@timmeck/trading-brain 2.31.60 → 2.31.62

package/README.md

@@ -5,9 +5,9 @@
 [![License: MIT](https://img.shields.io/badge/License-MIT-blue.svg)](LICENSE)
 [![GitHub stars](https://img.shields.io/github/stars/timmeck/brain-ecosystem?style=social)](https://github.com/timmeck/brain-ecosystem)
 
-**Adaptive Trading Intelligence & Signal Learning System for Claude Code — 151 MCP Tools, 72+ Engines**
+**Adaptive Trading Intelligence & Signal Learning System for Claude Code — 178 MCP Tools, 72+ Engines**
 
-Trading Brain is an MCP server that gives Claude Code a persistent trading memory. It learns from every trade outcome — strengthening connections between signals, strategies, and results through a Hebbian synapse network ("signals that win together wire together"). Paper trading with live market data (CoinGecko, Yahoo Finance, CCXT WebSocket). Over time, it develops statistical confidence in signal combinations, adapts calibration parameters, and runs 72+ autonomous engines in a 51-step feedback cycle to discover patterns, reason about causality, evolve strategies genetically, and improve itself. Full intelligence suite: RAG, Knowledge Graph, feedback learning, tool tracking, user model, proactive suggestions. Multi-provider LLM (Anthropic + Ollama). PortfolioOptimizer with Kelly criterion position sizing and HHI diversification scoring. StrategyMutator for evolutionary strategy breeding (mutation, crossover, tournament selection). 500 tests. Workflow checkpointing, structured LLM output, observability tracing, agent training, dynamic tool scoping.
+Trading Brain is an MCP server that gives Claude Code a persistent trading memory. It learns from every trade outcome — strengthening connections between signals, strategies, and results through a Hebbian synapse network ("signals that win together wire together"). Paper trading with live market data (CoinGecko, Yahoo Finance, CCXT WebSocket). Over time, it develops statistical confidence in signal combinations, adapts calibration parameters, and runs 72+ autonomous engines in a 68-step feedback cycle to discover patterns, reason about causality, evolve strategies genetically, and improve itself. Full intelligence suite: RAG, Knowledge Graph, feedback learning, tool tracking, user model, proactive suggestions. Multi-provider LLM (Anthropic + Ollama). PortfolioOptimizer with Kelly criterion position sizing and HHI diversification scoring. StrategyMutator for evolutionary strategy breeding (mutation, crossover, tournament selection). Engine Governance with formal profiles, runtime influence tracking, 4 anti-pattern detectors, and active control (throttle/cooldown/isolate/escalate/restore). 509 tests. Workflow checkpointing, structured LLM output, observability tracing, agent training, dynamic tool scoping.
 
 ## Quick Start
 

package/dist/cli/commands/backtest.d.ts

@@ -0,0 +1,2 @@
+import { Command } from 'commander';
+export declare function backtestCommand(): Command;

package/dist/cli/commands/backtest.js

@@ -0,0 +1,42 @@
+import { Command } from 'commander';
+import { withIpc } from '../ipc-helper.js';
+import { c, icons, header, keyValue } from '../colors.js';
+export function backtestCommand() {
+    const cmd = new Command('backtest')
+        .description('Run backtests on historical data');
+    cmd
+        .command('strategy <id>')
+        .description('Backtest a StrategyForge strategy on historical OHLCV data')
+        .option('-p, --pair <pair>', 'Trading pair', 'BTC/USDT')
+        .option('-d, --days <n>', 'Days of history', '30')
+        .action(async (id, opts) => {
+        await withIpc(async (client) => {
+            console.log(header('Strategy Backtest', icons.chart));
+            console.log(c.dim(`  Testing strategy #${id} on ${opts.pair} (${opts.days}d)...\n`));
+            // eslint-disable-next-line @typescript-eslint/no-explicit-any
+            const result = await client.request('backtest.strategy', {
+                strategyId: parseInt(id, 10),
+                pair: opts.pair,
+                days: parseInt(opts.days, 10),
+            });
+            if (result.totalTrades === 0) {
+                console.log(c.orange(`  ${icons.warn} No trades generated. Strategy rules may not match the data.`));
+                return;
+            }
+            const winColor = result.winRate >= 0.5 ? c.green : c.red;
+            const returnColor = result.totalReturnPct >= 0 ? c.green : c.red;
+            console.log(keyValue('Strategy', result.strategyName));
+            console.log(keyValue('Pair', result.pair));
+            console.log(keyValue('Period', `${result.days} days`));
+            console.log(keyValue('Total Trades', String(result.totalTrades)));
+            console.log(keyValue('Win Rate', winColor(`${(result.winRate * 100).toFixed(1)}% (${result.wins}W / ${result.losses}L)`)));
+            console.log(keyValue('Total Return', returnColor(`${result.totalReturnPct >= 0 ? '+' : ''}${result.totalReturnPct.toFixed(2)}%`)));
+            console.log(keyValue('Avg Return', `${result.avgReturnPct.toFixed(2)}%`));
+            console.log(keyValue('Max Drawdown', c.red(`${result.maxDrawdownPct.toFixed(2)}%`)));
+            console.log(keyValue('Profit Factor', result.profitFactor === Infinity ? '∞' : result.profitFactor.toFixed(2)));
+            console.log(keyValue('Sharpe Ratio', result.sharpeRatio.toFixed(2)));
+        });
+    });
+    return cmd;
+}
+//# sourceMappingURL=backtest.js.map

package/dist/cli/commands/backtest.js.map

@@ -0,0 +1 @@
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package/dist/cli/commands/strategy.d.ts

@@ -0,0 +1,2 @@
+import { Command } from 'commander';
+export declare function strategyCommand(): Command;

package/dist/cli/commands/strategy.js

@@ -0,0 +1,52 @@
+import { Command } from 'commander';
+import fs from 'node:fs';
+import { withIpc } from '../ipc-helper.js';
+import { c, icons, header } from '../colors.js';
+export function strategyCommand() {
+    const cmd = new Command('strategy')
+        .description('Strategy management (export/import)');
+    cmd
+        .command('export <id>')
+        .description('Export a strategy as JSON')
+        .option('-f, --file <path>', 'Output file path')
+        .action(async (id, opts) => {
+        await withIpc(async (client) => {
+            // eslint-disable-next-line @typescript-eslint/no-explicit-any
+            const result = await client.request('strategy.export', { id: parseInt(id, 10) });
+            const json = JSON.stringify(result, null, 2);
+            if (opts.file) {
+                fs.writeFileSync(opts.file, json);
+                console.log(`${icons.ok}  ${c.green(`Strategy exported to ${opts.file}`)}`);
+            }
+            else {
+                console.log(json);
+            }
+        });
+    });
+    cmd
+        .command('import <file>')
+        .description('Import a strategy from JSON file')
+        .action(async (file) => {
+        await withIpc(async (client) => {
+            if (!fs.existsSync(file)) {
+                console.error(`${icons.error}  File not found: ${file}`);
+                process.exit(1);
+            }
+            const json = fs.readFileSync(file, 'utf-8');
+            // eslint-disable-next-line @typescript-eslint/no-explicit-any
+            const result = await client.request('strategy.import', { json });
+            if (!result.success) {
+                console.error(`${icons.error}  Import failed: ${result.error}`);
+                process.exit(1);
+            }
+            console.log(header('Strategy Imported', icons.ok));
+            console.log(`  Name: ${c.green(result.strategyName)}`);
+            console.log(`  ID:   ${c.cyan(String(result.strategyId))}`);
+            console.log(`  Status: ${c.dim('draft')}`);
+            console.log();
+            console.log(c.dim(`  Tip: Run 'trading backtest strategy ${result.strategyId}' to validate`));
+        });
+    });
+    return cmd;
+}
+//# sourceMappingURL=strategy.js.map

package/dist/cli/commands/strategy.js.map

@@ -0,0 +1 @@
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package/dist/index.js

@@ -33,6 +33,8 @@ import { dashboardCommand } from './cli/commands/dashboard.js';
 import { peersCommand } from './cli/commands/peers.js';
 import { setupCommand } from './cli/commands/setup.js';
 import { paperCommand } from './cli/commands/paper.js';
+import { backtestCommand } from './cli/commands/backtest.js';
+import { strategyCommand } from './cli/commands/strategy.js';
 import { checkForUpdate, getCurrentVersion } from './cli/update-check.js';
 const program = new Command();
 program
@@ -54,6 +56,8 @@ program.addCommand(dashboardCommand());
 program.addCommand(peersCommand());
 program.addCommand(setupCommand());
 program.addCommand(paperCommand());
+program.addCommand(backtestCommand());
+program.addCommand(strategyCommand());
 // Hidden command: run MCP server (called by Claude Code)
 program
     .command('mcp-server')

package/dist/index.js.map

@@ -1 +1 @@
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package/dist/ipc/router.js

@@ -1,5 +1,6 @@
 import { getLogger } from '../utils/logger.js';
 import { getCurrentVersion } from '../cli/update-check.js';
+import { StrategyExporter, StrategyImporter } from '@timmeck/brain-core';
 const logger = getLogger();
 export class IpcRouter {
     services;
@@ -146,6 +147,23 @@ export class IpcRouter {
                 }],
             ['backtest.compare', (params) => s.backtest.compareSignals(p(params).fingerprint1, p(params).fingerprint2)],
             ['backtest.bestSignals', (params) => s.backtest.findBestSignals(p(params))],
+            ['backtest.strategy', async (params) => {
+                    if (!s.strategyForge)
+                        throw new Error('StrategyForge not available');
+                    const { strategyId, pair, days } = p(params);
+                    const strategy = s.strategyForge.getStrategy(strategyId);
+                    if (!strategy)
+                        throw new Error(`Strategy #${strategyId} not found`);
+                    let candles = [];
+                    if (s.marketData) {
+                        try {
+                            candles = await s.marketData.fetchOHLCV(pair ?? 'bitcoin', '1h', Math.min((days ?? 30) * 24, 720));
+                        }
+                        catch { /* use empty candles → 0 trades */ }
+                    }
+                    const result = s.backtest.runStrategyBacktest(strategy, candles, { pair });
+                    return result;
+                }],
             // ─── Risk ─────────────────────────────────────────
             ['risk.kelly', (params) => s.risk.getKellyFraction(p(params).pair, p(params).regime)],
             ['risk.positionSize', (params) => s.risk.getPositionSize(p(params).capitalPct, p(params).signals, p(params).regime)],
@@ -776,6 +794,9 @@ export class IpcRouter {
             ['borg.history', (params) => s.borgSync?.getHistory(params?.limit) ?? []],
             ['borg.enable', () => { s.borgSync?.setEnabled(true); return { enabled: true }; }],
             ['borg.disable', () => { s.borgSync?.setEnabled(false); return { enabled: false }; }],
+            ['borg.config', () => s.borgSync?.getConfig() ?? null],
+            ['borg.updateConfig', (params) => { s.borgSync?.updateConfig(params); return s.borgSync?.getConfig() ?? null; }],
+            ['borg.sync', async () => { await s.borgSync?.syncCycle(); return { synced: true }; }],
             ['cross-brain.borgSync', (params) => s.borgSync?.handleIncomingSync(params) ?? { accepted: 0, rejected: 0 }],
             ['cross-brain.borgExport', () => s.borgSync?.handleExportRequest() ?? { source: 'trading-brain', timestamp: new Date().toISOString(), items: [] }],
             // ─── Intelligence (Sessions 55-65) ────────────────────
@@ -950,6 +971,18 @@ export class IpcRouter {
                     throw new Error('StrategyForge not available'); return s.strategyForge.retire(p(params).id, p(params).reason); }],
             ['strategy.status', () => { if (!s.strategyForge)
                     throw new Error('StrategyForge not available'); return s.strategyForge.getStatus(); }],
+            ['strategy.export', (params) => {
+                    if (!s.strategyForge)
+                        throw new Error('StrategyForge not available');
+                    const exporter = new StrategyExporter(s.strategyForge);
+                    return exporter.exportObject(p(params).id);
+                }],
+            ['strategy.import', (params) => {
+                    if (!s.strategyForge)
+                        throw new Error('StrategyForge not available');
+                    const importer = new StrategyImporter(s.strategyForge);
+                    return importer.import(typeof p(params).json === 'string' ? p(params).json : JSON.stringify(p(params).json));
+                }],
             ['strategy.bridge.status', () => {
                     if (!s.strategyForge || !s.actionBridge)
                         throw new Error('StrategyForge or ActionBridge not available');