@timmeck/trading-brain 2.31.61 → 2.31.63

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)],
@@ -953,6 +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');