feat: Shannon Strategy (#30)

@models/shannon.ts

@@ -0,0 +1,51 @@
+import { useCounterParty, useSeriesMap, useSimplePositionManager } from "@libs";
+
+// Shannon's re-balance strategy
+export default () => {
+  // Define parameters of the agent
+  const datasource_id = useParamString('DataSource', 'Y');
+  const product_id = useParamString('Product');
+  const period = useParamString('Period', 'PT1H');
+  // Get the product information and price data
+  const product = useProduct(datasource_id, product_id);
+  const { close } = useOHLC(datasource_id, product_id, period);
+  // More parameters
+  const initial_balance = useParamNumber('Initial Balance', 100_000);
+  const threshold = useParamNumber('Threshold', 1);
+  // Get the account information
+  const accountInfo = useAccountInfo();
+  // Use a simple position manager
+  const [actualVolume, setVolume] = useSimplePositionManager(accountInfo.account_id, product_id);
+  // Re-balance the position
+  useEffect(() => {
+    if (close.length < 2) return;
+    const price = close[close.length - 1];
+    const totalValue = accountInfo.money.equity + initial_balance;
+    const totalValueToHold = totalValue * 0.5;
+    // infer the volume to hold
+    const valuePerVolume =
+      price * (product.value_speed ?? 1) * (product.is_underlying_base_currency ? -1 / price : 1);
+    const expectedVolume = totalValueToHold / valuePerVolume;
+    // calculate the error rate
+    const volume_step = product.volume_step ?? 1;
+    const errorRate = Math.abs((actualVolume - expectedVolume) / volume_step);
+    if (errorRate > threshold) {
+      setVolume(roundToStep(expectedVolume, volume_step));
+    }
+  }, [close.length]);
+  // Advanced: Visualize the equity and margin
+  useSeriesMap(
+    "Equity",
+    close,
+    { display: "line", chart: "new" },
+    () => accountInfo.money.equity
+  );
+  useSeriesMap(
+    "Margin",
+    close,
+    { display: "line", chart: "new" },
+    () => accountInfo.money.used
+  );
+  // Advanced: use counter-party to show if we take the opposite position
+  useCounterParty(accountInfo.account_id);
+};

global.d.ts

@@ -583,6 +583,25 @@ declare const useRecordTable: <T extends Record<string, any>>(
 declare const formatTime: (timestamp: number) => string;
 /** Generate a UUID (Universal-Unique-ID) */
 declare const UUID: () => string;
+declare const roundToStep: (
+  value: number,
+  step: number,
+  roundFn?: ((x: number) => number) | undefined
+) => number;
+declare const getProfit: (
+  product: IProduct,
+  openPrice: number,
+  closePrice: number,
+  volume: number,
+  variant: string,
+  currency: string,
+  quotes: (product_id: string) =>
+    | {
+        ask: number;
+        bid: number;
+      }
+    | undefined
+) => number;
 
 // Deployment script context
 /**