@gbozee/ultimate 0.0.2-53 → 0.0.2-55

package/dist/index.d.ts

@@ -63,6 +63,7 @@ export interface AccountStrategy extends BaseSystemFields {
 	short_tp_factor: number;
 	fee_percent: number;
 	budget: number;
+	risk_reward: number;
 }
 interface Proxy$1 extends BaseSystemFields {
 	ip_address?: string;
@@ -1469,6 +1470,7 @@ export type Config = {
 	short_tp_factor: number;
 	fee_percent?: number;
 	budget: number;
+	risk_reward: number;
 	global_config: GlobalConfig;
 };
 export declare class Strategy {
@@ -1496,10 +1498,10 @@ 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;
@@ -1511,6 +1513,7 @@ export declare class Strategy {
 	}): {
 		[x: string]: any;
 		risk: number;
+		risk_reward: number;
 		last_entry: any;
 		first_entry: any;
 		threshold: any;

package/dist/index.js

@@ -58162,15 +58162,20 @@ 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
     };
@@ -58247,6 +58252,7 @@ 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,
@@ -58271,7 +58277,7 @@ 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 = {
@@ -58288,8 +58294,7 @@ class Strategy {
         }
       });
       const algorithm = instance.generateGapClosingAlgorithm({
-        kind,
-        risk_reward
+        kind
       });
       if (!algorithm) {
         console.log("No algorithm found");

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-53",
+  "version": "0.0.2-55",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",