@timmeck/trading-brain 1.0.0

package/dist/ipc/server.js

@@ -0,0 +1,142 @@
+import net from 'node:net';
+import fs from 'node:fs';
+import { randomUUID } from 'node:crypto';
+import { getLogger } from '../utils/logger.js';
+import { encodeMessage, MessageDecoder } from './protocol.js';
+export class IpcServer {
+    router;
+    pipeName;
+    server = null;
+    clients = new Map();
+    logger = getLogger();
+    constructor(router, pipeName) {
+        this.router = router;
+        this.pipeName = pipeName;
+    }
+    start() {
+        this.createServer();
+        this.listen();
+    }
+    createServer() {
+        this.server = net.createServer((socket) => {
+            const clientId = randomUUID();
+            this.clients.set(clientId, socket);
+            const decoder = new MessageDecoder();
+            this.logger.info(`IPC client connected: ${clientId}`);
+            socket.on('data', (chunk) => {
+                const messages = decoder.feed(chunk);
+                for (const msg of messages) {
+                    this.handleMessage(clientId, msg, socket);
+                }
+            });
+            socket.on('close', () => {
+                this.logger.info(`IPC client disconnected: ${clientId}`);
+                this.clients.delete(clientId);
+            });
+            socket.on('error', (err) => {
+                this.logger.error(`IPC client ${clientId} error:`, err);
+                this.clients.delete(clientId);
+            });
+        });
+    }
+    listen(retried = false) {
+        if (!this.server)
+            return;
+        this.server.on('error', (err) => {
+            if (err.code === 'EADDRINUSE' && !retried) {
+                this.logger.warn(`IPC pipe in use, attempting to recover stale pipe: ${this.pipeName}`);
+                this.recoverStalePipe();
+            }
+            else {
+                this.logger.error('IPC server error:', err);
+            }
+        });
+        this.server.listen(this.pipeName, () => {
+            this.logger.info(`IPC server listening on ${this.pipeName}`);
+        });
+    }
+    recoverStalePipe() {
+        const probe = net.createConnection(this.pipeName);
+        probe.on('connect', () => {
+            probe.destroy();
+            this.logger.error('IPC pipe is held by another running daemon. Stop it first with: trading stop');
+        });
+        probe.on('error', () => {
+            probe.destroy();
+            this.logger.info('Stale IPC pipe detected, reclaiming...');
+            if (process.platform !== 'win32') {
+                try {
+                    fs.unlinkSync(this.pipeName);
+                }
+                catch { /* ignore */ }
+            }
+            this.createServer();
+            this.server.on('error', (err) => {
+                this.logger.error('IPC server error after recovery:', err);
+            });
+            this.server.listen(this.pipeName, () => {
+                this.logger.info(`IPC server recovered and listening on ${this.pipeName}`);
+            });
+        });
+        probe.setTimeout(2000, () => {
+            probe.destroy();
+            this.logger.warn('IPC pipe probe timed out, treating as stale');
+            if (process.platform !== 'win32') {
+                try {
+                    fs.unlinkSync(this.pipeName);
+                }
+                catch { /* ignore */ }
+            }
+            this.createServer();
+            this.server.on('error', (err) => {
+                this.logger.error('IPC server error after timeout recovery:', err);
+            });
+            this.server.listen(this.pipeName, () => {
+                this.logger.info(`IPC server recovered (timeout) and listening on ${this.pipeName}`);
+            });
+        });
+    }
+    handleMessage(clientId, msg, socket) {
+        if (msg.type !== 'request' || !msg.method)
+            return;
+        try {
+            const result = this.router.handle(msg.method, msg.params);
+            const response = { id: msg.id, type: 'response', result };
+            socket.write(encodeMessage(response));
+        }
+        catch (err) {
+            const response = {
+                id: msg.id, type: 'response',
+                error: { code: -1, message: err instanceof Error ? err.message : String(err) },
+            };
+            socket.write(encodeMessage(response));
+        }
+    }
+    notify(clientId, notification) {
+        const msg = { id: randomUUID(), type: 'notification', ...notification };
+        const encoded = encodeMessage(msg);
+        if (clientId) {
+            const socket = this.clients.get(clientId);
+            if (socket && !socket.destroyed)
+                socket.write(encoded);
+        }
+        else {
+            for (const socket of this.clients.values()) {
+                if (!socket.destroyed)
+                    socket.write(encoded);
+            }
+        }
+    }
+    getClientCount() {
+        return this.clients.size;
+    }
+    stop() {
+        for (const socket of this.clients.values())
+            socket.destroy();
+        this.clients.clear();
+        this.server?.close();
+        this.server = null;
+        this.logger.info('IPC server stopped');
+    }
+}
+//# sourceMappingURL=server.js.map

package/dist/ipc/server.js.map

@@ -0,0 +1 @@
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package/dist/learning/calibrator.d.ts

@@ -0,0 +1,6 @@
+import type { CalibrationConfig } from '../types/config.types.js';
+/**
+ * Adaptive Calibration — dynamically adjust learning parameters based on data volume.
+ * Ported from tradingBrain.js calibrate() function.
+ */
+export declare function calibrate(current: CalibrationConfig, outcomeCount: number, synapseCount: number): CalibrationConfig;

package/dist/learning/calibrator.js

@@ -0,0 +1,57 @@
+/**
+ * Adaptive Calibration — dynamically adjust learning parameters based on data volume.
+ * Ported from tradingBrain.js calibrate() function.
+ */
+export function calibrate(current, outcomeCount, synapseCount) {
+    const cal = { ...current };
+    if (outcomeCount < 20) {
+        // Very early: conservative, wide thresholds
+        cal.learningRate = 0.08;
+        cal.weakenPenalty = 0.8;
+        cal.patternMinSamples = 5;
+        cal.patternWilsonThreshold = 0.3;
+        cal.wilsonZ = 1.64; // 90% CI
+        cal.minActivationsForWeight = 2;
+        cal.minOutcomesForWeights = 3;
+    }
+    else if (outcomeCount < 100) {
+        // Growing: moderate
+        cal.learningRate = 0.12;
+        cal.weakenPenalty = 0.75;
+        cal.patternMinSamples = 8;
+        cal.patternWilsonThreshold = 0.4;
+        cal.wilsonZ = 1.80;
+        cal.minActivationsForWeight = 3;
+        cal.minOutcomesForWeights = 5;
+    }
+    else if (outcomeCount < 500) {
+        // Mature: standard
+        cal.learningRate = 0.15;
+        cal.weakenPenalty = 0.7;
+        cal.patternMinSamples = 10;
+        cal.patternWilsonThreshold = 0.5;
+        cal.wilsonZ = 1.96; // 95% CI
+        cal.minActivationsForWeight = 3;
+        cal.minOutcomesForWeights = 5;
+    }
+    else {
+        // Large dataset: high confidence, fine-grained
+        cal.learningRate = 0.10;
+        cal.weakenPenalty = 0.75;
+        cal.patternMinSamples = 15;
+        cal.patternWilsonThreshold = 0.55;
+        cal.wilsonZ = 2.33; // 99% CI
+        cal.minActivationsForWeight = 5;
+        cal.minOutcomesForWeights = 8;
+        cal.patternExtractionInterval = 30;
+    }
+    // Adjust decay based on synapse density
+    if (synapseCount > 100) {
+        cal.decayHalfLifeDays = 10; // faster cleanup
+    }
+    else if (synapseCount < 10) {
+        cal.decayHalfLifeDays = 21; // preserve early knowledge
+    }
+    return cal;
+}
+//# sourceMappingURL=calibrator.js.map

package/dist/learning/calibrator.js.map

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package/dist/learning/chain-detector.d.ts

@@ -0,0 +1,17 @@
+import type { TradeRecord } from '../db/repositories/trade.repository.js';
+export interface DetectedChain {
+    pair: string;
+    type: 'winning_streak' | 'losing_streak';
+    length: number;
+    fingerprints: string[];
+    total_profit: number;
+}
+/**
+ * Detect winning/losing streaks from recent trade outcomes.
+ * Ported from tradingBrain.js _detectChain().
+ *
+ * @param recentTrades - Last N trades (should be ~10)
+ * @param latestTrade - The most recent trade
+ * @param minLength - Minimum consecutive trades for a chain (default: 3)
+ */
+export declare function detectChain(recentTrades: TradeRecord[], latestTrade: TradeRecord, minLength?: number): DetectedChain | null;

package/dist/learning/chain-detector.js

@@ -0,0 +1,29 @@
+/**
+ * Detect winning/losing streaks from recent trade outcomes.
+ * Ported from tradingBrain.js _detectChain().
+ *
+ * @param recentTrades - Last N trades (should be ~10)
+ * @param latestTrade - The most recent trade
+ * @param minLength - Minimum consecutive trades for a chain (default: 3)
+ */
+export function detectChain(recentTrades, latestTrade, minLength = 3) {
+    if (recentTrades.length < minLength)
+        return null;
+    const recent = recentTrades.slice(-5);
+    const samePair = recent.filter(o => o.pair === latestTrade.pair);
+    if (samePair.length < minLength)
+        return null;
+    const lastThree = samePair.slice(-minLength);
+    const allLosses = lastThree.every(o => o.win === 0);
+    const allWins = lastThree.every(o => o.win === 1);
+    if (!allLosses && !allWins)
+        return null;
+    return {
+        pair: latestTrade.pair,
+        type: allLosses ? 'losing_streak' : 'winning_streak',
+        length: lastThree.length,
+        fingerprints: lastThree.map(o => o.fingerprint),
+        total_profit: lastThree.reduce((s, o) => s + o.profit_pct, 0),
+    };
+}
+//# sourceMappingURL=chain-detector.js.map

package/dist/learning/chain-detector.js.map

@@ -0,0 +1 @@
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package/dist/learning/learning-engine.d.ts

@@ -0,0 +1,31 @@
+import type { TradeRepository } from '../db/repositories/trade.repository.js';
+import type { RuleRepository } from '../db/repositories/rule.repository.js';
+import type { ChainRepository } from '../db/repositories/chain.repository.js';
+import type { CalibrationRepository } from '../db/repositories/calibration.repository.js';
+import type { SynapseManager } from '../synapses/synapse-manager.js';
+import type { WeightedGraph } from '../graph/weighted-graph.js';
+import type { CalibrationConfig, LearningConfig } from '../types/config.types.js';
+export declare class LearningEngine {
+    private learningConfig;
+    private cal;
+    private tradeRepo;
+    private ruleRepo;
+    private chainRepo;
+    private calRepo;
+    private synapseManager;
+    private graph;
+    private timer;
+    private lastPatternExtraction;
+    private lastDecay;
+    private logger;
+    constructor(learningConfig: LearningConfig, cal: CalibrationConfig, tradeRepo: TradeRepository, ruleRepo: RuleRepository, chainRepo: ChainRepository, calRepo: CalibrationRepository, synapseManager: SynapseManager, graph: WeightedGraph);
+    start(): void;
+    stop(): void;
+    getCalibration(): CalibrationConfig;
+    runCycle(): void;
+    /** Manual trigger for a full learning cycle */
+    runManual(): {
+        rules: number;
+        calibration: CalibrationConfig;
+    };
+}

package/dist/learning/learning-engine.js

@@ -0,0 +1,85 @@
+import { extractPatterns } from './pattern-extractor.js';
+import { calibrate } from './calibrator.js';
+import { getLogger } from '../utils/logger.js';
+import { getEventBus } from '../utils/events.js';
+export class LearningEngine {
+    learningConfig;
+    cal;
+    tradeRepo;
+    ruleRepo;
+    chainRepo;
+    calRepo;
+    synapseManager;
+    graph;
+    timer = null;
+    lastPatternExtraction = 0;
+    lastDecay = 0;
+    logger = getLogger();
+    constructor(learningConfig, cal, tradeRepo, ruleRepo, chainRepo, calRepo, synapseManager, graph) {
+        this.learningConfig = learningConfig;
+        this.cal = cal;
+        this.tradeRepo = tradeRepo;
+        this.ruleRepo = ruleRepo;
+        this.chainRepo = chainRepo;
+        this.calRepo = calRepo;
+        this.synapseManager = synapseManager;
+        this.graph = graph;
+    }
+    start() {
+        this.timer = setInterval(() => this.runCycle(), this.learningConfig.intervalMs);
+        this.logger.info(`Learning engine started (interval: ${this.learningConfig.intervalMs}ms)`);
+    }
+    stop() {
+        if (this.timer) {
+            clearInterval(this.timer);
+            this.timer = null;
+        }
+    }
+    getCalibration() {
+        return { ...this.cal };
+    }
+    runCycle() {
+        const bus = getEventBus();
+        const outcomeCount = this.tradeRepo.count();
+        // Pattern extraction
+        if (outcomeCount - this.lastPatternExtraction >= this.cal.patternExtractionInterval) {
+            const trades = this.tradeRepo.getAll();
+            const rules = extractPatterns(trades, this.cal);
+            if (rules.length > 0) {
+                this.ruleRepo.replaceAll(rules);
+                this.lastPatternExtraction = outcomeCount;
+                this.logger.info(`Extracted ${rules.length} rules from ${trades.length} trades`);
+                bus.emit('patterns:extracted', { ruleCount: rules.length });
+            }
+        }
+        // Recalibrate every 25 trades
+        if (outcomeCount > 0 && outcomeCount % 25 === 0) {
+            const newCal = calibrate(this.cal, outcomeCount, this.synapseManager.count());
+            this.cal = newCal;
+            this.synapseManager.updateCalibration(newCal);
+            this.calRepo.save(newCal);
+            this.logger.info(`Recalibrated — lr: ${newCal.learningRate}, z: ${newCal.wilsonZ}, halfLife: ${newCal.decayHalfLifeDays}d`);
+            bus.emit('calibration:updated', { outcomeCount, learningRate: newCal.learningRate });
+        }
+        // Daily decay
+        const now = Date.now();
+        const dayMs = 86400000;
+        if (now - this.lastDecay > dayMs) {
+            const halfLifeMs = this.cal.decayHalfLifeDays * dayMs;
+            const synDecayed = this.synapseManager.runDecay();
+            this.graph.decayEdges(halfLifeMs);
+            this.lastDecay = now;
+            this.logger.info(`Decay applied — ${synDecayed} synapses, ${this.graph.getEdgeCount()} edges`);
+            bus.emit('decay:applied', { synapseCount: synDecayed, edgeCount: this.graph.getEdgeCount() });
+        }
+        // Prune old chains
+        this.chainRepo.pruneOldest(this.learningConfig.maxChains);
+    }
+    /** Manual trigger for a full learning cycle */
+    runManual() {
+        this.runCycle();
+        const rules = this.ruleRepo.getAll();
+        return { rules: rules.length, calibration: this.getCalibration() };
+    }
+}
+//# sourceMappingURL=learning-engine.js.map

package/dist/learning/learning-engine.js.map

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package/dist/learning/pattern-extractor.d.ts

@@ -0,0 +1,14 @@
+import type { TradeRecord } from '../db/repositories/trade.repository.js';
+import type { CalibrationConfig } from '../types/config.types.js';
+export interface ExtractedRule {
+    pattern: string;
+    confidence: number;
+    sample_count: number;
+    win_rate: number;
+    avg_profit: number;
+}
+/**
+ * Extract trading rules from outcome data using fingerprint grouping + Wilson Score.
+ * Ported from tradingBrain.js _extractPatterns().
+ */
+export declare function extractPatterns(trades: TradeRecord[], cal: CalibrationConfig): ExtractedRule[];

package/dist/learning/pattern-extractor.js

@@ -0,0 +1,40 @@
+import { fingerprintSimilarity } from '../signals/fingerprint.js';
+import { wilsonScore } from '../signals/wilson-score.js';
+/**
+ * Extract trading rules from outcome data using fingerprint grouping + Wilson Score.
+ * Ported from tradingBrain.js _extractPatterns().
+ */
+export function extractPatterns(trades, cal) {
+    if (trades.length < cal.patternMinSamples)
+        return [];
+    // Group by similar fingerprints (threshold: 0.7)
+    const groups = {};
+    for (const trade of trades) {
+        let assigned = false;
+        for (const key of Object.keys(groups)) {
+            if (fingerprintSimilarity(trade.fingerprint, key) >= 0.7) {
+                groups[key].push(trade);
+                assigned = true;
+                break;
+            }
+        }
+        if (!assigned) {
+            groups[trade.fingerprint] = [trade];
+        }
+    }
+    const rules = [];
+    for (const [pattern, group] of Object.entries(groups)) {
+        if (group.length < cal.patternMinSamples)
+            continue;
+        const wins = group.filter(o => o.win === 1).length;
+        const total = group.length;
+        const winRate = wins / total;
+        const confidence = wilsonScore(wins, total, cal.wilsonZ);
+        if (confidence > cal.patternWilsonThreshold) {
+            const avgProfit = group.reduce((s, o) => s + o.profit_pct, 0) / total;
+            rules.push({ pattern, confidence, sample_count: total, win_rate: winRate, avg_profit: avgProfit });
+        }
+    }
+    return rules.sort((a, b) => b.confidence - a.confidence);
+}
+//# sourceMappingURL=pattern-extractor.js.map

package/dist/learning/pattern-extractor.js.map

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package/dist/mcp/http-server.d.ts

@@ -0,0 +1,14 @@
+import type { IpcRouter } from '../ipc/router.js';
+export declare class McpHttpServer {
+    private port;
+    private router;
+    private server;
+    private transports;
+    private logger;
+    constructor(port: number, router: IpcRouter);
+    start(): void;
+    stop(): void;
+    getClientCount(): number;
+    private handleSSE;
+    private handleMessage;
+}

package/dist/mcp/http-server.js

@@ -0,0 +1,117 @@
+import http from 'node:http';
+import { randomUUID } from 'node:crypto';
+import { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';
+import { SSEServerTransport } from '@modelcontextprotocol/sdk/server/sse.js';
+import { getLogger } from '../utils/logger.js';
+import { registerToolsDirect } from './tools.js';
+export class McpHttpServer {
+    port;
+    router;
+    server = null;
+    transports = new Map();
+    logger = getLogger();
+    constructor(port, router) {
+        this.port = port;
+        this.router = router;
+    }
+    start() {
+        this.server = http.createServer((req, res) => {
+            res.setHeader('Access-Control-Allow-Origin', '*');
+            res.setHeader('Access-Control-Allow-Methods', 'GET, POST, DELETE, OPTIONS');
+            res.setHeader('Access-Control-Allow-Headers', 'Content-Type');
+            if (req.method === 'OPTIONS') {
+                res.writeHead(204);
+                res.end();
+                return;
+            }
+            const url = new URL(req.url ?? '/', `http://localhost:${this.port}`);
+            if (url.pathname === '/sse' && req.method === 'GET') {
+                this.handleSSE(res);
+                return;
+            }
+            if (url.pathname === '/messages' && req.method === 'POST') {
+                this.handleMessage(req, res, url);
+                return;
+            }
+            if (url.pathname === '/' && req.method === 'GET') {
+                res.writeHead(200, { 'Content-Type': 'application/json' });
+                res.end(JSON.stringify({
+                    name: 'trading-brain',
+                    version: '1.0.0',
+                    protocol: 'MCP',
+                    transport: 'sse',
+                    endpoints: { sse: '/sse', messages: '/messages' },
+                    clients: this.transports.size,
+                }));
+                return;
+            }
+            res.writeHead(404, { 'Content-Type': 'text/plain' });
+            res.end('Not Found');
+        });
+        this.server.listen(this.port, () => {
+            this.logger.info(`MCP HTTP server (SSE) started on http://localhost:${this.port}`);
+        });
+    }
+    stop() {
+        for (const transport of this.transports.values()) {
+            try {
+                transport.close?.();
+            }
+            catch { /* ignore */ }
+        }
+        this.transports.clear();
+        this.server?.close();
+        this.server = null;
+        this.logger.info('MCP HTTP server stopped');
+    }
+    getClientCount() {
+        return this.transports.size;
+    }
+    async handleSSE(res) {
+        try {
+            const transport = new SSEServerTransport('/messages', res);
+            const sessionId = transport.sessionId ?? randomUUID();
+            this.transports.set(sessionId, transport);
+            const server = new McpServer({ name: 'trading-brain', version: '1.0.0' });
+            registerToolsDirect(server, this.router);
+            res.on('close', () => {
+                this.transports.delete(sessionId);
+                this.logger.debug(`MCP SSE client disconnected: ${sessionId}`);
+            });
+            await server.connect(transport);
+            this.logger.info(`MCP SSE client connected: ${sessionId}`);
+        }
+        catch (err) {
+            this.logger.error('MCP SSE connection error:', err);
+            if (!res.headersSent) {
+                res.writeHead(500, { 'Content-Type': 'text/plain' });
+                res.end('Internal Server Error');
+            }
+        }
+    }
+    async handleMessage(req, res, url) {
+        try {
+            const sessionId = url.searchParams.get('sessionId');
+            if (!sessionId) {
+                res.writeHead(400, { 'Content-Type': 'text/plain' });
+                res.end('Missing sessionId parameter');
+                return;
+            }
+            const transport = this.transports.get(sessionId);
+            if (!transport) {
+                res.writeHead(404, { 'Content-Type': 'text/plain' });
+                res.end('Session not found. Connect to /sse first.');
+                return;
+            }
+            await transport.handlePostMessage(req, res);
+        }
+        catch (err) {
+            this.logger.error('MCP message error:', err);
+            if (!res.headersSent) {
+                res.writeHead(500, { 'Content-Type': 'text/plain' });
+                res.end('Internal Server Error');
+            }
+        }
+    }
+}
+//# sourceMappingURL=http-server.js.map

package/dist/mcp/http-server.js.map

@@ -0,0 +1 @@
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package/dist/mcp/server.d.ts

@@ -0,0 +1 @@
+export declare function startMcpServer(): Promise<void>;