dexbot 1.4.16 → 1.4.18

package/dist/analysis/trade_profitability.js.map

@@ -0,0 +1 @@
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package/dist/analysis/tradingview/analyze_tradingview.d.ts

@@ -0,0 +1,31 @@
+#!/usr/bin/env node
+declare function parseArgs(): {
+    source: {
+        type: string;
+        config: {
+            filePath: any;
+            botKey?: any;
+        };
+    };
+    chartFile: string;
+    title: string | null;
+    priceScale: string;
+    smaPeriod: number;
+    amaErPeriod: number | undefined;
+    amaFastPeriod: number | undefined;
+    amaSlowPeriod: number | undefined;
+    smaEnabled: boolean;
+    amaEnabled: boolean;
+    vwapEnabled: boolean;
+    vwapBars: number;
+    quiet: boolean;
+    listBots: boolean;
+};
+declare function loadJsonMeta(filePath: any): {
+    candles: any;
+    meta: any;
+};
+declare function inferTitle(meta: any, fallback: string): string;
+declare function main(): Promise<void>;
+export { main, parseArgs, loadJsonMeta, inferTitle };
+//# sourceMappingURL=analyze_tradingview.d.ts.map

package/dist/analysis/tradingview/analyze_tradingview.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"analyze_tradingview.d.ts","sourceRoot":"","sources":["../../../analysis/tradingview/analyze_tradingview.ts"],"names":[],"mappings":";AAsBA,iBAAS,SAAS;YAGF;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE;YAAE,QAAQ,EAAE,GAAG,CAAC;YAAC,MAAM,CAAC,EAAE,GAAG,CAAA;SAAE,CAAA;KAAE;eACtD,MAAM;WACV,MAAM,GAAG,IAAI;gBACR,MAAM;eACP,MAAM;iBACJ,MAAM,GAAG,SAAS;mBAChB,MAAM,GAAG,SAAS;mBAClB,MAAM,GAAG,SAAS;gBACrB,OAAO;gBACP,OAAO;iBACN,OAAO;cACV,MAAM;WACT,OAAO;cACJ,OAAO;EA0CxB;AAED,iBAAS,YAAY,CAAC,QAAQ,EAAE,GAAG;;;EAGlC;AAED,iBAAS,UAAU,CAAC,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,UAQ9C;AAED,iBAAe,IAAI,kBA0DlB;AAID,OAAO,EAAE,IAAI,EAAE,SAAS,EAAE,YAAY,EAAE,UAAU,EAAE,CAAA"}

package/dist/analysis/tradingview/analyze_tradingview.js

@@ -0,0 +1,146 @@
+#!/usr/bin/env node
+import fs from 'node:fs';
+import path from 'node:path';
+import { generateHTML } from './tradingview_uplot_chart_generator.js';
+import { MARKET_ADAPTER } from '../../modules/constants.js';
+import { loadCandleFile } from '../math_utils.js';
+import { getErrorMessage } from '../../modules/utils/errors.js';
+import { toIntervalLabel } from '../../market_adapter/interval_utils.js';
+import { loadBotMeta } from '../bot_key_utils.js';
+import { resolveSource, listAvailableBots } from '../resolve_source.js';
+import { writeChartFile } from '../chart_utils.js';
+import { PATHS } from '../../modules/paths.js';
+'use strict';
+const DEFAULT_CHART_DIR = PATHS.ANALYSIS.CHARTS_DIR;
+const DEFAULT_CHART_FILE = path.join(DEFAULT_CHART_DIR, 'tradingview_chart.html');
+const DEFAULT_AMA = MARKET_ADAPTER.AMAS.AMA3;
+const AMA_KEYWORDS = new Set(['ama', 'ama1', 'ama2', 'ama3', 'ama4']);
+function parseArgs() {
+    const args = process.argv.slice(2);
+    const config = {
+        source: { type: 'market_adapter', config: { botKey: '', filePath: undefined } },
+        chartFile: DEFAULT_CHART_FILE,
+        title: null,
+        priceScale: 'log',
+        smaPeriod: 500,
+        amaErPeriod: undefined,
+        amaFastPeriod: undefined,
+        amaSlowPeriod: undefined,
+        smaEnabled: false,
+        amaEnabled: true,
+        vwapEnabled: false,
+        vwapBars: 500,
+        quiet: false,
+        listBots: false,
+    };
+    for (let i = 0; i < args.length; i++) {
+        const arg = args[i];
+        if (arg === '--source')
+            config.source.type = String(args[++i] || 'json');
+        else if (arg === '--file') {
+            config.source.type = 'json';
+            config.source.config.filePath = args[++i];
+        }
+        else if (arg === '--bot-key')
+            config.source.config.botKey = args[++i];
+        else if (arg === '--chart')
+            config.chartFile = args[++i];
+        else if (arg === '--title')
+            config.title = args[++i];
+        else if (arg === '--price-scale' || arg === '--scale')
+            config.priceScale = String(args[++i] || 'log');
+        else if (arg === '--sma-period')
+            config.smaPeriod = Math.max(1, parseInt(args[++i], 10) || 500);
+        else if (arg === '--ama-er-period')
+            config.amaErPeriod = Math.max(1, parseInt(args[++i], 10) || DEFAULT_AMA.erPeriod);
+        else if (arg === '--ama-fast-period')
+            config.amaFastPeriod = Math.max(0.1, parseFloat(args[++i]) || DEFAULT_AMA.fastPeriod);
+        else if (arg === '--ama-slow-period')
+            config.amaSlowPeriod = Math.max(0.1, parseFloat(args[++i]) || DEFAULT_AMA.slowPeriod);
+        else if (arg === '--no-sma')
+            config.smaEnabled = false;
+        else if (arg === '--no-ama')
+            config.amaEnabled = false;
+        else if (arg === '--no-vwap')
+            config.vwapEnabled = false;
+        else if (arg === '--vwap-bars')
+            config.vwapBars = Math.max(24, parseInt(args[++i], 10) || 500);
+        else if (arg === '--list-bots')
+            config.listBots = true;
+        else if (arg === '--quiet')
+            config.quiet = true;
+    }
+    return config;
+}
+function loadJsonMeta(filePath) {
+    if (!filePath || !fs.existsSync(filePath))
+        return { meta: null, candles: null };
+    return loadCandleFile(filePath);
+}
+function inferTitle(meta, fallback) {
+    const pool = meta?.pool ? `Pool ${String(meta.pool).replace(/^1\.19\./, '')}` : null;
+    const a = meta?.assetA?.symbol || meta?.assetA?.id || null;
+    const b = meta?.assetB?.symbol || meta?.assetB?.id || null;
+    const pair = a && b ? `${a}/${b}` : fallback;
+    const label = pool || pair;
+    const interval = Number(meta?.intervalSeconds) > 0 ? toIntervalLabel(meta.intervalSeconds) : '1h';
+    return `${label} · ${interval} · TradingView`;
+}
+async function main() {
+    try {
+        const config = parseArgs();
+        if (config.listBots) {
+            listAvailableBots();
+            return;
+        }
+        const { source, botKey, amaConfig } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
+        if (!config.quiet)
+            console.log(`[TradingView] Loading candles from ${source.name}...`);
+        const candles = await source.fetchCandles();
+        if (!Array.isArray(candles) || candles.length === 0) {
+            throw new Error('No candles returned from source');
+        }
+        const isJsonSource = config.source.type === 'json';
+        const filePath = config.source.config.filePath;
+        const rawJson = isJsonSource ? loadJsonMeta(filePath) : { meta: null, candles: null };
+        const botMeta = botKey ? loadBotMeta(botKey) : null;
+        const jsonMeta = rawJson.meta || (botMeta ? {
+            assetA: { symbol: botMeta.assetA },
+            assetB: { symbol: botMeta.assetB },
+            intervalSeconds: 3600,
+        } : null);
+        const title = config.title || inferTitle(jsonMeta, path.basename(filePath || 'tradingview'));
+        const hasAmaGridPrice = AMA_KEYWORDS.has(String(botMeta?.gridPrice || '').trim().toLowerCase());
+        const amaEnabled = hasAmaGridPrice ? config.amaEnabled : false;
+        const html = generateHTML({
+            candles,
+            meta: jsonMeta || {
+                assetA: { symbol: 'Asset A' },
+                assetB: { symbol: 'Asset B' },
+            },
+            smaPeriod: config.smaPeriod,
+            amaDefaults: {
+                erPeriod: config.amaErPeriod ?? amaConfig.erPeriod,
+                fastPeriod: config.amaFastPeriod ?? amaConfig.fastPeriod,
+                slowPeriod: config.amaSlowPeriod ?? amaConfig.slowPeriod,
+            },
+            smaEnabled: config.smaEnabled,
+            amaEnabled,
+            vwapEnabled: config.vwapEnabled,
+            vwapBars: config.vwapBars,
+            priceScale: config.priceScale === 'linear' ? 'linear' : 'log',
+            defaultTimeframe: '1h',
+            marketAdapter: MARKET_ADAPTER,
+        }, title);
+        writeChartFile(config.chartFile, html);
+        if (!config.quiet)
+            console.log(`[TradingView] ✓ Chart saved to ${config.chartFile}`);
+    }
+    catch (err) {
+        console.error(`[TradingView] Error: ${getErrorMessage(err)}`);
+        process.exit(1);
+    }
+}
+main().catch((err) => { console.error(err); process.exit(1); });
+export { main, parseArgs, loadJsonMeta, inferTitle };
+//# sourceMappingURL=analyze_tradingview.js.map

package/dist/analysis/tradingview/analyze_tradingview.js.map

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package/dist/analysis/trend_detection/derivative_analyzer.d.ts

@@ -0,0 +1,247 @@
+/**
+ * Derivative Analyzer
+ *
+ * Trend detection from the sign (and magnitude) of the slow SMA derivative.
+ *
+ * The analyzer intentionally stays narrow:
+ *   - SMA for direction / regime
+ *   - MACD for momentum
+ *   - RSI for exhaustion and counter-trend filtering
+ */
+declare class SMA {
+    period: number;
+    values: number[];
+    constructor(period: number);
+    update(price: number): number | null;
+    isReady(): boolean;
+    reset(period: number): void;
+}
+declare class EMA {
+    period: number;
+    multiplier: number;
+    value: number | null;
+    count: number;
+    _sum: number;
+    constructor(period: number);
+    update(price: number): number | null;
+    isReady(): boolean;
+    reset(period?: number): void;
+}
+declare class MACD {
+    fastPeriod: number;
+    slowPeriod: number;
+    signalPeriod: number;
+    fastEma: EMA;
+    slowEma: EMA;
+    signalEma: EMA;
+    /**
+     * Moving Average Convergence Divergence
+     * macdLine  = EMA(fast) - EMA(slow)
+     * signal    = EMA(signalPeriod) of macdLine
+     * histogram = macdLine - signal
+     */
+    constructor(fastPeriod?: number, slowPeriod?: number, signalPeriod?: number);
+    update(price: number): {
+        macd: number;
+        signal: number;
+        histogram: number;
+    } | null;
+    isReady(): boolean;
+    reset(fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): void;
+}
+declare class RSI {
+    period: number;
+    count: number;
+    prevPrice: number | null;
+    avgGain: number;
+    avgLoss: number;
+    /**
+     * Relative Strength Index (Wilder smoothing)
+     * Overbought > 70, Oversold < 30
+     */
+    constructor(period?: number);
+    update(price: number): number | null;
+    isReady(): boolean;
+    reset(period?: number): void;
+}
+type DerivativeAnalyzerConfig = {
+    slowSmaPeriod?: number;
+    fastSmaPeriod?: number;
+    minBarsForConfirmation?: number;
+    macdFastPeriod?: number;
+    macdSlowPeriod?: number;
+    macdSignalPeriod?: number;
+    rsiPeriod?: number;
+    interpConfirmBars?: number;
+    interpHoldBars?: number;
+    rsiOverboughtLevel?: number;
+    rsiOversoldLevel?: number;
+    rsiBullThreshold?: number;
+    rsiBearThreshold?: number;
+    macdMinHist?: number;
+    fastSmaCommitmentBars?: number;
+    trendFilterEnabled?: boolean;
+    trendFilterMinBars?: number;
+    momentumGateEnabled?: boolean;
+    momentumGateMinBars?: number;
+    momentumGateRsiZone?: number;
+    priceRegimeGateEnabled?: boolean;
+    priceRegimeMinDistancePct?: number;
+};
+type MacdValues = {
+    macd: number;
+    signal: number;
+    histogram: number;
+};
+declare class DerivativeAnalyzer {
+    minBarsForConfirmation: number;
+    slowSmaPeriod: number;
+    sma: SMA | null;
+    fastSmaPeriod: number;
+    fastSma: SMA | null;
+    macdConfig: {
+        fastPeriod: number;
+        slowPeriod: number;
+        signalPeriod: number;
+    };
+    macd: MACD;
+    currMacd: MacdValues | null;
+    prevMacd: MacdValues | null;
+    rsiPeriod: number;
+    rsi: RSI;
+    currRsi: number | null;
+    prevRsi: number | null;
+    interpConfirmBars: number;
+    interpHoldBars: number;
+    rsiOverboughtLevel: number;
+    rsiOversoldLevel: number;
+    rsiBullThreshold: number;
+    rsiBearThreshold: number;
+    macdMinHist: number;
+    fastSmaCommitmentBars: number;
+    trendFilterEnabled: boolean;
+    trendFilterMinBars: number;
+    momentumGateEnabled: boolean;
+    momentumGateMinBars: number;
+    momentumGateRsiZone: number;
+    barsInMacdDivergence: number;
+    barsInRsiDivergence: number;
+    priceRegimeGateEnabled: boolean;
+    priceRegimeMinDistancePct: number;
+    prevRawInterp: string | null;
+    barsInRawInterp: number;
+    currInterpretation: string;
+    currInterpretationRaw: string;
+    pendingInterp: string | null;
+    pendingInterpBars: number;
+    entryBias: string;
+    isBullWeakEntry: boolean;
+    isBullConfirmation: boolean;
+    isLateBullWithoutWeak: boolean;
+    isBearWeakEntry: boolean;
+    isBearConfirmation: boolean;
+    isLateBearWithoutWeak: boolean;
+    bullEntrySetupActive: boolean;
+    bullEntrySetupConfirmed: boolean;
+    bearEntrySetupActive: boolean;
+    bearEntrySetupConfirmed: boolean;
+    prevSma: number | null;
+    currSma: number | null;
+    prevFastSma: number | null;
+    currFastSma: number | null;
+    prevPrice: number | null;
+    currPrice: number | null;
+    prevRawSmaTrend: string | null;
+    barsInSmaTrend: number;
+    prevRawFastSmaTrend: string | null;
+    barsInFastSmaTrend: number;
+    barsAboveFastSma: number;
+    barsBelowFastSma: number;
+    updateCount: number;
+    constructor(config?: DerivativeAnalyzerConfig);
+    update(price: number, timestamp?: number | null): ReturnType<DerivativeAnalyzer['getAnalysis']>;
+    _advanceTrend(raw: string, key: string): void;
+    _rawSmaTrend(): string;
+    _rawFastSmaTrend(): string;
+    _advancePriceFastSmaPosition(): void;
+    _advanceMomentumDivergence(): void;
+    _applyTrendFilter(interp: string): string;
+    _applyWithHysteresis(newInterp: string): void;
+    _resetEntryBias(): void;
+    _advanceEntryBias(prevInterpretation: string): void;
+    _isHardInvalidation(interp: string): boolean;
+    _violatesMacroDisagreeGate(interp: string, fastDirOverride?: string | null): boolean;
+    _violatesPriceRegimeGate(interp: string): boolean;
+    _computeInterpretation(): string;
+    getAnalysis(): {
+        isReady: boolean;
+        reason?: string;
+        trend: string;
+        confidence: number;
+        isConfirmed: boolean;
+        rawTrend?: string;
+        barsInTrend?: number;
+        smaRawTrend: string;
+        smaTrend: string;
+        smaBarsInTrend: number;
+        smaConfidence: number;
+        fastSmaRawTrend: string;
+        fastSmaTrend: string;
+        fastSmaBarsInTrend: number;
+        fastSmaConfidence: number;
+        fastSmaValue: number | null;
+        slowSma: number | null;
+        macdLine: number | null;
+        macdSignal: number | null;
+        macdHistogram: number | null;
+        macdTrend: string | null;
+        rsi: number | null;
+        rsiZone: string | null;
+        interpretation: string;
+        interpretationRaw: string;
+        interpretationBars: number;
+        entryBias: string;
+        isBullWeakEntry: boolean;
+        isBullConfirmation: boolean;
+        isLateBullWithoutWeak: boolean;
+        isBearWeakEntry: boolean;
+        isBearConfirmation: boolean;
+        isLateBearWithoutWeak: boolean;
+        price: number | null;
+        updateCount: number;
+        timestamp?: number;
+    };
+    _conf(raw: string, bars: number): number;
+    _emptySignals(): {
+        smaRawTrend: string;
+        smaTrend: string;
+        smaBarsInTrend: number;
+        smaConfidence: number;
+        fastSmaRawTrend: string;
+        fastSmaTrend: string;
+        fastSmaBarsInTrend: number;
+        fastSmaConfidence: number;
+        fastSmaValue: null;
+        slowSma: null;
+        macdLine: null;
+        macdSignal: null;
+        macdHistogram: null;
+        macdTrend: null;
+        rsi: null;
+        rsiZone: null;
+        interpretation: string;
+        interpretationRaw: string;
+        interpretationBars: number;
+        entryBias: string;
+        isBullWeakEntry: boolean;
+        isBullConfirmation: boolean;
+        isLateBullWithoutWeak: boolean;
+        isBearWeakEntry: boolean;
+        isBearConfirmation: boolean;
+        isLateBearWithoutWeak: boolean;
+    };
+    reset(): void;
+    getUpdateCount(): number;
+}
+export { DerivativeAnalyzer };
+//# sourceMappingURL=derivative_analyzer.d.ts.map

package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map

@@ -0,0 +1 @@
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