@gbozee/ultimate 0.0.2-next.4 → 0.0.2-next.41

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
@@ -1494,7 +1494,8 @@ declare function constructAppConfig$1({ config, global_config, }: {
 		lambda?: number;
 	};
 };
-declare function buildWithOptimumReward({ config, settings, global_config, force_exact, }: {
+declare function buildWithOptimumReward({ config, settings, global_config, force_exact, use_default, }: {
+	use_default?: boolean;
 	config: TradeConfig;
 	global_config: GlobalConfig;
 	settings: {

package/dist/frontend-index.js

@@ -91,8 +91,7 @@ function getEntries(params) {
         margin_range,
         risk_reward,
         kind,
-        price_places,
-        percent_change: distribution_params?.curveFactor
+        price_places
       });
       break;
     case "normal":
@@ -122,12 +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({
@@ -501,7 +525,7 @@ class Signal {
     const simple_support = Math.min(current_price, stop_loss);
     const simple_resistance = Math.max(current_price, stop_loss);
     const risk_per_trade = risk / this.risk_reward;
-    const use_progressive = distribution_params.use_progressive || this.use_progressive_risk;
+    const use_progressive = distribution_params?.use_progressive || this.use_progressive_risk;
     const risk_distribution = use_progressive ? {
       enabled: true,
       total_risk_budget: risk,
@@ -970,7 +994,6 @@ class Signal {
         const defaultStopLoss = i === 0 ? stop_loss : _base;
         const new_stop = kind === "long" ? this.support : stop_loss;
         let risk_to_use = this.getZoneRisk(i, limit_orders.length, this);
-        console.log("index: ", i, " risk: ", risk_to_use);
         if (this.use_kelly) {
           const func = this.kelly_func === "theoretical" ? calculateTheoreticalKelly : this.kelly_func === "position_based" ? calculatePositionBasedKelly : calculateTheoreticalKellyFixed;
           const theoretical_kelly = func({
@@ -1297,6 +1320,9 @@ function formatPrice(value2, opts = {}) {
   return formatter.format(value2);
 }
 function to_f(value2, places = "%.1f") {
+  if (!value2) {
+    return null;
+  }
   let v = typeof value2 === "string" ? parseFloat(value2) : value2;
   const formattedValue = places.replace("%.", "").replace("f", "");
   return parseFloat(v.toFixed(parseInt(formattedValue)));
@@ -1655,7 +1681,7 @@ function buildConfig(app_config, {
   min_avg_size = 0,
   distribution,
   distribution_params,
-  use_progressive_risk
+  use_progressive_risk = false
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -1697,7 +1723,7 @@ function buildConfig(app_config, {
   if (!stop) {
     return [];
   }
-  const condition = (kind === "long" ? entry > app_config.support : entry >= app_config.support) && stop >= app_config.support * 0.999;
+  const condition = true;
   if (kind === "short") {}
   const result = entry === stop ? [] : condition ? instance.build_entry({
     current_price: entry,
@@ -2180,7 +2206,7 @@ function determineOptimumReward(payload) {
   const criterion = app_config.strategy || "quantity";
   const risk_rewards = createArray(low_range, high_range, 1);
   let func = risk_rewards.map((trade_no) => {
-    let trades = sortedBuildConfig(app_config, {
+    const pp = {
       take_profit: app_config.take_profit,
       entry: app_config.entry,
       stop: app_config.stop,
@@ -2192,7 +2218,8 @@ function determineOptimumReward(payload) {
       decimal_places: app_config.decimal_places,
       distribution,
       distribution_params: payload.distribution_params
-    });
+    };
+    let trades = sortedBuildConfig(app_config, pp);
     let total = 0;
     let max = -Infinity;
     let min = Infinity;
@@ -2283,7 +2310,6 @@ function findIndexByCondition(lst, kind, condition, defaultKey = "neg_pnl") {
       return b.net_diff - a.net_diff;
     }
   });
-  console.log("found", sortedFound);
   if (defaultKey === "quantity") {
     return sortedFound[0].index;
   }
@@ -3488,10 +3514,14 @@ function helperFuncToBuildTrades({
   symbol_config,
   app_config_kind,
   appConfig,
-  force_exact_risk = true
+  force_exact_risk = true,
+  use_default = false
 }) {
   const risk = custom_b_config.risk * (custom_b_config.risk_factor || 1);
-  let result = getRiskReward({
+  let result = use_default ? {
+    risk,
+    risk_reward: custom_b_config.risk_reward
+  } : getRiskReward({
     entry: custom_b_config.entry,
     stop: custom_b_config.stop,
     risk,
@@ -3540,7 +3570,8 @@ function buildWithOptimumReward({
   config,
   settings,
   global_config,
-  force_exact
+  force_exact,
+  use_default = false
 }) {
   const kind = config.entry > config.stop ? "long" : "short";
   let stop = settings.stop;
@@ -3554,7 +3585,8 @@ function buildWithOptimumReward({
     stop,
     risk,
     distribution,
-    distribution_params
+    distribution_params,
+    risk_reward: settings.risk_reward || config?.risk_reward
   };
   const appConfig = constructAppConfig2({
     config,
@@ -3565,7 +3597,8 @@ function buildWithOptimumReward({
     app_config_kind: kind,
     appConfig,
     symbol_config: global_config,
-    force_exact_risk: force_exact
+    force_exact_risk: force_exact,
+    use_default
   });
   const adjusted_size = summary.quantity;
   const symbol_config = global_config;