@tradejs/core 2.0.15 → 2.0.16

package/dist/strategies.mjs

@@ -1,7 +1,7 @@
 import {
   createIndicators,
   getRequiredControllerSeedWindow
-} from "./chunk-HVCNGDPT.mjs";
+} from "./chunk-NN7Z3GIK.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import {
@@ -298,7 +298,8 @@ var createStrategyIndicatorsState = ({
     ensureInitializedWithCurrentBar: ensureControllerInitialized,
     snapshot: (options) => ensureControllerInitialized().snapshot(options),
     latestSnapshot: () => ensureControllerInitialized().latestSnapshot(),
-    latestNumber: (key) => ensureControllerInitialized().latestNumber(key)
+    latestNumber: (key) => ensureControllerInitialized().latestNumber(key),
+    latestNumbers: (key, count) => ensureControllerInitialized().latestNumbers(key, count)
   };
 };
 
@@ -610,19 +611,6 @@ var toRankBucket = (value) => {
   if (value <= 20) return "low";
   return "normal";
 };
-var toRangePositionBucket = (value) => {
-  if (value == null) return "unknown";
-  if (value <= 0.2) return "low";
-  if (value >= 0.8) return "high";
-  return "middle";
-};
-var toVolumeBucket = (value) => {
-  if (value == null) return "unknown";
-  if (value < 0.8) return "thin";
-  if (value < 1.5) return "normal";
-  if (value < 3) return "elevated";
-  return "spike";
-};
 var toVenueSpreadSeverity = (value) => {
   if (value == null) return "unknown";
   const abs = Math.abs(value);
@@ -735,7 +723,6 @@ var buildBaseContextGateFeatures = ({
   const atrPctZScore = asFiniteNumberOrNull(volatility?.atrPctZScore);
   const breakoutState = localRange?.breakoutState ?? "unknown";
   const rangePosition20 = asFiniteNumberOrNull(localRange?.rangePosition20);
-  const rangePositionBucket = toRangePositionBucket(rangePosition20);
   const breakoutWithDirection = toDirectionalAlignment({
     direction,
     bullValue: "above_high_level",
@@ -854,22 +841,12 @@ var buildBaseContextGateFeatures = ({
     targetVsBtc?.ratioReturn24h
   );
   const targetVsBtcAlpha24h = asFiniteNumberOrNull(targetVsBtc?.alphaVsBtc24h);
-  const targetVsBtcBeta20 = asFiniteNumberOrNull(targetVsBtc?.betaToBtc20);
-  const targetVsBtcCorrelation20 = asFiniteNumberOrNull(
-    targetVsBtc?.correlationToBtc20
-  );
-  const targetVsBtcRatioTrend = targetVsBtc?.ratioTrend ?? "unknown";
   const targetVsBtcDirectionValue = targetVsBtcRatioReturn24h ?? targetVsBtcAlpha24h;
   const targetVsBtcAligned = direction == null || targetVsBtcDirectionValue == null ? null : direction === "LONG" ? targetVsBtcDirectionValue >= 0 : targetVsBtcDirectionValue <= 0;
   const targetVsEthRatioReturn24h = asFiniteNumberOrNull(
     targetVsEth?.ratioReturn24h
   );
   const targetVsEthAlpha24h = asFiniteNumberOrNull(targetVsEth?.alphaVsEth24h);
-  const targetVsEthBeta20 = asFiniteNumberOrNull(targetVsEth?.betaToEth20);
-  const targetVsEthCorrelation20 = asFiniteNumberOrNull(
-    targetVsEth?.correlationToEth20
-  );
-  const targetVsEthRatioTrend = targetVsEth?.ratioTrend ?? "unknown";
   const targetVsEthDirectionValue = targetVsEthRatioReturn24h ?? targetVsEthAlpha24h;
   const targetVsEthAligned = direction == null || targetVsEthDirectionValue == null ? null : direction === "LONG" ? targetVsEthDirectionValue >= 0 : targetVsEthDirectionValue <= 0;
   const btcAltRegimeValue = btcAltRegime?.regime ?? "unknown";
@@ -878,20 +855,15 @@ var buildBaseContextGateFeatures = ({
   const btcVsAltReturn24h = asFiniteNumberOrNull(
     btcAltRegime?.btcVsAltReturn24h
   );
-  const btcTurnoverShare24h = asFiniteNumberOrNull(
-    btcAltRegime?.btcTurnoverShare24h
-  );
   const venueSpreadZScore = asFiniteNumberOrNull(execution?.venueSpreadZScore);
   const venueSpreadSeverity = toVenueSpreadSeverity(venueSpreadZScore);
   const higherTimeframeConflict = mtfAlignmentForDirection === "unknown" ? null : mtfAlignmentForDirection === "against" || mtfAlignmentForDirection === "mixed";
   const extremeVolatilityRisk = Math.abs(atrPctZScore ?? 0) >= 2 || atrPctRankBucket === "extreme";
-  const compressionBreakoutSupport = (volatility?.state === "compressed" || bbWidthRankBucket === "low") && breakoutState !== "inside_range" && breakoutState !== "unknown";
   const benchmarkConflict = benchmarkAligned === false || relativeStrengthBucket.endsWith("_against");
   const derivativesSummary = baseContext.derivatives?.summary;
   const derivativesDirectionAligned = typeof derivativesSummary?.directionAligned === "boolean" ? derivativesSummary.directionAligned : null;
   const derivativesRiskFlags = Array.isArray(derivativesSummary?.riskFlags) ? derivativesSummary.riskFlags : [];
   const derivativesCrowdedForDirection = direction === "LONG" ? derivativesRiskFlags.includes("crowded_long") : direction === "SHORT" ? derivativesRiskFlags.includes("crowded_short") : false;
-  const derivativesCrowdedAny = derivativesRiskFlags.includes("crowded_long") || derivativesRiskFlags.includes("crowded_short");
   const atr = asFiniteNumberOrNull(baseContext.raw?.volatility?.atr);
   const currentPrice = asFiniteNumberOrNull(prices?.currentPrice);
   const takeProfitPrice = asFiniteNumberOrNull(prices?.takeProfitPrice);
@@ -1051,142 +1023,57 @@ var buildBaseContextGateFeatures = ({
     scores.execution,
     scores.derivatives
   ]);
-  const volatilityRisk = extremeVolatilityRisk ? "high" : atrPctRankBucket === "high" || bbWidthRankBucket === "high" ? "medium" : atrPctRankBucket === "unknown" && bbWidthRankBucket === "unknown" ? "unknown" : "low";
   const liquidityRisk = venueSpreadSeverity === "wide" || cmcExchangeLiquidityAligned === false ? "high" : venueSpreadSeverity === "elevated" ? "medium" : venueSpreadSeverity === "unknown" && cmcExchangeLiquidityAligned == null ? "unknown" : "low";
-  const regimeRisk = higherTimeframeConflict === true ? "high" : mtfAlignmentForDirection === "neutral" || mtfAlignmentForDirection === "unknown" ? "medium" : "low";
-  const crowdingRisk = derivativesCrowdedForDirection ? "high" : derivativesCrowdedAny ? "medium" : derivativesSummary ? "low" : "unknown";
-  const chaseRisk = direction === "LONG" && rangePositionBucket === "high" && breakoutWithDirection !== true || direction === "SHORT" && rangePositionBucket === "low" && breakoutWithDirection !== true ? "high" : tpDistanceAtr != null && tpDistanceAtr < 1 || rangePositionBucket === "high" || rangePositionBucket === "low" ? "medium" : rangePositionBucket === "unknown" ? "unknown" : "low";
   const primaryIssue = derivativesCrowdedForDirection ? "crowded_derivatives" : higherTimeframeConflict === true ? "mtf_conflict" : venueSpreadSeverity === "wide" || cmcExchangeLiquidityAligned === false ? "bad_execution" : extremeVolatilityRisk ? "extreme_volatility" : benchmarkConflict || marketBreadthAligned === false || cmcAltLiquidityAligned === false || cmcEthBtcAligned === false || cmcFearGreedAligned === false || cmcIndexAligned === false || targetVsBtcAligned === false || targetVsEthAligned === false || btcAltRegimeAligned === false ? "market_context_against" : (scores.participation ?? 100) < 45 ? "weak_participation" : (scores.structure ?? 100) < 45 ? "weak_structure" : "none";
-  const needsExtraConfirmation = conflicts.length > 0 || scores.totalContext != null && scores.totalContext < 60;
   const approveBias = conflicts.length >= 3 || primaryIssue === "crowded_derivatives" || primaryIssue === "bad_execution" || primaryIssue === "mtf_conflict" ? "reject" : confirmations.length >= 3 && conflicts.length === 0 ? "support" : "neutral";
-  const maxReasonableQuality = approveBias === "reject" ? 2 : conflicts.length >= 2 || needsExtraConfirmation ? 3 : approveBias === "support" ? 5 : 4;
   return {
-    direction,
     setup: {
-      riskRatio: asFiniteNumberOrNull(prices?.riskRatio),
       rewardToVolatility: tpDistanceAtr,
       stopDistanceAtr,
       tpDistanceAtr,
       entryLocation
     },
-    scores,
-    confirmations: {
-      count: confirmations.length,
-      items: confirmations
+    scores: {
+      structure: scores.structure,
+      participation: scores.participation,
+      execution: scores.execution,
+      totalContext: scores.totalContext
     },
     conflicts: {
-      count: conflicts.length,
-      items: conflicts
+      count: conflicts.length
     },
     risk: {
-      regimeRisk,
-      liquidityRisk,
-      volatilityRisk,
-      crowdingRisk,
-      chaseRisk
+      liquidityRisk
     },
     decisionHints: {
       approveBias,
-      maxReasonableQuality,
-      needsExtraConfirmation,
       primaryIssue
     },
     mtf: {
-      alignmentForDirection: mtfAlignmentForDirection,
-      higherTimeframeConflict,
-      h1TrendBias: mtfSummary?.h1TrendBias ?? "unknown",
-      h4TrendBias: mtfSummary?.h4TrendBias ?? "unknown",
-      d1TrendBias: mtfSummary?.d1TrendBias ?? "unknown",
-      h1RangePosition: asFiniteNumberOrNull(mtfSummary?.h1RangePosition),
-      h4VolatilityState: mtfSummary?.h4VolatilityState ?? "unknown"
+      higherTimeframeConflict
     },
     volatility: {
       state: volatility?.state ?? "unknown",
-      atrPctZScore,
       atrPctRankBucket,
-      bbWidthRankBucket,
-      extremeVolatilityRisk,
-      compressionBreakoutSupport
-    },
-    structure: {
-      breakoutState,
-      rangePositionBucket,
-      breakoutWithDirection,
-      failedBreakoutForDirection,
-      liquiditySweepForDirection,
-      nearPointOfControl
+      bbWidthRankBucket
     },
     participation: {
-      volumeRel20,
-      volumeBucket: toVolumeBucket(volumeRel20),
-      deltaBias,
-      deltaAligned,
-      tradeFlowBuyPressurePct,
-      tradeFlowAligned,
-      hyperliquidWhaleBuySharePct,
-      hyperliquidWhaleNetNotionalUsd,
-      hyperliquidWhaleUniqueCount,
-      hyperliquidWhaleCoveredCount,
-      hyperliquidWhaleExpectedCount,
-      hyperliquidWhaleCoveragePct,
-      hyperliquidWhaleCoverageSufficient,
-      hyperliquidWhaleNotionalUsd,
-      hyperliquidWhaleSufficientActivity,
-      hyperliquidWhaleFlowAligned,
-      hyperliquidWhaleFlowStale,
-      referenceTradeFlowBuyPressurePct,
-      referenceTradeFlowAligned,
       volumeStructureAligned
     },
     relative: {
-      benchmarkTrendAlignment,
-      benchmarkAligned,
       benchmarkConflict,
-      relativeStrength1h,
-      relativeStrengthBucket,
       marketBreadthReturn,
-      marketBreadthAligned,
       marketBreadthStale: typeof marketBreadth?.stale === "boolean" ? marketBreadth.stale : null,
-      cmcAltLiquidityRegime,
-      cmcAltLiquidityAligned,
-      cmcAltLiquidityStale,
-      cmcEthBtcReferenceRegime,
-      cmcEthBtcAligned,
-      cmcEthBtcStale,
-      cmcExchangeLiquidityRegime,
       cmcExchangeLiquidityAligned,
       cmcExchangeLiquidityStale,
       cmcExchangeLiquidityVolumeChange24hPct,
       cmcFearGreedValue,
       cmcFearGreedValueChange24h,
-      cmcFearGreedRegime,
-      cmcFearGreedAligned,
       cmcFearGreedStale,
-      cmcIndexRegime,
-      cmcIndexAligned,
-      cmcIndexStale,
       cmc20ToCmc100RatioChange24hPct,
-      targetVsBtcRatioReturn24h,
-      targetVsBtcAlpha24h,
-      targetVsBtcBeta20,
-      targetVsBtcCorrelation20,
-      targetVsBtcRatioTrend,
-      targetVsBtcAligned,
-      targetVsEthRatioReturn24h,
-      targetVsEthAlpha24h,
-      targetVsEthBeta20,
-      targetVsEthCorrelation20,
-      targetVsEthRatioTrend,
-      targetVsEthAligned,
       btcAltRegime: btcAltRegimeValue,
-      btcAltRegimeAligned,
       btcAltRegimeStale,
-      btcVsAltReturn24h,
-      btcTurnoverShare24h
-    },
-    execution: {
-      venueSpreadZScore,
-      venueSpreadSeverity
+      btcVsAltReturn24h
     }
   };
 };
@@ -1194,6 +1081,40 @@ var cloneBaseContextData = (baseContext, direction, prices) => {
   const clone = cloneSignalPayloadDataProperties(
     baseContext
   );
+  clone.regime = cloneSignalPayloadDataProperties(
+    baseContext.regime
+  );
+  clone.structure = cloneSignalPayloadDataProperties(
+    baseContext.structure
+  );
+  const participation = baseContext.participation;
+  if (participation) {
+    const participationClone = cloneSignalPayloadDataProperties(
+      participation
+    );
+    const priceVolumeProfile = participation.priceVolumeProfile;
+    const volumeStructure = participation.volumeStructure;
+    const delta = participation.delta;
+    if (priceVolumeProfile != null) {
+      participationClone.priceVolumeProfile = cloneSignalPayloadDataProperties(
+        priceVolumeProfile
+      );
+    }
+    if (volumeStructure != null) {
+      participationClone.volumeStructure = cloneSignalPayloadDataProperties(
+        volumeStructure
+      );
+    }
+    if (delta != null) {
+      participationClone.delta = cloneSignalPayloadDataProperties(
+        delta
+      );
+    }
+    clone.participation = participationClone;
+  }
+  clone.relative = cloneSignalPayloadDataProperties(
+    baseContext.relative
+  );
   const compactMtf = cloneCompactMtfContext(baseContext);
   if (compactMtf) {
     clone.mtf = compactMtf;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "2.0.15",
+  "version": "2.0.16",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -100,7 +100,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^2.0.15",
+    "@tradejs/types": "^2.0.16",
     "date-fns": "^3.6.0",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",