@reefclaw/connect 0.1.10 → 0.1.12

package/assets/plugin/strategy/condition-registry.js

@@ -1,153 +0,0 @@
-// Plugin-side condition registry — lightweight evaluators that read pre-computed facts.
-// Each evaluator reads booleans from fact.conditions and/or compares indicator values
-// against strategy params. Does NOT duplicate the full condition logic from intelligence.
-export const CONDITION_EVALUATORS = new Map();
-function register(type, fn) {
-    CONDITION_EVALUATORS.set(type, fn);
-}
-// ─── Helper to read indicator values ────────────────────────────────────
-function ind(fact, key) {
-    return fact.indicators[key];
-}
-function indNum(fact, key) {
-    return Number(fact.indicators[key] ?? 0);
-}
-// ─── Original 12 conditions (read booleans from fact.conditions) ────────
-// 1. ema_proximity — checks against parameterized threshold
-register('ema_proximity', (fact, params) => {
-    const period = params.period ?? 21;
-    const key = period <= 30 ? 'ema_proximity_20' : 'ema_proximity_50';
-    return { name: 'ema_proximity', met: fact.conditions[key] ?? false };
-});
-// 2. orderbook_imbalance
-register('orderbook_imbalance', (fact) => {
-    const bid = fact.conditions.orderbook_imbalance_bid ?? false;
-    const ask = fact.conditions.orderbook_imbalance_ask ?? false;
-    return { name: 'orderbook_imbalance', met: bid || ask };
-});
-// 3. funding_not_crowded
-register('funding_not_crowded', (fact) => ({
-    name: 'funding_not_crowded',
-    met: fact.conditions.funding_not_crowded ?? false,
-    value: indNum(fact, 'fundingZScore'),
-}));
-// 4. oi_slope
-register('oi_slope', (fact) => ({
-    name: 'oi_slope',
-    met: fact.conditions.oi_slope_up ?? false,
-}));
-// 5. no_liquidation_cluster — always passes in scan context (no live data)
-register('no_liquidation_cluster', () => ({
-    name: 'no_liquidation_cluster',
-    met: true,
-}));
-// 6. price_sweep
-register('price_sweep', (fact) => ({
-    name: 'price_sweep',
-    met: (fact.conditions.price_sweep_high ?? false) || (fact.conditions.price_sweep_low ?? false),
-}));
-// 7. liquidations_at_sweep — always passes in scan context
-register('liquidations_at_sweep', () => ({
-    name: 'liquidations_at_sweep',
-    met: true,
-}));
-// 8. order_flow_absorption
-register('order_flow_absorption', (fact) => ({
-    name: 'order_flow_absorption',
-    met: fact.conditions.orderbook_imbalance_bid ?? false, // Proxy via orderbook data
-}));
-// 9. funding_contrarian
-register('funding_contrarian', (fact) => ({
-    name: 'funding_contrarian',
-    met: fact.conditions.funding_not_crowded ?? false,
-    value: indNum(fact, 'fundingZScore'),
-}));
-// 10. funding_extreme
-register('funding_extreme', (fact) => ({
-    name: 'funding_extreme',
-    met: fact.conditions.funding_extreme ?? false,
-    value: indNum(fact, 'fundingZScore'),
-}));
-// 11. oi_elevated
-register('oi_elevated', (fact) => ({
-    name: 'oi_elevated',
-    met: fact.conditions.oi_elevated ?? false,
-    value: indNum(fact, 'oiRatio'),
-}));
-// 12. price_at_level
-register('price_at_level', (fact) => ({
-    name: 'price_at_level',
-    met: fact.conditions.ema_proximity_50 ?? false, // Closest proxy
-}));
-// ─── New 11 conditions (Phase 13) ──────────────────────────────────────
-// 13. macd_crossover
-register('macd_crossover', (fact) => ({
-    name: 'macd_crossover',
-    met: fact.conditions.macd_crossover ?? false,
-}));
-// 14. macd_divergence
-register('macd_divergence', (fact) => ({
-    name: 'macd_divergence',
-    met: fact.conditions.macd_divergence ?? false,
-}));
-// 15. bollinger_squeeze — supports custom maxBandwidth param
-register('bollinger_squeeze', (fact, params) => {
-    const maxBW = params.maxBandwidth ?? 3.0;
-    const bb = ind(fact, 'bb');
-    const bw = bb?.bandwidth ?? 0;
-    return {
-        name: 'bollinger_squeeze',
-        met: bw > 0 && bw < maxBW,
-        value: bw,
-    };
-});
-// 16. bollinger_breakout
-register('bollinger_breakout', (fact) => ({
-    name: 'bollinger_breakout',
-    met: fact.conditions.bollinger_breakout ?? false,
-}));
-// 17. vwap_position
-register('vwap_position', (fact) => ({
-    name: 'vwap_position',
-    met: fact.conditions.vwap_position_above ?? fact.conditions.vwap_position_below ?? false,
-}));
-// 18. stoch_rsi_extreme
-register('stoch_rsi_extreme', (fact) => ({
-    name: 'stoch_rsi_extreme',
-    met: (fact.conditions.stoch_rsi_oversold ?? false) || (fact.conditions.stoch_rsi_overbought ?? false),
-}));
-// 19. adx_trending
-register('adx_trending', (fact, params) => {
-    const minAdx = params.minAdx ?? 25;
-    const adx = indNum(fact, 'adx');
-    return {
-        name: 'adx_trending',
-        met: adx > minAdx,
-        value: adx,
-    };
-});
-// 20. adx_ranging
-register('adx_ranging', (fact, params) => {
-    const maxAdx = params.maxAdx ?? 20;
-    const adx = indNum(fact, 'adx');
-    return {
-        name: 'adx_ranging',
-        met: adx < maxAdx,
-        value: adx,
-    };
-});
-// 21. ichimoku_cloud
-register('ichimoku_cloud', (fact) => ({
-    name: 'ichimoku_cloud',
-    met: (fact.conditions.ichimoku_bullish ?? false) || (fact.conditions.ichimoku_bearish ?? false),
-}));
-// 22. obv_divergence
-register('obv_divergence', (fact) => ({
-    name: 'obv_divergence',
-    met: (fact.conditions.obv_divergence_bullish ?? false) || (fact.conditions.obv_divergence_bearish ?? false),
-}));
-// 23. supertrend_direction
-register('supertrend_direction', (fact) => ({
-    name: 'supertrend_direction',
-    met: (fact.conditions.supertrend_bullish ?? false) || (fact.conditions.supertrend_bearish ?? false),
-}));

package/assets/plugin/strategy/evaluator.d.ts

@@ -1,70 +0,0 @@
-export interface SymbolFact {
-    symbol: string;
-    time: string;
-    indicators: Record<string, unknown>;
-    conditions: Record<string, boolean>;
-    regime: string;
-    regime_confidence: number;
-}
-export interface ConditionConfig {
-    type: string;
-    params: Record<string, number>;
-}
-export interface StrategyConfig {
-    name: string;
-    description: string;
-    version: number;
-    regimeWhitelist: string[];
-    minConfidence: number;
-    directionRule: string;
-    conditions: ConditionConfig[];
-    entryRule: {
-        type: string;
-        params: Record<string, number>;
-    };
-    stopRule: {
-        type: string;
-        params: Record<string, number>;
-    };
-    targetRMultiples: number[];
-    /** Dedicated portfolio catalog rows are not declarative generic strategies. */
-    executionModel?: string;
-}
-export interface StrategyRow {
-    id: number;
-    name: string;
-    description: string;
-    config: StrategyConfig;
-    is_builtin: boolean;
-    is_active: boolean;
-    backtest_result: unknown | null;
-    created_at: string;
-    updated_at: string;
-}
-export interface ConditionEvalResult {
-    name: string;
-    met: boolean;
-    value?: number;
-}
-export interface StrategyEvalResult {
-    strategy: string;
-    symbol: string;
-    score: number;
-    conditionsMet: number;
-    conditionsTotal: number;
-    conditions: ConditionEvalResult[];
-    regime: string;
-    regime_confidence: number;
-    summary: string;
-}
-export declare function isDeclarativeStrategyConfig(strategy: StrategyConfig): boolean;
-/**
- * Evaluate a strategy against a symbol's fact object.
- * Returns null if the strategy is regime-gated and the symbol's regime doesn't match.
- */
-export declare function evaluateStrategy(strategy: StrategyConfig, fact: SymbolFact): StrategyEvalResult | null;
-/**
- * Evaluate all active strategies against all symbol facts.
- * Returns ranked results above minScore.
- */
-export declare function scanAllPairs(strategies: StrategyConfig[], facts: SymbolFact[], minScore?: number): StrategyEvalResult[];

package/assets/plugin/strategy/evaluator.js

@@ -1,98 +0,0 @@
-// Lightweight strategy evaluator for plugin-side condition checking.
-// Reads pre-computed fact objects from intelligence service (boolean conditions + indicator values).
-// Does NOT duplicate the full condition logic from intelligence — reads pre-evaluated booleans
-// and optionally checks threshold-based conditions against indicator values.
-import { CONDITION_EVALUATORS } from './condition-registry.js';
-import { getCachedTradingParams } from '../trading-params-cache.js';
-export function isDeclarativeStrategyConfig(strategy) {
-    return strategy.executionModel === undefined || strategy.executionModel === 'declarative';
-}
-// ─── Evaluator ──────────────────────────────────────────────────────────
-/**
- * Evaluate a strategy against a symbol's fact object.
- * Returns null if the strategy is regime-gated and the symbol's regime doesn't match.
- */
-export function evaluateStrategy(strategy, fact) {
-    if (!isDeclarativeStrategyConfig(strategy))
-        return null;
-    // Check regime gate
-    if (strategy.regimeWhitelist.length > 0) {
-        const matchesRegime = strategy.regimeWhitelist.some(r => r === fact.regime || r === 'ANY');
-        if (!matchesRegime)
-            return null;
-    }
-    // Check regime confidence — use the LOWER of strategy minConfidence and user's global floor
-    const tp = getCachedTradingParams();
-    const effectiveMinConf = Math.min(strategy.minConfidence, tp.regimeConfidenceFloor || strategy.minConfidence);
-    if (fact.regime_confidence < effectiveMinConf)
-        return null;
-    // Evaluate each condition
-    const results = [];
-    for (const cond of strategy.conditions) {
-        const evaluator = CONDITION_EVALUATORS.get(cond.type);
-        if (evaluator) {
-            results.push(evaluator(fact, cond.params));
-        }
-        else {
-            // Fallback: try to read directly from fact.conditions map
-            const boolKey = cond.type;
-            const met = fact.conditions[boolKey] ?? false;
-            results.push({ name: cond.type, met });
-        }
-    }
-    const conditionsMet = results.filter(r => r.met).length;
-    const conditionsTotal = results.length;
-    const score = conditionsTotal > 0 ? (conditionsMet / conditionsTotal) * 10 : 0;
-    // Build summary
-    const metNames = results.filter(r => r.met).map(r => r.name).join(', ');
-    const summary = buildSummary(strategy, fact, results);
-    return {
-        strategy: strategy.name,
-        symbol: fact.symbol,
-        score: Math.round(score * 10) / 10,
-        conditionsMet,
-        conditionsTotal,
-        conditions: results,
-        regime: fact.regime,
-        regime_confidence: fact.regime_confidence,
-        summary,
-    };
-}
-/**
- * Evaluate all active strategies against all symbol facts.
- * Returns ranked results above minScore.
- */
-export function scanAllPairs(strategies, facts, minScore = 4) {
-    const results = [];
-    for (const fact of facts) {
-        for (const strategy of strategies) {
-            const result = evaluateStrategy(strategy, fact);
-            if (result && result.score >= minScore) {
-                results.push(result);
-            }
-        }
-    }
-    // Sort by score descending
-    results.sort((a, b) => b.score - a.score);
-    return results;
-}
-// ─── Summary builder ────────────────────────────────────────────────────
-function buildSummary(strategy, fact, results) {
-    const ind = fact.indicators;
-    const parts = [];
-    // Regime context
-    parts.push(`${fact.regime} (${(fact.regime_confidence * 100).toFixed(0)}%)`);
-    // Key indicator values
-    if (ind.rsi14 !== undefined)
-        parts.push(`RSI ${ind.rsi14}`);
-    if (ind.adx !== undefined)
-        parts.push(`ADX ${ind.adx}`);
-    const macd = ind.macd;
-    if (macd?.crossover && macd.crossover !== 'none') {
-        parts.push(`MACD ${macd.crossover}`);
-    }
-    const funding = ind.fundingZScore;
-    if (funding !== undefined)
-        parts.push(`Funding ${funding > 0 ? '+' : ''}${funding.toFixed(1)}σ`);
-    return parts.join(', ');
-}

package/assets/plugin/tools/assessment-validation.d.ts

@@ -1,120 +0,0 @@
-import type { RealizationRule } from '../simulator/types.js';
-/** The five legitimate reasons to manually close an otherwise-bracketed
- *  position (see SKILL.md v2.10.0 Position Management Discipline).  Any other
- *  value is rejected. */
-export declare const CLOSE_REASONS: readonly ["regime_flip", "risk_limit", "bracket_integrity", "operator_command"];
-export type CloseReason = (typeof CLOSE_REASONS)[number];
-export interface CloseAssessment {
-    /** Scorecard confluence score at entry (0-10). */
-    entry_score?: number;
-    /** Current scorecard confluence score from this heartbeat's fresh analysis. */
-    current_score?: number;
-    /** Regime at entry, e.g. 'RANGE_WIDE', 'TREND_UP'. */
-    entry_regime?: string;
-    /** Regime right now, from this heartbeat's fresh analysis. */
-    current_regime?: string;
-    /** Free-text naming the specific metric that flipped.  Required for
-     *  regime_flip, risk_limit, and bracket_integrity. */
-    contradicting_metric?: string;
-    /** Telemetry only — position age in seconds. Not gated. */
-    position_age_seconds?: number;
-    /** Telemetry only — R-multiple at close (= current_r in exit-gate inputs). */
-    r_multiple_at_close?: number;
-    /** Max favorable excursion in R-multiples ever reached during this position's
-     *  lifetime. Drives the exit-gate tier classification (see
-     *  docs/EXIT_GATE_DESIGN.md §3). Optional for backwards compatibility — the
-     *  gate falls back to PASS('inputs_unavailable_mfe') when absent so the
-     *  shadow soak can surface plumbing gaps before enforce. */
-    mfe_r_peak?: number;
-}
-export interface ClosePositionArgs {
-    symbol: string;
-    reason?: string;
-    assessment?: CloseAssessment;
-    candidate_id?: string;
-    wave9_exit_token?: string;
-}
-export interface ValidationResult {
-    ok: boolean;
-    error?: string;
-}
-/** Validate a `close_position` call against the SKILL.md v2.10.0 contract.
- *  Returns {ok:true} to proceed or {ok:false, error} to reject the tool call.
- *
- *  Philosophy: force the agent to submit structured proof that a real
- *  reassessment happened.  No time gate — a 60-second close is legal if the
- *  assessment holds up.  But blank or inconsistent fields mean no reasoning,
- *  so we refuse.
- */
-export declare function validateClosePosition(args: ClosePositionArgs): ValidationResult;
-export interface CreateOrderArgs {
-    symbol: string;
-    side: string;
-    type: string;
-    amount: number;
-    price?: number;
-    stopPrice?: number;
-    setup_type?: string;
-    thesis?: string;
-    target_price?: number;
-    regime?: string;
-    regime_confidence?: number;
-    scorecard_verdict?: string;
-    confluence_score?: number;
-    invalidation_price?: number;
-    realization_rule?: unknown;
-}
-/** Validate a `create_order` call against the SKILL.md v2.10.0 contract.
- *  Only enforced in LIVE mode — paper mode is for exploration and allows
- *  missing metadata so the agent can probe without full reasoning.  Live
- *  mode = real money = must show your work.
- */
-export declare function validateCreateOrder(args: CreateOrderArgs, isLive: boolean): ValidationResult;
-/** Coerce the agent-supplied `realization_rule` (snake_case from the tool
- *  schema) into a clean RealizationRule, dropping garbage. Permissive by
- *  design — this is the agent's stated PLAN (indication), not an enforced
- *  mechanic, so we keep whatever is well-formed and default an unknown `type`
- *  to 'manual' rather than rejecting. Returns undefined for non-objects. */
-export declare function sanitizeRealizationRule(raw: unknown): RealizationRule | undefined;
-/** Verdicts the agent can file at heartbeat for an open position. `trim` is
- *  intentionally absent until `partial_close` exists as a real action — see
- *  POSITION_DECISION_JOURNAL_PLAN.md §3 redirect #4. */
-export declare const REVIEW_VERDICTS: readonly ["hold", "add_on", "close_recommended"];
-export type ReviewVerdict = (typeof REVIEW_VERDICTS)[number];
-export declare const THESIS_STATUSES: readonly ["intact", "weakening", "invalidated", "evolving"];
-export type ThesisStatus = (typeof THESIS_STATUSES)[number];
-export interface PositionReviewItem {
-    symbol?: string;
-    position_open_at?: number;
-    verdict?: string;
-    thesis_status?: string;
-    entry_score?: number;
-    current_score?: number;
-    score_delta?: number;
-    confluence_components?: Record<string, unknown>;
-    regime_entry?: string;
-    regime_current?: string;
-    regime_confidence?: number;
-    r_multiple?: number;
-    distance_to_stop_bps?: number;
-    distance_to_target_bps?: number;
-    time_in_position_minutes?: number;
-    mfe_r?: number;
-    give_back_pct?: number;
-    what_changed?: string;
-    invalidation_trigger?: string;
-}
-export interface RecordPositionReviewsArgs {
-    reviews?: unknown;
-}
-/** Validate a `record_position_reviews` call. Per-review rules from
- *  POSITION_REVIEW_PLAN.md §7.2 plus a top-level superset rule when the caller
- *  passes the open-positions snapshot.
- *
- *  Returns either {ok:true} (proceed) or {ok:false, error} (reject the whole
- *  call — partial-success would corrupt the audit trail).
- */
-export declare function validatePositionReviews(args: RecordPositionReviewsArgs, ctx?: {
-    openSymbols?: ReadonlySet<string>;
-    gateMode?: 'off' | 'shadow' | 'observe' | 'enforce';
-}): ValidationResult;