ENT Entry Gate Systems

class EntryFilter:
    """L2 entry gate — filters L1 signals by market conditions."""
    
    def __init__(self, max_spread_ratio=2.0, min_confidence=0.55):
        self.max_spread_ratio = max_spread_ratio
        self.min_confidence = min_confidence
    
    def evaluate(self, l1_signal, market_context):
        """Decide whether to enter on an L1 signal."""
        reasons = []
        
        # Spread check
        spread_ratio = market_context['current_spread'] / market_context['avg_spread']
        if spread_ratio > self.max_spread_ratio:
            reasons.append(f"Spread too wide: {spread_ratio:.1f}x normal")
        
        # Confidence check
        if l1_signal['probability'] < self.min_confidence:
            reasons.append(f"Low confidence: {l1_signal['probability']:.2f}")
        
        # Regime check
        regime = market_context.get('regime', 'unknown')
        signal_type = l1_signal.get('type', 'trend')
        if regime == 'choppy' and signal_type == 'trend':
            reasons.append("Regime mismatch: trend signal in choppy market")
        
        # Drawdown check
        dd_zone = market_context.get('dd_zone', 'NORMAL')
        if dd_zone in ('DANGER', 'CRITICAL'):
            if l1_signal['probability'] < 0.60:
                reasons.append(f"DD zone {dd_zone}: need higher confidence")
        
        if reasons:
            return {'decision': 'SKIP', 'reasons': reasons}
        return {'decision': 'ENTER', 'reasons': ['All checks passed']}