@gbozee/ultimate 0.0.2-51 → 0.0.2-54

package/dist/frontend-index.d.ts

@@ -367,13 +367,11 @@ export type StrategyPosition = {
 	quantity: number;
 };
 export type Config = {
-	leverage: number;
 	tp_percent: number;
 	short_tp_factor: number;
-	price_places: string;
-	decimal_places: string;
 	fee_percent?: number;
 	budget: number;
+	risk_reward: number;
 	global_config: GlobalConfig;
 };
 export declare class Strategy {
@@ -387,6 +385,8 @@ export declare class Strategy {
 		short: StrategyPosition;
 		config: Config;
 	});
+	get price_places(): string;
+	get decimal_places(): string;
 	to_f(price: number): number;
 	to_df(quantity: number): number;
 	pnl(kind: "long" | "short"): number;
@@ -399,10 +399,10 @@ export declare class Strategy {
 	get short_tp(): number;
 	generateGapClosingAlgorithm(payload: {
 		kind: "long" | "short";
-		risk_reward?: number;
 	}): {
 		[x: string]: any;
 		risk: number;
+		risk_reward: number;
 		last_entry: any;
 		first_entry: any;
 		threshold: any;
@@ -414,6 +414,7 @@ export declare class Strategy {
 	}): {
 		[x: string]: any;
 		risk: number;
+		risk_reward: number;
 		last_entry: any;
 		first_entry: any;
 		threshold: any;

package/dist/frontend-index.js

@@ -1651,11 +1651,17 @@ class Strategy {
       this.config.fee_percent = 0.05;
     }
   }
+  get price_places() {
+    return this.config.global_config.price_places;
+  }
+  get decimal_places() {
+    return this.config.global_config.decimal_places;
+  }
   to_f(price) {
-    return to_f(price, this.config.price_places);
+    return to_f(price, this.price_places);
   }
   to_df(quantity) {
-    return to_f(quantity, this.config.decimal_places);
+    return to_f(quantity, this.decimal_places);
   }
   pnl(kind) {
     const position2 = this.position[kind];
@@ -1687,15 +1693,20 @@ class Strategy {
     return this.tp("short");
   }
   generateGapClosingAlgorithm(payload) {
-    const { kind, risk_reward = 199 } = payload;
+    const { kind } = payload;
     const { entry, quantity } = this.position[kind];
     const focus_position = this.position[kind];
     const reverse_kind = kind == "long" ? "short" : "long";
     const reverse_position = this.position[reverse_kind];
+    let _entry = this.tp(kind);
+    let _stop = this.tp(reverse_kind);
+    if (!_entry && !_stop) {
+      return null;
+    }
     const second_payload = {
-      entry: this.tp(kind),
-      stop: this.tp(reverse_kind),
-      risk_reward,
+      entry: _entry,
+      stop: _stop,
+      risk_reward: this.config.risk_reward,
       start_risk: this.pnl(reverse_kind),
       max_risk: this.config.budget
     };
@@ -1772,6 +1783,7 @@ class Strategy {
     const remaining_quantity = this.to_df(avg.quantity - quantity_to_sell);
     return {
       risk,
+      risk_reward: this.config.risk_reward,
       [kind]: {
         avg_entry: avg.entry,
         avg_size: avg.quantity,
@@ -1796,7 +1808,7 @@ class Strategy {
     };
   }
   runIterations(payload) {
-    const { kind, iterations, risk_reward = 199 } = payload;
+    const { kind, iterations } = payload;
     const reverse_kind = kind == "long" ? "short" : "long";
     const result = [];
     let position2 = {
@@ -1813,8 +1825,7 @@ class Strategy {
         }
       });
       const algorithm = instance.generateGapClosingAlgorithm({
-        kind,
-        risk_reward
+        kind
       });
       if (!algorithm) {
         console.log("No algorithm found");