jcc_hyper_tool 0.1.5 → 0.1.7

package/dist/advisor/tpslPolicy.js

@@ -0,0 +1,120 @@
+import { ConfigError } from "../core/errors.js";
+import { mergeUserProfileDefaults } from "../core/state/profileStore.js";
+import { resolveMaxSlSweepProb, resolveMaxSlTouchProb, resolveSlAntiSweepAtrFactor, } from "./touchProbability.js";
+/** Min TP distance / SL distance from entry (profile override, else by risk style). */
+export function resolveMinRewardRiskRatio(profile) {
+    const p = mergeUserProfileDefaults(profile);
+    if (p.minRewardRiskRatio !== undefined) {
+        return p.minRewardRiskRatio;
+    }
+    switch (p.risk) {
+        case "conservative":
+            return 2.5;
+        case "aggressive":
+            return 1.5;
+        default:
+            return 2;
+    }
+}
+/** Max SL distance from entry as fraction of entry px (profile override, else by risk style). */
+export function resolveMaxSlPctFromEntry(profile) {
+    const p = mergeUserProfileDefaults(profile);
+    if (p.maxSlPctFromEntry !== undefined) {
+        return p.maxSlPctFromEntry;
+    }
+    switch (p.risk) {
+        case "conservative":
+            return 0.012;
+        case "aggressive":
+            return 0.03;
+        default:
+            return 0.02;
+    }
+}
+export function computeBracketLegDistances(action) {
+    const entry = action.limit_px;
+    const { tp_px: tp, sl_px: sl, side } = action;
+    const slDist = side === "buy" ? entry - sl : sl - entry;
+    const tpDist = side === "buy" ? tp - entry : entry - tp;
+    const rewardRiskRatio = slDist > 0 ? tpDist / slDist : Number.POSITIVE_INFINITY;
+    return {
+        slDist,
+        tpDist,
+        rewardRiskRatio,
+        slPctFromEntry: slDist / entry,
+        tpPctFromEntry: tpDist / entry,
+    };
+}
+function fmtPct(fraction) {
+    return `${(fraction * 100).toFixed(2)}%`;
+}
+/**
+ * Hard bracket geometry: asymmetric TP/SL from entry, max SL width, trend-aware entry when SL is wide.
+ */
+export function assertBracketTpslGeometry(action, profile, mid, atr1h) {
+    const minRr = resolveMinRewardRiskRatio(profile);
+    let maxSlPct = resolveMaxSlPctFromEntry(profile);
+    const antiSweepFactor = resolveSlAntiSweepAtrFactor(profile);
+    if (atr1h !== undefined && atr1h !== null && atr1h > 0 && antiSweepFactor > 0) {
+        const entry = action.limit_px;
+        maxSlPct += (antiSweepFactor * atr1h) / entry;
+    }
+    const { side, limit_px: entry, tp_px: tp, sl_px: sl } = action;
+    const legs = computeBracketLegDistances(action);
+    if (side === "buy") {
+        if (!(sl < entry && entry < tp)) {
+            throw new ConfigError(`advise: ${action.action} blocked: buy bracket requires sl_px < limit_px < tp_px (got sl ${sl}, entry ${entry}, tp ${tp}).`);
+        }
+    }
+    else if (!(tp < entry && entry < sl)) {
+        throw new ConfigError(`advise: ${action.action} blocked: sell bracket requires tp_px < limit_px < sl_px (got tp ${tp}, entry ${entry}, sl ${sl}).`);
+    }
+    if (legs.slDist <= 0 || legs.tpDist <= 0) {
+        throw new ConfigError(`advise: ${action.action} blocked: TP and SL must be strictly beyond entry (entry ${entry}, tp ${tp}, sl ${sl}).`);
+    }
+    if (legs.slPctFromEntry > maxSlPct) {
+        const trendHint = side === "buy"
+            ? "move limit_px lower toward support (pullback entry) or tighten sl_px to structure"
+            : "move limit_px higher toward resistance (pullback entry) or tighten sl_px to structure";
+        throw new ConfigError(`advise: ${action.action} blocked: SL distance ${fmtPct(legs.slPctFromEntry)} exceeds max ${fmtPct(maxSlPct)} from entry ${entry}; ${trendHint}.`);
+    }
+    if (legs.rewardRiskRatio + 1e-9 < minRr) {
+        const symmetric = Math.abs(legs.tpDist - legs.slDist) / Math.max(legs.tpDist, legs.slDist) < 0.12;
+        const symmetricNote = symmetric
+            ? " TP/SL are nearly equidistant from entry — use tighter SL and wider TP anchored to analysis.price_targets."
+            : "";
+        throw new ConfigError(`advise: ${action.action} blocked: reward:risk ${legs.rewardRiskRatio.toFixed(2)}:1 below min ${minRr.toFixed(2)}:1 (entry ${entry}, tp ${tp}, sl ${sl}; SL ${fmtPct(legs.slPctFromEntry)}, TP ${fmtPct(legs.tpPctFromEntry)}).${symmetricNote}`);
+    }
+    if (mid !== null && mid > 0) {
+        if (action.action !== "place_limit_ambush") {
+            const entryNearMid = Math.abs(entry - mid) / mid <= 0.006;
+            const midToTp = Math.abs(tp - mid);
+            const midToSl = Math.abs(mid - sl);
+            const midSymmetric = entryNearMid &&
+                Math.abs(midToTp - midToSl) / Math.max(midToTp, midToSl) < 0.12 &&
+                legs.rewardRiskRatio + 1e-9 < minRr + 0.25;
+            if (midSymmetric) {
+                throw new ConfigError(`advise: ${action.action} blocked: TP/SL nearly equidistant from mid ${mid} while entry at market — anchor SL to nearer structure (smaller) and TP to trend target (larger).`);
+            }
+        }
+        const wideSl = legs.slPctFromEntry > maxSlPct * 0.65;
+        if (wideSl && side === "buy" && entry > mid) {
+            throw new ConfigError(`advise: ${action.action} blocked: buy limit_px ${entry} above mid ${mid} with wide SL ${fmtPct(legs.slPctFromEntry)} — enter on pullback below mid or tighten sl_px.`);
+        }
+        if (wideSl && side === "sell" && entry < mid) {
+            throw new ConfigError(`advise: ${action.action} blocked: sell limit_px ${entry} below mid ${mid} with wide SL ${fmtPct(legs.slPctFromEntry)} — enter on pullback above mid or tighten sl_px.`);
+        }
+    }
+}
+/** Reject bracket when SL touch / sweep probability is too high (anti stop-hunt). Skips when ATR unavailable. */
+export function assertBracketTouchProbability(action, probs, profile) {
+    const maxTouch = resolveMaxSlTouchProb(profile);
+    const maxSweep = resolveMaxSlSweepProb(profile);
+    if (probs.sl_touch_prob !== null && probs.sl_touch_prob > maxTouch) {
+        throw new ConfigError(`advise: ${action.action} blocked (SL touch ${(probs.sl_touch_prob * 100).toFixed(1)}% > max ${(maxTouch * 100).toFixed(1)}% over ${probs.horizon_hours.toFixed(1)}h): SL ${action.sl_px} too close vs mid — tighten structure SL or wait (ATR₁h ${probs.atr_1h?.toFixed(3) ?? "?"}).`);
+    }
+    if (probs.sl_sweep_prob !== null && probs.sl_sweep_prob > maxSweep) {
+        throw new ConfigError(`advise: ${action.action} blocked (SL sweep ${(probs.sl_sweep_prob * 100).toFixed(1)}% > max ${(maxSweep * 100).toFixed(1)}%, ×${probs.liquidity_multiplier} hunt factor): SL ${action.sl_px} likely stop-magnet — move SL beyond obvious level or use limit at SL (ATR₁h ${probs.atr_1h?.toFixed(3) ?? "?"}).`);
+    }
+}
+//# sourceMappingURL=tpslPolicy.js.map

package/dist/advisor/tpslPolicy.js.map

@@ -0,0 +1 @@
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package/dist/cli/advisorCli.d.ts.map

@@ -1 +1 @@
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