_drift_paused	distance	First drift tick after clean; emits Telegram alert
user_paused	—	/pause received
user_resumed	was_drift, was_user, force	/resume or /resume force
market_open / market_closed	reason	Operating-hours window boundary (once per transition; not at startup)
phase_skip_fire	direction	Backstop alert when ARMED→light_* direct
command_error	action, error	Dispatch exception (isolated from detection loop)