@gbozee/ultimate 0.0.2-204 → 0.0.2-207

package/dist/frontend-index.d.ts

@@ -165,12 +165,22 @@ export type SignalConfigType = {
 		short: GetEntriesParams["distribution"];
 	};
 	max_quantity?: number;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 };
 declare class Signal {
 	focus: number;
 	budget: number;
 	percent_change: number;
 	price_places: string;
+	distribution_params: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 	decimal_places: string;
 	zone_risk: number;
 	fee: number;
@@ -198,8 +208,8 @@ declare class Signal {
 		short: GetEntriesParams["distribution"];
 	};
 	max_quantity: number;
-	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, max_quantity, }: SignalConfigType);
-	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, 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, max_quantity, distribution_params, }: SignalConfigType);
+	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, distribution, distribution_params, }: {
 		take_profit?: number;
 		no_of_trades?: number;
 		current_price: number;
@@ -209,6 +219,11 @@ declare class Signal {
 		stop_percent?: number;
 		pnl?: number;
 		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
 	}): any;
 	get risk(): number;
 	get min_trades(): number;
@@ -376,6 +391,11 @@ export interface ScheduledTrade extends BaseSystemFields {
 		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	};
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 	settings?: {
 		gap_trading?: {
 			entry_risk?: number;
@@ -518,6 +538,12 @@ export type AppConfig = {
 		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 };
 export type ExtendConfigType = {
 	take_profit?: number;
@@ -541,8 +567,13 @@ export type ExtendConfigType = {
 	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 };
-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 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, distribution_params, }: ExtendConfigType): any[] | Signal;
 export declare function buildAvg({ _trades, kind, }: {
 	_trades: any[];
 	kind: "long" | "short";
@@ -558,6 +589,11 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
 	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }): {
 	app_config: AppConfig;
 	max_size: any;
@@ -583,12 +619,22 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
 	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }): AppConfig;
 export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
 	max_size: number;
 	target_stop: number;
 	highest_risk?: number;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }): {
 	optimal_stop: number;
 	optimal_risk: number;
@@ -646,6 +692,11 @@ export declare function generateOptimumAppConfig(config: GlobalConfig, payload:
 	start_risk: number;
 	max_risk?: number;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }, position: {
 	entry: number;
 	quantity: number;
@@ -658,6 +709,11 @@ export declare function determineOptimumReward(payload: {
 	high_range?: number;
 	target_loss?: number;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 	max_size?: number;
 }): number | {
 	result: any[];
@@ -677,6 +733,11 @@ export declare function determineOptimumRisk(config: GlobalConfig, payload: {
 	risk: number;
 	symbol: string;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }, params: {
 	highest_risk: number;
 	tolerance?: number;
@@ -699,6 +760,11 @@ export declare function computeRiskReward(payload: {
 	risk_per_trade: number;
 	target_loss?: number;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 	high_range?: number;
 	max_size?: number;
 }): number | {
@@ -721,6 +787,11 @@ export declare function getRiskReward(payload: {
 	target_loss?: number;
 	max_size?: number;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 	risk_factor?: number;
 	high_range?: number;
 }): any;
@@ -951,6 +1022,14 @@ export declare function constructAppConfig(payload: {
 		kelly_minimum_risk: number;
 		kelly_prediction_model: string;
 	};
+	distribution_config?: {
+		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
+	};
 }): {
 	fee: number;
 	risk_per_trade: number;
@@ -985,6 +1064,12 @@ export declare function constructAppConfig(payload: {
 		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 };
 export declare function generateDangerousConfig(payload: {
 	account: PositionsView;
@@ -1203,6 +1288,12 @@ export declare class Strategy {
 			kelly_prediction_model?: "exponential" | "normal" | "uniform";
 			kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 		};
+		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
 	};
 	identifyGapConfig(payload: {
 		factor?: number;
@@ -1313,6 +1404,11 @@ export type TradeConfig = {
 	risk: number;
 	symbol: string;
 	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 };
 declare function constructAppConfig$1({ config, global_config, }: {
 	config: TradeConfig;
@@ -1351,6 +1447,12 @@ declare function constructAppConfig$1({ config, global_config, }: {
 		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 		kelly_func?: "theoretical" | "position_based" | "theoretical_fixed";
 	};
+	distribution?: GetEntriesParams["distribution"];
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 };
 declare function buildWithOptimumReward({ config, settings, global_config, force_exact, }: {
 	config: TradeConfig;
@@ -1362,6 +1464,11 @@ declare function buildWithOptimumReward({ config, settings, global_config, force
 		stop_ratio?: number;
 		risk_reward?: number;
 		distribution?: GetEntriesParams["distribution"];
+		distribution_params?: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
 	};
 	force_exact?: boolean;
 }): {
@@ -1387,7 +1494,7 @@ declare function buildWithOptimumReward({ config, settings, global_config, force
 	};
 	kind: string;
 };
-declare function generateOppositeOptimum({ config, global_config, settings, ratio, distribution, risk_factor, }: {
+declare function generateOppositeOptimum({ config, global_config, settings, ratio, distribution, distribution_params, risk_factor, }: {
 	settings: {
 		entry: number;
 		stop: number;
@@ -1398,6 +1505,11 @@ declare function generateOppositeOptimum({ config, global_config, settings, rati
 	fee_percent?: number;
 	ratio?: number;
 	distribution?: any;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 	risk_factor?: number;
 }): {
 	trades: any[];
@@ -1407,6 +1519,11 @@ declare function generateOppositeOptimum({ config, global_config, settings, rati
 		stop: number;
 		risk: number;
 		distribution: any;
+		distribution_params: {
+			curveFactor?: number;
+			stdDevFactor?: number;
+			lambda?: number;
+		};
 		risk_factor: number;
 	};
 	kind: string;
@@ -1429,7 +1546,7 @@ declare function generateOppositeOptimum({ config, global_config, settings, rati
 	config: any;
 	kind: string;
 };
-declare function increaseTradeHelper({ increase_qty, stop, config, global_config, style, entry, position, stop_ratio, distribution: default_distribution, }: {
+declare function increaseTradeHelper({ increase_qty, stop, config, global_config, style, entry, position, stop_ratio, distribution: default_distribution, distribution_params: default_distribution_params, }: {
 	position: {
 		entry: number;
 		quantity: number;
@@ -1442,6 +1559,11 @@ declare function increaseTradeHelper({ increase_qty, stop, config, global_config
 	style: "minimum" | "optimum";
 	stop_ratio?: number;
 	distribution?: any;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }): {
 	trades: any[];
 	summary: any;
@@ -1497,7 +1619,7 @@ declare function increaseTradeHelper({ increase_qty, stop, config, global_config
 		};
 	};
 };
-declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, config, global_config, style, distribution, }: {
+declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, config, global_config, style, distribution, distribution_params, }: {
 	style?: "optimum" | "minimum";
 	account: {
 		long: {
@@ -1517,6 +1639,11 @@ declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, co
 	};
 	ratio?: number;
 	distribution?: any;
+	distribution_params?: {
+		curveFactor?: number;
+		stdDevFactor?: number;
+		lambda?: number;
+	};
 }): {
 	trades: any[];
 	summary: any;
@@ -1572,7 +1699,44 @@ declare function generatePositionIncreaseTrade({ account, zoneAccount, ratio, co
 		};
 	};
 };
+declare function determineHedgeTradeToPlace({ position, config, global_config, profit_risk, allowable_loss, }: {
+	position: {
+		entry: number;
+		quantity: number;
+		kind: "long" | "short";
+	};
+	config: TradeConfig;
+	global_config: GlobalConfig;
+	profit_risk?: number;
+	allowable_loss?: number;
+}): {
+	opposite: {
+		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;
+	};
+	take_profit: number;
+};
 export declare const compoundAPI: {
+	determineHedgeTradeToPlace: typeof determineHedgeTradeToPlace;
 	buildWithOptimumReward: typeof buildWithOptimumReward;
 	constructAppConfig: typeof constructAppConfig$1;
 	generateOppositeOptimum: typeof generateOppositeOptimum;