jesse 2.2.2__tar.gz → 2.3.1__tar.gz

{jesse-2.2.2/jesse.egg-info → jesse-2.3.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: jesse
-Version: 2.2.2
+Version: 2.3.1
 Summary: A trading framework for cryptocurrencies
 Home-page: https://jesse.trade
 Author: Saleh Mir

{jesse-2.2.2 → jesse-2.3.1}/jesse/enums/__init__.py

@@ -91,6 +91,8 @@ class exchanges:
     GATE_SPOT = 'Gate Spot'
     HYPERLIQUID_PERPETUAL = 'Hyperliquid Perpetual'
     HYPERLIQUID_PERPETUAL_TESTNET = 'Hyperliquid Perpetual Testnet'
+    LIGHTER_PERPETUAL = 'Lighter Perpetual'
+    LIGHTER_PERPETUAL_TESTNET = 'Lighter Perpetual Testnet'
 
 
 @dataclass

{jesse-2.2.2 → jesse-2.3.1}/jesse/info.py

@@ -30,6 +30,11 @@ DYDX_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_1
 HYPERLIQUID_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15,
                          timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_8, timeframes.HOUR_12, timeframes.DAY_1]
 
+# Lighter natively serves these candle resolutions: 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w.
+# We expose the ones Jesse supports as trading timeframes (1w is dropped).
+LIGHTER_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15,
+                      timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.HOUR_12, timeframes.DAY_1]
+
 exchange_info = {
     # BYBIT_USDT_PERPETUAL
     exchanges_enums.BYBIT_USDT_PERPETUAL: {
@@ -404,6 +409,39 @@ exchange_info = {
         },
         "required_live_plan": "free",
     },
+    # Lighter (ZK-rollup orderbook perp DEX, USDC-settled).
+    # backtesting is False: Lighter only serves a ~130-day rolling candle window, too
+    # shallow for meaningful backtests. The import driver is still registered so the live
+    # runtime can fetch warm-up candles.
+    exchanges_enums.LIGHTER_PERPETUAL: {
+        "name": exchanges_enums.LIGHTER_PERPETUAL,
+        "url": "https://lighter.xyz",
+        "fee": 0.0,  # Lighter currently charges 0 maker/taker fees on perps
+        "type": "futures",
+        # Lighter displays markets as BASE-USD (collateral is USDC, handled in the driver);
+        # omit settlement_currency so Jesse derives "USD" from the symbol, like Hyperliquid.
+        "supported_leverage_modes": ["cross", "isolated"],
+        "supported_timeframes": LIGHTER_TIMEFRAMES,
+        "modes": {
+            "backtesting": False,
+            "live_trading": True,
+        },
+        "required_live_plan": "premium",
+    },
+    exchanges_enums.LIGHTER_PERPETUAL_TESTNET: {
+        "name": exchanges_enums.LIGHTER_PERPETUAL_TESTNET,
+        "url": "https://testnet.app.lighter.xyz",
+        "fee": 0.0,
+        "type": "futures",
+        # markets display as BASE-USD; settlement_currency derived from the symbol (USD)
+        "supported_leverage_modes": ["cross", "isolated"],
+        "supported_timeframes": LIGHTER_TIMEFRAMES,
+        "modes": {
+            "backtesting": False,
+            "live_trading": True,
+        },
+        "required_live_plan": "free",
+    },
 }
 
 # list of supported exchanges for backtesting

{jesse-2.2.2 → jesse-2.3.1}/jesse/mcp/agent_rules.md

@@ -51,16 +51,18 @@ Jesse provides comprehensive documentation through MCP resources.
 Key resources include:
 
 - jesse://strategy - Strategy structure and required methods and How strategies execute candle-by-candle
+- jesse://strategy_examples - Library of complete, worked example strategies (full, runnable references)
 - jesse://indicator - Step-by-step guide for discovering and using indicators and Essential indicators and candle data access
 - jesse://position_risk - Position sizing utilities and formulas and Risk management patterns and exit strategies
 - jesse://utilities - Helper functions for calculations and analysis
-- jesse://backtest-management - Backtest creation, configuration, workflow and common strategy development pitfalls and solutions
+- jesse://backtest_management - Backtest creation, configuration, workflow and common strategy development pitfalls and solutions
+- jesse://backtest_metrics - Backtest result metrics reference and interpretation
 - jesse://candle - Data import and candle data management
 - jesse://configuration - System configuration and exchange settings
 - jesse://significance_test - Rule Significance Testing workflow, tool reference, and result interpretation
 - jesse://monte_carlo - Monte Carlo simulation workflow, summary metrics interpretation, and tool reference
 
-**CRITICAL**: Always consult `jesse://backtest-management` first when encountering strategy creation or backtesting errors. This resource contains solutions to the most common problems encountered during development.
+**CRITICAL**: Always consult `jesse://backtest_management` first when encountering strategy creation or backtesting errors. This resource contains solutions to the most common problems encountered during development.
 
 
 
@@ -89,6 +91,24 @@ Indicators & Utilities:
 - Consult MCP resources for available options and usage patterns. fetch only the required snippet.
 
 
+=== STRATEGY CODING RULES ===
+
+High-signal Jesse strategy-authoring gotchas (full detail in jesse://strategy):
+
+- Smart orders auto-select type: set `self.buy`/`self.sell = qty, price` and Jesse picks the order type from price vs current price — equal/near current = MARKET; for a BUY, price below current = LIMIT, price above = STOP (mirror for SELL: above = LIMIT, below = STOP). Never hand-pick market/limit/stop.
+- Read the current stop with `self.average_stop_loss`, never `self.stop_loss[1]`. After formatting, `self.stop_loss` is a 2D array `[[qty, price], ...]`, so `[1]` is the second order row (often IndexError), not a price.
+- There is NO `self.trailing_stop` attribute. Implement trailing stops by reassigning `self.stop_loss = self.position.qty, <new_price>` inside `update_position()` (e.g. `min(self.average_stop_loss, self.ema)` for longs).
+- Lookahead bias is handled internally — do NOT shift to a previous candle's indicator value. The current (closed) candle's close is not future data, even on larger timeframes.
+- Default the indicator source to closing price and do NOT pass optional params: unless the user asks, omit `period`/`source` so each indicator uses its defaults (closing price is already the default source).
+- Do NOT write filter functions unless explicitly asked — use plain `if` conditions inside `go_long`/`go_short`.
+- `self.position.qty` is 0 / unavailable inside `go_long`/`go_short` (position isn't open yet). It's only meaningful from `on_open_position` onward.
+- Inside `on_open_position`, check `self.is_long` / `self.is_short` before setting `self.stop_loss` / `self.take_profit`.
+- On **spot**, shorting is unsupported: `should_short()` must return `False`, leverage is always `1`, and `stop_loss`/`take_profit` must be set in `on_open_position()` (not `go_long()`).
+- Size from `self.available_margin` (or balance/capital), price, and `self.fee_rate` via sizing utilities (`size_to_qty`, `risk_to_qty`) — never hardcode a fixed quantity.
+
+For full structure, lifecycle, and complete runnable examples see jesse://strategy and jesse://strategy_examples.
+
+
 === STRATEGY DEVELOPMENT ===
 
 Improvement Workflow:
@@ -286,7 +306,7 @@ Backtest Resume Rule (MCP reconnect-safe):
 - If failed due to missing candles, import the missing data (with warmup buffer), then rerun from updated draft/session settings.
 - Avoid duplicate concurrent runs for the same exchange-symbol-strategy-timeframe and date range.
 
-Reference: See `jesse://backtest-management` resource for detailed tool documentation, examples, and advanced usage patterns.
+Reference: See `jesse://backtest_management` resource for detailed tool documentation, examples, and advanced usage patterns.
 
 === RULE SIGNIFICANCE TESTING (ENTRY SIGNAL VALIDATION) ===
 

{jesse-2.2.2 → jesse-2.3.1}/jesse/mcp/resources/backtest_management.md

@@ -325,9 +325,9 @@ draft2 = create_backtest_draft(
 
 **Error**: `Strategy.get_candles() missing required positional argument`
 
-**Cause**: Attempting to access multi-timeframe data within a single strategy.
+**Cause**: Calling `self.get_candles()` with too few arguments — it requires all three: `exchange`, `symbol`, and `timeframe`.
 
-**Solution**: Jesse strategies run on one timeframe. Use separate backtests for multi-timeframe analysis.
+**Solution**: Multi-timeframe access within a single strategy IS supported. Call `self.get_candles(self.exchange, self.symbol, '4h')` with all three arguments (Jesse handles lookahead across timeframes internally). See the Multi-Timeframe section of `jesse://strategy`.
 
 ### Configuration Loading Error
 
@@ -408,26 +408,23 @@ strategy development for backtesting, based on real development experiences.
 
 === 1. Multi-Timeframe Data Access ===
 
-PROBLEM: Attempting to access higher timeframe data within strategy logic
+PROBLEM: `self.get_candles()` raises "missing required positional argument"
 ```
-# WRONG - This doesn't work as expected
+# WRONG - get_candles needs exchange, symbol AND timeframe
 candles_4h = self.get_candles('4h')
-candles_1h = self.get_candles('1h')
 ```
 
-SOLUTION: Jesse strategies run on a single timeframe. For multi-timeframe strategies:
-- Create separate backtests for each timeframe
-- Use the primary timeframe for execution
-- Access indicators from the strategy's assigned timeframe only
-
-CORRECT APPROACH: Run separate backtests for different timeframes
+SOLUTION: Multi-timeframe access within ONE strategy is fully supported. Call
+self.get_candles(exchange, symbol, timeframe) with all three arguments — Jesse
+handles lookahead bias across timeframes internally, so a higher-timeframe
+candle's close is never future data.
 ```
-# Backtest 1: 4h timeframe strategy
-{"exchange": "Binance Spot", "strategy": "MyStrategy", "symbol": "BTC-USDT", "timeframe": "4h"}
-
-# Backtest 2: 1h timeframe strategy
-{"exchange": "Binance Spot", "strategy": "MyStrategy", "symbol": "BTC-USDT", "timeframe": "1h"}
+# CORRECT - read a higher timeframe inside the same strategy
+candles_4h = self.get_candles(self.exchange, self.symbol, '4h')
+trend_ema = ta.ema(candles_4h, 50)
 ```
+Typically expose it as a @property (e.g. candles_4h). See the Multi-Timeframe
+section of jesse://strategy for the canonical pattern.
 
 === 2. Balance vs Capital Confusion ===
 
@@ -598,7 +595,7 @@ When encountering errors:
 → Use update_position() for spot trading exits
 
 "Strategy.get_candles() missing required positional argument"
-→ Strategies work on single timeframe; use separate backtests for multi-timeframe
+→ get_candles needs all three args: self.get_candles(self.exchange, self.symbol, '4h'). Multi-timeframe within one strategy is supported (see jesse://strategy).
 
 "'Strategy' object has no attribute 'capital'"
 → Use self.balance instead of self.capital

{jesse-2.2.2 → jesse-2.3.1}/jesse/mcp/resources/candle.md

@@ -16,7 +16,7 @@ for a given route, timeframe, and date range.
 
 Correct flow:
 
-1. Run the backtest (see `jesse://backtest-management`).
+1. Run the backtest (see `jesse://backtest_management`).
 2. If — and only if — it fails with a missing-candle error, call
    `import_candles()` starting ~2 months before the user's `start_date`.
 3. Poll `get_candle_import_status(import_id)` until `"finished"`, then

{jesse-2.2.2 → jesse-2.3.1}/jesse/mcp/resources/indicator.md

@@ -106,7 +106,7 @@ Jesse Indicator Reference
     ### Volatility & Channels
     ```python
     ta.atr(self.candles, period=14)       # Average True Range
-    ta.bollinger_bands(self.candles)       # Bollinger Bands (upper, middle, lower)
+    ta.bollinger_bands(self.candles)       # Bollinger Bands (upperband, middleband, lowerband)
     ta.keltner(self.candles)              # Keltner Channels
     ta.donchian(self.candles)             # Donchian Channels
     ```
@@ -321,13 +321,13 @@ if macd_result.hist > 0 and macd_result.macd > macd_result.signal:
 ### Example: Bollinger Bands (returns namedtuple)
 ```python
 # From get_indicator_details("bollinger_bands"):
-# signature: (candles, period=20, devup=2.0, devdn=2.0) -> BollingerBands(upper, middle, lower)
+# signature: (candles, period=20, devup=2.0, devdn=2.0) -> BollingerBands(upperband, middleband, lowerband)
 
 bb = ta.bollinger_bands(self.candles)
-# Returns: BollingerBands(upper=..., middle=..., lower=...)
+# Returns: BollingerBands(upperband=..., middleband=..., lowerband=...)
 
 price = self.close
-if price <= bb.lower:
+if price <= bb.lowerband:
     # Price touched lower band
     return True
 ```