Feat: add late-momentum timing-gated strategy

lib/strategies/late-momentum.js

@@ -0,0 +1,71 @@
+import { BaseStrategy } from './base.js';
+
+/**
+ * Late Momentum Strategy
+ *
+ * Rules:
+ * - Only buys YES momentum
+ * - Requires YES price >= triggerPct (default 75)
+ * - Only allowed after first 5 minutes of market lifecycle
+ * - Default window: elapsed minute 5 through 15
+ */
+export class LateMomentumStrategy extends BaseStrategy {
+  constructor(config = {}) {
+    super('late-momentum', {
+      triggerPct: config.triggerPct || 75,
+      betSize: config.betSize || 2,
+      slippage: config.slippage || 3,
+      cooldownMs: config.cooldownMs || 20000,
+      marketDurationMin: config.marketDurationMin || 15,
+      minElapsedMin: config.minElapsedMin || 5,
+      maxElapsedMin: config.maxElapsedMin || 15,
+      ...config
+    });
+
+    this._lastTrade = {
+      paper: { time: 0, ticker: null },
+      live: { time: 0, ticker: null }
+    };
+  }
+
+  evaluate(state, caller = 'paper') {
+    if (!state || !this.enabled || !state.closeTime) return null;
+
+    const track = this._lastTrade[caller] || this._lastTrade.paper;
+    const now = Date.now();
+
+    if (now - track.time < this.config.cooldownMs) return null;
+    if (state.ticker === track.ticker) return null;
+
+    const closeTs = new Date(state.closeTime).getTime();
+    const timeLeftMs = closeTs - now;
+    if (!Number.isFinite(timeLeftMs) || timeLeftMs <= 0) return null;
+
+    const elapsedMin = (this.config.marketDurationMin * 60000 - timeLeftMs) / 60000;
+    if (!Number.isFinite(elapsedMin)) return null;
+
+    // Skip first 5 minutes; trade only in configured late window.
+    if (elapsedMin < this.config.minElapsedMin || elapsedMin > this.config.maxElapsedMin) return null;
+
+    const yesPct = Number(state.yesPct);
+    if (!Number.isFinite(yesPct)) return null;
+
+    if (yesPct >= this.config.triggerPct && yesPct < 99) {
+      const signal = {
+        strategy: this.name,
+        side: 'yes',
+        price: yesPct,
+        maxPrice: Math.min(yesPct + this.config.slippage, 95),
+        size: this.config.betSize,
+        reason: `Late momentum: t+${elapsedMin.toFixed(1)}m, YES @ ${yesPct}¢`,
+        ticker: state.ticker
+      };
+
+      track.time = now;
+      track.ticker = state.ticker;
+      return signal;
+    }
+
+    return null;
+  }
+}