@elizaos/plugin-auto-trader 2.0.0-alpha.2 → 2.0.0-alpha.3

package/dist/MeanReversionStrategy-DWMTVZBR.js

@@ -0,0 +1,9 @@
+import {
+  MeanReversionStrategy
+} from "./chunk-GAGDUXA5.js";
+import "./chunk-5LMMYSSD.js";
+import "./chunk-PZ5AY32C.js";
+export {
+  MeanReversionStrategy
+};
+//# sourceMappingURL=MeanReversionStrategy-DWMTVZBR.js.map

package/dist/MomentumBreakoutStrategy-FCWYC6D6.js

@@ -0,0 +1,9 @@
+import {
+  MomentumBreakoutStrategy
+} from "./chunk-PPB7RNSR.js";
+import "./chunk-5LMMYSSD.js";
+import "./chunk-PZ5AY32C.js";
+export {
+  MomentumBreakoutStrategy
+};
+//# sourceMappingURL=MomentumBreakoutStrategy-FCWYC6D6.js.map

package/dist/RandomStrategy-JJCJEW5V.js

@@ -0,0 +1,9 @@
+import {
+  RandomStrategy
+} from "./chunk-7YO3Q6ZS.js";
+import "./chunk-5LMMYSSD.js";
+import "./chunk-PZ5AY32C.js";
+export {
+  RandomStrategy
+};
+//# sourceMappingURL=RandomStrategy-JJCJEW5V.js.map

package/dist/RuleBasedStrategy-3OB4HZLT.js

@@ -0,0 +1,9 @@
+import {
+  RuleBasedStrategy
+} from "./chunk-IQWCSPU4.js";
+import "./chunk-5LMMYSSD.js";
+import "./chunk-PZ5AY32C.js";
+export {
+  RuleBasedStrategy
+};
+//# sourceMappingURL=RuleBasedStrategy-3OB4HZLT.js.map

package/dist/{chunk-AS6N6A3H.js → chunk-5LMMYSSD.js}

@@ -15,4 +15,4 @@ export {
   TradeType,
   OrderType
 };
-//# sourceMappingURL=chunk-AS6N6A3H.js.map
+//# sourceMappingURL=chunk-5LMMYSSD.js.map

package/dist/chunk-5LMMYSSD.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/types.ts"],"sourcesContent":["import type { IAgentRuntime as AgentRuntime, UUID } from \"@elizaos/core\";\n\nexport interface TokenBalance {\n  tokenAddress: string;\n  amount: string;\n  decimals?: number;\n}\n\nexport interface TokenData {\n  address: string;\n  symbol?: string;\n  name?: string;\n  decimals?: number;\n}\n\nexport interface ITokenDataService {\n  getTokenData(address: string): Promise<TokenData | null>;\n  getTokenBalance?(address: string): Promise<TokenBalance | null>;\n}\n\nexport interface WalletAsset {\n  tokenAddress: string;\n  amount: number;\n  usdValue?: number;\n}\n\nexport interface IWalletService {\n  getPortfolio?(agentId: UUID): Promise<WalletPortfolio | null>;\n}\n\n// #region --- Portfolio and Trading Data Interfaces ---\n\n/**\n * Core types for simulations and backtesting\n */\n\nexport interface OHLCV {\n  timestamp: number;\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  volume: number;\n}\n\nexport interface StrategyContextMarketData {\n  currentPrice: number;\n  lastPrices: number[];\n  indicators?: { [indicatorName: string]: number };\n  priceData?: OHLCV[]; // Full price data for custom analysis\n}\n\nexport interface AgentState {\n  portfolioValue: number;\n  volatility: number;\n  confidenceLevel: number;\n  recentTrades: number;\n  lastAction?: string;\n  sentiment?: number;\n}\n\nexport interface TradingStrategy {\n  id: string;\n  name: string;\n  description: string;\n  decide(params: {\n    marketData: StrategyContextMarketData;\n    agentState: AgentState;\n    portfolioSnapshot: PortfolioSnapshot;\n    agentRuntime?: AgentRuntime;\n  }): Promise<TradeOrder | null>;\n  initialize?(agentRuntime?: AgentRuntime): Promise<void>;\n  isReady(): boolean;\n  configure?(params: Record<string, unknown>): void;\n}\n\nexport enum TradeType {\n  BUY = \"BUY\",\n  SELL = \"SELL\",\n}\n\nexport enum OrderType {\n  MARKET = \"MARKET\",\n  LIMIT = \"LIMIT\",\n  STOP = \"STOP\",\n}\n\nexport interface TradeOrder {\n  pair: string;\n  action: TradeType;\n  quantity: number;\n  orderType: OrderType;\n  price?: number;\n  stopPrice?: number;\n  timestamp: number;\n  reason?: string;\n}\n\nexport interface Trade extends TradeOrder {\n  executedPrice: number;\n  executedTimestamp: number;\n  fees: number;\n  feeCurrency?: string; // Add optional feeCurrency\n  tradeId?: string; // Add optional tradeId\n  realizedPnl?: number; // Profit or loss realized on this trade (typically for SELL trades)\n}\n\nexport interface PortfolioSnapshot {\n  timestamp: number;\n  holdings: { [assetSymbol: string]: number };\n  totalValue: number;\n}\n\nexport interface PerformanceMetrics {\n  totalPnlAbsolute: number;\n  totalPnlPercentage: number;\n  sharpeRatio?: number;\n  sortinoRatio?: number;\n  winLossRatio: number;\n  averageWinAmount: number;\n  averageLossAmount: number;\n  maxDrawdown: number;\n  totalTrades: number;\n  winningTrades: number;\n  losingTrades: number;\n  firstAssetPrice?: number;\n  lastAssetPrice?: number;\n  buyAndHoldPnlPercentage?: number;\n}\n\nexport interface SimulationReport {\n  strategy: string;\n  pair: string;\n  startDate: number;\n  endDate: number;\n  trades: Trade[];\n  portfolioSnapshots: PortfolioSnapshot[];\n  finalPortfolioValue: number;\n  metrics: PerformanceMetrics;\n}\n\n// HistoricalDataService\nexport interface HistoricalDataService {\n  fetchData(\n    pair: string,\n    interval: string,\n    startDate: Date,\n    endDate: Date,\n    dataSource: string,\n  ): Promise<OHLCV[]>;\n}\n\n// #endregion --- Portfolio and Trading Data Interfaces ---\n\n// #region --- Service & Other Interfaces ---\n\nexport interface TradeSimulationResult {\n  isValid: boolean;\n  reason?: string;\n  updatedBalance?: number;\n  updatedPortfolio?: { [assetSymbol: string]: PortfolioAssetHolding };\n}\n\n// Portfolio view for strategy contexts\nexport interface WalletPortfolio {\n  items: PortfolioAssetHolding[];\n  totalValue?: number;\n}\n\nexport interface PortfolioAssetHolding extends WalletAsset {\n  averagePrice: number;\n  symbol?: string;\n  assetAddress: string;\n}\n\nexport interface Position {\n  id: UUID;\n  tokenAddress: string;\n  amount: number;\n  entryPrice: number;\n  currentPrice?: number;\n  unrealizedPnl?: number;\n  realizedPnl?: number;\n}\n\nexport interface WalletOperationResult {\n  success: boolean;\n  transactionHash?: string;\n  error?: string;\n}\n\nexport interface PortfolioHolding {\n  tokenAddress: string;\n  tokenSymbol: string;\n  tokenName: string;\n  amount: number;\n  decimals: number;\n  usdValue: number;\n  tokenPriceUsd: number;\n}\n\nexport interface TrackedPosition {\n  tokenAddress: string;\n  symbol: string;\n  entryPrice: number;\n  currentPrice: number;\n  quantity: number;\n  value: number;\n  pnl: number;\n  pnlPercentage: number;\n}\n\n// Strategy-specific parameters\nexport interface RandomStrategyParams {\n  buyProbability?: number;\n  sellProbability?: number;\n  maxTradeSize?: number;\n  minTradeSize?: number;\n  randomSeed?: number;\n}\n\nexport interface RuleBasedStrategyParams {\n  indicators?: string[];\n  buyConditions?: {\n    [indicator: string]: { threshold: number; condition: \"above\" | \"below\" };\n  };\n  sellConditions?: {\n    [indicator: string]: { threshold: number; condition: \"above\" | \"below\" };\n  };\n  riskSettings?: {\n    maxPositionSize?: number;\n    stopLossPercentage?: number;\n    takeProfitPercentage?: number;\n  };\n}\n\nexport interface LLMStrategyParams {\n  modelName?: string;\n  customPromptPrefix?: string;\n  customPromptSuffix?: string;\n  maxTokens?: number;\n  temperature?: number;\n  defaultTradeSizePercentage?: number;\n  defaultFixedTradeQuantity?: number;\n  structuredOutputSchema?: Record<string, unknown>;\n  systemPrompt?: string;\n}\n\n// #endregion --- Service & Other Interfaces ---\n"],"mappings":";AA4EO,IAAK,YAAL,kBAAKA,eAAL;AACL,EAAAA,WAAA,SAAM;AACN,EAAAA,WAAA,UAAO;AAFG,SAAAA;AAAA,GAAA;AAKL,IAAK,YAAL,kBAAKC,eAAL;AACL,EAAAA,WAAA,YAAS;AACT,EAAAA,WAAA,WAAQ;AACR,EAAAA,WAAA,UAAO;AAHG,SAAAA;AAAA,GAAA;","names":["TradeType","OrderType"]}

package/dist/{chunk-KB2EBQUN.js → chunk-7YO3Q6ZS.js}

@@ -97,4 +97,4 @@ var RandomStrategy = class {
 export {
   RandomStrategy
 };
-//# sourceMappingURL=chunk-KB2EBQUN.js.map
+//# sourceMappingURL=chunk-7YO3Q6ZS.js.map

package/dist/chunk-7YO3Q6ZS.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/RandomStrategy.ts"],"sourcesContent":["import {\n  type AgentState,\n  OrderType,\n  type PortfolioSnapshot,\n  type StrategyContextMarketData,\n  type TradeOrder,\n  TradeType,\n  type TradingStrategy,\n} from \"../types.ts\";\n\nexport interface RandomStrategyParams {\n  /**\n   * Probability (0.0 to 1.0) of attempting a trade at any given `shouldExecute` call.\n   * Default: 0.1 (10% chance)\n   */\n  tradeAttemptProbability?: number;\n  /**\n   * Probability (0.0 to 1.0) of the attempted trade being a BUY order. SELL is 1 - this value.\n   * Default: 0.5 (50% chance of BUY, 50% chance of SELL)\n   */\n  buyProbability?: number;\n  /**\n   * Maximum percentage of available capital to use for a single trade.\n   * Expressed as a decimal (e.g., 0.05 for 5%).\n   * Default: 0.01 (1% of available capital)\n   * Requires `agentState.availableCapital` to be set.\n   */\n  maxTradeSizePercentage?: number;\n  /**\n   * Fixed quantity to trade if `maxTradeSizePercentage` is not used or capital is not available.\n   * If this is set, `maxTradeSizePercentage` might be ignored or used as a cap.\n   * Default: 1 (e.g., 1 unit of the base asset)\n   */\n  fixedTradeQuantity?: number;\n}\n\nconst DEFAULT_TRADE_ATTEMPT_PROBABILITY = 0.1;\nconst DEFAULT_BUY_PROBABILITY = 0.5;\nconst DEFAULT_MAX_TRADE_SIZE_PERCENTAGE = 0.01; // 1%\nconst DEFAULT_FIXED_TRADE_QUANTITY = 1;\nconst MIN_TRADE_QUANTITY_THRESHOLD = 1e-8; // Define a threshold for minimum tradeable quantity\n\nexport class RandomStrategy implements TradingStrategy {\n  public readonly id = \"random-v1\";\n  public readonly name = \"Random Trading Strategy\";\n  public readonly description =\n    \"Makes random buy or sell decisions based on configured probabilities.\";\n\n  private params: RandomStrategyParams = {\n    tradeAttemptProbability: DEFAULT_TRADE_ATTEMPT_PROBABILITY,\n    buyProbability: DEFAULT_BUY_PROBABILITY,\n    maxTradeSizePercentage: DEFAULT_MAX_TRADE_SIZE_PERCENTAGE,\n    fixedTradeQuantity: DEFAULT_FIXED_TRADE_QUANTITY,\n  };\n\n  private useFixedQuantity = false;\n\n  configure(params: RandomStrategyParams): void {\n    if (params.tradeAttemptProbability !== undefined) {\n      if (\n        params.tradeAttemptProbability < 0 ||\n        params.tradeAttemptProbability > 1\n      ) {\n        throw new Error(\"tradeAttemptProbability must be between 0 and 1.\");\n      }\n      this.params.tradeAttemptProbability = params.tradeAttemptProbability;\n    }\n    if (params.buyProbability !== undefined) {\n      if (params.buyProbability < 0 || params.buyProbability > 1) {\n        throw new Error(\"buyProbability must be between 0 and 1.\");\n      }\n      this.params.buyProbability = params.buyProbability;\n    }\n    if (params.maxTradeSizePercentage !== undefined) {\n      if (\n        params.maxTradeSizePercentage < 0 ||\n        params.maxTradeSizePercentage > 1\n      ) {\n        throw new Error(\"maxTradeSizePercentage must be between 0 and 1.\");\n      }\n      this.params.maxTradeSizePercentage = params.maxTradeSizePercentage;\n      // If percentage is explicitly set, prefer it over fixed quantity\n      this.useFixedQuantity = false;\n    }\n    if (params.fixedTradeQuantity !== undefined) {\n      if (params.fixedTradeQuantity <= 0) {\n        throw new Error(\"fixedTradeQuantity must be positive.\");\n      }\n      this.params.fixedTradeQuantity = params.fixedTradeQuantity;\n      // Only use fixed quantity if percentage is not explicitly set in this configure call\n      if (params.maxTradeSizePercentage === undefined) {\n        this.useFixedQuantity = true;\n      }\n    }\n  }\n\n  isReady(): boolean {\n    return true; // Random strategy is always ready\n  }\n\n  async decide(params: {\n    marketData: StrategyContextMarketData;\n    agentState: AgentState;\n    portfolioSnapshot: PortfolioSnapshot;\n    agentRuntime?: unknown;\n  }): Promise<TradeOrder | null> {\n    const { marketData, portfolioSnapshot } = params;\n\n    if (\n      Math.random() >=\n      (this.params.tradeAttemptProbability ?? DEFAULT_TRADE_ATTEMPT_PROBABILITY)\n    ) {\n      return null; // No trade attempt this time\n    }\n\n    const tradeType: TradeType =\n      Math.random() < (this.params.buyProbability ?? DEFAULT_BUY_PROBABILITY)\n        ? TradeType.BUY\n        : TradeType.SELL;\n\n    // Calculate quantity\n    let quantity: number | undefined;\n    if (\n      this.useFixedQuantity &&\n      this.params.fixedTradeQuantity &&\n      this.params.fixedTradeQuantity > 0\n    ) {\n      // Use fixed quantity when explicitly set\n      quantity = this.params.fixedTradeQuantity;\n    } else if (\n      !this.useFixedQuantity &&\n      this.params.maxTradeSizePercentage &&\n      portfolioSnapshot.totalValue > 0 &&\n      marketData.currentPrice &&\n      marketData.currentPrice > 0\n    ) {\n      // Calculate percentage-based quantity\n      const tradeValue =\n        portfolioSnapshot.totalValue * this.params.maxTradeSizePercentage;\n      quantity = tradeValue / marketData.currentPrice;\n    } else {\n      // Default: 1% of portfolio or minimal amount\n      const defaultPercentage = 0.01;\n      const tradeValue = portfolioSnapshot.totalValue * defaultPercentage;\n      quantity =\n        marketData.currentPrice > 0\n          ? tradeValue / marketData.currentPrice\n          : 0.01;\n    }\n\n    // Check minimum quantity threshold\n    if (!quantity || quantity <= MIN_TRADE_QUANTITY_THRESHOLD) {\n      return null;\n    }\n\n    // Extract asset from portfolio snapshot or use a default\n    const assetSymbol =\n      Object.keys(portfolioSnapshot.holdings).find(\n        (key) => key !== \"USDC\" && portfolioSnapshot.holdings[key] > 0,\n      ) || \"SOL\";\n\n    const pair = `${assetSymbol}/USDC`;\n\n    // For SELL orders, check if we have sufficient holdings\n    if (tradeType === TradeType.SELL) {\n      const holding = portfolioSnapshot.holdings[assetSymbol] || 0;\n      if (holding < quantity) {\n        return null;\n      }\n    }\n\n    // Apply precision limit\n    const roundedQuantity = parseFloat(quantity.toFixed(8));\n\n    // Check again after rounding\n    if (roundedQuantity <= MIN_TRADE_QUANTITY_THRESHOLD) {\n      return null;\n    }\n\n    return {\n      pair,\n      action: tradeType,\n      quantity: roundedQuantity,\n      orderType: OrderType.MARKET, // Random strategy uses market orders for simplicity\n      timestamp: Date.now(),\n      reason: \"Random trading decision\",\n    };\n  }\n}\n"],"mappings":";AAoCA,IAAM,oCAAoC;AAC1C,IAAM,0BAA0B;AAChC,IAAM,oCAAoC;AAC1C,IAAM,+BAA+B;AACrC,IAAM,+BAA+B;AAE9B,IAAM,iBAAN,MAAgD;AAAA,EACrC,KAAK;AAAA,EACL,OAAO;AAAA,EACP,cACd;AAAA,EAEM,SAA+B;AAAA,IACrC,yBAAyB;AAAA,IACzB,gBAAgB;AAAA,IAChB,wBAAwB;AAAA,IACxB,oBAAoB;AAAA,EACtB;AAAA,EAEQ,mBAAmB;AAAA,EAE3B,UAAU,QAAoC;AAC5C,QAAI,OAAO,4BAA4B,QAAW;AAChD,UACE,OAAO,0BAA0B,KACjC,OAAO,0BAA0B,GACjC;AACA,cAAM,IAAI,MAAM,kDAAkD;AAAA,MACpE;AACA,WAAK,OAAO,0BAA0B,OAAO;AAAA,IAC/C;AACA,QAAI,OAAO,mBAAmB,QAAW;AACvC,UAAI,OAAO,iBAAiB,KAAK,OAAO,iBAAiB,GAAG;AAC1D,cAAM,IAAI,MAAM,yCAAyC;AAAA,MAC3D;AACA,WAAK,OAAO,iBAAiB,OAAO;AAAA,IACtC;AACA,QAAI,OAAO,2BAA2B,QAAW;AAC/C,UACE,OAAO,yBAAyB,KAChC,OAAO,yBAAyB,GAChC;AACA,cAAM,IAAI,MAAM,iDAAiD;AAAA,MACnE;AACA,WAAK,OAAO,yBAAyB,OAAO;AAE5C,WAAK,mBAAmB;AAAA,IAC1B;AACA,QAAI,OAAO,uBAAuB,QAAW;AAC3C,UAAI,OAAO,sBAAsB,GAAG;AAClC,cAAM,IAAI,MAAM,sCAAsC;AAAA,MACxD;AACA,WAAK,OAAO,qBAAqB,OAAO;AAExC,UAAI,OAAO,2BAA2B,QAAW;AAC/C,aAAK,mBAAmB;AAAA,MAC1B;AAAA,IACF;AAAA,EACF;AAAA,EAEA,UAAmB;AACjB,WAAO;AAAA,EACT;AAAA,EAEA,MAAM,OAAO,QAKkB;AAC7B,UAAM,EAAE,YAAY,kBAAkB,IAAI;AAE1C,QACE,KAAK,OAAO,MACX,KAAK,OAAO,2BAA2B,oCACxC;AACA,aAAO;AAAA,IACT;AAEA,UAAM,YACJ,KAAK,OAAO,KAAK,KAAK,OAAO,kBAAkB;AAKjD,QAAI;AACJ,QACE,KAAK,oBACL,KAAK,OAAO,sBACZ,KAAK,OAAO,qBAAqB,GACjC;AAEA,iBAAW,KAAK,OAAO;AAAA,IACzB,WACE,CAAC,KAAK,oBACN,KAAK,OAAO,0BACZ,kBAAkB,aAAa,KAC/B,WAAW,gBACX,WAAW,eAAe,GAC1B;AAEA,YAAM,aACJ,kBAAkB,aAAa,KAAK,OAAO;AAC7C,iBAAW,aAAa,WAAW;AAAA,IACrC,OAAO;AAEL,YAAM,oBAAoB;AAC1B,YAAM,aAAa,kBAAkB,aAAa;AAClD,iBACE,WAAW,eAAe,IACtB,aAAa,WAAW,eACxB;AAAA,IACR;AAGA,QAAI,CAAC,YAAY,YAAY,8BAA8B;AACzD,aAAO;AAAA,IACT;AAGA,UAAM,cACJ,OAAO,KAAK,kBAAkB,QAAQ,EAAE;AAAA,MACtC,CAAC,QAAQ,QAAQ,UAAU,kBAAkB,SAAS,GAAG,IAAI;AAAA,IAC/D,KAAK;AAEP,UAAM,OAAO,GAAG,WAAW;AAG3B,QAAI,iCAA8B;AAChC,YAAM,UAAU,kBAAkB,SAAS,WAAW,KAAK;AAC3D,UAAI,UAAU,UAAU;AACtB,eAAO;AAAA,MACT;AAAA,IACF;AAGA,UAAM,kBAAkB,WAAW,SAAS,QAAQ,CAAC,CAAC;AAGtD,QAAI,mBAAmB,8BAA8B;AACnD,aAAO;AAAA,IACT;AAEA,WAAO;AAAA,MACL;AAAA,MACA,QAAQ;AAAA,MACR,UAAU;AAAA,MACV;AAAA;AAAA,MACA,WAAW,KAAK,IAAI;AAAA,MACpB,QAAQ;AAAA,IACV;AAAA,EACF;AACF;","names":[]}

package/dist/{chunk-7GI4G3ZN.js → chunk-GAGDUXA5.js}

@@ -68,8 +68,13 @@ var MeanReversionStrategy = class {
     if (currentPrice <= lower * (1 + (1 - this.config.bbEntryThreshold))) {
       const rsiCondition = !this.config.rsiConfirmation || currentRSI < this.config.rsiOversold;
       if (rsiCondition) {
-        const positionSize = this.calculatePositionSize(portfolioSnapshot.totalValue, currentPrice);
-        console.log(`[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`);
+        const positionSize = this.calculatePositionSize(
+          portfolioSnapshot.totalValue,
+          currentPrice
+        );
+        console.log(
+          `[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`
+        );
         return {
           action: "BUY" /* BUY */,
           orderType: "MARKET" /* MARKET */,
@@ -158,4 +163,4 @@ var MeanReversionStrategy = class {
 export {
   MeanReversionStrategy
 };
-//# sourceMappingURL=chunk-7GI4G3ZN.js.map
+//# sourceMappingURL=chunk-GAGDUXA5.js.map

package/dist/chunk-GAGDUXA5.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/MeanReversionStrategy.ts"],"sourcesContent":["import type { AgentRuntime } from \"@elizaos/core\";\nimport * as talib from \"technicalindicators\";\nimport {\n  type AgentState,\n  type OHLCV,\n  OrderType,\n  type PortfolioSnapshot,\n  type StrategyContextMarketData,\n  type TradeOrder,\n  TradeType,\n  type TradingStrategy,\n} from \"../types.ts\";\n\nexport interface MeanReversionConfig {\n  // Bollinger Bands settings\n  bbPeriod: number;\n  bbStdDev: number;\n\n  // RSI settings\n  rsiPeriod: number;\n  rsiOversold: number;\n  rsiOverbought: number;\n\n  // Risk management\n  positionSizePercent: number;\n  stopLossPercent: number;\n  takeProfitPercent: number;\n\n  // Market condition filters\n  minVolatility: number;\n  maxVolatility: number;\n  minVolumeRatio: number;\n\n  // Entry/exit thresholds\n  bbEntryThreshold: number; // How far outside BB for entry\n  rsiConfirmation: boolean;\n}\n\nexport class MeanReversionStrategy implements TradingStrategy {\n  public readonly id = \"mean-reversion-strategy\";\n  public readonly name = \"MeanReversionStrategy\";\n  public readonly description =\n    \"A strategy that trades on mean reversion patterns using Bollinger Bands and RSI\";\n  private config: MeanReversionConfig;\n  private initialized = false;\n\n  constructor(config?: Partial<MeanReversionConfig>) {\n    this.config = {\n      // Default configuration\n      bbPeriod: 20,\n      bbStdDev: 2,\n      rsiPeriod: 14,\n      rsiOversold: 30,\n      rsiOverbought: 70,\n      positionSizePercent: 0.02,\n      stopLossPercent: 0.03,\n      takeProfitPercent: 0.02,\n      minVolatility: 0.01,\n      maxVolatility: 0.05,\n      minVolumeRatio: 1.2,\n      bbEntryThreshold: 0.95,\n      rsiConfirmation: true,\n      ...config,\n    };\n  }\n\n  async initialize(runtime: AgentRuntime): Promise<void> {\n    this.runtime = runtime;\n    this.initialized = true;\n    console.log(`[${this.name}] Initialized with config:`, this.config);\n  }\n\n  isReady(): boolean {\n    return this.initialized;\n  }\n\n  async decide(params: {\n    marketData: StrategyContextMarketData;\n    agentState: AgentState;\n    portfolioSnapshot: PortfolioSnapshot;\n    agentRuntime?: AgentRuntime;\n  }): Promise<TradeOrder | null> {\n    const { marketData, agentState, portfolioSnapshot } = params;\n    const { priceData, currentPrice } = marketData;\n\n    if (\n      !priceData ||\n      priceData.length <\n        Math.max(this.config.bbPeriod, this.config.rsiPeriod) + 10\n    ) {\n      return null;\n    }\n\n    // Extract price arrays\n    const closes = priceData.map((c: OHLCV) => c.close);\n    const _highs = priceData.map((c: OHLCV) => c.high);\n    const _lows = priceData.map((c: OHLCV) => c.low);\n    const volumes = priceData.map((c: OHLCV) => c.volume);\n\n    // Calculate indicators\n    const bb = this.calculateBollingerBands(closes);\n    const rsi = this.calculateRSI(closes);\n    const volatility = agentState.volatility;\n    const volumeRatio = this.calculateVolumeRatio(volumes);\n\n    if (!bb || !rsi || rsi.length === 0) return null;\n\n    const currentRSI = rsi[rsi.length - 1];\n    const { upper, lower, middle } = bb;\n\n    // Market condition checks\n    if (\n      volatility < this.config.minVolatility ||\n      volatility > this.config.maxVolatility\n    ) {\n      console.log(\n        `[${this.name}] Volatility ${volatility.toFixed(4)} outside range [${this.config.minVolatility}, ${this.config.maxVolatility}]`,\n      );\n      return null;\n    }\n\n    if (volumeRatio < this.config.minVolumeRatio) {\n      console.log(\n        `[${this.name}] Volume ratio ${volumeRatio.toFixed(2)} below minimum ${this.config.minVolumeRatio}`,\n      );\n      return null;\n    }\n\n    // Check for mean reversion opportunities\n    const distanceFromUpper = (upper - currentPrice) / currentPrice;\n    const distanceFromLower = (currentPrice - lower) / currentPrice;\n    const distanceFromMiddle = Math.abs(currentPrice - middle) / middle;\n\n    // Buy signal: Price near lower band + RSI oversold\n    if (currentPrice <= lower * (1 + (1 - this.config.bbEntryThreshold))) {\n      const rsiCondition =\n        !this.config.rsiConfirmation || currentRSI < this.config.rsiOversold;\n\n      if (rsiCondition) {\n        const positionSize = this.calculatePositionSize(\n          portfolioSnapshot.totalValue,\n          currentPrice,\n        );\n\n        console.log(\n          `[${this.name}] BUY SIGNAL - Price at lower BB, RSI: ${currentRSI.toFixed(2)}`,\n        );\n\n        return {\n          action: TradeType.BUY,\n          orderType: OrderType.MARKET,\n          pair: \"SOL/USDC\", // This should come from context\n          quantity: positionSize,\n          reason: `Mean reversion buy: Price ${distanceFromLower.toFixed(2)}% below lower BB, RSI: ${currentRSI.toFixed(2)}`,\n          timestamp: Date.now(),\n        };\n      }\n    }\n\n    // Sell signal: Price near upper band + RSI overbought\n    if (currentPrice >= upper * (1 - (1 - this.config.bbEntryThreshold))) {\n      const rsiCondition =\n        !this.config.rsiConfirmation || currentRSI > this.config.rsiOverbought;\n\n      if (rsiCondition) {\n        const currentHolding = portfolioSnapshot.holdings.SOL || 0;\n\n        if (currentHolding > 0) {\n          console.log(\n            `[${this.name}] SELL SIGNAL - Price at upper BB, RSI: ${currentRSI.toFixed(2)}`,\n          );\n\n          return {\n            action: TradeType.SELL,\n            orderType: OrderType.MARKET,\n            pair: \"SOL/USDC\",\n            quantity: currentHolding,\n            reason: `Mean reversion sell: Price ${distanceFromUpper.toFixed(2)}% above upper BB, RSI: ${currentRSI.toFixed(2)}`,\n            timestamp: Date.now(),\n          };\n        }\n      }\n    }\n\n    // Exit position if price returns to mean\n    const currentHolding = portfolioSnapshot.holdings.SOL || 0;\n    if (currentHolding > 0 && distanceFromMiddle < 0.01) {\n      console.log(`[${this.name}] Price returned to mean, exiting position`);\n\n      return {\n        action: TradeType.SELL,\n        orderType: OrderType.MARKET,\n        pair: \"SOL/USDC\",\n        quantity: currentHolding,\n        reason: `Price returned to mean (${distanceFromMiddle.toFixed(2)}% from middle BB)`,\n        timestamp: Date.now(),\n      };\n    }\n\n    return null;\n  }\n\n  private calculateBollingerBands(\n    closes: number[],\n  ): { upper: number; middle: number; lower: number } | null {\n    if (closes.length < this.config.bbPeriod) return null;\n\n    const bb = talib.BollingerBands.calculate({\n      period: this.config.bbPeriod,\n      values: closes,\n      stdDev: this.config.bbStdDev,\n    });\n\n    if (!bb || bb.length === 0) return null;\n\n    const lastBB = bb[bb.length - 1];\n    return {\n      upper: lastBB.upper,\n      middle: lastBB.middle,\n      lower: lastBB.lower,\n    };\n  }\n\n  private calculateRSI(closes: number[]): number[] {\n    const rsi = talib.RSI.calculate({\n      period: this.config.rsiPeriod,\n      values: closes,\n    });\n    return rsi;\n  }\n\n  private calculateVolumeRatio(volumes: number[]): number {\n    if (volumes.length < 20) return 0;\n\n    const recentVolume = volumes.slice(-5).reduce((a, b) => a + b, 0) / 5;\n    const avgVolume = volumes.slice(-20).reduce((a, b) => a + b, 0) / 20;\n\n    return avgVolume > 0 ? recentVolume / avgVolume : 0;\n  }\n\n  private calculatePositionSize(portfolioValue: number, price: number): number {\n    const positionValue = portfolioValue * this.config.positionSizePercent;\n    return positionValue / price;\n  }\n\n  updateConfig(config: Partial<MeanReversionConfig>): void {\n    this.config = { ...this.config, ...config };\n    console.log(`[${this.name}] Config updated:`, this.config);\n  }\n\n  getConfig(): MeanReversionConfig {\n    return { ...this.config };\n  }\n}\n"],"mappings":";AACA,YAAY,WAAW;AAqChB,IAAM,wBAAN,MAAuD;AAAA,EAC5C,KAAK;AAAA,EACL,OAAO;AAAA,EACP,cACd;AAAA,EACM;AAAA,EACA,cAAc;AAAA,EAEtB,YAAY,QAAuC;AACjD,SAAK,SAAS;AAAA;AAAA,MAEZ,UAAU;AAAA,MACV,UAAU;AAAA,MACV,WAAW;AAAA,MACX,aAAa;AAAA,MACb,eAAe;AAAA,MACf,qBAAqB;AAAA,MACrB,iBAAiB;AAAA,MACjB,mBAAmB;AAAA,MACnB,eAAe;AAAA,MACf,eAAe;AAAA,MACf,gBAAgB;AAAA,MAChB,kBAAkB;AAAA,MAClB,iBAAiB;AAAA,MACjB,GAAG;AAAA,IACL;AAAA,EACF;AAAA,EAEA,MAAM,WAAW,SAAsC;AACrD,SAAK,UAAU;AACf,SAAK,cAAc;AACnB,YAAQ,IAAI,IAAI,KAAK,IAAI,8BAA8B,KAAK,MAAM;AAAA,EACpE;AAAA,EAEA,UAAmB;AACjB,WAAO,KAAK;AAAA,EACd;AAAA,EAEA,MAAM,OAAO,QAKkB;AAC7B,UAAM,EAAE,YAAY,YAAY,kBAAkB,IAAI;AACtD,UAAM,EAAE,WAAW,aAAa,IAAI;AAEpC,QACE,CAAC,aACD,UAAU,SACR,KAAK,IAAI,KAAK,OAAO,UAAU,KAAK,OAAO,SAAS,IAAI,IAC1D;AACA,aAAO;AAAA,IACT;AAGA,UAAM,SAAS,UAAU,IAAI,CAAC,MAAa,EAAE,KAAK;AAClD,UAAM,SAAS,UAAU,IAAI,CAAC,MAAa,EAAE,IAAI;AACjD,UAAM,QAAQ,UAAU,IAAI,CAAC,MAAa,EAAE,GAAG;AAC/C,UAAM,UAAU,UAAU,IAAI,CAAC,MAAa,EAAE,MAAM;AAGpD,UAAM,KAAK,KAAK,wBAAwB,MAAM;AAC9C,UAAM,MAAM,KAAK,aAAa,MAAM;AACpC,UAAM,aAAa,WAAW;AAC9B,UAAM,cAAc,KAAK,qBAAqB,OAAO;AAErD,QAAI,CAAC,MAAM,CAAC,OAAO,IAAI,WAAW,EAAG,QAAO;AAE5C,UAAM,aAAa,IAAI,IAAI,SAAS,CAAC;AACrC,UAAM,EAAE,OAAO,OAAO,OAAO,IAAI;AAGjC,QACE,aAAa,KAAK,OAAO,iBACzB,aAAa,KAAK,OAAO,eACzB;AACA,cAAQ;AAAA,QACN,IAAI,KAAK,IAAI,gBAAgB,WAAW,QAAQ,CAAC,CAAC,mBAAmB,KAAK,OAAO,aAAa,KAAK,KAAK,OAAO,aAAa;AAAA,MAC9H;AACA,aAAO;AAAA,IACT;AAEA,QAAI,cAAc,KAAK,OAAO,gBAAgB;AAC5C,cAAQ;AAAA,QACN,IAAI,KAAK,IAAI,kBAAkB,YAAY,QAAQ,CAAC,CAAC,kBAAkB,KAAK,OAAO,cAAc;AAAA,MACnG;AACA,aAAO;AAAA,IACT;AAGA,UAAM,qBAAqB,QAAQ,gBAAgB;AACnD,UAAM,qBAAqB,eAAe,SAAS;AACnD,UAAM,qBAAqB,KAAK,IAAI,eAAe,MAAM,IAAI;AAG7D,QAAI,gBAAgB,SAAS,KAAK,IAAI,KAAK,OAAO,oBAAoB;AACpE,YAAM,eACJ,CAAC,KAAK,OAAO,mBAAmB,aAAa,KAAK,OAAO;AAE3D,UAAI,cAAc;AAChB,cAAM,eAAe,KAAK;AAAA,UACxB,kBAAkB;AAAA,UAClB;AAAA,QACF;AAEA,gBAAQ;AAAA,UACN,IAAI,KAAK,IAAI,0CAA0C,WAAW,QAAQ,CAAC,CAAC;AAAA,QAC9E;AAEA,eAAO;AAAA,UACL;AAAA,UACA;AAAA,UACA,MAAM;AAAA;AAAA,UACN,UAAU;AAAA,UACV,QAAQ,6BAA6B,kBAAkB,QAAQ,CAAC,CAAC,0BAA0B,WAAW,QAAQ,CAAC,CAAC;AAAA,UAChH,WAAW,KAAK,IAAI;AAAA,QACtB;AAAA,MACF;AAAA,IACF;AAGA,QAAI,gBAAgB,SAAS,KAAK,IAAI,KAAK,OAAO,oBAAoB;AACpE,YAAM,eACJ,CAAC,KAAK,OAAO,mBAAmB,aAAa,KAAK,OAAO;AAE3D,UAAI,cAAc;AAChB,cAAMA,kBAAiB,kBAAkB,SAAS,OAAO;AAEzD,YAAIA,kBAAiB,GAAG;AACtB,kBAAQ;AAAA,YACN,IAAI,KAAK,IAAI,2CAA2C,WAAW,QAAQ,CAAC,CAAC;AAAA,UAC/E;AAEA,iBAAO;AAAA,YACL;AAAA,YACA;AAAA,YACA,MAAM;AAAA,YACN,UAAUA;AAAA,YACV,QAAQ,8BAA8B,kBAAkB,QAAQ,CAAC,CAAC,0BAA0B,WAAW,QAAQ,CAAC,CAAC;AAAA,YACjH,WAAW,KAAK,IAAI;AAAA,UACtB;AAAA,QACF;AAAA,MACF;AAAA,IACF;AAGA,UAAM,iBAAiB,kBAAkB,SAAS,OAAO;AACzD,QAAI,iBAAiB,KAAK,qBAAqB,MAAM;AACnD,cAAQ,IAAI,IAAI,KAAK,IAAI,4CAA4C;AAErE,aAAO;AAAA,QACL;AAAA,QACA;AAAA,QACA,MAAM;AAAA,QACN,UAAU;AAAA,QACV,QAAQ,2BAA2B,mBAAmB,QAAQ,CAAC,CAAC;AAAA,QAChE,WAAW,KAAK,IAAI;AAAA,MACtB;AAAA,IACF;AAEA,WAAO;AAAA,EACT;AAAA,EAEQ,wBACN,QACyD;AACzD,QAAI,OAAO,SAAS,KAAK,OAAO,SAAU,QAAO;AAEjD,UAAM,KAAW,qBAAe,UAAU;AAAA,MACxC,QAAQ,KAAK,OAAO;AAAA,MACpB,QAAQ;AAAA,MACR,QAAQ,KAAK,OAAO;AAAA,IACtB,CAAC;AAED,QAAI,CAAC,MAAM,GAAG,WAAW,EAAG,QAAO;AAEnC,UAAM,SAAS,GAAG,GAAG,SAAS,CAAC;AAC/B,WAAO;AAAA,MACL,OAAO,OAAO;AAAA,MACd,QAAQ,OAAO;AAAA,MACf,OAAO,OAAO;AAAA,IAChB;AAAA,EACF;AAAA,EAEQ,aAAa,QAA4B;AAC/C,UAAM,MAAY,UAAI,UAAU;AAAA,MAC9B,QAAQ,KAAK,OAAO;AAAA,MACpB,QAAQ;AAAA,IACV,CAAC;AACD,WAAO;AAAA,EACT;AAAA,EAEQ,qBAAqB,SAA2B;AACtD,QAAI,QAAQ,SAAS,GAAI,QAAO;AAEhC,UAAM,eAAe,QAAQ,MAAM,EAAE,EAAE,OAAO,CAAC,GAAG,MAAM,IAAI,GAAG,CAAC,IAAI;AACpE,UAAM,YAAY,QAAQ,MAAM,GAAG,EAAE,OAAO,CAAC,GAAG,MAAM,IAAI,GAAG,CAAC,IAAI;AAElE,WAAO,YAAY,IAAI,eAAe,YAAY;AAAA,EACpD;AAAA,EAEQ,sBAAsB,gBAAwB,OAAuB;AAC3E,UAAM,gBAAgB,iBAAiB,KAAK,OAAO;AACnD,WAAO,gBAAgB;AAAA,EACzB;AAAA,EAEA,aAAa,QAA4C;AACvD,SAAK,SAAS,EAAE,GAAG,KAAK,QAAQ,GAAG,OAAO;AAC1C,YAAQ,IAAI,IAAI,KAAK,IAAI,qBAAqB,KAAK,MAAM;AAAA,EAC3D;AAAA,EAEA,YAAiC;AAC/B,WAAO,EAAE,GAAG,KAAK,OAAO;AAAA,EAC1B;AACF;","names":["currentHolding"]}

package/dist/{chunk-GYTZTIWK.js → chunk-IQWCSPU4.js}

@@ -33,7 +33,8 @@ var RuleBasedStrategy = class {
   isReady() {
     return true;
   }
-  configure(params) {
+  configure(rawParams) {
+    const params = rawParams;
     console.error(
       "[RuleBasedStrategy DIAG] configure called. Incoming params:",
       JSON.stringify(params)
@@ -54,10 +55,14 @@ var RuleBasedStrategy = class {
         throw new Error("Long MA period must be positive.");
       if (rule.type === "SMA_CROSSOVER" || rule.type === "EMA_CROSSOVER") {
         if (!rule.shortMAPeriod || !rule.longMAPeriod) {
-          throw new Error("Short and Long MA periods are required for crossover rules.");
+          throw new Error(
+            "Short and Long MA periods are required for crossover rules."
+          );
         }
         if (rule.shortMAPeriod >= rule.longMAPeriod) {
-          throw new Error("Short MA period must be less than Long MA period for crossovers.");
+          throw new Error(
+            "Short MA period must be less than Long MA period for crossovers."
+          );
         }
         if (!rule.maType) {
           console.warn(
@@ -74,7 +79,9 @@ var RuleBasedStrategy = class {
         throw new Error("RSI oversold must be less than RSI overbought");
     });
     if (params.tradeSizePercentage !== void 0 && (params.tradeSizePercentage <= 0 || params.tradeSizePercentage > 1)) {
-      throw new Error("tradeSizePercentage must be between 0 (exclusive) and 1 (inclusive).");
+      throw new Error(
+        "tradeSizePercentage must be between 0 (exclusive) and 1 (inclusive)."
+      );
     }
     if (params.fixedTradeQuantity !== void 0 && params.fixedTradeQuantity <= 0) {
       throw new Error("fixedTradeQuantity must be positive.");
@@ -126,7 +133,11 @@ var RuleBasedStrategy = class {
   }
   calculateIndicators(ohlcvData, rules) {
     const minDataPointsForAnyCalc = rules.reduce((minOverall, r) => {
-      const periodReq = Math.max(r.longMAPeriod || 0, r.rsiPeriod || 0, r.macdSlowPeriod || 0);
+      const periodReq = Math.max(
+        r.longMAPeriod || 0,
+        r.rsiPeriod || 0,
+        r.macdSlowPeriod || 0
+      );
       return Math.min(minOverall, periodReq > 0 ? periodReq + 1 : Infinity);
     }, Infinity);
     if (ohlcvData.length < (this.params.minIndicatorDataPoints ?? DEFAULT_MIN_INDICATOR_DATA_POINTS) || ohlcvData.length < minDataPointsForAnyCalc) {
@@ -195,7 +206,10 @@ var RuleBasedStrategy = class {
     if (!marketData.priceData || marketData.priceData.length < 20) {
       return null;
     }
-    const indicators = this.calculateIndicators(marketData.priceData, this.params.rules);
+    const indicators = this.calculateIndicators(
+      marketData.priceData,
+      this.params.rules
+    );
     let shouldBuy = false;
     let shouldSell = false;
     let buyReason = "";
@@ -225,7 +239,10 @@ var RuleBasedStrategy = class {
     if (shouldBuy) {
       const cashHolding = portfolioSnapshot.holdings.USDC || 0;
       if (cashHolding > 10 && marketData.currentPrice) {
-        const quantity = this.calculateTradeQuantity(marketData, portfolioSnapshot);
+        const quantity = this.calculateTradeQuantity(
+          marketData,
+          portfolioSnapshot
+        );
         if (quantity && quantity > MIN_TRADE_QUANTITY_THRESHOLD) {
           return {
             pair,
@@ -273,4 +290,4 @@ var RuleBasedStrategy = class {
 export {
   RuleBasedStrategy
 };
-//# sourceMappingURL=chunk-GYTZTIWK.js.map
+//# sourceMappingURL=chunk-IQWCSPU4.js.map

package/dist/chunk-IQWCSPU4.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/RuleBasedStrategy.ts"],"sourcesContent":["import * as ti from \"technicalindicators\";\nimport {\n  type AgentState,\n  type OHLCV,\n  OrderType,\n  type PortfolioSnapshot,\n  type StrategyContextMarketData,\n  type TradeOrder,\n  TradeType,\n  type TradingStrategy,\n} from \"../types.ts\";\n\n// Mock/placeholder for technical indicator calculation results\ninterface TAResults {\n  rsi?: number;\n  smaShort?: number;\n  smaLong?: number;\n  prevSmaShort?: number;\n  prevSmaLong?: number;\n  emaShort?: number;\n  emaLong?: number;\n  prevEmaShort?: number;\n  prevEmaLong?: number;\n  macd?: {\n    MACD?: number;\n    signal?: number;\n    histogram?: number;\n  };\n  prevMacd?: {\n    MACD?: number;\n    signal?: number;\n    histogram?: number;\n  };\n  // ema?: number[]; // Keep as array if EMA logic will also be array-based initially\n  // macd?: { macd: number[]; signal: number[]; histogram: number[] };\n  // Add other indicators as needed\n}\n\n// Assume a technicalindicators-like library structure\n// This is a conceptual placeholder for actual library usage.\n// REMOVED - no longer needed\n// interface TechnicalIndicatorsLib { ... }\n// const tiLibrary: TechnicalIndicatorsLib | null = null;\n\nexport interface RuleCondition {\n  type:\n    | \"RSI\"\n    | \"SMA_CROSSOVER\"\n    | \"EMA_CROSSOVER\"\n    | \"VOLUME\"\n    | \"PRICE_ACTION\"\n    | \"MACD_CROSS\";\n  // RSI\n  rsiPeriod?: number;\n  rsiOverbought?: number; // e.g., 70 (for sell)\n  rsiOversold?: number; // e.g., 30 (for buy)\n  // SMA/EMA\n  shortMAPeriod?: number;\n  longMAPeriod?: number;\n  maType?: \"SMA\" | \"EMA\"; // Specify MA type for crossover rules\n  // VOLUME\n  minVolume24h?: number;\n  // PRICE_ACTION\n  priceBreaksNDayHigh?: number; // N days for high (e.g., 7-day high)\n  priceBreaksNDayLow?: number; // N days for low\n  // MACD\n  macdFastPeriod?: number;\n  macdSlowPeriod?: number;\n  macdSignalPeriod?: number;\n\n  action: TradeType; // BUY or SELL if this condition is met\n}\n\nexport interface StopLossTakeProfitConfig {\n  stopLossPercentage?: number; // e.g., 0.05 for 5%\n  takeProfitPercentage?: number; // e.g., 0.10 for 10%\n}\n\nexport interface RuleBasedStrategyParams {\n  rules: RuleCondition[];\n  stopLossTakeProfit?: StopLossTakeProfitConfig;\n  /** Percentage of available capital for a trade, or fixed quantity if capital/price info is missing */\n  tradeSizePercentage?: number;\n  fixedTradeQuantity?: number;\n  /** Minimum number of data points required for indicators to be considered valid */\n  minIndicatorDataPoints?: number;\n  indicators?: string[];\n  buyConditions?: Record<string, { threshold: number; condition: string }>;\n  sellConditions?: Record<string, { threshold: number; condition: string }>;\n  riskSettings?: {\n    maxPositionSize?: number;\n    stopLossPercentage?: number;\n    takeProfitPercentage?: number;\n  };\n}\n\nconst DEFAULT_TRADE_SIZE_PERCENTAGE = 0.01; // 1%\nconst DEFAULT_FIXED_TRADE_QUANTITY = 1;\nconst DEFAULT_MIN_INDICATOR_DATA_POINTS = 20;\nconst MIN_TRADE_QUANTITY_THRESHOLD = 1e-8; // Added threshold\n\nexport class RuleBasedStrategy implements TradingStrategy {\n  public readonly id = \"rule-based-v1\";\n  public readonly name = \"Rule-Based Trading Strategy\";\n  public readonly description =\n    \"Makes trading decisions based on technical indicators and thresholds.\";\n\n  private params: RuleBasedStrategyParams = {\n    rules: [],\n    tradeSizePercentage: DEFAULT_TRADE_SIZE_PERCENTAGE,\n    fixedTradeQuantity: DEFAULT_FIXED_TRADE_QUANTITY,\n    minIndicatorDataPoints: DEFAULT_MIN_INDICATOR_DATA_POINTS,\n    indicators: [\"sma\", \"ema\", \"rsi\", \"macd\"],\n    buyConditions: {\n      rsi: { threshold: 30, condition: \"below\" },\n      macd: { threshold: 0, condition: \"above\" },\n    },\n    sellConditions: {\n      rsi: { threshold: 70, condition: \"above\" },\n      macd: { threshold: 0, condition: \"below\" },\n    },\n    riskSettings: {\n      maxPositionSize: 0.05,\n      stopLossPercentage: 0.02,\n      takeProfitPercentage: 0.05,\n    },\n  };\n\n  // The actual TI library is now used directly.\n  private indicators: typeof ti = ti;\n\n  isReady(): boolean {\n    return true; // Rule-based strategy is always ready\n  }\n\n  configure(rawParams: Record<string, unknown>): void {\n    const params = rawParams as unknown as RuleBasedStrategyParams;\n    console.error(\n      \"[RuleBasedStrategy DIAG] configure called. Incoming params:\",\n      JSON.stringify(params),\n    );\n    console.error(\n      \"[RuleBasedStrategy DIAG] configure: this.params BEFORE merge:\",\n      JSON.stringify(this.params),\n    );\n    if (!params.rules || params.rules.length === 0) {\n      throw new Error(\"At least one rule must be configured.\");\n    }\n\n    // Validate individual rule parameters first\n    params.rules.forEach((rule) => {\n      if (rule.rsiPeriod !== undefined && rule.rsiPeriod <= 0)\n        throw new Error(\"RSI period must be positive.\");\n      if (rule.shortMAPeriod !== undefined && rule.shortMAPeriod <= 0)\n        throw new Error(\"Short MA period must be positive.\");\n      if (rule.longMAPeriod !== undefined && rule.longMAPeriod <= 0)\n        throw new Error(\"Long MA period must be positive.\");\n      if (rule.type === \"SMA_CROSSOVER\" || rule.type === \"EMA_CROSSOVER\") {\n        if (!rule.shortMAPeriod || !rule.longMAPeriod) {\n          throw new Error(\n            \"Short and Long MA periods are required for crossover rules.\",\n          );\n        }\n        if (rule.shortMAPeriod >= rule.longMAPeriod) {\n          throw new Error(\n            \"Short MA period must be less than Long MA period for crossovers.\",\n          );\n        }\n        if (!rule.maType) {\n          console.warn(\n            `[RuleBasedStrategy] maType not specified for crossover rule, defaulting to SMA.`,\n          );\n          rule.maType = \"SMA\";\n        }\n      }\n      if (\n        rule.rsiOverbought !== undefined &&\n        (rule.rsiOverbought <= 0 || rule.rsiOverbought > 100)\n      )\n        throw new Error(\"RSI overbought must be between 0 and 100\");\n      if (\n        rule.rsiOversold !== undefined &&\n        (rule.rsiOversold <= 0 || rule.rsiOversold > 100)\n      )\n        throw new Error(\"RSI oversold must be between 0 and 100\");\n      if (\n        rule.rsiOversold &&\n        rule.rsiOverbought &&\n        rule.rsiOversold >= rule.rsiOverbought\n      )\n        throw new Error(\"RSI oversold must be less than RSI overbought\");\n    });\n\n    // Validate overall strategy parameters from input params\n    if (\n      params.tradeSizePercentage !== undefined &&\n      (params.tradeSizePercentage <= 0 || params.tradeSizePercentage > 1)\n    ) {\n      throw new Error(\n        \"tradeSizePercentage must be between 0 (exclusive) and 1 (inclusive).\",\n      );\n    }\n    if (\n      params.fixedTradeQuantity !== undefined &&\n      params.fixedTradeQuantity <= 0\n    ) {\n      throw new Error(\"fixedTradeQuantity must be positive.\");\n    }\n    // Validate minIndicatorDataPoints from input params before merging params\n    if (\n      params.minIndicatorDataPoints !== undefined &&\n      params.minIndicatorDataPoints < 1\n    ) {\n      throw new Error(\"minIndicatorDataPoints must be at least 1.\");\n    }\n\n    const tempParams = { ...this.params, ...params }; // Merge incoming params over current defaults/settings\n\n    const currentRulesLongestPeriod = tempParams.rules.reduce(\n      (max, r) => Math.max(max, r.longMAPeriod || 0, r.rsiPeriod || 0),\n      0,\n    );\n    const pointsNeededByCurrentRules =\n      currentRulesLongestPeriod > 0 ? currentRulesLongestPeriod + 1 : 1;\n\n    if (params.minIndicatorDataPoints !== undefined) {\n      if (params.minIndicatorDataPoints < pointsNeededByCurrentRules) {\n        console.warn(\n          `[RuleBasedStrategy] User-defined minIndicatorDataPoints (${params.minIndicatorDataPoints}) is less than required by current rules (${pointsNeededByCurrentRules}). Adjusting to ${pointsNeededByCurrentRules}.`,\n        );\n        tempParams.minIndicatorDataPoints = pointsNeededByCurrentRules;\n      } else {\n        tempParams.minIndicatorDataPoints = params.minIndicatorDataPoints;\n      }\n    } else {\n      tempParams.minIndicatorDataPoints = Math.max(\n        DEFAULT_MIN_INDICATOR_DATA_POINTS,\n        pointsNeededByCurrentRules,\n      );\n    }\n\n    if (params.indicators) {\n      this.params.indicators = params.indicators;\n    }\n    if (params.buyConditions) {\n      this.params.buyConditions = { ...params.buyConditions };\n    }\n    if (params.sellConditions) {\n      this.params.sellConditions = { ...params.sellConditions };\n    }\n    if (params.riskSettings) {\n      this.params.riskSettings = {\n        ...this.params.riskSettings,\n        ...params.riskSettings,\n      };\n    }\n\n    this.params = tempParams; // Assign fully validated and adjusted params\n    console.error(\n      \"[RuleBasedStrategy DIAG] configure: this.params AFTER merge and adjustments:\",\n      JSON.stringify(this.params),\n    );\n  }\n\n  private calculateIndicators(\n    ohlcvData: OHLCV[],\n    rules: RuleCondition[],\n  ): TAResults {\n    // No need to check for this.indicators, we are using the imported library directly.\n\n    const minDataPointsForAnyCalc = rules.reduce((minOverall, r) => {\n      const periodReq = Math.max(\n        r.longMAPeriod || 0,\n        r.rsiPeriod || 0,\n        r.macdSlowPeriod || 0,\n      );\n      return Math.min(minOverall, periodReq > 0 ? periodReq + 1 : Infinity);\n    }, Infinity);\n\n    if (\n      ohlcvData.length <\n        (this.params.minIndicatorDataPoints ??\n          DEFAULT_MIN_INDICATOR_DATA_POINTS) ||\n      ohlcvData.length < minDataPointsForAnyCalc\n    ) {\n      return {};\n    }\n\n    const closePrices = ohlcvData.map((d) => d.close);\n    const results: TAResults = {};\n\n    // --- RSI Calculation ---\n    const rsiRule = rules.find((r) => r.type === \"RSI\" && r.rsiPeriod);\n    if (rsiRule?.rsiPeriod && closePrices.length >= rsiRule.rsiPeriod) {\n      const rsiResult = this.indicators.rsi({\n        values: closePrices,\n        period: rsiRule.rsiPeriod,\n      });\n      if (rsiResult.length > 0) {\n        results.rsi = rsiResult[rsiResult.length - 1];\n      }\n    }\n\n    // --- MA Crossover Calculation (SMA & EMA) ---\n    const crossoverRules = rules.filter(\n      (r) =>\n        (r.type === \"SMA_CROSSOVER\" || r.type === \"EMA_CROSSOVER\") &&\n        r.shortMAPeriod &&\n        r.longMAPeriod,\n    );\n\n    for (const rule of crossoverRules) {\n      if (\n        rule.shortMAPeriod &&\n        rule.longMAPeriod &&\n        closePrices.length >= rule.longMAPeriod + 1\n      ) {\n        const maIndicator =\n          rule.maType === \"EMA\" ? this.indicators.ema : this.indicators.sma;\n\n        const shortMA = maIndicator({\n          values: closePrices,\n          period: rule.shortMAPeriod,\n        });\n        const longMA = maIndicator({\n          values: closePrices,\n          period: rule.longMAPeriod,\n        });\n\n        if (shortMA.length >= 2 && longMA.length >= 2) {\n          if (rule.maType === \"EMA\") {\n            results.emaShort = shortMA[shortMA.length - 1];\n            results.prevEmaShort = shortMA[shortMA.length - 2];\n            results.emaLong = longMA[longMA.length - 1];\n            results.prevEmaLong = longMA[longMA.length - 2];\n          } else {\n            results.smaShort = shortMA[shortMA.length - 1];\n            results.prevSmaShort = shortMA[shortMA.length - 2];\n            results.smaLong = longMA[longMA.length - 1];\n            results.prevSmaLong = longMA[longMA.length - 2];\n          }\n        }\n      }\n    }\n\n    // --- MACD Calculation ---\n    const macdRule = rules.find((r) => r.type === \"MACD_CROSS\");\n    if (\n      macdRule?.macdFastPeriod &&\n      macdRule.macdSlowPeriod &&\n      macdRule.macdSignalPeriod &&\n      closePrices.length >= macdRule.macdSlowPeriod\n    ) {\n      const macdResult = this.indicators.macd({\n        values: closePrices,\n        fastPeriod: macdRule.macdFastPeriod,\n        slowPeriod: macdRule.macdSlowPeriod,\n        signalPeriod: macdRule.macdSignalPeriod,\n        SimpleMAOscillator: false,\n        SimpleMASignal: false,\n      });\n      if (macdResult.length >= 2) {\n        results.macd = macdResult[macdResult.length - 1];\n        results.prevMacd = macdResult[macdResult.length - 2];\n      }\n    }\n\n    return results;\n  }\n\n  async decide(params: {\n    marketData: StrategyContextMarketData;\n    agentState: AgentState;\n    portfolioSnapshot: PortfolioSnapshot;\n    agentRuntime?: unknown;\n  }): Promise<TradeOrder | null> {\n    const { marketData, portfolioSnapshot } = params;\n\n    if (!marketData.priceData || marketData.priceData.length < 20) {\n      return null; // Not enough data for indicators\n    }\n\n    const indicators = this.calculateIndicators(\n      marketData.priceData,\n      this.params.rules,\n    );\n\n    // Check each rule to see if any conditions are met\n    let shouldBuy = false;\n    let shouldSell = false;\n    let buyReason = \"\";\n    let sellReason = \"\";\n\n    for (const rule of this.params.rules) {\n      switch (rule.type) {\n        case \"RSI\":\n          if (indicators.rsi !== undefined) {\n            if (\n              rule.rsiOversold &&\n              indicators.rsi < rule.rsiOversold &&\n              rule.action === TradeType.BUY\n            ) {\n              shouldBuy = true;\n              buyReason = `RSI oversold (${indicators.rsi.toFixed(2)} < ${rule.rsiOversold})`;\n            }\n            if (\n              rule.rsiOverbought &&\n              indicators.rsi > rule.rsiOverbought &&\n              rule.action === TradeType.SELL\n            ) {\n              shouldSell = true;\n              sellReason = `RSI overbought (${indicators.rsi.toFixed(2)} > ${rule.rsiOverbought})`;\n            }\n          }\n          break;\n        case \"VOLUME\":\n          // Volume rules are not currently implemented in the indicator calculation\n          // so they should not trigger\n          break;\n        // Add other rule types as needed\n      }\n    }\n\n    // Extract asset from portfolio snapshot or use a default\n    const assetSymbol =\n      Object.keys(portfolioSnapshot.holdings).find(\n        (key) => key !== \"USDC\" && portfolioSnapshot.holdings[key] > 0,\n      ) || \"SOL\";\n\n    const pair = `${assetSymbol}/USDC`;\n\n    // Execute buy if conditions are met\n    if (shouldBuy) {\n      const cashHolding = portfolioSnapshot.holdings.USDC || 0;\n      if (cashHolding > 10 && marketData.currentPrice) {\n        const quantity = this.calculateTradeQuantity(\n          marketData,\n          portfolioSnapshot,\n        );\n\n        if (quantity && quantity > MIN_TRADE_QUANTITY_THRESHOLD) {\n          return {\n            pair,\n            action: TradeType.BUY,\n            quantity: parseFloat(quantity.toFixed(8)),\n            orderType: OrderType.MARKET,\n            timestamp: Date.now(),\n            reason: buyReason || \"Technical indicators suggest buy signal\",\n          };\n        }\n      }\n    }\n\n    // Execute sell if conditions are met\n    if (shouldSell) {\n      const holding = portfolioSnapshot.holdings[assetSymbol] || 0;\n      if (holding > 0) {\n        return {\n          pair,\n          action: TradeType.SELL,\n          quantity: holding,\n          orderType: OrderType.MARKET,\n          timestamp: Date.now(),\n          reason: sellReason || \"Technical indicators suggest sell signal\",\n        };\n      }\n    }\n\n    return null;\n  }\n\n  private calculateTradeQuantity(\n    marketData: StrategyContextMarketData,\n    portfolioSnapshot: PortfolioSnapshot,\n  ): number | null {\n    // Use USDC balance from portfolio snapshot\n    const usdcBalance = portfolioSnapshot.holdings.USDC || 0;\n\n    if (\n      this.params.tradeSizePercentage &&\n      usdcBalance > 0 &&\n      marketData.currentPrice &&\n      marketData.currentPrice > 0\n    ) {\n      const capitalToUse = usdcBalance * this.params.tradeSizePercentage;\n      const quantity = capitalToUse / marketData.currentPrice;\n      if (quantity < MIN_TRADE_QUANTITY_THRESHOLD) {\n        return null;\n      }\n      return quantity;\n    } else if (\n      this.params.fixedTradeQuantity &&\n      this.params.fixedTradeQuantity > 0\n    ) {\n      return this.params.fixedTradeQuantity;\n    } else {\n      // Default to small fixed quantity\n      return 0.1;\n    }\n  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package/dist/{chunk-Z6SUPK5O.js → chunk-PPB7RNSR.js}

@@ -36,7 +36,9 @@ var MomentumBreakoutStrategy = class {
     if (potentialToken) {
       return potentialToken;
     }
-    console.warn("[MomentumBreakout] Could not infer trading pair from portfolio");
+    console.warn(
+      "[MomentumBreakout] Could not infer trading pair from portfolio"
+    );
     return "UNKNOWN";
   }
   async decide(params) {
@@ -53,43 +55,58 @@ var MomentumBreakoutStrategy = class {
     }
     if (!priceData || priceData.length < 100) {
       if (this.debugMode && this.tradeAttempts === 0) {
-        console.log(`[MomentumBreakout] Not enough data: ${priceData?.length || 0} candles`);
+        console.log(
+          `[MomentumBreakout] Not enough data: ${priceData?.length || 0} candles`
+        );
       }
       return null;
     }
     const tradingPair = this.inferTradingPair(portfolioSnapshot);
     const indicators = this.calculateMomentumIndicators(priceData);
     const holdings = Object.entries(portfolioSnapshot.holdings);
-    const assetHolding = holdings.find(([key, value]) => key !== "USDC" && value > 0);
+    const assetHolding = holdings.find(
+      ([key, value]) => key !== "USDC" && value > 0
+    );
     const hasPosition = assetHolding && assetHolding[1] > 0;
     const assetSymbol = assetHolding ? assetHolding[0] : null;
     if (hasPosition && this.activePosition && assetSymbol) {
-      return this.managePosition(currentPrice, indicators, assetSymbol, portfolioSnapshot);
+      return this.managePosition(
+        currentPrice,
+        indicators,
+        assetSymbol,
+        portfolioSnapshot
+      );
     }
     const shouldEnter = this.shouldEnter(indicators, currentPrice);
     if (this.debugMode && this.tradeAttempts < 5) {
       const conditions = this.evaluateEntryConditions(indicators);
-      console.log(`[MomentumBreakout] Early evaluation #${this.tradeAttempts + 1}:`, {
-        shouldEnter,
-        price: currentPrice.toFixed(6),
-        indicators: {
-          priceChange5m: `${(indicators.priceChange5m * 100).toFixed(3)}%`,
-          priceChange15m: `${(indicators.priceChange15m * 100).toFixed(3)}%`,
-          volumeRatio: indicators.volumeRatio.toFixed(2),
-          trend: indicators.trendDirection,
-          adx: indicators.adx.toFixed(1)
-        },
-        conditions: {
-          momentum: conditions.hasMomentum,
-          volume: conditions.hasVolume,
-          trend: conditions.trendAligned,
-          notAtResistance: conditions.goodEntry,
-          metCount: `${conditions.metConditions}/4`
+      console.log(
+        `[MomentumBreakout] Early evaluation #${this.tradeAttempts + 1}:`,
+        {
+          shouldEnter,
+          price: currentPrice.toFixed(6),
+          indicators: {
+            priceChange5m: `${(indicators.priceChange5m * 100).toFixed(3)}%`,
+            priceChange15m: `${(indicators.priceChange15m * 100).toFixed(3)}%`,
+            volumeRatio: indicators.volumeRatio.toFixed(2),
+            trend: indicators.trendDirection,
+            adx: indicators.adx.toFixed(1)
+          },
+          conditions: {
+            momentum: conditions.hasMomentum,
+            volume: conditions.hasVolume,
+            trend: conditions.trendAligned,
+            notAtResistance: conditions.goodEntry,
+            metCount: `${conditions.metConditions}/4`
+          }
         }
-      });
+      );
     }
     if (!hasPosition && shouldEnter) {
-      const positionSize = this.calculatePositionSize(portfolioSnapshot.totalValue, currentPrice);
+      const positionSize = this.calculatePositionSize(
+        portfolioSnapshot.totalValue,
+        currentPrice
+      );
       if (positionSize > 1e-3) {
         this.activePosition = {
           entryPrice: currentPrice,
@@ -122,17 +139,20 @@ var MomentumBreakoutStrategy = class {
     this.tradeAttempts++;
     if (this.debugMode && this.tradeAttempts % 200 === 0) {
       const conditions = this.evaluateEntryConditions(indicators);
-      console.log(`[MomentumBreakout] Periodic evaluation #${this.tradeAttempts}:`, {
-        shouldEnter: conditions.metConditions >= 2,
-        price: currentPrice.toFixed(6),
-        conditions: {
-          momentum: conditions.hasMomentum,
-          volume: conditions.hasVolume,
-          trend: conditions.trendAligned,
-          notAtResistance: conditions.goodEntry,
-          metCount: `${conditions.metConditions}/4`
+      console.log(
+        `[MomentumBreakout] Periodic evaluation #${this.tradeAttempts}:`,
+        {
+          shouldEnter: conditions.metConditions >= 2,
+          price: currentPrice.toFixed(6),
+          conditions: {
+            momentum: conditions.hasMomentum,
+            volume: conditions.hasVolume,
+            trend: conditions.trendAligned,
+            notAtResistance: conditions.goodEntry,
+            metCount: `${conditions.metConditions}/4`
+          }
         }
-      });
+      );
     }
     return null;
   }
@@ -297,7 +317,9 @@ var MomentumBreakoutStrategy = class {
     if (candles.length < period + 1) return 0;
     const priceChanges = [];
     for (let i = 1; i < candles.length; i++) {
-      priceChanges.push(Math.abs(candles[i].close - candles[i - 1].close) / candles[i - 1].close);
+      priceChanges.push(
+        Math.abs(candles[i].close - candles[i - 1].close) / candles[i - 1].close
+      );
     }
     const avgChange = priceChanges.reduce((a, b) => a + b) / priceChanges.length;
     return Math.min(avgChange * 1e3, 100);
@@ -307,4 +329,4 @@ var MomentumBreakoutStrategy = class {
 export {
   MomentumBreakoutStrategy
 };
-//# sourceMappingURL=chunk-Z6SUPK5O.js.map
+//# sourceMappingURL=chunk-PPB7RNSR.js.map

package/dist/chunk-PPB7RNSR.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/strategies/MomentumBreakoutStrategy.ts"],"sourcesContent":["import {\n  type AgentState,\n  type OHLCV,\n  OrderType,\n  type PortfolioSnapshot,\n  type StrategyContextMarketData,\n  type TradeOrder,\n  TradeType,\n  type TradingStrategy,\n} from \"../types.ts\";\n\ninterface MomentumIndicators {\n  // Price momentum\n  priceChange1h: number;\n  priceChange5m: number;\n  priceChange15m: number;\n\n  // Volume analysis\n  volumeRatio: number;\n  volumeSpike: boolean;\n  volumeTrend: \"increasing\" | \"decreasing\" | \"stable\";\n\n  // Volatility\n  atr: number;\n  volatilityPercentile: number;\n\n  // Trend strength\n  adx: number;\n  trendDirection: \"bullish\" | \"bearish\" | \"neutral\";\n  trendStrength: number;\n\n  // Market structure\n  resistance: number;\n  support: number;\n  nearResistance: boolean;\n  nearSupport: boolean;\n}\n\nexport class MomentumBreakoutStrategy implements TradingStrategy {\n  public readonly id = \"momentum-breakout-v1\";\n  public readonly name = \"Momentum Breakout Strategy\";\n  public readonly description =\n    \"Captures momentum moves in volatile meme coins with volume confirmation\";\n\n  // Strategy parameters - adjusted for more realistic trading\n  private readonly minVolumeRatio = 1.1; // Further reduced\n  private readonly minPriceChange = 0.002; // Reduced to 0.2%\n  private readonly maxRiskPerTrade = 0.02; // Increased to 2% for more trades\n  private readonly profitTarget = 0.01; // Reduced to 1%\n  private readonly stopLoss = 0.005; // Reduced to 0.5%\n\n  // Position tracking\n  private activePosition: {\n    entryPrice: number;\n    entryTime: number;\n    highestPrice: number;\n    pair: string; // Add pair tracking\n  } | null = null;\n\n  // Add debug mode\n  private debugMode = true; // Enable by default for testing\n  private tradeAttempts = 0;\n  private hasLoggedStart = false;\n\n  isReady(): boolean {\n    return true;\n  }\n\n  private inferTradingPair(portfolioSnapshot: PortfolioSnapshot): string {\n    // The SimulationService uses token addresses as keys in holdings\n    // We need to find the non-USDC key which represents the token being traded\n    const holdings = Object.keys(portfolioSnapshot.holdings);\n\n    // Look for existing position first\n    const existingPosition = holdings.find(\n      (key) => key !== \"USDC\" && portfolioSnapshot.holdings[key] > 0,\n    );\n\n    if (existingPosition) {\n      return existingPosition;\n    }\n\n    // If no position, look for any non-USDC key (even with 0 balance)\n    // This happens when we have historical trades but currently flat\n    const potentialToken = holdings.find((key) => key !== \"USDC\");\n\n    if (potentialToken) {\n      return potentialToken;\n    }\n\n    // If we only have USDC, we're likely at the start of a simulation\n    // The token address should be inferred from the context\n    // For now, we'll return a placeholder that will be replaced\n    console.warn(\n      \"[MomentumBreakout] Could not infer trading pair from portfolio\",\n    );\n    return \"UNKNOWN\";\n  }\n\n  async decide(params: {\n    marketData: StrategyContextMarketData;\n    agentState: AgentState;\n    portfolioSnapshot: PortfolioSnapshot;\n    agentRuntime?: unknown;\n  }): Promise<TradeOrder | null> {\n    const { marketData, portfolioSnapshot } = params;\n    const { priceData, currentPrice } = marketData;\n\n    // Log initial info once\n    if (!this.hasLoggedStart && this.debugMode) {\n      console.log(`[MomentumBreakout] Strategy started:`, {\n        minPriceChange: `${(this.minPriceChange * 100).toFixed(1)}%`,\n        minVolumeRatio: this.minVolumeRatio,\n        dataPoints: priceData?.length || 0,\n        initialPrice: currentPrice,\n      });\n      this.hasLoggedStart = true;\n    }\n\n    // Need at least 100 candles for analysis\n    if (!priceData || priceData.length < 100) {\n      if (this.debugMode && this.tradeAttempts === 0) {\n        console.log(\n          `[MomentumBreakout] Not enough data: ${priceData?.length || 0} candles`,\n        );\n      }\n      return null;\n    }\n\n    // Infer the trading pair from the portfolio\n    const tradingPair = this.inferTradingPair(portfolioSnapshot);\n\n    // Calculate momentum indicators\n    const indicators = this.calculateMomentumIndicators(priceData);\n\n    // Get current position - look for any non-USDC holding\n    const holdings = Object.entries(portfolioSnapshot.holdings);\n    const assetHolding = holdings.find(\n      ([key, value]) => key !== \"USDC\" && value > 0,\n    );\n    const hasPosition = assetHolding && assetHolding[1] > 0;\n    const assetSymbol = assetHolding ? assetHolding[0] : null;\n\n    // Position management\n    if (hasPosition && this.activePosition && assetSymbol) {\n      return this.managePosition(\n        currentPrice,\n        indicators,\n        assetSymbol,\n        portfolioSnapshot,\n      );\n    }\n\n    // Entry logic - look for momentum breakout\n    const shouldEnter = this.shouldEnter(indicators, currentPrice);\n\n    // Log first few evaluations for debugging\n    if (this.debugMode && this.tradeAttempts < 5) {\n      const conditions = this.evaluateEntryConditions(indicators);\n      console.log(\n        `[MomentumBreakout] Early evaluation #${this.tradeAttempts + 1}:`,\n        {\n          shouldEnter,\n          price: currentPrice.toFixed(6),\n          indicators: {\n            priceChange5m: `${(indicators.priceChange5m * 100).toFixed(3)}%`,\n            priceChange15m: `${(indicators.priceChange15m * 100).toFixed(3)}%`,\n            volumeRatio: indicators.volumeRatio.toFixed(2),\n            trend: indicators.trendDirection,\n            adx: indicators.adx.toFixed(1),\n          },\n          conditions: {\n            momentum: conditions.hasMomentum,\n            volume: conditions.hasVolume,\n            trend: conditions.trendAligned,\n            notAtResistance: conditions.goodEntry,\n            metCount: `${conditions.metConditions}/4`,\n          },\n        },\n      );\n    }\n\n    if (!hasPosition && shouldEnter) {\n      const positionSize = this.calculatePositionSize(\n        portfolioSnapshot.totalValue,\n        currentPrice,\n      );\n\n      if (positionSize > 0.001) {\n        this.activePosition = {\n          entryPrice: currentPrice,\n          entryTime: Date.now(),\n          highestPrice: currentPrice,\n          pair: tradingPair,\n        };\n\n        console.log(`[MomentumBreakout] 🎯 BUY SIGNAL:`, {\n          price: currentPrice,\n          positionSize: positionSize.toFixed(4),\n          totalValue: portfolioSnapshot.totalValue.toFixed(2),\n          indicators: {\n            priceChange5m: `${(indicators.priceChange5m * 100).toFixed(2)}%`,\n            priceChange15m: `${(indicators.priceChange15m * 100).toFixed(2)}%`,\n            volumeRatio: indicators.volumeRatio.toFixed(2),\n            trend: indicators.trendDirection,\n            adx: indicators.adx.toFixed(1),\n          },\n        });\n\n        return {\n          action: TradeType.BUY,\n          pair: tradingPair,\n          quantity: positionSize,\n          orderType: OrderType.MARKET,\n          timestamp: Date.now(),\n          reason: `Momentum breakout: ${(indicators.priceChange5m * 100).toFixed(1)}% move on ${indicators.volumeRatio.toFixed(1)}x volume`,\n        };\n      }\n    }\n\n    // Log entry evaluation periodically for debugging\n    this.tradeAttempts++;\n    if (this.debugMode && this.tradeAttempts % 200 === 0) {\n      const conditions = this.evaluateEntryConditions(indicators);\n      console.log(\n        `[MomentumBreakout] Periodic evaluation #${this.tradeAttempts}:`,\n        {\n          shouldEnter: conditions.metConditions >= 2,\n          price: currentPrice.toFixed(6),\n          conditions: {\n            momentum: conditions.hasMomentum,\n            volume: conditions.hasVolume,\n            trend: conditions.trendAligned,\n            notAtResistance: conditions.goodEntry,\n            metCount: `${conditions.metConditions}/4`,\n          },\n        },\n      );\n    }\n\n    return null;\n  }\n\n  private evaluateEntryConditions(indicators: MomentumIndicators) {\n    const hasMomentum =\n      indicators.priceChange5m > this.minPriceChange &&\n      indicators.priceChange15m > -0.01; // Allow more negative 15m\n\n    const hasVolume =\n      indicators.volumeRatio > this.minVolumeRatio ||\n      (indicators.volumeRatio > 1.0 && indicators.volumeTrend === \"increasing\");\n\n    const trendAligned =\n      (indicators.trendDirection === \"bullish\" && indicators.adx > 15) || // Reduced ADX requirement\n      indicators.priceChange5m > this.minPriceChange * 1.5; // Lower threshold\n\n    const goodEntry =\n      !indicators.nearResistance || indicators.priceChange5m > 0.005; // Allow entry near resistance if strong momentum\n\n    const conditions = [hasMomentum, hasVolume, trendAligned, goodEntry];\n    const metConditions = conditions.filter((c) => c).length;\n\n    return {\n      hasMomentum,\n      hasVolume,\n      trendAligned,\n      goodEntry,\n      metConditions,\n    };\n  }\n\n  private calculateMomentumIndicators(priceData: OHLCV[]): MomentumIndicators {\n    const currentPrice = priceData[priceData.length - 1].close;\n\n    // Price momentum over different timeframes\n    const price5mAgo =\n      priceData[Math.max(0, priceData.length - 5)]?.close || currentPrice;\n    const price15mAgo =\n      priceData[Math.max(0, priceData.length - 15)]?.close || currentPrice;\n    const price60mAgo =\n      priceData[Math.max(0, priceData.length - 60)]?.close || currentPrice;\n\n    const priceChange5m = (currentPrice - price5mAgo) / price5mAgo;\n    const priceChange15m = (currentPrice - price15mAgo) / price15mAgo;\n    const priceChange1h = (currentPrice - price60mAgo) / price60mAgo;\n\n    // Volume analysis\n    const recentVolumes = priceData.slice(-20).map((c) => c.volume);\n    const avgVolume =\n      recentVolumes.reduce((a, b) => a + b) / recentVolumes.length;\n    const currentVolume = priceData[priceData.length - 1].volume;\n    const volumeRatio = currentVolume / avgVolume;\n\n    // Volume trend\n    const volumeTrend5 = recentVolumes.slice(-5).reduce((a, b) => a + b) / 5;\n    const volumeTrend10 = recentVolumes.slice(-10).reduce((a, b) => a + b) / 10;\n    let volumeTrend: \"increasing\" | \"decreasing\" | \"stable\";\n\n    if (volumeTrend5 > volumeTrend10 * 1.2) {\n      volumeTrend = \"increasing\";\n    } else if (volumeTrend5 < volumeTrend10 * 0.8) {\n      volumeTrend = \"decreasing\";\n    } else {\n      volumeTrend = \"stable\";\n    }\n\n    // ATR for volatility\n    const atr = this.calculateATR(priceData.slice(-14));\n    const atrPercentage = atr / currentPrice;\n\n    // ADX for trend strength\n    const adx = this.calculateADX(priceData.slice(-20));\n\n    // Market structure\n    const recentHighs = priceData.slice(-20).map((c) => c.high);\n    const recentLows = priceData.slice(-20).map((c) => c.low);\n    const resistance = Math.max(...recentHighs);\n    const support = Math.min(...recentLows);\n\n    // Trend direction\n    const ema9 = this.calculateEMA(\n      priceData.slice(-20).map((c) => c.close),\n      9,\n    );\n    const ema21 = this.calculateEMA(\n      priceData.slice(-30).map((c) => c.close),\n      21,\n    );\n\n    let trendDirection: \"bullish\" | \"bearish\" | \"neutral\";\n    if (ema9 > ema21 * 1.01 && priceChange15m > 0) {\n      trendDirection = \"bullish\";\n    } else if (ema9 < ema21 * 0.99 && priceChange15m < 0) {\n      trendDirection = \"bearish\";\n    } else {\n      trendDirection = \"neutral\";\n    }\n\n    return {\n      priceChange1h,\n      priceChange5m,\n      priceChange15m,\n      volumeRatio,\n      volumeSpike: volumeRatio > 3,\n      volumeTrend,\n      atr,\n      volatilityPercentile: atrPercentage > 0.02 ? 0.8 : 0.5,\n      adx,\n      trendDirection,\n      trendStrength: (Math.abs(priceChange15m) * adx) / 25,\n      resistance,\n      support,\n      nearResistance: (resistance - currentPrice) / currentPrice < 0.01,\n      nearSupport: (currentPrice - support) / currentPrice < 0.01,\n    };\n  }\n\n  private shouldEnter(\n    indicators: MomentumIndicators,\n    _currentPrice: number,\n  ): boolean {\n    const conditions = this.evaluateEntryConditions(indicators);\n    return conditions.metConditions >= 2; // Reduced from 3 to 2 out of 4\n  }\n\n  private managePosition(\n    currentPrice: number,\n    indicators: MomentumIndicators,\n    assetSymbol: string,\n    portfolio: PortfolioSnapshot,\n  ): TradeOrder | null {\n    if (!this.activePosition) return null;\n\n    const { entryPrice, highestPrice } = this.activePosition;\n    const profitPercent = (currentPrice - entryPrice) / entryPrice;\n    const drawdownFromHigh = (highestPrice - currentPrice) / highestPrice;\n\n    // Update highest price\n    if (currentPrice > highestPrice) {\n      this.activePosition.highestPrice = currentPrice;\n    }\n\n    // Exit conditions\n    let shouldExit = false;\n    let exitReason = \"\";\n\n    // 1. Hit profit target\n    if (profitPercent >= this.profitTarget) {\n      shouldExit = true;\n      exitReason = `Profit target reached: +${(profitPercent * 100).toFixed(1)}%`;\n    }\n\n    // 2. Stop loss\n    else if (profitPercent <= -this.stopLoss) {\n      shouldExit = true;\n      exitReason = `Stop loss triggered: ${(profitPercent * 100).toFixed(1)}%`;\n    }\n\n    // 3. Trailing stop (if profit > 1.5%)\n    else if (profitPercent > 0.015 && drawdownFromHigh > 0.01) {\n      shouldExit = true;\n      exitReason = `Trailing stop: -${(drawdownFromHigh * 100).toFixed(1)}% from high`;\n    }\n\n    // 4. Momentum reversal\n    else if (indicators.priceChange5m < -0.01 && indicators.volumeRatio > 2) {\n      shouldExit = true;\n      exitReason = \"Momentum reversal detected\";\n    }\n\n    if (shouldExit) {\n      this.activePosition = null;\n\n      return {\n        action: TradeType.SELL,\n        pair: `${assetSymbol}/USDC`,\n        quantity: portfolio.holdings[assetSymbol],\n        orderType: OrderType.MARKET,\n        timestamp: Date.now(),\n        reason: exitReason,\n      };\n    }\n\n    return null;\n  }\n\n  private calculatePositionSize(\n    portfolioValue: number,\n    currentPrice: number,\n  ): number {\n    // Risk-based position sizing\n    // We want to risk maxRiskPerTrade of our portfolio\n    // If we hit our stop loss, we should lose exactly that amount\n\n    // Calculate the position value that would result in our max risk if stopped out\n    const riskAmount = portfolioValue * this.maxRiskPerTrade;\n    const positionValue = riskAmount / this.stopLoss;\n\n    // But we can't use more than a reasonable portion of our portfolio\n    // Use the lesser of our risk-based size or 25% of portfolio\n    const maxPositionValue = portfolioValue * 0.25;\n    const actualPositionValue = Math.min(positionValue, maxPositionValue);\n\n    const quantity = actualPositionValue / currentPrice;\n\n    if (this.debugMode) {\n      console.log(`[MomentumBreakout] Position sizing:`, {\n        portfolioValue: portfolioValue.toFixed(2),\n        riskAmount: riskAmount.toFixed(2),\n        calculatedPositionValue: positionValue.toFixed(2),\n        actualPositionValue: actualPositionValue.toFixed(2),\n        currentPrice: currentPrice.toFixed(6),\n        quantity: quantity.toFixed(4),\n      });\n    }\n\n    return quantity;\n  }\n\n  private calculateATR(candles: OHLCV[]): number {\n    if (candles.length < 2) return 0;\n\n    const trueRanges = [];\n    for (let i = 1; i < candles.length; i++) {\n      const highLow = candles[i].high - candles[i].low;\n      const highClose = Math.abs(candles[i].high - candles[i - 1].close);\n      const lowClose = Math.abs(candles[i].low - candles[i - 1].close);\n      trueRanges.push(Math.max(highLow, highClose, lowClose));\n    }\n\n    return trueRanges.reduce((a, b) => a + b) / trueRanges.length;\n  }\n\n  private calculateEMA(values: number[], period: number): number {\n    if (values.length < period) return values[values.length - 1];\n\n    const multiplier = 2 / (period + 1);\n    let ema = values.slice(0, period).reduce((a, b) => a + b) / period;\n\n    for (let i = period; i < values.length; i++) {\n      ema = (values[i] - ema) * multiplier + ema;\n    }\n\n    return ema;\n  }\n\n  private calculateADX(candles: OHLCV[], period: number = 14): number {\n    if (candles.length < period + 1) return 0;\n\n    // Simplified ADX calculation\n    const priceChanges = [];\n    for (let i = 1; i < candles.length; i++) {\n      priceChanges.push(\n        Math.abs(candles[i].close - candles[i - 1].close) /\n          candles[i - 1].close,\n      );\n    }\n\n    const avgChange =\n      priceChanges.reduce((a, b) => a + b) / priceChanges.length;\n    return Math.min(avgChange * 1000, 100); // Scale to 0-100\n  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