kbs 0.0.1 → 0.2.0

data/examples/stock_trading_advanced_dsl.rb

@@ -0,0 +1,404 @@
+#!/usr/bin/env ruby
+
+require_relative '../lib/kbs'
+
+class AdvancedStockTradingSystem
+  include KBS::DSL::ConditionHelpers
+
+  def initialize
+    @kb = nil
+    @portfolio = {
+      cash: 100000,
+      positions: {},
+      total_value: 100000
+    }
+    @market_data = {}
+    setup_rules
+  end
+
+  def setup_rules
+    @kb = KBS.knowledge_base do
+      rule "golden_cross" do
+        priority 15
+        on :technical,
+          indicator: "ma_crossover",
+          ma50: satisfies { |v| v > 0 },
+          ma200: satisfies { |v| v > 0 }
+        on :stock, volume: satisfies { |v| v > 1000000 }
+        without.on :position, status: "open"
+
+        perform do |facts|
+          tech = facts.find { |f| f.type == :technical }
+          stock = facts.find { |f| f.type == :stock }
+          if tech && stock && tech[:ma50] > tech[:ma200] && tech[:ma50_prev] <= tech[:ma200_prev]
+            puts "📈 GOLDEN CROSS: #{stock[:symbol]}"
+            puts "   50-MA: $#{tech[:ma50].round(2)}, 200-MA: $#{tech[:ma200].round(2)}"
+            puts "   Volume: #{stock[:volume].to_s.reverse.scan(/\d{1,3}/).join(',').reverse}"
+            puts "   ACTION: Strong BUY signal"
+          end
+        end
+      end
+
+      rule "momentum_breakout" do
+        priority 12
+        on :stock,
+          price_change: satisfies { |v| v > 3 },
+          volume_ratio: satisfies { |v| v > 1.5 },
+          rsi: satisfies { |v| v.between?(40, 70) }
+        on :market, sentiment: satisfies { |s| ["bullish", "neutral"].include?(s) }
+
+        perform do |facts|
+          stock = facts.find { |f| f.type == :stock }
+          puts "🚀 MOMENTUM BREAKOUT: #{stock[:symbol]}"
+          puts "   Price Change: +#{stock[:price_change]}%"
+          puts "   Volume Spike: #{stock[:volume_ratio]}x average"
+          puts "   RSI: #{stock[:rsi]}"
+          puts "   ACTION: Momentum BUY"
+        end
+      end
+
+      rule "oversold_bounce" do
+        priority 10
+        on :stock,
+          rsi: satisfies { |v| v < 30 },
+          price: satisfies { |p| p > 0 }
+        on :support, level: satisfies { |l| l > 0 }
+
+        perform do |facts|
+          stock = facts.find { |f| f.type == :stock }
+          support = facts.find { |f| f.type == :support }
+          if stock && support && stock[:price] >= support[:level] * 0.98
+            puts "🔄 OVERSOLD REVERSAL: #{stock[:symbol]}"
+            puts "   RSI: #{stock[:rsi]} (oversold)"
+            puts "   Price: $#{stock[:price]} near support $#{support[:level].round(2)}"
+            puts "   ACTION: Reversal BUY opportunity"
+          end
+        end
+      end
+
+      rule "trailing_stop" do
+        priority 18
+        on :position,
+          status: "open",
+          profit_pct: satisfies { |p| p > 5 }
+        on :stock, price: satisfies { |p| p > 0 }
+
+        perform do |facts|
+          position = facts.find { |f| f.type == :position }
+          stock = facts.find { |f| f.type == :stock }
+          if position && stock
+            trailing_stop = position[:high_water] * 0.95
+            if stock[:price] <= trailing_stop
+              puts "🛑 TRAILING STOP: #{position[:symbol]}"
+              puts "   Entry: $#{position[:entry_price]}"
+              puts "   Current: $#{stock[:price]}"
+              puts "   Stop: $#{trailing_stop.round(2)}"
+              puts "   Profit: #{position[:profit_pct].round(1)}%"
+              puts "   ACTION: SELL to lock profits"
+            end
+          end
+        end
+      end
+
+      rule "position_sizing" do
+        priority 8
+        on :signal,
+          action: "buy",
+          confidence: satisfies { |c| c > 0.6 }
+        on :portfolio, cash: satisfies { |c| c > 1000 }
+
+        perform do |facts|
+          signal = facts.find { |f| f.type == :signal }
+          portfolio = facts.find { |f| f.type == :portfolio }
+          if signal && portfolio
+            kelly = (signal[:confidence] * signal[:expected_return] - (1 - signal[:confidence])) / signal[:expected_return]
+            position_size = portfolio[:cash] * [kelly * 0.25, 0.1].min
+            puts "📊 POSITION SIZING: #{signal[:symbol]}"
+            puts "   Confidence: #{(signal[:confidence] * 100).round}%"
+            puts "   Kelly %: #{(kelly * 100).round(1)}%"
+            puts "   Suggested Size: $#{position_size.round(0)}"
+          end
+        end
+      end
+
+      rule "earnings_play" do
+        priority 11
+        on :earnings,
+          days_until: satisfies { |d| d.between?(1, 5) },
+          expected_move: satisfies { |m| m > 5 }
+        on :options,
+          iv: satisfies { |v| v > 30 },
+          iv_rank: satisfies { |r| r > 50 }
+
+        perform do |facts|
+          earnings = facts.find { |f| f.type == :earnings }
+          options = facts.find { |f| f.type == :options }
+          puts "💰 EARNINGS PLAY: #{earnings[:symbol]}"
+          puts "   Days to Earnings: #{earnings[:days_until]}"
+          puts "   Expected Move: ±#{earnings[:expected_move]}%"
+          puts "   IV: #{options[:iv]}% (Rank: #{options[:iv_rank]})"
+          puts "   ACTION: Consider volatility strategy"
+        end
+      end
+
+      rule "sector_rotation" do
+        priority 7
+        on :sector,
+          performance: satisfies { |p| p > 1.1 },
+          trend: "up"
+        on :position,
+          sector: satisfies { |s| s != nil },
+          profit_pct: satisfies { |p| p < 2 }
+
+        perform do |facts|
+          strong_sector = facts.find { |f| f.type == :sector }
+          weak_position = facts.find { |f| f.type == :position }
+          if strong_sector && weak_position && strong_sector[:name] != weak_position[:sector]
+            puts "🔄 SECTOR ROTATION"
+            puts "   From: #{weak_position[:sector]} (underperforming)"
+            puts "   To: #{strong_sector[:name]} (RS: #{strong_sector[:performance]})"
+            puts "   ACTION: Rotate portfolio allocation"
+          end
+        end
+      end
+
+      rule "risk_concentration" do
+        priority 16
+        on :portfolio_metrics, concentration: satisfies { |c| c > 0.3 }
+        on :market, volatility: satisfies { |v| v > 25 }
+
+        perform do |facts|
+          metrics = facts.find { |f| f.type == :portfolio_metrics }
+          puts "⚠️  RISK CONCENTRATION ALERT"
+          puts "   Top Position: #{(metrics[:concentration] * 100).round}% of portfolio"
+          puts "   Market Volatility: Elevated"
+          puts "   ACTION: Reduce position sizes for risk management"
+        end
+      end
+
+      rule "vwap_reversion" do
+        priority 9
+        on :intraday, distance_from_vwap: satisfies { |d| d.abs > 2 }
+
+        perform do |facts|
+          intraday = facts.find { |f| f.type == :intraday }
+          direction = intraday[:distance_from_vwap] > 0 ? "OVERBOUGHT" : "OVERSOLD"
+          puts "📊 VWAP REVERSION: #{intraday[:symbol]}"
+          puts "   Status: #{direction}"
+          puts "   Distance: #{intraday[:distance_from_vwap].round(1)} std devs"
+          puts "   Current: $#{intraday[:price]}"
+          puts "   VWAP: $#{intraday[:vwap].round(2)}"
+          puts "   ACTION: Mean reversion trade"
+        end
+      end
+
+      rule "news_sentiment" do
+        priority 13
+        on :news,
+          sentiment: satisfies { |s| s.abs > 0.7 },
+          volume: satisfies { |v| v > 10 }
+        on :stock, price_change: satisfies { |p| p.abs < 2 }
+
+        perform do |facts|
+          news = facts.find { |f| f.type == :news }
+          stock = facts.find { |f| f.type == :stock }
+          sentiment = news[:sentiment] > 0 ? "POSITIVE" : "NEGATIVE"
+          action = news[:sentiment] > 0 ? "BUY" : "SELL"
+          puts "📰 NEWS CATALYST: #{stock[:symbol]}"
+          puts "   Sentiment: #{sentiment} (#{news[:sentiment].round(2)})"
+          puts "   News Volume: #{news[:volume]} articles"
+          puts "   Price Reaction: #{stock[:price_change].round(1)}% (lagging)"
+          puts "   ACTION: #{action} on sentiment divergence"
+        end
+      end
+
+      rule "correlation_warning" do
+        priority 6
+        on :correlation, value: satisfies { |v| v > 0.8 }
+
+        perform do |facts|
+          corr = facts.find { |f| f.type == :correlation }
+          puts "⚠️  HIGH CORRELATION"
+          puts "   Pairs: #{corr[:symbol1]} <-> #{corr[:symbol2]}"
+          puts "   Correlation: #{corr[:value].round(2)}"
+          puts "   ACTION: Diversify or hedge positions"
+        end
+      end
+
+      rule "gap_fade" do
+        priority 8
+        on :gap, size: satisfies { |s| s.abs > 2 }
+        on :stock, atr: satisfies { |a| a > 0 }
+
+        perform do |facts|
+          gap = facts.find { |f| f.type == :gap }
+          stock = facts.find { |f| f.type == :stock }
+          if gap && stock
+            gap_multiple = gap[:size].abs / (stock[:atr] / stock[:price] * 100)
+            if gap_multiple > 2
+              direction = gap[:size] > 0 ? "SHORT" : "LONG"
+              puts "📉 GAP FADE: #{stock[:symbol]}"
+              puts "   Gap: #{gap[:size].round(1)}%"
+              puts "   ATR Multiple: #{gap_multiple.round(1)}x"
+              puts "   ACTION: #{direction} fade trade"
+            end
+          end
+        end
+      end
+    end
+  end
+
+  def simulate_market_tick(symbols)
+    symbols.each do |symbol|
+      @market_data[symbol] ||= {
+        price: 100 + rand(50),
+        ma50: 100,
+        ma200: 100,
+        volume: 1000000,
+        rsi: 50,
+        high_water: 100
+      }
+
+      data = @market_data[symbol]
+
+      price_change = rand(-5.0..5.0)
+      data[:price] = (data[:price] * (1 + price_change / 100)).round(2)
+      data[:ma50] = (data[:ma50] * 0.98 + data[:price] * 0.02).round(2)
+      data[:ma200] = (data[:ma200] * 0.995 + data[:price] * 0.005).round(2)
+      data[:volume] = (1000000 * (0.5 + rand * 2)).to_i
+      data[:rsi] = [[data[:rsi] + rand(-10..10), 0].max, 100].min
+      data[:high_water] = [data[:high_water], data[:price]].max
+
+      @kb.fact :stock, {
+        symbol: symbol,
+        price: data[:price],
+        volume: data[:volume],
+        rsi: data[:rsi],
+        price_change: price_change,
+        volume_ratio: data[:volume] / 1000000.0,
+        atr: rand(1.0..3.0)
+      }
+
+      @kb.fact :technical, {
+        symbol: symbol,
+        indicator: "ma_crossover",
+        ma50: data[:ma50],
+        ma200: data[:ma200],
+        ma50_prev: data[:ma50] - rand(-1.0..1.0),
+        ma200_prev: data[:ma200] - rand(-0.5..0.5)
+      }
+
+      @kb.fact :support, {
+        symbol: symbol,
+        level: data[:price] * 0.95
+      }
+
+      if rand > 0.7
+        @kb.fact :intraday, {
+          symbol: symbol,
+          price: data[:price],
+          vwap: data[:price] + rand(-2.0..2.0),
+          distance_from_vwap: rand(-3.0..3.0)
+        }
+      end
+
+      if rand > 0.8
+        @kb.fact :news, {
+          symbol: symbol,
+          sentiment: rand(-1.0..1.0),
+          volume: rand(5..50)
+        }
+      end
+
+      if rand > 0.85
+        @kb.fact :earnings, {
+          symbol: symbol,
+          days_until: rand(1..10),
+          expected_move: rand(3.0..15.0)
+        }
+
+        @kb.fact :options, {
+          symbol: symbol,
+          iv: rand(20..80),
+          iv_rank: rand(0..100)
+        }
+      end
+
+      if rand > 0.9
+        @kb.fact :gap, {
+          symbol: symbol,
+          size: rand(-5.0..5.0)
+        }
+      end
+    end
+
+    @kb.fact :market, {
+      sentiment: ["bullish", "neutral", "bearish"].sample,
+      volatility: rand(10..40)
+    }
+
+    if @portfolio[:positions].any?
+      total_value = @portfolio[:cash] + @portfolio[:positions].values.sum { |p| p[:value] }
+      max_position = @portfolio[:positions].values.map { |p| p[:value] }.max || 0
+      @kb.fact :portfolio_metrics, {
+        concentration: max_position.to_f / total_value
+      }
+    end
+
+    @kb.fact :portfolio, {
+      cash: @portfolio[:cash],
+      risk_tolerance: 0.5
+    }
+
+    if rand > 0.85
+      symbols_pair = symbols.sample(2)
+      @kb.fact :correlation, {
+        symbol1: symbols_pair[0],
+        symbol2: symbols_pair[1],
+        value: rand(0.5..0.95)
+      }
+    end
+
+    sectors = ["Technology", "Healthcare", "Finance", "Energy", "Consumer"]
+    @kb.fact :sector, {
+      name: sectors.sample,
+      performance: rand(0.8..1.3),
+      trend: ["up", "down", "sideways"].sample
+    }
+  end
+
+  def run_simulation(symbols: ["AAPL", "GOOGL", "MSFT", "NVDA"], iterations: 10)
+    puts "\n" + "=" * 80
+    puts "ADVANCED STOCK TRADING SYSTEM"
+    puts "=" * 80
+    puts "Initial Capital: $100,000"
+    puts "Symbols: #{symbols.join(', ')}"
+    puts "Rules: #{@kb.engine.rules.size} active trading strategies"
+    puts "=" * 80
+
+    iterations.times do |i|
+      puts "\n⏰ MARKET TICK #{i + 1} - #{Time.now.strftime('%H:%M:%S')}"
+      puts "-" * 60
+
+      @kb.reset
+
+      simulate_market_tick(symbols)
+
+      @kb.run
+
+      sleep(0.3) if i < iterations - 1
+    end
+
+    puts "\n" + "=" * 80
+    puts "SIMULATION COMPLETE"
+    puts "=" * 80
+  end
+end
+
+if __FILE__ == $0
+  system = AdvancedStockTradingSystem.new
+  system.run_simulation(
+    symbols: ["AAPL", "GOOGL", "MSFT", "NVDA", "TSLA", "META", "AMZN"],
+    iterations: 12
+  )
+end