@gbozee/ultimate 0.0.2-200 → 0.0.2-201

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@@ -289,26 +289,27 @@ declare class Signal {
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  to_df(currentPrice: number, places?: string): number;
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  }
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  export type GlobalConfig = {
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- profit_percent: number;
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+ profit_percent?: number;
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  symbol: string;
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- profit: number;
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- risk: number;
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- stop_percent: number;
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+ profit?: number;
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+ risk?: number;
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+ stop_percent?: number;
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  kind: "long" | "short";
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- reduce_percent: number;
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+ reduce_percent?: number;
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  support: number;
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  resistance: number;
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  price_places: string;
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  decimal_places: string;
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- min_size: number;
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- accounts: {
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+ min_size?: number;
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+ accounts?: {
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  owner: string;
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  exchange?: string;
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  }[];
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- risk_reward: number;
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- reverse_factor: number;
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+ risk_reward?: number;
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+ reverse_factor?: number;
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  leverage?: number;
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  max_quantity?: number;
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+ fee_percent?: number;
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  };
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  export interface BaseSystemFields {
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  id: string;
@@ -373,6 +374,19 @@ export interface ScheduledTrade extends BaseSystemFields {
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  kelly_prediction_model?: "exponential" | "normal" | "uniform";
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  };
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  distribution?: GetEntriesParams["distribution"];
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+ settings?: {
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+ gap_trading?: {
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+ entry_risk?: number;
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+ hedge_stop_ratio?: number;
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+ };
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+ bad_hedge?: {
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+ hedges_distribution?: GetEntriesParams["distribution"];
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+ hedges_ratio?: number;
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+ opposite_trade_distribution?: GetEntriesParams["distribution"];
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+ opposite_trade_ratio?: number;
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+ stop_loss?: number;
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+ };
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+ };
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  }
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  export interface AccountStrategy extends BaseSystemFields {
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  account: string;
@@ -1277,10 +1291,288 @@ export declare class Strategy {
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  quantity: number;
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  };
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  }
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- declare const name$1 = "";
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-
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- export {
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- name$1 as name,
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+ export interface ComputedTrade {
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+ entry: number;
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+ quantity: number;
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+ avg_size: number;
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+ neg_pnl: number;
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+ avg_entry: number;
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+ stop: number;
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+ reverse_avg_entry: number;
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+ reverse_avg_quantity: number;
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+ fee: number;
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+ }
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+ export type TradeConfig = {
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+ entry: number;
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+ stop: number;
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+ risk_reward: number;
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+ risk: number;
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+ symbol: string;
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+ distribution?: GetEntriesParams["distribution"];
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+ };
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+ declare function constructAppConfig$1({ config, global_config, }: {
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+ config: TradeConfig;
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+ global_config: GlobalConfig;
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+ }): {
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+ fee: number;
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+ risk_per_trade: number;
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+ risk_reward: number;
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+ symbol?: string;
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+ focus: number;
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+ budget: number;
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+ support: number;
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+ resistance: number;
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+ percent_change: number;
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+ tradeSplit?: number;
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+ take_profit?: number;
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+ kind: "long" | "short";
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+ entry: number;
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+ stop: number;
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+ min_size: number;
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+ price_places?: string;
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+ strategy?: "quantity" | "entry";
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+ as_array?: boolean;
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+ decimal_places?: string;
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+ min_profit?: number;
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+ raw?: boolean;
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+ gap?: number;
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+ rr?: number;
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+ max_size?: number;
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+ last_value?: any;
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+ max_quantity?: number;
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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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+ kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
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+ };
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+ };
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+ declare function buildWithOptimumReward({ config, settings, global_config, }: {
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+ config: TradeConfig;
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+ global_config: GlobalConfig;
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+ settings: {
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+ entry?: number;
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+ stop?: number;
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+ risk: number;
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+ stop_ratio?: number;
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+ risk_reward?: number;
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+ distribution?: GetEntriesParams["distribution"];
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+ };
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+ }): {
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+ trades: any[];
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+ summary: {
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+ entry: number;
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+ stop: number;
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+ risk: number;
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+ risk_reward: any;
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+ avg_entry: number;
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+ avg_size: number;
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+ first_entry: number;
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+ pnl: number;
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+ fee: number;
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+ loss: number;
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+ last_entry: number;
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+ margin: number;
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+ };
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+ config: any;
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+ stop_order: {
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+ quantity: number;
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+ price: number;
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+ };
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+ kind: string;
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+ };
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+ declare function generateOppositeOptimum({ config, global_config, settings, ratio, distribution, risk_factor, }: {
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+ settings: {
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+ entry: number;
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+ stop: number;
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+ risk: number;
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+ };
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+ config: TradeConfig;
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+ global_config: GlobalConfig;
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+ fee_percent?: number;
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+ ratio?: number;
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+ distribution?: any;
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+ risk_factor?: number;
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+ }): {
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+ trades: any[];
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+ summary: any;
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+ config: {
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+ entry: number;
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+ stop: number;
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+ risk: number;
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+ distribution: any;
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+ risk_factor: number;
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+ };
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+ kind: string;
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+ } | {
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+ trades: any[];
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+ summary: {
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+ entry: number;
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+ stop: number;
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+ risk: number;
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+ risk_reward: any;
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+ avg_entry: number;
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+ avg_size: number;
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+ first_entry: number;
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+ pnl: number;
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+ fee: number;
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+ loss: number;
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+ last_entry: number;
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+ defaultEntry: number;
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+ };
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+ config: any;
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+ kind: string;
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+ };
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+ declare function increaseTradeHelper({ increase_qty, stop, config, global_config, style, entry, position, stop_ratio, distribution: default_distribution, }: {
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+ position: {
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+ entry: number;
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+ quantity: number;
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+ };
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+ entry: number;
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+ stop: number;
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+ config: TradeConfig;
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+ global_config: GlobalConfig;
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+ increase_qty: number;
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+ style: "minimum" | "optimum";
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+ stop_ratio?: number;
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+ distribution?: any;
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+ }): {
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+ trades: any[];
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+ summary: any;
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+ config: any;
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+ kind: string;
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+ current: {
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+ trades: any[];
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+ summary: {
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+ first_entry: number;
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+ last_entry: number;
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+ quantity: number;
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+ entry: number;
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+ loss: number;
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+ number_of_trades: number;
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+ fee: number;
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+ anchor_pnl: any;
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+ };
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+ };
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+ stop_order?: undefined;
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+ } | {
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+ trades: any[];
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+ summary: {
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+ entry: number;
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+ stop: number;
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+ risk: number;
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+ risk_reward: any;
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+ avg_entry: number;
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+ avg_size: number;
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+ first_entry: number;
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+ pnl: number;
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+ fee: number;
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+ loss: number;
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+ last_entry: number;
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+ margin: number;
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+ };
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+ stop_order: {
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+ quantity: number;
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+ price: number;
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+ };
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+ config: any;
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+ kind: string;
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+ current: {
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+ trades: any[];
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+ summary: {
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+ first_entry: number;
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+ last_entry: number;
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+ quantity: number;
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+ entry: number;
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+ loss: number;
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+ number_of_trades: number;
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+ fee: number;
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+ anchor_pnl: any;
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+ };
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+ };
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+ };
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+ declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, config, global_config, style, distribution, }: {
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+ style?: "optimum" | "minimum";
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+ account: {
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+ long: {
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+ entry: number;
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+ quantity: number;
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+ };
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+ short: {
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+ entry: number;
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+ quantity: number;
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+ };
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+ };
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+ config: TradeConfig;
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+ global_config: GlobalConfig;
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+ zoneAccount: {
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+ entry: number;
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+ stop: number;
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+ };
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+ ratio?: number;
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+ distribution?: any;
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+ }): {
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+ trades: any[];
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+ summary: any;
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+ config: any;
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+ kind: string;
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+ current: {
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+ trades: any[];
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+ summary: {
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+ first_entry: number;
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+ last_entry: number;
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+ quantity: number;
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+ entry: number;
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+ loss: number;
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+ number_of_trades: number;
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+ fee: number;
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+ anchor_pnl: any;
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+ };
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+ };
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+ stop_order?: undefined;
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+ } | {
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+ trades: any[];
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+ summary: {
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+ entry: number;
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+ stop: number;
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+ risk: number;
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+ risk_reward: any;
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+ avg_entry: number;
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+ avg_size: number;
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+ first_entry: number;
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+ pnl: number;
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+ fee: number;
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+ loss: number;
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+ last_entry: number;
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+ margin: number;
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+ };
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+ stop_order: {
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+ quantity: number;
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+ price: number;
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+ };
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+ config: any;
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+ kind: string;
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+ current: {
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+ trades: any[];
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+ summary: {
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+ first_entry: number;
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+ last_entry: number;
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+ quantity: number;
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+ entry: number;
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+ loss: number;
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+ number_of_trades: number;
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+ fee: number;
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+ anchor_pnl: any;
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+ };
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+ };
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+ };
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+ export declare const compoundAPI: {
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+ buildWithOptimumReward: typeof buildWithOptimumReward;
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+ constructAppConfig: typeof constructAppConfig$1;
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+ generateOppositeOptimum: typeof generateOppositeOptimum;
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+ increaseTradeHelper: typeof increaseTradeHelper;
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+ generatePositionIncreaseTrade: typeof generatePositionIncreaseTrade;
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  };
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  export {};