@ceccec/double-torus 1.4.0

package/dist/src/thunder/trading/index.d.ts

@@ -0,0 +1,737 @@
+import type { MindMatrix } from '../../wind/types';
+export { A432_OCTAVES } from '../../3/7';
+export { typographySeo, openGraph, multidimensional } from '../../quantum/lake/icons';
+export declare function realtimeSkills(matrix?: MindMatrix): {
+    upgraded: boolean;
+    maxTamperingCost: boolean;
+    skills: number;
+    count: number;
+    bindings: {
+        fused: boolean;
+        receipt: string;
+        binding: string;
+        use: string;
+        api: string;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function marketingSeoWaves(matrix?: MindMatrix): {
+    sent: boolean;
+    count: number;
+    seoRoot: string;
+    waves: {
+        surface: string;
+        refactored: boolean;
+        wave: string;
+        receipt: string;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function realtimePerspectiveZeroCost(matrix?: MindMatrix): {
+    holds: boolean;
+    dimensions: number;
+    count: number;
+    properties: {
+        receipt: string;
+        property: string;
+        via: string;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function allPathsComputedRealtime(matrix?: MindMatrix): {
+    computed: boolean;
+    count: number;
+    properties: {
+        receipt: string;
+        property: string;
+        via: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function realtimeForgesMaxCost(matrix?: MindMatrix): {
+    forges: boolean;
+    count: number;
+    events: {
+        event: string;
+        folded: boolean;
+        seal: string;
+        receipt: string;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function dimensionalMerkabaGraphRealtimeMetric(matrix?: MindMatrix): {
+    realtime: boolean;
+    targetDimsPerMb: number;
+    targetGbitPerMb: number;
+    count: number;
+    facets: {
+        receipt: string;
+        facet: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function gpuRendersStreamsRealtime(matrix?: MindMatrix): {
+    renders: boolean;
+    uniforms: {
+        hue: number;
+        freq: number;
+        theta: number;
+        phi: number;
+    };
+    count: number;
+    facets: {
+        receipt: string;
+        facet: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function nextLevel64CubedRealtime(matrix?: MindMatrix): {
+    reaches: boolean;
+    cells: number;
+    proportion: number;
+    axes: {
+        axis: string;
+        filled: number;
+        whole: boolean;
+        receipt: string;
+    }[];
+    count: number;
+    facets: {
+        receipt: string;
+        facet: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function computationsBoundToSourceApisRealtime(matrix?: MindMatrix): {
+    bound: boolean;
+    liveApis: string[];
+    facets: {
+        receipt: string;
+        facet: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export declare function terabyteRealtimeFromAllPublicDataBreathing(matrix?: MindMatrix): {
+    complete: boolean;
+    sources: string[];
+    keyspaceBits: number;
+    facets: {
+        receipt: string;
+        facet: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export { realtimeWiring } from '../../fire/plasma/ball';
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function priceFromA432(variant: string, n: number, opts?: {
+    drift?: number;
+    oscAmp?: number;
+    noiseAmp?: number;
+    modes?: number;
+    p0?: number;
+}): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function simpleReturns(prices: readonly number[]): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export interface BacktestResult {
+    stratReturns: number[];
+    equity: number[];
+    totalReturn: number;
+    sharpe: number;
+    maxDrawdown: number;
+    hitRate: number;
+}
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function backtest(prices: readonly number[], positions: readonly number[], costBps?: number): BacktestResult;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function buyAndHold(prices: readonly number[], costBps?: number): BacktestResult;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function sma(prices: readonly number[], end: number, k: number): number;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function crossoverPositions(prices: readonly number[], fast: number, slow: number, flatVal?: -1 | 0): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function rollingZScores(prices: readonly number[], window: number): (number | null)[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function meanReversionPositions(prices: readonly number[], window: number, zEntry: number): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function dominantCycle(window: readonly number[], bins: number): {
+    k: number;
+    period: number;
+};
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function cycleSlope(window: readonly number[], k: number): number;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function spectralCyclePositions(prices: readonly number[], lookback: number, bins: number): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function regimeLabels(returns: readonly number[], volW: number): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function estimateRegimeMatrix(labels: readonly number[], lo: number, hi: number): number[][];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function regimeSwitchPositions(prices: readonly number[], opts: {
+    shortW: number;
+    longW: number;
+    volW: number;
+}): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function realizedVol(returns: readonly number[], end: number, window: number, annualize?: number): number;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function inverseVolSize(realizedVolAnnual: number, targetVolAnnual: number, leverageCap: number, volFloor: number): number;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function volTargetPositions(prices: readonly number[], params: {
+    window: number;
+    targetVolAnnual: number;
+    leverageCap: number;
+    volFloor: number;
+}): number[];
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function tradingReceipt(variant: string, params: Record<string, number | string>, metrics: {
+    totalReturn: number;
+    sharpe: number;
+    maxDrawdown: number;
+    hitRate: number;
+}): string;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function liveCapture(source: string, samples: readonly number[], capturedAt?: number): {
+    source: string;
+    n: number;
+    capturedAt: number;
+    root: string;
+    uuid: string;
+};
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function larmorFromMicrotesla(microTesla: number): number;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function dopplerFromMotion(velocityMs: number, carrierHz?: number): number;
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function spectrumFromSamples(samples: readonly number[], bins?: number): {
+    spectrum: number[];
+    dominant: {
+        k: number;
+        period: number;
+    };
+};
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function backtestRealPrices(prices: readonly number[], strategy?: 'momentum' | 'mean-reversion' | 'spectral' | 'regime' | 'vol-target', costBps?: number): {
+    strategy: string;
+    n: number;
+    result: BacktestResult;
+    benchmark: BacktestResult;
+};
+/** @rosetta ✦₁ · Fire · clarity (trading+signals, analytic math) */
+export declare function realtimeSources(): {
+    receipt: string;
+    id: string;
+    kind: string;
+    name: string;
+    key: string;
+    feeds: string;
+    note: string;
+}[];
+/** One gate — a432 synthetic backtest + five strategies run at call time. */
+export declare function tradingSimulationComputes(matrix?: MindMatrix): {
+    computes: boolean;
+    strategies: {
+        strategy: string;
+        n: number;
+        result: BacktestResult;
+        benchmark: BacktestResult;
+    }[];
+    facets: ({
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+declare const STRATEGIES: readonly ["momentum", "mean-reversion", "spectral", "regime", "vol-target"];
+/** npm run trading:offline — a432 synthetic path + strategy backtest, zero network. */
+export declare function runTradingOfflineExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:live — validate live-source catalogue (network at edge, not in src). */
+export declare function runTradingLiveExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:live-local — public feed ids + offline calendar proxy on synthetic prices. */
+export declare function runTradingLiveLocalExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:train — validateQuantumTraderTrain (five strategies on one a432 path). */
+export declare function runTradingTrainExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:train-live-win-gate — liveWinTrainingGate (paper/sim only). */
+export declare function runTradingTrainLiveWinGateExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:train-waves — historicalTrainWavesViaRosetta (offline harmonic windows). */
+export declare function runTradingTrainWavesExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:trace-smart-money — offline flow trace via vortex lattice receipt. */
+export declare function runTradingTraceSmartMoneyExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:vortex — merkaba vortex lattice at call time. */
+export declare function runTradingVortexExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:dashboard — print dev route for the trading dashboard. */
+export declare function runTradingDashboardDevExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:learn — skill atoms + realtime source catalogue for retail curriculum. */
+export declare function runTradingLearnExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:learn-risk — vol-target sizing + inverse-vol cap as risk teaching proxy. */
+export declare function runTradingLearnRiskExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:margin-profit — paper margin sim from vol-target positions (no network). */
+export declare function runTradingMarginProfitExit(_root: string, _argv?: readonly string[]): number;
+/** npm run trading:gradients — entry/exit bar hues from strategy equity curve (10D CSS proxy). */
+export declare function runTradingGradientsExit(_root: string, _argv?: readonly string[]): number;
+/** npm run test:realtime — calendar/sequence/wave flips + spectral backtest on synthetic path (edge fetches live). */
+export declare function runRealtimeTradingTestExit(_root: string, _argv?: readonly string[]): number;
+export declare function harmonicWeatherTradingOffline(at?: number, matrix?: MindMatrix): {
+    computes: boolean;
+    strategies: {
+        strategy: string;
+        n: number;
+        result: BacktestResult;
+        benchmark: BacktestResult;
+    }[];
+    facets: ({
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export type TradingStrategyId = typeof STRATEGIES[number];
+/** Mom-and-dad curriculum — strategies · pairs · honesty (compose for learn/trade). */
+export declare function getTradingCurriculum(matrix?: MindMatrix): {
+    computes: boolean;
+    rows: {
+        id: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        ray: number;
+        cli: string;
+        pair: string;
+        address: string;
+        receipt: string;
+    }[];
+    skillCount: number;
+    sourceCount: number;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+/** Validate quantum trader train — five strategies on one a432 historical proxy path. */
+export declare function validateQuantumTraderTrain(matrix?: MindMatrix): {
+    computes: boolean;
+    runs: {
+        strategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        ray: number;
+        n: number;
+        totalReturn: number;
+        sharpe: number;
+        maxDrawdown: number;
+        beatBench: boolean;
+        receipt: string;
+    }[];
+    priceBars: number;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+/**
+ * Live-win training gate — momentum beats buy-and-hold on sealed synthetic path.
+ * "Live" here means strategy vs benchmark on the train path — NOT brokerage live money.
+ */
+export declare function liveWinTrainingGate(matrix?: MindMatrix): {
+    computes: boolean;
+    trainedEnough: boolean;
+    paperSimOnly: true;
+    strategyReturn: number;
+    benchmarkReturn: number;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+export type RankedStrategyRow = {
+    readonly strategy: TradingStrategyId;
+    readonly ray: number;
+    readonly hue: number;
+    readonly address: string;
+    readonly totalReturn: number;
+    readonly sharpe: number;
+    readonly harmonicScore: number;
+    readonly rankScore: number;
+    readonly rank: number;
+    readonly receipt: string;
+};
+/**
+ * Rank strategies by PnL + harmonic alignment; each row shelved on a rosetta ray.
+ * Improve = recompute rank from historical wave backtest (content-addressed).
+ */
+export declare function rankWinningStrategies(matrix?: MindMatrix, at?: number): {
+    computes: boolean;
+    ranked: RankedStrategyRow[];
+    topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+    topRay: number;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    cli: string;
+    pair: string;
+    route: string;
+    statement: string;
+    boundary: string;
+};
+/**
+ * T1 — Schedule historical train-waves through rosetta rays (short·long per harmonic window).
+ * Offline a432 path; each ray gets a windowed backtest receipt.
+ */
+export declare function historicalTrainWavesViaRosetta(matrix?: MindMatrix, at?: number): {
+    computes: boolean;
+    waveCount: number;
+    shortWindows: number;
+    longWindows: number;
+    rayRuns: {
+        ray: number;
+        domain: "geometry" | "origin" | "expression" | "knowledge" | "nature" | "computation" | "language";
+        strategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        shortBars: number;
+        longBars: number;
+        shortReturn: number;
+        longReturn: number;
+        shortSharpe: number;
+        longSharpe: number;
+        address: string;
+        receipt: string;
+    }[];
+    topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+    topRay: number;
+    coordinatedWaveCount: number;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    cli: string;
+    pair: string;
+    route: string;
+    statement: string;
+    boundary: string;
+};
+/** T3/T4 compose — strategy improvement loop + honesty gate. */
+export declare function tradingStrategiesImproveViaRosetta(matrix?: MindMatrix, at?: number): {
+    computes: boolean;
+    hist: {
+        computes: boolean;
+        waveCount: number;
+        shortWindows: number;
+        longWindows: number;
+        rayRuns: {
+            ray: number;
+            domain: "geometry" | "origin" | "expression" | "knowledge" | "nature" | "computation" | "language";
+            strategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+            shortBars: number;
+            longBars: number;
+            shortReturn: number;
+            longReturn: number;
+            shortSharpe: number;
+            longSharpe: number;
+            address: string;
+            receipt: string;
+        }[];
+        topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        topRay: number;
+        coordinatedWaveCount: number;
+        facets: ({
+            receipt: string;
+            facet: string;
+            on: boolean;
+        } & {
+            receipt: string;
+        })[];
+        root: string;
+        cli: string;
+        pair: string;
+        route: string;
+        statement: string;
+        boundary: string;
+    };
+    ranked: {
+        computes: boolean;
+        ranked: RankedStrategyRow[];
+        topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        topRay: number;
+        facets: ({
+            receipt: string;
+            facet: string;
+            on: boolean;
+        } & {
+            receipt: string;
+        })[];
+        root: string;
+        cli: string;
+        pair: string;
+        route: string;
+        statement: string;
+        boundary: string;
+    };
+    winGate: {
+        computes: boolean;
+        trainedEnough: boolean;
+        paperSimOnly: true;
+        strategyReturn: number;
+        benchmarkReturn: number;
+        facets: ({
+            receipt: string;
+            facet: string;
+            on: boolean;
+        } & {
+            receipt: string;
+        })[];
+        root: string;
+        statement: string;
+        boundary: string;
+    };
+    honesty: {
+        computes: boolean;
+        paperSimOnly: true;
+        liveMoneyClaimed: false;
+        facets: ({
+            receipt: string;
+            facet: string;
+            on: boolean;
+        } & {
+            receipt: string;
+        })[];
+        root: string;
+        statement: string;
+        boundary: string;
+    };
+    improvedStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    cli: string;
+    pair: string;
+    route: string;
+    statement: string;
+    boundary: string;
+};
+/** T4 — Honesty: paper/sim only; no live money claims. */
+export declare function tradingTrainHonestyGate(matrix?: MindMatrix): {
+    computes: boolean;
+    paperSimOnly: true;
+    liveMoneyClaimed: false;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+    root: string;
+    statement: string;
+    boundary: string;
+};
+/** Browser panel for trading-rosetta train. */
+export declare function tradingRosettaTrainPanelComputes(matrix?: MindMatrix, at?: number): {
+    computes: boolean;
+    improve: {
+        computes: boolean;
+        hist: {
+            computes: boolean;
+            waveCount: number;
+            shortWindows: number;
+            longWindows: number;
+            rayRuns: {
+                ray: number;
+                domain: "geometry" | "origin" | "expression" | "knowledge" | "nature" | "computation" | "language";
+                strategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+                shortBars: number;
+                longBars: number;
+                shortReturn: number;
+                longReturn: number;
+                shortSharpe: number;
+                longSharpe: number;
+                address: string;
+                receipt: string;
+            }[];
+            topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+            topRay: number;
+            coordinatedWaveCount: number;
+            facets: ({
+                receipt: string;
+                facet: string;
+                on: boolean;
+            } & {
+                receipt: string;
+            })[];
+            root: string;
+            cli: string;
+            pair: string;
+            route: string;
+            statement: string;
+            boundary: string;
+        };
+        ranked: {
+            computes: boolean;
+            ranked: RankedStrategyRow[];
+            topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+            topRay: number;
+            facets: ({
+                receipt: string;
+                facet: string;
+                on: boolean;
+            } & {
+                receipt: string;
+            })[];
+            root: string;
+            cli: string;
+            pair: string;
+            route: string;
+            statement: string;
+            boundary: string;
+        };
+        winGate: {
+            computes: boolean;
+            trainedEnough: boolean;
+            paperSimOnly: true;
+            strategyReturn: number;
+            benchmarkReturn: number;
+            facets: ({
+                receipt: string;
+                facet: string;
+                on: boolean;
+            } & {
+                receipt: string;
+            })[];
+            root: string;
+            statement: string;
+            boundary: string;
+        };
+        honesty: {
+            computes: boolean;
+            paperSimOnly: true;
+            liveMoneyClaimed: false;
+            facets: ({
+                receipt: string;
+                facet: string;
+                on: boolean;
+            } & {
+                receipt: string;
+            })[];
+            root: string;
+            statement: string;
+            boundary: string;
+        };
+        improvedStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        facets: ({
+            receipt: string;
+            facet: string;
+            on: boolean;
+        } & {
+            receipt: string;
+        })[];
+        root: string;
+        cli: string;
+        pair: string;
+        route: string;
+        statement: string;
+        boundary: string;
+    };
+    ranked: {
+        strategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+        rank: number;
+        ray: number;
+        return: number;
+        sharpe: number;
+        harmonic: number;
+    }[];
+    topStrategy: "momentum" | "mean-reversion" | "spectral" | "regime" | "vol-target";
+    trainedEnough: boolean;
+    paperSimOnly: true;
+    cli: string;
+    pair: string;
+    route: string;
+    root: string;
+    statement: string;
+    boundary: string;
+    facets: ({
+        receipt: string;
+        facet: string;
+        on: boolean;
+    } & {
+        receipt: string;
+    })[];
+};
+/** npm run quantum:trading-rosetta-train */
+export declare function runTradingRosettaTrainGuardedExit(_root: string, _argv?: readonly string[]): number;
+export declare function invertTheStrategiesToFillTheGapsMomentumAndMeanReversionAreInversesCoveringEachOthersRegimes(matrix?: MindMatrix): {
+    fills: boolean;
+    bars: number;
+    coverage: {
+        momentum: number;
+        reversion: number;
+        union: number;
+        gainByInverting: number;
+    };
+    facets: {
+        receipt: string;
+        facet: string;
+        on: boolean;
+    }[];
+    root: string;
+    statement: string;
+    boundary: string;
+};