System Enhancements & Guardrails Reference

🛡️ 1. Chop Cooldown Filter

Risk Engine Gate

Core Mandate: Enforce a mandatory 20-minute cooldown on any specific option strike if 2 consecutive stop-outs occur on that strike while the market is classified in RANGE or CHOPPY regime.

Consecutive Stop-Outs

2 Trades

Regime Target

RANGE / CHOPPY

Strike Lockout

20.0 Minutes

Forensic Problem Solved: During sideways compression or auction chop, repetitive re-entries on the exact same ATM strike (e.g., 25100 CE) suffer continuous theta decay and whip whipsaws. Other non-cooldown strikes remain tradeable if directional momentum emerges.

Trade Closed (Loss) on Strike S in RANGE Regime │ ├──> Consecutive Stop-Outs[S] = Consecutive Stop-Outs[S] + 1 │ ├──> If Consecutive Stop-Outs[S] >= 2: │ ├── Lockout Strike S until (ExitTime + 20 minutes) │ └── RiskManager.evaluate_order() rejects signal: │ [CHOP_COOLDOWN_ACTIVE] (e.g. 17.5 mins remaining) │ └──> If Trade Closed (Profit) on Strike S: └── Reset Consecutive Stop-Outs[S] = 0

Key Verification: Tested in test_chop_cooldown_and_displacement.py: 1 loss does not trigger lockout; 2 consecutive losses locks the strike for 20m; trades on other strikes are allowed; profit resets the streak.

📏 2. Strike Re-Entry Displacement

Execution Gate

Core Mandate: Prohibit re-entering the exact same option strike within 45 minutes unless NIFTY underlying spot has displaced at least 25.0 index points from the previous entry level.

Re-Entry Window

45.0 Minutes

Min Displacement

≥ 25.0 Points

Action on Breach

Order Rejection

Forensic Problem Solved: Prevents "churning" at the same price consolidation shelf. If spot has only moved 8–12 points, market structure has not fundamentally reset; re-entering the same contract results in overlapping risk without edge.

Incoming Signal on Strike S at Spot P_current │ ├──> Check Strike History: Previous Entry (P_prev, T_prev) │ ├──> If (T_current - T_prev) < 45 Minutes: │ ├── Displacement = |P_current - P_prev| │ ├── If Displacement < 25.0 Points: │ │ └── REJECT ORDER: [STRIKE_REENTRY_DISPLACEMENT_UNMET] │ └── If Displacement >= 25.0 Points: │ └── ALLOW ORDER (Auction has broken consolidation) │ └──> If (T_current - T_prev) >= 45 Minutes: └── ALLOW ORDER (Window elapsed, structure refreshed)

Key Verification: Tested in test_chop_cooldown_and_displacement.py: Sub-25pt re-entry in 15m is blocked; 28pt re-entry is approved; 50m elapsed re-entry is approved.

🔐 3. Persistent Cryptographic Token Vault

Security & Broker

Core Mandate: Protect active FYERS session tokens with authenticated encryption, tamper-resistant HMAC-SHA256 signatures, CSPRNG nonces, and automatic integrity verification with seamless auto-reconnect on startup.

Key Derivation

PBKDF2-100k

Integrity Tag

HMAC-SHA256

Dependencies

0 Ext (StdLib)

Architecture Details:

Keystream Cipher: Uses CSPRNG 16-byte random nonces and counter-mode HMAC-SHA256 keystream expansion.
Tamper Detection: Computes independent HMAC tag over nonce + ciphertext and SHA-256 payload checksum. Any bit flip raises TokenVaultIntegrityError.
Zero Third-Party Dependencies: Standard Python 3.12 library only (hashlib, hmac, os, json).
Auto-Migration: Detects legacy plaintext tokens/account_1.json and transparently upgrades it to encrypted tokens/token_vault.enc on first boot.

Key Verification: Tested in test_token_vault.py: 100% test pass on round-trip encryption, HMAC tamper detection, checksum validation, and legacy migration.

📊 4. Volume Profile POC Confluence

FVG Strategy Filter

Core Mandate: Mandate high volume node alignment (Point of Control / POC) on all mid-morning (10:00 - 11:30 IST) Fair Value Gap retest entries. Retests lacking POC confluence are strictly rejected.

Mid-Morning Window

10:00 - 11:30 IST

Tolerance Distance

≤ 15.0 Points

Conviction Bonus

+0.10 Entry / +0.08 Run

Forensic Problem Solved: Mid-morning (10:00 - 11:30 IST) is the European open preparation and institutional rebalancing period. Low-volume FVGs formed in vacuum moves frequently fail without institutional auction consensus. Requiring POC alignment guarantees high-volume acceptance.

FVG Retest Detected at Timestamp T_eval │ ├──> Compute VolumeProfileIndicator across session candles -> POC │ ├──> If (10:00 <= T_eval <= 11:30 IST): [Mid-Morning Auction] │ ├── Check POC in/near FVG Zone: │ │ Distance = min(|POC - FVG_low|, |POC - FVG_high|) │ ├── If Distance > 15.0 Points: │ │ └── REJECT SIGNAL: [Mid-morning FVG retest rejected: POC alignment mandated] │ └── If Distance <= 15.0 Points: │ └── APPROVE + Grant High Conviction Bonus (+0.10 Entry, +0.08 Runner) │ └──> If Outside 10:00 - 11:30 IST: └── Normal Evaluation (POC confluence adds +0.05 bonus if present)

Key Verification: Tested in test_fvg_poc_confluence.py: Mid-morning retest without POC rejected; aligned retest approved with +0.10 bonus; early/afternoon trades permitted.

🧪 Multi-Layer Test & Deployment Verification Manifest

44 / 44 Tests Passed

Test Suite Module	Coverage Target	Test Cases	Local Status	AWS EC2 Status
`test_token_vault.py`	Persistent Encrypted Token Vault & Auth Integration	4 Tests	PASSED (100%)	PASSED (100%)
`test_chop_cooldown_and_displacement.py`	Chop Cooldown (20m) & Strike Re-Entry Displacement (45m / 25pts)	4 Tests	PASSED (100%)	PASSED (100%)
`test_fvg_poc_confluence.py`	Mid-Morning Volume Profile POC Confluence (10:00 - 11:30 IST)	3 Tests	PASSED (100%)	PASSED (100%)
`test_risk_manager.py`	Full Risk Engine Circuit Breakers & Invariant Gating	22 Tests	PASSED (100%)	PASSED (100%)
`test_fyers_auth.py`	FYERS OAuth2 Flow, Header Signing & File Caching	7 Tests	PASSED (100%)	PASSED (100%)
`test_fvg_retest_strategy.py`	Core Fair Value Gap Retest Price Action & Invalidation	4 Tests	PASSED (100%)	PASSED (100%)

Live Production Deployment Confirmed: All files uploaded to ubuntu@13.207.146.76:/home/ubuntu/AntigravityTradeSetup/. Service nifty-runner.service restarted successfully (Main PID: 323389). Automated EOD forensics archiver executed clean end-of-market audit, and dashboard REST API is healthy.