trading_bot_v3/lib/simplified-risk-reward-learner.js

#!/usr/bin/env node

/**
 * Simplified Risk Reward Learning System
 * 
 * Uses existing AILearningData schema for R/R learning integration
 */

const { getDB } = require('./db');

class SimplifiedRiskRewardLearner {
  constructor() {
    this.setupHistory = [];
    this.patterns = {
      optimal_rr_ratios: {},
      market_condition_adjustments: {},
      symbol_specific_patterns: {}
    };
  }

  async log(message) {
    const timestamp = new Date().toISOString();
    console.log(`[${timestamp}] 🧠 RR Learner: ${message}`);
  }

  /**
   * Record a risk/reward setup for learning
   */
  async recordSetup(setupData) {
    try {
      const setup = {
        userId: 'system',
        analysisData: {
          type: 'RISK_REWARD_SETUP',
          entryPrice: setupData.entryPrice,
          stopLoss: setupData.stopLoss,
          takeProfit: setupData.takeProfit,
          riskRewardRatio: setupData.riskRewardRatio,
          confidence: setupData.confidence,
          marketConditions: setupData.marketConditions || {},
          reasoning: setupData.reasoning,
          timestamp: new Date().toISOString()
        },
        marketConditions: setupData.marketConditions || {},
        timeframe: setupData.timeframe || '1h',
        symbol: setupData.symbol || 'SOLUSD'
      };

      const prisma = await getDB();
      const record = await prisma.aILearningData.create({
        data: setup
      });

      await this.log(`📝 Recorded R/R setup ${record.id}: ${setupData.riskRewardRatio}:1 ratio`);
      this.setupHistory.push(setup);
      return record.id;

    } catch (error) {
      await this.log(`❌ Error recording R/R setup: ${error.message}`);
      return null;
    }
  }

  /**
   * Update setup outcome for learning
   */
  async updateSetupOutcome(setupId, outcomeData) {
    try {
      const prisma = await getDB();
      await prisma.aILearningData.update({
        where: { id: setupId },
        data: {
          outcome: outcomeData.outcome,
          actualPrice: outcomeData.finalPrice,
          feedbackData: {
            outcome: outcomeData.outcome,
            actualRR: outcomeData.actualRR,
            pnlPercent: outcomeData.pnlPercent,
            duration: outcomeData.duration,
            hitTarget: outcomeData.hitTarget,
            hitStopLoss: outcomeData.hitStopLoss,
            marketConditions: outcomeData.marketConditions
          },
          updatedAt: new Date()
        }
      });

      await this.log(`✅ Updated R/R setup ${setupId} with outcome: ${outcomeData.outcome}`);
    } catch (error) {
      await this.log(`❌ Error updating setup outcome: ${error.message}`);
    }
  }

  /**
   * Analyze historical setups for optimal R/R ratios
   */
  async analyzeOptimalRatios(symbol = 'SOLUSD', timeframe = '1h') {
    try {
      const prisma = await getDB();
      const setups = await prisma.aILearningData.findMany({
        where: {
          symbol,
          timeframe,
          analysisData: {
            string_contains: '"type":"RISK_REWARD_SETUP"'
          },
          outcome: {
            not: null
          }
        },
        orderBy: { createdAt: 'desc' },
        take: 100
      });

      if (setups.length === 0) {
        await this.log(`📊 No R/R setups found for ${symbol} ${timeframe}`);
        return {
          optimalRatio: 3.0,
          confidence: 0.5,
          sampleSize: 0
        };
      }

      // Analyze successful setups
      const successfulSetups = setups.filter(s => 
        s.outcome === 'PROFIT' || s.feedbackData?.hitTarget
      );

      const failedSetups = setups.filter(s => 
        s.outcome === 'LOSS' || s.feedbackData?.hitStopLoss
      );

      if (successfulSetups.length === 0) {
        await this.log(`📊 No successful setups found for analysis`);
        return {
          optimalRatio: 3.0,
          confidence: 0.3,
          sampleSize: setups.length
        };
      }

      // Calculate average successful R/R ratio
      const successfulRatios = successfulSetups
        .map(s => s.analysisData?.riskRewardRatio || 3.0)
        .filter(ratio => ratio > 0 && ratio < 20); // Filter outliers

      const avgSuccessfulRatio = successfulRatios.reduce((a, b) => a + b, 0) / successfulRatios.length;
      
      // Calculate win rate
      const winRate = successfulSetups.length / setups.length;
      
      // Adjust optimal ratio based on win rate
      let optimalRatio = avgSuccessfulRatio;
      if (winRate < 0.4) {
        optimalRatio = Math.max(avgSuccessfulRatio, 3.5); // Need higher R/R if win rate is low
      } else if (winRate > 0.7) {
        optimalRatio = Math.max(avgSuccessfulRatio * 0.8, 2.0); // Can use lower R/R if win rate is high
      }

      const confidence = Math.min(0.9, 0.3 + (setups.length * 0.01) + (winRate * 0.3));

      await this.log(`📊 Analyzed ${setups.length} setups. Win rate: ${Math.round(winRate * 100)}%, Optimal R/R: ${optimalRatio.toFixed(1)}:1`);

      return {
        optimalRatio: Number(optimalRatio.toFixed(1)),
        confidence,
        sampleSize: setups.length,
        winRate,
        avgSuccessfulRatio: Number(avgSuccessfulRatio.toFixed(1))
      };

    } catch (error) {
      await this.log(`❌ Error analyzing optimal ratios: ${error.message}`);
      return {
        optimalRatio: 3.0,
        confidence: 0.5,
        sampleSize: 0
      };
    }
  }

  /**
   * Generate smart R/R recommendation
   */
  async generateRRRecommendation(marketData) {
    try {
      const { symbol, timeframe, currentPrice, marketConditions } = marketData;
      
      const analysis = await this.analyzeOptimalRatios(symbol, timeframe);
      
      // Adjust based on market conditions
      let adjustedRatio = analysis.optimalRatio;
      
      if (marketConditions?.volatility === 'HIGH') {
        adjustedRatio *= 1.2; // Increase R/R in high volatility
      } else if (marketConditions?.volatility === 'LOW') {
        adjustedRatio *= 0.9; // Decrease R/R in low volatility
      }

      if (marketConditions?.trend === 'STRONG_BULLISH' || marketConditions?.trend === 'STRONG_BEARISH') {
        adjustedRatio *= 0.8; // Lower R/R in strong trends (higher probability)
      }

      // Suggest levels based on the ratio
      const defaultStopLossPercent = 2.0; // 2% default stop loss
      const takeProfitPercent = defaultStopLossPercent * adjustedRatio;

      await this.log(`🎯 R/R Recommendation: ${adjustedRatio.toFixed(1)}:1 ratio (${analysis.confidence * 100}% confidence)`);

      return {
        riskRewardRatio: Number(adjustedRatio.toFixed(1)),
        stopLossPercent: defaultStopLossPercent,
        takeProfitPercent: Number(takeProfitPercent.toFixed(1)),
        confidence: analysis.confidence,
        reasoning: `Based on ${analysis.sampleSize} historical setups with ${Math.round((analysis.winRate || 0.5) * 100)}% win rate`,
        marketAdjustment: adjustedRatio !== analysis.optimalRatio
      };

    } catch (error) {
      await this.log(`❌ Error generating R/R recommendation: ${error.message}`);
      return {
        riskRewardRatio: 3.0,
        stopLossPercent: 2.0,
        takeProfitPercent: 6.0,
        confidence: 0.5,
        reasoning: `Default R/R setup - learning system error: ${error.message}`,
        marketAdjustment: false
      };
    }
  }

  /**
   * Get learning status
   */
  async getLearningStatus() {
    try {
      const prisma = await getDB();
      const totalSetups = await prisma.aILearningData.count({
        where: {
          analysisData: {
            string_contains: '"type":"RISK_REWARD_SETUP"'
          }
        }
      });

      const recentSetups = await prisma.aILearningData.count({
        where: {
          analysisData: {
            string_contains: '"type":"RISK_REWARD_SETUP"'
          },
          createdAt: {
            gte: new Date(Date.now() - 24 * 60 * 60 * 1000)
          }
        }
      });

      return {
        totalSetups,
        recentSetups,
        patterns: this.patterns,
        isActive: totalSetups > 0
      };

    } catch (error) {
      await this.log(`❌ Error getting R/R learning status: ${error.message}`);
      return {
        totalSetups: 0,
        recentSetups: 0,
        patterns: this.patterns,
        isActive: false
      };
    }
  }
}

module.exports = SimplifiedRiskRewardLearner;