Build and backtest SOL RSI momentum

import nexustrade as nt


def create_sol_rsi_momentum():
    asset = nt.crypto_asset("SOL-USD")
    return nt.portfolio(
        "Public SEO crypto example - SOL RSI momentum",
        [
            nt.strategy(
                "Enter SOL RSI momentum",
                ((nt.RSI(asset, 14, "Day") > nt.Value(60)) & (nt.PositionValue(asset) == nt.Value(0))),
                nt.buy(asset, 95, "percent of buying power")
            ),
            nt.strategy(
                "Exit SOL RSI momentum",
                ((nt.RSI(asset, 14, "Day") <= nt.Value(50)) & (nt.PositionValue(asset) > nt.Value(0))),
                nt.sell(asset, 100, "percent of current positions")
            ),
        ],
        initial_value=10000,
        supports_crypto=True,
        supports_fractional_shares=True,
        alerts_enabled=False,
        dividend_policy='cash',
    )


def backtest_sol_rsi_momentum(client=None):
    client = client or nt.NexusTradeClient.from_environment()
    operation = client.create_backtest(
        nt.backtest(
            create_sol_rsi_momentum(),
            start_date="2024-01-01", end_date="2024-12-31",
            interval="Day", baseline_symbol="SPY",
            initial_value=10000, generate_events=True,
            dividend_policy="cash",
            fee_config={"Stock": {"type": "percent", "amount": 0.1},
                        "Cryptocurrency": {"type": "percent", "amount": 0.7},
                        "Option": {"type": "dollars", "amount": 0.65}},
        ),
        idempotency_key="explore-sol-rsi-momentum-2024-spy-v1",
    )
    return client.wait_for_backtest(operation["id"])


# Build locally: book = create_sol_rsi_momentum()
# Run and inspect: completed = backtest_sol_rsi_momentum(); print(completed["result"])

import * as nt from "nexustrade";

export function createSolRsiMomentum() {
  const asset = nt.cryptoAsset("SOL-USD");
  return nt.portfolio(
    "Public SEO crypto example - SOL RSI momentum",
    [
      nt.strategy(
          "Enter SOL RSI momentum",
          nt.and(nt.gt(nt.RSI(asset, 14, "Day"), nt.Value(60)), nt.eq(nt.PositionValue(asset), nt.Value(0))),
          nt.buy(asset, 95, "percent of buying power")
      ),
      nt.strategy(
          "Exit SOL RSI momentum",
          nt.and(nt.lte(nt.RSI(asset, 14, "Day"), nt.Value(50)), nt.gt(nt.PositionValue(asset), nt.Value(0))),
          nt.sell(asset, 100, "percent of current positions")
      ),
    ],
    { initialValue: 10000, supportsCrypto: true, supportsFractionalShares: true, alertsEnabled: false, dividendPolicy: "cash" }
  );
}

export async function backtestSolRsiMomentum(client = new nt.NexusTradeClient()) {
  const operation = await client.createBacktest(
    nt.backtest(createSolRsiMomentum(), {
      startDate: "2024-01-01", endDate: "2024-12-31",
      interval: "Day", baselineSymbol: "SPY",
      initialValue: 10000, generateEvents: true,
      dividendPolicy: "cash",
      feeConfig: {
        Stock: { type: "percent", amount: 0.1 },
        Cryptocurrency: { type: "percent", amount: 0.7 },
        Option: { type: "dollars", amount: 0.65 },
      },
    }),
    { idempotencyKey: "explore-sol-rsi-momentum-2024-spy-v1" }
  );
  if (typeof operation.id !== "string") throw new Error("Missing backtest ID");
  return client.waitForBacktest(operation.id);
}

// Build locally: const book = createSolRsiMomentum();
// Run and inspect: const completed = await backtestSolRsiMomentum(); console.log(completed.result);