@tradejs/node 3.1.3 → 3.1.5

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "3.1.3",
+  "version": "3.1.5",
   "description": "Node-only runtime for the TradeJS TypeScript framework: strategies, backtests, Pine strategy loading, and plugin registries.",
   "keywords": [
     "tradejs",
@@ -85,9 +85,9 @@
   "dependencies": {
     "@langchain/core": "^1.2.3",
     "@langchain/openai": "^1.5.5",
-    "@tradejs/core": "^3.1.3",
-    "@tradejs/infra": "^3.1.3",
-    "@tradejs/types": "^3.1.3",
+    "@tradejs/core": "^3.1.5",
+    "@tradejs/infra": "^3.1.5",
+    "@tradejs/types": "^3.1.5",
     "chalk": "4.1.2",
     "ioredis": "5.11.1",
     "lodash": "^4.18.1",

package/dist/chunk-LAJ7NA3Q.mjs

@@ -1,377 +0,0 @@
-// src/strategies.ts
-export * from "@tradejs/core/strategies";
-
-// src/strategyHooks/closeOppositePositionsBeforeOpen.ts
-import _ from "lodash";
-import { logger } from "@tradejs/infra/logger";
-var closeOppositePositionsBeforeOpen = async ({
-  connector,
-  entryContext
-}) => {
-  const {
-    symbol: currentSymbol,
-    direction: currentDirection,
-    timestamp,
-    prices,
-    strategy: strategyName
-  } = entryContext;
-  const price = prices.currentPrice;
-  try {
-    logger.log(
-      "info",
-      "[%s] checking open positions before open: %s %s",
-      strategyName,
-      currentSymbol,
-      currentDirection
-    );
-    const positions = await connector.getPositions();
-    const openPositions = (positions || []).filter(
-      (item) => item && Number(item.qty) > 0
-    );
-    logger.log(
-      "info",
-      "[%s] open positions found: %s",
-      strategyName,
-      openPositions.length
-    );
-    const oppositePositions = openPositions.filter(
-      (item) => item.symbol !== currentSymbol && item.direction !== currentDirection
-    );
-    if (_.isEmpty(oppositePositions)) {
-      logger.log(
-        "info",
-        "[%s] no opposite positions to close before open: %s",
-        strategyName,
-        currentSymbol
-      );
-      return;
-    }
-    for (const position of oppositePositions) {
-      logger.log(
-        "info",
-        "[%s] closing opposite position: %s %s qty=%s",
-        strategyName,
-        position.symbol,
-        position.direction,
-        position.qty
-      );
-      try {
-        await connector.closePosition({
-          symbol: position.symbol,
-          price,
-          timestamp,
-          direction: position.direction
-        });
-        logger.log(
-          "info",
-          "[%s] opposite position closed: %s",
-          strategyName,
-          position.symbol
-        );
-      } catch (err) {
-        logger.log(
-          "error",
-          "[%s] failed to close opposite position: %s %s",
-          strategyName,
-          position.symbol,
-          err
-        );
-      }
-    }
-  } catch (err) {
-    logger.log(
-      "error",
-      "[%s] failed to load open positions before open: %s %s",
-      strategyName,
-      currentSymbol,
-      err
-    );
-  }
-};
-var createCloseOppositeBeforePlaceOrderHook = ({
-  isEnabled
-}) => {
-  return async ({ ctx, entry }) => {
-    if (ctx.env === "BACKTEST") {
-      return;
-    }
-    if (!isEnabled(ctx.strategyConfig)) {
-      return;
-    }
-    await closeOppositePositionsBeforeOpen({
-      connector: ctx.connector,
-      entryContext: entry.context
-    });
-  };
-};
-
-// src/strategyHooks/shared.ts
-var DEFAULT_BREAK_EVEN_TRIGGER_RISK_MULTIPLIER = 0.5;
-var DEFAULT_BREAK_EVEN_STOP_PROFIT_MULTIPLIER = 0;
-var DEFAULT_GLOBAL_UNREALIZED_PNL_TRIGGER_RISK_MULTIPLIER = 4;
-var GLOBAL_UNREALIZED_PNL_CLOSE_ALL_CODE = "GLOBAL_UNREALIZED_PNL_TARGET_REACHED_CLOSE_ALL";
-var isFiniteNumber = (value) => typeof value === "number" && Number.isFinite(value);
-var isOpenPosition = (position) => Boolean(
-  position && isFiniteNumber(position.price) && isFiniteNumber(position.qty) && position.qty > 0 && (position.direction === "LONG" || position.direction === "SHORT")
-);
-var isOpenPositionPnlSnapshot = (position) => Boolean(
-  isOpenPosition(position) && isFiniteNumber(position?.currentPrice) && isFiniteNumber(position?.unrealizedPnl)
-);
-var getStrategyMaxLossValue = (strategyConfig) => {
-  const maxLossValue = Number(strategyConfig?.MAX_LOSS_VALUE ?? Number.NaN);
-  return Number.isFinite(maxLossValue) && maxLossValue > 0 ? maxLossValue : null;
-};
-var getPositionStopLossPrice = (position) => {
-  if (!position || typeof position !== "object") {
-    return null;
-  }
-  const slPrice = Number(
-    position.slPrice ?? Number.NaN
-  );
-  if (Number.isFinite(slPrice)) {
-    return slPrice;
-  }
-  const signalStopLossPrice = Number(
-    position.signal?.prices?.stopLossPrice ?? Number.NaN
-  );
-  return Number.isFinite(signalStopLossPrice) ? signalStopLossPrice : null;
-};
-var getPositionTakeProfitPrice = (position) => {
-  if (!position || typeof position !== "object") {
-    return null;
-  }
-  const directTakeProfitPrice = Number(
-    position.tpPrice ?? position.takeProfitPrice ?? Number.NaN
-  );
-  if (Number.isFinite(directTakeProfitPrice)) {
-    return directTakeProfitPrice;
-  }
-  const signalTakeProfitPrice = Number(
-    position.signal?.prices?.takeProfitPrice ?? Number.NaN
-  );
-  return Number.isFinite(signalTakeProfitPrice) ? signalTakeProfitPrice : null;
-};
-var getBreakEvenStopPrice = ({
-  direction,
-  entryPrice,
-  takeProfitPrice,
-  stopProfitMultiplier
-}) => {
-  if (!Number.isFinite(entryPrice)) {
-    return null;
-  }
-  const normalizedStopProfitMultiplier = Number.isFinite(stopProfitMultiplier) ? Math.min(Math.max(stopProfitMultiplier, 0), 1) : DEFAULT_BREAK_EVEN_STOP_PROFIT_MULTIPLIER;
-  if (takeProfitPrice == null || !Number.isFinite(takeProfitPrice) || direction === "LONG" && takeProfitPrice <= entryPrice || direction === "SHORT" && takeProfitPrice >= entryPrice) {
-    return entryPrice;
-  }
-  const distanceToTakeProfit = takeProfitPrice - entryPrice;
-  return entryPrice + distanceToTakeProfit * normalizedStopProfitMultiplier;
-};
-var getFavorableMovePct = ({
-  direction,
-  entryPrice,
-  currentPrice
-}) => {
-  if (!Number.isFinite(entryPrice) || !Number.isFinite(currentPrice) || entryPrice <= 0) {
-    return null;
-  }
-  return direction === "LONG" ? (currentPrice - entryPrice) / entryPrice * 100 : (entryPrice - currentPrice) / entryPrice * 100;
-};
-var getPositionRiskPct = ({
-  direction,
-  entryPrice,
-  stopLossPrice
-}) => {
-  if (stopLossPrice == null || !Number.isFinite(entryPrice) || !Number.isFinite(stopLossPrice) || entryPrice <= 0) {
-    return null;
-  }
-  return direction === "LONG" ? (entryPrice - stopLossPrice) / entryPrice * 100 : (stopLossPrice - entryPrice) / entryPrice * 100;
-};
-var isBreakEvenStopAlreadyApplied = ({
-  direction,
-  entryPrice,
-  stopLossPrice
-}) => {
-  if (stopLossPrice == null || !Number.isFinite(entryPrice) || !Number.isFinite(stopLossPrice)) {
-    return false;
-  }
-  return direction === "LONG" ? stopLossPrice >= entryPrice : stopLossPrice <= entryPrice;
-};
-var getConfiguredDirectionRiskPct = ({
-  strategyConfig,
-  direction
-}) => {
-  if (!strategyConfig || typeof strategyConfig !== "object") {
-    return null;
-  }
-  const directSideConfig = strategyConfig[direction];
-  const directSideRiskPct = Number(directSideConfig?.SL ?? Number.NaN);
-  if (Number.isFinite(directSideRiskPct)) {
-    return directSideRiskPct;
-  }
-  for (const candidate of Object.values(strategyConfig)) {
-    if (!candidate || typeof candidate !== "object") {
-      continue;
-    }
-    const candidateDirection = candidate.direction;
-    const candidateRiskPct = Number(
-      candidate.SL ?? Number.NaN
-    );
-    if (candidateDirection === direction && Number.isFinite(candidateRiskPct)) {
-      return candidateRiskPct;
-    }
-  }
-  return null;
-};
-var toStrategyCodePrefix = (strategyName) => strategyName === "TrendLine" ? "TRENDLINE" : strategyName.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase();
-
-// src/strategyHooks/moveStopToBreakEvenAfterCoreDecision.ts
-var createMoveStopToBreakEvenOnBarHook = ({
-  isEnabled = () => true,
-  triggerRiskMultiplier = DEFAULT_BREAK_EVEN_TRIGGER_RISK_MULTIPLIER,
-  stopProfitMultiplier = DEFAULT_BREAK_EVEN_STOP_PROFIT_MULTIPLIER
-} = {}) => {
-  return async ({ ctx, market }) => {
-    if (!isEnabled(ctx.strategyConfig)) {
-      return;
-    }
-    const currentPosition = await ctx.connector.getPosition(ctx.symbol);
-    if (!isOpenPosition(currentPosition)) {
-      return;
-    }
-    const currentPrice = Number(market.candle.close ?? Number.NaN);
-    if (!Number.isFinite(currentPrice)) {
-      return;
-    }
-    const currentStopLossPrice = getPositionStopLossPrice(currentPosition);
-    if (isBreakEvenStopAlreadyApplied({
-      direction: currentPosition.direction,
-      entryPrice: currentPosition.price,
-      stopLossPrice: currentStopLossPrice
-    })) {
-      return;
-    }
-    const favorableMovePct = getFavorableMovePct({
-      direction: currentPosition.direction,
-      entryPrice: currentPosition.price,
-      currentPrice
-    });
-    const currentPositionRiskPct = getPositionRiskPct({
-      direction: currentPosition.direction,
-      entryPrice: currentPosition.price,
-      stopLossPrice: currentStopLossPrice
-    });
-    const configuredRiskPct = getConfiguredDirectionRiskPct({
-      strategyConfig: ctx.strategyConfig,
-      direction: currentPosition.direction
-    });
-    const triggerRiskPct = currentPositionRiskPct ?? configuredRiskPct;
-    if (favorableMovePct == null || triggerRiskPct == null || favorableMovePct < triggerRiskPct * triggerRiskMultiplier) {
-      return;
-    }
-    const stopLossPrice = getBreakEvenStopPrice({
-      direction: currentPosition.direction,
-      entryPrice: currentPosition.price,
-      takeProfitPrice: getPositionTakeProfitPrice(currentPosition),
-      stopProfitMultiplier
-    });
-    if (stopLossPrice == null) {
-      return;
-    }
-    return {
-      kind: "protect",
-      code: `${toStrategyCodePrefix(ctx.strategyName)}_MOVE_STOP_TO_BREAK_EVEN`,
-      protectPlan: {
-        direction: currentPosition.direction,
-        stopLossPrice
-      }
-    };
-  };
-};
-var createMoveStopToBreakEvenAfterCoreDecisionHook = createMoveStopToBreakEvenOnBarHook;
-
-// src/signalsHooks/closeAllPositionsOnGlobalProfitBeforeSignals.ts
-import { logger as logger2 } from "@tradejs/infra/logger";
-var createCloseAllOnGlobalProfitBeforeSignalsHook = ({
-  getStrategyDefaultConfig = () => void 0,
-  profitRiskMultiplier = DEFAULT_GLOBAL_UNREALIZED_PNL_TRIGGER_RISK_MULTIPLIER
-} = {}) => {
-  return async ({ connector, runtimeStrategies }) => {
-    if (typeof connector.getOpenPositionPnl !== "function") {
-      return;
-    }
-    const openPositions = (await connector.getOpenPositionPnl()).filter(
-      isOpenPositionPnlSnapshot
-    );
-    if (!openPositions.length) {
-      return;
-    }
-    const totalUnrealizedPnl = openPositions.reduce(
-      (sum, position) => sum + position.unrealizedPnl,
-      0
-    );
-    if (!Number.isFinite(totalUnrealizedPnl) || totalUnrealizedPnl <= 0) {
-      return;
-    }
-    const maxLossValues = runtimeStrategies.flatMap(
-      ({ strategyName, strategyConfig }) => {
-        const maxLossValue = getStrategyMaxLossValue({
-          ...getStrategyDefaultConfig(strategyName) ?? {},
-          ...strategyConfig ?? {}
-        });
-        return maxLossValue == null ? [] : [maxLossValue];
-      }
-    );
-    if (!maxLossValues.length) {
-      return;
-    }
-    const averageMaxLossValue = maxLossValues.reduce((sum, value) => sum + value, 0) / maxLossValues.length;
-    const unrealizedPnlThreshold = averageMaxLossValue * profitRiskMultiplier;
-    if (!Number.isFinite(unrealizedPnlThreshold) || unrealizedPnlThreshold <= 0 || totalUnrealizedPnl < unrealizedPnlThreshold) {
-      return;
-    }
-    logger2.info(
-      "closing all positions before signals by global unrealized pnl threshold: totalPnl=%s threshold=%s positions=%s",
-      totalUnrealizedPnl,
-      unrealizedPnlThreshold,
-      openPositions.length
-    );
-    const closeTimestamp = Date.now();
-    const closeResults = await Promise.allSettled(
-      openPositions.map(
-        (position) => connector.closePosition({
-          symbol: position.symbol,
-          direction: position.direction,
-          price: position.currentPrice,
-          timestamp: closeTimestamp
-        })
-      )
-    );
-    const failedClosures = closeResults.flatMap((result, index) => {
-      if (result.status === "fulfilled" && result.value === true) {
-        return [];
-      }
-      return [
-        `${openPositions[index]?.symbol}:${openPositions[index]?.direction ?? "UNKNOWN"}`
-      ];
-    });
-    if (failedClosures.length) {
-      logger2.warn(
-        "close-all before signals hook could not confirm closures for %s",
-        failedClosures.join(", ")
-      );
-    }
-    return {
-      abort: true,
-      reason: GLOBAL_UNREALIZED_PNL_CLOSE_ALL_CODE
-    };
-  };
-};
-
-export {
-  closeOppositePositionsBeforeOpen,
-  createCloseOppositeBeforePlaceOrderHook,
-  createMoveStopToBreakEvenOnBarHook,
-  createMoveStopToBreakEvenAfterCoreDecisionHook,
-  createCloseAllOnGlobalProfitBeforeSignalsHook
-};