@gbozee/ultimate 0.0.2-174 → 0.0.2-177

package/dist/frontend-index.d.ts

@@ -118,6 +118,21 @@ export declare function determineTPSl(payload: {
 	reduce_quantity: number;
 	expected_loss: number;
 };
+export interface GetEntriesParams {
+	kind: "long" | "short";
+	distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "inverse-exponential";
+	margin_range: [
+		number,
+		number
+	];
+	risk_reward: number;
+	price_places?: string;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
+}
 export type SignalConfigType = {
 	symbol?: string;
 	focus: number;
@@ -145,6 +160,10 @@ export type SignalConfigType = {
 	kelly_confidence_factor?: number;
 	kelly_minimum_risk?: number;
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	full_distribution?: {
+		long: GetEntriesParams["distribution"];
+		short: GetEntriesParams["distribution"];
+	};
 };
 declare class Signal {
 	focus: number;
@@ -173,8 +192,12 @@ declare class Signal {
 	kelly_minimum_risk: number;
 	kelly_func: "theoretical" | "position_based" | "theoretical_fixed";
 	symbol?: string;
-	constructor({ focus, symbol, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, }: SignalConfigType);
-	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, }: {
+	distribution: {
+		long: GetEntriesParams["distribution"];
+		short: GetEntriesParams["distribution"];
+	};
+	constructor({ focus, symbol, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, full_distribution, }: SignalConfigType);
+	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, distribution, }: {
 		take_profit?: number;
 		no_of_trades?: number;
 		current_price: number;
@@ -183,6 +206,7 @@ declare class Signal {
 		risk: number;
 		stop_percent?: number;
 		pnl?: number;
+		distribution?: GetEntriesParams["distribution"];
 	}): any;
 	get risk(): number;
 	get min_trades(): number;
@@ -216,6 +240,11 @@ declare class Signal {
 		kind?: "long" | "short";
 		limit?: boolean;
 	}): any;
+	get_future_zones_simple({ current_price, kind, raw, }: {
+		raw?: boolean;
+		current_price: number;
+		kind?: "long" | "short";
+	}): number[];
 	get_future_zones({ current_price, kind, raw, }: {
 		raw?: boolean;
 		current_price: number;
@@ -329,6 +358,7 @@ export interface ScheduledTrade extends BaseSystemFields {
 		kelly_minimum_risk?: number;
 		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	};
+	distribution?: GetEntriesParams["distribution"];
 }
 export interface AccountStrategy extends BaseSystemFields {
 	account: string;
@@ -388,8 +418,36 @@ export interface PositionsView {
 		b_config?: ScheduledTrade;
 		proxy?: Proxy$1;
 		account_strategy?: AccountStrategy;
+		compound_instance?: CompoundInstance;
+		support?: SupportTable;
 	};
 	pnl?: number;
+	support_price?: number;
+}
+export interface Compounder extends BaseSystemFields {
+	risk?: number;
+	profit_percent?: number;
+	owner?: string;
+	completed?: boolean;
+	start_balance?: number;
+	starting_risk?: number;
+	fee_rate?: number;
+}
+export interface CompoundInstance extends BaseSystemFields {
+	ref?: string;
+	position?: string;
+	risk?: number;
+	hedged?: boolean;
+	expand?: {
+		ref?: Compounder;
+	};
+}
+export interface SupportTable extends BaseSystemFields {
+	symbol?: string;
+	price?: number;
+	counter?: number;
+	last_updated?: string;
+	kind?: "long" | "short";
 }
 export type AppConfig = {
 	fee: number;
@@ -442,13 +500,15 @@ export type ExtendConfigType = {
 	kind?: "long" | "short";
 	gap?: number;
 	rr?: number;
+	min_avg_size?: number;
 	use_kelly?: boolean;
 	kelly_confidence_factor?: number;
 	kelly_minimum_risk?: number;
 	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	distribution?: GetEntriesParams["distribution"];
 };
-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, kelly_func, }: ExtendConfigType): any[] | Signal;
+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, kelly_func, min_avg_size, distribution, }: ExtendConfigType): any[] | Signal;
 export declare function buildAvg({ _trades, kind, }: {
 	_trades: any[];
 	kind: "long" | "short";
@@ -463,6 +523,7 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
 	kelly_minimum_risk?: number;
 	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	distribution?: GetEntriesParams["distribution"];
 }): {
 	app_config: AppConfig;
 	max_size: any;
@@ -487,11 +548,13 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
 	kelly_minimum_risk?: number;
 	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	distribution?: GetEntriesParams["distribution"];
 }): AppConfig;
 export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
 	max_size: number;
 	target_stop: number;
 	highest_risk?: number;
+	distribution?: GetEntriesParams["distribution"];
 }): {
 	optimal_stop: number;
 	optimal_risk: number;
@@ -548,6 +611,7 @@ export declare function generateOptimumAppConfig(config: GlobalConfig, payload:
 	risk_reward: number;
 	start_risk: number;
 	max_risk?: number;
+	distribution?: GetEntriesParams["distribution"];
 }, position: {
 	entry: number;
 	quantity: number;
@@ -559,6 +623,7 @@ export declare function determineOptimumReward(payload: {
 	low_range?: number;
 	high_range?: number;
 	target_loss?: number;
+	distribution?: GetEntriesParams["distribution"];
 }): number | {
 	result: any[];
 	value: number;
@@ -575,6 +640,7 @@ export declare function determineOptimumRisk(config: GlobalConfig, payload: {
 	risk_reward: number;
 	risk: number;
 	symbol: string;
+	distribution?: GetEntriesParams["distribution"];
 }, params: {
 	highest_risk: number;
 	tolerance?: number;
@@ -596,6 +662,7 @@ export declare function computeRiskReward(payload: {
 	stop: number;
 	risk_per_trade: number;
 	target_loss?: number;
+	distribution?: GetEntriesParams["distribution"];
 }): number | {
 	result: any[];
 	value: number;
@@ -613,6 +680,7 @@ export declare function getRiskReward(payload: {
 	global_config: GlobalConfig;
 	force_exact_risk?: boolean;
 	target_loss?: number;
+	distribution?: GetEntriesParams["distribution"];
 }): any;
 export declare function computeProfitDetail(payload: {
 	focus_position: {
@@ -703,6 +771,34 @@ export declare function generateGapTp(payload: {
 	gap: number;
 	gap_loss: number;
 };
+export declare function calculateFactorFromTakeProfit(payload: {
+	long: {
+		entry: number;
+		quantity: number;
+	};
+	short: {
+		entry: number;
+		quantity: number;
+	};
+	knownTp: number;
+	tpType: "long" | "short";
+	price_places?: string;
+}): number;
+export declare function calculateFactorFromSellQuantity(payload: {
+	long: {
+		entry: number;
+		quantity: number;
+	};
+	short: {
+		entry: number;
+		quantity: number;
+	};
+	knownSellQuantity: number;
+	sellType: "long" | "short";
+	sell_factor?: number;
+	price_places?: string;
+	decimal_places?: string;
+}): number;
 export declare function determineRewardFactor(payload: {
 	quantity: number;
 	avg_qty: number;
@@ -812,7 +908,41 @@ export declare function constructAppConfig(payload: {
 		kelly_minimum_risk: number;
 		kelly_prediction_model: string;
 	};
-}): AppConfig;
+}): {
+	fee: number;
+	risk_per_trade: number;
+	risk_reward: number;
+	symbol?: string;
+	focus: number;
+	budget: number;
+	support: number;
+	resistance: number;
+	percent_change: number;
+	tradeSplit?: number;
+	take_profit?: number;
+	kind: "long" | "short";
+	entry: number;
+	stop: number;
+	min_size: number;
+	price_places?: string;
+	strategy?: "quantity" | "entry";
+	as_array?: boolean;
+	decimal_places?: string;
+	min_profit?: number;
+	raw?: boolean;
+	gap?: number;
+	rr?: number;
+	max_size?: number;
+	last_value?: any;
+	max_quantity?: number;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
+	};
+};
 export declare function generateDangerousConfig(payload: {
 	account: PositionsView;
 	global_config: GlobalConfig;