34fde8328c
Reflects everything that shipped after the initial teammate pass: calibrate region-select flow, startup delays, auto-focus, canary startup check, --start-at/--stop-at, atm debug, samples/ auto-save, fires/ annotated screenshots, Task Scheduler setup, current troubleshooting. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
217 lines
10 KiB
Markdown
217 lines
10 KiB
Markdown
# ATM — Automated Trading Monitor
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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.
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No auto-execution. Faza 2 (auto-execute) is blocked on prop-firm TOS audit — see `docs/phase2-prop-firm-audit.md`.
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---
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## Project layout
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```
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atm/
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├── configs/ # calibration outputs + current.txt marker
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├── logs/
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│ ├── YYYY-MM-DD.jsonl # per-cycle audit log, rotates at local midnight
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│ ├── dead_letter.jsonl # alerts that failed after retries
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│ ├── fires/ # annotated screenshots, one per BUY/SELL trigger
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│ └── calibrate_capture_*.png / debug_*.png # gitignored debug artifacts
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├── samples/ # full frames saved automatically on each colour change
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├── src/atm/ # package
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│ ├── config.py # frozen dataclass + TOML loader
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│ ├── vision.py # ROI crop, phash, pixel↔price, Hough, connected-components
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│ ├── state_machine.py # 5-state phased FSM, per-direction lockout
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│ ├── detector.py # capture → crop → find rightmost dot → classify → debounce
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│ ├── canary.py # layout phash drift watchdog with pause-file gating
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│ ├── levels.py # Phase-B SL/TP line extraction
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│ ├── notifier/ # FanoutNotifier + Discord webhook + Telegram bot
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│ ├── audit.py # line-buffered JSONL, daily rotation
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│ ├── calibrate.py # Tk wizard (region-select + click-sample)
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│ ├── labeler.py # Tk UI → labels.json
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│ ├── dryrun.py # replay corpus, precision/recall gate
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│ ├── journal.py # trade entries
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│ ├── report.py # weekly R-multiple PnL
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│ └── main.py # unified CLI
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├── tests/ # 105 pytest cases
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└── TODOS.md # P1/P2/P3 backlog, Faza 2 items
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```
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---
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## Install
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Python 3.11+ required. Clone, then:
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```bash
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pip install -e ".[windows]" # Windows: live capture + window focus
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pip install -e . # Linux / macOS: dev / dryrun only (no live)
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atm --help
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```
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`[windows]` pulls `mss`, `pygetwindow`, `pywin32`.
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---
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## Calibration
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One-time per chart layout. Run on the machine that will do live capture.
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```powershell
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atm calibrate # 3s default countdown; use --delay 10 if you want more time
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```
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Flow:
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1. Dialog: substring of the chart window title (e.g. `TradeStation` or `DIA`). Stored in config for later auto-focus.
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2. **"Ready?" message** → click OK → 3s countdown in terminal. Alt-tab TradeStation to the foreground and minimize anything covering it.
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3. Full-desktop screenshot is captured and shown in a scaled Tk window.
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4. **Drag a rectangle** over the chart (include the M2D MAPS strip). Enter = confirm. Esc = cancel.
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5. Step-by-step clicks on the selected region:
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- M2D MAPS strip: top-left + bottom-right corners
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- 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)
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- Chart area: top-left + bottom-right (for Phase-B line detection)
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- Two known price levels on the y-axis (pixel y → enter price)
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- Canary region: top-left + bottom-right on a stable UI element (axis label, title bar)
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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.
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What gets written:
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- `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.
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- `dot_roi`, `chart_roi`, `canary.roi` — coords relative to the selected region.
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- Per-colour RGB (sampled via saturation-snap within 15px of the click, mean of 5x5 around the snapped centre).
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- `y_axis` linear-interp pair.
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- `canary.baseline_phash` of the canary ROI.
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Sampling tips:
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- 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.
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- Default tolerance is 60 for dot colours, 25 for background. Tighten via TOML after dryrun if misclassifications creep in.
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---
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## Smoke-test after calibration
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```powershell
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atm debug --delay 5
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```
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Captures one frame. Saves `logs/debug_full_<ts>.png`, `logs/debug_dot_roi_<ts>.png`, `logs/debug_annotated_<ts>.png`. Prints:
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```
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window_found: True
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dot_found: True
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rgb: (114, 114, 114)
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classified: gray distance=24 confidence=0.79
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accepted: True color=gray
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```
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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:
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- Circle mid-strip → wrong window under the capture region (bring TradeStation to front).
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- Circle on a non-dot UI element → `dot_roi` boundaries capture too much; recalibrate narrower.
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- `color=None` + `UNKNOWN` → tolerances too tight OR sampled RGBs don't match real dots; recalibrate clicking on actual dots.
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---
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## Live run
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```powershell
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# Today's session 16:30–23:00 Romania local
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atm run --start-at 16:30 --stop-at 23:00
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# Indefinite
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atm run
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# Fixed duration (hours)
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atm run --duration 2
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# Linux / headless smoke (reads samples/*.png in a loop)
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atm run --capture-stub --duration 0.05
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```
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Startup sequence:
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1. Wall-clock wait until `--start-at` (if set).
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2. `pygetwindow.activate()` on the first window matching `cfg.window_title` — brings TradeStation to the foreground automatically (restores if minimised).
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3. 5s countdown (`--startup-delay`).
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4. Capture first frame + canary check. Status (`drift=X/Y` or `capture_failed`) is included in the startup ping.
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5. **"ATM started" ping** on Discord + Telegram.
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6. Main loop: every `loop_interval_s` (default 5s) — capture → canary → detect → state machine → maybe notify → maybe Phase-B.
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7. At `--stop-at` (or `--duration`): **"ATM stopped" ping**, then exit.
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Per-cycle behaviour:
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- Canary drift → auto-pause (logs `paused`, skips detection). Clear by running `atm run` again with the pause-file removed.
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- Detector reports UNKNOWN → stays in current state (logged as `noise`).
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- Colour change → full frame saved to `samples/YYYYMMDD_HHMMSS_<color>.png` (for corpus).
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- FIRE (BUY/SELL, not locked) → annotated PNG saved to `logs/fires/`, attached to the alert, `LevelsExtractor` armed.
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- Phase-B complete → "Levels SL=… TP1=… TP2=…" push.
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- Heartbeat every `heartbeat_min` minutes.
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Keep PowerShell minimized during the session so it doesn't cover TradeStation.
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---
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## After the session
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```powershell
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atm label samples # Tk UI — label each saved frame with true dot colour
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atm dryrun samples # replay through detector + FSM; exits 0 if precision=100%, recall>=95%
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```
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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.
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Trade record-keeping:
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```powershell
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atm journal # interactive entry after a real trade
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atm report --week 2026-16 # weekly win rate + R PnL + slippage
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```
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---
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## DPI / multi-monitor notes
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- 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.
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- Changing DPI scaling or moving to a different monitor with different DPI → recalibrate.
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- RDP / virtual desktops: `mss` can return black frames over RDP. Run locally on the same physical machine as TradeStation.
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---
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## Troubleshooting
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| Symptom | Likely cause | Fix |
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| `capture_failed` in startup ping | `chart_window_region` references coords off-screen (different monitor layout) | Recalibrate. |
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| 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. |
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| `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. |
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| 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. |
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| Discord OK, Telegram silent (or vice versa) | `logs/dead_letter.jsonl` contains failed alerts with error | Fix credentials in TOML, restart. |
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| 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. |
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| Wizard window is tiny / image not visible | Tk geometry default on Windows | Already fixed — `git pull`. Image is scaled to fit screen. |
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---
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## Windows Task Scheduler (production)
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For hands-off daily runs surviving reboots:
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1. Task Scheduler → Create Task → name `ATM M2D Monitor`
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2. **General**: "Run only when user is logged on", "Run with highest privileges"
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3. **Triggers**: New → Daily, Start `16:30`
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4. **Actions**: New → Program `C:\path\to\python.exe`, Arguments `-m atm run --stop-at 23:00`, Start in `D:\PROIECTE\atm`
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5. **Conditions**: uncheck "Start only if AC power" (if laptop)
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6. **Settings**: "If task runs longer than 7 hours → stop"
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Click-right → Run to test manually. Manual DST-change check twice a year (Mar / Oct first week).
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---
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## Quick command reference
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```
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atm calibrate [--screenshot PATH] [--delay SEC] # Tk wizard
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atm debug [--delay SEC] # one-shot capture + detect
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atm label SAMPLES_DIR # Tk labeling
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atm dryrun SAMPLES_DIR # corpus gate
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atm run [--duration H] [--start-at HH:MM] [--stop-at HH:MM] [--startup-delay SEC] [--capture-stub]
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atm journal [--file PATH] # interactive trade entry
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atm report [--week YYYY-WW] [--file PATH] # weekly summary
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```
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Exit code: `atm dryrun` exits 0 if gate passes, 1 otherwise. Other commands follow standard convention.
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