docs: update documentation to reflect Inverse ETP strategy and virtual balance logic

GEMINI.md

@@ -1,11 +1,11 @@
 # Trading212 Python Scalping Bot - "Touch & Turn" (Opening Range Reversal)
 
-This project implements the "Touch & Turn" scalping strategy, originally designed for ProRealTime, translated into Python for the Trading212 API.
+This project implements the "Touch & Turn" scalping strategy, originally designed for ProRealTime, translated into Python for the Trading212 API. It is optimized for the UK ISA environment using Inverse ETPs for shorting.
 
 ## Project Overview
 
 *   **Strategy:** Opening Range Liquidity Reversal (Touch & Turn).
-*   **Asset Class:** US Stocks (e.g., Netflix, Apple, Tesla).
+*   **Asset Class:** US Stocks (e.g., NVDA, ARM, TSLA).
 *   **Timeframe:** 15-minute chart.
 *   **Operating Window:** 09:30 - 11:00 EST (Opening of the US Regular Trading Session).
 
@@ -13,26 +13,28 @@ This project implements the "Touch & Turn" scalping strategy, originally designe
 
 1.  **Identify the Opening Candle:** Capture the `High`, `Low`, `Open`, and `Close` of the first 15-minute candle of the session (09:30 to 09:45 EST).
 2.  **Filter for Liquidity:** 
-    - Calculate the 14-day ATR (Average True Range).
-    - The opening range (`High - Low`) must be at least **25% of the ATR**. If smaller, the bot stays flat for the day.
+    - The opening range (`High - Low`) must be at least **25% of the 14-day ATR**. If smaller, the bot stays flat.
 3.  **Determine Direction:**
-    - If the candle is **Bearish** (Close < Open): Prepare for a **LONG** entry at the `Low`.
-    - If the candle is **Bullish** (Close > Open): Prepare for a **SHORT** entry at the `High`.
-4.  **Calculate Targets (Fibonacci):**
-    - The target price is the **38.2% Fibonacci level** of the opening candle's range.
-5.  **Risk Management:**
-    - **Take Profit (TP):** The distance from the entry to the 38.2% Fib level.
-    - **Stop Loss (SL):** Half the TP distance (Risk:Reward ratio of 1:2).
-6.  **Automatic Exit:** Force close any open positions at 11:00 EST.
+    - If the candle is **Bearish** (Close < Open): Prepare for a **LONG** entry.
+    - If the candle is **Bullish** (Close > Open): Prepare for a **SHORT** entry.
+4.  **ISA-Compliant Shorting:** 
+    - Since standard shorting is forbidden in a UK ISA, the bot automatically substitutes SHORT signals with **BUY orders for 3x Inverse ETPs** (e.g., 3SLA for TSLA).
+5.  **Execution:**
+    - Uses **Market Orders** at 09:45 EST for immediate entry.
+    - Recalculates SL/TP brackets based on the **Actual Fill Price** fetched from the portfolio.
+6.  **Risk Management:**
+    - **Position Sizing:** Risks **1% of account balance** per trade.
+    - **Virtual Balance:** In demo mode, subtracts £4,750 from total value to simulate a realistic £250 starting point.
+    - **Targets:** 38.2% Fibonacci retracement level. Risk:Reward ratio of 1:2.
+7.  **Automatic Exit:** Force close any open positions at 11:00 EST via Market Order.
 
 ## Technical Architecture
 
-*   **API Client (`src/api/client.py`):** Handles REST calls to Trading212.
-*   **Strategy Engine (`src/strategy/touch_turn.py`):**
-    - Monitors the clock for the 09:45 EST trigger.
-    - Fetches 14-day ATR and the 09:30-09:45 15m candle.
-    - Calculates entry/TP/SL levels.
-*   **Execution Engine (`src/execution/manager.py`):** Places the limit orders and manages the position lifetime.
+*   **API Client (`src/api/client.py`):** Handles REST Basic Auth calls to Trading212.
+*   **Strategy Engine (`src/strategy/touch_turn.py`):** Calculates setup, Fibonacci levels, and percentage-based targets.
+*   **Execution Manager (`src/execution/manager.py`):** Handles ticker swapping for ISA mode, market order placement, protection bracketing, and status monitoring.
+*   **Orchestrator (`main.py`):** Automates the morning routine: scanning, backtesting, and spawning parallel execution threads.
+*   **Data resilient:** Implements retry loops and random jitter to handle API delays and rate limits (429/403/404 errors).
 
 ## Getting Started
 
@@ -41,13 +43,18 @@ This project implements the "Touch & Turn" scalping strategy, originally designe
     pip install -r requirements.txt
     ```
 2.  **Configuration:** 
-    - Set `TRADING212_API_KEY` and `TRADING212_BASE_URL` in your `.env` file.
-    - Ensure your system clock is accurate or handle timezone conversions to EST.
+    - Set credentials in your `.env` file.
+    - `ISA_MODE=True` enables Inverse ETP substitution.
+3.  **Operation:**
+    - Best deployed via a systemd timer at 09:30 America/New_York time.
 
 ## TODOs
 
 - [x] Document the strategy logic.
-- [x] Implement ATR calculation in the strategy engine.
-- [x] Implement the 15m candle capture logic.
-- [x] Implement the entry/exit order placement logic in the execution manager.
-- [x] Create a backtesting script (optional but recommended).
+- [x] Implement ATR calculation and Fibonacci targets.
+- [x] Implement 15m candle capture with timezone resilience.
+- [x] Implement ISA-compliant shorting via Inverse ETP mapping.
+- [x] Implement Risk-based position sizing (Virtual Balance logic).
+- [x] Create a leaderboard-based backtesting engine.
+- [x] Implement resilient execution (Retry loops, Jitter, Portfolio-checks).
+- [x] Add daily logging and P&L tracking (CSV).