jcc_hyper_tool 0.1.5 → 0.1.7
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 +160 -17
- package/dist/advisor/actionRunner.d.ts +6 -0
- package/dist/advisor/actionRunner.d.ts.map +1 -1
- package/dist/advisor/actionRunner.js +38 -7
- package/dist/advisor/actionRunner.js.map +1 -1
- package/dist/advisor/actionSchema.d.ts +1209 -75
- package/dist/advisor/actionSchema.d.ts.map +1 -1
- package/dist/advisor/actionSchema.js +117 -5
- package/dist/advisor/actionSchema.js.map +1 -1
- package/dist/advisor/adviseDisplay.d.ts +26 -0
- package/dist/advisor/adviseDisplay.d.ts.map +1 -0
- package/dist/advisor/adviseDisplay.js +174 -0
- package/dist/advisor/adviseDisplay.js.map +1 -0
- package/dist/advisor/adviseEngine.d.ts +12 -2
- package/dist/advisor/adviseEngine.d.ts.map +1 -1
- package/dist/advisor/adviseEngine.js +88 -7
- package/dist/advisor/adviseEngine.js.map +1 -1
- package/dist/advisor/ambushPolicy.d.ts +47 -0
- package/dist/advisor/ambushPolicy.d.ts.map +1 -0
- package/dist/advisor/ambushPolicy.js +161 -0
- package/dist/advisor/ambushPolicy.js.map +1 -0
- package/dist/advisor/contextBuilder.d.ts +17 -0
- package/dist/advisor/contextBuilder.d.ts.map +1 -1
- package/dist/advisor/contextBuilder.js +25 -6
- package/dist/advisor/contextBuilder.js.map +1 -1
- package/dist/advisor/executionPolicy.d.ts +92 -0
- package/dist/advisor/executionPolicy.d.ts.map +1 -0
- package/dist/advisor/executionPolicy.js +273 -0
- package/dist/advisor/executionPolicy.js.map +1 -0
- package/dist/advisor/guards.d.ts +14 -0
- package/dist/advisor/guards.d.ts.map +1 -1
- package/dist/advisor/guards.js +143 -16
- package/dist/advisor/guards.js.map +1 -1
- package/dist/advisor/indicatorCompute.d.ts +45 -0
- package/dist/advisor/indicatorCompute.d.ts.map +1 -0
- package/dist/advisor/indicatorCompute.js +259 -0
- package/dist/advisor/indicatorCompute.js.map +1 -0
- package/dist/advisor/positionPlan.d.ts +33 -0
- package/dist/advisor/positionPlan.d.ts.map +1 -0
- package/dist/advisor/positionPlan.js +118 -0
- package/dist/advisor/positionPlan.js.map +1 -0
- package/dist/advisor/promptTemplate.d.ts +8 -2
- package/dist/advisor/promptTemplate.d.ts.map +1 -1
- package/dist/advisor/promptTemplate.js +175 -23
- package/dist/advisor/promptTemplate.js.map +1 -1
- package/dist/advisor/touchProbability.d.ts +54 -0
- package/dist/advisor/touchProbability.d.ts.map +1 -0
- package/dist/advisor/touchProbability.js +215 -0
- package/dist/advisor/touchProbability.js.map +1 -0
- package/dist/advisor/tpslPolicy.d.ts +22 -0
- package/dist/advisor/tpslPolicy.d.ts.map +1 -0
- package/dist/advisor/tpslPolicy.js +120 -0
- package/dist/advisor/tpslPolicy.js.map +1 -0
- package/dist/cli/advisorCli.d.ts.map +1 -1
- package/dist/cli/advisorCli.js +478 -126
- package/dist/cli/advisorCli.js.map +1 -1
- package/dist/cli/index.js +2 -0
- package/dist/cli/index.js.map +1 -1
- package/dist/cli/riskCli.d.ts +3 -0
- package/dist/cli/riskCli.d.ts.map +1 -0
- package/dist/cli/riskCli.js +120 -0
- package/dist/cli/riskCli.js.map +1 -0
- package/dist/cli/strategyCli.d.ts.map +1 -1
- package/dist/cli/strategyCli.js +3 -1
- package/dist/cli/strategyCli.js.map +1 -1
- package/dist/cli/tradingCli.d.ts.map +1 -1
- package/dist/cli/tradingCli.js +31 -1
- package/dist/cli/tradingCli.js.map +1 -1
- package/dist/core/hyperliquid/asset.d.ts +2 -0
- package/dist/core/hyperliquid/asset.d.ts.map +1 -1
- package/dist/core/hyperliquid/asset.js +25 -0
- package/dist/core/hyperliquid/asset.js.map +1 -1
- package/dist/core/hyperliquid/orders.d.ts +5 -0
- package/dist/core/hyperliquid/orders.d.ts.map +1 -1
- package/dist/core/hyperliquid/orders.js +15 -5
- package/dist/core/hyperliquid/orders.js.map +1 -1
- package/dist/core/hyperliquid/rounding.d.ts +23 -0
- package/dist/core/hyperliquid/rounding.d.ts.map +1 -0
- package/dist/core/hyperliquid/rounding.js +53 -0
- package/dist/core/hyperliquid/rounding.js.map +1 -0
- package/dist/core/risk/isolatedTopUp.d.ts +112 -0
- package/dist/core/risk/isolatedTopUp.d.ts.map +1 -0
- package/dist/core/risk/isolatedTopUp.js +209 -0
- package/dist/core/risk/isolatedTopUp.js.map +1 -0
- package/dist/core/risk/isolatedTopUpHistory.d.ts +7 -0
- package/dist/core/risk/isolatedTopUpHistory.d.ts.map +1 -0
- package/dist/core/risk/isolatedTopUpHistory.js +26 -0
- package/dist/core/risk/isolatedTopUpHistory.js.map +1 -0
- package/dist/core/risk/isolatedTopUpParse.d.ts +16 -0
- package/dist/core/risk/isolatedTopUpParse.d.ts.map +1 -0
- package/dist/core/risk/isolatedTopUpParse.js +78 -0
- package/dist/core/risk/isolatedTopUpParse.js.map +1 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.d.ts +28 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.d.ts.map +1 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.js +184 -0
- package/dist/core/risk/runIsolatedTopUpReconcile.js.map +1 -0
- package/dist/core/state/bracketReconcile.d.ts.map +1 -1
- package/dist/core/state/bracketReconcile.js +6 -2
- package/dist/core/state/bracketReconcile.js.map +1 -1
- package/dist/core/state/gridReconcile.d.ts +2 -0
- package/dist/core/state/gridReconcile.d.ts.map +1 -1
- package/dist/core/state/gridReconcile.js +42 -2
- package/dist/core/state/gridReconcile.js.map +1 -1
- package/dist/core/state/intentFactory.d.ts +1 -0
- package/dist/core/state/intentFactory.d.ts.map +1 -1
- package/dist/core/state/intentFactory.js +1 -0
- package/dist/core/state/intentFactory.js.map +1 -1
- package/dist/core/state/profileStore.d.ts.map +1 -1
- package/dist/core/state/profileStore.js +12 -16
- package/dist/core/state/profileStore.js.map +1 -1
- package/dist/core/state/runReconcile.d.ts.map +1 -1
- package/dist/core/state/runReconcile.js +53 -18
- package/dist/core/state/runReconcile.js.map +1 -1
- package/dist/core/state/schema.d.ts +439 -68
- package/dist/core/state/schema.d.ts.map +1 -1
- package/dist/core/state/schema.js +51 -0
- package/dist/core/state/schema.js.map +1 -1
- package/dist/core/state/snapshot.d.ts +13 -0
- package/dist/core/state/snapshot.d.ts.map +1 -1
- package/dist/core/state/snapshot.js +36 -0
- package/dist/core/state/snapshot.js.map +1 -1
- package/dist/core/state/store.d.ts +21 -3
- package/dist/core/state/store.d.ts.map +1 -1
- package/dist/core/state/store.js +122 -13
- package/dist/core/state/store.js.map +1 -1
- package/dist/core/state/types.d.ts +13 -0
- package/dist/core/state/types.d.ts.map +1 -1
- package/dist/daemon/index.js +47 -2
- package/dist/daemon/index.js.map +1 -1
- package/dist/daemon/validateChild.d.ts +13 -0
- package/dist/daemon/validateChild.d.ts.map +1 -0
- package/dist/daemon/validateChild.js +77 -0
- package/dist/daemon/validateChild.js.map +1 -0
- package/dist/strategies/grid.d.ts +1 -0
- package/dist/strategies/grid.d.ts.map +1 -1
- package/dist/strategies/grid.js +1 -0
- package/dist/strategies/grid.js.map +1 -1
- package/package.json +3 -1
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import { EMA, MACD, RSI, BollingerBands, ATR } from "trading-signals";
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function parseCandlesWithVolume(raw) {
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if (!Array.isArray(raw))
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return [];
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const out = [];
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for (const row of raw) {
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if (typeof row !== "object" || row === null)
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continue;
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const r = row;
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const h = Number(r.h);
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const l = Number(r.l);
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const o = Number(r.o);
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const c = Number(r.c);
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const v = Number(r.v);
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if (Number.isFinite(h) &&
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Number.isFinite(l) &&
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Number.isFinite(o) &&
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Number.isFinite(c) &&
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h >= l) {
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out.push({ h, l, o, c, v: Number.isFinite(v) && v >= 0 ? v : 0 });
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}
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}
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return out;
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}
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function emaLabel(candles, period) {
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if (candles.length < period)
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return null;
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const ema = new EMA(period);
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for (const c of candles)
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ema.add(c.c);
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return ema.isStable ? ema.getResultOrThrow().toFixed(4) : null;
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}
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function describeEmaAlignment(candles) {
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// Pick the largest available period set based on candle count.
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// EMA needs `period` candles to stabilise; pick the max set that fits.
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const has60 = candles.length >= 61;
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const has20 = candles.length >= 21;
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const has5 = candles.length >= 6;
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if (!has5)
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return "数据不足无法计算EMA排列(需≥6根)";
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const e5 = emaLabel(candles, 5);
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const e20 = has20 ? emaLabel(candles, 20) : null;
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const e60 = has60 ? emaLabel(candles, 60) : null;
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const parts = [];
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parts.push(`EMA5(${e5})`);
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if (e20)
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parts.push(`EMA20(${e20})`);
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if (e60)
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parts.push(`EMA60(${e60})`);
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const v5 = Number(e5);
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const v20 = e20 ? Number(e20) : null;
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const v60 = e60 ? Number(e60) : null;
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let alignment;
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if (v60 !== null && v20 !== null) {
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// Full three-line alignment
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alignment =
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v5 > v20 && v20 > v60 ? "多头排列"
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: v5 < v20 && v20 < v60 ? "空头排列"
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: v5 > v20 ? "短期偏多(EMA5>EMA20),长期EMA60待修复"
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: v5 < v20 ? "短期偏空(EMA5<EMA20),长期EMA60支撑中"
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: "均线缠绕,方向不明";
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}
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else if (v20 !== null) {
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// Two-line alignment (EMA5 vs EMA20)
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alignment =
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v5 > v20 ? "短期偏多(EMA5>EMA20)"
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: v5 < v20 ? "短期偏空(EMA5<EMA20)"
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: "短期均线缠绕,方向不明";
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}
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else {
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alignment = `仅EMA5可用(${e5}),数据不足以判断排列`;
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}
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const note = !has60 ? ` (仅${candles.length}根K线,EMA60不可用)`
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: !has20 ? ` (仅${candles.length}根K线,EMA20/60不可用)`
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: "";
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return parts.join(" ") + ` — ${alignment}${note}`;
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}
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function describeMacd(candles) {
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const shortEma = new EMA(12);
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const longEma = new EMA(26);
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const signalEma = new EMA(9);
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const macd = new MACD(shortEma, longEma, signalEma);
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for (const c of candles)
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macd.add(c.c);
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if (!macd.isStable)
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return "数据不足无法计算MACD";
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const r = macd.getResultOrThrow();
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const dif = r.macd.toFixed(4);
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const dea = r.signal.toFixed(4);
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const hist = r.histogram.toFixed(4);
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const histNum = Number(hist);
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const difDeaRel = r.macd > r.signal ? `DIF(${dif})>DEA(${dea})` : `DIF(${dif})<DEA(${dea})`;
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const histDir = histNum > 0.0001
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? "绿柱"
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: histNum < -0.0001
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? "红柱"
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: "柱近零";
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const direction = histNum > 0 ? (r.macd > r.signal ? "多头动能增强" : "多头动能减弱") : "";
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const parts = [difDeaRel, `柱${hist}`, histDir];
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if (direction)
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parts.push(direction);
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// Simple divergence check: compare latest close direction vs MACD direction
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// (We don't compare previous MACD values here — that's for the LLM to interpret)
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return parts.join(",");
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}
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function computeRsi(candles, period = 14) {
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if (candles.length < period + 1)
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return null;
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const rsi = new RSI(period);
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for (const c of candles)
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rsi.add(c.c);
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return rsi.isStable ? Number(rsi.getResultOrThrow().toFixed(1)) : null;
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}
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function describeBollinger(candles) {
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const bb = new BollingerBands(20, 2);
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for (const c of candles)
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bb.add(c.c);
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if (!bb.isStable)
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return "数据不足无法计算布林带";
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const last = candles[candles.length - 1];
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const { upper, middle, lower } = bb.getResultOrThrow();
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const bandwidth = (upper - lower) / middle;
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const posInBand = (last.c - lower) / (upper - lower);
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const posLabel = posInBand > 0.9 ? "触及上轨" : posInBand > 0.65 ? "上轨区域" : posInBand < 0.1 ? "触及下轨" : posInBand < 0.35 ? "下轨区域" : "中轨附近";
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const bwPct = (bandwidth * 100).toFixed(1);
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const bwLabel = bandwidth > 0.08 ? "带宽较宽(高波动)" : bandwidth < 0.03 ? "带宽收窄(收缩待变)" : "带宽适中";
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return `上轨${upper.toFixed(4)} 中轨${middle.toFixed(4)} 下轨${lower.toFixed(4)} — 价格在${posLabel},${bwLabel}(${bwPct}%)`;
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}
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function describeVolume(candles) {
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if (candles.length < 6)
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return "数据不足";
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const vols = candles.map((c) => c.v);
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const recent = vols.slice(-3);
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const baseline = vols.slice(0, -3);
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if (baseline.length === 0)
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return "数据不足";
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const avgBaseline = baseline.reduce((s, v) => s + v, 0) / baseline.length;
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if (avgBaseline <= 0)
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return "无成交量数据";
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const avgRecent = recent.reduce((s, v) => s + v, 0) / recent.length;
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const ratio = avgRecent / avgBaseline;
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const label = ratio > 2.0
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? "放量"
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: ratio > 1.2
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? "温和放量"
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: ratio < 0.5
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? "极度缩量"
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: ratio < 0.8
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? "缩量"
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: "量平";
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return `${ratio.toFixed(1)}x均量(${label})`;
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}
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// ---------------------------------------------------------------------------
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// Log-return-based indicators
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// ---------------------------------------------------------------------------
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function logReturnVol(candles, window = 20) {
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if (candles.length < window + 1)
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return null;
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const recent = candles.slice(-(window + 1));
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const lr = [];
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for (let i = 1; i < recent.length; i++) {
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lr.push(Math.log(recent[i].c / recent[i - 1].c));
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}
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const mean = lr.reduce((s, r) => s + r, 0) / lr.length;
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const variance = lr.reduce((s, r) => s + (r - mean) ** 2, 0) / (lr.length - 1 || 1);
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return Math.sqrt(variance);
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}
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function describeLogReturnVol(candles, label, periodsPerYear) {
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const perPeriod = logReturnVol(candles);
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if (perPeriod === null)
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return "数据不足无法计算波动率";
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const periodPct = (perPeriod * 100).toFixed(2);
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const annual = (perPeriod * Math.sqrt(periodsPerYear)) * 100;
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const annualStr = Number.isFinite(annual) ? annual.toFixed(1) : "?";
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const level = perPeriod > 0.03 ? "极高波动" : perPeriod > 0.015 ? "高波动" : perPeriod > 0.005 ? "中等波动" : "低波动";
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|
176
|
+
return `${label}对数收益率 σ=${periodPct}%,年化≈${annualStr}% — ${level}`;
|
|
177
|
+
}
|
|
178
|
+
function computeZScore(candles, period = 20) {
|
|
179
|
+
if (candles.length < period)
|
|
180
|
+
return null;
|
|
181
|
+
const recent = candles.slice(-period);
|
|
182
|
+
const closes = recent.map((c) => c.c);
|
|
183
|
+
const mean = closes.reduce((s, v) => s + v, 0) / closes.length;
|
|
184
|
+
const variance = closes.reduce((s, v) => s + (v - mean) ** 2, 0) / (closes.length - 1 || 1);
|
|
185
|
+
const std = Math.sqrt(variance);
|
|
186
|
+
if (std === 0)
|
|
187
|
+
return 0;
|
|
188
|
+
return (closes[closes.length - 1] - mean) / std;
|
|
189
|
+
}
|
|
190
|
+
function describeZScore(candles, label) {
|
|
191
|
+
const z = computeZScore(candles);
|
|
192
|
+
if (z === null)
|
|
193
|
+
return "数据不足无法计算Z-Score";
|
|
194
|
+
const absZ = Math.abs(z);
|
|
195
|
+
const extreme = absZ > 2.5 ? "极端" : absZ > 1.5 ? "显著偏离" : absZ > 0.75 ? "略微偏离" : "在均值附近";
|
|
196
|
+
const dir = z > 0 ? "偏高" : z < 0 ? "偏低" : "等于均值";
|
|
197
|
+
return `${label} Z-Score(SMA20) ${z.toFixed(2)}σ — 价格${dir},${extreme}`;
|
|
198
|
+
}
|
|
199
|
+
// ---------------------------------------------------------------------------
|
|
200
|
+
// Public API
|
|
201
|
+
// ---------------------------------------------------------------------------
|
|
202
|
+
export function computeIndicatorSummary(raw5m, raw1h, raw1d) {
|
|
203
|
+
const c5m = parseCandlesWithVolume(raw5m);
|
|
204
|
+
const c1h = parseCandlesWithVolume(raw1h);
|
|
205
|
+
const c1d = parseCandlesWithVolume(raw1d);
|
|
206
|
+
const atr5m = computeAtrFromCandles(c5m);
|
|
207
|
+
const atr1h = computeAtrFromCandles(c1h);
|
|
208
|
+
const atr1d = computeAtrFromCandles(c1d);
|
|
209
|
+
const last5m = c5m.length > 0 ? c5m[c5m.length - 1].c : null;
|
|
210
|
+
const last1h = c1h.length > 0 ? c1h[c1h.length - 1].c : null;
|
|
211
|
+
const last1d = c1d.length > 0 ? c1d[c1d.length - 1].c : null;
|
|
212
|
+
const atrPct = (atr, close) => atr !== null && close !== null && close > 0
|
|
213
|
+
? `ATR(${atr.toFixed(4)}) 占价格 ${((atr / close) * 100).toFixed(2)}%`
|
|
214
|
+
: "数据不足";
|
|
215
|
+
return {
|
|
216
|
+
atr_5m: atr5m,
|
|
217
|
+
atr_1h: atr1h,
|
|
218
|
+
atr_1d: atr1d,
|
|
219
|
+
atr_pct_5m: atrPct(atr5m, last5m),
|
|
220
|
+
atr_pct_1h: atrPct(atr1h, last1h),
|
|
221
|
+
atr_pct_1d: atrPct(atr1d, last1d),
|
|
222
|
+
ema_5m: describeEmaAlignment(c5m),
|
|
223
|
+
ema_1h: describeEmaAlignment(c1h),
|
|
224
|
+
ema_1d: describeEmaAlignment(c1d),
|
|
225
|
+
macd_5m: describeMacd(c5m),
|
|
226
|
+
macd_1h: describeMacd(c1h),
|
|
227
|
+
macd_1d: describeMacd(c1d),
|
|
228
|
+
rsi_5m: computeRsi(c5m),
|
|
229
|
+
rsi_1h: computeRsi(c1h),
|
|
230
|
+
rsi_1d: computeRsi(c1d),
|
|
231
|
+
bollinger_5m: describeBollinger(c5m),
|
|
232
|
+
bollinger_1h: describeBollinger(c1h),
|
|
233
|
+
bollinger_1d: describeBollinger(c1d),
|
|
234
|
+
log_return_vol_5m: describeLogReturnVol(c5m, "5m", 12 * 24 * 365),
|
|
235
|
+
log_return_vol_1h: describeLogReturnVol(c1h, "1h", 24 * 365),
|
|
236
|
+
log_return_vol_1d: describeLogReturnVol(c1d, "1d", 365),
|
|
237
|
+
zscore_5m: describeZScore(c5m, "5m"),
|
|
238
|
+
zscore_1h: describeZScore(c1h, "1h"),
|
|
239
|
+
zscore_1d: describeZScore(c1d, "1d"),
|
|
240
|
+
volume_5m: describeVolume(c5m),
|
|
241
|
+
volume_1h: describeVolume(c1h),
|
|
242
|
+
volume_1d: describeVolume(c1d),
|
|
243
|
+
};
|
|
244
|
+
}
|
|
245
|
+
function computeAtrFromCandles(candles, period = 14) {
|
|
246
|
+
if (candles.length < period + 1)
|
|
247
|
+
return null;
|
|
248
|
+
const atr = new ATR(period);
|
|
249
|
+
for (const c of candles)
|
|
250
|
+
atr.add({ high: c.h, low: c.l, close: c.c });
|
|
251
|
+
return atr.isStable ? Number(atr.getResultOrThrow().toFixed(4)) : null;
|
|
252
|
+
}
|
|
253
|
+
/** Build compact h/l/c candles for wave/Chan theory analysis in v2 mode. */
|
|
254
|
+
export function buildCompactKlines(raw, maxBars) {
|
|
255
|
+
const parsed = parseCandlesWithVolume(raw);
|
|
256
|
+
const trimmed = parsed.length <= maxBars ? parsed : parsed.slice(-maxBars);
|
|
257
|
+
return trimmed.map((c) => ({ h: c.h, l: c.l, o: c.o, c: c.c, v: c.v }));
|
|
258
|
+
}
|
|
259
|
+
//# sourceMappingURL=indicatorCompute.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,33 @@
|
|
|
1
|
+
import type { BracketIntentRecord, TradeStateFile } from "../core/state/schema.js";
|
|
2
|
+
export type ActivePositionPlan = {
|
|
3
|
+
intent_id: string;
|
|
4
|
+
phase: string;
|
|
5
|
+
side: "buy" | "sell";
|
|
6
|
+
entry_limit_px: number;
|
|
7
|
+
tp_px: number;
|
|
8
|
+
sl_px: number;
|
|
9
|
+
/** Entry filled but reconcile has not placed TP/SL on book yet. */
|
|
10
|
+
protection_pending: boolean;
|
|
11
|
+
protection_active: boolean;
|
|
12
|
+
open_age_sec: number | null;
|
|
13
|
+
/** Mid is between entry and TP on the profitable side (thesis still working). */
|
|
14
|
+
trend_toward_tp: boolean;
|
|
15
|
+
tp_sl_hit: boolean;
|
|
16
|
+
/** Fraction of entry→TP distance covered (0 at entry, 1 at TP). */
|
|
17
|
+
progress_to_tp: number | null;
|
|
18
|
+
/** Trading strategy: scalp or ambush. */
|
|
19
|
+
strategy?: "scalp" | "ambush";
|
|
20
|
+
};
|
|
21
|
+
export declare function isTrendTowardTp(side: "buy" | "sell", mid: number, entryPx: number, tp: number, sl: number): boolean;
|
|
22
|
+
export declare function progressTowardTp(side: "buy" | "sell", mid: number, entryPx: number, tp: number): number | null;
|
|
23
|
+
export declare function findBestBracketPlanForPosition(state: TradeStateFile, coin: string, positionSignedSz: number | undefined): BracketIntentRecord | undefined;
|
|
24
|
+
export declare function buildActivePositionPlan(params: {
|
|
25
|
+
state: TradeStateFile;
|
|
26
|
+
coin: string;
|
|
27
|
+
nowMs: number;
|
|
28
|
+
mid: number | null;
|
|
29
|
+
positionSignedSz: number | undefined;
|
|
30
|
+
positionEntryPx: number | undefined;
|
|
31
|
+
}): ActivePositionPlan | undefined;
|
|
32
|
+
export declare function unrealizedPnlPct(positionSignedSz: number, entryPx: number, mid: number): number;
|
|
33
|
+
//# sourceMappingURL=positionPlan.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"positionPlan.d.ts","sourceRoot":"","sources":["../../src/advisor/positionPlan.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,cAAc,EAAE,MAAM,yBAAyB,CAAC;AAInF,MAAM,MAAM,kBAAkB,GAAG;IAC/B,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,cAAc,EAAE,MAAM,CAAC;IACvB,KAAK,EAAE,MAAM,CAAC;IACd,KAAK,EAAE,MAAM,CAAC;IACd,mEAAmE;IACnE,kBAAkB,EAAE,OAAO,CAAC;IAC5B,iBAAiB,EAAE,OAAO,CAAC;IAC3B,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,iFAAiF;IACjF,eAAe,EAAE,OAAO,CAAC;IACzB,SAAS,EAAE,OAAO,CAAC;IACnB,mEAAmE;IACnE,cAAc,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,yCAAyC;IACzC,QAAQ,CAAC,EAAE,OAAO,GAAG,QAAQ,CAAC;CAC/B,CAAC;AAYF,wBAAgB,eAAe,CAC7B,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,GAAG,EAAE,MAAM,EACX,OAAO,EAAE,MAAM,EACf,EAAE,EAAE,MAAM,EACV,EAAE,EAAE,MAAM,GACT,OAAO,CAWT;AAED,wBAAgB,gBAAgB,CAC9B,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,GAAG,EAAE,MAAM,EACX,OAAO,EAAE,MAAM,EACf,EAAE,EAAE,MAAM,GACT,MAAM,GAAG,IAAI,CAOf;AAED,wBAAgB,8BAA8B,CAC5C,KAAK,EAAE,cAAc,EACrB,IAAI,EAAE,MAAM,EACZ,gBAAgB,EAAE,MAAM,GAAG,SAAS,GACnC,mBAAmB,GAAG,SAAS,CA4CjC;AAED,wBAAgB,uBAAuB,CAAC,MAAM,EAAE;IAC9C,KAAK,EAAE,cAAc,CAAC;IACtB,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,gBAAgB,EAAE,MAAM,GAAG,SAAS,CAAC;IACrC,eAAe,EAAE,MAAM,GAAG,SAAS,CAAC;CACrC,GAAG,kBAAkB,GAAG,SAAS,CA6DjC;AAED,wBAAgB,gBAAgB,CAC9B,gBAAgB,EAAE,MAAM,EACxB,OAAO,EAAE,MAAM,EACf,GAAG,EAAE,MAAM,GACV,MAAM,CAQR"}
|
|
@@ -0,0 +1,118 @@
|
|
|
1
|
+
import { hasPriceHitTpOrSl, resolvePositionOpenAgeSec } from "./ambushPolicy.js";
|
|
2
|
+
function entryPxForPlan(bracket, positionEntryPx) {
|
|
3
|
+
if (positionEntryPx !== undefined && Number.isFinite(positionEntryPx) && positionEntryPx > 0) {
|
|
4
|
+
return positionEntryPx;
|
|
5
|
+
}
|
|
6
|
+
return bracket.entryLimitPx;
|
|
7
|
+
}
|
|
8
|
+
export function isTrendTowardTp(side, mid, entryPx, tp, sl) {
|
|
9
|
+
if (!Number.isFinite(mid) || !Number.isFinite(entryPx) || !Number.isFinite(tp) || !Number.isFinite(sl)) {
|
|
10
|
+
return false;
|
|
11
|
+
}
|
|
12
|
+
if (hasPriceHitTpOrSl(side, mid, tp, sl)) {
|
|
13
|
+
return false;
|
|
14
|
+
}
|
|
15
|
+
if (side === "buy") {
|
|
16
|
+
return mid >= entryPx && mid < tp && mid > sl;
|
|
17
|
+
}
|
|
18
|
+
return mid <= entryPx && mid > tp && mid < sl;
|
|
19
|
+
}
|
|
20
|
+
export function progressTowardTp(side, mid, entryPx, tp) {
|
|
21
|
+
const span = side === "buy" ? tp - entryPx : entryPx - tp;
|
|
22
|
+
if (!Number.isFinite(span) || span <= 0) {
|
|
23
|
+
return null;
|
|
24
|
+
}
|
|
25
|
+
const traveled = side === "buy" ? mid - entryPx : entryPx - mid;
|
|
26
|
+
return Math.max(0, Math.min(1, traveled / span));
|
|
27
|
+
}
|
|
28
|
+
export function findBestBracketPlanForPosition(state, coin, positionSignedSz) {
|
|
29
|
+
if (positionSignedSz === undefined || positionSignedSz === 0) {
|
|
30
|
+
return undefined;
|
|
31
|
+
}
|
|
32
|
+
const wantBuy = positionSignedSz > 0;
|
|
33
|
+
const candidates = [];
|
|
34
|
+
for (const intent of Object.values(state.intents)) {
|
|
35
|
+
if (intent.kind !== "bracket" || intent.coin !== coin) {
|
|
36
|
+
continue;
|
|
37
|
+
}
|
|
38
|
+
const sideOk = wantBuy ? intent.entrySide === "buy" : intent.entrySide === "sell";
|
|
39
|
+
if (!sideOk) {
|
|
40
|
+
continue;
|
|
41
|
+
}
|
|
42
|
+
if (intent.phase === "protection_active" ||
|
|
43
|
+
intent.phase === "entry_filled" ||
|
|
44
|
+
intent.phase === "entry_partial") {
|
|
45
|
+
candidates.push(intent);
|
|
46
|
+
}
|
|
47
|
+
}
|
|
48
|
+
if (candidates.length === 0) {
|
|
49
|
+
return undefined;
|
|
50
|
+
}
|
|
51
|
+
const rank = (p) => {
|
|
52
|
+
if (p === "protection_active") {
|
|
53
|
+
return 3;
|
|
54
|
+
}
|
|
55
|
+
if (p === "entry_filled") {
|
|
56
|
+
return 2;
|
|
57
|
+
}
|
|
58
|
+
if (p === "entry_partial") {
|
|
59
|
+
return 1;
|
|
60
|
+
}
|
|
61
|
+
return 0;
|
|
62
|
+
};
|
|
63
|
+
return candidates.sort((a, b) => {
|
|
64
|
+
const dr = rank(b.phase) - rank(a.phase);
|
|
65
|
+
if (dr !== 0) {
|
|
66
|
+
return dr;
|
|
67
|
+
}
|
|
68
|
+
return b.updatedAtMs - a.updatedAtMs;
|
|
69
|
+
})[0];
|
|
70
|
+
}
|
|
71
|
+
export function buildActivePositionPlan(params) {
|
|
72
|
+
const bracket = findBestBracketPlanForPosition(params.state, params.coin, params.positionSignedSz);
|
|
73
|
+
if (!bracket) {
|
|
74
|
+
return undefined;
|
|
75
|
+
}
|
|
76
|
+
const entryPx = entryPxForPlan(bracket, params.positionEntryPx);
|
|
77
|
+
const protectionActive = bracket.phase === "protection_active";
|
|
78
|
+
const protectionPending = bracket.phase === "entry_filled" ||
|
|
79
|
+
(bracket.phase === "entry_partial" && Boolean(params.positionSignedSz));
|
|
80
|
+
const openAge = resolvePositionOpenAgeSec({
|
|
81
|
+
state: params.state,
|
|
82
|
+
coin: params.coin,
|
|
83
|
+
nowMs: params.nowMs,
|
|
84
|
+
});
|
|
85
|
+
let trendTowardTp = false;
|
|
86
|
+
let tpSlHit = false;
|
|
87
|
+
let progress = null;
|
|
88
|
+
if (params.mid !== null && params.mid > 0) {
|
|
89
|
+
trendTowardTp = isTrendTowardTp(bracket.entrySide, params.mid, entryPx, bracket.tpTriggerPx, bracket.slTriggerPx);
|
|
90
|
+
tpSlHit = hasPriceHitTpOrSl(bracket.entrySide, params.mid, bracket.tpTriggerPx, bracket.slTriggerPx);
|
|
91
|
+
progress = progressTowardTp(bracket.entrySide, params.mid, entryPx, bracket.tpTriggerPx);
|
|
92
|
+
}
|
|
93
|
+
return {
|
|
94
|
+
intent_id: bracket.id,
|
|
95
|
+
phase: bracket.phase,
|
|
96
|
+
side: bracket.entrySide,
|
|
97
|
+
entry_limit_px: bracket.entryLimitPx,
|
|
98
|
+
tp_px: bracket.tpTriggerPx,
|
|
99
|
+
sl_px: bracket.slTriggerPx,
|
|
100
|
+
protection_pending: protectionPending && !protectionActive,
|
|
101
|
+
protection_active: protectionActive,
|
|
102
|
+
open_age_sec: openAge ?? null,
|
|
103
|
+
trend_toward_tp: trendTowardTp,
|
|
104
|
+
tp_sl_hit: tpSlHit,
|
|
105
|
+
progress_to_tp: progress,
|
|
106
|
+
strategy: bracket.strategy,
|
|
107
|
+
};
|
|
108
|
+
}
|
|
109
|
+
export function unrealizedPnlPct(positionSignedSz, entryPx, mid) {
|
|
110
|
+
if (!Number.isFinite(entryPx) || entryPx <= 0) {
|
|
111
|
+
return 0;
|
|
112
|
+
}
|
|
113
|
+
if (positionSignedSz > 0) {
|
|
114
|
+
return (mid - entryPx) / entryPx;
|
|
115
|
+
}
|
|
116
|
+
return (entryPx - mid) / entryPx;
|
|
117
|
+
}
|
|
118
|
+
//# sourceMappingURL=positionPlan.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"positionPlan.js","sourceRoot":"","sources":["../../src/advisor/positionPlan.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,iBAAiB,EAAE,yBAAyB,EAAE,MAAM,mBAAmB,CAAC;AAsBjF,SAAS,cAAc,CACrB,OAA4B,EAC5B,eAAmC;IAEnC,IAAI,eAAe,KAAK,SAAS,IAAI,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC,IAAI,eAAe,GAAG,CAAC,EAAE,CAAC;QAC7F,OAAO,eAAe,CAAC;IACzB,CAAC;IACD,OAAO,OAAO,CAAC,YAAY,CAAC;AAC9B,CAAC;AAED,MAAM,UAAU,eAAe,CAC7B,IAAoB,EACpB,GAAW,EACX,OAAe,EACf,EAAU,EACV,EAAU;IAEV,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,EAAE,CAAC;QACvG,OAAO,KAAK,CAAC;IACf,CAAC;IACD,IAAI,iBAAiB,CAAC,IAAI,EAAE,GAAG,EAAE,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC;QACzC,OAAO,KAAK,CAAC;IACf,CAAC;IACD,IAAI,IAAI,KAAK,KAAK,EAAE,CAAC;QACnB,OAAO,GAAG,IAAI,OAAO,IAAI,GAAG,GAAG,EAAE,IAAI,GAAG,GAAG,EAAE,CAAC;IAChD,CAAC;IACD,OAAO,GAAG,IAAI,OAAO,IAAI,GAAG,GAAG,EAAE,IAAI,GAAG,GAAG,EAAE,CAAC;AAChD,CAAC;AAED,MAAM,UAAU,gBAAgB,CAC9B,IAAoB,EACpB,GAAW,EACX,OAAe,EACf,EAAU;IAEV,MAAM,IAAI,GAAG,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,CAAC,CAAC,OAAO,GAAG,EAAE,CAAC;IAC1D,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,EAAE,CAAC;QACxC,OAAO,IAAI,CAAC;IACd,CAAC;IACD,MAAM,QAAQ,GAAG,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,GAAG,GAAG,OAAO,CAAC,CAAC,CAAC,OAAO,GAAG,GAAG,CAAC;IAChE,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,QAAQ,GAAG,IAAI,CAAC,CAAC,CAAC;AACnD,CAAC;AAED,MAAM,UAAU,8BAA8B,CAC5C,KAAqB,EACrB,IAAY,EACZ,gBAAoC;IAEpC,IAAI,gBAAgB,KAAK,SAAS,IAAI,gBAAgB,KAAK,CAAC,EAAE,CAAC;QAC7D,OAAO,SAAS,CAAC;IACnB,CAAC;IACD,MAAM,OAAO,GAAG,gBAAgB,GAAG,CAAC,CAAC;IACrC,MAAM,UAAU,GAA0B,EAAE,CAAC;IAC7C,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC;QAClD,IAAI,MAAM,CAAC,IAAI,KAAK,SAAS,IAAI,MAAM,CAAC,IAAI,KAAK,IAAI,EAAE,CAAC;YACtD,SAAS;QACX,CAAC;QACD,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,MAAM,CAAC,SAAS,KAAK,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,SAAS,KAAK,MAAM,CAAC;QAClF,IAAI,CAAC,MAAM,EAAE,CAAC;YACZ,SAAS;QACX,CAAC;QACD,IACE,MAAM,CAAC,KAAK,KAAK,mBAAmB;YACpC,MAAM,CAAC,KAAK,KAAK,cAAc;YAC/B,MAAM,CAAC,KAAK,KAAK,eAAe,EAChC,CAAC;YACD,UAAU,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAC1B,CAAC;IACH,CAAC;IACD,IAAI,UAAU,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAC;IACnB,CAAC;IACD,MAAM,IAAI,GAAG,CAAC,CAAS,EAAU,EAAE;QACjC,IAAI,CAAC,KAAK,mBAAmB,EAAE,CAAC;YAC9B,OAAO,CAAC,CAAC;QACX,CAAC;QACD,IAAI,CAAC,KAAK,cAAc,EAAE,CAAC;YACzB,OAAO,CAAC,CAAC;QACX,CAAC;QACD,IAAI,CAAC,KAAK,eAAe,EAAE,CAAC;YAC1B,OAAO,CAAC,CAAC;QACX,CAAC;QACD,OAAO,CAAC,CAAC;IACX,CAAC,CAAC;IACF,OAAO,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QAC9B,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;QACzC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;YACb,OAAO,EAAE,CAAC;QACZ,CAAC;QACD,OAAO,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,WAAW,CAAC;IACvC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;AACR,CAAC;AAED,MAAM,UAAU,uBAAuB,CAAC,MAOvC;IACC,MAAM,OAAO,GAAG,8BAA8B,CAC5C,MAAM,CAAC,KAAK,EACZ,MAAM,CAAC,IAAI,EACX,MAAM,CAAC,gBAAgB,CACxB,CAAC;IACF,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,OAAO,SAAS,CAAC;IACnB,CAAC;IAED,MAAM,OAAO,GAAG,cAAc,CAAC,OAAO,EAAE,MAAM,CAAC,eAAe,CAAC,CAAC;IAChE,MAAM,gBAAgB,GAAG,OAAO,CAAC,KAAK,KAAK,mBAAmB,CAAC;IAC/D,MAAM,iBAAiB,GACrB,OAAO,CAAC,KAAK,KAAK,cAAc;QAChC,CAAC,OAAO,CAAC,KAAK,KAAK,eAAe,IAAI,OAAO,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAC,CAAC;IAC1E,MAAM,OAAO,GAAG,yBAAyB,CAAC;QACxC,KAAK,EAAE,MAAM,CAAC,KAAK;QACnB,IAAI,EAAE,MAAM,CAAC,IAAI;QACjB,KAAK,EAAE,MAAM,CAAC,KAAK;KACpB,CAAC,CAAC;IAEH,IAAI,aAAa,GAAG,KAAK,CAAC;IAC1B,IAAI,OAAO,GAAG,KAAK,CAAC;IACpB,IAAI,QAAQ,GAAkB,IAAI,CAAC;IACnC,IAAI,MAAM,CAAC,GAAG,KAAK,IAAI,IAAI,MAAM,CAAC,GAAG,GAAG,CAAC,EAAE,CAAC;QAC1C,aAAa,GAAG,eAAe,CAC7B,OAAO,CAAC,SAAS,EACjB,MAAM,CAAC,GAAG,EACV,OAAO,EACP,OAAO,CAAC,WAAW,EACnB,OAAO,CAAC,WAAW,CACpB,CAAC;QACF,OAAO,GAAG,iBAAiB,CACzB,OAAO,CAAC,SAAS,EACjB,MAAM,CAAC,GAAG,EACV,OAAO,CAAC,WAAW,EACnB,OAAO,CAAC,WAAW,CACpB,CAAC;QACF,QAAQ,GAAG,gBAAgB,CACzB,OAAO,CAAC,SAAS,EACjB,MAAM,CAAC,GAAG,EACV,OAAO,EACP,OAAO,CAAC,WAAW,CACpB,CAAC;IACJ,CAAC;IAED,OAAO;QACL,SAAS,EAAE,OAAO,CAAC,EAAE;QACrB,KAAK,EAAE,OAAO,CAAC,KAAK;QACpB,IAAI,EAAE,OAAO,CAAC,SAAS;QACvB,cAAc,EAAE,OAAO,CAAC,YAAY;QACpC,KAAK,EAAE,OAAO,CAAC,WAAW;QAC1B,KAAK,EAAE,OAAO,CAAC,WAAW;QAC1B,kBAAkB,EAAE,iBAAiB,IAAI,CAAC,gBAAgB;QAC1D,iBAAiB,EAAE,gBAAgB;QACnC,YAAY,EAAE,OAAO,IAAI,IAAI;QAC7B,eAAe,EAAE,aAAa;QAC9B,SAAS,EAAE,OAAO;QAClB,cAAc,EAAE,QAAQ;QACxB,QAAQ,EAAE,OAAO,CAAC,QAAQ;KAC3B,CAAC;AACJ,CAAC;AAED,MAAM,UAAU,gBAAgB,CAC9B,gBAAwB,EACxB,OAAe,EACf,GAAW;IAEX,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,OAAO,IAAI,CAAC,EAAE,CAAC;QAC9C,OAAO,CAAC,CAAC;IACX,CAAC;IACD,IAAI,gBAAgB,GAAG,CAAC,EAAE,CAAC;QACzB,OAAO,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,OAAO,CAAC;IACnC,CAAC;IACD,OAAO,CAAC,OAAO,GAAG,GAAG,CAAC,GAAG,OAAO,CAAC;AACnC,CAAC"}
|
|
@@ -1,5 +1,11 @@
|
|
|
1
1
|
import type { UserProfile } from "../core/state/schema.js";
|
|
2
|
+
import type { PendingAmbushSummary } from "./ambushPolicy.js";
|
|
2
3
|
import type { AdvisorMarketSnapshot } from "./contextBuilder.js";
|
|
3
|
-
|
|
4
|
-
export
|
|
4
|
+
import type { ActivePositionPlan } from "./positionPlan.js";
|
|
5
|
+
export type ContextVersion = "raw_kline" | "precomputed_indicators";
|
|
6
|
+
export declare function buildAdvisorSystemPrompt(profile: UserProfile | undefined, contextVersion?: ContextVersion): string;
|
|
7
|
+
export declare function formatFirstUserPayload(snapshot: AdvisorMarketSnapshot, extras?: {
|
|
8
|
+
pendingAmbushIntents?: PendingAmbushSummary[];
|
|
9
|
+
activePositionPlan?: ActivePositionPlan | null;
|
|
10
|
+
}): string;
|
|
5
11
|
//# sourceMappingURL=promptTemplate.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"promptTemplate.d.ts","sourceRoot":"","sources":["../../src/advisor/promptTemplate.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAC;
|
|
1
|
+
{"version":3,"file":"promptTemplate.d.ts","sourceRoot":"","sources":["../../src/advisor/promptTemplate.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAC;AAI3D,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAC9D,OAAO,KAAK,EAAE,qBAAqB,EAAE,MAAM,qBAAqB,CAAC;AACjE,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAC;AAG5D,MAAM,MAAM,cAAc,GAAG,WAAW,GAAG,wBAAwB,CAAC;AAEpE,wBAAgB,wBAAwB,CACtC,OAAO,EAAE,WAAW,GAAG,SAAS,EAChC,cAAc,GAAE,cAA4B,GAC3C,MAAM,CAwMR;AAED,wBAAgB,sBAAsB,CACpC,QAAQ,EAAE,qBAAqB,EAC/B,MAAM,CAAC,EAAE;IACP,oBAAoB,CAAC,EAAE,oBAAoB,EAAE,CAAC;IAC9C,kBAAkB,CAAC,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAChD,GACA,MAAM,CAiCR"}
|