hypertrader 0.1.8__tar.gz → 0.1.9__tar.gz
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.
- {hypertrader-0.1.8 → hypertrader-0.1.9}/PKG-INFO +54 -7
- {hypertrader-0.1.8 → hypertrader-0.1.9}/README.md +53 -6
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.egg-info/PKG-INFO +54 -7
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.egg-info/SOURCES.txt +5 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.py +92 -11
- {hypertrader-0.1.8 → hypertrader-0.1.9}/modes/auto_trader.py +234 -61
- {hypertrader-0.1.8 → hypertrader-0.1.9}/modes/position_management.py +27 -1
- {hypertrader-0.1.8 → hypertrader-0.1.9}/setup.py +1 -1
- hypertrader-0.1.9/strategies/fib_reversal.py +444 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/registry.py +4 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/reversal.py +1 -1
- hypertrader-0.1.9/tests/test_auto_dry_run.py +83 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_auto_strategy_registry.py +31 -3
- hypertrader-0.1.9/tests/test_fib_reversal_strategy.py +319 -0
- hypertrader-0.1.9/tests/test_simulated_logging.py +170 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/utils/constants.py +1 -0
- hypertrader-0.1.9/utils/simulated_logging.py +26 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.egg-info/dependency_links.txt +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.egg-info/entry_points.txt +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.egg-info/requires.txt +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/hypertrader.egg-info/top_level.txt +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/modes/market_maker.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/modes/position_watcher.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/modes/trailing_stop.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/setup.cfg +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/__init__.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/base.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/default.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/orderflow_metrics.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/orderflow_models.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/strategies/orderflow_pullback.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_async_hyperliquid.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_auto_trader_logging.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_market_ids.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_orderflow_metrics.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_orderflow_pullback_lifecycle.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_reversal_strategy.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/tests/test_trailing_stop.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/utils/helpers.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/utils/style.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/utils/timer.py +0 -0
- {hypertrader-0.1.8 → hypertrader-0.1.9}/utils/worker.py +0 -0
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Metadata-Version: 2.4
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Name: hypertrader
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Version: 0.1.
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Version: 0.1.9
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Summary: Async Hyperliquid trading helper built on the async SDK.
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Author: darkerego
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License: MIT
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- Network access to Hyperliquid APIs
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- Account created with referral code [DARKEREGO](https://app.hyperliquid.xyz/join/DARKEREGO) (see account creation [*])
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Install from pip:
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Install from pip: https://pypi.org/project/hypertrader
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<pre>
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pip install hypertrader[auto]
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pip install hypertrader[auto] --upgrade
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</pre>
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Base dependencies:
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- `default`: the existing MACD/SAR/ADX/Bollinger auto trader and the implicit default when `--strategy` is omitted
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- `orderflow_pullback`: order-flow-confirmed trend pullback scalp strategy, also available as `of_pullback` and `orderflow`
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- `fib_reversal`: Fibonacci pullbacks in the original impulse direction; aliases `fib` and `fibonacci`
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- `reversal`: a closed-candle trend-exhaustion, structure-break, and retest strategy
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The strategy selection changes the signal engine only. Shared sizing, risk controls, modify-order entry, market-fallback cleanup, hidden-order behavior, and bracket management still run through the same common auto execution path.
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Key options:
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- `--strategy {default,reversal}`
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- `--strategy {default,orderflow_pullback,reversal}` with aliases `of_pullback` and `orderflow`
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- `--strategy {default,fib_reversal,orderflow_pullback,reversal}` with aliases `fib`, `fibonacci`, `of_pullback`, and `orderflow`
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- `--size` or `--size-pct`
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- `--top-markets`
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- `--intervals`
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- `--no-market-fallback`
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- `--market-slippage`
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- `--keep-existing-tpsl`
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- `--dry-run
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- `--dry-run`: assume 10,000 cUSDC for account balance and percentage sizing; simulate positions without placing exchange orders. Percentage sizing uses public market prices and maximum leverage from market metadata, without querying account collateral or configured leverage.
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- `--max-trades`
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- `--cooldown-after-trade`
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- `--loop-after-trade`
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`auto` derives TP from Bollinger Bands unless `--take-profit-pct` overrides it. If TP is set and SL is omitted, SL defaults to half TP. Executions route through the same bracket-entry path used by `enter`.
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Fibonacci pullback strategy:
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```bash
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python3 hypertrader.py auto BTC --size-pct 10 --strategy fib_reversal
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```
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`fib_reversal` detects an ATR-qualified impulse on the trend timeframe,
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waits for a 38.2%/50%/61.8% Fibonacci retracement, then scores MACD
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reversal, DMI/ADX trend strength, optional ROC, price rejection, and
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higher-timeframe EMA alignment. It trades a pullback reversal in the original
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impulse direction. Anchors use confirmed symmetric pivots (default width 2),
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with at least 5 bars and a 2 ATR move inside the last 120 trend candles.
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```bash
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python3 hypertrader.py auto \
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--size-pct 10 \
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--top-markets 20 \
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--strategy fib_reversal \
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--trend-interval 1h \
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--entry-interval 15m \
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--fib-entry-levels "0.382,0.5,0.618" \
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--fib-min-impulse-atr 2.0 \
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--fib-min-score 5 \
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--fib-min-rr 1.5
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```
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- Zone contact is required. Rejection, MACD histogram rotation/crossover, DMI,
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rising ADX, ROC, and HTF EMA alignment contribute a weighted score (default
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threshold 5/10). `--no-fib-roc` removes ROC and lowers the maximum to 9.
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- `--fib-zone-atr 0.15` sets zone tolerance. Confirmation expires after
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`--fib-confirm-timeout 4` entry intervals and cannot trigger farther than
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`--fib-max-entry-distance-atr 0.50` from the touched level.
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- Stops use the 0.786 retracement plus `--fib-stop-atr-buffer 0.25` ATR.
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Closes beyond 0.786 plus `--fib-invalidation-atr 0.10` invalidate structure.
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Explicitly including 0.786 moves invalidation to the impulse start; a 0.786
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entry also places its stop beyond that start.
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- TP1 is the impulse extreme; TP2/TP3 are 1.272/1.618 extensions with
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40%/35%/25% allocations. `--fib-min-rr 1.5` gates RR to **TP2**.
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- Each impulse can emit once per session. Entry references use completed candle
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closes by default; actual fills remain owned by smart entry. Trend pivots
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always require closed right-side candles. Timeouts use elapsed entry intervals.
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- Indicator defaults: ATR 14, MACD 12/26/9, ADX/DMI 14 with strength thresholds
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18/25, ROC 9, trend EMAs 20/50. See `auto --help` for all `--fib-*` options.
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TA-Lib period parameters requiring at least 2 are validated before launch.
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Reversal strategy notes:
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- All confirmations use closed candles only.
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## Logging
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Dry-run console output, runtime messages, risk events, and simulated trades are written to `logs/simulated.log`. Simulation fills at observed market mid prices. Plans with explicit take-profit allocations, including `fib_reversal`, close the allocated portion of the original size at each reached target (40% at TP1, 35% at TP2, and 25% at TP3 for Fibonacci). Each fill logs a `simulated_take_profit_filled` event with its size and PnL. Position records track remaining size, cumulative realized PnL, and unrealized PnL on the remaining position; a stop closes only that remainder. Completed-trade PnL includes all partial exits. Plans without explicit allocations exit the full position at the stop or final target. Fees, funding, slippage, and dynamic stop adjustments are not modeled. Open positions at shutdown are logged with realized partial profits and their remaining unrealized PnL.
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Runtime logs for live runs are written to [`logs/hypertrader.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/hypertrader.log).
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Completed auto-trades are appended to [`logs/auto_trades.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/auto_trades.log).
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## Validation
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- Network access to Hyperliquid APIs
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- Account created with referral code [DARKEREGO](https://app.hyperliquid.xyz/join/DARKEREGO) (see account creation [*])
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Install from pip:
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Install from pip: https://pypi.org/project/hypertrader
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<pre>
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pip install hypertrader[auto]
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pip install hypertrader[auto] --upgrade
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</pre>
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Base dependencies:
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- `default`: the existing MACD/SAR/ADX/Bollinger auto trader and the implicit default when `--strategy` is omitted
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- `orderflow_pullback`: order-flow-confirmed trend pullback scalp strategy, also available as `of_pullback` and `orderflow`
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- `fib_reversal`: Fibonacci pullbacks in the original impulse direction; aliases `fib` and `fibonacci`
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- `reversal`: a closed-candle trend-exhaustion, structure-break, and retest strategy
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The strategy selection changes the signal engine only. Shared sizing, risk controls, modify-order entry, market-fallback cleanup, hidden-order behavior, and bracket management still run through the same common auto execution path.
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Key options:
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- `--strategy {default,orderflow_pullback,reversal}` with aliases `of_pullback` and `orderflow`
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- `--strategy {default,fib_reversal,orderflow_pullback,reversal}` with aliases `fib`, `fibonacci`, `of_pullback`, and `orderflow`
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- `--size` or `--size-pct`
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- `--top-markets`
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- `--intervals`
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- `--no-market-fallback`
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- `--market-slippage`
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- `--keep-existing-tpsl`
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- `--dry-run
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- `--dry-run`: assume 10,000 cUSDC for account balance and percentage sizing; simulate positions without placing exchange orders. Percentage sizing uses public market prices and maximum leverage from market metadata, without querying account collateral or configured leverage.
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- `--max-trades`
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- `--cooldown-after-trade`
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- `--loop-after-trade`
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`auto` derives TP from Bollinger Bands unless `--take-profit-pct` overrides it. If TP is set and SL is omitted, SL defaults to half TP. Executions route through the same bracket-entry path used by `enter`.
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Fibonacci pullback strategy:
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```bash
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python3 hypertrader.py auto BTC --size-pct 10 --strategy fib_reversal
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```
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`fib_reversal` detects an ATR-qualified impulse on the trend timeframe,
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waits for a 38.2%/50%/61.8% Fibonacci retracement, then scores MACD
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reversal, DMI/ADX trend strength, optional ROC, price rejection, and
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higher-timeframe EMA alignment. It trades a pullback reversal in the original
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impulse direction. Anchors use confirmed symmetric pivots (default width 2),
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with at least 5 bars and a 2 ATR move inside the last 120 trend candles.
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```bash
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python3 hypertrader.py auto \
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--size-pct 10 \
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--top-markets 20 \
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--strategy fib_reversal \
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--trend-interval 1h \
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--entry-interval 15m \
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--fib-entry-levels "0.382,0.5,0.618" \
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--fib-min-impulse-atr 2.0 \
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--fib-min-score 5 \
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--fib-min-rr 1.5
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```
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- Zone contact is required. Rejection, MACD histogram rotation/crossover, DMI,
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rising ADX, ROC, and HTF EMA alignment contribute a weighted score (default
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threshold 5/10). `--no-fib-roc` removes ROC and lowers the maximum to 9.
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- `--fib-zone-atr 0.15` sets zone tolerance. Confirmation expires after
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`--fib-confirm-timeout 4` entry intervals and cannot trigger farther than
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`--fib-max-entry-distance-atr 0.50` from the touched level.
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- Stops use the 0.786 retracement plus `--fib-stop-atr-buffer 0.25` ATR.
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Closes beyond 0.786 plus `--fib-invalidation-atr 0.10` invalidate structure.
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Explicitly including 0.786 moves invalidation to the impulse start; a 0.786
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entry also places its stop beyond that start.
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- TP1 is the impulse extreme; TP2/TP3 are 1.272/1.618 extensions with
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40%/35%/25% allocations. `--fib-min-rr 1.5` gates RR to **TP2**.
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- Each impulse can emit once per session. Entry references use completed candle
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closes by default; actual fills remain owned by smart entry. Trend pivots
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always require closed right-side candles. Timeouts use elapsed entry intervals.
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- Indicator defaults: ATR 14, MACD 12/26/9, ADX/DMI 14 with strength thresholds
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18/25, ROC 9, trend EMAs 20/50. See `auto --help` for all `--fib-*` options.
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TA-Lib period parameters requiring at least 2 are validated before launch.
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Reversal strategy notes:
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- All confirmations use closed candles only.
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@@ -490,7 +535,9 @@ The websocket cache is used as the fast path for market data such as mids, best
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## Logging
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Dry-run console output, runtime messages, risk events, and simulated trades are written to `logs/simulated.log`. Simulation fills at observed market mid prices. Plans with explicit take-profit allocations, including `fib_reversal`, close the allocated portion of the original size at each reached target (40% at TP1, 35% at TP2, and 25% at TP3 for Fibonacci). Each fill logs a `simulated_take_profit_filled` event with its size and PnL. Position records track remaining size, cumulative realized PnL, and unrealized PnL on the remaining position; a stop closes only that remainder. Completed-trade PnL includes all partial exits. Plans without explicit allocations exit the full position at the stop or final target. Fees, funding, slippage, and dynamic stop adjustments are not modeled. Open positions at shutdown are logged with realized partial profits and their remaining unrealized PnL.
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Runtime logs for live runs are written to [`logs/hypertrader.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/hypertrader.log).
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Completed auto-trades are appended to [`logs/auto_trades.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/auto_trades.log).
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## Validation
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@@ -1,6 +1,6 @@
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Metadata-Version: 2.4
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Name: hypertrader
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Version: 0.1.
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Version: 0.1.9
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Summary: Async Hyperliquid trading helper built on the async SDK.
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Author: darkerego
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License: MIT
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@@ -66,10 +66,10 @@ The canonical bot file in this repo is [`hypertrader.py`](/media/anon/developmen
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- Network access to Hyperliquid APIs
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- Account created with referral code [DARKEREGO](https://app.hyperliquid.xyz/join/DARKEREGO) (see account creation [*])
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Install from pip:
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Install from pip: https://pypi.org/project/hypertrader
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<pre>
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pip install hypertrader[auto]
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pip install hypertrader[auto] --upgrade
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</pre>
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Base dependencies:
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- `default`: the existing MACD/SAR/ADX/Bollinger auto trader and the implicit default when `--strategy` is omitted
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- `orderflow_pullback`: order-flow-confirmed trend pullback scalp strategy, also available as `of_pullback` and `orderflow`
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- `fib_reversal`: Fibonacci pullbacks in the original impulse direction; aliases `fib` and `fibonacci`
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- `reversal`: a closed-candle trend-exhaustion, structure-break, and retest strategy
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The strategy selection changes the signal engine only. Shared sizing, risk controls, modify-order entry, market-fallback cleanup, hidden-order behavior, and bracket management still run through the same common auto execution path.
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Key options:
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- `--strategy {default,reversal}`
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- `--strategy {default,orderflow_pullback,reversal}` with aliases `of_pullback` and `orderflow`
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- `--strategy {default,fib_reversal,orderflow_pullback,reversal}` with aliases `fib`, `fibonacci`, `of_pullback`, and `orderflow`
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- `--dry-run
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- `--dry-run`: assume 10,000 cUSDC for account balance and percentage sizing; simulate positions without placing exchange orders. Percentage sizing uses public market prices and maximum leverage from market metadata, without querying account collateral or configured leverage.
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`auto` derives TP from Bollinger Bands unless `--take-profit-pct` overrides it. If TP is set and SL is omitted, SL defaults to half TP. Executions route through the same bracket-entry path used by `enter`.
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Fibonacci pullback strategy:
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```bash
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python3 hypertrader.py auto BTC --size-pct 10 --strategy fib_reversal
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```
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`fib_reversal` detects an ATR-qualified impulse on the trend timeframe,
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waits for a 38.2%/50%/61.8% Fibonacci retracement, then scores MACD
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reversal, DMI/ADX trend strength, optional ROC, price rejection, and
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higher-timeframe EMA alignment. It trades a pullback reversal in the original
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impulse direction. Anchors use confirmed symmetric pivots (default width 2),
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with at least 5 bars and a 2 ATR move inside the last 120 trend candles.
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```bash
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python3 hypertrader.py auto \
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--size-pct 10 \
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--top-markets 20 \
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--strategy fib_reversal \
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--trend-interval 1h \
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--entry-interval 15m \
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--fib-entry-levels "0.382,0.5,0.618" \
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--fib-min-impulse-atr 2.0 \
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--fib-min-score 5 \
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--fib-min-rr 1.5
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+
```
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- Zone contact is required. Rejection, MACD histogram rotation/crossover, DMI,
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rising ADX, ROC, and HTF EMA alignment contribute a weighted score (default
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threshold 5/10). `--no-fib-roc` removes ROC and lowers the maximum to 9.
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- `--fib-zone-atr 0.15` sets zone tolerance. Confirmation expires after
|
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+
`--fib-confirm-timeout 4` entry intervals and cannot trigger farther than
|
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|
+
`--fib-max-entry-distance-atr 0.50` from the touched level.
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- Stops use the 0.786 retracement plus `--fib-stop-atr-buffer 0.25` ATR.
|
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|
+
Closes beyond 0.786 plus `--fib-invalidation-atr 0.10` invalidate structure.
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Explicitly including 0.786 moves invalidation to the impulse start; a 0.786
|
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|
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entry also places its stop beyond that start.
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- TP1 is the impulse extreme; TP2/TP3 are 1.272/1.618 extensions with
|
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|
+
40%/35%/25% allocations. `--fib-min-rr 1.5` gates RR to **TP2**.
|
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|
+
- Each impulse can emit once per session. Entry references use completed candle
|
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|
+
closes by default; actual fills remain owned by smart entry. Trend pivots
|
|
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|
+
always require closed right-side candles. Timeouts use elapsed entry intervals.
|
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|
+
- Indicator defaults: ATR 14, MACD 12/26/9, ADX/DMI 14 with strength thresholds
|
|
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|
+
18/25, ROC 9, trend EMAs 20/50. See `auto --help` for all `--fib-*` options.
|
|
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|
+
TA-Lib period parameters requiring at least 2 are validated before launch.
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|
+
|
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|
Reversal strategy notes:
|
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|
|
|
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|
- All confirmations use closed candles only.
|
|
@@ -521,7 +566,9 @@ The websocket cache is used as the fast path for market data such as mids, best
|
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|
## Logging
|
|
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|
|
|
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|
-
|
|
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|
+
Dry-run console output, runtime messages, risk events, and simulated trades are written to `logs/simulated.log`. Simulation fills at observed market mid prices. Plans with explicit take-profit allocations, including `fib_reversal`, close the allocated portion of the original size at each reached target (40% at TP1, 35% at TP2, and 25% at TP3 for Fibonacci). Each fill logs a `simulated_take_profit_filled` event with its size and PnL. Position records track remaining size, cumulative realized PnL, and unrealized PnL on the remaining position; a stop closes only that remainder. Completed-trade PnL includes all partial exits. Plans without explicit allocations exit the full position at the stop or final target. Fees, funding, slippage, and dynamic stop adjustments are not modeled. Open positions at shutdown are logged with realized partial profits and their remaining unrealized PnL.
|
|
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|
+
|
|
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|
+
Runtime logs for live runs are written to [`logs/hypertrader.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/hypertrader.log).
|
|
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|
Completed auto-trades are appended to [`logs/auto_trades.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/auto_trades.log).
|
|
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|
|
|
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|
## Validation
|
|
@@ -15,21 +15,26 @@ modes/trailing_stop.py
|
|
|
15
15
|
strategies/__init__.py
|
|
16
16
|
strategies/base.py
|
|
17
17
|
strategies/default.py
|
|
18
|
+
strategies/fib_reversal.py
|
|
18
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|
strategies/orderflow_metrics.py
|
|
19
20
|
strategies/orderflow_models.py
|
|
20
21
|
strategies/orderflow_pullback.py
|
|
21
22
|
strategies/registry.py
|
|
22
23
|
strategies/reversal.py
|
|
23
24
|
tests/test_async_hyperliquid.py
|
|
25
|
+
tests/test_auto_dry_run.py
|
|
24
26
|
tests/test_auto_strategy_registry.py
|
|
25
27
|
tests/test_auto_trader_logging.py
|
|
28
|
+
tests/test_fib_reversal_strategy.py
|
|
26
29
|
tests/test_market_ids.py
|
|
27
30
|
tests/test_orderflow_metrics.py
|
|
28
31
|
tests/test_orderflow_pullback_lifecycle.py
|
|
29
32
|
tests/test_reversal_strategy.py
|
|
33
|
+
tests/test_simulated_logging.py
|
|
30
34
|
tests/test_trailing_stop.py
|
|
31
35
|
utils/constants.py
|
|
32
36
|
utils/helpers.py
|
|
37
|
+
utils/simulated_logging.py
|
|
33
38
|
utils/style.py
|
|
34
39
|
utils/timer.py
|
|
35
40
|
utils/worker.py
|
|
@@ -23,6 +23,7 @@ import os
|
|
|
23
23
|
import sys
|
|
24
24
|
from typing import Any, Dict, List, Optional
|
|
25
25
|
|
|
26
|
+
from strategies.fib_reversal import validate_fib_config
|
|
26
27
|
from strategies.registry import available_strategy_names, available_strategies, normalize_strategy_name
|
|
27
28
|
|
|
28
29
|
from hyperliquid.info import Info
|
|
@@ -31,7 +32,7 @@ from modes.market_maker import run_market_maker
|
|
|
31
32
|
from modes.position_management import run_bracket_entry
|
|
32
33
|
from modes.position_watcher import run_position_watcher
|
|
33
34
|
from modes.trailing_stop import trailing_stop_for_all_positions
|
|
34
|
-
from utils.constants import DEFAULT_LOG_FILE, INTERVAL_TO_MS
|
|
35
|
+
from utils.constants import DEFAULT_LOG_FILE, SIMULATED_LOG_FILE, INTERVAL_TO_MS
|
|
35
36
|
from utils.helpers import parse_fractional_pct, normalize_hyperliquid_market_id, split_hyperliquid_market_id
|
|
36
37
|
from utils.style import install_pretty_stdout
|
|
37
38
|
|
|
@@ -335,7 +336,7 @@ def build_arg_parser() -> argparse.ArgumentParser:
|
|
|
335
336
|
help="Slippage fraction for market-style entry/exit. Default: 0.05.")
|
|
336
337
|
auto_parser.add_argument("--keep-existing-tpsl", action="store_true",
|
|
337
338
|
help="Do not cancel existing reduce-only TP/SL orders before entry.")
|
|
338
|
-
auto_parser.add_argument("--dry-run", action="store_true", help="
|
|
339
|
+
auto_parser.add_argument("--dry-run", action="store_true", help="Simulate positions using 10,000 cUSDC assumed collateral and log to logs/simulated.log.")
|
|
339
340
|
auto_parser.add_argument("--max-trades", type=int, default=0,
|
|
340
341
|
help="Maximum completed auto trades before exit. 0 means unlimited. Default: 0.")
|
|
341
342
|
auto_parser.add_argument("--cooldown-after-trade", type=float, default=60.0,
|
|
@@ -372,6 +373,31 @@ def build_arg_parser() -> argparse.ArgumentParser:
|
|
|
372
373
|
help="Disable ws for kline data (not recommended): ")
|
|
373
374
|
auto_parser.add_argument("--hide-orders", "-ho", action="store_true",
|
|
374
375
|
help="Keep auto-mode TP/SL targets private; no exchange-side bracket orders are placed until targets trigger.")
|
|
376
|
+
fib_group = auto_parser.add_argument_group("Fibonacci reversal strategy")
|
|
377
|
+
fib_group.add_argument("--fib-entry-levels", type=str, default='0.382,0.5,0.618')
|
|
378
|
+
fib_group.add_argument("--fib-pivot-width", type=int, default=2)
|
|
379
|
+
fib_group.add_argument("--fib-impulse-lookback", type=int, default=120)
|
|
380
|
+
fib_group.add_argument("--fib-min-impulse-atr", type=float, default=2.0)
|
|
381
|
+
fib_group.add_argument("--fib-min-impulse-bars", type=int, default=5)
|
|
382
|
+
fib_group.add_argument("--fib-zone-atr", type=float, default=0.15)
|
|
383
|
+
fib_group.add_argument("--fib-invalidation-atr", type=float, default=0.1)
|
|
384
|
+
fib_group.add_argument("--fib-stop-atr-buffer", type=float, default=0.25)
|
|
385
|
+
fib_group.add_argument("--fib-max-entry-distance-atr", type=float, default=0.5)
|
|
386
|
+
fib_group.add_argument("--fib-atr-period", type=int, default=14)
|
|
387
|
+
fib_group.add_argument("--fib-macd-fast", type=int, default=12)
|
|
388
|
+
fib_group.add_argument("--fib-macd-slow", type=int, default=26)
|
|
389
|
+
fib_group.add_argument("--fib-macd-signal", type=int, default=9)
|
|
390
|
+
fib_group.add_argument("--fib-adx-period", type=int, default=14)
|
|
391
|
+
fib_group.add_argument("--fib-min-adx", type=float, default=18.0)
|
|
392
|
+
fib_group.add_argument("--fib-strong-adx", type=float, default=25.0)
|
|
393
|
+
fib_group.add_argument("--fib-roc-period", type=int, default=9)
|
|
394
|
+
fib_group.add_argument("--no-fib-roc", dest="fib_roc", action="store_false", default=True)
|
|
395
|
+
fib_group.add_argument("--fib-trend-ema-fast", type=int, default=20)
|
|
396
|
+
fib_group.add_argument("--fib-trend-ema-slow", type=int, default=50)
|
|
397
|
+
fib_group.add_argument("--fib-confirm-timeout", type=int, default=4)
|
|
398
|
+
fib_group.add_argument("--fib-min-score", type=int, default=5)
|
|
399
|
+
fib_group.add_argument("--fib-min-rr", type=float, default=1.5)
|
|
400
|
+
|
|
375
401
|
reversal_group = auto_parser.add_argument_group("Reversal strategy")
|
|
376
402
|
reversal_group.add_argument("--trend-interval", type=str, default="1h",
|
|
377
403
|
help="Higher timeframe used for reversal trend classification. Default: 1h.")
|
|
@@ -716,6 +742,18 @@ async def async_main(argv: Optional[List[str]] = None) -> None:
|
|
|
716
742
|
if args.ws_candles and args.no_websocket:
|
|
717
743
|
print("[ERROR] --ws-candles requires websocket market data; remove --no-websocket.")
|
|
718
744
|
sys.exit(1)
|
|
745
|
+
try:
|
|
746
|
+
validate_fib_config(args)
|
|
747
|
+
except ValueError as exc:
|
|
748
|
+
print(f"[ERROR] {exc}")
|
|
749
|
+
sys.exit(1)
|
|
750
|
+
if args.strategy == "fib_reversal":
|
|
751
|
+
if args.trend_interval not in INTERVAL_TO_MS or args.entry_interval not in INTERVAL_TO_MS:
|
|
752
|
+
print("[ERROR] Unsupported Fibonacci trend/entry interval.")
|
|
753
|
+
sys.exit(1)
|
|
754
|
+
if INTERVAL_TO_MS[args.entry_interval] >= INTERVAL_TO_MS[args.trend_interval]:
|
|
755
|
+
print("[ERROR] --entry-interval must be shorter than --trend-interval for fib_reversal.")
|
|
756
|
+
sys.exit(1)
|
|
719
757
|
if args.strategy == "reversal":
|
|
720
758
|
if args.trend_interval not in INTERVAL_TO_MS:
|
|
721
759
|
print(f"[ERROR] Unsupported --trend-interval {args.trend_interval!r}.")
|
|
@@ -858,6 +896,29 @@ async def async_main(argv: Optional[List[str]] = None) -> None:
|
|
|
858
896
|
risk_session_log=args.risk_session_log,
|
|
859
897
|
trend_interval=args.trend_interval,
|
|
860
898
|
entry_interval=args.entry_interval,
|
|
899
|
+
fib_entry_levels=args.fib_entry_levels,
|
|
900
|
+
fib_pivot_width=args.fib_pivot_width,
|
|
901
|
+
fib_impulse_lookback=args.fib_impulse_lookback,
|
|
902
|
+
fib_min_impulse_atr=args.fib_min_impulse_atr,
|
|
903
|
+
fib_min_impulse_bars=args.fib_min_impulse_bars,
|
|
904
|
+
fib_zone_atr=args.fib_zone_atr,
|
|
905
|
+
fib_invalidation_atr=args.fib_invalidation_atr,
|
|
906
|
+
fib_stop_atr_buffer=args.fib_stop_atr_buffer,
|
|
907
|
+
fib_max_entry_distance_atr=args.fib_max_entry_distance_atr,
|
|
908
|
+
fib_atr_period=args.fib_atr_period,
|
|
909
|
+
fib_macd_fast=args.fib_macd_fast,
|
|
910
|
+
fib_macd_slow=args.fib_macd_slow,
|
|
911
|
+
fib_macd_signal=args.fib_macd_signal,
|
|
912
|
+
fib_adx_period=args.fib_adx_period,
|
|
913
|
+
fib_min_adx=args.fib_min_adx,
|
|
914
|
+
fib_strong_adx=args.fib_strong_adx,
|
|
915
|
+
fib_roc_period=args.fib_roc_period,
|
|
916
|
+
fib_roc=args.fib_roc,
|
|
917
|
+
fib_trend_ema_fast=args.fib_trend_ema_fast,
|
|
918
|
+
fib_trend_ema_slow=args.fib_trend_ema_slow,
|
|
919
|
+
fib_confirm_timeout=args.fib_confirm_timeout,
|
|
920
|
+
fib_min_score=args.fib_min_score,
|
|
921
|
+
fib_min_rr=args.fib_min_rr,
|
|
861
922
|
reversal_ema_fast=args.reversal_ema_fast,
|
|
862
923
|
reversal_ema_confirm=args.reversal_ema_confirm,
|
|
863
924
|
reversal_ema_trend_fast=args.reversal_ema_trend_fast,
|
|
@@ -971,26 +1032,46 @@ async def async_main(argv: Optional[List[str]] = None) -> None:
|
|
|
971
1032
|
|
|
972
1033
|
|
|
973
1034
|
def main(argv: Optional[List[str]] = None) -> None:
|
|
974
|
-
|
|
975
|
-
|
|
976
|
-
|
|
977
|
-
asyncio.set_event_loop(
|
|
978
|
-
install_asyncio_exception_logging(
|
|
1035
|
+
from utils.simulated_logging import LoggedConsole
|
|
1036
|
+
def start():
|
|
1037
|
+
_loop = asyncio.new_event_loop()
|
|
1038
|
+
asyncio.set_event_loop(_loop)
|
|
1039
|
+
install_asyncio_exception_logging(_loop)
|
|
979
1040
|
print(f"[LOG] Writing runtime logs to {log_path}")
|
|
980
1041
|
print(f"[START] argv={argv if argv is not None else sys.argv[1:]}")
|
|
981
|
-
|
|
1042
|
+
_loop.run_until_complete(async_main(argv))
|
|
1043
|
+
|
|
1044
|
+
args = argv if argv is not None else sys.argv[1:]
|
|
1045
|
+
dry_run = "--dry-run" in args
|
|
1046
|
+
log_path = configure_runtime_logging(SIMULATED_LOG_FILE if dry_run else None)
|
|
1047
|
+
original_stdout, original_stderr = sys.stdout, sys.stderr
|
|
1048
|
+
restart = False
|
|
1049
|
+
if dry_run:
|
|
1050
|
+
sys.stdout = LoggedConsole(original_stdout)
|
|
1051
|
+
# sys.stderr = LoggedConsole(original_stderr)
|
|
1052
|
+
try:
|
|
1053
|
+
start()
|
|
982
1054
|
except KeyboardInterrupt:
|
|
983
1055
|
print("\n[!] Interrupted.")
|
|
984
|
-
except Exception:
|
|
985
|
-
logging.getLogger("hypertrader").exception("[FATAL] Unhandled main() exception
|
|
986
|
-
|
|
1056
|
+
except Exception as err:
|
|
1057
|
+
logging.getLogger("hypertrader").exception("[FATAL] Unhandled main() exception: %s" % err)
|
|
1058
|
+
restart = True
|
|
1059
|
+
|
|
1060
|
+
|
|
987
1061
|
finally:
|
|
1062
|
+
if dry_run:
|
|
1063
|
+
sys.stdout.flush()
|
|
1064
|
+
sys.stderr.flush()
|
|
1065
|
+
sys.stdout, sys.stderr = original_stdout, original_stderr
|
|
988
1066
|
try:
|
|
989
1067
|
loop = asyncio.get_event_loop()
|
|
990
1068
|
except RuntimeError:
|
|
991
1069
|
loop = None
|
|
992
1070
|
if loop is not None and not loop.is_closed():
|
|
993
1071
|
loop.close()
|
|
1072
|
+
if restart:
|
|
1073
|
+
print('[!] Restarting ... ')
|
|
1074
|
+
start()
|
|
994
1075
|
|
|
995
1076
|
|
|
996
1077
|
if __name__ == "__main__":
|