hypertrader 0.1.9__tar.gz → 0.2.1__tar.gz

{hypertrader-0.1.9 → hypertrader-0.2.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hypertrader
-Version: 0.1.9
+Version: 0.2.1
 Summary: Async Hyperliquid trading helper built on the async SDK.
 Author: darkerego
 License: MIT
@@ -69,6 +69,7 @@ The canonical bot file in this repo is [`hypertrader.py`](/media/anon/developmen
 Install from pip: https://pypi.org/project/hypertrader
 
 <pre>
+pip install --upgrade pip setuptools wheel
 pip install hypertrader[auto] --upgrade
 </pre>
 
@@ -323,6 +324,7 @@ Key options:
 - `--scalp`
 - `--use-live-candle`
 - `--take-profit-pct`: override Bollinger-derived TP
+- `--take-profit-scale`: multiply target distances from entry (default `1.0`; `0.5` halves them)
 - `--min-take-profit-pct`
 - `--max-take-profit-pct`
 - `--stop-loss-pct`
@@ -363,6 +365,8 @@ Key options:
 
 `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`.
 
+`--take-profit-scale 0.5` moves each planned target halfway toward entry, for both longs and shorts: `new_target = entry + 0.5 * (target - entry)`. For example, an entry of 100 with targets 110, 120, and 130 becomes 105, 110, and 115. Scaling applies after strategy signal selection and before exchange price rounding, including Fibonacci targets and dry runs. Stops and allocation percentages stay the same. The multiplier must be finite and positive; `1.0` preserves the original distances.
+
 Fibonacci pullback strategy:
 
 ```bash
@@ -566,6 +570,24 @@ The websocket cache is used as the fast path for market data such as mids, best
 
 ## Logging
 
+Each new `auto` session (live or dry-run) creates a unique folder under `logs/sessions/` and prints its location. Restarting an unfinished session with the same account and trading settings automatically resumes that folder and appends to its journal. Use `--session-log-dir PATH` to choose another parent directory. Each folder contains:
+
+- `session.json`: the original CLI arguments, parsed CLI settings including defaults, and the arguments passed to the auto trader. Environment variables and exchange clients are not serialized.
+- `closed_trades.csv`: one row per completed position cycle, with UTC start/close times, direction, strategy, requested and filled sizes, size-weighted entry/exit prices, PnL, fees, and links to trade details. Rows are saved as trades complete; cancelled or failed tasks are not counted as closed trades.
+- A JSON file per trade with the signal snapshot and raw exchange fills. Missing fill/PnL data produces blank CSV values with an explanation in `pnl_status`. Live PnL subtracts fill fees but excludes funding; simulated PnL excludes fees, funding, and slippage. Start/close times describe the managed cycle, including entry attempts and closure detection.
+
+Atomic `.active-*.json` checkpoints in the parent directory retain session PnL and peaks, completed-trade counts, per-coin streaks and cooldown deadlines, pending trades, and Fibonacci impulses already traded. Live monitors restore saved hidden targets, order IDs, and trailing-stop state; interrupted entry attempts reconcile the existing position without submitting a new entry. Simulations restore entry price, remaining size, partial profits, and the next target. Completed results awaiting accounting are replayed without duplicating CSV rows.
+
+Keep the same session directory and trading settings when restarting after an error. Accounts, networks, strategies, settings, and live/dry-run modes have separate checkpoints; simultaneous processes cannot share one checkpoint. `--new-session` deliberately resets recovery state and starts a new journal. A session that exits normally after its configured trade or risk limit is complete, so the next invocation starts a new one. Recovery begins with sessions created by this version; older logs alone cannot restore open-trade state. Local stops and simulated fills only run while the bot is running, and resume from the last saved state using current market prices.
+
+Add `--trade-charts` to save an SVG price chart for each completed trade:
+
+```bash
+python3 hypertrader.py auto SOL --size 10 --dry-run --trade-charts
+```
+
+Charts plot candle prices across the trade with size-weighted entry/exit markers. The candle interval adapts to the trade duration, and the latest candle may be incomplete. Charts require no extra plotting packages. The CSV is written before chart generation; the per-trade JSON records chart success, failure, or interruption. `chart_file` is the intended relative path and may not exist if chart generation fails. Charting is off by default and adds no candle requests when disabled.
+
 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.
 
 Runtime logs for live runs are written to [`logs/hypertrader.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/hypertrader.log).

{hypertrader-0.1.9 → hypertrader-0.2.1}/README.md

@@ -38,6 +38,7 @@ The canonical bot file in this repo is [`hypertrader.py`](/media/anon/developmen
 Install from pip: https://pypi.org/project/hypertrader
 
 <pre>
+pip install --upgrade pip setuptools wheel
 pip install hypertrader[auto] --upgrade
 </pre>
 
@@ -292,6 +293,7 @@ Key options:
 - `--scalp`
 - `--use-live-candle`
 - `--take-profit-pct`: override Bollinger-derived TP
+- `--take-profit-scale`: multiply target distances from entry (default `1.0`; `0.5` halves them)
 - `--min-take-profit-pct`
 - `--max-take-profit-pct`
 - `--stop-loss-pct`
@@ -332,6 +334,8 @@ Key options:
 
 `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`.
 
+`--take-profit-scale 0.5` moves each planned target halfway toward entry, for both longs and shorts: `new_target = entry + 0.5 * (target - entry)`. For example, an entry of 100 with targets 110, 120, and 130 becomes 105, 110, and 115. Scaling applies after strategy signal selection and before exchange price rounding, including Fibonacci targets and dry runs. Stops and allocation percentages stay the same. The multiplier must be finite and positive; `1.0` preserves the original distances.
+
 Fibonacci pullback strategy:
 
 ```bash
@@ -535,6 +539,24 @@ The websocket cache is used as the fast path for market data such as mids, best
 
 ## Logging
 
+Each new `auto` session (live or dry-run) creates a unique folder under `logs/sessions/` and prints its location. Restarting an unfinished session with the same account and trading settings automatically resumes that folder and appends to its journal. Use `--session-log-dir PATH` to choose another parent directory. Each folder contains:
+
+- `session.json`: the original CLI arguments, parsed CLI settings including defaults, and the arguments passed to the auto trader. Environment variables and exchange clients are not serialized.
+- `closed_trades.csv`: one row per completed position cycle, with UTC start/close times, direction, strategy, requested and filled sizes, size-weighted entry/exit prices, PnL, fees, and links to trade details. Rows are saved as trades complete; cancelled or failed tasks are not counted as closed trades.
+- A JSON file per trade with the signal snapshot and raw exchange fills. Missing fill/PnL data produces blank CSV values with an explanation in `pnl_status`. Live PnL subtracts fill fees but excludes funding; simulated PnL excludes fees, funding, and slippage. Start/close times describe the managed cycle, including entry attempts and closure detection.
+
+Atomic `.active-*.json` checkpoints in the parent directory retain session PnL and peaks, completed-trade counts, per-coin streaks and cooldown deadlines, pending trades, and Fibonacci impulses already traded. Live monitors restore saved hidden targets, order IDs, and trailing-stop state; interrupted entry attempts reconcile the existing position without submitting a new entry. Simulations restore entry price, remaining size, partial profits, and the next target. Completed results awaiting accounting are replayed without duplicating CSV rows.
+
+Keep the same session directory and trading settings when restarting after an error. Accounts, networks, strategies, settings, and live/dry-run modes have separate checkpoints; simultaneous processes cannot share one checkpoint. `--new-session` deliberately resets recovery state and starts a new journal. A session that exits normally after its configured trade or risk limit is complete, so the next invocation starts a new one. Recovery begins with sessions created by this version; older logs alone cannot restore open-trade state. Local stops and simulated fills only run while the bot is running, and resume from the last saved state using current market prices.
+
+Add `--trade-charts` to save an SVG price chart for each completed trade:
+
+```bash
+python3 hypertrader.py auto SOL --size 10 --dry-run --trade-charts
+```
+
+Charts plot candle prices across the trade with size-weighted entry/exit markers. The candle interval adapts to the trade duration, and the latest candle may be incomplete. Charts require no extra plotting packages. The CSV is written before chart generation; the per-trade JSON records chart success, failure, or interruption. `chart_file` is the intended relative path and may not exist if chart generation fails. Charting is off by default and adds no candle requests when disabled.
+
 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.
 
 Runtime logs for live runs are written to [`logs/hypertrader.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/hypertrader.log).

{hypertrader-0.1.9 → hypertrader-0.2.1}/hypertrader.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hypertrader
-Version: 0.1.9
+Version: 0.2.1
 Summary: Async Hyperliquid trading helper built on the async SDK.
 Author: darkerego
 License: MIT
@@ -69,6 +69,7 @@ The canonical bot file in this repo is [`hypertrader.py`](/media/anon/developmen
 Install from pip: https://pypi.org/project/hypertrader
 
 <pre>
+pip install --upgrade pip setuptools wheel
 pip install hypertrader[auto] --upgrade
 </pre>
 
@@ -323,6 +324,7 @@ Key options:
 - `--scalp`
 - `--use-live-candle`
 - `--take-profit-pct`: override Bollinger-derived TP
+- `--take-profit-scale`: multiply target distances from entry (default `1.0`; `0.5` halves them)
 - `--min-take-profit-pct`
 - `--max-take-profit-pct`
 - `--stop-loss-pct`
@@ -363,6 +365,8 @@ Key options:
 
 `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`.
 
+`--take-profit-scale 0.5` moves each planned target halfway toward entry, for both longs and shorts: `new_target = entry + 0.5 * (target - entry)`. For example, an entry of 100 with targets 110, 120, and 130 becomes 105, 110, and 115. Scaling applies after strategy signal selection and before exchange price rounding, including Fibonacci targets and dry runs. Stops and allocation percentages stay the same. The multiplier must be finite and positive; `1.0` preserves the original distances.
+
 Fibonacci pullback strategy:
 
 ```bash
@@ -566,6 +570,24 @@ The websocket cache is used as the fast path for market data such as mids, best
 
 ## Logging
 
+Each new `auto` session (live or dry-run) creates a unique folder under `logs/sessions/` and prints its location. Restarting an unfinished session with the same account and trading settings automatically resumes that folder and appends to its journal. Use `--session-log-dir PATH` to choose another parent directory. Each folder contains:
+
+- `session.json`: the original CLI arguments, parsed CLI settings including defaults, and the arguments passed to the auto trader. Environment variables and exchange clients are not serialized.
+- `closed_trades.csv`: one row per completed position cycle, with UTC start/close times, direction, strategy, requested and filled sizes, size-weighted entry/exit prices, PnL, fees, and links to trade details. Rows are saved as trades complete; cancelled or failed tasks are not counted as closed trades.
+- A JSON file per trade with the signal snapshot and raw exchange fills. Missing fill/PnL data produces blank CSV values with an explanation in `pnl_status`. Live PnL subtracts fill fees but excludes funding; simulated PnL excludes fees, funding, and slippage. Start/close times describe the managed cycle, including entry attempts and closure detection.
+
+Atomic `.active-*.json` checkpoints in the parent directory retain session PnL and peaks, completed-trade counts, per-coin streaks and cooldown deadlines, pending trades, and Fibonacci impulses already traded. Live monitors restore saved hidden targets, order IDs, and trailing-stop state; interrupted entry attempts reconcile the existing position without submitting a new entry. Simulations restore entry price, remaining size, partial profits, and the next target. Completed results awaiting accounting are replayed without duplicating CSV rows.
+
+Keep the same session directory and trading settings when restarting after an error. Accounts, networks, strategies, settings, and live/dry-run modes have separate checkpoints; simultaneous processes cannot share one checkpoint. `--new-session` deliberately resets recovery state and starts a new journal. A session that exits normally after its configured trade or risk limit is complete, so the next invocation starts a new one. Recovery begins with sessions created by this version; older logs alone cannot restore open-trade state. Local stops and simulated fills only run while the bot is running, and resume from the last saved state using current market prices.
+
+Add `--trade-charts` to save an SVG price chart for each completed trade:
+
+```bash
+python3 hypertrader.py auto SOL --size 10 --dry-run --trade-charts
+```
+
+Charts plot candle prices across the trade with size-weighted entry/exit markers. The candle interval adapts to the trade duration, and the latest candle may be incomplete. Charts require no extra plotting packages. The CSV is written before chart generation; the per-trade JSON records chart success, failure, or interruption. `chart_file` is the intended relative path and may not exist if chart generation fails. Charting is off by default and adds no candle requests when disabled.
+
 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.
 
 Runtime logs for live runs are written to [`logs/hypertrader.log`](/media/anon/development/anon/PycharmProjects/hypertrader/logs/hypertrader.log).

{hypertrader-0.1.9 → hypertrader-0.2.1}/hypertrader.egg-info/SOURCES.txt

@@ -21,20 +21,27 @@ strategies/orderflow_models.py
 strategies/orderflow_pullback.py
 strategies/registry.py
 strategies/reversal.py
+tests/test_api_retry.py
 tests/test_async_hyperliquid.py
 tests/test_auto_dry_run.py
 tests/test_auto_strategy_registry.py
 tests/test_auto_trader_logging.py
+tests/test_cli_shutdown.py
 tests/test_fib_reversal_strategy.py
 tests/test_market_ids.py
 tests/test_orderflow_metrics.py
 tests/test_orderflow_pullback_lifecycle.py
 tests/test_reversal_strategy.py
+tests/test_session_recovery.py
 tests/test_simulated_logging.py
+tests/test_trade_journal.py
 tests/test_trailing_stop.py
 utils/constants.py
 utils/helpers.py
+utils/retry.py
+utils/session_state.py
 utils/simulated_logging.py
 utils/style.py
 utils/timer.py
+utils/trade_journal.py
 utils/worker.py

{hypertrader-0.1.9 → hypertrader-0.2.1}/hypertrader.py

@@ -300,6 +300,8 @@ def build_arg_parser() -> argparse.ArgumentParser:
                              help="Use the latest candle even if it may still be forming. Default uses last closed candle.")
     auto_parser.add_argument("--take-profit-pct", type=float, default=None,
                              help="Override Bollinger-derived TP fraction, e.g. 0.01 = 1pct.")
+    auto_parser.add_argument("--take-profit-scale", type=float, default=1.0,
+                             help="Multiply each target's distance from entry; 0.5 halves it. Default: 1.")
     auto_parser.add_argument("--min-take-profit-pct", type=float, default=0.002,
                              help="Minimum Bollinger-derived TP fraction. Default: 0.002.")
     auto_parser.add_argument("--max-take-profit-pct", type=float, default=0.03,
@@ -337,6 +339,12 @@ def build_arg_parser() -> argparse.ArgumentParser:
     auto_parser.add_argument("--keep-existing-tpsl", action="store_true",
                              help="Do not cancel existing reduce-only TP/SL orders before entry.")
     auto_parser.add_argument("--dry-run", action="store_true", help="Simulate positions using 10,000 cUSDC assumed collateral and log to logs/simulated.log.")
+    auto_parser.add_argument("--session-log-dir", default="logs/sessions",
+                             help="Parent directory for per-run settings and closed-trade CSV files. Default: logs/sessions.")
+    auto_parser.add_argument("--new-session", action="store_true",
+                             help="Start fresh instead of resuming the matching unfinished auto session.")
+    auto_parser.add_argument("--trade-charts", action="store_true",
+                             help="Save an SVG price chart when each auto position closes.")
     auto_parser.add_argument("--max-trades", type=int, default=0,
                              help="Maximum completed auto trades before exit. 0 means unlimited. Default: 0.")
     auto_parser.add_argument("--cooldown-after-trade", type=float, default=60.0,
@@ -877,6 +885,12 @@ async def async_main(argv: Optional[List[str]] = None) -> None:
             use_last_closed_candle=(not args.use_live_candle),
             use_sar_stop_on_shortest_interval=args.auto_sar_stop_on_shortest_interval,
             dry_run=args.dry_run,
+            session_log_dir=args.session_log_dir,
+            new_session=args.new_session,
+            take_profit_scale=args.take_profit_scale,
+            trade_charts=args.trade_charts,
+            session_argv=list(sys.argv[1:] if argv is None else argv),
+            session_cli_settings=vars(args).copy(),
             max_trades=args.max_trades,
             cooldown_after_trade=args.cooldown_after_trade,
             loop_after_trade=args.loop_after_trade,
@@ -1033,45 +1047,40 @@ async def async_main(argv: Optional[List[str]] = None) -> None:
 
 def main(argv: Optional[List[str]] = None) -> None:
     from utils.simulated_logging import LoggedConsole
-    def start():
-        _loop = asyncio.new_event_loop()
-        asyncio.set_event_loop(_loop)
-        install_asyncio_exception_logging(_loop)
+
+    async def start() -> None:
+        install_asyncio_exception_logging(asyncio.get_running_loop())
         print(f"[LOG] Writing runtime logs to {log_path}")
         print(f"[START] argv={argv if argv is not None else sys.argv[1:]}")
-        _loop.run_until_complete(async_main(argv))
+        await async_main(argv)
 
     args = argv if argv is not None else sys.argv[1:]
     dry_run = "--dry-run" in args
     log_path = configure_runtime_logging(SIMULATED_LOG_FILE if dry_run else None)
     original_stdout, original_stderr = sys.stdout, sys.stderr
-    restart = False
     if dry_run:
         sys.stdout = LoggedConsole(original_stdout)
         # sys.stderr = LoggedConsole(original_stderr)
     try:
-        start()
-    except KeyboardInterrupt:
-        print("\n[!] Interrupted.")
-    except Exception as err:
-        logging.getLogger("hypertrader").exception("[FATAL] Unhandled main() exception: %s" % err)
-        restart = True
-
-
+        # Give both the initial run and the single retry a complete lifecycle:
+        # cancellation, awaited cleanup, then event-loop shutdown.
+        for attempt in range(2):
+            try:
+                asyncio.run(start())
+                break
+            except KeyboardInterrupt:
+                print("\n[!] Interrupted.")
+                break
+            except Exception as err:
+                logging.getLogger("hypertrader").exception("[FATAL] Unhandled main() exception: %s", err)
+                if attempt == 1:
+                    raise
+                print('[!] Restarting ... ')
     finally:
         if dry_run:
             sys.stdout.flush()
             sys.stderr.flush()
             sys.stdout, sys.stderr = original_stdout, original_stderr
-        try:
-            loop = asyncio.get_event_loop()
-        except RuntimeError:
-            loop = None
-        if loop is not None and not loop.is_closed():
-            loop.close()
-        if restart:
-            print('[!] Restarting ... ')
-            start()
 
 
 if __name__ == "__main__":