skayn-trading-sdk/examples/quick-start.js

Professional Bitcoin trading strategy backtesting framework with institutional-grade architecture

#!/usr/bin/env node
const { SDK } = require('../index');
const SmartDataProvider = require('./smart-data-provider');

// Helper function for moving averages
function average(arr) {
  return arr.reduce((sum, val) => sum + val, 0) / arr.length;
}

// Smart data provider - tries real data, falls back to synthetic
const smartDataProvider = new SmartDataProvider();

// Simple moving average crossover strategy
const movingAverageStrategy = SDK.strategy(async (data, portfolio) => {
  if (data.length < 50) {
    return { action: 'HOLD', confidence: 0, strategy: 'conservative', reasons: ['Not enough data'] };
  }
  
  const prices = data.map(bar => bar.close);
  const sma20 = average(prices.slice(-20));
  const sma50 = average(prices.slice(-50));
  const currentPrice = prices[prices.length - 1];
  
  console.log(`Current Price: $${currentPrice.toFixed(0)}, SMA20: $${sma20.toFixed(0)}, SMA50: $${sma50.toFixed(0)}`);
  
  // Calculate confidence based on spread and strength
  const spread = Math.abs(sma20 - sma50) / sma50;
  const confidence = Math.min(spread * 50, 0.95); // Max 95% confidence
  
  if (sma20 > sma50 * 1.002 && confidence > 0.35) { // 0.2% threshold + 35% confidence - more active for beta demo
    return {
      action: 'BUY',
      confidence: confidence,
      quantity: 0.001, // 0.001 BTC
      strategy: 'conservative',
      reasons: [`Conservative BUY: SMA20 (${sma20.toFixed(0)}) > SMA50 (${sma50.toFixed(0)}) with ${(confidence*100).toFixed(1)}% confidence`]
    };
  } else if (sma20 < sma50 * 0.998 && confidence > 0.35) { // 0.2% threshold + 35% confidence
    return {
      action: 'SELL',
      confidence: confidence,
      quantity: 0.001,
      strategy: 'conservative',
      reasons: [`Conservative SELL: SMA20 (${sma20.toFixed(0)}) < SMA50 (${sma50.toFixed(0)}) with ${(confidence*100).toFixed(1)}% confidence`]
    };
  }
  
  return { action: 'HOLD', confidence: confidence, strategy: 'conservative', reasons: [`Below 35% confidence: ${(confidence*100).toFixed(1)}%`] };
}, {
  name: 'Swing Moving Average Strategy',
  description: 'High-confidence SMA20/SMA50 crossover for swing trading (85% threshold)',
  version: '2.0.0',
  stopLoss: '5%',
  profitTarget: '7%',
  maxHoldTime: '72 hours'
});

// Run the backtest
async function runExample() {
  console.log('🎯 Running Skayn SDK Example - Moving Average Strategy\n');
  
  try {
    const results = await SDK.create()
      .strategy(movingAverageStrategy)
      .dataProvider(smartDataProvider)
      .backtest({
        startDate: '2024-01-01',
        endDate: '2024-01-31',
        initialBalance: 8860000, // 8.86M sats (~$10,000 at $112,900/BTC)
        symbol: 'BTCUSDT'
      });
    
    console.log('\n📊 Backtest Results:');
    console.log('═'.repeat(50));
    console.log('⚠️  DISCLAIMER: Past performance does not guarantee future results.');
    console.log('    This is a demonstration using historical data for educational purposes only.\n');
    console.log(`Initial Balance: ${results.initialBalance?.toLocaleString() || 'N/A'} sats`);
    console.log(`Final Balance: ${results.finalBalance?.toLocaleString() || 'N/A'} sats`);
    console.log(`Total Return: ${results.totalReturn?.toFixed(2) || 'N/A'}%`);
    console.log(`Number of Trades: ${results.totalTrades || 'N/A'}`);
    console.log(`Win Rate: ${results.winRate?.toFixed(1) || 'N/A'}%`);
    console.log(`Max Drawdown: ${results.maxDrawdown?.toFixed(2) || 'N/A'}%`);
    
    if (results.trades && results.trades.length > 0) {
      console.log('\n🔄 Recent Trades:');
      results.trades.slice(-3).forEach((trade, i) => {
        const action = trade.signal?.action || 'N/A';
        const price = trade.position?.entryPrice || trade.closedPosition?.entryPrice;
        const pnl = trade.realizedPnL || trade.closedPosition?.realizedPnL;
        console.log(`${i + 1}. ${action} at $${price?.toFixed(0) || 'N/A'} - P&L: ${pnl?.toFixed(0) || 'N/A'} sats`);
      });
    }
    
  } catch (error) {
    console.error('❌ Error running backtest:', error.message);
  }
}

// Run the example if this file is executed directly
if (require.main === module) {
  console.log('🏗️  Skayn Trading SDK Structure:');
  console.log('   📁 /src         - Core trading framework');
  console.log('   📁 /examples    - Demo strategies (this file)');
  console.log('   📁 /tests       - Test suites');
  console.log('');
  console.log('Look at this structure - /src/backtesting, /src/interfaces, /src/core.');
  console.log('This is how professional trading firms organize their systems.');
  console.log('We\'ve just made it accessible to everyone.\n');
  
  runExample();
}

module.exports = { runExample };