hedgequantx 2.6.163 → 2.7.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +15 -88
- package/bin/cli.js +0 -11
- package/dist/lib/api.jsc +0 -0
- package/dist/lib/api2.jsc +0 -0
- package/dist/lib/core.jsc +0 -0
- package/dist/lib/core2.jsc +0 -0
- package/dist/lib/data.js +1 -1
- package/dist/lib/data.jsc +0 -0
- package/dist/lib/data2.jsc +0 -0
- package/dist/lib/decoder.jsc +0 -0
- package/dist/lib/m/mod1.jsc +0 -0
- package/dist/lib/m/mod2.jsc +0 -0
- package/dist/lib/n/r1.jsc +0 -0
- package/dist/lib/n/r2.jsc +0 -0
- package/dist/lib/n/r3.jsc +0 -0
- package/dist/lib/n/r4.jsc +0 -0
- package/dist/lib/n/r5.jsc +0 -0
- package/dist/lib/n/r6.jsc +0 -0
- package/dist/lib/n/r7.jsc +0 -0
- package/dist/lib/o/util1.jsc +0 -0
- package/dist/lib/o/util2.jsc +0 -0
- package/package.json +6 -3
- package/src/app.js +40 -162
- package/src/config/constants.js +31 -33
- package/src/config/propfirms.js +13 -217
- package/src/config/settings.js +0 -43
- package/src/lib/api.js +198 -0
- package/src/lib/api2.js +353 -0
- package/src/lib/core.js +539 -0
- package/src/lib/core2.js +341 -0
- package/src/lib/data.js +555 -0
- package/src/lib/data2.js +492 -0
- package/src/lib/decoder.js +599 -0
- package/src/lib/m/s1.js +804 -0
- package/src/lib/m/s2.js +34 -0
- package/src/lib/n/r1.js +454 -0
- package/src/lib/n/r2.js +514 -0
- package/src/lib/n/r3.js +631 -0
- package/src/lib/n/r4.js +401 -0
- package/src/lib/n/r5.js +335 -0
- package/src/lib/n/r6.js +425 -0
- package/src/lib/n/r7.js +530 -0
- package/src/lib/o/l1.js +44 -0
- package/src/lib/o/l2.js +427 -0
- package/src/lib/python-bridge.js +206 -0
- package/src/menus/connect.js +14 -176
- package/src/menus/dashboard.js +65 -110
- package/src/pages/accounts.js +18 -18
- package/src/pages/algo/copy-trading.js +210 -240
- package/src/pages/algo/index.js +41 -104
- package/src/pages/algo/one-account.js +386 -33
- package/src/pages/algo/ui.js +312 -151
- package/src/pages/orders.js +3 -3
- package/src/pages/positions.js +3 -3
- package/src/pages/stats/chart.js +74 -0
- package/src/pages/stats/display.js +228 -0
- package/src/pages/stats/index.js +236 -0
- package/src/pages/stats/metrics.js +213 -0
- package/src/pages/user.js +6 -6
- package/src/services/hqx-server/constants.js +55 -0
- package/src/services/hqx-server/index.js +401 -0
- package/src/services/hqx-server/latency.js +81 -0
- package/src/services/index.js +12 -3
- package/src/services/rithmic/accounts.js +7 -32
- package/src/services/rithmic/connection.js +1 -204
- package/src/services/rithmic/contracts.js +116 -99
- package/src/services/rithmic/handlers.js +21 -196
- package/src/services/rithmic/index.js +63 -120
- package/src/services/rithmic/market.js +31 -0
- package/src/services/rithmic/orders.js +5 -111
- package/src/services/rithmic/protobuf.js +384 -138
- package/src/services/session.js +22 -173
- package/src/ui/box.js +10 -18
- package/src/ui/index.js +1 -3
- package/src/ui/menu.js +1 -1
- package/src/utils/prompts.js +2 -2
- package/dist/lib/m/s1.js +0 -1
- package/src/menus/ai-agent-connect.js +0 -181
- package/src/menus/ai-agent-models.js +0 -219
- package/src/menus/ai-agent-oauth.js +0 -292
- package/src/menus/ai-agent-ui.js +0 -141
- package/src/menus/ai-agent.js +0 -484
- package/src/pages/algo/algo-config.js +0 -195
- package/src/pages/algo/algo-multi.js +0 -801
- package/src/pages/algo/algo-utils.js +0 -58
- package/src/pages/algo/copy-engine.js +0 -449
- package/src/pages/algo/custom-strategy.js +0 -459
- package/src/pages/algo/logger.js +0 -245
- package/src/pages/algo/smart-logs-data.js +0 -218
- package/src/pages/algo/smart-logs.js +0 -387
- package/src/pages/algo/ui-constants.js +0 -144
- package/src/pages/algo/ui-summary.js +0 -184
- package/src/pages/stats-calculations.js +0 -191
- package/src/pages/stats-ui.js +0 -381
- package/src/pages/stats.js +0 -339
- package/src/services/ai/client-analysis.js +0 -194
- package/src/services/ai/client-models.js +0 -333
- package/src/services/ai/client.js +0 -343
- package/src/services/ai/index.js +0 -384
- package/src/services/ai/oauth-anthropic.js +0 -265
- package/src/services/ai/oauth-gemini.js +0 -223
- package/src/services/ai/oauth-iflow.js +0 -269
- package/src/services/ai/oauth-openai.js +0 -233
- package/src/services/ai/oauth-qwen.js +0 -279
- package/src/services/ai/providers/direct-providers.js +0 -323
- package/src/services/ai/providers/index.js +0 -62
- package/src/services/ai/providers/other-providers.js +0 -104
- package/src/services/ai/proxy-install.js +0 -249
- package/src/services/ai/proxy-manager.js +0 -494
- package/src/services/ai/proxy-remote.js +0 -161
- package/src/services/ai/strategy-supervisor.js +0 -1312
- package/src/services/ai/supervisor-data.js +0 -195
- package/src/services/ai/supervisor-optimize.js +0 -215
- package/src/services/ai/supervisor-sync.js +0 -178
- package/src/services/ai/supervisor-utils.js +0 -158
- package/src/services/ai/supervisor.js +0 -484
- package/src/services/ai/validation.js +0 -250
- package/src/services/hqx-server-events.js +0 -110
- package/src/services/hqx-server-handlers.js +0 -217
- package/src/services/hqx-server-latency.js +0 -136
- package/src/services/hqx-server.js +0 -403
- package/src/services/position-constants.js +0 -28
- package/src/services/position-exit-logic.js +0 -174
- package/src/services/position-manager.js +0 -438
- package/src/services/position-momentum.js +0 -206
- package/src/services/projectx/accounts.js +0 -142
- package/src/services/projectx/index.js +0 -443
- package/src/services/projectx/market.js +0 -172
- package/src/services/projectx/stats.js +0 -110
- package/src/services/projectx/trading.js +0 -180
- package/src/services/rithmic/latency-tracker.js +0 -182
- package/src/services/rithmic/market-data-decoders.js +0 -229
- package/src/services/rithmic/market-data.js +0 -272
- package/src/services/rithmic/orders-fast.js +0 -246
- package/src/services/rithmic/proto-decoders.js +0 -403
- package/src/services/rithmic/specs.js +0 -146
- package/src/services/rithmic/trade-history.js +0 -254
- package/src/services/session-history.js +0 -475
- package/src/services/strategy/hft-signal-calc.js +0 -147
- package/src/services/strategy/hft-tick.js +0 -407
- package/src/services/strategy/recovery-math.js +0 -402
- package/src/services/tradovate/constants.js +0 -109
- package/src/services/tradovate/index.js +0 -392
- package/src/services/tradovate/market.js +0 -47
- package/src/services/tradovate/orders.js +0 -145
- package/src/services/tradovate/websocket.js +0 -97
|
@@ -1,144 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @fileoverview Algo UI Constants and Helpers
|
|
3
|
-
* Box drawing, colors, icons, and utility functions
|
|
4
|
-
*/
|
|
5
|
-
|
|
6
|
-
const chalk = require('chalk');
|
|
7
|
-
|
|
8
|
-
// Box drawing characters
|
|
9
|
-
const BOX = {
|
|
10
|
-
TOP: '\u2554', BOT: '\u255A', V: '\u2551', H: '\u2550',
|
|
11
|
-
TR: '\u2557', BR: '\u255D', ML: '\u2560', MR: '\u2563',
|
|
12
|
-
TM: '\u2564', BM: '\u2567', MM: '\u256A', VS: '\u2502'
|
|
13
|
-
};
|
|
14
|
-
|
|
15
|
-
// Spinner characters
|
|
16
|
-
const SPINNER = ['\u280B', '\u2819', '\u2839', '\u2838', '\u283C', '\u2834', '\u2826', '\u2827', '\u2807', '\u280F'];
|
|
17
|
-
|
|
18
|
-
// Log type colors - HF grade BOLD (FIXED colors - no variation)
|
|
19
|
-
const LOG_COLORS = {
|
|
20
|
-
fill_buy: chalk.green,
|
|
21
|
-
fill_sell: chalk.red,
|
|
22
|
-
fill_win: chalk.green,
|
|
23
|
-
fill_loss: chalk.red,
|
|
24
|
-
win: chalk.green,
|
|
25
|
-
loss: chalk.red,
|
|
26
|
-
be: chalk.yellow,
|
|
27
|
-
entry: chalk.cyan,
|
|
28
|
-
filled: chalk.green,
|
|
29
|
-
connected: chalk.cyan,
|
|
30
|
-
ready: chalk.green,
|
|
31
|
-
error: chalk.red,
|
|
32
|
-
reject: chalk.red,
|
|
33
|
-
info: chalk.gray,
|
|
34
|
-
system: chalk.magenta,
|
|
35
|
-
signal: chalk.yellow,
|
|
36
|
-
trade: chalk.green,
|
|
37
|
-
warning: chalk.yellow,
|
|
38
|
-
success: chalk.green,
|
|
39
|
-
analysis: chalk.magenta
|
|
40
|
-
};
|
|
41
|
-
|
|
42
|
-
// Log type icons - Unicode icons (ALL 8 chars wide for alignment)
|
|
43
|
-
const LOG_ICONS = {
|
|
44
|
-
fill_buy: '⬆ BUY ',
|
|
45
|
-
fill_sell: '⬇ SELL ',
|
|
46
|
-
fill_win: '✔ WIN ',
|
|
47
|
-
fill_loss: '✘ LOSS ',
|
|
48
|
-
win: '✔ WIN ',
|
|
49
|
-
loss: '✘ LOSS ',
|
|
50
|
-
be: '★ BE ',
|
|
51
|
-
entry: '➡ ENTRY',
|
|
52
|
-
filled: '✔ FILL ',
|
|
53
|
-
connected: '✔ CONN ',
|
|
54
|
-
ready: '✔ READY',
|
|
55
|
-
error: '✘ ERROR',
|
|
56
|
-
reject: '✘ REJCT',
|
|
57
|
-
info: '➡ INFO ',
|
|
58
|
-
system: '★ SYSTM',
|
|
59
|
-
signal: '★ SIGNL',
|
|
60
|
-
trade: '✔ TRADE',
|
|
61
|
-
success: '✔ SUCCS',
|
|
62
|
-
warning: '⬅ WARNG',
|
|
63
|
-
analysis: '★ ANLYS'
|
|
64
|
-
};
|
|
65
|
-
|
|
66
|
-
/** Strip ANSI codes from string */
|
|
67
|
-
const stripAnsi = (str) => str.replace(/\x1B\[[0-9;]*m/g, '');
|
|
68
|
-
|
|
69
|
-
/** Colorize message: positive numbers=cyan, negative=red, symbols=yellow */
|
|
70
|
-
const colorizeMessage = (msg) => {
|
|
71
|
-
if (!msg) return '';
|
|
72
|
-
if (msg.includes('\x1B[')) return msg;
|
|
73
|
-
|
|
74
|
-
return msg
|
|
75
|
-
.replace(/\+\$[\d,]+\.?\d*/g, (m) => chalk.cyan.bold(m))
|
|
76
|
-
.replace(/-\$[\d,]+\.?\d*/g, (m) => chalk.red.bold(m))
|
|
77
|
-
.replace(/\+\d+\.?\d*/g, (m) => chalk.cyan(m))
|
|
78
|
-
.replace(/-\d+\.?\d*/g, (m) => chalk.red(m))
|
|
79
|
-
.replace(/\b(NQ|ES|MNQ|MES|RTY|M2K|YM|MYM|CL|GC|SI)[A-Z]\d\b/g, (m) => chalk.yellow.bold(m))
|
|
80
|
-
.replace(/\d+\.?\d*%/g, (m) => chalk.cyan(m))
|
|
81
|
-
.replace(/\b\d{4,5}\.\d{2}\b/g, (m) => chalk.white.bold(m));
|
|
82
|
-
};
|
|
83
|
-
|
|
84
|
-
/** Center text in width */
|
|
85
|
-
const center = (text, width) => {
|
|
86
|
-
const pad = Math.floor((width - text.length) / 2);
|
|
87
|
-
return ' '.repeat(pad) + text + ' '.repeat(width - pad - text.length);
|
|
88
|
-
};
|
|
89
|
-
|
|
90
|
-
/** Fit text to exact width (truncate or pad) */
|
|
91
|
-
const fitToWidth = (text, width) => {
|
|
92
|
-
const plain = stripAnsi(text);
|
|
93
|
-
if (plain.length > width) {
|
|
94
|
-
let count = 0, cut = 0;
|
|
95
|
-
for (let i = 0; i < text.length && count < width - 3; i++) {
|
|
96
|
-
if (text[i] === '\x1B') { while (i < text.length && text[i] !== 'm') i++; }
|
|
97
|
-
else { count++; cut = i + 1; }
|
|
98
|
-
}
|
|
99
|
-
return text.substring(0, cut) + '...';
|
|
100
|
-
}
|
|
101
|
-
return text + ' '.repeat(width - plain.length);
|
|
102
|
-
};
|
|
103
|
-
|
|
104
|
-
/** Build a labeled cell for grid - UPPERCASE BOLD style */
|
|
105
|
-
const buildCell = (label, value, color, width) => {
|
|
106
|
-
const upperLabel = label.toUpperCase();
|
|
107
|
-
const upperValue = String(value).toUpperCase();
|
|
108
|
-
const text = ` ${chalk.bold(upperLabel)}: ${color.bold(upperValue)}`;
|
|
109
|
-
const plain = ` ${upperLabel}: ${upperValue}`;
|
|
110
|
-
return { text, plain, padded: text + ' '.repeat(Math.max(0, width - plain.length)) };
|
|
111
|
-
};
|
|
112
|
-
|
|
113
|
-
/** Check market hours */
|
|
114
|
-
const checkMarketStatus = () => {
|
|
115
|
-
const now = new Date();
|
|
116
|
-
const utcDay = now.getUTCDay();
|
|
117
|
-
const utcHour = now.getUTCHours();
|
|
118
|
-
const isDST = now.getTimezoneOffset() < Math.max(
|
|
119
|
-
new Date(now.getFullYear(), 0, 1).getTimezoneOffset(),
|
|
120
|
-
new Date(now.getFullYear(), 6, 1).getTimezoneOffset()
|
|
121
|
-
);
|
|
122
|
-
const ctOffset = isDST ? 5 : 6;
|
|
123
|
-
const ctHour = (utcHour - ctOffset + 24) % 24;
|
|
124
|
-
const ctDay = utcHour < ctOffset ? (utcDay + 6) % 7 : utcDay;
|
|
125
|
-
|
|
126
|
-
if (ctDay === 6) return { isOpen: false, message: 'Market closed (Saturday)' };
|
|
127
|
-
if (ctDay === 0 && ctHour < 17) return { isOpen: false, message: 'Market opens Sunday 5:00 PM CT' };
|
|
128
|
-
if (ctDay === 5 && ctHour >= 16) return { isOpen: false, message: 'Market closed (Friday after 4PM CT)' };
|
|
129
|
-
if (ctHour === 16 && ctDay >= 1 && ctDay <= 4) return { isOpen: false, message: 'Daily maintenance' };
|
|
130
|
-
return { isOpen: true, message: 'Market OPEN' };
|
|
131
|
-
};
|
|
132
|
-
|
|
133
|
-
module.exports = {
|
|
134
|
-
BOX,
|
|
135
|
-
SPINNER,
|
|
136
|
-
LOG_COLORS,
|
|
137
|
-
LOG_ICONS,
|
|
138
|
-
stripAnsi,
|
|
139
|
-
colorizeMessage,
|
|
140
|
-
center,
|
|
141
|
-
fitToWidth,
|
|
142
|
-
buildCell,
|
|
143
|
-
checkMarketStatus,
|
|
144
|
-
};
|
|
@@ -1,184 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @fileoverview Algo UI Session Summary Renderers
|
|
3
|
-
* Functions to render session summary screens
|
|
4
|
-
*/
|
|
5
|
-
|
|
6
|
-
const chalk = require('chalk');
|
|
7
|
-
const { BOX, center } = require('./ui-constants');
|
|
8
|
-
|
|
9
|
-
/**
|
|
10
|
-
* Render Session Summary - Same style as dashboard
|
|
11
|
-
*/
|
|
12
|
-
const renderSessionSummary = (stats, stopReason) => {
|
|
13
|
-
const W = 96;
|
|
14
|
-
const colL = Math.floor(W / 2) - 1;
|
|
15
|
-
const colR = W - colL - 1;
|
|
16
|
-
const version = require('../../../package.json').version;
|
|
17
|
-
|
|
18
|
-
console.clear();
|
|
19
|
-
console.log();
|
|
20
|
-
|
|
21
|
-
console.log(chalk.cyan(BOX.TOP + BOX.H.repeat(W) + BOX.TR));
|
|
22
|
-
|
|
23
|
-
// Logo
|
|
24
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██╗ ██╗███████╗██████╗ ██████╗ ███████╗ ██████╗ ██╗ ██╗ █████╗ ███╗ ██╗████████╗') + chalk.yellow('██╗ ██╗') + ' ' + chalk.cyan(BOX.V));
|
|
25
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██║ ██║██╔════╝██╔══██╗██╔════╝ ██╔════╝██╔═══██╗██║ ██║██╔══██╗████╗ ██║╚══██╔══╝') + chalk.yellow('╚██╗██╔╝') + ' ' + chalk.cyan(BOX.V));
|
|
26
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ███████║█████╗ ██║ ██║██║ ███╗█████╗ ██║ ██║██║ ██║███████║██╔██╗ ██║ ██║ ') + chalk.yellow(' ╚███╔╝ ') + ' ' + chalk.cyan(BOX.V));
|
|
27
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██╔══██║██╔══╝ ██║ ██║██║ ██║██╔══╝ ██║▄▄ ██║██║ ██║██╔══██║██║╚██╗██║ ██║ ') + chalk.yellow(' ██╔██╗ ') + ' ' + chalk.cyan(BOX.V));
|
|
28
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██║ ██║███████╗██████╔╝╚██████╔╝███████╗╚██████╔╝╚██████╔╝██║ ██║██║ ╚████║ ██║ ') + chalk.yellow('██╔╝ ██╗') + ' ' + chalk.cyan(BOX.V));
|
|
29
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ╚═╝ ╚═╝╚══════╝╚═════╝ ╚═════╝ ╚══════╝ ╚══▀▀═╝ ╚═════╝ ╚═╝ ╚═╝╚═╝ ╚═══╝ ╚═╝ ') + chalk.yellow('╚═╝ ╚═╝') + ' ' + chalk.cyan(BOX.V));
|
|
30
|
-
|
|
31
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
32
|
-
console.log(chalk.cyan(BOX.V) + chalk.white(center(`PROP FUTURES ALGO TRADING v${version}`, W)) + chalk.cyan(BOX.V));
|
|
33
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
34
|
-
console.log(chalk.cyan(BOX.V) + chalk.yellow.bold(center('SESSION SUMMARY', W)) + chalk.cyan(BOX.V));
|
|
35
|
-
|
|
36
|
-
const GT = BOX.ML + BOX.H.repeat(colL) + BOX.TM + BOX.H.repeat(colR) + BOX.MR;
|
|
37
|
-
const GM = BOX.ML + BOX.H.repeat(colL) + BOX.MM + BOX.H.repeat(colR) + BOX.MR;
|
|
38
|
-
|
|
39
|
-
const row = (label1, value1, color1, label2, value2, color2) => {
|
|
40
|
-
const upperLabel1 = label1.toUpperCase();
|
|
41
|
-
const upperLabel2 = label2.toUpperCase();
|
|
42
|
-
const upperValue1 = String(value1).toUpperCase();
|
|
43
|
-
const upperValue2 = String(value2).toUpperCase();
|
|
44
|
-
const c1 = ` ${chalk.bold(upperLabel1)}: ${color1.bold(upperValue1)}`;
|
|
45
|
-
const c2 = ` ${chalk.bold(upperLabel2)}: ${color2.bold(upperValue2)}`;
|
|
46
|
-
const p1 = ` ${upperLabel1}: ${upperValue1}`;
|
|
47
|
-
const p2 = ` ${upperLabel2}: ${upperValue2}`;
|
|
48
|
-
const padded1 = c1 + ' '.repeat(Math.max(0, colL - p1.length));
|
|
49
|
-
const padded2 = c2 + ' '.repeat(Math.max(0, colR - p2.length));
|
|
50
|
-
console.log(chalk.cyan(BOX.V) + padded1 + chalk.cyan(BOX.VS) + padded2 + chalk.cyan(BOX.V));
|
|
51
|
-
};
|
|
52
|
-
|
|
53
|
-
console.log(chalk.cyan(GT));
|
|
54
|
-
|
|
55
|
-
const duration = stats.duration || '--';
|
|
56
|
-
const reasonColor = stopReason === 'target' ? chalk.green : stopReason === 'risk' ? chalk.red : chalk.yellow;
|
|
57
|
-
row('Stop Reason', (stopReason || 'manual').toUpperCase(), reasonColor, 'Duration', duration, chalk.white);
|
|
58
|
-
|
|
59
|
-
console.log(chalk.cyan(GM));
|
|
60
|
-
|
|
61
|
-
const winRate = stats.trades > 0 ? ((stats.wins / stats.trades) * 100).toFixed(1) + '%' : '0%';
|
|
62
|
-
row('Trades', String(stats.trades || 0), chalk.white, 'Win Rate', winRate, stats.wins >= stats.losses ? chalk.green : chalk.red);
|
|
63
|
-
|
|
64
|
-
console.log(chalk.cyan(GM));
|
|
65
|
-
row('Wins', String(stats.wins || 0), chalk.green, 'Losses', String(stats.losses || 0), chalk.red);
|
|
66
|
-
|
|
67
|
-
console.log(chalk.cyan(GM));
|
|
68
|
-
|
|
69
|
-
const pnl = stats.sessionPnl !== undefined ? stats.sessionPnl : (stats.pnl || 0);
|
|
70
|
-
const pnlStr = `${pnl >= 0 ? '+' : ''}$${Math.abs(pnl).toFixed(2)}`;
|
|
71
|
-
const pnlColor = pnl >= 0 ? chalk.green : chalk.red;
|
|
72
|
-
const targetStr = `$${(stats.target || 0).toFixed(2)}`;
|
|
73
|
-
row('Session P&L', pnlStr, pnlColor, 'TARGET', targetStr, chalk.cyan);
|
|
74
|
-
|
|
75
|
-
console.log(chalk.cyan(BOX.BOT + BOX.H.repeat(W) + BOX.BR));
|
|
76
|
-
console.log();
|
|
77
|
-
};
|
|
78
|
-
|
|
79
|
-
/**
|
|
80
|
-
* Render Multi-Symbol Session Summary
|
|
81
|
-
*/
|
|
82
|
-
const renderMultiSymbolSummary = (stats, stopReason, symbolStats) => {
|
|
83
|
-
const W = 96;
|
|
84
|
-
const version = require('../../../package.json').version;
|
|
85
|
-
|
|
86
|
-
const centerCol = (text, width) => {
|
|
87
|
-
const pad = Math.floor((width - text.length) / 2);
|
|
88
|
-
return ' '.repeat(pad) + text + ' '.repeat(width - pad - text.length);
|
|
89
|
-
};
|
|
90
|
-
|
|
91
|
-
console.clear();
|
|
92
|
-
console.log();
|
|
93
|
-
|
|
94
|
-
console.log(chalk.cyan(BOX.TOP + BOX.H.repeat(W) + BOX.TR));
|
|
95
|
-
|
|
96
|
-
// Logo
|
|
97
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██╗ ██╗███████╗██████╗ ██████╗ ███████╗ ██████╗ ██╗ ██╗ █████╗ ███╗ ██╗████████╗') + chalk.yellow('██╗ ██╗') + ' ' + chalk.cyan(BOX.V));
|
|
98
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██║ ██║██╔════╝██╔══██╗██╔════╝ ██╔════╝██╔═══██╗██║ ██║██╔══██╗████╗ ██║╚══██╔══╝') + chalk.yellow('╚██╗██╔╝') + ' ' + chalk.cyan(BOX.V));
|
|
99
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ███████║█████╗ ██║ ██║██║ ███╗█████╗ ██║ ██║██║ ██║███████║██╔██╗ ██║ ██║ ') + chalk.yellow(' ╚███╔╝ ') + ' ' + chalk.cyan(BOX.V));
|
|
100
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██╔══██║██╔══╝ ██║ ██║██║ ██║██╔══╝ ██║▄▄ ██║██║ ██║██╔══██║██║╚██╗██║ ██║ ') + chalk.yellow(' ██╔██╗ ') + ' ' + chalk.cyan(BOX.V));
|
|
101
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ██║ ██║███████╗██████╔╝╚██████╔╝███████╗╚██████╔╝╚██████╔╝██║ ██║██║ ╚████║ ██║ ') + chalk.yellow('██╔╝ ██╗') + ' ' + chalk.cyan(BOX.V));
|
|
102
|
-
console.log(chalk.cyan(BOX.V) + chalk.cyan(' ╚═╝ ╚═╝╚══════╝╚═════╝ ╚═════╝ ╚══════╝ ╚══▀▀═╝ ╚═════╝ ╚═╝ ╚═╝╚═╝ ╚═══╝ ╚═╝ ') + chalk.yellow('╚═╝ ╚═╝') + ' ' + chalk.cyan(BOX.V));
|
|
103
|
-
|
|
104
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
105
|
-
console.log(chalk.cyan(BOX.V) + chalk.white(center(`PROP FUTURES ALGO TRADING v${version}`, W)) + chalk.cyan(BOX.V));
|
|
106
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
107
|
-
console.log(chalk.cyan(BOX.V) + chalk.yellow.bold(center('MULTI-SYMBOL SESSION SUMMARY', W)) + chalk.cyan(BOX.V));
|
|
108
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
109
|
-
|
|
110
|
-
const colSymbol = 14;
|
|
111
|
-
const colTrades = 12;
|
|
112
|
-
const colWR = 14;
|
|
113
|
-
const colWins = 12;
|
|
114
|
-
const colLosses = 12;
|
|
115
|
-
const colPnL = W - colSymbol - colTrades - colWR - colWins - colLosses - 5;
|
|
116
|
-
|
|
117
|
-
const headerSymbol = centerCol('SYMBOL', colSymbol);
|
|
118
|
-
const headerTrades = centerCol('TRADES', colTrades);
|
|
119
|
-
const headerWR = centerCol('WIN RATE', colWR);
|
|
120
|
-
const headerWins = centerCol('WINS', colWins);
|
|
121
|
-
const headerLosses = centerCol('LOSSES', colLosses);
|
|
122
|
-
const headerPnL = centerCol('P&L', colPnL);
|
|
123
|
-
|
|
124
|
-
console.log(chalk.cyan(BOX.V) + chalk.bold.white(headerSymbol) + chalk.cyan(BOX.VS) +
|
|
125
|
-
chalk.bold.white(headerTrades) + chalk.cyan(BOX.VS) +
|
|
126
|
-
chalk.bold.white(headerWR) + chalk.cyan(BOX.VS) +
|
|
127
|
-
chalk.bold.white(headerWins) + chalk.cyan(BOX.VS) +
|
|
128
|
-
chalk.bold.white(headerLosses) + chalk.cyan(BOX.VS) +
|
|
129
|
-
chalk.bold.white(headerPnL) + chalk.cyan(BOX.V));
|
|
130
|
-
|
|
131
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
132
|
-
|
|
133
|
-
for (const [symbol, symStats] of Object.entries(symbolStats)) {
|
|
134
|
-
const winRate = symStats.trades > 0 ? ((symStats.wins / symStats.trades) * 100).toFixed(0) + '%' : '0%';
|
|
135
|
-
const pnl = symStats.pnl || 0;
|
|
136
|
-
const pnlStr = (pnl >= 0 ? '+$' : '-$') + Math.abs(pnl).toFixed(2);
|
|
137
|
-
const pnlColor = pnl >= 0 ? chalk.green : chalk.red;
|
|
138
|
-
const wrColor = symStats.wins >= symStats.losses ? chalk.green : chalk.red;
|
|
139
|
-
|
|
140
|
-
console.log(chalk.cyan(BOX.V) + chalk.yellow(centerCol(symbol, colSymbol)) + chalk.cyan(BOX.VS) +
|
|
141
|
-
chalk.white(centerCol(String(symStats.trades || 0), colTrades)) + chalk.cyan(BOX.VS) +
|
|
142
|
-
wrColor(centerCol(winRate, colWR)) + chalk.cyan(BOX.VS) +
|
|
143
|
-
chalk.green(centerCol(String(symStats.wins || 0), colWins)) + chalk.cyan(BOX.VS) +
|
|
144
|
-
chalk.red(centerCol(String(symStats.losses || 0), colLosses)) + chalk.cyan(BOX.VS) +
|
|
145
|
-
pnlColor.bold(centerCol(pnlStr, colPnL)) + chalk.cyan(BOX.V));
|
|
146
|
-
}
|
|
147
|
-
|
|
148
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
149
|
-
|
|
150
|
-
const totalWinRate = stats.trades > 0 ? ((stats.wins / stats.trades) * 100).toFixed(0) + '%' : '0%';
|
|
151
|
-
const totalPnl = stats.sessionPnl || 0;
|
|
152
|
-
const totalPnlStr = (totalPnl >= 0 ? '+$' : '-$') + Math.abs(totalPnl).toFixed(2);
|
|
153
|
-
const totalPnlColor = totalPnl >= 0 ? chalk.green : chalk.red;
|
|
154
|
-
const totalWrColor = stats.wins >= stats.losses ? chalk.green : chalk.red;
|
|
155
|
-
|
|
156
|
-
console.log(chalk.cyan(BOX.V) + chalk.bold.cyan(centerCol('TOTAL', colSymbol)) + chalk.cyan(BOX.VS) +
|
|
157
|
-
chalk.bold.white(centerCol(String(stats.trades || 0), colTrades)) + chalk.cyan(BOX.VS) +
|
|
158
|
-
totalWrColor.bold(centerCol(totalWinRate, colWR)) + chalk.cyan(BOX.VS) +
|
|
159
|
-
chalk.bold.green(centerCol(String(stats.wins || 0), colWins)) + chalk.cyan(BOX.VS) +
|
|
160
|
-
chalk.bold.red(centerCol(String(stats.losses || 0), colLosses)) + chalk.cyan(BOX.VS) +
|
|
161
|
-
totalPnlColor.bold(centerCol(totalPnlStr, colPnL)) + chalk.cyan(BOX.V));
|
|
162
|
-
|
|
163
|
-
console.log(chalk.cyan(BOX.ML + BOX.H.repeat(W) + BOX.MR));
|
|
164
|
-
|
|
165
|
-
const duration = stats.duration || '--';
|
|
166
|
-
const reasonColor = stopReason === 'target' ? chalk.green : stopReason === 'risk' ? chalk.red : chalk.yellow;
|
|
167
|
-
const reasonStr = (stopReason || 'manual').toUpperCase();
|
|
168
|
-
const infoPlain = `STOP: ${reasonStr} | DURATION: ${duration} | TARGET: $${(stats.target || 0).toFixed(2)} | RISK: $${(stats.risk || 0).toFixed(2)}`;
|
|
169
|
-
|
|
170
|
-
const padLeft = Math.floor((W - infoPlain.length) / 2);
|
|
171
|
-
const padRight = W - infoPlain.length - padLeft;
|
|
172
|
-
const infoColored = ' '.repeat(padLeft) +
|
|
173
|
-
chalk.bold('STOP') + ': ' + reasonColor.bold(reasonStr) + ' | ' +
|
|
174
|
-
chalk.bold('DURATION') + ': ' + chalk.white(duration) + ' | ' +
|
|
175
|
-
chalk.bold('TARGET') + ': ' + chalk.cyan('$' + (stats.target || 0).toFixed(2)) + ' | ' +
|
|
176
|
-
chalk.bold('RISK') + ': ' + chalk.red('$' + (stats.risk || 0).toFixed(2)) +
|
|
177
|
-
' '.repeat(padRight);
|
|
178
|
-
|
|
179
|
-
console.log(chalk.cyan(BOX.V) + infoColored + chalk.cyan(BOX.V));
|
|
180
|
-
console.log(chalk.cyan(BOX.BOT + BOX.H.repeat(W) + BOX.BR));
|
|
181
|
-
console.log();
|
|
182
|
-
};
|
|
183
|
-
|
|
184
|
-
module.exports = { renderSessionSummary, renderMultiSymbolSummary };
|
|
@@ -1,191 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @fileoverview Stats Calculations
|
|
3
|
-
* Calculate trading statistics from API data
|
|
4
|
-
*
|
|
5
|
-
* STRICT RULE: Calculate ONLY from values returned by API
|
|
6
|
-
* - NO estimation, NO simulation, NO mock data
|
|
7
|
-
*/
|
|
8
|
-
|
|
9
|
-
/**
|
|
10
|
-
* Calculate trade statistics from completed trades
|
|
11
|
-
* @param {Array} completedTrades - Trades with P&L != 0
|
|
12
|
-
* @returns {Object} Statistics object
|
|
13
|
-
*/
|
|
14
|
-
const calculateTradeStats = (completedTrades) => {
|
|
15
|
-
const stats = {
|
|
16
|
-
totalTrades: 0, winningTrades: 0, losingTrades: 0,
|
|
17
|
-
totalWinAmount: 0, totalLossAmount: 0,
|
|
18
|
-
bestTrade: 0, worstTrade: 0, totalVolume: 0,
|
|
19
|
-
maxConsecutiveWins: 0, maxConsecutiveLosses: 0,
|
|
20
|
-
longTrades: 0, shortTrades: 0, longWins: 0, shortWins: 0
|
|
21
|
-
};
|
|
22
|
-
|
|
23
|
-
if (!completedTrades || completedTrades.length === 0) {
|
|
24
|
-
return stats;
|
|
25
|
-
}
|
|
26
|
-
|
|
27
|
-
stats.totalTrades = completedTrades.length;
|
|
28
|
-
let consecutiveWins = 0, consecutiveLosses = 0;
|
|
29
|
-
|
|
30
|
-
// Sort by time for consecutive win/loss calculation
|
|
31
|
-
const sortedTrades = [...completedTrades].sort((a, b) => {
|
|
32
|
-
const timeA = new Date(a.creationTimestamp || a.timestamp || 0).getTime();
|
|
33
|
-
const timeB = new Date(b.creationTimestamp || b.timestamp || 0).getTime();
|
|
34
|
-
return timeA - timeB;
|
|
35
|
-
});
|
|
36
|
-
|
|
37
|
-
for (const trade of sortedTrades) {
|
|
38
|
-
const grossPnl = trade.profitAndLoss || trade.pnl || 0;
|
|
39
|
-
const fees = Math.abs(trade.fees || trade.commission || 0);
|
|
40
|
-
const netPnl = grossPnl - fees;
|
|
41
|
-
const size = trade.size || trade.quantity || 1;
|
|
42
|
-
const exitSide = trade.side;
|
|
43
|
-
|
|
44
|
-
stats.totalVolume += Math.abs(size);
|
|
45
|
-
|
|
46
|
-
// Determine original trade direction from exit side
|
|
47
|
-
if (exitSide === 1) {
|
|
48
|
-
stats.longTrades++;
|
|
49
|
-
if (netPnl > 0) stats.longWins++;
|
|
50
|
-
} else if (exitSide === 0) {
|
|
51
|
-
stats.shortTrades++;
|
|
52
|
-
if (netPnl > 0) stats.shortWins++;
|
|
53
|
-
}
|
|
54
|
-
|
|
55
|
-
if (netPnl > 0) {
|
|
56
|
-
stats.winningTrades++;
|
|
57
|
-
stats.totalWinAmount += netPnl;
|
|
58
|
-
consecutiveWins++;
|
|
59
|
-
consecutiveLosses = 0;
|
|
60
|
-
if (consecutiveWins > stats.maxConsecutiveWins) stats.maxConsecutiveWins = consecutiveWins;
|
|
61
|
-
if (netPnl > stats.bestTrade) stats.bestTrade = netPnl;
|
|
62
|
-
} else if (netPnl < 0) {
|
|
63
|
-
stats.losingTrades++;
|
|
64
|
-
stats.totalLossAmount += Math.abs(netPnl);
|
|
65
|
-
consecutiveLosses++;
|
|
66
|
-
consecutiveWins = 0;
|
|
67
|
-
if (consecutiveLosses > stats.maxConsecutiveLosses) stats.maxConsecutiveLosses = consecutiveLosses;
|
|
68
|
-
if (netPnl < stats.worstTrade) stats.worstTrade = netPnl;
|
|
69
|
-
}
|
|
70
|
-
}
|
|
71
|
-
|
|
72
|
-
return stats;
|
|
73
|
-
};
|
|
74
|
-
|
|
75
|
-
/**
|
|
76
|
-
* Calculate quantitative metrics from trade P&Ls
|
|
77
|
-
* @param {Array} completedTrades - Completed trades
|
|
78
|
-
* @param {number} totalStartingBalance - Starting balance
|
|
79
|
-
* @returns {Object} Quantitative metrics
|
|
80
|
-
*/
|
|
81
|
-
const calculateQuantMetrics = (completedTrades, totalStartingBalance) => {
|
|
82
|
-
const tradePnLs = completedTrades.map(t => {
|
|
83
|
-
const grossPnl = t.profitAndLoss || t.pnl || 0;
|
|
84
|
-
const fees = Math.abs(t.fees || t.commission || 0);
|
|
85
|
-
return grossPnl - fees;
|
|
86
|
-
});
|
|
87
|
-
|
|
88
|
-
const avgReturn = tradePnLs.length > 0 ? tradePnLs.reduce((a, b) => a + b, 0) / tradePnLs.length : 0;
|
|
89
|
-
|
|
90
|
-
// Standard deviation
|
|
91
|
-
const variance = tradePnLs.length > 0
|
|
92
|
-
? tradePnLs.reduce((sum, pnl) => sum + Math.pow(pnl - avgReturn, 2), 0) / tradePnLs.length
|
|
93
|
-
: 0;
|
|
94
|
-
const stdDev = Math.sqrt(variance);
|
|
95
|
-
|
|
96
|
-
// Downside deviation
|
|
97
|
-
const downsideReturns = tradePnLs.filter(pnl => pnl < 0);
|
|
98
|
-
const downsideVariance = downsideReturns.length > 0
|
|
99
|
-
? downsideReturns.reduce((sum, pnl) => sum + Math.pow(pnl, 2), 0) / downsideReturns.length
|
|
100
|
-
: 0;
|
|
101
|
-
const downsideDev = Math.sqrt(downsideVariance);
|
|
102
|
-
|
|
103
|
-
// Ratios
|
|
104
|
-
const sharpeRatio = stdDev > 0 ? (avgReturn / stdDev).toFixed(2) : 'N/A';
|
|
105
|
-
const sortinoRatio = downsideDev > 0 ? (avgReturn / downsideDev).toFixed(2) : 'N/A';
|
|
106
|
-
|
|
107
|
-
// Max Drawdown
|
|
108
|
-
let maxDrawdown = 0;
|
|
109
|
-
let peak = totalStartingBalance || 0;
|
|
110
|
-
let equity = peak;
|
|
111
|
-
if (peak > 0 && tradePnLs.length > 0) {
|
|
112
|
-
tradePnLs.forEach(pnl => {
|
|
113
|
-
equity += pnl;
|
|
114
|
-
if (equity > peak) peak = equity;
|
|
115
|
-
const drawdown = peak > 0 ? (peak - equity) / peak * 100 : 0;
|
|
116
|
-
if (drawdown > maxDrawdown) maxDrawdown = drawdown;
|
|
117
|
-
});
|
|
118
|
-
}
|
|
119
|
-
|
|
120
|
-
return {
|
|
121
|
-
avgReturn,
|
|
122
|
-
stdDev,
|
|
123
|
-
sharpeRatio,
|
|
124
|
-
sortinoRatio,
|
|
125
|
-
maxDrawdown,
|
|
126
|
-
tradePnLs,
|
|
127
|
-
};
|
|
128
|
-
};
|
|
129
|
-
|
|
130
|
-
/**
|
|
131
|
-
* Calculate HQX Score from stats
|
|
132
|
-
* @param {Object} stats - Trade statistics
|
|
133
|
-
* @param {number} totalStartingBalance - Starting balance
|
|
134
|
-
* @param {string} returnPercent - Return percentage string
|
|
135
|
-
* @param {string} profitFactor - Profit factor string
|
|
136
|
-
* @param {string} winRate - Win rate string
|
|
137
|
-
* @returns {Object} HQX Score components
|
|
138
|
-
*/
|
|
139
|
-
const calculateHQXScore = (stats, totalStartingBalance, returnPercent, profitFactor, winRate) => {
|
|
140
|
-
const winRateNum = winRate !== 'N/A' ? parseFloat(winRate) : 0;
|
|
141
|
-
const winRateScore = Math.min(100, winRateNum * 1.5);
|
|
142
|
-
const profitFactorScore = profitFactor === '∞' ? 100 : profitFactor === 'N/A' ? 0 : Math.min(100, parseFloat(profitFactor) * 40);
|
|
143
|
-
const consistencyScore = stats.maxConsecutiveLosses > 0 ? Math.max(0, 100 - (stats.maxConsecutiveLosses * 15)) : 100;
|
|
144
|
-
const riskScore = stats.worstTrade !== 0 && totalStartingBalance > 0
|
|
145
|
-
? Math.max(0, 100 - (Math.abs(stats.worstTrade) / totalStartingBalance * 1000))
|
|
146
|
-
: 50;
|
|
147
|
-
const volumeScore = Math.min(100, stats.totalTrades * 2);
|
|
148
|
-
const returnNum = returnPercent !== 'N/A' ? parseFloat(returnPercent) : 0;
|
|
149
|
-
const returnScore = Math.min(100, Math.max(0, returnNum * 10 + 50));
|
|
150
|
-
|
|
151
|
-
const hqxScore = Math.round((winRateScore + profitFactorScore + consistencyScore + riskScore + volumeScore + returnScore) / 6);
|
|
152
|
-
const scoreGrade = hqxScore >= 90 ? 'S' : hqxScore >= 80 ? 'A' : hqxScore >= 70 ? 'B' : hqxScore >= 60 ? 'C' : hqxScore >= 50 ? 'D' : 'F';
|
|
153
|
-
|
|
154
|
-
return {
|
|
155
|
-
hqxScore,
|
|
156
|
-
scoreGrade,
|
|
157
|
-
metrics: [
|
|
158
|
-
{ name: 'WIN RATE', score: winRateScore },
|
|
159
|
-
{ name: 'PROFIT FACTOR', score: profitFactorScore },
|
|
160
|
-
{ name: 'CONSISTENCY', score: consistencyScore },
|
|
161
|
-
{ name: 'RISK MANAGEMENT', score: riskScore },
|
|
162
|
-
{ name: 'VOLUME', score: volumeScore },
|
|
163
|
-
{ name: 'RETURNS', score: returnScore }
|
|
164
|
-
]
|
|
165
|
-
};
|
|
166
|
-
};
|
|
167
|
-
|
|
168
|
-
/**
|
|
169
|
-
* Extract symbol from contractId
|
|
170
|
-
* @param {string} contractId - Contract ID (e.g., "CON.F.US.EP.H25")
|
|
171
|
-
* @returns {string} Symbol (e.g., "ES H25")
|
|
172
|
-
*/
|
|
173
|
-
const extractSymbol = (contractId) => {
|
|
174
|
-
if (!contractId) return 'N/A';
|
|
175
|
-
const parts = contractId.split('.');
|
|
176
|
-
if (parts.length >= 5) {
|
|
177
|
-
const sym = parts[3];
|
|
178
|
-
const month = parts[4];
|
|
179
|
-
const symbolMap = { 'EP': 'ES', 'ENQ': 'NQ', 'MES': 'MES', 'MNQ': 'MNQ', 'YM': 'YM', 'NKD': 'NKD', 'RTY': 'RTY' };
|
|
180
|
-
return (symbolMap[sym] || sym) + ' ' + month;
|
|
181
|
-
}
|
|
182
|
-
if (contractId.length <= 10) return contractId;
|
|
183
|
-
return contractId.substring(0, 10);
|
|
184
|
-
};
|
|
185
|
-
|
|
186
|
-
module.exports = {
|
|
187
|
-
calculateTradeStats,
|
|
188
|
-
calculateQuantMetrics,
|
|
189
|
-
calculateHQXScore,
|
|
190
|
-
extractSymbol,
|
|
191
|
-
};
|