@gbozee/ultimate 0.0.2-145 → 0.0.2-146

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (8) hide show
  1. package/dist/frontend-index.d.ts +25 -3
  2. package/dist/frontend-index.js +25 -4
  3. package/dist/index.cjs +30 -5
  4. package/dist/index.d.ts +53 -6
  5. package/dist/index.js +30 -5
  6. package/dist/mcp-server.cjs +30 -5
  7. package/dist/mcp-server.js +30 -5
  8. package/package.json +1 -1
package/dist/frontend-index.d.ts CHANGED
@@ -304,7 +304,12 @@ export type AppConfig = {
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  last_value?: any;
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  entries?: any[];
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  max_quantity?: number;
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- use_kelly?: boolean;
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+ kelly?: {
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+ use_kelly?: boolean;
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+ kelly_confidence_factor?: number;
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+ kelly_minimum_risk?: number;
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+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
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+ };
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  };
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  export type ExtendConfigType = {
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  take_profit?: number;
@@ -321,8 +326,12 @@ export type ExtendConfigType = {
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  kind?: "long" | "short";
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  gap?: number;
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  rr?: number;
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+ use_kelly?: boolean;
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+ kelly_confidence_factor?: number;
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+ kelly_minimum_risk?: number;
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+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
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  };
325
- export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, }: ExtendConfigType): any[] | Signal;
334
+ export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, use_kelly, kelly_confidence_factor, kelly_minimum_risk, kelly_prediction_model, }: ExtendConfigType): any[] | Signal;
326
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  export declare function buildAvg({ _trades, kind, }: {
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  _trades: any[];
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  kind: "long" | "short";
@@ -332,6 +341,10 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
332
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  entry: number;
333
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  stop: number;
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  kind: "long" | "short";
344
+ use_kelly?: boolean;
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+ kelly_confidence_factor?: number;
346
+ kelly_minimum_risk?: number;
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+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
335
348
  }): {
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  app_config: AppConfig;
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  max_size: any;
@@ -351,6 +364,10 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
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  risk: number;
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  symbol: string;
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  profit?: number;
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+ use_kelly?: boolean;
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+ kelly_confidence_factor?: number;
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+ kelly_minimum_risk?: number;
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+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
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  }): AppConfig;
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  export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
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  max_size: number;
@@ -823,7 +840,12 @@ export declare class Strategy {
823
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  rr?: number;
824
841
  max_size?: number;
825
842
  max_quantity?: number;
826
- use_kelly?: boolean;
843
+ kelly?: {
844
+ use_kelly?: boolean;
845
+ kelly_confidence_factor?: number;
846
+ kelly_minimum_risk?: number;
847
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
848
+ };
827
849
  };
828
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  identifyGapConfig(payload: {
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  factor?: number;
package/dist/frontend-index.js CHANGED
@@ -1338,7 +1338,11 @@ function buildConfig(app_config, {
1338
1338
  gap,
1339
1339
  rr = 1,
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1340
  price_places = "%.1f",
1341
- decimal_places = "%.3f"
1341
+ decimal_places = "%.3f",
1342
+ use_kelly = false,
1343
+ kelly_confidence_factor = 0.95,
1344
+ kelly_minimum_risk = 0.2,
1345
+ kelly_prediction_model = "exponential"
1342
1346
  }) {
1343
1347
  let fee = app_config.fee / 100;
1344
1348
  let working_risk = risk || app_config.risk_per_trade;
@@ -1363,7 +1367,10 @@ function buildConfig(app_config, {
1363
1367
  gap,
1364
1368
  min_profit: min_profit || app_config.min_profit,
1365
1369
  rr: rr || 1,
1366
- use_kelly: app_config.use_kelly
1370
+ use_kelly: use_kelly || app_config.kelly?.use_kelly,
1371
+ kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
1372
+ kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
1373
+ kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
1367
1374
  };
1368
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  const instance = new Signal(config);
1369
1376
  if (raw_instance) {
@@ -1442,7 +1449,11 @@ function get_app_config_and_max_size(config, payload) {
1442
1449
  increase: true,
1443
1450
  gap: app_config.gap,
1444
1451
  price_places: app_config.price_places,
1445
- decimal_places: app_config.decimal_places
1452
+ decimal_places: app_config.decimal_places,
1453
+ use_kelly: payload.use_kelly,
1454
+ kelly_confidence_factor: payload.kelly_confidence_factor,
1455
+ kelly_minimum_risk: payload.kelly_minimum_risk,
1456
+ kelly_prediction_model: payload.kelly_prediction_model
1446
1457
  });
1447
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  const max_size = initialResult[0]?.avg_size;
1448
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  const last_value = initialResult[0];
@@ -1475,13 +1486,23 @@ function buildAppConfig(config, payload) {
1475
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  }, {
1476
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  entry: payload.entry,
1477
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  stop: payload.stop,
1478
- kind: payload.entry > payload.stop ? "long" : "short"
1489
+ kind: payload.entry > payload.stop ? "long" : "short",
1490
+ use_kelly: payload.use_kelly,
1491
+ kelly_confidence_factor: payload.kelly_confidence_factor,
1492
+ kelly_minimum_risk: payload.kelly_minimum_risk,
1493
+ kelly_prediction_model: payload.kelly_prediction_model
1479
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  });
1480
1495
  app_config.max_size = max_size;
1481
1496
  app_config.entry = payload.entry || app_config.entry;
1482
1497
  app_config.stop = payload.stop || app_config.stop;
1483
1498
  app_config.last_value = last_value;
1484
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  app_config.entries = entries;
1500
+ app_config.kelly = {
1501
+ use_kelly: payload.use_kelly,
1502
+ kelly_confidence_factor: payload.kelly_confidence_factor,
1503
+ kelly_minimum_risk: payload.kelly_minimum_risk,
1504
+ kelly_prediction_model: payload.kelly_prediction_model
1505
+ };
1485
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  return app_config;
1486
1507
  }
1487
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  function getOptimumStopAndRisk(app_config, params) {
package/dist/index.cjs CHANGED
@@ -53736,7 +53736,11 @@ function buildConfig(app_config, {
53736
53736
  gap,
53737
53737
  rr = 1,
53738
53738
  price_places = "%.1f",
53739
- decimal_places = "%.3f"
53739
+ decimal_places = "%.3f",
53740
+ use_kelly = false,
53741
+ kelly_confidence_factor = 0.95,
53742
+ kelly_minimum_risk = 0.2,
53743
+ kelly_prediction_model = "exponential"
53740
53744
  }) {
53741
53745
  let fee = app_config.fee / 100;
53742
53746
  let working_risk = risk || app_config.risk_per_trade;
@@ -53761,7 +53765,10 @@ function buildConfig(app_config, {
53761
53765
  gap,
53762
53766
  min_profit: min_profit || app_config.min_profit,
53763
53767
  rr: rr || 1,
53764
- use_kelly: app_config.use_kelly
53768
+ use_kelly: use_kelly || app_config.kelly?.use_kelly,
53769
+ kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
53770
+ kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
53771
+ kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
53765
53772
  };
53766
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  const instance = new Signal(config2);
53767
53774
  if (raw_instance) {
@@ -53840,7 +53847,11 @@ function get_app_config_and_max_size(config2, payload) {
53840
53847
  increase: true,
53841
53848
  gap: app_config.gap,
53842
53849
  price_places: app_config.price_places,
53843
- decimal_places: app_config.decimal_places
53850
+ decimal_places: app_config.decimal_places,
53851
+ use_kelly: payload.use_kelly,
53852
+ kelly_confidence_factor: payload.kelly_confidence_factor,
53853
+ kelly_minimum_risk: payload.kelly_minimum_risk,
53854
+ kelly_prediction_model: payload.kelly_prediction_model
53844
53855
  });
53845
53856
  const max_size = initialResult[0]?.avg_size;
53846
53857
  const last_value = initialResult[0];
@@ -53873,13 +53884,23 @@ function buildAppConfig(config2, payload) {
53873
53884
  }, {
53874
53885
  entry: payload.entry,
53875
53886
  stop: payload.stop,
53876
- kind: payload.entry > payload.stop ? "long" : "short"
53887
+ kind: payload.entry > payload.stop ? "long" : "short",
53888
+ use_kelly: payload.use_kelly,
53889
+ kelly_confidence_factor: payload.kelly_confidence_factor,
53890
+ kelly_minimum_risk: payload.kelly_minimum_risk,
53891
+ kelly_prediction_model: payload.kelly_prediction_model
53877
53892
  });
53878
53893
  app_config.max_size = max_size;
53879
53894
  app_config.entry = payload.entry || app_config.entry;
53880
53895
  app_config.stop = payload.stop || app_config.stop;
53881
53896
  app_config.last_value = last_value;
53882
53897
  app_config.entries = entries;
53898
+ app_config.kelly = {
53899
+ use_kelly: payload.use_kelly,
53900
+ kelly_confidence_factor: payload.kelly_confidence_factor,
53901
+ kelly_minimum_risk: payload.kelly_minimum_risk,
53902
+ kelly_prediction_model: payload.kelly_prediction_model
53903
+ };
53883
53904
  return app_config;
53884
53905
  }
53885
53906
  function getOptimumStopAndRisk(app_config, params) {
@@ -58260,7 +58281,11 @@ class ExchangeAccount {
58260
58281
  stop: config2.stop,
58261
58282
  risk_reward: config2.risk_reward,
58262
58283
  risk: config2.risk,
58263
- symbol
58284
+ symbol,
58285
+ use_kelly: config2.kelly?.use_kelly,
58286
+ kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
58287
+ kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
58288
+ kelly_prediction_model: config2.kelly?.kelly_prediction_model
58264
58289
  });
58265
58290
  return app_config;
58266
58291
  }
package/dist/index.d.ts CHANGED
@@ -72,6 +72,12 @@ export interface ScheduledTrade extends BaseSystemFields {
72
72
  threshold_qty?: number;
73
73
  pause_tp?: boolean;
74
74
  stop_percent?: number;
75
+ kelly?: {
76
+ use_kelly?: boolean;
77
+ kelly_confidence_factor?: number;
78
+ kelly_minimum_risk?: number;
79
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
80
+ };
75
81
  }
76
82
  export interface AccountStrategy extends BaseSystemFields {
77
83
  account: string;
@@ -1016,7 +1022,12 @@ export declare class Strategy {
1016
1022
  rr?: number;
1017
1023
  max_size?: number;
1018
1024
  max_quantity?: number;
1019
- use_kelly?: boolean;
1025
+ kelly?: {
1026
+ use_kelly?: boolean;
1027
+ kelly_confidence_factor?: number;
1028
+ kelly_minimum_risk?: number;
1029
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
1030
+ };
1020
1031
  };
1021
1032
  identifyGapConfig(payload: {
1022
1033
  factor?: number;
@@ -1283,7 +1294,12 @@ export type AppConfig = {
1283
1294
  last_value?: any;
1284
1295
  entries?: any[];
1285
1296
  max_quantity?: number;
1286
- use_kelly?: boolean;
1297
+ kelly?: {
1298
+ use_kelly?: boolean;
1299
+ kelly_confidence_factor?: number;
1300
+ kelly_minimum_risk?: number;
1301
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
1302
+ };
1287
1303
  };
1288
1304
  export type ExtendConfigType = {
1289
1305
  take_profit?: number;
@@ -1300,8 +1316,12 @@ export type ExtendConfigType = {
1300
1316
  kind?: "long" | "short";
1301
1317
  gap?: number;
1302
1318
  rr?: number;
1319
+ use_kelly?: boolean;
1320
+ kelly_confidence_factor?: number;
1321
+ kelly_minimum_risk?: number;
1322
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
1303
1323
  };
1304
- export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, }: ExtendConfigType): any[] | Signal;
1324
+ export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, use_kelly, kelly_confidence_factor, kelly_minimum_risk, kelly_prediction_model, }: ExtendConfigType): any[] | Signal;
1305
1325
  export declare function buildAvg({ _trades, kind, }: {
1306
1326
  _trades: any[];
1307
1327
  kind: "long" | "short";
@@ -1311,6 +1331,10 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
1311
1331
  entry: number;
1312
1332
  stop: number;
1313
1333
  kind: "long" | "short";
1334
+ use_kelly?: boolean;
1335
+ kelly_confidence_factor?: number;
1336
+ kelly_minimum_risk?: number;
1337
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
1314
1338
  }): {
1315
1339
  app_config: AppConfig;
1316
1340
  max_size: any;
@@ -1330,6 +1354,10 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
1330
1354
  risk: number;
1331
1355
  symbol: string;
1332
1356
  profit?: number;
1357
+ use_kelly?: boolean;
1358
+ kelly_confidence_factor?: number;
1359
+ kelly_minimum_risk?: number;
1360
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
1333
1361
  }): AppConfig;
1334
1362
  export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
1335
1363
  max_size: number;
@@ -1864,6 +1892,10 @@ declare class ExchangeAccount$1 {
1864
1892
  profit?: number;
1865
1893
  update_db?: boolean;
1866
1894
  profit_percent?: number;
1895
+ use_kelly?: boolean;
1896
+ kelly_confidence_factor?: number;
1897
+ kelly_minimum_risk?: number;
1898
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
1867
1899
  }): Promise<AppConfig>;
1868
1900
  tradeConfig(payload: {
1869
1901
  symbol: string;
@@ -2211,7 +2243,12 @@ declare class ExchangeAccount$1 {
2211
2243
  rr?: number;
2212
2244
  max_size?: number;
2213
2245
  max_quantity?: number;
2214
- use_kelly?: boolean;
2246
+ kelly?: {
2247
+ use_kelly?: boolean;
2248
+ kelly_confidence_factor?: number;
2249
+ kelly_minimum_risk?: number;
2250
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
2251
+ };
2215
2252
  }>;
2216
2253
  runSimulation(payload: {
2217
2254
  symbol: string;
@@ -2392,7 +2429,12 @@ declare class ExchangeAccount$1 {
2392
2429
  rr?: number;
2393
2430
  max_size?: number;
2394
2431
  max_quantity?: number;
2395
- use_kelly?: boolean;
2432
+ kelly?: {
2433
+ use_kelly?: boolean;
2434
+ kelly_confidence_factor?: number;
2435
+ kelly_minimum_risk?: number;
2436
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
2437
+ };
2396
2438
  };
2397
2439
  last_value: any;
2398
2440
  config: {
@@ -2660,7 +2702,12 @@ declare class App {
2660
2702
  rr?: number;
2661
2703
  max_size?: number;
2662
2704
  max_quantity?: number;
2663
- use_kelly?: boolean;
2705
+ kelly?: {
2706
+ use_kelly?: boolean;
2707
+ kelly_confidence_factor?: number;
2708
+ kelly_minimum_risk?: number;
2709
+ kelly_prediction_model?: "exponential" | "normal" | "uniform";
2710
+ };
2664
2711
  };
2665
2712
  last_value: any;
2666
2713
  config: {
package/dist/index.js CHANGED
@@ -53684,7 +53684,11 @@ function buildConfig(app_config, {
53684
53684
  gap,
53685
53685
  rr = 1,
53686
53686
  price_places = "%.1f",
53687
- decimal_places = "%.3f"
53687
+ decimal_places = "%.3f",
53688
+ use_kelly = false,
53689
+ kelly_confidence_factor = 0.95,
53690
+ kelly_minimum_risk = 0.2,
53691
+ kelly_prediction_model = "exponential"
53688
53692
  }) {
53689
53693
  let fee = app_config.fee / 100;
53690
53694
  let working_risk = risk || app_config.risk_per_trade;
@@ -53709,7 +53713,10 @@ function buildConfig(app_config, {
53709
53713
  gap,
53710
53714
  min_profit: min_profit || app_config.min_profit,
53711
53715
  rr: rr || 1,
53712
- use_kelly: app_config.use_kelly
53716
+ use_kelly: use_kelly || app_config.kelly?.use_kelly,
53717
+ kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
53718
+ kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
53719
+ kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
53713
53720
  };
53714
53721
  const instance = new Signal(config2);
53715
53722
  if (raw_instance) {
@@ -53788,7 +53795,11 @@ function get_app_config_and_max_size(config2, payload) {
53788
53795
  increase: true,
53789
53796
  gap: app_config.gap,
53790
53797
  price_places: app_config.price_places,
53791
- decimal_places: app_config.decimal_places
53798
+ decimal_places: app_config.decimal_places,
53799
+ use_kelly: payload.use_kelly,
53800
+ kelly_confidence_factor: payload.kelly_confidence_factor,
53801
+ kelly_minimum_risk: payload.kelly_minimum_risk,
53802
+ kelly_prediction_model: payload.kelly_prediction_model
53792
53803
  });
53793
53804
  const max_size = initialResult[0]?.avg_size;
53794
53805
  const last_value = initialResult[0];
@@ -53821,13 +53832,23 @@ function buildAppConfig(config2, payload) {
53821
53832
  }, {
53822
53833
  entry: payload.entry,
53823
53834
  stop: payload.stop,
53824
- kind: payload.entry > payload.stop ? "long" : "short"
53835
+ kind: payload.entry > payload.stop ? "long" : "short",
53836
+ use_kelly: payload.use_kelly,
53837
+ kelly_confidence_factor: payload.kelly_confidence_factor,
53838
+ kelly_minimum_risk: payload.kelly_minimum_risk,
53839
+ kelly_prediction_model: payload.kelly_prediction_model
53825
53840
  });
53826
53841
  app_config.max_size = max_size;
53827
53842
  app_config.entry = payload.entry || app_config.entry;
53828
53843
  app_config.stop = payload.stop || app_config.stop;
53829
53844
  app_config.last_value = last_value;
53830
53845
  app_config.entries = entries;
53846
+ app_config.kelly = {
53847
+ use_kelly: payload.use_kelly,
53848
+ kelly_confidence_factor: payload.kelly_confidence_factor,
53849
+ kelly_minimum_risk: payload.kelly_minimum_risk,
53850
+ kelly_prediction_model: payload.kelly_prediction_model
53851
+ };
53831
53852
  return app_config;
53832
53853
  }
53833
53854
  function getOptimumStopAndRisk(app_config, params) {
@@ -58208,7 +58229,11 @@ class ExchangeAccount {
58208
58229
  stop: config2.stop,
58209
58230
  risk_reward: config2.risk_reward,
58210
58231
  risk: config2.risk,
58211
- symbol
58232
+ symbol,
58233
+ use_kelly: config2.kelly?.use_kelly,
58234
+ kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
58235
+ kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
58236
+ kelly_prediction_model: config2.kelly?.kelly_prediction_model
58212
58237
  });
58213
58238
  return app_config;
58214
58239
  }
package/dist/mcp-server.cjs CHANGED
@@ -60431,7 +60431,11 @@ function buildConfig(app_config, {
60431
60431
  gap,
60432
60432
  rr = 1,
60433
60433
  price_places = "%.1f",
60434
- decimal_places = "%.3f"
60434
+ decimal_places = "%.3f",
60435
+ use_kelly = false,
60436
+ kelly_confidence_factor = 0.95,
60437
+ kelly_minimum_risk = 0.2,
60438
+ kelly_prediction_model = "exponential"
60435
60439
  }) {
60436
60440
  let fee = app_config.fee / 100;
60437
60441
  let working_risk = risk || app_config.risk_per_trade;
@@ -60456,7 +60460,10 @@ function buildConfig(app_config, {
60456
60460
  gap,
60457
60461
  min_profit: min_profit || app_config.min_profit,
60458
60462
  rr: rr || 1,
60459
- use_kelly: app_config.use_kelly
60463
+ use_kelly: use_kelly || app_config.kelly?.use_kelly,
60464
+ kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
60465
+ kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
60466
+ kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
60460
60467
  };
60461
60468
  const instance = new Signal(config2);
60462
60469
  if (raw_instance) {
@@ -60522,7 +60529,11 @@ function get_app_config_and_max_size(config2, payload) {
60522
60529
  increase: true,
60523
60530
  gap: app_config.gap,
60524
60531
  price_places: app_config.price_places,
60525
- decimal_places: app_config.decimal_places
60532
+ decimal_places: app_config.decimal_places,
60533
+ use_kelly: payload.use_kelly,
60534
+ kelly_confidence_factor: payload.kelly_confidence_factor,
60535
+ kelly_minimum_risk: payload.kelly_minimum_risk,
60536
+ kelly_prediction_model: payload.kelly_prediction_model
60526
60537
  });
60527
60538
  const max_size = initialResult[0]?.avg_size;
60528
60539
  const last_value = initialResult[0];
@@ -60555,13 +60566,23 @@ function buildAppConfig(config2, payload) {
60555
60566
  }, {
60556
60567
  entry: payload.entry,
60557
60568
  stop: payload.stop,
60558
- kind: payload.entry > payload.stop ? "long" : "short"
60569
+ kind: payload.entry > payload.stop ? "long" : "short",
60570
+ use_kelly: payload.use_kelly,
60571
+ kelly_confidence_factor: payload.kelly_confidence_factor,
60572
+ kelly_minimum_risk: payload.kelly_minimum_risk,
60573
+ kelly_prediction_model: payload.kelly_prediction_model
60559
60574
  });
60560
60575
  app_config.max_size = max_size;
60561
60576
  app_config.entry = payload.entry || app_config.entry;
60562
60577
  app_config.stop = payload.stop || app_config.stop;
60563
60578
  app_config.last_value = last_value;
60564
60579
  app_config.entries = entries;
60580
+ app_config.kelly = {
60581
+ use_kelly: payload.use_kelly,
60582
+ kelly_confidence_factor: payload.kelly_confidence_factor,
60583
+ kelly_minimum_risk: payload.kelly_minimum_risk,
60584
+ kelly_prediction_model: payload.kelly_prediction_model
60585
+ };
60565
60586
  return app_config;
60566
60587
  }
60567
60588
  function getOptimumStopAndRisk(app_config, params) {
@@ -64936,7 +64957,11 @@ class ExchangeAccount {
64936
64957
  stop: config2.stop,
64937
64958
  risk_reward: config2.risk_reward,
64938
64959
  risk: config2.risk,
64939
- symbol
64960
+ symbol,
64961
+ use_kelly: config2.kelly?.use_kelly,
64962
+ kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
64963
+ kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
64964
+ kelly_prediction_model: config2.kelly?.kelly_prediction_model
64940
64965
  });
64941
64966
  return app_config;
64942
64967
  }
package/dist/mcp-server.js CHANGED
@@ -60408,7 +60408,11 @@ function buildConfig(app_config, {
60408
60408
  gap,
60409
60409
  rr = 1,
60410
60410
  price_places = "%.1f",
60411
- decimal_places = "%.3f"
60411
+ decimal_places = "%.3f",
60412
+ use_kelly = false,
60413
+ kelly_confidence_factor = 0.95,
60414
+ kelly_minimum_risk = 0.2,
60415
+ kelly_prediction_model = "exponential"
60412
60416
  }) {
60413
60417
  let fee = app_config.fee / 100;
60414
60418
  let working_risk = risk || app_config.risk_per_trade;
@@ -60433,7 +60437,10 @@ function buildConfig(app_config, {
60433
60437
  gap,
60434
60438
  min_profit: min_profit || app_config.min_profit,
60435
60439
  rr: rr || 1,
60436
- use_kelly: app_config.use_kelly
60440
+ use_kelly: use_kelly || app_config.kelly?.use_kelly,
60441
+ kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
60442
+ kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
60443
+ kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
60437
60444
  };
60438
60445
  const instance = new Signal(config2);
60439
60446
  if (raw_instance) {
@@ -60499,7 +60506,11 @@ function get_app_config_and_max_size(config2, payload) {
60499
60506
  increase: true,
60500
60507
  gap: app_config.gap,
60501
60508
  price_places: app_config.price_places,
60502
- decimal_places: app_config.decimal_places
60509
+ decimal_places: app_config.decimal_places,
60510
+ use_kelly: payload.use_kelly,
60511
+ kelly_confidence_factor: payload.kelly_confidence_factor,
60512
+ kelly_minimum_risk: payload.kelly_minimum_risk,
60513
+ kelly_prediction_model: payload.kelly_prediction_model
60503
60514
  });
60504
60515
  const max_size = initialResult[0]?.avg_size;
60505
60516
  const last_value = initialResult[0];
@@ -60532,13 +60543,23 @@ function buildAppConfig(config2, payload) {
60532
60543
  }, {
60533
60544
  entry: payload.entry,
60534
60545
  stop: payload.stop,
60535
- kind: payload.entry > payload.stop ? "long" : "short"
60546
+ kind: payload.entry > payload.stop ? "long" : "short",
60547
+ use_kelly: payload.use_kelly,
60548
+ kelly_confidence_factor: payload.kelly_confidence_factor,
60549
+ kelly_minimum_risk: payload.kelly_minimum_risk,
60550
+ kelly_prediction_model: payload.kelly_prediction_model
60536
60551
  });
60537
60552
  app_config.max_size = max_size;
60538
60553
  app_config.entry = payload.entry || app_config.entry;
60539
60554
  app_config.stop = payload.stop || app_config.stop;
60540
60555
  app_config.last_value = last_value;
60541
60556
  app_config.entries = entries;
60557
+ app_config.kelly = {
60558
+ use_kelly: payload.use_kelly,
60559
+ kelly_confidence_factor: payload.kelly_confidence_factor,
60560
+ kelly_minimum_risk: payload.kelly_minimum_risk,
60561
+ kelly_prediction_model: payload.kelly_prediction_model
60562
+ };
60542
60563
  return app_config;
60543
60564
  }
60544
60565
  function getOptimumStopAndRisk(app_config, params) {
@@ -64913,7 +64934,11 @@ class ExchangeAccount {
64913
64934
  stop: config2.stop,
64914
64935
  risk_reward: config2.risk_reward,
64915
64936
  risk: config2.risk,
64916
- symbol
64937
+ symbol,
64938
+ use_kelly: config2.kelly?.use_kelly,
64939
+ kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
64940
+ kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
64941
+ kelly_prediction_model: config2.kelly?.kelly_prediction_model
64917
64942
  });
64918
64943
  return app_config;
64919
64944
  }
package/package.json CHANGED
@@ -1,7 +1,7 @@
1
1
  {
2
2
  "name": "@gbozee/ultimate",
3
3
  "type": "module",
4
- "version": "0.0.2-145",
4
+ "version": "0.0.2-146",
5
5
  "main": "./dist/index.cjs",
6
6
  "module": "./dist/index.js",
7
7
  "types": "./dist/index.d.ts",