@vizzor/cli 0.7.0 → 0.8.0

package/dist/index.js

@@ -5973,6 +5973,106 @@ var init_trend_following = __esm({
   }
 });
 
+// src/core/agent/strategies/ml-adaptive.ts
+function evaluateWithRules(signals) {
+  const reasoning = [];
+  let score = 0;
+  if (signals.rsi !== null) {
+    if (signals.rsi < 25) {
+      score += 35;
+      reasoning.push(`RSI deeply oversold (${signals.rsi.toFixed(0)})`);
+    } else if (signals.rsi < 35) {
+      score += 20;
+      reasoning.push(`RSI oversold zone (${signals.rsi.toFixed(0)})`);
+    } else if (signals.rsi > 75) {
+      score -= 35;
+      reasoning.push(`RSI deeply overbought (${signals.rsi.toFixed(0)})`);
+    } else if (signals.rsi > 65) {
+      score -= 20;
+      reasoning.push(`RSI overbought zone (${signals.rsi.toFixed(0)})`);
+    }
+  }
+  if (signals.macdHistogram !== null) {
+    if (signals.macdHistogram > 0) {
+      score += 15;
+      reasoning.push("MACD bullish momentum");
+    } else {
+      score -= 15;
+      reasoning.push("MACD bearish momentum");
+    }
+  }
+  if (signals.ema12 !== null && signals.ema26 !== null) {
+    const crossPct = signals.ema26 !== 0 ? (signals.ema12 - signals.ema26) / signals.ema26 * 100 : 0;
+    if (crossPct > 0.5) {
+      score += 20;
+      reasoning.push(`Golden cross (EMA12 > EMA26 by ${crossPct.toFixed(2)}%)`);
+    } else if (crossPct < -0.5) {
+      score -= 20;
+      reasoning.push(`Death cross (EMA12 < EMA26 by ${Math.abs(crossPct).toFixed(2)}%)`);
+    }
+  }
+  if (signals.bollingerPercentB !== null) {
+    if (signals.bollingerPercentB < 0.1) {
+      score += 15;
+      reasoning.push("Price at lower Bollinger Band \u2014 potential bounce");
+    } else if (signals.bollingerPercentB > 0.9) {
+      score -= 15;
+      reasoning.push("Price at upper Bollinger Band \u2014 potential resistance");
+    }
+  }
+  if (signals.fundingRate !== null) {
+    if (signals.fundingRate > 5e-4) {
+      score -= 10;
+      reasoning.push("High funding rate \u2014 overleveraged longs");
+    } else if (signals.fundingRate < -3e-4) {
+      score += 10;
+      reasoning.push("Negative funding \u2014 capitulation signal");
+    }
+  }
+  if (signals.fearGreed !== null) {
+    if (signals.fearGreed < 20) {
+      score += 10;
+      reasoning.push("Extreme fear \u2014 contrarian bullish");
+    } else if (signals.fearGreed > 80) {
+      score -= 10;
+      reasoning.push("Extreme greed \u2014 contrarian bearish");
+    }
+  }
+  if (signals.priceChange24h !== null) {
+    if (signals.priceChange24h > 5) {
+      score += 10;
+    } else if (signals.priceChange24h < -5) {
+      score -= 10;
+    }
+  }
+  const confidence = Math.min(95, Math.abs(score));
+  if (score > 20) {
+    return { action: "buy", confidence, reasoning };
+  } else if (score < -20) {
+    return { action: "sell", confidence, reasoning };
+  }
+  return {
+    action: "hold",
+    confidence: Math.max(30, 50 - Math.abs(score)),
+    reasoning: [...reasoning, "Mixed signals \u2014 holding"]
+  };
+}
+var mlAdaptiveStrategy;
+var init_ml_adaptive = __esm({
+  "src/core/agent/strategies/ml-adaptive.ts"() {
+    "use strict";
+    init_client();
+    init_feature_engineer();
+    mlAdaptiveStrategy = {
+      name: "ml-adaptive",
+      description: "ML-powered strategy using contextual bandit approach. Uses LSTM/RF predictions when available, falls back to rule-based when < 100 training samples.",
+      evaluate(signals) {
+        return evaluateWithRules(signals);
+      }
+    };
+  }
+});
+
 // src/core/agent/manager.ts
 import { randomUUID } from "crypto";
 function getStrategy(name) {
@@ -6143,9 +6243,11 @@ var init_manager = __esm({
     init_engine();
     init_momentum();
     init_trend_following();
+    init_ml_adaptive();
     STRATEGIES = {
       momentum: momentumStrategy,
-      "trend-following": trendFollowingStrategy
+      "trend-following": trendFollowingStrategy,
+      "ml-adaptive": mlAdaptiveStrategy
     };
     engines = /* @__PURE__ */ new Map();
   }