prab-cli 1.2.0 → 1.2.4

package/dist/lib/crypto/market-analyzer.js

@@ -0,0 +1,497 @@
+"use strict";
+/* global fetch */
+/**
+ * Advanced Market Analyzer
+ * Multi-timeframe analysis with timing recommendations
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.analyzeMarket = analyzeMarket;
+const data_fetcher_1 = require("./data-fetcher");
+const indicators_1 = require("./indicators");
+// ============================================
+// ANALYSIS FUNCTIONS
+// ============================================
+/**
+ * Analyze a single timeframe
+ */
+function analyzeTimeframe(data) {
+    const closePrices = data.candles.map((c) => c.close);
+    const ema9 = (0, indicators_1.calculateEMA)(closePrices, 9);
+    const ema21 = (0, indicators_1.calculateEMA)(closePrices, 21);
+    const ema50 = (0, indicators_1.calculateEMA)(closePrices, 50);
+    const ema200 = (0, indicators_1.calculateEMA)(closePrices, 200);
+    const rsi = (0, indicators_1.calculateRSI)(closePrices, 14);
+    const macd = (0, indicators_1.calculateMACD)(closePrices);
+    const bollinger = (0, indicators_1.calculateBollingerBands)(closePrices);
+    const trend = (0, indicators_1.analyzeTrend)(data.candles);
+    // Determine signal
+    let bullishPoints = 0;
+    let bearishPoints = 0;
+    // EMA alignment
+    const currentEMA9 = ema9[ema9.length - 1] || 0;
+    const currentEMA21 = ema21[ema21.length - 1] || 0;
+    const currentEMA50 = ema50[ema50.length - 1] || 0;
+    if (currentEMA9 > currentEMA21 && currentEMA21 > currentEMA50)
+        bullishPoints += 2;
+    else if (currentEMA9 < currentEMA21 && currentEMA21 < currentEMA50)
+        bearishPoints += 2;
+    // RSI
+    if (rsi.condition === "oversold")
+        bullishPoints += 1;
+    if (rsi.condition === "overbought")
+        bearishPoints += 1;
+    if (rsi.divergence === "bullish")
+        bullishPoints += 2;
+    if (rsi.divergence === "bearish")
+        bearishPoints += 2;
+    // MACD
+    if (macd.crossover === "bullish")
+        bullishPoints += 2;
+    if (macd.crossover === "bearish")
+        bearishPoints += 2;
+    if (macd.momentum === "increasing" && macd.current.histogram > 0)
+        bullishPoints += 1;
+    if (macd.momentum === "decreasing" && macd.current.histogram < 0)
+        bearishPoints += 1;
+    // Bollinger
+    if (bollinger.pricePosition === "below_lower")
+        bullishPoints += 1;
+    if (bollinger.pricePosition === "above_upper")
+        bearishPoints += 1;
+    // Trend
+    if (trend.direction === "bullish")
+        bullishPoints += 2;
+    if (trend.direction === "bearish")
+        bearishPoints += 2;
+    let signal = "neutral";
+    if (bullishPoints > bearishPoints + 2)
+        signal = "bullish";
+    else if (bearishPoints > bullishPoints + 2)
+        signal = "bearish";
+    return {
+        interval: data.interval,
+        trend,
+        rsi,
+        macd,
+        bollinger,
+        ema: {
+            ema9: currentEMA9,
+            ema21: currentEMA21,
+            ema50: currentEMA50,
+            ema200: ema200[ema200.length - 1] || 0,
+        },
+        signal,
+    };
+}
+/**
+ * Generate timing recommendation
+ */
+function generateTimingRecommendation(analysis, indicators, currentPrice, recommendation) {
+    const { supportResistance, rsi, macd, bollinger } = indicators;
+    // Default entry zone
+    let entryLow = currentPrice * 0.99;
+    let entryHigh = currentPrice * 1.01;
+    if (recommendation.includes("BUY")) {
+        // For buy signals
+        if (rsi.current > 60) {
+            // RSI high, wait for pullback
+            entryLow = supportResistance.nearestSupport;
+            entryHigh = analysis.ema.ema21;
+            return {
+                action: "wait_for_pullback",
+                timing: "Wait for price to pull back to EMA21 or support level",
+                entryZone: { low: entryLow, high: entryHigh },
+                reason: `RSI at ${rsi.current.toFixed(0)} is elevated. Better entry near $${entryHigh.toFixed(2)}`,
+            };
+        }
+        else if (bollinger.squeeze) {
+            // Squeeze, wait for breakout
+            entryLow = bollinger.current.upper;
+            entryHigh = bollinger.current.upper * 1.01;
+            return {
+                action: "wait_for_breakout",
+                timing: "Wait for breakout above Bollinger upper band",
+                entryZone: { low: entryLow, high: entryHigh },
+                reason: "Bollinger squeeze detected. Wait for volatility expansion",
+            };
+        }
+        else if (macd.crossover === "bullish") {
+            // Fresh MACD crossover, enter now
+            return {
+                action: "enter_now",
+                timing: "Enter on current candle close",
+                entryZone: { low: currentPrice * 0.995, high: currentPrice * 1.005 },
+                reason: "Fresh MACD bullish crossover provides good entry",
+            };
+        }
+        else {
+            // Wait for confirmation
+            return {
+                action: "wait_for_confirmation",
+                timing: "Wait for next 1-4 hour candle to confirm direction",
+                entryZone: { low: analysis.ema.ema9, high: currentPrice },
+                reason: "Wait for price to hold above EMA9 for confirmation",
+            };
+        }
+    }
+    else if (recommendation.includes("SELL")) {
+        // For sell signals
+        if (rsi.current < 40) {
+            entryHigh = supportResistance.nearestResistance;
+            entryLow = analysis.ema.ema21;
+            return {
+                action: "wait_for_pullback",
+                timing: "Wait for price to bounce to resistance before shorting",
+                entryZone: { low: entryLow, high: entryHigh },
+                reason: `RSI at ${rsi.current.toFixed(0)} is low. Wait for bounce to short`,
+            };
+        }
+        else if (macd.crossover === "bearish") {
+            return {
+                action: "enter_now",
+                timing: "Enter short on current candle close",
+                entryZone: { low: currentPrice * 0.995, high: currentPrice * 1.005 },
+                reason: "Fresh MACD bearish crossover provides good short entry",
+            };
+        }
+        else {
+            return {
+                action: "wait_for_confirmation",
+                timing: "Wait for break below EMA21 to confirm",
+                entryZone: { low: analysis.ema.ema21 * 0.99, high: analysis.ema.ema21 },
+                reason: "Wait for price to break below EMA21 for confirmation",
+            };
+        }
+    }
+    else {
+        // HOLD
+        return {
+            action: "avoid",
+            timing: "No clear setup - wait for better opportunity",
+            entryZone: {
+                low: supportResistance.nearestSupport,
+                high: supportResistance.nearestResistance,
+            },
+            reason: "Mixed signals suggest waiting for clearer direction",
+        };
+    }
+}
+/**
+ * Generate trade setup with stop loss and targets
+ */
+function generateTradeSetup(currentPrice, indicators, recommendation) {
+    const { atr, supportResistance } = indicators;
+    const atrValue = atr.current;
+    const entry = currentPrice;
+    let stopLoss;
+    let target1;
+    let target2;
+    let target3;
+    if (recommendation.includes("BUY") || recommendation === "HOLD") {
+        // Long setup
+        stopLoss = Math.max(supportResistance.nearestSupport * 0.99, currentPrice - atrValue * 2);
+        target1 = currentPrice + atrValue * 1.5;
+        target2 = currentPrice + atrValue * 3;
+        target3 = supportResistance.nearestResistance;
+    }
+    else {
+        // Short setup
+        stopLoss = Math.min(supportResistance.nearestResistance * 1.01, currentPrice + atrValue * 2);
+        target1 = currentPrice - atrValue * 1.5;
+        target2 = currentPrice - atrValue * 3;
+        target3 = supportResistance.nearestSupport;
+    }
+    const risk = Math.abs(entry - stopLoss);
+    const reward = Math.abs(target2 - entry);
+    const riskRewardRatio = reward / risk;
+    // Position size based on 2% account risk
+    const positionSizeRisk = (2 / ((risk / entry) * 100)) * 100;
+    return {
+        entry,
+        stopLoss,
+        target1,
+        target2,
+        target3,
+        riskRewardRatio: Math.round(riskRewardRatio * 10) / 10,
+        positionSizeRisk: Math.min(positionSizeRisk, 100),
+    };
+}
+/**
+ * Determine market condition
+ */
+function determineMarketCondition(indicators, timeframe) {
+    const { atr, bollinger, volume, trend } = indicators;
+    if (bollinger.squeeze && volume.trend === "decreasing") {
+        return {
+            type: "ranging",
+            description: "Market is consolidating in a tight range",
+            tradingAdvice: "Wait for breakout or trade range boundaries",
+        };
+    }
+    if (atr.volatility === "high" && volume.volumeRatio > 1.5) {
+        return {
+            type: "volatile",
+            description: "High volatility with increased volume",
+            tradingAdvice: "Use wider stops, reduce position size",
+        };
+    }
+    if (trend.phase === "trending" && trend.strength > 70) {
+        return {
+            type: "trending",
+            description: `Strong ${trend.direction} trend in progress`,
+            tradingAdvice: trend.direction === "bullish"
+                ? "Buy dips, trail stops, add on pullbacks"
+                : "Sell rallies, trail stops, add on bounces",
+        };
+    }
+    if (bollinger.current.bandwidth > 10 && !bollinger.squeeze) {
+        return {
+            type: "breakout",
+            description: "Potential breakout in progress",
+            tradingAdvice: "Watch for continuation or false breakout",
+        };
+    }
+    return {
+        type: "ranging",
+        description: "No clear trend, choppy price action",
+        tradingAdvice: "Reduce position size, trade with caution",
+    };
+}
+/**
+ * Generate detailed reasoning
+ */
+function generateReasoning(indicators, timeframes, currentPrice) {
+    const bullishFactors = [];
+    const bearishFactors = [];
+    const keyLevels = [];
+    const warnings = [];
+    const { rsi, macd, bollinger, volume, supportResistance, trend, atr } = indicators;
+    // RSI analysis
+    if (rsi.condition === "oversold") {
+        bullishFactors.push(`RSI oversold at ${rsi.current.toFixed(1)} - potential bounce`);
+    }
+    else if (rsi.condition === "overbought") {
+        bearishFactors.push(`RSI overbought at ${rsi.current.toFixed(1)} - potential pullback`);
+    }
+    if (rsi.divergence === "bullish") {
+        bullishFactors.push("Bullish RSI divergence detected - reversal signal");
+    }
+    else if (rsi.divergence === "bearish") {
+        bearishFactors.push("Bearish RSI divergence detected - reversal signal");
+    }
+    // MACD analysis
+    if (macd.crossover === "bullish") {
+        bullishFactors.push("MACD bullish crossover - momentum shifting up");
+    }
+    else if (macd.crossover === "bearish") {
+        bearishFactors.push("MACD bearish crossover - momentum shifting down");
+    }
+    if (macd.current.histogram > 0 && macd.momentum === "increasing") {
+        bullishFactors.push("MACD histogram increasing - strong bullish momentum");
+    }
+    else if (macd.current.histogram < 0 && macd.momentum === "decreasing") {
+        bearishFactors.push("MACD histogram decreasing - strong bearish momentum");
+    }
+    // Bollinger analysis
+    if (bollinger.pricePosition === "below_lower") {
+        bullishFactors.push("Price below lower Bollinger Band - oversold");
+    }
+    else if (bollinger.pricePosition === "above_upper") {
+        bearishFactors.push("Price above upper Bollinger Band - overbought");
+    }
+    if (bollinger.squeeze) {
+        warnings.push("Bollinger squeeze - expect volatility expansion soon");
+    }
+    // Volume analysis
+    if (volume.volumeRatio > 1.5 && volume.confirmation) {
+        bullishFactors.push("High volume confirming price movement");
+    }
+    else if (volume.volumeRatio < 0.5) {
+        warnings.push("Low volume - move may lack conviction");
+    }
+    // Trend analysis
+    if (trend.direction === "bullish" && trend.strength > 60) {
+        bullishFactors.push(`Strong uptrend (${trend.strength}% strength)`);
+    }
+    else if (trend.direction === "bearish" && trend.strength > 60) {
+        bearishFactors.push(`Strong downtrend (${trend.strength}% strength)`);
+    }
+    if (trend.phase === "reversing") {
+        warnings.push("Trend may be reversing - watch for confirmation");
+    }
+    // Multi-timeframe
+    const { short, medium, long } = timeframes;
+    if (short.signal === medium.signal && medium.signal === long.signal) {
+        if (short.signal === "bullish") {
+            bullishFactors.push("All timeframes aligned bullish - high probability setup");
+        }
+        else if (short.signal === "bearish") {
+            bearishFactors.push("All timeframes aligned bearish - high probability setup");
+        }
+    }
+    else {
+        warnings.push("Timeframes not aligned - reduced probability");
+    }
+    // Key levels
+    keyLevels.push(`Support: $${supportResistance.nearestSupport.toFixed(2)} (${supportResistance.distanceToSupport.toFixed(1)}% away)`);
+    keyLevels.push(`Resistance: $${supportResistance.nearestResistance.toFixed(2)} (${supportResistance.distanceToResistance.toFixed(1)}% away)`);
+    keyLevels.push(`EMA21: $${timeframes.medium.ema.ema21.toFixed(2)}`);
+    keyLevels.push(`EMA50: $${timeframes.medium.ema.ema50.toFixed(2)}`);
+    // Volatility warning
+    if (atr.volatility === "high") {
+        warnings.push(`High volatility (ATR: ${atr.percentOfPrice.toFixed(1)}%) - use wider stops`);
+    }
+    // Generate summary
+    let summary;
+    if (bullishFactors.length > bearishFactors.length + 2) {
+        summary = `Strong bullish setup with ${bullishFactors.length} positive factors. `;
+        summary += bullishFactors[0] + ". ";
+        if (warnings.length > 0)
+            summary += `Caution: ${warnings[0]}`;
+    }
+    else if (bearishFactors.length > bullishFactors.length + 2) {
+        summary = `Strong bearish setup with ${bearishFactors.length} negative factors. `;
+        summary += bearishFactors[0] + ". ";
+        if (warnings.length > 0)
+            summary += `Caution: ${warnings[0]}`;
+    }
+    else {
+        summary = "Mixed signals present. ";
+        if (bullishFactors.length > 0)
+            summary += bullishFactors[0] + ", but ";
+        if (bearishFactors.length > 0)
+            summary += bearishFactors[0] + ". ";
+        summary += "Wait for clearer setup.";
+    }
+    return { summary, bullishFactors, bearishFactors, keyLevels, warnings };
+}
+// ============================================
+// MAIN ANALYSIS FUNCTION
+// ============================================
+/**
+ * Perform comprehensive market analysis
+ */
+async function analyzeMarket(symbol) {
+    // Fetch data for multiple timeframes in parallel
+    const [data1h, data4h, data1d] = await Promise.all([
+        (0, data_fetcher_1.fetchCryptoData)(symbol, "1h", 200),
+        (0, data_fetcher_1.fetchCryptoData)(symbol, "4h", 200),
+        (0, data_fetcher_1.fetchCryptoData)(symbol, "1d", 200),
+    ]);
+    // Analyze each timeframe
+    const shortTF = analyzeTimeframe(data1h);
+    const mediumTF = analyzeTimeframe(data4h);
+    const longTF = analyzeTimeframe(data1d);
+    // Calculate all indicators on 4h (primary timeframe)
+    const closePrices = data4h.candles.map((c) => c.close);
+    const indicators = {
+        rsi: (0, indicators_1.calculateRSI)(closePrices),
+        macd: (0, indicators_1.calculateMACD)(closePrices),
+        bollinger: (0, indicators_1.calculateBollingerBands)(closePrices),
+        atr: (0, indicators_1.calculateATR)(data4h.candles),
+        volume: (0, indicators_1.analyzeVolume)(data4h.candles),
+        supportResistance: (0, indicators_1.calculateSupportResistance)(data4h.candles),
+        trend: (0, indicators_1.analyzeTrend)(data4h.candles),
+    };
+    // Determine timeframe alignment
+    let timeframeAlignment = "mixed";
+    if (shortTF.signal === "bullish" &&
+        mediumTF.signal === "bullish" &&
+        longTF.signal === "bullish") {
+        timeframeAlignment = "aligned_bullish";
+    }
+    else if (shortTF.signal === "bearish" &&
+        mediumTF.signal === "bearish" &&
+        longTF.signal === "bearish") {
+        timeframeAlignment = "aligned_bearish";
+    }
+    // Calculate recommendation score
+    let score = 0;
+    // RSI contribution (-2 to +2)
+    if (indicators.rsi.condition === "oversold")
+        score += 2;
+    else if (indicators.rsi.condition === "overbought")
+        score -= 2;
+    if (indicators.rsi.divergence === "bullish")
+        score += 2;
+    else if (indicators.rsi.divergence === "bearish")
+        score -= 2;
+    // MACD contribution (-2 to +2)
+    if (indicators.macd.crossover === "bullish")
+        score += 2;
+    else if (indicators.macd.crossover === "bearish")
+        score -= 2;
+    if (indicators.macd.current.histogram > 0)
+        score += 1;
+    else
+        score -= 1;
+    // Bollinger contribution (-1 to +1)
+    if (indicators.bollinger.pricePosition === "below_lower")
+        score += 1;
+    else if (indicators.bollinger.pricePosition === "above_upper")
+        score -= 1;
+    // Trend contribution (-3 to +3)
+    if (indicators.trend.direction === "bullish")
+        score += Math.ceil(indicators.trend.strength / 33);
+    else if (indicators.trend.direction === "bearish")
+        score -= Math.ceil(indicators.trend.strength / 33);
+    // Timeframe alignment contribution (-3 to +3)
+    if (timeframeAlignment === "aligned_bullish")
+        score += 3;
+    else if (timeframeAlignment === "aligned_bearish")
+        score -= 3;
+    // Volume confirmation
+    if (indicators.volume.confirmation)
+        score += score > 0 ? 1 : -1;
+    // Determine recommendation
+    let recommendation;
+    if (score >= 8)
+        recommendation = "STRONG_BUY";
+    else if (score >= 4)
+        recommendation = "BUY";
+    else if (score >= 1)
+        recommendation = "WAIT_TO_BUY";
+    else if (score >= -1)
+        recommendation = "HOLD";
+    else if (score >= -4)
+        recommendation = "WAIT_TO_SELL";
+    else if (score >= -8)
+        recommendation = "SELL";
+    else
+        recommendation = "STRONG_SELL";
+    // Calculate confidence
+    const maxScore = 15;
+    const confidence = Math.min(Math.round((Math.abs(score) / maxScore) * 100), 95);
+    // Determine risk level
+    let riskLevel = "medium";
+    if (indicators.atr.volatility === "high" || !indicators.volume.confirmation) {
+        riskLevel = "high";
+    }
+    else if (timeframeAlignment !== "mixed" && indicators.trend.strength > 70) {
+        riskLevel = "low";
+    }
+    const timeframes = { short: shortTF, medium: mediumTF, long: longTF };
+    // Generate timing recommendation
+    const timing = generateTimingRecommendation(mediumTF, indicators, data4h.currentPrice, recommendation);
+    // Generate trade setup
+    const tradeSetup = generateTradeSetup(data4h.currentPrice, indicators, recommendation);
+    // Determine market condition
+    const marketCondition = determineMarketCondition(indicators, mediumTF);
+    // Generate reasoning
+    const reasoning = generateReasoning(indicators, timeframes, data4h.currentPrice);
+    return {
+        symbol: data4h.symbol,
+        currentPrice: data4h.currentPrice,
+        priceChange24h: data4h.priceChangePercent24h,
+        recommendation,
+        confidence,
+        riskLevel,
+        timeframes,
+        timeframeAlignment,
+        indicators,
+        timing,
+        tradeSetup,
+        marketCondition,
+        reasoning,
+    };
+}