kbs 0.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.envrc +3 -0
- data/CHANGELOG.md +5 -0
- data/COMMITS.md +196 -0
- data/LICENSE.txt +21 -0
- data/README.md +481 -0
- data/Rakefile +8 -0
- data/examples/README.md +531 -0
- data/examples/advanced_example.rb +270 -0
- data/examples/ai_enhanced_kbs.rb +523 -0
- data/examples/blackboard_demo.rb +50 -0
- data/examples/car_diagnostic.rb +64 -0
- data/examples/concurrent_inference_demo.rb +363 -0
- data/examples/csv_trading_system.rb +559 -0
- data/examples/iot_demo_using_dsl.rb +83 -0
- data/examples/portfolio_rebalancing_system.rb +651 -0
- data/examples/redis_trading_demo.rb +177 -0
- data/examples/sample_stock_data.csv +46 -0
- data/examples/stock_trading_advanced.rb +469 -0
- data/examples/stock_trading_system.rb.bak +563 -0
- data/examples/timestamped_trading.rb +286 -0
- data/examples/trading_demo.rb +334 -0
- data/examples/working_demo.rb +176 -0
- data/lib/kbs/alpha_memory.rb +37 -0
- data/lib/kbs/beta_memory.rb +57 -0
- data/lib/kbs/blackboard/audit_log.rb +115 -0
- data/lib/kbs/blackboard/engine.rb +83 -0
- data/lib/kbs/blackboard/fact.rb +65 -0
- data/lib/kbs/blackboard/memory.rb +191 -0
- data/lib/kbs/blackboard/message_queue.rb +96 -0
- data/lib/kbs/blackboard/persistence/hybrid_store.rb +118 -0
- data/lib/kbs/blackboard/persistence/redis_store.rb +218 -0
- data/lib/kbs/blackboard/persistence/sqlite_store.rb +242 -0
- data/lib/kbs/blackboard/persistence/store.rb +55 -0
- data/lib/kbs/blackboard/redis_audit_log.rb +107 -0
- data/lib/kbs/blackboard/redis_message_queue.rb +111 -0
- data/lib/kbs/blackboard.rb +23 -0
- data/lib/kbs/condition.rb +26 -0
- data/lib/kbs/dsl/condition_helpers.rb +57 -0
- data/lib/kbs/dsl/knowledge_base.rb +86 -0
- data/lib/kbs/dsl/pattern_evaluator.rb +69 -0
- data/lib/kbs/dsl/rule_builder.rb +115 -0
- data/lib/kbs/dsl/variable.rb +35 -0
- data/lib/kbs/dsl.rb +18 -0
- data/lib/kbs/fact.rb +43 -0
- data/lib/kbs/join_node.rb +117 -0
- data/lib/kbs/negation_node.rb +88 -0
- data/lib/kbs/production_node.rb +28 -0
- data/lib/kbs/rete_engine.rb +108 -0
- data/lib/kbs/rule.rb +46 -0
- data/lib/kbs/token.rb +37 -0
- data/lib/kbs/version.rb +5 -0
- data/lib/kbs/working_memory.rb +32 -0
- data/lib/kbs.rb +20 -0
- metadata +164 -0
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#!/usr/bin/env ruby
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require_relative '../lib/kbs/blackboard'
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puts "Redis-Backed High-Frequency Trading System"
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puts "=" * 70
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# Demo 1: Pure Redis Store (fast, in-memory)
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puts "\n=== Pure Redis Store Demo ==="
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puts "Fast in-memory fact storage with Redis"
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begin
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redis_store = KBS::Blackboard::Persistence::RedisStore.new(
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url: 'redis://localhost:6379/1' # Use DB 1 for demo
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)
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# Clear previous demo data
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redis_store.redis.flushdb
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puts "(Cleared previous Redis data)"
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engine = KBS::Blackboard::Engine.new(store: redis_store)
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# Add trading rules
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spread_rule = KBS::Rule.new('tight_spread_opportunity') do |r|
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r.conditions << KBS::Condition.new(:market_price, { symbol: 'AAPL' })
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r.conditions << KBS::Condition.new(:order, { symbol: 'AAPL', type: 'BUY' })
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r.action = ->(facts) {
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price = facts.find { |f| f.type == :market_price }
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order = facts.find { |f| f.type == :order }
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spread = 0.02 # Tight spread
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puts "\n💹 TRADING SIGNAL: Tight spread opportunity for #{price[:symbol]}"
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puts " Price: $#{price[:price]}, Spread: $#{spread}"
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puts " Order: #{order[:type]} #{order[:quantity]} @ $#{order[:limit]}"
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}
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end
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high_volume_rule = KBS::Rule.new('high_volume_alert') do |r|
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r.conditions << KBS::Condition.new(:market_price, { volume: ->(v) { v > 800 } })
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r.action = ->(facts) {
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price = facts.first
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puts "\n📊 HIGH VOLUME: #{price[:symbol]} trading at #{price[:volume]} shares"
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}
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end
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engine.add_rule(spread_rule)
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engine.add_rule(high_volume_rule)
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puts "\nAdding high-frequency market data..."
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price1 = engine.add_fact(:market_price, { symbol: "AAPL", price: 150.25, volume: 1000 })
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price2 = engine.add_fact(:market_price, { symbol: "GOOGL", price: 2800.50, volume: 500 })
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order = engine.add_fact(:order, { symbol: "AAPL", type: "BUY", quantity: 100, limit: 150.00 })
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puts "Facts added with UUIDs:"
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puts " AAPL Price: #{price1.uuid}"
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puts " GOOGL Price: #{price2.uuid}"
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puts " Order: #{order.uuid}"
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puts "\nRunning inference engine..."
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engine.run
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puts "\nPosting trading messages..."
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engine.post_message("MarketDataFeed", "prices", { symbol: "AAPL", bid: 150.24, ask: 150.26 }, priority: 10)
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engine.post_message("OrderManager", "orders", { action: "fill", order_id: order.uuid }, priority: 5)
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puts "\nConsuming highest priority message..."
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message = engine.consume_message("prices", "TradingStrategy")
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puts " Received: #{message[:content]}" if message
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puts "\nQuerying market prices..."
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prices = engine.blackboard.get_facts(:market_price)
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puts " Found #{prices.size} price(s):"
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prices.each { |p| puts " - #{p}" }
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puts "\nRedis Statistics:"
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stats = engine.stats
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stats.each do |key, value|
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puts " #{key.to_s.gsub('_', ' ').capitalize}: #{value}"
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end
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engine.blackboard.close
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rescue Redis::CannotConnectError => e
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puts "\n⚠️ Redis not available: #{e.message}"
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puts " Please start Redis: redis-server"
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puts " Or install Redis: brew install redis (macOS)"
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end
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# Demo 2: Hybrid Store (Redis + SQLite)
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puts "\n\n=== Hybrid Store Demo ==="
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puts "Redis for fast fact access + SQLite for durable audit trail"
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begin
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hybrid_store = KBS::Blackboard::Persistence::HybridStore.new(
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redis_url: 'redis://localhost:6379/2', # Use DB 2 for demo
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db_path: ':memory:' # In-memory SQLite for demo
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)
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# Clear previous demo data from Redis
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hybrid_store.redis_store.redis.flushdb
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puts "(Cleared previous Redis data)"
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engine = KBS::Blackboard::Engine.new(store: hybrid_store)
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# Add monitoring rules
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temp_alert = KBS::Rule.new('temperature_alert') do |r|
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r.conditions << KBS::Condition.new(:sensor, {
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type: 'temperature',
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value: ->(v) { v > 25 }
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})
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r.action = ->(facts) {
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sensor = facts.first
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puts "\n🌡️ TEMPERATURE ALERT: #{sensor[:location]} at #{sensor[:value]}°C (threshold: 25°C)"
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}
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end
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cpu_warning = KBS::Rule.new('cpu_warning') do |r|
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r.conditions << KBS::Condition.new(:sensor, {
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type: 'cpu_usage',
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value: ->(v) { v > 40 }
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})
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r.action = ->(facts) {
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sensor = facts.first
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puts "\n⚙️ CPU WARNING: #{sensor[:location]} at #{sensor[:value]}% (threshold: 40%)"
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}
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end
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engine.add_rule(temp_alert)
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engine.add_rule(cpu_warning)
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puts "\nAdding facts (stored in Redis)..."
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sensor1 = engine.add_fact(:sensor, { location: "trading_floor", type: "temperature", value: 22 })
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sensor2 = engine.add_fact(:sensor, { location: "data_center", type: "cpu_usage", value: 45 })
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puts "Facts added:"
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puts " Sensor 1: #{sensor1.uuid}"
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puts " Sensor 2: #{sensor2.uuid}"
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puts "\nRunning inference engine..."
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engine.run
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puts "\nUpdating sensor value (audit logged to SQLite)..."
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sensor1[:value] = 28
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puts "\nRunning inference again after update..."
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engine.run
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puts "\nFact History from SQLite Audit Log:"
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history = engine.blackboard.get_history(limit: 5)
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history.each do |entry|
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puts " [#{entry[:timestamp].strftime('%H:%M:%S')}] #{entry[:action]}: #{entry[:fact_type]}(#{entry[:attributes]})"
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end
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puts "\nHybrid Store Benefits:"
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puts " ✓ Facts in Redis (fast reads/writes)"
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puts " ✓ Messages in Redis (real-time messaging)"
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puts " ✓ Audit trail in SQLite (durable, queryable)"
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puts " ✓ Best of both worlds for production systems"
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puts "\nStatistics:"
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stats = engine.stats
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stats.each do |key, value|
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puts " #{key.to_s.gsub('_', ' ').capitalize}: #{value}"
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end
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engine.blackboard.close
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rescue Redis::CannotConnectError => e
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puts "\n⚠️ Redis not available: #{e.message}"
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puts " Hybrid store requires Redis for fact storage"
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end
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puts "\n" + "=" * 70
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puts "Demo complete!"
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puts "\nComparison:"
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puts " SQLite Store: Durable, transactional, embedded (no server needed)"
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puts " Redis Store: Fast (100x), distributed, requires Redis server"
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puts " Hybrid Store: Fast facts + durable audit (production recommended)"
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Date,Symbol,Open,High,Low,Close,Volume
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2024-08-01,AAPL,190.50,192.30,189.80,191.75,45231000
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2024-08-02,AAPL,191.90,193.45,190.25,192.10,42891000
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2024-08-03,AAPL,192.20,194.80,191.55,194.25,51203000
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2024-08-04,AAPL,194.00,195.20,192.30,193.85,38756000
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2024-08-05,AAPL,193.50,194.75,191.80,192.45,44672000
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2024-08-06,AAPL,192.80,195.60,192.45,195.25,47938000
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2024-08-07,AAPL,195.50,197.80,194.90,197.35,52847000
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2024-08-08,AAPL,197.20,198.45,195.75,196.80,46291000
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2024-08-09,AAPL,196.50,197.90,194.80,195.60,41859000
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2024-08-10,AAPL,195.80,198.20,195.40,197.85,49562000
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2024-08-11,AAPL,198.00,200.15,197.25,199.90,55743000
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2024-08-12,AAPL,199.75,201.40,198.60,200.85,48392000
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2024-08-13,AAPL,200.90,202.75,199.85,202.30,53681000
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2024-08-14,AAPL,202.50,204.20,201.80,203.45,47256000
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2024-08-15,AAPL,203.20,205.80,202.90,205.15,51847000
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2024-08-01,GOOGL,160.20,162.50,159.80,161.90,28453000
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2024-08-02,GOOGL,162.10,163.75,160.95,162.85,26781000
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2024-08-03,GOOGL,162.90,165.40,162.20,164.75,31294000
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2024-08-04,GOOGL,164.50,166.80,163.85,165.90,29102000
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2024-08-05,GOOGL,165.70,167.20,164.50,166.45,27638000
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2024-08-06,GOOGL,166.80,169.30,166.20,168.75,33572000
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2024-08-07,GOOGL,168.90,171.45,168.30,170.90,35847000
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2024-08-08,GOOGL,170.75,172.60,169.85,171.25,32194000
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2024-08-09,GOOGL,171.50,173.20,170.40,172.80,30685000
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2024-08-10,GOOGL,172.60,174.95,172.10,174.30,34729000
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2024-08-11,GOOGL,174.50,176.80,173.95,176.20,37591000
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2024-08-12,GOOGL,176.40,178.20,175.80,177.65,33847000
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2024-08-13,GOOGL,177.80,180.15,177.25,179.45,36293000
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2024-08-14,GOOGL,179.60,181.90,178.95,180.75,34562000
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2024-08-15,GOOGL,180.90,183.40,180.30,182.85,38174000
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2024-08-01,TSLA,235.80,240.20,234.50,238.90,78392000
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2024-08-02,TSLA,239.20,242.75,237.80,241.50,82451000
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2024-08-03,TSLA,241.80,245.60,240.90,244.20,89637000
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2024-08-04,TSLA,244.50,247.30,242.80,245.75,75284000
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2024-08-05,TSLA,245.90,248.40,243.20,246.85,71956000
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2024-08-06,TSLA,247.20,251.80,246.50,250.30,86742000
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2024-08-07,TSLA,250.60,254.90,249.80,253.45,94587000
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2024-08-08,TSLA,253.70,256.20,251.40,254.90,81639000
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2024-08-09,TSLA,254.50,257.80,252.90,255.60,78294000
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2024-08-10,TSLA,255.90,259.40,254.70,258.75,85731000
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2024-08-11,TSLA,259.00,262.80,257.90,261.50,92846000
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2024-08-12,TSLA,261.80,264.50,260.20,263.25,87359000
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2024-08-13,TSLA,263.50,267.90,262.80,266.40,91582000
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2024-08-14,TSLA,266.70,270.20,265.50,268.85,88473000
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2024-08-15,TSLA,269.10,273.60,268.40,272.30,95627000
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#!/usr/bin/env ruby
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require_relative '../lib/kbs'
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class AdvancedStockTradingSystem
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def initialize
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@engine = KBS::ReteEngine.new
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@portfolio = {
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9
|
+
cash: 100000,
|
|
10
|
+
positions: {},
|
|
11
|
+
total_value: 100000
|
|
12
|
+
}
|
|
13
|
+
@market_data = {}
|
|
14
|
+
setup_rules
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
def setup_rules
|
|
18
|
+
golden_cross = KBS::Rule.new(
|
|
19
|
+
"golden_cross",
|
|
20
|
+
conditions: [
|
|
21
|
+
KBS::Condition.new(:technical, {
|
|
22
|
+
indicator: "ma_crossover",
|
|
23
|
+
ma50: ->(v) { v > 0 },
|
|
24
|
+
ma200: ->(v) { v > 0 }
|
|
25
|
+
}),
|
|
26
|
+
KBS::Condition.new(:stock, {
|
|
27
|
+
volume: ->(v) { v > 1000000 }
|
|
28
|
+
}),
|
|
29
|
+
KBS::Condition.new(:position, { status: "open" }, negated: true)
|
|
30
|
+
],
|
|
31
|
+
action: lambda do |facts, bindings|
|
|
32
|
+
tech = facts.find { |f| f.type == :technical }
|
|
33
|
+
stock = facts.find { |f| f.type == :stock }
|
|
34
|
+
if tech && stock && tech[:ma50] > tech[:ma200] && tech[:ma50_prev] <= tech[:ma200_prev]
|
|
35
|
+
puts "📈 GOLDEN CROSS: #{stock[:symbol]}"
|
|
36
|
+
puts " 50-MA: $#{tech[:ma50].round(2)}, 200-MA: $#{tech[:ma200].round(2)}"
|
|
37
|
+
puts " Volume: #{stock[:volume].to_s.reverse.scan(/\d{1,3}/).join(',').reverse}"
|
|
38
|
+
puts " ACTION: Strong BUY signal"
|
|
39
|
+
end
|
|
40
|
+
end,
|
|
41
|
+
priority: 15
|
|
42
|
+
)
|
|
43
|
+
|
|
44
|
+
momentum_breakout = KBS::Rule.new(
|
|
45
|
+
"momentum_breakout",
|
|
46
|
+
conditions: [
|
|
47
|
+
KBS::Condition.new(:stock, {
|
|
48
|
+
price_change: ->(v) { v > 3 },
|
|
49
|
+
volume_ratio: ->(v) { v > 1.5 },
|
|
50
|
+
rsi: ->(v) { v.between?(40, 70) }
|
|
51
|
+
}),
|
|
52
|
+
KBS::Condition.new(:market, { sentiment: ->(s) { ["bullish", "neutral"].include?(s) } })
|
|
53
|
+
],
|
|
54
|
+
action: lambda do |facts, bindings|
|
|
55
|
+
stock = facts.find { |f| f.type == :stock }
|
|
56
|
+
puts "🚀 MOMENTUM BREAKOUT: #{stock[:symbol]}"
|
|
57
|
+
puts " Price Change: +#{stock[:price_change]}%"
|
|
58
|
+
puts " Volume Spike: #{stock[:volume_ratio]}x average"
|
|
59
|
+
puts " RSI: #{stock[:rsi]}"
|
|
60
|
+
puts " ACTION: Momentum BUY"
|
|
61
|
+
end,
|
|
62
|
+
priority: 12
|
|
63
|
+
)
|
|
64
|
+
|
|
65
|
+
oversold_bounce = KBS::Rule.new(
|
|
66
|
+
"oversold_bounce",
|
|
67
|
+
conditions: [
|
|
68
|
+
KBS::Condition.new(:stock, {
|
|
69
|
+
rsi: ->(v) { v < 30 },
|
|
70
|
+
price: ->(p) { p > 0 }
|
|
71
|
+
}),
|
|
72
|
+
KBS::Condition.new(:support, {
|
|
73
|
+
level: ->(l) { l > 0 }
|
|
74
|
+
})
|
|
75
|
+
],
|
|
76
|
+
action: lambda do |facts, bindings|
|
|
77
|
+
stock = facts.find { |f| f.type == :stock }
|
|
78
|
+
support = facts.find { |f| f.type == :support }
|
|
79
|
+
if stock && support && stock[:price] >= support[:level] * 0.98
|
|
80
|
+
puts "🔄 OVERSOLD REVERSAL: #{stock[:symbol]}"
|
|
81
|
+
puts " RSI: #{stock[:rsi]} (oversold)"
|
|
82
|
+
puts " Price: $#{stock[:price]} near support $#{support[:level].round(2)}"
|
|
83
|
+
puts " ACTION: Reversal BUY opportunity"
|
|
84
|
+
end
|
|
85
|
+
end,
|
|
86
|
+
priority: 10
|
|
87
|
+
)
|
|
88
|
+
|
|
89
|
+
trailing_stop = KBS::Rule.new(
|
|
90
|
+
"trailing_stop",
|
|
91
|
+
conditions: [
|
|
92
|
+
KBS::Condition.new(:position, {
|
|
93
|
+
status: "open",
|
|
94
|
+
profit_pct: ->(p) { p > 5 }
|
|
95
|
+
}),
|
|
96
|
+
KBS::Condition.new(:stock, {
|
|
97
|
+
price: ->(p) { p > 0 }
|
|
98
|
+
})
|
|
99
|
+
],
|
|
100
|
+
action: lambda do |facts, bindings|
|
|
101
|
+
position = facts.find { |f| f.type == :position }
|
|
102
|
+
stock = facts.find { |f| f.type == :stock }
|
|
103
|
+
if position && stock
|
|
104
|
+
trailing_stop = position[:high_water] * 0.95
|
|
105
|
+
if stock[:price] <= trailing_stop
|
|
106
|
+
puts "🛑 TRAILING STOP: #{position[:symbol]}"
|
|
107
|
+
puts " Entry: $#{position[:entry_price]}"
|
|
108
|
+
puts " Current: $#{stock[:price]}"
|
|
109
|
+
puts " Stop: $#{trailing_stop.round(2)}"
|
|
110
|
+
puts " Profit: #{position[:profit_pct].round(1)}%"
|
|
111
|
+
puts " ACTION: SELL to lock profits"
|
|
112
|
+
end
|
|
113
|
+
end
|
|
114
|
+
end,
|
|
115
|
+
priority: 18
|
|
116
|
+
)
|
|
117
|
+
|
|
118
|
+
position_sizing = KBS::Rule.new(
|
|
119
|
+
"position_sizing",
|
|
120
|
+
conditions: [
|
|
121
|
+
KBS::Condition.new(:signal, {
|
|
122
|
+
action: "buy",
|
|
123
|
+
confidence: ->(c) { c > 0.6 }
|
|
124
|
+
}),
|
|
125
|
+
KBS::Condition.new(:portfolio, {
|
|
126
|
+
cash: ->(c) { c > 1000 }
|
|
127
|
+
})
|
|
128
|
+
],
|
|
129
|
+
action: lambda do |facts, bindings|
|
|
130
|
+
signal = facts.find { |f| f.type == :signal }
|
|
131
|
+
portfolio = facts.find { |f| f.type == :portfolio }
|
|
132
|
+
if signal && portfolio
|
|
133
|
+
kelly = (signal[:confidence] * signal[:expected_return] - (1 - signal[:confidence])) / signal[:expected_return]
|
|
134
|
+
position_size = portfolio[:cash] * [kelly * 0.25, 0.1].min
|
|
135
|
+
puts "📊 POSITION SIZING: #{signal[:symbol]}"
|
|
136
|
+
puts " Confidence: #{(signal[:confidence] * 100).round}%"
|
|
137
|
+
puts " Kelly %: #{(kelly * 100).round(1)}%"
|
|
138
|
+
puts " Suggested Size: $#{position_size.round(0)}"
|
|
139
|
+
end
|
|
140
|
+
end,
|
|
141
|
+
priority: 8
|
|
142
|
+
)
|
|
143
|
+
|
|
144
|
+
earnings_play = KBS::Rule.new(
|
|
145
|
+
"earnings_play",
|
|
146
|
+
conditions: [
|
|
147
|
+
KBS::Condition.new(:earnings, {
|
|
148
|
+
days_until: ->(d) { d.between?(1, 5) },
|
|
149
|
+
expected_move: ->(m) { m > 5 }
|
|
150
|
+
}),
|
|
151
|
+
KBS::Condition.new(:options, {
|
|
152
|
+
iv: ->(v) { v > 30 },
|
|
153
|
+
iv_rank: ->(r) { r > 50 }
|
|
154
|
+
})
|
|
155
|
+
],
|
|
156
|
+
action: lambda do |facts, bindings|
|
|
157
|
+
earnings = facts.find { |f| f.type == :earnings }
|
|
158
|
+
options = facts.find { |f| f.type == :options }
|
|
159
|
+
puts "💰 EARNINGS PLAY: #{earnings[:symbol]}"
|
|
160
|
+
puts " Days to Earnings: #{earnings[:days_until]}"
|
|
161
|
+
puts " Expected Move: ±#{earnings[:expected_move]}%"
|
|
162
|
+
puts " IV: #{options[:iv]}% (Rank: #{options[:iv_rank]})"
|
|
163
|
+
puts " ACTION: Consider volatility strategy"
|
|
164
|
+
end,
|
|
165
|
+
priority: 11
|
|
166
|
+
)
|
|
167
|
+
|
|
168
|
+
sector_rotation = KBS::Rule.new(
|
|
169
|
+
"sector_rotation",
|
|
170
|
+
conditions: [
|
|
171
|
+
KBS::Condition.new(:sector, {
|
|
172
|
+
performance: ->(p) { p > 1.1 },
|
|
173
|
+
trend: "up"
|
|
174
|
+
}),
|
|
175
|
+
KBS::Condition.new(:position, {
|
|
176
|
+
sector: ->(s) { s != nil },
|
|
177
|
+
profit_pct: ->(p) { p < 2 }
|
|
178
|
+
})
|
|
179
|
+
],
|
|
180
|
+
action: lambda do |facts, bindings|
|
|
181
|
+
strong_sector = facts.find { |f| f.type == :sector }
|
|
182
|
+
weak_position = facts.find { |f| f.type == :position }
|
|
183
|
+
if strong_sector && weak_position && strong_sector[:name] != weak_position[:sector]
|
|
184
|
+
puts "🔄 SECTOR ROTATION"
|
|
185
|
+
puts " From: #{weak_position[:sector]} (underperforming)"
|
|
186
|
+
puts " To: #{strong_sector[:name]} (RS: #{strong_sector[:performance]})"
|
|
187
|
+
puts " ACTION: Rotate portfolio allocation"
|
|
188
|
+
end
|
|
189
|
+
end,
|
|
190
|
+
priority: 7
|
|
191
|
+
)
|
|
192
|
+
|
|
193
|
+
risk_alert = KBS::Rule.new(
|
|
194
|
+
"risk_concentration",
|
|
195
|
+
conditions: [
|
|
196
|
+
KBS::Condition.new(:portfolio_metrics, {
|
|
197
|
+
concentration: ->(c) { c > 0.3 }
|
|
198
|
+
}),
|
|
199
|
+
KBS::Condition.new(:market, {
|
|
200
|
+
volatility: ->(v) { v > 25 }
|
|
201
|
+
})
|
|
202
|
+
],
|
|
203
|
+
action: lambda do |facts, bindings|
|
|
204
|
+
metrics = facts.find { |f| f.type == :portfolio_metrics }
|
|
205
|
+
puts "⚠️ RISK CONCENTRATION ALERT"
|
|
206
|
+
puts " Top Position: #{(metrics[:concentration] * 100).round}% of portfolio"
|
|
207
|
+
puts " Market Volatility: Elevated"
|
|
208
|
+
puts " ACTION: Reduce position sizes for risk management"
|
|
209
|
+
end,
|
|
210
|
+
priority: 16
|
|
211
|
+
)
|
|
212
|
+
|
|
213
|
+
vwap_reversion = KBS::Rule.new(
|
|
214
|
+
"vwap_reversion",
|
|
215
|
+
conditions: [
|
|
216
|
+
KBS::Condition.new(:intraday, {
|
|
217
|
+
distance_from_vwap: ->(d) { d.abs > 2 }
|
|
218
|
+
})
|
|
219
|
+
],
|
|
220
|
+
action: lambda do |facts, bindings|
|
|
221
|
+
intraday = facts.find { |f| f.type == :intraday }
|
|
222
|
+
direction = intraday[:distance_from_vwap] > 0 ? "OVERBOUGHT" : "OVERSOLD"
|
|
223
|
+
puts "📊 VWAP REVERSION: #{intraday[:symbol]}"
|
|
224
|
+
puts " Status: #{direction}"
|
|
225
|
+
puts " Distance: #{intraday[:distance_from_vwap].round(1)} std devs"
|
|
226
|
+
puts " Current: $#{intraday[:price]}"
|
|
227
|
+
puts " VWAP: $#{intraday[:vwap].round(2)}"
|
|
228
|
+
puts " ACTION: Mean reversion trade"
|
|
229
|
+
end,
|
|
230
|
+
priority: 9
|
|
231
|
+
)
|
|
232
|
+
|
|
233
|
+
news_sentiment = KBS::Rule.new(
|
|
234
|
+
"news_sentiment",
|
|
235
|
+
conditions: [
|
|
236
|
+
KBS::Condition.new(:news, {
|
|
237
|
+
sentiment: ->(s) { s.abs > 0.7 },
|
|
238
|
+
volume: ->(v) { v > 10 }
|
|
239
|
+
}),
|
|
240
|
+
KBS::Condition.new(:stock, {
|
|
241
|
+
price_change: ->(p) { p.abs < 2 }
|
|
242
|
+
})
|
|
243
|
+
],
|
|
244
|
+
action: lambda do |facts, bindings|
|
|
245
|
+
news = facts.find { |f| f.type == :news }
|
|
246
|
+
stock = facts.find { |f| f.type == :stock }
|
|
247
|
+
sentiment = news[:sentiment] > 0 ? "POSITIVE" : "NEGATIVE"
|
|
248
|
+
action = news[:sentiment] > 0 ? "BUY" : "SELL"
|
|
249
|
+
puts "📰 NEWS CATALYST: #{stock[:symbol]}"
|
|
250
|
+
puts " Sentiment: #{sentiment} (#{news[:sentiment].round(2)})"
|
|
251
|
+
puts " News Volume: #{news[:volume]} articles"
|
|
252
|
+
puts " Price Reaction: #{stock[:price_change].round(1)}% (lagging)"
|
|
253
|
+
puts " ACTION: #{action} on sentiment divergence"
|
|
254
|
+
end,
|
|
255
|
+
priority: 13
|
|
256
|
+
)
|
|
257
|
+
|
|
258
|
+
correlation_hedge = KBS::Rule.new(
|
|
259
|
+
"correlation_warning",
|
|
260
|
+
conditions: [
|
|
261
|
+
KBS::Condition.new(:correlation, {
|
|
262
|
+
value: ->(v) { v > 0.8 }
|
|
263
|
+
})
|
|
264
|
+
],
|
|
265
|
+
action: lambda do |facts, bindings|
|
|
266
|
+
corr = facts.find { |f| f.type == :correlation }
|
|
267
|
+
puts "⚠️ HIGH CORRELATION"
|
|
268
|
+
puts " Pairs: #{corr[:symbol1]} <-> #{corr[:symbol2]}"
|
|
269
|
+
puts " Correlation: #{corr[:value].round(2)}"
|
|
270
|
+
puts " ACTION: Diversify or hedge positions"
|
|
271
|
+
end,
|
|
272
|
+
priority: 6
|
|
273
|
+
)
|
|
274
|
+
|
|
275
|
+
gap_fade = KBS::Rule.new(
|
|
276
|
+
"gap_fade",
|
|
277
|
+
conditions: [
|
|
278
|
+
KBS::Condition.new(:gap, {
|
|
279
|
+
size: ->(s) { s.abs > 2 }
|
|
280
|
+
}),
|
|
281
|
+
KBS::Condition.new(:stock, {
|
|
282
|
+
atr: ->(a) { a > 0 }
|
|
283
|
+
})
|
|
284
|
+
],
|
|
285
|
+
action: lambda do |facts, bindings|
|
|
286
|
+
gap = facts.find { |f| f.type == :gap }
|
|
287
|
+
stock = facts.find { |f| f.type == :stock }
|
|
288
|
+
if gap && stock
|
|
289
|
+
gap_multiple = gap[:size].abs / (stock[:atr] / stock[:price] * 100)
|
|
290
|
+
if gap_multiple > 2
|
|
291
|
+
direction = gap[:size] > 0 ? "SHORT" : "LONG"
|
|
292
|
+
puts "📉 GAP FADE: #{stock[:symbol]}"
|
|
293
|
+
puts " Gap: #{gap[:size].round(1)}%"
|
|
294
|
+
puts " ATR Multiple: #{gap_multiple.round(1)}x"
|
|
295
|
+
puts " ACTION: #{direction} fade trade"
|
|
296
|
+
end
|
|
297
|
+
end
|
|
298
|
+
end,
|
|
299
|
+
priority: 8
|
|
300
|
+
)
|
|
301
|
+
|
|
302
|
+
@engine.add_rule(golden_cross)
|
|
303
|
+
@engine.add_rule(momentum_breakout)
|
|
304
|
+
@engine.add_rule(oversold_bounce)
|
|
305
|
+
@engine.add_rule(trailing_stop)
|
|
306
|
+
@engine.add_rule(position_sizing)
|
|
307
|
+
@engine.add_rule(earnings_play)
|
|
308
|
+
@engine.add_rule(sector_rotation)
|
|
309
|
+
@engine.add_rule(risk_alert)
|
|
310
|
+
@engine.add_rule(vwap_reversion)
|
|
311
|
+
@engine.add_rule(news_sentiment)
|
|
312
|
+
@engine.add_rule(correlation_hedge)
|
|
313
|
+
@engine.add_rule(gap_fade)
|
|
314
|
+
end
|
|
315
|
+
|
|
316
|
+
def simulate_market_tick(symbols)
|
|
317
|
+
symbols.each do |symbol|
|
|
318
|
+
@market_data[symbol] ||= {
|
|
319
|
+
price: 100 + rand(50),
|
|
320
|
+
ma50: 100,
|
|
321
|
+
ma200: 100,
|
|
322
|
+
volume: 1000000,
|
|
323
|
+
rsi: 50,
|
|
324
|
+
high_water: 100
|
|
325
|
+
}
|
|
326
|
+
|
|
327
|
+
data = @market_data[symbol]
|
|
328
|
+
|
|
329
|
+
price_change = rand(-5.0..5.0)
|
|
330
|
+
data[:price] = (data[:price] * (1 + price_change / 100)).round(2)
|
|
331
|
+
data[:ma50] = (data[:ma50] * 0.98 + data[:price] * 0.02).round(2)
|
|
332
|
+
data[:ma200] = (data[:ma200] * 0.995 + data[:price] * 0.005).round(2)
|
|
333
|
+
data[:volume] = (1000000 * (0.5 + rand * 2)).to_i
|
|
334
|
+
data[:rsi] = [[data[:rsi] + rand(-10..10), 0].max, 100].min
|
|
335
|
+
data[:high_water] = [data[:high_water], data[:price]].max
|
|
336
|
+
|
|
337
|
+
@engine.add_fact(:stock, {
|
|
338
|
+
symbol: symbol,
|
|
339
|
+
price: data[:price],
|
|
340
|
+
volume: data[:volume],
|
|
341
|
+
rsi: data[:rsi],
|
|
342
|
+
price_change: price_change,
|
|
343
|
+
volume_ratio: data[:volume] / 1000000.0,
|
|
344
|
+
atr: rand(1.0..3.0)
|
|
345
|
+
})
|
|
346
|
+
|
|
347
|
+
@engine.add_fact(:technical, {
|
|
348
|
+
symbol: symbol,
|
|
349
|
+
indicator: "ma_crossover",
|
|
350
|
+
ma50: data[:ma50],
|
|
351
|
+
ma200: data[:ma200],
|
|
352
|
+
ma50_prev: data[:ma50] - rand(-1.0..1.0),
|
|
353
|
+
ma200_prev: data[:ma200] - rand(-0.5..0.5)
|
|
354
|
+
})
|
|
355
|
+
|
|
356
|
+
@engine.add_fact(:support, {
|
|
357
|
+
symbol: symbol,
|
|
358
|
+
level: data[:price] * 0.95
|
|
359
|
+
})
|
|
360
|
+
|
|
361
|
+
if rand > 0.7
|
|
362
|
+
@engine.add_fact(:intraday, {
|
|
363
|
+
symbol: symbol,
|
|
364
|
+
price: data[:price],
|
|
365
|
+
vwap: data[:price] + rand(-2.0..2.0),
|
|
366
|
+
distance_from_vwap: rand(-3.0..3.0)
|
|
367
|
+
})
|
|
368
|
+
end
|
|
369
|
+
|
|
370
|
+
if rand > 0.8
|
|
371
|
+
@engine.add_fact(:news, {
|
|
372
|
+
symbol: symbol,
|
|
373
|
+
sentiment: rand(-1.0..1.0),
|
|
374
|
+
volume: rand(5..50)
|
|
375
|
+
})
|
|
376
|
+
end
|
|
377
|
+
|
|
378
|
+
if rand > 0.85
|
|
379
|
+
@engine.add_fact(:earnings, {
|
|
380
|
+
symbol: symbol,
|
|
381
|
+
days_until: rand(1..10),
|
|
382
|
+
expected_move: rand(3.0..15.0)
|
|
383
|
+
})
|
|
384
|
+
|
|
385
|
+
@engine.add_fact(:options, {
|
|
386
|
+
symbol: symbol,
|
|
387
|
+
iv: rand(20..80),
|
|
388
|
+
iv_rank: rand(0..100)
|
|
389
|
+
})
|
|
390
|
+
end
|
|
391
|
+
|
|
392
|
+
if rand > 0.9
|
|
393
|
+
@engine.add_fact(:gap, {
|
|
394
|
+
symbol: symbol,
|
|
395
|
+
size: rand(-5.0..5.0)
|
|
396
|
+
})
|
|
397
|
+
end
|
|
398
|
+
end
|
|
399
|
+
|
|
400
|
+
@engine.add_fact(:market, {
|
|
401
|
+
sentiment: ["bullish", "neutral", "bearish"].sample,
|
|
402
|
+
volatility: rand(10..40)
|
|
403
|
+
})
|
|
404
|
+
|
|
405
|
+
if @portfolio[:positions].any?
|
|
406
|
+
total_value = @portfolio[:cash] + @portfolio[:positions].values.sum { |p| p[:value] }
|
|
407
|
+
max_position = @portfolio[:positions].values.map { |p| p[:value] }.max || 0
|
|
408
|
+
@engine.add_fact(:portfolio_metrics, {
|
|
409
|
+
concentration: max_position.to_f / total_value
|
|
410
|
+
})
|
|
411
|
+
end
|
|
412
|
+
|
|
413
|
+
@engine.add_fact(:portfolio, {
|
|
414
|
+
cash: @portfolio[:cash],
|
|
415
|
+
risk_tolerance: 0.5
|
|
416
|
+
})
|
|
417
|
+
|
|
418
|
+
if rand > 0.85
|
|
419
|
+
symbols_pair = symbols.sample(2)
|
|
420
|
+
@engine.add_fact(:correlation, {
|
|
421
|
+
symbol1: symbols_pair[0],
|
|
422
|
+
symbol2: symbols_pair[1],
|
|
423
|
+
value: rand(0.5..0.95)
|
|
424
|
+
})
|
|
425
|
+
end
|
|
426
|
+
|
|
427
|
+
sectors = ["Technology", "Healthcare", "Finance", "Energy", "Consumer"]
|
|
428
|
+
@engine.add_fact(:sector, {
|
|
429
|
+
name: sectors.sample,
|
|
430
|
+
performance: rand(0.8..1.3),
|
|
431
|
+
trend: ["up", "down", "sideways"].sample
|
|
432
|
+
})
|
|
433
|
+
end
|
|
434
|
+
|
|
435
|
+
def run_simulation(symbols: ["AAPL", "GOOGL", "MSFT", "NVDA"], iterations: 10)
|
|
436
|
+
puts "\n" + "=" * 80
|
|
437
|
+
puts "ADVANCED STOCK TRADING SYSTEM"
|
|
438
|
+
puts "=" * 80
|
|
439
|
+
puts "Initial Capital: $100,000"
|
|
440
|
+
puts "Symbols: #{symbols.join(', ')}"
|
|
441
|
+
puts "Rules: #{@engine.rules.size} active trading strategies"
|
|
442
|
+
puts "=" * 80
|
|
443
|
+
|
|
444
|
+
iterations.times do |i|
|
|
445
|
+
puts "\n⏰ MARKET TICK #{i + 1} - #{Time.now.strftime('%H:%M:%S')}"
|
|
446
|
+
puts "-" * 60
|
|
447
|
+
|
|
448
|
+
@engine.working_memory.facts.clear
|
|
449
|
+
|
|
450
|
+
simulate_market_tick(symbols)
|
|
451
|
+
|
|
452
|
+
@engine.run
|
|
453
|
+
|
|
454
|
+
sleep(0.3) if i < iterations - 1
|
|
455
|
+
end
|
|
456
|
+
|
|
457
|
+
puts "\n" + "=" * 80
|
|
458
|
+
puts "SIMULATION COMPLETE"
|
|
459
|
+
puts "=" * 80
|
|
460
|
+
end
|
|
461
|
+
end
|
|
462
|
+
|
|
463
|
+
if __FILE__ == $0
|
|
464
|
+
system = AdvancedStockTradingSystem.new
|
|
465
|
+
system.run_simulation(
|
|
466
|
+
symbols: ["AAPL", "GOOGL", "MSFT", "NVDA", "TSLA", "META", "AMZN"],
|
|
467
|
+
iterations: 12
|
|
468
|
+
)
|
|
469
|
+
end
|