pre_open_scan.py

"""Kaz pre-open scan — runs at 6:15am PDT (9:15am ET), 15 minutes before market open.

Goals:
  1. Show last known prices vs entry for all positions — set expectations before open
  2. Warn if any position is at or past stop threshold based on prior close
  3. Flag upcoming macro events (CPI, FOMC, earnings windows) for the next 3 days
  4. Remind about any planned trades (from playbook)
  5. Post a brief pre-market briefing to fleet chat

Does NOT auto-execute trades — that's for market_scan.py after open.
Extended hours prices not available on paper/IEX plan, so uses prior close.
"""

import os
import subprocess
import sys
from datetime import datetime, timezone, timedelta

sys.path.insert(0, "/Users/services/drebin/tools")
sys.path.insert(0, "/Users/services/kaz")

from alpaca_client import get_positions, get_clock, get_account

CHAT_CHANNEL = "#kaz"
STOP_LOSS_PCT = 0.03   # -3%

# ── Macro event calendar ─────────────────────────────────────────────────────
# Add events here as they become known. Format: (date_str, label, impact)
# impact: "HIGH" | "MED" — HIGH events warrant extra caution
MACRO_EVENTS = [
    ("2026-04-09", "March CPI eve — CPI contracts resolve tomorrow",     "HIGH"),
    ("2026-04-10", "March CPI release — all Kalshi CPI contracts resolve","HIGH"),
    ("2026-04-29", "FOMC meeting begins",                                 "MED"),
    ("2026-04-30", "FOMC rate decision",                                  "HIGH"),
    # Add earnings dates for held symbols as they become known:
    # ("2026-05-06", "HIMS earnings",  "HIGH"),
]


def post_chat(msg):
    try:
        env = {**os.environ, "CHAT_AGENT": "kaz"}
        subprocess.run(
            ["node", "/Users/services/drebin/tools/chat-helper.js", "post", CHAT_CHANNEL, msg],
            env=env, capture_output=True, timeout=15,
        )
    except Exception as e:
        print(f"[chat post failed: {e}]")


def upcoming_events(days_ahead=3):
    """Return macro events within the next N days."""
    today = datetime.now(timezone.utc).date()
    results = []
    for date_str, label, impact in MACRO_EVENTS:
        event_date = datetime.strptime(date_str, "%Y-%m-%d").date()
        delta = (event_date - today).days
        if 0 <= delta <= days_ahead:
            results.append((delta, date_str, label, impact))
    return sorted(results)


def scan():
    try:
        clock = get_clock()
    except Exception as e:
        post_chat(f"⚠️ pre-open-scan: clock fetch failed — {e}")
        return

    # Only run on market days — skip weekends/holidays
    if clock.get("is_open"):
        print("Market already open — pre-open scan running late, proceeding anyway.")

    lines = ["**Pre-open briefing:**"]

    # ── Upcoming macro events ────────────────────────────────────────────────
    events = upcoming_events(days_ahead=3)
    if events:
        lines.append("**Upcoming events:**")
        for delta, date_str, label, impact in events:
            prefix = "🔴" if impact == "HIGH" else "🟡"
            when = "TODAY" if delta == 0 else f"in {delta}d ({date_str})"
            lines.append(f"  {prefix} {when}: {label}")

    # ── Position snapshot from last close ────────────────────────────────────
    try:
        positions = get_positions()
        account   = get_account()
        daily_pnl = float(account.get("equity", 0)) - float(account.get("last_equity", 0))
    except Exception as e:
        post_chat(f"⚠️ pre-open-scan: positions fetch failed — {e}")
        return

    if not positions:
        lines.append("No open positions. All cash.")
    else:
        lines.append("**Positions at prior close:**")
        at_risk = []
        for p in positions:
            sym      = p["symbol"]
            qty      = float(p["qty"])
            avg      = float(p["avg_entry_price"])
            close    = float(p.get("lastday_price", p.get("current_price", avg)))
            pl_pct   = (close - avg) / avg
            pl_abs   = (close - avg) * qty
            flag     = " ⚠️" if pl_pct <= -STOP_LOSS_PCT else ""
            lines.append(
                f"  {sym}: close ${close:.2f} vs entry ${avg:.2f} "
                f"({pl_pct:+.1%}, ${pl_abs:+.2f}){flag}"
            )
            if pl_pct <= -STOP_LOSS_PCT:
                at_risk.append(sym)

        if at_risk:
            lines.append(
                f"**At/past stop threshold at close:** {', '.join(at_risk)} — "
                f"plan exit at open (use: python3 alpaca_client.py sell-position SYMBOL)"
            )

    # ── Planned trades reminder ───────────────────────────────────────────────
    # Read from playbook — extract the Monday plan section if present
    try:
        with open("/Users/services/kaz/playbook.md") as f:
            playbook = f.read()
        # Find pending action lines
        import re
        pending = re.findall(r"^- ((?:SELL|BUY|EVALUATE|CONSIDER)[^\n]+)", playbook, re.MULTILINE)
        if pending:
            lines.append("**Planned trades (from playbook):**")
            for action in pending[:5]:
                lines.append(f"  • {action}")
    except Exception:
        pass

    # ── Next open/close ───────────────────────────────────────────────────────
    lines.append(f"Market opens: {clock.get('next_open', '?')}")

    msg = "\n".join(lines)
    print(msg)
    post_chat(msg)


if __name__ == "__main__":
    try:
        scan()
    except Exception as e:
        post_chat(f"⚠️ pre-open-scan FAILED: {e}")
        sys.exit(1)