@tradejs/strategies 1.0.0

package/dist/strategy-ZVNTA6UR.mjs

@@ -0,0 +1,252 @@
+import {
+  maStrategyManifest
+} from "./chunk-RDK2JK3K.mjs";
+import "./chunk-HEBXNMVQ.mjs";
+
+// src/MaStrategy/strategy.ts
+import { createStrategyRuntime } from "@tradejs/node/strategies";
+
+// src/MaStrategy/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,
+  TRADE_COOLDOWN_MS: 0,
+  MA_FAST: 21,
+  MA_SLOW: 55,
+  LONG: {
+    enable: true,
+    direction: "LONG",
+    TP: 2,
+    SL: 1,
+    minRiskRatio: 1.5
+  },
+  SHORT: {
+    enable: true,
+    direction: "SHORT",
+    TP: 2,
+    SL: 1,
+    minRiskRatio: 1.5
+  }
+};
+
+// src/MaStrategy/core.ts
+import { round } from "@tradejs/core/math";
+
+// src/MaStrategy/figures.ts
+var toLinePoints = (candles, values, limit = 120) => {
+  const points = [];
+  const seriesOffset = Math.max(0, candles.length - values.length);
+  const start = Math.max(0, values.length - limit);
+  for (let i = start; i < values.length; i += 1) {
+    const candle = candles[seriesOffset + i];
+    const value = values[i];
+    if (!candle || !Number.isFinite(value)) continue;
+    points.push({
+      timestamp: candle.timestamp,
+      value
+    });
+  }
+  return points;
+};
+var buildMaStrategyFigures = ({
+  fullData,
+  maFast,
+  maSlow,
+  crossTimestamp,
+  crossPrice,
+  crossKind
+}) => ({
+  lines: [
+    {
+      id: "ma-fast",
+      kind: "ma_fast",
+      points: toLinePoints(fullData, maFast),
+      color: "#22d3ee",
+      width: 2,
+      style: "solid"
+    },
+    {
+      id: "ma-slow",
+      kind: "ma_slow",
+      points: toLinePoints(fullData, maSlow),
+      color: "#f59e0b",
+      width: 2,
+      style: "solid"
+    }
+  ],
+  points: [
+    {
+      id: `ma-cross-${crossTimestamp}`,
+      kind: "ma_cross",
+      points: [
+        {
+          timestamp: crossTimestamp,
+          value: crossPrice
+        }
+      ],
+      color: crossKind === "bullish" ? "#22c55e" : "#ef4444",
+      radius: 4
+    }
+  ]
+});
+
+// src/MaStrategy/core.ts
+var isFiniteNumber = (value) => typeof value === "number" && Number.isFinite(value);
+var detectCross = (maFast, maSlow) => {
+  if (maFast.length < 2 || maSlow.length < 2) {
+    return null;
+  }
+  const maFastPrev = maFast[maFast.length - 2];
+  const maFastCurrent = maFast[maFast.length - 1];
+  const maSlowPrev = maSlow[maSlow.length - 2];
+  const maSlowCurrent = maSlow[maSlow.length - 1];
+  if (!isFiniteNumber(maFastPrev) || !isFiniteNumber(maFastCurrent) || !isFiniteNumber(maSlowPrev) || !isFiniteNumber(maSlowCurrent)) {
+    return null;
+  }
+  if (maFastPrev <= maSlowPrev && maFastCurrent > maSlowCurrent) {
+    return {
+      kind: "bullish",
+      maFastPrev,
+      maFastCurrent,
+      maSlowPrev,
+      maSlowCurrent
+    };
+  }
+  if (maFastPrev >= maSlowPrev && maFastCurrent < maSlowCurrent) {
+    return {
+      kind: "bearish",
+      maFastPrev,
+      maFastCurrent,
+      maSlowPrev,
+      maSlowCurrent
+    };
+  }
+  return null;
+};
+var createMaStrategyCore = async ({ config: config2, strategyApi, indicatorsState }) => {
+  const {
+    ENV,
+    FEE_PERCENT,
+    MAX_LOSS_VALUE,
+    MAX_CORRELATION,
+    TRADE_COOLDOWN_MS,
+    LONG,
+    SHORT
+  } = config2;
+  const lastTradeController = strategyApi.createLastTradeController({
+    enabled: Number(TRADE_COOLDOWN_MS ?? 0) > 0,
+    cooldownMs: Number(TRADE_COOLDOWN_MS ?? 0)
+  });
+  return async () => {
+    indicatorsState.onBar();
+    const indicators = indicatorsState.snapshot();
+    if (!indicators) {
+      return strategyApi.skip("NO_INDICATORS");
+    }
+    const maFast = Array.isArray(indicators.maFast) ? indicators.maFast : [];
+    const maSlow = Array.isArray(indicators.maSlow) ? indicators.maSlow : [];
+    if (maFast.length < 2 || maSlow.length < 2) {
+      return strategyApi.skip("WAIT_MA_DATA");
+    }
+    const cross = detectCross(maFast, maSlow);
+    const position = await strategyApi.getCurrentPosition();
+    const positionExists = Boolean(
+      position && typeof position.qty === "number" && position.qty > 0
+    );
+    if (positionExists && position) {
+      if (position.direction === "LONG" && cross?.kind === "bearish" || position.direction === "SHORT" && cross?.kind === "bullish") {
+        const { currentPrice: currentPrice2, timestamp: timestamp2 } = await strategyApi.getMarketData();
+        return {
+          kind: "exit",
+          code: "CLOSE_BY_OPPOSITE_MA_CROSS",
+          closePlan: {
+            price: currentPrice2,
+            timestamp: timestamp2,
+            direction: position.direction
+          }
+        };
+      }
+      return strategyApi.skip("POSITION_HELD");
+    }
+    if (!cross) {
+      return strategyApi.skip("NO_CROSS");
+    }
+    const modeConfig = cross.kind === "bullish" ? LONG : SHORT;
+    if (!modeConfig.enable) {
+      return strategyApi.skip("STRATEGY_DISABLED");
+    }
+    const { fullData, timestamp, currentPrice } = await strategyApi.getMarketData();
+    if (lastTradeController.isInCooldown(timestamp)) {
+      return strategyApi.skip("TRADE_COOLDOWN");
+    }
+    const { stopLossPrice, takeProfitPrice, riskRatio, qty } = strategyApi.getDirectionalTpSlPrices({
+      price: currentPrice,
+      direction: modeConfig.direction,
+      takeProfitDelta: modeConfig.TP,
+      stopLossDelta: modeConfig.SL,
+      unit: "percent",
+      maxLossValue: MAX_LOSS_VALUE,
+      feePercent: Number(FEE_PERCENT ?? 0)
+    });
+    if (!qty || !Number.isFinite(qty) || qty <= 0) {
+      return strategyApi.skip("INVALID_QTY");
+    }
+    if (riskRatio <= modeConfig.minRiskRatio) {
+      return strategyApi.skip(`RISK_RATIO:${round(riskRatio)}`);
+    }
+    const correlation = indicatorsState.latestNumber("correlation");
+    if (ENV !== "BACKTEST" && correlation != null && correlation >= MAX_CORRELATION) {
+      return strategyApi.skip(`MAX_CORRELATION:${round(correlation)}`);
+    }
+    lastTradeController.markTrade(timestamp);
+    return strategyApi.entry({
+      code: cross.kind === "bullish" ? "MA_BULLISH_CROSS" : "MA_BEARISH_CROSS",
+      direction: modeConfig.direction,
+      figures: buildMaStrategyFigures({
+        fullData,
+        maFast,
+        maSlow,
+        crossTimestamp: timestamp,
+        crossPrice: currentPrice,
+        crossKind: cross.kind
+      }),
+      indicators,
+      additionalIndicators: {
+        crossKind: cross.kind,
+        maFastPrev: cross.maFastPrev,
+        maFastCurrent: cross.maFastCurrent,
+        maSlowPrev: cross.maSlowPrev,
+        maSlowCurrent: cross.maSlowCurrent,
+        maGap: cross.maFastCurrent - cross.maSlowCurrent,
+        correlation
+      },
+      orderPlan: {
+        qty,
+        stopLossPrice,
+        takeProfits: [{ rate: 1, price: takeProfitPrice }]
+      }
+    });
+  };
+};
+
+// src/MaStrategy/strategy.ts
+var MaStrategyCreator = createStrategyRuntime({
+  strategyName: "MaStrategy",
+  defaults: config,
+  createCore: createMaStrategyCore,
+  manifest: maStrategyManifest,
+  strategyDirectory: __dirname
+});
+export {
+  MaStrategyCreator
+};

package/package.json

@@ -0,0 +1,34 @@
+{
+  "name": "@tradejs/strategies",
+  "version": "1.0.0",
+  "description": "Built-in TradeJS strategy plugin catalog.",
+  "main": "dist/index.js",
+  "module": "dist/index.mjs",
+  "types": "dist/index.d.ts",
+  "files": [
+    "dist"
+  ],
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.mjs",
+      "require": "./dist/index.js"
+    }
+  },
+  "dependencies": {
+    "@tradejs/core": "^1.0.0",
+    "@tradejs/indicators": "^1.0.0",
+    "@tradejs/node": "^1.0.0",
+    "@tradejs/types": "^1.0.0"
+  },
+  "devDependencies": {
+    "tsup": "^8.5.1",
+    "typescript": "^5.1"
+  },
+  "scripts": {
+    "build": "tsup",
+    "typecheck": "tsc -p ./tsconfig.json --noEmit"
+  },
+  "license": "MIT",
+  "author": "aleksnick (https://github.com/aleksnick)"
+}