@gbozee/ultimate 0.0.2-191 → 0.0.2-192

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.
@@ -642,6 +642,7 @@ export declare function determineOptimumReward(payload: {
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  high_range?: number;
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  target_loss?: number;
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  distribution?: GetEntriesParams["distribution"];
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+ max_size?: number;
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  }): number | {
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  result: any[];
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  value: number;
@@ -649,6 +650,7 @@ export declare function determineOptimumReward(payload: {
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  risk_per_trade: number;
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  max: number;
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  min: number;
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+ avg_size: any;
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  neg_pnl: any;
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  entry: any;
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  };
@@ -681,6 +683,7 @@ export declare function computeRiskReward(payload: {
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  risk_per_trade: number;
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  target_loss?: number;
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  distribution?: GetEntriesParams["distribution"];
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+ max_size?: number;
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  }): number | {
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  result: any[];
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  value: number;
@@ -688,6 +691,7 @@ export declare function computeRiskReward(payload: {
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  risk_per_trade: number;
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  max: number;
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  min: number;
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+ avg_size: any;
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  neg_pnl: any;
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  entry: any;
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  };
@@ -698,6 +702,7 @@ export declare function getRiskReward(payload: {
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  global_config: GlobalConfig;
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  force_exact_risk?: boolean;
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  target_loss?: number;
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+ max_size?: number;
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  distribution?: GetEntriesParams["distribution"];
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  }): any;
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  export declare function computeProfitDetail(payload: {
@@ -913,6 +918,7 @@ export declare function generateOppositeTradeConfig(payload: {
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  risk_per_trade: number;
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  max: number;
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  min: number;
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+ avg_size: any;
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  neg_pnl: any;
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  entry: any;
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  };
@@ -980,6 +986,7 @@ export declare function generateDangerousConfig(payload: {
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  risk_per_trade: number;
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  max: number;
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  min: number;
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+ avg_size: any;
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  neg_pnl: any;
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  entry: any;
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  };
@@ -2110,7 +2110,8 @@ function determineOptimumReward(payload) {
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  low_range = 1,
2111
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  high_range = 199,
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  target_loss,
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- distribution
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+ distribution,
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+ max_size
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  } = payload;
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  const criterion = app_config.strategy || "quantity";
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  const risk_rewards = createArray(low_range, high_range, 1);
@@ -2132,6 +2133,7 @@ function determineOptimumReward(payload) {
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  let min = Infinity;
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  let neg_pnl = trades[0]?.neg_pnl || 0;
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  let entry = trades.at(-1)?.entry;
2136
+ let avg_size = trades[0]?.avg_size || 0;
2135
2137
  if (!entry) {
2136
2138
  return null;
2137
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  }
@@ -2148,11 +2150,15 @@ function determineOptimumReward(payload) {
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  risk_per_trade: app_config.risk_per_trade,
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  max,
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  min,
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+ avg_size,
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  neg_pnl,
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  entry
2153
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  };
2154
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  });
2155
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  func = func.filter((r) => Boolean(r));
2159
+ if (max_size !== undefined && max_size > 0) {
2160
+ func = func.filter((r) => r.avg_size <= max_size);
2161
+ }
2156
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  if (target_loss === undefined) {
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  func = func.filter((r) => {
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  let foundIndex = r?.result.findIndex((e) => e.quantity === r.max);
@@ -2290,7 +2296,15 @@ function determineOptimumRisk(config, payload, params) {
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  };
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  }
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  function computeRiskReward(payload) {
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- const { app_config, entry, stop, risk_per_trade, target_loss, distribution } = payload;
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+ const {
2300
+ app_config,
2301
+ entry,
2302
+ stop,
2303
+ risk_per_trade,
2304
+ target_loss,
2305
+ distribution,
2306
+ max_size
2307
+ } = payload;
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  const kind = entry > stop ? "long" : "short";
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  app_config.kind = kind;
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  app_config.entry = entry;
@@ -2299,12 +2313,14 @@ function computeRiskReward(payload) {
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  const result = determineOptimumReward({
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  app_config,
2301
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  target_loss,
2302
- distribution
2316
+ distribution,
2317
+ max_size
2303
2318
  });
2304
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  return result;
2305
2320
  }
2306
2321
  function getRiskReward(payload) {
2307
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  const {
2323
+ max_size,
2308
2324
  entry,
2309
2325
  stop,
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2326
  risk,
@@ -2327,7 +2343,8 @@ function getRiskReward(payload) {
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2343
  stop,
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  risk_per_trade: risk,
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  target_loss,
2330
- distribution
2346
+ distribution,
2347
+ max_size
2331
2348
  });
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  if (force_exact_risk) {
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  const new_risk_per_trade = determineOptimumRisk(global_config, {
package/dist/index.cjs CHANGED
@@ -57489,7 +57489,8 @@ function determineOptimumReward(payload) {
57489
57489
  low_range = 1,
57490
57490
  high_range = 199,
57491
57491
  target_loss,
57492
- distribution
57492
+ distribution,
57493
+ max_size
57493
57494
  } = payload;
57494
57495
  const criterion = app_config.strategy || "quantity";
57495
57496
  const risk_rewards = createArray(low_range, high_range, 1);
@@ -57511,6 +57512,7 @@ function determineOptimumReward(payload) {
57511
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  let min = Infinity;
57512
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  let neg_pnl = trades[0]?.neg_pnl || 0;
57513
57514
  let entry = trades.at(-1)?.entry;
57515
+ let avg_size = trades[0]?.avg_size || 0;
57514
57516
  if (!entry) {
57515
57517
  return null;
57516
57518
  }
@@ -57527,11 +57529,15 @@ function determineOptimumReward(payload) {
57527
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  risk_per_trade: app_config.risk_per_trade,
57528
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  max,
57529
57531
  min,
57532
+ avg_size,
57530
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  neg_pnl,
57531
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  entry
57532
57535
  };
57533
57536
  });
57534
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  func = func.filter((r2) => Boolean(r2));
57538
+ if (max_size !== undefined && max_size > 0) {
57539
+ func = func.filter((r2) => r2.avg_size <= max_size);
57540
+ }
57535
57541
  if (target_loss === undefined) {
57536
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  func = func.filter((r2) => {
57537
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  let foundIndex = r2?.result.findIndex((e2) => e2.quantity === r2.max);
@@ -57669,7 +57675,15 @@ function determineOptimumRisk(config2, payload, params) {
57669
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  };
57670
57676
  }
57671
57677
  function computeRiskReward(payload) {
57672
- const { app_config, entry, stop, risk_per_trade, target_loss, distribution } = payload;
57678
+ const {
57679
+ app_config,
57680
+ entry,
57681
+ stop,
57682
+ risk_per_trade,
57683
+ target_loss,
57684
+ distribution,
57685
+ max_size
57686
+ } = payload;
57673
57687
  const kind = entry > stop ? "long" : "short";
57674
57688
  app_config.kind = kind;
57675
57689
  app_config.entry = entry;
@@ -57678,12 +57692,14 @@ function computeRiskReward(payload) {
57678
57692
  const result = determineOptimumReward({
57679
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  app_config,
57680
57694
  target_loss,
57681
- distribution
57695
+ distribution,
57696
+ max_size
57682
57697
  });
57683
57698
  return result;
57684
57699
  }
57685
57700
  function getRiskReward(payload) {
57686
57701
  const {
57702
+ max_size,
57687
57703
  entry,
57688
57704
  stop,
57689
57705
  risk,
@@ -57706,7 +57722,8 @@ function getRiskReward(payload) {
57706
57722
  stop,
57707
57723
  risk_per_trade: risk,
57708
57724
  target_loss,
57709
- distribution
57725
+ distribution,
57726
+ max_size
57710
57727
  });
57711
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  if (force_exact_risk) {
57712
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  const new_risk_per_trade = determineOptimumRisk(global_config, {
package/dist/index.d.ts CHANGED
@@ -1549,6 +1549,7 @@ export declare function determineOptimumReward(payload: {
1549
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  high_range?: number;
1550
1550
  target_loss?: number;
1551
1551
  distribution?: GetEntriesParams["distribution"];
1552
+ max_size?: number;
1552
1553
  }): number | {
1553
1554
  result: any[];
1554
1555
  value: number;
@@ -1556,6 +1557,7 @@ export declare function determineOptimumReward(payload: {
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  risk_per_trade: number;
1557
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  max: number;
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  min: number;
1560
+ avg_size: any;
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  neg_pnl: any;
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  entry: any;
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  };
@@ -1588,6 +1590,7 @@ export declare function computeRiskReward(payload: {
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  risk_per_trade: number;
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  target_loss?: number;
1590
1592
  distribution?: GetEntriesParams["distribution"];
1593
+ max_size?: number;
1591
1594
  }): number | {
1592
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  result: any[];
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1596
  value: number;
@@ -1595,6 +1598,7 @@ export declare function computeRiskReward(payload: {
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  risk_per_trade: number;
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  max: number;
1597
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  min: number;
1601
+ avg_size: any;
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  neg_pnl: any;
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1603
  entry: any;
1600
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  };
@@ -1605,6 +1609,7 @@ export declare function getRiskReward(payload: {
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  global_config: GlobalConfig;
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  force_exact_risk?: boolean;
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1611
  target_loss?: number;
1612
+ max_size?: number;
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1613
  distribution?: GetEntriesParams["distribution"];
1609
1614
  }): any;
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  export declare function computeProfitDetail(payload: {
@@ -1820,6 +1825,7 @@ export declare function generateOppositeTradeConfig(payload: {
1820
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  risk_per_trade: number;
1821
1826
  max: number;
1822
1827
  min: number;
1828
+ avg_size: any;
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  neg_pnl: any;
1824
1830
  entry: any;
1825
1831
  };
@@ -1887,6 +1893,7 @@ export declare function generateDangerousConfig(payload: {
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  risk_per_trade: number;
1888
1894
  max: number;
1889
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  min: number;
1896
+ avg_size: any;
1890
1897
  neg_pnl: any;
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1898
  entry: any;
1892
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  };
@@ -2238,6 +2245,7 @@ export declare class ExchangePosition {
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  risk_per_trade: number;
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2246
  max: number;
2240
2247
  min: number;
2248
+ avg_size: any;
2241
2249
  neg_pnl: any;
2242
2250
  entry: any;
2243
2251
  };
@@ -2249,6 +2257,7 @@ export declare class ExchangePosition {
2249
2257
  risk_per_trade: number;
2250
2258
  max: number;
2251
2259
  min: number;
2260
+ avg_size: any;
2252
2261
  neg_pnl: any;
2253
2262
  entry: any;
2254
2263
  }>;
@@ -2326,6 +2335,7 @@ export declare class ExchangePosition {
2326
2335
  risk_per_trade: number;
2327
2336
  max: number;
2328
2337
  min: number;
2338
+ avg_size: any;
2329
2339
  neg_pnl: any;
2330
2340
  entry: any;
2331
2341
  };
@@ -2902,6 +2912,7 @@ declare class ExchangeAccount$1 {
2902
2912
  risk_per_trade: number;
2903
2913
  max: number;
2904
2914
  min: number;
2915
+ avg_size: any;
2905
2916
  neg_pnl: any;
2906
2917
  entry: any;
2907
2918
  };
package/dist/index.js CHANGED
@@ -57427,7 +57427,8 @@ function determineOptimumReward(payload) {
57427
57427
  low_range = 1,
57428
57428
  high_range = 199,
57429
57429
  target_loss,
57430
- distribution
57430
+ distribution,
57431
+ max_size
57431
57432
  } = payload;
57432
57433
  const criterion = app_config.strategy || "quantity";
57433
57434
  const risk_rewards = createArray(low_range, high_range, 1);
@@ -57449,6 +57450,7 @@ function determineOptimumReward(payload) {
57449
57450
  let min = Infinity;
57450
57451
  let neg_pnl = trades[0]?.neg_pnl || 0;
57451
57452
  let entry = trades.at(-1)?.entry;
57453
+ let avg_size = trades[0]?.avg_size || 0;
57452
57454
  if (!entry) {
57453
57455
  return null;
57454
57456
  }
@@ -57465,11 +57467,15 @@ function determineOptimumReward(payload) {
57465
57467
  risk_per_trade: app_config.risk_per_trade,
57466
57468
  max,
57467
57469
  min,
57470
+ avg_size,
57468
57471
  neg_pnl,
57469
57472
  entry
57470
57473
  };
57471
57474
  });
57472
57475
  func = func.filter((r2) => Boolean(r2));
57476
+ if (max_size !== undefined && max_size > 0) {
57477
+ func = func.filter((r2) => r2.avg_size <= max_size);
57478
+ }
57473
57479
  if (target_loss === undefined) {
57474
57480
  func = func.filter((r2) => {
57475
57481
  let foundIndex = r2?.result.findIndex((e2) => e2.quantity === r2.max);
@@ -57607,7 +57613,15 @@ function determineOptimumRisk(config2, payload, params) {
57607
57613
  };
57608
57614
  }
57609
57615
  function computeRiskReward(payload) {
57610
- const { app_config, entry, stop, risk_per_trade, target_loss, distribution } = payload;
57616
+ const {
57617
+ app_config,
57618
+ entry,
57619
+ stop,
57620
+ risk_per_trade,
57621
+ target_loss,
57622
+ distribution,
57623
+ max_size
57624
+ } = payload;
57611
57625
  const kind = entry > stop ? "long" : "short";
57612
57626
  app_config.kind = kind;
57613
57627
  app_config.entry = entry;
@@ -57616,12 +57630,14 @@ function computeRiskReward(payload) {
57616
57630
  const result = determineOptimumReward({
57617
57631
  app_config,
57618
57632
  target_loss,
57619
- distribution
57633
+ distribution,
57634
+ max_size
57620
57635
  });
57621
57636
  return result;
57622
57637
  }
57623
57638
  function getRiskReward(payload) {
57624
57639
  const {
57640
+ max_size,
57625
57641
  entry,
57626
57642
  stop,
57627
57643
  risk,
@@ -57644,7 +57660,8 @@ function getRiskReward(payload) {
57644
57660
  stop,
57645
57661
  risk_per_trade: risk,
57646
57662
  target_loss,
57647
- distribution
57663
+ distribution,
57664
+ max_size
57648
57665
  });
57649
57666
  if (force_exact_risk) {
57650
57667
  const new_risk_per_trade = determineOptimumRisk(global_config, {
@@ -64163,7 +64163,8 @@ function determineOptimumReward(payload) {
64163
64163
  low_range = 1,
64164
64164
  high_range = 199,
64165
64165
  target_loss,
64166
- distribution
64166
+ distribution,
64167
+ max_size
64167
64168
  } = payload;
64168
64169
  const criterion = app_config.strategy || "quantity";
64169
64170
  const risk_rewards = createArray(low_range, high_range, 1);
@@ -64185,6 +64186,7 @@ function determineOptimumReward(payload) {
64185
64186
  let min = Infinity;
64186
64187
  let neg_pnl = trades[0]?.neg_pnl || 0;
64187
64188
  let entry = trades.at(-1)?.entry;
64189
+ let avg_size = trades[0]?.avg_size || 0;
64188
64190
  if (!entry) {
64189
64191
  return null;
64190
64192
  }
@@ -64201,11 +64203,15 @@ function determineOptimumReward(payload) {
64201
64203
  risk_per_trade: app_config.risk_per_trade,
64202
64204
  max,
64203
64205
  min,
64206
+ avg_size,
64204
64207
  neg_pnl,
64205
64208
  entry
64206
64209
  };
64207
64210
  });
64208
64211
  func = func.filter((r2) => Boolean(r2));
64212
+ if (max_size !== undefined && max_size > 0) {
64213
+ func = func.filter((r2) => r2.avg_size <= max_size);
64214
+ }
64209
64215
  if (target_loss === undefined) {
64210
64216
  func = func.filter((r2) => {
64211
64217
  let foundIndex = r2?.result.findIndex((e2) => e2.quantity === r2.max);
@@ -64343,7 +64349,15 @@ function determineOptimumRisk(config2, payload, params) {
64343
64349
  };
64344
64350
  }
64345
64351
  function computeRiskReward(payload) {
64346
- const { app_config, entry, stop, risk_per_trade, target_loss, distribution } = payload;
64352
+ const {
64353
+ app_config,
64354
+ entry,
64355
+ stop,
64356
+ risk_per_trade,
64357
+ target_loss,
64358
+ distribution,
64359
+ max_size
64360
+ } = payload;
64347
64361
  const kind = entry > stop ? "long" : "short";
64348
64362
  app_config.kind = kind;
64349
64363
  app_config.entry = entry;
@@ -64352,12 +64366,14 @@ function computeRiskReward(payload) {
64352
64366
  const result = determineOptimumReward({
64353
64367
  app_config,
64354
64368
  target_loss,
64355
- distribution
64369
+ distribution,
64370
+ max_size
64356
64371
  });
64357
64372
  return result;
64358
64373
  }
64359
64374
  function getRiskReward(payload) {
64360
64375
  const {
64376
+ max_size,
64361
64377
  entry,
64362
64378
  stop,
64363
64379
  risk,
@@ -64380,7 +64396,8 @@ function getRiskReward(payload) {
64380
64396
  stop,
64381
64397
  risk_per_trade: risk,
64382
64398
  target_loss,
64383
- distribution
64399
+ distribution,
64400
+ max_size
64384
64401
  });
64385
64402
  if (force_exact_risk) {
64386
64403
  const new_risk_per_trade = determineOptimumRisk(global_config, {
@@ -64136,7 +64136,8 @@ function determineOptimumReward(payload) {
64136
64136
  low_range = 1,
64137
64137
  high_range = 199,
64138
64138
  target_loss,
64139
- distribution
64139
+ distribution,
64140
+ max_size
64140
64141
  } = payload;
64141
64142
  const criterion = app_config.strategy || "quantity";
64142
64143
  const risk_rewards = createArray(low_range, high_range, 1);
@@ -64158,6 +64159,7 @@ function determineOptimumReward(payload) {
64158
64159
  let min = Infinity;
64159
64160
  let neg_pnl = trades[0]?.neg_pnl || 0;
64160
64161
  let entry = trades.at(-1)?.entry;
64162
+ let avg_size = trades[0]?.avg_size || 0;
64161
64163
  if (!entry) {
64162
64164
  return null;
64163
64165
  }
@@ -64174,11 +64176,15 @@ function determineOptimumReward(payload) {
64174
64176
  risk_per_trade: app_config.risk_per_trade,
64175
64177
  max,
64176
64178
  min,
64179
+ avg_size,
64177
64180
  neg_pnl,
64178
64181
  entry
64179
64182
  };
64180
64183
  });
64181
64184
  func = func.filter((r2) => Boolean(r2));
64185
+ if (max_size !== undefined && max_size > 0) {
64186
+ func = func.filter((r2) => r2.avg_size <= max_size);
64187
+ }
64182
64188
  if (target_loss === undefined) {
64183
64189
  func = func.filter((r2) => {
64184
64190
  let foundIndex = r2?.result.findIndex((e2) => e2.quantity === r2.max);
@@ -64316,7 +64322,15 @@ function determineOptimumRisk(config2, payload, params) {
64316
64322
  };
64317
64323
  }
64318
64324
  function computeRiskReward(payload) {
64319
- const { app_config, entry, stop, risk_per_trade, target_loss, distribution } = payload;
64325
+ const {
64326
+ app_config,
64327
+ entry,
64328
+ stop,
64329
+ risk_per_trade,
64330
+ target_loss,
64331
+ distribution,
64332
+ max_size
64333
+ } = payload;
64320
64334
  const kind = entry > stop ? "long" : "short";
64321
64335
  app_config.kind = kind;
64322
64336
  app_config.entry = entry;
@@ -64325,12 +64339,14 @@ function computeRiskReward(payload) {
64325
64339
  const result = determineOptimumReward({
64326
64340
  app_config,
64327
64341
  target_loss,
64328
- distribution
64342
+ distribution,
64343
+ max_size
64329
64344
  });
64330
64345
  return result;
64331
64346
  }
64332
64347
  function getRiskReward(payload) {
64333
64348
  const {
64349
+ max_size,
64334
64350
  entry,
64335
64351
  stop,
64336
64352
  risk,
@@ -64353,7 +64369,8 @@ function getRiskReward(payload) {
64353
64369
  stop,
64354
64370
  risk_per_trade: risk,
64355
64371
  target_loss,
64356
- distribution
64372
+ distribution,
64373
+ max_size
64357
64374
  });
64358
64375
  if (force_exact_risk) {
64359
64376
  const new_risk_per_trade = determineOptimumRisk(global_config, {
package/package.json CHANGED
@@ -1,7 +1,7 @@
1
1
  {
2
2
  "name": "@gbozee/ultimate",
3
3
  "type": "module",
4
- "version": "0.0.2-191",
4
+ "version": "0.0.2-192",
5
5
  "main": "./dist/index.cjs",
6
6
  "module": "./dist/index.js",
7
7
  "types": "./dist/index.d.ts",