dexbot 1.3.2 → 1.4.0

package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts

@@ -1,99 +0,0 @@
-/**
- * Allocate capital across N levels using weight profile.
- *   weight > 0: mountain (more near center, exponential decay outward)
- *   weight = 0: neutral (equal)
- *   weight < 0: valley (more at edges, inverted decay)
- *
- * @param {number} totalFunds   Capital for this side
- * @param {number} n            Number of levels
- * @param {number} weight       Profile weight factor
- * @param {number} incrementFactor  Increment as fraction (e.g. 0.02 for 2%)
- * @returns {number[]}          Size per level, index 0 = closest to center
- */
-declare function allocateFundsByWeights(totalFunds: any, n: any, weight: any, incrementFactor: any): any[];
-/**
- * Build a fresh grid centered at `center`.
- *
- * Grid placement (matches real bot):
- *   Level k (1-based):
- *     offset_k = spreadPct/2/100 + (k-1) * incrementPct
- *     buyPrice  = center * (1 - offset_k)
- *     sellPrice = center * (1 + offset_k)
- *
- * So spread controls the dead zone around center (no orders within spread/2),
- * and increment is the gap between successive orders on the same side.
- *
- * Returns arrays of buy and sell order objects with fixed chain prices and sizes.
- */
-declare function buildGrid(center: any, params: any, capitalPerSide: any, weightFactor: any): {
-    buys: any[];
-    sells: any[];
-};
-declare function closeFilledInventoryAtPrice(openBuys: any, openSells: any, exitPrice: any, feeRoundtripPct: any): {
-    grossUnits: number;
-    profitUnits: number;
-    closedOrders: number;
-};
-declare function countCancelableOrders(openBuys: any, openSells: any): number;
-declare function simulatePersistentGrid(candles: any, amaValues: any, params: any, weightName: any, weightFactor: any): {
-    weightName: any;
-    spreadPct: any;
-    incrementPct: number;
-    maxMinRatio: any;
-    matchedPairs: number;
-    touchedOrders: number;
-    fillEfficiency: number;
-    totalProfitUnits: number;
-    totalGrossUnits: number;
-    profitPerCapital: number;
-    pairsPerDay: number;
-    avgOpenDurationBars: number;
-    avgProfitPerPair: number;
-    peakOpenOrders: number;
-    avgImbalance: number;
-    canceledOnReposition: number;
-    repositionCount: number;
-    maxDrawdown: number;
-    maxDrawdownPct: number;
-    maxInventoryExposure: number;
-    avgGridAgeBars: number;
-    maxGridAgeBars: number;
-    avgCenterDriftPct: number;
-    maxCenterDriftPct: number;
-    nearThresholdBarsPct: number;
-    avgTriggerDriftPct: number;
-    makerCreateFeeBts: number;
-    btsCancelFee: any;
-    avgCancelOrdersPerReposition: number;
-    estimatedFeePerRepositionBts: number;
-    totalRepositionFeesBts: number;
-    feePerDayBts: number;
-    netProfitUnits: number;
-    netProfitPerCapital: number;
-    ordersPerSide: number;
-    grossScore: number;
-    netScore: number;
-    score: number;
-};
-declare function sweepOneAma(strategy: any, candles: any, closes: any, weightEntries: any, cfg: any): {
-    strategy: any;
-    best: any;
-    top5: any[];
-    allSims: any[];
-    evaluated: number;
-};
-declare const _default: {
-    WEIGHT_PROFILES: {
-        valley: number;
-        neutral: number;
-        mountain: number;
-    };
-    allocateFundsByWeights: typeof allocateFundsByWeights;
-    buildGrid: typeof buildGrid;
-    closeFilledInventoryAtPrice: typeof closeFilledInventoryAtPrice;
-    countCancelableOrders: typeof countCancelableOrders;
-    simulatePersistentGrid: typeof simulatePersistentGrid;
-    sweepOneAma: typeof sweepOneAma;
-};
-export = _default;
-//# sourceMappingURL=backtest_ama_sweep.d.ts.map

package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map

@@ -1 +0,0 @@
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