kbs 0.0.1

data/examples/stock_trading_system.rb.bak

@@ -0,0 +1,563 @@
+#!/usr/bin/env ruby
+
+require_relative '../lib/kbs'
+require_relative '../lib/kbs/dsl'
+require_relative '../lib/kbs/blackboard'
+require 'date'
+
+module StockTradingSystem
+  class TradingEngine
+    include KBS::DSL::ConditionHelpers
+    
+    attr_reader :kb, :portfolio, :market_data, :trades_executed
+    
+    def initialize(initial_capital: 100000)
+      @kb = setup_knowledge_base
+      @portfolio = {
+        cash: initial_capital,
+        positions: {},
+        total_value: initial_capital,
+        initial_capital: initial_capital
+      }
+      @market_data = {}
+      @trades_executed = []
+      @current_time = Time.now
+    end
+    
+    def setup_knowledge_base
+      KBS.knowledge_base do
+        rule "golden_cross_signal" do
+          desc "Buy signal when 50-day MA crosses above 200-day MA"
+          priority 12
+
+          on :technical_indicator, indicator: "moving_average"
+          on :stock, volume: greater_than(1000000)
+
+          without :position, status: "open"
+
+          perform do |facts, bindings|
+            indicator = facts.find { |f| f.type == :technical_indicator }
+            stock = facts.find { |f| f.type == :stock }
+            
+            if indicator[:ma_50] > indicator[:ma_200] && indicator[:ma_50_prev] <= indicator[:ma_200_prev]
+              puts "📈 GOLDEN CROSS: #{stock[:symbol]}"
+              puts "   50-MA: #{indicator[:ma_50].round(2)}, 200-MA: #{indicator[:ma_200].round(2)}"
+              puts "   Volume: #{stock[:volume].to_s.reverse.scan(/\d{1,3}/).join(',').reverse}"
+              puts "   ACTION: BUY SIGNAL GENERATED"
+            end
+          end
+        end
+        
+        rule "death_cross_signal" do
+          desc "Sell signal when 50-day MA crosses below 200-day MA"
+          priority 12
+          
+          when :technical_indicator do
+            indicator "moving_average"
+            ma_50 satisfies { |v| v }
+            ma_200 satisfies { |v| v }
+            ma_50_prev satisfies { |v| v }
+            ma_200_prev satisfies { |v| v }
+          end
+          
+          when :position do
+            status "open"
+            shares greater_than(0)
+          end
+          
+          then do |facts, bindings|
+            indicator = facts.find { |f| f.type == :technical_indicator }
+            position = facts.find { |f| f.type == :position }
+            
+            if indicator[:ma_50] < indicator[:ma_200] && indicator[:ma_50_prev] >= indicator[:ma_200_prev]
+              puts "💀 DEATH CROSS: #{position[:symbol]}"
+              puts "   50-MA: #{indicator[:ma_50].round(2)}, 200-MA: #{indicator[:ma_200].round(2)}"
+              puts "   Position: #{position[:shares]} shares @ $#{position[:entry_price]}"
+              puts "   ACTION: SELL SIGNAL GENERATED"
+            end
+          end
+        end
+        
+        rule "momentum_breakout" do
+          desc "Buy on strong momentum with volume confirmation"
+          priority 10
+          
+          when :stock do
+            price_change_pct greater_than(3)
+            volume_ratio greater_than(1.5)
+            rsi range(40, 70)
+          end
+          
+          when :market, sentiment: one_of("bullish", "neutral")
+          
+          not.when :position do
+            symbol satisfies { |s| s }
+            status "open"
+          end
+          
+          then do |facts, bindings|
+            stock = facts.find { |f| f.type == :stock }
+            puts "🚀 MOMENTUM BREAKOUT: #{stock[:symbol]}"
+            puts "   Price Change: +#{stock[:price_change_pct]}%"
+            puts "   Volume Ratio: #{stock[:volume_ratio]}x average"
+            puts "   RSI: #{stock[:rsi]}"
+            puts "   ACTION: MOMENTUM BUY"
+          end
+        end
+        
+        rule "oversold_reversal" do
+          desc "Buy oversold stocks showing reversal signs"
+          priority 9
+          
+          when :stock do
+            rsi less_than(30)
+            price satisfies { |p| p }
+          end
+          
+          when :technical_indicator do
+            indicator "support_level"
+            level satisfies { |l| l }
+          end
+          
+          when :market_breadth do
+            advancing_issues greater_than(1500)
+          end
+          
+          then do |facts, bindings|
+            stock = facts.find { |f| f.type == :stock }
+            support = facts.find { |f| f.type == :technical_indicator }
+            
+            if stock[:price] >= support[:level] * 0.98
+              puts "🔄 OVERSOLD REVERSAL: #{stock[:symbol]}"
+              puts "   RSI: #{stock[:rsi]} (oversold)"
+              puts "   Price: $#{stock[:price]} near support at $#{support[:level]}"
+              puts "   Market breadth positive"
+              puts "   ACTION: REVERSAL BUY"
+            end
+          end
+        end
+        
+        rule "trailing_stop_loss" do
+          desc "Implement trailing stop loss for open positions"
+          priority 15
+          
+          when :position do
+            status "open"
+            profit_pct greater_than(5)
+            high_water_mark satisfies { |h| h }
+          end
+          
+          when :stock do
+            price satisfies { |p| p }
+          end
+          
+          then do |facts, bindings|
+            position = facts.find { |f| f.type == :position }
+            stock = facts.find { |f| f.type == :stock }
+            
+            trailing_stop = position[:high_water_mark] * 0.95
+            
+            if stock[:price] <= trailing_stop
+              puts "🛑 TRAILING STOP HIT: #{position[:symbol]}"
+              puts "   Current Price: $#{stock[:price]}"
+              puts "   Stop Price: $#{trailing_stop.round(2)}"
+              puts "   Profit: #{position[:profit_pct]}%"
+              puts "   ACTION: SELL TO LOCK PROFITS"
+            end
+          end
+        end
+        
+        rule "position_sizing" do
+          desc "Calculate position size based on Kelly Criterion"
+          priority 8
+          
+          when :trading_signal do
+            action "buy"
+            confidence greater_than(0.6)
+            expected_return satisfies { |r| r }
+          end
+          
+          when :portfolio do
+            cash greater_than(1000)
+            risk_tolerance satisfies { |r| r }
+          end
+          
+          then do |facts, bindings|
+            signal = facts.find { |f| f.type == :trading_signal }
+            portfolio = facts.find { |f| f.type == :portfolio }
+            
+            win_prob = signal[:confidence]
+            win_loss_ratio = signal[:expected_return]
+            kelly_pct = (win_prob * win_loss_ratio - (1 - win_prob)) / win_loss_ratio
+            adjusted_kelly = kelly_pct * portfolio[:risk_tolerance]
+            position_size = portfolio[:cash] * [adjusted_kelly, 0.25].min
+            
+            puts "📊 POSITION SIZING: #{signal[:symbol]}"
+            puts "   Kelly %: #{(kelly_pct * 100).round(1)}%"
+            puts "   Adjusted Size: #{(adjusted_kelly * 100).round(1)}%"
+            puts "   Dollar Amount: $#{position_size.round(0)}"
+          end
+        end
+        
+        rule "sector_rotation" do
+          desc "Rotate into outperforming sectors"
+          priority 7
+          
+          when :sector_performance do
+            sector satisfies { |s| s }
+            relative_strength greater_than(1.1)
+            trend "upward"
+          end
+          
+          when :position do
+            sector satisfies { |s| s }
+            profit_pct less_than(2)
+          end
+          
+          then do |facts, bindings|
+            strong_sector = facts.find { |f| f.type == :sector_performance }
+            weak_position = facts.find { |f| f.type == :position }
+            
+            if strong_sector[:sector] != weak_position[:sector]
+              puts "🔄 SECTOR ROTATION SIGNAL"
+              puts "   From: #{weak_position[:sector]} (weak)"
+              puts "   To: #{strong_sector[:sector]} (RS: #{strong_sector[:relative_strength]})"
+              puts "   ACTION: ROTATE PORTFOLIO"
+            end
+          end
+        end
+        
+        rule "correlation_hedge" do
+          desc "Hedge positions with high correlation"
+          priority 6
+          
+          when :correlation do
+            correlation greater_than(0.8)
+            symbol1 satisfies { |s| s }
+            symbol2 satisfies { |s| s }
+          end
+          
+          when :position do
+            symbol satisfies { |s| s }
+            value greater_than(10000)
+          end
+          
+          then do |facts, bindings|
+            correlation = facts.find { |f| f.type == :correlation }
+            position = facts.find { |f| f.type == :position }
+            
+            if [correlation[:symbol1], correlation[:symbol2]].include?(position[:symbol])
+              puts "⚠️  HIGH CORRELATION WARNING"
+              puts "   Symbols: #{correlation[:symbol1]} <-> #{correlation[:symbol2]}"
+              puts "   Correlation: #{correlation[:correlation]}"
+              puts "   ACTION: CONSIDER HEDGING OR DIVERSIFYING"
+            end
+          end
+        end
+        
+        rule "earnings_play" do
+          desc "Trade around earnings announcements"
+          priority 11
+          
+          when :earnings_calendar do
+            symbol satisfies { |s| s }
+            days_until range(1, 5)
+            expected_move greater_than(5)
+          end
+          
+          when :options do
+            symbol satisfies { |s| s }
+            implied_volatility greater_than(30)
+            iv_rank greater_than(50)
+          end
+          
+          then do |facts, bindings|
+            earnings = facts.find { |f| f.type == :earnings_calendar }
+            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[:implied_volatility]}% (Rank: #{options[:iv_rank]})"
+            puts "   ACTION: CONSIDER VOLATILITY STRATEGY"
+          end
+        end
+        
+        rule "risk_concentration" do
+          desc "Alert on concentrated risk exposure"
+          priority 14
+          
+          when :portfolio_metrics do
+            concentration_ratio greater_than(0.3)
+            top_holding satisfies { |h| h }
+          end
+          
+          when :market, volatility: greater_than(25)
+          
+          then do |facts, bindings|
+            metrics = facts.find { |f| f.type == :portfolio_metrics }
+            
+            puts "⚠️  CONCENTRATION RISK ALERT"
+            puts "   Top Holding: #{metrics[:top_holding]}"
+            puts "   Concentration: #{(metrics[:concentration_ratio] * 100).round(1)}%"
+            puts "   Market Volatility Elevated"
+            puts "   ACTION: REDUCE POSITION SIZE"
+          end
+        end
+        
+        rule "gap_fade" do
+          desc "Fade large opening gaps"
+          priority 8
+          
+          when :market_open do
+            gap_percentage greater_than(2)
+            direction satisfies { |d| d }
+            volume satisfies { |v| v }
+          end
+          
+          when :stock do
+            symbol satisfies { |s| s }
+            average_true_range satisfies { |atr| atr }
+          end
+          
+          then do |facts, bindings|
+            gap = facts.find { |f| f.type == :market_open }
+            stock = facts.find { |f| f.type == :stock }
+            
+            if gap[:gap_percentage] > 2 * (stock[:average_true_range] / stock[:price] * 100)
+              direction = gap[:direction] == "up" ? "SHORT" : "LONG"
+              puts "📉 GAP FADE OPPORTUNITY: #{stock[:symbol]}"
+              puts "   Gap: #{gap[:direction]} #{gap[:gap_percentage]}%"
+              puts "   ATR Multiple: #{(gap[:gap_percentage] / (stock[:average_true_range] / stock[:price] * 100)).round(1)}x"
+              puts "   ACTION: #{direction} FADE TRADE"
+            end
+          end
+        end
+        
+        rule "vwap_reversion" do
+          desc "Trade VWAP mean reversion"
+          priority 7
+          
+          when :intraday do
+            symbol satisfies { |s| s }
+            price satisfies { |p| p }
+            vwap satisfies { |v| v }
+            distance_from_vwap satisfies { |d| d.abs > 2 }
+          end
+          
+          when :volume_profile do
+            symbol satisfies { |s| s }
+            poc satisfies { |p| p }
+          end
+          
+          then do |facts, bindings|
+            intraday = facts.find { |f| f.type == :intraday }
+            profile = facts.find { |f| f.type == :volume_profile }
+            
+            direction = intraday[:distance_from_vwap] > 0 ? "OVERBOUGHT" : "OVERSOLD"
+            target = intraday[:vwap]
+            
+            puts "📊 VWAP REVERSION: #{intraday[:symbol]}"
+            puts "   Status: #{direction}"
+            puts "   Current: $#{intraday[:price]}"
+            puts "   VWAP: $#{intraday[:vwap].round(2)}"
+            puts "   POC: $#{profile[:poc].round(2)}"
+            puts "   ACTION: MEAN REVERSION TRADE TO $#{target.round(2)}"
+          end
+        end
+        
+        rule "news_sentiment" do
+          desc "React to news sentiment changes"
+          priority 13
+          
+          when :news do
+            symbol satisfies { |s| s }
+            sentiment_score satisfies { |s| s.abs > 0.7 }
+            volume greater_than(10)
+            recency less_than(60)
+          end
+          
+          when :stock do
+            symbol satisfies { |s| s }
+            price_change_pct range(-2, 2)
+          end
+          
+          then do |facts, bindings|
+            news = facts.find { |f| f.type == :news }
+            stock = facts.find { |f| f.type == :stock }
+            
+            sentiment = news[:sentiment_score] > 0 ? "POSITIVE" : "NEGATIVE"
+            action = news[:sentiment_score] > 0 ? "BUY" : "SELL"
+            
+            puts "📰 NEWS SENTIMENT: #{news[:symbol]}"
+            puts "   Sentiment: #{sentiment} (#{news[:sentiment_score]})"
+            puts "   News Volume: #{news[:volume]} articles"
+            puts "   Price Reaction: #{stock[:price_change_pct]}%"
+            puts "   ACTION: #{action} ON SENTIMENT"
+          end
+        end
+      end
+    end
+    
+    def simulate_market_data(symbol, base_price = 100)
+      volatility = 0.02
+      trend = rand(-0.001..0.001)
+      
+      @market_data[symbol] ||= {
+        price: base_price,
+        ma_50: base_price,
+        ma_200: base_price,
+        volume: 1000000 + rand(500000),
+        rsi: 50
+      }
+      
+      data = @market_data[symbol]
+      
+      price_change = data[:price] * (trend + volatility * (rand - 0.5))
+      data[:price] = (data[:price] + price_change).round(2)
+      data[:ma_50] = (data[:ma_50] * 0.98 + data[:price] * 0.02).round(2)
+      data[:ma_200] = (data[:ma_200] * 0.995 + data[:price] * 0.005).round(2)
+      data[:volume] = (data[:volume] * (0.8 + rand * 0.4)).to_i
+      
+      rsi_change = (data[:price] > base_price) ? 1 : -1
+      data[:rsi] = [[data[:rsi] + rsi_change * rand(5), 0].max, 100].min
+      
+      data
+    end
+    
+    def run_simulation(symbols: ["AAPL", "GOOGL", "MSFT", "AMZN"], iterations: 10)
+      puts "\n" + "=" * 80
+      puts "STOCK TRADING SYSTEM SIMULATION"
+      puts "=" * 80
+      puts "Initial Capital: $#{@portfolio[:initial_capital].to_s.reverse.scan(/\d{1,3}/).join(',').reverse}"
+      puts "Trading Symbols: #{symbols.join(', ')}"
+      puts "=" * 80
+      
+      iterations.times do |i|
+        puts "\n⏰ MARKET TICK #{i + 1} - #{(@current_time + i * 60).strftime('%H:%M:%S')}"
+        puts "-" * 60
+        
+        @kb.reset
+        
+        @kb.fact :market, sentiment: ["bullish", "neutral", "bearish"].sample, volatility: rand(15..35)
+        @kb.fact :market_breadth, advancing_issues: rand(1000..2500), declining_issues: rand(500..2000)
+        
+        symbols.each do |symbol|
+          data = simulate_market_data(symbol, 100 + rand(50))
+          
+          @kb.fact :stock, {
+            symbol: symbol,
+            price: data[:price],
+            volume: data[:volume],
+            rsi: data[:rsi],
+            price_change_pct: ((data[:price] - (data[:price] - rand(-5..5))) / data[:price] * 100).round(2),
+            volume_ratio: (data[:volume] / 1000000.0).round(2),
+            average_true_range: rand(1.0..3.0).round(2)
+          }
+          
+          @kb.fact :technical_indicator, {
+            symbol: symbol,
+            indicator: "moving_average",
+            ma_50: data[:ma_50],
+            ma_200: data[:ma_200],
+            ma_50_prev: data[:ma_50] - rand(-1..1),
+            ma_200_prev: data[:ma_200] - rand(-0.5..0.5)
+          }
+          
+          @kb.fact :technical_indicator, {
+            symbol: symbol,
+            indicator: "support_level",
+            level: data[:price] * 0.95
+          }
+          
+          if rand > 0.7
+            @kb.fact :news, {
+              symbol: symbol,
+              sentiment_score: rand(-1.0..1.0).round(2),
+              volume: rand(5..50),
+              recency: rand(10..120)
+            }
+          end
+          
+          if rand > 0.8
+            @kb.fact :earnings_calendar, {
+              symbol: symbol,
+              days_until: rand(1..30),
+              expected_move: rand(3..15).round(1)
+            }
+            
+            @kb.fact :options, {
+              symbol: symbol,
+              implied_volatility: rand(20..80),
+              iv_rank: rand(0..100)
+            }
+          end
+        end
+        
+        if rand > 0.5
+          @kb.fact :correlation, {
+            symbol1: symbols.sample,
+            symbol2: symbols.sample,
+            correlation: rand(0.5..0.95).round(2)
+          }
+        end
+        
+        if @portfolio[:positions].any?
+          position = @portfolio[:positions].values.sample
+          @kb.fact :position, position if position
+        end
+        
+        @kb.fact :portfolio, {
+          cash: @portfolio[:cash],
+          risk_tolerance: 0.5
+        }
+        
+        @kb.fact :portfolio_metrics, {
+          concentration_ratio: @portfolio[:positions].any? ? 
+            @portfolio[:positions].values.map { |p| p[:value] }.max.to_f / @portfolio[:total_value] : 0,
+          top_holding: @portfolio[:positions].any? ? 
+            @portfolio[:positions].max_by { |_, p| p[:value] }&.first : "None"
+        }
+        
+        @kb.run
+        
+        sleep(0.5) if i < iterations - 1
+      end
+      
+      puts "\n" + "=" * 80
+      puts "SIMULATION COMPLETE"
+      puts "=" * 80
+      print_portfolio_summary
+    end
+    
+    def print_portfolio_summary
+      puts "\n📊 PORTFOLIO SUMMARY"
+      puts "-" * 40
+      puts "Cash: $#{@portfolio[:cash].round(2).to_s.reverse.scan(/\d{1,3}/).join(',').reverse}"
+      
+      if @portfolio[:positions].any?
+        puts "\nOpen Positions:"
+        @portfolio[:positions].each do |symbol, position|
+          puts "  #{symbol}: #{position[:shares]} shares @ $#{position[:entry_price]}"
+        end
+      else
+        puts "No open positions"
+      end
+      
+      total_value = @portfolio[:cash] + @portfolio[:positions].values.sum { |p| p[:value] || 0 }
+      pnl = total_value - @portfolio[:initial_capital]
+      pnl_pct = (pnl / @portfolio[:initial_capital] * 100).round(2)
+      
+      puts "\nTotal Portfolio Value: $#{total_value.round(2).to_s.reverse.scan(/\d{1,3}/).join(',').reverse}"
+      puts "P&L: $#{pnl.round(2)} (#{pnl_pct}%)"
+    end
+  end
+end
+
+if __FILE__ == $0
+  engine = StockTradingSystem::TradingEngine.new(initial_capital: 100000)
+  engine.run_simulation(
+    symbols: ["AAPL", "GOOGL", "MSFT", "NVDA", "TSLA", "META"],
+    iterations: 15
+  )
+end