@reefclaw/connect 0.1.5 → 0.1.7

package/assets/shared/signals/strategy-adapter.js

@@ -4,6 +4,7 @@ import { evaluateConditions } from './conditions/registry.js';
 import { resolveDirection } from './direction-rules.js';
 import { computeEntry } from './entry-rules.js';
 import { computeStop } from './stop-rules.js';
+import { computeATR } from '../shared/indicators.js';
 /**
  * Higher-timeframe tick gating state, keyed by
  * `${gateNamespace}\x1f${strategyName}:${symbol}`.
@@ -36,6 +37,73 @@ function pickTimeframeBars(ctx, tf) {
         return ctx.ohlcv4h ?? [];
     return ctx.ohlcv1h;
 }
+const TF_MS = {
+    '1h': 3_600_000,
+    '4h': 4 * 3_600_000,
+    '1d': 24 * 3_600_000,
+};
+/** Median spacing of the last few bars — robust bar-cadence probe. */
+function barSpacingMs(bars) {
+    const n = bars.length;
+    if (n < 2)
+        return 0;
+    const deltas = [];
+    for (let i = Math.max(1, n - 4); i < n; i++) {
+        deltas.push(bars[i].time.getTime() - bars[i - 1].time.getTime());
+    }
+    deltas.sort((a, b) => a - b);
+    return deltas[Math.floor(deltas.length / 2)];
+}
+/**
+ * Live parity for higher-timeframe strategies (the tfHours-aware-stops fix,
+ * 2026-07 — see docs/STRATEGY_RESEARCH_2026-07.md §6.4 / CLAUDE.md ★).
+ *
+ * Every implicit bar read in this engine — stop rules
+ * (`findSwingPoints(ctx.ohlcv1h.slice(-48))`), entry rules
+ * (`computeEMA(ctx.ohlcv1h…)`), conditions without a `tfHours` param
+ * (ema_proximity, stoch_rsi_extreme, adx_*, …) and `ctx.atr14` — targets the
+ * `ohlcv1h` slot. The backtest engine feeds MAIN-timeframe bars into that
+ * slot (and computes atr14 from them), so a 4h/1d strategy backtests against
+ * primary-timeframe geometry. LIVE contexts put real 1h bars there, so the
+ * same strategy would compute stops/EMAs/ATR from 1h data — a 1d ATR is ~8×
+ * the 1h ATR, so live stops came out ~8× too tight. This helper gives the
+ * evaluation the exact context shape the backtest validated: primary bars in
+ * the `ohlcv1h` slot, atr14 recomputed from them (same computeATR the
+ * backtest and live context builders use).
+ *
+ * Detection, not configuration: when the `ohlcv1h` slot already carries
+ * primary-cadence bars (median spacing ≥ 90% of the primary bar duration —
+ * i.e. a backtest context), the context is returned UNTOUCHED, so backtest
+ * behaviour is byte-identical by construction (including warm-up: the
+ * backtest engine already refuses to build a context below 50 main bars).
+ * A live 1h series can only look primary-spaced through a data gap, in
+ * which case we fall back to the untouched context (pre-fix behaviour)
+ * rather than guessing.
+ *
+ * Returns null for a LIVE context whose primary-timeframe history is below
+ * the backtest's 50-bar warm-up — the caller skips evaluation, mirroring
+ * the backtest's null-context warm-up window.
+ *
+ * Exported for tests.
+ */
+export function resolvePrimaryContext(ctx, tf, tfBars) {
+    if (tf === '1h')
+        return ctx;
+    const spacing = barSpacingMs(ctx.ohlcv1h);
+    if (spacing === 0 || spacing >= TF_MS[tf] * 0.9)
+        return ctx; // already primary (backtest) or undecidable
+    if (tfBars.length < 50)
+        return null; // live warm-up parity with the backtest engine
+    const highs = tfBars.map(b => b.high);
+    const lows = tfBars.map(b => b.low);
+    const closes = tfBars.map(b => b.close);
+    const atr14 = computeATR(highs, lows, closes, 14);
+    return {
+        ...ctx,
+        ohlcv1h: tfBars,
+        atr14: Number.isFinite(atr14) && atr14 > 0 ? atr14 : ctx.atr14,
+    };
+}
 /** Empty no-signal evaluation — used when gating skips a strategy. */
 const SKIPPED = { direction: null, conditions: [], trade: undefined };
 /**
@@ -75,40 +143,49 @@ export function adaptStrategy(config, gateNamespace) {
                 return SKIPPED;
             }
             lastEvaluatedBarTime.set(gateKey, latestBarTime);
+            // ─── Higher-timeframe live parity ──────────────────────────────
+            // Evaluate against a context whose implicit-1h slot carries
+            // primary-timeframe bars — see resolvePrimaryContext. Backtest
+            // contexts pass through untouched; only live contexts for 4h/1d
+            // strategies are adapted, and a live context below the backtest's
+            // 50-bar warm-up resolves to null → skip.
+            const ectx = resolvePrimaryContext(ctx, tf, tfBars);
+            if (ectx === null)
+                return SKIPPED;
             // ─── SkipIf gates ──────────────────────────────────────────────
             // Portfolio-wide / cross-symbol filters. If any are met the
             // strategy is skipped this tick. Evaluated before main conditions
             // so the bulk of the work is short-circuited.
             if (config.skipIf && config.skipIf.length > 0) {
-                const { conditions: skipResults } = evaluateConditions(config.skipIf, ctx, null);
+                const { conditions: skipResults } = evaluateConditions(config.skipIf, ectx, null);
                 if (skipResults.some(c => c.met))
                     return SKIPPED;
             }
             // Pass 1: evaluate conditions with direction = null
-            const { conditions: pass1, condCtx } = evaluateConditions(config.conditions, ctx, null);
+            const { conditions: pass1, condCtx } = evaluateConditions(config.conditions, ectx, null);
             // Determine direction
-            const direction = resolveDirection(config.directionRule, ctx, condCtx);
+            const direction = resolveDirection(config.directionRule, ectx, condCtx);
             // Pass 2: re-evaluate direction-sensitive conditions now that we know direction
             // (orderbook_imbalance and funding_contrarian behave differently per direction)
             const directionSensitive = new Set(['orderbook_imbalance', 'funding_contrarian', 'funding_extreme_skip', 'funding_position_ok', 'return_momentum']);
             const hasDirSensitive = config.conditions.some(c => directionSensitive.has(c.type));
             let finalConditions = pass1;
             if (direction && hasDirSensitive) {
-                const { conditions: pass2 } = evaluateConditions(config.conditions, ctx, direction);
+                const { conditions: pass2 } = evaluateConditions(config.conditions, ectx, direction);
                 // Merge: use pass2 results for direction-sensitive, pass1 for others
                 finalConditions = pass1.map((c, i) => directionSensitive.has(config.conditions[i].type) ? pass2[i] : c);
             }
             const allMet = finalConditions.every(c => c.met);
             let trade;
             if (allMet && direction) {
-                const entryZone = computeEntry(config.entryRule, ctx, direction, condCtx);
-                const stopLevel = computeStop(config.stopRule, ctx, direction, condCtx);
+                const entryZone = computeEntry(config.entryRule, ectx, direction, condCtx);
+                const stopLevel = computeStop(config.stopRule, ectx, direction, condCtx);
                 const risk = direction === 'LONG'
-                    ? ctx.currentPrice - stopLevel
-                    : stopLevel - ctx.currentPrice;
+                    ? ectx.currentPrice - stopLevel
+                    : stopLevel - ectx.currentPrice;
                 const targets = config.targetRMultiples.map(rm => direction === 'LONG'
-                    ? ctx.currentPrice + risk * rm
-                    : ctx.currentPrice - risk * rm);
+                    ? ectx.currentPrice + risk * rm
+                    : ectx.currentPrice - risk * rm);
                 trade = { entryZone, stopLevel, targets };
             }
             return { direction, conditions: finalConditions, trade };

package/assets/skill/SKILL.md

@@ -39,6 +39,12 @@ You are being connected to **ReefClaw**, a supervised trading control room. Your
 
 **Do not attempt to trade before the full instructions arrive.** If trading tools are visible but this file is still a bootstrap version (0.0.x), the connection has not completed — finish connecting first.
 
+## Host requirements (check before connecting)
+
+ReefClaw trades on Binance USD-M Futures, so **the machine running this OpenClaw must be able to reach Binance** (`fapi.binance.com`). Binance geo-restricts many locations: cheap US cloud regions — and some other jurisdictions — return **HTTP 451** ("restricted location"), and the agent then cannot fetch market data or trade. This applies even in **paper mode**, which uses live Binance prices.
+
+If your market-data calls fail with `451`, this host is geo-blocked — move the agent to a Binance-permitted region (most EU and several Asia VPS regions work). This is a hosting requirement; ReefClaw cannot configure around it.
+
 ## Connecting (first run) — saving the connect message
 
 The onboarding page at [reefclaw.com/onboarding](https://reefclaw.com/onboarding) gives the user a single **connect message** that carries THREE fields:

package/dist/cli.js

@@ -11,12 +11,28 @@ import { installPlugin } from './plugin.js';
 import { installBridge } from './bridge.js';
 import { installSkill } from './skill.js';
 import { enableConnectorSupervisor } from './supervisor-config.js';
-import { checkGateway } from './validate.js';
+import { checkGateway, checkBinanceRegion } from './validate.js';
 import { readConfig, writeConfig, mergeReefClawConfig, gatewayAuthDowngradeNeeded, openClawInstalled, openClawConfigPath, readGatewayPort, } from './openclaw.js';
 import { run, which } from './exec.js';
 import { step, ok, info, warn, fail, banner, bold, green, cyan, dim } from './ui.js';
 const DASHBOARD = 'https://www.reefclaw.com/dashboard';
 const ONBOARDING = 'https://www.reefclaw.com/onboarding';
+const OPENCLAW_FLOOR = [2026, 6, 0];
+/** Parse a `2026.6.11`-style version out of `openclaw --version` output. */
+function parseOpenClawVersion(out) {
+    const m = out.match(/(\d{4})\.(\d+)\.(\d+)/);
+    return m ? [Number(m[1]), Number(m[2]), Number(m[3])] : null;
+}
+/** True when `v` >= `floor` (calendar-semver tuple compare). */
+function meetsFloor(v, floor) {
+    for (let i = 0; i < 3; i += 1) {
+        if (v[i] > floor[i])
+            return true;
+        if (v[i] < floor[i])
+            return false;
+    }
+    return true;
+}
 function preflight() {
     const major = Number(process.versions.node.split('.')[0]);
     if (Number.isFinite(major) && major < 20) {
@@ -29,6 +45,18 @@ function preflight() {
         info(`(If your config lives elsewhere, set OPENCLAW_CONFIG_PATH. Looked at: ${openClawConfigPath()})`);
         process.exit(1);
     }
+    // OpenClaw must be new enough to load the plugin. 2026.4's install scanner
+    // hard-blocks the plugin and its plugin-API floor is below ours (>=2026.6.0),
+    // so proceeding would only fail cryptically at install time. Fail fast — but
+    // ONLY on a version we could parse and confirm is too old; a missing CLI or
+    // unrecognised output stays out of the way (the loader still guards it).
+    const verOut = which('openclaw') ? run('openclaw', ['--version'], { timeoutMs: 10_000 }) : null;
+    const parsed = verOut?.ok ? parseOpenClawVersion(verOut.stdout) : null;
+    if (parsed && !meetsFloor(parsed, OPENCLAW_FLOOR)) {
+        fail(`OpenClaw ${parsed.join('.')} is too old — ReefClaw needs ${OPENCLAW_FLOOR.join('.')} or newer.`);
+        info('Update OpenClaw, then re-run: npm i -g openclaw@latest');
+        process.exit(1);
+    }
 }
 /** Re-write openclaw.json: preserve the user's existing config, overlay the
  *  ENTIRE plugins section the link wrote (the link can wipe other sections, so
@@ -91,6 +119,10 @@ function nextSteps() {
 async function main() {
     banner(bold(cyan('ReefClaw connect')) + dim('  — link your OpenClaw agent to ReefClaw (paper trading)'));
     preflight();
+    // Prevention: a host in a Binance-restricted region (HTTP 451) can't trade —
+    // not even paper, which uses live Binance prices. Advisory (never fatal); the
+    // dashboard readiness surface re-checks it live after connect.
+    const binanceReachable = await checkBinanceRegion();
     const pre = readConfig();
     const plugin = installPlugin();
     const merged = wireConfig(pre);
@@ -115,6 +147,9 @@ async function main() {
     if (!supervised) {
         warn('Connector supervision was not enabled — see the message above to finish it.');
     }
+    if (!binanceReachable) {
+        warn('This host looks geo-blocked by Binance (HTTP 451) — trading will not work until you run the agent from a Binance-permitted region (most EU / several Asia VPS regions).');
+    }
     nextSteps();
 }
 main().catch((err) => {

package/dist/validate.js

@@ -1,19 +1,16 @@
 // Light post-install checks. We can only verify the LOCAL gateway here — the
 // relay handshake only succeeds once the user pastes their connect message
 // (that's the onboarding "auto-detect" step on the dashboard).
-import { step, ok, warn, info } from './ui.js';
+import { step, ok, warn, info, fail } from './ui.js';
 /** Any HTTP response from the local gateway means OpenClaw is up and reachable.
  *  A connection refused means OpenClaw isn't running. */
 export async function checkGateway(port) {
     step('Checking the local OpenClaw gateway');
     const url = `http://127.0.0.1:${port}/`;
+    const ctrl = new AbortController();
+    const t = setTimeout(() => ctrl.abort(), 3000);
     try {
-        const ctrl = new AbortController();
-        const t = setTimeout(() => ctrl.abort(), 3000);
-        await fetch(url, { signal: ctrl.signal }).catch((e) => {
-            throw e;
-        });
-        clearTimeout(t);
+        await fetch(url, { signal: ctrl.signal });
         ok(`gateway reachable on port ${port}`);
         return true;
     }
@@ -25,4 +22,39 @@ export async function checkGateway(port) {
         info('Make sure OpenClaw is running (the agent must be up for trading to work).');
         return false;
     }
+    finally {
+        clearTimeout(t);
+    }
+}
+/** Probe whether Binance USD-M Futures is reachable from THIS host. A `451` is
+ *  Binance's geo-restriction signal — the host's region is blocked, and trading
+ *  (even paper mode, which uses live Binance prices) cannot work from here. The
+ *  probe is advisory: only a definitive `451` returns false; a network hiccup /
+ *  timeout is NOT a geo-block, so we stay out of the way and let the dashboard
+ *  readiness surface confirm a real, persistent problem later. Never fatal. */
+export async function checkBinanceRegion() {
+    step('Checking Binance reachability from this host');
+    const url = 'https://fapi.binance.com/fapi/v1/ping';
+    const ctrl = new AbortController();
+    const t = setTimeout(() => ctrl.abort(), 5000);
+    try {
+        const res = await fetch(url, { signal: ctrl.signal });
+        if (res.status === 451) {
+            fail('Binance returned HTTP 451 — this host is in a Binance-restricted region.');
+            info('Trading (and paper mode, which uses live Binance prices) cannot work from here.');
+            info('Run the agent from a Binance-permitted region — most EU / several Asia VPS regions work.');
+            return false;
+        }
+        ok('Binance is reachable from this host');
+        return true;
+    }
+    catch {
+        // DNS / timeout / transient network — not a definitive geo-block. Don't
+        // block the install on a flaky probe.
+        info('Could not probe Binance reachability (network hiccup) — skipping; the dashboard verifies it after connect.');
+        return true;
+    }
+    finally {
+        clearTimeout(t);
+    }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reefclaw/connect",
-  "version": "0.1.5",
+  "version": "0.1.7",
   "description": "One-command installer that connects your OpenClaw agent to ReefClaw (paper trading, no exchange keys).",
   "type": "module",
   "bin": {

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

@@ -1,284 +0,0 @@
-// 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/shared/signals/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[];
-};