@tradejs/strategies 1.0.5 → 1.0.8

package/dist/chunk-SOVTOGY4.mjs

@@ -0,0 +1,163 @@
+// src/TrendShift/adapters/ai.ts
+import { mapAiRuntimeFromConfig } from "@tradejs/core/strategies";
+var getTrendShiftContext = (payload) => {
+  const additional = payload.additionalIndicators;
+  const raw = additional?.trendShiftContext ?? {};
+  const hardBlockReasons = [];
+  if (!raw.confirmedFlip) {
+    hardBlockReasons.push("unconfirmed_flip");
+  }
+  if (!raw.flipDistanceOk) {
+    hardBlockReasons.push("weak_flip_distance");
+  }
+  if (raw.coinBiasAligned === false) {
+    hardBlockReasons.push("coin_bias_conflict");
+  }
+  const slopeAbs = Math.abs(raw.avgSlopePct ?? 0);
+  const distanceAtrRatio = raw.distanceAtrRatio ?? 0;
+  const closeVsAvgPctAbs = Math.abs(raw.closeVsAvgPct ?? 0);
+  let deterministicQuality = 3;
+  if (hardBlockReasons.length > 0) {
+    deterministicQuality = raw.confirmedFlip ? 2 : 1;
+  } else if (distanceAtrRatio >= 0.8 && slopeAbs >= 0.09 && closeVsAvgPctAbs >= 0.12) {
+    deterministicQuality = 5;
+  } else if (distanceAtrRatio >= 0.45 && slopeAbs >= 0.04 && closeVsAvgPctAbs >= 0.05) {
+    deterministicQuality = 4;
+  }
+  return {
+    ...raw,
+    deterministicQuality,
+    approvalAllowedNow: deterministicQuality >= 4,
+    hardBlockReasons
+  };
+};
+var reasonText = (reason) => {
+  switch (reason) {
+    case "unconfirmed_flip":
+      return "the internal flip is not confirmed yet";
+    case "weak_flip_distance":
+      return "price moved away from the adaptive average too weakly";
+    case "coin_bias_conflict":
+      return "coin MA bias conflicts with the flip direction";
+    default:
+      return reason;
+  }
+};
+var trendShiftAiAdapter = {
+  buildPayload: ({ signal, basePayload }) => ({
+    ...basePayload,
+    additionalIndicators: {
+      ...basePayload.additionalIndicators,
+      trendShiftContext: signal.additionalIndicators?.trendShiftContext
+    }
+  }),
+  postProcessAnalysis: ({ payload, analysis }) => {
+    const context = getTrendShiftContext(payload);
+    const requestedDirection = analysis.direction === "LONG" || analysis.direction === "SHORT" ? analysis.direction : context.signalDirection;
+    if (context.approvalAllowedNow === true && requestedDirection != null) {
+      return {
+        ...analysis,
+        direction: requestedDirection,
+        quality: context.deterministicQuality,
+        approved: true
+      };
+    }
+    return {
+      ...analysis,
+      direction: null,
+      quality: context.deterministicQuality,
+      approved: false,
+      rejectReason: context.hardBlockReasons.length > 0 ? context.hardBlockReasons.map(reasonText).join("; ") : "the flip still does not look strong enough for live approval"
+    };
+  },
+  buildHumanPromptAddon: ({ payload }) => {
+    const context = getTrendShiftContext(payload);
+    return `
+Additional TrendShift context:
+- signalDirection=${context.signalDirection ?? "n/a"}
+- confirmedFlip=${String(context.confirmedFlip)}
+- bullFlip=${String(context.bullFlip)}
+- bearFlip=${String(context.bearFlip)}
+- flipDistanceOk=${String(context.flipDistanceOk)}
+- closeVsAvgPct=${String(context.closeVsAvgPct ?? "n/a")}
+- bandWidthPct=${String(context.bandWidthPct ?? "n/a")}
+- avgSlopePct=${String(context.avgSlopePct ?? "n/a")}
+- distanceAtrRatio=${String(context.distanceAtrRatio ?? "n/a")}
+- coinBias=${context.coinBias ?? "n/a"}
+- coinBiasAligned=${String(context.coinBiasAligned)}
+- deterministicQuality=${context.deterministicQuality}
+- approvalAllowedNow=${context.approvalAllowedNow}
+- hardBlockReasons=${JSON.stringify(context.hardBlockReasons)}
+
+Interpretation rules for TrendShift:
+- This is a trend-state flip strategy, not a forecast of future impulse.
+- If approvalAllowedNow=false, do not describe the signal as a fully confirmed live entry.
+- If hardBlockReasons is not empty, explain exactly what is still missing for confirmation.
+`.trim();
+  },
+  mapEntryRuntimeFromConfig: (config2) => mapAiRuntimeFromConfig(
+    config2
+  )
+};
+
+// src/TrendShift/manifest.ts
+var trendShiftManifest = {
+  name: "TrendShift",
+  aiAdapter: trendShiftAiAdapter
+};
+
+// src/TrendShift/config.ts
+var config = {
+  ENV: "BACKTEST",
+  INTERVAL: "15",
+  MAKE_ORDERS: true,
+  CLOSE_OPPOSITE_POSITIONS: false,
+  BACKTEST_PRICE_MODE: "mid",
+  AI_ENABLED: false,
+  AI_MODE: "llm",
+  ML_ENABLED: false,
+  ML_THRESHOLD: 0.1,
+  MIN_AI_QUALITY: 3,
+  FEE_PERCENT: 5e-3,
+  MAX_LOSS_VALUE: 10,
+  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,
+  TRENDSHIFT_MULTIPLICATIVE_FACTOR: 4,
+  TRENDSHIFT_SLOPE: 12,
+  TRENDSHIFT_ATR_LENGTH: 150,
+  TRENDSHIFT_WIDTH_PCT: 75,
+  TRENDSHIFT_CONFIRM_FLIP_WITH_CLOSE: true,
+  TRENDSHIFT_MIN_FLIP_DISTANCE_ATR: 0.15,
+  TRENDSHIFT_EXIT_ON_OPPOSITE_FLIP: true,
+  TRENDSHIFT_MAX_FIGURE_POINTS: 180,
+  LONG: {
+    enable: true,
+    direction: "LONG",
+    TP: 2.8,
+    SL: 1.1,
+    minRiskRatio: 1.6
+  },
+  SHORT: {
+    enable: true,
+    direction: "SHORT",
+    TP: 2.8,
+    SL: 1.1,
+    minRiskRatio: 1.6
+  }
+};
+
+export {
+  trendShiftAiAdapter,
+  trendShiftManifest,
+  config
+};