trading_bot_v3/lib/enhanced-anti-chasing-ai.ts

import OpenAI from 'openai'
import fs from 'fs/promises'
import path from 'path'

const openai = new OpenAI({
  apiKey: process.env.OPENAI_API_KEY,
})

export interface EnhancedAnalysisResult {
  summary: string
  marketSentiment: 'BULLISH' | 'BEARISH' | 'NEUTRAL'
  keyLevels: {
    support: number[]
    resistance: number[]
  }
  recommendation: 'BUY' | 'SELL' | 'HOLD'
  confidence: number // 0-100
  reasoning: string
  
  // Enhanced Anti-Chasing Analysis
  momentumStatus: {
    type: 'BUILDING' | 'EXHAUSTED' | 'NEUTRAL'
    direction: 'UP' | 'DOWN' | 'SIDEWAYS'
    exhaustionSignals: string[]
    reversalProbability: number // 0-100
  }
  
  // Multi-Timeframe Validation
  timeframeAlignment: {
    trend: '4H' | '1H' | '15M' // Primary trend timeframe
    alignment: 'STRONG' | 'WEAK' | 'CONFLICTED'
    conflictWarnings: string[]
  }
  
  // Enhanced Entry Conditions
  entryQuality: {
    score: number // 0-100
    requiredConfirmations: string[]
    missingConfirmations: string[]
    riskLevel: 'LOW' | 'MEDIUM' | 'HIGH' | 'EXTREME'
  }
  
  // Risk-Adjusted Trading Levels
  entry?: {
    price: number
    buffer?: string
    rationale: string
    timeframeRisk: 'LOW' | 'MEDIUM' | 'HIGH'
  }
  stopLoss?: {
    price: number
    rationale: string
    atrMultiple: number // ATR-based stop calculation
  }
  takeProfits?: {
    tp1?: { 
      price: number
      description: string
      probabilityReach: number // 0-100
    }
    tp2?: { 
      price: number
      description: string
      probabilityReach: number // 0-100
    }
  }
  riskToReward?: string
  
  // Advanced Confirmations
  confirmationTrigger?: string
  invalidationLevel?: number
  
  // Position Sizing Guidance
  positionSizing?: {
    riskPercentage: number // Recommended risk per trade
    maxPositionSize: number // Maximum recommended position
    volatilityAdjustment: number // Adjustment for current volatility
  }
}

export class EnhancedAntiChasingAI {
  
  async analyzeWithAntiChasing(filenameOrPath: string): Promise<EnhancedAnalysisResult | null> {
    try {
      let imagePath: string
      
      if (path.isAbsolute(filenameOrPath)) {
        imagePath = filenameOrPath
      } else {
        const screenshotsDir = path.join(process.cwd(), 'screenshots')
        imagePath = path.join(screenshotsDir, filenameOrPath)
      }
      
      const imageBuffer = await fs.readFile(imagePath)
      const base64Image = imageBuffer.toString('base64')
      
      const prompt = `You are an expert trading analyst specializing in ANTI-MOMENTUM CHASING and HIGH-PROBABILITY setups. Your goal is to prevent losses from entering trades after momentum has exhausted.

**CRITICAL MISSION: PREVENT MOMENTUM CHASING LOSSES**

Your analysis must focus on:
1. **MOMENTUM EXHAUSTION DETECTION** - Identify when moves are ENDING, not beginning
2. **MULTI-TIMEFRAME VALIDATION** - Ensure all timeframes agree before entry
3. **HIGH-PROBABILITY REVERSALS** - Only recommend trades with strong reversal signals
4. **RISK-ADJUSTED ENTRIES** - Match position size to timeframe risk

**ANTI-CHASING METHODOLOGY:**

**MOMENTUM EXHAUSTION SIGNALS:**
- **RSI DIVERGENCE**: Price making new highs/lows but RSI showing divergence
- **VOLUME EXHAUSTION**: Decreasing volume on continued price movement
- **CANDLE PATTERNS**: Doji, shooting stars, hammers at key levels
- **MULTIPLE REJECTIONS**: 2+ rejections at support/resistance
- **OVEREXTENSION**: Price far from moving averages (>2 ATR)

**TIMEFRAME RISK ASSESSMENT:**
- **15M Charts**: HIGH RISK - Require 85%+ confidence, tight stops
- **1H Charts**: MEDIUM RISK - Require 80%+ confidence, moderate stops  
- **4H Charts**: LOW RISK - Require 75%+ confidence, wider stops
- **Daily Charts**: LOWEST RISK - Require 70%+ confidence, structural stops

**ENTRY QUALITY CHECKLIST:**
✅ **Momentum Exhausted**: Not chasing active moves
✅ **Multiple Confirmations**: 3+ indicators agree
✅ **Structure Support**: Near key support/resistance
✅ **Volume Confirmation**: Volume supports the setup
✅ **Risk/Reward**: Minimum 1:2 ratio
✅ **Invalidation Clear**: Know exactly when wrong

**FORBIDDEN SETUPS (NEVER RECOMMEND):**
❌ **Chasing Breakouts**: Price already moved >2% rapidly
❌ **FOMO Entries**: Strong moves without pullbacks
❌ **Single Indicator**: Only one confirmation signal
❌ **Against Trend**: Counter-trend without clear reversal
❌ **Poor R:R**: Risk/Reward worse than 1:2
❌ **Unclear Stops**: No obvious stop loss level

**ANALYSIS PROCESS:**

1. **IDENTIFY MOMENTUM STATE**:
   - Is momentum BUILDING (early in move) or EXHAUSTED (late in move)?
   - Look for divergences, volume patterns, overextension

2. **CHECK TIMEFRAME ALIGNMENT**:
   - Do multiple timeframes agree on direction?
   - Is this the right timeframe for this setup?

3. **VALIDATE ENTRY QUALITY**:
   - Count confirmation signals (need 3+ for entry)
   - Assess risk level and position sizing needs

4. **CALCULATE RISK-ADJUSTED LEVELS**:
   - Entry: Based on structure and confirmation
   - Stop Loss: ATR-based, below/above key structure
   - Take Profit: Conservative targets with high probability

**RESPONSE FORMAT** (JSON only):

{
  "summary": "Anti-chasing analysis focusing on momentum exhaustion and high-probability setups",
  "marketSentiment": "BULLISH|BEARISH|NEUTRAL",
  "keyLevels": { 
    "support": [visible support levels], 
    "resistance": [visible resistance levels] 
  },
  "recommendation": "BUY|SELL|HOLD",
  "confidence": 75,
  "reasoning": "Detailed reasoning focusing on momentum state and entry quality",
  
  "momentumStatus": {
    "type": "BUILDING|EXHAUSTED|NEUTRAL",
    "direction": "UP|DOWN|SIDEWAYS", 
    "exhaustionSignals": ["List specific exhaustion signals seen"],
    "reversalProbability": 65
  },
  
  "timeframeAlignment": {
    "trend": "4H|1H|15M",
    "alignment": "STRONG|WEAK|CONFLICTED",
    "conflictWarnings": ["Any timeframe conflicts"]
  },
  
  "entryQuality": {
    "score": 85,
    "requiredConfirmations": ["List of confirmations present"],
    "missingConfirmations": ["List of missing confirmations"],
    "riskLevel": "LOW|MEDIUM|HIGH|EXTREME"
  },
  
  "entry": {
    "price": 150.50,
    "buffer": "±0.25",
    "rationale": "Entry based on exhaustion signals and structure",
    "timeframeRisk": "LOW|MEDIUM|HIGH"
  },
  
  "stopLoss": {
    "price": 148.00,
    "rationale": "Stop below key structure level",
    "atrMultiple": 1.5
  },
  
  "takeProfits": {
    "tp1": { 
      "price": 152.00, 
      "description": "Conservative target at structure",
      "probabilityReach": 75
    },
    "tp2": { 
      "price": 154.00, 
      "description": "Extended target if momentum continues",
      "probabilityReach": 45
    }
  },
  
  "riskToReward": "1:2.5",
  "confirmationTrigger": "Wait for specific confirmation before entry",
  "invalidationLevel": 149.00,
  
  "positionSizing": {
    "riskPercentage": 1.0,
    "maxPositionSize": 10,
    "volatilityAdjustment": 0.8
  }
}

**CRITICAL REQUIREMENTS:**
- If momentum appears to be chasing, recommend HOLD regardless of other signals
- Require minimum 3 confirmations for any BUY/SELL recommendation
- Always provide clear invalidation levels
- Match position sizing to timeframe risk
- Focus on HIGH-PROBABILITY setups only

Analyze the chart with EXTREME FOCUS on preventing momentum chasing losses.`

      const response = await openai.chat.completions.create({
        model: "gpt-4o-mini",
        messages: [
          {
            role: "user",
            content: [
              { type: "text", text: prompt },
              { 
                type: "image_url", 
                image_url: { 
                  url: `data:image/png;base64,${base64Image}`,
                  detail: "high"
                } 
              }
            ]
          }
        ],
        max_tokens: 2000,
        temperature: 0.1
      })
      
      const content = response.choices[0]?.message?.content
      if (!content) return null
      
      console.log('🛡️ Anti-chasing AI response:', content.substring(0, 200) + '...')
      
      // Extract JSON from response
      const match = content.match(/\{[\s\S]*\}/)
      if (!match) {
        console.error('No JSON found in anti-chasing response')
        return null
      }
      
      const json = match[0]
      const result = JSON.parse(json)
      
      // Validate anti-chasing requirements
      if (result.entryQuality?.score < 70) {
        console.log('⚠️ Entry quality too low - overriding to HOLD')
        result.recommendation = 'HOLD'
        result.reasoning = `Entry quality score ${result.entryQuality.score} is below minimum threshold. ${result.reasoning}`
      }
      
      if (result.momentumStatus?.type === 'EXHAUSTED' && result.confidence > 80) {
        console.log('✅ High-quality exhaustion setup detected')
      } else if (result.momentumStatus?.type === 'BUILDING') {
        console.log('⚠️ Potential momentum chasing detected - increasing requirements')
        result.confidence = Math.max(0, result.confidence - 20)
      }
      
      return result as EnhancedAnalysisResult

    } catch (error) {
      console.error('❌ Enhanced anti-chasing analysis failed:', error)
      return null
    }
  }

  async analyzeMultipleWithAntiChasing(filenamesOrPaths: string[]): Promise<EnhancedAnalysisResult | null> {
    try {
      // Read all image files and convert to base64
      const images = await Promise.all(
        filenamesOrPaths.map(async (filenameOrPath) => {
          let imagePath: string
          
          if (path.isAbsolute(filenameOrPath)) {
            imagePath = filenameOrPath
          } else {
            const screenshotsDir = path.join(process.cwd(), 'screenshots')
            imagePath = path.join(screenshotsDir, filenameOrPath)
          }
          
          const imageBuffer = await fs.readFile(imagePath)
          const base64Image = imageBuffer.toString('base64')
          return {
            type: "image_url" as const,
            image_url: {
              url: `data:image/png;base64,${base64Image}`,
              detail: "high" as const
            }
          }
        })
      )

      const timeframeInfo = filenamesOrPaths.map(f => {
        const filename = path.basename(f)
        if (filename.includes('240')) return '4H'
        if (filename.includes('60')) return '1H'
        if (filename.includes('15')) return '15M'
        return 'Unknown'
      }).join(', ')

      const prompt = `You are analyzing ${filenamesOrPaths.length} charts (${timeframeInfo}) with ANTI-MOMENTUM CHASING focus.

**MISSION: PREVENT MOMENTUM CHASING ACROSS MULTIPLE TIMEFRAMES**

**MULTI-TIMEFRAME ANTI-CHASING RULES:**

1. **TIMEFRAME HIERARCHY**:
   - 4H: Primary trend direction (most important)
   - 1H: Entry confirmation and timing
   - 15M: Precise entry point and quick confirmations

2. **ALIGNMENT REQUIREMENTS**:
   - ALL timeframes must agree on direction for entry
   - Higher timeframes override lower timeframes
   - If conflict exists, recommend HOLD

3. **MOMENTUM EXHAUSTION VALIDATION**:
   - Check each timeframe for exhaustion signals
   - Look for divergences across timeframes
   - Ensure not chasing moves on any timeframe

4. **MULTI-TIMEFRAME CONFIRMATION**:
   - Need confirmation on AT LEAST 2 timeframes
   - Higher timeframe structure + lower timeframe entry
   - Volume confirmation across timeframes

**ANALYSIS REQUIREMENTS:**

For each timeframe:
- Identify momentum state (building/exhausted/neutral)
- Check for exhaustion signals and reversals
- Validate entry quality and confirmations
- Assess risk level for that timeframe

Cross-timeframe validation:
- Ensure no conflicts between timeframes
- Confirm entry timing on appropriate timeframe
- Validate stop loss placement across timeframes

**FORBIDDEN MULTI-TIMEFRAME SETUPS:**
❌ Timeframes pointing in different directions
❌ Chasing momentum on any timeframe
❌ Entry without multi-timeframe confirmation
❌ Risk/reward not suitable for highest timeframe

Provide comprehensive multi-timeframe anti-chasing analysis in the same JSON format, with additional focus on timeframe alignment and cross-validation.`

      const messages = [
        {
          role: "user" as const,
          content: [
            { type: "text" as const, text: prompt },
            ...images
          ]
        }
      ]

      console.log(`🛡️ Analyzing ${filenamesOrPaths.length} timeframes with anti-chasing focus...`)
      
      const response = await openai.chat.completions.create({
        model: "gpt-4o-mini",
        messages,
        max_tokens: 2500,
        temperature: 0.1
      })

      const content = response.choices[0]?.message?.content
      if (!content) {
        throw new Error('No response from OpenAI')
      }

      const jsonMatch = content.match(/\{[\s\S]*\}/)
      if (!jsonMatch) {
        throw new Error('No JSON found in multi-timeframe response')
      }

      const analysis = JSON.parse(jsonMatch[0])
      
      // Enhanced validation for multi-timeframe
      if (analysis.timeframeAlignment?.alignment === 'CONFLICTED') {
        console.log('⚠️ Timeframe conflict detected - overriding to HOLD')
        analysis.recommendation = 'HOLD'
        analysis.confidence = Math.min(analysis.confidence, 40)
      }
      
      console.log('✅ Multi-timeframe anti-chasing analysis complete')
      return analysis as EnhancedAnalysisResult

    } catch (error: any) {
      console.error('❌ Multi-timeframe anti-chasing analysis failed:', error.message)
      return null
    }
  }
}

export const enhancedAntiChasingAI = new EnhancedAntiChasingAI()