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Delete lib/strategies/threshold.js
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@@ -1,68 +0,0 @@
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import { BaseStrategy } from './base.js';
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export class ThresholdStrategy extends BaseStrategy {
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constructor(config = {}) {
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super('threshold', {
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triggerPct: config.triggerPct || 65,
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betSize: config.betSize || 1,
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slippage: config.slippage || 3,
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cooldownMs: config.cooldownMs || 30000,
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...config
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});
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this._lastTrade = {
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paper: { time: 0, ticker: null },
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live: { time: 0, ticker: null }
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};
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}
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evaluate(state, caller = 'paper') {
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if (!state || !this.enabled) return null;
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const track = this._lastTrade[caller] || this._lastTrade.paper;
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const now = Date.now();
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if (now - track.time < this.config.cooldownMs) return null;
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if (state.ticker === track.ticker) return null;
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const { yesPct, noPct } = state;
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const trigger = this.config.triggerPct;
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let signal = null;
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if (yesPct >= trigger && noPct < 99) {
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signal = {
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strategy: this.name,
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side: 'no',
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price: noPct,
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maxPrice: Math.min(noPct + this.config.slippage, 95),
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size: this.config.betSize,
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reason: `Yes at ${yesPct}% (≥${trigger}%), contrarian No at ${noPct}¢`,
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ticker: state.ticker
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};
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} else if (noPct >= trigger && yesPct < 99) {
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signal = {
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strategy: this.name,
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side: 'yes',
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price: yesPct,
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maxPrice: Math.min(yesPct + this.config.slippage, 95),
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size: this.config.betSize,
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reason: `No at ${noPct}% (≥${trigger}%), contrarian Yes at ${yesPct}¢`,
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ticker: state.ticker
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};
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}
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if (signal) {
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track.time = now;
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track.ticker = state.ticker;
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}
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return signal;
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}
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toJSON() {
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return {
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...super.toJSON(),
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lastTradeTicker: this._lastTrade.live.ticker || this._lastTrade.paper.ticker
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};
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}
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}
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