@tradejs/strategies 1.0.4 → 1.0.6

package/dist/chunk-MVIV5ZII.mjs

@@ -1,137 +0,0 @@
-// 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-RYEPHOGL.mjs

@@ -1,28 +0,0 @@
-// 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

@@ -1,67 +0,0 @@
-// 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/strategy-M3BRWDRR.mjs

@@ -1,377 +0,0 @@
-import {
-  volumeDivergenceManifest
-} from "./chunk-ULLCAH5C.mjs";
-import "./chunk-HEBXNMVQ.mjs";
-
-// src/VolumeDivergence/strategy.ts
-import { createStrategyRuntime } from "@tradejs/node/strategies";
-
-// src/VolumeDivergence/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,
-  NORMALIZATION_LENGTH: 1e3,
-  PIVOT_LOOKBACK_LEFT: 21,
-  PIVOT_LOOKBACK_RIGHT: 5,
-  MAX_BARS_BETWEEN_PIVOTS: 60,
-  MIN_BARS_BETWEEN_PIVOTS: 5,
-  BULLISH: {
-    enable: true,
-    direction: "LONG",
-    TP: 4,
-    SL: 1.3,
-    minRiskRatio: 2
-  },
-  BEARISH: {
-    enable: true,
-    direction: "SHORT",
-    TP: 4,
-    SL: 1.3,
-    minRiskRatio: 2
-  }
-};
-
-// src/VolumeDivergence/core.ts
-import { round } from "@tradejs/core/math";
-
-// src/VolumeDivergence/figures.ts
-var buildVolumeDivergenceFigures = ({
-  kind,
-  previousPivotIndex,
-  currentPivotIndex,
-  previousPivotLow,
-  previousPivotHigh,
-  currentPivotLow,
-  currentPivotHigh,
-  fullData
-}) => ({
-  lines: [
-    {
-      id: `volume-divergence-price-${kind}`,
-      kind: `volume_divergence_${kind}_price`,
-      points: [
-        {
-          timestamp: fullData[previousPivotIndex]?.timestamp ?? 0,
-          value: kind === "bullish" ? previousPivotLow : previousPivotHigh
-        },
-        {
-          timestamp: fullData[currentPivotIndex]?.timestamp ?? 0,
-          value: kind === "bullish" ? currentPivotLow : currentPivotHigh
-        }
-      ],
-      color: kind === "bullish" ? "#22c55e" : "#ef4444",
-      width: 2,
-      style: "dashed"
-    }
-  ],
-  points: [
-    {
-      id: `volume-divergence-pivots-${kind}`,
-      kind: `volume_divergence_${kind}_pivots`,
-      points: [
-        {
-          timestamp: fullData[previousPivotIndex]?.timestamp ?? 0,
-          value: kind === "bullish" ? previousPivotLow : previousPivotHigh
-        },
-        {
-          timestamp: fullData[currentPivotIndex]?.timestamp ?? 0,
-          value: kind === "bullish" ? currentPivotLow : currentPivotHigh
-        }
-      ],
-      color: kind === "bullish" ? "#22c55e" : "#ef4444",
-      radius: 4
-    }
-  ]
-});
-
-// src/VolumeDivergence/core.ts
-var isFiniteNumber = (value) => typeof value === "number" && Number.isFinite(value);
-var clamp = (value, min, max) => Math.min(max, Math.max(min, value));
-var appendNormalizedVolumes = ({
-  candles,
-  length,
-  normalizedVolumes
-}) => {
-  while (normalizedVolumes.length < candles.length) {
-    const i = normalizedVolumes.length;
-    const start = Math.max(0, i - length + 1);
-    let highest = 0;
-    for (let j = start; j <= i; j += 1) {
-      highest = Math.max(highest, Number(candles[j]?.volume) || 0);
-    }
-    const volume = Number(candles[i]?.volume) || 0;
-    normalizedVolumes.push(highest > 0 ? volume / highest * 100 : 0);
-  }
-};
-var isPivotHigh = ({
-  values,
-  index,
-  left,
-  right
-}) => {
-  const pivotValue = values[index];
-  if (!isFiniteNumber(pivotValue)) {
-    return false;
-  }
-  if (index - left < 0 || index + right >= values.length) {
-    return false;
-  }
-  for (let i = index - left; i <= index + right; i += 1) {
-    if (i === index) continue;
-    if (!isFiniteNumber(values[i]) || values[i] >= pivotValue) {
-      return false;
-    }
-  }
-  return true;
-};
-var candleDeltaProxy = (candle) => {
-  const volume = Number(candle.volume) || 0;
-  const range = Math.max(Math.abs(candle.high - candle.low), 1e-9);
-  const bodyBias = (candle.close - candle.open) / range;
-  return volume * clamp(bodyBias, -1, 1);
-};
-var findLatestDivergence = ({
-  candles,
-  normalizedVolumes,
-  lookbackLeft,
-  lookbackRight,
-  rangeLower,
-  rangeUpper
-}) => {
-  const currentConfirmationIndex = candles.length - 1;
-  const currentPivotIndex = currentConfirmationIndex - lookbackRight;
-  if (currentPivotIndex <= 0) {
-    return null;
-  }
-  if (!isPivotHigh({
-    values: normalizedVolumes,
-    index: currentPivotIndex,
-    left: lookbackLeft,
-    right: lookbackRight
-  })) {
-    return null;
-  }
-  let previousPivotIndex = -1;
-  for (let i = currentPivotIndex - 1; i >= lookbackLeft; i -= 1) {
-    if (isPivotHigh({
-      values: normalizedVolumes,
-      index: i,
-      left: lookbackLeft,
-      right: lookbackRight
-    })) {
-      previousPivotIndex = i;
-      break;
-    }
-  }
-  if (previousPivotIndex < 0) {
-    return null;
-  }
-  const previousConfirmationIndex = previousPivotIndex + lookbackRight;
-  const barsBetweenPivotConfirmations = currentConfirmationIndex - previousConfirmationIndex - 1;
-  if (barsBetweenPivotConfirmations < rangeLower || barsBetweenPivotConfirmations > rangeUpper) {
-    return null;
-  }
-  const currentPivotVolumeNorm = normalizedVolumes[currentPivotIndex];
-  const previousPivotVolumeNorm = normalizedVolumes[previousPivotIndex];
-  const currentPivotLow = Number(candles[currentPivotIndex]?.low);
-  const previousPivotLow = Number(candles[previousPivotIndex]?.low);
-  const currentPivotHigh = Number(candles[currentPivotIndex]?.high);
-  const previousPivotHigh = Number(candles[previousPivotIndex]?.high);
-  const currentPivotCandle = candles[currentPivotIndex];
-  if (!isFiniteNumber(currentPivotVolumeNorm) || !isFiniteNumber(previousPivotVolumeNorm) || !isFiniteNumber(currentPivotLow) || !isFiniteNumber(previousPivotLow) || !isFiniteNumber(currentPivotHigh) || !isFiniteNumber(previousPivotHigh)) {
-    return null;
-  }
-  const volHigherLow = currentPivotVolumeNorm > previousPivotVolumeNorm;
-  const volLowerHigh = currentPivotVolumeNorm < previousPivotVolumeNorm;
-  const priceLowerLow = currentPivotLow < previousPivotLow;
-  const priceHigherHigh = currentPivotHigh > previousPivotHigh;
-  if (priceLowerLow && volHigherLow) {
-    return {
-      currentPivotIndex,
-      previousPivotIndex,
-      currentPivotVolumeNorm,
-      previousPivotVolumeNorm,
-      currentPivotLow,
-      previousPivotLow,
-      currentPivotHigh,
-      previousPivotHigh,
-      currentPivotVolume: Number(currentPivotCandle.volume) || 0,
-      currentPivotDelta: candleDeltaProxy(currentPivotCandle),
-      barsBetweenPivotConfirmations,
-      kind: "bullish"
-    };
-  }
-  if (priceHigherHigh && volLowerHigh) {
-    return {
-      currentPivotIndex,
-      previousPivotIndex,
-      currentPivotVolumeNorm,
-      previousPivotVolumeNorm,
-      currentPivotLow,
-      previousPivotLow,
-      currentPivotHigh,
-      previousPivotHigh,
-      currentPivotVolume: Number(currentPivotCandle.volume) || 0,
-      currentPivotDelta: candleDeltaProxy(currentPivotCandle),
-      barsBetweenPivotConfirmations,
-      kind: "bearish"
-    };
-  }
-  return null;
-};
-var createVolumeDivergenceCore = async ({ config: config2, strategyApi, indicatorsState }) => {
-  const {
-    NORMALIZATION_LENGTH,
-    PIVOT_LOOKBACK_LEFT,
-    PIVOT_LOOKBACK_RIGHT,
-    MAX_BARS_BETWEEN_PIVOTS,
-    MIN_BARS_BETWEEN_PIVOTS,
-    FEE_PERCENT,
-    MAX_LOSS_VALUE,
-    MAX_CORRELATION,
-    ENV,
-    BULLISH,
-    BEARISH
-  } = config2;
-  const lastTradeController = strategyApi.createLastTradeController();
-  const normalizedVolumes = [];
-  return async () => {
-    indicatorsState.onBar();
-    const positionExists = await strategyApi.isCurrentPositionExists();
-    if (positionExists) {
-      return strategyApi.skip("POSITION_EXISTS");
-    }
-    const { fullData, timestamp, currentPrice } = await strategyApi.getMarketData();
-    if (fullData.length < PIVOT_LOOKBACK_LEFT + PIVOT_LOOKBACK_RIGHT + 2) {
-      return strategyApi.skip("WAIT_DATA");
-    }
-    if (lastTradeController.isInCooldown(timestamp)) {
-      return strategyApi.skip("DEV_TRADE_COOLDOWN");
-    }
-    appendNormalizedVolumes({
-      candles: fullData,
-      length: NORMALIZATION_LENGTH,
-      normalizedVolumes
-    });
-    const divergence = findLatestDivergence({
-      candles: fullData,
-      normalizedVolumes,
-      lookbackLeft: PIVOT_LOOKBACK_LEFT,
-      lookbackRight: PIVOT_LOOKBACK_RIGHT,
-      rangeLower: MIN_BARS_BETWEEN_PIVOTS,
-      rangeUpper: MAX_BARS_BETWEEN_PIVOTS
-    });
-    if (!divergence) {
-      return strategyApi.skip("NO_DIVERGENCE");
-    }
-    const modeConfig = divergence.kind === "bullish" ? BULLISH : BEARISH;
-    if (!modeConfig.enable) {
-      return strategyApi.skip("STRATEGY_DISABLED");
-    }
-    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:${round(riskRatio)}`);
-    }
-    const indicators = indicatorsState.snapshot();
-    const correlation = indicatorsState.latestNumber("correlation");
-    if (ENV !== "BACKTEST" && correlation != null && correlation >= MAX_CORRELATION) {
-      return strategyApi.skip(`MAX_CORRELATION:${round(correlation)}`);
-    }
-    lastTradeController.markTrade(timestamp);
-    return strategyApi.entry({
-      code: "VOLUME_DIVERGENCE_REVERSAL_SIGNAL",
-      direction: modeConfig.direction,
-      figures: buildVolumeDivergenceFigures({
-        kind: divergence.kind,
-        previousPivotIndex: divergence.previousPivotIndex,
-        currentPivotIndex: divergence.currentPivotIndex,
-        previousPivotLow: divergence.previousPivotLow,
-        previousPivotHigh: divergence.previousPivotHigh,
-        currentPivotLow: divergence.currentPivotLow,
-        currentPivotHigh: divergence.currentPivotHigh,
-        fullData
-      }),
-      indicators,
-      additionalIndicators: {
-        divergenceKind: divergence.kind,
-        normalizedVolumeAtPivot: divergence.currentPivotVolumeNorm,
-        previousNormalizedVolumeAtPivot: divergence.previousPivotVolumeNorm,
-        volumeAtPivot: divergence.currentPivotVolume,
-        deltaAtPivot: divergence.currentPivotDelta,
-        barsBetweenPivotConfirmations: divergence.barsBetweenPivotConfirmations,
-        divergence: {
-          kind: divergence.kind,
-          pivotLookbackLeft: PIVOT_LOOKBACK_LEFT,
-          pivotLookbackRight: PIVOT_LOOKBACK_RIGHT,
-          currentPivot: {
-            index: divergence.currentPivotIndex,
-            timestamp: fullData[divergence.currentPivotIndex]?.timestamp,
-            priceLow: divergence.currentPivotLow,
-            priceHigh: divergence.currentPivotHigh,
-            volumeNorm: divergence.currentPivotVolumeNorm
-          },
-          previousPivot: {
-            index: divergence.previousPivotIndex,
-            timestamp: fullData[divergence.previousPivotIndex]?.timestamp,
-            priceLow: divergence.previousPivotLow,
-            priceHigh: divergence.previousPivotHigh,
-            volumeNorm: divergence.previousPivotVolumeNorm
-          },
-          barsBetweenPivotConfirmations: divergence.barsBetweenPivotConfirmations
-        }
-      },
-      orderPlan: {
-        qty,
-        stopLossPrice,
-        takeProfits: [{ rate: 1, price: takeProfitPrice }]
-      }
-    });
-  };
-};
-
-// src/VolumeDivergence/strategy.ts
-var VolumeDivergenceStrategyCreator = createStrategyRuntime({
-  strategyName: "VolumeDivergence",
-  defaults: config,
-  createCore: createVolumeDivergenceCore,
-  manifest: volumeDivergenceManifest,
-  strategyDirectory: __dirname
-});
-export {
-  VolumeDivergenceStrategyCreator
-};