dexbot 1.6.4 → 1.6.6

package/analysis/analyze_derivatives.ts

@@ -1,320 +0,0 @@
-#!/usr/bin/env node
-'use strict';
-
-/**
- * DERIVATIVE TREND ANALYSIS
- *
- * Runs DerivativeAnalyzer over candle data and generates an interactive HTML chart.
- * Trend is detected from SMA, MACD, and RSI only.
- *
- * Usage:
- *   node dist/analysis/analyze_derivatives.js \\
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- *
- *   node dist/analysis/analyze_derivatives.js \\
- *     --source market_adapter \
- *     --bot-key <bot>
- *
- * Output:
- *   analysis/charts/derivative_chart.html
- */
-
-
-import path from 'node:path';
-import { pathToFileURL } from 'node:url';
-import { DerivativeAnalyzer } from './trend_detection/derivative_analyzer.js';
-import { generateHTML } from './derivative_chart_generator.js';
-import { writeChartFile } from './chart_utils.js';
-import { PATHS } from '../modules/paths.js';
-import { resolveSource, listAvailableBots, type SourceConfig } from './resolve_source.js';
-
-
-interface CliConfig {
-    source: { type: string; config: SourceConfig };
-    slowSmaPeriod: number;
-    fastSmaPeriod: number | undefined;
-    minBarsForConfirmation: number;
-    macdFastPeriod: number;
-    macdSlowPeriod: number;
-    macdSignalPeriod: number;
-    macdMinHist: number;
-    trendFilter: boolean;
-    trendFilterMinBars: number;
-    momentumGateEnabled: boolean;
-    momentumGateMinBars: number;
-    momentumGateRsiZone: number;
-    fastSmaCommitmentBars: number;
-    priceRegimeGate: boolean;
-    priceRegimeMinDistancePct: number;
-    rsiPeriod: number;
-    interpConfirmBars: number;
-    interpHoldBars: number;
-    rsiZone: number;
-    rsiExtreme: number;
-    chartFile: string;
-    quiet: boolean;
-    listBots: boolean;
-}
-
-interface PriceSource {
-    name: string;
-    fetchCandles(): Promise<any[]>;
-    extractMarketPrice(candle: any): { marketPrice: any; timestamp: any };
-}
-
-function parseArgs(): CliConfig {
-    const args = process.argv.slice(2);
-    const config: CliConfig = {
-        source: { type: 'market_adapter', config: { botKey: '' } },
-        slowSmaPeriod:        500,
-        fastSmaPeriod:        undefined,
-        minBarsForConfirmation: 3,
-        macdFastPeriod: 12,
-        macdSlowPeriod: 26,
-        macdSignalPeriod: 9,
-        macdMinHist: 0.02,
-        trendFilter: false,
-        trendFilterMinBars: 3,
-        momentumGateEnabled: false,
-        momentumGateMinBars: 3,
-        momentumGateRsiZone: 35,
-        fastSmaCommitmentBars: 2,
-        priceRegimeGate: true,
-        priceRegimeMinDistancePct: 0.35,
-        rsiPeriod: 14,
-        interpConfirmBars: 3,
-        interpHoldBars: 3,
-        rsiZone: 10,
-        rsiExtreme: 90,
-        chartFile: path.join(PATHS.ANALYSIS.CHARTS_DIR, 'derivative_chart.html'),
-        quiet: false,
-        listBots: false,
-    };
-
-    for (let i = 0; i < args.length; i++) {
-        const arg = args[i];
-        if      (arg === '--source')    config.source.type                  = args[++i];
-        else if (arg === '--bot-key')   config.source.config.botKey         = args[++i];
-        else if (arg === '--file')      { config.source.config.filePath = args[++i]; config.source.type = 'json'; }
-        else if (arg === '--sma')       config.slowSmaPeriod                = parseInt(args[++i]);
-        else if (arg === '--fast-sma')  config.fastSmaPeriod                = parseInt(args[++i]);
-        else if (arg === '--confirm')   config.minBarsForConfirmation       = parseInt(args[++i]);
-        else if (arg === '--macd-fast')  { config.macdFastPeriod            = parseInt(args[++i]); }
-        else if (arg === '--macd-slow')  { config.macdSlowPeriod            = parseInt(args[++i]); }
-        else if (arg === '--macd-signal'){ config.macdSignalPeriod          = parseInt(args[++i]); }
-        else if (arg === '--macd-min-hist') { config.macdMinHist            = parseFloat(args[++i]); }
-        else if (arg === '--rsi')          { const v = parseInt(args[i + 1]); if (!isNaN(v)) { config.rsiPeriod = v; i++; } }
-        else if (arg === '--interp-confirm') config.interpConfirmBars        = parseInt(args[++i]);
-        else if (arg === '--interp-hold')    config.interpHoldBars           = parseInt(args[++i]);
-        else if (arg === '--rsi-zone')       config.rsiZone                  = parseFloat(args[++i]);
-        else if (arg === '--rsi-extreme')    config.rsiExtreme               = parseFloat(args[++i]);
-        else if (arg === '--trend-filter')          config.trendFilter          = true;
-        else if (arg === '--trend-filter-min-bars') config.trendFilterMinBars  = parseInt(args[++i]);
-        else if (arg === '--momentum-gate')         config.momentumGateEnabled  = true;
-        else if (arg === '--momentum-gate-bars')    config.momentumGateMinBars  = parseInt(args[++i]);
-        else if (arg === '--momentum-gate-rsi-zone') config.momentumGateRsiZone = parseFloat(args[++i]);
-        else if (arg === '--fast-sma-commitment-bars') config.fastSmaCommitmentBars = parseInt(args[++i]);
-        else if (arg === '--no-price-regime-gate')  config.priceRegimeGate      = false;
-        else if (arg === '--price-regime-buffer-pct') config.priceRegimeMinDistancePct = parseFloat(args[++i]);
-        else if (arg === '--chart')       config.chartFile                  = args[++i];
-        else if (arg === '--list-bots')  config.listBots                   = true;
-        else if (arg === '--quiet')     config.quiet                        = true;
-        else if (arg === '--help' || arg === '-h') { showHelp(); process.exit(0); }
-    }
-
-    return config;
-}
-
-function showHelp() {
-    console.log(`
-Derivative Trend Analysis
-
-Analyzes candle data using SMA, MACD, and RSI as trend signals.
-Generates an interactive HTML chart.
-
-Usage:
-  node dist/analysis/analyze_derivatives.js \\
-    --source <type> \\
-    [--bot-key KEY] [--file PATH]
-
-Sources:
-  market_adapter   Use market_adapter state (default)   --bot-key KEY
-  json             JSON candles file                    --file path/to/file.json
-
-Analyzer options:
-  Core indicators:
-    --sma N        SMA period (default 500)
-    --fast-sma N   Fast SMA period (optional, enables trend filter source + fast-SMA commitment)
-    --macd-fast N  MACD fast period (default 12)
-    --macd-slow N  MACD slow period (default 26)
-    --macd-signal N  MACD signal period (default 9)
-    --macd-min-hist N  MACD histogram/line threshold (default 0.02)
-    --rsi [N]      RSI period (default 14)
-    --rsi-zone N   RSI bull/bear zone offset from 50 (default 10)
-    --rsi-extreme N  RSI extreme threshold (default 90)
-
-  Confirmation and hysteresis:
-    --confirm N    Bars required for confirmation (default 3)
-    --interp-confirm N  Bars required to confirm BULL/BEAR (default 3)
-    --interp-hold N  Bars to hold confirmed BULL/BEAR downgrades (default 3)
-
-  Trend filters and gates:
-    --trend-filter  Enable derivative trend filter
-    --trend-filter-min-bars N  Sustained bars for trend filter (default 3)
-    --momentum-gate  Enable MACD+RSI recovery gate
-    --momentum-gate-bars N  Momentum gate persistence (default 3)
-    --momentum-gate-rsi-zone N  RSI divergence threshold (default 35)
-    --fast-sma-commitment-bars N  Consecutive bars price must stay beyond fastSMA (default 2)
-    --no-price-regime-gate  Disable slow-SMA macro regime gate
-    --price-regime-buffer-pct N  Required slow-SMA clearance in % (default 0.35)
-
-  Source input:
-    --source <type>  Data source (default market_adapter)
-    --bot-key KEY    Market adapter bot key (required)
-    --file PATH      JSON candle input
-
-  Output:
-    --chart FILE   Chart output path (default: <analysis charts dir>/derivative_chart.html)
-    --list-bots    List available bot keys from bots.json
-    --quiet        Suppress log output
-    `);
-}
-
-async function analyze(source: PriceSource, config: CliConfig): Promise<{
-    config: {
-        source: string;
-        slowSmaPeriod: number;
-        fastSmaPeriod: number | undefined;
-        macdFastPeriod: number;
-        macdSlowPeriod: number;
-        macdSignalPeriod: number;
-        macdMinHist: number;
-        trendFilter: boolean;
-        trendFilterMinBars: number;
-        momentumGateEnabled: boolean;
-        momentumGateMinBars: number;
-        momentumGateRsiZone: number;
-        fastSmaCommitmentBars: number;
-        priceRegimeGate: boolean;
-        priceRegimeMinDistancePct: number;
-        rsiPeriod: number;
-        interpConfirmBars: number;
-        interpHoldBars: number;
-        rsiZone: number;
-        rsiExtreme: number;
-        minBarsForConfirmation: number;
-    };
-    allResults: any[];
-    lastAnalysis: any;
-}> {
-    if (!config.quiet) console.log(`[Derivatives] 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');
-    }
-    if (!config.quiet) console.log(`[Derivatives] Loaded ${candles.length} candles`);
-
-    const analyzer = new DerivativeAnalyzer({
-        slowSmaPeriod:          config.slowSmaPeriod,
-        fastSmaPeriod:          config.fastSmaPeriod,
-        macdFastPeriod:         config.macdFastPeriod,
-        macdSlowPeriod:         config.macdSlowPeriod,
-        macdSignalPeriod:       config.macdSignalPeriod,
-        macdMinHist:            config.macdMinHist,
-        trendFilterEnabled:     config.trendFilter,
-        trendFilterMinBars:     config.trendFilterMinBars,
-        momentumGateEnabled:    config.momentumGateEnabled,
-        momentumGateMinBars:    config.momentumGateMinBars,
-        momentumGateRsiZone:    config.momentumGateRsiZone,
-        fastSmaCommitmentBars:  config.fastSmaCommitmentBars,
-        priceRegimeGateEnabled: config.priceRegimeGate,
-        priceRegimeMinDistancePct: config.priceRegimeMinDistancePct,
-        rsiPeriod:              config.rsiPeriod,
-        interpConfirmBars:      config.interpConfirmBars,
-        interpHoldBars:         config.interpHoldBars,
-        rsiBullThreshold:       50 + config.rsiZone,
-        rsiBearThreshold:       50 - config.rsiZone,
-        rsiOverboughtLevel:     config.rsiExtreme,
-        rsiOversoldLevel:       100 - config.rsiExtreme,
-        minBarsForConfirmation: config.minBarsForConfirmation,
-    });
-
-    const allResults: any[] = [];
-    for (let i = 0; i < candles.length; i++) {
-        const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
-        try {
-            allResults.push(analyzer.update(marketPrice, timestamp));
-        } catch (err: unknown) {
-            throw new Error(`Failed at candle ${i}: ${(err as any)?.message ?? err}`);
-        }
-    }
-
-    const last = allResults[allResults.length - 1];
-    if (!config.quiet) {
-        const parts: string[] = [];
-        if (config.slowSmaPeriod)    parts.push(`SMA(${config.slowSmaPeriod}): ${last.smaRawTrend} (${last.smaBarsInTrend} bars)`);
-        if (config.fastSmaPeriod)    parts.push(`fastSMA(${config.fastSmaPeriod}): ${last.fastSmaRawTrend} (${last.fastSmaBarsInTrend} bars)`);
-        parts.push(`MACD: ${last.macdTrend} hist=${last.macdHistogram}`);
-        parts.push(`RSI(${config.rsiPeriod}): ${last.rsi !== null ? last.rsi.toFixed(1) : 'n/a'} [${last.rsiZone}]`);
-        console.log(`[Derivatives] Done — ${last.isReady ? '' : '(warming up) '}${parts.join('  ')}`);
-    }
-
-    return {
-        config: {
-            source:              source.name,
-            slowSmaPeriod:       config.slowSmaPeriod,
-            fastSmaPeriod:       config.fastSmaPeriod,
-            macdFastPeriod:      config.macdFastPeriod,
-            macdSlowPeriod:      config.macdSlowPeriod,
-            macdSignalPeriod:    config.macdSignalPeriod,
-            macdMinHist:         config.macdMinHist,
-            trendFilter:         config.trendFilter,
-            trendFilterMinBars:  config.trendFilterMinBars,
-            momentumGateEnabled: config.momentumGateEnabled,
-            momentumGateMinBars: config.momentumGateMinBars,
-            momentumGateRsiZone: config.momentumGateRsiZone,
-            fastSmaCommitmentBars: config.fastSmaCommitmentBars,
-            priceRegimeGate:     config.priceRegimeGate,
-            priceRegimeMinDistancePct: config.priceRegimeMinDistancePct,
-            rsiPeriod:           config.rsiPeriod,
-            interpConfirmBars:   config.interpConfirmBars,
-            interpHoldBars:      config.interpHoldBars,
-            rsiZone:             config.rsiZone,
-            rsiExtreme:          config.rsiExtreme,
-            minBarsForConfirmation: config.minBarsForConfirmation,
-        },
-        allResults,
-        lastAnalysis: last,
-    };
-}
-
-async function main(): Promise<void> {
-    const config = parseArgs();
-
-    try {
-        if (config.listBots) {
-            listAvailableBots();
-            return;
-        }
-
-        const { source } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
-        const report = await analyze(source, config);
-
-        const html = generateHTML(report, 'Derivative Trend Analysis');
-        writeChartFile(config.chartFile, html);
-
-        if (!config.quiet) console.log(`[Derivatives] ✓ Chart saved to ${config.chartFile}`);
-    } catch (err: unknown) {
-        console.error(`[Derivatives] Error: ${(err as any)?.message ?? err}`);
-        process.exit(1);
-    }
-}
-
-if (process.argv[1] && import.meta.url === pathToFileURL(process.argv[1]).href) {
-    main().catch((err: unknown) => { console.error(err); process.exit(1); });
-}
-
-export { analyze }
-