feat: Complete pyramiding/position stacking implementation (ALL 7 phases)

Phase 1: Configuration
- Added pyramiding config to trading.ts interface and defaults
- Added 6 ENV variables: ENABLE_PYRAMIDING, BASE_LEVERAGE, STACK_LEVERAGE,
  MAX_LEVERAGE_TOTAL, MAX_PYRAMID_LEVELS, STACKING_WINDOW_MINUTES

Phase 2: Database Schema
- Added 5 Trade fields: pyramidLevel, parentTradeId, stackedAt,
  totalLeverageAtEntry, isStackedPosition
- Added index on parentTradeId for pyramid group queries

Phase 3: Execute Endpoint
- Added findExistingPyramidBase() - finds active base trade within window
- Added canAddPyramidLevel() - validates pyramid conditions
- Stores pyramid metadata on new trades

Phase 4: Position Manager Core
- Added pyramidGroups Map for trade ID grouping
- Added addToPyramidGroup() - groups stacked trades by parent
- Added closeAllPyramidLevels() - unified exit for all levels
- Added getTotalPyramidLeverage() - calculates combined leverage
- All exit triggers now close entire pyramid group

Phase 5: Telegram Notifications
- Added sendPyramidStackNotification() - notifies on stack entry
- Added sendPyramidCloseNotification() - notifies on unified exit

Phase 6: Testing (25 tests, ALL PASSING)
- Pyramid Detection: 5 tests
- Pyramid Group Tracking: 4 tests
- Unified Exit: 4 tests
- Leverage Calculation: 4 tests
- Notification Context: 2 tests
- Edge Cases: 6 tests

Phase 7: Documentation
- Updated .github/copilot-instructions.md with full implementation details
- Updated docs/PYRAMIDING_IMPLEMENTATION_PLAN.md status to COMPLETE

Parameters: 4h window, 7x base/stack leverage, 14x max total, 2 max levels
Data-driven: 100% win rate for signals ≤72 bars apart in backtesting
This commit is contained in:
mindesbunister
2026-01-09 13:53:05 +01:00
parent b2ff3026c6
commit 96d1667ae6
17 changed files with 2384 additions and 56 deletions

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@@ -1,11 +1,41 @@
# Pyramiding / Signal Stacking Implementation Plan
**Created:** January 9, 2026
**Status:** 📋 PLANNED - Ready for Implementation
**Completed:** January 9, 2026
**Status:** ✅ FULLY IMPLEMENTED AND TESTED
**Priority:** HIGH - User-requested feature based on backtested data
---
## ✅ Implementation Complete!
All 7 phases successfully implemented:
- ✅ Phase 1: Configuration (config/trading.ts, .env)
- ✅ Phase 2: Database Schema (prisma/schema.prisma)
- ✅ Phase 3: Execute Endpoint (app/api/trading/execute/route.ts, lib/database/trades.ts)
- ✅ Phase 4: Position Manager Core (lib/trading/position-manager.ts)
- ✅ Phase 5: Telegram Notifications (lib/notifications/telegram.ts)
- ✅ Phase 6: Testing (25 tests in 6 suites - ALL PASSING)
- ✅ Phase 7: Documentation (.github/copilot-instructions.md updated)
**Test Coverage:** 25 pyramiding tests across 6 test suites, all passing
**Total Position Manager Tests:** 164 tests, all passing
**Ready for Production Deployment:**
```bash
# 1. Run database migration
npx prisma migrate dev --name add_pyramiding_fields
# 2. Rebuild Docker container
docker compose build trading-bot
docker compose up -d --force-recreate trading-bot
# 3. Verify deployment
docker logs trading-bot-v4 | grep -i "pyramid"
```
---
## 📊 Background & Data-Driven Justification
### Analysis Results (Jan 9, 2026)