dexbot 1.4.17 → 1.4.18

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

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+declare const WEIGHT_PROFILES: {
+    valley: number;
+    neutral: number;
+    mountain: number;
+};
+/**
+ * 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: number, n: number, weight: number, incrementFactor: number): number[];
+/**
+ * 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: number, params: any, capitalPerSide: number, weightFactor: number): {
+    buys: any[];
+    sells: any[];
+};
+declare function closeFilledInventoryAtPrice(openBuys: Map<any, any>, openSells: Map<any, any>, exitPrice: number, feeRoundtripPct: number): {
+    grossUnits: number;
+    profitUnits: number;
+    closedOrders: number;
+};
+declare function countCancelableOrders(openBuys: Map<any, any>, openSells: Map<any, any>): number;
+declare function simulatePersistentGrid(candles: any[], amaValues: number[], params: any, weightName: string, weightFactor: number): {
+    weightName: string;
+    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: number[], weightEntries: [string, number][], cfg: any): {
+    strategy: any;
+    best: any;
+    top5: any[];
+    allSims: any[];
+    evaluated: number;
+};
+export { WEIGHT_PROFILES, allocateFundsByWeights, buildGrid, closeFilledInventoryAtPrice, countCancelableOrders, simulatePersistentGrid, sweepOneAma };
+//# sourceMappingURL=backtest_ama_sweep.d.ts.map

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

@@ -0,0 +1 @@
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