@gbozee/ultimate 0.0.2-102 → 0.0.2-103

package/dist/frontend-index.d.ts

@@ -484,6 +484,12 @@ export declare function generateGapTp(payload: {
 	gap: number;
 	gap_loss: number;
 };
+export declare function determineRewardFactor(payload: {
+	quantity: number;
+	avg_qty: number;
+	minimum_pnl: number;
+	risk: number;
+}): number;
 export type StrategyPosition = {
 	entry: number;
 	quantity: number;

package/dist/frontend-index.js

@@ -152,7 +152,8 @@ class Signal {
       support: kind === "long" ? _stop_loss : this.support
     };
     const instance = new Signal(derivedConfig);
-    if (kind === "short") {}
+    if (kind === "short") {
+    }
     let result = instance.get_bulk_trade_zones({ current_price, kind });
     return result;
     return result?.filter((x) => {
@@ -370,7 +371,8 @@ class Signal {
     kind = "long",
     raw
   }) {
-    if (raw) {}
+    if (raw) {
+    }
     const margin_range = this.get_margin_range(current_price, kind);
     let margin_zones = this.get_margin_zones({ current_price });
     let remaining_zones = margin_zones.filter((x) => JSON.stringify(x) != JSON.stringify(margin_range));
@@ -581,7 +583,8 @@ class Signal {
         return true;
       });
       let total_orders = limit_trades.concat(market_trades);
-      if (kind === "short") {}
+      if (kind === "short") {
+      }
       if (this.minimum_size && total_orders.length > 0) {
         let payload = total_orders;
         let greater_than_min_size = total_orders.filter((o) => o ? o.quantity >= this.minimum_size : true);
@@ -667,7 +670,8 @@ class Signal {
     });
     const multiplier = start - index;
     const incurred_fees = fees.reduce((a, b) => a + b, 0) + previous_risks.reduce((a, b) => a + b, 0);
-    if (index === 0) {}
+    if (index === 0) {
+    }
     let quantity = determine_position_size({
       entry,
       stop,
@@ -833,7 +837,8 @@ function extractValue(_param, condition) {
     try {
       let value2 = JSON.parse(_param || "[]");
       param = value2.map((o) => parseFloat(o));
-    } catch (error) {}
+    } catch (error) {
+    }
   } else {
     param = parseFloat(_param);
   }
@@ -848,7 +853,8 @@ function asCoins(symbol) {
   if (symbol.toLowerCase().includes("-")) {
     result = result.split("-")[0];
   }
-  if (symbol.toLowerCase() == "usdt-usd") {}
+  if (symbol.toLowerCase() == "usdt-usd") {
+  }
   let result2 = _type == "usdt" ? symbol.split(result)[0] : result;
   if (result.includes("-")) {
     result2 = result;
@@ -1196,7 +1202,8 @@ function buildConfig(app_config, {
     return [];
   }
   const condition = (kind === "long" ? entry > app_config.support : entry >= app_config.support) && stop >= app_config.support * 0.999;
-  if (kind === "short") {}
+  if (kind === "short") {
+  }
   const result = entry === stop ? [] : condition ? instance.build_entry({
     current_price: entry,
     stop_loss: stop,
@@ -1901,6 +1908,12 @@ function calculate_factor(payload) {
   calculated_factor = to_f(calculated_factor, places);
   return calculated_factor;
 }
+function determineRewardFactor(payload) {
+  const { quantity, avg_qty, minimum_pnl, risk } = payload;
+  const reward_factor = minimum_pnl / risk;
+  const quantity_ratio = quantity / avg_qty;
+  return to_f(reward_factor / quantity_ratio, "%.4f");
+}
 // src/helpers/strategy.ts
 class Strategy {
   position;
@@ -2374,8 +2387,11 @@ class Strategy {
           }
         }
       };
-      results.push(to_add);
       const sell_kind = direction == "long" ? "short" : "long";
+      if (sell_quantity[sell_kind] <= 0) {
+        break;
+      }
+      results.push(to_add);
       const remaining = this.to_df(params[sell_kind].quantity - sell_quantity[sell_kind]);
       if (remaining <= 0) {
         break;
@@ -2424,6 +2440,7 @@ export {
   determine_average_entry_and_size,
   determine_amount_to_sell2 as determine_amount_to_sell,
   determine_amount_to_buy,
+  determineRewardFactor,
   determineOptimumReward,
   createGapPairs,
   createArray,