Commit Graph

16 Commits

Author SHA1 Message Date
Jon
7b1a20c768 Poll for market open instead of single long setTimeout
macOS sleep suspends the Docker VM, causing long setTimeout calls to
never fire. Replace the one-shot wait with a polling loop that checks
getClock every 30s (capped to time-until-open), so the bot resumes
promptly after the host wakes.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-11 11:02:49 -07:00
Jon
06deefe011 Add tests for backtest-client getAssets and createOrder unknown symbol
Covers the two remaining uncovered lines: getAssets returning all
symbols from bar data, and createOrder throwing on unknown symbols.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 19:56:00 -07:00
Jon
e8b05c7870 Move error handling inside main loop to survive bad cycles
A failed trading cycle (e.g. sell rejected after close) previously
propagated to the top-level .catch() and process.exit(0), killing
the container permanently. Now errors are caught per-iteration so
the bot sleeps and retries on the next cycle.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 19:49:23 -07:00
Jon
23e5437402 Cap strategy hold time to 2 min before market close
Prevents sell orders from being rejected after market close by fetching
the market clock after entry and capping the hold deadline to next_close
minus a 2-minute buffer.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 15:37:19 -07:00
Jon
4f1e745534 Add backtesting entry point for offline strategy testing
Introduces a BacktestClient that replays historical 1-min bars against the
existing strategy code, plus a CLI entry point (npm run backtest) that fetches
bars from Alpaca and runs the bot over a date range. Makes wait() pluggable
so the backtest resolves delays instantly while advancing simulated time.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 00:59:22 -07:00
Jon
188a1dc8b0 Add granular logging across all source files
Introduce logger infrastructure and add structured logging to every layer:
alpaca.ts (buy/sell/quote/clock), momentum-indicator.ts (evaluate flow),
momentum-strategy.ts (poll loop), index.ts (startup/cycle), and trading.ts
(market timing). Replace raw console.log calls with leveled logger. Update
all tests with appropriate console spies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-09 17:00:15 -07:00
Jon
075572a01c Remove executor, add buy/sell to Alpaca, move capital allocation to Bot
Replace the Executor logging placeholder with real buy/sell methods on
the Alpaca class that place market orders via createOrder and return the
fill price. Strategies now receive their capital amount directly and
place orders themselves. Bot accepts StrategyAllocation[] to decouple
capital allocation from strategy definition.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-04 11:05:21 -07:00
Jon
e32e30af47 update our alpaca calls to be separate bid and ask 2026-02-03 13:58:42 -07:00
Jon
bf345243fd Add momentum strategy with QQQ-based TQQQ/SQQQ trading
Implements MomentumIndicator (samples QQQ direction) and
MomentumStrategy (buys TQQQ on up, SQQQ on down, exits at
+1% target or 1hr timeout). Wired into Bot via index.ts.
Also fixes vitest config to exclude dist/ from test discovery.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-01 17:47:20 -07:00
Jon
ecdffab950 Add bot orchestrator, wire up index.ts, remove old runDay
Bot validates strategy capital allocations, waits for market open,
runs all strategies concurrently, and passes signals to the executor.
The main loop in index.ts now delegates to Bot.runDay().

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 14:09:30 -07:00
Jon
d0d3d7254a Add executor with logging placeholder and tests
The Executor receives strategy signals and calculates dollar amounts
from capital allocations. Currently logs intended trades rather than
placing real orders.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 14:06:46 -07:00
Jon
345ff933ec Add indicator and strategy interfaces
Introduce the typed interfaces that form the foundation of the
strategy framework: Indicator<T> for market analysis and Strategy
with Signal types for trading decisions.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 14:05:41 -07:00
Jon
5e06c06987 Refactor for TDD workflow with Vitest and ESLint
- Move API keys from hardcoded values to .env via dotenv
- Extract business logic into src/trading.ts with dependency injection
- Add typed AlpacaClient interface, replace `any` on Alpaca class
- Add Vitest test suites for trading logic and Alpaca wrapper (14 tests)
- Set up ESLint with @typescript-eslint for linting
- Fix getAsset to pass symbol string directly to SDK
- Fix typo (alpacha -> alpaca), remove unused ws/node-fetch deps
- Update .gitignore for node_modules and .env

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 13:49:31 -07:00
Jon
3e582af8ff add dockerfile 2025-02-11 00:23:36 -07:00
Jon
fe60f014aa just print if the first minute is up or down 2025-02-11 00:00:04 -07:00
Jon
04d1202acb added files 2025-02-10 23:21:27 -07:00