@gbozee/ultimate 0.0.2-next.0 → 0.0.2-next.4

package/dist/index.d.ts

@@ -1207,6 +1207,16 @@ export type SignalConfigType = {
 		stdDevFactor?: number;
 		lambda?: number;
 	};
+	use_progressive_risk?: boolean;
+	risk_distribution?: {
+		enabled: boolean;
+		total_risk_budget: number;
+		risk_reward: number;
+		buckets: Array<{
+			zone_percentage: number;
+			risk_percentage: number;
+		}>;
+	};
 };
 declare class Signal {
 	focus: number;
@@ -1244,8 +1254,18 @@ declare class Signal {
 		long: GetEntriesParams["distribution"];
 		short: GetEntriesParams["distribution"];
 	};
+	use_progressive_risk?: boolean;
+	risk_distribution?: {
+		enabled: boolean;
+		total_risk_budget: number;
+		risk_reward: number;
+		buckets: Array<{
+			zone_percentage: number;
+			risk_percentage: number;
+		}>;
+	};
 	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, distribution_params, }: SignalConfigType);
+	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, use_progressive_risk, risk_distribution, }: 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;
@@ -1260,6 +1280,11 @@ declare class Signal {
 			curveFactor?: number;
 			stdDevFactor?: number;
 			lambda?: number;
+			use_progressive?: boolean;
+			buckets?: Array<{
+				zone_percentage: number;
+				risk_percentage: number;
+			}>;
 		};
 	}): any;
 	get risk(): number;
@@ -1310,6 +1335,14 @@ declare class Signal {
 		kind?: "long" | "short";
 	}): number[][];
 	get_margin_range(current_price: number, kind?: string): number[];
+	/**
+	 * Helper function to calculate zone-specific risk based on progressive risk distribution
+	 * @param index - The index of the current zone
+	 * @param totalZones - Total number of zones
+	 * @param account - Account configuration with risk settings
+	 * @returns The risk amount for the specific zone
+	 */
+	private getZoneRisk;
 	process_orders({ current_price, stop_loss, trade_zones, kind, }: {
 		current_price: number;
 		stop_loss: number;
@@ -1410,9 +1443,15 @@ export type ExtendConfigType = {
 		curveFactor?: number;
 		stdDevFactor?: number;
 		lambda?: number;
+		buckets?: Array<{
+			zone_percentage: number;
+			risk_percentage: number;
+		}>;
+		use_progressive?: boolean;
 	};
+	use_progressive_risk?: boolean;
 };
-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 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, use_progressive_risk, }: ExtendConfigType): any[] | Signal;
 export declare function buildAvg({ _trades, kind, }: {
 	_trades: any[];
 	kind: "long" | "short";
@@ -2417,6 +2456,7 @@ export declare class ExchangePosition {
 			stdDevFactor?: number;
 			lambda?: number;
 		};
+		use_progressive_risk?: boolean;
 	}): Promise<AppConfig>;
 	placeConfigOrders(app_config: AppConfig, solution: {
 		risk_reward: number;
@@ -2439,6 +2479,7 @@ export declare class ExchangePosition {
 			stdDevFactor?: number;
 			lambda?: number;
 		};
+		use_progressive_risk?: boolean;
 	}, place?: boolean, skip_stop?: boolean): Promise<{
 		entry_orders: {
 			orders: {
@@ -2630,8 +2671,10 @@ export declare class ExchangePosition {
 	}): Promise<any>;
 	buildTrades(payload: {
 		risk?: number;
+		use_progressive_risk?: boolean;
 	}): Promise<{
 		trades: any[];
+		actual_trades: any[];
 		max_size: any;
 		last_price: any;
 		total_size: number;
@@ -2925,6 +2968,7 @@ declare class ExchangeAccount$1 {
 		risk?: number;
 	}): Promise<{
 		trades: any[];
+		actual_trades: any[];
 		max_size: any;
 		last_price: any;
 		total_size: number;