@gbozee/ultimate 0.0.2-200 → 0.0.2-201

package/dist/frontend-index.js

@@ -653,7 +653,6 @@ class Signal {
           let potentials = new_result.filter((x) => condition(x["entry"], i["risk_sell"])).map((x) => x["entry"]);
           if (potentials.length && max_index) {
             if (kind === "long") {
-              console.log("slice: ", potentials.slice(0, max_index));
               i["risk_sell"] = Math.max(...potentials.slice(0, max_index));
             } else {
               i["risk_sell"] = Math.min(...potentials.slice(0, max_index));
@@ -717,7 +716,6 @@ class Signal {
   }) {
     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,
@@ -936,7 +934,6 @@ class Signal {
             }
           });
           risk_to_use = theoretical_kelly * risk_per_trade / this.kelly_minimum_risk;
-          console.log({ risk_per_trade, theoretical_kelly });
         }
         const y = this.build_trade_dict({
           entry: x,
@@ -1647,7 +1644,6 @@ function buildConfig(app_config, {
   }
   const condition = (kind === "long" ? entry > app_config.support : entry >= app_config.support) && stop >= app_config.support * 0.999;
   if (kind === "short") {}
-  console.log({ entry, stop, condition, working_risk, config });
   const result = entry === stop ? [] : condition ? instance.build_entry({
     current_price: entry,
     stop_loss: stop,
@@ -3337,13 +3333,423 @@ class Strategy {
   }
 }
 // src/helpers/compound.ts
-var name = "";
+function buildTrades(payload) {
+  const { appConfig, settings, kind } = payload;
+  const kelly_config = settings.kelly;
+  const current_app_config = { ...appConfig[kind] };
+  const entryNum = parseFloat(settings.entry);
+  const stopNum = parseFloat(settings.stop);
+  current_app_config.entry = entryNum;
+  current_app_config.stop = stopNum;
+  current_app_config.risk_per_trade = parseFloat(settings.risk);
+  current_app_config.risk_reward = parseFloat(settings.risk_reward);
+  current_app_config.kind = kind;
+  current_app_config.kelly = kelly_config;
+  const options = {
+    take_profit: null,
+    entry: current_app_config.entry,
+    stop: current_app_config.stop,
+    raw_instance: null,
+    risk: current_app_config.risk_per_trade,
+    no_of_trades: undefined,
+    risk_reward: current_app_config.risk_reward,
+    kind: current_app_config.kind,
+    increase: true,
+    gap: current_app_config.gap,
+    rr: current_app_config.rr,
+    price_places: current_app_config.price_places,
+    decimal_places: current_app_config.decimal_places,
+    use_kelly: kelly_config?.use_kelly,
+    kelly_confidence_factor: kelly_config?.kelly_confidence_factor,
+    kelly_minimum_risk: kelly_config?.kelly_minimum_risk,
+    kelly_prediction_model: kelly_config?.kelly_prediction_model,
+    kelly_func: kelly_config?.kelly_func,
+    distribution: settings.distribution
+  };
+  if (kind === "long" && entryNum <= stopNum) {
+    return [];
+  }
+  if (kind === "short" && entryNum >= stopNum) {
+    return [];
+  }
+  try {
+    const generatedTrades = sortedBuildConfig(current_app_config, options);
+    return generatedTrades ?? [];
+  } catch (error) {
+    console.error("Error generating orders:", error);
+    return [];
+  }
+}
+function generateSummary({
+  trades,
+  fee_percent = 0.05,
+  anchor
+}) {
+  const avg_entry = trades[0].avg_entry;
+  const avg_size = trades[0].avg_size;
+  const expected_fee = avg_entry * avg_size * fee_percent / 100;
+  return {
+    first_entry: trades.at(-1).entry,
+    last_entry: trades[0].entry,
+    quantity: avg_size,
+    entry: avg_entry,
+    loss: trades[0].neg_pnl,
+    number_of_trades: trades.length,
+    fee: to_f(expected_fee, "%.2f"),
+    anchor_pnl: anchor?.target_pnl
+  };
+}
+function helperFuncToBuildTrades({
+  custom_b_config,
+  symbol_config,
+  app_config_kind,
+  appConfig,
+  force_exact_risk = true
+}) {
+  const risk = custom_b_config.risk * (custom_b_config.risk_factor || 1);
+  let result = getRiskReward({
+    entry: custom_b_config.entry,
+    stop: custom_b_config.stop,
+    risk,
+    global_config: symbol_config,
+    force_exact_risk,
+    target_loss: custom_b_config.risk * (custom_b_config.risk_factor || 1),
+    distribution: custom_b_config.distribution
+  });
+  if (!force_exact_risk) {
+    result = {
+      risk_reward: result,
+      risk
+    };
+  }
+  const trades = result.risk_reward ? buildTrades({
+    appConfig: { [app_config_kind]: appConfig },
+    kind: app_config_kind,
+    settings: {
+      entry: custom_b_config.entry,
+      stop: custom_b_config.stop,
+      risk: result.risk || custom_b_config.risk,
+      risk_reward: result.risk_reward,
+      distribution: custom_b_config.distribution
+    }
+  }) : [];
+  const summary = trades.length > 0 ? generateSummary({ trades }) : {};
+  return { trades, result, summary };
+}
+function constructAppConfig2({
+  config,
+  global_config
+}) {
+  const options = {
+    entry: config?.entry,
+    stop: config?.stop,
+    risk_reward: config?.risk_reward,
+    risk: config?.risk,
+    symbol: config.symbol
+  };
+  const { entries: _entries, ...appConfig } = buildAppConfig(global_config, options);
+  return appConfig;
+}
+function buildWithOptimumReward({
+  config,
+  settings,
+  global_config
+}) {
+  const kind = config.entry > config.stop ? "long" : "short";
+  let stop = settings.stop;
+  let entry = settings.entry;
+  const risk = settings.risk;
+  const stop_ratio = settings.stop_ratio || 1;
+  const distribution = settings.distribution || config?.distribution;
+  const custom_b_config = {
+    entry,
+    stop,
+    risk,
+    distribution
+  };
+  const appConfig = constructAppConfig2({
+    config,
+    global_config
+  });
+  const { trades, summary, result } = helperFuncToBuildTrades({
+    custom_b_config,
+    app_config_kind: kind,
+    appConfig,
+    symbol_config: global_config
+  });
+  const adjusted_size = summary.quantity;
+  const symbol_config = global_config;
+  const entryDetails = {
+    entry: to_f(custom_b_config.entry, symbol_config.price_places),
+    stop: to_f(custom_b_config.stop, symbol_config.price_places),
+    risk: to_f(result.risk, "%.2f"),
+    risk_reward: result.risk_reward,
+    avg_entry: to_f(summary.entry, symbol_config.price_places),
+    avg_size: to_f(adjusted_size, symbol_config.decimal_places),
+    first_entry: to_f(summary.first_entry, symbol_config.price_places),
+    pnl: to_f(custom_b_config.risk, "%.2f"),
+    fee: to_f(summary.fee, "%.2f"),
+    loss: to_f(summary.loss, "%.2f"),
+    last_entry: to_f(summary.last_entry, symbol_config.price_places),
+    margin: to_f(summary.entry * adjusted_size / symbol_config.leverage, "%.2f")
+  };
+  return {
+    trades,
+    summary: entryDetails,
+    config: {
+      ...custom_b_config,
+      ...result,
+      stop_ratio
+    },
+    stop_order: {
+      quantity: entryDetails.avg_size * stop_ratio,
+      price: entryDetails.stop
+    },
+    kind
+  };
+}
+function generateOppositeOptimum({
+  config,
+  global_config,
+  settings,
+  ratio = 1,
+  distribution,
+  risk_factor = 1
+}) {
+  const configKind = config.entry > config.stop ? "long" : "short";
+  if (configKind === "long" && config.entry > config.stop) {
+    if (settings.stop <= settings.entry) {
+      throw new Error("Invalid input: For long config positions, opposite settings must have stop > entry");
+    }
+  } else if (configKind === "short" && config.entry < config.stop) {
+    if (settings.stop >= settings.entry) {
+      throw new Error("Invalid input: For short config positions, opposite settings must have stop < entry");
+    }
+  }
+  const kind = config.entry > config.stop ? "long" : "short";
+  const app_config_kind = kind === "long" ? "short" : "long";
+  let risk = settings.risk;
+  const custom_b_config = {
+    entry: settings.entry,
+    stop: settings.stop,
+    risk: risk * ratio,
+    distribution: distribution || "inverse-exponential",
+    risk_factor
+  };
+  const appConfig = constructAppConfig2({
+    config: {
+      ...config,
+      ...custom_b_config
+    },
+    global_config
+  });
+  const { result, trades, summary } = helperFuncToBuildTrades({
+    custom_b_config,
+    symbol_config: global_config,
+    app_config_kind,
+    appConfig
+  });
+  if (Object.keys(summary).length === 0) {
+    return {
+      trades,
+      summary,
+      config: custom_b_config,
+      kind: app_config_kind
+    };
+  }
+  const symbol_config = global_config;
+  const entryDetails = {
+    entry: to_f(custom_b_config.entry, symbol_config.price_places),
+    stop: to_f(custom_b_config.stop, symbol_config.price_places),
+    risk: to_f(result.risk, "%.2f"),
+    risk_reward: result.risk_reward,
+    avg_entry: to_f(summary.entry, symbol_config.price_places),
+    avg_size: to_f(summary.quantity, symbol_config.decimal_places),
+    first_entry: to_f(summary.first_entry, symbol_config.price_places),
+    pnl: to_f(custom_b_config.risk, "%.2f"),
+    fee: to_f(summary.fee, "%.2f"),
+    loss: to_f(summary.loss, "%.2f"),
+    last_entry: to_f(summary.last_entry, symbol_config.price_places),
+    defaultEntry: settings.entry ? to_f(settings.entry, symbol_config.price_places) : null
+  };
+  return {
+    trades,
+    summary: entryDetails,
+    config: {
+      ...custom_b_config,
+      ...result
+    },
+    kind: app_config_kind
+  };
+}
+function defaultTradeFromCurrentState({
+  config,
+  global_config
+}) {
+  const kind = config.entry > config.stop ? "long" : "short";
+  const settings = {
+    entry: config?.entry,
+    stop: config?.stop,
+    risk: config?.risk,
+    distribution: config?.distribution,
+    risk_reward: config?.risk_reward
+  };
+  const appConfig = constructAppConfig2({
+    config,
+    global_config
+  });
+  const trades = buildTrades({
+    appConfig: { [kind]: appConfig },
+    kind,
+    settings
+  });
+  return {
+    trades,
+    summary: generateSummary({
+      trades,
+      fee_percent: global_config.fee_percent
+    })
+  };
+}
+function increaseTradeHelper({
+  increase_qty,
+  stop,
+  config,
+  global_config,
+  style,
+  entry,
+  position: position2,
+  stop_ratio = 1,
+  distribution: default_distribution
+}) {
+  const symbol_config = global_config;
+  const kind = config.entry > config.stop ? "long" : "short";
+  const distribution = default_distribution || config.distribution || "inverse-exponential";
+  const appConfig = constructAppConfig2({
+    config,
+    global_config
+  });
+  const currentState = defaultTradeFromCurrentState({
+    config,
+    global_config
+  });
+  const { optimal_risk, neg_pnl } = getOptimumStopAndRisk(appConfig, {
+    max_size: increase_qty,
+    target_stop: stop,
+    distribution
+  });
+  if (neg_pnl === 0) {
+    return {
+      trades: [],
+      summary: {},
+      config: {},
+      kind,
+      current: currentState
+    };
+  }
+  const custom_b_config = {
+    entry,
+    stop,
+    risk: style === "minimum" ? Math.abs(neg_pnl) : optimal_risk,
+    distribution
+  };
+  const { result, trades, summary } = helperFuncToBuildTrades({
+    custom_b_config,
+    symbol_config,
+    appConfig,
+    app_config_kind: kind
+  });
+  if (Object.keys(summary).length === 0) {
+    return {
+      trades,
+      summary,
+      config: {
+        ...custom_b_config,
+        ...result
+      },
+      kind,
+      current: currentState
+    };
+  }
+  const new_avg_values = determine_average_entry_and_size([
+    {
+      price: position2.entry,
+      quantity: position2.quantity
+    },
+    {
+      price: summary?.entry,
+      quantity: summary?.quantity
+    }
+  ], symbol_config.decimal_places, symbol_config.price_places);
+  summary.entry = new_avg_values.entry;
+  summary.quantity = new_avg_values.quantity;
+  const loss = Math.abs(summary.entry - custom_b_config.stop) * summary.quantity;
+  const entryDetails = {
+    entry: to_f(custom_b_config.entry, symbol_config.price_places),
+    stop: to_f(custom_b_config.stop, symbol_config.price_places),
+    risk: to_f(result.risk, symbol_config.price_places),
+    risk_reward: result.risk_reward,
+    avg_entry: to_f(summary.entry, symbol_config.price_places),
+    avg_size: to_f(summary.quantity, symbol_config.decimal_places),
+    first_entry: to_f(summary.first_entry, symbol_config.price_places),
+    pnl: to_f(custom_b_config.risk, "%.2f"),
+    fee: to_f(summary.fee, "%.2f"),
+    loss: to_f(loss, "%.2f"),
+    last_entry: to_f(summary.last_entry, symbol_config.price_places),
+    margin: to_f(summary.entry * summary.quantity / global_config.leverage, "%.2f")
+  };
+  return {
+    trades,
+    summary: entryDetails,
+    stop_order: {
+      quantity: entryDetails.avg_size * stop_ratio,
+      price: entryDetails.stop
+    },
+    config: {
+      ...custom_b_config,
+      ...result
+    },
+    kind,
+    current: currentState
+  };
+}
+function generatePositionIncreaseTrade({
+  account,
+  zoneAccount,
+  ratio = 0.1,
+  config,
+  global_config,
+  style = "minimum",
+  distribution = "inverse-exponential"
+}) {
+  const kind = config.entry > config.stop ? "long" : "short";
+  const target_max_quantity = kind === "long" ? account.short.quantity : account.long.quantity;
+  const increase_qty = target_max_quantity * ratio;
+  const entry = zoneAccount.entry;
+  const stop = zoneAccount.stop;
+  return increaseTradeHelper({
+    config,
+    position: account[kind],
+    global_config,
+    entry,
+    stop,
+    style,
+    increase_qty,
+    distribution
+  });
+}
+var compoundAPI = {
+  buildWithOptimumReward,
+  constructAppConfig: constructAppConfig2,
+  generateOppositeOptimum,
+  increaseTradeHelper,
+  generatePositionIncreaseTrade
+};
 export {
   to_f,
   sortedBuildConfig,
   range,
   profitHelper,
-  name,
   logWithLineNumber,
   groupIntoPairsWithSumLessThan,
   groupIntoPairs,
@@ -3383,6 +3789,7 @@ export {
   computeSellZones,
   computeRiskReward,
   computeProfitDetail,
+  compoundAPI,
   calculateFactorFromTakeProfit,
   calculateFactorFromSellQuantity,
   buildConfig,