feat(trader): add regime classification and breakout detection

Implements Tasks 6-9 for grid market regime awareness:
- Task 6: classifyRegimeLevel with Bollinger/ATR thresholds
- Task 7: detectBoxBreakout for multi-period box breakouts
- Task 8: confirmBreakout with 3-candle confirmation logic
- Task 9: getBreakoutAction mapping breakout levels to actions

trader/grid_regime.go

@@ -0,0 +1,196 @@
+package trader
+
+import (
+	"nofx/market"
+	"nofx/store"
+	"time"
+)
+
+// ============================================================================
+// Task 6: Regime Level Classification
+// ============================================================================
+
+// classifyRegimeLevel determines the regime level based on market indicators
+// bollingerWidth: Bollinger band width as percentage
+// atr14Pct: ATR14 as percentage of current price
+func classifyRegimeLevel(bollingerWidth, atr14Pct float64) market.RegimeLevel {
+	// Narrow: Bollinger < 2%, ATR < 1%
+	if bollingerWidth < 2.0 && atr14Pct < 1.0 {
+		return market.RegimeLevelNarrow
+	}
+
+	// Standard: Bollinger 2-3%, ATR 1-2%
+	if bollingerWidth <= 3.0 && atr14Pct <= 2.0 {
+		return market.RegimeLevelStandard
+	}
+
+	// Wide: Bollinger 3-4%, ATR 2-3%
+	if bollingerWidth <= 4.0 && atr14Pct <= 3.0 {
+		return market.RegimeLevelWide
+	}
+
+	// Volatile: Bollinger > 4%, ATR > 3%
+	return market.RegimeLevelVolatile
+}
+
+// getRegimeLeverageLimit returns the effective leverage limit for a regime level
+func getRegimeLeverageLimit(level market.RegimeLevel, config *store.GridConfigModel) int {
+	switch level {
+	case market.RegimeLevelNarrow:
+		if config.NarrowRegimeLeverage > 0 {
+			return config.NarrowRegimeLeverage
+		}
+		return 2
+	case market.RegimeLevelStandard:
+		if config.StandardRegimeLeverage > 0 {
+			return config.StandardRegimeLeverage
+		}
+		return 4
+	case market.RegimeLevelWide:
+		if config.WideRegimeLeverage > 0 {
+			return config.WideRegimeLeverage
+		}
+		return 3
+	case market.RegimeLevelVolatile:
+		if config.VolatileRegimeLeverage > 0 {
+			return config.VolatileRegimeLeverage
+		}
+		return 2
+	default:
+		return 2 // Conservative default
+	}
+}
+
+// getRegimePositionLimit returns the position limit percentage for a regime level
+func getRegimePositionLimit(level market.RegimeLevel, config *store.GridConfigModel) float64 {
+	switch level {
+	case market.RegimeLevelNarrow:
+		if config.NarrowRegimePositionPct > 0 {
+			return config.NarrowRegimePositionPct
+		}
+		return 40.0
+	case market.RegimeLevelStandard:
+		if config.StandardRegimePositionPct > 0 {
+			return config.StandardRegimePositionPct
+		}
+		return 70.0
+	case market.RegimeLevelWide:
+		if config.WideRegimePositionPct > 0 {
+			return config.WideRegimePositionPct
+		}
+		return 60.0
+	case market.RegimeLevelVolatile:
+		if config.VolatileRegimePositionPct > 0 {
+			return config.VolatileRegimePositionPct
+		}
+		return 40.0
+	default:
+		return 40.0 // Conservative default
+	}
+}
+
+// ============================================================================
+// Task 7: Breakout Detection
+// ============================================================================
+
+// detectBoxBreakout checks if price has broken out of any box level
+// Returns the highest breakout level and direction
+func detectBoxBreakout(box *market.BoxData) (market.BreakoutLevel, string) {
+	if box == nil {
+		return market.BreakoutNone, ""
+	}
+
+	price := box.CurrentPrice
+
+	// Check long box first (highest priority)
+	if price > box.LongUpper {
+		return market.BreakoutLong, "up"
+	}
+	if price < box.LongLower {
+		return market.BreakoutLong, "down"
+	}
+
+	// Check mid box
+	if price > box.MidUpper {
+		return market.BreakoutMid, "up"
+	}
+	if price < box.MidLower {
+		return market.BreakoutMid, "down"
+	}
+
+	// Check short box
+	if price > box.ShortUpper {
+		return market.BreakoutShort, "up"
+	}
+	if price < box.ShortLower {
+		return market.BreakoutShort, "down"
+	}
+
+	return market.BreakoutNone, ""
+}
+
+// ============================================================================
+// Task 8: Breakout Confirmation Logic
+// ============================================================================
+
+const BreakoutConfirmRequired = 3 // 3 candles to confirm breakout
+
+// BreakoutState tracks the current breakout state
+type BreakoutState struct {
+	Level        market.BreakoutLevel
+	Direction    string
+	ConfirmCount int
+	StartTime    time.Time
+}
+
+// confirmBreakout updates breakout state and returns true if breakout is confirmed
+func confirmBreakout(state *BreakoutState, currentLevel market.BreakoutLevel, direction string) bool {
+	// If price returned to box, reset state
+	if currentLevel == market.BreakoutNone {
+		state.ConfirmCount = 0
+		state.Level = market.BreakoutNone
+		state.Direction = ""
+		return false
+	}
+
+	// If same breakout continues, increment count
+	if state.Level == currentLevel && state.Direction == direction {
+		state.ConfirmCount++
+	} else {
+		// New breakout, reset count
+		state.Level = currentLevel
+		state.Direction = direction
+		state.ConfirmCount = 1
+		state.StartTime = time.Now()
+	}
+
+	return state.ConfirmCount >= BreakoutConfirmRequired
+}
+
+// ============================================================================
+// Task 9: Breakout Handler
+// ============================================================================
+
+// BreakoutAction represents the action to take on breakout
+type BreakoutAction int
+
+const (
+	BreakoutActionNone BreakoutAction = iota
+	BreakoutActionReducePosition // Short box breakout: reduce to 50%
+	BreakoutActionPauseGrid      // Mid box breakout: pause grid + cancel orders
+	BreakoutActionCloseAll       // Long box breakout: pause + cancel + close all
+)
+
+// getBreakoutAction returns the appropriate action for a breakout level
+func getBreakoutAction(level market.BreakoutLevel) BreakoutAction {
+	switch level {
+	case market.BreakoutShort:
+		return BreakoutActionReducePosition
+	case market.BreakoutMid:
+		return BreakoutActionPauseGrid
+	case market.BreakoutLong:
+		return BreakoutActionCloseAll
+	default:
+		return BreakoutActionNone
+	}
+}

trader/grid_regime_test.go

@@ -0,0 +1,122 @@
+package trader
+
+import (
+	"nofx/market"
+	"testing"
+)
+
+func TestClassifyRegimeLevel(t *testing.T) {
+	tests := []struct {
+		name           string
+		bollingerWidth float64
+		atr14Pct       float64
+		expected       market.RegimeLevel
+	}{
+		{"narrow", 1.5, 0.8, market.RegimeLevelNarrow},
+		{"standard", 2.5, 1.5, market.RegimeLevelStandard},
+		{"wide", 3.5, 2.5, market.RegimeLevelWide},
+		{"volatile", 5.0, 4.0, market.RegimeLevelVolatile},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := classifyRegimeLevel(tt.bollingerWidth, tt.atr14Pct)
+			if result != tt.expected {
+				t.Errorf("Expected %v, got %v", tt.expected, result)
+			}
+		})
+	}
+}
+
+func TestDetectBoxBreakout(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95,
+	}
+
+	// No breakout
+	level, direction := detectBoxBreakout(box)
+	if level != market.BreakoutNone {
+		t.Errorf("Expected no breakout, got %v", level)
+	}
+
+	// Short breakout up
+	box.CurrentPrice = 101
+	level, direction = detectBoxBreakout(box)
+	if level != market.BreakoutShort || direction != "up" {
+		t.Errorf("Expected short breakout up, got %v %v", level, direction)
+	}
+
+	// Mid breakout down
+	box.CurrentPrice = 84
+	level, direction = detectBoxBreakout(box)
+	if level != market.BreakoutMid || direction != "down" {
+		t.Errorf("Expected mid breakout down, got %v %v", level, direction)
+	}
+
+	// Long breakout up
+	box.CurrentPrice = 112
+	level, direction = detectBoxBreakout(box)
+	if level != market.BreakoutLong || direction != "up" {
+		t.Errorf("Expected long breakout up, got %v %v", level, direction)
+	}
+}
+
+func TestBreakoutConfirmation(t *testing.T) {
+	state := &BreakoutState{
+		Level:        market.BreakoutNone,
+		Direction:    "",
+		ConfirmCount: 0,
+	}
+
+	// First detection
+	confirmed := confirmBreakout(state, market.BreakoutShort, "up")
+	if confirmed || state.ConfirmCount != 1 {
+		t.Errorf("Expected not confirmed, count=1, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
+	}
+
+	// Second confirmation
+	confirmed = confirmBreakout(state, market.BreakoutShort, "up")
+	if confirmed || state.ConfirmCount != 2 {
+		t.Errorf("Expected not confirmed, count=2, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
+	}
+
+	// Third confirmation - should confirm
+	confirmed = confirmBreakout(state, market.BreakoutShort, "up")
+	if !confirmed || state.ConfirmCount != 3 {
+		t.Errorf("Expected confirmed, count=3, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
+	}
+
+	// Reset on price return
+	state.ConfirmCount = 2
+	confirmed = confirmBreakout(state, market.BreakoutNone, "")
+	if state.ConfirmCount != 0 {
+		t.Errorf("Expected count reset to 0, got %d", state.ConfirmCount)
+	}
+}
+
+func TestGetBreakoutAction(t *testing.T) {
+	tests := []struct {
+		level    market.BreakoutLevel
+		expected BreakoutAction
+	}{
+		{market.BreakoutNone, BreakoutActionNone},
+		{market.BreakoutShort, BreakoutActionReducePosition},
+		{market.BreakoutMid, BreakoutActionPauseGrid},
+		{market.BreakoutLong, BreakoutActionCloseAll},
+	}
+
+	for _, tt := range tests {
+		t.Run(string(tt.level), func(t *testing.T) {
+			action := getBreakoutAction(tt.level)
+			if action != tt.expected {
+				t.Errorf("Expected %v, got %v", tt.expected, action)
+			}
+		})
+	}
+}