@gbozee/ultimate 0.0.2-176 → 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: {
@@ -840,7 +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;

package/dist/frontend-index.js

@@ -1,3 +1,134 @@
+// src/helpers/distributions.ts
+function generateArithmetic(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f" } = payload;
+  const difference = Math.abs(margin_range[1] - margin_range[0]);
+  const spread = difference / risk_reward;
+  return Array.from({ length: risk_reward + 1 }, (_, i) => {
+    const price = kind === "long" ? margin_range[1] - spread * i : margin_range[0] + spread * i;
+    return to_f(price, price_places);
+  });
+}
+function generateGeometric(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", percent_change } = payload;
+  const effectivePercentChange = percent_change ?? Math.abs(margin_range[1] / margin_range[0] - 1) / risk_reward;
+  return Array.from({ length: risk_reward + 1 }, (_, i) => {
+    const price = kind === "long" ? margin_range[1] * Math.pow(1 - effectivePercentChange, i) : margin_range[0] * Math.pow(1 + effectivePercentChange, i);
+    return to_f(price, price_places);
+  });
+}
+function approximateInverseNormal(p) {
+  p = Math.max(0.0001, Math.min(0.9999, p));
+  if (p < 0.5) {
+    const t = Math.sqrt(-2 * Math.log(p));
+    const c0 = 2.515517, c1 = 0.802853, c2 = 0.010328;
+    const d1 = 1.432788, d2 = 0.189269, d3 = 0.001308;
+    return -(t - (c0 + c1 * t + c2 * t * t) / (1 + d1 * t + d2 * t * t + d3 * t * t * t));
+  } else {
+    const t = Math.sqrt(-2 * Math.log(1 - p));
+    const c0 = 2.515517, c1 = 0.802853, c2 = 0.010328;
+    const d1 = 1.432788, d2 = 0.189269, d3 = 0.001308;
+    return t - (c0 + c1 * t + c2 * t * t) / (1 + d1 * t + d2 * t * t + d3 * t * t * t);
+  }
+}
+function generateNormal(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", stdDevFactor = 6 } = payload;
+  const mean = (margin_range[0] + margin_range[1]) / 2;
+  const stdDev = Math.abs(margin_range[1] - margin_range[0]) / stdDevFactor;
+  const skew = kind === "long" ? -0.2 : 0.2;
+  const adjustedMean = mean + stdDev * skew;
+  const entries = Array.from({ length: risk_reward + 1 }, (_, i) => {
+    const p = (i + 0.5) / (risk_reward + 1);
+    const z = approximateInverseNormal(p);
+    let price = adjustedMean + stdDev * z;
+    price = Math.max(margin_range[0], Math.min(margin_range[1], price));
+    return to_f(price, price_places);
+  });
+  return entries.sort((a, b) => a - b);
+}
+function generateExponential(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", lambda } = payload;
+  const range = Math.abs(margin_range[1] - margin_range[0]);
+  const effectiveLambda = lambda || 2.5;
+  return Array.from({ length: risk_reward + 1 }, (_, i) => {
+    const t = i / risk_reward;
+    const exponentialProgress = 1 - Math.exp(-effectiveLambda * t);
+    const price = kind === "long" ? margin_range[1] - range * exponentialProgress : margin_range[0] + range * exponentialProgress;
+    return to_f(price, price_places);
+  });
+}
+function generateInverseExponential(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", curveFactor = 2 } = payload;
+  const range = Math.abs(margin_range[1] - margin_range[0]);
+  return Array.from({ length: risk_reward + 1 }, (_, i) => {
+    const t = i / risk_reward;
+    const progress = (Math.exp(curveFactor * t) - 1) / (Math.exp(curveFactor) - 1);
+    const price = kind === "long" ? margin_range[1] - range * progress : margin_range[0] + range * progress;
+    return to_f(price, price_places);
+  });
+}
+function getEntries(params) {
+  const {
+    kind,
+    distribution,
+    margin_range,
+    risk_reward,
+    price_places = "%.1f",
+    distribution_params = {}
+  } = params;
+  let entries = [];
+  switch (distribution) {
+    case "arithmetic":
+      entries = generateArithmetic({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        percent_change: distribution_params.curveFactor
+      });
+      break;
+    case "geometric":
+      entries = generateGeometric({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        percent_change: distribution_params.curveFactor
+      });
+      break;
+    case "normal":
+      entries = generateNormal({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        stdDevFactor: distribution_params.stdDevFactor
+      });
+      break;
+    case "exponential":
+      entries = generateExponential({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        lambda: distribution_params.lambda
+      });
+      break;
+    case "inverse-exponential":
+      entries = generateInverseExponential({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        curveFactor: distribution_params.curveFactor
+      });
+      break;
+    default:
+      throw new Error(`Unknown distribution type: ${distribution}`);
+  }
+  return entries.sort((a, b) => a - b);
+}
+var distributions_default = getEntries;
+
 // src/helpers/optimizations.ts
 function calculateTheoreticalKelly({
   current_entry,
@@ -267,6 +398,10 @@ class Signal {
   kelly_minimum_risk = 0.2;
   kelly_func = "theoretical";
   symbol;
+  distribution = {
+    long: "arithmetic",
+    short: "geometric"
+  };
   constructor({
     focus,
     symbol,
@@ -293,8 +428,12 @@ class Signal {
     kelly_prediction_model = "exponential",
     kelly_confidence_factor = 0.6,
     kelly_minimum_risk = 0.2,
-    kelly_func = "theoretical"
+    kelly_func = "theoretical",
+    full_distribution
   }) {
+    if (full_distribution) {
+      this.distribution = full_distribution;
+    }
     this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
@@ -330,7 +469,8 @@ class Signal {
     kind = "long",
     risk,
     no_of_trades = 1,
-    take_profit
+    take_profit,
+    distribution
   }) {
     let _stop_loss = stop_loss;
     if (!_stop_loss && stop_percent) {
@@ -339,16 +479,22 @@ class Signal {
     const percent_change = _stop_loss ? Math.max(current_price, _stop_loss) / Math.min(current_price, _stop_loss) - 1 : this.percent_change;
     const _no_of_trades = no_of_trades || this.risk_reward;
     let _resistance = current_price * Math.pow(1 + percent_change, 1);
+    const simple_support = Math.min(current_price, stop_loss);
+    const simple_resistance = Math.max(current_price, stop_loss);
     const derivedConfig = {
       ...this,
       percent_change,
       focus: current_price,
-      resistance: _resistance,
+      resistance: distribution ? simple_resistance : _resistance,
       risk_per_trade: risk / this.risk_reward,
       minimum_pnl: pnl,
       risk_reward: _no_of_trades,
       take_profit: take_profit || this.take_profit,
-      support: kind === "long" ? _stop_loss : this.support
+      support: distribution ? simple_support : kind === "long" ? _stop_loss : this.support,
+      full_distribution: distribution ? {
+        ...this.distribution,
+        [kind]: distribution
+      } : undefined
     };
     const instance = new Signal(derivedConfig);
     if (kind === "short") {}
@@ -564,12 +710,31 @@ class Signal {
     }
     this.zone_risk = original;
   }
+  get_future_zones_simple({
+    current_price,
+    kind = "long",
+    raw
+  }) {
+    const margin_zones = [this.support, this.resistance];
+    const distribution = this.distribution ? this.distribution[kind] : "geometric";
+    console.log("margin_zones", { margin_zones, distribution });
+    let _kind = distribution === "inverse-exponential" ? kind === "long" ? "short" : "long" : kind;
+    const entries = distributions_default({
+      margin_range: margin_zones,
+      kind: _kind,
+      distribution,
+      risk_reward: this.risk_reward,
+      price_places: this.price_places
+    });
+    return entries.sort((a, b) => a - b);
+  }
   get_future_zones({
     current_price,
     kind = "long",
     raw
   }) {
     if (raw) {}
+    return this.get_future_zones_simple({ current_price, raw, kind });
     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));
@@ -1439,7 +1604,9 @@ function buildConfig(app_config, {
   kelly_confidence_factor = 0.95,
   kelly_minimum_risk = 0.2,
   kelly_prediction_model = "exponential",
-  kelly_func = "theoretical"
+  kelly_func = "theoretical",
+  min_avg_size = 0,
+  distribution
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -1486,9 +1653,12 @@ function buildConfig(app_config, {
     stop_loss: stop,
     risk: working_risk,
     kind: kind || app_config.kind,
-    no_of_trades: trade_no
+    no_of_trades: trade_no,
+    distribution
   }) || [] : [];
-  return computeTotalAverageForEachTrade(result, config);
+  const new_trades = computeTotalAverageForEachTrade(result, config);
+  let filtered = new_trades.filter((o) => o.avg_size > min_avg_size);
+  return computeTotalAverageForEachTrade(filtered, config);
 }
 function buildAvg({
   _trades,
@@ -1553,7 +1723,8 @@ function get_app_config_and_max_size(config, payload) {
     kelly_confidence_factor: payload.kelly_confidence_factor,
     kelly_minimum_risk: payload.kelly_minimum_risk,
     kelly_prediction_model: payload.kelly_prediction_model,
-    kelly_func: payload.kelly_func
+    kelly_func: payload.kelly_func,
+    distribution: payload.distribution
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -1591,7 +1762,8 @@ function buildAppConfig(config, payload) {
     kelly_confidence_factor: payload.kelly_confidence_factor,
     kelly_minimum_risk: payload.kelly_minimum_risk,
     kelly_prediction_model: payload.kelly_prediction_model,
-    kelly_func: payload.kelly_func
+    kelly_func: payload.kelly_func,
+    distribution: payload.distribution
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
@@ -1608,7 +1780,7 @@ function buildAppConfig(config, payload) {
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {
-  const { max_size, target_stop } = params;
+  const { max_size, target_stop, distribution } = params;
   const isLong = app_config.kind === "long";
   const stopRange = Math.abs(app_config.entry - target_stop) * 0.5;
   let low_stop = isLong ? target_stop - stopRange : Math.max(target_stop - stopRange, app_config.entry);
@@ -1631,7 +1803,8 @@ function getOptimumStopAndRisk(app_config, params) {
       increase: true,
       gap: app_config.gap,
       price_places: app_config.price_places,
-      decimal_places: app_config.decimal_places
+      decimal_places: app_config.decimal_places,
+      distribution
     });
     if (result.length === 0) {
       if (isLong) {
@@ -1685,7 +1858,8 @@ function getOptimumStopAndRisk(app_config, params) {
       increase: true,
       gap: app_config.gap,
       price_places: app_config.price_places,
-      decimal_places: app_config.decimal_places
+      decimal_places: app_config.decimal_places,
+      distribution
     });
     if (result.length === 0) {
       high_risk = mid_risk;
@@ -1730,7 +1904,8 @@ function getOptimumStopAndRisk(app_config, params) {
         increase: true,
         gap: app_config.gap,
         price_places: app_config.price_places,
-        decimal_places: app_config.decimal_places
+        decimal_places: app_config.decimal_places,
+        distribution
       });
       if (result.length === 0)
         continue;
@@ -1853,7 +2028,8 @@ function generateOptimumAppConfig(config, payload, position2) {
     }, {
       entry: payload.entry,
       stop: payload.stop,
-      kind: position2.kind
+      kind: position2.kind,
+      distribution: payload.distribution
     });
     current_app_config.max_size = max_size;
     current_app_config.last_value = last_value;
@@ -1868,7 +2044,8 @@ function generateOptimumAppConfig(config, payload, position2) {
       increase: true,
       gap: current_app_config.gap,
       price_places: current_app_config.price_places,
-      decimal_places: current_app_config.decimal_places
+      decimal_places: current_app_config.decimal_places,
+      distribution: payload.distribution
     });
     if (full_trades.length === 0) {
       high_risk = mid_risk;
@@ -1932,7 +2109,8 @@ function determineOptimumReward(payload) {
     increase = true,
     low_range = 1,
     high_range = 199,
-    target_loss
+    target_loss,
+    distribution
   } = payload;
   const criterion = app_config.strategy || "quantity";
   const risk_rewards = createArray(low_range, high_range, 1);
@@ -1946,7 +2124,8 @@ function determineOptimumReward(payload) {
       increase,
       kind: app_config.kind,
       gap: app_config.gap,
-      decimal_places: app_config.decimal_places
+      decimal_places: app_config.decimal_places,
+      distribution
     });
     let total = 0;
     let max = -Infinity;
@@ -2111,14 +2290,17 @@ function determineOptimumRisk(config, payload, params) {
   };
 }
 function computeRiskReward(payload) {
-  const { app_config, entry, stop, risk_per_trade, target_loss } = payload;
+  const { app_config, entry, stop, risk_per_trade, target_loss, distribution } = payload;
   const kind = entry > stop ? "long" : "short";
   app_config.kind = kind;
   app_config.entry = entry;
   app_config.stop = stop;
   app_config.risk_per_trade = risk_per_trade;
-  const result = determineOptimumReward({ app_config, target_loss });
-  console.log("result", result, "target_loss", target_loss);
+  const result = determineOptimumReward({
+    app_config,
+    target_loss,
+    distribution
+  });
   return result;
 }
 function getRiskReward(payload) {
@@ -2128,21 +2310,24 @@ function getRiskReward(payload) {
     risk,
     global_config,
     force_exact_risk = false,
-    target_loss
+    target_loss,
+    distribution
   } = payload;
   const { entries, last_value, ...app_config } = buildAppConfig(global_config, {
     entry,
     stop,
     risk_reward: 30,
     risk,
-    symbol: global_config.symbol
+    symbol: global_config.symbol,
+    distribution
   });
   const risk_reward = computeRiskReward({
     app_config,
     entry,
     stop,
     risk_per_trade: risk,
-    target_loss
+    target_loss,
+    distribution
   });
   if (force_exact_risk) {
     const new_risk_per_trade = determineOptimumRisk(global_config, {
@@ -2150,7 +2335,8 @@ function getRiskReward(payload) {
       stop,
       risk_reward,
       risk,
-      symbol: global_config.symbol
+      symbol: global_config.symbol,
+      distribution
     }, {
       highest_risk: risk
     }).optimal_risk;
@@ -2605,7 +2791,7 @@ function constructAppConfig(payload) {
     kelly_minimum_risk: kelly_config?.kelly_minimum_risk ?? kelly?.kelly_minimum_risk,
     kelly_prediction_model: kelly_config?.kelly_prediction_model ?? kelly?.kelly_prediction_model
   };
-  const appConfig = buildAppConfig(global_config, options);
+  const { entries: _entries, ...appConfig } = buildAppConfig(global_config, options);
   return appConfig;
 }
 function generateDangerousConfig(payload) {