@gbozee/ultimate 0.0.2-next.14 → 0.0.2-next.15

package/dist/frontend-index.d.ts

@@ -120,7 +120,7 @@ export declare function determineTPSl(payload: {
 };
 export interface GetEntriesParams {
 	kind: "long" | "short";
-	distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "inverse-exponential";
+	distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "lognormal" | "inverse-exponential";
 	margin_range: [
 		number,
 		number

package/dist/frontend-index.js

@@ -121,12 +121,37 @@ function getEntries(params) {
         curveFactor: distribution_params?.curveFactor
       });
       break;
+    case "lognormal":
+      entries = generateLognormal({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        stdDevFactor: distribution_params?.stdDevFactor
+      });
+      break;
     default:
       throw new Error(`Unknown distribution type: ${distribution}`);
   }
   return entries.sort((a, b) => a - b);
 }
 var distributions_default = getEntries;
+function generateLognormal(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", stdDevFactor = 6 } = payload;
+  const logMin = Math.log(margin_range[0]);
+  const logMax = Math.log(margin_range[1]);
+  const mean = (logMin + logMax) / 2;
+  const stdDev = Math.abs(logMax - logMin) / stdDevFactor;
+  const entries = Array.from({ length: risk_reward + 1 }, (_, i) => {
+    const p = (i + 0.5) / (risk_reward + 1);
+    const z = approximateInverseNormal(p);
+    let logPrice = mean + stdDev * z;
+    logPrice = Math.max(logMin, Math.min(logMax, logPrice));
+    const price = Math.exp(logPrice);
+    return to_f(kind === "long" ? Math.min(price, margin_range[1]) : Math.max(price, margin_range[0]), price_places);
+  });
+  return entries.sort((a, b) => a - b);
+}
 
 // src/helpers/optimizations.ts
 function calculateTheoreticalKelly({

package/dist/index.cjs

@@ -51392,12 +51392,37 @@ function getEntries(params) {
         curveFactor: distribution_params?.curveFactor
       });
       break;
+    case "lognormal":
+      entries = generateLognormal({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        stdDevFactor: distribution_params?.stdDevFactor
+      });
+      break;
     default:
       throw new Error(`Unknown distribution type: ${distribution}`);
   }
   return entries.sort((a, b) => a - b);
 }
 var distributions_default = getEntries;
+function generateLognormal(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", stdDevFactor = 6 } = payload;
+  const logMin = Math.log(margin_range[0]);
+  const logMax = Math.log(margin_range[1]);
+  const mean = (logMin + logMax) / 2;
+  const stdDev = Math.abs(logMax - logMin) / stdDevFactor;
+  const entries = Array.from({ length: risk_reward + 1 }, (_, i2) => {
+    const p = (i2 + 0.5) / (risk_reward + 1);
+    const z2 = approximateInverseNormal(p);
+    let logPrice = mean + stdDev * z2;
+    logPrice = Math.max(logMin, Math.min(logMax, logPrice));
+    const price = Math.exp(logPrice);
+    return to_f(kind === "long" ? Math.min(price, margin_range[1]) : Math.max(price, margin_range[0]), price_places);
+  });
+  return entries.sort((a, b) => a - b);
+}
 
 // src/helpers/optimizations.ts
 function calculateTheoreticalKelly({

package/dist/index.d.ts

@@ -7,7 +7,7 @@ import { SocksProxyAgent } from 'socks-proxy-agent';
 
 export interface GetEntriesParams {
 	kind: "long" | "short";
-	distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "inverse-exponential";
+	distribution: "arithmetic" | "geometric" | "normal" | "exponential" | "lognormal" | "inverse-exponential";
 	margin_range: [
 		number,
 		number

package/dist/index.js

@@ -51329,12 +51329,37 @@ function getEntries(params) {
         curveFactor: distribution_params?.curveFactor
       });
       break;
+    case "lognormal":
+      entries = generateLognormal({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        stdDevFactor: distribution_params?.stdDevFactor
+      });
+      break;
     default:
       throw new Error(`Unknown distribution type: ${distribution}`);
   }
   return entries.sort((a, b) => a - b);
 }
 var distributions_default = getEntries;
+function generateLognormal(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", stdDevFactor = 6 } = payload;
+  const logMin = Math.log(margin_range[0]);
+  const logMax = Math.log(margin_range[1]);
+  const mean = (logMin + logMax) / 2;
+  const stdDev = Math.abs(logMax - logMin) / stdDevFactor;
+  const entries = Array.from({ length: risk_reward + 1 }, (_, i2) => {
+    const p = (i2 + 0.5) / (risk_reward + 1);
+    const z2 = approximateInverseNormal(p);
+    let logPrice = mean + stdDev * z2;
+    logPrice = Math.max(logMin, Math.min(logMax, logPrice));
+    const price = Math.exp(logPrice);
+    return to_f(kind === "long" ? Math.min(price, margin_range[1]) : Math.max(price, margin_range[0]), price_places);
+  });
+  return entries.sort((a, b) => a - b);
+}
 
 // src/helpers/optimizations.ts
 function calculateTheoreticalKelly({

package/dist/mcp-server.cjs

@@ -64483,12 +64483,37 @@ function getEntries(params) {
         curveFactor: distribution_params?.curveFactor
       });
       break;
+    case "lognormal":
+      entries = generateLognormal({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        stdDevFactor: distribution_params?.stdDevFactor
+      });
+      break;
     default:
       throw new Error(`Unknown distribution type: ${distribution}`);
   }
   return entries.sort((a, b) => a - b);
 }
 var distributions_default = getEntries;
+function generateLognormal(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", stdDevFactor = 6 } = payload;
+  const logMin = Math.log(margin_range[0]);
+  const logMax = Math.log(margin_range[1]);
+  const mean = (logMin + logMax) / 2;
+  const stdDev = Math.abs(logMax - logMin) / stdDevFactor;
+  const entries = Array.from({ length: risk_reward + 1 }, (_, i2) => {
+    const p = (i2 + 0.5) / (risk_reward + 1);
+    const z2 = approximateInverseNormal(p);
+    let logPrice = mean + stdDev * z2;
+    logPrice = Math.max(logMin, Math.min(logMax, logPrice));
+    const price = Math.exp(logPrice);
+    return to_f(kind === "long" ? Math.min(price, margin_range[1]) : Math.max(price, margin_range[0]), price_places);
+  });
+  return entries.sort((a, b) => a - b);
+}
 
 // src/helpers/optimizations.ts
 function calculateTheoreticalKelly({

package/dist/mcp-server.js

@@ -64456,12 +64456,37 @@ function getEntries(params) {
         curveFactor: distribution_params?.curveFactor
       });
       break;
+    case "lognormal":
+      entries = generateLognormal({
+        margin_range,
+        risk_reward,
+        kind,
+        price_places,
+        stdDevFactor: distribution_params?.stdDevFactor
+      });
+      break;
     default:
       throw new Error(`Unknown distribution type: ${distribution}`);
   }
   return entries.sort((a, b) => a - b);
 }
 var distributions_default = getEntries;
+function generateLognormal(payload) {
+  const { margin_range, risk_reward, kind, price_places = "%.1f", stdDevFactor = 6 } = payload;
+  const logMin = Math.log(margin_range[0]);
+  const logMax = Math.log(margin_range[1]);
+  const mean = (logMin + logMax) / 2;
+  const stdDev = Math.abs(logMax - logMin) / stdDevFactor;
+  const entries = Array.from({ length: risk_reward + 1 }, (_, i2) => {
+    const p = (i2 + 0.5) / (risk_reward + 1);
+    const z2 = approximateInverseNormal(p);
+    let logPrice = mean + stdDev * z2;
+    logPrice = Math.max(logMin, Math.min(logMax, logPrice));
+    const price = Math.exp(logPrice);
+    return to_f(kind === "long" ? Math.min(price, margin_range[1]) : Math.max(price, margin_range[0]), price_places);
+  });
+  return entries.sort((a, b) => a - b);
+}
 
 // src/helpers/optimizations.ts
 function calculateTheoreticalKelly({

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-next.14",
+  "version": "0.0.2-next.15",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",