trading_bot_v3/test-ai-dca-simple.js

/**
 * Simple DCA Test - Direct Implementation
 * Tests DCA logic without TypeScript compilation issues
 */

// Simplified DCA analysis logic (extracted from TypeScript version)
function analyzeDCAOpportunity(params) {
  const { currentPosition, accountStatus, marketData, maxLeverageAllowed } = params

  console.log('🔄 AI DCA Analysis:', {
    position: `${currentPosition.side} ${currentPosition.size} @ $${currentPosition.entryPrice}`,
    currentPrice: `$${marketData.price}`,
    pnl: `$${currentPosition.unrealizedPnl.toFixed(2)}`,
    availableBalance: `$${accountStatus.availableBalance.toFixed(2)}`
  })

  // Step 1: Analyze reversal potential
  const reversalAnalysis = analyzeReversalPotential(currentPosition, marketData)
  
  if (!reversalAnalysis.hasReversalPotential) {
    return {
      shouldDCA: false,
      dcaAmount: 0,
      newAveragePrice: currentPosition.entryPrice,
      newStopLoss: currentPosition.stopLoss,
      newTakeProfit: currentPosition.takeProfit,
      newLeverage: accountStatus.leverage,
      newLiquidationPrice: accountStatus.liquidationPrice,
      riskAssessment: 'HIGH',
      reasoning: reversalAnalysis.reasoning,
      confidence: 0
    }
  }

  // Step 2: Calculate safe DCA amount
  const dcaCalculation = calculateSafeDCAAmount(currentPosition, accountStatus, marketData, maxLeverageAllowed)

  if (dcaCalculation.dcaAmount === 0) {
    return {
      shouldDCA: false,
      dcaAmount: 0,
      newAveragePrice: currentPosition.entryPrice,
      newStopLoss: currentPosition.stopLoss,
      newTakeProfit: currentPosition.takeProfit,
      newLeverage: accountStatus.leverage,
      newLiquidationPrice: accountStatus.liquidationPrice,
      riskAssessment: 'HIGH',
      reasoning: dcaCalculation.reasoning,
      confidence: 0
    }
  }

  // Step 3: Calculate new position parameters
  const newPositionSize = currentPosition.size + dcaCalculation.dcaAmount
  const newAveragePrice = calculateNewAveragePrice(
    currentPosition.size,
    currentPosition.entryPrice,
    dcaCalculation.dcaAmount,
    marketData.price
  )

  // Step 4: Calculate new stop loss and take profit
  const newSLTP = calculateNewStopLossAndTakeProfit(
    currentPosition.side,
    newAveragePrice,
    newPositionSize,
    marketData,
    reversalAnalysis.confidence
  )

  // Step 5: Calculate new leverage and liquidation price
  const newLeverage = calculateNewLeverage(newPositionSize, newAveragePrice, accountStatus.accountValue, dcaCalculation.dcaAmount)
  const newLiquidationPrice = calculateNewLiquidationPrice(newAveragePrice, newLeverage, currentPosition.side)

  // Step 6: Final risk assessment
  const riskAssessment = assessDCARisk(newLeverage, newLiquidationPrice, newSLTP.stopLoss, accountStatus.availableBalance, dcaCalculation.dcaAmount)

  return {
    shouldDCA: true,
    dcaAmount: dcaCalculation.dcaAmount,
    newAveragePrice,
    newStopLoss: newSLTP.stopLoss,
    newTakeProfit: newSLTP.takeProfit,
    newLeverage,
    newLiquidationPrice,
    riskAssessment,
    reasoning: `${reversalAnalysis.reasoning}. ${dcaCalculation.reasoning}. New average: $${newAveragePrice.toFixed(4)} with ${newLeverage.toFixed(1)}x leverage.`,
    confidence: reversalAnalysis.confidence
  }
}

function analyzeReversalPotential(position, marketData) {
  const priceMovement = ((marketData.price - position.entryPrice) / position.entryPrice) * 100
  const isMovingAgainstPosition = (position.side === 'long' && priceMovement < 0) || 
                                 (position.side === 'short' && priceMovement > 0)

  if (!isMovingAgainstPosition) {
    return {
      hasReversalPotential: false,
      reasoning: "Price moving in our favor - no DCA needed",
      confidence: 0
    }
  }

  let confidence = 0
  const reasons = []

  // Factor 1: Price drop magnitude
  const movementMagnitude = Math.abs(priceMovement)
  if (movementMagnitude >= 1 && movementMagnitude <= 5) {
    confidence += 30
    reasons.push(`${movementMagnitude.toFixed(1)}% movement creates DCA opportunity`)
  } else if (movementMagnitude > 5 && movementMagnitude <= 10) {
    confidence += 40
    reasons.push(`${movementMagnitude.toFixed(1)}% movement shows strong discount`)
  } else if (movementMagnitude > 10) {
    confidence += 20
    reasons.push(`${movementMagnitude.toFixed(1)}% movement may indicate trend change`)
  }

  // Factor 2: 24h price change context
  if (marketData.priceChange24h !== undefined) {
    if (position.side === 'long' && marketData.priceChange24h < -3) {
      confidence += 25
      reasons.push("24h downtrend creates long DCA opportunity")
    } else if (position.side === 'short' && marketData.priceChange24h > 3) {
      confidence += 25
      reasons.push("24h uptrend creates short DCA opportunity")
    }
  }

  // Factor 3: Support/Resistance levels
  if (marketData.support && position.side === 'long' && marketData.price <= marketData.support * 1.02) {
    confidence += 20
    reasons.push("Price near support level")
  }
  if (marketData.resistance && position.side === 'short' && marketData.price >= marketData.resistance * 0.98) {
    confidence += 20
    reasons.push("Price near resistance level")
  }

  // Factor 4: RSI oversold/overbought
  if (marketData.rsi !== undefined) {
    if (position.side === 'long' && marketData.rsi < 35) {
      confidence += 15
      reasons.push("RSI oversold - reversal likely")
    } else if (position.side === 'short' && marketData.rsi > 65) {
      confidence += 15
      reasons.push("RSI overbought - reversal likely")
    }
  }

  const hasReversalPotential = confidence >= 50

  return {
    hasReversalPotential,
    reasoning: hasReversalPotential 
      ? reasons.join(", ")
      : `Insufficient reversal signals (${confidence}% confidence)`,
    confidence
  }
}

function calculateSafeDCAAmount(position, accountStatus, marketData, maxLeverageAllowed) {
  // Simple leverage calculation (using basic 3x leverage for DCA)
  const maxDCAUSD = accountStatus.availableBalance * 0.3 // Use 30% of available balance
  const leveragedDCAAmount = maxDCAUSD * 3 // 3x leverage for safety
  const dcaTokenAmount = leveragedDCAAmount / marketData.price

  // Ensure DCA doesn't make position too large
  const currentPositionValue = position.size * position.entryPrice
  const maxPositionValue = accountStatus.accountValue * 2 // Max 2x account value
  const remainingCapacity = maxPositionValue - currentPositionValue

  const finalDCAAmount = Math.min(
    dcaTokenAmount,
    remainingCapacity / marketData.price,
    position.size * 0.4 // Max 40% of current position size
  )

  if (finalDCAAmount < 0.01) {
    return {
      dcaAmount: 0,
      reasoning: "Insufficient available balance or position capacity for safe DCA"
    }
  }

  return {
    dcaAmount: finalDCAAmount,
    reasoning: `Safe DCA: ${finalDCAAmount.toFixed(4)} tokens using 3x leverage`
  }
}

function calculateNewAveragePrice(currentSize, currentPrice, dcaSize, dcaPrice) {
  const totalValue = (currentSize * currentPrice) + (dcaSize * dcaPrice)
  const totalSize = currentSize + dcaSize
  return totalValue / totalSize
}

function calculateNewStopLossAndTakeProfit(side, newAveragePrice, newPositionSize, marketData, confidence) {
  const baseStopLossPercent = 2.5 // Base 2.5% stop loss
  const baseTakeProfitPercent = confidence > 70 ? 7 : 5 // Higher TP if very confident

  let stopLoss, takeProfit

  if (side === 'long') {
    stopLoss = newAveragePrice * (1 - baseStopLossPercent / 100)
    takeProfit = newAveragePrice * (1 + baseTakeProfitPercent / 100)
  } else {
    stopLoss = newAveragePrice * (1 + baseStopLossPercent / 100)
    takeProfit = newAveragePrice * (1 - baseTakeProfitPercent / 100)
  }

  return { stopLoss, takeProfit }
}

function calculateNewLeverage(newPositionSize, newAveragePrice, accountValue, dcaAmount) {
  const totalPositionValue = newPositionSize * newAveragePrice
  return totalPositionValue / accountValue
}

function calculateNewLiquidationPrice(averagePrice, leverage, side) {
  if (side === 'long') {
    return averagePrice * (1 - 1/leverage)
  } else {
    return averagePrice * (1 + 1/leverage)
  }
}

function assessDCARisk(newLeverage, liquidationPrice, stopLoss, availableBalance, dcaAmount) {
  const liquidationBuffer = Math.abs(liquidationPrice - stopLoss) / stopLoss * 100
  const balanceUsagePercent = (dcaAmount * liquidationPrice) / availableBalance * 100

  if (newLeverage <= 4 && liquidationBuffer >= 15 && balanceUsagePercent <= 30) return 'LOW'
  if (newLeverage <= 8 && liquidationBuffer >= 10 && balanceUsagePercent <= 50) return 'MEDIUM'
  
  return 'HIGH'
}

// Test the DCA system with SOL screenshot data
async function testSOLDCA() {
  console.log('🧪 Testing AI DCA Manager with SOL Position Data')
  console.log('=' .repeat(60))

  // Real data from the screenshot
  const testParams = {
    currentPosition: {
      side: 'long',
      size: 2.69, // SOL amount from screenshot
      entryPrice: 185.98,
      currentPrice: 183.87,
      unrealizedPnl: -6.73, // From screenshot (red, losing position)
      stopLoss: 181.485, // From screenshot
      takeProfit: 187.12 // From screenshot
    },
    accountStatus: {
      accountValue: 2789.44, // Max amount from screenshot
      availableBalance: 1200, // Estimated available (conservative)
      leverage: 15.2, // Current leverage from screenshot
      liquidationPrice: 177.198 // From screenshot
    },
    marketData: {
      price: 183.87,
      priceChange24h: -6.75, // From screenshot (red, declining)
      volume: 245000000,
      rsi: 30, // Oversold territory (estimated)
      support: 180.0, // Support level estimate
      resistance: 189.0 // Resistance level estimate
    },
    maxLeverageAllowed: 20
  }

  console.log('📊 Current SOL Position Analysis:')
  console.log(`   Position: ${testParams.currentPosition.side.toUpperCase()} ${testParams.currentPosition.size} SOL`)
  console.log(`   Entry Price: $${testParams.currentPosition.entryPrice}`)
  console.log(`   Current Price: $${testParams.currentPosition.currentPrice}`)
  console.log(`   Price Drop: ${(((testParams.currentPosition.currentPrice - testParams.currentPosition.entryPrice) / testParams.currentPosition.entryPrice) * 100).toFixed(2)}%`)
  console.log(`   Unrealized PnL: $${testParams.currentPosition.unrealizedPnl.toFixed(2)} 📉`)
  console.log(`   Current Leverage: ${testParams.accountStatus.leverage}x`)
  console.log(`   Available Balance: $${testParams.accountStatus.availableBalance}`)
  console.log(`   24h Change: ${testParams.marketData.priceChange24h}% 📉`)
  console.log()

  // Run DCA analysis
  console.log('🔍 Running AI DCA Analysis...')
  const dcaResult = analyzeDCAOpportunity(testParams)

  console.log()
  console.log('📈 AI DCA Decision:')
  console.log('=' .repeat(30))
  console.log(`   Should DCA: ${dcaResult.shouldDCA ? '✅ YES' : '❌ NO'}`)
  console.log(`   Confidence: ${dcaResult.confidence}%`)
  console.log(`   Risk Level: ${dcaResult.riskAssessment}`)
  console.log(`   AI Reasoning: ${dcaResult.reasoning}`)
  console.log()

  if (dcaResult.shouldDCA) {
    console.log('💰 DCA Execution Plan:')
    console.log('=' .repeat(25))
    console.log(`   DCA Amount: ${dcaResult.dcaAmount?.toFixed(4)} SOL`)
    console.log(`   DCA Price: $${testParams.currentPosition.currentPrice} (current market)`)
    console.log(`   New Average Price: $${dcaResult.newAveragePrice?.toFixed(4)}`)
    console.log(`   New Stop Loss: $${dcaResult.newStopLoss?.toFixed(4)}`)
    console.log(`   New Take Profit: $${dcaResult.newTakeProfit?.toFixed(4)}`)
    console.log(`   New Leverage: ${dcaResult.newLeverage?.toFixed(1)}x`)
    console.log(`   New Liquidation: $${dcaResult.newLiquidationPrice?.toFixed(4)}`)
    console.log()

    // Calculate impact
    const originalLoss = testParams.currentPosition.unrealizedPnl
    const totalPositionAfterDCA = testParams.currentPosition.size + dcaResult.dcaAmount
    const breakEvenMove = ((dcaResult.newAveragePrice - testParams.currentPosition.currentPrice) / testParams.currentPosition.currentPrice * 100)
    const potentialProfitAtTP = ((dcaResult.newTakeProfit - dcaResult.newAveragePrice) * totalPositionAfterDCA)

    console.log('📊 Impact Analysis:')
    console.log('=' .repeat(20))
    console.log(`   Original Loss: $${originalLoss.toFixed(2)}`)
    console.log(`   Total Position After DCA: ${totalPositionAfterDCA.toFixed(4)} SOL`)
    console.log(`   Break-Even Price: $${dcaResult.newAveragePrice?.toFixed(4)}`)
    console.log(`   Price Move Needed: +${breakEvenMove.toFixed(2)}% from current`)
    console.log(`   Potential Profit at TP: $${potentialProfitAtTP.toFixed(2)}`)
    console.log(`   Risk/Reward: ${(potentialProfitAtTP / Math.abs(originalLoss)).toFixed(1)}:1`)
    
    const liquidationBuffer = Math.abs(dcaResult.newLiquidationPrice - dcaResult.newStopLoss) / dcaResult.newStopLoss * 100
    console.log(`   Liquidation Buffer: ${liquidationBuffer.toFixed(1)}% safety margin`)
  }

  console.log('\n🧠 Market Context Analysis:')
  console.log('=' .repeat(30))
  console.log(`   SOL down ${Math.abs(testParams.marketData.priceChange24h)}% in 24h (oversold conditions)`)
  console.log(`   Current price near estimated support at $${testParams.marketData.support}`)
  console.log(`   RSI at ${testParams.marketData.rsi} indicates oversold (DCA opportunity)`)
  console.log(`   Position is ${((testParams.currentPosition.entryPrice - testParams.currentPosition.currentPrice) / testParams.currentPosition.entryPrice * 100).toFixed(1)}% underwater`)
  
  console.log('\n✅ DCA Analysis Complete')
  console.log('   This represents a sophisticated AI-driven position scaling strategy')
  console.log('   that could turn the current losing position into a profitable one!')
}

testSOLDCA().catch(console.error)