@continuumdao/continuum-node-sdk 1.3.37 → 1.3.38

package/dist/core/chart/analysis/trade-setups/divergence-trade-setup.d.ts

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+import type { DivergenceKind, DivergenceOscillator, DivergencePrimary } from '../divergence/types.js';
+import type { TradeSetupSide, TradeSetupStatus } from './shared.js';
+export type DivergenceTradeSetup = {
+    status: TradeSetupStatus;
+    source: 'divergence';
+    setupPurposeCode: 'div';
+    primaryKind: DivergenceKind | null;
+    oscillator: DivergenceOscillator | null;
+    lastClose: number;
+    side: TradeSetupSide;
+    entryPrice?: number;
+    entryLabel?: string;
+    targetPrice?: number;
+    targetLabel?: string;
+    invalidationPrice?: number;
+    invalidationLabel?: string;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+    conditionalNote: string;
+    confidence: number;
+    unclearReason?: string;
+};
+/** Minimum |p1−p2| / lastClose × 100 for a clear trade (filters micro-wiggle pivots). */
+export declare const DIVERGENCE_MIN_SWING_PCT = 0.5;
+export declare function pivotStructureLevels(input: {
+    side: 'long' | 'short';
+    p1Price: number;
+    p2Price: number;
+    lastClose: number;
+}): {
+    entryPrice: number;
+    entryLabel: string;
+    targetPrice: number;
+    targetLabel: string;
+    invalidationPrice: number;
+    invalidationLabel: string;
+    swingPct: number;
+} | null;
+/** Target/invalidation must sit on the correct side of entry for the trade direction. */
+export declare function divergenceLevelsActionable(input: {
+    side: 'long' | 'short';
+    entryPrice: number;
+    targetPrice: number;
+    invalidationPrice: number;
+    swingPct: number;
+    minSwingPct?: number;
+}): {
+    ok: true;
+} | {
+    ok: false;
+    reason: string;
+};
+export declare function buildDivergenceTradeSetup(input: {
+    lastClose: number;
+    primary: DivergencePrimary | null;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+}): DivergenceTradeSetup | null;
+export declare function normalizeDivergenceTradeSetup(setup: DivergenceTradeSetup): {
+    status: TradeSetupStatus;
+    side: TradeSetupSide;
+    confidence: number;
+    lastClose: number;
+    entry: {
+        price: number;
+        label: string;
+    } | undefined;
+    target: {
+        price: number;
+        label: string | undefined;
+    } | undefined;
+    invalidation: {
+        price: number;
+        label: string | undefined;
+    } | undefined;
+    unclearReason: string | undefined;
+};
+//# sourceMappingURL=divergence-trade-setup.d.ts.map

package/dist/core/chart/analysis/trade-setups/divergence-trade-setup.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/trade-setups/divergence-trade-setup.js

@@ -0,0 +1,184 @@
+import { kindLabel } from '../divergence/detect.js';
+import { isFiniteTradePrice } from './shared.js';
+import { tradeDeskDefaultPcts } from './trade-desk-defaults.js';
+/** Minimum |p1−p2| / lastClose × 100 for a clear trade (filters micro-wiggle pivots). */
+export const DIVERGENCE_MIN_SWING_PCT = 0.5;
+export function pivotStructureLevels(input) {
+    const { side, p1Price, p2Price, lastClose } = input;
+    if (![p1Price, p2Price, lastClose].every(isFiniteTradePrice)) {
+        return null;
+    }
+    const range = Math.abs(p1Price - p2Price);
+    if (!(range > 0) || !(lastClose > 0)) {
+        return null;
+    }
+    const swingPct = (range / lastClose) * 100;
+    if (side === 'long') {
+        const invalidationPrice = Math.min(p1Price, p2Price);
+        // Project swing size from entry so the target stays ahead of last close when
+        // price has already moved past the classic p2±range measured move.
+        const targetPrice = lastClose + range;
+        return {
+            entryPrice: lastClose,
+            entryLabel: 'last close (divergence)',
+            targetPrice,
+            targetLabel: 'measured move (swing size from entry)',
+            invalidationPrice,
+            invalidationLabel: 'below divergence swing low',
+            swingPct,
+        };
+    }
+    const invalidationPrice = Math.max(p1Price, p2Price);
+    const targetPrice = lastClose - range;
+    return {
+        entryPrice: lastClose,
+        entryLabel: 'last close (divergence)',
+        targetPrice,
+        targetLabel: 'measured move (swing size from entry)',
+        invalidationPrice,
+        invalidationLabel: 'above divergence swing high',
+        swingPct,
+    };
+}
+/** Target/invalidation must sit on the correct side of entry for the trade direction. */
+export function divergenceLevelsActionable(input) {
+    const minSwing = input.minSwingPct ?? DIVERGENCE_MIN_SWING_PCT;
+    if (!(input.swingPct >= minSwing)) {
+        return {
+            ok: false,
+            reason: `Divergence swing too small (${input.swingPct.toFixed(2)}% < ${minSwing}% of price) for a clear entry.`,
+        };
+    }
+    if (input.side === 'long') {
+        if (!(input.targetPrice > input.entryPrice)) {
+            return {
+                ok: false,
+                reason: 'Target is not above last close for a long divergence setup.',
+            };
+        }
+        if (!(input.invalidationPrice < input.entryPrice)) {
+            return {
+                ok: false,
+                reason: 'Price is at or below the divergence swing low — bullish bias remains, but invalidation is already spent.',
+            };
+        }
+        return { ok: true };
+    }
+    if (!(input.targetPrice < input.entryPrice)) {
+        return {
+            ok: false,
+            reason: 'Target is not below last close for a short divergence setup.',
+        };
+    }
+    if (!(input.invalidationPrice > input.entryPrice)) {
+        return {
+            ok: false,
+            reason: 'Price is at or above the divergence swing high — bearish bias remains, but invalidation is already spent.',
+        };
+    }
+    return { ok: true };
+}
+export function buildDivergenceTradeSetup(input) {
+    const close = input.lastClose;
+    if (!isFiniteTradePrice(close)) {
+        return null;
+    }
+    const desk = tradeDeskDefaultPcts({
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+    });
+    if (!input.primary) {
+        return {
+            status: 'unclear',
+            source: 'divergence',
+            setupPurposeCode: 'div',
+            primaryKind: null,
+            oscillator: null,
+            lastClose: close,
+            side: 'neutral',
+            entryOffsetPct: desk.entryOffsetPct,
+            invalidationOffsetPct: desk.invalidationOffsetPct,
+            conditionalNote: 'No RSI/Stochastic RSI divergence detected — no trade bias.',
+            confidence: 0.35,
+            unclearReason: 'No primary divergence pattern on the session OHLCV.',
+        };
+    }
+    const primary = input.primary;
+    const levels = pivotStructureLevels({
+        side: primary.side,
+        p1Price: primary.p1.value,
+        p2Price: primary.p2.value,
+        lastClose: close,
+    });
+    const confidence = primary.confidence;
+    const oscLabel = primary.oscillator === 'rsi' ? 'RSI' : 'Stochastic RSI';
+    const note = `${kindLabel(primary.kind)} ${oscLabel} divergence — supports ${primary.side} (confidence ${confidence.toFixed(2)}).`;
+    let status = 'unclear';
+    let unclearReason = levels == null
+        ? 'Could not form pivot-structure entry/target/invalidation from primary pivots.'
+        : confidence < 0.45
+            ? 'Primary divergence confidence below clear threshold.'
+            : '';
+    if (levels != null && confidence >= 0.45) {
+        const actionable = divergenceLevelsActionable({
+            side: primary.side,
+            entryPrice: levels.entryPrice,
+            targetPrice: levels.targetPrice,
+            invalidationPrice: levels.invalidationPrice,
+            swingPct: levels.swingPct,
+        });
+        if (actionable.ok) {
+            status = 'clear';
+            unclearReason = '';
+        }
+        else {
+            unclearReason = actionable.reason;
+        }
+    }
+    return {
+        status,
+        source: 'divergence',
+        setupPurposeCode: 'div',
+        primaryKind: primary.kind,
+        oscillator: primary.oscillator,
+        lastClose: close,
+        side: primary.side,
+        ...(levels && status === 'clear'
+            ? {
+                entryPrice: levels.entryPrice,
+                entryLabel: levels.entryLabel,
+                targetPrice: levels.targetPrice,
+                targetLabel: levels.targetLabel,
+                invalidationPrice: levels.invalidationPrice,
+                invalidationLabel: levels.invalidationLabel,
+            }
+            : {}),
+        entryOffsetPct: desk.entryOffsetPct,
+        invalidationOffsetPct: desk.invalidationOffsetPct,
+        conditionalNote: note,
+        confidence,
+        ...(unclearReason ? { unclearReason } : {}),
+    };
+}
+export function normalizeDivergenceTradeSetup(setup) {
+    return {
+        status: setup.status,
+        side: setup.side,
+        confidence: setup.confidence,
+        lastClose: setup.lastClose,
+        entry: setup.status === 'clear' &&
+            setup.side !== 'neutral' &&
+            setup.entryPrice != null &&
+            isFiniteTradePrice(setup.entryPrice)
+            ? { price: setup.entryPrice, label: setup.entryLabel ?? 'last close (divergence)' }
+            : undefined,
+        target: setup.targetPrice != null && isFiniteTradePrice(setup.targetPrice)
+            ? { price: setup.targetPrice, label: setup.targetLabel }
+            : undefined,
+        invalidation: setup.invalidationPrice != null && isFiniteTradePrice(setup.invalidationPrice)
+            ? { price: setup.invalidationPrice, label: setup.invalidationLabel }
+            : undefined,
+        unclearReason: setup.unclearReason,
+    };
+}
+//# sourceMappingURL=divergence-trade-setup.js.map

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package/dist/core/chart/analysis/trade-setups/donchian-trade-setup.d.ts

@@ -0,0 +1,133 @@
+import type { EntryOffsetMode } from './pattern-limit-entry.js';
+import type { TradeSetupSide, TradeSetupStatus } from './shared.js';
+export declare const DEFAULT_DONCHIAN_PERIOD = 20;
+export declare const DEFAULT_DONCHIAN_ENTRY_MODE: "retest";
+export declare const DEFAULT_DONCHIAN_BREAK_LOOKBACK = 30;
+/** Target = entry ± (multiple × ATR). Desk: universal.donchianTargetAtrMultiple. */
+export declare const DEFAULT_DONCHIAN_TARGET_ATR_MULTIPLE = 3;
+export type DonchianEntryMode = 'retest' | 'immediate';
+export type DonchianTradeSetup = {
+    status: TradeSetupStatus;
+    source: 'donchian_breakout';
+    entryMode: DonchianEntryMode;
+    lastClose: number;
+    upper: number;
+    middle: number;
+    lower: number;
+    priorUpper: number;
+    priorLower: number;
+    channelWidth: number;
+    period: number;
+    entryProximityPct: number;
+    entryOffsetMode: EntryOffsetMode;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+    /** ATR at last bar used for target distance (entry ± multiple × ATR). */
+    atrAtLastBar?: number;
+    /** Desk multiple for ATR target (default 3). */
+    targetAtrMultiple: number;
+    setupPurposeCode: string;
+    invalidated: boolean;
+    side: TradeSetupSide;
+    brokeOnLastBar: boolean;
+    breakBarIndex?: number;
+    entryPrice?: number;
+    entryLabel?: string;
+    targetPrice?: number;
+    targetLabel?: string;
+    invalidationPrice?: number;
+    invalidationLabel?: string;
+    conditionalNote: string;
+    confidence: number;
+    unclearReason?: string;
+    /** Nested when primary mode is retest. */
+    immediateAlternative?: DonchianTradeSetup | null;
+    /** Nested when primary mode is immediate. */
+    breakRetestAlternative?: DonchianTradeSetup | null;
+};
+export type DonchianChannelPoint = {
+    upper: number;
+    middle: number;
+    lower: number;
+};
+export declare function buildImmediateDonchianSetup(input: {
+    lastClose: number;
+    prevClose: number;
+    upper: number;
+    middle: number;
+    lower: number;
+    priorUpper: number;
+    priorLower: number;
+    period: number;
+    entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    atr?: number | null;
+    targetAtrMultiple?: number;
+}): DonchianTradeSetup | null;
+export declare function buildRetestDonchianSetup(input: {
+    closes: number[];
+    channels: Array<DonchianChannelPoint | null>;
+    lastClose: number;
+    upper: number;
+    middle: number;
+    lower: number;
+    priorUpper: number;
+    priorLower: number;
+    period: number;
+    entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    atr?: number | null;
+    targetAtrMultiple?: number;
+    lookback?: number;
+}): DonchianTradeSetup | null;
+export declare function buildDonchianTradeSetup(input: {
+    closes: number[];
+    channels: Array<DonchianChannelPoint | null>;
+    period: number;
+    entryMode?: DonchianEntryMode;
+    entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    atr?: number | null;
+    targetAtrMultiple?: number;
+}): DonchianTradeSetup | null;
+export type DonchianTradeIdeaContext = {
+    period: number;
+    entryMode: DonchianEntryMode;
+    setupPurposeCode: string;
+    channelWidth: number;
+    upper: number;
+    middle: number;
+    lower: number;
+    priorUpper: number;
+    priorLower: number;
+    invalidated: boolean;
+    entryProximityPct: number;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+    atrAtLastBar?: number;
+    targetAtrMultiple: number;
+};
+export declare function donchianTradeIdeaContextFromSetup(setup: DonchianTradeSetup): DonchianTradeIdeaContext;
+export declare function normalizeDonchianTradeSetup(setup: DonchianTradeSetup): {
+    unclearReason: string | undefined;
+    invalidation?: {
+        price: number;
+        label: string;
+    } | undefined;
+    target?: {
+        price: number;
+        label: string;
+    } | undefined;
+    status: TradeSetupStatus;
+    side: TradeSetupSide;
+    confidence: number;
+    lastClose: number;
+    entry: {
+        price: number;
+        label: string;
+    } | undefined;
+};
+//# sourceMappingURL=donchian-trade-setup.d.ts.map

package/dist/core/chart/analysis/trade-setups/donchian-trade-setup.d.ts.map

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