[Tool: read_file]
{"content": "1|#!/usr/bin/env python3\n2|\"\"\"\n3|════════════════════════════════════════════════════════════════════════════\n4|google-daily-lipi-vidya — Live Bot (standalone)\n5|════════════════════════════════════════════════════════════════════════════\n6|\n7|One systemd service per symbol: google-daily-lipi-vidya@<name>.service\n8|\n9|STRATEGY (exactly as spec'd, backtest-accepted):\n10| HTF boundaries (through previous trading day, local data only):\n11| LIPI VIDYA = CMO-VIDYA(20, 0.2) on daily closes\n12| 20-VIDYA = renko daily anchor (VIDYA-20 on renko bricks)\n13| price above BOTH → LONG ZONE · below BOTH → SHORT ZONE · between → NO TRADE\n14| Entry (candle-close confirmed):\n15| LONG : LONG ZONE + 2 consecutive GREEN bricks (fresh) + 5-min VIDYA rising\n16| SHORT: SHORT ZONE + 2 consecutive RED bricks (fresh) + 5-min VIDYA falling\n17| → buy OTM1 CE (long) / OTM1 PE (short), 2 lots, NRML LIMIT LTP×1.03\n18| Exits (underlying levels, checked on completed 5-min candles):\n19| SL = 1 tick beyond the brick preceding the setup pair\n20| TP1 = +4 bricks → sell 1 lot, SL → breakeven\n21| TP2 = first opposing completed brick → sell remaining lot\n22| 15:15 IST → square off everything · no new entries from 14:55\n23| 2 consecutive losing SL exits in a day → no more entries that day\n24|\n25|STATE: broker positionbook = truth for positions. A small date-stamped JSON\n26|keeps only intraday memory the broker can't hold (underlying entry level,\n27|SL/TP levels, TP1 flag, loss counter). Stale-day files are ignored.\n28|DATA: local 5-min SQLite only. Broker API at trade time only.\n29|════════════════════════════════════════════════════════════════════════════\n30|\"\"\"\n31|\n32|import bisect\n33|import json\n34|import logging\n35|import os\n36|import sqlite3\n37|import sys\n38|import threading\n39|import time\n40|import traceback\n41|from datetime import datetime\n42|from logging.handlers import RotatingFileHandler\n43|from pathlib import Path\n44|from typing import Optional\n45|\n46|# ── Local imports by FILE PATH (dashboard imports this module too — plain\n47|# `from config import …` would resolve to another bot system's module) ────\n48|BOT_DIR = Path(__file__).parent.resolve()\n49|sys.path.insert(0, str(BOT_DIR))\n50|sys.path.insert(0, str(Path(\"/var/www/openalgo-chart/api\"))) # broker_config only\n51|\n52|import importlib.util as _ilu\n53|\n54|def _load_local(module_name: str, filename: str):\n55| spec = _ilu.spec_from_file_location(module_name, str(BOT_DIR / filename))\n56| mod = _ilu.module_from_spec(spec)\n57| spec.loader.exec_module(mod)\n58| return mod\n59|\n60|_cfg = _load_local(\"glv_config_local\", \"config.py\")\n61|LOG_DIR = _cfg.LOG_DIR\n62|VIDYA_PERIOD = _cfg.VIDYA_PERIOD\n63|VIDYA_SMOOTH = _cfg.VIDYA_SMOOTH\n64|TICK_SIZE = _cfg.TICK_SIZE\n65|TP1_BRICKS = _cfg.TP1_BRICKS\n66|MAX_CONSEC_LOSSES = _cfg.MAX_CONSEC_LOSSES\n67|SQUAREOFF_CANDLE = _cfg.SQUA
... [25832 chars total, truncated]
2026-07-27 12:19
ASSISTANT (hermes, glm-5.2)
2026-07-27 12:19
TOOL (hermes, glm-5.2)
[Tool: read_file]
{"content": "501| f\"TP1 book {sell_qty} (pnl=₹{live_pnl:.0f}, u={price})\"):\n502| pos[\"tp1_done\"] = True\n503| pos[\"sl\"] = pos[\"entry\"]\n504| pos[\"quantity\"] = lot_qty\n505| st[\"consec_losses\"] = 0 # profit booked — loss streak reset\n506| action = f\"TP1 booked {sell_qty} → 1 lot runner, SL to BE\"\n507| else:\n508| # 1-lot position: 50% booking impossible (sub-lot qty would be\n509| # rejected by the exchange) — TP = full exit\n510| if self._sell(pos[\"option_symbol\"], pos[\"option_exchange\"], full_qty,\n511| f\"TP full exit 1 lot (pnl=₹{live_pnl:.0f}, u={price})\"):\n512| st[\"position\"] = None\n513| st[\"consec_losses\"] = 0\n514| action = \"EXIT TP full (1 lot)\"\n515| else:\n516| # runner: exit on first opposing brick formed after entry\n517| nb = bisect.bisect_right(brick_ts, ts[i])\n518| if nb >= 1:\n519| last_b = bricks[nb - 1]\n520| opposing = (last_b[\"direction\"] == \"down\") if pos[\"dir\"] == \"LONG\" else (last_b[\"direction\"] == \"up\")\n521| if opposing and last_b[\"date\"] > pos[\"entry_time\"]:\n522| if self._sell(pos[\"option_symbol\"], pos[\"option_exchange\"], full_qty,\n523| f\"TP2 opposing brick (pnl=₹{live_pnl:.0f}, u={price})\"):\n524| st[\"position\"] = None\n525| action = \"EXIT TP2\"\n526|\n527| mode_desc = (f\"₹mode pnl=₹{live_pnl:.0f} TP₹{self.config.tp_inr} SL₹{self.config.sl_inr}\"\n528| if inr_mode else f\"brick SL={pos['sl']} TP1={pos['target']}\")\n529| self.logger.info(f\"POLL {self.config.symbol} | u={price} zone={zone} \"\n530| f\"lipi={lipi and round(lipi, 2)} anchor={anchor and round(anchor, 2)} | \"\n531| f\"POS {pos['dir']} entry={pos['entry']} qty={pos['quantity']} \"\n532| f\"tp1_done={pos['tp1_done']} {mode_desc} → {action} | \"\n533| f\"losses={st['consec_losses']}/{MAX_CONSEC_LOSSES} halted={st['halted']}\")\n534| save_day_state(self.config.name, st)\n535| return\n536|\n537| # ── flat: entry scan ───────────────────────────────────────────────\n538| decision = \"WAIT\"\n539| if st[\"halted\"]:\n540| decision = \"HALTED (2-loss rule)\"\n541| elif now_hhmm >= ENTRY_CUTOFF:\n542| decision = f\"past cutoff {ENTRY_CUTOFF}\"\n543| elif zone in
... [7963 chars total, truncated]
2026-07-27 12:19
ASSISTANT (hermes, glm-5.2)
Let me check the chart API endpoint and the bot's signal_engine for context.
I have the full API shape. Now let me make the edits to the bot. I'll add a `chart_renko_signal()` function and rewire the poll loop to use it.
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n+++ b//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n@@ -175,6 +175,50 @@\n return lipi, anchor\n except Exception:\n return None, None\n+\n+\n+# ── Chart-derived renko + 5-min VIDYA signal (WHAT YOU SEE IS WHAT YOU GET) ─\n+# The bot does NOT build its own renko bricks or compute its own 5-min VIDYA.\n+# Both come from the chart's /api/renko-signal endpoint — the same renko bricks\n+# and VIDYA-20 line drawn on chart.openalgo.theworkpc.com. Returns a dict with:\n+# price, ts, bricks (list[ {date,direction,open,high,low,close} ]),\n+# vidya, vidya_prev, vidya_rising (bool), sma, renko_dir, renko_close\n+# If the chart API is unreachable → None → no entries, bricks treated as empty.\n+def chart_renko_signal(symbol, exchange):\n+ import requests\n+ try:\n+ r = requests.get(f\"{CHART_API}/api/renko-signal/{symbol}\",\n+ params={\"exchange\": exchange},\n+ timeout=10)\n+ d = r.json()\n+ if d.get(\"status\") != \"success\":\n+ return None\n+ bricks = d.get(\"bricks\") or []\n+ # Normalise brick field types to match build_renko_bricks() output.\n+ norm = []\n+ for b in bricks:\n+ norm.append({\n+ \"date\": str(b[\"date\"]),\n+ \"direction\": str(b[\"direction\"]),\n+ \"open\": float(b[\"open\"]),\n+ \"high\": float(b[\"high\"]),\n+ \"low\": float(b[\"low\"]),\n+ \"close\": float(b[\"close\"]),\n+ })\n+ return {\n+ \"price\": float(d[\"price\"]),\n+ \"ts\": str(d.get(\"ts\") or \"\"),\n+ \"bricks\": norm,\n+ \"brick_count\": int(d.get(\"brick_count\") or len(norm)),\n+ \"vidya\": float(d[\"vidya\"]) if d.get(\"vidya\") is not None else None,\n+ \"vidya_prev\": float(d[\"vidya_prev\"]) if d.get(\"vidya_prev\") is not None else None,\n+ \"vidya_rising\": bool(d.get(\"vidya_rising\")),\n+ \"sma\": float(d[\"sma\"]) if d.get(\"sma\") is not None else None,\n+ \"renko_dir\": d.get(\"renko_dir\"),\n+ \"renko_close\": float(d[\"renko_close\"]) if d.get(\"renko_close\") is not None else None,\n+ }\n+ except Exception:\n+ return None\n \n \n # ════════════════════════════════════════════════════════════════════════════\n", "files_modified": ["/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"], "lint": {"status": "ok", "output": ""}, "_warning": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py was last read with offset/limit pagination (partial view). Re-read the whole file before overwriting it.", "resolved_path": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"}
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
Now rewire the poll loop. The current code at lines 416-426:
```
ts, close, high, low = load_candles(self.config.db_path)
...
lipi, anchor = chart_htf_lines(...)
bricks = build_renko_bricks(close, ts, self.config.brick_size)
brick_ts = [b["date"] for b in bricks]
vidya5 = compute_vidya_values(close, VIDYA_PERIOD, VIDYA_SMOOTH)
i = len(ts) - 1
price = close[i]
```
I'll keep `load_candles` for high/low arrays (SL/TP checks), but get bricks/vidya/price from the chart API. I also need to handle the `i` index — used for `low[i]`, `high[i]`, `vidya5[i]`, `vidya5[i-1]`, and `ts[i]` comparisons. With chart-derived values, `i` no longer maps to the local candle array for vidya5. Let me carefully rewire.
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n+++ b//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n@@ -457,17 +457,35 @@\n \n st = load_day_state(self.config.name, today)\n \n+ # 5-min candle highs/lows are still read from the local DB for SL/TP\n+ # level checks (the chart API does not expose per-candle H/L arrays).\n ts, close, high, low = load_candles(self.config.db_path)\n if not ts:\n self.logger.warning(\"No candle data\")\n return\n+ i = len(ts) - 1 # last local 5-min candle index — used only for high[i]/low[i]\n+\n+ # HTF boundary lines from the chart's daily-vidya endpoint.\n lipi, anchor = chart_htf_lines(self.config.symbol, self.config.exchange, today)\n- bricks = build_renko_bricks(close, ts, self.config.brick_size)\n+\n+ # Renko bricks, 5-min VIDYA, slope, SMA, and price come from the chart's\n+ # renko-signal endpoint — the same bricks/VIDYA drawn on the chart. The\n+ # bot no longer builds renko bricks or computes 5-min VIDYA in-process.\n+ sig = chart_renko_signal(self.config.symbol, self.config.exchange)\n+ if not sig or not sig[\"bricks\"]:\n+ self.logger.warning(f\"No chart renko-signal for {self.config.symbol} — skipping poll\")\n+ return\n+ bricks = sig[\"bricks\"]\n brick_ts = [b[\"date\"] for b in bricks]\n- vidya5 = compute_vidya_values(close, VIDYA_PERIOD, VIDYA_SMOOTH)\n-\n- i = len(ts) - 1\n- price = close[i]\n+ price = sig[\"price\"]\n+ # Chart-derived VIDYA: current value, previous value, and rising flag.\n+ vidya_now = sig[\"vidya\"]\n+ vidya_prev = sig[\"vidya_prev\"]\n+ vidya_rising = sig[\"vidya_rising\"]\n+ # Use the chart's signal timestamp as the \"current candle\" reference for\n+ # brick-pair freshness checks (replaces ts[i] in those comparisons).\n+ cur_ts = sig[\"ts\"] or ts[i]\n+\n zone = \"NO_DATA\"\n if lipi is not None and anchor is not None:\n upper, lower = max(lipi, anchor), min(lipi, anchor)\n", "files_modified": ["/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"], "lint": {"status": "ok", "output": ""}, "resolved_path": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"}
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
Now update the references to `vidya5[i]`, `vidya5[i-1]`, `ts[i]` in brick freshness checks, and the adopted-position `entry_time` field. Let me view the current state of the relevant sections.
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: read_file]
{"content": "487| cur_ts = sig[\"ts\"] or ts[i]\n488|\n489| zone = \"NO_DATA\"\n490| if lipi is not None and anchor is not None:\n491| upper, lower = max(lipi, anchor), min(lipi, anchor)\n492| zone = \"LONG\" if price > upper else \"SHORT\" if price < lower else \"NO_TRADE\"\n493|\n494| # ── reconcile state position with broker (broker = truth) ─────────\n495| broker_pos = get_broker_position_for_underlying(self.config.symbol, self.config.order_broker)\n496| pos = st.get(\"position\")\n497| if pos and not broker_pos:\n498| self.logger.warning(f\"State position {pos['option_symbol']} not at broker — cleared (external exit)\")\n499| st[\"position\"] = None\n500| pos = None\n501| if broker_pos and not pos:\n502| # Adopt unknown position conservatively (bot restarted mid-trade)\n503| sym = broker_pos.get(\"symbol\", \"\")\n504| direction = \"LONG\" if sym.endswith(\"CE\") else \"SHORT\"\n505| nb = len(bricks)\n506| prior = bricks[nb - 3] if nb >= 3 else {\"low\": price, \"high\": price}\n507| pos = {\"dir\": direction, \"entry\": price,\n508| \"sl\": (prior[\"low\"] - TICK_SIZE) if direction == \"LONG\" else (prior[\"high\"] + TICK_SIZE),\n509| \"target\": (price + TP1_BRICKS * self.config.brick_size) if direction == \"LONG\"\n510| else (price - TP1_BRICKS * self.config.brick_size),\n511| \"tp1_done\": abs(int(broker_pos.get(\"quantity\", 0))) <= (self.config.lot_size or 10**9),\n512| \"entry_time\": ts[i],\n513| \"option_symbol\": sym,\n514| \"option_exchange\": broker_pos.get(\"exchange\", \"NFO\"),\n515| \"quantity\": abs(int(broker_pos.get(\"quantity\", 0)))}\n516| st[\"position\"] = pos\n517| self.logger.warning(f\"ADOPTED broker position {sym} x{pos['quantity']} as {direction} \"\n518| f\"with reconstructed levels (entry≈{price})\")\n519|\n520| # ── manage open position ───────────────────────────────────────────\n521| if pos:\n522| action = \"HOLD\"\n523| full_qty = pos[\"quantity\"]\n524| lot_qty = pos.get(\"lot_qty\") or (self.config.lot_size or full_qty)\n525| sqoff = now_hhmm >= \"15:15\"\n526| # ₹ mode active only when the user filled BOTH columns\n527| inr_mode = self.config.tp_inr > 0 and self.config.sl_inr > 0\n528| live_pnl = float(broker_pos.get(\"pnl\", 0) or 0) if broker_pos else 0.0\n529|\n530| if inr_mode:\n531| sl_hit = (not pos[\"tp1_done\"]) and live_pnl <= -abs(self.config.sl_inr)\n532| be_hit = pos[\"tp1_done\"] and live_pnl <= 0 # runner breakeven protect\n533| else:\n534| sl_hit =
... [8141 chars total, truncated]
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: read_file]
{"content": "607| elif i == 0 or vidya5[i] is None or vidya5[i - 1] is None:\n608| decision = \"vidya warming\"\n609| else:\n610| nb = bisect.bisect_right(brick_ts, ts[i])\n611| fresh_pair = (nb >= 3 and bricks[nb - 1][\"date\"] == ts[i]\n612| and bricks[nb - 1][\"direction\"] == bricks[nb - 2][\"direction\"])\n613| if not fresh_pair:\n614| decision = \"no fresh brick pair\"\n615| elif bricks[nb - 1][\"date\"] == st.get(\"traded_pair_ts\"):\n616| decision = \"already traded this pair — waiting for next signal\"\n617| else:\n618| b1 = bricks[nb - 1]\n619| prior = bricks[nb - 3]\n620| rising = vidya5[i] > vidya5[i - 1]\n621| pair_dir = \"LONG\" if b1[\"direction\"] == \"up\" else \"SHORT\"\n622| # Signals must ALTERNATE: after a traded CE (LONG) the next\n623| # entry must be a PE (SHORT) and vice versa. First trade of\n624| # the day is free. Applies to actual trades only.\n625| if st.get(\"last_dir\") == pair_dir:\n626| decision = f\"alternation — last trade {pair_dir}, waiting for opposite signal\"\n627| elif zone == \"LONG\" and b1[\"direction\"] == \"up\" and rising:\n628| st[\"position\"] = self._enter(\"LONG\", price, prior)\n629| if st[\"position\"]:\n630| st[\"traded_pair_ts\"] = b1[\"date\"]\n631| st[\"last_dir\"] = \"LONG\"\n632| decision = \"ENTRY LONG\" if st[\"position\"] else \"entry failed\"\n633| elif zone == \"SHORT\" and b1[\"direction\"] == \"down\" and not rising:\n634| st[\"position\"] = self._enter(\"SHORT\", price, prior)\n635| if st[\"position\"]:\n636| st[\"traded_pair_ts\"] = b1[\"date\"]\n637| st[\"last_dir\"] = \"SHORT\"\n638| decision = \"ENTRY SHORT\" if st[\"position\"] else \"entry failed\"\n639| else:\n640| decision = f\"pair={b1['direction']} but zone/slope mismatch\"\n641|\n642| self.logger.info(f\"POLL {self.config.symbol} | u={price} zone={zone} \"\n643| f\"lipi={lipi and round(lipi, 2)} anchor={anchor and round(anchor, 2)} | \"\n644| f\"FLAT → {decision} | losses={st['consec_losses']}/{MAX_CONSEC_LOSSES} halted={st['halted']}\")\n645| save_day_state(self.config.name, st)\n646|\n647| # ── loop ─────────────────────────────────────────────────────────────────\n648| def run_loop(self):\n649| self.logger.info(f\"═══ GLV {self.config.symbol} STARTED ═══ broker={self.config.order_broker} \"\n650| f\"brick={self.config.brick_size} lots={LOTS_PER_TRADE} poll={POLL_INTER
... [4919 chars total, truncated]
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
Now I'll update the remaining references: the adopted-position `entry_time: ts[i]`, the runner TP2 `bisect.bisect_right(brick_ts, ts[i])`, the vidya5 warming check, the entry-scan `bisect.bisect_right(brick_ts, ts[i])` and `ts[i]` freshness comparison, and `rising = vidya5[i] > vidya5[i-1]`.
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n+++ b//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n@@ -509,7 +509,7 @@\n \"target\": (price + TP1_BRICKS * self.config.brick_size) if direction == \"LONG\"\n else (price - TP1_BRICKS * self.config.brick_size),\n \"tp1_done\": abs(int(broker_pos.get(\"quantity\", 0))) <= (self.config.lot_size or 10**9),\n- \"entry_time\": ts[i],\n+ \"entry_time\": cur_ts,\n \"option_symbol\": sym,\n \"option_exchange\": broker_pos.get(\"exchange\", \"NFO\"),\n \"quantity\": abs(int(broker_pos.get(\"quantity\", 0)))}\n", "files_modified": ["/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"], "lint": {"status": "ok", "output": ""}, "_warning": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py was last read with offset/limit pagination (partial view). Re-read the whole file before overwriting it.", "resolved_path": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"}
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n+++ b//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n@@ -576,7 +576,7 @@\n action = \"EXIT TP full (1 lot)\"\n else:\n # runner: exit on first opposing brick formed after entry\n- nb = bisect.bisect_right(brick_ts, ts[i])\n+ nb = bisect.bisect_right(brick_ts, cur_ts)\n if nb >= 1:\n last_b = bricks[nb - 1]\n opposing = (last_b[\"direction\"] == \"down\") if pos[\"dir\"] == \"LONG\" else (last_b[\"direction\"] == \"up\")\n", "files_modified": ["/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"], "lint": {"status": "ok", "output": ""}, "resolved_path": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"}
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
Now the entry-scan section with `vidya5[i]` and `ts[i]`:
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n+++ b//home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n@@ -604,11 +604,11 @@\n decision = f\"past cutoff {ENTRY_CUTOFF}\"\n elif zone in (\"NO_TRADE\", \"NO_DATA\"):\n decision = f\"zone={zone}\"\n- elif i == 0 or vidya5[i] is None or vidya5[i - 1] is None:\n+ elif vidya_now is None or vidya_prev is None:\n decision = \"vidya warming\"\n else:\n- nb = bisect.bisect_right(brick_ts, ts[i])\n- fresh_pair = (nb >= 3 and bricks[nb - 1][\"date\"] == ts[i]\n+ nb = bisect.bisect_right(brick_ts, cur_ts)\n+ fresh_pair = (nb >= 3 and bricks[nb - 1][\"date\"] == cur_ts\n and bricks[nb - 1][\"direction\"] == bricks[nb - 2][\"direction\"])\n if not fresh_pair:\n decision = \"no fresh brick pair\"\n@@ -617,7 +617,7 @@\n else:\n b1 = bricks[nb - 1]\n prior = bricks[nb - 3]\n- rising = vidya5[i] > vidya5[i - 1]\n+ rising = vidya_rising # chart-computed VIDYA slope\n pair_dir = \"LONG\" if b1[\"direction\"] == \"up\" else \"SHORT\"\n # Signals must ALTERNATE: after a traded CE (LONG) the next\n # entry must be a PE (SHORT) and vice versa. First trade of\n", "files_modified": ["/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"], "lint": {"status": "ok", "output": ""}, "resolved_path": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py"}
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
Now let me enhance the POLL log lines to show chart-derived VIDYA/SMA so we can confirm in the test. Let me also enhance the FLAT/POLL log to include the chart-derived values.
2026-07-27 12:20
TOOL (hermes, glm-5.2)
[Tool: patch]
{"success": false, "error": "old_string and new_string are identical"}
2026-07-27 12:20
ASSISTANT (hermes, glm-5.2)
Let me update both POLL log lines to include chart-derived VIDYA/SMA. They differ by `POS` vs `FLAT`:
Now let me also update the market-closed monitor-only log to use chart-derived values too, for consistency. Actually, the closed-market branch only fetches lipi/anchor and doesn't compute bricks/vidya — that's fine to leave. But let me verify there are no remaining references to `vidya5`, `build_renko_bricks`, or `compute_vidya_values` in the active poll path.
2026-07-27 12:21
TOOL (hermes, glm-5.2)
[Tool: search_files]
{"total_count": 8, "matches_format": "path-grouped: each file path on its own line, followed by indented '<line>: <content>' rows for matches in that file", "matches_text": "/home/ubuntu/bots/google_daily_lipi_vidya/bot.py\n 78: build_renko_bricks = _se.build_renko_bricks\n 79: compute_vidya_values = _se.compute_vidya_values\n 141: lipi = compute_vidya_values(dc, VIDYA_PERIOD, VIDYA_SMOOTH)[-1]\n 144: bricks = build_renko_bricks(close[:len(sub_ts)], sub_ts, brick_size)\n 146: anchor = compute_vidya_values([b[\"close\"] for b in bricks], VIDYA_PERIOD, VIDYA_SMOOTH)[-1]\n 197: # Normalise brick field types to match build_renko_bricks() output.\n 593: f\"vidya5={vidya_now and round(vidya_now, 2)} vidya_prev={vidya_prev and round(vidya_prev, 2)} \"\n 647: f\"vidya5={vidya_now and round(vidya_now, 2)} vidya_prev={vidya_prev and round(vidya_prev, 2)} \""}
2026-07-27 12:21
ASSISTANT (hermes, glm-5.2)
The `vidya5` references on 593/647 are just log labels (now showing chart-derived `vidya_now`). Lines 141/144/146 are in the old `htf_lines()` local function — not called in the poll loop (chart_htf_lines is used instead). Line 197 is a comment. The imports on 78-79 are still loaded but unused in the poll path.
Now let me run the test.
The test works. The last log line (12:21:29, from our `--once` run) shows the chart-derived values: `vidya5=11816.59 vidya_prev=11817.56 rising=False sma=11799.0 renko_dir=up bricks_n=20 (chart)`. The earlier lines are from the running service (still using the old code, as expected — we didn't restart it).
Let me verify the new run actually hit the chart_renko_signal path and that `--once` exited cleanly. Let me check for any errors and confirm the `u=11800.0` matches the API's `price: 11800.0`.
Everything confirms. The `--once` test matches the API exactly: price=11800.0, 20 bricks, vidya=11816.59, vidya_prev=11817.56, rising=False, sma=11799.0, renko_dir=up. No errors.
## Summary
**Task complete.** Rewired the GLV bot's poll loop to fetch all computed values from the chart API instead of computing them in-process.
### What changed (`/home/ubuntu/bots/google_daily_lipi_vidya/bot.py`)
- **Added `chart_renko_signal(symbol, exchange)`** — calls `GET http://127.0.0.1:5050/api/renko-signal/<SYM>?exchange=<exch>` and returns a normalised dict: `price`, `ts`, `bricks` (list with `date/direction/open/high/low/close` matching `build_renko_bricks` output), `vidya`, `vidya_prev`, `vidya_rising`, `sma`, `renko_dir`, `renko_close`. Returns `None` on failure (→ bot skips the poll).
- **Rewired `check_and_trade()` poll loop:**
- Replaced `bricks = build_renko_bricks(...)` and `vidya5 = compute_vidya_values(...)` with one `chart_renko_signal()` call.
- `price`, `bricks`, `brick_ts`, VIDYA current/prev, `vidya_rising`, and `sma` all come from the chart endpoint.
- `cur_ts` (chart's signal timestamp) replaces `ts[i]` in brick-pair freshness checks and `bisect.bisect_right` calls; adopted-position `entry_time` now uses `cur_ts`.
- `rising = vidya5[i] > vidya5[i-1]` → `rising = vidya_rising` (chart-computed slope).
- Vidya-warming guard now checks `vidya_now is None or vidya_prev is None`.
- **Kept** `load_candles()` for `high[i]`/`low[i]` arrays used in SL/TP level checks (the chart API doesn't expose per-candle H/L arrays) and for `ts[i]` fallback if chart `ts` is empty.
- **Kept** `chart_htf_lines()` for lipi/anchor HTF boundaries — unchanged.
- **Kept** all entry/exit decision logic (zones, fresh-pair, alternation, ₹-mode, TP1/TP2, squareoff, 2-loss rule) — only the value source changed.
- **Enriched both POLL log lines** (POS and FLAT) with `vidya5=`, `vidya_prev=`, `rising=`, `sma=`, `renko_dir=`, `bricks_n=… (chart)` so chart-derived values are visible in logs.
### Verification
- `python3 bot.py --symbol ULTRACEMCO --once` exited cleanly (exit 0, no traceback).
- Log line confirms chart-derived values: `u=11800.0 ... vidya5=11816.59 vidya_prev=11817.56 rising=False sma=11799.0 renko_dir=up bricks_n=20 (chart)`.
- Direct `chart_renko_signal()` call matches the raw API response exactly.
- Service was NOT restarted (earlier log lines still show the old format from the running service, as expected).
### Issues
- None. The `--once` run shows `FLAT → HALTED (2-loss rule)` because the bot's day-state has 2 consecutive losses recorded for ULTRACEMCO today — that's existing state logic working correctly, not a bug introduced by this change.