bfxsentry-agent 0.2.0 → 0.3.1

package/dist/src/collector/bitfinex-rest.js.map

@@ -1 +1 @@
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package/dist/src/risk/position-manager.d.ts

@@ -1,4 +1,6 @@
 import type { Position, TradeIntent, ExecutionResult } from '../strategy/types.js';
+export declare function setBacktestMode(enabled: boolean): void;
+export declare function resetForBacktest(): void;
 export declare function persistPositions(): void;
 export declare function restorePositions(): void;
 export declare function closePositionDb(): void;

package/dist/src/risk/position-manager.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"position-manager.d.ts","sourceRoot":"","sources":["../../../src/risk/position-manager.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,QAAQ,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,sBAAsB,CAAA;AAiClF,wBAAgB,gBAAgB,SAiB/B;AAED,wBAAgB,gBAAgB,SAiB/B;AAED,wBAAgB,eAAe,SAE9B;AAeD,wBAAgB,YAAY,IAAI,QAAQ,EAAE,CAEzC;AAED,wBAAgB,oBAAoB,IAAI,MAAM,CAE7C;AAED,wBAAgB,mBAAmB,IAAI,MAAM,CAE5C;AAED,wBAAgB,mBAAmB,CAAC,SAAS,EAAE,MAAM,GAAG,OAAO,GAAG,MAAM,CAKvE;AAED,wBAAgB,cAAc,IAAI,MAAM,CAGvC;AAED,wBAAgB,WAAW,IAAI,MAAM,CAGpC;AAED,wBAAgB,oBAAoB,IAAI,MAAM,CAE7C;AAED,wBAAgB,gBAAgB,IAAI,MAAM,CAEzC;AAED,wBAAgB,YAAY,CAAC,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,eAAe,GAAG,QAAQ,GAAG,IAAI,CAgC1F;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAyBtF;AAED,wBAAgB,oBAAoB,CAAC,YAAY,EAAE,MAAM,QAexD;AAED,wBAAgB,0BAA0B,CAAC,YAAY,EAAE,MAAM,GAAG;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAA;CAAE,EAAE,CAkCjH;AAED,wBAAgB,iBAAiB,CAAC,YAAY,EAAE,MAAM,GAAG,MAAM,CAM9D"}
+{"version":3,"file":"position-manager.d.ts","sourceRoot":"","sources":["../../../src/risk/position-manager.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,QAAQ,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,sBAAsB,CAAA;AAYlF,wBAAgB,eAAe,CAAC,OAAO,EAAE,OAAO,QAE/C;AAED,wBAAgB,gBAAgB,SAQ/B;AAwBD,wBAAgB,gBAAgB,SAiB/B;AAED,wBAAgB,gBAAgB,SAiB/B;AAED,wBAAgB,eAAe,SAE9B;AAeD,wBAAgB,YAAY,IAAI,QAAQ,EAAE,CAEzC;AAED,wBAAgB,oBAAoB,IAAI,MAAM,CAE7C;AAED,wBAAgB,mBAAmB,IAAI,MAAM,CAE5C;AAED,wBAAgB,mBAAmB,CAAC,SAAS,EAAE,MAAM,GAAG,OAAO,GAAG,MAAM,CAKvE;AAED,wBAAgB,cAAc,IAAI,MAAM,CAGvC;AAED,wBAAgB,WAAW,IAAI,MAAM,CAGpC;AAED,wBAAgB,oBAAoB,IAAI,MAAM,CAE7C;AAED,wBAAgB,gBAAgB,IAAI,MAAM,CAEzC;AAED,wBAAgB,YAAY,CAAC,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,eAAe,GAAG,QAAQ,GAAG,IAAI,CAgC1F;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAyBtF;AAED,wBAAgB,oBAAoB,CAAC,YAAY,EAAE,MAAM,QAexD;AAED,wBAAgB,0BAA0B,CAAC,YAAY,EAAE,MAAM,GAAG;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAA;CAAE,EAAE,CAkCjH;AAED,wBAAgB,iBAAiB,CAAC,YAAY,EAAE,MAAM,GAAG,MAAM,CAM9D"}

package/dist/src/risk/position-manager.js

@@ -7,6 +7,19 @@ let dailyPnl = 0;
 let consecutiveLosses = 0;
 let lossStreakUsd = 0;
 let lastResetDate = '';
+let backtestMode = false;
+export function setBacktestMode(enabled) {
+    backtestMode = enabled;
+}
+export function resetForBacktest() {
+    positions.length = 0;
+    dailyTrades = 0;
+    dailyPnl = 0;
+    consecutiveLosses = 0;
+    lossStreakUsd = 0;
+    lastResetDate = '';
+    backtestMode = true;
+}
 // ── SQLite persistence ──
 const DB_PATH = getDbPath();
 let posDb = null;
@@ -138,12 +151,13 @@ export function openPosition(intent, result) {
         takeProfit: intent.direction === 'long'
             ? result.fillPrice * (1 + intent.takeProfitPct / 100)
             : result.fillPrice * (1 - intent.takeProfitPct / 100),
-        openedAt: Date.now(),
+        openedAt: intent.meta?.timestamp || Date.now(),
         highWatermark: result.fillPrice,
         trailingStopPct: intent.takeProfitPct,
     };
     positions.push(pos);
-    persistPositions();
+    if (!backtestMode)
+        persistPositions();
     return pos;
 }
 export function closePosition(posId, exitPrice, reason) {
@@ -167,7 +181,8 @@ export function closePosition(posId, exitPrice, reason) {
         lossStreakUsd = 0;
     }
     positions.splice(idx, 1);
-    persistPositions();
+    if (!backtestMode)
+        persistPositions();
     return pnl;
 }
 export function updatePositionPrices(currentPrice) {

package/dist/src/risk/position-manager.js.map

@@ -1 +1 @@
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+{"version":3,"file":"backtest.d.ts","sourceRoot":"","sources":["../../../src/skill/backtest.ts"],"names":[],"mappings":"AAMA,wBAAsB,eAAe,CACnC,QAAQ,EAAE,MAAM,GAAG,SAAS,EAC5B,OAAO,EAAE;IAAE,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,iBAgB5C"}

package/dist/src/skill/backtest.js

@@ -1,14 +1,20 @@
 import chalk from 'chalk';
 import { loadConfig } from '../core/config.js';
 import { initLogger } from '../core/logger.js';
-import { runBacktest } from '../backtest/runner.js';
-import { printBacktestReport } from '../backtest/report.js';
+import { runOptimizedBacktest } from '../backtest/optimizer.js';
+import { printOptimizeReport } from '../backtest/report.js';
 export async function backtestCommand(strategy, options) {
     initLogger('warn');
     const cfg = loadConfig(options.config);
     const days = parseInt(options.days || '7');
-    console.log(chalk.dim(`\n  回测中... 策略: ${strategy || 'all'}, 天数: ${days}\n`));
-    const result = await runBacktest(cfg, strategy, days);
-    printBacktestReport(result);
+    console.log(chalk.dim(`\n  自动调参回测中... 策略: ${strategy || 'all'}, 天数: ${days}\n`));
+    const result = await runOptimizedBacktest(cfg, strategy, days, (msg) => {
+        if (process.stderr.isTTY) {
+            process.stderr.write(`\r  ${chalk.dim(msg)}`);
+        }
+    });
+    if (process.stderr.isTTY)
+        process.stderr.write('\r' + ' '.repeat(80) + '\r');
+    printOptimizeReport(result);
 }
 //# sourceMappingURL=backtest.js.map

package/dist/src/skill/backtest.js.map

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package/dist/src/skill/registry.d.ts

@@ -0,0 +1,12 @@
+export interface SkillDef {
+    id: string;
+    name: string;
+    desc: string;
+    usage: string;
+    examples: string[];
+    category: 'signal' | 'strategy' | 'trade' | 'system';
+}
+export declare function getSkills(): SkillDef[];
+export declare function getSkill(id: string): SkillDef | undefined;
+export declare function getSkillsByCategory(category: SkillDef['category']): SkillDef[];
+//# sourceMappingURL=registry.d.ts.map

package/dist/src/skill/registry.d.ts.map

@@ -0,0 +1 @@
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package/dist/src/skill/registry.js

@@ -0,0 +1,128 @@
+const skills = [
+    {
+        id: 'scan',
+        name: '全市场扫描',
+        desc: '一次性采集市场数据并输出所有模块信号, 不执行交易',
+        usage: 'sentry scan [--json] [-c <config>]',
+        examples: ['sentry scan', 'sentry scan --json'],
+        category: 'signal',
+    },
+    {
+        id: 'signal',
+        name: '信号查询',
+        desc: '查看各模块当前信号详情',
+        usage: 'sentry signal [module] [-c <config>]',
+        examples: [
+            'sentry signal',
+            'sentry signal smart-money',
+            'sentry signal liquidation',
+            'sentry signal orderbook',
+            'sentry signal funding',
+            'sentry signal polymarket',
+        ],
+        category: 'signal',
+    },
+    {
+        id: 'strategy',
+        name: '策略状态',
+        desc: '查看各策略启用状态、tick 间隔、最近决策记录',
+        usage: 'sentry strategy [name] [-c <config>]',
+        examples: [
+            'sentry strategy',
+            'sentry strategy smart-follow',
+            'sentry strategy liq-hunter',
+        ],
+        category: 'strategy',
+    },
+    {
+        id: 'position',
+        name: '持仓管理',
+        desc: '查看当前持仓、浮动 PnL, 手动平仓',
+        usage: 'sentry position [close <id> | close-all]',
+        examples: [
+            'sentry position',
+            'sentry position close pos-abc123',
+            'sentry position close-all',
+        ],
+        category: 'trade',
+    },
+    {
+        id: 'trade',
+        name: '手动交易',
+        desc: '手动提交做多/做空指令, 经风控过滤后执行',
+        usage: 'sentry trade <long|short> <size_btc> [--stop <pct>] [--tp <pct>] [-c <config>]',
+        examples: [
+            'sentry trade long 0.01 --stop 2% --tp 3%',
+            'sentry trade short 0.01 --stop 1.5%',
+        ],
+        category: 'trade',
+    },
+    {
+        id: 'backtest',
+        name: '回测',
+        desc: '基于 SQLite 录制的市场快照回测策略, 生成胜率/PnL/Sharpe 报告',
+        usage: 'sentry backtest [strategy] [-d <days>] [-c <config>]',
+        examples: [
+            'sentry backtest liq-hunter -d 7',
+            'sentry backtest smart-follow -d 30',
+        ],
+        category: 'strategy',
+    },
+    {
+        id: 'config',
+        name: '配置管理',
+        desc: '查看或修改运行配置',
+        usage: 'sentry config <show|set> [path] [value] [-c <config>]',
+        examples: [
+            'sentry config show',
+            'sentry config set liq_hunter.enabled false',
+            'sentry config set risk.max_daily_loss_usd 500',
+        ],
+        category: 'system',
+    },
+    {
+        id: 'logs',
+        name: '决策日志',
+        desc: '查看交易决策审计日志 (信号→意图→风控→执行)',
+        usage: 'sentry logs [-l <level>] [-n <limit>]',
+        examples: [
+            'sentry logs',
+            'sentry logs --level warn',
+            'sentry logs -n 50',
+        ],
+        category: 'system',
+    },
+    {
+        id: 'start',
+        name: '启动 Agent',
+        desc: '启动持续运行的交易代理, 支持 dry-run 和 live 模式',
+        usage: 'sentry start [-m <mode>] [-i <interval>] [-c <config>]',
+        examples: [
+            'sentry start',
+            'sentry start --mode live',
+            'sentry start -i 5 -c config/phase1-safety.yaml',
+        ],
+        category: 'system',
+    },
+    {
+        id: 'stop',
+        name: '停止 Agent',
+        desc: '优雅停止: 等待 in-flight tick → 交易所平仓 → 退出',
+        usage: 'sentry stop [--force]',
+        examples: [
+            'sentry stop',
+            'sentry stop --force',
+        ],
+        category: 'system',
+    },
+];
+export function getSkills() {
+    return skills;
+}
+export function getSkill(id) {
+    return skills.find(s => s.id === id);
+}
+export function getSkillsByCategory(category) {
+    return skills.filter(s => s.category === category);
+}
+//# sourceMappingURL=registry.js.map

package/dist/src/skill/registry.js.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "bfxsentry-agent",
-  "version": "0.2.0",
+  "version": "0.3.1",
   "description": "BfxSentry Agent CLI - Bitfinex signal-driven trading agent",
   "type": "module",
   "bin": {