@gbozee/ultimate 0.0.2-200 → 0.0.2-202

package/dist/frontend-index.d.ts

@@ -289,26 +289,27 @@ declare class Signal {
 	to_df(currentPrice: number, places?: string): number;
 }
 export type GlobalConfig = {
-	profit_percent: number;
+	profit_percent?: number;
 	symbol: string;
-	profit: number;
-	risk: number;
-	stop_percent: number;
+	profit?: number;
+	risk?: number;
+	stop_percent?: number;
 	kind: "long" | "short";
-	reduce_percent: number;
+	reduce_percent?: number;
 	support: number;
 	resistance: number;
 	price_places: string;
 	decimal_places: string;
-	min_size: number;
-	accounts: {
+	min_size?: number;
+	accounts?: {
 		owner: string;
 		exchange?: string;
 	}[];
-	risk_reward: number;
-	reverse_factor: number;
+	risk_reward?: number;
+	reverse_factor?: number;
 	leverage?: number;
 	max_quantity?: number;
+	fee_percent?: number;
 };
 export interface BaseSystemFields {
 	id: string;
@@ -373,6 +374,19 @@ export interface ScheduledTrade extends BaseSystemFields {
 		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	};
 	distribution?: GetEntriesParams["distribution"];
+	settings?: {
+		gap_trading?: {
+			entry_risk?: number;
+			hedge_stop_ratio?: number;
+		};
+		bad_hedge?: {
+			hedges_distribution?: GetEntriesParams["distribution"];
+			hedges_ratio?: number;
+			opposite_trade_distribution?: GetEntriesParams["distribution"];
+			opposite_trade_ratio?: number;
+			stop_loss?: number;
+		};
+	};
 }
 export interface AccountStrategy extends BaseSystemFields {
 	account: string;
@@ -683,6 +697,7 @@ export declare function computeRiskReward(payload: {
 	risk_per_trade: number;
 	target_loss?: number;
 	distribution?: GetEntriesParams["distribution"];
+	high_range?: number;
 	max_size?: number;
 }): number | {
 	result: any[];
@@ -705,6 +720,7 @@ export declare function getRiskReward(payload: {
 	max_size?: number;
 	distribution?: GetEntriesParams["distribution"];
 	risk_factor?: number;
+	high_range?: number;
 }): any;
 export declare function computeProfitDetail(payload: {
 	focus_position: {
@@ -1277,10 +1293,289 @@ export declare class Strategy {
 		quantity: number;
 	};
 }
-declare const name$1 = "";
-
-export {
-	name$1 as name,
+export interface ComputedTrade {
+	entry: number;
+	quantity: number;
+	avg_size: number;
+	neg_pnl: number;
+	avg_entry: number;
+	stop: number;
+	reverse_avg_entry: number;
+	reverse_avg_quantity: number;
+	fee: number;
+}
+export type TradeConfig = {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+	distribution?: GetEntriesParams["distribution"];
+};
+declare function constructAppConfig$1({ config, global_config, }: {
+	config: TradeConfig;
+	global_config: GlobalConfig;
+}): {
+	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";
+	};
+};
+declare function buildWithOptimumReward({ config, settings, global_config, force_exact, }: {
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	settings: {
+		entry?: number;
+		stop?: number;
+		risk: number;
+		stop_ratio?: number;
+		risk_reward?: number;
+		distribution?: GetEntriesParams["distribution"];
+	};
+	force_exact?: boolean;
+}): {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		margin: number;
+	};
+	config: any;
+	stop_order: {
+		quantity: number;
+		price: number;
+	};
+	kind: string;
+};
+declare function generateOppositeOptimum({ config, global_config, settings, ratio, distribution, risk_factor, }: {
+	settings: {
+		entry: number;
+		stop: number;
+		risk: number;
+	};
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	fee_percent?: number;
+	ratio?: number;
+	distribution?: any;
+	risk_factor?: number;
+}): {
+	trades: any[];
+	summary: any;
+	config: {
+		entry: number;
+		stop: number;
+		risk: number;
+		distribution: any;
+		risk_factor: number;
+	};
+	kind: string;
+} | {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		defaultEntry: number;
+	};
+	config: any;
+	kind: string;
+};
+declare function increaseTradeHelper({ increase_qty, stop, config, global_config, style, entry, position, stop_ratio, distribution: default_distribution, }: {
+	position: {
+		entry: number;
+		quantity: number;
+	};
+	entry: number;
+	stop: number;
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	increase_qty: number;
+	style: "minimum" | "optimum";
+	stop_ratio?: number;
+	distribution?: any;
+}): {
+	trades: any[];
+	summary: any;
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+	stop_order?: undefined;
+} | {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		margin: number;
+	};
+	stop_order: {
+		quantity: number;
+		price: number;
+	};
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+};
+declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, config, global_config, style, distribution, }: {
+	style?: "optimum" | "minimum";
+	account: {
+		long: {
+			entry: number;
+			quantity: number;
+		};
+		short: {
+			entry: number;
+			quantity: number;
+		};
+	};
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	zoneAccount: {
+		entry: number;
+		stop: number;
+	};
+	ratio?: number;
+	distribution?: any;
+}): {
+	trades: any[];
+	summary: any;
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+	stop_order?: undefined;
+} | {
+	trades: any[];
+	summary: {
+		entry: number;
+		stop: number;
+		risk: number;
+		risk_reward: any;
+		avg_entry: number;
+		avg_size: number;
+		first_entry: number;
+		pnl: number;
+		fee: number;
+		loss: number;
+		last_entry: number;
+		margin: number;
+	};
+	stop_order: {
+		quantity: number;
+		price: number;
+	};
+	config: any;
+	kind: string;
+	current: {
+		trades: any[];
+		summary: {
+			first_entry: number;
+			last_entry: number;
+			quantity: number;
+			entry: number;
+			loss: number;
+			number_of_trades: number;
+			fee: number;
+			anchor_pnl: any;
+		};
+	};
+};
+export declare const compoundAPI: {
+	buildWithOptimumReward: typeof buildWithOptimumReward;
+	constructAppConfig: typeof constructAppConfig$1;
+	generateOppositeOptimum: typeof generateOppositeOptimum;
+	increaseTradeHelper: typeof increaseTradeHelper;
+	generatePositionIncreaseTrade: typeof generatePositionIncreaseTrade;
 };
 
 export {};