@timmeck/trading-brain 2.31.57 → 2.31.59

package/dist/paper/__tests__/portfolio-optimizer.test.js.map

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package/dist/paper/__tests__/price-fetcher.test.d.ts

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-export {};

package/dist/paper/__tests__/price-fetcher.test.js

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-import { describe, it, expect, vi } from 'vitest';
-import { PriceFetcher } from '../price-fetcher.js';
-const mockConfig = {
-    enabled: true,
-    intervalMs: 300_000,
-    startingBalance: 10_000,
-    maxPositionPct: 5,
-    maxPositions: 10,
-    stopLossPct: -2.5,
-    takeProfitPct: 4,
-    trailingStopActivation: 3,
-    trailingStopDistance: 1.5,
-    confidenceThreshold: 0.60,
-    scoreThreshold: 80,
-    timeExitHours: 24,
-    cryptoIds: ['bitcoin'],
-    stockSymbols: ['AAPL'],
-};
-function createMockRepo() {
-    return {
-        getRecentPrices: vi.fn().mockReturnValue([]),
-        savePrices: vi.fn(),
-        pruneOldPrices: vi.fn(),
-    };
-}
-describe('PriceFetcher', () => {
-    describe('Per-provider rate limiting', () => {
-        it('should have rate limiting properties initialized', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            expect(fetcher.providerErrors).toBeInstanceOf(Map);
-            expect(fetcher.providerBackoff).toBeInstanceOf(Map);
-            expect(fetcher.MAX_CONSECUTIVE_ERRORS).toBe(3);
-        });
-        it('should track consecutive errors per provider and compute backoff', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            for (let i = 0; i < 3; i++) {
-                fetcher.recordProviderError('coingecko');
-            }
-            expect(fetcher.providerErrors.get('coingecko')).toBe(3);
-            expect(fetcher.getBackoff('coingecko')).toBeGreaterThan(0);
-            // Yahoo should be unaffected
-            expect(fetcher.getBackoff('yahoo')).toBe(0);
-        });
-        it('should reset error tracking on provider success', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            for (let i = 0; i < 5; i++) {
-                fetcher.recordProviderError('yahoo');
-            }
-            expect(fetcher.providerErrors.get('yahoo')).toBe(5);
-            fetcher.recordProviderSuccess('yahoo');
-            expect(fetcher.providerErrors.get('yahoo')).toBe(0);
-            expect(fetcher.getBackoff('yahoo')).toBe(0);
-        });
-        it('should cap backoff at MAX_BACKOFF_MS', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            for (let i = 0; i < 20; i++) {
-                fetcher.recordProviderError('coingecko');
-            }
-            expect(fetcher.getBackoff('coingecko')).toBeLessThanOrEqual(30_000);
-        });
-        it('should isolate providers from each other', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            for (let i = 0; i < 5; i++) {
-                fetcher.recordProviderError('coingecko');
-            }
-            fetcher.recordProviderError('yahoo');
-            expect(fetcher.providerErrors.get('coingecko')).toBe(5);
-            expect(fetcher.providerErrors.get('yahoo')).toBe(1);
-            expect(fetcher.getBackoff('coingecko')).toBeGreaterThan(0);
-            expect(fetcher.getBackoff('yahoo')).toBe(0);
-        });
-    });
-    describe('Cache', () => {
-        it('should load candle cache from database on construction', () => {
-            const repo = createMockRepo();
-            repo.getRecentPrices.mockReturnValue([
-                { timestamp: 1000, open: 50000, high: 51000, low: 49000, close: 50500, volume: 100 },
-            ]);
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            expect(repo.getRecentPrices).toHaveBeenCalled();
-            expect(fetcher.getCandles('bitcoin').length).toBe(1);
-            expect(fetcher.getPrice('bitcoin')).toBe(50500);
-        });
-        it('should return all configured symbols', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            const symbols = fetcher.getAllSymbols();
-            expect(symbols).toContain('bitcoin');
-            expect(symbols).toContain('AAPL');
-        });
-    });
-    describe('Stale detection', () => {
-        it('should initially have no stale symbols', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            expect(fetcher.isStale('AAPL')).toBe(false);
-            expect(fetcher.getStaleSymbols()).toHaveLength(0);
-        });
-        it('should track stale symbols', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            fetcher.staleSymbols.add('AAPL');
-            expect(fetcher.isStale('AAPL')).toBe(true);
-            expect(fetcher.getStaleSymbols()).toContain('AAPL');
-        });
-    });
-    describe('pruneOldPrices', () => {
-        it('should call repo.pruneOldPrices with correct cutoff', () => {
-            const repo = createMockRepo();
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            fetcher.pruneOldPrices(30);
-            expect(repo.pruneOldPrices).toHaveBeenCalled();
-            const cutoffArg = repo.pruneOldPrices.mock.calls[0][0];
-            // Should be approximately 30 days ago
-            const expectedCutoff = Date.now() - 30 * 86_400_000;
-            expect(Math.abs(cutoffArg - expectedCutoff)).toBeLessThan(1000);
-        });
-        it('should handle repo errors gracefully', () => {
-            const repo = createMockRepo();
-            repo.pruneOldPrices.mockImplementation(() => { throw new Error('DB locked'); });
-            const fetcher = new PriceFetcher(mockConfig, repo);
-            // Should not throw
-            const result = fetcher.pruneOldPrices(30);
-            expect(result).toBe(0);
-        });
-    });
-});
-//# sourceMappingURL=price-fetcher.test.js.map

package/dist/paper/__tests__/price-fetcher.test.js.map

@@ -1 +0,0 @@
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package/dist/signals/__tests__/fingerprint.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/signals/__tests__/fingerprint.test.js

@@ -1,164 +0,0 @@
-import { describe, it, expect } from 'vitest';
-import { classifyRSI, classifyMACD, classifyTrend, classifyVolatility, fingerprint, fingerprintSimilarity, decomposeFingerprint, } from '../fingerprint.js';
-describe('classifyRSI', () => {
-    it('returns extreme_oversold for RSI < 25', () => {
-        expect(classifyRSI(10)).toBe('extreme_oversold');
-        expect(classifyRSI(24)).toBe('extreme_oversold');
-    });
-    it('returns oversold for 25 <= RSI < 30', () => {
-        expect(classifyRSI(25)).toBe('oversold');
-        expect(classifyRSI(29)).toBe('oversold');
-    });
-    it('returns low for 30 <= RSI < 40', () => {
-        expect(classifyRSI(30)).toBe('low');
-        expect(classifyRSI(39)).toBe('low');
-    });
-    it('returns neutral for 40 <= RSI <= 60', () => {
-        expect(classifyRSI(40)).toBe('neutral');
-        expect(classifyRSI(50)).toBe('neutral');
-        expect(classifyRSI(60)).toBe('neutral');
-    });
-    it('returns high for 60 < RSI <= 70', () => {
-        expect(classifyRSI(61)).toBe('high');
-        expect(classifyRSI(70)).toBe('high');
-    });
-    it('returns overbought for 70 < RSI <= 75', () => {
-        expect(classifyRSI(71)).toBe('overbought');
-        expect(classifyRSI(75)).toBe('overbought');
-    });
-    it('returns extreme_overbought for RSI > 75', () => {
-        expect(classifyRSI(76)).toBe('extreme_overbought');
-        expect(classifyRSI(95)).toBe('extreme_overbought');
-    });
-});
-describe('classifyMACD', () => {
-    it('returns bullish when MACD > 0 and trendScore > 0', () => {
-        expect(classifyMACD(1, 2)).toBe('bullish');
-    });
-    it('returns bearish when MACD < 0 and trendScore < 0', () => {
-        expect(classifyMACD(-1, -2)).toBe('bearish');
-    });
-    it('returns neutral when MACD and trendScore disagree', () => {
-        expect(classifyMACD(1, -1)).toBe('neutral');
-        expect(classifyMACD(-1, 1)).toBe('neutral');
-    });
-    it('returns neutral when MACD is 0', () => {
-        expect(classifyMACD(0, 5)).toBe('neutral');
-    });
-    it('returns neutral when trendScore is 0', () => {
-        expect(classifyMACD(5, 0)).toBe('neutral');
-    });
-});
-describe('classifyTrend', () => {
-    it('returns strong_up for trendScore > 3', () => {
-        expect(classifyTrend(4)).toBe('strong_up');
-    });
-    it('returns up for 1 < trendScore <= 3', () => {
-        expect(classifyTrend(2)).toBe('up');
-        expect(classifyTrend(3)).toBe('up');
-    });
-    it('returns flat for -1 <= trendScore <= 1', () => {
-        expect(classifyTrend(0)).toBe('flat');
-        expect(classifyTrend(1)).toBe('flat');
-        expect(classifyTrend(-1)).toBe('flat');
-    });
-    it('returns down for -3 <= trendScore < -1', () => {
-        expect(classifyTrend(-2)).toBe('down');
-        expect(classifyTrend(-3)).toBe('down');
-    });
-    it('returns strong_down for trendScore < -3', () => {
-        expect(classifyTrend(-4)).toBe('strong_down');
-    });
-});
-describe('classifyVolatility', () => {
-    it('returns low for volatility <= 30', () => {
-        expect(classifyVolatility(10)).toBe('low');
-        expect(classifyVolatility(30)).toBe('low');
-    });
-    it('returns medium for 30 < volatility <= 50', () => {
-        expect(classifyVolatility(31)).toBe('medium');
-        expect(classifyVolatility(50)).toBe('medium');
-    });
-    it('returns high for 50 < volatility <= 80', () => {
-        expect(classifyVolatility(51)).toBe('high');
-        expect(classifyVolatility(80)).toBe('high');
-    });
-    it('returns extreme for volatility > 80', () => {
-        expect(classifyVolatility(81)).toBe('extreme');
-        expect(classifyVolatility(100)).toBe('extreme');
-    });
-});
-describe('fingerprint', () => {
-    it('returns pipe-separated classification string', () => {
-        const fp = fingerprint({ rsi14: 20, macd: 1, trendScore: 4, volatility: 90 });
-        expect(fp).toBe('extreme_oversold|bullish|strong_up|extreme');
-    });
-    it('uses defaults when signals are missing', () => {
-        const fp = fingerprint({});
-        // rsi14=50 -> neutral, macd=0/trend=0 -> neutral, trend=0 -> flat, vol=30 -> low
-        expect(fp).toBe('neutral|neutral|flat|low');
-    });
-    it('appends regime when provided', () => {
-        const fp = fingerprint({ regime: 'trending' });
-        expect(fp).toBe('neutral|neutral|flat|low|trending');
-    });
-    it('does not append regime when absent', () => {
-        const fp = fingerprint({ rsi14: 50 });
-        expect(fp.split('|')).toHaveLength(4);
-    });
-});
-describe('fingerprintSimilarity', () => {
-    it('returns 1 for identical fingerprints', () => {
-        expect(fingerprintSimilarity('a|b|c', 'a|b|c')).toBe(1);
-    });
-    it('returns 0 for completely different fingerprints', () => {
-        expect(fingerprintSimilarity('a|b|c', 'x|y|z')).toBe(0);
-    });
-    it('returns partial match ratio', () => {
-        // 2 of 3 match
-        expect(fingerprintSimilarity('a|b|c', 'a|b|z')).toBeCloseTo(2 / 3);
-    });
-    it('handles different lengths by using max length', () => {
-        // parts: ['a','b','c'] vs ['a','b'] -> maxLen=3, matches=2
-        expect(fingerprintSimilarity('a|b|c', 'a|b')).toBeCloseTo(2 / 3);
-    });
-    it('returns 1 for two empty strings', () => {
-        expect(fingerprintSimilarity('', '')).toBe(1);
-    });
-});
-describe('decomposeFingerprint', () => {
-    it('creates signal nodes for each fingerprint part', () => {
-        const nodes = decomposeFingerprint('oversold|bullish|up|high');
-        const ids = nodes.map(n => n.id);
-        expect(ids).toContain('sig_rsi_oversold');
-        expect(ids).toContain('sig_macd_bullish');
-        expect(ids).toContain('sig_trend_up');
-        expect(ids).toContain('sig_vol_high');
-        expect(ids).toContain('combo_oversold|bullish|up|high');
-    });
-    it('includes regime node when provided', () => {
-        const nodes = decomposeFingerprint('neutral|neutral|flat|low', 'trending');
-        const regimeNode = nodes.find(n => n.id === 'regime_trending');
-        expect(regimeNode).toBeDefined();
-        expect(regimeNode.type).toBe('regime');
-    });
-    it('includes pair node when provided', () => {
-        const nodes = decomposeFingerprint('neutral|neutral|flat|low', undefined, 'BTC/USD');
-        const pairNode = nodes.find(n => n.id === 'pair_BTC/USD');
-        expect(pairNode).toBeDefined();
-        expect(pairNode.type).toBe('pair');
-    });
-    it('includes botType node when provided', () => {
-        const nodes = decomposeFingerprint('neutral|neutral|flat|low', undefined, undefined, 'scalper');
-        const botNode = nodes.find(n => n.id === 'bot_scalper');
-        expect(botNode).toBeDefined();
-        expect(botNode.type).toBe('bot_type');
-    });
-    it('always includes a combo node', () => {
-        const nodes = decomposeFingerprint('a|b|c|d');
-        const combo = nodes.find(n => n.type === 'combo');
-        expect(combo).toBeDefined();
-        expect(combo.id).toBe('combo_a|b|c|d');
-    });
-});
-//# sourceMappingURL=fingerprint.test.js.map

package/dist/signals/__tests__/fingerprint.test.js.map

@@ -1 +0,0 @@
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package/dist/signals/__tests__/wilson-score.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/signals/__tests__/wilson-score.test.js

@@ -1,65 +0,0 @@
-import { describe, it, expect } from 'vitest';
-import { wilsonScore } from '../wilson-score.js';
-describe('wilsonScore', () => {
-    it('returns 0 when total is 0', () => {
-        expect(wilsonScore(0, 0)).toBe(0);
-    });
-    it('returns 0 when there are 0 wins', () => {
-        expect(wilsonScore(0, 10)).toBe(0);
-    });
-    it('returns a value between 0 and 1', () => {
-        const score = wilsonScore(7, 10);
-        expect(score).toBeGreaterThan(0);
-        expect(score).toBeLessThan(1);
-    });
-    it('penalizes small sample sizes (lower bound is lower)', () => {
-        const smallSample = wilsonScore(8, 10); // 80% from 10 trades
-        const largeSample = wilsonScore(80, 100); // 80% from 100 trades
-        // Same win rate but larger sample should have higher lower bound
-        expect(largeSample).toBeGreaterThan(smallSample);
-    });
-    it('higher win rate gives higher score for same sample size', () => {
-        const lower = wilsonScore(6, 10);
-        const higher = wilsonScore(9, 10);
-        expect(higher).toBeGreaterThan(lower);
-    });
-    it('perfect win rate (all wins) returns a value less than 1', () => {
-        // Wilson score accounts for uncertainty, so even 10/10 should be < 1
-        const score = wilsonScore(10, 10);
-        expect(score).toBeLessThan(1);
-        expect(score).toBeGreaterThan(0.5);
-    });
-    it('uses default z=1.96 (95% confidence)', () => {
-        const defaultZ = wilsonScore(7, 10);
-        const explicitZ = wilsonScore(7, 10, 1.96);
-        expect(defaultZ).toBe(explicitZ);
-    });
-    it('lower z-score gives higher lower bound (less conservative)', () => {
-        const z90 = wilsonScore(7, 10, 1.64); // 90% confidence
-        const z95 = wilsonScore(7, 10, 1.96); // 95% confidence
-        const z99 = wilsonScore(7, 10, 2.33); // 99% confidence
-        // Higher confidence = wider interval = lower lower-bound
-        expect(z90).toBeGreaterThan(z95);
-        expect(z95).toBeGreaterThan(z99);
-    });
-    it('converges toward raw win rate as sample grows', () => {
-        const rawRate = 0.7;
-        const score1000 = wilsonScore(700, 1000);
-        const score10000 = wilsonScore(7000, 10000);
-        // With large n, Wilson lower bound should approach the raw rate
-        expect(Math.abs(score10000 - rawRate)).toBeLessThan(Math.abs(score1000 - rawRate));
-    });
-    it('never returns negative', () => {
-        // Edge case: 1 win out of 1 trade
-        expect(wilsonScore(1, 1)).toBeGreaterThanOrEqual(0);
-        // Edge case: 0 wins out of 1 trade
-        expect(wilsonScore(0, 1)).toBeGreaterThanOrEqual(0);
-    });
-    it('produces known approximate value for 50% win rate with 100 trades', () => {
-        // With z=1.96, p=0.5, n=100 the lower bound should be around 0.40
-        const score = wilsonScore(50, 100, 1.96);
-        expect(score).toBeGreaterThan(0.38);
-        expect(score).toBeLessThan(0.42);
-    });
-});
-//# sourceMappingURL=wilson-score.test.js.map

package/dist/signals/__tests__/wilson-score.test.js.map

@@ -1 +0,0 @@
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package/dist/utils/__tests__/hash.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/utils/__tests__/hash.test.js

@@ -1,23 +0,0 @@
-import { describe, it, expect } from 'vitest';
-import { sha256 } from '../hash.js';
-describe('sha256', () => {
-    it('returns a 64-character hex string', () => {
-        const result = sha256('hello');
-        expect(result).toHaveLength(64);
-        expect(result).toMatch(/^[a-f0-9]{64}$/);
-    });
-    it('produces the known SHA-256 digest for "hello"', () => {
-        // Well-known test vector
-        expect(sha256('hello')).toBe('2cf24dba5fb0a30e26e83b2ac5b9e29e1b161e5c1fa7425e73043362938b9824');
-    });
-    it('produces the known digest for an empty string', () => {
-        expect(sha256('')).toBe('e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855');
-    });
-    it('returns different hashes for different inputs', () => {
-        expect(sha256('a')).not.toBe(sha256('b'));
-    });
-    it('returns the same hash for the same input (deterministic)', () => {
-        expect(sha256('deterministic')).toBe(sha256('deterministic'));
-    });
-});
-//# sourceMappingURL=hash.test.js.map

package/dist/utils/__tests__/hash.test.js.map

@@ -1 +0,0 @@
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package/dist/utils/__tests__/paths.test.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/utils/__tests__/paths.test.js

@@ -1,60 +0,0 @@
-import { describe, it, expect, afterEach } from 'vitest';
-import { normalizePath, getDataDir, getPipeName } from '../paths.js';
-import os from 'node:os';
-import path from 'node:path';
-describe('normalizePath', () => {
-    it('replaces backslashes with forward slashes', () => {
-        expect(normalizePath('C:\\Users\\foo\\bar')).toBe('C:/Users/foo/bar');
-    });
-    it('leaves forward slashes unchanged', () => {
-        expect(normalizePath('/home/user/data')).toBe('/home/user/data');
-    });
-    it('handles mixed slashes', () => {
-        expect(normalizePath('src\\utils/hash.ts')).toBe('src/utils/hash.ts');
-    });
-    it('returns empty string for empty input', () => {
-        expect(normalizePath('')).toBe('');
-    });
-});
-describe('getDataDir', () => {
-    const originalEnv = process.env['TRADING_BRAIN_DATA_DIR'];
-    afterEach(() => {
-        if (originalEnv === undefined) {
-            delete process.env['TRADING_BRAIN_DATA_DIR'];
-        }
-        else {
-            process.env['TRADING_BRAIN_DATA_DIR'] = originalEnv;
-        }
-    });
-    it('returns env-based path when TRADING_BRAIN_DATA_DIR is set', () => {
-        process.env['TRADING_BRAIN_DATA_DIR'] = '/tmp/my-brain';
-        const result = getDataDir();
-        expect(result).toBe(path.resolve('/tmp/my-brain'));
-    });
-    it('falls back to ~/.trading-brain when env var is unset', () => {
-        delete process.env['TRADING_BRAIN_DATA_DIR'];
-        const result = getDataDir();
-        expect(result).toBe(path.join(os.homedir(), '.trading-brain'));
-    });
-});
-describe('getPipeName', () => {
-    it('uses default name "trading-brain" when no argument', () => {
-        const result = getPipeName();
-        if (process.platform === 'win32') {
-            expect(result).toBe('\\\\.\\pipe\\trading-brain');
-        }
-        else {
-            expect(result).toBe(path.join(os.tmpdir(), 'trading-brain.sock'));
-        }
-    });
-    it('uses a custom name', () => {
-        const result = getPipeName('my-pipe');
-        if (process.platform === 'win32') {
-            expect(result).toBe('\\\\.\\pipe\\my-pipe');
-        }
-        else {
-            expect(result).toBe(path.join(os.tmpdir(), 'my-pipe.sock'));
-        }
-    });
-});
-//# sourceMappingURL=paths.test.js.map

package/dist/utils/__tests__/paths.test.js.map

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