hedgequantx 2.6.162 → 2.7.0

package/src/services/session-history.js

@@ -1,475 +0,0 @@
-/**
- * =============================================================================
- * Session History - Persistent learning across trading sessions
- * =============================================================================
- * 
- * Saves all trading activity for AI agents to learn from:
- * - Trade entries/exits with P&L
- * - Signals generated (taken and skipped)
- * - Market conditions at each signal
- * - AI recommendations and outcomes
- * 
- * Data is stored in ~/.hqx/history/ as JSON files
- */
-
-'use strict';
-
-const fs = require('fs');
-const path = require('path');
-const os = require('os');
-
-// History directory
-const HISTORY_DIR = path.join(os.homedir(), '.hqx', 'history');
-const MAX_SESSIONS = 100; // Keep last 100 sessions
-const MAX_TRADES_PER_FILE = 1000;
-
-/**
- * Ensure history directory exists
- */
-function ensureDir() {
-  if (!fs.existsSync(HISTORY_DIR)) {
-    fs.mkdirSync(HISTORY_DIR, { recursive: true });
-  }
-}
-
-/**
- * Session History Manager
- */
-class SessionHistory {
-  constructor() {
-    this.sessionId = null;
-    this.sessionFile = null;
-    this.data = {
-      sessionId: null,
-      startTime: null,
-      endTime: null,
-      account: null,
-      symbol: null,
-      propfirm: null,
-      config: {},
-      trades: [],
-      signals: [],
-      aiRecommendations: [],
-      marketConditions: [],
-      summary: {
-        totalTrades: 0,
-        wins: 0,
-        losses: 0,
-        breakeven: 0,
-        totalPnl: 0,
-        maxDrawdown: 0,
-        winRate: 0,
-        avgWin: 0,
-        avgLoss: 0,
-        profitFactor: 0,
-      }
-    };
-    this.dirty = false;
-    this.saveTimer = null;
-  }
-
-  /**
-   * Start a new session
-   */
-  start(accountId, symbol, propfirm, config = {}) {
-    ensureDir();
-    
-    this.sessionId = `${Date.now()}_${accountId}_${symbol}`;
-    this.sessionFile = path.join(HISTORY_DIR, `session_${this.sessionId}.json`);
-    
-    this.data = {
-      sessionId: this.sessionId,
-      startTime: new Date().toISOString(),
-      endTime: null,
-      account: accountId,
-      symbol,
-      propfirm,
-      config: {
-        contracts: config.contracts || 1,
-        dailyTarget: config.dailyTarget || 0,
-        maxRisk: config.maxRisk || 0,
-        aiEnabled: config.aiEnabled || false,
-        agentCount: config.agentCount || 0,
-      },
-      trades: [],
-      signals: [],
-      aiRecommendations: [],
-      marketConditions: [],
-      summary: {
-        totalTrades: 0,
-        wins: 0,
-        losses: 0,
-        breakeven: 0,
-        totalPnl: 0,
-        maxDrawdown: 0,
-        winRate: 0,
-        avgWin: 0,
-        avgLoss: 0,
-        profitFactor: 0,
-      }
-    };
-    
-    this.dirty = true;
-    this._scheduleSave();
-    
-    return this.sessionId;
-  }
-
-  /**
-   * Record a trade signal (generated by strategy)
-   */
-  recordSignal(signal) {
-    if (!this.sessionId) return;
-    
-    this.data.signals.push({
-      timestamp: new Date().toISOString(),
-      direction: signal.direction,
-      entry: signal.entry,
-      stopLoss: signal.stopLoss,
-      takeProfit: signal.takeProfit,
-      confidence: signal.confidence,
-      taken: signal.taken !== false, // Default true unless explicitly false
-      skipReason: signal.skipReason || null,
-      // Market context
-      momentum: signal.momentum,
-      zscore: signal.zscore,
-      ofi: signal.ofi,
-      atr: signal.atr,
-      volume: signal.volume,
-    });
-    
-    this.dirty = true;
-    this._scheduleSave();
-  }
-
-  /**
-   * Record a trade entry
-   */
-  recordEntry(trade) {
-    if (!this.sessionId) return;
-    
-    const tradeRecord = {
-      id: `${Date.now()}_${Math.random().toString(36).substr(2, 9)}`,
-      entryTime: new Date().toISOString(),
-      exitTime: null,
-      direction: trade.direction,
-      symbol: trade.symbol,
-      quantity: trade.quantity,
-      entryPrice: trade.entryPrice,
-      exitPrice: null,
-      stopLoss: trade.stopLoss,
-      takeProfit: trade.takeProfit,
-      pnl: null,
-      exitReason: null,
-      // Market context at entry
-      momentum: trade.momentum,
-      zscore: trade.zscore,
-      ofi: trade.ofi,
-      // AI context
-      aiAdvice: trade.aiAdvice || null,
-      aiConfidence: trade.aiConfidence || null,
-    };
-    
-    this.data.trades.push(tradeRecord);
-    this.dirty = true;
-    this._scheduleSave();
-    
-    return tradeRecord.id;
-  }
-
-  /**
-   * Record a trade exit
-   */
-  recordExit(tradeId, exitData) {
-    if (!this.sessionId) return;
-    
-    const trade = this.data.trades.find(t => t.id === tradeId);
-    if (!trade) {
-      // Find last unclosed trade
-      const unclosed = this.data.trades.filter(t => !t.exitTime);
-      if (unclosed.length > 0) {
-        const lastTrade = unclosed[unclosed.length - 1];
-        lastTrade.exitTime = new Date().toISOString();
-        lastTrade.exitPrice = exitData.exitPrice;
-        lastTrade.pnl = exitData.pnl;
-        lastTrade.exitReason = exitData.reason || 'unknown';
-      }
-    } else {
-      trade.exitTime = new Date().toISOString();
-      trade.exitPrice = exitData.exitPrice;
-      trade.pnl = exitData.pnl;
-      trade.exitReason = exitData.reason || 'unknown';
-    }
-    
-    this._updateSummary();
-    this.dirty = true;
-    this._scheduleSave();
-  }
-
-  /**
-   * Record AI recommendation
-   */
-  recordAIRecommendation(recommendation) {
-    if (!this.sessionId) return;
-    
-    this.data.aiRecommendations.push({
-      timestamp: new Date().toISOString(),
-      agent: recommendation.agent,
-      action: recommendation.action, // 'proceed', 'skip', 'adjust'
-      reason: recommendation.reason,
-      confidence: recommendation.confidence,
-      adjustment: recommendation.adjustment || null,
-      outcome: null, // Will be filled when trade closes
-    });
-    
-    this.dirty = true;
-    this._scheduleSave();
-  }
-
-  /**
-   * Record market conditions snapshot
-   */
-  recordMarketConditions(conditions) {
-    if (!this.sessionId) return;
-    
-    // Only record every 30 seconds to avoid bloat
-    const lastCondition = this.data.marketConditions[this.data.marketConditions.length - 1];
-    if (lastCondition) {
-      const timeDiff = Date.now() - new Date(lastCondition.timestamp).getTime();
-      if (timeDiff < 30000) return;
-    }
-    
-    this.data.marketConditions.push({
-      timestamp: new Date().toISOString(),
-      price: conditions.price,
-      bid: conditions.bid,
-      ask: conditions.ask,
-      volume: conditions.volume,
-      momentum: conditions.momentum,
-      zscore: conditions.zscore,
-      ofi: conditions.ofi,
-      volatility: conditions.volatility,
-    });
-    
-    // Keep only last 1000 conditions
-    if (this.data.marketConditions.length > 1000) {
-      this.data.marketConditions = this.data.marketConditions.slice(-1000);
-    }
-    
-    this.dirty = true;
-    this._scheduleSave();
-  }
-
-  /**
-   * End session and save final data
-   */
-  end(finalStats = {}) {
-    if (!this.sessionId) return;
-    
-    this.data.endTime = new Date().toISOString();
-    this.data.summary = {
-      ...this.data.summary,
-      ...finalStats,
-    };
-    
-    this._updateSummary();
-    this._saveNow();
-    this._cleanup();
-    
-    const sessionId = this.sessionId;
-    this.sessionId = null;
-    
-    return sessionId;
-  }
-
-  /**
-   * Load all historical sessions for AI learning
-   */
-  static loadHistory(limit = 50) {
-    ensureDir();
-    
-    try {
-      const files = fs.readdirSync(HISTORY_DIR)
-        .filter(f => f.startsWith('session_') && f.endsWith('.json'))
-        .sort()
-        .reverse()
-        .slice(0, limit);
-      
-      const sessions = [];
-      for (const file of files) {
-        try {
-          const data = JSON.parse(fs.readFileSync(path.join(HISTORY_DIR, file), 'utf8'));
-          sessions.push(data);
-        } catch (e) {
-          // Skip corrupted files
-        }
-      }
-      
-      return sessions;
-    } catch (e) {
-      return [];
-    }
-  }
-
-  /**
-   * Get aggregated learning data for AI
-   */
-  static getAILearningData() {
-    const sessions = SessionHistory.loadHistory(50);
-    
-    if (sessions.length === 0) {
-      return {
-        totalSessions: 0,
-        totalTrades: 0,
-        patterns: { winning: [], losing: [] },
-        statistics: null,
-      };
-    }
-    
-    // Aggregate all trades
-    const allTrades = sessions.flatMap(s => s.trades || []).filter(t => t.pnl !== null);
-    const winningTrades = allTrades.filter(t => t.pnl > 0);
-    const losingTrades = allTrades.filter(t => t.pnl < 0);
-    
-    // Extract patterns from winning trades
-    const winningPatterns = winningTrades.map(t => ({
-      direction: t.direction,
-      momentum: t.momentum,
-      zscore: t.zscore,
-      ofi: t.ofi,
-      pnl: t.pnl,
-    })).slice(-100); // Last 100 winning patterns
-    
-    // Extract patterns from losing trades
-    const losingPatterns = losingTrades.map(t => ({
-      direction: t.direction,
-      momentum: t.momentum,
-      zscore: t.zscore,
-      ofi: t.ofi,
-      pnl: t.pnl,
-    })).slice(-100); // Last 100 losing patterns
-    
-    // Calculate aggregate statistics
-    const totalPnl = allTrades.reduce((sum, t) => sum + (t.pnl || 0), 0);
-    const winRate = allTrades.length > 0 ? winningTrades.length / allTrades.length : 0;
-    const avgWin = winningTrades.length > 0 
-      ? winningTrades.reduce((sum, t) => sum + t.pnl, 0) / winningTrades.length 
-      : 0;
-    const avgLoss = losingTrades.length > 0 
-      ? Math.abs(losingTrades.reduce((sum, t) => sum + t.pnl, 0) / losingTrades.length)
-      : 0;
-    const profitFactor = avgLoss > 0 ? (avgWin * winRate) / (avgLoss * (1 - winRate)) : 0;
-    
-    return {
-      totalSessions: sessions.length,
-      totalTrades: allTrades.length,
-      patterns: {
-        winning: winningPatterns,
-        losing: losingPatterns,
-      },
-      statistics: {
-        totalPnl,
-        winRate,
-        avgWin,
-        avgLoss,
-        profitFactor,
-        winningTrades: winningTrades.length,
-        losingTrades: losingTrades.length,
-      },
-      // AI recommendations effectiveness
-      aiRecommendations: sessions.flatMap(s => s.aiRecommendations || []).slice(-200),
-    };
-  }
-
-  /**
-   * Update summary statistics
-   */
-  _updateSummary() {
-    const trades = this.data.trades.filter(t => t.pnl !== null);
-    const wins = trades.filter(t => t.pnl > 0);
-    const losses = trades.filter(t => t.pnl < 0);
-    const breakeven = trades.filter(t => t.pnl === 0);
-    
-    const totalPnl = trades.reduce((sum, t) => sum + t.pnl, 0);
-    const avgWin = wins.length > 0 ? wins.reduce((sum, t) => sum + t.pnl, 0) / wins.length : 0;
-    const avgLoss = losses.length > 0 ? Math.abs(losses.reduce((sum, t) => sum + t.pnl, 0) / losses.length) : 0;
-    
-    // Calculate max drawdown
-    let peak = 0;
-    let maxDrawdown = 0;
-    let cumPnl = 0;
-    for (const trade of trades) {
-      cumPnl += trade.pnl;
-      if (cumPnl > peak) peak = cumPnl;
-      const drawdown = peak - cumPnl;
-      if (drawdown > maxDrawdown) maxDrawdown = drawdown;
-    }
-    
-    this.data.summary = {
-      totalTrades: trades.length,
-      wins: wins.length,
-      losses: losses.length,
-      breakeven: breakeven.length,
-      totalPnl,
-      maxDrawdown,
-      winRate: trades.length > 0 ? wins.length / trades.length : 0,
-      avgWin,
-      avgLoss,
-      profitFactor: avgLoss > 0 ? avgWin / avgLoss : 0,
-    };
-  }
-
-  /**
-   * Schedule a save (debounced)
-   */
-  _scheduleSave() {
-    if (this.saveTimer) return;
-    this.saveTimer = setTimeout(() => {
-      this._saveNow();
-      this.saveTimer = null;
-    }, 5000); // Save every 5 seconds if dirty
-  }
-
-  /**
-   * Save immediately
-   */
-  _saveNow() {
-    if (!this.dirty || !this.sessionFile) return;
-    
-    try {
-      fs.writeFileSync(this.sessionFile, JSON.stringify(this.data, null, 2));
-      this.dirty = false;
-    } catch (e) {
-      // Silent fail - don't interrupt trading
-    }
-  }
-
-  /**
-   * Cleanup old sessions
-   */
-  _cleanup() {
-    try {
-      const files = fs.readdirSync(HISTORY_DIR)
-        .filter(f => f.startsWith('session_') && f.endsWith('.json'))
-        .sort();
-      
-      // Remove old sessions beyond MAX_SESSIONS
-      if (files.length > MAX_SESSIONS) {
-        const toRemove = files.slice(0, files.length - MAX_SESSIONS);
-        for (const file of toRemove) {
-          fs.unlinkSync(path.join(HISTORY_DIR, file));
-        }
-      }
-    } catch (e) {
-      // Silent fail
-    }
-  }
-}
-
-// Singleton instance
-const sessionHistory = new SessionHistory();
-
-module.exports = {
-  SessionHistory,
-  sessionHistory,
-};