@reefclaw/connect 0.1.11 → 0.1.12

package/assets/plugin/shared/indicators-extended.d.ts

@@ -1,52 +0,0 @@
-export interface OhlcvInput {
-    open: number;
-    high: number;
-    low: number;
-    close: number;
-    volume: number;
-}
-export interface MACDResult {
-    line: number;
-    signal: number;
-    histogram: number;
-    crossover: 'bullish' | 'bearish' | 'none';
-}
-export interface BollingerResult {
-    upper: number;
-    middle: number;
-    lower: number;
-    bandwidth: number;
-    percentB: number;
-}
-export interface StochRSIResult {
-    k: number;
-    d: number;
-}
-export interface IchimokuResult {
-    tenkan: number;
-    kijun: number;
-    senkouA: number;
-    senkouB: number;
-    chikou: number;
-    cloudPosition: 'above' | 'below' | 'inside';
-}
-export interface SupertrendResult {
-    value: number;
-    direction: 'bullish' | 'bearish';
-}
-export declare function computeMACD(closes: number[], fast?: number, slow?: number, signal?: number): MACDResult;
-export declare function computeBollingerBands(closes: number[], period?: number, stdDev?: number): BollingerResult;
-export declare function computeVWAP(bars: OhlcvInput[]): number;
-export declare function computeStochRSI(closes: number[], rsiPeriod?: number, stochPeriod?: number, kSmooth?: number, dSmooth?: number): StochRSIResult;
-export declare function computeADX(highs: number[], lows: number[], closes: number[], period?: number): {
-    adx: number;
-    plusDI: number;
-    minusDI: number;
-};
-export declare function computeIchimoku(highs: number[], lows: number[], closes: number[], tenkanPeriod?: number, kijunPeriod?: number, senkouBPeriod?: number): IchimokuResult;
-export declare function computeOBV(closes: number[], volumes: number[]): {
-    obv: number;
-    slope: 'rising' | 'falling' | 'flat';
-};
-export declare function computeSupertrend(highs: number[], lows: number[], closes: number[], period?: number, multiplier?: number): SupertrendResult;
-export declare function computeWilliamsR(highs: number[], lows: number[], closes: number[], period?: number): number;

package/assets/plugin/shared/indicators-extended.js

@@ -1,291 +0,0 @@
-// ⚠️ GENERATED FILE — DO NOT EDIT.
-// Canonical source of truth: shared/src/shared/indicators-extended.ts
-// Regenerate: node scripts/sync-shared-code.mjs  (enforced by shared-code-sync.test.ts)
-//
-// This copy exists because this package builds with tsc and deploys as a
-// self-contained tree that strips workspace deps, so it cannot import
-// @reefclaw/shared runtime code across the deploy boundary.
-// Extended indicator computations for Phase 13 — Expanded Indicators.
-// Wraps technicalindicators library + custom implementations.
-// All functions take OHLCV arrays (oldest first) and return latest values.
-import { computeATRSeries, computeRSI, mean, computeStd } from './indicators.js';
-// ─── MACD (12, 26, 9) ──────────────────────────────────────────────────
-export function computeMACD(closes, fast = 12, slow = 26, signal = 9) {
-    if (closes.length < slow + signal) {
-        return { line: 0, signal: 0, histogram: 0, crossover: 'none' };
-    }
-    // Compute full EMA series (both aligned to start at index `slow - 1`)
-    const emaFastSeries = emaSeries(closes, fast);
-    const emaSlowSeries = emaSeries(closes, slow);
-    // Align: fast series starts earlier, so take the tail matching slow series length
-    const offset = emaFastSeries.length - emaSlowSeries.length;
-    const macdLine = [];
-    for (let i = 0; i < emaSlowSeries.length; i++) {
-        macdLine.push(emaFastSeries[i + offset] - emaSlowSeries[i]);
-    }
-    // Signal line = EMA of MACD line
-    const signalSeries = emaSeries(macdLine, signal);
-    const sigOffset = macdLine.length - signalSeries.length;
-    const currentLine = macdLine[macdLine.length - 1];
-    const currentSignal = signalSeries[signalSeries.length - 1];
-    const prevLine = macdLine.length >= 2 ? macdLine[macdLine.length - 2] : currentLine;
-    const prevSignalIdx = signalSeries.length >= 2 ? signalSeries.length - 2 : signalSeries.length - 1;
-    const prevSignal = signalSeries[prevSignalIdx];
-    let crossover = 'none';
-    if (prevLine <= prevSignal && currentLine > currentSignal)
-        crossover = 'bullish';
-    else if (prevLine >= prevSignal && currentLine < currentSignal)
-        crossover = 'bearish';
-    return {
-        line: currentLine,
-        signal: currentSignal,
-        histogram: currentLine - currentSignal,
-        crossover,
-    };
-}
-// ─── Bollinger Bands (20, 2σ) ───────────────────────────────────────────
-export function computeBollingerBands(closes, period = 20, stdDev = 2) {
-    if (closes.length < period) {
-        const p = closes[closes.length - 1] ?? 0;
-        return { upper: p, middle: p, lower: p, bandwidth: 0, percentB: 0.5 };
-    }
-    const slice = closes.slice(-period);
-    const middle = mean(slice);
-    const std = computeStd(slice);
-    const upper = middle + stdDev * std;
-    const lower = middle - stdDev * std;
-    const bandwidth = middle > 0 ? ((upper - lower) / middle) * 100 : 0;
-    const price = closes[closes.length - 1];
-    const percentB = upper !== lower ? (price - lower) / (upper - lower) : 0.5;
-    return { upper, middle, lower, bandwidth, percentB };
-}
-// ─── VWAP ───────────────────────────────────────────────────────────────
-export function computeVWAP(bars) {
-    if (bars.length === 0)
-        return 0;
-    let cumVolume = 0;
-    let cumTPxVol = 0;
-    for (const bar of bars) {
-        const tp = (bar.high + bar.low + bar.close) / 3;
-        cumVolume += bar.volume;
-        cumTPxVol += tp * bar.volume;
-    }
-    return cumVolume > 0 ? cumTPxVol / cumVolume : bars[bars.length - 1].close;
-}
-// ─── Stochastic RSI (14, 14, 3, 3) ─────────────────────────────────────
-export function computeStochRSI(closes, rsiPeriod = 14, stochPeriod = 14, kSmooth = 3, dSmooth = 3) {
-    if (closes.length < rsiPeriod + stochPeriod + dSmooth) {
-        return { k: 50, d: 50 };
-    }
-    // Compute RSI series
-    const rsiValues = [];
-    for (let i = rsiPeriod + 1; i <= closes.length; i++) {
-        rsiValues.push(computeRSI(closes.slice(0, i), rsiPeriod));
-    }
-    if (rsiValues.length < stochPeriod)
-        return { k: 50, d: 50 };
-    // Stochastic of RSI
-    const rawK = [];
-    for (let i = stochPeriod - 1; i < rsiValues.length; i++) {
-        const window = rsiValues.slice(i - stochPeriod + 1, i + 1);
-        const min = Math.min(...window);
-        const max = Math.max(...window);
-        rawK.push(max !== min ? ((rsiValues[i] - min) / (max - min)) * 100 : 50);
-    }
-    // %K = SMA of raw stochastic
-    const kValues = sma(rawK, kSmooth);
-    // %D = SMA of %K
-    const dValues = sma(kValues, dSmooth);
-    return {
-        k: Math.round(kValues[kValues.length - 1] ?? 50),
-        d: Math.round(dValues[dValues.length - 1] ?? 50),
-    };
-}
-// ─── ADX (14) ───────────────────────────────────────────────────────────
-export function computeADX(highs, lows, closes, period = 14) {
-    if (highs.length < period * 2 + 1) {
-        return { adx: 0, plusDI: 0, minusDI: 0 };
-    }
-    const plusDM = [];
-    const minusDM = [];
-    const tr = [];
-    for (let i = 1; i < highs.length; i++) {
-        const upMove = highs[i] - highs[i - 1];
-        const downMove = lows[i - 1] - lows[i];
-        plusDM.push(upMove > downMove && upMove > 0 ? upMove : 0);
-        minusDM.push(downMove > upMove && downMove > 0 ? downMove : 0);
-        tr.push(Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1])));
-    }
-    // Smooth with Wilder's smoothing (equivalent to EMA with alpha=1/period)
-    const smoothPlusDM = wilderSmooth(plusDM, period);
-    const smoothMinusDM = wilderSmooth(minusDM, period);
-    const smoothTR = wilderSmooth(tr, period);
-    // +DI and -DI series
-    const plusDISeries = [];
-    const minusDISeries = [];
-    for (let i = 0; i < smoothTR.length; i++) {
-        plusDISeries.push(smoothTR[i] > 0 ? (smoothPlusDM[i] / smoothTR[i]) * 100 : 0);
-        minusDISeries.push(smoothTR[i] > 0 ? (smoothMinusDM[i] / smoothTR[i]) * 100 : 0);
-    }
-    // DX series
-    const dxSeries = [];
-    for (let i = 0; i < plusDISeries.length; i++) {
-        const sum = plusDISeries[i] + minusDISeries[i];
-        dxSeries.push(sum > 0 ? (Math.abs(plusDISeries[i] - minusDISeries[i]) / sum) * 100 : 0);
-    }
-    // ADX = Wilder smooth of DX
-    const adxSeries = wilderSmooth(dxSeries, period);
-    return {
-        adx: Math.round(adxSeries[adxSeries.length - 1] ?? 0),
-        plusDI: Math.round(plusDISeries[plusDISeries.length - 1] ?? 0),
-        minusDI: Math.round(minusDISeries[minusDISeries.length - 1] ?? 0),
-    };
-}
-// ─── Ichimoku Cloud ─────────────────────────────────────────────────────
-export function computeIchimoku(highs, lows, closes, tenkanPeriod = 9, kijunPeriod = 26, senkouBPeriod = 52) {
-    const n = highs.length;
-    if (n < senkouBPeriod) {
-        const p = closes[n - 1] ?? 0;
-        return { tenkan: p, kijun: p, senkouA: p, senkouB: p, chikou: p, cloudPosition: 'inside' };
-    }
-    const midpoint = (arr, period, end) => {
-        const slice = arr.slice(Math.max(0, end - period + 1), end + 1);
-        return (Math.max(...slice) + Math.min(...slice)) / 2;
-    };
-    const tenkan = midpoint(highs.concat().map((h, i) => Math.max(h, lows[i])), tenkanPeriod, n - 1);
-    const kijun = midpoint(highs.concat().map((h, i) => Math.max(h, lows[i])), kijunPeriod, n - 1);
-    // Recalculate properly using highs and lows separately
-    const tenkanH = Math.max(...highs.slice(-tenkanPeriod));
-    const tenkanL = Math.min(...lows.slice(-tenkanPeriod));
-    const tenkanVal = (tenkanH + tenkanL) / 2;
-    const kijunH = Math.max(...highs.slice(-kijunPeriod));
-    const kijunL = Math.min(...lows.slice(-kijunPeriod));
-    const kijunVal = (kijunH + kijunL) / 2;
-    const senkouA = (tenkanVal + kijunVal) / 2;
-    const senkouBH = Math.max(...highs.slice(-senkouBPeriod));
-    const senkouBL = Math.min(...lows.slice(-senkouBPeriod));
-    const senkouB = (senkouBH + senkouBL) / 2;
-    const chikou = closes[n - 1]; // Current close (projected back 26 periods)
-    const price = closes[n - 1];
-    const cloudTop = Math.max(senkouA, senkouB);
-    const cloudBottom = Math.min(senkouA, senkouB);
-    const cloudPosition = price > cloudTop ? 'above' : price < cloudBottom ? 'below' : 'inside';
-    return { tenkan: tenkanVal, kijun: kijunVal, senkouA, senkouB, chikou, cloudPosition };
-}
-// ─── OBV (On-Balance Volume) ────────────────────────────────────────────
-export function computeOBV(closes, volumes) {
-    if (closes.length < 2)
-        return { obv: 0, slope: 'flat' };
-    let obv = 0;
-    const obvSeries = [0];
-    for (let i = 1; i < closes.length; i++) {
-        if (closes[i] > closes[i - 1])
-            obv += volumes[i];
-        else if (closes[i] < closes[i - 1])
-            obv -= volumes[i];
-        obvSeries.push(obv);
-    }
-    // Slope over last 10 bars
-    const lookback = Math.min(10, obvSeries.length);
-    const recent = obvSeries.slice(-lookback);
-    const first = recent[0];
-    const last = recent[recent.length - 1];
-    const threshold = Math.abs(first) * 0.01; // 1% threshold
-    const slope = last - first > threshold ? 'rising' : last - first < -threshold ? 'falling' : 'flat';
-    return { obv, slope };
-}
-// ─── Supertrend (10, 3) ─────────────────────────────────────────────────
-export function computeSupertrend(highs, lows, closes, period = 10, multiplier = 3) {
-    const atrSeries = computeATRSeries(highs, lows, closes, period);
-    if (atrSeries.length === 0) {
-        return { value: closes[closes.length - 1] ?? 0, direction: 'bullish' };
-    }
-    // ATR series starts at index 1 (needs previous close for TR)
-    // Align: atrSeries[i] corresponds to bar index i+1
-    let upperBand = 0;
-    let lowerBand = 0;
-    let supertrend = 0;
-    let direction = 'bullish';
-    for (let i = 0; i < atrSeries.length; i++) {
-        const barIdx = i + 1; // offset for TR calculation
-        const hl2 = (highs[barIdx] + lows[barIdx]) / 2;
-        const atr = atrSeries[i];
-        const basicUpper = hl2 + multiplier * atr;
-        const basicLower = hl2 - multiplier * atr;
-        upperBand = i > 0 && basicUpper < upperBand && closes[barIdx - 1] > upperBand ? upperBand : basicUpper;
-        lowerBand = i > 0 && basicLower > lowerBand && closes[barIdx - 1] < lowerBand ? lowerBand : basicLower;
-        if (i === 0) {
-            supertrend = closes[barIdx] > upperBand ? lowerBand : upperBand;
-            direction = closes[barIdx] > upperBand ? 'bullish' : 'bearish';
-        }
-        else {
-            if (direction === 'bullish') {
-                if (closes[barIdx] < lowerBand) {
-                    direction = 'bearish';
-                    supertrend = upperBand;
-                }
-                else {
-                    supertrend = lowerBand;
-                }
-            }
-            else {
-                if (closes[barIdx] > upperBand) {
-                    direction = 'bullish';
-                    supertrend = lowerBand;
-                }
-                else {
-                    supertrend = upperBand;
-                }
-            }
-        }
-    }
-    return { value: supertrend, direction };
-}
-// ─── Williams %R (14) ───────────────────────────────────────────────────
-export function computeWilliamsR(highs, lows, closes, period = 14) {
-    if (highs.length < period)
-        return -50;
-    const recentHighs = highs.slice(-period);
-    const recentLows = lows.slice(-period);
-    const hh = Math.max(...recentHighs);
-    const ll = Math.min(...recentLows);
-    const close = closes[closes.length - 1];
-    return hh !== ll ? ((hh - close) / (hh - ll)) * -100 : -50;
-}
-// ─── Helper: EMA series ─────────────────────────────────────────────────
-function emaSeries(data, period) {
-    if (data.length === 0)
-        return [];
-    if (data.length < period)
-        return [data[data.length - 1]];
-    const k = 2 / (period + 1);
-    const result = [];
-    let ema = mean(data.slice(0, period));
-    result.push(ema);
-    for (let i = period; i < data.length; i++) {
-        ema = data[i] * k + ema * (1 - k);
-        result.push(ema);
-    }
-    return result;
-}
-// ─── Helper: SMA series ─────────────────────────────────────────────────
-function sma(data, period) {
-    if (data.length < period)
-        return data.length > 0 ? [mean(data)] : [];
-    const result = [];
-    for (let i = period - 1; i < data.length; i++) {
-        result.push(mean(data.slice(i - period + 1, i + 1)));
-    }
-    return result;
-}
-// ─── Helper: Wilder's smoothing ─────────────────────────────────────────
-function wilderSmooth(data, period) {
-    if (data.length < period)
-        return [];
-    const result = [];
-    result.push(mean(data.slice(0, period)));
-    for (let i = period; i < data.length; i++) {
-        result.push((result[result.length - 1] * (period - 1) + data[i]) / period);
-    }
-    return result;
-}

package/assets/plugin/shared/indicators.d.ts

@@ -1,15 +0,0 @@
-export declare function computeEMA(data: number[], period: number): number;
-export declare function computeATR(highs: number[], lows: number[], closes: number[], period: number): number;
-export declare function computeATRSeries(highs: number[], lows: number[], closes: number[], period: number): number[];
-export declare function computeRSI(closes: number[], period: number): number;
-export declare function linearSlope(y: number[], x?: number[]): number;
-export declare function computeStd(data: number[]): number;
-export declare function mean(data: number[]): number;
-/** Find swing highs and lows from OHLCV bars (simple pivot-point method). */
-export declare function findSwingPoints(bars: {
-    high: number;
-    low: number;
-}[], lookback?: number): {
-    highs: number[];
-    lows: number[];
-};

package/assets/plugin/shared/indicators.js

@@ -1,114 +0,0 @@
-// ⚠️ GENERATED FILE — DO NOT EDIT.
-// Canonical source of truth: shared/src/shared/indicators.ts
-// Regenerate: node scripts/sync-shared-code.mjs  (enforced by shared-code-sync.test.ts)
-//
-// This copy exists because this package builds with tsc and deploys as a
-// self-contained tree that strips workspace deps, so it cannot import
-// @reefclaw/shared runtime code across the deploy boundary.
-// Shared indicator computation helpers.
-// Used by both regime feature engineering and signal condition evaluation.
-export function computeEMA(data, period) {
-    if (data.length < period)
-        return data[data.length - 1] ?? 0;
-    const k = 2 / (period + 1);
-    let ema = mean(data.slice(0, period));
-    for (let i = period; i < data.length; i++) {
-        ema = data[i] * k + ema * (1 - k);
-    }
-    return ema;
-}
-export function computeATR(highs, lows, closes, period) {
-    const series = computeATRSeries(highs, lows, closes, period);
-    return series[series.length - 1] ?? 0;
-}
-export function computeATRSeries(highs, lows, closes, period) {
-    if (highs.length < 2)
-        return [];
-    const tr = [];
-    for (let i = 1; i < highs.length; i++) {
-        tr.push(Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1])));
-    }
-    const atr = [];
-    atr[0] = mean(tr.slice(0, period));
-    for (let i = 1; i < tr.length; i++) {
-        atr[i] = (atr[i - 1] * (period - 1) + tr[i]) / period;
-    }
-    return atr;
-}
-export function computeRSI(closes, period) {
-    if (closes.length < period + 1)
-        return 50;
-    const changes = [];
-    for (let i = 1; i < closes.length; i++) {
-        changes.push(closes[i] - closes[i - 1]);
-    }
-    let avgGain = 0;
-    let avgLoss = 0;
-    for (let i = 0; i < period; i++) {
-        if (changes[i] > 0)
-            avgGain += changes[i];
-        else
-            avgLoss -= changes[i];
-    }
-    avgGain /= period;
-    avgLoss /= period;
-    for (let i = period; i < changes.length; i++) {
-        const gain = changes[i] > 0 ? changes[i] : 0;
-        const loss = changes[i] < 0 ? -changes[i] : 0;
-        avgGain = (avgGain * (period - 1) + gain) / period;
-        avgLoss = (avgLoss * (period - 1) + loss) / period;
-    }
-    if (avgLoss === 0)
-        return 100;
-    const rs = avgGain / avgLoss;
-    return 100 - 100 / (1 + rs);
-}
-export function linearSlope(y, x) {
-    const n = y.length;
-    if (n < 2)
-        return 0;
-    const xs = x ?? Array.from({ length: n }, (_, i) => i);
-    const mx = mean(xs);
-    const my = mean(y);
-    let num = 0;
-    let den = 0;
-    for (let i = 0; i < n; i++) {
-        num += (xs[i] - mx) * (y[i] - my);
-        den += (xs[i] - mx) ** 2;
-    }
-    return den > 0 ? num / den : 0;
-}
-export function computeStd(data) {
-    if (data.length < 2)
-        return 0;
-    const avg = mean(data);
-    const variance = data.reduce((s, v) => s + (v - avg) ** 2, 0) / (data.length - 1);
-    return Math.sqrt(variance);
-}
-export function mean(data) {
-    if (data.length === 0)
-        return 0;
-    return data.reduce((s, v) => s + v, 0) / data.length;
-}
-/** Find swing highs and lows from OHLCV bars (simple pivot-point method). */
-export function findSwingPoints(bars, lookback = 5) {
-    const highs = [];
-    const lows = [];
-    for (let i = lookback; i < bars.length - lookback; i++) {
-        let isHigh = true;
-        let isLow = true;
-        for (let j = i - lookback; j <= i + lookback; j++) {
-            if (j === i)
-                continue;
-            if (bars[j].high >= bars[i].high)
-                isHigh = false;
-            if (bars[j].low <= bars[i].low)
-                isLow = false;
-        }
-        if (isHigh)
-            highs.push(bars[i].high);
-        if (isLow)
-            lows.push(bars[i].low);
-    }
-    return { highs, lows };
-}

package/assets/plugin/signals/conditions/registry.d.ts

@@ -1,16 +0,0 @@
-import type { MarketContext, Direction } from '../types.js';
-import type { ConditionFn, ConditionConfig, ConditionContext } from './types.js';
-export declare function getConditionFn(type: string): ConditionFn | undefined;
-export declare function hasCondition(type: string): boolean;
-export declare function listConditionTypes(): string[];
-/** Evaluate an array of condition configs. Returns SignalCondition[] + shared context. */
-export declare function evaluateConditions(configs: ConditionConfig[], ctx: MarketContext, direction: Direction | null): {
-    conditions: Array<{
-        name: string;
-        met: boolean;
-        currentValue: number;
-        threshold: number;
-        description: string;
-    }>;
-    condCtx: ConditionContext;
-};