@tradejs/strategies 1.0.6 → 1.0.8

package/dist/index.mjs

@@ -1,30 +1,39 @@
 import {
-  breakoutManifest
-} from "./chunk-3PN7ZSJJ.mjs";
+  breakoutManifest,
+  config as config2
+} from "./chunk-37ZWRG3W.mjs";
 import {
-  config,
+  config as config6,
   trendLineManifest
-} from "./chunk-H2TU2YMA.mjs";
+} from "./chunk-TDUTYEGH.mjs";
 import {
-  config as config2,
+  config as config5,
+  trendShiftAiAdapter,
+  trendShiftManifest
+} from "./chunk-SOVTOGY4.mjs";
+import {
+  config as config4,
   reverseTrendLineAiAdapter,
   reverseTrendLineManifest
-} from "./chunk-GNQJ5TVU.mjs";
+} from "./chunk-UK4YHD2E.mjs";
 import {
+  config as config3,
   maStrategyAiAdapter,
   maStrategyManifest,
   maStrategyMlAdapter
-} from "./chunk-RDK2JK3K.mjs";
+} from "./chunk-H4MHFD4B.mjs";
 import {
   adaptiveMomentumRibbonAiAdapter,
   adaptiveMomentumRibbonManifest,
-  adaptiveMomentumRibbonMlAdapter
-} from "./chunk-MOBKL73M.mjs";
+  adaptiveMomentumRibbonMlAdapter,
+  config
+} from "./chunk-IMLNXICX.mjs";
 import {
+  config as config7,
   volumeDivergenceAiAdapter,
   volumeDivergenceManifest,
   volumeDivergenceMlAdapter
-} from "./chunk-XMRB45ZO.mjs";
+} from "./chunk-QVWMBYYM.mjs";
 import "./chunk-HEBXNMVQ.mjs";
 
 // src/index.ts
@@ -45,57 +54,81 @@ var strategyEntries = [
   {
     manifest: breakoutManifest,
     creator: createLazyStrategyCreator(
-      () => import("./strategy-Y4SOK6FF.mjs"),
+      () => import("./strategy-JQIJILHQ.mjs"),
       "BreakoutStrategyCreator"
     )
   },
   {
     manifest: trendLineManifest,
     creator: createLazyStrategyCreator(
-      () => import("./strategy-AFIGEHDS.mjs"),
+      () => import("./strategy-D7H5J3C4.mjs"),
       "TrendlineStrategyCreator"
     )
   },
+  {
+    manifest: trendShiftManifest,
+    creator: createLazyStrategyCreator(
+      () => import("./strategy-QEIPAPY4.mjs"),
+      "TrendShiftStrategyCreator"
+    )
+  },
   {
     manifest: reverseTrendLineManifest,
     creator: createLazyStrategyCreator(
-      () => import("./strategy-LC2FSFVN.mjs"),
+      () => import("./strategy-HQIPCUOY.mjs"),
       "ReverseTrendLineStrategyCreator"
     )
   },
   {
     manifest: maStrategyManifest,
     creator: createLazyStrategyCreator(
-      () => import("./strategy-FYNNJDOH.mjs"),
+      () => import("./strategy-ABIO65CR.mjs"),
       "MaStrategyCreator"
     )
   },
   {
     manifest: adaptiveMomentumRibbonManifest,
     creator: createLazyStrategyCreator(
-      () => import("./strategy-OI4WRB3S.mjs"),
+      () => import("./strategy-XTUKPYPM.mjs"),
       "AdaptiveMomentumRibbonStrategyCreator"
     )
   },
   {
     manifest: volumeDivergenceManifest,
     creator: createLazyStrategyCreator(
-      () => import("./strategy-6TS2NFSC.mjs"),
+      () => import("./strategy-WYN4FZ5S.mjs"),
       "VolumeDivergenceStrategyCreator"
     )
   }
 ];
+var builtInStrategyDefaultConfigs = {
+  Breakout: config2,
+  TrendLine: config6,
+  TrendShift: config5,
+  ReverseTrendLine: config4,
+  MaStrategy: config3,
+  AdaptiveMomentumRibbon: config,
+  VolumeDivergence: config7
+};
+var getBuiltInStrategyDefaultConfig = (strategyName) => builtInStrategyDefaultConfigs[strategyName];
 var index_default = defineStrategyPlugin({ strategyEntries });
 export {
   adaptiveMomentumRibbonAiAdapter,
+  config as adaptiveMomentumRibbonDefaultConfig,
   adaptiveMomentumRibbonMlAdapter,
+  config2 as breakoutDefaultConfig,
   index_default as default,
+  getBuiltInStrategyDefaultConfig,
   maStrategyAiAdapter,
+  config3 as maStrategyDefaultConfig,
   maStrategyMlAdapter,
   reverseTrendLineAiAdapter,
-  config2 as reverseTrendLineDefaultConfig,
+  config4 as reverseTrendLineDefaultConfig,
   strategyEntries,
-  config as trendLineDefaultConfig,
+  config6 as trendLineDefaultConfig,
+  trendShiftAiAdapter,
+  config5 as trendShiftDefaultConfig,
   volumeDivergenceAiAdapter,
+  config7 as volumeDivergenceDefaultConfig,
   volumeDivergenceMlAdapter
 };

package/dist/{strategy-FYNNJDOH.mjs → strategy-ABIO65CR.mjs}

@@ -1,43 +1,12 @@
 import {
+  config,
   maStrategyManifest
-} from "./chunk-RDK2JK3K.mjs";
+} from "./chunk-H4MHFD4B.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,
-  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";
 

package/dist/{strategy-AFIGEHDS.mjs → strategy-D7H5J3C4.mjs}

@@ -3,7 +3,7 @@ import {
   buildTrendlineTimingContext,
   config,
   trendLineManifest
-} from "./chunk-H2TU2YMA.mjs";
+} from "./chunk-TDUTYEGH.mjs";
 import "./chunk-HEBXNMVQ.mjs";
 
 // src/TrendLine/strategy.ts
@@ -174,7 +174,6 @@ var buildTrendlineRiskPlan = ({
 };
 
 // src/TrendLine/core.ts
-var BREAK_EVEN_TRIGGER_RISK_MULTIPLIER = 0.5;
 var buildTrendlineSignalSeed = ({
   direction,
   currentPrice,
@@ -198,51 +197,6 @@ var buildTrendlineSignalSeed = ({
 var isOpenPosition = (position) => Boolean(
   position && typeof position.price === "number" && Number.isFinite(position.price) && typeof position.qty === "number" && Number.isFinite(position.qty) && position.qty > 0 && (position.direction === "LONG" || position.direction === "SHORT")
 );
-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 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 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 isFailedBreakout = ({
   direction,
   priceVsLinePct
@@ -277,17 +231,6 @@ var createTrendLineCore = async ({ config: config2, data: cachedData, strategyAp
       const { currentPrice: currentPrice2 } = await strategyApi.getMarketData();
       const activeLine = currentPosition.direction === "LONG" ? highsTrendlines[0] : lowsTrendlines[0];
       const activeModeConfig = currentPosition.direction === "LONG" ? HIGHS : LOWS;
-      const currentStopLossPrice = getPositionStopLossPrice(currentPosition);
-      const favorableMovePct = getFavorableMovePct({
-        direction: currentPosition.direction,
-        entryPrice: currentPosition.price,
-        currentPrice: currentPrice2
-      });
-      const currentPositionRiskPct = getPositionRiskPct({
-        direction: currentPosition.direction,
-        entryPrice: currentPosition.price,
-        stopLossPrice: currentStopLossPrice
-      });
       if (activeLine) {
         const indicators2 = indicatorsState.snapshot();
         const manageSignalSeed = buildTrendlineSignalSeed({
@@ -307,19 +250,6 @@ var createTrendLineCore = async ({ config: config2, data: cachedData, strategyAp
           });
         }
       }
-      if (!isBreakEvenStopAlreadyApplied({
-        direction: currentPosition.direction,
-        entryPrice: currentPosition.price,
-        stopLossPrice: currentStopLossPrice
-      }) && favorableMovePct != null && favorableMovePct >= (currentPositionRiskPct ?? activeModeConfig.SL) * BREAK_EVEN_TRIGGER_RISK_MULTIPLIER) {
-        return strategyApi.protect({
-          code: "TRENDLINE_MOVE_STOP_TO_BREAK_EVEN",
-          protectPlan: {
-            direction: currentPosition.direction,
-            stopLossPrice: currentPosition.price
-          }
-        });
-      }
       return strategyApi.skip("POSITION_EXISTS");
     }
     const bestLine = lowsTrendlines.length > 0 ? lowsTrendlines[0] : highsTrendlines[0];

package/dist/{strategy-LC2FSFVN.mjs → strategy-HQIPCUOY.mjs}

@@ -4,7 +4,7 @@ import {
   config,
   reverseTrendLineManifest,
   toFiniteNumberOrNull
-} from "./chunk-GNQJ5TVU.mjs";
+} from "./chunk-UK4YHD2E.mjs";
 import "./chunk-HEBXNMVQ.mjs";
 
 // src/ReverseTrendLine/strategy.ts
@@ -151,7 +151,6 @@ var buildReverseTrendlineRiskPlan = ({
 };
 
 // src/ReverseTrendLine/core.ts
-var BREAK_EVEN_TRIGGER_RISK_MULTIPLIER = 0.5;
 var buildReverseTrendlineSignalSeed = ({
   direction,
   currentPrice,
@@ -177,51 +176,6 @@ var buildReverseTrendlineSignalSeed = ({
 var isOpenPosition = (position) => Boolean(
   position && typeof position.price === "number" && Number.isFinite(position.price) && typeof position.qty === "number" && Number.isFinite(position.qty) && position.qty > 0 && (position.direction === "LONG" || position.direction === "SHORT")
 );
-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 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 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 getLinePriceAtNow = (line, timestamp) => {
   if (!line || !Array.isArray(line.points) || line.points.length === 0) {
     return null;
@@ -304,7 +258,6 @@ var createReverseTrendLineCore = async ({ config: config2, data: cachedData, str
     const currentPosition = await strategyApi.getCurrentPosition();
     if (isOpenPosition(currentPosition)) {
       const activeLine = currentPosition.direction === "LONG" ? lowsTrendlines[0] : highsTrendlines[0];
-      const activeModeConfig = currentPosition.direction === "LONG" ? LOWS : HIGHS;
       const activeLinePrice = getLinePriceAtNow(
         activeLine ?? null,
         candle.timestamp
@@ -317,30 +270,6 @@ var createReverseTrendLineCore = async ({ config: config2, data: cachedData, str
           direction: currentPosition.direction
         });
       }
-      const favorableMovePct = getFavorableMovePct({
-        direction: currentPosition.direction,
-        entryPrice: currentPosition.price,
-        currentPrice: candle.close
-      });
-      const currentStopLossPrice = getPositionStopLossPrice(currentPosition);
-      const currentPositionRiskPct = getPositionRiskPct({
-        direction: currentPosition.direction,
-        entryPrice: currentPosition.price,
-        stopLossPrice: currentStopLossPrice
-      });
-      if (!isBreakEvenStopAlreadyApplied({
-        direction: currentPosition.direction,
-        entryPrice: currentPosition.price,
-        stopLossPrice: currentStopLossPrice
-      }) && favorableMovePct != null && favorableMovePct >= (currentPositionRiskPct ?? activeModeConfig.SL) * BREAK_EVEN_TRIGGER_RISK_MULTIPLIER) {
-        return strategyApi.protect({
-          code: "REVERSE_TRENDLINE_MOVE_STOP_TO_BREAK_EVEN",
-          protectPlan: {
-            direction: currentPosition.direction,
-            stopLossPrice: currentPosition.price
-          }
-        });
-      }
       return strategyApi.skip("POSITION_EXISTS");
     }
     if (lastTradeController.isInCooldown(candle.timestamp)) {

package/dist/{strategy-Y4SOK6FF.mjs → strategy-JQIJILHQ.mjs}

@@ -1,6 +1,7 @@
 import {
-  breakoutManifest
-} from "./chunk-3PN7ZSJJ.mjs";
+  breakoutManifest,
+  config
+} from "./chunk-37ZWRG3W.mjs";
 import {
   __commonJS,
   __toESM
@@ -12,9 +13,9 @@ var require_lodash = __commonJS({
     "use strict";
     (function() {
       var undefined;
-      var VERSION = "4.17.21";
+      var VERSION = "4.18.1";
       var LARGE_ARRAY_SIZE = 200;
-      var CORE_ERROR_TEXT = "Unsupported core-js use. Try https://npms.io/search?q=ponyfill.", FUNC_ERROR_TEXT = "Expected a function", INVALID_TEMPL_VAR_ERROR_TEXT = "Invalid `variable` option passed into `_.template`";
+      var CORE_ERROR_TEXT = "Unsupported core-js use. Try https://npms.io/search?q=ponyfill.", FUNC_ERROR_TEXT = "Expected a function", INVALID_TEMPL_VAR_ERROR_TEXT = "Invalid `variable` option passed into `_.template`", INVALID_TEMPL_IMPORTS_ERROR_TEXT = "Invalid `imports` option passed into `_.template`";
       var HASH_UNDEFINED = "__lodash_hash_undefined__";
       var MAX_MEMOIZE_SIZE = 500;
       var PLACEHOLDER = "__lodash_placeholder__";
@@ -1940,8 +1941,21 @@ var require_lodash = __commonJS({
         }
         function baseUnset(object, path) {
           path = castPath(path, object);
-          object = parent(object, path);
-          return object == null || delete object[toKey(last(path))];
+          var index = -1, length = path.length;
+          if (!length) {
+            return true;
+          }
+          while (++index < length) {
+            var key = toKey(path[index]);
+            if (key === "__proto__" && !hasOwnProperty.call(object, "__proto__")) {
+              return false;
+            }
+            if ((key === "constructor" || key === "prototype") && index < length - 1) {
+              return false;
+            }
+          }
+          var obj = parent(object, path);
+          return obj == null || delete obj[toKey(last(path))];
         }
         function baseUpdate(object, path, updater, customizer) {
           return baseSet(object, path, updater(baseGet(object, path)), customizer);
@@ -3268,7 +3282,7 @@ var require_lodash = __commonJS({
           var index = -1, length = pairs == null ? 0 : pairs.length, result2 = {};
           while (++index < length) {
             var pair = pairs[index];
-            result2[pair[0]] = pair[1];
+            baseAssignValue(result2, pair[0], pair[1]);
           }
           return result2;
         }
@@ -4652,8 +4666,13 @@ var require_lodash = __commonJS({
             options = undefined;
           }
           string = toString(string);
-          options = assignInWith({}, options, settings, customDefaultsAssignIn);
-          var imports = assignInWith({}, options.imports, settings.imports, customDefaultsAssignIn), importsKeys = keys(imports), importsValues = baseValues(imports, importsKeys);
+          options = assignWith({}, options, settings, customDefaultsAssignIn);
+          var imports = assignWith({}, options.imports, settings.imports, customDefaultsAssignIn), importsKeys = keys(imports), importsValues = baseValues(imports, importsKeys);
+          arrayEach(importsKeys, function(key) {
+            if (reForbiddenIdentifierChars.test(key)) {
+              throw new Error(INVALID_TEMPL_IMPORTS_ERROR_TEXT);
+            }
+          });
           var isEscaping, isEvaluating, index = 0, interpolate = options.interpolate || reNoMatch, source = "__p += '";
           var reDelimiters = RegExp2(
             (options.escape || reNoMatch).source + "|" + interpolate.source + "|" + (interpolate === reInterpolate ? reEsTemplate : reNoMatch).source + "|" + (options.evaluate || reNoMatch).source + "|$",
@@ -5490,106 +5509,6 @@ var require_lodash = __commonJS({
 // src/Breakout/strategy.ts
 import { createStrategyRuntime } from "@tradejs/node/strategies";
 
-// src/Breakout/config.ts
-var config = {
-  ML_ENABLED: false,
-  MA_FAST: 49,
-  MA_MEDIUM: 49,
-  MA_SLOW: 99,
-  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,
-  ATR_PERIOD: 14,
-  BB_PERIOD: 20,
-  BB_STDDEV: 2,
-  LIMIT: 100,
-  ATR_OPEN: 0.5,
-  ATR_CLOSE: 1.5,
-  OBV_SMA_PERIOD: 10,
-  BREAKOUT_LOOKBACK_DELAY: 2,
-  BREAKOUT_LOOKBACK: 20,
-  REQUIRED_SCORE_LONG: 7,
-  REQUIRED_SCORE_SHORT: 7,
-  SIGNALS_LONG: {
-    VOLATILE: {
-      weight: 1,
-      required: true
-    },
-    SMA_UPTREND: {
-      weight: 1,
-      required: true
-    },
-    OBV_ABOVE_SMA: {
-      weight: 1,
-      required: true
-    },
-    PREV_HIGH_BREAKOUT: {
-      weight: 1,
-      required: false
-    },
-    CLOSE_ABOVE_UPPER_BB: {
-      weight: 1,
-      required: false
-    },
-    CLOSE_ABOVE_HIGH_LEVEL: {
-      weight: 1,
-      required: false
-    },
-    CLOSE_ABOVE_PREV_CLOSE: {
-      weight: 1,
-      required: false
-    }
-  },
-  SIGNALS_SHORT: {
-    VOLATILE: {
-      weight: 1,
-      required: true
-    },
-    SMA_DOWNTREND: {
-      weight: 1,
-      required: true
-    },
-    OBV_BELOW_SMA: {
-      weight: 1,
-      required: true
-    },
-    PREV_LOW_BREAKDOWN: {
-      weight: 1,
-      required: false
-    },
-    CLOSE_BELOW_LOWER_BB: {
-      weight: 1,
-      required: false
-    },
-    CLOSE_BELOW_LOW_LEVEL: {
-      weight: 1,
-      required: false
-    },
-    CLOSE_BELOW_PREV_CLOSE: {
-      weight: 1,
-      required: false
-    }
-  },
-  TP_LONG: [
-    { profit: 0.1, rate: 0.25 },
-    { profit: 0.15, rate: 0.5 }
-  ],
-  TP_SHORT: [
-    { profit: 0.05, rate: 0.25 },
-    { profit: 0.1, rate: 0.5 }
-  ],
-  SL_LONG: 0.06,
-  SL_SHORT: 0.03
-};
-
 // src/Breakout/core.ts
 var import_lodash = __toESM(require_lodash());