@tradejs/strategies 1.0.0

package/README.md

@@ -0,0 +1,37 @@
+# @tradejs/strategies
+
+Built-in TradeJS strategy plugin package.
+
+- Homepage: https://tradejs.dev
+- Documentation: https://docs.tradejs.dev
+- Quickstart: https://docs.tradejs.dev/getting-started/quickstart
+
+## What It Provides
+
+This package contains the built-in strategy plugin catalog.
+
+It is intended to be connected through `tradejs.config.ts` and used by CLI/runtime/app flows.
+
+## Install
+
+```bash
+npm i @tradejs/strategies @tradejs/core @tradejs/node
+```
+
+## Usage
+
+Most projects should not add this package manually. It is already included by `@tradejs/base`.
+
+If you want to reference it explicitly:
+
+```ts
+import { defineConfig } from '@tradejs/core/config';
+
+export default defineConfig({
+  strategies: ['@tradejs/strategies'],
+});
+```
+
+## For Custom Strategies
+
+Use `defineStrategyPlugin(...)` from `@tradejs/core/config` in your own package and add that package to `strategies` in `tradejs.config.ts`.

package/dist/chunk-3PN7ZSJJ.mjs

@@ -0,0 +1,27 @@
+// src/Breakout/adapters/ai.ts
+var breakoutAiAdapter = {};
+
+// src/Breakout/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var breakoutMlAdapter = {
+  mapEntryRuntimeFromConfig: (config) => mapMlRuntimeFromConfig(config)
+};
+
+// src/Breakout/manifest.ts
+var breakoutManifest = {
+  name: "Breakout",
+  entryRuntimeDefaults: {
+    ai: {
+      enabled: false
+    },
+    ml: {
+      enabled: false
+    }
+  },
+  aiAdapter: breakoutAiAdapter,
+  mlAdapter: breakoutMlAdapter
+};
+
+export {
+  breakoutManifest
+};

package/dist/chunk-HEBXNMVQ.mjs

@@ -0,0 +1,48 @@
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __require = /* @__PURE__ */ ((x) => typeof require !== "undefined" ? require : typeof Proxy !== "undefined" ? new Proxy(x, {
+  get: (a, b) => (typeof require !== "undefined" ? require : a)[b]
+}) : x)(function(x) {
+  if (typeof require !== "undefined") return require.apply(this, arguments);
+  throw Error('Dynamic require of "' + x + '" is not supported');
+});
+var __esm = (fn, res) => function __init() {
+  return fn && (res = (0, fn[__getOwnPropNames(fn)[0]])(fn = 0)), res;
+};
+var __commonJS = (cb, mod) => function __require2() {
+  return mod || (0, cb[__getOwnPropNames(cb)[0]])((mod = { exports: {} }).exports, mod), mod.exports;
+};
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+export {
+  __require,
+  __esm,
+  __commonJS,
+  __export,
+  __toESM,
+  __toCommonJS
+};

package/dist/chunk-MVIV5ZII.mjs

@@ -0,0 +1,137 @@
+// src/TrendLine/adapters/ai.ts
+import { mapAiRuntimeFromConfig } from "@tradejs/core/strategies";
+var TRENDLINE_CONTEXT_PROMPT = `
+\u0414\u043E\u043F\u043E\u043B\u043D\u0435\u043D\u0438\u0435 \u0434\u043B\u044F trendline-\u0441\u0435\u0442\u0430\u043F\u043E\u0432:
+- \u042D\u0442\u043E \u0441\u0435\u0442\u0430\u043F \u043D\u0430 \u043E\u0441\u043D\u043E\u0432\u0435 \u043F\u0440\u043E\u0431\u043E\u044F/\u0440\u0435\u0430\u043A\u0446\u0438\u0438 \u043E\u0442 \u0442\u0440\u0435\u043D\u0434\u043E\u0432\u043E\u0439 \u043B\u0438\u043D\u0438\u0438; \u043F\u043E\u043B\u0435 figures.trendline \u0441\u043E\u0434\u0435\u0440\u0436\u0438\u0442 \u0433\u0435\u043E\u043C\u0435\u0442\u0440\u0438\u044E \u044D\u0442\u043E\u0439 \u043B\u0438\u043D\u0438\u0438.
+- \u0414\u043B\u044F TrendLine \u0440\u043E\u043B\u044C \u0433\u0435\u043E\u043C\u0435\u0442\u0440\u0438\u0438/\u0441\u0442\u0440\u0443\u043A\u0442\u0443\u0440\u044B \u0446\u0435\u043D\u044B \u043F\u0440\u0438\u043E\u0440\u0438\u0442\u0435\u0442\u043D\u0435\u0435 \u0438\u043D\u0434\u0438\u043A\u0430\u0442\u043E\u0440\u043D\u044B\u0445 \u043F\u043E\u0434\u0442\u0432\u0435\u0440\u0436\u0434\u0435\u043D\u0438\u0439.
+`;
+var TRENDLINE_PAYLOAD_PROMPT = `
+- \u0412 payload.figures.trendline \u043F\u0435\u0440\u0435\u0434\u0430\u0435\u0442\u0441\u044F \u043F\u043E\u043B\u043D\u0430\u044F \u0433\u0435\u043E\u043C\u0435\u0442\u0440\u0438\u044F \u0442\u0440\u0435\u043D\u0434\u043E\u0432\u043E\u0439 \u043B\u0438\u043D\u0438\u0438 (\u0431\u0435\u0437 trim), \u0447\u0442\u043E\u0431\u044B \u043C\u043E\u0436\u043D\u043E \u0431\u044B\u043B\u043E \u043E\u0446\u0435\u043D\u0438\u0432\u0430\u0442\u044C \u043A\u0430\u0441\u0430\u043D\u0438\u044F/\u0441\u0442\u0440\u0443\u043A\u0442\u0443\u0440\u0443.
+`;
+var trendLineAiAdapter = {
+  // Shared builder trims nested series/figures; TrendLine keeps trendline geometry untrimmed on purpose.
+  buildPayload: ({ signal, basePayload }) => ({
+    ...basePayload,
+    figures: {
+      ...basePayload.figures,
+      // Keep trendline geometry untrimmed for LLM reasoning.
+      trendline: signal.figures?.trendLine ?? null
+    }
+  }),
+  buildSystemPromptAddon: () => `
+${TRENDLINE_CONTEXT_PROMPT}
+${TRENDLINE_PAYLOAD_PROMPT}
+`,
+  mapEntryRuntimeFromConfig: (config2) => mapAiRuntimeFromConfig(
+    config2
+  )
+  // Intentionally omitted now: base human prompt is sufficient.
+  // buildHumanPromptAddon: () => '',
+};
+
+// src/TrendLine/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var toTrendLineMlStrategyConfig = (input) => {
+  if (!input) return void 0;
+  return {
+    ...input,
+    TRENDLINE_CONFIG: input.TRENDLINE_CONFIG ?? input.TRENDLINE ?? {}
+  };
+};
+var trendLineMlAdapter = {
+  normalizeSignal: (signal) => {
+    const nextSignal = {
+      ...signal,
+      indicators: {
+        ...signal.indicators ?? {}
+      }
+    };
+    const additional = signal.additionalIndicators ?? {};
+    if (nextSignal.indicators.touches == null && additional.touches != null) {
+      nextSignal.indicators.touches = additional.touches;
+    }
+    if (nextSignal.indicators.distance == null && additional.distance != null) {
+      nextSignal.indicators.distance = additional.distance;
+    }
+    return nextSignal;
+  },
+  normalizeStrategyConfig: (strategyConfig) => {
+    return toTrendLineMlStrategyConfig(strategyConfig);
+  },
+  mapEntryRuntimeFromConfig: (config2) => mapMlRuntimeFromConfig(config2, {
+    strategyConfig: toTrendLineMlStrategyConfig(
+      config2
+    )
+  })
+};
+
+// src/TrendLine/hooks.ts
+import { createCloseOppositeBeforePlaceOrderHook } from "@tradejs/node/strategies";
+var trendLineBeforePlaceOrderHook = createCloseOppositeBeforePlaceOrderHook({
+  isEnabled: (config2) => Boolean(config2.CLOSE_OPPOSITE_POSITIONS)
+});
+
+// src/TrendLine/manifest.ts
+var trendLineManifest = {
+  name: "TrendLine",
+  hooks: {
+    beforePlaceOrder: trendLineBeforePlaceOrderHook
+  },
+  aiAdapter: trendLineAiAdapter,
+  mlAdapter: trendLineMlAdapter
+};
+
+// src/TrendLine/config.ts
+var config = {
+  ENV: "BACKTEST",
+  INTERVAL: "15",
+  MAKE_ORDERS: true,
+  CLOSE_OPPOSITE_POSITIONS: false,
+  BACKTEST_PRICE_MODE: "mid",
+  AI_ENABLED: false,
+  ML_ENABLED: false,
+  ML_THRESHOLD: 0.1,
+  MIN_AI_QUALITY: 3,
+  FEE_PERCENT: 5e-3,
+  MAX_LOSS_VALUE: 10,
+  MAX_CORRELATION: 0.45,
+  MA_FAST: 14,
+  MA_MEDIUM: 49,
+  MA_SLOW: 50,
+  OBV_SMA: 10,
+  ATR: 14,
+  ATR_PCT_SHORT: 7,
+  ATR_PCT_LONG: 30,
+  BB: 20,
+  BB_STD: 2,
+  MACD_FAST: 12,
+  MACD_SLOW: 26,
+  MACD_SIGNAL: 9,
+  LEVEL_LOOKBACK: 20,
+  LEVEL_DELAY: 2,
+  TRENDLINE: {
+    minTouches: 4,
+    offset: 3,
+    epsilon: 3e-3,
+    epsilonOffset: 4e-3
+  },
+  HIGHS: {
+    enable: true,
+    direction: "LONG",
+    TP: 4,
+    SL: 1.3,
+    minRiskRatio: 2
+  },
+  LOWS: {
+    enable: true,
+    direction: "SHORT",
+    TP: 4,
+    SL: 1.3,
+    minRiskRatio: 2
+  }
+};
+
+export {
+  trendLineManifest,
+  config
+};

package/dist/chunk-RDK2JK3K.mjs

@@ -0,0 +1,28 @@
+// src/MaStrategy/adapters/ai.ts
+import { mapAiRuntimeFromConfig } from "@tradejs/core/strategies";
+var maStrategyAiAdapter = {
+  mapEntryRuntimeFromConfig: (config) => mapAiRuntimeFromConfig(
+    config
+  )
+};
+
+// src/MaStrategy/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var maStrategyMlAdapter = {
+  mapEntryRuntimeFromConfig: (config) => mapMlRuntimeFromConfig(
+    config
+  )
+};
+
+// src/MaStrategy/manifest.ts
+var maStrategyManifest = {
+  name: "MaStrategy",
+  aiAdapter: maStrategyAiAdapter,
+  mlAdapter: maStrategyMlAdapter
+};
+
+export {
+  maStrategyAiAdapter,
+  maStrategyMlAdapter,
+  maStrategyManifest
+};

package/dist/chunk-RYEPHOGL.mjs

@@ -0,0 +1,28 @@
+// src/AdaptiveMomentumRibbon/adapters/ai.ts
+import { mapAiRuntimeFromConfig } from "@tradejs/core/strategies";
+var adaptiveMomentumRibbonAiAdapter = {
+  mapEntryRuntimeFromConfig: (config) => mapAiRuntimeFromConfig(
+    config
+  )
+};
+
+// src/AdaptiveMomentumRibbon/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var adaptiveMomentumRibbonMlAdapter = {
+  mapEntryRuntimeFromConfig: (config) => mapMlRuntimeFromConfig(
+    config
+  )
+};
+
+// src/AdaptiveMomentumRibbon/manifest.ts
+var adaptiveMomentumRibbonManifest = {
+  name: "AdaptiveMomentumRibbon",
+  aiAdapter: adaptiveMomentumRibbonAiAdapter,
+  mlAdapter: adaptiveMomentumRibbonMlAdapter
+};
+
+export {
+  adaptiveMomentumRibbonAiAdapter,
+  adaptiveMomentumRibbonMlAdapter,
+  adaptiveMomentumRibbonManifest
+};

package/dist/chunk-ULLCAH5C.mjs

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+// src/VolumeDivergence/adapters/ai.ts
+import { mapAiRuntimeFromConfig } from "@tradejs/core/strategies";
+var VOLUME_DIVERGENCE_CONTEXT_PROMPT = `
+\u0414\u043E\u043F\u043E\u043B\u043D\u0435\u043D\u0438\u0435 \u0434\u043B\u044F Volume Divergence Reversal Signals:
+- \u0421\u0438\u0433\u043D\u0430\u043B \u0441\u0442\u0440\u043E\u0438\u0442\u0441\u044F \u043D\u0430 \u0434\u0438\u0432\u0435\u0440\u0433\u0435\u043D\u0446\u0438\u0438 \u0446\u0435\u043D\u044B \u0438 \u043D\u043E\u0440\u043C\u0430\u043B\u0438\u0437\u043E\u0432\u0430\u043D\u043D\u043E\u0433\u043E \u043E\u0431\u044A\u0435\u043C\u0430 (0-100).
+- Bullish divergence: price \u0434\u0435\u043B\u0430\u0435\u0442 lower low, volume \u0434\u0435\u043B\u0430\u0435\u0442 higher low.
+- Bearish divergence: price \u0434\u0435\u043B\u0430\u0435\u0442 higher high, volume \u0434\u0435\u043B\u0430\u0435\u0442 lower high.
+- \u0412 additionalIndicators.deltaAtPivot \u043F\u0435\u0440\u0435\u0434\u0430\u0435\u0442\u0441\u044F proxy net-volume (\u043E\u0446\u0435\u043D\u043A\u0430 \u043F\u043E \u0442\u0435\u043B\u0443 \u0441\u0432\u0435\u0447\u0438), \u044D\u0442\u043E \u043D\u0435 lower-timeframe volume delta TradingView.
+`;
+var volumeDivergenceAiAdapter = {
+  buildSystemPromptAddon: () => `
+${VOLUME_DIVERGENCE_CONTEXT_PROMPT}
+`,
+  mapEntryRuntimeFromConfig: (config) => mapAiRuntimeFromConfig(
+    config
+  )
+};
+
+// src/VolumeDivergence/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var toVolumeDivergenceMlStrategyConfig = (input) => {
+  if (!input) return void 0;
+  return {
+    ...input,
+    VOLUME_DIVERGENCE_CONFIG: input.VOLUME_DIVERGENCE_CONFIG ?? {
+      normalizationLength: input.NORMALIZATION_LENGTH,
+      pivotLookbackLeft: input.PIVOT_LOOKBACK_LEFT,
+      pivotLookbackRight: input.PIVOT_LOOKBACK_RIGHT,
+      maxBarsBetweenPivots: input.MAX_BARS_BETWEEN_PIVOTS,
+      minBarsBetweenPivots: input.MIN_BARS_BETWEEN_PIVOTS,
+      bullish: input.BULLISH,
+      bearish: input.BEARISH
+    }
+  };
+};
+var volumeDivergenceMlAdapter = {
+  normalizeStrategyConfig: (strategyConfig) => {
+    return toVolumeDivergenceMlStrategyConfig(strategyConfig);
+  },
+  mapEntryRuntimeFromConfig: (config) => mapMlRuntimeFromConfig(config, {
+    strategyConfig: toVolumeDivergenceMlStrategyConfig(
+      config
+    )
+  })
+};
+
+// src/VolumeDivergence/hooks.ts
+import { createCloseOppositeBeforePlaceOrderHook } from "@tradejs/node/strategies";
+var volumeDivergenceBeforePlaceOrderHook = createCloseOppositeBeforePlaceOrderHook({
+  isEnabled: (config) => Boolean(config.CLOSE_OPPOSITE_POSITIONS)
+});
+
+// src/VolumeDivergence/manifest.ts
+var volumeDivergenceManifest = {
+  name: "VolumeDivergence",
+  hooks: {
+    beforePlaceOrder: volumeDivergenceBeforePlaceOrderHook
+  },
+  aiAdapter: volumeDivergenceAiAdapter,
+  mlAdapter: volumeDivergenceMlAdapter
+};
+
+export {
+  volumeDivergenceAiAdapter,
+  volumeDivergenceMlAdapter,
+  volumeDivergenceManifest
+};

package/dist/index.d.mts

@@ -0,0 +1,65 @@
+import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry } from '@tradejs/types';
+
+declare const config: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MAX_CORRELATION: 0.45;
+    readonly MA_FAST: 14;
+    readonly MA_MEDIUM: 49;
+    readonly MA_SLOW: 50;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly LEVEL_LOOKBACK: 20;
+    readonly LEVEL_DELAY: 2;
+    readonly TRENDLINE: Partial<TrendLineOptions>;
+    readonly HIGHS: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 4;
+        readonly SL: 1.3;
+        readonly minRiskRatio: 2;
+    };
+    readonly LOWS: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 4;
+        readonly SL: 1.3;
+        readonly minRiskRatio: 2;
+    };
+};
+
+declare const adaptiveMomentumRibbonAiAdapter: StrategyAiAdapter;
+
+declare const adaptiveMomentumRibbonMlAdapter: StrategyMlAdapter;
+
+declare const maStrategyAiAdapter: StrategyAiAdapter;
+
+declare const maStrategyMlAdapter: StrategyMlAdapter;
+
+declare const volumeDivergenceAiAdapter: StrategyAiAdapter;
+
+declare const volumeDivergenceMlAdapter: StrategyMlAdapter;
+
+declare const strategyEntries: StrategyRegistryEntry[];
+
+declare const _default: {
+    strategyEntries: StrategyRegistryEntry[];
+};
+
+export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, strategyEntries, config as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };

package/dist/index.d.ts

@@ -0,0 +1,65 @@
+import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry } from '@tradejs/types';
+
+declare const config: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MAX_CORRELATION: 0.45;
+    readonly MA_FAST: 14;
+    readonly MA_MEDIUM: 49;
+    readonly MA_SLOW: 50;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly LEVEL_LOOKBACK: 20;
+    readonly LEVEL_DELAY: 2;
+    readonly TRENDLINE: Partial<TrendLineOptions>;
+    readonly HIGHS: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 4;
+        readonly SL: 1.3;
+        readonly minRiskRatio: 2;
+    };
+    readonly LOWS: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 4;
+        readonly SL: 1.3;
+        readonly minRiskRatio: 2;
+    };
+};
+
+declare const adaptiveMomentumRibbonAiAdapter: StrategyAiAdapter;
+
+declare const adaptiveMomentumRibbonMlAdapter: StrategyMlAdapter;
+
+declare const maStrategyAiAdapter: StrategyAiAdapter;
+
+declare const maStrategyMlAdapter: StrategyMlAdapter;
+
+declare const volumeDivergenceAiAdapter: StrategyAiAdapter;
+
+declare const volumeDivergenceMlAdapter: StrategyMlAdapter;
+
+declare const strategyEntries: StrategyRegistryEntry[];
+
+declare const _default: {
+    strategyEntries: StrategyRegistryEntry[];
+};
+
+export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, strategyEntries, config as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };