@continuumdao/continuum-node-sdk 1.3.37 → 1.3.38

package/dist/core/chart/analysis/trade-setups/trade-setup-selection.js

@@ -20,8 +20,7 @@ const keyLevelFibonacciSelectionSchema = z
     side: z.enum(['long', 'short']),
     lowLevelNumber: z.number().int().min(1),
     highLevelNumber: z.number().int().min(1),
-    framing: z.enum(['retrace', 'break']).optional(),
-    brokenLevelNumber: z.number().int().min(1).optional(),
+    framing: z.literal('retrace').optional(),
 })
     .strict();
 const chartPatternSelectionSchema = z
@@ -46,6 +45,23 @@ const bollingerSelectionSchema = z
     setupPurposeCode: z.string().min(1),
 })
     .strict();
+const donchianSelectionSchema = z
+    .object({
+    kind: z.literal('donchian_breakout'),
+    period: z.number().int().min(1),
+    entryMode: z.enum(['retest', 'immediate']),
+    setupPurposeCode: z.string().min(1),
+})
+    .strict();
+const zScoreSelectionSchema = z
+    .object({
+    kind: z.literal('z_score'),
+    period: z.number().int().min(1),
+    entryZ: z.number().positive(),
+    exitZ: z.number().min(0),
+    setupPurposeCode: z.string().min(1),
+})
+    .strict();
 const movingAveragesSelectionSchema = z
     .object({
     kind: z.literal('moving_averages'),
@@ -62,6 +78,13 @@ const momentumSelectionSchema = z
     rsiPeriod: z.number().int().min(1),
 })
     .strict();
+const divergenceSelectionSchema = z
+    .object({
+    kind: z.literal('divergence'),
+    oscillator: z.enum(['rsi', 'stochasticrsi']).nullable(),
+    primaryKind: z.string().nullable(),
+})
+    .strict();
 const rangeVolatilitySelectionSchema = z
     .object({
     kind: z.literal('range_volatility'),
@@ -80,8 +103,11 @@ export const TradeSetupSelectionSchema = z.discriminatedUnion('kind', [
     chartPatternSelectionSchema,
     candlestickSelectionSchema,
     bollingerSelectionSchema,
+    donchianSelectionSchema,
+    zScoreSelectionSchema,
     movingAveragesSelectionSchema,
     momentumSelectionSchema,
+    divergenceSelectionSchema,
     rangeVolatilitySelectionSchema,
     elliottWavesSelectionSchema,
 ]);
@@ -113,18 +139,6 @@ export function extractTradeSetupSelection(setup) {
         }
         case 'key_level_fibonacci': {
             const s = setup.setup;
-            const alt = s.breakRetestAlternative;
-            if (alt?.brokenLevelNumber != null) {
-                return {
-                    kind: 'key_level_fibonacci',
-                    fibPairNumber: s.fibPairNumber,
-                    side: s.side === 'long' || s.side === 'short' ? s.side : 'long',
-                    lowLevelNumber: s.lowLevelNumber,
-                    highLevelNumber: s.highLevelNumber,
-                    framing: 'break',
-                    brokenLevelNumber: alt.brokenLevelNumber,
-                };
-            }
             return {
                 kind: 'key_level_fibonacci',
                 fibPairNumber: s.fibPairNumber,
@@ -158,6 +172,31 @@ export function extractTradeSetupSelection(setup) {
                 setupPurposeCode: s.setupPurposeCode,
             };
         }
+        case 'donchian_breakout': {
+            const s = setup.setup;
+            if (!s.setupPurposeCode) {
+                return undefined;
+            }
+            return {
+                kind: 'donchian_breakout',
+                period: s.period,
+                entryMode: s.entryMode,
+                setupPurposeCode: s.setupPurposeCode,
+            };
+        }
+        case 'z_score': {
+            const s = setup.setup;
+            if (!s.setupPurposeCode) {
+                return undefined;
+            }
+            return {
+                kind: 'z_score',
+                period: s.period,
+                entryZ: s.entryZ,
+                exitZ: s.exitZ,
+                setupPurposeCode: s.setupPurposeCode,
+            };
+        }
         case 'moving_averages': {
             const s = setup.setup;
             return {
@@ -174,6 +213,12 @@ export function extractTradeSetupSelection(setup) {
                 kind: 'momentum',
                 rsiPeriod: setup.setup.rsiPeriod,
             };
+        case 'divergence':
+            return {
+                kind: 'divergence',
+                oscillator: setup.setup.oscillator,
+                primaryKind: setup.setup.primaryKind,
+            };
         case 'range_volatility':
             return { kind: 'range_volatility' };
         case 'elliott_waves': {
@@ -195,9 +240,6 @@ export function analyzeArgsFromTradeSetupSelection(selection) {
         case 'key_levels':
             return {
                 tradeLevelNumber: selection.levelNumber,
-                ...(selection.framing === 'break' && selection.brokenLevelNumber != null
-                    ? { tradeBrokenLevelNumber: selection.brokenLevelNumber }
-                    : {}),
             };
         case 'key_level_fibonacci':
             return {
@@ -216,6 +258,17 @@ export function analyzeArgsFromTradeSetupSelection(selection) {
                 period: selection.period,
                 stdDev: selection.stdDev,
             };
+        case 'donchian_breakout':
+            return {
+                period: selection.period,
+                donchianEntryMode: selection.entryMode,
+            };
+        case 'z_score':
+            return {
+                period: selection.period,
+                zScoreEntry: selection.entryZ,
+                zScoreExit: selection.exitZ,
+            };
         case 'moving_averages':
             return {
                 fastPeriod: selection.fastPeriod,
@@ -224,6 +277,8 @@ export function analyzeArgsFromTradeSetupSelection(selection) {
             };
         case 'momentum':
             return { rsiPeriod: selection.rsiPeriod };
+        case 'divergence':
+            return selection.oscillator != null ? { oscillator: selection.oscillator } : {};
         case 'range_volatility':
             return {};
         case 'elliott_waves':

package/dist/core/chart/analysis/trade-setups/trade-setup-selection.js.map

@@ -1 +1 @@
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package/dist/core/chart/analysis/trade-setups/z-score-trade-setup.d.ts

@@ -0,0 +1,89 @@
+import type { EntryOffsetMode } from './pattern-limit-entry.js';
+import type { TradeSetupSide, TradeSetupStatus } from './shared.js';
+export declare const DEFAULT_Z_SCORE_PERIOD = 20;
+export declare const DEFAULT_Z_SCORE_ENTRY = 2;
+export declare const DEFAULT_Z_SCORE_EXIT = 0.5;
+export declare const DEFAULT_Z_SCORE_STOP_ATR_MULTIPLE = 2;
+export type ZScoreAtrFilter = 'none' | 'contracting';
+export declare const DEFAULT_Z_SCORE_ATR_FILTER: ZScoreAtrFilter;
+export type ZScoreTradeSetup = {
+    status: TradeSetupStatus;
+    source: 'z_score';
+    lastClose: number;
+    z: number;
+    sma: number;
+    sd: number;
+    period: number;
+    entryZ: number;
+    exitZ: number;
+    stopAtrMultiple: number;
+    atrFilter: ZScoreAtrFilter;
+    atrAtLastBar?: number;
+    atrContracting?: boolean;
+    entryOffsetMode: EntryOffsetMode;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+    setupPurposeCode: string;
+    invalidated: boolean;
+    side: TradeSetupSide;
+    entryPrice?: number;
+    entryLabel?: string;
+    targetPrice?: number;
+    targetLabel?: string;
+    invalidationPrice?: number;
+    invalidationLabel?: string;
+    conditionalNote: string;
+    confidence: number;
+    unclearReason?: string;
+};
+export type ZScoreTradeIdeaContext = {
+    period: number;
+    z: number;
+    sma: number;
+    sd: number;
+    entryZ: number;
+    exitZ: number;
+    stopAtrMultiple: number;
+    atrFilter: ZScoreAtrFilter;
+    setupPurposeCode: string;
+    invalidated: boolean;
+    atrAtLastBar?: number;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+};
+export declare function buildZScoreTradeSetup(input: {
+    lastClose: number;
+    z: number;
+    sma: number;
+    sd: number;
+    period: number;
+    entryZ?: number;
+    exitZ?: number;
+    stopAtrMultiple?: number;
+    atrFilter?: ZScoreAtrFilter;
+    atr?: number | null;
+    atrPrev?: number | null;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+}): ZScoreTradeSetup | null;
+export declare function zScoreTradeIdeaContextFromSetup(setup: ZScoreTradeSetup): ZScoreTradeIdeaContext;
+export declare function normalizeZScoreTradeSetup(setup: ZScoreTradeSetup): {
+    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=z-score-trade-setup.d.ts.map

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

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

@@ -0,0 +1,195 @@
+import { isFiniteTradePrice } from './shared.js';
+import { tradeDeskDefaultPcts } from './trade-desk-defaults.js';
+export const DEFAULT_Z_SCORE_PERIOD = 20;
+export const DEFAULT_Z_SCORE_ENTRY = 2;
+export const DEFAULT_Z_SCORE_EXIT = 0.5;
+export const DEFAULT_Z_SCORE_STOP_ATR_MULTIPLE = 2;
+export const DEFAULT_Z_SCORE_ATR_FILTER = 'none';
+function resolveEntryZ(raw) {
+    if (raw != null && Number.isFinite(raw) && raw > 0) {
+        return raw;
+    }
+    return DEFAULT_Z_SCORE_ENTRY;
+}
+function resolveExitZ(raw) {
+    if (raw != null && Number.isFinite(raw) && raw >= 0) {
+        return raw;
+    }
+    return DEFAULT_Z_SCORE_EXIT;
+}
+function resolveStopMultiple(raw) {
+    if (raw != null && Number.isFinite(raw) && raw > 0) {
+        return raw;
+    }
+    return DEFAULT_Z_SCORE_STOP_ATR_MULTIPLE;
+}
+function resolveAtrFilter(raw) {
+    return raw === 'contracting' ? 'contracting' : DEFAULT_Z_SCORE_ATR_FILTER;
+}
+export function buildZScoreTradeSetup(input) {
+    const { lastClose, z, sma, sd, period } = input;
+    if (![lastClose, z, sma, sd].every(isFiniteTradePrice) ||
+        sd <= 0 ||
+        period < 2) {
+        return null;
+    }
+    const entryZ = resolveEntryZ(input.entryZ);
+    const exitZ = resolveExitZ(input.exitZ);
+    const stopAtrMultiple = resolveStopMultiple(input.stopAtrMultiple);
+    const atrFilter = resolveAtrFilter(input.atrFilter);
+    const desk = tradeDeskDefaultPcts({
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+    });
+    const atr = input.atr != null && Number.isFinite(input.atr) && input.atr > 0 ? input.atr : undefined;
+    const atrPrev = input.atrPrev != null && Number.isFinite(input.atrPrev) && input.atrPrev > 0
+        ? input.atrPrev
+        : undefined;
+    const atrContracting = atr != null && atrPrev != null ? atr < atrPrev : undefined;
+    let side = 'neutral';
+    let status = 'unclear';
+    let invalidated = false;
+    let confidence = 0.4;
+    let conditionalNote = 'Z-score within normal range — wait for |Z| ≥ entry threshold.';
+    let unclearReason = `No Z-score extreme — |Z| < ${entryZ}.`;
+    if (z <= -entryZ) {
+        side = 'long';
+        conditionalNote = `Oversold Z-score (${z.toFixed(2)}) — mean-reversion long toward SMA + ${exitZ}σ.`;
+        if (atrFilter === 'contracting' && atrContracting !== true) {
+            unclearReason = 'Long Z-score extreme but ATR filter requires contracting volatility.';
+        }
+        else if (atr == null) {
+            unclearReason = 'Long Z-score extreme but ATR unavailable for stop.';
+        }
+        else {
+            status = 'clear';
+            unclearReason = '';
+            confidence = 0.55;
+        }
+    }
+    else if (z >= entryZ) {
+        side = 'short';
+        conditionalNote = `Overbought Z-score (${z.toFixed(2)}) — mean-reversion short toward SMA − ${exitZ}σ.`;
+        if (atrFilter === 'contracting' && atrContracting !== true) {
+            unclearReason = 'Short Z-score extreme but ATR filter requires contracting volatility.';
+        }
+        else if (atr == null) {
+            unclearReason = 'Short Z-score extreme but ATR unavailable for stop.';
+        }
+        else {
+            status = 'clear';
+            unclearReason = '';
+            confidence = 0.55;
+        }
+    }
+    const entryPrice = status === 'clear' && (side === 'long' || side === 'short') ? lastClose : undefined;
+    const entryLabel = side === 'long' || side === 'short' ? 'last close at Z extreme' : undefined;
+    const targetPrice = status === 'clear' && side === 'long'
+        ? sma + exitZ * sd
+        : status === 'clear' && side === 'short'
+            ? sma - exitZ * sd
+            : undefined;
+    const targetLabel = side === 'long' || side === 'short'
+        ? `Z return to ${side === 'long' ? '+' : '−'}${exitZ}`
+        : undefined;
+    let invalidationPrice;
+    let invalidationLabel;
+    if (status === 'clear' && atr != null && entryPrice != null) {
+        const stopDistance = stopAtrMultiple * atr;
+        if (side === 'long') {
+            invalidationPrice = entryPrice - stopDistance;
+            invalidationLabel = `${stopAtrMultiple}× ATR below entry`;
+            if (lastClose < invalidationPrice) {
+                invalidated = true;
+            }
+        }
+        else if (side === 'short') {
+            invalidationPrice = entryPrice + stopDistance;
+            invalidationLabel = `${stopAtrMultiple}× ATR above entry`;
+            if (lastClose > invalidationPrice) {
+                invalidated = true;
+            }
+        }
+    }
+    if (invalidated) {
+        status = 'unclear';
+        unclearReason =
+            side === 'long'
+                ? 'Invalidated: price already through ATR stop below entry.'
+                : 'Invalidated: price already through ATR stop above entry.';
+        conditionalNote = unclearReason;
+    }
+    return {
+        status,
+        source: 'z_score',
+        lastClose,
+        z,
+        sma,
+        sd,
+        period,
+        entryZ,
+        exitZ,
+        stopAtrMultiple,
+        atrFilter,
+        ...(atr != null ? { atrAtLastBar: atr } : {}),
+        ...(atrContracting != null ? { atrContracting } : {}),
+        entryOffsetMode: 'bounce',
+        entryOffsetPct: desk.entryOffsetPct,
+        invalidationOffsetPct: desk.invalidationOffsetPct,
+        setupPurposeCode: 'zs-fade',
+        invalidated,
+        side,
+        conditionalNote,
+        confidence,
+        ...(entryPrice != null && entryLabel ? { entryPrice, entryLabel } : {}),
+        ...(targetPrice != null && targetLabel ? { targetPrice, targetLabel } : {}),
+        ...(invalidationPrice != null && invalidationLabel
+            ? { invalidationPrice, invalidationLabel }
+            : {}),
+        ...(unclearReason ? { unclearReason } : {}),
+    };
+}
+export function zScoreTradeIdeaContextFromSetup(setup) {
+    return {
+        period: setup.period,
+        z: setup.z,
+        sma: setup.sma,
+        sd: setup.sd,
+        entryZ: setup.entryZ,
+        exitZ: setup.exitZ,
+        stopAtrMultiple: setup.stopAtrMultiple,
+        atrFilter: setup.atrFilter,
+        setupPurposeCode: setup.setupPurposeCode,
+        invalidated: setup.invalidated,
+        entryOffsetPct: setup.entryOffsetPct,
+        invalidationOffsetPct: setup.invalidationOffsetPct,
+        ...(setup.atrAtLastBar != null ? { atrAtLastBar: setup.atrAtLastBar } : {}),
+    };
+}
+export function normalizeZScoreTradeSetup(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 ?? 'Z-score entry' }
+            : undefined,
+        ...(setup.targetPrice != null && isFiniteTradePrice(setup.targetPrice)
+            ? { target: { price: setup.targetPrice, label: setup.targetLabel ?? 'Z-exit target' } }
+            : {}),
+        ...(setup.invalidationPrice != null && isFiniteTradePrice(setup.invalidationPrice)
+            ? {
+                invalidation: {
+                    price: setup.invalidationPrice,
+                    label: setup.invalidationLabel ?? 'ATR stop',
+                },
+            }
+            : {}),
+        unclearReason: setup.unclearReason,
+    };
+}
+//# sourceMappingURL=z-score-trade-setup.js.map

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package/dist/core/chart/analysis/z-score-analyze-tools.d.ts

@@ -0,0 +1,111 @@
+import { z } from 'zod';
+import type { SdkResult } from '../../result.js';
+export declare const AnalyzeZScoreInputSchema: z.ZodPreprocess<z.ZodObject<{
+    toolResult: z.ZodOptional<z.ZodUnknown>;
+    rows: z.ZodOptional<z.ZodArray<z.ZodUnknown>>;
+    title: z.ZodOptional<z.ZodString>;
+    label: z.ZodOptional<z.ZodString>;
+    ohlcvDigest: z.ZodOptional<z.ZodString>;
+    mergeLive: z.ZodOptional<z.ZodBoolean>;
+    liveTick: z.ZodOptional<z.ZodObject<{
+        timeMs: z.ZodNumber;
+        price: z.ZodNumber;
+        volume: z.ZodOptional<z.ZodNumber>;
+    }, z.core.$strict>>;
+    allowRowsOnly: z.ZodOptional<z.ZodBoolean>;
+    period: z.ZodOptional<z.ZodNumber>;
+    zScorePeriod: z.ZodOptional<z.ZodNumber>;
+    zScoreEntry: z.ZodOptional<z.ZodNumber>;
+    zScoreExit: z.ZodOptional<z.ZodNumber>;
+    zScoreStopAtrMultiple: z.ZodOptional<z.ZodNumber>;
+    zScoreAtrFilter: z.ZodOptional<z.ZodEnum<{
+        none: "none";
+        contracting: "contracting";
+    }>>;
+    entryProximityAtrPeriod: z.ZodOptional<z.ZodNumber>;
+    entryOffsetPct: z.ZodOptional<z.ZodNumber>;
+    invalidationOffsetPct: z.ZodOptional<z.ZodNumber>;
+}, z.core.$strict>>;
+export declare const AnalyzeZScoreOutputSchema: z.ZodObject<{
+    analysis: z.ZodObject<{
+        summary: z.ZodString;
+        interpretation: z.ZodString;
+        z: z.ZodNumber;
+        sma: z.ZodNumber;
+        sd: z.ZodNumber;
+        atr: z.ZodNullable<z.ZodNumber>;
+        period: z.ZodNumber;
+        entryZ: z.ZodNumber;
+        exitZ: z.ZodNumber;
+        stopAtrMultiple: z.ZodNumber;
+        atrFilter: z.ZodEnum<{
+            none: "none";
+            contracting: "contracting";
+        }>;
+        zScoreTradeSetup: z.ZodNullable<z.ZodObject<{}, z.core.$catchall<z.ZodUnknown>>>;
+        zScoreHighlight: z.ZodObject<{}, z.core.$catchall<z.ZodUnknown>>;
+    }, z.core.$strict>;
+    meta: z.ZodObject<{
+        barCount: z.ZodNumber;
+        title: z.ZodOptional<z.ZodString>;
+        ohlcvSummary: z.ZodOptional<z.ZodObject<{
+            barCount: z.ZodNumber;
+            timeStartSec: z.ZodNumber;
+            timeEndSec: z.ZodNumber;
+            low: z.ZodNumber;
+            high: z.ZodNumber;
+            lastClose: z.ZodNumber;
+        }, z.core.$strict>>;
+        ohlcvFingerprint: z.ZodOptional<z.ZodObject<{
+            version: z.ZodLiteral<1>;
+            barCount: z.ZodNumber;
+            timeStartSec: z.ZodNumber;
+            timeEndSec: z.ZodNumber;
+            low: z.ZodNumber;
+            high: z.ZodNumber;
+            lastClose: z.ZodNumber;
+            digest: z.ZodString;
+        }, z.core.$strict>>;
+        fetchContext: z.ZodOptional<z.ZodObject<{
+            interval: z.ZodNullable<z.ZodString>;
+            intervalSec: z.ZodNullable<z.ZodNumber>;
+            lookbackDays: z.ZodNullable<z.ZodNumber>;
+            lookbackHours: z.ZodNullable<z.ZodNumber>;
+            lookbackLabel: z.ZodNullable<z.ZodString>;
+            coin: z.ZodNullable<z.ZodString>;
+            declaredBarCount: z.ZodNullable<z.ZodNumber>;
+            windowExpectedBarCount: z.ZodNullable<z.ZodNumber>;
+            expectedBarCount: z.ZodNullable<z.ZodNumber>;
+        }, z.core.$strict>>;
+        windowExpectation: z.ZodOptional<z.ZodObject<{
+            interval: z.ZodNullable<z.ZodString>;
+            intervalSec: z.ZodNullable<z.ZodNumber>;
+            lookbackLabel: z.ZodNullable<z.ZodString>;
+            expectedBarCount: z.ZodNullable<z.ZodNumber>;
+            minBarCount: z.ZodNullable<z.ZodNumber>;
+            sources: z.ZodArray<z.ZodString>;
+        }, z.core.$strict>>;
+        liveMerge: z.ZodOptional<z.ZodObject<{
+            attempted: z.ZodBoolean;
+            merged: z.ZodBoolean;
+            livePrice: z.ZodOptional<z.ZodNumber>;
+            liveTickTimeMs: z.ZodOptional<z.ZodNumber>;
+            priorLastClose: z.ZodOptional<z.ZodNumber>;
+            barRolledOver: z.ZodOptional<z.ZodBoolean>;
+            skippedReason: z.ZodOptional<z.ZodString>;
+        }, z.core.$strict>>;
+        patternsScanned: z.ZodOptional<z.ZodNumber>;
+        dataPolicy: z.ZodString;
+        warnings: z.ZodOptional<z.ZodArray<z.ZodString>>;
+        sessionBind: z.ZodOptional<z.ZodObject<{
+            ohlcvDigest: z.ZodString;
+            title: z.ZodOptional<z.ZodString>;
+            reuseInput: z.ZodObject<{
+                title: z.ZodOptional<z.ZodString>;
+                ohlcvDigest: z.ZodString;
+            }, z.core.$strict>;
+        }, z.core.$strict>>;
+    }, z.core.$strict>;
+}, z.core.$strict>;
+export declare function analyzeZScore(input: unknown): Promise<SdkResult<z.infer<typeof AnalyzeZScoreOutputSchema>>>;
+//# sourceMappingURL=z-score-analyze-tools.d.ts.map

package/dist/core/chart/analysis/z-score-analyze-tools.d.ts.map

@@ -0,0 +1 @@
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