@sherwoodagent/cli 0.65.2 → 0.72.3

package/dist/{agent-AETROOEW.js.map → agent-6IRZUPFT.js.map}

@@ -1 +1 @@
-{"version":3,"sources":["../src/commands/agent.ts","../src/agent/index.ts","../src/providers/data/defillama.ts","../src/providers/data/coingecko.ts","../src/providers/data/feargreed.ts","../src/providers/data/sentiment.ts","../src/agent/strategies/breakout-onchain.ts","../src/agent/strategies/funding-rate.ts","../src/providers/data/dexscreener.ts","../src/agent/strategies/hyperliquid-flow.ts","../src/agent/strategies/multi-timeframe.ts","../src/agent/strategies/cross-sectional-momentum.ts","../src/providers/data/tradingview.ts","../src/agent/strategies/tradingview-signal.ts","../src/agent/strategies/btc-network-health.ts","../src/agent/strategies/prediction-market.ts","../src/agent/strategies/social-volume.ts","../src/agent/strategies/kronos-vol-forecast.ts","../src/agent/strategies/narrative-vacuum.ts","../src/agent/strategies/whale-intent.ts","../src/agent/strategies/index.ts","../src/providers/data/funding-rate.ts","../src/providers/data/token-unlocks.ts","../src/providers/data/twitter.ts","../src/providers/fincept/bridge.ts","../src/providers/fincept/messari.ts","../src/providers/fincept/blockchain.ts","../src/providers/fincept/polymarket.ts","../src/providers/fincept/sentiment.ts","../src/providers/fincept/cryptocompare.ts","../src/providers/fincept/kronos.ts","../src/providers/fincept/defillama.ts","../src/providers/fincept/dexscreener.ts","../src/agent/signal-logger.ts","../src/agent/judge.ts","../src/agent/signal-smoother.ts","../src/agent/entry-gates.ts","../src/agent/regime.ts","../src/agent/correlation.ts","../src/agent/alerts.ts","../src/agent/token-selector.ts","../src/agent/loop.ts","../src/agent/executor.ts","../src/agent/portfolio.ts","../src/agent/risk.ts","../src/agent/reporter.ts","../src/agent/price-validator.ts","../src/agent/backtest.ts","../src/agent/calibrator.ts","../src/agent/replay-calibrator.ts","../src/agent/alert-formatter.ts","../src/agent/execution-pipeline.ts","../src/agent/signal-audit.ts"],"sourcesContent":["/**\n * CLI commands for the autonomous trading agent.\n * sherwood agent <analyze|signals|start|status|history|config|backtest>\n */\n\nimport { Command } from \"commander\";\nimport chalk from \"chalk\";\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport ora from \"ora\";\nimport { TradingAgent } from \"../agent/index.js\";\nimport type { AgentConfig, TokenAnalysis, Alert } from \"../agent/index.js\";\nimport { getLatestSignals } from \"../agent/technical.js\";\nimport type { Candle } from \"../agent/technical.js\";\nimport { CoinGeckoProvider } from \"../providers/data/coingecko.js\";\nimport { DynamicTokenSelector } from \"../agent/token-selector.js\";\nimport { SentimentProvider } from \"../providers/data/sentiment.js\";\nimport {\n  scoreTechnical,\n  scoreSentiment,\n  scoreOnChain,\n  scoreFundamental,\n  scoreEvent,\n} from \"../agent/scoring.js\";\nimport { AgentLoop } from \"../agent/loop.js\";\nimport type { LoopConfig } from \"../agent/loop.js\";\nimport { PortfolioTracker } from \"../agent/portfolio.js\";\nimport { RiskManager, DEFAULT_RISK_CONFIG } from \"../agent/risk.js\";\nimport type { RiskConfig } from \"../agent/risk.js\";\nimport { Reporter } from \"../agent/reporter.js\";\nimport { Backtester } from \"../agent/backtest.js\";\nimport type { BacktestConfig, WalkForwardConfig } from \"../agent/backtest.js\";\nimport { runCalibration, formatCalibrationTable, DEFAULT_CALIBRATION_TOKENS } from \"../agent/calibrator.js\";\nimport { runHistoryReplay } from \"../agent/replay-calibrator.js\";\nimport { AlertFormatter } from \"../agent/alert-formatter.js\";\nimport { ExecutionPipeline, DEFAULT_SCALED_SIZING } from \"../agent/execution-pipeline.js\";\nimport { auditSignalHistory, suggestRenormalizedWeights, diffAudits } from \"../agent/signal-audit.js\";\nimport type { AuditResult } from \"../agent/signal-audit.js\";\nimport { DEFAULT_WEIGHTS } from \"../agent/scoring.js\";\n\n// Expanded default universe — covers majors, L1/L2s, DeFi blue-chips, top\n// memes, and HL-listed alts so the scanner has more shots on goal each cycle.\n// Every token here has Hyperliquid perp coverage (executor.ts TOKEN_TO_ASSET_INDEX)\n// and CoinGecko OHLC. Use --auto for fully dynamic selection from HL volume.\nconst DEFAULT_TOKENS = [\n  \"bitcoin\", \"ethereum\", \"solana\",                               // majors\n  \"ripple\", \"dogecoin\", \"avalanche-2\", \"polkadot\", \"near\",       // L1s\n  \"arbitrum\",                                                    // L2\n  \"aave\", \"uniswap\", \"chainlink\",                                // DeFi\n  \"hyperliquid\", \"bittensor\", \"fartcoin\",                        // HL natives / themes\n];\n\nfunction makeConfig(overrides?: Partial<AgentConfig>): AgentConfig {\n  return {\n    tokens: DEFAULT_TOKENS,\n    cycle: \"4h\",\n    dryRun: true,\n    maxPositionPct: 5,\n    maxRiskPct: 20,\n    useX402: true, // Paid signals (Nansen + Messari) on by default — opt out with --no-x402\n    x402TopN: 1,   // Only run x402 on top 1 token by free-signal score — 96 calls/day vs 288\n    smoothFastSignals: true, // Rolling-window smoothing for noisy signals — prevents single-scan flicker\n    // judge: undefined — off by default, enable with --use-judge\n    ...overrides,\n  };\n}\n\nexport function registerAgentCommands(program: Command): void {\n  const agent = program.command(\"agent\").description(\"Autonomous trading agent\");\n\n  // ── analyze ──\n  agent\n    .command(\"analyze\")\n    .description(\"Analyze token(s) using multi-signal scoring\")\n    .argument(\"[tokens...]\", \"Token IDs to analyze (e.g., ethereum bitcoin)\")\n    .option(\"--all\", \"Analyze full watchlist\")\n    .option(\"--auto\", \"Use dynamic token selection from Hyperliquid market data\")\n    .option(\"--json\", \"Output as JSON\")\n    .option(\"--no-x402\", \"Skip paid x402 data (Nansen smart-money, Messari fundamentals) — on by default\")\n    .option(\"--telegram\", \"Output formatted summary for Telegram\")\n    .option(\"--proposals\", \"Generate trade proposals for high-confidence opportunities\")\n    .option(\"--weight-profile <name>\", \"Weight profile: default | majors | altcoin | sentHeavy | techHeavy (auto: majors for BTC/ETH/SOL)\")\n    .option(\"--scaled-sizing\", \"Score-weighted position sizing (smaller positions for marginal scores)\")\n    .option(\"--smooth\", \"Smooth fast signals with rolling 3-reading window\")\n    .option(\"--use-judge\", \"Enable LLM judge to confirm/veto borderline trades (requires Anthropic API key)\")\n    .option(\"--judge-model <model>\", \"Judge model ID (default: claude-haiku-4-5-20251001)\")\n    .option(\"--judge-top-n <n>\", \"Max tokens to judge per cycle (default: 3)\", parseInt)\n    .action(async (tokens: string[], options: { all?: boolean; auto?: boolean; json?: boolean; x402: boolean; telegram?: boolean; proposals?: boolean; weightProfile?: string; scaledSizing?: boolean; smooth?: boolean; useJudge?: boolean; judgeModel?: string; judgeTopN?: number }) => {\n      let tokenList: string[];\n      let selectionSummary: string | undefined;\n\n      if (options.auto) {\n        const spinner = ora(\"Fetching dynamic token selection from Hyperliquid...\").start();\n        try {\n          const selector = new DynamicTokenSelector();\n          const selection = await selector.selectTokens();\n          tokenList = selection.tokens;\n          selectionSummary = selector.formatSelectionSummary(selection);\n          spinner.stop();\n\n          // Show selection summary\n          console.log();\n          console.log(selectionSummary);\n          console.log();\n        } catch (error) {\n          spinner.fail(`Dynamic selection failed: ${(error as Error).message}`);\n          console.log(\"Falling back to default tokens...\");\n          tokenList = DEFAULT_TOKENS;\n        }\n      } else {\n        tokenList = options.all ? DEFAULT_TOKENS : tokens.length > 0 ? tokens : DEFAULT_TOKENS;\n      }\n\n      const scaledSizing = options.scaledSizing\n        ? { ...DEFAULT_SCALED_SIZING, enabled: true }\n        : undefined;\n      const config = makeConfig({\n        tokens: tokenList, useX402: options.x402, weightProfile: options.weightProfile, smoothFastSignals: options.smooth,\n        ...(options.useJudge ? {\n          judge: {\n            enabled: true,\n            ...(options.judgeModel ? { model: options.judgeModel } : {}),\n            ...(options.judgeTopN ? { topN: options.judgeTopN } : {}),\n          },\n        } : {}),\n      });\n      const tradingAgent = new TradingAgent(config);\n      const spinner = ora(\"Analyzing tokens...\").start();\n\n      try {\n        spinner.text = \"Analyzing tokens and checking for alerts...\";\n        const { analyses: results, alerts } = await tradingAgent.analyzeAllWithAlerts();\n        spinner.stop();\n\n        if (options.telegram) {\n          // Output Telegram-formatted summary\n          const regime = results[0]?.regime?.regime;\n          const summary = AlertFormatter.formatScanSummary(results, alerts, regime);\n          console.log(summary);\n          return;\n        }\n\n        if (options.proposals) {\n          // Output trade proposals\n          const proposals = ExecutionPipeline.generateProposals(results, { scaledSizing });\n          const formatted = ExecutionPipeline.formatProposals(proposals);\n          console.log(formatted);\n          return;\n        }\n\n        if (options.json) {\n          console.log(JSON.stringify(results.map((r) => ({ token: r.token, decision: r.decision })), null, 2));\n        } else {\n          console.log(tradingAgent.formatAnalysis(results));\n\n          // Show alerts if any\n          if (alerts.length > 0) {\n            console.log(chalk.bold(\"\\n\" + tradingAgent.formatAlerts(alerts)));\n            console.log();\n          }\n\n          // Detailed signal breakdown\n          for (const r of results) {\n            console.log(chalk.bold(`\\n  ${r.token.toUpperCase()} — Signal Breakdown`));\n            console.log(chalk.dim(\"  \" + \"─\".repeat(50)));\n\n            // Show regime info if available\n            if (r.regime) {\n              const regimeColor = r.regime.regime === \"trending-up\" ? chalk.green :\n                                  r.regime.regime === \"trending-down\" ? chalk.red :\n                                  r.regime.regime === \"ranging\" ? chalk.yellow :\n                                  r.regime.regime === \"high-volatility\" ? chalk.magenta :\n                                  chalk.cyan;\n              console.log(\n                `  ${\"Market Regime\".padEnd(22)} ${regimeColor(\"▮\".repeat(10))} ${regimeColor(r.regime.regime.replace('-', ' '))}  ${chalk.dim(r.regime.details.slice(0, 60))}`\n              );\n            }\n\n            for (const signal of r.decision.signals) {\n              const bar = renderBar(signal.value);\n              const color =\n                signal.value > 0.1\n                  ? chalk.green\n                  : signal.value < -0.1\n                    ? chalk.red\n                    : chalk.yellow;\n              console.log(\n                `  ${signal.source.padEnd(22)} ${bar} ${color(\n                  (signal.value >= 0 ? \"+\" : \"\") + signal.value.toFixed(3),\n                )}  ${chalk.dim(signal.details.slice(0, 60))}`,\n              );\n            }\n          }\n          console.log();\n        }\n      } catch (err) {\n        spinner.fail(`Analysis failed: ${(err as Error).message}`);\n        process.exitCode = 1;\n      }\n    });\n\n  // ── signals ──\n  agent\n    .command(\"signals\")\n    .description(\"Show current signal scores for a token\")\n    .argument(\"<token>\", \"Token ID\")\n    .action(async (token: string) => {\n      const spinner = ora(`Fetching signals for ${token}...`).start();\n\n      try {\n        const cg = new CoinGeckoProvider();\n        const sentimentProvider = new SentimentProvider();\n\n        // Fetch OHLC\n        spinner.text = \"Fetching OHLC data...\";\n        const ohlcRaw = await cg.getOHLC(token, 30);\n        const candles: Candle[] = ohlcRaw.map((c: number[]) => ({\n          timestamp: c[0]!,\n          open: c[1]!,\n          high: c[2]!,\n          low: c[3]!,\n          close: c[4] ?? c[3]!,\n          volume: 0,\n        }));\n\n        // Get volume data\n        try {\n          spinner.text = \"Fetching volume data...\";\n          const marketData = await cg.getMarketData(token, 30);\n          if (marketData?.total_volumes) {\n            for (const candle of candles) {\n              const nearest = marketData.total_volumes.reduce(\n                (best: number[], v: number[]) =>\n                  Math.abs(v[0]! - candle.timestamp) < Math.abs(best[0]! - candle.timestamp)\n                    ? v\n                    : best,\n                marketData.total_volumes[0]!,\n              );\n              candle.volume = nearest[1] ?? 0;\n            }\n          }\n        } catch {\n          // optional\n        }\n\n        const techSignals = getLatestSignals(candles);\n\n        // Fetch sentiment\n        spinner.text = \"Fetching sentiment...\";\n        let fgValue = 50;\n        let zScore = 0;\n        try {\n          const fgData = await sentimentProvider.getFearAndGreed();\n          if (fgData.length > 0) {\n            fgValue = fgData[0]!.value;\n            zScore = sentimentProvider.computeSentimentZScore(fgData.map((d) => d.value));\n          }\n        } catch {\n          // default values\n        }\n\n        spinner.stop();\n\n        // Display\n        console.log();\n        console.log(chalk.bold(`  ${token.toUpperCase()} — Detailed Signals`));\n        console.log(chalk.dim(\"  \" + \"═\".repeat(55)));\n\n        // Technical\n        console.log(chalk.bold.cyan(\"\\n  Technical Indicators\"));\n        console.log(`    RSI(14):       ${formatValue(techSignals.rsi, 30, 70, true)}`);\n        console.log(`    MACD:          ${techSignals.macd.value.toFixed(4)}`);\n        console.log(`    MACD Signal:   ${techSignals.macd.signal.toFixed(4)}`);\n        console.log(`    MACD Hist:     ${formatValue(techSignals.macd.histogram, 0, 0, false)}`);\n        console.log(`    BB Upper:      ${techSignals.bb.upper.toFixed(2)}`);\n        console.log(`    BB Middle:     ${techSignals.bb.middle.toFixed(2)}`);\n        console.log(`    BB Lower:      ${techSignals.bb.lower.toFixed(2)}`);\n        console.log(`    BB Width:      ${techSignals.bb.width.toFixed(4)}`);\n        console.log(`    BB Squeeze:    ${techSignals.bb.squeeze ? chalk.yellow(\"YES\") : \"No\"}`);\n        console.log(`    EMA(8):        ${techSignals.ema.ema8.toFixed(2)}`);\n        console.log(`    EMA(21):       ${techSignals.ema.ema21.toFixed(2)}`);\n        console.log(`    EMA(50):       ${isNaN(techSignals.ema.ema50) ? chalk.dim(\"N/A\") : techSignals.ema.ema50.toFixed(2)}`);\n        console.log(`    EMA(200):      ${isNaN(techSignals.ema.ema200) ? chalk.dim(\"N/A\") : techSignals.ema.ema200.toFixed(2)}`);\n        console.log(`    ATR(14):       ${techSignals.atr.toFixed(2)}`);\n        console.log(`    VWAP:          ${techSignals.vwap.toFixed(2)}`);\n        console.log(`    Vol Ratio:     ${techSignals.volume.ratio.toFixed(2)}x avg`);\n\n        // Sentiment\n        console.log(chalk.bold.cyan(\"\\n  Sentiment\"));\n        console.log(`    Fear & Greed:  ${formatFearGreed(fgValue)}`);\n        console.log(`    Z-Score:       ${zScore.toFixed(2)}`);\n\n        // Signal scores\n        const techScore = scoreTechnical(techSignals);\n        const sentScore = scoreSentiment(fgValue, zScore);\n        const onchainScore = scoreOnChain({});\n        const fundScore = scoreFundamental({});\n        const eventScore = scoreEvent({});\n\n        console.log(chalk.bold.cyan(\"\\n  Signal Scores\"));\n        console.log(`    Technical:     ${renderBar(techScore.value)} ${colorValue(techScore.value)}`);\n        console.log(`    Sentiment:     ${renderBar(sentScore.value)} ${colorValue(sentScore.value)}`);\n        console.log(`    On-Chain:      ${renderBar(onchainScore.value)} ${colorValue(onchainScore.value)}`);\n        console.log(`    Fundamental:   ${renderBar(fundScore.value)} ${colorValue(fundScore.value)}`);\n        console.log(`    Event:         ${renderBar(eventScore.value)} ${colorValue(eventScore.value)}`);\n        console.log();\n      } catch (err) {\n        spinner.fail(`Failed: ${(err as Error).message}`);\n        process.exitCode = 1;\n      }\n    });\n\n  // ── start ──\n  agent\n    .command(\"start\")\n    .description(\"Start autonomous trading loop\")\n    .option(\"--cycle <interval>\", \"Cycle interval (15m, 1h, 4h)\", \"4h\")\n    .option(\"--dry-run\", \"Paper trading mode\", true)\n    .option(\"--tokens <tokens>\", \"Comma-separated token list\")\n    .option(\"--auto\", \"Use dynamic token selection from Hyperliquid market data\")\n    .option(\"--log <path>\", \"Path to write cycle logs\")\n    .option(\"--mode <mode>\", \"Execution mode: dry-run (default), hyperliquid-perp\", \"dry-run\")\n    .option(\"--strategy-clone <address>\", \"Strategy clone address on HyperEVM (required for hyperliquid-perp)\")\n    .option(\"--chain <chain>\", \"Chain for live execution (hyperevm, hyperevm-testnet)\", \"ethereum\")\n    .option(\"--asset-index <n>\", \"HyperCore perp asset index (default: 3 = ETH)\")\n    .option(\"--no-x402\", \"Skip paid x402 data (Nansen smart-money, Messari fundamentals) — on by default\")\n    .option(\"--weight-profile <name>\", \"Weight profile: default | majors | altcoin | sentHeavy | techHeavy (auto: majors for BTC/ETH/SOL)\")\n    .option(\"--scaled-sizing\", \"Score-weighted position sizing (smaller positions for marginal scores)\")\n    .option(\"--smooth\", \"Smooth fast signals with rolling 3-reading window\")\n    .option(\"--use-judge\", \"Enable LLM judge to confirm/veto borderline trades (requires Anthropic API key)\")\n    .option(\"--judge-model <model>\", \"Judge model ID (default: claude-haiku-4-5-20251001)\")\n    .option(\"--judge-top-n <n>\", \"Max tokens to judge per cycle (default: 3)\", parseInt)\n    .action(async (options: { cycle?: string; dryRun?: boolean; tokens?: string; auto?: boolean; log?: string; mode?: string; strategyClone?: string; chain?: string; assetIndex?: string; x402: boolean; weightProfile?: string; scaledSizing?: boolean; smooth?: boolean; useJudge?: boolean; judgeModel?: string; judgeTopN?: number }) => {\n      let tokenList: string[];\n\n      if (options.auto) {\n        console.log(chalk.dim(\"  Using dynamic token selection from Hyperliquid (refreshes every 30 min)\"));\n        // For the loop, we'll create a placeholder list that gets replaced dynamically\n        // The actual selection happens in the loop itself to allow periodic refresh\n        tokenList = ['bitcoin', 'ethereum']; // Minimal list, will be replaced\n      } else {\n        tokenList = options.tokens ? options.tokens.split(\",\").map((t) => t.trim()) : DEFAULT_TOKENS;\n      }\n\n      const cycle = (options.cycle ?? \"4h\") as AgentConfig[\"cycle\"];\n\n      // Load persisted risk config from disk (written by `agent config --set`)\n      let savedRiskConfig: Partial<RiskConfig> = {};\n      try {\n        const configPath = join(homedir(), '.sherwood', 'agent', 'config.json');\n        const data = await readFile(configPath, 'utf-8');\n        const parsed = JSON.parse(data) as Record<string, unknown>;\n        // Only pick known risk keys with valid numeric values\n        for (const [k, v] of Object.entries(parsed)) {\n          if (k in DEFAULT_RISK_CONFIG && typeof v === 'number' && Number.isFinite(v)) {\n            (savedRiskConfig as Record<string, number>)[k] = v;\n          }\n        }\n        if (Object.keys(savedRiskConfig).length > 0) {\n          console.log(chalk.dim(`  Loaded ${Object.keys(savedRiskConfig).length} risk config overrides from ~/.sherwood/agent/config.json`));\n        }\n      } catch {\n        // No saved config — use defaults\n      }\n\n      const isLive = options.mode === 'hyperliquid-perp';\n      // NOTE: options.scaledSizing is currently a no-op here because the loop\n      // does not call ExecutionPipeline.generateProposals. If that changes,\n      // pass { scaledSizing } through LoopConfig and into the proposal call.\n      if (isLive && !options.strategyClone) {\n        console.error(chalk.red('  --strategy-clone is required for hyperliquid-perp mode'));\n        process.exitCode = 1;\n        return;\n      }\n      const proposerKey = process.env.SHERWOOD_PROPOSER_KEY as `0x${string}` | undefined;\n      if (isLive && !proposerKey) {\n        console.error(chalk.red('  SHERWOOD_PROPOSER_KEY env var is required for live execution'));\n        process.exitCode = 1;\n        return;\n      }\n\n      const loopConfig: LoopConfig = {\n        agent: makeConfig({\n          tokens: tokenList, cycle, dryRun: !isLive, useX402: options.x402,\n          weightProfile: options.weightProfile, smoothFastSignals: options.smooth,\n          ...(options.useJudge ? {\n            judge: {\n              enabled: true,\n              ...(options.judgeModel ? { model: options.judgeModel } : {}),\n              ...(options.judgeTopN ? { topN: options.judgeTopN } : {}),\n            },\n          } : {}),\n        }),\n        execution: {\n          dryRun: !isLive,\n          mode: (options.mode ?? 'dry-run') as 'dry-run' | 'hyperliquid-perp',\n          mevProtection: false,\n          chain: options.chain ?? 'ethereum',\n          strategyClone: options.strategyClone as `0x${string}` | undefined,\n          proposerPrivateKey: proposerKey,\n          assetIndex: options.assetIndex ? (() => {\n            const idx = parseInt(options.assetIndex!, 10);\n            if (isNaN(idx) || idx < 0) {\n              console.error(chalk.red(`  Invalid --asset-index: ${options.assetIndex}`));\n              process.exit(1);\n            }\n            return idx;\n          })() : undefined,\n        },\n        riskConfig: savedRiskConfig,\n        logPath: options.log,\n        autoDynamicSelection: options.auto ?? false,\n      };\n\n      const loop = new AgentLoop(loopConfig);\n\n      // Graceful shutdown\n      const shutdown = () => {\n        console.log(chalk.yellow(\"\\n  Shutting down gracefully...\"));\n        loop.stop();\n      };\n      process.on(\"SIGINT\", shutdown);\n      process.on(\"SIGTERM\", shutdown);\n\n      await loop.start();\n    });\n\n  // ── status ──\n  agent\n    .command(\"status\")\n    .description(\"Show current portfolio, open positions, daily PnL\")\n    .action(async () => {\n      const portfolio = new PortfolioTracker();\n      const reporter = new Reporter();\n\n      try {\n        const state = await portfolio.load();\n\n        // Try to update prices for open positions\n        if (state.positions.length > 0) {\n          try {\n            const cg = new CoinGeckoProvider();\n            const tokenIds = state.positions.map(p => p.tokenId);\n            const priceData = await cg.getPrice(tokenIds, ['usd']);\n            const prices: Record<string, number> = {};\n            for (const id of tokenIds) {\n              const price = priceData?.[id]?.usd;\n              if (typeof price === 'number') prices[id] = price;\n            }\n            if (Object.keys(prices).length > 0) {\n              const updated = await portfolio.updatePrices(prices);\n              console.log(reporter.formatPortfolioReport(updated));\n              return;\n            }\n          } catch {\n            // Fall through to show cached state\n          }\n        }\n\n        console.log(reporter.formatPortfolioReport(state));\n      } catch (err) {\n        console.error(chalk.red(`Failed to load portfolio: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n\n  // ── summary ──\n  agent\n    .command(\"summary\")\n    .description(\"Print a formatted cycle summary for XMTP/Telegram (pipe to chat send --stdin)\")\n    .action(async () => {\n      const { printSummary } = await import(\"../agent/summary-formatter.js\");\n      await printSummary();\n    });\n\n  // ── history ──\n  agent\n    .command(\"history\")\n    .description(\"Show trade history and performance metrics\")\n    .option(\"--days <n>\", \"Number of days to look back\", \"30\")\n    .action(async (options: { days?: string }) => {\n      const portfolio = new PortfolioTracker();\n      const reporter = new Reporter();\n      const days = Math.max(1, parseInt(options.days ?? \"30\", 10) || 30);\n\n      try {\n        const trades = await portfolio.getHistory(days);\n        const metrics = await portfolio.getMetrics(days);\n\n        console.log('');\n        console.log(chalk.bold(`  Trade History (last ${days} days)`));\n        console.log(chalk.dim('  ' + '═'.repeat(70)));\n\n        if (trades.length === 0) {\n          console.log(chalk.dim('  No trades recorded in this period.'));\n          console.log('');\n          return;\n        }\n\n        // Table header\n        console.log(chalk.dim(`  ${'Symbol'.padEnd(10)} ${'Side'.padEnd(6)} ${'Entry'.padEnd(12)} ${'Exit'.padEnd(12)} ${'PnL $'.padEnd(12)} ${'PnL %'.padEnd(10)} Exit Reason`));\n        console.log(chalk.dim('  ' + '─'.repeat(70)));\n\n        for (const t of trades) {\n          const pnlColor = t.pnlUsd >= 0 ? chalk.green : chalk.red;\n          console.log(\n            `  ${t.symbol.padEnd(10)} ${t.side.padEnd(6)} $${t.entryPrice.toFixed(2).padEnd(11)} $${t.exitPrice.toFixed(2).padEnd(11)} ${pnlColor(('$' + t.pnlUsd.toFixed(2)).padEnd(12))} ${pnlColor(((t.pnlPercent * 100).toFixed(1) + '%').padEnd(10))} ${t.exitReason.slice(0, 20)}`,\n          );\n        }\n\n        // Performance metrics\n        console.log(reporter.formatMetrics(metrics));\n      } catch (err) {\n        console.error(chalk.red(`Failed to load history: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n\n  // ── config ──\n  agent\n    .command(\"config\")\n    .description(\"Show or set risk parameters\")\n    .option(\"--set <key=value>\", \"Set a config value (e.g. --set maxSinglePosition=0.15)\")\n    .action(async (options: { set?: string }) => {\n      const riskConfig = { ...DEFAULT_RISK_CONFIG };\n\n      // Bounds for risk config values to prevent disabling guardrails\n      const RISK_BOUNDS: Record<string, [number, number]> = {\n        maxPortfolioRisk: [0.01, 0.50],\n        maxSinglePosition: [0.01, 0.25],\n        maxCorrelatedExposure: [0.05, 0.50],\n        maxConcurrentTrades: [1, 20],\n        hardStopPercent: [0.01, 0.30],\n        trailingStopAtr: [0.5, 5.0],\n        dailyLossLimit: [0.01, 0.30],\n        weeklyLossLimit: [0.01, 0.50],\n        monthlyLossLimit: [0.01, 0.60],\n        riskPerTrade: [0.005, 0.05],\n      };\n\n      if (options.set) {\n        const [key, value] = options.set.split('=');\n        if (key && value && key in riskConfig) {\n          if (key === 'maxSlippage') {\n            console.log(chalk.red(`  maxSlippage must be set per tier (not supported via --set)`));\n            console.log('');\n            return;\n          }\n          const numVal = parseFloat(value);\n          if (!isNaN(numVal)) {\n            // Integer-type fields must not be fractional\n            const INTEGER_KEYS = new Set(['maxConcurrentTrades']);\n            if (INTEGER_KEYS.has(key) && !Number.isInteger(numVal)) {\n              console.log(chalk.red(`  ${key} must be a whole number (got ${numVal})`));\n              console.log('');\n              return;\n            }\n            const bounds = RISK_BOUNDS[key];\n            if (bounds && (numVal < bounds[0] || numVal > bounds[1])) {\n              console.log(chalk.red(`  Value ${numVal} out of bounds for ${key}: [${bounds[0]}, ${bounds[1]}]`));\n              console.log('');\n              return;\n            }\n            (riskConfig as Record<string, unknown>)[key] = numVal;\n            console.log(chalk.green(`  Set ${key} = ${numVal}`));\n\n            // Persist to disk\n            const configDir = join(homedir(), '.sherwood', 'agent');\n            const configPath = join(configDir, 'config.json');\n            let existingConfig: Record<string, unknown> = {};\n            try {\n              const data = await readFile(configPath, 'utf-8');\n              existingConfig = JSON.parse(data);\n            } catch {\n              // No existing config file\n            }\n            existingConfig[key] = numVal;\n            await mkdir(configDir, { recursive: true });\n            await writeFile(configPath, JSON.stringify(existingConfig, null, 2), 'utf-8');\n            console.log(chalk.dim(`  Saved to ${configPath}`));\n          } else {\n            console.log(chalk.red(`  Invalid value: ${value}`));\n          }\n        } else {\n          console.log(chalk.red(`  Unknown config key: ${key}`));\n          console.log(chalk.dim(`  Available keys: ${Object.keys(riskConfig).join(', ')}`));\n        }\n        console.log('');\n        return;\n      }\n\n      // Display current config\n      console.log('');\n      console.log(chalk.bold('  Risk Configuration'));\n      console.log(chalk.dim('  ' + '═'.repeat(50)));\n      console.log(`  Max Portfolio Risk:      ${(riskConfig.maxPortfolioRisk * 100).toFixed(0)}%`);\n      console.log(`  Max Single Position:     ${(riskConfig.maxSinglePosition * 100).toFixed(0)}%`);\n      console.log(`  Max Correlated Exposure: ${(riskConfig.maxCorrelatedExposure * 100).toFixed(0)}%`);\n      console.log(`  Max Concurrent Trades:   ${riskConfig.maxConcurrentTrades}`);\n      console.log(`  Hard Stop:               ${(riskConfig.hardStopPercent * 100).toFixed(0)}%`);\n      console.log(`  Trailing Stop ATR:       ${riskConfig.trailingStopAtr}x`);\n      console.log(chalk.dim('  ' + '─'.repeat(50)));\n      console.log(`  Daily Loss Limit:        ${(riskConfig.dailyLossLimit * 100).toFixed(0)}%`);\n      console.log(`  Weekly Loss Limit:       ${(riskConfig.weeklyLossLimit * 100).toFixed(0)}%`);\n      console.log(`  Monthly Loss Limit:      ${(riskConfig.monthlyLossLimit * 100).toFixed(0)}%`);\n      console.log(chalk.dim('  ' + '─'.repeat(50)));\n      console.log(`  Max Slippage (large):    ${(riskConfig.maxSlippage.large! * 100).toFixed(1)}%`);\n      console.log(`  Max Slippage (mid):      ${(riskConfig.maxSlippage.mid! * 100).toFixed(1)}%`);\n      console.log(`  Max Slippage (small):    ${(riskConfig.maxSlippage.small! * 100).toFixed(1)}%`);\n      console.log('');\n    });\n\n  // ── backtest ──\n  agent\n    .command(\"backtest\")\n    .description(\"Backtest strategies on historical data\")\n    .argument(\"<token>\", \"Token ID (e.g., bitcoin, ethereum)\")\n    .option(\"--from <date>\", \"Start date (YYYY-MM-DD)\", \"2024-01-01\")\n    .option(\"--to <date>\", \"End date (YYYY-MM-DD)\", \"2024-12-31\")\n    .option(\"--strategies <list>\", \"Comma-separated strategy names\", \"\")\n    .option(\"--capital <amount>\", \"Initial capital in USD\", \"10000\")\n    .option(\"--cycle <interval>\", \"Candle interval (1h, 4h, 1d)\", \"1d\")\n    .option(\"--walk-forward\", \"Enable walk-forward optimization\")\n    .option(\"--train <days>\", \"Training window in days for walk-forward\", \"90\")\n    .option(\"--test <days>\", \"Test window in days for walk-forward\", \"30\")\n    .option(\"--verbose\", \"Show detailed decision logs for each candle\")\n    .option(\"--regime\", \"Apply regime-conditional thresholds per-candle (matches live behavior)\")\n    .option(\"--trailing-stop <pct>\", \"Trailing stop as decimal (e.g. 0.05 = 5%) — exits if price drops X% from high-water mark\")\n    .option(\"--scaled-sizing\", \"Score-weighted position sizing (smaller positions for marginal scores)\")\n    .option(\"--weight-profile <name>\", \"Named weight profile: default | majors | altcoin | sentHeavy | techHeavy\")\n    .option(\"--smooth\", \"Smooth fast signals (HL flow, smartMoney, dexFlow, fundingRate) with rolling 3-reading window\")\n    .action(async (token: string, options: { from: string; to: string; strategies: string; capital: string; cycle: string; walkForward?: boolean; train: string; test: string; verbose?: boolean; regime?: boolean; trailingStop?: string; scaledSizing?: boolean; weightProfile?: string; smooth?: boolean }) => {\n      const capital = parseFloat(options.capital);\n      const strategies = options.strategies ? options.strategies.split(\",\").map((s) => s.trim()) : [];\n      const trailingStopPct = options.trailingStop ? parseFloat(options.trailingStop) : undefined;\n      if (trailingStopPct !== undefined && (!Number.isFinite(trailingStopPct) || trailingStopPct <= 0 || trailingStopPct > 0.5)) {\n        console.error(chalk.red(\"--trailing-stop must be between 0 and 0.5 (e.g. 0.05 = 5%)\"));\n        process.exitCode = 1;\n        return;\n      }\n      // NOTE: options.scaledSizing is currently a no-op in backtest because\n      // the backtester doesn't generate TradeProposals — it simulates its own\n      // BUY/SELL directly from decision.action. Flag is parsed but unused.\n\n      if (options.walkForward) {\n        // Walk-forward optimization mode\n        const trainWindow = parseInt(options.train, 10);\n        const testWindow = parseInt(options.test, 10);\n        const stepSize = Math.min(testWindow, 30); // Default step size to test window or 30 days, whichever is smaller\n        const totalDays = trainWindow + (testWindow * 3); // Ensure we have enough data for multiple folds\n\n        const walkConfig: WalkForwardConfig = {\n          tokenId: token,\n          totalDays,\n          trainWindow,\n          testWindow,\n          stepSize,\n          capital,\n          strategies,\n          useRegime: options.regime,\n          trailingStopPct,\n          smoothFastSignals: options.smooth,\n        };\n\n        const spinner = ora(`Walk-forward testing ${token} (${trainWindow}d train, ${testWindow}d test)...`).start();\n\n        try {\n          const backtester = new Backtester({\n            tokenId: token,\n            startDate: options.from,\n            endDate: options.to,\n            initialCapital: capital,\n            strategies,\n            cycle: (options.cycle as BacktestConfig[\"cycle\"]) || \"1d\",\n            verbose: options.verbose,\n            useRegime: options.regime,\n            trailingStopPct,\n            smoothFastSignals: options.smooth,\n          });\n          const result = await backtester.walkForwardTest(walkConfig);\n          spinner.stop();\n          console.log(backtester.formatWalkForwardResults(result, walkConfig));\n        } catch (err) {\n          spinner.fail(`Walk-forward test failed: ${(err as Error).message}`);\n          process.exitCode = 1;\n        }\n      } else {\n        // Regular backtest mode\n        const config: BacktestConfig = {\n          tokenId: token,\n          startDate: options.from,\n          endDate: options.to,\n          initialCapital: capital,\n          strategies,\n          cycle: (options.cycle as BacktestConfig[\"cycle\"]) || \"1d\",\n          verbose: options.verbose,\n          useRegime: options.regime,\n          trailingStopPct,\n          smoothFastSignals: options.smooth,\n        };\n\n        const spinner = ora(`Backtesting ${token} from ${config.startDate} to ${config.endDate}...`).start();\n\n        try {\n          const backtester = new Backtester(config);\n          const result = await backtester.run();\n          spinner.stop();\n          console.log(backtester.formatResults(result));\n        } catch (err) {\n          spinner.fail(`Backtest failed: ${(err as Error).message}`);\n          process.exitCode = 1;\n        }\n      }\n    });\n\n  // ── calibrate ──\n  agent\n    .command(\"calibrate\")\n    .description(\"Sweep weight profiles × BUY/SELL thresholds against historical data; ranks by Sharpe\")\n    .option(\"--tokens <list>\", \"Comma-separated CoinGecko IDs (default: bitcoin,ethereum,solana,aave,uniswap,chainlink,arbitrum)\")\n    .option(\"--days <n>\", \"Lookback window in days\", \"60\")\n    .option(\"--capital <amount>\", \"Initial capital per token in USD\", \"10000\")\n    .option(\"--top <n>\", \"Show top N configs in the ranked table\", \"20\")\n    .option(\"--from-history [path]\", \"Replay against signal-history.jsonl (true production signal stack including HL/funding/dexFlow). Path defaults to ~/.sherwood/agent/signal-history.jsonl\")\n    .option(\"--last <days>\", \"Replay only rows captured within the last N days (use after a scoring change to ignore stale captures). Replay path only.\")\n    .option(\"--no-regime\", \"When using --from-history, ignore the regime field on each row (use DEFAULT_THRESHOLDS instead)\")\n    .action(async (options: { tokens?: string; days: string; capital: string; top: string; fromHistory?: string | boolean; last?: string; regime: boolean }) => {\n      const topN = parseInt(options.top, 10);\n\n      // ── Replay path: signal-history.jsonl ──\n      if (options.fromHistory) {\n        const historyPath = typeof options.fromHistory === 'string' ? options.fromHistory : undefined;\n        const tokens = options.tokens\n          ? options.tokens.split(\",\").map((t) => t.trim()).filter(Boolean)\n          : undefined; // default = all tokens in dataset\n\n        let lastDays: number | undefined;\n        if (options.last !== undefined) {\n          lastDays = parseFloat(options.last);\n          if (!Number.isFinite(lastDays) || lastDays <= 0) {\n            console.error(chalk.red(`Invalid --last: ${options.last} (expected positive number of days)`));\n            process.exitCode = 1;\n            return;\n          }\n        }\n\n        console.log(chalk.bold(`\\n  Replaying calibration against signal-history.jsonl${lastDays ? ` (last ${lastDays}d)` : ''}...\\n`));\n        try {\n          const results = await runHistoryReplay({\n            historyPath,\n            tokens,\n            lastDays,\n            useRegime: options.regime,\n            onProgress: (msg) => console.log(chalk.dim(`  ${msg}`)),\n          });\n          console.log(formatCalibrationTable(results, topN));\n          console.log(chalk.dim(`  Source: signal-history replay (production signal stack)`));\n          console.log(chalk.dim(`  Saved: ~/.sherwood/agent/replay-calibration-results.json\\n`));\n        } catch (err) {\n          console.error(chalk.red(`\\n  Replay calibration failed: ${(err as Error).message}\\n`));\n          process.exitCode = 1;\n        }\n        return;\n      }\n\n      // ── Candle path: re-fetch from CoinGecko, recompute signals ──\n      const tokens = options.tokens\n        ? options.tokens.split(\",\").map((t) => t.trim()).filter(Boolean)\n        : DEFAULT_CALIBRATION_TOKENS;\n      const days = parseInt(options.days, 10);\n      const capital = parseFloat(options.capital);\n\n      if (!Number.isFinite(days) || days <= 0) {\n        console.error(chalk.red(`Invalid --days: ${options.days}`));\n        process.exitCode = 1;\n        return;\n      }\n      if (!Number.isFinite(capital) || capital <= 0) {\n        console.error(chalk.red(`Invalid --capital: ${options.capital}`));\n        process.exitCode = 1;\n        return;\n      }\n\n      console.log(chalk.bold(`\\n  Calibrating ${tokens.length} tokens over ${days}d (candle-based, 200 configs per token)...\\n`));\n      try {\n        const results = await runCalibration({\n          tokens,\n          days,\n          capital,\n          onProgress: (msg) => console.log(chalk.dim(`  ${msg}`)),\n        });\n        console.log(formatCalibrationTable(results, topN));\n      } catch (err) {\n        console.error(chalk.red(`\\n  Calibration failed: ${(err as Error).message}\\n`));\n        process.exitCode = 1;\n      }\n    });\n\n  // ── autoresearch ──\n  agent\n    .command(\"autoresearch\")\n    .description(\"Run autonomous parameter optimization against production signal history (Karpathy/Nunchi pattern)\")\n    .option(\"--experiments <n>\", \"Number of experiments to run\", \"50\")\n    .option(\"--last <days>\", \"Only use signal rows from the last N days\")\n    .action(async (options: { experiments?: string; last?: string }) => {\n      const { runAutoresearch } = await import(\"../agent/autoresearch.js\");\n      await runAutoresearch({\n        experiments: options.experiments ? parseInt(options.experiments, 10) : 50,\n        lastDays: options.last ? parseFloat(options.last) : undefined,\n      });\n    });\n\n  // ── signal-audit ──\n  agent\n    .command(\"signal-audit\")\n    .description(\"Audit signal history — which signal categories actually fire?\")\n    .option(\"--drop-threshold <rate>\", \"Fire-rate below which a category is flagged for dropping\", \"0.1\")\n    .option(\"--json\", \"Emit raw JSON instead of formatted table\")\n    .option(\"--save <path>\", \"Save current audit as a baseline JSON snapshot\")\n    .option(\"--baseline <path>\", \"Diff current audit against a saved baseline\")\n    .action(async (options: { dropThreshold?: string; json?: boolean; save?: string; baseline?: string }) => {\n      const dropThreshold = parseFloat(options.dropThreshold ?? \"0.1\");\n      const result = await auditSignalHistory();\n\n      // --save: write snapshot and exit\n      if (options.save) {\n        await mkdir(join(homedir(), '.sherwood', 'agent'), { recursive: true });\n        await writeFile(options.save, JSON.stringify(result, null, 2), 'utf-8');\n        console.log(chalk.green(`  Saved baseline snapshot to ${options.save}`));\n        console.log(chalk.dim(`  ${result.totalEntries} entries, ${result.perSignal.length} signals`));\n        return;\n      }\n\n      // --baseline: load and diff\n      if (options.baseline) {\n        let baseline: AuditResult;\n        try {\n          const raw = await readFile(options.baseline, 'utf-8');\n          baseline = JSON.parse(raw) as AuditResult;\n        } catch (err) {\n          console.error(chalk.red(`  Failed to load baseline: ${(err as Error).message}`));\n          process.exitCode = 1;\n          return;\n        }\n\n        const diff = diffAudits(baseline, result);\n\n        if (options.json) {\n          console.log(JSON.stringify(diff, null, 2));\n          return;\n        }\n\n        console.log(\"\");\n        console.log(chalk.bold(\"  Signal Audit Diff\"));\n        console.log(chalk.dim(\"  \" + \"═\".repeat(72)));\n        if (baseline.dateRange && result.dateRange) {\n          console.log(chalk.dim(`  Baseline: ${baseline.dateRange.from.slice(0, 10)} → ${baseline.dateRange.to.slice(0, 10)} (${baseline.totalEntries} entries)`));\n          console.log(chalk.dim(`  Current:  ${result.dateRange.from.slice(0, 10)} → ${result.dateRange.to.slice(0, 10)} (${result.totalEntries} entries)`));\n        }\n        console.log(\"\");\n\n        // Per-category diff\n        console.log(chalk.bold(\"  Per Category\"));\n        console.log(chalk.dim(`  ${\"Category\".padEnd(14)} ${\"Was\".padEnd(7)} ${\"Now\".padEnd(7)} ${\"Δ\".padEnd(8)} Status`));\n        console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n        for (const c of diff.perCategory) {\n          const arrow = c.status === \"improved\" ? chalk.green(\"↑\") :\n            c.status === \"regressed\" ? chalk.red(\"↓\") :\n            c.status === \"new\" ? chalk.cyan(\"✦\") :\n            c.status === \"removed\" ? chalk.red(\"✗\") : chalk.dim(\"=\");\n          const deltaStr = (c.fireRateDelta >= 0 ? \"+\" : \"\") + (c.fireRateDelta * 100).toFixed(0) + \"pp\";\n          const deltaColor = c.status === \"improved\" ? chalk.green : c.status === \"regressed\" ? chalk.red : chalk.dim;\n          console.log(\n            `  ${c.category.padEnd(14)} ${(c.baseline.fireRate * 100).toFixed(0).padStart(5)}%  ${(c.current.fireRate * 100).toFixed(0).padStart(5)}%  ${deltaColor(deltaStr.padEnd(7))} ${arrow} ${c.status}`,\n          );\n        }\n\n        // Per-signal diff (only show changes)\n        const changedSignals = diff.perSignal.filter((s) => s.status !== \"stable\");\n        if (changedSignals.length > 0) {\n          console.log(\"\");\n          console.log(chalk.bold(\"  Changed Signals\"));\n          console.log(chalk.dim(`  ${\"Signal\".padEnd(22)} ${\"Was\".padEnd(7)} ${\"Now\".padEnd(7)} ${\"Δ\".padEnd(8)} Status`));\n          console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n          for (const s of changedSignals) {\n            const arrow = s.status === \"improved\" ? chalk.green(\"↑\") :\n              s.status === \"regressed\" ? chalk.red(\"↓\") :\n              s.status === \"new\" ? chalk.cyan(\"✦\") :\n              s.status === \"removed\" ? chalk.red(\"✗\") : chalk.dim(\"=\");\n            const deltaStr = (s.fireRateDelta >= 0 ? \"+\" : \"\") + (s.fireRateDelta * 100).toFixed(0) + \"pp\";\n            const deltaColor = s.status === \"improved\" ? chalk.green : s.status === \"regressed\" ? chalk.red : chalk.dim;\n            console.log(\n              `  ${s.name.padEnd(22)} ${(s.baseline.fireRate * 100).toFixed(0).padStart(5)}%  ${(s.current.fireRate * 100).toFixed(0).padStart(5)}%  ${deltaColor(deltaStr.padEnd(7))} ${arrow} ${s.status}`,\n            );\n          }\n        } else {\n          console.log(\"\");\n          console.log(chalk.dim(\"  No per-signal changes above 5pp threshold.\"));\n        }\n        console.log(\"\");\n        return;\n      }\n\n      if (options.json) {\n        console.log(JSON.stringify(result, null, 2));\n        return;\n      }\n\n      console.log(\"\");\n      console.log(chalk.bold(\"  Signal Activity Audit\"));\n      console.log(chalk.dim(\"  \" + \"═\".repeat(72)));\n\n      if (result.totalEntries === 0) {\n        console.log(chalk.dim(`  No signal history yet at ${result.filePath}`));\n        console.log(chalk.dim(\"  Run 'sherwood agent analyze' a few times to populate it.\"));\n        console.log(\"\");\n        return;\n      }\n\n      console.log(chalk.dim(`  Source:  ${result.filePath}`));\n      console.log(chalk.dim(`  Entries: ${result.totalEntries}`));\n      if (result.dateRange) {\n        console.log(\n          chalk.dim(\n            `  Range:   ${result.dateRange.from.slice(0, 10)} → ${result.dateRange.to.slice(0, 10)}`,\n          ),\n        );\n      }\n      console.log(\"\");\n\n      // Per-category summary\n      console.log(chalk.bold(\"  Per Category\"));\n      console.log(\n        chalk.dim(\n          `  ${\"Category\".padEnd(14)} ${\"Fire%\".padEnd(7)} ${\"Obs\".padEnd(6)} ${\"Mean|v|\".padEnd(9)} Signals`,\n        ),\n      );\n      console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n      for (const c of result.perCategory) {\n        const color =\n          c.recommendation === \"keep\"\n            ? chalk.green\n            : c.recommendation === \"drop\"\n              ? chalk.red\n              : chalk.yellow;\n        const rec = `[${c.recommendation.toUpperCase()}]`;\n        console.log(\n          `  ${c.category.padEnd(14)} ${(c.fireRate * 100).toFixed(0).padStart(5)}%  ${String(c.observations).padEnd(6)} ${c.meanAbsValue.toFixed(3).padEnd(9)} ${c.signalNames.join(\", \")} ${color(rec)}`,\n        );\n      }\n\n      // Per-signal detail\n      console.log(\"\");\n      console.log(chalk.bold(\"  Per Signal\"));\n      console.log(\n        chalk.dim(\n          `  ${\"Signal\".padEnd(22)} ${\"Category\".padEnd(12)} ${\"Fire%\".padEnd(7)} ${\"Obs\".padEnd(6)} ${\"Mean|v|\".padEnd(9)} ${\"Bias\".padEnd(8)} Conf`,\n        ),\n      );\n      console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n      for (const s of result.perSignal) {\n        const biasColor = s.directionalBias >= 0 ? chalk.green : chalk.red;\n        console.log(\n          `  ${s.name.padEnd(22)} ${s.category.padEnd(12)} ${(s.fireRate * 100).toFixed(0).padStart(5)}%  ${String(s.observations).padEnd(6)} ${s.meanAbsValue.toFixed(3).padEnd(9)} ${biasColor((s.directionalBias >= 0 ? \"+\" : \"\") + s.directionalBias.toFixed(3)).padEnd(17)} ${s.meanConfidence.toFixed(2)}`,\n        );\n      }\n\n      // Renormalized weight suggestion\n      const current = DEFAULT_WEIGHTS as unknown as Record<string, number>;\n      const suggested = suggestRenormalizedWeights(current, result.perCategory, dropThreshold);\n      const changed = Object.keys(current).some(\n        (k) => Math.abs((suggested[k] ?? 0) - (current[k] ?? 0)) > 0.001,\n      );\n\n      if (changed) {\n        console.log(\"\");\n        console.log(chalk.bold(\"  Suggested Weight Renormalization\"));\n        console.log(chalk.dim(`  (Dropping categories below ${(dropThreshold * 100).toFixed(0)}% fire rate)`));\n        console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n        console.log(\n          chalk.dim(\n            `  ${\"Category\".padEnd(14)} ${\"Current\".padEnd(10)} ${\"Suggested\"}`,\n          ),\n        );\n        for (const [cat, w] of Object.entries(current)) {\n          const newW = suggested[cat] ?? 0;\n          const tag =\n            newW === 0 ? chalk.red(\" ← drop\") : newW > w ? chalk.green(\" ← boost\") : \"\";\n          console.log(\n            `  ${cat.padEnd(14)} ${w.toFixed(3).padEnd(10)} ${newW.toFixed(3)}${tag}`,\n          );\n        }\n      } else {\n        console.log(\"\");\n        console.log(chalk.dim(\"  All categories above drop threshold — no renormalization suggested.\"));\n      }\n      console.log(\"\");\n    });\n\n  // ── serve (dashboard API) ──\n  agent\n    .command(\"serve\")\n    .description(\"Start dashboard API server (REST + WebSocket)\")\n    .option(\"--port <number>\", \"Port to listen on\", \"3939\")\n    .option(\"--host <string>\", \"Host to bind to (default: 127.0.0.1 if no token, 0.0.0.0 with token)\")\n    .option(\"--token <string>\", \"Bearer token for remote access\")\n    .action(async (opts: { port: string; host?: string; token?: string }) => {\n      const { startServe } = await import(\"../agent/serve.js\");\n      const port = parseInt(opts.port, 10);\n      const host = opts.host ?? (opts.token ? \"0.0.0.0\" : \"127.0.0.1\");\n      await startServe({ port, host, token: opts.token });\n    });\n\n  // ── alerts ──\n  const alerts = agent.command(\"alerts\").description(\"Manage trading alerts\");\n\n  alerts\n    .command(\"list\")\n    .alias(\"\")\n    .description(\"Show recent alerts\")\n    .option(\"--hours <n>\", \"Look back N hours\", \"24\")\n    .action(async (options: { hours?: string }) => {\n      try {\n        const tradingAgent = new TradingAgent(makeConfig());\n        const hours = parseInt(options.hours ?? \"24\", 10) || 24;\n        const maxAge = hours * 60 * 60 * 1000;\n\n        const recentAlerts = await tradingAgent.getRecentAlerts(maxAge);\n\n        if (recentAlerts.length === 0) {\n          console.log(chalk.dim(\"  No alerts in the last \" + hours + \" hours.\"));\n          return;\n        }\n\n        console.log('');\n        console.log(chalk.bold(`  Recent Alerts (last ${hours} hours)`));\n        console.log(chalk.dim('  ' + '═'.repeat(60)));\n\n        for (const alert of recentAlerts.slice(0, 20)) {\n          const icon = alert.priority === \"critical\" ? \"🔴\" :\n                       alert.priority === \"high\" ? \"🟡\" :\n                       alert.priority === \"medium\" ? \"🔵\" : \"⚫\";\n\n          const timeStr = new Date(alert.timestamp).toLocaleString();\n          const priorityColor = alert.priority === \"critical\" ? chalk.red :\n                                alert.priority === \"high\" ? chalk.yellow :\n                                alert.priority === \"medium\" ? chalk.blue : chalk.gray;\n\n          console.log(`  ${icon} ${priorityColor(alert.priority.toUpperCase())} — ${alert.title}`);\n          console.log(chalk.dim(`     ${alert.details.slice(0, 80)}${alert.details.length > 80 ? '...' : ''}`));\n          console.log(chalk.dim(`     Token: ${alert.tokenId}, ${timeStr}`));\n          console.log('');\n        }\n      } catch (err) {\n        console.error(chalk.red(`Failed to load alerts: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n\n  alerts\n    .command(\"clear\")\n    .description(\"Clear all alerts\")\n    .action(async () => {\n      try {\n        const tradingAgent = new TradingAgent(makeConfig());\n        await tradingAgent.clearAlerts();\n        console.log(chalk.green(\"  All alerts cleared.\"));\n      } catch (err) {\n        console.error(chalk.red(`Failed to clear alerts: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n}\n\n// ── Display Helpers ──\n\nfunction renderBar(value: number): string {\n  const width = 20;\n  const mid = Math.floor(width / 2);\n  const bar = new Array(width).fill(\"░\");\n\n  const magnitude = Math.min(Math.abs(value), 1.0);\n  const filled = Math.round(magnitude * mid);\n\n  if (value > 0) {\n    for (let i = mid; i < mid + filled; i++) bar[i] = \"█\";\n    return chalk.dim(bar.slice(0, mid).join(\"\")) + chalk.green(bar.slice(mid).join(\"\"));\n  } else if (value < 0) {\n    for (let i = mid - filled; i < mid; i++) bar[i] = \"█\";\n    return chalk.red(bar.slice(0, mid).join(\"\")) + chalk.dim(bar.slice(mid).join(\"\"));\n  }\n  return chalk.dim(bar.join(\"\"));\n}\n\nfunction colorValue(value: number): string {\n  const str = (value >= 0 ? \"+\" : \"\") + value.toFixed(3);\n  if (value > 0.1) return chalk.green(str);\n  if (value < -0.1) return chalk.red(str);\n  return chalk.yellow(str);\n}\n\nfunction formatValue(value: number, low: number, high: number, invertColors: boolean): string {\n  const str = isNaN(value) ? \"N/A\" : value.toFixed(2);\n  if (isNaN(value)) return chalk.dim(str);\n  if (invertColors) {\n    if (value < low) return chalk.green(str);\n    if (value > high) return chalk.red(str);\n  } else {\n    if (value > high) return chalk.green(str);\n    if (value < low) return chalk.red(str);\n  }\n  return chalk.yellow(str);\n}\n\nfunction formatFearGreed(value: number): string {\n  const str = `${value}`;\n  if (value < 25) return chalk.green(str + \" (Extreme Fear)\");\n  if (value < 40) return chalk.green(str + \" (Fear)\");\n  if (value < 60) return chalk.yellow(str + \" (Neutral)\");\n  if (value < 75) return chalk.red(str + \" (Greed)\");\n  return chalk.red(str + \" (Extreme Greed)\");\n}\n","/**\n * Main trading agent orchestrator.\n * Gathers data from multiple providers, scores signals, produces trade decisions.\n */\n\nimport chalk from \"chalk\";\nimport { DefiLlamaProvider } from \"../providers/data/defillama.js\";\nimport { CoinGeckoProvider } from \"../providers/data/coingecko.js\";\nimport { SentimentProvider } from \"../providers/data/sentiment.js\";\nimport { getResearchProvider } from \"../providers/research/index.js\";\nimport type { Candle, TechnicalSignals } from \"./technical.js\";\nimport { getLatestSignals } from \"./technical.js\";\nimport {\n  scoreTechnical,\n  scoreSentiment,\n  scoreFundamental,\n  scoreEvent,\n  computeTradeDecision,\n  DEFAULT_WEIGHTS,\n  profileForToken,\n} from \"./scoring.js\";\nimport type { Signal, ScoringWeights, TradeDecision } from \"./scoring.js\";\nimport { runStrategies } from \"./strategies/index.js\";\nimport { DexScreenerProvider } from \"../providers/data/dexscreener.js\";\nimport { FundingRateProvider } from \"../providers/data/funding-rate.js\";\nimport { TokenUnlocksProvider } from \"../providers/data/token-unlocks.js\";\nimport { TwitterSentimentProvider } from \"../providers/data/twitter.js\";\nimport {\n  getMessariFundamentals,\n  getBtcNetworkStats,\n  getCryptoPredictions,\n  getSocialData,\n  getCryptoCompareCandles,\n  getProtocolTvl,\n  getKronosVolForecast,\n} from '../providers/fincept/index.js';\nimport { logSignal } from \"./signal-logger.js\";\nimport type { JudgeLogData } from \"./signal-logger.js\";\nimport { judge, selectJudgeCandidates, DEFAULT_JUDGE_CONFIG } from \"./judge.js\";\nimport type { JudgeConfig, JudgeVerdict, JudgeContext } from \"./judge.js\";\nimport { SignalSmoother, FileSmootherStorage, DEFAULT_SMOOTHER_CONFIG } from \"./signal-smoother.js\";\nimport { applyVelocityGate, applyRegimeGate, applyRealAlphaGate, resolveVelocity, DEFAULT_ENTRY_GATE_CONFIG } from \"./entry-gates.js\";\nimport type { EntryGateConfig } from \"./entry-gates.js\";\nimport { join as joinPath } from \"node:path\";\nimport { homedir as getHomedir } from \"node:os\";\nimport { HyperliquidProvider } from \"../providers/data/hyperliquid.js\";\nimport type { StrategyContext, StrategyConfig } from \"./strategies/index.js\";\nimport { MarketRegimeDetector } from \"./regime.js\";\nimport type { RegimeAnalysis } from \"./regime.js\";\nimport { CorrelationGuard } from \"./correlation.js\";\nimport type { CorrelationCheck } from \"./correlation.js\";\nimport { AlertSystem } from \"./alerts.js\";\nimport type { Alert } from \"./alerts.js\";\nimport type { PortfolioState } from \"./risk.js\";\nimport { isX402WalletFunded } from \"../lib/x402.js\";\n\nexport type { Signal, ScoringWeights, TradeDecision, Alert, TechnicalSignals };\n\nexport interface AgentConfig {\n  tokens: string[];\n  cycle: \"15m\" | \"1h\" | \"4h\";\n  dryRun: boolean;\n  maxPositionPct: number;\n  maxRiskPct: number;\n  weights?: ScoringWeights;\n  /** Named weight profile (default | majors | altcoin | sentHeavy | techHeavy).\n   *  When set, overrides `weights` and is applied per-token via profileForToken().\n   *  When unset, BTC/ETH/SOL auto-get the \"majors\" profile, others use default. */\n  weightProfile?: string;\n  /** When true, includes paid x402 data (Nansen smart-money, Messari fundamentals) in analysis. */\n  useX402?: boolean;\n  /** Only run x402 paid signals on the top N tokens by free-signal score.\n   *  Remaining tokens use free signals only. Reduces x402 cost from ~$1.60/run\n   *  (10 tokens × $0.16) to ~$0.48/run (3 tokens × $0.16).\n   *  Set to 0 or undefined to run x402 on all tokens (old behavior). */\n  x402TopN?: number;\n  /** When true, smooth fast/noisy signals (HL flow, smartMoney, dexFlow, fundingRate)\n   *  with a rolling 3-reading average before scoring. Reduces single-scan flicker.\n   *  Default false. */\n  smoothFastSignals?: boolean;\n  /** Per-strategy configuration overrides. */\n  strategyConfigs?: Record<string, StrategyConfig>;\n  /** LLM judge configuration — confirms or vetoes borderline trade decisions. */\n  judge?: Partial<JudgeConfig>;\n  /** Entry-gate configuration — velocity/freshness checks applied post-scoring. */\n  entryGates?: Partial<EntryGateConfig>;\n  /** Backwards-compat opt-out: skip the velocity gate entirely. Equivalent to\n   *  `entryGates: { velocityGateEnabled: false }`. Default false (gate active). */\n  disableVelocityGate?: boolean;\n}\n\nexport interface TokenAnalysis {\n  token: string;\n  decision: TradeDecision;\n  data: {\n    technicalSignals?: TechnicalSignals;\n    fearAndGreed?: number;\n    tvl?: number;\n    price?: number;\n  };\n  regime?: RegimeAnalysis;\n  correlation?: CorrelationCheck;\n  /** LLM judge verdict (present only when judge is enabled and token was judged). */\n  judgeResult?: { verdict: JudgeVerdict; cached: boolean; latencyMs: number };\n  /** Original action/score before judge veto (present only when judge vetoed). */\n  preJudge?: { action: string; score: number };\n  /** Original action/score before velocity gate downgraded to HOLD. */\n  preVelocity?: { action: string; score: number };\n  /** Original action/score before regime gate blocked a short in non-bearish regime. */\n  preRegime?: { action: string; score: number };\n  /** Original action/score before real-alpha gate blocked a noisy-only entry. */\n  preAlpha?: { action: string; score: number };\n  /** Kronos ML-predicted per-candle volatility (fraction). Used by executor\n   *  for dynamic stop-loss width when available. */\n  kronosVol4h?: number;\n}\n\nexport class TradingAgent {\n  private config: AgentConfig;\n  private defillama: DefiLlamaProvider;\n  private coingecko: CoinGeckoProvider;\n  private sentiment: SentimentProvider;\n  private dexscreener: DexScreenerProvider;\n  private fundingRate: FundingRateProvider;\n  private tokenUnlocks: TokenUnlocksProvider;\n  private twitter: TwitterSentimentProvider;\n  private hyperliquid: HyperliquidProvider;\n  private regimeDetector: MarketRegimeDetector;\n  private correlationGuard: CorrelationGuard;\n  private alertSystem: AlertSystem;\n  private smoother: SignalSmoother | null = null;\n  /** Optional getter for current portfolio state. When set, judge receives\n   *  real portfolio context (openCount, cashPct, etc.); otherwise judge falls\n   *  back to neutral defaults and its portfolio-veto branch is effectively\n   *  disabled. Wired in by AgentLoop via setPortfolioStateGetter(). */\n  private portfolioStateGetter: (() => PortfolioState | undefined) | undefined;\n  /** Warn-once flag when portfolio getter is missing at judge time. */\n  private warnedNoPortfolioGetter = false;\n\n  constructor(config: AgentConfig) {\n    this.config = config;\n    this.defillama = new DefiLlamaProvider();\n    this.coingecko = new CoinGeckoProvider();\n    this.sentiment = new SentimentProvider();\n    this.dexscreener = new DexScreenerProvider();\n    this.fundingRate = new FundingRateProvider();\n    this.tokenUnlocks = new TokenUnlocksProvider();\n    this.twitter = new TwitterSentimentProvider();\n    this.hyperliquid = new HyperliquidProvider();\n    this.regimeDetector = new MarketRegimeDetector();\n    this.correlationGuard = new CorrelationGuard();\n    this.alertSystem = new AlertSystem();\n  }\n\n  /** Analyze a single token — gather all data and score. */\n  async analyzeToken(tokenId: string, opts?: { skipX402?: boolean; groupReturns?: Record<string, number> }): Promise<TokenAnalysis> {\n    const signals: Signal[] = [];\n    let technicalSignals: TechnicalSignals | undefined;\n    let fearAndGreedValue: number | undefined;\n    let tvl: number | undefined;\n    let candles: Candle[] | undefined;\n    let sentimentZScore: number | undefined;\n\n    // Phase 1: Parallel basic data fetching\n    // PRIMARY candle source is Hyperliquid (free, no rate limits, includes volume).\n    // CoinGecko OHLC is FALLBACK only — the free tier 429s after ~5 tokens and the\n    // circuit breaker kills the remaining 9+, leaving them with zero technical data.\n    const [hlCandleResult, ohlcResult, fearGreedResult, tvlResult, hyperliquidResult] = await Promise.allSettled([\n      // 1a. PRIMARY: Hyperliquid candles (4h over 30 days ≈ 180 bars — more than enough for EMA/RSI/MACD)\n      this.hyperliquid.getCandles(tokenId, '4h', 30 * 24 * 60 * 60 * 1000),\n\n      // 1b. FALLBACK: CryptoCompare candles via Fincept (replaces CoinGecko OHLC)\n      getCryptoCompareCandles(tokenId, 180),\n\n      // 2. Fetch Fear & Greed\n      this.sentiment.getFearAndGreed(),\n\n      // 3. Fetch TVL data (if DeFi protocol) — Fincept DefiLlama wrapper\n      getProtocolTvl(tokenId).then((tvlValue) => {\n        if (typeof tvlValue === \"number\" && tvlValue > 0) {\n          return { tvl: tvlValue, mcapToTvl: undefined }; // mcapToTvl computed in Phase 2b via Messari\n        }\n        return null;\n      }),\n\n      // 4. Fetch Hyperliquid data (free, exchange-native) — move to Phase 1 for price substitution\n      this.hyperliquid.getHyperliquidData(tokenId)\n    ]);\n\n    // Process candle results — prefer Hyperliquid (free, unlimited) over CoinGecko (rate-limited)\n    const hlCandles = hlCandleResult.status === 'fulfilled' ? hlCandleResult.value : null;\n    const cgCandles = ohlcResult.status === 'fulfilled' ? ohlcResult.value : null;\n    const resolvedCandles = (hlCandles && hlCandles.length > 10) ? hlCandles : cgCandles;\n\n    if (resolvedCandles && resolvedCandles.length > 10) {\n      candles = resolvedCandles;\n      technicalSignals = getLatestSignals(candles);\n      signals.push(scoreTechnical(technicalSignals));\n\n      // Price momentum signal — captures \"the market is moving\" before\n      // lagging indicators (RSI, MACD, EMA) catch up. Uses the same candle\n      // data we already have. Scored as a technical-category signal so it\n      // adds to (not replaces) the existing technical analysis.\n      if (candles.length >= 24) {\n        const recent = candles.slice(-24);\n        const currentClose = recent[recent.length - 1]!.close;\n        const recentLow = Math.min(...recent.map((c) => c.low));\n        const recentHigh = Math.max(...recent.map((c) => c.high));\n        const pctFromLow = recentLow > 0 ? (currentClose - recentLow) / recentLow : 0;\n        const pctFromHigh = recentHigh > 0 ? (recentHigh - currentClose) / recentHigh : 0;\n\n        let momentumValue = 0;\n        let momentumDetails = '';\n        // Bullish momentum: price near 24-candle highs\n        if (pctFromHigh < 0.01) {\n          momentumValue = Math.min(0.6, pctFromLow * 5); // scales: 3% move → 0.15, 5% → 0.25, 10% → 0.50\n          momentumDetails = `Price +${(pctFromLow * 100).toFixed(1)}% from 24-candle low, near highs`;\n        }\n        // Bearish momentum: price near 24-candle lows\n        else if (pctFromLow < 0.01) {\n          momentumValue = -Math.min(0.6, pctFromHigh * 5);\n          momentumDetails = `Price -${(pctFromHigh * 100).toFixed(1)}% from 24-candle high, near lows`;\n        }\n        // Mid-range: proportional to position within range\n        else if (recentHigh > recentLow) {\n          const rangePosition = (currentClose - recentLow) / (recentHigh - recentLow); // 0=low, 1=high\n          momentumValue = (rangePosition - 0.5) * 0.4; // -0.2 to +0.2\n          momentumDetails = `Mid-range (${(rangePosition * 100).toFixed(0)}th percentile of 24-candle range)`;\n        }\n\n        if (Math.abs(momentumValue) > 0.02) {\n          signals.push({\n            name: 'momentum',\n            value: momentumValue,\n            confidence: Math.min(0.7, 0.3 + Math.abs(momentumValue)),\n            source: 'Price Momentum',\n            details: momentumDetails,\n          });\n        }\n      }\n    } else if (ohlcResult.status === 'rejected') {\n      console.error(chalk.dim(`  Technical analysis failed for ${tokenId}: ${ohlcResult.reason}`));\n    }\n\n    // Process Fear & Greed results\n    if (fearGreedResult.status === 'fulfilled' && fearGreedResult.value?.length > 0) {\n      const fgData = fearGreedResult.value;\n      fearAndGreedValue = fgData[0]!.value;\n      const values = fgData.map((d) => d.value);\n      sentimentZScore = this.sentiment.computeSentimentZScore(values);\n      // F&G is used as a regime-gate (extreme fear = allow BUY, extreme greed = allow SELL)\n      // NOT as a scoring signal. It fires at +0.76 on 100% of observations when F&G < 25,\n      // making it a constant bias rather than a directional signal. The sentimentContrarian\n      // strategy (which modulates based on actual F&G value) remains active.\n      // signals.push(scoreSentiment(fearAndGreedValue, sentimentZScore)); // REMOVED: constant bias\n    } else if (fearGreedResult.status === 'rejected') {\n      console.error(chalk.dim(`  Sentiment data failed: ${fearGreedResult.reason}`));\n    }\n\n    // Process Hyperliquid results first to use for price substitution\n    let hyperliquidData: any = undefined;\n    if (hyperliquidResult.status === 'fulfilled' && hyperliquidResult.value) {\n      hyperliquidData = hyperliquidResult.value;\n    }\n\n    // Process TVL results — mcapToTvl is now computed in Phase 2b via Messari\n    if (tvlResult.status === 'fulfilled' && tvlResult.value) {\n      tvl = tvlResult.value.tvl;\n    }\n    // scoreFundamental is called in Phase 2b after Messari data is available\n\n    // Shared research data — captured in phase 2, reused in phase 3 strategies\n    let nansenData: any = undefined;\n    let messariData: any = undefined;\n    // Nansen flow data for NarrativeVacuum + WhaleIntent strategies\n    let nansenFlowData: StrategyContext['nansenFlowData'] = undefined;\n    let nansenHlPerps: StrategyContext['nansenHlPerps'] = undefined;\n\n    // Check x402 wallet USDC balance once per scan cycle.\n    // If wallet is unfunded, skip x402 calls entirely to avoid diluting scores.\n    // undefined = x402 not configured (don't exclude categories)\n    // true = x402 configured + wallet funded\n    // false = x402 configured but wallet empty → exclude dead categories\n    const x402Enabled = this.config.useX402 && !opts?.skipX402;\n    let x402Available: boolean | undefined = x402Enabled ? false : undefined;\n    if (x402Enabled) {\n      x402Available = await isX402WalletFunded();\n      if (!x402Available) {\n        console.error(chalk.yellow(`  x402 wallet has insufficient USDC — skipping paid signals (smartMoney, event) for this cycle`));\n      }\n    }\n\n    // Phase 2: Nansen smart-money data\n    //\n    // Fires when NANSEN_API_KEY is set (direct Pro API, ~$0.005/call) OR\n    // when x402 is enabled + funded (micropayment, ~$0.06/call).\n    // Two calls in parallel:\n    //   1. Smart-money netflows → feeds NarrativeVacuum + WhaleIntent strategies\n    //   2. HL perp trades → cross-venue confirmation for WhaleIntent\n    const nansenAvailable = !!process.env.NANSEN_API_KEY || (x402Enabled && x402Available);\n    if (nansenAvailable) {\n      // Map tokenId to HL symbol for perp-trades query\n      const hlSymbolMap: Record<string, string> = {\n        bitcoin: \"BTC\", ethereum: \"ETH\", solana: \"SOL\",\n        arbitrum: \"ARB\", aave: \"AAVE\", uniswap: \"UNI\",\n        dogecoin: \"DOGE\", ripple: \"XRP\", hyperliquid: \"HYPE\",\n        \"worldcoin-wld\": \"WLD\", bittensor: \"TAO\", zcash: \"ZEC\",\n        fartcoin: \"FARTCOIN\", pepe: \"PEPE\", polkadot: \"DOT\",\n      };\n      const hlSymbol = hlSymbolMap[tokenId] ?? tokenId.toUpperCase();\n\n      const nansenProvider = getResearchProvider(\"nansen\") as import(\"../providers/research/nansen.js\").NansenProvider;\n\n      // Two Nansen calls in parallel:\n      //   1. HL perp trades — cross-venue smart money positioning\n      //   2. Smart money netflow — aggregate on-chain accumulation/distribution\n      const [hlPerpResult, flowResult] = await Promise.allSettled([\n        nansenProvider.queryHyperliquidSmartMoney(hlSymbol),\n        nansenProvider.query({ type: 'smart-money', target: hlSymbol }),\n      ]);\n\n      // Process HL perp trades — derive a smartMoney signal from recent trade direction\n      if (hlPerpResult.status === 'fulfilled') {\n        const hlResult = hlPerpResult.value;\n        const trades = hlResult.data.trades as Array<Record<string, unknown>> | undefined;\n        if (trades && trades.length > 0) {\n          // Count longs vs shorts among smart money's recent trades\n          let longValueUsd = 0;\n          let shortValueUsd = 0;\n          for (const t of trades) {\n            const val = Number(t.value_usd ?? 0);\n            const side = String(t.side ?? '').toLowerCase();\n            if (side === 'long') longValueUsd += val;\n            else if (side === 'short') shortValueUsd += val;\n          }\n          const totalValue = longValueUsd + shortValueUsd;\n          const longRatio = totalValue > 0 ? longValueUsd / totalValue : 0.5;\n          // longRatio 0.7+ = smart money heavily long = bullish\n          // longRatio 0.3- = smart money heavily short = bearish\n          const smBias = (longRatio - 0.5) * 2; // -1 to +1\n\n          // Push as a smartMoney signal. Scale to ±0.5 max (not ±0.8) —\n          // a single Nansen snapshot shouldn't dominate the entire score.\n          // At smartMoney weight 0.15 (majors profile), ±0.5 contributes\n          // ±0.075 to aggregate — meaningful but well below sentiment/onchain.\n          signals.push({\n            name: 'smartMoney',\n            value: smBias * 0.5,\n            confidence: Math.min(0.7, 0.3 + (trades.length / 30) * 0.4),\n            source: 'Nansen HL Smart Money',\n            details: `${trades.length} trades: $${(longValueUsd / 1e6).toFixed(1)}M long / $${(shortValueUsd / 1e6).toFixed(1)}M short (${(longRatio * 100).toFixed(0)}% long)`,\n          });\n          console.error(chalk.dim(`  Nansen HL perps: ${trades.length} trades, ${(longRatio * 100).toFixed(0)}% long bias, cost ${hlResult.costUsdc}`));\n          // Capture for WhaleIntent strategy\n          nansenHlPerps = { longRatio, tradeCount: trades.length, longValueUsd, shortValueUsd };\n          // Derive flow data from HL perps when netflow endpoint fails (422 on token_symbol)\n          if (!nansenFlowData) {\n            const netFlowFromPerps = longValueUsd - shortValueUsd;\n            nansenFlowData = { netFlow24hUsd: netFlowFromPerps, traderCount: trades.length };\n          }\n        } else {\n          console.error(chalk.dim(`  Nansen HL perps: no recent trades for ${hlSymbol}`));\n        }\n      } else {\n        console.error(chalk.dim(`  x402 Nansen HL perps unavailable: ${hlPerpResult.reason}`));\n      }\n\n      // Smart Money Netflow — aggregate accumulation/distribution across chains\n      if (flowResult.status === 'fulfilled' && flowResult.value?.data) {\n        const flowData = flowResult.value.data as Record<string, unknown>;\n        const flows = flowData.flows as Array<Record<string, unknown>> | undefined;\n        // Sum net_flow_24h_usd across all chains for this token\n        let netFlow = 0;\n        let traderCount = 0;\n        if (flows && flows.length > 0) {\n          for (const f of flows) {\n            netFlow += Number(f.net_flow_24h_usd ?? 0);\n            traderCount += Number(f.trader_count ?? 0);\n          }\n        } else {\n          // Single-row response format\n          netFlow = Number(flowData.net_flow_24h_usd ?? 0);\n          traderCount = Number(flowData.trader_count ?? 0);\n        }\n\n        if (netFlow !== 0 && !isNaN(netFlow)) {\n          const normalizedFlow = Math.max(-0.5, Math.min(0.5, netFlow / 2_000_000));\n          signals.push({\n            name: 'flowIntelligence',\n            value: normalizedFlow,\n            confidence: Math.min(0.7, 0.3 + Math.abs(normalizedFlow)),\n            source: 'Nansen Smart Money Netflow',\n            details: `Smart money 24h net flow: $${(netFlow / 1_000_000).toFixed(2)}M ${netFlow > 0 ? '(accumulating)' : '(distributing)'} (${traderCount} wallets)`,\n          });\n          console.error(chalk.dim(`  Nansen netflow: $${(netFlow / 1_000_000).toFixed(2)}M, ${traderCount} wallets, cost ${flowResult.value.costUsdc}`));\n        }\n        // Capture for NarrativeVacuum + WhaleIntent strategies\n        nansenFlowData = { netFlow24hUsd: netFlow, traderCount };\n      }\n\n      // Push event signal (no Messari — use free path)\n      signals.push(scoreEvent({}));\n    }\n    // Free path: don't push empty fundamental/event signals that always return\n    // value=0. They participate in per-category weight normalization and dilute\n    // signals that actually fire. Only push when there's real data (TVL from\n    // phase 1, or Nansen/Messari from x402).\n\n    // Phase 2b: Fincept data (parallel, all fault-tolerant)\n    const [messariResult, btcNetResult, predictionResult, socialResult, kronosResult] =\n      await Promise.allSettled([\n        getMessariFundamentals(tokenId),\n        tokenId === 'bitcoin' ? getBtcNetworkStats() : Promise.resolve(null),\n        getCryptoPredictions(),\n        getSocialData(tokenId),\n        // Kronos vol forecast — uses existing candles (1h cache, ~2.3s on CPU)\n        candles && candles.length >= 30 ? getKronosVolForecast(tokenId, candles) : Promise.resolve(null),\n      ]);\n\n    const messariFundamentals = messariResult.status === 'fulfilled' ? messariResult.value ?? undefined : undefined;\n    const btcNetworkData = btcNetResult.status === 'fulfilled' ? btcNetResult.value ?? undefined : undefined;\n    const predictionData = predictionResult.status === 'fulfilled' && predictionResult.value?.length\n      ? { markets: predictionResult.value }\n      : undefined;\n    const socialData = socialResult.status === 'fulfilled' ? socialResult.value ?? undefined : undefined;\n    const kronosData = kronosResult.status === 'fulfilled' ? kronosResult.value ?? undefined : undefined;\n\n    // Feed Messari fundamentals into scoreFundamental if available\n    if (messariFundamentals && messariFundamentals.marketCap > 0) {\n      const mcapToTvl = tvl && tvl > 0 ? messariFundamentals.marketCap / tvl : undefined;\n      const existingFundIdx = signals.findIndex((s) => s.name === 'fundamental');\n      const fundSignal = scoreFundamental({\n        mcapToTvl,\n        revenueGrowth: messariFundamentals.revenueGrowth7d,\n      });\n      if (existingFundIdx >= 0) {\n        signals[existingFundIdx] = fundSignal;\n      } else {\n        signals.push(fundSignal);\n      }\n    }\n\n    // Phase 3: Parallel strategy data fetching (symbol, funding rate, unlocks)\n    let marketData: any = undefined;\n\n    try {\n      // Dead strategies removed in Apr 2026 audit (twitter, meanReversion,\n      // tvlMomentum, tokenUnlock, smartMoney strategy).\n      const [symbolResult, fundingRateResult, unlockResult] = await Promise.allSettled([\n        // Resolve token symbol + get market data for strategies\n        this.coingecko.getCoinDetails(tokenId).then(async (coinDetails) => {\n          const symbol = coinDetails?.symbol?.toUpperCase();\n          const marketData = await this.coingecko.getMarketData(tokenId, 7);\n          return { symbol, marketData };\n        }),\n\n        // Fetch funding rate data (free, from Binance)\n        this.fundingRate.getFundingRate(tokenId),\n\n        // Fetch token unlock estimates (free, from DefiLlama FDV)\n        this.tokenUnlocks.getUnlocks(tokenId),\n      ]);\n\n      // Process symbol/market data results\n      let tokenSymbol: string | undefined;\n      if (symbolResult.status === 'fulfilled' && symbolResult.value) {\n        tokenSymbol = symbolResult.value.symbol;\n        marketData = symbolResult.value.marketData;\n      }\n\n      // Process funding rate — prefer Hyperliquid (native, same venue we trade on).\n      // Fall back to Binance only if HL doesn't cover this token.\n      // HL publishes hourly funding; convert to 8h-equivalent so strategy\n      // thresholds remain unit-consistent with Binance.\n      let fundingRateData: StrategyContext['fundingRateData'] = undefined;\n      if (hyperliquidData && typeof hyperliquidData.fundingRate === 'number' && Number.isFinite(hyperliquidData.fundingRate)) {\n        const rate1h = hyperliquidData.fundingRate;\n        const rate8h = rate1h * 8;\n        const annualizedRate = rate1h * 24 * 365;\n        fundingRateData = { rate8h, annualizedRate, exchange: 'hyperliquid' };\n      } else if (fundingRateResult.status === 'fulfilled' && fundingRateResult.value) {\n        const fr = fundingRateResult.value;\n        fundingRateData = { rate8h: fr.rate8h, annualizedRate: fr.annualizedRate, exchange: fr.exchange };\n      }\n\n      // Process unlock results\n      let unlockData: StrategyContext['unlockData'] = undefined;\n      if (unlockResult.status === 'fulfilled' && unlockResult.value) {\n        unlockData = unlockResult.value;\n      }\n\n      // Twitter data omitted — strategy disabled (see DEFAULT_STRATEGIES).\n      const twitterData: StrategyContext['twitterData'] = undefined;\n\n      // Hyperliquid data already processed in Phase 1\n\n      const stratCtx: StrategyContext = {\n        tokenId,\n        candles, // reuse from phase 1\n        technicals: technicalSignals,\n        fearAndGreed: fearAndGreedValue !== undefined\n          ? { value: fearAndGreedValue, classification: fearAndGreedValue < 25 ? 'fear' : fearAndGreedValue > 75 ? 'greed' : 'neutral' }\n          : undefined,\n        sentimentZScore, // reuse from phase 1\n        tvlData: tvl,\n        marketData,\n        nansenData, // from phase 2\n        messariData, // from phase 2\n        dexData: undefined, // DexFlowStrategy fetches this internally\n        fundingRateData, // from phase 3\n        unlockData, // from phase 3\n        twitterData, // from phase 3\n        hyperliquidData, // from phase 3\n        tokenSymbol, // from phase 3\n        groupReturns: opts?.groupReturns, // cross-sectional momentum\n        messariFundamentals,\n        btcNetworkData,\n        predictionData,\n        socialData,\n        kronosData,\n        nansenFlowData,\n        nansenHlPerps,\n      };\n\n      let strategySignals = await runStrategies(stratCtx, this.config.strategyConfigs);\n\n      // Smooth fast/noisy signals (HL flow, smartMoney, dexFlow, fundingRate)\n      // with a rolling 3-reading average. Slow signals pass through unchanged.\n      // Disabled by default — enable via --smooth flag or config.smoothFastSignals.\n      if (this.config.smoothFastSignals) {\n        if (!this.smoother) {\n          this.smoother = new SignalSmoother(\n            new FileSmootherStorage(joinPath(getHomedir(), '.sherwood', 'agent', 'signal-cache.json')),\n            DEFAULT_SMOOTHER_CONFIG,\n          );\n        }\n        try {\n          strategySignals = await this.smoother.smooth(tokenId, strategySignals);\n        } catch (err) {\n          console.error(chalk.dim(`  Signal smoothing failed (using raw): ${(err as Error).message}`));\n        }\n      }\n\n      // Merge strategy signals: only add those with meaningful confidence (>0.05)\n      for (const sig of strategySignals) {\n        if (sig.confidence > 0.05) {\n          signals.push(sig);\n        }\n      }\n    } catch (err) {\n      console.error(chalk.dim(`  Strategy modules failed: ${(err as Error).message}`));\n    }\n\n    // 6. Market regime detection\n    let regimeAnalysis: RegimeAnalysis | undefined;\n    try {\n      let btcCandles: Candle[] = candles || [];\n\n      // If analyzing a non-BTC token, fetch BTC candles for regime analysis.\n      // Use Hyperliquid (free, no rate limits) instead of CoinGecko (429s, 400s).\n      if (tokenId !== \"bitcoin\" && (!candles || candles.length < 60)) {\n        const hlBtcCandles = await this.hyperliquid.getCandles(\"bitcoin\", \"4h\", 30 * 24 * 60 * 60 * 1000);\n        if (hlBtcCandles && hlBtcCandles.length > 60) {\n          btcCandles = hlBtcCandles;\n        }\n      }\n\n      if (btcCandles.length > 60) {\n        regimeAnalysis = await this.regimeDetector.detect(btcCandles);\n      }\n    } catch (err) {\n      console.error(chalk.dim(`  Regime detection failed: ${(err as Error).message}`));\n    }\n\n    // 7. BTC correlation check\n    let correlationCheck: CorrelationCheck | undefined;\n    try {\n      correlationCheck = await this.correlationGuard.checkCorrelation(tokenId);\n    } catch (err) {\n      console.error(chalk.dim(`  Correlation check failed: ${(err as Error).message}`));\n    }\n\n    // 8. Compute decision with regime adjustments, correlation suppression,\n    //    and regime-conditional action thresholds. Weights resolution order:\n    //    explicit this.config.weights > weightProfile > per-token auto-profile.\n    const resolvedWeights = this.config.weights\n      ?? profileForToken(tokenId, this.config.weightProfile);\n    const decision = computeTradeDecision(\n      signals,\n      resolvedWeights,\n      regimeAnalysis?.strategyAdjustments,\n      correlationCheck,\n      regimeAnalysis?.regime,\n      x402Available,\n    );\n\n    const currentPrice = hyperliquidData?.markPrice\n      ?? (candles && candles.length > 0 ? candles[candles.length - 1]!.close : 0);\n\n    const result: TokenAnalysis = {\n      token: tokenId,\n      decision,\n      data: { technicalSignals, fearAndGreed: fearAndGreedValue, tvl, price: currentPrice },\n      regime: regimeAnalysis,\n      correlation: correlationCheck,\n      kronosVol4h: kronosData?.predictedVol4h,\n    };\n\n    // ── Velocity freshness gate (Orca-inspired) ──\n    // Refuse BUY/SELL if the most recent short-term price move is flat or\n    // opposed to the signal direction — prevents \"buying local tops\" and\n    // \"shorting local bottoms\" when the composite score fires late.\n    const gateConfig: EntryGateConfig = {\n      ...DEFAULT_ENTRY_GATE_CONFIG,\n      ...this.config.entryGates,\n      // Legacy opt-out flag wins if set explicitly.\n      ...(this.config.disableVelocityGate ? { velocityGateEnabled: false } : {}),\n    };\n    // Hyperliquid does not currently expose a `priceChg1h` field; resolveVelocity\n    // is written to accept one in case the provider adds it later. For now we\n    // always fall through to the candle-based derivation (4h cadence with\n    // days=30 OHLC — tightest proxy available).\n    const priceChg1h = (hyperliquidData as { priceChg1h?: number } | undefined)?.priceChg1h;\n    const velocity = resolveVelocity(priceChg1h, candles);\n    const velocityGated = applyVelocityGate(result, velocity, gateConfig, (msg) =>\n      console.error(chalk.yellow(msg)),\n    );\n\n    // Regime gate — block shorts in non-bearish regimes (trending-up, ranging,\n    // low-volatility). Trade log analysis: 25% short WR (-$194) vs 67% long WR\n    // (+$279). Most short losses were counter-trend fades.\n    const regimeGated = applyRegimeGate(velocityGated, regimeAnalysis?.regime, gateConfig, (msg) =>\n      console.error(chalk.yellow(msg)),\n    );\n\n    // Real-alpha gate — block entries that are only supported by noisy inputs.\n    const gatedResult = applyRealAlphaGate(regimeGated, gateConfig, (msg) =>\n      console.error(chalk.yellow(msg)),\n    );\n\n    // Note: logSignal() is intentionally NOT called here. It runs in\n    // analyzeAll() AFTER the judge pass, so judge verdicts can be included\n    // in signal-history.jsonl. See analyzeAll() below.\n\n    return gatedResult;\n  }\n\n  /** Update the token watchlist without recreating the agent (preserves caches). */\n  updateTokens(tokens: string[]): void {\n    this.config.tokens = tokens;\n  }\n\n  /** Register a getter for current portfolio state. Called by AgentLoop so\n   *  the judge can see real openCount / cashPct / daily PnL / cooldowns when\n   *  building its veto decisions. If not set, judge uses neutral defaults. */\n  setPortfolioStateGetter(fn: () => PortfolioState | undefined): void {\n    this.portfolioStateGetter = fn;\n  }\n\n  /** Analyze all watchlist tokens.\n   *\n   *  When `x402TopN` is set and x402 is enabled, uses a two-pass approach:\n   *  1. Score ALL tokens with free signals only (no x402 cost)\n   *  2. Re-score the top N tokens by free-signal score WITH x402 paid data\n   *\n   *  This reduces x402 cost from ~$0.16×10 = $1.60/run to ~$0.16×3 = $0.48/run\n   *  while concentrating paid data on the tokens most likely to fire trades.\n   */\n  async analyzeAll(): Promise<TokenAnalysis[]> {\n    const topN = this.config.x402TopN;\n    const shouldTwoPass = this.config.useX402 && topN && topN > 0 && topN < this.config.tokens.length;\n\n    // ── Cross-sectional momentum: pre-compute 7-day returns for all tokens ──\n    // Fetches 1d candles (8 days lookback) from Hyperliquid for each token.\n    // These are lightweight requests (8 data points each) and Hyperliquid has\n    // no rate limit, so the overhead is minimal (~50-100ms total, parallelized).\n    const groupReturns: Record<string, number> = {};\n    try {\n      const returnFetches = this.config.tokens.map(async (token) => {\n        const candles = await this.hyperliquid.getCandles(token, '1d', 8 * 24 * 60 * 60 * 1000);\n        if (candles && candles.length >= 2) {\n          const firstClose = candles[0]!.close;\n          const lastClose = candles[candles.length - 1]!.close;\n          if (firstClose > 0) {\n            groupReturns[token] = (lastClose / firstClose) - 1;\n          }\n        }\n      });\n      await Promise.all(returnFetches);\n    } catch (err) {\n      console.error(chalk.dim(`  Cross-sectional group returns failed: ${(err as Error).message}`));\n    }\n    const hasGroupReturns = Object.keys(groupReturns).length >= 3;\n\n    let results: TokenAnalysis[];\n\n    if (!shouldTwoPass) {\n      // Original single-pass: analyze all tokens with whatever x402 config says\n      results = [];\n      for (const token of this.config.tokens) {\n        const result = await this.analyzeToken(token, {\n          groupReturns: hasGroupReturns ? groupReturns : undefined,\n        });\n        results.push(result);\n      }\n    } else {\n      // Pass 1: all tokens with free signals only\n      console.error(chalk.dim(`  x402 top-${topN} mode: scoring all ${this.config.tokens.length} tokens with free signals first...`));\n      const freeResults: TokenAnalysis[] = [];\n      for (const token of this.config.tokens) {\n        const result = await this.analyzeToken(token, {\n          skipX402: true,\n          groupReturns: hasGroupReturns ? groupReturns : undefined,\n        });\n        freeResults.push(result);\n      }\n\n      // Sort by absolute score descending — top N get the x402 enrichment\n      const ranked = [...freeResults].sort(\n        (a, b) => Math.abs(b.decision.score) - Math.abs(a.decision.score),\n      );\n      const topTokens = new Set(ranked.slice(0, topN).map((r) => r.token));\n      console.error(chalk.dim(`  x402 enriching top ${topN}: ${[...topTokens].join(', ')}`));\n\n      // Pass 2: re-analyze top N with x402 enabled\n      const enrichedMap = new Map<string, TokenAnalysis>();\n      for (const token of topTokens) {\n        const enriched = await this.analyzeToken(token, {\n          groupReturns: hasGroupReturns ? groupReturns : undefined,\n        });\n        enrichedMap.set(token, enriched);\n      }\n\n      // Merge: use enriched results for top N, free results for the rest\n      results = freeResults.map((r) => enrichedMap.get(r.token) ?? r);\n    }\n\n    // ── LLM Judge pass ──\n    // After all tokens scored, apply the judge to borderline actionable decisions.\n    // Budget-gated: only the top-N borderline candidates are judged per cycle.\n    const judgeConfig: JudgeConfig = { ...DEFAULT_JUDGE_CONFIG, ...this.config.judge };\n    if (judgeConfig.enabled) {\n      const candidates = selectJudgeCandidates(\n        results.map((r) => ({ token: r.token, score: r.decision.score, action: r.decision.action })),\n        judgeConfig,\n      );\n\n      if (candidates.size > 0) {\n        console.error(chalk.dim(`  [judge] Reviewing ${candidates.size} borderline decision(s): ${[...candidates].join(', ')}`));\n      }\n\n      // Snapshot portfolio state once for the judge pass — all tokens in this\n      // cycle see the same portfolio view. Cheaper than a per-token load and\n      // avoids races with any concurrent mutation.\n      const pstate = this.portfolioStateGetter?.();\n      if (!pstate && candidates.size > 0 && !this.warnedNoPortfolioGetter) {\n        console.warn(chalk.yellow(\n          `  [judge] Warning: portfolio state getter not wired. Judge portfolio-veto branch disabled — using neutral defaults.`,\n        ));\n        this.warnedNoPortfolioGetter = true;\n      }\n\n      for (const result of results) {\n        if (!candidates.has(result.token)) continue;\n\n        // Build real portfolio snapshot for the judge. Falls back to neutral\n        // defaults when the getter isn't wired (e.g. one-shot analyzeAll callers).\n        let portfolio: JudgeContext[\"portfolio\"] = {\n          openCount: 0, cashPct: 1, hasPositionThisToken: false, inStopCooldown: false, dailyPnlPct: 0,\n        };\n        if (pstate) {\n          const totalValue = pstate.totalValue || pstate.cash || 0;\n          const cooldowns = pstate.stopCooldowns ?? {};\n          const cooldownAt = cooldowns[result.token];\n          // Match RiskManager's STOP_COOLDOWN_MS (4h). We only need to know\n          // whether a cooldown is currently active, not the exact deadline.\n          const STOP_COOLDOWN_MS = 4 * 60 * 60 * 1000;\n          const inStopCooldown = cooldownAt !== undefined &&\n            (Date.now() - cooldownAt) < STOP_COOLDOWN_MS;\n          // dailyPnlPct ≈ dailyPnl / (totalValue − dailyPnl), reconstructing\n          // the start-of-day value from current total minus today's delta.\n          const startOfDayValue = totalValue - pstate.dailyPnl;\n          portfolio = {\n            openCount: pstate.positions.length,\n            cashPct: totalValue > 0 ? pstate.cash / totalValue : 1,\n            hasPositionThisToken: !!pstate.positions.find((p) => p.tokenId === result.token),\n            inStopCooldown,\n            dailyPnlPct: startOfDayValue > 0 ? pstate.dailyPnl / startOfDayValue : 0,\n          };\n        }\n\n        const ctx: JudgeContext = {\n          tokenId: result.token,\n          currentPrice: result.data.price ?? 0,\n          decision: result.decision,\n          technicalSignals: result.data.technicalSignals,\n          fearAndGreed: result.data.fearAndGreed,\n          regime: result.regime?.regime,\n          btcBias: result.correlation?.btcBias,\n          suppressionFactor: result.correlation?.suppressionFactor,\n          portfolio,\n        };\n\n        const judgeResult = await judge(ctx, judgeConfig);\n        result.judgeResult = judgeResult;\n\n        if (judgeResult.verdict.verdict === \"veto\") {\n          result.preJudge = { action: result.decision.action, score: result.decision.score };\n          result.decision = { ...result.decision, action: \"HOLD\" };\n          console.error(chalk.yellow(`  [judge] VETO ${result.token}: ${judgeResult.verdict.reasoning}`));\n        } else if (judgeResult.verdict.verdict === \"confirm\" && judgeResult.verdict.reasoning !== \"fallback\") {\n          console.error(chalk.dim(`  [judge] Confirmed ${result.token} (${judgeResult.cached ? \"cached\" : `${judgeResult.latencyMs}ms`})`));\n        }\n      }\n    }\n\n    // Persist analysis to ~/.sherwood/agent/signal-history.jsonl. Runs AFTER\n    // the judge pass so judgeVerdict fields land in signal-history.jsonl.\n    // Fire-and-forget — never blocks scoring, never crashes on disk failure.\n    for (const result of results) {\n      const resolvedWeights = this.config.weights\n        ?? profileForToken(result.token, this.config.weightProfile);\n      const price = result.data.price ?? 0;\n      const judgeData: JudgeLogData | undefined = result.judgeResult\n        ? {\n            verdict: result.judgeResult.verdict,\n            // Prefer pre-veto action/score when judge vetoed; otherwise log\n            // current (post-judge) action/score — they're identical on confirm.\n            preJudgeAction: result.preJudge?.action ?? result.decision.action,\n            preJudgeScore: result.preJudge?.score ?? result.decision.score,\n            latencyMs: result.judgeResult.latencyMs,\n            cached: result.judgeResult.cached,\n          }\n        : undefined;\n      logSignal(result, price, resolvedWeights, judgeData);\n    }\n\n    return results;\n  }\n\n  /** Analyze all tokens and generate alerts for state changes. */\n  async analyzeAllWithAlerts(): Promise<{ analyses: TokenAnalysis[]; alerts: Alert[] }> {\n    const analyses = await this.analyzeAll();\n    const alerts = await this.alertSystem.processAnalysis(analyses);\n    return { analyses, alerts };\n  }\n\n  /** Get recent alerts. */\n  async getRecentAlerts(maxAge?: number): Promise<Alert[]> {\n    return this.alertSystem.getRecentAlerts(maxAge);\n  }\n\n  /** Clear all alerts. */\n  async clearAlerts(): Promise<void> {\n    return this.alertSystem.clearAlerts();\n  }\n\n  /** Get urgent alerts (CRITICAL/HIGH from last 30min) and mark as sent. */\n  async getUrgentAlerts(): Promise<Alert[]> {\n    return this.alertSystem.getUrgentAlerts();\n  }\n\n  /** Format alerts for display. */\n  formatAlerts(alerts: Alert[], useMarkdown: boolean = false): string {\n    return this.alertSystem.formatAlerts(alerts, useMarkdown);\n  }\n\n  /** Format analysis results for display. */\n  formatAnalysis(results: TokenAnalysis[]): string {\n    const lines: string[] = [];\n\n    // Header\n    lines.push(\"\");\n    lines.push(chalk.bold(\"  Sherwood Trading Agent — Analysis Results\"));\n    lines.push(chalk.dim(\"  \" + \"─\".repeat(60)));\n\n    // Market regime display (use the first result's regime if available)\n    const regime = results[0]?.regime;\n    if (regime) {\n      const regimeColor = regime.regime === \"trending-up\" ? chalk.green :\n                          regime.regime === \"trending-down\" ? chalk.red :\n                          regime.regime === \"ranging\" ? chalk.yellow :\n                          regime.regime === \"high-volatility\" ? chalk.magenta :\n                          chalk.cyan;\n\n      const regimeStr = regimeColor(regime.regime.toUpperCase().replace('-', ' '));\n      const confidenceStr = `${Math.round(regime.confidence * 100)}%`;\n      const trendStr = regime.btcTrend === \"up\" ? chalk.green(\"↑\") :\n                       regime.btcTrend === \"down\" ? chalk.red(\"↓\") :\n                       chalk.yellow(\"→\");\n\n      lines.push(`  Market Regime: ${regimeStr} (${confidenceStr} confidence) | BTC trend: ${trendStr} | Volatility: ${regime.volatilityLevel}`);\n      lines.push(chalk.dim(\"  \" + \"─\".repeat(60)));\n    }\n\n    // BTC correlation display (use the first non-BTC result's correlation if available)\n    const correlation = results.find(r => r.token !== \"bitcoin\")?.correlation;\n    if (correlation) {\n      const biasColor = correlation.btcBias === \"bullish\" ? chalk.green :\n                        correlation.btcBias === \"bearish\" ? chalk.red :\n                        chalk.yellow;\n\n      const biasStr = biasColor(correlation.btcBias.toUpperCase());\n      const scoreStr = correlation.btcScore >= 0 ? `+${correlation.btcScore.toFixed(2)}` : correlation.btcScore.toFixed(2);\n\n      let suppressionStr = \"\";\n      if (correlation.shouldSuppress && correlation.btcBias === \"bearish\") {\n        const suppressionPct = Math.round((1 - correlation.suppressionFactor) * 100);\n        suppressionStr = ` — alt longs suppressed ${suppressionPct}%`;\n      } else if (!correlation.shouldSuppress && correlation.btcBias === \"bullish\") {\n        const boostPct = Math.round((correlation.suppressionFactor - 1) * 100);\n        if (boostPct > 0) suppressionStr = ` — alt longs boosted ${boostPct}%`;\n      }\n\n      lines.push(`  BTC Correlation: ${biasStr} (${scoreStr})${suppressionStr}`);\n      lines.push(chalk.dim(\"  \" + \"─\".repeat(60)));\n    }\n\n    lines.push(\"\");\n\n    // Column headers\n    const header = `  ${\"Token\".padEnd(14)} ${\"Score\".padEnd(8)} ${\"Action\".padEnd(14)} ${\"Conf\".padEnd(8)} Key Signals`;\n    lines.push(chalk.bold(header));\n    lines.push(chalk.dim(\"  \" + \"─\".repeat(80)));\n\n    for (const r of results) {\n      const d = r.decision;\n\n      // Color the action\n      let actionStr: string;\n      switch (d.action) {\n        case \"STRONG_BUY\":\n          actionStr = chalk.bgGreen.black(\" STRONG BUY \");\n          break;\n        case \"BUY\":\n          actionStr = chalk.green(\"BUY\");\n          break;\n        case \"HOLD\":\n          actionStr = chalk.yellow(\"HOLD\");\n          break;\n        case \"SELL\":\n          actionStr = chalk.red(\"SELL\");\n          break;\n        case \"STRONG_SELL\":\n          actionStr = chalk.bgRed.white(\" STRONG SELL \");\n          break;\n      }\n\n      // Score with color\n      const scoreColor = d.score > 0.3 ? chalk.green : d.score < -0.3 ? chalk.red : chalk.yellow;\n      const scoreStr = scoreColor(d.score.toFixed(3).padStart(7));\n\n      // Confidence\n      const confStr = `${(d.confidence * 100).toFixed(0)}%`;\n\n      // Key signals (first 2)\n      const keySignals = d.signals\n        .filter((s) => Math.abs(s.value) > 0.1)\n        .slice(0, 2)\n        .map((s) => {\n          const v = s.value;\n          const color = v > 0 ? chalk.green : v < 0 ? chalk.red : chalk.yellow;\n          return color(`${s.source}: ${v > 0 ? \"+\" : \"\"}${v.toFixed(2)}`);\n        })\n        .join(\", \");\n\n      lines.push(\n        `  ${r.token.padEnd(14)} ${scoreStr} ${actionStr.padEnd(14)} ${confStr.padEnd(8)} ${keySignals}`,\n      );\n    }\n\n    lines.push(\"\");\n    lines.push(chalk.dim(`  Generated at ${new Date().toISOString()}`));\n    lines.push(\"\");\n\n    return lines.join(\"\\n\");\n  }\n}\n","/**\n * DefiLlama free API provider — no API key needed.\n * Provides TVL, protocol, DEX volume, yield, price, and stablecoin data.\n */\n\nimport type { Provider, ProviderInfo } from \"../../types.js\";\n\nexport class DefiLlamaProvider implements Provider {\n  info(): ProviderInfo {\n    return {\n      name: \"DefiLlama\",\n      type: \"research\",\n      capabilities: [\n        \"protocol-tvl\",\n        \"protocol-list\",\n        \"protocol-details\",\n        \"dex-volumes\",\n        \"yields\",\n        \"token-prices\",\n        \"stablecoins\",\n      ],\n      supportedChains: [],\n    };\n  }\n\n  /** Get current TVL for a protocol (returns a number). */\n  async getProtocolTvl(protocol: string): Promise<number> {\n    try {\n      const res = await fetch(`https://api.llama.fi/tvl/${encodeURIComponent(protocol)}`);\n      if (!res.ok) throw new Error(`DefiLlama tvl error: ${res.status} ${res.statusText}`);\n      const data = await res.json();\n      return data as number;\n    } catch (err) {\n      throw new Error(`Failed to fetch TVL for ${protocol}: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get all protocols with TVL & chain info. */\n  async getProtocols(): Promise<any[]> {\n    try {\n      const res = await fetch(\"https://api.llama.fi/protocols\");\n      if (!res.ok) throw new Error(`DefiLlama protocols error: ${res.status} ${res.statusText}`);\n      return (await res.json()) as any[];\n    } catch (err) {\n      throw new Error(`Failed to fetch protocols: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get detailed protocol info with historical TVL. */\n  async getProtocolDetails(protocol: string): Promise<any> {\n    try {\n      const res = await fetch(`https://api.llama.fi/protocol/${encodeURIComponent(protocol)}`);\n      if (!res.ok) throw new Error(`DefiLlama protocol detail error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch protocol details for ${protocol}: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get DEX volumes, optionally filtered by chain. */\n  async getDexVolumes(chain?: string): Promise<any> {\n    try {\n      const url = chain\n        ? `https://api.llama.fi/overview/dexs/${encodeURIComponent(chain)}`\n        : \"https://api.llama.fi/overview/dexs\";\n      const res = await fetch(url);\n      if (!res.ok) throw new Error(`DefiLlama dex volumes error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch DEX volumes: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get yield/pool data from DefiLlama yields API. */\n  async getYields(): Promise<any> {\n    try {\n      const res = await fetch(\"https://yields.llama.fi/pools\");\n      if (!res.ok) throw new Error(`DefiLlama yields error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch yields: ${(err as Error).message}`);\n    }\n  }\n\n  /**\n   * Get current token prices.\n   * @param coins Array of \"chain:address\" strings, e.g. [\"ethereum:0x...\"]\n   */\n  async getTokenPrices(coins: string[]): Promise<any> {\n    try {\n      const joined = coins.map(encodeURIComponent).join(\",\");\n      const res = await fetch(`https://coins.llama.fi/prices/current/${joined}`);\n      if (!res.ok) throw new Error(`DefiLlama prices error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch token prices: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get stablecoin data. */\n  async getStablecoins(): Promise<any> {\n    try {\n      const res = await fetch(\"https://stablecoins.llama.fi/stablecoins\");\n      if (!res.ok) throw new Error(`DefiLlama stablecoins error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch stablecoins: ${(err as Error).message}`);\n    }\n  }\n}\n","/**\n * CoinGecko free API provider with aggressive caching and rate-limiting.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { createHash } from 'node:crypto';\nimport type { Provider, ProviderInfo } from \"../../types.js\";\n\nconst BASE_URL = \"https://api.coingecko.com/api/v3\";\n\n// Shared mutex queue across all instances to prevent 429s.\n// Each request chains onto this promise so only one runs at a time with a 2.5s gap.\nlet requestQueue: Promise<void> = Promise.resolve();\nlet sharedLastCallTime = 0;\nlet MIN_INTERVAL = 2500; // 2.5s between calls (CG free tier: 30/min = 1 every 2s)\n\n// Circuit breaker: when we observe a 429, freeze all CG requests for this window.\n// Previous behavior retried 10s → 30s → 60s per call; because the queue is global\n// serial, a single rate-limit window ballooned one cycle from ~60s to ~15 min\n// (18 tokens × up to 100s per 429). Now we fail fast, let callers use cache/null,\n// and resume after the window. Break resets once a successful call lands.\nconst CIRCUIT_BREAK_MS = 5 * 60 * 1000; // 5 minutes\nlet circuitOpenUntil = 0;\n\n// Cache TTLs by endpoint (in milliseconds)\nconst CACHE_TTLS = {\n  ohlc: 2 * 60 * 60 * 1000,        // 2 hours - historical candles don't change\n  market_chart: 60 * 60 * 1000,    // 1 hour\n  coin_details: 60 * 60 * 1000,    // 1 hour\n  simple_price: 5 * 60 * 1000,     // 5 minutes\n  trending: 30 * 60 * 1000,        // 30 minutes\n} as const;\n\nexport class CoinGeckoProvider implements Provider {\n  private cacheDir: string;\n  private apiKey?: string;\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache', 'coingecko');\n    // Check for API key from env or config\n    this.apiKey = process.env.COINGECKO_API_KEY;\n\n    // Adjust throttle for demo key\n    if (this.apiKey) {\n      MIN_INTERVAL = 1500; // Demo key has better limits\n    }\n  }\n\n  info(): ProviderInfo {\n    return {\n      name: \"CoinGecko\",\n      type: \"research\",\n      capabilities: [\"price\", \"market-data\", \"ohlc\", \"coin-details\", \"trending\"],\n      supportedChains: [],\n    };\n  }\n\n  /**\n   * Generate cache key from endpoint and params.\n   */\n  private getCacheKey(endpoint: string, params: string): string {\n    const hash = createHash('sha1').update(endpoint + params).digest('hex').substring(0, 12);\n    return `${hash}.json`;\n  }\n\n  /**\n   * Get cache TTL for an endpoint.\n   */\n  private getCacheTTL(url: string): number {\n    if (url.includes('/ohlc')) return CACHE_TTLS.ohlc;\n    if (url.includes('/market_chart')) return CACHE_TTLS.market_chart;\n    if (url.includes('/coins/') && !url.includes('/market_chart')) return CACHE_TTLS.coin_details;\n    if (url.includes('/simple/price')) return CACHE_TTLS.simple_price;\n    if (url.includes('/trending')) return CACHE_TTLS.trending;\n    return CACHE_TTLS.simple_price; // Default fallback\n  }\n\n  /**\n   * Read from cache if available and fresh.\n   */\n  private async readCache(cacheKey: string, ttl: number): Promise<any | null> {\n    try {\n      const cacheFile = join(this.cacheDir, cacheKey);\n      const raw = await readFile(cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as { ts: number; data: any };\n\n      if (Date.now() - cached.ts < ttl) {\n        return cached.data;\n      }\n    } catch {\n      // Cache miss or invalid cache\n    }\n    return null;\n  }\n\n  /**\n   * Write to cache with atomic write (tmp file + rename).\n   */\n  private async writeCache(cacheKey: string, data: any): Promise<void> {\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      const cacheFile = join(this.cacheDir, cacheKey);\n      const tmpFile = cacheFile + '.tmp';\n\n      await writeFile(tmpFile, JSON.stringify({ ts: Date.now(), data }), 'utf-8');\n      // Atomic rename (requires fs.rename which we'll use from import)\n      await import('node:fs/promises').then(fs => fs.rename(tmpFile, cacheFile));\n    } catch {\n      // Cache write failure is non-fatal\n    }\n  }\n\n  /**\n   * Serialised request method — every CoinGecko call goes through here.\n   * Checks cache first, then uses shared promise chain for API calls.\n   */\n  private async fetchJson(url: string): Promise<any> {\n    // Extract cache key from full URL path (includes token ID)\n    const urlObj = new URL(url);\n    const cacheKey = this.getCacheKey(urlObj.pathname, urlObj.search);\n    const ttl = this.getCacheTTL(url);\n\n    // Check cache first — if hit, return immediately without touching rate limiter\n    const cached = await this.readCache(cacheKey, ttl);\n    if (cached) {\n      return cached;\n    }\n\n    // Circuit breaker: if a recent 429 tripped the breaker, fail fast instead of\n    // queueing up more doomed calls. A cycle scanning 18 tokens was observed to\n    // take 14-18 minutes during rate-limit windows because every serialized call\n    // exhausted its 10s/30s/60s retry budget. Fail-fast lets each call burn\n    // ~0ms instead of ~100s and returns control to the caller immediately.\n    if (Date.now() < circuitOpenUntil) {\n      throw new Error(`CoinGecko circuit breaker open — rate-limited, retrying after ${new Date(circuitOpenUntil).toISOString()}`);\n    }\n\n    // Cache miss — make API call with rate limiting\n    const job = requestQueue.then(async () => {\n      // Re-check breaker inside the serialized job: callers that queued behind\n      // the 429-triggering call should also fail fast rather than replay 10-60s\n      // backoffs one-by-one.\n      if (Date.now() < circuitOpenUntil) {\n        throw new Error(`CoinGecko circuit breaker open — rate-limited, retrying after ${new Date(circuitOpenUntil).toISOString()}`);\n      }\n\n      const now = Date.now();\n      const elapsed = now - sharedLastCallTime;\n      if (elapsed < MIN_INTERVAL) {\n        await new Promise((resolve) => setTimeout(resolve, MIN_INTERVAL - elapsed));\n      }\n      sharedLastCallTime = Date.now();\n\n      // Add API key header if available\n      const headers: Record<string, string> = {};\n      if (this.apiKey) {\n        headers['x-cg-demo-api-key'] = this.apiKey;\n      }\n\n      const res = await fetch(url, { headers });\n      if (res.status === 429) {\n        // Rate limited — trip the circuit breaker and fail fast. Do NOT retry\n        // inline: the 10s/30s/60s per-call backoff made cycles balloon to\n        // 15+ minutes when CG was cranky. Caller gets a clean failure, can\n        // fall back to cached/null, and subsequent CG calls in this cycle\n        // skip the API entirely until the window closes.\n        circuitOpenUntil = Date.now() + CIRCUIT_BREAK_MS;\n        throw new Error(`CoinGecko 429 — circuit breaker opened for ${CIRCUIT_BREAK_MS / 1000}s — ${url}`);\n      }\n      if (!res.ok) throw new Error(`CoinGecko error: ${res.status} ${res.statusText} — ${url}`);\n\n      const data = await res.json();\n      // Success closes the breaker (we got through, so the rate window passed).\n      circuitOpenUntil = 0;\n      await this.writeCache(cacheKey, data);\n      return data;\n    });\n\n    // Chain the next request after this one settles (success or failure)\n    requestQueue = job.then(() => {}, () => {});\n    return job;\n  }\n\n  /**\n   * Get simple prices for multiple tokens.\n   * Returns price, 24h vol, 24h change, and market cap per token.\n   */\n  async getPrice(\n    ids: string[],\n    vsCurrencies: string[] = [\"usd\"],\n  ): Promise<Record<string, any>> {\n    const params = new URLSearchParams({\n      ids: ids.join(\",\"),\n      vs_currencies: vsCurrencies.join(\",\"),\n      include_24hr_vol: \"true\",\n      include_24hr_change: \"true\",\n      include_market_cap: \"true\",\n    });\n    return this.fetchJson(`${BASE_URL}/simple/price?${params}`);\n  }\n\n  /**\n   * Get market chart data (prices, market_caps, total_volumes) over time.\n   * Note: only fetches for a single id at a time.\n   */\n  async getMarketData(\n    id: string,\n    days: number = 30,\n  ): Promise<{ prices: number[][]; market_caps: number[][]; total_volumes: number[][] }> {\n    const params = new URLSearchParams({\n      vs_currency: \"usd\",\n      days: String(days),\n    });\n    return this.fetchJson(`${BASE_URL}/coins/${encodeURIComponent(id)}/market_chart?${params}`);\n  }\n\n  /**\n   * Get OHLC candle data.\n   * days: 1/7/14/30/90/180/365/max\n   * Returns array of [timestamp, open, high, low, close].\n   */\n  async getOHLC(\n    id: string,\n    days: number = 30,\n  ): Promise<number[][]> {\n    const params = new URLSearchParams({\n      vs_currency: \"usd\",\n      days: String(days),\n    });\n    return this.fetchJson(`${BASE_URL}/coins/${encodeURIComponent(id)}/ohlc?${params}`);\n  }\n\n  /** Get detailed coin information. */\n  async getCoinDetails(id: string): Promise<any> {\n    const params = new URLSearchParams({\n      localization: \"false\",\n      tickers: \"false\",\n      community_data: \"true\",\n      developer_data: \"true\",\n    });\n    return this.fetchJson(`${BASE_URL}/coins/${encodeURIComponent(id)}?${params}`);\n  }\n\n  /** Get trending coins. */\n  async getTrending(): Promise<any> {\n    return this.fetchJson(`${BASE_URL}/search/trending`);\n  }\n}\n","/**\n * Dedicated Fear & Greed Index provider with history tracking and caching.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\n\nexport interface FearGreedEntry {\n  value: number;\n  classification: string;\n  timestamp: string;\n}\n\ninterface FearGreedApiResponse {\n  name: string;\n  data: Array<{\n    value: string;\n    value_classification: string;\n    timestamp: string;\n  }>;\n}\n\nconst API_URL = 'https://api.alternative.me/fng/';\n\nexport class FearGreedProvider {\n  private cacheDir: string;\n  private cacheFile: string;\n  private cacheTTL = 30 * 60 * 1000; // 30 minutes\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'feargreed.json');\n  }\n\n  /** Get current Fear & Greed data. */\n  async getCurrent(): Promise<FearGreedEntry> {\n    const data = await this.fetchWithCache(1);\n    if (!data.length) throw new Error('No Fear & Greed data available');\n    return data[0]!;\n  }\n\n  /** Get historical data for the last N days. */\n  async getHistory(days: number = 30): Promise<FearGreedEntry[]> {\n    return this.fetchWithCache(days);\n  }\n\n  /**\n   * Check if F&G has been in extreme zone for N consecutive days.\n   * @param threshold - Value boundary (e.g. 25 for fear, 75 for greed)\n   * @param days - Minimum consecutive days in extreme zone\n   */\n  async isExtreme(\n    threshold: number = 25,\n    days: number = 3,\n  ): Promise<{ extreme: boolean; direction: 'fear' | 'greed' | null; consecutive: number }> {\n    const history = await this.getHistory(Math.max(days + 5, 30));\n\n    if (history.length === 0) {\n      return { extreme: false, direction: null, consecutive: 0 };\n    }\n\n    // Check consecutive days of extreme fear (below threshold)\n    let fearStreak = 0;\n    for (const entry of history) {\n      if (entry.value <= threshold) {\n        fearStreak++;\n      } else {\n        break;\n      }\n    }\n\n    // Check consecutive days of extreme greed (above 100 - threshold)\n    const greedThreshold = 100 - threshold;\n    let greedStreak = 0;\n    for (const entry of history) {\n      if (entry.value >= greedThreshold) {\n        greedStreak++;\n      } else {\n        break;\n      }\n    }\n\n    if (fearStreak >= days) {\n      return { extreme: true, direction: 'fear', consecutive: fearStreak };\n    }\n    if (greedStreak >= days) {\n      return { extreme: true, direction: 'greed', consecutive: greedStreak };\n    }\n\n    return {\n      extreme: false,\n      direction: null,\n      consecutive: Math.max(fearStreak, greedStreak),\n    };\n  }\n\n  /** Fetch data with local file cache. */\n  private async fetchWithCache(limit: number): Promise<FearGreedEntry[]> {\n    // Try reading cache\n    try {\n      const raw = await readFile(this.cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as { ts: number; data: FearGreedEntry[] };\n      if (Date.now() - cached.ts < this.cacheTTL && cached.data.length >= limit) {\n        return cached.data.slice(0, limit);\n      }\n    } catch {\n      // No cache or invalid — fetch fresh\n    }\n\n    const data = await this.fetchFromApi(Math.max(limit, 30));\n\n    // Write cache\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      await writeFile(this.cacheFile, JSON.stringify({ ts: Date.now(), data }), 'utf-8');\n    } catch {\n      // Cache write failure is non-fatal\n    }\n\n    return data.slice(0, limit);\n  }\n\n  /** Fetch from the alternative.me API. */\n  private async fetchFromApi(limit: number): Promise<FearGreedEntry[]> {\n    const url = `${API_URL}?limit=${limit}`;\n    const res = await fetch(url);\n    if (!res.ok) {\n      throw new Error(`Fear & Greed API error: ${res.status} ${res.statusText}`);\n    }\n    const json = (await res.json()) as FearGreedApiResponse;\n    return json.data.map((d) => ({\n      value: Number(d.value),\n      classification: d.value_classification,\n      timestamp: d.timestamp,\n    }));\n  }\n}\n","/**\n * Sentiment data provider — delegates to FearGreedProvider for API access,\n * adds z-score utilities and Provider interface compliance.\n */\n\nimport type { Provider, ProviderInfo } from \"../../types.js\";\nimport { FearGreedProvider, type FearGreedEntry } from \"./feargreed.js\";\n\n/** @deprecated Use FearGreedEntry from feargreed.ts instead. */\nexport type FearAndGreedData = FearGreedEntry;\n\nconst fearGreed = new FearGreedProvider();\n\nexport class SentimentProvider implements Provider {\n  info(): ProviderInfo {\n    return {\n      name: \"Sentiment\",\n      type: \"research\",\n      capabilities: [\"fear-and-greed\", \"sentiment-zscore\"],\n      supportedChains: [],\n    };\n  }\n\n  /** Fetch last 30 days of Fear & Greed index data (delegates to FearGreedProvider). */\n  async getFearAndGreed(): Promise<FearGreedEntry[]> {\n    return fearGreed.getHistory(30);\n  }\n\n  /** Get just the latest Fear & Greed value (delegates to FearGreedProvider). */\n  async getFearAndGreedCurrent(): Promise<FearGreedEntry> {\n    return fearGreed.getCurrent();\n  }\n\n  /**\n   * Compute z-score of the latest value compared to the array.\n   * z = (latest - mean) / stddev\n   */\n  computeSentimentZScore(values: number[]): number {\n    if (values.length < 2) return 0;\n    const latest = values[0]!;\n    const mean = values.reduce((a, b) => a + b, 0) / values.length;\n    const variance = values.reduce((sum, v) => sum + (v - mean) ** 2, 0) / values.length;\n    const stddev = Math.sqrt(variance);\n    if (stddev === 0) return 0;\n    return (latest - mean) / stddev;\n  }\n}\n","/**\n * Breakout + On-Chain Confirmation Strategy\n * Detects price breakouts confirmed by volume and optionally by smart money flow.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext, Candle } from './types.js';\nimport { clamp } from '../utils.js';\n\nfunction detect20DayBreakout(candles: Candle[]): { direction: 'up' | 'down' | 'none'; volumeConfirmed: boolean } {\n  if (candles.length < 21) return { direction: 'none', volumeConfirmed: false };\n\n  const lookback = candles.slice(-21, -1); // previous 20 candles (excluding latest)\n  const latest = candles[candles.length - 1]!;\n\n  const high20 = Math.max(...lookback.map(c => c.high));\n  const low20 = Math.min(...lookback.map(c => c.low));\n\n  // Volume confirmation: latest volume > 2x 20-period average\n  const avgVolume = lookback.reduce((sum, c) => sum + c.volume, 0) / lookback.length;\n  const volumeConfirmed = avgVolume > 0 && latest.volume > avgVolume * 2;\n\n  if (latest.close > high20) {\n    return { direction: 'up', volumeConfirmed };\n  } else if (latest.close < low20) {\n    return { direction: 'down', volumeConfirmed };\n  }\n\n  return { direction: 'none', volumeConfirmed: false };\n}\n\nfunction checkEmaAlignment(technicals: { ema: { ema8: number; ema21: number; ema50: number } }): 'bullish' | 'bearish' | 'neutral' {\n  const { ema8, ema21, ema50 } = technicals.ema;\n  if (isNaN(ema8) || isNaN(ema21) || isNaN(ema50)) return 'neutral';\n\n  if (ema8 > ema21 && ema21 > ema50) return 'bullish';\n  if (ema8 < ema21 && ema21 < ema50) return 'bearish';\n  return 'neutral';\n}\n\nexport class BreakoutOnChainStrategy implements Strategy {\n  name = 'breakoutOnChain';\n  description = 'Detects 20-day breakouts with volume confirmation and optional smart-money support';\n  requiredData = ['candles', 'technicals'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (!ctx.candles || ctx.candles.length < 21) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Breakout + On-Chain',\n        details: 'Insufficient candle data for breakout detection (need 21+)',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.4;\n\n    // Detect breakout\n    const breakout = detect20DayBreakout(ctx.candles);\n\n    if (breakout.direction === 'none') {\n      details.push('No 20-day breakout detected (ranging)');\n\n      // Still check EMA alignment for a mild signal\n      if (ctx.technicals) {\n        const ema = checkEmaAlignment(ctx.technicals);\n        if (ema === 'bullish') {\n          value = 0.1;\n          details.push('EMA alignment bullish (8>21>50)');\n        } else if (ema === 'bearish') {\n          value = -0.1;\n          details.push('EMA alignment bearish (8<21<50)');\n        }\n      }\n\n      return {\n        name: this.name,\n        value,\n        confidence: 0.3,\n        source: 'Breakout + On-Chain',\n        details: details.join('; '),\n      };\n    }\n\n    // Breakout detected\n    if (breakout.direction === 'up') {\n      value = breakout.volumeConfirmed ? 0.8 : 0.5;\n      confidence = breakout.volumeConfirmed ? 0.7 : 0.5;\n      details.push(`Bullish 20-day breakout${breakout.volumeConfirmed ? ' with volume confirmation (>2x avg)' : ' (low volume — caution)'}`);\n    } else {\n      value = breakout.volumeConfirmed ? -0.8 : -0.5;\n      confidence = breakout.volumeConfirmed ? 0.7 : 0.5;\n      details.push(`Bearish 20-day breakdown${breakout.volumeConfirmed ? ' with volume confirmation (>2x avg)' : ' (low volume — caution)'}`);\n    }\n\n    // EMA alignment bonus\n    if (ctx.technicals) {\n      const ema = checkEmaAlignment(ctx.technicals);\n      if ((ema === 'bullish' && value > 0) || (ema === 'bearish' && value < 0)) {\n        const bonus = value > 0 ? 0.2 : -0.2;\n        value = clamp(value + bonus);\n        confidence += 0.1;\n        details.push(`EMA alignment confirms direction (+${Math.abs(bonus).toFixed(1)})`);\n      } else if ((ema === 'bearish' && value > 0) || (ema === 'bullish' && value < 0)) {\n        details.push('EMA alignment contradicts breakout — mixed signal');\n        confidence -= 0.1;\n      }\n    }\n\n    // Nansen smart money confirmation (optional)\n    if (ctx.nansenData) {\n      const data = ctx.nansenData as Record<string, unknown>;\n      const flows = data.flows as Array<Record<string, unknown>> | undefined;\n      if (flows && flows.length > 0) {\n        const netflow = flows.reduce(\n          (sum, f) => sum + (Number(f.netflow ?? f.net_flow ?? 0)),\n          0,\n        );\n        // Negative netflow = buying, positive = selling\n        const smartMoneyBuying = netflow < 0;\n        const smartMoneySelling = netflow > 0;\n\n        if ((smartMoneyBuying && value > 0) || (smartMoneySelling && value < 0)) {\n          const bonus = value > 0 ? 0.2 : -0.2;\n          value = clamp(value + bonus);\n          confidence += 0.1;\n          details.push(`Smart money confirms breakout direction (+${Math.abs(bonus).toFixed(1)})`);\n        } else if ((smartMoneySelling && value > 0) || (smartMoneyBuying && value < 0)) {\n          details.push('Smart money diverges from breakout — caution');\n          confidence -= 0.05;\n        }\n      }\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(Math.max(confidence, 0.1), 1.0),\n      source: 'Breakout + On-Chain',\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Funding Rate Harvester Strategy\n * Looks at perpetual futures funding rates for arbitrage opportunities.\n * Currently a placeholder — requires external funding rate API integration.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\n/**\n * Calculate annualized yield from an 8-hour funding rate.\n * Funding is paid 3x per day (every 8 hours).\n * @param rate8h - The 8-hour funding rate as a decimal (e.g., 0.0005 = 0.05%)\n * @returns Annualized yield as a decimal (e.g., 0.5475 = 54.75%)\n */\nexport function annualizedYieldFromFundingRate(rate8h: number): number {\n  // 3 funding periods per day × 365 days = 1095 periods per year\n  return rate8h * 3 * 365;\n}\n\n/**\n * Calculate expected return from funding rate arbitrage over a period.\n * @param rate8h - 8-hour funding rate as decimal\n * @param days - Holding period in days\n * @returns Expected return as decimal\n */\nexport function expectedReturnFromFunding(rate8h: number, days: number): number {\n  return rate8h * 3 * days;\n}\n\nexport class FundingRateStrategy implements Strategy {\n  name = 'fundingRate';\n  description = 'Identifies funding rate arbitrage opportunities in perp markets (requires external data source)';\n  requiredData = ['fundingRateData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    // Check if funding rate data is available in the context\n    // For now, this is a placeholder — funding rate data isn't provided by current providers\n    const fundingData = ctx.fundingRateData;\n\n    if (!fundingData) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: 'Funding Rate Harvester',\n        details: 'No funding rate data available — requires external data source (Binance, Bybit, etc.)',\n      };\n    }\n\n    const rate = fundingData.rate8h;\n    const annualized = annualizedYieldFromFundingRate(rate);\n    const ratePct = (rate * 100).toFixed(4);\n    const annualizedPct = (annualized * 100).toFixed(1);\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.5;\n\n    // Thresholds calibrated to BTC/ETH majors (typical 8h funding is ±0.01%).\n    // Tightened from the previous altcoin-era defaults that only fired at\n    // ±0.02%/±0.05%, which almost never happen on majors in chop.\n    if (rate > 0.0002) {\n      // High positive funding: longs pay shorts → market overleveraged long → bearish contrarian\n      value = -0.5;\n      confidence = 0.6;\n      details.push(\n        `High positive funding ${ratePct}% (annualized ${annualizedPct}%): overleveraged longs — bearish contrarian on ${fundingData.exchange}`,\n      );\n    } else if (rate > 0.00005) {\n      // Mild positive funding: slightly overleveraged long → mildly bearish\n      value = -0.3;\n      confidence = 0.4;\n      details.push(\n        `Mild positive funding ${ratePct}% (annualized ${annualizedPct}%): longs paying shorts — mildly bearish on ${fundingData.exchange}`,\n      );\n    } else if (rate < -0.0002) {\n      // High negative funding: shorts pay longs → market overleveraged short → bullish contrarian\n      value = 0.5;\n      confidence = 0.6;\n      details.push(\n        `High negative funding ${ratePct}% (annualized ${annualizedPct}%): overleveraged shorts — bullish contrarian on ${fundingData.exchange}`,\n      );\n    } else if (rate < -0.00005) {\n      // Mild negative funding: slightly overleveraged short → mildly bullish\n      value = 0.3;\n      confidence = 0.4;\n      details.push(\n        `Mild negative funding ${ratePct}% (annualized ${annualizedPct}%): shorts paying longs — mildly bullish on ${fundingData.exchange}`,\n      );\n    } else {\n      // Funding within ±0.005% (8h): truly neutral\n      value = 0.0;\n      confidence = 0.3;\n      details.push(\n        `Funding rate ${ratePct}% near neutral: no directional signal`,\n      );\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence,\n      source: 'Funding Rate Harvester',\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * DEXScreener free API provider — real-time DEX data across all chains.\n * Base URL: https://api.dexscreener.com/latest\n * No API key needed. Rate limit: 300 req/min.\n */\n\nconst BASE_URL = 'https://api.dexscreener.com/latest';\n\nexport interface DexPair {\n  chainId: string;\n  dexId: string;\n  pairAddress: string;\n  baseToken: { address: string; name: string; symbol: string };\n  quoteToken: { address: string; name: string; symbol: string };\n  priceUsd: string;\n  priceChange: { h1: number; h6: number; h24: number };\n  volume: { h1: number; h6: number; h24: number };\n  liquidity: { usd: number };\n  fdv: number;\n  txns: {\n    h1: { buys: number; sells: number };\n    h24: { buys: number; sells: number };\n  };\n}\n\ninterface DexSearchResponse {\n  pairs: DexPair[] | null;\n}\n\ninterface DexPairsResponse {\n  pairs: DexPair[] | null;\n  pair?: DexPair;\n}\n\n// Module-level throttle shared across all instances to enforce rate limit\nlet sharedLastCallTime = 0;\nconst SHARED_MIN_INTERVAL = 200; // 200ms = 300 req/min\n\nexport class DexScreenerProvider {\n  private async throttle(): Promise<void> {\n    const now = Date.now();\n    const elapsed = now - sharedLastCallTime;\n    if (elapsed < SHARED_MIN_INTERVAL) {\n      await new Promise((resolve) => setTimeout(resolve, SHARED_MIN_INTERVAL - elapsed));\n    }\n    sharedLastCallTime = Date.now();\n  }\n\n  private async fetchJson<T>(url: string): Promise<T> {\n    await this.throttle();\n    const res = await fetch(url);\n    if (!res.ok) {\n      throw new Error(`DEXScreener API error: ${res.status} ${res.statusText} — ${url}`);\n    }\n    return res.json() as Promise<T>;\n  }\n\n  /** Search for token pairs by query string (token name, symbol, or address). */\n  async searchPairs(query: string): Promise<DexPair[]> {\n    const encoded = encodeURIComponent(query);\n    const data = await this.fetchJson<DexSearchResponse>(\n      `${BASE_URL}/dex/search/?q=${encoded}`,\n    );\n    return data.pairs ?? [];\n  }\n\n  /** Get pair data by chain and pair address. */\n  async getPair(chain: string, pairAddress: string): Promise<DexPair> {\n    const data = await this.fetchJson<DexPairsResponse>(\n      `${BASE_URL}/dex/pairs/${encodeURIComponent(chain)}/${encodeURIComponent(pairAddress)}`,\n    );\n    if (data.pair) return data.pair;\n    if (data.pairs && data.pairs.length > 0) return data.pairs[0]!;\n    throw new Error(`No pair found: ${chain}/${pairAddress}`);\n  }\n\n  /** Get all DEX pairs for a token address (across all chains). */\n  async getTokenPairs(tokenAddress: string): Promise<DexPair[]> {\n    const data = await this.fetchJson<DexPairsResponse>(\n      `${BASE_URL}/dex/tokens/${encodeURIComponent(tokenAddress)}`,\n    );\n    return data.pairs ?? [];\n  }\n\n  /** Get trending/top pairs by searching for common tokens. */\n  async getTrending(): Promise<DexPair[]> {\n    // DEXScreener doesn't have a dedicated trending endpoint in the free API,\n    // so we search for well-known tokens and sort by volume\n    const results = await this.searchPairs('WETH');\n    return results\n      .filter((p) => p.volume?.h24 > 0)\n      .sort((a, b) => (b.volume?.h24 ?? 0) - (a.volume?.h24 ?? 0))\n      .slice(0, 20);\n  }\n}\n","/**\n * Hyperliquid Flow Strategy\n * Combines exchange-native signals for maximum alpha:\n * - Funding rate arbitrage\n * - OI + price divergence\n * - Order book imbalance\n * - Whale trade flow\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class HyperliquidFlowStrategy implements Strategy {\n  name = 'hyperliquidFlow';\n  description = 'Exchange-native flow analysis using Hyperliquid funding, OI, order book, and whale trades';\n  requiredData = ['hyperliquidData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const hlData = ctx.hyperliquidData;\n\n    if (!hlData) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: 'Hyperliquid Flow',\n        details: 'No Hyperliquid data available',\n      };\n    }\n\n    const signals = [\n      this.analyzeFundingRate(hlData.fundingRate),\n      this.analyzeOIPriceDivergence(hlData.oiChangePct, hlData.markPrice, hlData.prevDayPrice),\n      this.analyzeOrderBookImbalance(hlData.orderBookImbalance),\n      this.analyzeWhaleFlow(hlData.largeTradesBias),\n    ];\n\n    // Combine signals with weights\n    const weights = [0.25, 0.30, 0.25, 0.20]; // funding, OI+price, orderbook, whales\n    let totalValue = 0;\n    let totalWeight = 0;\n    const details: string[] = [];\n\n    for (let i = 0; i < signals.length; i++) {\n      const signal = signals[i]!;\n      const weight = weights[i]!;\n      totalValue += signal.value * weight;\n      totalWeight += weight;\n      if (signal.details) details.push(signal.details);\n    }\n\n    const value = totalValue / totalWeight;\n\n    // Calculate confidence\n    let confidence = 0.6; // Base confidence (exchange-native data)\n    if (hlData.volume24h > 100_000_000) confidence += 0.1; // High liquidity\n\n    // Boost confidence if multiple signals agree\n    const positiveSignals = signals.filter(s => s.value > 0.2).length;\n    const negativeSignals = signals.filter(s => s.value < -0.2).length;\n    if (positiveSignals >= 3 || negativeSignals >= 3) confidence += 0.1;\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(1.0, confidence),\n      source: 'Hyperliquid Flow',\n      details: details.join(' | '),\n    };\n  }\n\n  /** Analyze funding rate for mean-reversion opportunities. */\n  private analyzeFundingRate(rate: number): { value: number; details: string } {\n    const ratePct = (rate * 100).toFixed(4);\n\n    if (rate > 0.001) {\n      // >0.1% funding: strong bearish (overleveraged longs)\n      return {\n        value: -0.8,\n        details: `High positive funding ${ratePct}%: overleveraged longs → bearish`,\n      };\n    } else if (rate > 0.0003) {\n      // >0.03% funding: bearish\n      return {\n        value: -0.6,\n        details: `Elevated positive funding ${ratePct}%: longs paying → bearish`,\n      };\n    } else if (rate < -0.001) {\n      // <-0.1% funding: strong bullish (overleveraged shorts)\n      return {\n        value: 0.8,\n        details: `High negative funding ${ratePct}%: overleveraged shorts → bullish`,\n      };\n    } else if (rate < -0.0003) {\n      // <-0.03% funding: bullish\n      return {\n        value: 0.6,\n        details: `Elevated negative funding ${ratePct}%: shorts paying → bullish`,\n      };\n    } else {\n      // Neutral funding\n      return {\n        value: 0.0,\n        details: `Neutral funding ${ratePct}%: no directional signal`,\n      };\n    }\n  }\n\n  /** Analyze OI + price divergence patterns. */\n  private analyzeOIPriceDivergence(oiChangePct: number, markPrice: number, prevDayPrice: number): { value: number; details: string } {\n    const priceChange = ((markPrice - prevDayPrice) / prevDayPrice) * 100;\n    const oiRising = oiChangePct > 1; // >1% OI increase\n    const oiFalling = oiChangePct < -1; // >1% OI decrease\n    const priceRising = priceChange > 1; // >1% price increase\n    const priceFalling = priceChange < -1; // >1% price decrease\n\n    if (oiRising && priceRising) {\n      return {\n        value: 0.6,\n        details: `OI+${oiChangePct.toFixed(1)}% Price+${priceChange.toFixed(1)}%: strong trend → bullish`,\n      };\n    } else if (oiRising && priceFalling) {\n      return {\n        value: 0.3,\n        details: `OI+${oiChangePct.toFixed(1)}% Price${priceChange.toFixed(1)}%: shorts building → potential squeeze`,\n      };\n    } else if (oiFalling && priceRising) {\n      return {\n        value: -0.3,\n        details: `OI${oiChangePct.toFixed(1)}% Price+${priceChange.toFixed(1)}%: weak rally → potential trap`,\n      };\n    } else if (oiFalling && priceFalling) {\n      return {\n        value: 0.2,\n        details: `OI${oiChangePct.toFixed(1)}% Price${priceChange.toFixed(1)}%: capitulation → potential bottom`,\n      };\n    } else {\n      return {\n        value: 0.0,\n        details: `OI${oiChangePct.toFixed(1)}% Price${priceChange.toFixed(1)}%: no clear divergence`,\n      };\n    }\n  }\n\n  /** Analyze order book imbalance. */\n  private analyzeOrderBookImbalance(imbalance: number): { value: number; details: string } {\n    const imbalancePct = (imbalance * 100).toFixed(1);\n\n    if (imbalance > 0.5) {\n      return {\n        value: 0.8,\n        details: `Very heavy bids (${imbalancePct}%): strong demand → bullish`,\n      };\n    } else if (imbalance > 0.3) {\n      return {\n        value: 0.5,\n        details: `Heavy bids (${imbalancePct}%): demand pressure → bullish`,\n      };\n    } else if (imbalance < -0.5) {\n      return {\n        value: -0.8,\n        details: `Very heavy asks (${imbalancePct}%): strong supply → bearish`,\n      };\n    } else if (imbalance < -0.3) {\n      return {\n        value: -0.5,\n        details: `Heavy asks (${imbalancePct}%): supply pressure → bearish`,\n      };\n    } else {\n      return {\n        value: 0.0,\n        details: `Balanced orderbook (${imbalancePct}%): no directional bias`,\n      };\n    }\n  }\n\n  /** Analyze whale trade flow direction. */\n  private analyzeWhaleFlow(bias: number): { value: number; details: string } {\n    const biasPct = (bias * 100).toFixed(1);\n\n    if (bias > 0.3) {\n      return {\n        value: 0.4,\n        details: `Whales buying (${biasPct}%): smart money accumulation → bullish`,\n      };\n    } else if (bias < -0.3) {\n      return {\n        value: -0.4,\n        details: `Whales selling (${biasPct}%): smart money distribution → bearish`,\n      };\n    } else {\n      return {\n        value: bias, // Scale linearly for smaller values\n        details: `Whale flow (${biasPct}%): moderate directional bias`,\n      };\n    }\n  }\n}","/**\n * Multi-Timeframe Confluence Strategy\n * Analyzes the same token across multiple timeframes for signal confluence.\n * Strong signals occur when multiple timeframes agree on direction.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext, Candle } from './types.js';\nimport { calculateEMA, calculateRSI } from '../technical.js';\nimport { clamp } from '../utils.js';\n\ninterface TimeframeAnalysis {\n  timeframe: string;\n  trend: number;      // +1 bullish, 0 neutral, -1 bearish\n  momentum: number;   // +1 bullish, 0 neutral, -1 bearish\n  structure: number;  // +1 bullish, 0 neutral, -1 bearish\n  score: number;      // combined score\n}\n\nexport class MultiTimeframeStrategy implements Strategy {\n  name = 'multiTimeframe';\n  description = 'Multi-timeframe confluence analysis using daily, weekly, and short-term data';\n  requiredData = ['candles'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (!ctx.candles || ctx.candles.length < 30) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Multi-Timeframe',\n        details: 'Insufficient candle data for multi-timeframe analysis (need 30+ daily candles)',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.4;\n\n    try {\n      // Prepare timeframe data\n      const dailyCandles = ctx.candles;\n      const weeklyCandles = this.aggregateWeeklyCandles(dailyCandles);\n      const shortTermCandles = dailyCandles.slice(-10); // Last 10 days as short-term proxy\n\n      // Analyze each timeframe with appropriate periods\n      const shortTermAnalysis = this.analyzeTimeframe(shortTermCandles, 'Short-term', 5);\n      const dailyAnalysis = this.analyzeTimeframe(dailyCandles, 'Daily', 20);\n      const weeklyAnalysis = this.analyzeTimeframe(weeklyCandles, 'Weekly', 5); // Reduced from 10\n\n      const analyses = [shortTermAnalysis, dailyAnalysis, weeklyAnalysis];\n\n      // Calculate confluence score\n      const bullishCount = analyses.filter(a => a.score > 0).length;\n      const bearishCount = analyses.filter(a => a.score < 0).length;\n      const neutralCount = analyses.filter(a => a.score === 0).length;\n\n      // Confluence scoring - adjusted for more realistic signals\n      if (bullishCount === 3) {\n        value = 0.8;\n        confidence += 0.2;\n        details.push('All timeframes bullish (strong confluence)');\n      } else if (bearishCount === 3) {\n        value = -0.8;\n        confidence += 0.2;\n        details.push('All timeframes bearish (strong confluence)');\n      } else if (bullishCount === 2) {\n        value = 0.4;\n        confidence += 0.1;\n        details.push('2 of 3 timeframes bullish');\n      } else if (bearishCount === 2) {\n        value = -0.4;\n        confidence += 0.1;\n        details.push('2 of 3 timeframes bearish');\n      } else if (bullishCount > bearishCount) {\n        value = 0.2;\n        details.push('Majority bullish (weak confluence)');\n      } else if (bearishCount > bullishCount) {\n        value = -0.2;\n        details.push('Majority bearish (weak confluence)');\n      } else {\n        value = 0.0;\n        details.push('Mixed timeframe signals');\n      }\n\n      // Add timeframe breakdown details\n      for (const analysis of analyses) {\n        const score = analysis.score > 0 ? 'bullish' : analysis.score < 0 ? 'bearish' : 'neutral';\n        details.push(`${analysis.timeframe}: ${score} (trend:${analysis.trend} momentum:${analysis.momentum} structure:${analysis.structure})`);\n      }\n\n      // Data quality factor\n      const dataQualityFactor = Math.min(dailyCandles.length / 50, 1.0); // Full confidence at 50+ days\n      confidence *= dataQualityFactor;\n\n      if (dataQualityFactor < 1.0) {\n        details.push(`Data quality: ${(dataQualityFactor * 100).toFixed(0)}% (${dailyCandles.length} days)`);\n      }\n\n    } catch (error) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Multi-Timeframe',\n        details: `Analysis error: ${(error as Error).message}`,\n      };\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(Math.max(confidence, 0.1), 1.0),\n      source: 'Multi-Timeframe',\n      details: details.join('; '),\n    };\n  }\n\n  private aggregateWeeklyCandles(dailyCandles: Candle[]): Candle[] {\n    if (dailyCandles.length < 7) return [];\n\n    const weeklyCandles: Candle[] = [];\n    const sortedCandles = [...dailyCandles].sort((a, b) => a.timestamp - b.timestamp);\n\n    // Group by ISO week\n    const weekGroups = new Map<string, Candle[]>();\n\n    for (const candle of sortedCandles) {\n      const date = new Date(candle.timestamp);\n      const year = date.getFullYear();\n      const week = this.getISOWeek(date);\n      const weekKey = `${year}-W${week.toString().padStart(2, '0')}`;\n\n      if (!weekGroups.has(weekKey)) {\n        weekGroups.set(weekKey, []);\n      }\n      weekGroups.get(weekKey)!.push(candle);\n    }\n\n    // Aggregate each week\n    for (const [weekKey, candles] of weekGroups) {\n      if (candles.length === 0) continue;\n\n      const open = candles[0]!.open;\n      const close = candles[candles.length - 1]!.close;\n      const high = Math.max(...candles.map(c => c.high));\n      const low = Math.min(...candles.map(c => c.low));\n      const volume = candles.reduce((sum, c) => sum + c.volume, 0);\n      const timestamp = candles[0]!.timestamp;\n\n      weeklyCandles.push({ timestamp, open, high, low, close, volume });\n    }\n\n    return weeklyCandles.sort((a, b) => a.timestamp - b.timestamp);\n  }\n\n  private getISOWeek(date: Date): number {\n    const tempDate = new Date(date.valueOf());\n    const dayNumber = (date.getDay() + 6) % 7;\n    tempDate.setDate(tempDate.getDate() - dayNumber + 3);\n    const firstThursday = tempDate.valueOf();\n    tempDate.setMonth(0, 1);\n    if (tempDate.getDay() !== 4) {\n      tempDate.setMonth(0, 1 + ((4 - tempDate.getDay()) + 7) % 7);\n    }\n    return 1 + Math.ceil((firstThursday - tempDate.valueOf()) / 604800000);\n  }\n\n  private analyzeTimeframe(candles: Candle[], label: string, emaPeriod: number): TimeframeAnalysis {\n    if (candles.length < Math.max(emaPeriod * 0.7, 10)) { // More lenient requirement\n      return {\n        timeframe: label,\n        trend: 0,\n        momentum: 0,\n        structure: 0,\n        score: 0,\n      };\n    }\n\n    // 1. Trend: price vs EMA\n    const closes = candles.map(c => c.close);\n    const emaValues = calculateEMA(closes, emaPeriod);\n    const currentPrice = closes[closes.length - 1]!;\n    const currentEMA = emaValues[emaValues.length - 1];\n\n    let trend = 0;\n    if (!isNaN(currentEMA!)) {\n      trend = currentPrice > currentEMA! ? 1 : currentPrice < currentEMA! ? -1 : 0;\n    }\n\n    // 2. Momentum: RSI zones\n    const rsiValues = calculateRSI(candles, 14);\n    const currentRSI = rsiValues[rsiValues.length - 1];\n\n    let momentum = 0;\n    if (!isNaN(currentRSI!)) {\n      if (currentRSI! > 60) momentum = 1;\n      else if (currentRSI! < 40) momentum = -1;\n      else momentum = 0;\n    }\n\n    // 3. Structure: last 3 candles pattern\n    let structure = 0;\n    if (candles.length >= 3) {\n      const last3 = candles.slice(-3);\n      const highs = last3.map(c => c.high);\n      const lows = last3.map(c => c.low);\n\n      const higherHighs = highs[1] > highs[0] && highs[2] > highs[1];\n      const higherLows = lows[1] > lows[0] && lows[2] > lows[1];\n      const lowerHighs = highs[1] < highs[0] && highs[2] < highs[1];\n      const lowerLows = lows[1] < lows[0] && lows[2] < lows[1];\n\n      if (higherHighs && higherLows) structure = 1;\n      else if (lowerHighs && lowerLows) structure = -1;\n      else structure = 0;\n    }\n\n    // Combine into score\n    const score = trend + momentum + structure;\n\n    return {\n      timeframe: label,\n      trend,\n      momentum,\n      structure,\n      score: Math.sign(score) // Convert to -1, 0, or 1\n    };\n  }\n}","/**\n * Cross-Sectional Momentum Strategy\n *\n * Based on Kakushadze & Serur \"151 Trading Strategies\" §10.3, adapted for\n * crypto perpetuals. Ranks tokens by their 7-day return RELATIVE to the\n * group mean, expressed as a z-score. In flat markets where absolute signals\n * are muted, the token outperforming (or underperforming) the group still\n * produces a directional signal.\n *\n * Uses momentum (not contrarian) weighting — crypto trends persist:\n *   z_i = (R_i - R_m) / σ_R\n *   signal = clamp(z_i * 0.3, -1, 1)\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\n/** Minimum number of tokens in the group to produce a meaningful z-score. */\nconst MIN_GROUP_SIZE = 3;\n\n/** Scaling factor: z=1 → signal value 0.30. */\nconst Z_SCALE = 0.3;\n\n/** Below this stdev the group is effectively flat — no meaningful dispersion. */\nconst MIN_STDEV = 1e-10;\n\nexport class CrossSectionalMomentumStrategy implements Strategy {\n  name = 'crossSectionalMomentum';\n  description = 'Ranks tokens by relative 7-day performance vs group (§10.3 Kakushadze)';\n  requiredData = ['groupReturns'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const returns = ctx.groupReturns;\n    if (!returns || Object.keys(returns).length < MIN_GROUP_SIZE) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'Cross-Sectional',\n        details: 'Insufficient group data',\n      };\n    }\n\n    const myReturn = returns[ctx.tokenId];\n    if (myReturn === undefined) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'Cross-Sectional',\n        details: 'Token not in group',\n      };\n    }\n\n    const vals = Object.values(returns);\n    const mean = vals.reduce((s, v) => s + v, 0) / vals.length;\n    const variance = vals.reduce((s, v) => s + (v - mean) ** 2, 0) / vals.length;\n    const stdev = Math.sqrt(variance);\n\n    if (stdev < MIN_STDEV) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'Cross-Sectional',\n        details: 'Zero group dispersion',\n      };\n    }\n\n    const zScore = (myReturn - mean) / stdev;\n    const value = clamp(zScore * Z_SCALE);\n    const confidence = clamp(0.3 + Math.abs(zScore) * 0.2, 0.1, 0.9);\n\n    return {\n      name: this.name,\n      value,\n      confidence,\n      source: 'Cross-Sectional Momentum',\n      details: `7d return ${(myReturn * 100).toFixed(1)}% vs group mean ${(mean * 100).toFixed(1)}% (z=${zScore.toFixed(2)})`,\n    };\n  }\n}\n","/**\n * TradingView MCP data provider — spawns a local TradingView MCP server\n * (JSON-RPC over stdio) and exposes coin analysis + multi-timeframe alignment.\n *\n * The MCP server is spawned once on first call and kept alive for the process\n * lifetime. If it dies, it is respawned on the next call.\n *\n * Results are cached for 5 minutes per (symbol, tool, timeframe) key.\n */\n\nimport { spawn, type ChildProcess } from 'node:child_process';\nimport { createInterface, type Interface as ReadlineInterface } from 'node:readline';\n\n// ---------------------------------------------------------------------------\n// Symbol mapping — CoinGecko token IDs → TradingView BINANCE symbols\n// ---------------------------------------------------------------------------\n\nconst TV_SYMBOLS: Record<string, string> = {\n  bitcoin: 'BTCUSDT',\n  ethereum: 'ETHUSDT',\n  solana: 'SOLUSDT',\n  arbitrum: 'ARBUSDT',\n  chainlink: 'LINKUSDT',\n  aave: 'AAVEUSDT',\n  uniswap: 'UNIUSDT',\n  dogecoin: 'DOGEUSDT',\n  avalanche: 'AVAXUSDT',\n  'avalanche-2': 'AVAXUSDT',\n  near: 'NEARUSDT',\n  sui: 'SUIUSDT',\n  aptos: 'APTUSDT',\n  injective: 'INJUSDT',\n  pendle: 'PENDLEUSDT',\n  pepe: 'PEPEUSDT',\n  polygon: 'MATICUSDT',\n  optimism: 'OPUSDT',\n  litecoin: 'LTCUSDT',\n  cosmos: 'ATOMUSDT',\n  filecoin: 'FILUSDT',\n  maker: 'MKRUSDT',\n  cardano: 'ADAUSDT',\n  polkadot: 'DOTUSDT',\n  render: 'RENDERUSDT',\n  jupiter: 'JUPUSDT',\n  hyperliquid: 'HYPEUSDT',\n  ethena: 'ENAUSDT',\n  zcash: 'ZECUSDT',\n  ripple: 'XRPUSDT',\n  bittensor: 'TAOUSDT',\n  fartcoin: 'FARTCOINUSDT',\n  binancecoin: 'BNBUSDT',\n  blur: 'BLURUSDT',\n  'worldcoin-wld': 'WLDUSDT',\n  'pudgy-penguins': 'PENGUUSDT',\n  'fetch-ai': 'FETUSDT',\n};\n\nconst DEFAULT_EXCHANGE = 'BINANCE';\nconst MCP_BIN = '/home/ana/.local/tradingview-mcp/bin/tradingview-mcp';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport interface TVAnalysis {\n  symbol: string;\n  timeframe: string;\n  /** Overall recommendation: -1 (Strong Sell) to +1 (Strong Buy). */\n  recommendAll: number;\n  /** Buy/sell signal string from market_sentiment. */\n  buySellSignal: string;\n  /** Number of buy indicators. */\n  buyCount: number;\n  /** Number of sell indicators. */\n  sellCount: number;\n  /** Number of neutral indicators. */\n  neutralCount: number;\n  /** Total indicator count. */\n  totalIndicators: number;\n  /** Raw response payload for debugging. */\n  raw: any;\n}\n\nexport interface TVAlignment {\n  symbol: string;\n  /** Per-timeframe recommendation (-1 to +1). */\n  timeframes: Record<string, number>;\n  /** Number of timeframes agreeing on direction. */\n  agreeing: number;\n  /** Total timeframes analysed. */\n  total: number;\n  raw: any;\n}\n\n// ---------------------------------------------------------------------------\n// Cache\n// ---------------------------------------------------------------------------\n\ninterface CacheEntry<T> {\n  ts: number;\n  data: T;\n}\n\nconst CACHE_TTL_MS = 5 * 60 * 1000; // 5 minutes\nconst cache = new Map<string, CacheEntry<any>>();\n\nfunction cacheGet<T>(key: string): T | null {\n  const entry = cache.get(key);\n  if (!entry) return null;\n  if (Date.now() - entry.ts > CACHE_TTL_MS) {\n    cache.delete(key);\n    return null;\n  }\n  return entry.data as T;\n}\n\nfunction cacheSet<T>(key: string, data: T): void {\n  cache.set(key, { ts: Date.now(), data });\n}\n\n// ---------------------------------------------------------------------------\n// MCP process management (singleton)\n// ---------------------------------------------------------------------------\n\nlet mcpProcess: ChildProcess | null = null;\nlet mcpReadline: ReadlineInterface | null = null;\nlet mcpReady = false;\nlet nextId = 1;\n\n/** Pending JSON-RPC responses keyed by request id. */\nconst pending = new Map<number, {\n  resolve: (value: any) => void;\n  reject: (reason: Error) => void;\n  timer: ReturnType<typeof setTimeout>;\n}>();\n\nconst RPC_TIMEOUT_MS = 15_000;\n\nfunction ensureProcess(): ChildProcess {\n  if (mcpProcess && !mcpProcess.killed && mcpProcess.exitCode === null) {\n    return mcpProcess;\n  }\n\n  // Reset state on respawn\n  mcpReady = false;\n  for (const [, p] of pending) {\n    clearTimeout(p.timer);\n    p.reject(new Error('MCP process died — respawning'));\n  }\n  pending.clear();\n\n  mcpProcess = spawn(MCP_BIN, [], {\n    stdio: ['pipe', 'pipe', 'pipe'],\n    env: { ...process.env },\n  });\n\n  mcpReadline = createInterface({ input: mcpProcess.stdout! });\n  mcpReadline.on('line', (line: string) => {\n    try {\n      const msg = JSON.parse(line);\n      const id = msg.id;\n      if (id !== undefined && pending.has(id)) {\n        const p = pending.get(id)!;\n        clearTimeout(p.timer);\n        pending.delete(id);\n        if (msg.error) {\n          p.reject(new Error(`MCP error ${msg.error.code}: ${msg.error.message}`));\n        } else {\n          p.resolve(msg.result);\n        }\n      }\n    } catch {\n      // Non-JSON line or notification — ignore\n    }\n  });\n\n  mcpProcess.on('exit', () => {\n    mcpProcess = null;\n    mcpReady = false;\n  });\n\n  mcpProcess.stderr?.on('data', () => {\n    // Swallow stderr to prevent backpressure\n  });\n\n  return mcpProcess;\n}\n\nfunction rpcSend(method: string, params: any): Promise<any> {\n  const proc = ensureProcess();\n  const id = nextId++;\n  const msg = JSON.stringify({ jsonrpc: '2.0', id, method, params }) + '\\n';\n\n  return new Promise<any>((resolve, reject) => {\n    const timer = setTimeout(() => {\n      pending.delete(id);\n      reject(new Error(`MCP RPC timeout for ${method} (${RPC_TIMEOUT_MS}ms)`));\n    }, RPC_TIMEOUT_MS);\n    pending.set(id, { resolve, reject, timer });\n\n    proc.stdin!.write(msg, (err) => {\n      if (err) {\n        clearTimeout(timer);\n        pending.delete(id);\n        reject(err);\n      }\n    });\n  });\n}\n\nasync function ensureInitialized(): Promise<void> {\n  if (mcpReady) return;\n\n  ensureProcess();\n\n  // Send initialize\n  await rpcSend('initialize', {\n    protocolVersion: '2024-11-05',\n    capabilities: {},\n    clientInfo: { name: 'sherwood', version: '1.0' },\n  });\n\n  // Send initialized notification (no id, fire-and-forget)\n  const proc = ensureProcess();\n  proc.stdin!.write(\n    JSON.stringify({ jsonrpc: '2.0', method: 'notifications/initialized', params: {} }) + '\\n',\n  );\n\n  mcpReady = true;\n}\n\nasync function callTool(name: string, args: Record<string, any>): Promise<any> {\n  await ensureInitialized();\n  const result = await rpcSend('tools/call', { name, arguments: args });\n  // MCP tool results come as { content: [{ type: \"text\", text: \"...\" }] }\n  if (result?.content?.[0]?.text) {\n    try {\n      return JSON.parse(result.content[0].text);\n    } catch {\n      return result.content[0].text;\n    }\n  }\n  return result;\n}\n\n// ---------------------------------------------------------------------------\n// Public API\n// ---------------------------------------------------------------------------\n\n/**\n * Map a buy/sell signal string to a numeric value (-1 to +1).\n */\nfunction signalToValue(signal: string): number {\n  const s = (signal || '').toLowerCase().trim();\n  if (s === 'strong buy') return 1.0;\n  if (s === 'buy') return 0.5;\n  if (s === 'neutral') return 0.0;\n  if (s === 'sell') return -0.5;\n  if (s === 'strong sell') return -1.0;\n  return 0.0;\n}\n\n/**\n * Get coin analysis from TradingView MCP.\n * Returns null if the token is unmapped or the MCP call fails.\n */\nexport async function getCoinAnalysis(\n  tokenId: string,\n  timeframe: string = '4h',\n): Promise<TVAnalysis | null> {\n  const symbol = TV_SYMBOLS[tokenId];\n  if (!symbol) return null;\n\n  const cacheKey = `tv:coin:${symbol}:${timeframe}`;\n  const cached = cacheGet<TVAnalysis>(cacheKey);\n  if (cached) return cached;\n\n  try {\n    const raw = await callTool('coin_analysis', {\n      symbol,\n      exchange: DEFAULT_EXCHANGE,\n      timeframe,\n    });\n\n    // Parse the response — structure varies, extract what we need\n    const recommendAll = typeof raw?.recommend_all === 'number'\n      ? raw.recommend_all\n      : typeof raw?.summary?.RECOMMENDATION === 'string'\n        ? signalToValue(raw.summary.RECOMMENDATION)\n        : 0;\n\n    const buySellSignal: string =\n      raw?.market_sentiment?.buy_sell_signal\n      ?? raw?.summary?.RECOMMENDATION\n      ?? 'Neutral';\n\n    const buyCount = raw?.summary?.BUY ?? raw?.buy_count ?? 0;\n    const sellCount = raw?.summary?.SELL ?? raw?.sell_count ?? 0;\n    const neutralCount = raw?.summary?.NEUTRAL ?? raw?.neutral_count ?? 0;\n\n    const result: TVAnalysis = {\n      symbol,\n      timeframe,\n      recommendAll: Math.max(-1, Math.min(1, recommendAll)),\n      buySellSignal,\n      buyCount,\n      sellCount,\n      neutralCount,\n      totalIndicators: buyCount + sellCount + neutralCount,\n      raw,\n    };\n\n    cacheSet(cacheKey, result);\n    return result;\n  } catch (err) {\n    console.error(`TradingView MCP coin_analysis failed for ${symbol}: ${(err as Error).message}`);\n    return null;\n  }\n}\n\n/**\n * Get multi-timeframe alignment from TradingView MCP.\n * Returns null if the token is unmapped or the MCP call fails.\n */\nexport async function getMultiTimeframeAlignment(\n  tokenId: string,\n): Promise<TVAlignment | null> {\n  const symbol = TV_SYMBOLS[tokenId];\n  if (!symbol) return null;\n\n  const cacheKey = `tv:mtf:${symbol}`;\n  const cached = cacheGet<TVAlignment>(cacheKey);\n  if (cached) return cached;\n\n  try {\n    const raw = await callTool('multi_timeframe_analysis', {\n      symbol,\n      exchange: DEFAULT_EXCHANGE,\n    });\n\n    // Parse per-timeframe recommendations\n    const timeframes: Record<string, number> = {};\n    const tfKeys = ['15m', '1h', '4h', 'daily', 'weekly'];\n\n    for (const tf of tfKeys) {\n      const tfData = raw?.[tf] ?? raw?.timeframes?.[tf];\n      if (tfData) {\n        const rec =\n          typeof tfData.recommend_all === 'number'\n            ? tfData.recommend_all\n            : typeof tfData.RECOMMENDATION === 'string'\n              ? signalToValue(tfData.RECOMMENDATION)\n              : typeof tfData.recommendation === 'string'\n                ? signalToValue(tfData.recommendation)\n                : null;\n        if (rec !== null) {\n          timeframes[tf] = Math.max(-1, Math.min(1, rec));\n        }\n      }\n    }\n\n    const values = Object.values(timeframes);\n    const majoritySign = values.reduce((s, v) => s + Math.sign(v), 0);\n    const direction = majoritySign > 0 ? 1 : majoritySign < 0 ? -1 : 0;\n    const agreeing = values.filter((v) => Math.sign(v) === direction).length;\n\n    const result: TVAlignment = {\n      symbol,\n      timeframes,\n      agreeing,\n      total: values.length,\n      raw,\n    };\n\n    cacheSet(cacheKey, result);\n    return result;\n  } catch (err) {\n    console.error(`TradingView MCP multi_timeframe failed for ${symbol}: ${(err as Error).message}`);\n    return null;\n  }\n}\n\n/**\n * Check if the TradingView MCP binary exists.\n */\nexport function isTradingViewAvailable(): boolean {\n  try {\n    require('node:fs').accessSync(MCP_BIN, require('node:fs').constants.X_OK);\n    return true;\n  } catch {\n    return false;\n  }\n}\n\n/**\n * Gracefully shut down the MCP process (call on agent exit).\n */\nexport function shutdownTradingView(): void {\n  if (mcpProcess && !mcpProcess.killed) {\n    mcpProcess.kill('SIGTERM');\n    mcpProcess = null;\n    mcpReady = false;\n  }\n}\n","/**\n * TradingView Signal Strategy\n *\n * Consumes coin analysis from the local TradingView MCP server and converts\n * it into a directional signal (-1 to +1).  Falls back to a zero-confidence\n * neutral signal when the MCP server is unavailable or the token is unmapped.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\nimport { getCoinAnalysis, type TVAnalysis } from '../../providers/data/tradingview.js';\n\nexport class TradingViewSignalStrategy implements Strategy {\n  name = 'tradingviewSignal';\n  description = 'TradingView technical indicators via local MCP server (4h timeframe)';\n  requiredData = [] as string[]; // No StrategyContext fields needed — uses own provider\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const analysis = await getCoinAnalysis(ctx.tokenId, '4h');\n\n    if (!analysis) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: 'TradingView MCP',\n        details: 'TV MCP unavailable or token unmapped',\n      };\n    }\n\n    return this.buildSignal(analysis);\n  }\n\n  private buildSignal(tv: TVAnalysis): Signal {\n    // Primary value: Recommend.All (-1 to +1) from TradingView summary\n    let value = tv.recommendAll;\n\n    // Fallback: derive from buy_sell_signal string if recommendAll is zero\n    if (value === 0 && tv.buySellSignal.toLowerCase() !== 'neutral') {\n      value = signalStringToValue(tv.buySellSignal);\n    }\n\n    // Confidence: proportion of indicators that agree with the direction\n    let confidence = 0.5; // baseline\n    if (tv.totalIndicators > 0) {\n      const agreeingCount =\n        value > 0\n          ? tv.buyCount\n          : value < 0\n            ? tv.sellCount\n            : tv.neutralCount;\n      confidence = agreeingCount / tv.totalIndicators;\n    }\n\n    // Boost confidence when signal is extreme (Strong Buy / Strong Sell)\n    const absValue = Math.abs(value);\n    if (absValue >= 0.8) {\n      confidence = Math.min(confidence + 0.1, 1.0);\n    }\n\n    const details = [\n      `TV ${tv.timeframe}: ${tv.buySellSignal}`,\n      `Recommend.All=${tv.recommendAll.toFixed(3)}`,\n      `buy=${tv.buyCount} sell=${tv.sellCount} neutral=${tv.neutralCount}`,\n    ].join('; ');\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.max(0.1, Math.min(confidence, 1.0)),\n      source: 'TradingView MCP',\n      details,\n    };\n  }\n}\n\n/**\n * Map a TV buy/sell signal label to a numeric value.\n */\nfunction signalStringToValue(signal: string): number {\n  const s = signal.toLowerCase().trim();\n  if (s === 'strong buy') return 1.0;\n  if (s === 'buy') return 0.5;\n  if (s === 'neutral') return 0.0;\n  if (s === 'sell') return -0.5;\n  if (s === 'strong sell') return -1.0;\n  return 0.0;\n}\n","/**\n * BTC Network Health Strategy\n *\n * Uses Blockchain.com network data (via Fincept) to gauge Bitcoin network\n * health: transaction count, miner revenue, and mempool demand.\n * Only fires for bitcoin — returns zero-confidence for other tokens.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class BtcNetworkHealthStrategy implements Strategy {\n  name = 'btcNetworkHealth';\n  description = 'Analyzes BTC network health — tx count, miner revenue, mempool demand';\n  requiredData = ['btcNetworkData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (ctx.tokenId !== 'bitcoin') {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: 'BTC Network Health',\n        details: 'Not bitcoin — skipped',\n      };\n    }\n\n    if (!ctx.btcNetworkData) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'BTC Network Health',\n        details: 'No BTC network data available',\n      };\n    }\n\n    const { transactionCount, minerRevenueBtc, mempoolSize } = ctx.btcNetworkData;\n    const details: string[] = [];\n    let value = 0;\n\n    // Transaction count signals\n    if (transactionCount > 300_000) {\n      value += 0.2;\n      details.push(`active network (${(transactionCount / 1000).toFixed(0)}k txs)`);\n    } else if (transactionCount < 200_000) {\n      value -= 0.1;\n      details.push(`low activity (${(transactionCount / 1000).toFixed(0)}k txs)`);\n    }\n\n    // Miner revenue signals\n    if (minerRevenueBtc > 1000) {\n      value += 0.15;\n      details.push(`healthy miners (${minerRevenueBtc.toFixed(0)} BTC revenue)`);\n    }\n\n    // Mempool demand signals\n    if (mempoolSize > 100_000) {\n      value += 0.1;\n      details.push(`high demand (${(mempoolSize / 1000).toFixed(0)}k mempool)`);\n    }\n\n    const confidence = details.length > 0 ? 0.5 : 0.2;\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence,\n      source: 'BTC Network Health',\n      details: details.length > 0 ? details.join('; ') : 'Network metrics within normal range',\n    };\n  }\n}\n","/**\n * Prediction Market Strategy\n *\n * Uses Polymarket/Manifold prediction market probabilities to derive\n * directional signals. High-conviction markets (>75% or <25%) for\n * bullish/bearish crypto events contribute to the score.\n */\n\nimport type { Signal } from \"../scoring.js\";\nimport type { Strategy, StrategyContext } from \"./types.js\";\nimport { clamp } from \"../utils.js\";\n\nconst BULLISH_KEYWORDS = [\"approve\", \"etf\", \"cut\", \"ease\", \"adopt\", \"pass\", \"bull\"];\nconst BEARISH_KEYWORDS = [\"ban\", \"restrict\", \"crash\", \"reject\", \"hike\", \"bear\", \"default\"];\n\nfunction classifyQuestion(question: string): \"bullish\" | \"bearish\" | \"neutral\" {\n  const q = question.toLowerCase();\n  if (BULLISH_KEYWORDS.some((kw) => q.includes(kw))) return \"bullish\";\n  if (BEARISH_KEYWORDS.some((kw) => q.includes(kw))) return \"bearish\";\n  return \"neutral\";\n}\n\nexport class PredictionMarketStrategy implements Strategy {\n  name = \"predictionMarket\";\n  description =\n    \"Derives directional signals from high-conviction prediction market probabilities\";\n  requiredData = [\"predictionData\"];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const predictionData = ctx.predictionData;\n\n    if (!predictionData || !predictionData.markets || predictionData.markets.length === 0) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: \"Prediction Markets\",\n        details: \"No prediction market data available\",\n      };\n    }\n\n    let bullishScore = 0;\n    let bearishScore = 0;\n    const details: string[] = [];\n\n    for (const market of predictionData.markets) {\n      const classification = classifyQuestion(market.question);\n      if (classification === \"neutral\") continue;\n\n      const prob = market.probability;\n\n      // Only process high-conviction markets\n      if (prob > 0.75) {\n        // Scale: 0 at 75%, 1 at 100%, then × 0.15 per market (max contribution)\n        const strength = (prob - 0.75) * 4 * 0.15;\n        if (classification === \"bullish\") {\n          bullishScore += strength;\n          details.push(`Bullish event likely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        } else {\n          bearishScore += strength;\n          details.push(`Bearish event likely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        }\n      } else if (prob < 0.25) {\n        // Event is unlikely — mild contrarian signal\n        if (classification === \"bullish\") {\n          bearishScore += 0.05;\n          details.push(`Bullish event unlikely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        } else {\n          bullishScore += 0.05;\n          details.push(`Bearish event unlikely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        }\n      }\n    }\n\n    const rawValue = bullishScore - bearishScore;\n    const value = clamp(rawValue, -0.5, 0.5);\n\n    return {\n      name: this.name,\n      value,\n      confidence: details.length > 0 ? 0.5 : 0.1,\n      source: \"Prediction Markets\",\n      details: details.length > 0 ? details.join(\"; \") : \"No high-conviction markets found\",\n    };\n  }\n}\n","/**\n * Contrarian Social Volume Strategy\n * Trades against crowd attention — elevated news coverage is contrarian bearish.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class SocialVolumeStrategy implements Strategy {\n  name = 'socialVolume';\n  description = 'Contrarian social volume: fades extreme news attention, neutral when coverage is low';\n  requiredData = ['socialData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (!ctx.socialData) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Social Volume',\n        details: 'No social data available',\n      };\n    }\n\n    const { newsCount24h } = ctx.socialData;\n    let value = 0;\n    let confidence = 0.3;\n    let detail: string;\n\n    if (newsCount24h > 10) {\n      // Extreme attention — contrarian bearish\n      value = -0.2;\n      confidence = 0.5;\n      detail = `Extreme news attention (${newsCount24h} articles): contrarian bearish`;\n    } else if (newsCount24h > 5) {\n      // Elevated attention — mild caution\n      value = -0.1;\n      confidence = 0.4;\n      detail = `Elevated news attention (${newsCount24h} articles): mild caution`;\n    } else if (newsCount24h >= 1) {\n      // Normal coverage\n      value = 0;\n      confidence = 0.3;\n      detail = `Normal news coverage (${newsCount24h} articles)`;\n    } else {\n      // Under the radar\n      value = 0;\n      confidence = 0.3;\n      detail = 'Under the radar: no recent news coverage';\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence,\n      source: 'Social Volume',\n      details: detail,\n    };\n  }\n}\n","/**\n * Kronos Volatility Forecast Strategy — uses ML-predicted future volatility\n * to generate signals and inform risk management.\n *\n * How it works:\n * 1. Kronos generates N Monte Carlo price paths from historical OHLCV\n * 2. Path spread = predicted volatility (wider spread = more uncertain future)\n * 3. Directional bias = mean path direction (if most paths go up → bullish)\n *\n * Signal logic:\n * - directionalBias > 0.3: bullish signal (+0.2 to +0.4 scaled)\n * - directionalBias < -0.3: bearish signal (-0.2 to -0.4 scaled)\n * - High predicted vol (pathSpread > 8%): increase confidence on directional\n *   signals (high vol = big moves, worth trading), but clamp signal magnitude\n *   (don't overbet on volatile predictions)\n * - Low predicted vol (pathSpread < 3%): reduce confidence (narrow paths =\n *   range-bound, less opportunity)\n *\n * The volatility forecast is ALSO consumed by the executor (via StrategyContext)\n * for dynamic stop-loss width, separate from this signal.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class KronosVolForecastStrategy implements Strategy {\n  name = 'kronosVolForecast';\n  description = 'Kronos ML volatility forecast (directional bias + vol regime)';\n  requiredData = ['kronosData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const k = ctx.kronosData;\n    if (!k) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: this.description,\n        details: 'No Kronos forecast available',\n      };\n    }\n\n    let value = 0;\n    const details: string[] = [];\n    let confidence = 0.3;\n\n    // Directional bias from mean predicted path\n    const bias = k.directionalBias;\n    if (Math.abs(bias) > 0.3) {\n      // Strong directional signal: scale from 0 at 0.3 to ±0.4 at ±1.0\n      const strength = (Math.abs(bias) - 0.3) / 0.7; // 0 to 1\n      value = Math.sign(bias) * (0.2 + strength * 0.2); // ±0.2 to ±0.4\n      const dir = bias > 0 ? 'bullish' : 'bearish';\n      details.push(`Kronos ${dir} bias ${(bias * 100).toFixed(0)}% → ${value >= 0 ? '+' : ''}${value.toFixed(2)}`);\n      confidence = 0.4 + strength * 0.2; // 0.4 to 0.6\n    } else if (Math.abs(bias) > 0.1) {\n      // Mild directional lean — informational, weak signal\n      value = bias * 0.15; // ±0.015 to ±0.045\n      details.push(`Kronos mild ${bias > 0 ? 'bullish' : 'bearish'} lean ${(bias * 100).toFixed(0)}%`);\n    } else {\n      details.push(`Kronos neutral (bias ${(bias * 100).toFixed(0)}%)`);\n    }\n\n    // Vol regime context\n    const spread = k.pathSpreadPct;\n    if (spread > 8) {\n      // High predicted vol: directional signals are MORE meaningful\n      // (big moves expected — worth taking positions)\n      if (Math.abs(value) > 0.05) {\n        confidence = Math.min(confidence + 0.15, 0.75);\n      }\n      details.push(`High vol forecast (${spread.toFixed(1)}% path spread)`);\n    } else if (spread < 3) {\n      // Low predicted vol: range-bound expected, reduce conviction\n      confidence *= 0.6;\n      details.push(`Low vol forecast (${spread.toFixed(1)}% path spread)`);\n    } else {\n      details.push(`Normal vol (${spread.toFixed(1)}% path spread)`);\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(confidence, 1.0),\n      source: this.description,\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Narrative-Vacuum Whale Signal — detects when whale flow spikes but\n * social/news volume is quiet (\"the market is positioning before the\n * narrative catches up\").\n *\n * Signal: WhaleFlowZ × (1 - SocialVolumeZ)\n *   - High whale flow + low social chatter = smart money moving silently → follow\n *   - High whale flow + high social chatter = crowd already knows → no edge\n *   - Low whale flow + any chatter = nothing happening\n *\n * Data sources:\n *   - Nansen smart-money netflow (whale positioning)\n *   - SocialData/CryptoCompare news count (narrative proxy)\n *\n * Fires as an \"onchain\" category signal.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class NarrativeVacuumStrategy implements Strategy {\n  name = 'narrativeVacuum';\n  description = 'Whale flow divergence from social narrative (Nansen + social data)';\n  requiredData = ['nansenFlowData', 'socialData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const flow = ctx.nansenFlowData;\n    const social = ctx.socialData;\n\n    if (!flow) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: this.description,\n        details: 'No Nansen flow data',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.3;\n\n    // ── Whale flow strength ──\n    // netFlow24hUsd: positive = smart money accumulating, negative = distributing\n    const netFlow = flow.netFlow24hUsd;\n    const traderCount = flow.traderCount;\n\n    // Normalize flow: $1M+ is a strong signal\n    const flowStrength = Math.min(1, Math.abs(netFlow) / 2_000_000); // 0-1 scale\n    const flowDirection = Math.sign(netFlow); // +1 accumulating, -1 distributing\n\n    if (flowStrength < 0.1) {\n      // Minimal whale activity — no signal\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: this.description,\n        details: `Low whale flow ($${(netFlow / 1000).toFixed(0)}K, ${traderCount} traders) — no edge`,\n      };\n    }\n\n    // ── Social narrative intensity ──\n    // newsCount24h: 0 = silence, 1-3 = quiet, 5+ = moderate, 10+ = loud\n    const newsCount = social?.newsCount24h ?? 0;\n\n    // Social intensity score: 0 = total silence, 1 = very loud\n    const socialIntensity = Math.min(1, newsCount / 10);\n\n    // ── Narrative vacuum = high flow × low chatter ──\n    // vacuum: 1 = whale flow with zero chatter (strongest signal)\n    // vacuum: 0 = whale flow with heavy chatter (crowd already knows)\n    const vacuum = 1 - socialIntensity;\n    const vacuumScore = flowStrength * vacuum;\n\n    if (vacuumScore > 0.3) {\n      // Strong narrative vacuum — follow the whales\n      value = flowDirection * (0.2 + vacuumScore * 0.3); // ±0.2 to ±0.5\n      confidence = 0.5 + vacuumScore * 0.25; // 0.5 to 0.75\n\n      const dir = netFlow > 0 ? 'accumulating' : 'distributing';\n      details.push(\n        `Whale ${dir} $${(Math.abs(netFlow) / 1_000_000).toFixed(1)}M (${traderCount} traders) ` +\n        `with only ${newsCount} news articles — narrative vacuum (score ${vacuumScore.toFixed(2)})`\n      );\n    } else if (flowStrength > 0.3 && socialIntensity > 0.5) {\n      // Whale flow exists but crowd already talking — no vacuum edge\n      details.push(\n        `Whale flow $${(Math.abs(netFlow) / 1_000_000).toFixed(1)}M but ${newsCount} articles — ` +\n        `narrative already priced in`\n      );\n      confidence = 0.2;\n    } else {\n      details.push(\n        `Moderate flow $${(Math.abs(netFlow) / 1000).toFixed(0)}K, ${newsCount} articles — ` +\n        `insufficient vacuum`\n      );\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(confidence, 1.0),\n      source: this.description,\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Whale Intent Classifier — distinguishes operational whale transfers\n * (ETF AP flows, exchange rebalancing) from directional positioning.\n *\n * Key insight from X research: the edge is NOT \"big transfer happened\"\n * but WHAT TYPE of transfer it is. ETF authorized participants move\n * BTC/ETH regularly for operational reasons (creations/redemptions) —\n * these are noise. Discretionary smart-money moves at unusual times,\n * sizes, or patterns are the real signal.\n *\n * Intent classification heuristics:\n *   - High trader count + consistent direction = consensus positioning (strong)\n *   - Few traders + large size = single whale (moderate, could be operational)\n *   - Flow aligned with HL perp positioning = cross-venue confirmation (very strong)\n *   - Flow opposing HL perp positioning = divergence (caution)\n *\n * Data sources:\n *   - Nansen smart-money netflow (aggregate)\n *   - Nansen HL perp trades (cross-venue confirmation)\n *   - Hyperliquid funding rate (market sentiment proxy)\n *\n * Fires as a \"smartMoney\" category signal.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class WhaleIntentStrategy implements Strategy {\n  name = 'whaleIntent';\n  description = 'Whale transfer intent classifier (operational vs directional, Nansen)';\n  requiredData = ['nansenFlowData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const flow = ctx.nansenFlowData;\n    if (!flow) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: this.description,\n        details: 'No Nansen flow data',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.2;\n\n    const netFlow = flow.netFlow24hUsd;\n    const traderCount = flow.traderCount;\n    const flowDirection = Math.sign(netFlow); // +1 buy, -1 sell\n\n    // ── Intent classification ──\n\n    // 1. Trader count analysis: many traders = consensus, few = single whale/operational\n    const isConsensus = traderCount >= 5;\n    const isSingleWhale = traderCount <= 2 && Math.abs(netFlow) > 500_000;\n\n    // 2. Flow magnitude\n    const flowMagnitude = Math.abs(netFlow);\n    const isSignificant = flowMagnitude > 200_000; // >$200K\n    const isLarge = flowMagnitude > 1_000_000; // >$1M\n\n    if (!isSignificant) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: this.description,\n        details: `Flow too small ($${(flowMagnitude / 1000).toFixed(0)}K) for intent classification`,\n      };\n    }\n\n    // 3. Cross-venue confirmation: does HL perp positioning agree?\n    const hlPerps = ctx.nansenHlPerps;\n    let crossVenueAgreement = false;\n    let crossVenueDivergence = false;\n\n    if (hlPerps && hlPerps.longRatio !== undefined) {\n      const hlDirection = hlPerps.longRatio > 0.6 ? 1 : hlPerps.longRatio < 0.4 ? -1 : 0;\n      if (hlDirection !== 0 && hlDirection === flowDirection) {\n        crossVenueAgreement = true;\n        details.push(`HL perps confirm: ${(hlPerps.longRatio * 100).toFixed(0)}% long`);\n      } else if (hlDirection !== 0 && hlDirection === -flowDirection) {\n        crossVenueDivergence = true;\n        details.push(`HL perps DIVERGE: ${(hlPerps.longRatio * 100).toFixed(0)}% long vs on-chain ${flowDirection > 0 ? 'accumulation' : 'distribution'}`);\n      }\n    }\n\n    // 4. Funding rate context: extreme funding = crowded trade\n    const fundingRate = ctx.fundingRateData?.rate8h ?? 0;\n    const isFundingExtreme = Math.abs(fundingRate) > 0.0005; // >0.05% per 8h\n\n    // ── Score computation ──\n\n    if (isConsensus && isLarge) {\n      // Multiple smart wallets, large flow = strong directional intent\n      value = flowDirection * 0.4;\n      confidence = 0.6;\n      const dir = netFlow > 0 ? 'accumulating' : 'distributing';\n      details.push(`Consensus ${dir}: ${traderCount} smart wallets, $${(flowMagnitude / 1e6).toFixed(1)}M`);\n\n      if (crossVenueAgreement) {\n        value = flowDirection * 0.5;\n        confidence = 0.75;\n        details.push('Cross-venue confirmed');\n      }\n    } else if (isConsensus) {\n      // Multiple wallets, moderate flow\n      value = flowDirection * 0.25;\n      confidence = 0.45;\n      details.push(`Smart money consensus: ${traderCount} wallets, $${(flowMagnitude / 1000).toFixed(0)}K`);\n    } else if (isSingleWhale) {\n      // Single large transfer — could be operational (ETF AP, exchange rebalance)\n      // Lower confidence unless cross-venue confirms\n      if (crossVenueAgreement) {\n        value = flowDirection * 0.3;\n        confidence = 0.5;\n        details.push(`Single whale $${(flowMagnitude / 1e6).toFixed(1)}M — cross-venue confirmed, likely directional`);\n      } else {\n        value = flowDirection * 0.15;\n        confidence = 0.3;\n        details.push(`Single whale $${(flowMagnitude / 1e6).toFixed(1)}M — may be operational (ETF/AP/rebalance)`);\n      }\n    }\n\n    // Funding extreme warning: if funding is extreme in the same direction as flow,\n    // the trade may be crowded (whale joining a crowded side = lower edge)\n    if (isFundingExtreme && Math.sign(fundingRate) === flowDirection) {\n      confidence *= 0.7; // reduce confidence\n      details.push(`Crowded funding (${(fundingRate * 100).toFixed(3)}%) — whale joining crowded side`);\n    }\n\n    // Divergence penalty\n    if (crossVenueDivergence) {\n      confidence *= 0.5;\n      details.push('WARNING: on-chain vs perps divergence — conflicting signals');\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(confidence, 1.0),\n      source: this.description,\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Strategy registry — runs all enabled strategies and collects signals.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext, StrategyConfig } from './types.js';\nimport { SentimentContrarianStrategy } from './sentiment-contrarian.js';\nimport { BreakoutOnChainStrategy } from './breakout-onchain.js';\nimport { FundingRateStrategy } from './funding-rate.js';\nimport { DexFlowStrategy } from './dex-flow.js';\nimport { HyperliquidFlowStrategy } from './hyperliquid-flow.js';\nimport { MultiTimeframeStrategy } from './multi-timeframe.js';\nimport { CrossSectionalMomentumStrategy } from './cross-sectional-momentum.js';\nimport { TradingViewSignalStrategy } from './tradingview-signal.js';\nimport { BtcNetworkHealthStrategy } from './btc-network-health.js';\nimport { PredictionMarketStrategy } from './prediction-market.js';\nimport { SocialVolumeStrategy } from './social-volume.js';\nimport { KronosVolForecastStrategy } from './kronos-vol-forecast.js';\nimport { NarrativeVacuumStrategy } from './narrative-vacuum.js';\nimport { WhaleIntentStrategy } from './whale-intent.js';\n\nexport type { Strategy, StrategyContext, StrategyConfig };\nexport { SentimentContrarianStrategy, BreakoutOnChainStrategy, FundingRateStrategy };\nexport { DexFlowStrategy, HyperliquidFlowStrategy };\nexport { MultiTimeframeStrategy, CrossSectionalMomentumStrategy };\nexport { TradingViewSignalStrategy };\nexport { BtcNetworkHealthStrategy };\nexport { PredictionMarketStrategy, SocialVolumeStrategy };\nexport { KronosVolForecastStrategy };\nexport { NarrativeVacuumStrategy, WhaleIntentStrategy };\n\nexport const DEFAULT_STRATEGIES: Strategy[] = [\n  // SentimentContrarianStrategy removed from default list — fires only at F&G\n  // extremes (<25 or >75), returns zero 85% of the time, wasting 20% of sentiment\n  // weight budget. Re-enable via config when F&G regime is extreme.\n  new BreakoutOnChainStrategy(),        // technical — breakout + volume\n  new FundingRateStrategy(),            // onchain — HL funding rates\n  // DexFlowStrategy disabled — our tokens (BTC, SOL, HYPE, FARTCOIN) trade on\n  // CEXes, not EVM DEXes. DEXScreener returns 0 txns/hr for most tokens.\n  new HyperliquidFlowStrategy(),        // onchain — HL flow/OI/orderbook\n  new MultiTimeframeStrategy(),         // technical — multi-TF EMA alignment\n  new CrossSectionalMomentumStrategy(), // technical — relative strength ranking\n  new TradingViewSignalStrategy(),      // technical — TradingView MCP indicators\n  new BtcNetworkHealthStrategy(),       // technical — BTC network health\n  new PredictionMarketStrategy(),       // event — prediction market catalysts\n  new SocialVolumeStrategy(),           // sentiment — social volume contrarian\n  new KronosVolForecastStrategy(),      // technical — ML volatility forecast\n  new NarrativeVacuumStrategy(),        // onchain — whale flow vs narrative vacuum\n  new WhaleIntentStrategy(),            // smartMoney — whale intent classifier\n];\n\n/**\n * Run all enabled strategies and collect signals.\n * Each strategy runs independently — one failure doesn't break others.\n */\nexport async function runStrategies(\n  ctx: StrategyContext,\n  configs?: Record<string, StrategyConfig>,\n): Promise<Signal[]> {\n  const signals: Signal[] = [];\n\n  const tasks = DEFAULT_STRATEGIES.map(async (strategy) => {\n    // Check if strategy is explicitly disabled\n    const config = configs?.[strategy.name];\n    if (config && !config.enabled) return null;\n\n    try {\n      const signal = await strategy.analyze(ctx);\n\n      // Apply weight override if configured\n      if (config?.weight !== undefined) {\n        // Weight override is handled at the scoring layer, but we tag it\n        (signal as any)._weightOverride = config.weight;\n      }\n\n      return signal;\n    } catch (err) {\n      // Strategy failed — return a zero-confidence signal so scoring isn't affected\n      console.error(`Strategy ${strategy.name} failed: ${(err as Error).message}`);\n      return {\n        name: strategy.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: strategy.description,\n        details: `Error: ${(err as Error).message}`,\n      } satisfies Signal;\n    }\n  });\n\n  const results = await Promise.allSettled(tasks);\n\n  for (const result of results) {\n    if (result.status === 'fulfilled' && result.value) {\n      signals.push(result.value);\n    }\n  }\n\n  return signals;\n}\n","/**\n * Funding rate provider — fetches perpetual futures funding rates from Binance.\n * Free public API, no authentication required.\n * Rate limit: 2400 req/min (generous).\n */\n\nconst BINANCE_BASE = 'https://fapi.binance.com';\n\n// Map CoinGecko token IDs to Binance perp symbols\nconst TOKEN_TO_SYMBOL: Record<string, string> = {\n  bitcoin: 'BTCUSDT',\n  ethereum: 'ETHUSDT',\n  solana: 'SOLUSDT',\n  avalanche: 'AVAXUSDT',\n  cardano: 'ADAUSDT',\n  polkadot: 'DOTUSDT',\n  near: 'NEARUSDT',\n  cosmos: 'ATOMUSDT',\n  sui: 'SUIUSDT',\n  aptos: 'APTUSDT',\n  uniswap: 'UNIUSDT',\n  aave: 'AAVEUSDT',\n  maker: 'MKRUSDT',\n  chainlink: 'LINKUSDT',\n  arbitrum: 'ARBUSDT',\n  optimism: 'OPUSDT',\n  polygon: 'MATICUSDT',\n  dogecoin: 'DOGEUSDT',\n  litecoin: 'LTCUSDT',\n  filecoin: 'FILUSDT',\n  render: 'RENDERUSDT',\n  injective: 'INJUSDT',\n  jupiter: 'JUPUSDT',\n  pendle: 'PENDLEUSDT',\n  pepe: 'PEPEUSDT',\n};\n\nexport interface FundingRateData {\n  rate8h: number;       // Current 8h funding rate (e.g., 0.0001 = 0.01%)\n  annualizedRate: number; // Annualized funding rate\n  exchange: string;\n  symbol: string;\n  timestamp: number;\n}\n\nexport class FundingRateProvider {\n  /** Get the current funding rate for a token. Returns null if token has no perp market. */\n  async getFundingRate(tokenId: string): Promise<FundingRateData | null> {\n    const symbol = TOKEN_TO_SYMBOL[tokenId];\n    if (!symbol) return null;\n\n    try {\n      const res = await fetch(`${BINANCE_BASE}/fapi/v1/fundingRate?symbol=${symbol}&limit=1`);\n      if (!res.ok) return null;\n\n      const data = await res.json() as Array<{ fundingRate: string; fundingTime: number }>;\n      if (!data || data.length === 0) return null;\n\n      const rate8h = parseFloat(data[0]!.fundingRate);\n      if (!Number.isFinite(rate8h)) return null;\n      // Annualize: 3 funding periods per day × 365 days\n      const annualizedRate = rate8h * 3 * 365;\n\n      return {\n        rate8h,\n        annualizedRate,\n        exchange: 'binance',\n        symbol,\n        timestamp: data[0]!.fundingTime,\n      };\n    } catch {\n      return null;\n    }\n  }\n}\n","/**\n * Token unlock provider — fetches upcoming vesting/unlock events.\n * Uses DefiLlama's free unlocks API (no authentication required).\n * Fallback: CoinGecko status_updates for governance events.\n */\n\nconst DEFILLAMA_UNLOCKS = 'https://api.llama.fi/protocol';\n\n// Map CoinGecko IDs to DefiLlama protocol slugs\nconst TOKEN_TO_PROTOCOL: Record<string, string> = {\n  uniswap: 'uniswap',\n  aave: 'aave',\n  maker: 'makerdao',\n  compound: 'compound-finance',\n  curve: 'curve-dex',\n  lido: 'lido',\n  arbitrum: 'arbitrum',\n  optimism: 'optimism',\n  polygon: 'polygon',\n  sushi: 'sushi',\n  jupiter: 'jupiter',\n  pendle: 'pendle',\n  injective: 'injective-protocol',\n  render: 'render-network',\n};\n\nexport interface UnlockEvent {\n  /** Percentage of circulating supply being unlocked */\n  percentOfSupply: number;\n  /** Days until the unlock */\n  daysUntil: number;\n  /** Description of the unlock */\n  description: string;\n}\n\nexport interface TokenUnlockData {\n  upcomingUnlocks: UnlockEvent[];\n  totalUpcomingPercent: number;\n}\n\nexport class TokenUnlocksProvider {\n  /** Get upcoming unlock events for a token. Returns null if no data available. */\n  async getUnlocks(tokenId: string): Promise<TokenUnlockData | null> {\n    const slug = TOKEN_TO_PROTOCOL[tokenId];\n    if (!slug) return null;\n\n    try {\n      const res = await fetch(`${DEFILLAMA_UNLOCKS}/${slug}`);\n      if (!res.ok) return null;\n\n      const data = await res.json() as any;\n\n      // DefiLlama protocol endpoint includes mcap and token info\n      // We estimate unlock pressure from token allocation data\n      const mcap = data?.mcap;\n      const fdv = data?.fdvData;\n\n      if (!mcap || !fdv || fdv <= 0) return null;\n\n      // Ratio of circulating to fully-diluted gives us how much is still locked\n      const circulatingRatio = mcap / fdv;\n      const lockedPercent = (1 - circulatingRatio) * 100;\n\n      if (lockedPercent < 1) {\n        // Fully circulating — no unlock pressure\n        return { upcomingUnlocks: [], totalUpcomingPercent: 0 };\n      }\n\n      // Estimate: assume locked tokens vest linearly over 2 years\n      // This is an approximation — real schedules vary\n      const monthlyUnlockPercent = lockedPercent / 24;\n      const weeklyUnlockPercent = monthlyUnlockPercent / 4;\n\n      const unlocks: UnlockEvent[] = [];\n\n      if (weeklyUnlockPercent > 0.5) {\n        unlocks.push({\n          percentOfSupply: weeklyUnlockPercent,\n          daysUntil: 7,\n          description: `Estimated ~${weeklyUnlockPercent.toFixed(1)}% weekly vesting (${lockedPercent.toFixed(0)}% still locked)`,\n        });\n      }\n\n      if (monthlyUnlockPercent > 1) {\n        unlocks.push({\n          percentOfSupply: monthlyUnlockPercent,\n          daysUntil: 30,\n          description: `Estimated ~${monthlyUnlockPercent.toFixed(1)}% monthly vesting`,\n        });\n      }\n\n      return {\n        upcomingUnlocks: unlocks,\n        totalUpcomingPercent: weeklyUnlockPercent,\n      };\n    } catch {\n      return null;\n    }\n  }\n}\n","/**\n * Twitter Sentiment Provider — fetches token-specific sentiment data from Twitter API v2.\n * Uses OAuth 1.0a for user-context authentication (higher rate limits than app-only).\n * Rate limit: 10 requests/min, 100 tweets/request (Recent Search free tier).\n */\n\nimport { createHmac, randomBytes } from 'node:crypto';\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\n\nexport interface TwitterSentimentData {\n  mentionVolume: number;           // Total tweets in last hour vs 24h hourly average\n  sentimentScore: number;          // Simple keyword-based sentiment (-1 to +1)\n  engagementWeightedSentiment: number; // Sentiment weighted by engagement\n  volumeSpike: number;             // Ratio of last-hour volume to 24h hourly average\n  tweetCount: number;              // Total tweets analyzed\n  llmSentiment?: number;           // LLM-analyzed sentiment (-1 to +1)\n  llmConfidence?: number;          // average LLM confidence\n  llmBullishPercent?: number;      // % of tweets classified bullish\n  llmBearishPercent?: number;      // % classified bearish\n}\n\ninterface TwitterTweet {\n  id: string;\n  text: string;\n  created_at: string;\n  public_metrics: {\n    like_count: number;\n    retweet_count: number;\n    reply_count: number;\n  };\n  author_id: string;\n}\n\ninterface TwitterApiResponse {\n  data: TwitterTweet[];\n  meta: {\n    result_count: number;\n    next_token?: string;\n  };\n}\n\ninterface OpenAISentimentResponse {\n  sentiment: 'BULLISH' | 'BEARISH' | 'NEUTRAL';\n  confidence: number;\n}\n\ninterface TweetWithEngagement {\n  text: string;\n  engagement: number;\n}\n\nconst TWITTER_BASE = 'https://api.twitter.com/2';\n\n// Map CoinGecko token IDs to Twitter search queries\nconst TOKEN_TO_SEARCH: Record<string, string> = {\n  bitcoin: '$BTC OR #bitcoin',\n  ethereum: '$ETH OR #ethereum',\n  solana: '$SOL OR #solana',\n  arbitrum: '$ARB OR #arbitrum',\n  uniswap: '$UNI OR #uniswap',\n  aave: '$AAVE OR #aave',\n  chainlink: '$LINK OR #chainlink',\n  cardano: '$ADA OR #cardano',\n  polkadot: '$DOT OR #polkadot',\n  avalanche: '$AVAX OR #avalanche',\n  near: '$NEAR OR #near',\n  cosmos: '$ATOM OR #cosmos',\n  sui: '$SUI OR #sui',\n  aptos: '$APT OR #aptos',\n  maker: '$MKR OR #maker',\n  optimism: '$OP OR #optimism',\n  polygon: '$MATIC OR #polygon',\n  dogecoin: '$DOGE OR #dogecoin',\n  litecoin: '$LTC OR #litecoin',\n  filecoin: '$FIL OR #filecoin',\n  render: '$RENDER OR #render',\n  injective: '$INJ OR #injective',\n  jupiter: '$JUP OR #jupiter',\n  pendle: '$PENDLE OR #pendle',\n  pepe: '$PEPE OR #pepe',\n};\n\n// Sentiment keywords\nconst BULLISH_WORDS = [\n  'bullish', 'moon', 'pump', 'buy', 'long', 'breakout', 'ath', 'send it', 'lfg', 'wagmi', 'undervalued',\n  'hodl', 'diamond hands', 'to the moon', 'rocket', 'bull run', 'green', 'gainz', 'surge', 'rally'\n];\n\nconst BEARISH_WORDS = [\n  'bearish', 'dump', 'sell', 'short', 'crash', 'dead', 'rekt', 'ngmi', 'overvalued', 'scam',\n  'paper hands', 'bear market', 'red', 'dip', 'correction', 'bubble', 'rugpull', 'bloodbath'\n];\n\nexport class TwitterSentimentProvider {\n  private cacheDir: string;\n  private cacheTTL = 5 * 60 * 1000; // 5 minutes\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n  }\n\n  /** Get Twitter sentiment data for a token. Returns null if no data or API failure. */\n  async getSentiment(tokenId: string): Promise<TwitterSentimentData | null> {\n    const query = TOKEN_TO_SEARCH[tokenId];\n    if (!query) {\n      // For unknown tokens, try to use the token symbol if available\n      return null;\n    }\n\n    // Check cache first\n    const cached = await this.readCache(tokenId);\n    if (cached) return cached;\n\n    try {\n      // Fetch recent tweets (last 24 hours for volume analysis)\n      const tweets = await this.fetchTweets(query, new Date(Date.now() - 24 * 60 * 60 * 1000));\n      if (!tweets || tweets.length === 0) return null;\n\n      // Calculate metrics\n      const data = await this.analyzeTweets(tweets);\n\n      // Cache results\n      await this.writeCache(tokenId, data);\n\n      return data;\n    } catch (err) {\n      console.error(`Twitter API error for ${tokenId}: ${(err as Error).message}`);\n      return null;\n    }\n  }\n\n  /** Fetch tweets using Twitter API v2 Recent Search with OAuth 1.0a. */\n  private async fetchTweets(query: string, startTime: Date): Promise<TwitterTweet[] | null> {\n    const apiKey = process.env.TWITTER_API_KEY;\n    const apiSecret = process.env.TWITTER_API_SECRET;\n    const accessToken = process.env.TWITTER_ACCESS_TOKEN;\n    const accessTokenSecret = process.env.TWITTER_ACCESS_TOKEN_SECRET;\n\n    if (!apiKey || !apiSecret || !accessToken || !accessTokenSecret) {\n      throw new Error('Twitter API credentials not found in environment variables');\n    }\n\n    const url = new URL(`${TWITTER_BASE}/tweets/search/recent`);\n    url.searchParams.set('query', query);\n    url.searchParams.set('start_time', startTime.toISOString());\n    url.searchParams.set('max_results', '100');\n    url.searchParams.set('tweet.fields', 'created_at,public_metrics,author_id');\n\n    // Generate OAuth 1.0a signature\n    const oauthParams: Record<string, string> = {\n      oauth_consumer_key: apiKey,\n      oauth_token: accessToken,\n      oauth_signature_method: 'HMAC-SHA1',\n      oauth_timestamp: Math.floor(Date.now() / 1000).toString(),\n      oauth_nonce: randomBytes(16).toString('hex'),\n      oauth_version: '1.0',\n    };\n\n    // Create signature base string\n    const params = { ...oauthParams, ...Object.fromEntries(url.searchParams) };\n    const sortedParams = Object.keys(params)\n      .sort()\n      .map(key => `${encodeURIComponent(key)}=${encodeURIComponent(params[key])}`)\n      .join('&');\n\n    const signatureBaseString = `GET&${encodeURIComponent(url.origin + url.pathname)}&${encodeURIComponent(sortedParams)}`;\n\n    // Create signing key\n    const signingKey = `${encodeURIComponent(apiSecret)}&${encodeURIComponent(accessTokenSecret)}`;\n\n    // Generate signature\n    const signature = createHmac('sha1', signingKey).update(signatureBaseString).digest('base64');\n\n    // Create Authorization header\n    const authHeader = 'OAuth ' + Object.entries({ ...oauthParams, oauth_signature: signature })\n      .map(([key, value]) => `${encodeURIComponent(key)}=\"${encodeURIComponent(value)}\"`)\n      .join(', ');\n\n    const response = await fetch(url.toString(), {\n      headers: {\n        'Authorization': authHeader,\n        'User-Agent': 'Sherwood-Agent/1.0'\n      }\n    });\n\n    if (!response.ok) {\n      if (response.status === 429) {\n        // Rate limited\n        return null;\n      }\n      throw new Error(`Twitter API error: ${response.status} ${response.statusText}`);\n    }\n\n    const data = await response.json() as TwitterApiResponse;\n    return data.data || [];\n  }\n\n  /** Analyze sentiment using OpenAI GPT-4o-mini. */\n  private async analyzeSentimentWithLLM(tweets: TwitterTweet[]): Promise<{\n    llmSentiment: number;\n    llmConfidence: number;\n    llmBullishPercent: number;\n    llmBearishPercent: number;\n  } | null> {\n    const openaiKey = process.env.OPENAI_API_KEY;\n    if (!openaiKey) {\n      return null;\n    }\n\n    try {\n      // Prepare tweets with engagement data\n      const tweetsWithEngagement: TweetWithEngagement[] = tweets.map(tweet => ({\n        text: tweet.text,\n        engagement: tweet.public_metrics.like_count +\n                   tweet.public_metrics.retweet_count +\n                   tweet.public_metrics.reply_count,\n      }));\n\n      // Keep LLM pass bounded so full scanner doesn't timeout under 10-token auto mode.\n      // Use top-engagement tweets first because they carry the most signal.\n      const llmTweets = [...tweetsWithEngagement]\n        .sort((a, b) => b.engagement - a.engagement)\n        .slice(0, 40);\n      if (llmTweets.length === 0) {\n        return null;\n      }\n\n      // Batch tweets into groups of 20\n      const batchSize = 20;\n      const batches: TweetWithEngagement[][] = [];\n      for (let i = 0; i < llmTweets.length; i += batchSize) {\n        batches.push(llmTweets.slice(i, i + batchSize));\n      }\n\n      const allResults: (OpenAISentimentResponse & { engagement: number })[] = [];\n      let consecutiveBatchFailures = 0;\n      const MAX_CONSECUTIVE_BATCH_FAILURES = 2;\n\n      // Process each batch\n      for (const batch of batches) {\n        // Sanitize tweet text to prevent prompt injection:\n        // 1. Strip dangerous chars first (bidi overrides, zero-width, control chars)\n        // 2. Flatten newlines\n        // 3. Escape quotes/backslashes\n        // 4. Truncate\n        const sanitizeTweet = (text: string): string => {\n          return text\n            .replace(/[\\x00-\\x1f\\x7f]/g, '') // strip control chars\n            .replace(/[\\u200B-\\u200D\\u202A-\\u202E\\u2066-\\u2069\\u00AD\\uFEFF]/g, '') // strip bidi overrides + zero-width chars\n            .replace(/\\n/g, ' ') // flatten newlines\n            .replace(/[\"\\\\]/g, (c) => `\\\\${c}`) // escape quotes/backslashes\n            .slice(0, 280); // truncate last (after stripping, not before)\n        };\n\n        const tweetTexts = batch.map((tweet, idx) => `${idx + 1}. \"${sanitizeTweet(tweet.text)}\"`).join('\\n');\n\n        const systemPrompt = `You are a crypto market sentiment analyzer. For each tweet, classify sentiment as BULLISH, BEARISH, or NEUTRAL with confidence 0-100. Consider sarcasm, irony, and CT slang.\nReturn ONLY valid JSON with this exact shape:\n{\"results\":[{\"sentiment\":\"BULLISH|BEARISH|NEUTRAL\",\"confidence\":0-100}]}`;\n\n        const userPrompt = `Analyze these ${batch.length} tweets:\\n${tweetTexts}`;\n\n        const controller = new AbortController();\n        const timeout = setTimeout(() => controller.abort(), 10_000);\n        const response = await fetch('https://api.openai.com/v1/chat/completions', {\n          method: 'POST',\n          headers: {\n            'Authorization': `Bearer ${openaiKey}`,\n            'Content-Type': 'application/json',\n          },\n          body: JSON.stringify({\n            model: 'gpt-4o-mini',\n            messages: [\n              { role: 'system', content: systemPrompt },\n              { role: 'user', content: userPrompt },\n            ],\n            response_format: { type: 'json_object' },\n            temperature: 0,\n          }),\n          signal: controller.signal,\n        });\n        clearTimeout(timeout);\n\n        if (!response.ok) {\n          console.warn(`OpenAI API error: ${response.status} ${response.statusText}`);\n          consecutiveBatchFailures++;\n          if (consecutiveBatchFailures >= MAX_CONSECUTIVE_BATCH_FAILURES) return null;\n          continue;\n        }\n\n        const data = await response.json();\n        const content = data.choices?.[0]?.message?.content;\n        if (!content) {\n          console.warn('OpenAI API returned no content');\n          consecutiveBatchFailures++;\n          if (consecutiveBatchFailures >= MAX_CONSECUTIVE_BATCH_FAILURES) return null;\n          continue;\n        }\n\n        // Parse JSON response — strip markdown code blocks if present\n        let batchResults: OpenAISentimentResponse[];\n        try {\n          let jsonStr = content.trim();\n          // OpenAI sometimes wraps JSON in ```json ... ``` markdown blocks\n          if (jsonStr.startsWith('```')) {\n            jsonStr = jsonStr.replace(/^```(?:json)?\\s*\\n?/, '').replace(/\\n?```\\s*$/, '');\n          }\n          const parsed = JSON.parse(jsonStr) as unknown;\n          let parsedResults: unknown[] | null = null;\n\n          if (Array.isArray(parsed)) {\n            parsedResults = parsed;\n          } else if (parsed && typeof parsed === 'object') {\n            const obj = parsed as Record<string, unknown>;\n            if (Array.isArray(obj.results)) {\n              parsedResults = obj.results;\n            } else if (Array.isArray(obj.tweets)) {\n              parsedResults = obj.tweets;\n            } else if (Array.isArray(obj.sentiments)) {\n              parsedResults = obj.sentiments;\n            }\n          }\n\n          if (!parsedResults) {\n            const arrMatch = jsonStr.match(/\\[[\\s\\S]*\\]/);\n            if (arrMatch) {\n              const recovered = JSON.parse(arrMatch[0]) as unknown;\n              if (Array.isArray(recovered)) {\n                parsedResults = recovered;\n              }\n            }\n          }\n\n          if (!parsedResults) {\n            throw new Error('No parseable sentiment array');\n          }\n\n          batchResults = parsedResults.map((item) => {\n            const row = (item && typeof item === 'object') ? item as Record<string, unknown> : {};\n            const sentimentRaw = String(row.sentiment ?? row.label ?? row.classification ?? 'NEUTRAL').toUpperCase();\n            const confidenceRaw = Number(row.confidence ?? row.score ?? 50);\n            return {\n              sentiment: sentimentRaw as OpenAISentimentResponse['sentiment'],\n              confidence: confidenceRaw,\n            };\n          });\n\n          if (batchResults.length > batch.length) {\n            batchResults = batchResults.slice(0, batch.length);\n          } else if (batchResults.length < batch.length) {\n            while (batchResults.length < batch.length) {\n              batchResults.push({ sentiment: 'NEUTRAL', confidence: 50 });\n            }\n          }\n\n          // Validate each element to prevent NaN propagation from malformed responses\n          const VALID_SENTIMENTS = new Set(['BULLISH', 'BEARISH', 'NEUTRAL']);\n          for (const r of batchResults) {\n            if (!VALID_SENTIMENTS.has(r.sentiment)) r.sentiment = 'NEUTRAL';\n            if (typeof r.confidence !== 'number' || !Number.isFinite(r.confidence)) r.confidence = 50;\n            r.confidence = Math.max(0, Math.min(100, r.confidence));\n          }\n          consecutiveBatchFailures = 0;\n        } catch (parseErr) {\n          console.warn(`Failed to parse OpenAI response: ${parseErr}`);\n          consecutiveBatchFailures++;\n          if (consecutiveBatchFailures >= MAX_CONSECUTIVE_BATCH_FAILURES) return null;\n          // Continue using neutral placeholders for this batch instead of failing whole token scan.\n          batchResults = batch.map(() => ({ sentiment: 'NEUTRAL', confidence: 50 }));\n        }\n\n        // Combine with engagement data\n        for (let i = 0; i < batchResults.length; i++) {\n          allResults.push({\n            ...batchResults[i],\n            engagement: batch[i].engagement,\n          });\n        }\n      }\n\n      // Calculate weighted sentiment metrics\n      const bullishTweets = allResults.filter(r => r.sentiment === 'BULLISH');\n      const bearishTweets = allResults.filter(r => r.sentiment === 'BEARISH');\n\n      const totalTweets = allResults.length;\n      const llmBullishPercent = (bullishTweets.length / totalTweets) * 100;\n      const llmBearishPercent = (bearishTweets.length / totalTweets) * 100;\n\n      // Calculate engagement-weighted sentiment score\n      let totalWeightedScore = 0;\n      let totalWeight = 0;\n      let totalConfidence = 0;\n\n      for (const result of allResults) {\n        let sentimentMultiplier = 0;\n        if (result.sentiment === 'BULLISH') {\n          sentimentMultiplier = 1;\n        } else if (result.sentiment === 'BEARISH') {\n          sentimentMultiplier = -1;\n        }\n\n        const weight = (result.confidence / 100) * (1 + Math.log10(result.engagement + 1));\n        totalWeightedScore += sentimentMultiplier * weight;\n        totalWeight += weight;\n        totalConfidence += result.confidence;\n      }\n\n      const llmSentiment = totalWeight > 0 ? Math.max(-1, Math.min(1, totalWeightedScore / totalWeight)) : 0;\n      const llmConfidence = totalTweets > 0 ? totalConfidence / totalTweets : 0;\n\n      return {\n        llmSentiment,\n        llmConfidence,\n        llmBullishPercent,\n        llmBearishPercent,\n      };\n\n    } catch (error) {\n      console.warn(`LLM sentiment analysis failed: ${error}`);\n      return null;\n    }\n  }\n\n  /** Analyze tweets to calculate sentiment metrics. */\n  private async analyzeTweets(tweets: TwitterTweet[]): Promise<TwitterSentimentData> {\n    const now = Date.now();\n    const oneHourAgo = now - 60 * 60 * 1000;\n\n    // Separate recent (last hour) vs all tweets\n    const recentTweets = tweets.filter(t => new Date(t.created_at).getTime() > oneHourAgo);\n    const allTweets = tweets;\n\n    // Calculate mention volume (recent vs average)\n    const recentVolume = recentTweets.length;\n    const avgHourlyVolume = allTweets.length / 24; // 24 hours of data\n    const volumeSpike = avgHourlyVolume > 0 ? recentVolume / avgHourlyVolume : 1;\n\n    // Analyze sentiment for all tweets (keyword-based)\n    let bullishCount = 0;\n    let bearishCount = 0;\n    let totalEngagement = 0;\n    let engagementWeightedBullish = 0;\n    let engagementWeightedBearish = 0;\n\n    for (const tweet of allTweets) {\n      const text = tweet.text.toLowerCase();\n      const engagement = tweet.public_metrics.like_count +\n                       tweet.public_metrics.retweet_count +\n                       tweet.public_metrics.reply_count;\n\n      let tweetBullish = 0;\n      let tweetBearish = 0;\n\n      // Count sentiment words\n      for (const word of BULLISH_WORDS) {\n        if (text.includes(word)) tweetBullish++;\n      }\n      for (const word of BEARISH_WORDS) {\n        if (text.includes(word)) tweetBearish++;\n      }\n\n      if (tweetBullish > tweetBearish) {\n        bullishCount++;\n        engagementWeightedBullish += engagement;\n      } else if (tweetBearish > tweetBullish) {\n        bearishCount++;\n        engagementWeightedBearish += engagement;\n      }\n\n      totalEngagement += engagement;\n    }\n\n    // Calculate keyword-based sentiment scores\n    const totalAnalyzed = bullishCount + bearishCount;\n    const sentimentScore = totalAnalyzed > 0\n      ? Math.max(-1, Math.min(1, (bullishCount - bearishCount) / totalAnalyzed))\n      : 0;\n\n    const engagementWeightedSentiment = totalEngagement > 0\n      ? Math.max(-1, Math.min(1, (engagementWeightedBullish - engagementWeightedBearish) / totalEngagement))\n      : sentimentScore;\n\n    // Try LLM sentiment analysis\n    const llmResult = await this.analyzeSentimentWithLLM(allTweets);\n\n    const baseData: TwitterSentimentData = {\n      mentionVolume: recentVolume,\n      sentimentScore,\n      engagementWeightedSentiment,\n      volumeSpike,\n      tweetCount: allTweets.length,\n    };\n\n    // Add LLM results if available\n    if (llmResult) {\n      return {\n        ...baseData,\n        llmSentiment: llmResult.llmSentiment,\n        llmConfidence: llmResult.llmConfidence,\n        llmBullishPercent: llmResult.llmBullishPercent,\n        llmBearishPercent: llmResult.llmBearishPercent,\n      };\n    }\n\n    return baseData;\n  }\n\n  /** Read cached sentiment data. */\n  private async readCache(tokenId: string): Promise<TwitterSentimentData | null> {\n    try {\n      const cacheFile = join(this.cacheDir, `twitter-${tokenId}.json`);\n      const raw = await readFile(cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as { ts: number; data: TwitterSentimentData };\n\n      if (Date.now() - cached.ts < this.cacheTTL) {\n        return cached.data;\n      }\n    } catch {\n      // No cache or invalid cache\n    }\n    return null;\n  }\n\n  /** Write sentiment data to cache. */\n  private async writeCache(tokenId: string, data: TwitterSentimentData): Promise<void> {\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      const cacheFile = join(this.cacheDir, `twitter-${tokenId}.json`);\n      await writeFile(cacheFile, JSON.stringify({ ts: Date.now(), data }), 'utf-8');\n    } catch {\n      // Cache write failure is non-fatal\n    }\n  }\n\n  /** Get sentiment data with fallback to token symbol for unknown tokens. */\n  async getSentimentWithSymbol(tokenId: string, tokenSymbol?: string): Promise<TwitterSentimentData | null> {\n    // Try with known token mapping first\n    let result = await this.getSentiment(tokenId);\n\n    // If no result and we have a symbol, try searching with symbol\n    if (!result && tokenSymbol) {\n      const symbolQuery = `$${tokenSymbol.toUpperCase()} OR #${tokenSymbol.toLowerCase()}`;\n      try {\n        const tweets = await this.fetchTweets(symbolQuery, new Date(Date.now() - 24 * 60 * 60 * 1000));\n        if (tweets && tweets.length > 0) {\n          result = await this.analyzeTweets(tweets);\n          await this.writeCache(tokenId, result);\n        }\n      } catch {\n        // Symbol-based search failed\n      }\n    }\n\n    return result;\n  }\n}\n","/**\n * Generic Python subprocess bridge for Fincept scripts.\n *\n * Calls vendored Python scripts in cli/scripts/fincept/ as one-shot\n * subprocesses, parses their JSON stdout, and returns typed results.\n */\n\nimport { execFile } from \"node:child_process\";\nimport { join, dirname } from \"node:path\";\nimport { fileURLToPath } from \"node:url\";\nimport { existsSync } from \"node:fs\";\n\nconst __dirname = fileURLToPath(new URL(\".\", import.meta.url));\n\n/**\n * Resolve the fincept scripts directory. Works both in source mode\n * (cli/src/providers/fincept/ → ../../.. → cli/scripts/fincept) and\n * bundled mode (cli/dist/ → .. → cli/scripts/fincept).\n */\nfunction resolveScriptsDir(): string {\n  // Try source layout first: cli/src/providers/fincept/ → cli/scripts/fincept\n  const fromSource = join(__dirname, \"..\", \"..\", \"..\", \"scripts\", \"fincept\");\n  if (existsSync(fromSource)) return fromSource;\n  // Bundled layout: cli/dist/ → cli/scripts/fincept\n  const fromDist = join(__dirname, \"..\", \"scripts\", \"fincept\");\n  if (existsSync(fromDist)) return fromDist;\n  // Fallback: relative to cwd (typically repo root or cli/)\n  const fromCwd = join(process.cwd(), \"scripts\", \"fincept\");\n  if (existsSync(fromCwd)) return fromCwd;\n  const fromCwdCli = join(process.cwd(), \"cli\", \"scripts\", \"fincept\");\n  if (existsSync(fromCwdCli)) return fromCwdCli;\n  // Last resort\n  return fromSource;\n}\n\n/** Absolute path to the vendored fincept scripts directory. */\nexport const FINCEPT_SCRIPTS_DIR = resolveScriptsDir();\n\nexport interface BridgeResult<T = unknown> {\n  ok: boolean;\n  data?: T;\n  error?: string;\n  latencyMs: number;\n}\n\n// ---------------------------------------------------------------------------\n// In-memory cache\n// ---------------------------------------------------------------------------\n\ninterface CacheEntry {\n  ts: number;\n  data: unknown;\n}\n\nconst cache = new Map<string, CacheEntry>();\n\n/** Clear the in-memory bridge cache (useful in tests). */\nexport function clearFinceptCache(): void {\n  cache.clear();\n}\n\n// ---------------------------------------------------------------------------\n// Core bridge function\n// ---------------------------------------------------------------------------\n\nconst DEFAULT_TIMEOUT_MS = 30_000;\nconst MAX_BUFFER = 10 * 1024 * 1024; // 10 MB\n\n/**\n * Run a Fincept Python script and return its parsed JSON output.\n *\n * @param script   - Filename of the script inside FINCEPT_SCRIPTS_DIR (e.g. \"blockchain_com_data.py\")\n * @param args     - CLI arguments to pass after the script path\n * @param timeoutMs  - Subprocess timeout in milliseconds (default 30 s)\n * @param cacheTtlMs - How long to cache results in memory (0 = no cache)\n */\nexport async function callFincept<T = unknown>(\n  script: string,\n  args: string[] = [],\n  timeoutMs: number = DEFAULT_TIMEOUT_MS,\n  cacheTtlMs: number = 0,\n): Promise<BridgeResult<T>> {\n  const cacheKey = `${script}:${args.join(\":\")}`;\n\n  // Check cache\n  if (cacheTtlMs > 0) {\n    const entry = cache.get(cacheKey);\n    if (entry && Date.now() - entry.ts < cacheTtlMs) {\n      return { ok: true, data: entry.data as T, latencyMs: 0 };\n    }\n  }\n\n  // Validate script name — prevent path traversal\n  if (script.includes('/') || script.includes('\\\\') || !script.endsWith('.py')) {\n    return { ok: false, error: `Invalid script name: ${script}`, latencyMs: 0 };\n  }\n  const scriptPath = join(FINCEPT_SCRIPTS_DIR, script);\n  const t0 = Date.now();\n\n  return new Promise<BridgeResult<T>>((resolve) => {\n    execFile(\n      \"python3\",\n      [scriptPath, ...args],\n      {\n        timeout: timeoutMs,\n        maxBuffer: MAX_BUFFER,\n        env: process.env,\n      },\n      (error, stdout, _stderr) => {\n        const latencyMs = Date.now() - t0;\n\n        // Subprocess was killed (timeout)\n        if (error && \"killed\" in error && error.killed) {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" timed out after ${timeoutMs}ms`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Non-zero exit or other spawn error\n        if (error) {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" failed: ${error.message}`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Empty stdout\n        const raw = stdout.trim();\n        if (!raw) {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" returned empty output`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Parse JSON\n        let parsed: unknown;\n        try {\n          parsed = JSON.parse(raw);\n        } catch {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" returned invalid JSON: ${raw.slice(0, 200)}`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Check for error field in response\n        if (\n          parsed !== null &&\n          typeof parsed === \"object\" &&\n          \"error\" in parsed &&\n          typeof (parsed as Record<string, unknown>).error === \"string\"\n        ) {\n          resolve({\n            ok: false,\n            error: (parsed as Record<string, string>).error,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Success — cache if requested\n        if (cacheTtlMs > 0) {\n          cache.set(cacheKey, { ts: Date.now(), data: parsed });\n        }\n\n        resolve({ ok: true, data: parsed as T, latencyMs });\n      },\n    );\n  });\n}\n","/**\n * Messari fundamentals wrapper via Fincept bridge.\n *\n * Provides supply metrics, revenue, and developer activity for tokens.\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 60 * 60 * 1_000; // 1 hour\n\nexport interface MessariFundamentals {\n  marketCap: number;\n  supply: {\n    circulating: number;\n    max: number;\n    percentCirculating: number;\n  };\n  revenueUsd24h: number;\n  revenueGrowth7d: number;\n  developerActivity: number;\n}\n\n/**\n * Map CoinGecko IDs to Messari slugs where they differ.\n * Most IDs are identical — only overrides listed here.\n */\nconst CG_TO_MESSARI: Record<string, string> = {\n  \"avalanche-2\": \"avalanche\",\n  \"worldcoin-wld\": \"worldcoin\",\n  \"pudgy-penguins\": \"pudgy-penguins\",\n  \"fetch-ai\": \"fetch-ai\",\n};\n\n/** Messari API response shape (subset we care about). */\ninterface MessariResponse {\n  data: {\n    id: string;\n    metrics: {\n      market_data: {\n        price_usd: number;\n        market_cap: { current_marketcap_usd: number };\n      };\n      supply: {\n        circulating: number;\n        max: number;\n        y_2050: number;\n      };\n      blockchain_stats_24_hours: {\n        revenue_usd: number;\n      };\n      developer_activity: {\n        commits_last_3_months: number;\n      };\n    };\n  };\n}\n\n/**\n * Fetch Messari fundamentals for a token via the Fincept bridge.\n *\n * @param tokenId - CoinGecko token ID (e.g. \"ethereum\", \"avalanche-2\")\n * @returns Parsed fundamentals or null if unavailable\n */\nexport async function getMessariFundamentals(\n  tokenId: string,\n): Promise<MessariFundamentals | null> {\n  const slug = CG_TO_MESSARI[tokenId] ?? tokenId;\n\n  const result = await callFincept<MessariResponse>(\n    \"messari_data.py\",\n    [\"metrics\", slug],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!result.ok || !result.data?.data?.metrics) {\n    return null;\n  }\n\n  const m = result.data.data.metrics;\n  const circulating = m.supply?.circulating ?? 0;\n  const max = m.supply?.max ?? 0;\n\n  return {\n    marketCap: m.market_data?.market_cap?.current_marketcap_usd ?? 0,\n    supply: {\n      circulating,\n      max,\n      percentCirculating: max > 0 ? circulating / max : 0,\n    },\n    revenueUsd24h: m.blockchain_stats_24_hours?.revenue_usd ?? 0,\n    revenueGrowth7d: 0, // Messari doesn't expose this directly\n    developerActivity: m.developer_activity?.commits_last_3_months ?? 0,\n  };\n}\n","/**\n * Blockchain.com BTC network stats wrapper.\n *\n * Fetches hash rate, difficulty, mempool size, miner revenue, market price,\n * and transaction count via the Fincept Python bridge.\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 30 * 60 * 1000; // 30 minutes\n\nexport interface BtcNetworkStats {\n  hashRate: number;\n  difficulty: number;\n  mempoolSize: number;\n  minerRevenueBtc: number;\n  marketPriceUsd: number;\n  transactionCount: number;\n}\n\ninterface RawStats {\n  hash_rate: number;\n  difficulty: number;\n  mempool_size: number;\n  miners_revenue_btc: number;\n  market_price_usd: number;\n  n_tx: number;\n}\n\n/**\n * Fetch BTC network statistics from Blockchain.com via the Fincept bridge.\n * Returns null if the script fails or returns invalid data.\n */\nexport async function getBtcNetworkStats(): Promise<BtcNetworkStats | null> {\n  const result = await callFincept<RawStats>(\n    \"blockchain_com_data.py\",\n    [\"stats\"],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!result.ok || !result.data) {\n    return null;\n  }\n\n  const raw = result.data;\n  return {\n    hashRate: raw.hash_rate ?? 0,\n    difficulty: raw.difficulty ?? 0,\n    mempoolSize: raw.mempool_size ?? 0,\n    minerRevenueBtc: raw.miners_revenue_btc ?? 0,\n    marketPriceUsd: raw.market_price_usd ?? 0,\n    transactionCount: raw.n_tx ?? 0,\n  };\n}\n","/**\n * Polymarket/Manifold prediction market wrapper.\n *\n * Fetches crypto-relevant prediction markets via the Fincept Python bridge\n * and exposes them as typed PredictionMarket objects.\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 5 * 60 * 1000; // 5 minutes\n\nexport interface PredictionMarket {\n  question: string;\n  probability: number;\n  volume: number;\n}\n\nconst CRYPTO_KEYWORDS = [\n  \"bitcoin\",\n  \"btc\",\n  \"ethereum\",\n  \"eth\",\n  \"crypto\",\n  \"sec\",\n  \"etf\",\n  \"fed\",\n  \"rate\",\n  \"inflation\",\n  \"regulation\",\n  \"stablecoin\",\n  \"defi\",\n];\n\ninterface RawMarket {\n  question: string;\n  outcomePrices: string[];\n  probability: number;\n  volume: number;\n  active: boolean;\n  closed: boolean;\n}\n\n/**\n * Fetch crypto-relevant prediction markets from Polymarket/Manifold.\n * Returns up to 10 active markets whose question matches a crypto keyword.\n */\nexport async function getCryptoPredictions(): Promise<PredictionMarket[]> {\n  try {\n    const result = await callFincept<RawMarket[]>(\n      \"polymarket.py\",\n      [\"get_markets\", \"50\"],\n      30_000,\n      CACHE_TTL,\n    );\n\n    if (!result.ok || !result.data) {\n      return [];\n    }\n\n    const markets = result.data\n      .filter((m) => {\n        if (!m.active || m.closed) return false;\n        const q = m.question.toLowerCase();\n        return CRYPTO_KEYWORDS.some((kw) => q.includes(kw));\n      })\n      .map((m): PredictionMarket => {\n        const probability =\n          m.outcomePrices && m.outcomePrices.length > 0\n            ? parseFloat(m.outcomePrices[0])\n            : m.probability;\n        return {\n          question: m.question,\n          probability: isNaN(probability) ? m.probability : probability,\n          volume: m.volume,\n        };\n      })\n      .slice(0, 10);\n\n    return markets;\n  } catch {\n    return [];\n  }\n}\n","/**\n * CryptoCompare social / news wrapper via Fincept bridge.\n */\n\nimport { callFincept } from './bridge.js';\n\nconst NEWS_CACHE_TTL = 10 * 60 * 1_000; // 10 minutes\n\n/** Map CoinGecko token IDs → CryptoCompare symbols. */\nconst CC_SYMBOL_MAP: Record<string, string> = {\n  bitcoin: 'BTC',\n  ethereum: 'ETH',\n  solana: 'SOL',\n  aave: 'AAVE',\n  uniswap: 'UNI',\n  chainlink: 'LINK',\n  ripple: 'XRP',\n  dogecoin: 'DOGE',\n  polkadot: 'DOT',\n  avalanche: 'AVAX',\n  arbitrum: 'ARB',\n  hyperliquid: 'HYPE',\n  zcash: 'ZEC',\n  fartcoin: 'FARTCOIN',\n  pepe: 'PEPE',\n  cardano: 'ADA',\n  ethena: 'ENA',\n  'worldcoin-wld': 'WLD',\n  bittensor: 'TAO',\n  sui: 'SUI',\n  near: 'NEAR',\n  aptos: 'APT',\n};\n\nexport interface SocialData {\n  socialVolume24h: number;\n  socialVolumeSpike: number;\n  newsCount24h: number;\n  topNewsSentiment: number;\n}\n\n/**\n * Fetch CryptoCompare news and derive social-data metrics for a token.\n * Returns null when news data is unavailable.\n */\nexport async function getSocialData(tokenId: string): Promise<SocialData | null> {\n  const symbol = CC_SYMBOL_MAP[tokenId] ?? tokenId.toUpperCase();\n\n  try {\n    const newsResult = await callFincept(\n      'cryptocompare_data.py',\n      ['news'],\n      30_000,\n      NEWS_CACHE_TTL,\n    );\n\n    const rawData = newsResult.ok ? (newsResult.data as Record<string, unknown>) : undefined;\n    // Script returns { articles: [...] } (lowercase), raw API returns { Data: [...] } (uppercase)\n    const articles: Array<{ title?: string; categories?: string; tags?: string }> =\n      (rawData?.articles as Array<{ title?: string; categories?: string; tags?: string }>)\n      ?? (rawData?.Data as Array<{ title?: string; categories?: string; tags?: string }>)\n      ?? [];\n\n    const lowerSymbol = symbol.toLowerCase();\n    const lowerTokenId = tokenId.toLowerCase();\n\n    const matchingArticles = articles.filter((a) => {\n      const haystack = [a.title, a.categories, a.tags]\n        .filter(Boolean)\n        .join(' ')\n        .toLowerCase();\n      return haystack.includes(lowerSymbol) || haystack.includes(lowerTokenId);\n    });\n\n    return {\n      socialVolume24h: matchingArticles.length,\n      socialVolumeSpike: 1.0, // baseline — no historical comparison available\n      newsCount24h: matchingArticles.length,\n      topNewsSentiment: 0, // CryptoCompare doesn't have sentiment scores\n    };\n  } catch {\n    return null;\n  }\n}\n","/**\n * CryptoCompare candle wrapper — fallback candle source replacing CoinGecko OHLC.\n * Hyperliquid remains the primary candle source.\n */\n\nimport { callFincept } from \"./bridge.js\";\nimport type { Candle } from \"../../agent/technical.js\";\n\nconst OHLCV_CACHE_TTL = 2 * 60 * 60 * 1000; // 2 hours\n\n/** CoinGecko token ID → CryptoCompare symbol */\nconst CC_SYMBOL: Record<string, string> = {\n  bitcoin: \"BTC\",\n  ethereum: \"ETH\",\n  solana: \"SOL\",\n  aave: \"AAVE\",\n  uniswap: \"UNI\",\n  chainlink: \"LINK\",\n  ripple: \"XRP\",\n  dogecoin: \"DOGE\",\n  polkadot: \"DOT\",\n  avalanche: \"AVAX\",\n  arbitrum: \"ARB\",\n  hyperliquid: \"HYPE\",\n  zcash: \"ZEC\",\n  fartcoin: \"FARTCOIN\",\n  pepe: \"PEPE\",\n  cardano: \"ADA\",\n  ethena: \"ENA\",\n  \"worldcoin-wld\": \"WLD\",\n  bittensor: \"TAO\",\n  sui: \"SUI\",\n  near: \"NEAR\",\n  aptos: \"APT\",\n  \"pudgy-penguins\": \"PENGU\",\n  blur: \"BLUR\",\n  \"fetch-ai\": \"FET\",\n};\n\ninterface CCBar {\n  time: number;\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  volumefrom: number;\n  volumeto: number;\n}\n\ninterface CCResponse {\n  ohlcv: CCBar[];\n}\n\n/**\n * Fetch hourly candles from CryptoCompare via Fincept bridge and downsample to 4h.\n * Returns null if the token is unmapped or data is insufficient.\n */\nexport async function getCryptoCompareCandles(\n  tokenId: string,\n  limit: number = 180,\n): Promise<Candle[] | null> {\n  const symbol = CC_SYMBOL[tokenId];\n  if (!symbol) return null;\n\n  const result = await callFincept<CCResponse>(\n    \"cryptocompare_data.py\",\n    [\"hourly\", symbol, \"USD\", String(limit * 4)],\n    30_000,\n    OHLCV_CACHE_TTL,\n  );\n\n  if (!result.ok || !result.data) return null;\n\n  const bars = result.data.ohlcv;\n  if (!bars || bars.length < 10) return null;\n\n  // Downsample hourly bars to 4h candles\n  const candles: Candle[] = [];\n  for (let i = 0; i + 3 < bars.length; i += 4) {\n    const chunk = bars.slice(i, i + 4);\n    candles.push({\n      timestamp: chunk[0]!.time * 1000,\n      open: chunk[0]!.open,\n      high: Math.max(...chunk.map((b) => b.high)),\n      low: Math.min(...chunk.map((b) => b.low)),\n      close: chunk[chunk.length - 1]!.close,\n      volume: chunk.reduce((sum, b) => sum + b.volumeto, 0),\n    });\n  }\n\n  return candles.length > 0 ? candles : null;\n}\n","/**\n * Kronos volatility forecaster via Python subprocess.\n *\n * Runs the Kronos-mini foundation model (4.1M params) on CPU to predict\n * N future price paths from OHLCV candles, then computes volatility metrics\n * from the path spread.\n *\n * Latency: ~2.3s for 5 paths on CPU (tested on 2-core VPS).\n * Memory: ~350MB peak (model + PyTorch).\n * Cache: 1 hour (vol forecasts don't need per-cycle updates).\n */\n\nimport { execFile } from \"node:child_process\";\nimport { join } from \"node:path\";\nimport { existsSync } from \"node:fs\";\nimport { FINCEPT_SCRIPTS_DIR } from \"./bridge.js\";\nimport type { Candle } from \"../../agent/technical.js\";\n\n/** Kronos needs PyTorch — use the dedicated venv if it exists,\n *  otherwise fall back to system python3. */\nconst KRONOS_VENV_PYTHON = join(process.env.HOME ?? \"/home/ana\", \".sherwood\", \"kronos-venv\", \"bin\", \"python3\");\nconst KRONOS_PYTHON = existsSync(KRONOS_VENV_PYTHON) ? KRONOS_VENV_PYTHON : \"python3\";\n\nconst CACHE_TTL = 60 * 60 * 1000; // 1 hour\nconst TIMEOUT_MS = 30_000;\n\nexport interface KronosVolForecast {\n  /** Annualized volatility from Monte Carlo path spread. */\n  predictedVolatility: number;\n  /** Per-candle (4h) volatility as a fraction. */\n  predictedVol4h: number;\n  /** Directional bias from mean path: -1 (bearish) to +1 (bullish). */\n  directionalBias: number;\n  /** % spread between worst and best path at prediction horizon. */\n  pathSpreadPct: number;\n  /** Number of candles predicted. */\n  predictionHorizon: number;\n  /** Number of Monte Carlo paths generated. */\n  sampleCount: number;\n  /** Last input close price. */\n  lastClose: number;\n  /** Mean predicted close at horizon. */\n  meanPredictedClose: number;\n  /** Inference time in milliseconds. */\n  inferenceTimeMs: number;\n}\n\ninterface CacheEntry {\n  ts: number;\n  data: KronosVolForecast;\n}\n\nconst cache = new Map<string, CacheEntry>();\n\n/**\n * Run Kronos volatility forecast on OHLCV candles.\n *\n * @param tokenId  - Token identifier (used for caching)\n * @param candles  - Historical OHLCV candles (need at least 30, ideally 200)\n * @param samples  - Number of Monte Carlo paths (default 5)\n * @param predLen  - Number of future candles to predict (default 24)\n * @returns Volatility forecast or null on failure\n */\nexport async function getKronosVolForecast(\n  tokenId: string,\n  candles: Candle[],\n  samples: number = 5,\n  predLen: number = 24,\n): Promise<KronosVolForecast | null> {\n  // Check cache\n  const cacheKey = `kronos:${tokenId}`;\n  const cached = cache.get(cacheKey);\n  if (cached && Date.now() - cached.ts < CACHE_TTL) {\n    return cached.data;\n  }\n\n  if (!candles || candles.length < 30) return null;\n\n  // Prepare input JSON\n  const input = JSON.stringify({\n    candles: candles.map((c) => ({\n      timestamp: c.timestamp,\n      open: c.open,\n      high: c.high,\n      low: c.low,\n      close: c.close,\n      volume: c.volume,\n    })),\n  });\n\n  const scriptPath = join(FINCEPT_SCRIPTS_DIR, \"kronos_predict.py\");\n\n  return new Promise<KronosVolForecast | null>((resolve) => {\n    const proc = execFile(\n      KRONOS_PYTHON,\n      [scriptPath, \"--samples\", String(samples), \"--pred-len\", String(predLen)],\n      {\n        timeout: TIMEOUT_MS,\n        maxBuffer: 5 * 1024 * 1024,\n        env: { ...process.env },\n      },\n      (error, stdout, stderr) => {\n        if (error) {\n          console.error(`  [kronos] Inference failed: ${error.message}`);\n          resolve(null);\n          return;\n        }\n\n        try {\n          const result = JSON.parse(stdout.trim());\n          if (result.error) {\n            console.error(`  [kronos] ${result.error}`);\n            resolve(null);\n            return;\n          }\n\n          const forecast = result as KronosVolForecast;\n          cache.set(cacheKey, { ts: Date.now(), data: forecast });\n          resolve(forecast);\n        } catch {\n          console.error(`  [kronos] Invalid JSON output`);\n          resolve(null);\n        }\n      },\n    );\n\n    // Write candle data to stdin\n    if (proc.stdin) {\n      proc.stdin.write(input);\n      proc.stdin.end();\n    }\n  });\n}\n","/**\n * DefiLlama data wrapper.\n *\n * Fetches protocol TVL and yield pool data via the Fincept Python bridge\n * (defillama_data.py).\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst TVL_CACHE_TTL = 30 * 60 * 1000; // 30 minutes\n\ninterface DefiLlamaTvlResponse {\n  tvl?: number;\n  name?: string;\n  [key: string]: unknown;\n}\n\ninterface DefiLlamaYieldsResponse {\n  data?: Array<Record<string, unknown>>;\n}\n\nexport interface YieldPool {\n  pool: string;\n  chain: string;\n  project: string;\n  symbol: string;\n  tvlUsd: number;\n  apy: number;\n}\n\n/**\n * Fetch protocol TVL from DefiLlama.\n *\n * @param tokenId - CoinGecko-style token ID (e.g. \"aave\", \"uniswap\")\n * @returns TVL in USD, or null on failure\n */\nexport async function getProtocolTvl(\n  tokenId: string,\n): Promise<number | null> {\n  const res = await callFincept<DefiLlamaTvlResponse>(\n    \"defillama_data.py\",\n    [\"protocol\", tokenId],\n    30_000,\n    TVL_CACHE_TTL,\n  );\n\n  if (!res.ok || !res.data) return null;\n  return res.data.tvl ?? null;\n}\n\n/**\n * Fetch top yield pools from DefiLlama.\n *\n * @param limit - Maximum number of pools to return (default 20)\n * @returns Array of yield pool entries, or null on failure\n */\nexport async function getYieldPools(\n  limit: number = 20,\n): Promise<YieldPool[] | null> {\n  const res = await callFincept<DefiLlamaYieldsResponse>(\n    \"defillama_data.py\",\n    [\"yields\"],\n    30_000,\n    60 * 60 * 1000, // 1 hour cache\n  );\n\n  if (!res.ok || !res.data?.data) return null;\n\n  return res.data.data\n    .slice(0, limit)\n    .map((entry) => ({\n      pool: String(entry.pool ?? \"\"),\n      chain: String(entry.chain ?? \"\"),\n      project: String(entry.project ?? \"\"),\n      symbol: String(entry.symbol ?? \"\"),\n      tvlUsd: Number(entry.tvlUsd ?? 0),\n      apy: Number(entry.apy ?? 0),\n    }));\n}\n","/**\n * DexScreener data wrapper.\n *\n * Searches DEX pairs and fetches boosted tokens via the Fincept Python\n * bridge (dexscreener_data.py).\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 5 * 60 * 1000; // 5 minutes\n\nexport interface FinceptDexPair {\n  chainId: string;\n  baseToken: { address: string; name: string; symbol: string };\n  quoteToken: { address: string; name: string; symbol: string };\n  priceUsd: string;\n  volume: { h24: number };\n  liquidity: { usd: number };\n  priceChange: { h24: number };\n  txns: { h24: { buys: number; sells: number } };\n}\n\ninterface DexSearchResponse {\n  pairs?: FinceptDexPair[];\n}\n\ninterface TokenBoost {\n  tokenAddress: string;\n  chainId: string;\n  amount: number;\n}\n\ninterface DexBoostedResponse {\n  data?: Array<Record<string, unknown>>;\n}\n\n/**\n * Search DexScreener for trading pairs matching a query.\n *\n * @param query - Search string (token name, symbol, or address)\n * @returns Array of matching pairs, or empty array on failure\n */\nexport async function searchDexPairs(\n  query: string,\n): Promise<FinceptDexPair[]> {\n  const res = await callFincept<DexSearchResponse>(\n    \"dexscreener_data.py\",\n    [\"search\", query],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!res.ok || !res.data?.pairs) return [];\n  return res.data.pairs;\n}\n\n/**\n * Fetch currently boosted tokens from DexScreener.\n *\n * @returns Array of boosted token entries, or empty array on failure\n */\nexport async function getTokenBoosts(): Promise<TokenBoost[]> {\n  const res = await callFincept<DexBoostedResponse>(\n    \"dexscreener_data.py\",\n    [\"boosted\"],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!res.ok || !res.data?.data) return [];\n\n  return res.data.data.map((entry) => ({\n    tokenAddress: String(entry.tokenAddress ?? \"\"),\n    chainId: String(entry.chainId ?? \"\"),\n    amount: Number(entry.amount ?? 0),\n  }));\n}\n","/**\n * Signal logger — appends every token analysis to a JSONL file for tracking.\n * Fire-and-forget: never blocks analysis, never crashes on failure.\n */\n\nimport { appendFile, stat, rename, mkdir } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport type { TokenAnalysis } from './index.js';\nimport type { ScoringWeights } from './scoring.js';\nimport type { JudgeVerdict } from './judge.js';\n\nconst SIGNAL_DIR = join(homedir(), '.sherwood', 'agent');\nconst SIGNAL_FILE = join(SIGNAL_DIR, 'signal-history.jsonl');\nconst MAX_FILE_SIZE = 10 * 1024 * 1024; // 10MB\n\nexport interface SignalLogEntry {\n  timestamp: string;\n  tokenId: string;\n  tokenSymbol: string;\n  price: number;\n  decision: 'STRONG_BUY' | 'BUY' | 'HOLD' | 'SELL' | 'STRONG_SELL';\n  score: number;\n  confidence: number;\n  signals: { name: string; value: number; confidence: number }[];\n  regime: string;\n  btcCorrelation: number;\n  weights: { smartMoney: number; technical: number; sentiment: number; onchain: number; fundamental: number; event: number };\n  // LLM judge fields (v1 — additive, ignored by older consumers)\n  judgeVerdict?: \"confirm\" | \"veto\";\n  judgeReasoning?: string;\n  judgeConfidence?: number;\n  preJudgeAction?: string;\n  preJudgeScore?: number;\n  judgeLatencyMs?: number;\n  judgeCached?: boolean;\n}\n\nexport interface JudgeLogData {\n  verdict: JudgeVerdict;\n  preJudgeAction: string;\n  preJudgeScore: number;\n  latencyMs: number;\n  cached: boolean;\n}\n\n/**\n * Log a signal entry after token analysis completes.\n * Fire-and-forget — call without await. Errors are swallowed with a warning.\n */\nexport function logSignal(\n  analysis: TokenAnalysis,\n  price: number,\n  weights: ScoringWeights,\n  judgeData?: JudgeLogData,\n): void {\n  // Fire-and-forget — do not await\n  _writeSignal(analysis, price, weights, judgeData).catch((err) => {\n    console.error(`[signal-logger] Warning: failed to log signal: ${(err as Error).message}`);\n  });\n}\n\nasync function _writeSignal(\n  analysis: TokenAnalysis,\n  price: number,\n  weights: ScoringWeights,\n  judgeData?: JudgeLogData,\n): Promise<void> {\n  await mkdir(SIGNAL_DIR, { recursive: true });\n\n  // Auto-rotate if file exceeds 10MB\n  try {\n    const stats = await stat(SIGNAL_FILE);\n    if (stats.size > MAX_FILE_SIZE) {\n      const dateStr = new Date().toISOString().slice(0, 10);\n      const rotatedName = join(SIGNAL_DIR, `signal-history-${dateStr}.jsonl`);\n      await rename(SIGNAL_FILE, rotatedName);\n    }\n  } catch {\n    // File doesn't exist yet, that's fine\n  }\n\n  const entry: SignalLogEntry = {\n    timestamp: new Date().toISOString(),\n    tokenId: analysis.token,\n    tokenSymbol: analysis.token.toUpperCase().slice(0, 6),\n    price,\n    decision: analysis.decision.action,\n    score: analysis.decision.score,\n    confidence: analysis.decision.confidence,\n    signals: analysis.decision.signals.map((s) => ({\n      name: s.name,\n      value: s.value,\n      confidence: s.confidence,\n    })),\n    regime: analysis.regime?.regime ?? 'unknown',\n    btcCorrelation: analysis.correlation?.btcScore ?? 0,\n    weights: {\n      smartMoney: weights.smartMoney,\n      technical: weights.technical,\n      sentiment: weights.sentiment,\n      onchain: weights.onchain,\n      fundamental: weights.fundamental,\n      event: weights.event,\n    },\n    // Judge fields (additive — omitted when judge is off)\n    ...(judgeData ? {\n      judgeVerdict: judgeData.verdict.verdict,\n      judgeReasoning: judgeData.verdict.reasoning,\n      judgeConfidence: judgeData.verdict.confidence,\n      preJudgeAction: judgeData.preJudgeAction,\n      preJudgeScore: judgeData.preJudgeScore,\n      judgeLatencyMs: judgeData.latencyMs,\n      judgeCached: judgeData.cached,\n    } : {}),\n  };\n\n  const line = JSON.stringify(entry) + '\\n';\n  await appendFile(SIGNAL_FILE, line, 'utf-8');\n}\n\n/** Get the path to the signal history file. */\nexport function getSignalFilePath(): string {\n  return SIGNAL_FILE;\n}\n\n/** Get the signal directory path. */\nexport function getSignalDir(): string {\n  return SIGNAL_DIR;\n}\n","/**\n * LLM Judge — confirm or veto borderline trade decisions using Claude.\n *\n * V1 scope: confirm + veto only. No score overrides, no direction flips.\n * Fallback is always pass-through — judge can never block a cycle.\n */\n\nimport { createHash } from \"node:crypto\";\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport chalk from \"chalk\";\nimport { chatCompletion } from \"../lib/venice.js\";\nimport { getVeniceApiKey } from \"../lib/config.js\";\nimport type { TradeDecision } from \"./scoring.js\";\nimport type { TechnicalSignals } from \"./technical.js\";\nimport type { PortfolioState } from \"./risk.js\";\n\n// ── Types ──\n\nexport interface JudgeVerdict {\n  verdict: \"confirm\" | \"veto\";\n  reasoning: string;\n  risks: string[];\n  confidence: number;\n}\n\nexport interface JudgeConfig {\n  enabled: boolean;\n  model: string;\n  topN: number;\n  scoreBand: [number, number];\n  timeoutMs: number;\n  cacheTtlMs: number;\n}\n\nexport const DEFAULT_JUDGE_CONFIG: JudgeConfig = {\n  enabled: false,\n  model: \"llama-3.3-70b\",\n  topN: 3,\n  scoreBand: [0.10, 0.50],\n  timeoutMs: 8_000,\n  cacheTtlMs: 900_000, // 15 min\n};\n\n/** Context provided to the judge for a single token decision. */\nexport interface JudgeContext {\n  tokenId: string;\n  currentPrice: number;\n  decision: TradeDecision;\n  technicalSignals?: TechnicalSignals;\n  fearAndGreed?: number;\n  sentimentZScore?: number;\n  fundingRate?: number;\n  regime?: string;\n  btcRegime?: string;\n  btcBias?: string;\n  suppressionFactor?: number;\n  portfolio: {\n    openCount: number;\n    cashPct: number;\n    hasPositionThisToken: boolean;\n    inStopCooldown: boolean;\n    dailyPnlPct: number;\n  };\n  recentCloses?: number[];\n}\n\n// ── Fallback ──\n\nconst FALLBACK_VERDICT: JudgeVerdict = {\n  verdict: \"confirm\",\n  reasoning: \"fallback\",\n  risks: [],\n  confidence: 0,\n};\n\n// ── Cache ──\n\nconst CACHE_DIR = join(homedir(), \".sherwood\", \"agent\", \"cache\");\n\nfunction cacheKey(ctx: JudgeContext): string {\n  const priceBucket = Math.round(ctx.currentPrice / (ctx.currentPrice * 0.005));\n  const signalTuples = ctx.decision.signals\n    .map((s) => `${s.name}:${Math.sign(s.value)}`)\n    .sort()\n    .join(\",\");\n  const raw = `${ctx.tokenId}:${priceBucket}:${signalTuples}:${ctx.regime ?? \"unknown\"}`;\n  return createHash(\"sha256\").update(raw).digest(\"hex\").slice(0, 16);\n}\n\nasync function readCache(key: string, ttlMs: number): Promise<JudgeVerdict | undefined> {\n  try {\n    const path = join(CACHE_DIR, `judge-${key}.json`);\n    const data = JSON.parse(await readFile(path, \"utf-8\"));\n    if (Date.now() - (data.cachedAt ?? 0) < ttlMs) {\n      return data.verdict as JudgeVerdict;\n    }\n  } catch {\n    // Cache miss or read error — fine\n  }\n  return undefined;\n}\n\nasync function writeCache(key: string, verdict: JudgeVerdict): Promise<void> {\n  try {\n    await mkdir(CACHE_DIR, { recursive: true });\n    const path = join(CACHE_DIR, `judge-${key}.json`);\n    await writeFile(path, JSON.stringify({ cachedAt: Date.now(), verdict }), \"utf-8\");\n  } catch {\n    // Write failure is non-fatal\n  }\n}\n\n// ── Prompt ──\n\nconst SYSTEM_PROMPT = `You are a crypto trade-decision reviewer. Your job is to confirm or veto a proposed trade entry.\n\nReturn ONLY valid JSON matching this schema:\n{\"verdict\":\"confirm\"|\"veto\",\"reasoning\":\"<max 240 chars>\",\"risks\":[\"<max 80 chars each, 0-4 items>\"],\"confidence\":<0-1>}\n\nVETO conditions (veto if ANY apply):\n- Regime contradicts direction (e.g., trending-down regime for a long entry)\n- Token is in stop cooldown (recently stopped out)\n- Daily portfolio loss exceeds -2% and this is a new entry\n- Insufficient data quality (too many signals missing/zero)\n- BTC bearish bias with high suppression for a long entry on an alt\n\nCONFIRM otherwise. Default to confirm — only veto with clear justification.\nNo prose outside the JSON. No markdown fences.`;\n\nfunction buildUserPrompt(ctx: JudgeContext): string {\n  const d = ctx.decision;\n  const topSignals = [...d.signals]\n    .sort((a, b) => Math.abs(b.value) - Math.abs(a.value))\n    .slice(0, 3)\n    .map((s) => `${s.name}=${s.value.toFixed(3)}(c=${s.confidence.toFixed(2)})`)\n    .join(\", \");\n\n  const lines: string[] = [\n    `Token: ${ctx.tokenId} | Price: $${ctx.currentPrice.toPrecision(4)}`,\n    `Proposed: ${d.action} | Score: ${d.score.toFixed(3)} | Confidence: ${d.confidence.toFixed(2)}`,\n    `Top signals: ${topSignals}`,\n    `Regime: ${ctx.regime ?? \"unknown\"} | BTC regime: ${ctx.btcRegime ?? \"unknown\"}`,\n    `BTC bias: ${ctx.btcBias ?? \"neutral\"} | Suppression: ${(ctx.suppressionFactor ?? 1).toFixed(2)}`,\n  ];\n\n  if (ctx.technicalSignals) {\n    const t = ctx.technicalSignals;\n    lines.push(`RSI: ${isNaN(t.rsi) ? \"N/A\" : t.rsi.toFixed(1)} | MACD hist: ${isNaN(t.macd.histogram) ? \"N/A\" : t.macd.histogram.toFixed(4)} | ATR: ${isNaN(t.atr) ? \"N/A\" : t.atr.toFixed(4)}`);\n  }\n\n  if (ctx.fearAndGreed !== undefined) {\n    lines.push(`F&G: ${ctx.fearAndGreed}${ctx.sentimentZScore !== undefined ? ` (z=${ctx.sentimentZScore.toFixed(2)})` : \"\"}`);\n  }\n\n  if (ctx.fundingRate !== undefined) {\n    lines.push(`Funding rate (8h): ${(ctx.fundingRate * 100).toFixed(4)}%`);\n  }\n\n  const p = ctx.portfolio;\n  lines.push(`Portfolio: ${p.openCount} open | ${(p.cashPct * 100).toFixed(1)}% cash | dailyPnL: ${(p.dailyPnlPct * 100).toFixed(2)}%`);\n  lines.push(`This token: ${p.hasPositionThisToken ? \"HAS POSITION\" : \"no position\"} | Stop cooldown: ${p.inStopCooldown ? \"YES\" : \"no\"}`);\n\n  if (ctx.recentCloses?.length) {\n    lines.push(`Recent closes (10d): ${ctx.recentCloses.map((c) => c.toPrecision(4)).join(\", \")}`);\n  }\n\n  return lines.join(\"\\n\");\n}\n\n// ── Main entry point ──\n\n/**\n * Judge a trade decision. Returns confirm/veto verdict.\n * NEVER throws — all errors return fallback confirm.\n */\nexport async function judge(\n  ctx: JudgeContext,\n  config: JudgeConfig = DEFAULT_JUDGE_CONFIG,\n): Promise<{ verdict: JudgeVerdict; cached: boolean; latencyMs: number }> {\n  const start = Date.now();\n\n  try {\n    // Gate: judge disabled or no Venice API key\n    if (!config.enabled || !getVeniceApiKey()) {\n      return { verdict: FALLBACK_VERDICT, cached: false, latencyMs: 0 };\n    }\n\n    // Gate: only judge non-HOLD actions in the score band\n    const absScore = Math.abs(ctx.decision.score);\n    if (ctx.decision.action === \"HOLD\" || absScore < config.scoreBand[0] || absScore > config.scoreBand[1]) {\n      return { verdict: FALLBACK_VERDICT, cached: false, latencyMs: 0 };\n    }\n\n    // Check cache\n    const key = cacheKey(ctx);\n    const cached = await readCache(key, config.cacheTtlMs);\n    if (cached) {\n      return { verdict: cached, cached: true, latencyMs: Date.now() - start };\n    }\n\n    // Call Venice (OpenAI-compatible chat completions)\n    const result = await Promise.race([\n      chatCompletion({\n        model: config.model,\n        messages: [\n          { role: \"system\", content: SYSTEM_PROMPT },\n          { role: \"user\", content: buildUserPrompt(ctx) },\n        ],\n        maxTokens: 400,\n        temperature: 0.1,\n        disableThinking: true,\n      }),\n      new Promise<never>((_, reject) =>\n        setTimeout(() => reject(new Error(\"Judge timeout\")), config.timeoutMs),\n      ),\n    ]);\n\n    // Parse response\n    const parsed = parseVerdict(result.content);\n    await writeCache(key, parsed);\n\n    return { verdict: parsed, cached: false, latencyMs: Date.now() - start };\n  } catch (err) {\n    console.error(chalk.dim(`  [judge] Error: ${(err as Error).message} — falling back to confirm`));\n    return { verdict: FALLBACK_VERDICT, cached: false, latencyMs: Date.now() - start };\n  }\n}\n\n/**\n * Determine which tokens should be judged (budget gate).\n * Returns token IDs sorted by |score| descending, capped at topN.\n */\nexport function selectJudgeCandidates(\n  results: Array<{ token: string; score: number; action: string }>,\n  config: JudgeConfig,\n): Set<string> {\n  const candidates = results\n    .filter((r) => {\n      if (r.action === \"HOLD\") return false;\n      const abs = Math.abs(r.score);\n      // Upper bound is exclusive to match `judge()` gate at line 192\n      // (`absScore > config.scoreBand[1]` rejects). Inclusive here would\n      // pick a candidate that `judge()` then rejects → fallback confirm.\n      return abs >= config.scoreBand[0] && abs < config.scoreBand[1];\n    })\n    .sort((a, b) => Math.abs(b.score) - Math.abs(a.score))\n    .slice(0, config.topN);\n\n  return new Set(candidates.map((c) => c.token));\n}\n\n// ── Parsing ──\n\nfunction parseVerdict(raw: string): JudgeVerdict {\n  // Strip markdown fences if model wraps in ```json\n  let cleaned = raw.trim();\n  if (cleaned.startsWith(\"```\")) {\n    cleaned = cleaned.replace(/^```(?:json)?\\s*/, \"\").replace(/\\s*```$/, \"\");\n  }\n\n  const obj = JSON.parse(cleaned);\n\n  // Validate required fields\n  if (obj.verdict !== \"confirm\" && obj.verdict !== \"veto\") {\n    throw new Error(`Invalid verdict: ${obj.verdict}`);\n  }\n\n  return {\n    verdict: obj.verdict,\n    reasoning: typeof obj.reasoning === \"string\" ? obj.reasoning.slice(0, 240) : \"\",\n    risks: Array.isArray(obj.risks) ? obj.risks.slice(0, 4).map((r: unknown) => String(r).slice(0, 80)) : [],\n    confidence: typeof obj.confidence === \"number\" ? Math.max(0, Math.min(1, obj.confidence)) : 0.5,\n  };\n}\n","/**\n * Signal smoother — rolling-window average for fast/noisy signals.\n *\n * Some signals (HL orderbook + whale flow, Nansen smart money, DEX 1h flow,\n * funding rate) are measured at a granularity finer than their actual\n * information content. Per-scan readings can flip 100% direction within\n * minutes when the underlying state hasn't meaningfully changed.\n *\n * This module wraps the per-scan reading in a rolling N-reading average\n * before it enters the scoring engine. Disagreement across the window\n * also reduces the signal's confidence — a smoothed value of 0.16 from\n * [+0.5, -0.5, +0.5] reports lower confidence than 0.16 from\n * [0.16, 0.16, 0.17].\n *\n * Slow signals (RSI/MACD/EMA — already smoothed by their indicators,\n * F&G — daily index, multi-timeframe — uses 7d candles) are passed\n * through unchanged.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { dirname } from 'node:path';\nimport type { Signal } from './scoring.js';\n\n/** Signal names whose values benefit from rolling-window smoothing. */\nexport const FAST_SIGNAL_NAMES = new Set<string>([\n  'hyperliquidFlow',\n  'smartMoney',\n  'onchain',         // legacy direct on-chain signal name\n  'dexFlow',\n  'fundingRate',\n]);\n\ninterface SignalReading {\n  ts: number;        // epoch ms\n  value: number;     // -1 to +1\n  confidence: number;\n}\n\n/** Per-token, per-signal rolling buffer. */\ntype Cache = Record<string, Record<string, SignalReading[]>>;\n\nexport interface SmootherConfig {\n  /** How many readings to retain per (token, signal) buffer. */\n  windowSize: number;\n  /** Maximum age (ms) for a reading to count toward the average. */\n  maxAgeMs: number;\n  /** Confidence multiplier when the window has zero std-dev (perfect agreement). */\n  agreementBoost: number;\n  /** Cap on confidence reduction from disagreement. */\n  maxConfidencePenalty: number;\n}\n\nexport const DEFAULT_SMOOTHER_CONFIG: SmootherConfig = {\n  windowSize: 3,\n  maxAgeMs: 6 * 60 * 60 * 1000, // 6 hours — drop stale readings\n  agreementBoost: 1.0,\n  maxConfidencePenalty: 0.5,\n};\n\n/** Storage backend interface — disk for live, in-memory map for backtest. */\nexport interface SmootherStorage {\n  load(): Promise<Cache>;\n  save(cache: Cache): Promise<void>;\n}\n\n/** Disk-backed storage. Atomic write via temp file + rename. */\nexport class FileSmootherStorage implements SmootherStorage {\n  constructor(private filePath: string) {}\n\n  async load(): Promise<Cache> {\n    try {\n      const raw = await readFile(this.filePath, 'utf-8');\n      return JSON.parse(raw) as Cache;\n    } catch (err) {\n      if ((err as NodeJS.ErrnoException).code === 'ENOENT') return {};\n      throw err;\n    }\n  }\n\n  async save(cache: Cache): Promise<void> {\n    await mkdir(dirname(this.filePath), { recursive: true });\n    const tmp = this.filePath + '.tmp';\n    await writeFile(tmp, JSON.stringify(cache), 'utf-8');\n    const { rename } = await import('node:fs/promises');\n    await rename(tmp, this.filePath);\n  }\n}\n\n/** In-memory storage — for backtest where state is per-simulation. */\nexport class MemorySmootherStorage implements SmootherStorage {\n  private cache: Cache = {};\n  async load(): Promise<Cache> { return this.cache; }\n  async save(cache: Cache): Promise<void> { this.cache = cache; }\n}\n\nexport class SignalSmoother {\n  /** In-process mutex chain — serializes load→mutate→save across tokens in\n   *  the same process. Does NOT protect against multiple processes racing\n   *  the same file; for that, the disk storage does atomic replace and\n   *  re-reads the freshest cache inside the mutex. See README / H1 below. */\n  private writeLock: Promise<void> = Promise.resolve();\n\n  constructor(\n    private storage: SmootherStorage,\n    private config: SmootherConfig = DEFAULT_SMOOTHER_CONFIG,\n  ) {}\n\n  /**\n   * Smooth the given signals for a token. Fast signals get rolling-window\n   * averages with confidence penalties for disagreement. Slow signals\n   * pass through unchanged. Side effect: appends current readings to the\n   * cache and persists.\n   *\n   * Serialized via writeLock: concurrent calls from within the same\n   * process (e.g. parallel per-token smooths) queue on the shared mutex\n   * so each sees the freshest cache. Cross-process concurrency (two agent\n   * processes on the same host) is NOT fully safe — the second-to-save\n   * wins. Document: run one agent per host, or use MemorySmootherStorage\n   * in contexts with multiple simulation runs.\n   */\n  async smooth(tokenId: string, signals: Signal[], nowMs: number = Date.now()): Promise<Signal[]> {\n    // Queue on the shared mutex\n    const prev = this.writeLock;\n    let release: () => void = () => {};\n    this.writeLock = new Promise<void>((resolve) => { release = resolve; });\n    await prev;\n\n    try {\n      return await this.smoothUnlocked(tokenId, signals, nowMs);\n    } finally {\n      release();\n    }\n  }\n\n  private async smoothUnlocked(tokenId: string, signals: Signal[], nowMs: number): Promise<Signal[]> {\n    const cache = await this.storage.load();\n    // M2: sweep stale tokens out of the cache entirely so rotated-out\n    // tokens don't leak JSON size indefinitely. A token is \"stale\" if\n    // every signal buffer's newest reading is older than maxAgeMs.\n    const cutoff = nowMs - this.config.maxAgeMs;\n    for (const t of Object.keys(cache)) {\n      if (t === tokenId) continue;\n      const buffers = cache[t];\n      if (!buffers) continue;\n      const bufferList = Object.values(buffers);\n      const anyFresh = bufferList.some((b) => b.length > 0 && b[b.length - 1]!.ts >= cutoff);\n      if (!anyFresh) {\n        delete cache[t];\n      }\n    }\n    if (!cache[tokenId]) cache[tokenId] = {};\n\n    const out: Signal[] = [];\n    for (const sig of signals) {\n      if (!FAST_SIGNAL_NAMES.has(sig.name)) {\n        out.push(sig);\n        continue;\n      }\n\n      const buffer = cache[tokenId][sig.name] ?? [];\n\n      // Append current reading\n      buffer.push({ ts: nowMs, value: sig.value, confidence: sig.confidence });\n\n      // Drop stale readings\n      const cutoff = nowMs - this.config.maxAgeMs;\n      const fresh = buffer.filter((r) => r.ts >= cutoff);\n\n      // Trim to window size — keep newest N\n      const trimmed = fresh.slice(-this.config.windowSize);\n      cache[tokenId][sig.name] = trimmed;\n\n      // Compute smoothed value + confidence\n      const values = trimmed.map((r) => r.value);\n      const meanValue = values.reduce((a, b) => a + b, 0) / values.length;\n      const meanConfidence = trimmed.reduce((a, r) => a + r.confidence, 0) / trimmed.length;\n\n      // Std-dev in [-1,1] domain — max possible is 1.0 (alternating +1/-1)\n      let smoothedConfidence = meanConfidence;\n      if (trimmed.length > 1) {\n        const variance = values.reduce((sum, v) => sum + (v - meanValue) ** 2, 0) / values.length;\n        const stdDev = Math.sqrt(variance);\n        // Penalize confidence proportional to std-dev (clamped)\n        const penalty = Math.min(this.config.maxConfidencePenalty, stdDev);\n        smoothedConfidence = Math.max(0.05, meanConfidence * (1 - penalty));\n      }\n\n      out.push({\n        ...sig,\n        value: meanValue,\n        confidence: smoothedConfidence,\n        details: `${sig.details} [smoothed n=${trimmed.length}, raw=${sig.value.toFixed(2)}]`,\n      });\n    }\n\n    await this.storage.save(cache);\n    return out;\n  }\n}\n","/**\n * Entry gates — post-scoring filters that can downgrade an action before the\n * executor sees it. Adjacent in spirit to the LLM judge: the score + action\n * can still fire, but a cross-check against fresh market data may veto it.\n *\n * ── Velocity gate (Orca-inspired \"signal-velocity freshness\") ──\n *\n * Multi-signal stacks can fire BUY/SELL the moment the composite score crosses\n * a threshold — but if the underlying price move is already exhausted (flat or\n * reversing over the last ~1h), we're buying local tops (or shorting bottoms).\n * Orca's fix: refuse the entry if the most recent short-term velocity is not\n * aligned with the direction.\n *\n *   - BUY  rejected if 1h velocity < BUY_MIN_PCT  (default -1.0%)\n *   - SELL rejected if 1h velocity > SELL_MAX_PCT (default +1.0%)\n *   - HOLD never gated.\n *\n * When velocity data is unavailable (no Hyperliquid fields, insufficient candle\n * history), the gate skips — never reject blindly.\n */\nimport type { Candle } from \"./technical.js\";\nimport type { TokenAnalysis } from \"./index.js\";\nimport type { MarketRegime } from \"./regime.js\";\n\n// ── Configurable constants (easy to calibrate) ──\n\n/** BUY rejected if 1h velocity is below this (fraction, not percent).\n *  Relaxed from ±0.3% to ±1.0% — on 4h candles the velocity proxy covers\n *  a 4h window, where ±0.3% is normal noise even in trending markets. */\nexport const VELOCITY_GATE_BUY_MIN_PCT = -0.01;\n\n/** SELL rejected if 1h velocity is above this (fraction, not percent). */\nexport const VELOCITY_GATE_SELL_MAX_PCT = 0.01;\n\n/** Regimes where short entries are allowed. Shorts are blocked in all other\n *  regimes to prevent counter-trend fading — trade log analysis showed 25%\n *  short WR in non-bearish regimes vs 67% long WR. */\nexport const SHORT_ALLOWED_REGIMES: Set<MarketRegime> = new Set([\n  \"trending-down\",\n  \"high-volatility\",\n]);\n\n/** EntryGate configuration — exposed on AgentConfig for easy calibration. */\nexport interface EntryGateConfig {\n  /** Master toggle. When false, the gate is skipped entirely. Default true. */\n  velocityGateEnabled: boolean;\n  /** BUY is rejected when 1h velocity is strictly less than this. Default -0.01 (-1%). */\n  velocityGateBuyMinPct: number;\n  /** SELL is rejected when 1h velocity is strictly greater than this. Default +0.01 (+1%). */\n  velocityGateSellMaxPct: number;\n  /** When true, SELL/STRONG_SELL signals are blocked in non-bearish regimes\n   *  (trending-up, ranging, low-volatility). Default true. */\n  regimeGateEnabled: boolean;\n  /** When true, actionable entries must be backed by at least one aligned\n   *  high-quality signal, not just noisy/lagging components. Default true. */\n  realAlphaGateEnabled: boolean;\n}\n\nexport const DEFAULT_ENTRY_GATE_CONFIG: EntryGateConfig = {\n  velocityGateEnabled: true,\n  velocityGateBuyMinPct: VELOCITY_GATE_BUY_MIN_PCT,   // -1.0%\n  velocityGateSellMaxPct: VELOCITY_GATE_SELL_MAX_PCT,  // +1.0%\n  regimeGateEnabled: true,\n  realAlphaGateEnabled: true,\n};\n\n/** Signals allowed to justify an entry after the noisy-signal score filter.\n *  Only includes signals that are actually populated by active strategies —\n *  dexFlow / meanReversion / sentimentContrarian were removed when their\n *  strategies were disabled. */\nconst REAL_ALPHA_THRESHOLDS: Record<string, number> = {\n  smartMoney: 0.15,\n  whaleIntent: 0.15,\n  fundamental: 0.15,\n  narrativeVacuum: 0.25,\n};\n\nfunction hasAlignedRealAlpha(result: TokenAnalysis, direction: 1 | -1): boolean {\n  for (const signal of result.decision.signals) {\n    const threshold = REAL_ALPHA_THRESHOLDS[signal.name];\n    if (threshold === undefined) continue;\n    if (direction > 0 && signal.value >= threshold) return true;\n    if (direction < 0 && signal.value <= -threshold) return true;\n  }\n  return false;\n}\n\n/**\n * Derive a short-term velocity (fractional change) from candles.\n *\n * CoinGecko's /ohlc endpoint at days=30 returns 4h candles; at days=1 returns\n * 30m candles. Since the agent currently fetches days=30, the best proxy for\n * \"recent 1h-ish velocity\" is the last candle's close-over-previous-close\n * change (a 4h window — tight enough to capture fresh moves while respecting\n * the data we actually have).\n *\n * Returns undefined if we don't have enough data.\n */\nexport function deriveVelocityFromCandles(candles: Candle[] | undefined): number | undefined {\n  if (!candles || candles.length < 2) return undefined;\n  const last = candles[candles.length - 1]!;\n  const prev = candles[candles.length - 2]!;\n  if (!prev.close || prev.close <= 0) return undefined;\n  return last.close / prev.close - 1;\n}\n\n/**\n * Resolve the velocity to use for the gate:\n *   1. Prefer an explicit Hyperliquid 1h price change when available.\n *      (Units: decimal fraction, e.g. 0.012 for +1.2%. If the provider returns\n *      a percent instead, callers must divide by 100 before passing it in.)\n *   2. Fall back to the most-recent candle-over-candle change.\n *   3. Otherwise undefined — gate will skip.\n */\nexport function resolveVelocity(\n  priceChg1h: number | undefined,\n  candles: Candle[] | undefined,\n): number | undefined {\n  if (typeof priceChg1h === \"number\" && Number.isFinite(priceChg1h)) {\n    return priceChg1h;\n  }\n  return deriveVelocityFromCandles(candles);\n}\n\n/**\n * Post-scoring hook that downgrades BUY/SELL → HOLD when recent price\n * velocity is not aligned with the proposed direction. Preserves the original\n * action/score on `result.preVelocity` (mirrors the `preJudge` pattern).\n *\n * Rules:\n *   - BUY / STRONG_BUY:   downgrade if velocity <= buyMinPct (flat or falling)\n *   - SELL / STRONG_SELL: downgrade if velocity >= sellMaxPct (flat or rising)\n *   - HOLD: never gated\n *   - If velocity is undefined (no data): skip gate, return unchanged\n *   - If !config.velocityGateEnabled: skip gate, return unchanged\n *\n * Edge case: exactly 0 velocity on a BUY downgrades (strict <=). Same on SELL\n * for >=. This is intentional — \"flat\" price action is not confirmation.\n */\nexport function applyVelocityGate(\n  result: TokenAnalysis,\n  velocity: number | undefined,\n  config: EntryGateConfig = DEFAULT_ENTRY_GATE_CONFIG,\n  logger: (msg: string) => void = () => {},\n): TokenAnalysis {\n  if (!config.velocityGateEnabled) return result;\n  if (velocity === undefined || !Number.isFinite(velocity)) return result;\n\n  const action = result.decision.action;\n  const isBuy = action === \"BUY\" || action === \"STRONG_BUY\";\n  const isSell = action === \"SELL\" || action === \"STRONG_SELL\";\n\n  if (!isBuy && !isSell) return result;\n\n  const rejectBuy = isBuy && velocity <= config.velocityGateBuyMinPct;\n  const rejectSell = isSell && velocity >= config.velocityGateSellMaxPct;\n\n  if (!rejectBuy && !rejectSell) return result;\n\n  const direction = isBuy ? \"BUY\" : \"SELL\";\n  const threshold = isBuy ? config.velocityGateBuyMinPct : config.velocityGateSellMaxPct;\n  const pct = (velocity * 100).toFixed(2);\n  const thresholdPct = (threshold * 100).toFixed(2);\n  logger(\n    `  [velocity] DOWNGRADE ${result.token}: ${direction} ${action} blocked — 1h velocity ${pct}% ` +\n      `vs threshold ${thresholdPct}% (signal stale / exhausted)`,\n  );\n\n  return {\n    ...result,\n    preVelocity: { action: result.decision.action, score: result.decision.score },\n    decision: { ...result.decision, action: \"HOLD\" },\n  };\n}\n\n/**\n * Post-scoring gate that blocks SELL/STRONG_SELL when the market regime does\n * not support shorting. Trade log analysis (32 trades): shorts had 25% WR\n * (-$194) while longs had 67% WR (+$279). Most short losses came from fading\n * a recovery trend — the regime was ranging or trending-up, not bearish.\n *\n * Only allows shorts in:\n *   - trending-down: confirmed bearish regime\n *   - high-volatility: directional moves can go either way\n *\n * Blocks shorts in:\n *   - trending-up: counter-trend fade, historically destructive\n *   - ranging: choppy, no directional edge for shorts\n *   - low-volatility: not enough movement to profit from shorts\n *\n * When regime is undefined (no BTC data), the gate skips — never reject blindly.\n */\nexport function applyRegimeGate(\n  result: TokenAnalysis,\n  regime: MarketRegime | undefined,\n  config: EntryGateConfig = DEFAULT_ENTRY_GATE_CONFIG,\n  logger: (msg: string) => void = () => {},\n): TokenAnalysis {\n  if (!config.regimeGateEnabled) return result;\n  if (regime === undefined) return result;\n\n  const action = result.decision.action;\n  const isSell = action === \"SELL\" || action === \"STRONG_SELL\";\n\n  if (!isSell) return result;\n\n  if (SHORT_ALLOWED_REGIMES.has(regime)) return result;\n\n  logger(\n    `  [regime] DOWNGRADE ${result.token}: ${action} blocked — regime \"${regime}\" ` +\n      `does not support shorts (allowed: ${[...SHORT_ALLOWED_REGIMES].join(\", \")})`,\n  );\n\n  return {\n    ...result,\n    preRegime: { action: result.decision.action, score: result.decision.score },\n    decision: { ...result.decision, action: \"HOLD\" },\n  };\n}\n\n/**\n * Blocks entries whose score is created only by noisy/lagging signals. Recent\n * signal analysis showed momentum, TradingView, funding, and HL flow were\n * negative-edge inputs; this gate requires a separate aligned alpha source.\n */\nexport function applyRealAlphaGate(\n  result: TokenAnalysis,\n  config: EntryGateConfig = DEFAULT_ENTRY_GATE_CONFIG,\n  logger: (msg: string) => void = () => {},\n): TokenAnalysis {\n  if (!config.realAlphaGateEnabled) return result;\n\n  const action = result.decision.action;\n  const isBuy = action === \"BUY\" || action === \"STRONG_BUY\";\n  const isSell = action === \"SELL\" || action === \"STRONG_SELL\";\n  if (!isBuy && !isSell) return result;\n\n  const direction = isBuy ? 1 : -1;\n  if (hasAlignedRealAlpha(result, direction)) return result;\n\n  logger(\n    `  [alpha] DOWNGRADE ${result.token}: ${action} blocked — no aligned real-alpha ` +\n      `signal (requires smartMoney, fundamental, narrativeVacuum, or whaleIntent)`,\n  );\n\n  return {\n    ...result,\n    preAlpha: { action: result.decision.action, score: result.decision.score },\n    decision: { ...result.decision, action: \"HOLD\" },\n  };\n}\n","/**\n * Market regime detection module — analyzes BTC to classify market state.\n * Helps adjust strategy confidence based on current macro conditions.\n */\n\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport type { Candle } from \"./technical.js\";\nimport { calculateEMA, calculateBollingerBands, calculateATR } from \"./technical.js\";\n\nexport type MarketRegime = \"trending-up\" | \"trending-down\" | \"ranging\" | \"high-volatility\" | \"low-volatility\";\n\nexport interface RegimeAnalysis {\n  regime: MarketRegime;\n  confidence: number;        // 0-1 how sure we are about the regime\n  btcTrend: \"up\" | \"down\" | \"neutral\";\n  volatilityLevel: \"low\" | \"normal\" | \"high\" | \"extreme\";\n  details: string;\n  strategyAdjustments: Record<string, number>; // multiplier per strategy name (0.0 to 1.5)\n}\n\ninterface RegimeCache {\n  timestamp: number;\n  analysis: RegimeAnalysis;\n}\n\nexport class MarketRegimeDetector {\n  private cacheDir: string;\n  private cacheFile: string;\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'regime.json');\n  }\n\n  /**\n   * Detect current market regime using BTC candles.\n   * Returns cached result if less than 5 minutes old.\n   */\n  async detect(btcCandles: Candle[]): Promise<RegimeAnalysis> {\n    // Check cache first\n    try {\n      const cached = await this.loadCache();\n      const now = Date.now();\n      const cacheAge = now - cached.timestamp;\n      // 5-minute TTL — cycles run every ~25min, but a 15min cache lagged real\n      // regime shifts by up to a full cycle. 5min keeps the cache useful for\n      // back-to-back short scans while staying close to live state.\n      const CACHE_DURATION = 5 * 60 * 1000;\n\n      if (cacheAge < CACHE_DURATION) {\n        return cached.analysis;\n      }\n    } catch {\n      // Cache miss or invalid, continue to fresh analysis\n    }\n\n    const analysis = await this.analyzeBtc(btcCandles);\n\n    // Save to cache\n    try {\n      await this.saveCache(analysis);\n    } catch {\n      // Non-critical, continue without caching\n    }\n\n    return analysis;\n  }\n\n  /**\n   * Pure regime classification from a candle window — no network calls,\n   * no cache, no BTC dominance lookup. Use this from the backtester to\n   * compute regime per-candle without look-ahead bias or external IO.\n   */\n  static classifyFromCandles(candles: Candle[]): RegimeAnalysis {\n    const detector = new MarketRegimeDetector();\n    return detector.classifySync(candles);\n  }\n\n  /** Synchronous candle-only analysis — same logic as analyzeBtc minus dominance/IO. */\n  classifySync(candles: Candle[]): RegimeAnalysis {\n    if (candles.length < 60) {\n      return this.fallbackAnalysis(\"Insufficient BTC data for regime analysis\");\n    }\n\n    const closes = candles.map((c) => c.close);\n    const currentPrice = closes[closes.length - 1]!;\n\n    // ── Fast momentum override — shared with analyzeBtc ──\n    const momentumResult = this.checkMomentumOverride(candles, currentPrice);\n    if (momentumResult) return momentumResult;\n\n    // ── Standard EMA/ADX regime classification ──\n    // Apr 2026 audit: switched from EMA(50,200) + ADX(14) to EMA(21,50) + ADX(7).\n    // On 4h candles EMA(50,200) lagged 200+ hours — missed the Apr 13-14 BTC rally\n    // entirely. Faster EMAs + ADX(7) respond in ~28-50 hours instead.\n    const ema21 = calculateEMA(closes, 21);\n    const ema50 = calculateEMA(closes, 50);\n    const currentEma21 = this.getLastValidValue(ema21);\n    const currentEma50 = this.getLastValidValue(ema50);\n\n    const bb = calculateBollingerBands(candles, 20, 2.0);\n    const currentBbWidth = this.getLastValidValue(bb.width);\n\n    const atr = calculateATR(candles, 14);\n    const currentAtr = this.getLastValidValue(atr);\n    const atrRatio = currentAtr / currentPrice;\n\n    const adx = this.calculateADX(candles, 7);\n    const currentAdx = this.getLastValidValue(adx);\n\n    let btcTrend: RegimeAnalysis[\"btcTrend\"] = \"neutral\";\n    if (!isNaN(currentEma21) && !isNaN(currentEma50)) {\n      if (currentPrice > currentEma21 && currentEma21 > currentEma50) {\n        btcTrend = \"up\";\n      } else if (currentPrice < currentEma21 && currentEma21 < currentEma50) {\n        btcTrend = \"down\";\n      }\n    }\n\n    let volatilityLevel: RegimeAnalysis[\"volatilityLevel\"] = \"normal\";\n    if (!isNaN(currentBbWidth)) {\n      if (currentBbWidth < 0.04) volatilityLevel = \"low\";\n      else if (currentBbWidth > 0.20) volatilityLevel = \"extreme\";\n      else if (currentBbWidth > 0.10) volatilityLevel = \"high\";\n    }\n\n    let regime: MarketRegime;\n    let confidence: number;\n    let details: string;\n\n    if (volatilityLevel === \"extreme\") {\n      regime = \"high-volatility\";\n      confidence = 0.9;\n      details = `Extreme volatility (BB ${currentBbWidth.toFixed(3)}, ATR ${atrRatio.toFixed(3)})`;\n    } else if (volatilityLevel === \"low\" && currentAdx < 15) {\n      regime = \"low-volatility\";\n      confidence = 0.8;\n      details = `Low volatility (BB ${currentBbWidth.toFixed(3)}, ADX ${currentAdx.toFixed(1)})`;\n    } else {\n      if (currentAdx > 20 && btcTrend !== \"neutral\") {\n        if (btcTrend === \"up\") {\n          regime = \"trending-up\";\n          confidence = Math.min(0.9, 0.6 + (currentAdx - 20) * 0.01);\n          details = `Strong uptrend (ADX ${currentAdx.toFixed(1)})`;\n        } else {\n          regime = \"trending-down\";\n          confidence = Math.min(0.9, 0.6 + (currentAdx - 20) * 0.01);\n          details = `Strong downtrend (ADX ${currentAdx.toFixed(1)})`;\n        }\n      } else {\n        regime = \"ranging\";\n        confidence = currentAdx < 15 ? 0.7 : 0.5;\n        details = `Ranging (ADX ${currentAdx.toFixed(1)})`;\n      }\n    }\n\n    return {\n      regime,\n      confidence,\n      btcTrend,\n      volatilityLevel,\n      details,\n      strategyAdjustments: this.getStrategyAdjustments(regime),\n    };\n  }\n\n  private async analyzeBtc(candles: Candle[]): Promise<RegimeAnalysis> {\n    // Delegate to the synchronous classifier — the async BTC dominance\n    // fetch was dead code (checked absolute level, not trend; result\n    // only appended to details string, never used in classification).\n    return this.classifySync(candles);\n  }\n\n  private calculateADX(candles: Candle[], period: number): number[] {\n    if (candles.length < period + 1) return [];\n\n    // Calculate True Range and Directional Movement\n    const trueRanges: number[] = [];\n    const dmPlus: number[] = [];\n    const dmMinus: number[] = [];\n\n    for (let i = 1; i < candles.length; i++) {\n      const curr = candles[i]!;\n      const prev = candles[i - 1]!;\n\n      // True Range\n      const tr = Math.max(\n        curr.high - curr.low,\n        Math.abs(curr.high - prev.close),\n        Math.abs(curr.low - prev.close)\n      );\n      trueRanges.push(tr);\n\n      // Directional Movement\n      const upMove = curr.high - prev.high;\n      const downMove = prev.low - curr.low;\n\n      dmPlus.push(upMove > downMove && upMove > 0 ? upMove : 0);\n      dmMinus.push(downMove > upMove && downMove > 0 ? downMove : 0);\n    }\n\n    // Smooth the values using Wilder's smoothing\n    const smoothTR = this.wilderSmooth(trueRanges, period);\n    const smoothDMPlus = this.wilderSmooth(dmPlus, period);\n    const smoothDMMinus = this.wilderSmooth(dmMinus, period);\n\n    // Calculate DI+ and DI-\n    const diPlus: number[] = [];\n    const diMinus: number[] = [];\n    const dx: number[] = [];\n\n    for (let i = 0; i < smoothTR.length; i++) {\n      if (smoothTR[i] > 0) {\n        const diP = (smoothDMPlus[i] / smoothTR[i]) * 100;\n        const diM = (smoothDMMinus[i] / smoothTR[i]) * 100;\n        diPlus.push(diP);\n        diMinus.push(diM);\n\n        // Calculate DX\n        const diSum = diP + diM;\n        if (diSum > 0) {\n          dx.push((Math.abs(diP - diM) / diSum) * 100);\n        } else {\n          dx.push(0);\n        }\n      } else {\n        diPlus.push(0);\n        diMinus.push(0);\n        dx.push(0);\n      }\n    }\n\n    // ADX is the smoothed DX\n    return this.wilderSmooth(dx, period);\n  }\n\n  private wilderSmooth(values: number[], period: number): number[] {\n    const result: number[] = [];\n\n    for (let i = 0; i < values.length; i++) {\n      if (i < period - 1) {\n        result.push(NaN);\n      } else if (i === period - 1) {\n        // Initial smoothed value is simple average\n        const sum = values.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);\n        result.push(sum / period);\n      } else {\n        // Subsequent values use Wilder's smoothing\n        const prev = result[i - 1]!;\n        const current = values[i]!;\n        result.push((prev * (period - 1) + current) / period);\n      }\n    }\n\n    return result;\n  }\n\n  /**\n   * Fast momentum check — catches intraday trends that EMA/ADX miss.\n   * Returns a RegimeAnalysis if momentum override fires, or null to fall\n   * through to the standard EMA/ADX classification.\n   *\n   * Threshold is volatility-adjusted: 1.5× the 14-candle ATR as a\n   * percentage of current price, floored at 2% and capped at 8%.\n   * - BTC (daily ATR ~2%): threshold ≈ 3% — same as before\n   * - SOL (daily ATR ~5%): threshold ≈ 7.5% — avoids false triggers on normal alt vol\n   * - FARTCOIN (daily ATR ~10%): threshold = 8% cap — only fires on genuinely unusual moves\n   *\n   * Requirements for trending-up: price above threshold AND in the upper\n   * half of the range (prevents false positives on bounces within a larger\n   * downtrend). Symmetric for trending-down.\n   */\n  private checkMomentumOverride(candles: Candle[], currentPrice: number): RegimeAnalysis | null {\n    const MOMENTUM_LOOKBACK = 24;\n    const MIN_THRESHOLD = 0.02; // floor: 2%\n    const MAX_THRESHOLD = 0.08; // cap: 8%\n    const ATR_MULTIPLIER = 1.5;\n\n    // Compute 14-period ATR as a percentage of current price for vol-adjustment\n    const atrValues = calculateATR(candles, 14);\n    const currentAtr = this.getLastValidValue(atrValues);\n    const atrPct = currentPrice > 0 && !isNaN(currentAtr) ? currentAtr / currentPrice : 0.02;\n    const threshold = Math.min(MAX_THRESHOLD, Math.max(MIN_THRESHOLD, atrPct * ATR_MULTIPLIER));\n\n    // Compute volatility level BEFORE the override so it propagates\n    // into the returned RegimeAnalysis. Previously hardcoded \"normal\"\n    // which masked extreme volatility during fast moves.\n    const bb = calculateBollingerBands(candles, 20, 2.0);\n    const currentBbWidth = this.getLastValidValue(bb.width);\n    let volLevel: RegimeAnalysis[\"volatilityLevel\"] = \"normal\";\n    if (!isNaN(currentBbWidth)) {\n      if (currentBbWidth < 0.04) volLevel = \"low\";\n      else if (currentBbWidth > 0.20) volLevel = \"extreme\";\n      else if (currentBbWidth > 0.10) volLevel = \"high\";\n    }\n\n    const recentCandles = candles.slice(-MOMENTUM_LOOKBACK);\n    const recentLow = Math.min(...recentCandles.map((c) => c.low));\n    const recentHigh = Math.max(...recentCandles.map((c) => c.high));\n    const pctAboveLow = recentLow > 0 ? (currentPrice - recentLow) / recentLow : 0;\n    const pctBelowHigh = recentHigh > 0 ? (recentHigh - currentPrice) / recentHigh : 0;\n\n    const recentMid = (recentHigh + recentLow) / 2;\n    const inUpperHalf = currentPrice >= recentMid;\n    const inLowerHalf = currentPrice <= recentMid;\n\n    if (pctAboveLow >= threshold && inUpperHalf) {\n      return {\n        regime: \"trending-up\",\n        confidence: Math.min(0.85, 0.5 + pctAboveLow * 5),\n        btcTrend: \"up\",\n        volatilityLevel: volLevel,\n        details: `Momentum override: price +${(pctAboveLow * 100).toFixed(1)}% above ${MOMENTUM_LOOKBACK}-candle low (threshold ${(threshold * 100).toFixed(1)}%, ATR-adjusted)`,\n        strategyAdjustments: this.getStrategyAdjustments(\"trending-up\"),\n      };\n    }\n    if (pctBelowHigh >= threshold && inLowerHalf) {\n      return {\n        regime: \"trending-down\",\n        confidence: Math.min(0.85, 0.5 + pctBelowHigh * 5),\n        btcTrend: \"down\",\n        volatilityLevel: volLevel,\n        details: `Momentum override: price -${(pctBelowHigh * 100).toFixed(1)}% below ${MOMENTUM_LOOKBACK}-candle high (threshold ${(threshold * 100).toFixed(1)}%, ATR-adjusted)`,\n        strategyAdjustments: this.getStrategyAdjustments(\"trending-down\"),\n      };\n    }\n    return null;\n  }\n\n  private getStrategyAdjustments(regime: MarketRegime): Record<string, number> {\n    // Only active strategies. Trend-aligned signals boosted during trends,\n    // contrarian signals boosted during ranging.\n    const baseMultipliers: Record<MarketRegime, Record<string, number>> = {\n      \"trending-up\": {\n        breakoutOnChain: 1.3,\n        fundingRate: 1.0,\n        dexFlow: 1.2,\n        sentimentContrarian: 0.7,\n        hyperliquidFlow: 1.2,\n        multiTimeframe: 1.2,\n        crossSectionalMomentum: 1.2,\n        tradingviewSignal: 1.0,\n      },\n      \"trending-down\": {\n        breakoutOnChain: 1.3,\n        fundingRate: 1.2,\n        dexFlow: 1.2,\n        sentimentContrarian: 0.8,\n        hyperliquidFlow: 1.3,\n        multiTimeframe: 1.2,\n        crossSectionalMomentum: 1.2,\n        tradingviewSignal: 1.0,\n      },\n      \"ranging\": {\n        breakoutOnChain: 0.5,\n        fundingRate: 1.0,\n        dexFlow: 0.8,\n        sentimentContrarian: 1.3,\n        hyperliquidFlow: 1.0,\n        multiTimeframe: 0.8,\n        crossSectionalMomentum: 1.0,\n        tradingviewSignal: 1.0,\n      },\n      \"high-volatility\": {\n        breakoutOnChain: 1.0,\n        fundingRate: 1.0,\n        dexFlow: 0.7,\n        sentimentContrarian: 0.7,\n        hyperliquidFlow: 0.7,\n        multiTimeframe: 0.7,\n        crossSectionalMomentum: 0.8,\n        tradingviewSignal: 0.8,\n      },\n      \"low-volatility\": {\n        breakoutOnChain: 1.3,\n        fundingRate: 0.8,\n        dexFlow: 0.8,\n        sentimentContrarian: 0.8,\n        hyperliquidFlow: 0.8,\n        multiTimeframe: 1.2,\n        crossSectionalMomentum: 1.0,\n        tradingviewSignal: 1.0,\n      },\n    };\n\n    return baseMultipliers[regime];\n  }\n\n  private getLastValidValue(arr: number[]): number {\n    for (let i = arr.length - 1; i >= 0; i--) {\n      if (!isNaN(arr[i]!)) return arr[i]!;\n    }\n    return NaN;\n  }\n\n  private fallbackAnalysis(reason: string): RegimeAnalysis {\n    return {\n      regime: \"ranging\",\n      confidence: 0.3,\n      btcTrend: \"neutral\",\n      volatilityLevel: \"normal\",\n      details: reason,\n      strategyAdjustments: {\n        breakoutOnChain: 1.0,\n        fundingRate: 1.0,\n        dexFlow: 1.0,\n        sentimentContrarian: 1.0,\n        hyperliquidFlow: 1.0,\n        multiTimeframe: 1.0,\n        crossSectionalMomentum: 1.0,\n        tradingviewSignal: 1.0,\n      },\n    };\n  }\n\n  private async loadCache(): Promise<RegimeCache> {\n    const data = await readFile(this.cacheFile, 'utf-8');\n    return JSON.parse(data) as RegimeCache;\n  }\n\n  private async saveCache(analysis: RegimeAnalysis): Promise<void> {\n    await mkdir(this.cacheDir, { recursive: true });\n    const cache: RegimeCache = {\n      timestamp: Date.now(),\n      analysis,\n    };\n    await writeFile(this.cacheFile, JSON.stringify(cache, null, 2), 'utf-8');\n  }\n}","/**\n * Correlation guard module — prevents going long on alts when BTC is bearish.\n * Uses BTC technicals to assess market structure and suppress/boost alt signals.\n */\n\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport type { Candle } from \"./technical.js\";\nimport { calculateEMA, calculateRSI, calculateMACD } from \"./technical.js\";\nimport { CoinGeckoProvider } from \"../providers/data/coingecko.js\";\nimport { HyperliquidProvider } from \"../providers/data/hyperliquid.js\";\n\nexport interface CorrelationCheck {\n  btcBias: \"bullish\" | \"bearish\" | \"neutral\";\n  btcScore: number;        // -1 to +1\n  shouldSuppress: boolean; // true if alt long signal should be reduced\n  suppressionFactor: number; // 0.0 to 1.0 multiplier on alt signals\n  reason: string;\n}\n\ninterface CorrelationCache {\n  timestamp: number;\n  btcStructure: BtcStructure;\n}\n\ninterface BtcStructure {\n  price: number;\n  ema50: number;\n  ema200: number;\n  rsi: number;\n  macdDirection: \"bullish\" | \"bearish\" | \"neutral\";\n  score: number;\n}\n\nexport class CorrelationGuard {\n  private cacheDir: string;\n  private cacheFile: string;\n  private coingecko: CoinGeckoProvider;\n  private hyperliquid: HyperliquidProvider;\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'btc-correlation.json');\n    this.coingecko = new CoinGeckoProvider();\n    this.hyperliquid = new HyperliquidProvider();\n  }\n\n  /**\n   * Check correlation and return suppression factors for a given token.\n   * BTC itself is never suppressed. Stablecoins are never suppressed.\n   */\n  async checkCorrelation(tokenId: string): Promise<CorrelationCheck> {\n    // Skip correlation check for BTC and stablecoins\n    if (this.shouldSkipCorrelation(tokenId)) {\n      return this.neutralCheck(\"BTC or stablecoin - no correlation suppression\");\n    }\n\n    // Get BTC structure (cached for 10 minutes)\n    const btcStructure = await this.getBtcStructure();\n\n    // Determine BTC bias and score\n    const { bias, score, reason } = this.assessBtcBias(btcStructure);\n\n    // Calculate suppression for alt tokens\n    const { shouldSuppress, suppressionFactor } = this.calculateSuppression(bias, score);\n\n    return {\n      btcBias: bias,\n      btcScore: score,\n      shouldSuppress,\n      suppressionFactor,\n      reason,\n    };\n  }\n\n  private shouldSkipCorrelation(tokenId: string): boolean {\n    // Skip BTC itself\n    if (tokenId === \"bitcoin\") return true;\n\n    // Skip stablecoins\n    const stablecoins = [\n      \"tether\", \"usd-coin\", \"binance-usd\", \"dai\", \"frax\",\n      \"trueusd\", \"paxos-standard\", \"gemini-dollar\", \"liquity-usd\"\n    ];\n\n    return stablecoins.includes(tokenId);\n  }\n\n  private async getBtcStructure(): Promise<BtcStructure> {\n    // Check cache first (5-min TTL — HL data is free and fast, no rate-limit concern).\n    let cached: CorrelationCache | undefined;\n    try {\n      cached = await this.loadCache();\n      const cacheAge = Date.now() - cached.timestamp;\n      const CACHE_DURATION = 5 * 60 * 1000; // 5 minutes — HL data is real-time and free\n      if (cacheAge < CACHE_DURATION && cached.btcStructure.price > 0) {\n        return cached.btcStructure;\n      }\n    } catch {\n      // Cache miss — continue to fresh analysis.\n    }\n\n    // PRIMARY: Hyperliquid native data (free, no rate limits, real-time)\n    const hlStructure = await this.analyzeBtcFromHL();\n    if (hlStructure && hlStructure.price > 0) {\n      try { await this.saveCache(hlStructure); } catch { /* non-critical */ }\n      return hlStructure;\n    }\n\n    // FALLBACK: CoinGecko OHLC (rate-limited on free tier, often 429s)\n    const cgStructure = await this.analyzeBtcFromCG();\n    if (cgStructure.price > 0) {\n      try { await this.saveCache(cgStructure); } catch { /* non-critical */ }\n      return cgStructure;\n    }\n\n    // Both failed — prefer stale-but-real cache over neutral fallback.\n    if (cached && cached.btcStructure.price > 0) {\n      return cached.btcStructure;\n    }\n\n    return cgStructure; // neutral fallback\n  }\n\n  /**\n   * PRIMARY path: derive BTC structure from Hyperliquid exchange data.\n   *\n   * Uses mark price, 24h price change, funding rate, OI change, order-book\n   * imbalance, and large-trades bias — all fetched in a single free API call\n   * with no rate-limit risk. Replaces the CG OHLC path that was permanently\n   * 429-ing on the free tier and poisoning the correlation cache.\n   *\n   * Scoring weights mirror the CG path's 40/30/30 split:\n   *  - 24h momentum (40%) — replaces EMA alignment\n   *  - Funding direction (30%) — replaces MACD histogram\n   *  - Flow bias (30%) — replaces RSI, derived from OB imbalance + large trades\n   */\n  private async analyzeBtcFromHL(): Promise<BtcStructure | null> {\n    try {\n      const data = await this.hyperliquid.getHyperliquidData(\"bitcoin\");\n      if (!data || data.markPrice <= 0) return null;\n\n      let score = 0;\n\n      // 24h momentum (40% weight) — replaces EMA alignment\n      const pctChange24h = data.prevDayPrice > 0\n        ? (data.markPrice - data.prevDayPrice) / data.prevDayPrice\n        : 0;\n      if (pctChange24h > 0.01) score += 0.4;       // >+1% day → bullish\n      else if (pctChange24h < -0.01) score -= 0.4;  // <-1% day → bearish\n      else score += pctChange24h * 40;               // linear between ±1%\n\n      // Funding direction (30% weight) — replaces MACD\n      // Positive funding = longs overleveraged = potentially bearish\n      // Negative = shorts overleveraged = potentially bullish\n      const fr = data.fundingRate;\n      if (fr > 0.0001) score -= 0.3;       // strong positive funding → bearish signal\n      else if (fr < -0.0001) score += 0.3;  // strong negative funding → bullish signal\n      else score -= fr * 3000;               // linear in between (inverted — high funding is bearish)\n\n      // Flow bias (30% weight) — replaces RSI\n      // Combine order-book imbalance + large-trades net direction\n      const flowBias = (data.orderBookImbalance + data.largeTradesBias) / 2;\n      if (flowBias > 0.2) score += 0.3;\n      else if (flowBias < -0.2) score -= 0.3;\n      else score += flowBias * 1.5;  // linear scale\n\n      score = Math.max(-1, Math.min(1, score));\n\n      // Map to BtcStructure — ema50/ema200/rsi aren't computed from HL data,\n      // but score + price + macdDirection are the only fields consumed by\n      // assessBtcBias / calculateSuppression downstream. Set the rest to\n      // sentinel values that won't confuse debuggers.\n      const macdDirection: BtcStructure[\"macdDirection\"] =\n        fr > 0.0001 ? \"bearish\" : fr < -0.0001 ? \"bullish\" : \"neutral\";\n\n      return {\n        price: data.markPrice,\n        ema50: 0,    // not available from HL — unused in scoring\n        ema200: 0,   // not available from HL — unused in scoring\n        rsi: 50,     // not available from HL — unused in scoring\n        macdDirection,\n        score,\n      };\n    } catch (err) {\n      console.warn(`BTC structure from Hyperliquid failed: ${(err as Error).message}`);\n      return null;\n    }\n  }\n\n  /** FALLBACK: CoinGecko OHLC-based BTC analysis. Rate-limited on free tier. */\n  private async analyzeBtcFromCG(): Promise<BtcStructure> {\n    try {\n      // Fetch BTC candles (90 days for EMAs — CoinGecko returns daily candles at days>=90,\n      // giving us ~90 bars, enough for the 50-bar floor required by EMA/RSI/MACD history).\n      const ohlcData = await this.coingecko.getOHLC(\"bitcoin\", 90);\n\n      if (!ohlcData || ohlcData.length < 50) {\n        throw new Error(\"Insufficient BTC data\");\n      }\n\n      const candles: Candle[] = ohlcData.map((c: number[]) => ({\n        timestamp: c[0]!,\n        open: c[1]!,\n        high: c[2]!,\n        low: c[3]!,\n        close: c[4] ?? c[3]!,\n        volume: 0, // Not needed for structure assessment\n      }));\n\n      const closes = candles.map(c => c.close);\n      const currentPrice = closes[closes.length - 1]!;\n\n      // Calculate technical indicators\n      const ema50Array = calculateEMA(closes, 50);\n      const ema200Array = calculateEMA(closes, 200);\n      const rsiArray = calculateRSI(candles, 14);\n      const macd = calculateMACD(candles, 12, 26, 9);\n\n      // Get latest valid values\n      const ema50 = this.getLastValidValue(ema50Array);\n      const ema200 = this.getLastValidValue(ema200Array);\n      const rsi = this.getLastValidValue(rsiArray);\n      const macdHistogram = this.getLastValidValue(macd.histogram);\n\n      // Determine MACD direction\n      let macdDirection: BtcStructure[\"macdDirection\"] = \"neutral\";\n      if (!isNaN(macdHistogram)) {\n        if (macdHistogram > 0.1) macdDirection = \"bullish\";\n        else if (macdHistogram < -0.1) macdDirection = \"bearish\";\n      }\n\n      // Calculate composite score (-1 to +1)\n      let score = 0;\n\n      // EMA alignment (40% weight)\n      if (!isNaN(ema50) && !isNaN(ema200)) {\n        if (currentPrice > ema50 && ema50 > ema200) {\n          score += 0.4; // Bullish alignment\n        } else if (currentPrice < ema50 && ema50 < ema200) {\n          score -= 0.4; // Bearish alignment\n        }\n        // Neutral if mixed\n      }\n\n      // RSI (30% weight)\n      if (!isNaN(rsi)) {\n        if (rsi < 40) {\n          score += 0.3; // Oversold = potentially bullish\n        } else if (rsi > 60) {\n          score -= 0.3; // Overbought = potentially bearish\n        }\n        // Scale linearly between 40-60\n        else {\n          const rsiScore = -((rsi - 50) / 10) * 0.15; // Max ±0.15 in neutral range\n          score += rsiScore;\n        }\n      }\n\n      // MACD direction (30% weight)\n      if (macdDirection === \"bullish\") {\n        score += 0.3;\n      } else if (macdDirection === \"bearish\") {\n        score -= 0.3;\n      }\n\n      // Clamp score to [-1, 1]\n      score = Math.max(-1, Math.min(1, score));\n\n      return {\n        price: currentPrice,\n        ema50: isNaN(ema50) ? 0 : ema50,\n        ema200: isNaN(ema200) ? 0 : ema200,\n        rsi: isNaN(rsi) ? 50 : rsi,\n        macdDirection,\n        score,\n      };\n\n    } catch (error) {\n      console.warn(`BTC structure analysis failed: ${(error as Error).message}`);\n\n      // Return neutral structure on failure\n      return {\n        price: 0,\n        ema50: 0,\n        ema200: 0,\n        rsi: 50,\n        macdDirection: \"neutral\",\n        score: 0,\n      };\n    }\n  }\n\n  private assessBtcBias(structure: BtcStructure): { bias: CorrelationCheck[\"btcBias\"], score: number, reason: string } {\n    const score = structure.score;\n\n    if (score < -0.3) {\n      const components = [];\n      if (structure.price > 0 && structure.ema50 > 0 && structure.ema200 > 0) {\n        if (structure.price < structure.ema50 && structure.ema50 < structure.ema200) {\n          components.push(\"below EMAs\");\n        }\n      }\n      if (structure.rsi < 40) components.push(`RSI ${structure.rsi.toFixed(1)}`);\n      if (structure.macdDirection === \"bearish\") components.push(\"MACD bearish\");\n\n      return {\n        bias: \"bearish\",\n        score,\n        reason: `BTC bearish (${score.toFixed(2)}) — ${components.join(\", \") || \"weak structure\"}`,\n      };\n    }\n\n    if (score > 0.3) {\n      const components = [];\n      if (structure.price > 0 && structure.ema50 > 0 && structure.ema200 > 0) {\n        if (structure.price > structure.ema50 && structure.ema50 > structure.ema200) {\n          components.push(\"above EMAs\");\n        }\n      }\n      if (structure.rsi > 60) components.push(`RSI ${structure.rsi.toFixed(1)}`);\n      if (structure.macdDirection === \"bullish\") components.push(\"MACD bullish\");\n\n      return {\n        bias: \"bullish\",\n        score,\n        reason: `BTC bullish (${score.toFixed(2)}) — ${components.join(\", \") || \"strong structure\"}`,\n      };\n    }\n\n    return {\n      bias: \"neutral\",\n      score,\n      reason: `BTC neutral (${score.toFixed(2)}) — mixed signals`,\n    };\n  }\n\n  private calculateSuppression(bias: CorrelationCheck[\"btcBias\"], score: number): { shouldSuppress: boolean, suppressionFactor: number } {\n    if (bias === \"bearish\") {\n      // Strong bearish: suppress longs heavily, boost shorts slightly\n      const suppressionFactor = 1 + score; // score is negative, so this reduces the factor\n      return {\n        shouldSuppress: true,\n        suppressionFactor: Math.max(0.1, suppressionFactor), // Min 10% of original signal\n      };\n    }\n\n    if (bias === \"bullish\") {\n      // Strong bullish: boost longs slightly, suppress shorts\n      const boostFactor = 1 + score * 0.2; // Max 20% boost for longs\n      return {\n        shouldSuppress: false,\n        suppressionFactor: Math.min(1.2, boostFactor), // Max 20% boost\n      };\n    }\n\n    // Neutral: no suppression\n    return {\n      shouldSuppress: false,\n      suppressionFactor: 1.0,\n    };\n  }\n\n  private neutralCheck(reason: string): CorrelationCheck {\n    return {\n      btcBias: \"neutral\",\n      btcScore: 0,\n      shouldSuppress: false,\n      suppressionFactor: 1.0,\n      reason,\n    };\n  }\n\n  private getLastValidValue(arr: number[]): number {\n    for (let i = arr.length - 1; i >= 0; i--) {\n      if (!isNaN(arr[i]!)) return arr[i]!;\n    }\n    return NaN;\n  }\n\n  private async loadCache(): Promise<CorrelationCache> {\n    const data = await readFile(this.cacheFile, 'utf-8');\n    return JSON.parse(data) as CorrelationCache;\n  }\n\n  private async saveCache(btcStructure: BtcStructure): Promise<void> {\n    await mkdir(this.cacheDir, { recursive: true });\n    const cache: CorrelationCache = {\n      timestamp: Date.now(),\n      btcStructure,\n    };\n    await writeFile(this.cacheFile, JSON.stringify(cache, null, 2), 'utf-8');\n  }\n}","/**\n * Smart alert system for regime transitions and signal changes.\n * Detects meaningful state changes and generates prioritized alerts.\n */\n\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport { createHash } from \"node:crypto\";\nimport type { MarketRegime } from \"./regime.js\";\nimport type { TokenAnalysis } from \"./index.js\";\n\nexport type AlertPriority = \"critical\" | \"high\" | \"medium\" | \"low\";\n\nexport interface Alert {\n  id: string;              // unique hash\n  priority: AlertPriority;\n  type: string;            // e.g. \"regime-transition\", \"signal-divergence\", \"volume-anomaly\"\n  title: string;           // short headline\n  details: string;         // full explanation\n  tokenId: string;\n  timestamp: number;\n  acknowledged: boolean;\n  sent: boolean;           // whether alert was sent via Telegram\n}\n\nexport interface AlertConfig {\n  enableRegimeAlerts: boolean;\n  enableSignalAlerts: boolean;\n  enableVolumeAlerts: boolean;\n  minPriority: AlertPriority;\n}\n\ninterface AlertState {\n  lastRegime: MarketRegime | null;\n  lastRegimeAt: number;\n  lastSignals: Record<string, number>;\n  alerts: Alert[];\n  lastVolumeCheck: Record<string, { twitterVolume: number; hlVolume?: number; timestamp: number }>;\n}\n\nconst DEFAULT_CONFIG: AlertConfig = {\n  enableRegimeAlerts: true,\n  enableSignalAlerts: true,\n  enableVolumeAlerts: true,\n  minPriority: \"medium\",\n};\n\nexport class AlertSystem {\n  private stateDir: string;\n  private stateFile: string;\n  private configFile: string;\n  private config: AlertConfig;\n\n  constructor() {\n    this.stateDir = join(homedir(), '.sherwood', 'agent');\n    this.stateFile = join(this.stateDir, 'alerts-state.json');\n    this.configFile = join(this.stateDir, 'alerts-config.json');\n    this.config = DEFAULT_CONFIG;\n  }\n\n  /**\n   * Process analysis results and generate alerts for state changes.\n   */\n  async processAnalysis(analyses: TokenAnalysis[]): Promise<Alert[]> {\n    const state = await this.loadState();\n    const newAlerts: Alert[] = [];\n\n    // Process regime transitions (using first analysis result with regime data)\n    const regimeAnalysis = analyses.find(a => a.regime);\n    if (regimeAnalysis?.regime && this.config.enableRegimeAlerts) {\n      const regimeAlerts = this.checkRegimeTransition(state, regimeAnalysis.regime.regime);\n      newAlerts.push(...regimeAlerts);\n\n      state.lastRegime = regimeAnalysis.regime.regime;\n      state.lastRegimeAt = Date.now();\n    }\n\n    // Process signal divergences for each token\n    if (this.config.enableSignalAlerts) {\n      for (const analysis of analyses) {\n        const signalAlerts = this.checkSignalDivergence(state, analysis);\n        newAlerts.push(...signalAlerts);\n\n        // Update last signal for this token\n        state.lastSignals[analysis.token] = analysis.decision.score;\n      }\n    }\n\n    // Process volume anomalies if data is available\n    if (this.config.enableVolumeAlerts) {\n      for (const analysis of analyses) {\n        const volumeAlerts = await this.checkVolumeAnomalies(state, analysis);\n        newAlerts.push(...volumeAlerts);\n      }\n    }\n\n    // Add new alerts to state and deduplicate\n    for (const alert of newAlerts) {\n      if (!this.isAlertDuplicate(state, alert)) {\n        state.alerts.push(alert);\n      }\n    }\n\n    // Prune old alerts (keep last 50)\n    if (state.alerts.length > 50) {\n      state.alerts = state.alerts.slice(-50);\n    }\n\n    await this.saveState(state);\n    return newAlerts.filter(alert => this.shouldShowAlert(alert));\n  }\n\n  /**\n   * Get recent alerts, optionally filtered by priority.\n   */\n  async getRecentAlerts(maxAge?: number, minPriority?: AlertPriority): Promise<Alert[]> {\n    const state = await this.loadState();\n    const now = Date.now();\n    const ageLimit = maxAge ?? (24 * 60 * 60 * 1000); // Default: 24 hours\n\n    return state.alerts\n      .filter(alert => (now - alert.timestamp) <= ageLimit)\n      .filter(alert => !minPriority || this.priorityValue(alert.priority) >= this.priorityValue(minPriority))\n      .sort((a, b) => b.timestamp - a.timestamp);\n  }\n\n  /**\n   * Clear all alerts by marking them as acknowledged.\n   */\n  async clearAlerts(): Promise<void> {\n    const state = await this.loadState();\n    for (const alert of state.alerts) {\n      alert.acknowledged = true;\n    }\n    await this.saveState(state);\n  }\n\n  /**\n   * Get unsent CRITICAL/HIGH alerts from last 30min and mark them as sent.\n   */\n  async getUrgentAlerts(): Promise<Alert[]> {\n    const state = await this.loadState();\n    const now = Date.now();\n    const thirtyMinutes = 30 * 60 * 1000;\n\n    // Find unsent critical/high alerts from last 30min\n    const urgentAlerts = state.alerts.filter(alert =>\n      !alert.sent &&\n      !alert.acknowledged &&\n      (alert.priority === \"critical\" || alert.priority === \"high\") &&\n      (now - alert.timestamp) <= thirtyMinutes\n    );\n\n    if (urgentAlerts.length === 0) {\n      return [];\n    }\n\n    // Mark alerts as sent\n    for (const alert of urgentAlerts) {\n      alert.sent = true;\n    }\n\n    await this.saveState(state);\n    return urgentAlerts.sort((a, b) => b.timestamp - a.timestamp);\n  }\n\n  /**\n   * Check for regime transitions and generate alerts.\n   */\n  private checkRegimeTransition(state: AlertState, currentRegime: MarketRegime): Alert[] {\n    const alerts: Alert[] = [];\n\n    if (!state.lastRegime || state.lastRegime === currentRegime) {\n      return alerts; // No transition\n    }\n\n    const transition = `${state.lastRegime} → ${currentRegime}`;\n\n    // Define transition priorities and messages\n    const transitionMap: Record<string, { priority: AlertPriority; title: string; details: string }> = {\n      \"ranging → trending-up\": {\n        priority: \"high\",\n        title: \"Market structure shifted bullish\",\n        details: \"Market regime changed from ranging to trending-up. Breakout strategies now activating. Consider increasing position sizes for momentum plays.\"\n      },\n      \"ranging → trending-down\": {\n        priority: \"high\",\n        title: \"Market structure shifted bearish\",\n        details: \"Market regime changed from ranging to trending-down. Risk-off mode engaged. Consider reducing exposure and defensive positioning.\"\n      },\n      \"trending-up → ranging\": {\n        priority: \"medium\",\n        title: \"Uptrend losing momentum\",\n        details: \"Market regime changed from trending-up to ranging. Switching to mean reversion strategies. Momentum strategies reduced effectiveness.\"\n      },\n      \"trending-up → trending-down\": {\n        priority: \"critical\",\n        title: \"Trend reversal — bull to bear transition\",\n        details: \"Major regime shift from trending-up to trending-down. Consider significant risk reduction and potential short positions.\"\n      },\n      \"trending-down → trending-up\": {\n        priority: \"critical\",\n        title: \"Trend reversal — bear to bull transition\",\n        details: \"Major regime shift from trending-down to trending-up. Consider increasing long exposure and reducing hedges.\"\n      },\n      \"trending-up → high-volatility\": {\n        priority: \"high\",\n        title: \"Volatility spike during uptrend\",\n        details: \"Market regime changed to high-volatility from trending-up. Reducing position sizes due to increased uncertainty.\"\n      },\n      \"trending-down → high-volatility\": {\n        priority: \"high\",\n        title: \"Volatility spike during downtrend\",\n        details: \"Market regime changed to high-volatility from trending-down. Extreme caution advised - reducing position sizes.\"\n      },\n      \"ranging → high-volatility\": {\n        priority: \"high\",\n        title: \"Volatility breakout from ranging\",\n        details: \"Market regime changed to high-volatility from ranging. Preparing for directional moves but reducing sizes due to uncertainty.\"\n      },\n      \"high-volatility → trending-up\": {\n        priority: \"medium\",\n        title: \"Volatility normalizing — bullish resolution\",\n        details: \"Market regime stabilized from high-volatility to trending-up. Resuming normal position sizing with bullish bias.\"\n      },\n      \"high-volatility → trending-down\": {\n        priority: \"medium\",\n        title: \"Volatility normalizing — bearish resolution\",\n        details: \"Market regime stabilized from high-volatility to trending-down. Resuming normal position sizing with bearish bias.\"\n      },\n      \"high-volatility → ranging\": {\n        priority: \"medium\",\n        title: \"Volatility normalizing — neutral resolution\",\n        details: \"Market regime stabilized from high-volatility to ranging. Resuming normal position sizing, mean reversion strategies activated.\"\n      }\n    };\n\n    const transitionData = transitionMap[transition];\n    if (transitionData) {\n      alerts.push(this.createAlert({\n        type: \"regime-transition\",\n        priority: transitionData.priority,\n        title: transitionData.title,\n        details: transitionData.details,\n        tokenId: \"bitcoin\", // Regime is based on BTC\n      }));\n    } else {\n      // Generic transition alert for unmapped combinations\n      alerts.push(this.createAlert({\n        type: \"regime-transition\",\n        priority: \"medium\",\n        title: `Market regime changed: ${transition}`,\n        details: `Market regime transitioned from ${state.lastRegime} to ${currentRegime}. Adjusting strategy weights accordingly.`,\n        tokenId: \"bitcoin\",\n      }));\n    }\n\n    return alerts;\n  }\n\n  /**\n   * Check for significant signal changes.\n   */\n  private checkSignalDivergence(state: AlertState, analysis: TokenAnalysis): Alert[] {\n    const alerts: Alert[] = [];\n    const currentScore = analysis.decision.score;\n    const lastScore = state.lastSignals[analysis.token];\n\n    if (lastScore === undefined) {\n      return alerts; // First time seeing this token\n    }\n\n    const scoreChange = currentScore - lastScore;\n    const absChange = Math.abs(scoreChange);\n\n    // Signal flip (positive to negative or vice versa)\n    if ((lastScore > 0 && currentScore < 0) || (lastScore < 0 && currentScore > 0)) {\n      alerts.push(this.createAlert({\n        type: \"signal-divergence\",\n        priority: \"medium\",\n        title: `${analysis.token.toUpperCase()} signal flipped ${lastScore > 0 ? 'negative' : 'positive'}`,\n        details: `Signal changed from ${lastScore > 0 ? '+' : ''}${lastScore.toFixed(2)} to ${currentScore > 0 ? '+' : ''}${currentScore.toFixed(2)}. Consider reviewing position.`,\n        tokenId: analysis.token,\n      }));\n    }\n    // Rapid signal shift (>0.5 change in one scan)\n    else if (absChange > 0.5) {\n      alerts.push(this.createAlert({\n        type: \"signal-divergence\",\n        priority: \"high\",\n        title: `Rapid signal shift for ${analysis.token.toUpperCase()}`,\n        details: `Signal changed by ${scoreChange > 0 ? '+' : ''}${scoreChange.toFixed(2)} in one scan (${lastScore.toFixed(2)} → ${currentScore.toFixed(2)}). Significant momentum detected.`,\n        tokenId: analysis.token,\n      }));\n    }\n\n    return alerts;\n  }\n\n  /**\n   * Check for volume anomalies across Twitter and Hyperliquid.\n   */\n  private async checkVolumeAnomalies(state: AlertState, analysis: TokenAnalysis): Promise<Alert[]> {\n    const alerts: Alert[] = [];\n\n    // This is a placeholder for volume anomaly detection\n    // In a real implementation, you would access Twitter and Hyperliquid volume data\n    // from the analysis context and compare against historical averages\n\n    const lastVolumeData = state.lastVolumeCheck[analysis.token];\n    const now = Date.now();\n\n    // Example logic - you would replace this with actual volume data from analysis\n    // if (analysis.data.twitterData?.volumeSpike && analysis.data.hyperliquidData?.volumeRatio) {\n    //   const twitterSpike = analysis.data.twitterData.volumeSpike;\n    //   const hlVolumeRatio = analysis.data.hyperliquidData.volumeRatio;\n    //\n    //   if (twitterSpike > 5 && hlVolumeRatio > 2) {\n    //     alerts.push(this.createAlert({\n    //       type: \"volume-anomaly\",\n    //       priority: \"high\",\n    //       title: `Coordinated volume surge for ${analysis.token.toUpperCase()}`,\n    //       details: `Twitter volume ${twitterSpike.toFixed(1)}x spike with ${hlVolumeRatio.toFixed(1)}x Hyperliquid volume. Monitor for breakout.`,\n    //       tokenId: analysis.token,\n    //     }));\n    //   }\n    //\n    //   // Update volume tracking\n    //   state.lastVolumeCheck[analysis.token] = {\n    //     twitterVolume: twitterSpike,\n    //     hlVolume: hlVolumeRatio,\n    //     timestamp: now,\n    //   };\n    // }\n\n    return alerts;\n  }\n\n  /**\n   * Create an alert with unique ID and timestamp.\n   */\n  private createAlert(params: Omit<Alert, 'id' | 'timestamp' | 'acknowledged' | 'sent'>): Alert {\n    const content = `${params.type}-${params.tokenId}-${params.title}`;\n    const id = createHash('sha256').update(content).digest('hex').substring(0, 12);\n\n    return {\n      id,\n      timestamp: Date.now(),\n      acknowledged: false,\n      sent: false,\n      ...params,\n    };\n  }\n\n  /**\n   * Check if alert is duplicate within deduplication window.\n   */\n  private isAlertDuplicate(state: AlertState, newAlert: Alert): boolean {\n    const DEDUP_WINDOW = 60 * 60 * 1000; // 1 hour\n    const now = Date.now();\n\n    return state.alerts.some(existing =>\n      existing.type === newAlert.type &&\n      existing.tokenId === newAlert.tokenId &&\n      existing.title === newAlert.title &&\n      (now - existing.timestamp) < DEDUP_WINDOW &&\n      !existing.acknowledged\n    );\n  }\n\n  /**\n   * Determine if alert should be shown based on config.\n   */\n  private shouldShowAlert(alert: Alert): boolean {\n    return this.priorityValue(alert.priority) >= this.priorityValue(this.config.minPriority);\n  }\n\n  /**\n   * Convert priority to numeric value for comparison.\n   */\n  private priorityValue(priority: AlertPriority): number {\n    const values = { low: 1, medium: 2, high: 3, critical: 4 };\n    return values[priority];\n  }\n\n  /**\n   * Load alert state from disk.\n   */\n  private async loadState(): Promise<AlertState> {\n    try {\n      const data = await readFile(this.stateFile, 'utf-8');\n      return JSON.parse(data) as AlertState;\n    } catch {\n      return {\n        lastRegime: null,\n        lastRegimeAt: 0,\n        lastSignals: {},\n        alerts: [],\n        lastVolumeCheck: {},\n      };\n    }\n  }\n\n  /**\n   * Save alert state to disk.\n   */\n  private async saveState(state: AlertState): Promise<void> {\n    try {\n      await mkdir(this.stateDir, { recursive: true });\n      await writeFile(this.stateFile, JSON.stringify(state, null, 2), 'utf-8');\n    } catch (err) {\n      console.error(`Failed to save alert state: ${(err as Error).message}`);\n    }\n  }\n\n  /**\n   * Format alerts for CLI display.\n   */\n  formatAlerts(alerts: Alert[], useMarkdown: boolean = false): string {\n    if (alerts.length === 0) {\n      return useMarkdown ? \"*No active alerts*\" : \"  No active alerts\";\n    }\n\n    const lines: string[] = [];\n\n    if (useMarkdown) {\n      lines.push(\"## ALERTS\");\n    } else {\n      lines.push(\"ALERTS\");\n    }\n\n    for (const alert of alerts.slice(0, 10)) { // Show max 10\n      const ageStr = this.formatAge(Date.now() - alert.timestamp);\n      const icon = this.getPriorityIcon(alert.priority);\n\n      if (useMarkdown) {\n        lines.push(`  ${icon} **${alert.priority.toUpperCase()}**: ${alert.title} (${ageStr})`);\n      } else {\n        lines.push(`  ${icon} ${alert.priority.toUpperCase()}: ${alert.title} (${ageStr})`);\n      }\n    }\n\n    return lines.join(\"\\n\");\n  }\n\n  /**\n   * Get emoji icon for alert priority.\n   */\n  private getPriorityIcon(priority: AlertPriority): string {\n    switch (priority) {\n      case \"critical\": return \"🔴\";\n      case \"high\": return \"🟡\";\n      case \"medium\": return \"🔵\";\n      case \"low\": return \"⚫\";\n    }\n  }\n\n  /**\n   * Format time difference for display.\n   */\n  private formatAge(ageMs: number): string {\n    const minutes = Math.floor(ageMs / (60 * 1000));\n    const hours = Math.floor(minutes / 60);\n    const days = Math.floor(hours / 24);\n\n    if (days > 0) return `${days}d ago`;\n    if (hours > 0) return `${hours}h ago`;\n    if (minutes > 0) return `${minutes}m ago`;\n    return \"just now\";\n  }\n}","/**\n * Dynamic token selection from Hyperliquid market data.\n * Selects the most interesting tokens to analyze based on volume, funding rates, and other criteria.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { safeNumber } from '../providers/data/hyperliquid.js';\n\nconst HYPERLIQUID_BASE = 'https://api.hyperliquid.xyz/info';\n\nexport interface TokenSelection {\n  tokens: string[];           // CoinGecko IDs for the agent to analyze\n  reason: Record<string, string>; // why each token was selected\n  totalMarketsScanned: number;\n  timestamp: number;\n}\n\nexport interface SelectionCriteria {\n  minVolume24h: number;       // minimum 24h volume in USD (default: $5M)\n  topByVolume: number;        // take top N by volume (default: 10)\n  fundingExtremes: number;    // take N tokens with most extreme funding (default: 5)\n  minFundingRate: number;     // absolute funding rate threshold (default: 0.03%)\n}\n\ninterface MetaAndAssetCtxs {\n  universe: Array<{\n    name: string;\n    szDecimals: number;\n  }>;\n}\n\ninterface AssetCtx {\n  funding: string;\n  openInterest: string;\n  dayNtlVlm: string;\n  markPx: string;\n  oraclePx: string;\n  prevDayPx: string;\n}\n\ninterface MarketInfo {\n  name: string;\n  volume24h: number;\n  funding: number;\n  openInterest: number;\n  markPrice: number;\n  coingeckoId?: string;\n}\n\n// Comprehensive mapping from Hyperliquid coin names to CoinGecko IDs\nconst HYPERLIQUID_TO_COINGECKO: Record<string, string> = {\n  BTC: 'bitcoin',\n  ETH: 'ethereum',\n  SOL: 'solana',\n  HYPE: 'hyperliquid',  // May not exist on CG, but try\n  XRP: 'ripple',\n  DOGE: 'dogecoin',\n  AVAX: 'avalanche-2',\n  LINK: 'chainlink',\n  SUI: 'sui',\n  NEAR: 'near',\n  AAVE: 'aave',\n  ARB: 'arbitrum',\n  TAO: 'bittensor',\n  TRUMP: 'official-trump',\n  ZEC: 'zcash',\n  BNB: 'binancecoin',\n  OP: 'optimism',\n  DOT: 'polkadot',\n  ADA: 'cardano',\n  ATOM: 'cosmos',\n  UNI: 'uniswap',\n  MKR: 'maker',\n  INJ: 'injective-protocol',\n  PENDLE: 'pendle',\n  PEPE: 'pepe',\n  ENA: 'ethena',\n  TIA: 'celestia',\n  SEI: 'sei-network',\n  APT: 'aptos',\n  FIL: 'filecoin',\n  RENDER: 'render-token',\n  JUP: 'jupiter-exchange-solana',\n  STX: 'blockstack',\n  WLD: 'worldcoin-wld',\n  FET: 'fetch-ai',\n  ONDO: 'ondo-finance',\n  LDO: 'lido-dao',\n  CRV: 'curve-dao-token',\n  BLUR: 'blur',\n  EIGEN: 'eigenlayer',\n  POL: 'polygon-ecosystem-token',\n  FARTCOIN: 'fartcoin',\n  LTC: 'litecoin',\n  MATIC: 'polygon-ecosystem-token', // POL is the new MATIC\n  TNSR: 'tensor',\n  GRASS: 'grass',\n  MOVE: 'move-network',\n  GOAT: 'goatseus-maximus',\n  PNUT: 'peanut-the-squirrel',\n  POPCAT: 'popcat',\n  NEIRO: 'neiro',\n  WIF: 'dogwifcoin',\n  BONK: 'bonk',\n  FLOKI: 'floki',\n  SHIB: 'shiba-inu',\n  MEW: 'cat-in-a-dogs-world',\n  MEME: 'memecoin',\n  AI16Z: 'ai16z',\n  VIRTUAL: 'virtual-protocol',\n  AIXBT: 'aixbt-by-virtuals',\n  ZEREBRO: 'zerebro',\n  arc: 'arc',\n  HYPURR: 'hypurr',\n  ELIZA: 'eliza',\n  GRIFFAIN: 'griffain',\n  LUNA: 'ai-analysis-token',\n  DEEP: 'deep-worm',\n  POLY: 'polyhedra-network',\n  VANA: 'vana',\n  VELODROME: 'velodrome-finance',\n  ACX: 'across-protocol',\n  COOKIE: 'cookie-dao',\n  USUAL: 'usual',\n  PENGU: 'pudgy-penguins',\n  ETHFi: 'ether-fi',\n  ETHFI: 'ether-fi',  // Alternative spelling\n  RSR: 'reserve-rights',\n  CKB: 'nervos-network',\n  RUNE: 'thorchain',\n  MANA: 'decentraland',\n  SAND: 'the-sandbox',\n  ENS: 'ethereum-name-service',\n  LRC: 'loopring',\n  IMX: 'immutable-x',\n  GALA: 'gala',\n  CHZ: 'chiliz',\n  BAT: 'basic-attention-token',\n  ZRX: '0x',\n  COMP: 'compound-governance-token',\n  SUSHI: 'sushi',\n  SNX: 'havven',\n  DYDX: 'dydx',\n  GMX: 'gmx',\n  GRT: 'the-graph',\n  FLOW: 'flow',\n  KAVA: 'kava',\n  ROSE: 'oasis-network',\n  ONE: 'harmony',\n  ALGO: 'algorand',\n  XTZ: 'tezos',\n  EGLD: 'elrond-erd-2',\n  FTM: 'fantom',\n  CAKE: 'pancakeswap-token',\n  CVX: 'convex-finance',\n  SPELL: 'spell-token',\n  ALPHA: 'alpha-finance',\n  BADGER: 'badger-dao',\n  STKETH: 'lido-staked-ether',\n  RETH: 'rocket-pool-eth',\n  WSTETH: 'wrapped-steth',\n  STETH: 'staked-ether',\n  USDC: 'usd-coin',\n  USDT: 'tether',\n  DAI: 'dai',\n  FRAX: 'frax',\n  USDD: 'usdd',\n  TUSD: 'trueusd',\n  LUSD: 'liquity-usd',\n  MIM: 'magic-internet-money',\n  GUSD: 'gemini-dollar',\n  PYUSD: 'paypal-usd',\n  USDP: 'paxos-standard',\n};\n\nexport class DynamicTokenSelector {\n  private cacheDir: string;\n  private cacheTTL = 30 * 60 * 1000; // 30 minutes\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n  }\n\n  /** Get dynamic token selection based on Hyperliquid market data. */\n  async selectTokens(criteria?: Partial<SelectionCriteria>): Promise<TokenSelection> {\n    const config: SelectionCriteria = {\n      minVolume24h: 5_000_000,    // $5M minimum\n      topByVolume: 18,            // bumped 10 → 18 for more shots on goal per cycle\n      fundingExtremes: 5,\n      minFundingRate: 0.0003,     // 0.03%\n      ...criteria\n    };\n\n    // Check cache first\n    const cached = await this.readCache();\n    if (cached) {\n      console.log(`Using cached token selection (${cached.tokens.length} tokens)`);\n      return cached;\n    }\n\n    try {\n      // Fetch all Hyperliquid markets\n      const marketData = await this.fetchHyperliquidMarkets();\n      if (!marketData) {\n        console.warn('Failed to fetch Hyperliquid data, using default tokens');\n        return this.getDefaultSelection();\n      }\n\n      // Apply selection algorithm\n      const selection = this.applySelectionCriteria(marketData, config);\n\n      // Cache the results\n      await this.writeCache(selection);\n\n      return selection;\n    } catch (error) {\n      console.error(`Token selection failed: ${(error as Error).message}`);\n      return this.getDefaultSelection();\n    }\n  }\n\n  /** Fetch all Hyperliquid market data. */\n  private async fetchHyperliquidMarkets(): Promise<MarketInfo[] | null> {\n    try {\n      const response = await fetch(HYPERLIQUID_BASE, {\n        method: 'POST',\n        headers: { 'Content-Type': 'application/json' },\n        body: JSON.stringify({ type: 'metaAndAssetCtxs' }),\n      });\n\n      if (!response.ok) return null;\n\n      const [meta, assetCtxs] = await response.json() as [MetaAndAssetCtxs, AssetCtx[]];\n\n      const markets: MarketInfo[] = [];\n\n      for (let i = 0; i < meta.universe.length && i < assetCtxs.length; i++) {\n        const coin = meta.universe[i]!;\n        const ctx = assetCtxs[i]!;\n\n        const name = coin.name;\n        // Reject rows with any non-finite field — a single NaN would otherwise\n        // corrupt selection criteria downstream (volume filters, funding sort).\n        const volume24h = safeNumber(ctx.dayNtlVlm);\n        const funding = safeNumber(ctx.funding);\n        const openInterest = safeNumber(ctx.openInterest);\n        const markPrice = safeNumber(ctx.markPx);\n        if (volume24h === null || funding === null || openInterest === null || markPrice === null) {\n          continue;\n        }\n        const coingeckoId = HYPERLIQUID_TO_COINGECKO[name];\n\n        markets.push({\n          name,\n          volume24h,\n          funding,\n          openInterest,\n          markPrice,\n          coingeckoId,\n        });\n      }\n\n      return markets;\n    } catch (error) {\n      console.error(`Failed to fetch Hyperliquid markets: ${(error as Error).message}`);\n      return null;\n    }\n  }\n\n  /** Apply selection criteria to market data. */\n  private applySelectionCriteria(markets: MarketInfo[], criteria: SelectionCriteria): TokenSelection {\n    const selectedTokens = new Set<string>();\n    const reasons: Record<string, string> = {};\n\n    // Filter markets that have CoinGecko mappings and minimum volume\n    const validMarkets = markets.filter(m =>\n      m.coingeckoId &&\n      m.volume24h >= 1_000_000 // At least $1M for any consideration\n    );\n\n    // 1. Always include BTC and ETH (macro indicators)\n    const btc = validMarkets.find(m => m.name === 'BTC');\n    const eth = validMarkets.find(m => m.name === 'ETH');\n\n    if (btc?.coingeckoId) {\n      selectedTokens.add(btc.coingeckoId);\n      reasons[btc.coingeckoId] = 'Always included: macro indicator';\n    }\n\n    if (eth?.coingeckoId) {\n      selectedTokens.add(eth.coingeckoId);\n      reasons[eth.coingeckoId] = 'Always included: macro indicator';\n    }\n\n    // 2. Top N by volume (meeting minimum threshold)\n    const topByVolume = validMarkets\n      .filter(m => m.volume24h >= criteria.minVolume24h)\n      .sort((a, b) => b.volume24h - a.volume24h)\n      .slice(0, criteria.topByVolume);\n\n    for (const market of topByVolume) {\n      if (market.coingeckoId) {\n        selectedTokens.add(market.coingeckoId);\n        if (!reasons[market.coingeckoId]) {\n          const volumeStr = market.volume24h >= 1_000_000_000\n            ? `$${(market.volume24h / 1_000_000_000).toFixed(1)}B`\n            : `$${(market.volume24h / 1_000_000).toFixed(0)}M`;\n          reasons[market.coingeckoId] = `Top volume: ${volumeStr} 24h`;\n        }\n      }\n    }\n\n    // 3. Extreme funding rates\n    const extremeFunding = validMarkets\n      .filter(m => Math.abs(m.funding) >= criteria.minFundingRate && m.volume24h >= 1_000_000)\n      .sort((a, b) => Math.abs(b.funding) - Math.abs(a.funding))\n      .slice(0, criteria.fundingExtremes);\n\n    for (const market of extremeFunding) {\n      if (market.coingeckoId) {\n        selectedTokens.add(market.coingeckoId);\n        if (!reasons[market.coingeckoId] || reasons[market.coingeckoId]?.startsWith('Always')) {\n          const fundingPercent = (market.funding * 100).toFixed(3);\n          const direction = market.funding > 0 ? 'longs paying' : 'shorts paying';\n          reasons[market.coingeckoId] = `Extreme funding: ${fundingPercent}% (${direction})`;\n        }\n      }\n    }\n\n    // Cap at 25 tokens — bumped from 20 to fit the wider topByVolume sweep\n    // while staying under CoinGecko's free-tier rate limit (~30 req/min).\n    const tokens = Array.from(selectedTokens).slice(0, 25);\n\n    return {\n      tokens,\n      reason: Object.fromEntries(\n        tokens.map(token => [token, reasons[token] || 'Selected by criteria'])\n      ),\n      totalMarketsScanned: markets.length,\n      timestamp: Date.now(),\n    };\n  }\n\n  /** Get default token selection when Hyperliquid is unavailable. */\n  private getDefaultSelection(): TokenSelection {\n    const defaultTokens = ['bitcoin', 'ethereum', 'solana', 'arbitrum', 'chainlink', 'aave', 'uniswap'];\n    const reasons = Object.fromEntries(\n      defaultTokens.map(token => [token, 'Fallback: Hyperliquid unavailable'])\n    );\n\n    return {\n      tokens: defaultTokens,\n      reason: reasons,\n      totalMarketsScanned: 0,\n      timestamp: Date.now(),\n    };\n  }\n\n  /** Read cached token selection. */\n  private async readCache(): Promise<TokenSelection | null> {\n    try {\n      const cacheFile = join(this.cacheDir, 'token-selection.json');\n      const raw = await readFile(cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as TokenSelection;\n\n      if (Date.now() - cached.timestamp < this.cacheTTL) {\n        return cached;\n      }\n    } catch {\n      // No cache or invalid cache\n    }\n    return null;\n  }\n\n  /** Write token selection to cache. */\n  private async writeCache(selection: TokenSelection): Promise<void> {\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      const cacheFile = join(this.cacheDir, 'token-selection.json');\n      await writeFile(cacheFile, JSON.stringify(selection, null, 2), 'utf-8');\n    } catch {\n      // Cache write failure is non-fatal\n    }\n  }\n\n  /** Format token selection summary for display. */\n  formatSelectionSummary(selection: TokenSelection): string {\n    const lines: string[] = [];\n\n    lines.push(`Dynamic Token Selection (${selection.tokens.length} tokens from ${selection.totalMarketsScanned} HL markets)`);\n    lines.push('──────────────────────────────────────────');\n\n    // Group tokens by reason type\n    const topVolume: string[] = [];\n    const fundingPlays: string[] = [];\n    const always: string[] = [];\n    const other: string[] = [];\n\n    for (const token of selection.tokens) {\n      const reason = selection.reason[token] || '';\n      if (reason.includes('Top volume')) {\n        topVolume.push(token.toUpperCase());\n      } else if (reason.includes('Extreme funding')) {\n        const match = reason.match(/(-?\\d+\\.\\d+)%/);\n        const rate = match ? ` (${match[1]}%)` : '';\n        fundingPlays.push(`${token.toUpperCase()}${rate}`);\n      } else if (reason.includes('Always included')) {\n        always.push(token.toUpperCase());\n      } else {\n        other.push(token.toUpperCase());\n      }\n    }\n\n    if (topVolume.length > 0) {\n      lines.push(`Top volume: ${topVolume.join(', ')}`);\n    }\n    if (fundingPlays.length > 0) {\n      lines.push(`Funding plays: ${fundingPlays.join(', ')}`);\n    }\n    if (always.length > 0) {\n      lines.push(`Always: ${always.join(', ')}`);\n    }\n    if (other.length > 0) {\n      lines.push(`Other: ${other.join(', ')}`);\n    }\n\n    return lines.join('\\n');\n  }\n}","/**\n * Autonomous agent loop — runs analysis + execution cycles on a timer.\n */\n\nimport chalk from 'chalk';\nimport { mkdir, appendFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { TradingAgent } from './index.js';\nimport type { AgentConfig } from './index.js';\nimport { TradeExecutor } from './executor.js';\nimport type { ExecutionConfig } from './executor.js';\nimport { PortfolioTracker, resetPnlCounters } from './portfolio.js';\nimport { RiskManager, DEFAULT_RISK_CONFIG } from './risk.js';\nimport type { RiskConfig, PortfolioState } from './risk.js';\nimport { CoinGeckoProvider } from '../providers/data/coingecko.js';\nimport { Reporter } from './reporter.js';\nimport { DynamicTokenSelector } from './token-selector.js';\nimport { PriceValidator } from './price-validator.js';\n\nexport interface LoopConfig {\n  agent: AgentConfig;\n  execution: ExecutionConfig;\n  riskConfig?: Partial<RiskConfig>;\n  reportToTelegram?: boolean;\n  logPath?: string;\n  autoDynamicSelection?: boolean;\n}\n\nexport interface CycleResult {\n  cycleNumber: number;\n  timestamp: number;\n  duration: number;\n  tokensAnalyzed: number;\n  signals: Array<{ token: string; score: number; action: string; regime?: string }>;\n  tradesExecuted: number;\n  exitsProcessed: number;\n  portfolioValue: number;\n  /** Realized PnL since UTC day start (closed trades only). */\n  dailyRealizedPnl: number;\n  /** Sum of mark-to-market pnlUsd across all open positions at cycle end. */\n  unrealizedPnl: number;\n  /** @deprecated Alias for dailyRealizedPnl — retained for downstream consumers of cycles.jsonl. */\n  dailyPnl: number;\n  /** Cumulative PnL in USD since the portfolio was initialized\n   *  (`portfolioValue - portfolio.initialValue`). Includes both realized\n   *  closes and open-position mark-to-market. */\n  totalPnlUsd: number;\n  /** Cumulative PnL as a fraction of initial value (e.g. +0.0162 = +1.62%). */\n  totalPnlPct: number;\n  errors: string[];\n}\n\nexport class AgentLoop {\n  private running = false;\n  private cycleCount = 0;\n  private config: LoopConfig;\n  private agent: TradingAgent;\n  private executor: TradeExecutor;\n  private portfolio: PortfolioTracker;\n  private riskManager: RiskManager;\n  private coingecko: CoinGeckoProvider;\n  private reporter: Reporter;\n  /** Rejects bad-price ticks (floor + 20% delta cap). Persisted to disk so\n   *  anchors survive across cron invocations. */\n  private priceValidator: PriceValidator;\n  /** Last portfolio state loaded by runCycle(). Exposed to the judge via\n   *  agent.setPortfolioStateGetter() so portfolio-veto branches can fire. */\n  private lastPortfolioState: PortfolioState | undefined;\n\n  constructor(config: LoopConfig) {\n    this.config = config;\n    this.agent = new TradingAgent(config.agent);\n    this.portfolio = new PortfolioTracker();\n    this.riskManager = new RiskManager(config.riskConfig);\n    this.executor = new TradeExecutor(config.execution, this.riskManager, this.portfolio);\n    this.coingecko = new CoinGeckoProvider();\n    this.reporter = new Reporter();\n    this.priceValidator = new PriceValidator();\n    // Wire real portfolio state into the judge (replaces hardcoded zeros).\n    this.agent.setPortfolioStateGetter(() => this.lastPortfolioState);\n  }\n\n  /** Start the autonomous loop */\n  async start(): Promise<void> {\n    this.running = true;\n\n    // Ensure state directory exists\n    const stateDir = join(homedir(), '.sherwood', 'agent');\n    await mkdir(stateDir, { recursive: true });\n\n    // Initialize portfolio from on-chain vault balance if no persisted state.\n    // This replaces the $10k default with the actual vault USDC balance so\n    // position sizing and risk management reflect real capital.\n    if (this.config.execution.strategyClone && this.config.execution.chain) {\n      await this.portfolio.initFromOnChain(\n        this.config.execution.strategyClone,\n        this.config.execution.chain,\n      );\n    }\n\n    // Startup banner\n    const cfg = this.config.agent;\n    console.log('');\n    console.log(chalk.bold('  ┌──────────────────────────────────────────────┐'));\n    console.log(chalk.bold('  │        Sherwood Trading Agent — Loop         │'));\n    console.log(chalk.bold('  └──────────────────────────────────────────────┘'));\n    console.log(`  Mode:     ${cfg.dryRun ? chalk.yellow('DRY RUN (paper trading)') : chalk.red('LIVE')}`);\n    console.log(`  Cycle:    ${cfg.cycle}`);\n    console.log(`  Tokens:   ${cfg.tokens.join(', ')}`);\n    console.log(`  Risk:     max ${(this.config.riskConfig?.maxSinglePosition ?? DEFAULT_RISK_CONFIG.maxSinglePosition) * 100}% per position`);\n    console.log(`  Log:      ${this.config.logPath ?? 'console only'}`);\n    console.log(chalk.dim('\\n  Press Ctrl+C to stop.\\n'));\n\n    const cycleMs = parseCycleInterval(this.config.agent.cycle);\n\n    while (this.running) {\n      try {\n        await this.runCycle();\n      } catch (err) {\n        console.error(chalk.red(`  Cycle failed: ${(err as Error).message}`));\n      }\n\n      // Single-cycle mode: --cycle 1 (bare \"1\") means run exactly one cycle\n      // then exit cleanly so the cron skill can proceed to XMTP send.\n      // parseCycleInterval returns 0 for this case.\n      if (cycleMs === 0 || !this.running) break;\n\n      console.log(chalk.dim(`  Next cycle in ${this.config.agent.cycle}. Sleeping...`));\n      await this.sleepInterruptible(cycleMs);\n    }\n\n    console.log(chalk.bold('\\n  Agent loop stopped.\\n'));\n\n    // Force-exit after a short grace period. XMTP client, CoinGecko HTTP\n    // agents, and other async handles can keep the Node event loop alive\n    // indefinitely. In cron mode (single cycle) this manifests as the\n    // process hanging after \"Shutting down gracefully...\" until hermes\n    // kills it at script_timeout_seconds. 500ms is enough for any pending\n    // file writes (portfolio.json, cycles.jsonl) to flush.\n    setTimeout(() => process.exit(0), 500);\n  }\n\n  /** Run a single analysis + execution cycle */\n  async runCycle(): Promise<CycleResult> {\n    this.cycleCount++;\n    const startTime = Date.now();\n    const errors: string[] = [];\n    let tradesExecuted = 0;\n    let exitsProcessed = 0;\n\n    // 1. Load portfolio and check drawdown limits\n    const state = await this.portfolio.load();\n\n    // Reset PnL counters if time boundaries crossed\n    const resetState = resetPnlCounters(state);\n    if (resetState.dailyPnl !== state.dailyPnl || resetState.weeklyPnl !== state.weeklyPnl || resetState.monthlyPnl !== state.monthlyPnl) {\n      await this.portfolio.save(resetState);\n    }\n\n    // Publish the refreshed state to the judge (via getter set in the ctor).\n    this.lastPortfolioState = resetState;\n    this.riskManager.updatePortfolio(resetState);\n    const drawdown = this.riskManager.isDrawdownLimitHit();\n    if (drawdown.paused) {\n      console.log(chalk.red(`  ⚠ Trading paused: ${drawdown.message}`));\n      const unrealizedPnlAtPause = state.positions.reduce((sum, p) => sum + p.pnlUsd, 0);\n      const initValPause = state.initialValue && state.initialValue > 0 ? state.initialValue : 10_000;\n      const totalPnlUsdPause = state.totalValue - initValPause;\n      const result: CycleResult = {\n        cycleNumber: this.cycleCount,\n        timestamp: Date.now(),\n        duration: Date.now() - startTime,\n        tokensAnalyzed: 0,\n        signals: [],\n        tradesExecuted: 0,\n        exitsProcessed: 0,\n        portfolioValue: state.totalValue,\n        dailyRealizedPnl: state.dailyPnl,\n        unrealizedPnl: unrealizedPnlAtPause,\n        dailyPnl: state.dailyPnl,\n        totalPnlUsd: totalPnlUsdPause,\n        totalPnlPct: totalPnlUsdPause / initValPause,\n        errors: [drawdown.message],\n      };\n      await this.logCycle(result);\n      return result;\n    }\n\n    // 2. Update prices for existing positions and process exits\n    if (state.positions.length > 0) {\n      try {\n        const tokenIds = state.positions.map(p => p.tokenId);\n        const priceData = await this.coingecko.getPrice(tokenIds, ['usd']);\n        const currentPrices: Record<string, number> = {};\n\n        for (const id of tokenIds) {\n          const price = priceData?.[id]?.usd;\n          if (typeof price !== 'number') continue;\n          const check = this.priceValidator.check(id, price);\n          if (!check.ok) {\n            // Skip this token for the cycle — no MTM, no exit check, no trades.\n            console.warn(\n              chalk.yellow(\n                `  ⚠ Bad price tick rejected: ${id} → $${price} (${check.reason})`,\n              ),\n            );\n            errors.push(`Bad price rejected for ${id}: ${check.reason}`);\n            continue;\n          }\n          currentPrices[id] = check.price;\n        }\n\n        if (Object.keys(currentPrices).length > 0) {\n          const priceState = await this.portfolio.updatePrices(currentPrices);\n\n          // Ratchet stops (breakeven + profit-lock + percent-trail) before\n          // checking exits. This activates trailing-stop logic that was\n          // previously dead code (updateStopLosses was defined but never\n          // called). Stops only move up — never loosened.\n          const tightened = this.riskManager.updateTrailingStops(priceState.positions);\n          const anyChanged = tightened.some(\n            (p, i) => p.stopLoss !== priceState.positions[i]!.stopLoss,\n          );\n          if (anyChanged) {\n            for (let i = 0; i < tightened.length; i++) {\n              const before = priceState.positions[i]!;\n              const after = tightened[i]!;\n              if (after.stopLoss > before.stopLoss) {\n                console.log(\n                  chalk.dim(\n                    `  Stop tightened: ${after.symbol} $${before.stopLoss.toFixed(4)} → $${after.stopLoss.toFixed(4)}`,\n                  ),\n                );\n              }\n            }\n            priceState.positions = tightened;\n            await this.portfolio.save(priceState);\n          }\n\n          // Process exits (stop losses, take profits)\n          const exits = await this.executor.processExits(currentPrices);\n          exitsProcessed = exits.length;\n\n          for (const exit of exits) {\n            const pnlColor = exit.pnl >= 0 ? chalk.green : chalk.red;\n            console.log(\n              `  ${exit.reason}: ${exit.position.symbol} @ $${exit.exitPrice.toFixed(4)} ${pnlColor(`PnL: $${exit.pnl.toFixed(2)}`)}`,\n            );\n          }\n        }\n      } catch (err) {\n        errors.push(`Price update failed: ${(err as Error).message}`);\n      }\n    }\n\n    // 3. Update token list if using dynamic selection\n    if (this.config.autoDynamicSelection) {\n      try {\n        const selector = new DynamicTokenSelector();\n        const selection = await selector.selectTokens();\n\n        // Update token list without recreating the agent (preserves OI cache, provider state)\n        this.config.agent.tokens = selection.tokens;\n        this.agent.updateTokens(selection.tokens);\n\n        if (this.cycleCount % 6 === 1) { // Show selection summary every 6th cycle (~30min for 5min cycles)\n          console.log(chalk.dim(`  Updated tokens: ${selection.tokens.length} from ${selection.totalMarketsScanned} HL markets`));\n        }\n      } catch (err) {\n        errors.push(`Dynamic selection failed: ${(err as Error).message}`);\n        console.log(chalk.yellow(`  Warning: Dynamic selection failed, using existing tokens`));\n      }\n    }\n\n    // 4. Analyze all watchlist tokens\n    console.log(chalk.dim(`  Analyzing ${this.config.agent.tokens.length} tokens...`));\n    const results = await this.agent.analyzeAll();\n\n    // 5. Collect signals and execute trades for actionable ones\n    const signals: CycleResult['signals'] = [];\n\n    for (const result of results) {\n      const { action, score } = result.decision;\n      const regime = result.regime?.regime;\n      signals.push({ token: result.token, score, action, regime });\n\n      // Only execute on BUY/SELL signals\n      if (action === 'STRONG_BUY' || action === 'BUY' || action === 'SELL' || action === 'STRONG_SELL') {\n        try {\n          // Get current price — prefer Hyperliquid markPrice (free, real-time, no rate limit),\n          // fall back to CoinGecko. The prior CG-only path failed when the circuit breaker was\n          // open, blocking execution of valid signals (e.g. SOL SELL at -0.119 failed with\n          // \"CoinGecko circuit breaker open\" despite HL markPrice being available in the\n          // analysis result).\n          let rawPrice: number | undefined = result.data?.price as number | undefined;\n          if (typeof rawPrice !== 'number' || rawPrice <= 0) {\n            try {\n              const priceData = await this.coingecko.getPrice([result.token], ['usd']);\n              rawPrice = priceData?.[result.token]?.usd;\n            } catch {\n              // CG unavailable — rawPrice stays undefined, handled below\n            }\n          }\n\n          if (typeof rawPrice !== 'number' || rawPrice <= 0) {\n            errors.push(`No price data for ${result.token} (HL + CG both failed)`);\n            continue;\n          }\n\n          const check = this.priceValidator.check(result.token, rawPrice);\n          if (!check.ok) {\n            console.warn(\n              chalk.yellow(\n                `  ⚠ Bad price tick rejected (entry): ${result.token} → $${rawPrice} (${check.reason})`,\n              ),\n            );\n            errors.push(`Bad price rejected for ${result.token}: ${check.reason}`);\n            continue;\n          }\n\n          const currentPrice = check.price;\n          const atr = result.data?.technicalSignals?.atr;\n          const kronosVol = result.kronosVol4h;\n          const execResult = await this.executor.execute(result.decision, result.token, currentPrice, atr, kronosVol);\n          if (execResult.success) {\n            tradesExecuted++;\n            console.log(this.executor.formatExecution(execResult));\n          } else if (execResult.error && !execResult.error.includes('does not trigger')) {\n            errors.push(`${result.token}: ${execResult.error}`);\n          }\n        } catch (err) {\n          errors.push(`Execution failed for ${result.token}: ${(err as Error).message}`);\n        }\n      }\n    }\n\n    // 5. Reload portfolio after trades\n    const updatedState = await this.portfolio.load();\n\n    // 6. Build cycle result\n    const unrealizedPnl = updatedState.positions.reduce((sum, p) => sum + p.pnlUsd, 0);\n    const initVal = updatedState.initialValue && updatedState.initialValue > 0 ? updatedState.initialValue : 10_000;\n    const totalPnlUsd = updatedState.totalValue - initVal;\n    const cycleResult: CycleResult = {\n      cycleNumber: this.cycleCount,\n      timestamp: Date.now(),\n      duration: Date.now() - startTime,\n      tokensAnalyzed: results.length,\n      signals,\n      tradesExecuted,\n      exitsProcessed,\n      portfolioValue: updatedState.totalValue,\n      dailyRealizedPnl: updatedState.dailyPnl,\n      unrealizedPnl,\n      dailyPnl: updatedState.dailyPnl,\n      totalPnlUsd,\n      totalPnlPct: totalPnlUsd / initVal,\n      errors,\n    };\n\n    // 7. Log and report\n    await this.logCycle(cycleResult);\n    this.reportCycle(cycleResult);\n\n    return cycleResult;\n  }\n\n  /** Stop the loop gracefully */\n  stop(): void {\n    this.running = false;\n  }\n\n  /** Whether the loop is currently running */\n  get isRunning(): boolean {\n    return this.running;\n  }\n\n  /** Log cycle result to a JSONL file */\n  private async logCycle(result: CycleResult): Promise<void> {\n    const logPath = this.config.logPath ?? join(homedir(), '.sherwood', 'agent', 'cycles.jsonl');\n    try {\n      await mkdir(join(homedir(), '.sherwood', 'agent'), { recursive: true });\n      await appendFile(logPath, JSON.stringify(result) + '\\n', 'utf-8');\n    } catch (err) {\n      console.error(chalk.dim(`  Failed to write cycle log: ${(err as Error).message}`));\n    }\n  }\n\n  /** Display cycle report to console */\n  private reportCycle(result: CycleResult): void {\n    console.log(this.reporter.formatCycleReport(result));\n  }\n\n  /** Sleep that can be interrupted by stop() */\n  private sleepInterruptible(ms: number): Promise<void> {\n    return new Promise<void>((resolve) => {\n      let resolved = false;\n      const done = () => {\n        if (resolved) return;\n        resolved = true;\n        clearTimeout(timer);\n        clearInterval(check);\n        resolve();\n      };\n      const timer = setTimeout(done, ms);\n      const check = setInterval(() => {\n        if (!this.running) done();\n      }, 1000);\n    });\n  }\n\n}\n\n/** Parse cycle interval string to milliseconds.\n *  Accepts: \"15m\", \"1h\", \"4h\", or bare \"1\" (single-cycle mode → returns 0).\n *  Bare \"1\" is the cron convention (`sherwood agent start --auto --cycle 1`):\n *  run exactly one cycle, then exit so the calling skill can XMTP/report. */\nfunction parseCycleInterval(cycle: string): number {\n  // Try with explicit unit first (e.g. \"15m\", \"4h\")\n  const match = cycle.match(/^(\\d+)(m|h)$/);\n  if (match) {\n    const value = parseInt(match[1]!, 10);\n    if (match[2] === 'h') return value * 60 * 60 * 1000;\n    return value * 60 * 1000; // minutes\n  }\n  // Bare \"1\" → single-cycle mode (0 = sentinel, loop breaks after first cycle).\n  // Any other bare number → treat as minutes for continuous mode.\n  const bare = parseInt(cycle, 10);\n  if (!isNaN(bare) && bare === 1) return 0; // single cycle\n  if (!isNaN(bare) && bare > 1) return bare * 60 * 1000;\n  return 4 * 60 * 60 * 1000; // default 4h\n}\n","/**\n * Trade execution module — dry-run paper trading + live execution placeholder.\n */\n\nimport chalk from 'chalk';\nimport type { Address, Hex } from 'viem';\nimport type { TradeDecision } from './scoring.js';\nimport type { Position } from './risk.js';\nimport { RiskManager } from './risk.js';\nimport { PortfolioTracker } from './portfolio.js';\nimport { hlMarketBuy, hlMarketSell, resolveHLCoin, validateHLEnv } from '../lib/hyperliquid-executor.js';\n\nexport interface ExecutionConfig {\n  dryRun: boolean;\n  mevProtection: boolean;\n  maxGasPrice?: bigint;\n  chain: string;\n  /** Execution mode: 'dry-run' (default) or 'hyperliquid-perp' (live on-chain) */\n  mode?: 'dry-run' | 'hyperliquid-perp';\n  /** Strategy clone address on HyperEVM (required for hyperliquid-perp mode) */\n  strategyClone?: Address;\n  /** Proposer private key (read from SHERWOOD_PROPOSER_KEY env) */\n  proposerPrivateKey?: Hex;\n  /** HyperCore perp asset index (default 3 = ETH) */\n  assetIndex?: number;\n}\n\nexport interface OrderParams {\n  tokenId: string;\n  side: 'buy' | 'sell';\n  amountUsd: number;\n  maxSlippage: number;\n  stopLoss: number;\n  takeProfit: number;\n}\n\n/** Directional trade leverage (notional multiplier on order quantity).\n *\n *  Cash model: PortfolioTracker debits the same `MARGIN_FRACTION = 0.33`\n *  (33%) of notional for both longs and shorts on every open / pyramid add,\n *  and credits margin + PnL on close. Live mode (hyperliquid-perp) uses\n *  the venue's own margin schedule. See `cli/src/agent/portfolio.ts`.\n *\n *  Autoresearch (80 exp, 4 days): 3x→2x→1x each reduced DD dramatically.\n *  At 54% WR with avg loss > avg win, leverage amplifies the problem.\n *  Revert to 1x until WR > 60% and avg win > avg loss. */\nconst DIRECTIONAL_LEVERAGE = 1;\n\n/** Score-based position sizing multiplier.\n *  Nunchi autoresearch (103 experiments): removing strength/volume scaling\n *  improved Sharpe by +1.7. Uniform position sizing beats conviction-weighted\n *  because the score predicts DIRECTION, not MAGNITUDE. A high-score entry\n *  isn't more likely to be a BIG winner — it's just more likely to be RIGHT.\n *  Oversizing on high scores amplifies losses on the 40% that still stop out.\n *  Kept as a function for easy revert if calibration proves otherwise. */\nfunction convictionMultiplier(_score: number): number {\n  return 1.0; // uniform sizing — autoresearch-proven\n}\n\nexport class TradeExecutor {\n  private config: ExecutionConfig;\n  private riskManager: RiskManager;\n  private portfolio: PortfolioTracker;\n  private lastAtr?: number;\n\n  constructor(config: ExecutionConfig, riskManager: RiskManager, portfolio: PortfolioTracker) {\n    this.config = config;\n    this.riskManager = riskManager;\n    this.portfolio = portfolio;\n  }\n\n  /** CoinGecko token ID → Hyperliquid perp asset index.\n   *  Used by multi-asset execution to resolve which HL perp to trade\n   *  when a signal fires. One strategy clone can trade any of these. */\n  private static readonly TOKEN_TO_ASSET_INDEX: Record<string, number> = {\n    bitcoin: 0,\n    ethereum: 1,\n    solana: 2,\n    arbitrum: 4,\n    dogecoin: 6,\n    chainlink: 8,\n    aave: 10,\n    uniswap: 11,\n    ripple: 23,\n    polkadot: 28,\n    avalanche: 35,\n    hyperliquid: 131,\n    zcash: 144,\n    bittensor: 148,\n    \"worldcoin-wld\": 265,\n    fartcoin: 343,\n    \"fetch-ai\": 373,\n    pepe: 166,\n    pendle: 249,\n    sui: 116,\n    near: 71,\n    aptos: 83,\n  };\n\n  /** Resolve a CoinGecko token ID to its HL perp asset index. */\n  static resolveAssetIndex(tokenId: string): number | undefined {\n    return TradeExecutor.TOKEN_TO_ASSET_INDEX[tokenId];\n  }\n\n  /** Execute a trade based on a decision.\n   *  @param predictedVol - Kronos ML-predicted per-candle volatility (fraction).\n   *    When provided, overrides ATR-based stop distance for more forward-looking risk. */\n  async execute(\n    decision: TradeDecision,\n    tokenId: string,\n    currentPrice: number,\n    atr?: number,\n    predictedVol?: number,\n  ): Promise<{\n    success: boolean;\n    position?: Position;\n    error?: string;\n    dryRun: boolean;\n  }> {\n    // Token blacklist — serial losers identified from trade analysis.\n    // AAVE: 4 trades, 1W, -$145. FARTCOIN: 2 trades, 0W, -$118.\n    const BLACKLISTED_TOKENS = new Set(['aave', 'fartcoin', 'dogecoin']);\n    if (BLACKLISTED_TOKENS.has(tokenId)) {\n      return {\n        success: false,\n        error: `Token ${tokenId} is blacklisted (serial loser)`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Handle SELL/STRONG_SELL outside hyperliquid-perp mode.\n    //   • If an existing LONG exists → close it (signal flip / take-profit-by-signal).\n    //   • Otherwise (no position OR existing SHORT) → fall through to the\n    //     standard open/pyramid path below, which opens a paper short or\n    //     pyramids into the existing short. This was previously a hard error\n    //     (\"No open position to sell\") — paper shorting was effectively dead\n    //     code, masking SHORT signal performance in dry-run.\n    if ((decision.action === 'SELL' || decision.action === 'STRONG_SELL') && this.config.mode !== 'hyperliquid-perp') {\n      const sellState = await this.portfolio.load();\n      const existing = sellState.positions.find((p) => p.tokenId === tokenId);\n      const existingSide = existing?.side ?? 'long';\n\n      if (existing && existingSide === 'long') {\n        try {\n          const reason = decision.action === 'STRONG_SELL' ? 'Strong sell signal' : 'Sell signal';\n          if (this.config.dryRun) {\n            console.error(chalk.cyan(`[DRY RUN] Paper trade: SELL ${existing.quantity.toFixed(6)} ${tokenId} @ $${currentPrice.toFixed(4)}`));\n          }\n          const closeResult = await this.portfolio.closePosition(tokenId, currentPrice, reason);\n          return {\n            success: true,\n            position: { ...existing, currentPrice, pnlUsd: closeResult.pnl, pnlPercent: closeResult.pnlPercent },\n            dryRun: this.config.dryRun,\n          };\n        } catch (err) {\n          return {\n            success: false,\n            error: `Failed to close position: ${(err as Error).message}`,\n            dryRun: this.config.dryRun,\n          };\n        }\n      }\n      // else: no existing long — fall through to open/pyramid a paper short\n    }\n\n    // Only execute buys/sells; HOLD does nothing\n    if (decision.action !== 'BUY' && decision.action !== 'STRONG_BUY' && decision.action !== 'SELL' && decision.action !== 'STRONG_SELL') {\n      return {\n        success: false,\n        error: `Action ${decision.action} does not trigger execution`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Minimum conviction gate — filter out marginal \"just barely crossed the\n    // threshold\" entries. Trade log review (25 trades): the 3 losing shorts\n    // scored -0.10 to -0.15, winning longs scored 0.20-0.40+. Entries below\n    // 0.18 absolute score have a much higher stop-out rate because they\n    // represent weak signal consensus rather than genuine directional edge.\n    // Minimum conviction — set below the lowest regime BUY threshold (ranging 0.17)\n    // to avoid a dead zone where scores pass the threshold but fail conviction.\n    // Prior value 0.12 created a [0.12, 0.17) dead zone.\n    const MIN_CONVICTION_SCORE = 0.08;\n    if (Math.abs(decision.score) < MIN_CONVICTION_SCORE) {\n      return {\n        success: false,\n        error: `Score ${decision.score.toFixed(3)} below minimum conviction (${MIN_CONVICTION_SCORE})`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Resolve token → HL asset index for multi-asset execution.\n    // If the token doesn't have a known HL perp, skip execution.\n    if (this.config.mode === 'hyperliquid-perp') {\n      const resolvedIndex = TradeExecutor.resolveAssetIndex(tokenId);\n      if (resolvedIndex === undefined) {\n        return {\n          success: false,\n          error: `Token ${tokenId} has no known Hyperliquid perp asset index — skipping execution`,\n          dryRun: this.config.dryRun,\n        };\n      }\n    }\n\n    // Load portfolio to get current state\n    const state = await this.portfolio.load();\n    this.riskManager.updatePortfolio(state);\n\n    // Calculate stop loss and take profit from current price.\n    // Calibrated for SHORT-TERM trades (1-2 day hold) with leverage:\n    //   Stop: 4% price move × 3x leverage = 12% capital risk (capped by riskPerTrade)\n    //   Take profit: 1.5:1 R:R = 6% price move × 3x = 18% capital gain\n    //   Partial exit at 2% move × 3x = 6% capital gain (locks half)\n    //   Time stop: 96h (see risk.ts) — if it hasn't moved, it's dead money\n    const isShort = decision.action === 'SELL' || decision.action === 'STRONG_SELL';\n    const direction: 'long' | 'short' = isShort ? 'short' : 'long';\n    const RR_RATIO = 2.0;  // autoresearch (Apr 27): 1.5→2.0 captures more upside from winners\n    // Nunchi autoresearch (103 experiments): wider ATR stops let winners run.\n    // Their optimal was 5.5x ATR; we use 3.5x as a compromise between letting\n    // winners breathe and controlling loss on stopped trades. Prior 1.5x was\n    // too tight — 64% of trades hit the stop, many of which reversed after.\n    const ATR_STOP_MULTIPLIER = 3.5;\n    // Trade log analysis (32 trades): 62.5% of exits were stops, many reversed\n    // after. Widened floor from 3% → 4% to give trades more room to breathe\n    // in crypto's noisy price action. ATR-based stops still dominate on\n    // higher-vol tokens where ATR × 3.5 > 4%.\n    const STOP_FLOOR = 0.05;   // minimum 5% (was 4% — still noise-stopping, 63% of exits are stops)\n    const STOP_CAP = 0.12;     // maximum 12% (tightened from 15%)\n    const FALLBACK_STOP = 0.05; // when no ATR available (was 4%)\n\n    // Kronos ML-predicted vol overrides ATR when available.\n    // predictedVol4h is the per-candle (4h) volatility from Monte Carlo paths.\n    // Use 2.5× predicted vol as stop distance (captures ~95% of expected move).\n    // Falls back to ATR×3.5 when Kronos is unavailable.\n    const KRONOS_STOP_MULTIPLIER = 2.5;\n    const useKronos = predictedVol && Number.isFinite(predictedVol) && predictedVol > 0;\n    const atrPct = (atr && currentPrice > 0 && !isNaN(atr))\n      ? atr / currentPrice\n      : FALLBACK_STOP / ATR_STOP_MULTIPLIER;\n    const kronosPct = useKronos ? predictedVol! * KRONOS_STOP_MULTIPLIER : 0;\n    const rawStopPct = useKronos ? kronosPct : atrPct * ATR_STOP_MULTIPLIER;\n    const stopPct = Math.min(STOP_CAP, Math.max(STOP_FLOOR, rawStopPct));\n    this.lastAtr = atr;\n    const stopLossDistance = currentPrice * stopPct;\n    const stopLossPrice = isShort\n      ? currentPrice + stopLossDistance      // stop above for shorts\n      : currentPrice - stopLossDistance;     // stop below for longs\n    const takeProfitPrice = isShort\n      ? currentPrice * (1 - stopPct * RR_RATIO)    // profit below for shorts\n      : currentPrice * (1 + stopPct * RR_RATIO);   // profit above for longs\n\n    // Detect a pyramid (same-direction add to an existing position) and halve\n    // the size for each add. Geometric decay (1.0x → 0.5x → 0.25x) caps total\n    // exposure on a single name at 1.75x the original size.\n    const existingSameSide = state.positions.find(\n      (p) => p.tokenId === tokenId && (p.side ?? 'long') === direction,\n    );\n    const isPyramid = existingSameSide !== undefined;\n    // Short sizing reduction: trade log analysis showed 25% short WR vs 67%\n    // long WR. Halve short exposure until the regime gate + higher conviction\n    // thresholds improve short performance.\n    const SHORT_SIZE_MULTIPLIER = 0.5;\n    const directionMultiplier = isShort ? SHORT_SIZE_MULTIPLIER : 1.0;\n    const sizeMultiplier = (isPyramid\n      ? 0.5 ** ((existingSameSide!.addCount ?? 0) + 1)\n      : 1.0) * directionMultiplier;\n\n    // Size the position using risk management. Conviction is fed in via the\n    // risk budget — the sizer then clamps at maxSinglePosition, so a\n    // high-conviction entry cannot blow past the hard cap (previous bug:\n    // sizing was clamped, then multiplied by conviction after, yielding 30%\n    // sizes on score ≥ 0.35 and 40% on score ≥ 0.45 against a 20% cap).\n    const conviction = convictionMultiplier(decision.score);\n    const sizing = this.riskManager.calculatePositionSize(\n      currentPrice,\n      stopLossPrice,\n      state.totalValue,\n      this.riskManager.getRiskPerTrade() * conviction,\n    );\n\n    // Apply leverage: multiply position size (not risk). A 3x leveraged position\n    // on a $500 risk budget buys $1500 notional — the stop loss distance stays the\n    // same in price terms, so the dollar risk per trade stays at riskPerTrade × portfolio.\n    // Pyramid haircut then shrinks for each subsequent add (base 1.0x → 0.5x → 0.25x).\n    const pyramidQuantity = sizing.quantity * sizeMultiplier * DIRECTIONAL_LEVERAGE;\n    const pyramidSizeUsd = sizing.sizeUsd * sizeMultiplier * DIRECTIONAL_LEVERAGE;\n\n    if (pyramidQuantity <= 0 || pyramidSizeUsd <= 0) {\n      return {\n        success: false,\n        error: 'Position sizing returned zero — check portfolio value and stop distance',\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Enforce Hyperliquid minimum notional ($15) AFTER the pyramid haircut.\n    // calculatePositionSize() applies its own floor on the BASE size, but\n    // halving (0.5x) and quartering (0.25x) for subsequent adds can push\n    // the order below minimum. In dry-run this is harmless paper trading;\n    // in hyperliquid-perp mode the order would revert at the venue.\n    const MIN_PYRAMID_USD = 15;\n    if (isPyramid && pyramidSizeUsd < MIN_PYRAMID_USD) {\n      return {\n        success: false,\n        error: `Pyramid add #${(existingSameSide!.addCount ?? 0) + 1} would be $${pyramidSizeUsd.toFixed(2)} — below $${MIN_PYRAMID_USD} HL minimum notional. Skipping.`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Check if risk manager allows this trade (passes pyramid + direction context)\n    const check = this.riskManager.canOpenPosition(tokenId, pyramidSizeUsd, direction);\n    if (!check.allowed) {\n      return {\n        success: false,\n        error: `Risk check failed: ${check.reason}`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    const order: OrderParams = {\n      tokenId,\n      side: isShort ? 'sell' : 'buy',\n      amountUsd: pyramidSizeUsd,\n      maxSlippage: 0.015,\n      stopLoss: stopLossPrice,\n      takeProfit: takeProfitPrice,\n    };\n\n    if (this.config.dryRun) {\n      try {\n        const position = await this.executeDryRun(order, currentPrice, isPyramid);\n        return { success: true, position, dryRun: true };\n      } catch (err) {\n        return {\n          success: false,\n          error: `Dry-run failed: ${(err as Error).message}`,\n          dryRun: true,\n        };\n      }\n    } else {\n      try {\n        const result = await this.executeLive(order, currentPrice);\n        // If live execution succeeded, also track in portfolio\n        const position = isPyramid\n          ? await this.portfolio.addToPosition(tokenId, result.executedPrice, pyramidQuantity, direction)\n          : await this.portfolio.openPosition({\n              tokenId,\n              symbol: tokenId.toUpperCase(),\n              side: direction,\n              entryPrice: result.executedPrice,\n              currentPrice: result.executedPrice,\n              quantity: pyramidQuantity,\n              entryTimestamp: Date.now(),\n              stopLoss: order.stopLoss,\n              takeProfit: order.takeProfit,\n              strategy: decision.signals[0]?.source ?? 'agent',\n              atrAtEntry: this.lastAtr,\n            });\n        return { success: true, position, dryRun: false };\n      } catch (err) {\n        return {\n          success: false,\n          error: `Live execution failed: ${(err as Error).message}`,\n          dryRun: false,\n        };\n      }\n    }\n  }\n\n  /** Process all pending exits (stops, take profits, time stops) */\n  async processExits(\n    currentPrices: Record<string, number>,\n  ): Promise<Array<{ position: Position; exitPrice: number; reason: string; pnl: number }>> {\n    const state = await this.portfolio.load();\n    this.riskManager.updatePortfolio(state);\n\n    const { toClose, reasons } = this.riskManager.checkExits(state.positions, currentPrices);\n    const results: Array<{ position: Position; exitPrice: number; reason: string; pnl: number }> = [];\n\n    for (const pos of toClose) {\n      const exitPrice = currentPrices[pos.tokenId] ?? pos.currentPrice;\n      const reason = reasons[pos.tokenId] ?? 'Unknown';\n\n      try {\n        const closeResult = await this.portfolio.closePosition(pos.tokenId, exitPrice, reason);\n        results.push({\n          position: pos,\n          exitPrice,\n          reason,\n          pnl: closeResult.pnl,\n        });\n      } catch (err) {\n        console.error(chalk.red(`Failed to close ${pos.symbol}: ${(err as Error).message}`));\n      }\n    }\n\n    // --- Partial profit exits (50% at +3%) ---\n    // Reload state after each partial close to avoid iterating stale positions.\n    const PARTIAL_PROFIT_TRIGGER = 0.015; // +1.5% unrealized gain — lock profits earlier at 1x leverage\n    const PARTIAL_FRACTION = 0.5;\n\n    // First pass: identify candidates from a fresh load\n    const partialCandidates: string[] = [];\n    {\n      const refreshedState = await this.portfolio.load();\n      for (const pos of refreshedState.positions) {\n        if (pos.partialTaken) continue;\n        const price = currentPrices[pos.tokenId];\n        if (price === undefined) continue;\n        const isShort = pos.side === 'short';\n        const pnlPercent = isShort\n          ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n          : (price - pos.entryPrice) / (pos.entryPrice || 1);\n        if (pnlPercent >= PARTIAL_PROFIT_TRIGGER) {\n          partialCandidates.push(pos.tokenId);\n        }\n      }\n    }\n\n    // Second pass: execute each partial close with a fresh state reload\n    for (const tokenId of partialCandidates) {\n      const freshState = await this.portfolio.load();\n      const pos = freshState.positions.find((p) => p.tokenId === tokenId);\n      if (!pos || pos.partialTaken) continue; // re-check after reload\n\n      const price = currentPrices[tokenId];\n      if (price === undefined) continue;\n\n      const isShort = pos.side === 'short';\n      const pnlPercent = isShort\n        ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n        : (price - pos.entryPrice) / (pos.entryPrice || 1);\n\n      if (pnlPercent >= PARTIAL_PROFIT_TRIGGER) {\n        try {\n          const partial = await this.portfolio.closePartial(\n            tokenId, PARTIAL_FRACTION, price, `Partial profit at ${(pnlPercent * 100).toFixed(1)}%`,\n          );\n          results.push({\n            position: { ...pos, currentPrice: price },\n            exitPrice: price,\n            reason: `PARTIAL_PROFIT (${(pnlPercent * 100).toFixed(1)}%, closed ${(PARTIAL_FRACTION * 100).toFixed(0)}%)`,\n            pnl: partial.pnl,\n          });\n          console.error(\n            chalk.cyan(`  Partial exit: ${pos.symbol} ${(PARTIAL_FRACTION * 100).toFixed(0)}% @ $${price.toFixed(4)} — locked $${partial.pnl.toFixed(2)}`),\n          );\n        } catch (err) {\n          console.error(chalk.red(`Failed partial close ${pos.symbol}: ${(err as Error).message}`));\n        }\n      }\n    }\n\n    return results;\n  }\n\n  /** Dry-run execution — paper trade */\n  private async executeDryRun(order: OrderParams, currentPrice: number, isPyramid = false): Promise<Position> {\n    const quantity = order.amountUsd / currentPrice;\n    const direction: 'long' | 'short' = order.side === 'sell' ? 'short' : 'long';\n    const sideLabel = isPyramid\n      ? (direction === 'short' ? 'PYRAMID SHORT' : 'PYRAMID BUY')\n      : (direction === 'short' ? 'SHORT' : 'BUY');\n\n    console.error(chalk.cyan(`[DRY RUN] Paper trade: ${sideLabel} ${quantity.toFixed(6)} ${order.tokenId} @ $${currentPrice.toFixed(4)} (${DIRECTIONAL_LEVERAGE}x)`));\n    console.error(chalk.cyan(`  Size: $${order.amountUsd.toFixed(2)} | SL: $${order.stopLoss.toFixed(4)} | TP: $${order.takeProfit.toFixed(4)}`));\n\n    if (isPyramid) {\n      return this.portfolio.addToPosition(order.tokenId, currentPrice, quantity, direction);\n    }\n\n    const position = await this.portfolio.openPosition({\n      tokenId: order.tokenId,\n      symbol: order.tokenId.toUpperCase(),\n      side: direction,\n      entryPrice: currentPrice,\n      currentPrice,\n      quantity,\n      entryTimestamp: Date.now(),\n      stopLoss: order.stopLoss,\n      takeProfit: order.takeProfit,\n      strategy: 'paper',\n      atrAtEntry: this.lastAtr,\n    });\n\n    return position;\n  }\n\n  /** Live execution — dispatches to the configured mode */\n  private async executeLive(order: OrderParams, currentPrice?: number): Promise<{ txHash: string; executedPrice: number }> {\n    if (this.config.mode === 'hyperliquid-perp') {\n      return this.executeHyperliquidPerp(order, currentPrice);\n    }\n    throw new Error(\n      'Live execution requires --mode hyperliquid-perp. ' +\n      'Use --dry-run for paper trading.',\n    );\n  }\n\n  /** Execute a trade on Hyperliquid perps via the hermes HL skill script. */\n  private async executeHyperliquidPerp(order: OrderParams, currentPrice?: number): Promise<{ txHash: string; executedPrice: number }> {\n    validateHLEnv();\n    if (!currentPrice || currentPrice <= 0) throw new Error('currentPrice is required for live execution');\n\n    const hlCoin = resolveHLCoin(order.tokenId);\n    if (!hlCoin) {\n      throw new Error(`Token ${order.tokenId} has no known Hyperliquid ticker — cannot execute live`);\n    }\n\n    const quantity = order.amountUsd / currentPrice;\n    const isShort = order.side === 'sell';\n\n    console.error(chalk.yellow(`[LIVE] Submitting ${isShort ? 'SELL' : 'BUY'} ${quantity.toFixed(6)} ${hlCoin} ($${order.amountUsd.toFixed(2)}) via HL SDK...`));\n\n    const result = isShort\n      ? await hlMarketSell(hlCoin, quantity)\n      : await hlMarketBuy(hlCoin, quantity);\n\n    if (!result.success) {\n      throw new Error(`Hyperliquid order failed: ${result.error}`);\n    }\n\n    const executedPrice = result.executedPrice ?? currentPrice;\n    const orderId = result.orderId ?? 'unknown';\n\n    console.error(chalk.green(`[LIVE] Order filled: ${hlCoin} ${isShort ? 'SHORT' : 'LONG'} @ $${executedPrice.toFixed(4)} (oid: ${orderId})`));\n\n    return {\n      txHash: orderId, // HL order ID serves as the \"tx hash\" identifier\n      executedPrice,\n    };\n  }\n\n  /** Format execution result for display */\n  formatExecution(result: {\n    success: boolean;\n    position?: Position;\n    error?: string;\n    dryRun: boolean;\n  }): string {\n    const lines: string[] = [];\n    const prefix = result.dryRun ? chalk.cyan('[DRY RUN]') : chalk.green('[LIVE]');\n\n    if (result.success && result.position) {\n      const p = result.position;\n      lines.push('');\n      lines.push(`${prefix} ${chalk.bold('Trade Executed')}`);\n      lines.push(chalk.dim('─'.repeat(40)));\n      lines.push(`Token: ${p.symbol}`);\n      lines.push(`Entry: $${p.entryPrice.toFixed(4)}`);\n      lines.push(`Quantity: ${p.quantity.toFixed(6)}`);\n      lines.push(`Size: $${(p.quantity * p.entryPrice).toFixed(2)}`);\n      lines.push(`Stop Loss: $${p.stopLoss.toFixed(4)}`);\n      lines.push(`Take Profit: $${p.takeProfit.toFixed(4)}`);\n      lines.push(`Strategy: ${p.strategy}`);\n      lines.push('');\n    } else {\n      lines.push('');\n      lines.push(`${prefix} ${chalk.red('Trade Failed')}`);\n      lines.push(`Reason: ${result.error}`);\n      lines.push('');\n    }\n\n    return lines.join('\\n');\n  }\n}\n\n","/**\n * Portfolio tracking with JSON file persistence.\n */\n\nimport { mkdir, readFile, writeFile, rename } from 'node:fs/promises';\nimport { dirname, join } from 'node:path';\nimport { homedir } from 'node:os';\nimport chalk from 'chalk';\nimport type { Position, PortfolioState } from './risk.js';\n\n/** Margin fraction for perp positions — both longs and shorts. */\nconst MARGIN_FRACTION = 0.33;\n\n/**\n * Compute total portfolio value with margin-based position accounting.\n * For leveraged perp positions, the portfolio \"owns\" the margin + unrealized PnL,\n * not the full notional. This prevents phantom value when cash is debited at\n * margin rate but positions are counted at full notional.\n */\nfunction computeTotalValue(cash: number, positions: Position[]): number {\n  const positionEquity = positions.reduce((sum, p) => {\n    const isShort = p.side === 'short';\n    const pnl = isShort\n      ? (p.entryPrice - p.currentPrice) * p.quantity\n      : (p.currentPrice - p.entryPrice) * p.quantity;\n    return sum + p.quantity * p.entryPrice * MARGIN_FRACTION + pnl;\n  }, 0);\n  return cash + positionEquity;\n}\n\n/** Check and reset PnL counters based on time boundaries */\nexport function resetPnlCounters(state: PortfolioState): PortfolioState {\n  const now = Date.now();\n  const updated = { ...state };\n\n  // Reset daily PnL at midnight UTC\n  const todayMidnight = new Date();\n  todayMidnight.setUTCHours(0, 0, 0, 0);\n  const todayMs = todayMidnight.getTime();\n  if (!updated.lastDailyReset || updated.lastDailyReset < todayMs) {\n    updated.dailyPnl = 0;\n    updated.lastDailyReset = now;\n  }\n\n  // Orca-inspired: PnL-aware daily cap, see README / PR #223.\n  // Reset the daily-entry counter on the same UTC day boundary as dailyPnl.\n  // Tracked independently (lastDailyEntriesReset) so legacy files missing\n  // `dailyEntries` reset cleanly on first load.\n  if (!updated.lastDailyEntriesReset || updated.lastDailyEntriesReset < todayMs) {\n    updated.dailyEntries = 0;\n    updated.lastDailyEntriesReset = now;\n  }\n\n  // Reset weekly PnL on Monday midnight UTC\n  const dayOfWeek = new Date(now).getUTCDay(); // 0=Sun, 1=Mon\n  const daysSinceMonday = dayOfWeek === 0 ? 6 : dayOfWeek - 1;\n  const mondayMidnight = new Date();\n  mondayMidnight.setUTCHours(0, 0, 0, 0);\n  mondayMidnight.setUTCDate(mondayMidnight.getUTCDate() - daysSinceMonday);\n  const mondayMs = mondayMidnight.getTime();\n  if (!updated.lastWeeklyReset || updated.lastWeeklyReset < mondayMs) {\n    updated.weeklyPnl = 0;\n    updated.lastWeeklyReset = now;\n  }\n\n  // Reset monthly PnL on 1st of month midnight UTC\n  const firstOfMonth = new Date();\n  firstOfMonth.setUTCHours(0, 0, 0, 0);\n  firstOfMonth.setUTCDate(1);\n  const firstMs = firstOfMonth.getTime();\n  if (!updated.lastMonthlyReset || updated.lastMonthlyReset < firstMs) {\n    updated.monthlyPnl = 0;\n    updated.lastMonthlyReset = now;\n  }\n\n  return updated;\n}\n\nexport interface TradeRecord {\n  tokenId: string;\n  symbol: string;\n  side: 'long' | 'short';\n  entryPrice: number;\n  exitPrice: number;\n  quantity: number;\n  pnlUsd: number;\n  pnlPercent: number;\n  entryTimestamp: number;\n  exitTimestamp: number;\n  duration: number;\n  strategy: string;\n  exitReason: string;\n}\n\nconst DEFAULT_PORTFOLIO: PortfolioState = {\n  totalValue: 10000,\n  positions: [],\n  cash: 10000,\n  dailyPnl: 0,\n  weeklyPnl: 0,\n  monthlyPnl: 0,\n  dailyEntries: 0,\n  initialValue: 10000,\n};\n\nfunction createDefaultPortfolio(): PortfolioState {\n  return {\n    ...DEFAULT_PORTFOLIO,\n    positions: [],\n    stopCooldowns: {},\n    tokenConsecLosses: {},\n    tokenLossCooldowns: {},\n  };\n}\n\nexport class PortfolioTracker {\n  private statePath: string;\n  private historyPath: string;\n  private state: PortfolioState;\n  /** In-process mutex — serializes load/modify/save sequences to prevent\n   *  overlapping cycles from double-closing positions or double-debiting cash. */\n  private _lock: Promise<void> = Promise.resolve();\n\n  constructor() {\n    const base = join(homedir(), '.sherwood', 'agent');\n    this.statePath = join(base, 'portfolio.json');\n    this.historyPath = join(base, 'trades.json');\n    this.state = createDefaultPortfolio();\n  }\n\n  /** Acquire the in-process lock. Callers that perform load→modify→save\n   *  should wrap their sequence: `const release = await this.acquireLock();`\n   *  then `release()` in a finally block. */\n  private acquireLock(): Promise<() => void> {\n    let release: () => void;\n    const next = new Promise<void>((resolve) => { release = resolve; });\n    const prev = this._lock;\n    this._lock = next;\n    return prev.then(() => release!);\n  }\n\n  /**\n   * Initialize portfolio from on-chain vault balance instead of the\n   * hardcoded $10k default. Reads totalAssets() from the vault that\n   * the strategy clone is deployed to.\n   *\n   * Call once on startup (before the first cycle) when no persisted\n   * portfolio.json exists. If a portfolio already exists on disk,\n   * this is a no-op — we trust the persisted state.\n   *\n   * @param strategyClone - HyperliquidPerpStrategy clone address\n   * @param chain - 'hyperevm' | 'hyperevm-testnet'\n   */\n  async initFromOnChain(strategyClone: string, chain: string): Promise<void> {\n    // Only initialize if no persisted state exists\n    try {\n      await readFile(this.statePath, 'utf-8');\n      return; // file exists — trust persisted state\n    } catch {\n      // No file — initialize from on-chain\n    }\n\n    try {\n      const { createPublicClient, http } = await import('viem');\n      const { hyperevm, hyperevmTestnet } = await import('../lib/network.js');\n      const { BASE_STRATEGY_ABI, SYNDICATE_VAULT_ABI } = await import('../lib/abis.js');\n\n      const selectedChain = chain === 'hyperevm-testnet' ? hyperevmTestnet : hyperevm;\n      const client = createPublicClient({\n        chain: selectedChain,\n        transport: http(),\n      });\n\n      // Read vault address from the strategy clone\n      const vaultAddr = await client.readContract({\n        address: strategyClone as `0x${string}`,\n        abi: BASE_STRATEGY_ABI,\n        functionName: 'vault',\n      }) as `0x${string}`;\n\n      if (!vaultAddr || vaultAddr === '0x0000000000000000000000000000000000000000') {\n        console.error('[portfolio] Strategy clone has no vault — using default portfolio');\n        return;\n      }\n\n      // Read total assets from the vault (USDC, 6 decimals)\n      const totalAssets = await client.readContract({\n        address: vaultAddr,\n        abi: SYNDICATE_VAULT_ABI,\n        functionName: 'totalAssets',\n      }) as bigint;\n\n      const vaultValueUsd = Number(totalAssets) / 1e6; // USDC 6 decimals\n\n      if (vaultValueUsd > 0) {\n        this.state = {\n          ...createDefaultPortfolio(),\n          totalValue: vaultValueUsd,\n          cash: vaultValueUsd,\n          initialValue: vaultValueUsd, // anchor cumulative PnL% to the on-chain starting balance\n        };\n        await this.save(this.state);\n        console.error(`[portfolio] Initialized from on-chain vault: $${vaultValueUsd.toFixed(2)} USDC`);\n      } else {\n        console.error('[portfolio] Vault has 0 assets — using default portfolio');\n      }\n    } catch (err) {\n      console.error(`[portfolio] Failed to read on-chain balance: ${(err as Error).message} — using default`);\n    }\n  }\n\n  /**\n   * Force-refresh portfolio value from on-chain vault balance.\n   * Unlike initFromOnChain(), this runs even if portfolio.json exists.\n   * Call via `sherwood agent config --sync-vault` or on explicit user request.\n   */\n  async syncFromOnChain(strategyClone: string, chain: string): Promise<void> {\n    // Temporarily remove the file so initFromOnChain doesn't short-circuit\n    try { await import('node:fs/promises').then(fs => fs.unlink(this.statePath)); } catch { /* ok */ }\n    await this.initFromOnChain(strategyClone, chain);\n  }\n\n  /** Load portfolio state from disk with validation */\n  async load(): Promise<PortfolioState> {\n    try {\n      const data = await readFile(this.statePath, 'utf-8');\n      const parsed = JSON.parse(data) as PortfolioState;\n\n      // Validate critical numeric fields are finite and non-negative\n      if (\n        !Number.isFinite(parsed.totalValue) || parsed.totalValue < 0\n        || !Number.isFinite(parsed.cash) || parsed.cash < 0\n        || !Number.isFinite(parsed.dailyPnl)\n        || !Number.isFinite(parsed.weeklyPnl)\n        || !Number.isFinite(parsed.monthlyPnl)\n        || !Array.isArray(parsed.positions)\n      ) {\n        console.error('Portfolio file has invalid data — resetting to defaults');\n        this.state = createDefaultPortfolio();\n        return this.state;\n      }\n\n      // Validate each position\n      for (const p of parsed.positions) {\n        if (\n          !Number.isFinite(p.entryPrice) || p.entryPrice <= 0\n          || !Number.isFinite(p.quantity) || p.quantity <= 0\n          || !Number.isFinite(p.currentPrice) || p.currentPrice <= 0\n          || !Number.isFinite(p.stopLoss) || p.stopLoss <= 0\n          || !Number.isFinite(p.takeProfit) || p.takeProfit <= 0\n        ) {\n          console.error(`Invalid position data for ${p.tokenId} — resetting portfolio`);\n          this.state = createDefaultPortfolio();\n          return this.state;\n        }\n      }\n\n      // Legacy portfolios pre-dating the `initialValue` field get the default\n      // $10k anchor — safe because paper-trading always started there. Live\n      // syndicates that went through `initFromOnChain` already have this set.\n      if (!Number.isFinite(parsed.initialValue) || (parsed.initialValue ?? 0) <= 0) {\n        parsed.initialValue = DEFAULT_PORTFOLIO.initialValue;\n      }\n\n      this.state = parsed;\n    } catch {\n      // File doesn't exist or is invalid — start fresh\n      this.state = createDefaultPortfolio();\n    }\n    return this.state;\n  }\n\n  /** Save portfolio state to disk (atomic write to prevent corruption) */\n  async save(state: PortfolioState): Promise<void> {\n    this.state = state;\n    await mkdir(dirname(this.statePath), { recursive: true });\n    const tmpPath = this.statePath + '.tmp';\n    await writeFile(tmpPath, JSON.stringify(state, null, 2), 'utf-8');\n    await rename(tmpPath, this.statePath);\n  }\n\n  /** Open a new position */\n  async openPosition(position: Omit<Position, 'pnlPercent' | 'pnlUsd'>): Promise<Position> {\n    if (position.quantity <= 0) {\n      throw new Error(`Invalid position quantity: ${position.quantity}`);\n    }\n    if (position.entryPrice <= 0) {\n      throw new Error(`Invalid entry price: ${position.entryPrice}`);\n    }\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const fullPosition: Position = {\n      ...position,\n      addCount: position.addCount ?? 0,\n      lastAddTimestamp: position.lastAddTimestamp ?? position.entryTimestamp,\n      // Orca-inspired HWM profit-lock, see README / PR #223.\n      // Seed peakPrice at entry so subsequent cycles can ratchet from\n      // the first favorable move.\n      peakPrice: position.peakPrice ?? position.entryPrice,\n      pnlPercent: 0,\n      pnlUsd: 0,\n    };\n\n    this.state.positions.push(fullPosition);\n    // Both longs and shorts on perp venues only require margin, not full notional.\n    // With 3x directional leverage, a $3,500 notional position only locks $1,167\n    // margin (33%). Prior code debited full notional for longs, depleting cash 3x\n    // faster than reality and blocking subsequent trades.\n    const cashDebit = position.quantity * position.entryPrice * MARGIN_FRACTION;\n    this.state.cash -= cashDebit;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    // Orca-inspired: PnL-aware daily cap, see README / PR #223.\n    // Count this NEW entry against the day's turnover budget.\n    // Pyramid adds go through addToPosition and do NOT count.\n    const prior = Number.isFinite(this.state.dailyEntries) ? (this.state.dailyEntries ?? 0) : 0;\n    this.state.dailyEntries = prior + 1;\n\n    await this.save(this.state);\n    return fullPosition;\n    } finally { release(); }\n  }\n\n  /**\n   * Pyramid into an existing position.\n   * Computes a quantity-weighted average entry price and increments `addCount`.\n   * Cash is debited at the new fill price. Stops/take-profits stay anchored to\n   * the prior values (caller is free to widen them after).\n   *\n   * Throws if no existing position exists or the side disagrees.\n   */\n  async addToPosition(\n    tokenId: string,\n    addPrice: number,\n    addQuantity: number,\n    side: 'long' | 'short',\n  ): Promise<Position> {\n    if (addQuantity <= 0) throw new Error(`Invalid add quantity: ${addQuantity}`);\n    if (addPrice <= 0) throw new Error(`Invalid add price: ${addPrice}`);\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const idx = this.state.positions.findIndex((p) => p.tokenId === tokenId);\n    if (idx === -1) throw new Error(`No open position for ${tokenId} to pyramid into`);\n\n    const pos = this.state.positions[idx]!;\n    const existingSide = pos.side ?? 'long';\n    if (existingSide !== side) {\n      throw new Error(`Cannot pyramid ${side} on existing ${existingSide} position in ${tokenId}`);\n    }\n\n    // Weighted-average entry price across the combined quantity\n    const newQty = pos.quantity + addQuantity;\n    const weightedEntry = (pos.entryPrice * pos.quantity + addPrice * addQuantity) / newQty;\n\n    const updated: Position = {\n      ...pos,\n      entryPrice: weightedEntry,\n      quantity: newQty,\n      currentPrice: addPrice,\n      addCount: (pos.addCount ?? 0) + 1,\n      lastAddTimestamp: Date.now(),\n      pnlPercent: 0, // recomputed on next price update\n      pnlUsd: 0,\n    };\n\n    this.state.positions[idx] = updated;\n    // Both longs and shorts use margin-based cash debit (33% = 3x leverage).\n    this.state.cash -= addPrice * addQuantity * MARGIN_FRACTION;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    await this.save(this.state);\n    return updated;\n    } finally { release(); }\n  }\n\n  /** Close a position and record trade */\n  async closePosition(\n    tokenId: string,\n    exitPrice: number,\n    reason: string,\n  ): Promise<{ pnl: number; pnlPercent: number; duration: number }> {\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const idx = this.state.positions.findIndex((p) => p.tokenId === tokenId);\n    if (idx === -1) {\n      throw new Error(`No open position for ${tokenId}`);\n    }\n\n    const pos = this.state.positions[idx]!;\n    const isShort = pos.side === 'short';\n    const pnlUsd = isShort\n      ? (pos.entryPrice - exitPrice) * pos.quantity\n      : (exitPrice - pos.entryPrice) * pos.quantity;\n    const pnlPercent = isShort\n      ? (pos.entryPrice - exitPrice) / (pos.entryPrice || 1)\n      : (exitPrice - pos.entryPrice) / (pos.entryPrice || 1);\n    const duration = Math.floor((Date.now() - pos.entryTimestamp) / 1000);\n\n    // Record the trade\n    const record: TradeRecord = {\n      tokenId: pos.tokenId,\n      symbol: pos.symbol,\n      side: pos.side ?? 'long',\n      entryPrice: pos.entryPrice,\n      exitPrice,\n      quantity: pos.quantity,\n      pnlUsd,\n      pnlPercent,\n      entryTimestamp: pos.entryTimestamp,\n      exitTimestamp: Date.now(),\n      duration,\n      strategy: pos.strategy,\n      exitReason: reason,\n    };\n\n    await this.appendTradeRecord(record);\n\n    // Remove position and update cash.\n    // Both longs and shorts return margin (33% of notional) + PnL.\n    this.state.positions.splice(idx, 1);\n    const cashCredit = pos.quantity * pos.entryPrice * MARGIN_FRACTION + pnlUsd;\n    this.state.cash += cashCredit;\n    this.state.dailyPnl += pnlUsd;\n    this.state.weeklyPnl += pnlUsd;\n    this.state.monthlyPnl += pnlUsd;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    // Record stop-loss cooldown to prevent rapid re-entry\n    if (reason.toLowerCase().includes('stop')) {\n      if (!this.state.stopCooldowns) this.state.stopCooldowns = {};\n      this.state.stopCooldowns[tokenId] = Date.now();\n    }\n\n    // Track per-token consecutive losses for the serial-loser gate.\n    // A losing trade increments the counter; a winning trade resets it to 0.\n    // When the counter hits TOKEN_CONSEC_LOSS_LIMIT, record the cooldown timestamp.\n    if (!this.state.tokenConsecLosses) this.state.tokenConsecLosses = {};\n    if (!this.state.tokenLossCooldowns) this.state.tokenLossCooldowns = {};\n    if (pnlUsd < 0) {\n      this.state.tokenConsecLosses[tokenId] = (this.state.tokenConsecLosses[tokenId] ?? 0) + 1;\n      if (this.state.tokenConsecLosses[tokenId]! >= 2) {\n        this.state.tokenLossCooldowns[tokenId] = Date.now();\n      }\n    } else {\n      // Win or breakeven — reset consecutive loss counter\n      this.state.tokenConsecLosses[tokenId] = 0;\n      delete this.state.tokenLossCooldowns[tokenId];\n    }\n\n    await this.save(this.state);\n\n    return { pnl: pnlUsd, pnlPercent, duration };\n    } finally { release(); }\n  }\n\n  /**\n   * Close a fraction of a position. Records a partial trade and reduces\n   * the position's quantity. Entry price and stops are preserved.\n   */\n  async closePartial(\n    tokenId: string,\n    fraction: number,\n    exitPrice: number,\n    reason: string,\n  ): Promise<{ pnl: number; pnlPercent: number; quantityClosed: number }> {\n    if (fraction <= 0 || fraction >= 1) {\n      throw new Error(`Invalid fraction: ${fraction} (must be between 0 and 1 exclusive)`);\n    }\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const idx = this.state.positions.findIndex((p) => p.tokenId === tokenId);\n    if (idx === -1) throw new Error(`No open position for ${tokenId}`);\n\n    const pos = this.state.positions[idx]!;\n    const isShort = pos.side === 'short';\n    const quantityClosed = pos.quantity * fraction;\n    const pnlUsd = isShort\n      ? (pos.entryPrice - exitPrice) * quantityClosed\n      : (exitPrice - pos.entryPrice) * quantityClosed;\n    const pnlPercent = isShort\n      ? (pos.entryPrice - exitPrice) / (pos.entryPrice || 1)\n      : (exitPrice - pos.entryPrice) / (pos.entryPrice || 1);\n\n    // Record partial trade\n    const record: TradeRecord = {\n      tokenId: pos.tokenId,\n      symbol: pos.symbol,\n      side: pos.side ?? 'long',\n      entryPrice: pos.entryPrice,\n      exitPrice,\n      quantity: quantityClosed,\n      pnlUsd,\n      pnlPercent,\n      entryTimestamp: pos.entryTimestamp,\n      exitTimestamp: Date.now(),\n      duration: Math.floor((Date.now() - pos.entryTimestamp) / 1000),\n      strategy: pos.strategy,\n      exitReason: reason,\n    };\n    await this.appendTradeRecord(record);\n\n    // Reduce position, mark partial taken\n    pos.quantity -= quantityClosed;\n    pos.partialTaken = true;\n    // Return margin fraction (33%) + PnL for both longs and shorts.\n    const partialCashCredit = pos.entryPrice * quantityClosed * MARGIN_FRACTION + pnlUsd;\n    this.state.cash += partialCashCredit;\n    this.state.dailyPnl += pnlUsd;\n    this.state.weeklyPnl += pnlUsd;\n    this.state.monthlyPnl += pnlUsd;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    await this.save(this.state);\n    return { pnl: pnlUsd, pnlPercent, quantityClosed };\n    } finally { release(); }\n  }\n\n  /** Update current prices for all positions */\n  async updatePrices(prices: Record<string, number>): Promise<PortfolioState> {\n    await this.load();\n\n    for (const pos of this.state.positions) {\n      const price = prices[pos.tokenId];\n      if (price !== undefined) {\n        // Guard against NaN/Infinity — a bad price update would corrupt PnL\n        // calculations and make stops evaluate to false (NaN <= X is always false),\n        // permanently trapping positions.\n        if (!Number.isFinite(price) || price <= 0) {\n          console.error(`[portfolio] Skipping invalid price for ${pos.tokenId}: ${price}`);\n          continue;\n        }\n        pos.currentPrice = price;\n        const isShort = pos.side === 'short';\n        pos.pnlUsd = isShort\n          ? (pos.entryPrice - price) * pos.quantity\n          : (price - pos.entryPrice) * pos.quantity;\n        pos.pnlPercent = isShort\n          ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n          : (price - pos.entryPrice) / (pos.entryPrice || 1);\n      }\n    }\n\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    await this.save(this.state);\n    return this.state;\n  }\n\n  /** Get trade history */\n  async getHistory(days?: number): Promise<TradeRecord[]> {\n    let records: TradeRecord[] = [];\n    try {\n      const data = await readFile(this.historyPath, 'utf-8');\n      records = JSON.parse(data) as TradeRecord[];\n    } catch {\n      return [];\n    }\n\n    if (days !== undefined) {\n      const cutoff = Date.now() - days * 24 * 60 * 60 * 1000;\n      records = records.filter((r) => r.exitTimestamp >= cutoff);\n    }\n\n    return records;\n  }\n\n  /** Get performance metrics */\n  async getMetrics(days?: number): Promise<{\n    totalTrades: number;\n    winRate: number;\n    avgPnlPercent: number;\n    totalPnlUsd: number;\n    sharpeRatio: number;\n    maxDrawdown: number;\n    bestTrade: TradeRecord;\n    worstTrade: TradeRecord;\n  }> {\n    const trades = await this.getHistory(days);\n\n    if (trades.length === 0) {\n      const empty: TradeRecord = {\n        tokenId: '', symbol: '', side: 'long', entryPrice: 0, exitPrice: 0,\n        quantity: 0, pnlUsd: 0, pnlPercent: 0, entryTimestamp: 0,\n        exitTimestamp: 0, duration: 0, strategy: '', exitReason: '',\n      };\n      return {\n        totalTrades: 0, winRate: 0, avgPnlPercent: 0, totalPnlUsd: 0,\n        sharpeRatio: 0, maxDrawdown: 0, bestTrade: empty, worstTrade: empty,\n      };\n    }\n\n    const wins = trades.filter((t) => t.pnlUsd > 0);\n    const pnls = trades.map((t) => t.pnlPercent);\n    const totalPnlUsd = trades.reduce((s, t) => s + t.pnlUsd, 0);\n    const avgPnlPercent = pnls.reduce((s, p) => s + p, 0) / pnls.length;\n\n    // Sharpe ratio: annualize returns based on average holding period\n    // Standard formula: (mean return - risk-free rate) / stddev of returns\n    const avgHoldingDays = trades.length > 0\n      ? trades.reduce((sum, t) => sum + t.duration, 0) / trades.length / (24 * 60 * 60)\n      : 1;\n    const tradesPerYear = Math.max(252 / Math.max(avgHoldingDays, 1), 1);\n\n    const riskFreePerTrade = 0.05 / tradesPerYear; // Risk-free rate per trade\n    const mean = avgPnlPercent;\n    const excessMean = mean - riskFreePerTrade;\n    const variance = pnls.length > 1\n      ? pnls.reduce((s, p) => s + (p - mean) ** 2, 0) / (pnls.length - 1)\n      : 0;\n    const stdDev = Math.sqrt(variance);\n    const sharpeRatio = stdDev > 0 ? (excessMean / stdDev) * Math.sqrt(tradesPerYear) : 0;\n\n    // Max drawdown from cumulative equity curve (peak-to-trough)\n    // Start with a reasonable initial portfolio value\n    const initialValue = 10000; // Start with default $10k portfolio\n    let equityPeak = initialValue;\n    let equity = initialValue;\n    let maxDrawdown = 0;\n\n    for (const t of trades) {\n      equity += t.pnlUsd;\n      if (equity > equityPeak) {\n        equityPeak = equity;\n      }\n      if (equityPeak > 0 && equity < equityPeak) {\n        const drawdown = (equityPeak - equity) / equityPeak;\n        if (drawdown > maxDrawdown) {\n          maxDrawdown = drawdown;\n        }\n      }\n    }\n\n    const sorted = [...trades].sort((a, b) => a.pnlUsd - b.pnlUsd);\n    const worstTrade = sorted[0]!;\n    const bestTrade = sorted[sorted.length - 1]!;\n\n    return {\n      totalTrades: trades.length,\n      winRate: wins.length / trades.length,\n      avgPnlPercent,\n      totalPnlUsd,\n      sharpeRatio,\n      maxDrawdown,\n      bestTrade,\n      worstTrade,\n    };\n  }\n\n  /** Format portfolio summary for display */\n  formatSummary(): string {\n    const s = this.state;\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  Portfolio Summary'));\n    lines.push(chalk.dim('  ' + '─'.repeat(50)));\n    lines.push(`  Total Value: $${s.totalValue.toFixed(2)}`);\n    lines.push(`  Cash: $${s.cash.toFixed(2)}`);\n    lines.push(`  Positions: ${s.positions.length}`);\n    lines.push('');\n\n    if (s.positions.length > 0) {\n      lines.push(chalk.bold('  Open Positions:'));\n      for (const p of s.positions) {\n        const pnlColor = p.pnlUsd >= 0 ? chalk.green : chalk.red;\n        const pnlStr = pnlColor(\n          `${p.pnlUsd >= 0 ? '+' : ''}$${p.pnlUsd.toFixed(2)} (${(p.pnlPercent * 100).toFixed(1)}%)`,\n        );\n        lines.push(\n          `  ${p.symbol.padEnd(10)} ${p.quantity.toFixed(4)} @ $${p.entryPrice.toFixed(4)}  PnL: ${pnlStr}  [${p.strategy}]`,\n        );\n      }\n      lines.push('');\n    }\n\n    const dailyColor = s.dailyPnl >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Daily PnL:   ${dailyColor((s.dailyPnl >= 0 ? '+' : '') + '$' + s.dailyPnl.toFixed(2))}`);\n    lines.push(`  Weekly PnL:  ${s.weeklyPnl >= 0 ? '+' : ''}$${s.weeklyPnl.toFixed(2)}`);\n    lines.push(`  Monthly PnL: ${s.monthlyPnl >= 0 ? '+' : ''}$${s.monthlyPnl.toFixed(2)}`);\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n\n  /** Append a trade record to history file */\n  private async appendTradeRecord(record: TradeRecord): Promise<void> {\n    let records: TradeRecord[] = [];\n    try {\n      const data = await readFile(this.historyPath, 'utf-8');\n      records = JSON.parse(data) as TradeRecord[];\n    } catch {\n      // Start fresh\n    }\n\n    records.push(record);\n    await mkdir(dirname(this.historyPath), { recursive: true });\n    const tmpPath = this.historyPath + '.tmp';\n    await writeFile(tmpPath, JSON.stringify(records, null, 2), 'utf-8');\n    await rename(tmpPath, this.historyPath);\n  }\n}\n","/**\n * Risk management module — position sizing, drawdown limits, stop-loss management.\n */\n\nimport chalk from 'chalk';\n\nexport interface PortfolioState {\n  totalValue: number;\n  positions: Position[];\n  cash: number;\n  dailyPnl: number;\n  weeklyPnl: number;\n  monthlyPnl: number;\n  lastDailyReset?: number;\n  lastWeeklyReset?: number;\n  lastMonthlyReset?: number;\n  /** Token → timestamp of last stop-loss exit. Used to enforce cooldown\n   *  before re-entry to prevent the stop-reentry-stop pattern. */\n  stopCooldowns?: Record<string, number>;\n  /** Token → count of consecutive losses. Reset to 0 on a winning trade.\n   *  When count >= TOKEN_CONSEC_LOSS_LIMIT, a 24h cooldown is enforced\n   *  before re-entry to prevent serial-loser patterns (e.g. AAVE: 4 trades,\n   *  3 losses, -$144.75). */\n  tokenConsecLosses?: Record<string, number>;\n  /** Token → timestamp when the consecutive-loss cooldown was triggered.\n   *  Used alongside tokenConsecLosses to enforce a 24h ban after N losses. */\n  tokenLossCooldowns?: Record<string, number>;\n  /** Orca-inspired: PnL-aware daily cap, see README / PR #223.\n   *  Count of NEW position entries (not pyramid adds) opened since the\n   *  last daily reset. Used together with getDynamicDailyCap() to throttle\n   *  entry frequency based on the day's realized PnL. */\n  dailyEntries?: number;\n  /** Timestamp of the last `dailyEntries` reset — tracked independently\n   *  from `lastDailyReset` so future boundary logic can diverge if needed\n   *  (and so legacy portfolio.json files without this field reset cleanly). */\n  lastDailyEntriesReset?: number;\n  /** Portfolio value at inception — used to compute cumulative PnL%.\n   *  Defaults to the DEFAULT_PORTFOLIO value ($10k) for legacy files, or\n   *  the on-chain vault balance for live syndicates initialized via\n   *  `initFromOnChain`. Never updated after the first load. */\n  initialValue?: number;\n}\n\nexport interface Position {\n  tokenId: string;\n  symbol: string;\n  /** 'long' (default for backward compat) or 'short'. */\n  side?: 'long' | 'short';\n  entryPrice: number;\n  currentPrice: number;\n  quantity: number;\n  entryTimestamp: number;\n  stopLoss: number;\n  takeProfit: number;\n  trailingStop?: number;\n  strategy: string;\n  pnlPercent: number;\n  pnlUsd: number;\n  /** Number of pyramid adds since initial entry (0 = base position).\n   *  Capped by RiskManager.canOpenPosition; each add halves the prior add size. */\n  addCount?: number;\n  /** Timestamp of the most recent add (or initial entry).\n   *  Used to enforce minimum spacing between adds. */\n  lastAddTimestamp?: number;\n  /** ATR-14 at the time of entry. Used for per-position trailing stop\n   *  distance (1.0×ATR) and breakeven trigger calibration. */\n  atrAtEntry?: number;\n  /** Whether the 50% partial-profit exit has been taken. Prevents\n   *  re-triggering on subsequent cycles. */\n  partialTaken?: boolean;\n  /** Orca-inspired: HWM-based profit-lock, see README / PR #223.\n   *  For LONG: the highest price seen since entry (>= entryPrice).\n   *  For SHORT: the lowest price seen since entry (<= entryPrice).\n   *  Updated each cycle in `updateTrailingStops`. Enables stop-loss\n   *  ratcheting based on peak-to-date gain rather than unrealized PnL\n   *  alone — so a retrace followed by a new peak always advances the\n   *  lock, never resets it. Persisted to portfolio.json. Legacy positions\n   *  loaded without this field default to entryPrice (safest — never\n   *  locks too aggressively on the first cycle post-upgrade). */\n  peakPrice?: number;\n}\n\nexport interface RiskConfig {\n  maxPortfolioRisk: number;\n  maxSinglePosition: number;\n  maxCorrelatedExposure: number;\n  maxConcurrentTrades: number;\n  hardStopPercent: number;\n  trailingStopAtr: number;\n  /** Trailing stop as a fraction of current price (e.g. 0.05 = stop at price × 0.95).\n   *  Used by updateTrailingStops() which runs each loop cycle without needing ATR.\n   *  Set to 0 to disable. */\n  trailingStopPct: number;\n  /** Move stop to entry (breakeven) once position gains this percent.\n   *  E.g. 0.02 = after +2% unrealized gain, stop tightens to entry price.\n   *  Set to 0 to disable. */\n  breakevenTriggerPct: number;\n  /** Orca-inspired HWM profit-lock, see README / PR #223.\n   *  Stepped table: each {trigger, lockPct} pair means \"once PnL% from\n   *  entry crosses `trigger`, ratchet stop-loss to lock in `lockPct` of\n   *  the peak move from entry\".\n   *  For LONG: stop = entry + (peakPrice - entry) * lockPct.\n   *  For SHORT: stop = entry - (entry - peakPrice) * lockPct.\n   *  Entries iterate in order; highest-triggered tier wins (stricter\n   *  locks override looser ones) and stops only ratchet up — never down. */\n  profitLockSteps: Array<{ trigger: number; lockPct: number }>;\n  dailyLossLimit: number;\n  weeklyLossLimit: number;\n  monthlyLossLimit: number;\n  maxSlippage: Record<string, number>;\n  riskPerTrade: number;\n  /** Orca-inspired: PnL-aware daily cap, see README / PR #223.\n   *  When set, short-circuits the tiered step function in\n   *  `getDynamicDailyCap()` and uses this value directly. Useful for\n   *  tests or an aggressive-mode config override. Leave unset for the\n   *  default PnL-tiered behavior. */\n  dailyCapOverride?: number;\n}\n\n/**\n * Default risk config.\n *\n * `trailingStopPct` / `breakevenTriggerPct` / `profitLockSteps` are now ON\n * by default based on paper-trading analysis showing active trailing\n * significantly improves risk-adjusted returns. These match\n * RECOMMENDED_TRAILING_CONFIG (minus the third profit-lock step).\n *\n * Override via config:\n *   sherwood agent config --set trailingStopPct=0\n *   sherwood agent config --set breakevenTriggerPct=0\n */\nexport const DEFAULT_RISK_CONFIG: RiskConfig = {\n  maxPortfolioRisk: 0.15,\n  maxSinglePosition: 0.55,    // 55% notional (with 3x leverage: ~18% margin)\n  maxCorrelatedExposure: 0.25,\n  maxConcurrentTrades: 8,\n  hardStopPercent: 0.10,          // 10% hard stop (was 5% — wider to match 3.5x ATR stops)\n  trailingStopAtr: 3.5,           // match executor ATR multiplier (was 1.5x — autoresearch: wider = better)\n  trailingStopPct: 0.03,               // 3% trail (autoresearch: tighter trail locks profits faster)\n  breakevenTriggerPct: 0.015,          // move to breakeven after +1.5% gain\n  // Orca-inspired HWM profit-lock (see README / PR #223): each entry locks a\n  // percentage of the peak-to-date move. Tiers cascade — the highest\n  // triggered tier wins — and stops never ratchet down.\n  profitLockSteps: [\n    { trigger: 0.05, lockPct: 0.30 },  // +5% gain  → lock 30% of peak move\n    { trigger: 0.10, lockPct: 0.50 },  // +10% gain → lock 50% of peak move\n    { trigger: 0.15, lockPct: 0.70 },  // +15% gain → lock 70% of peak move\n    { trigger: 0.20, lockPct: 0.85 },  // +20% gain → lock 85% of peak move\n  ],\n  dailyLossLimit: 0.05,\n  weeklyLossLimit: 0.10,\n  monthlyLossLimit: 0.15,\n  maxSlippage: { large: 0.005, mid: 0.015, small: 0.03 },\n  riskPerTrade: 0.02,\n};\n\n/**\n * Opinionated trailing-stop preset.\n *\n * To enable all three mechanisms at once:\n *   sherwood agent config --set trailingStopPct=0.05\n *   sherwood agent config --set breakevenTriggerPct=0.02\n *   (profitLockSteps currently requires editing config.json directly)\n */\n/**\n * Short-term trailing config (1-2 day holds).\n * Tighter stops and faster profit-locking than swing trading.\n */\nexport const RECOMMENDED_TRAILING_CONFIG = {\n  trailingStopPct: 0.04,                 // 4% trail (autoresearch: wider stops let winners run)\n  breakevenTriggerPct: 0.02,             // move to breakeven after +2% gain (matches partial profit trigger)\n  // HWM tiers: lock a growing fraction of the peak move from entry.\n  profitLockSteps: [\n    { trigger: 0.05, lockPct: 0.30 },   // +5% gain  → lock 30% of peak move\n    { trigger: 0.10, lockPct: 0.50 },   // +10% gain → lock 50% of peak move\n    { trigger: 0.15, lockPct: 0.70 },   // +15% gain → lock 70% of peak move\n    { trigger: 0.20, lockPct: 0.85 },   // +20% gain → lock 85% of peak move\n  ],\n} as const;\n\n/** Pyramiding configuration — conservative defaults to limit blowup risk\n *  on a single name. With MAX_PYRAMID_ADDS=2 and halving size each add,\n *  total exposure caps at 1.0x + 0.5x + 0.25x = 1.75x of the base size. */\nexport const MAX_PYRAMID_ADDS = 2;\nexport const PYRAMID_MIN_SPACING_MS = 4 * 60 * 60 * 1000; // 4 hours\nexport const STOP_COOLDOWN_MS = 4 * 60 * 60 * 1000; // 4 hours after a stop-loss\n\n/** Number of consecutive losses on a single token before enforcing a longer cooldown. */\nexport const TOKEN_CONSEC_LOSS_LIMIT = 2;\n/** Cooldown duration after hitting the consecutive-loss limit (24 hours). */\nexport const TOKEN_LOSS_COOLDOWN_MS = 24 * 60 * 60 * 1000;\n\nconst EMPTY_PORTFOLIO: PortfolioState = {\n  totalValue: 0,\n  positions: [],\n  cash: 0,\n  dailyPnl: 0,\n  weeklyPnl: 0,\n  monthlyPnl: 0,\n};\n\nexport class RiskManager {\n  private config: RiskConfig;\n  private portfolio: PortfolioState;\n\n  constructor(config?: Partial<RiskConfig>) {\n    this.config = { ...DEFAULT_RISK_CONFIG, ...config };\n    this.portfolio = { ...EMPTY_PORTFOLIO };\n  }\n\n  /** Base risk-per-trade fraction (e.g. 0.02 = 2%). Exposed so callers can\n   *  apply conviction / profile multipliers without duplicating the config. */\n  getRiskPerTrade(): number {\n    return this.config.riskPerTrade;\n  }\n\n  /**\n   * Orca-inspired PnL-aware daily cap (see README / PR #223).\n   *\n   * Returns the maximum number of NEW position entries allowed today based\n   * on realized daily PnL as a fraction of the start-of-day portfolio\n   * value. Tiers (step function):\n   *\n   *   >= +5%       → 12 (\"hot hand\")\n   *   [ 0%, +5%)   →  8\n   *   [-5%,  0%)   →  5\n   *   [-15%, -5%)  →  3\n   *   [-25%,-15%)  →  1\n   *   < -25%       →  0 (circuit breaker)\n   *\n   * `config.dailyCapOverride` short-circuits to a fixed value when set\n   * (tests / aggressive mode). The start-of-day value is reconstructed\n   * as `totalValue - dailyPnl` — same trick loop.ts uses to derive\n   * dailyPnlPct for the judge.\n   *\n   * Orthogonal to `maxConcurrentTrades`: that limits simultaneous open\n   * positions; this limits turnover per day.\n   */\n  getDynamicDailyCap(): number {\n    // Override short-circuit\n    if (\n      this.config.dailyCapOverride !== undefined\n      && Number.isFinite(this.config.dailyCapOverride)\n    ) {\n      return Math.max(0, Math.floor(this.config.dailyCapOverride));\n    }\n\n    const totalValue = Number.isFinite(this.portfolio.totalValue) ? this.portfolio.totalValue : 0;\n    const dailyPnl = Number.isFinite(this.portfolio.dailyPnl) ? this.portfolio.dailyPnl : 0;\n    // Reconstruct start-of-day value (mirrors loop.ts:691 logic). Fall\n    // back to cash when totalValue is unset to avoid a false 0% baseline.\n    const startOfDayValue = (totalValue - dailyPnl) > 0\n      ? totalValue - dailyPnl\n      : (Number.isFinite(this.portfolio.cash) ? this.portfolio.cash : 0);\n\n    if (startOfDayValue <= 0) {\n      // No baseline to measure against — fall back to the middle tier.\n      return 5;\n    }\n\n    const pnlPct = dailyPnl / startOfDayValue;\n\n    if (pnlPct >= 0.05) return 12;\n    if (pnlPct >= 0) return 8;\n    if (pnlPct >= -0.05) return 5;\n    if (pnlPct >= -0.15) return 3;\n    if (pnlPct >= -0.25) return 1;\n    return 0; // circuit breaker — no new entries today\n  }\n\n  /** Check if we can open a new position (or pyramid into an existing one).\n   *  When `direction` is omitted, defaults to 'long' for backward compatibility.\n   *  An existing position with a different direction always rejects (no flips\n   *  via pyramid — flips must explicitly close the prior position first). */\n  canOpenPosition(token: string, sizeUsd: number, direction: 'long' | 'short' = 'long'): { allowed: boolean; reason?: string } {\n    // Check concurrent trades limit\n    if (this.portfolio.positions.length >= this.config.maxConcurrentTrades) {\n      return { allowed: false, reason: `Max concurrent trades (${this.config.maxConcurrentTrades}) reached` };\n    }\n\n    // Orca-inspired: PnL-aware daily entry cap (see README / PR #223).\n    // Only applies to NEW positions — pyramid adds into an existing token\n    // go through their own spacing / addCount guards below and do not\n    // count toward the daily turnover budget.\n    const isNewEntry = !this.portfolio.positions.find((p) => p.tokenId === token);\n    if (isNewEntry) {\n      const dailyCap = this.getDynamicDailyCap();\n      const entriesToday = Number.isFinite(this.portfolio.dailyEntries)\n        ? (this.portfolio.dailyEntries ?? 0)\n        : 0;\n      if (entriesToday >= dailyCap) {\n        const totalValue = Number.isFinite(this.portfolio.totalValue) ? this.portfolio.totalValue : 0;\n        const dailyPnl = Number.isFinite(this.portfolio.dailyPnl) ? this.portfolio.dailyPnl : 0;\n        const startOfDayValue = (totalValue - dailyPnl) > 0 ? totalValue - dailyPnl : 0;\n        const pnlPct = startOfDayValue > 0 ? (dailyPnl / startOfDayValue) * 100 : 0;\n        return {\n          allowed: false,\n          reason: `Dynamic daily cap (${dailyCap}) reached — PnL ${pnlPct >= 0 ? '+' : ''}${pnlPct.toFixed(1)}%`,\n        };\n      }\n    }\n\n    // Check single position size limit\n    const portfolioValue = this.portfolio.totalValue || this.portfolio.cash;\n    if (portfolioValue > 0) {\n      const positionPct = sizeUsd / portfolioValue;\n      if (positionPct > this.config.maxSinglePosition) {\n        return {\n          allowed: false,\n          reason: `Position size ${(positionPct * 100).toFixed(1)}% exceeds max ${(this.config.maxSinglePosition * 100).toFixed(0)}% per trade`,\n        };\n      }\n    }\n\n    // Check total portfolio risk by evaluating potential aggregate loss\n    if (portfolioValue > 0) {\n      const currentRiskExposure = this.portfolio.positions.reduce(\n        (sum, p) => {\n          // Estimate max loss per position using stop loss distance\n          const maxLossPerPosition = Math.abs(p.entryPrice - p.stopLoss) * p.quantity;\n          return sum + maxLossPerPosition;\n        },\n        0,\n      );\n\n      // Estimate new position risk (assuming 8% stop loss)\n      const newPositionRisk = sizeUsd * 0.08;\n      const totalRiskExposure = currentRiskExposure + newPositionRisk;\n\n      if (totalRiskExposure / portfolioValue > this.config.maxPortfolioRisk) {\n        return {\n          allowed: false,\n          reason: `Total portfolio risk ${(totalRiskExposure / portfolioValue * 100).toFixed(1)}% would exceed max ${(this.config.maxPortfolioRisk * 100).toFixed(0)}%`,\n        };\n      }\n    }\n\n    // Check post-stop cooldown — prevent rapid re-entry after a stop loss\n    const cooldowns = this.portfolio.stopCooldowns ?? {};\n    const lastStop = cooldowns[token];\n    if (lastStop !== undefined) {\n      const elapsed = Date.now() - lastStop;\n      if (elapsed < STOP_COOLDOWN_MS) {\n        const remainHrs = ((STOP_COOLDOWN_MS - elapsed) / 3_600_000).toFixed(1);\n        return { allowed: false, reason: `Stop cooldown active for ${token} (${remainHrs}h remaining)` };\n      }\n    }\n\n    // Check per-token consecutive loss cooldown — prevent serial-loser re-entry.\n    // After TOKEN_CONSEC_LOSS_LIMIT consecutive losses on a token, enforce a\n    // 24h ban. Prevents the AAVE pattern (4 trades, 3 losses, -$144.75).\n    const consecLosses = this.portfolio.tokenConsecLosses ?? {};\n    const lossCooldowns = this.portfolio.tokenLossCooldowns ?? {};\n    const tokenLosses = consecLosses[token] ?? 0;\n    if (tokenLosses >= TOKEN_CONSEC_LOSS_LIMIT) {\n      const lossCooldownStart = lossCooldowns[token];\n      if (lossCooldownStart !== undefined) {\n        const elapsed = Date.now() - lossCooldownStart;\n        if (elapsed < TOKEN_LOSS_COOLDOWN_MS) {\n          const remainHrs = ((TOKEN_LOSS_COOLDOWN_MS - elapsed) / 3_600_000).toFixed(1);\n          return {\n            allowed: false,\n            reason: `Token loss cooldown: ${token} has ${tokenLosses} consecutive losses (${remainHrs}h remaining of 24h ban)`,\n          };\n        }\n      }\n    }\n\n    // Check if we already have a position in this token.\n    // Pyramiding (adding to a winning position) is allowed up to MAX_PYRAMID_ADDS\n    // total adds, with at least PYRAMID_MIN_SPACING_MS between adds. The caller\n    // (TradeExecutor) is responsible for halving the size each add and matching\n    // the existing direction. If those preconditions aren't met, the executor\n    // should not call canOpenPosition for an add.\n    const existing = this.portfolio.positions.find((p) => p.tokenId === token);\n    if (existing) {\n      const existingSide = existing.side ?? 'long';\n      if (existingSide !== direction) {\n        return { allowed: false, reason: `Conflicting position in ${token} (existing ${existingSide}, signal ${direction}) — close first` };\n      }\n      const addCount = existing.addCount ?? 0;\n      if (addCount >= MAX_PYRAMID_ADDS) {\n        return { allowed: false, reason: `Pyramid cap reached for ${token} (${MAX_PYRAMID_ADDS} adds)` };\n      }\n      const lastAdd = existing.lastAddTimestamp ?? existing.entryTimestamp;\n      const elapsed = Date.now() - lastAdd;\n      if (elapsed < PYRAMID_MIN_SPACING_MS) {\n        const remainHrs = ((PYRAMID_MIN_SPACING_MS - elapsed) / 3_600_000).toFixed(1);\n        return { allowed: false, reason: `Pyramid spacing not met for ${token} (next add in ${remainHrs}h)` };\n      }\n    }\n\n    // Check cash availability — compare margin requirement (33%) against cash,\n    // not full notional. openPosition debits margin, not full notional.\n    const MARGIN_FRACTION = 0.33;\n    const marginRequired = sizeUsd * MARGIN_FRACTION;\n    if (marginRequired > this.portfolio.cash) {\n      return { allowed: false, reason: `Insufficient cash: need $${marginRequired.toFixed(2)} margin (${(MARGIN_FRACTION*100).toFixed(0)}% of $${sizeUsd.toFixed(0)}), have $${this.portfolio.cash.toFixed(2)}` };\n    }\n\n    // Check drawdown limits\n    const drawdown = this.isDrawdownLimitHit();\n    if (drawdown.paused) {\n      return { allowed: false, reason: drawdown.message };\n    }\n\n    // Check correlated exposure by token category\n    const TOKEN_CATEGORIES: Record<string, string> = {\n      bitcoin: 'L1', ethereum: 'L1', solana: 'L1', avalanche: 'L1', cardano: 'L1',\n      polkadot: 'L1', near: 'L1', cosmos: 'L1', sui: 'L1', aptos: 'L1',\n      uniswap: 'DeFi', aave: 'DeFi', maker: 'DeFi', compound: 'DeFi', curve: 'DeFi',\n      lido: 'DeFi', sushi: 'DeFi', pancakeswap: 'DeFi', jupiter: 'DeFi',\n      arbitrum: 'L2', optimism: 'L2', polygon: 'L2', 'starknet': 'L2', base: 'L2',\n      'zksync': 'L2', mantle: 'L2',\n    };\n\n    const tokenCategory = TOKEN_CATEGORIES[token];\n    if (tokenCategory && portfolioValue > 0) {\n      const correlatedExposure = this.portfolio.positions\n        .filter((p) => TOKEN_CATEGORIES[p.tokenId] === tokenCategory)\n        .reduce((sum, p) => sum + p.quantity * p.currentPrice, 0);\n      const newExposure = (correlatedExposure + sizeUsd) / portfolioValue;\n      if (newExposure > this.config.maxCorrelatedExposure) {\n        return {\n          allowed: false,\n          reason: `Correlated exposure for ${tokenCategory} would be ${(newExposure * 100).toFixed(1)}% (limit: ${(this.config.maxCorrelatedExposure * 100).toFixed(0)}%)`,\n        };\n      }\n    }\n\n    return { allowed: true };\n  }\n\n  /** Calculate position size using classic risk-based formula */\n  calculatePositionSize(\n    entryPrice: number,\n    stopLossPrice: number,\n    portfolioValue: number,\n    maxRiskPercent?: number,\n  ): { quantity: number; sizeUsd: number; riskUsd: number } {\n    // Guard against invalid inputs\n    if (entryPrice <= 0 || portfolioValue <= 0) {\n      return { quantity: 0, sizeUsd: 0, riskUsd: 0 };\n    }\n\n    const riskPct = maxRiskPercent ?? this.config.riskPerTrade;\n    let riskUsd = portfolioValue * riskPct;\n    const riskPerUnit = Math.abs(entryPrice - stopLossPrice);\n\n    if (riskPerUnit <= 0) {\n      return { quantity: 0, sizeUsd: 0, riskUsd: 0 };\n    }\n\n    // positionSize = (portfolioValue * maxRiskPercent) / (entryPrice - stopLossPrice)\n    let quantity = riskUsd / riskPerUnit;\n    let sizeUsd = quantity * entryPrice;\n\n    // Cap at max single position size FIRST — floor must not exceed cap.\n    const maxSizeUsd = portfolioValue * this.config.maxSinglePosition;\n    if (sizeUsd > maxSizeUsd) {\n      sizeUsd = maxSizeUsd;\n      quantity = maxSizeUsd / entryPrice;\n      riskUsd = quantity * riskPerUnit;\n    }\n\n    // Minimum position floor: Hyperliquid requires ~$10+ notional per order.\n    // Applied AFTER the cap so floor never exceeds maxSinglePosition.\n    // Only scales up if vault can afford 2× the floor (safety buffer).\n    const MIN_POSITION_USD = 15;\n    const effectiveFloor = Math.min(MIN_POSITION_USD, maxSizeUsd);\n    if (sizeUsd < effectiveFloor && portfolioValue >= MIN_POSITION_USD * 2) {\n      sizeUsd = effectiveFloor;\n      quantity = sizeUsd / entryPrice;\n      riskUsd = quantity * riskPerUnit;\n    }\n\n    return { quantity, sizeUsd, riskUsd };\n  }\n\n  /** Check drawdown limits — returns true if trading should be paused */\n  isDrawdownLimitHit(): { paused: boolean; level: 'daily' | 'weekly' | 'monthly' | null; message: string } {\n    const portfolioValue = this.portfolio.totalValue || this.portfolio.cash;\n    if (portfolioValue <= 0) {\n      return { paused: false, level: null, message: 'No portfolio value set' };\n    }\n\n    const dailyPct = Math.abs(this.portfolio.dailyPnl) / portfolioValue;\n    const weeklyPct = Math.abs(this.portfolio.weeklyPnl) / portfolioValue;\n    const monthlyPct = Math.abs(this.portfolio.monthlyPnl) / portfolioValue;\n\n    if (this.portfolio.dailyPnl < 0 && dailyPct >= this.config.dailyLossLimit) {\n      return {\n        paused: true,\n        level: 'daily',\n        message: `Daily loss limit hit: ${(dailyPct * 100).toFixed(1)}% (limit: ${(this.config.dailyLossLimit * 100).toFixed(0)}%)`,\n      };\n    }\n\n    if (this.portfolio.weeklyPnl < 0 && weeklyPct >= this.config.weeklyLossLimit) {\n      return {\n        paused: true,\n        level: 'weekly',\n        message: `Weekly loss limit hit: ${(weeklyPct * 100).toFixed(1)}% (limit: ${(this.config.weeklyLossLimit * 100).toFixed(0)}%)`,\n      };\n    }\n\n    if (this.portfolio.monthlyPnl < 0 && monthlyPct >= this.config.monthlyLossLimit) {\n      return {\n        paused: true,\n        level: 'monthly',\n        message: `Monthly loss limit hit: ${(monthlyPct * 100).toFixed(1)}% (limit: ${(this.config.monthlyLossLimit * 100).toFixed(0)}%)`,\n      };\n    }\n\n    return { paused: false, level: null, message: 'Within limits' };\n  }\n\n  /**\n   * Ratchet stop-losses each cycle based on current prices.\n   * Applies three independent mechanisms, whichever gives the tightest stop:\n   *\n   *   1. Breakeven: if PnL% crosses +breakevenTriggerPct, move stop to entryPrice.\n   *      Locks in \"no loss\" once the trade is meaningfully in the money.\n   *\n   *   2. Orca-inspired HWM profit-lock (see README / PR #223): stepped table\n   *      keyed on \"gain from entry\". Each triggered tier locks a growing\n   *      fraction of the peak-to-date move:\n   *        LONG:  stop = entry + (peakPrice - entry) * lockPct\n   *        SHORT: stop = entry - (entry - peakPrice) * lockPct\n   *      `peakPrice` tracks the best price observed since entry and is\n   *      updated on every call (max for LONG, min for SHORT). A retrace\n   *      followed by a new peak advances the lock — never resets it.\n   *\n   *   3. Percent-trail: stop tracks currentPrice × (1 ± trailingStopPct).\n   *      Continuous trail — tracks new highs (LONG) / lows (SHORT).\n   *\n   * All mechanisms respect the \"stops never loosen\" invariant.\n   * `peakPrice` is updated even when no stop-change fires (so future\n   * cycles see the ratchet). Returns a new array — does not mutate input.\n   *\n   * Legacy positions loaded from portfolio.json without `peakPrice`\n   * default to `entryPrice` (safest — never triggers a tier on the\n   * first cycle after upgrade until price actually advances).\n   */\n  updateTrailingStops(positions: Position[]): Position[] {\n    return positions.map((pos) => {\n      if (pos.currentPrice <= 0 || pos.entryPrice <= 0) return pos;\n\n      const isShort = pos.side === 'short';\n\n      // Update peak-price HWM. For LONG, peak = max observed price.\n      // For SHORT, peak = min observed price (most favorable for a short).\n      // Legacy positions without `peakPrice` seed from entryPrice — this\n      // is the safer default: on the first post-upgrade cycle, no HWM\n      // tier will fire until price actually moves beyond entry.\n      const priorPeak = Number.isFinite(pos.peakPrice) ? (pos.peakPrice as number) : pos.entryPrice;\n      const newPeak = isShort\n        ? Math.min(priorPeak, pos.currentPrice)\n        : Math.max(priorPeak, pos.currentPrice);\n\n      // Direction-aware PnL from entry\n      const pnlPct = isShort\n        ? (pos.entryPrice - pos.currentPrice) / (pos.entryPrice || 1)\n        : (pos.currentPrice - pos.entryPrice) / (pos.entryPrice || 1);\n      let newStop = pos.stopLoss;\n\n      if (isShort) {\n        // For SHORTS: stops sit ABOVE price. \"Tighter\" = LOWER.\n\n        // 1. Breakeven: move stop down to entry\n        if (this.config.breakevenTriggerPct > 0 && pnlPct >= this.config.breakevenTriggerPct) {\n          newStop = Math.min(newStop, pos.entryPrice);\n        }\n\n        // 2. HWM profit-lock. For shorts, the peak is the lowest price.\n        //    stop = entry - (entry - peak) * lockPct  (peak <= entry)\n        //    Iterate tiers — highest-triggered tier wins.\n        for (const step of this.config.profitLockSteps) {\n          if (pnlPct >= step.trigger) {\n            const lockedStop = pos.entryPrice - (pos.entryPrice - newPeak) * step.lockPct;\n            newStop = Math.min(newStop, lockedStop);\n          }\n        }\n\n        // 3. Percent-trail: track new lows\n        if (this.config.trailingStopPct > 0) {\n          const trailStop = pos.currentPrice * (1 + this.config.trailingStopPct);\n          newStop = Math.min(newStop, trailStop);\n        }\n\n        if (newStop < pos.stopLoss || newPeak !== priorPeak) {\n          return {\n            ...pos,\n            peakPrice: newPeak,\n            stopLoss: newStop < pos.stopLoss ? newStop : pos.stopLoss,\n            trailingStop: newStop < pos.stopLoss ? newStop : pos.trailingStop,\n          };\n        }\n      } else {\n        // For LONGS: stops sit BELOW price. \"Tighter\" = HIGHER.\n\n        // 1. Breakeven\n        if (this.config.breakevenTriggerPct > 0 && pnlPct >= this.config.breakevenTriggerPct) {\n          newStop = Math.max(newStop, pos.entryPrice);\n        }\n\n        // 2. HWM profit-lock.\n        //    stop = entry + (peak - entry) * lockPct  (peak >= entry)\n        for (const step of this.config.profitLockSteps) {\n          if (pnlPct >= step.trigger) {\n            const lockedStop = pos.entryPrice + (newPeak - pos.entryPrice) * step.lockPct;\n            newStop = Math.max(newStop, lockedStop);\n          }\n        }\n\n        // 3. Percent-trail\n        if (this.config.trailingStopPct > 0) {\n          const trailStop = pos.currentPrice * (1 - this.config.trailingStopPct);\n          newStop = Math.max(newStop, trailStop);\n        }\n\n        if (newStop > pos.stopLoss || newPeak !== priorPeak) {\n          return {\n            ...pos,\n            peakPrice: newPeak,\n            stopLoss: newStop > pos.stopLoss ? newStop : pos.stopLoss,\n            trailingStop: newStop > pos.stopLoss ? newStop : pos.trailingStop,\n          };\n        }\n      }\n      return pos;\n    });\n  }\n\n  /** Update trailing stop losses using ATR values */\n  updateStopLosses(positions: Position[], atrValues: Record<string, number>): Position[] {\n    return positions.map((pos) => {\n      const atr = atrValues[pos.tokenId];\n      if (atr === undefined || atr <= 0) return pos;\n\n      const trailingDistance = atr * this.config.trailingStopAtr;\n      const currentTrailing = pos.trailingStop ?? pos.stopLoss;\n\n      if (pos.side === 'short') {\n        // For SHORTS: stop sits ABOVE current price. Tighten only if new\n        // candidate is LOWER than the current trailing stop.\n        const newTrailingStop = pos.currentPrice + trailingDistance;\n        if (newTrailingStop < currentTrailing) {\n          return {\n            ...pos,\n            trailingStop: newTrailingStop,\n            // Also update hard stop if trailing is tighter (lower)\n            stopLoss: Math.min(pos.stopLoss, newTrailingStop),\n          };\n        }\n        return pos;\n      }\n\n      // LONGS: stop sits BELOW current price. Only move trailing stop up.\n      const newTrailingStop = pos.currentPrice - trailingDistance;\n      if (newTrailingStop > currentTrailing) {\n        return {\n          ...pos,\n          trailingStop: newTrailingStop,\n          // Also update hard stop if trailing is higher\n          stopLoss: Math.max(pos.stopLoss, newTrailingStop),\n        };\n      }\n\n      return pos;\n    });\n  }\n\n  /** Check if any positions should be closed */\n  checkExits(\n    positions: Position[],\n    currentPrices: Record<string, number>,\n  ): { toClose: Position[]; reasons: Record<string, string> } {\n    const toClose: Position[] = [];\n    const reasons: Record<string, string> = {};\n\n    for (const pos of positions) {\n      const price = currentPrices[pos.tokenId];\n      if (price === undefined) continue;\n\n      const updatedPos = { ...pos, currentPrice: price };\n      const isShort = pos.side === 'short';\n\n      // PnL calculation — direction-aware\n      const pnlPercent = isShort\n        ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n        : (price - pos.entryPrice) / (pos.entryPrice || 1);\n\n      // Hard stop loss check (direction-aware via pnlPercent)\n      if (pnlPercent <= -this.config.hardStopPercent) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Hard stop hit: ${(pnlPercent * 100).toFixed(1)}% loss (limit: -${(this.config.hardStopPercent * 100).toFixed(0)}%)`;\n        continue;\n      }\n\n      // Stop loss check — for shorts, stop is ABOVE entry (price >= stopLoss)\n      // for longs, stop is BELOW entry (price <= stopLoss)\n      const stopHit = isShort ? price >= pos.stopLoss : price <= pos.stopLoss;\n      if (stopHit) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Stop loss hit at $${pos.stopLoss.toFixed(4)} (price: $${price.toFixed(4)})`;\n        continue;\n      }\n\n      // Trailing stop check — same direction logic as stop loss\n      if (pos.trailingStop !== undefined) {\n        const trailHit = isShort ? price >= pos.trailingStop : price <= pos.trailingStop;\n        if (trailHit) {\n          toClose.push(updatedPos);\n          reasons[pos.tokenId] = `Trailing stop hit at $${pos.trailingStop.toFixed(4)} (price: $${price.toFixed(4)})`;\n          continue;\n        }\n      }\n\n      // Take profit check — for shorts, TP is BELOW entry (price <= takeProfit)\n      // for longs, TP is ABOVE entry (price >= takeProfit)\n      const tpHit = isShort ? price <= pos.takeProfit : price >= pos.takeProfit;\n      if (tpHit) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Take profit hit at $${pos.takeProfit.toFixed(4)} (price: $${price.toFixed(4)})`;\n        continue;\n      }\n\n      // Time-based exit: close after 48h if PnL is flat (<1%)\n      const holdingHours = (Date.now() - pos.entryTimestamp) / (1000 * 60 * 60);\n      // Autoresearch (Apr 24): 96h→84h — kill dead positions sooner for capital recycling.\n      if (holdingHours > 84 && pnlPercent < 0.01 && pnlPercent > -0.01) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Time stop: held ${(holdingHours / 24).toFixed(1)} days with only ${(pnlPercent * 100).toFixed(1)}% PnL`;\n        continue;\n      }\n    }\n\n    return { toClose, reasons };\n  }\n\n  /** Update portfolio state */\n  updatePortfolio(portfolio: Partial<PortfolioState>): void {\n    this.portfolio = { ...this.portfolio, ...portfolio };\n  }\n\n  /** Get current risk exposure summary */\n  getRiskSummary(): string {\n    const lines: string[] = [];\n    const pv = this.portfolio.totalValue || this.portfolio.cash;\n\n    lines.push(chalk.bold('Risk Summary'));\n    lines.push(chalk.dim('─'.repeat(40)));\n    lines.push(`Portfolio Value: $${pv.toFixed(2)}`);\n    lines.push(`Cash: $${this.portfolio.cash.toFixed(2)}`);\n    lines.push(`Open Positions: ${this.portfolio.positions.length}/${this.config.maxConcurrentTrades}`);\n\n    const totalExposure = this.portfolio.positions.reduce(\n      (sum, p) => sum + p.quantity * p.currentPrice,\n      0,\n    );\n    const exposurePct = pv > 0 ? (totalExposure / pv) * 100 : 0;\n    lines.push(`Total Exposure: $${totalExposure.toFixed(2)} (${exposurePct.toFixed(1)}%)`);\n\n    const totalUnrealizedPnl = this.portfolio.positions.reduce((sum, p) => sum + p.pnlUsd, 0);\n    const pnlColor = totalUnrealizedPnl >= 0 ? chalk.green : chalk.red;\n    lines.push(`Unrealized PnL: ${pnlColor('$' + totalUnrealizedPnl.toFixed(2))}`);\n\n    lines.push(chalk.dim('─'.repeat(40)));\n    lines.push(`Daily PnL: ${this.portfolio.dailyPnl >= 0 ? '+' : ''}$${this.portfolio.dailyPnl.toFixed(2)}`);\n    lines.push(`Weekly PnL: ${this.portfolio.weeklyPnl >= 0 ? '+' : ''}$${this.portfolio.weeklyPnl.toFixed(2)}`);\n    lines.push(`Monthly PnL: ${this.portfolio.monthlyPnl >= 0 ? '+' : ''}$${this.portfolio.monthlyPnl.toFixed(2)}`);\n\n    const drawdown = this.isDrawdownLimitHit();\n    if (drawdown.paused) {\n      lines.push(chalk.red(`TRADING PAUSED: ${drawdown.message}`));\n    }\n\n    return lines.join('\\n');\n  }\n}\n","/**\n * Reporting module — formats cycle results, portfolio summaries, trade alerts, and metrics.\n */\n\nimport chalk from 'chalk';\nimport type { CycleResult } from './loop.js';\nimport type { PortfolioState, Position } from './risk.js';\nimport type { TradeRecord } from './portfolio.js';\n\nexport class Reporter {\n  /** Format a cycle result as a nicely-formatted console report */\n  formatCycleReport(result: CycleResult): string {\n    const lines: string[] = [];\n    const ts = new Date(result.timestamp).toLocaleTimeString();\n\n    lines.push('');\n    lines.push(chalk.bold(`  ┌─ Cycle #${result.cycleNumber} ─ ${ts} ─────────────────────────────┐`));\n    lines.push(`  │ Duration: ${result.duration}ms | Tokens analyzed: ${result.tokensAnalyzed}`);\n    lines.push(`  │ Trades executed: ${result.tradesExecuted} | Exits processed: ${result.exitsProcessed}`);\n    lines.push(chalk.dim('  ├──────────────────────────────────────────────────┤'));\n\n    // Signals\n    if (result.signals.length > 0) {\n      lines.push(chalk.bold('  │ Signals:'));\n      for (const sig of result.signals) {\n        const color = sig.action.includes('BUY')\n          ? chalk.green\n          : sig.action.includes('SELL')\n            ? chalk.red\n            : chalk.yellow;\n        const scoreStr = sig.score >= 0 ? `+${sig.score.toFixed(3)}` : sig.score.toFixed(3);\n        lines.push(`  │   ${sig.token.padEnd(14)} ${color(sig.action.padEnd(12))} ${scoreStr}`);\n      }\n    } else {\n      lines.push('  │ No actionable signals this cycle.');\n    }\n\n    lines.push(chalk.dim('  ├──────────────────────────────────────────────────┤'));\n\n    // Portfolio — show total PnL% since inception + realized (drawdown-gate driver) + unrealized (mark-to-market).\n    const realized = result.dailyRealizedPnl;\n    const unrealized = result.unrealizedPnl;\n    const total = result.totalPnlUsd;\n    const totalPct = result.totalPnlPct;\n    const fmt = (v: number) => (v >= 0 ? '+$' : '-$') + Math.abs(v).toFixed(2);\n    const fmtPct = (v: number) => (v >= 0 ? '+' : '') + (v * 100).toFixed(2) + '%';\n    const rColor = realized >= 0 ? chalk.green : chalk.red;\n    const uColor = unrealized >= 0 ? chalk.green : chalk.red;\n    const tColor = total >= 0 ? chalk.green : chalk.red;\n    lines.push(`  │ Portfolio: $${result.portfolioValue.toFixed(2)}  Total: ${tColor(fmt(total) + ' (' + fmtPct(totalPct) + ')')}`);\n    lines.push(`  │ Realized: ${rColor(fmt(realized))}  Unrealized: ${uColor(fmt(unrealized))}`);\n\n    // Errors\n    if (result.errors.length > 0) {\n      lines.push(chalk.dim('  ├──────────────────────────────────────────────────┤'));\n      lines.push(chalk.red(`  │ Errors (${result.errors.length}):`));\n      for (const err of result.errors.slice(0, 3)) {\n        lines.push(chalk.red(`  │   ${err.slice(0, 60)}`));\n      }\n    }\n\n    lines.push(chalk.bold('  └──────────────────────────────────────────────────┘'));\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n\n  /** Format portfolio state as a detailed summary */\n  formatPortfolioReport(state: PortfolioState): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  Portfolio Summary'));\n    lines.push(chalk.dim('  ' + '═'.repeat(60)));\n    lines.push(`  Total Value:  $${state.totalValue.toFixed(2)}`);\n    lines.push(`  Cash:         $${state.cash.toFixed(2)}`);\n    lines.push(`  Positions:    ${state.positions.length}`);\n    lines.push('');\n\n    if (state.positions.length > 0) {\n      lines.push(chalk.bold('  Open Positions:'));\n      lines.push(chalk.dim(`  ${'Symbol'.padEnd(10)} ${'Qty'.padEnd(12)} ${'Entry'.padEnd(12)} ${'Current'.padEnd(12)} ${'PnL %'.padEnd(10)} PnL $`));\n      lines.push(chalk.dim('  ' + '─'.repeat(68)));\n\n      for (const p of state.positions) {\n        const pnlColor = p.pnlUsd >= 0 ? chalk.green : chalk.red;\n        const pctStr = `${(p.pnlPercent * 100).toFixed(1)}%`;\n        const usdStr = `${p.pnlUsd >= 0 ? '+' : ''}$${p.pnlUsd.toFixed(2)}`;\n        lines.push(\n          `  ${p.symbol.padEnd(10)} ${p.quantity.toFixed(4).padEnd(12)} $${p.entryPrice.toFixed(2).padEnd(11)} $${p.currentPrice.toFixed(2).padEnd(11)} ${pnlColor(pctStr.padEnd(10))} ${pnlColor(usdStr)}`,\n        );\n      }\n      lines.push('');\n    }\n\n    const dailyColor = state.dailyPnl >= 0 ? chalk.green : chalk.red;\n    const weeklyColor = state.weeklyPnl >= 0 ? chalk.green : chalk.red;\n    const monthlyColor = state.monthlyPnl >= 0 ? chalk.green : chalk.red;\n\n    lines.push(`  Daily PnL:    ${dailyColor((state.dailyPnl >= 0 ? '+' : '') + '$' + state.dailyPnl.toFixed(2))}`);\n    lines.push(`  Weekly PnL:   ${weeklyColor((state.weeklyPnl >= 0 ? '+' : '') + '$' + state.weeklyPnl.toFixed(2))}`);\n    lines.push(`  Monthly PnL:  ${monthlyColor((state.monthlyPnl >= 0 ? '+' : '') + '$' + state.monthlyPnl.toFixed(2))}`);\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n\n  /** Format a trade execution alert */\n  formatTradeAlert(trade: {\n    token: string;\n    side: string;\n    price: number;\n    amount: number;\n    strategy: string;\n  }): string {\n    const emoji = trade.side === 'buy' ? '🟢' : '🔴';\n    const sideStr = trade.side.toUpperCase();\n    const lines: string[] = [];\n\n    lines.push(`${emoji} ${sideStr} ${trade.token.toUpperCase()}`);\n    lines.push(`   Price: $${trade.price.toFixed(4)}`);\n    lines.push(`   Amount: $${trade.amount.toFixed(2)}`);\n    lines.push(`   Strategy: ${trade.strategy}`);\n    lines.push(`   Time: ${new Date().toISOString()}`);\n\n    return lines.join('\\n');\n  }\n\n  /** Format performance metrics */\n  formatMetrics(metrics: {\n    totalTrades: number;\n    winRate: number;\n    avgPnlPercent: number;\n    totalPnlUsd: number;\n    sharpeRatio: number;\n    maxDrawdown: number;\n    bestTrade: TradeRecord;\n    worstTrade: TradeRecord;\n  }): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  Performance Metrics'));\n    lines.push(chalk.dim('  ' + '═'.repeat(50)));\n\n    lines.push(`  Total Trades:    ${metrics.totalTrades}`);\n\n    // Win rate with bar\n    const winPct = (metrics.winRate * 100).toFixed(1);\n    const winBarLen = Math.round(metrics.winRate * 20);\n    const winBar = chalk.green('█'.repeat(winBarLen)) + chalk.dim('░'.repeat(20 - winBarLen));\n    const winColor = metrics.winRate >= 0.5 ? chalk.green : chalk.red;\n    lines.push(`  Win Rate:        ${winBar} ${winColor(winPct + '%')}`);\n\n    // Avg PnL\n    const avgColor = metrics.avgPnlPercent >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Avg PnL:         ${avgColor((metrics.avgPnlPercent * 100).toFixed(2) + '%')}`);\n\n    // Total PnL\n    const totalColor = metrics.totalPnlUsd >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Total PnL:       ${totalColor('$' + metrics.totalPnlUsd.toFixed(2))}`);\n\n    // Sharpe\n    const sharpeColor = metrics.sharpeRatio >= 1 ? chalk.green : metrics.sharpeRatio >= 0 ? chalk.yellow : chalk.red;\n    lines.push(`  Sharpe Ratio:    ${sharpeColor(metrics.sharpeRatio.toFixed(2))}`);\n\n    // Max Drawdown\n    const ddBar = chalk.red('█'.repeat(Math.round(Math.min(metrics.maxDrawdown, 1) * 20))) +\n      chalk.dim('░'.repeat(20 - Math.round(Math.min(metrics.maxDrawdown, 1) * 20)));\n    lines.push(`  Max Drawdown:    ${ddBar} ${chalk.red((metrics.maxDrawdown * 100).toFixed(1) + '%')}`);\n\n    lines.push('');\n\n    // Best/worst trade\n    if (metrics.bestTrade?.tokenId) {\n      const best = metrics.bestTrade;\n      lines.push(chalk.green(`  Best Trade:      ${best.symbol || best.tokenId} ${best.pnlUsd >= 0 ? '+' : ''}$${best.pnlUsd.toFixed(2)} (${(best.pnlPercent * 100).toFixed(1)}%)`));\n    }\n    if (metrics.worstTrade?.tokenId) {\n      const worst = metrics.worstTrade;\n      lines.push(chalk.red(`  Worst Trade:     ${worst.symbol || worst.tokenId} ${worst.pnlUsd >= 0 ? '+' : ''}$${worst.pnlUsd.toFixed(2)} (${(worst.pnlPercent * 100).toFixed(1)}%)`));\n    }\n\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n}\n","/**\n * Per-token last-known-good-price cache with two validation rules:\n *\n * 1. **Floor**: reject prices below PRICE_FLOOR. A zero or near-zero tick\n *    collapses risk-per-unit (entry - stop) and produces absurd position\n *    sizes; any division against it risks Infinity/NaN propagation.\n *\n * 2. **Delta cap**: if a prior anchor exists and the new tick deviates from\n *    it by more than MAX_DELTA_PCT, reject the new price and retain the\n *    prior anchor. Genuine moves beyond 20% intra-cycle are rare; an\n *    orders-of-magnitude typo is catastrophic.\n *\n * Anchors older than STALE_ANCHOR_MS are treated as absent — a fresh tick\n * is more useful than a day-old reference.\n *\n * Persistence mirrors {@link HyperliquidProvider.persistOiCache}: atomic\n * tmp-rename writes, fire-and-forget, errors logged as warnings so a slow\n * disk never blocks the signal hot path.\n */\n\nimport { mkdir, readFile, writeFile, rename } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\n\n/** Prices below this are rejected outright (USD). */\nexport const PRICE_FLOOR = 1e-9;\n\n/** Max allowed relative deviation from the prior anchor (fraction, 0.20 = 20%). */\nexport const MAX_DELTA_PCT = 0.20;\n\n/** Anchors older than this are ignored — better a fresh tick than a stale anchor. */\nexport const STALE_ANCHOR_MS = 2 * 60 * 60 * 1000; // 2 hours\n\ninterface AnchorEntry {\n  price: number;\n  timestamp: number;\n}\n\nexport type ValidatorResult =\n  | { ok: true; price: number }\n  | { ok: false; reason: string };\n\nexport class PriceValidator {\n  private anchors = new Map<string, AnchorEntry>();\n  private cacheDir: string;\n  private cacheFile: string;\n  private loaded = false;\n  private loadPromise: Promise<void> | null = null;\n  /** Monotonic counter so concurrent persist() calls don't collide on the tmp filename. */\n  private persistSeq = 0;\n  /** Serializes persist() writes. Without this, two back-to-back check()\n   *  calls fire two parallel mkdir → writeFile → rename chains; whichever\n   *  rename lands last wins, and that's not necessarily the latest snapshot.\n   *  Chaining onto this promise forces them to run in scheduling order so\n   *  the final on-disk state always reflects the most recent check(). */\n  private persistChain: Promise<void> = Promise.resolve();\n  /** Override Date.now() for tests. */\n  private clock: () => number;\n\n  constructor(opts?: { cacheDir?: string; clock?: () => number }) {\n    this.cacheDir = opts?.cacheDir ?? join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'price-validator.json');\n    this.clock = opts?.clock ?? (() => Date.now());\n    // Eager load so first check() finds the anchors populated.\n    this.loadPromise = this.load();\n  }\n\n  /** Load anchors from disk. Called once at construction. Never throws. */\n  private async load(): Promise<void> {\n    try {\n      const raw = await readFile(this.cacheFile, 'utf-8');\n      const parsed = JSON.parse(raw) as Record<string, AnchorEntry>;\n      if (parsed && typeof parsed === 'object') {\n        for (const [token, entry] of Object.entries(parsed)) {\n          if (\n            entry\n            && Number.isFinite(entry.price)\n            && Number.isFinite(entry.timestamp)\n            && entry.price >= PRICE_FLOOR\n          ) {\n            this.anchors.set(token, entry);\n          }\n        }\n      }\n    } catch {\n      // No file, corrupt JSON, or permission error — start empty.\n    } finally {\n      this.loaded = true;\n    }\n  }\n\n  /** Awaited by tests that need a deterministic load — not required for normal use. */\n  async ensureLoaded(): Promise<void> {\n    if (this.loaded) return;\n    if (this.loadPromise) await this.loadPromise;\n  }\n\n  /**\n   * Validate a new tick for `tokenId`. On ok, the anchor is updated and a\n   * persist is queued fire-and-forget. On reject, the prior anchor is kept\n   * untouched.\n   */\n  check(tokenId: string, newPrice: number): ValidatorResult {\n    // Floor + finite guard — covers 0, negatives, NaN, Infinity.\n    if (!Number.isFinite(newPrice) || newPrice < PRICE_FLOOR) {\n      return { ok: false, reason: `price ${newPrice} below floor ${PRICE_FLOOR}` };\n    }\n\n    const now = this.clock();\n    const prior = this.anchors.get(tokenId);\n    const priorIsFresh = prior !== undefined && now - prior.timestamp < STALE_ANCHOR_MS;\n\n    if (priorIsFresh) {\n      const oldPrice = prior!.price;\n      const delta = Math.abs(newPrice - oldPrice) / oldPrice;\n      if (delta > MAX_DELTA_PCT) {\n        return {\n          ok: false,\n          reason:\n            `delta ${(delta * 100).toFixed(1)}% from anchor $${oldPrice} to $${newPrice} exceeds ${(MAX_DELTA_PCT * 100).toFixed(0)}%`,\n        };\n      }\n    }\n\n    // Accept: update anchor and queue a persist.\n    this.anchors.set(tokenId, { price: newPrice, timestamp: now });\n    this.persist();\n    return { ok: true, price: newPrice };\n  }\n\n  /**\n   * Persist anchors to disk via atomic tmp-rename. Fire-and-forget — callers\n   * do NOT await. Errors are logged as warnings.\n   */\n  private persist(): void {\n    const snapshot: Record<string, AnchorEntry> = {};\n    for (const [token, entry] of this.anchors.entries()) {\n      snapshot[token] = entry;\n    }\n    // Unique tmp path per persist() call — keeps the tmp filenames distinct\n    // even though the chain serializes their actual writes.\n    const seq = ++this.persistSeq;\n    const tmp = `${this.cacheFile}.tmp.${process.pid}.${seq}`;\n    this.persistChain = this.persistChain.then(async () => {\n      try {\n        await mkdir(this.cacheDir, { recursive: true });\n        await writeFile(tmp, JSON.stringify(snapshot), 'utf-8');\n        await rename(tmp, this.cacheFile);\n      } catch (err) {\n        console.warn(`[price-validator] persist failed: ${(err as Error).message}`);\n      }\n    });\n  }\n}\n","/**\n * Simple backtesting framework — replays historical data through strategies.\n */\n\nimport chalk from 'chalk';\nimport { CoinGeckoProvider } from '../providers/data/coingecko.js';\nimport { SentimentProvider } from '../providers/data/sentiment.js';\nimport { getLatestSignals, calculateATR } from './technical.js';\nimport type { Candle } from './technical.js';\nimport { runStrategies } from './strategies/index.js';\nimport type { StrategyContext } from './strategies/types.js';\nimport { computeTradeDecision } from './scoring.js';\nimport type { TradeDecision } from './scoring.js';\nimport { MarketRegimeDetector } from './regime.js';\nimport type { MarketRegime } from './regime.js';\nimport { SignalSmoother, MemorySmootherStorage, DEFAULT_SMOOTHER_CONFIG } from './signal-smoother.js';\n\nexport interface BacktestConfig {\n  tokenId: string;\n  startDate: string;   // ISO date\n  endDate: string;\n  initialCapital: number;\n  strategies: string[]; // strategy names to test\n  cycle: '1h' | '4h' | '1d';\n  verbose?: boolean;   // show detailed decision logs\n  /** When true, classify regime per-candle and apply regime-conditional thresholds.\n   *  Default false → flat ±0.3/±0.6 thresholds (matches old backtest behavior). */\n  useRegime?: boolean;\n  /** Trailing-stop percent (e.g. 0.05 = 5%). When set and a long position\n   *  exists, exit if price drops trailingStopPct from the high-water mark\n   *  since entry. Independent of SELL signal — stops fire first if hit.\n   *  Default undefined → SELL-signal-only exit. */\n  trailingStopPct?: number;\n  /** When true, smooth fast/noisy signals with rolling window (in-memory\n   *  per-simulation, no disk IO). Default false. */\n  smoothFastSignals?: boolean;\n  /** Override scoring weights (for calibration sweeps). */\n  customWeights?: import('./scoring.js').ScoringWeights;\n  /** Override BUY threshold (applied symmetrically to STRONG_BUY as buy+0.3).\n   *  Used by calibrator to sweep threshold values. When set, takes precedence\n   *  over regime-based thresholds. */\n  buyThreshold?: number;\n  /** Override SELL threshold (applied symmetrically to STRONG_SELL as sell-0.3). */\n  sellThreshold?: number;\n}\n\nexport interface BacktestTrade {\n  entryDate: string;\n  exitDate: string;\n  entryPrice: number;\n  exitPrice: number;\n  pnlPercent: number;\n  signal: string;\n  strategies?: string[]; // Which strategies contributed to this trade\n}\n\nexport interface BacktestResult {\n  config: BacktestConfig;\n  totalReturn: number;\n  totalReturnPercent: number;\n  sharpeRatio: number;\n  maxDrawdown: number;\n  winRate: number;\n  totalTrades: number;\n  trades: BacktestTrade[];\n  equityCurve: Array<{ date: string; value: number }>;\n}\n\nexport interface WalkForwardConfig {\n  tokenId: string;\n  totalDays: number;       // e.g. 180\n  trainWindow: number;     // e.g. 90 days\n  testWindow: number;      // e.g. 30 days\n  stepSize: number;        // e.g. 30 days (how much to advance each fold)\n  capital: number;\n  strategies: string[];\n  /** Forwarded to per-fold Backtester. Default false. */\n  useRegime?: boolean;\n  /** Forwarded to per-fold Backtester. Default undefined (no trailing stop). */\n  trailingStopPct?: number;\n  /** Forwarded to per-fold Backtester. Default false. */\n  smoothFastSignals?: boolean;\n}\n\nexport interface WalkForwardResult {\n  folds: Array<{\n    trainPeriod: { from: Date; to: Date };\n    testPeriod: { from: Date; to: Date };\n    trainSharpe: number;\n    testSharpe: number;\n    trainReturn: number;\n    testReturn: number;\n    testMaxDrawdown: number;\n    tradesInTest: number;\n  }>;\n  aggregateTestSharpe: number;\n  aggregateTestReturn: number;\n  avgTestMaxDrawdown: number;\n  overfit: boolean;        // true if train sharpe >> test sharpe\n  overfitRatio: number;    // train sharpe / test sharpe\n}\n\n// Strategies that can work with candles-only data in backtest mode\n// Strategies that work with candle data + F&G available in the backtester.\n// Previously limited to 3 candle-only strategies — expanded to include all\n// that fire with the data the backtester provides (candles + fearAndGreed).\nconst BACKTEST_STRATEGIES = [\n  'breakoutOnChain',     // 95% fire rate — candle-based\n  'multiTimeframe',      // 78% fire rate — candle-based\n  'sentimentContrarian', // 100% fire rate — uses fearAndGreed from context\n  'momentum',            // computed from candles directly in the backtest loop\n  'fundingRate',         // fires when ctx.fundingRateData is set (won't fire in backtest — ok)\n  'dexFlow',             // fires when ctx.dexData is set (won't fire in backtest — ok)\n  'hyperliquidFlow',     // fires when ctx.hyperliquidData is set (won't fire — ok)\n];\n\nexport class Backtester {\n  private config: BacktestConfig;\n  private cg: CoinGeckoProvider;\n  private sentimentProvider: SentimentProvider;\n\n  constructor(config: BacktestConfig) {\n    this.config = config;\n    this.cg = new CoinGeckoProvider();\n    this.sentimentProvider = new SentimentProvider();\n  }\n\n  /** Run backtest using historical data from CoinGecko. */\n  async run(): Promise<BacktestResult> {\n    const data = await this.fetchData();\n    return this.simulate(data.candles, data.fearAndGreedData);\n  }\n\n  /**\n   * Fetch historical OHLC + Fear & Greed data for the configured token/date range.\n   * Extracted so callers (e.g. the calibrator) can fetch once and replay many\n   * configurations against the same dataset without re-hitting CoinGecko.\n   */\n  async fetchData(): Promise<{ candles: Candle[]; fearAndGreedData: Record<string, number> }> {\n    // 1. Fetch historical OHLC data\n    const startMs = new Date(this.config.startDate).getTime();\n    const endMs = new Date(this.config.endDate).getTime();\n    const totalDays = Math.ceil((endMs - startMs) / (24 * 60 * 60 * 1000));\n\n    // Use market_chart endpoint (daily prices) — works for any range up to 365 days.\n    // OHLC endpoint only returns 12 candles for >30 day ranges on free tier.\n    const cgDays = Math.min(Math.max(totalDays, 1), 365);\n    const marketData = await this.cg.getMarketData(this.config.tokenId, cgDays);\n\n    if (!marketData?.prices?.length) {\n      throw new Error(`No price data returned from CoinGecko for ${this.config.tokenId}`);\n    }\n\n    // Build daily candles from market_chart prices + volumes\n    const prices: number[][] = marketData.prices;\n    const volumes: number[][] = marketData.total_volumes ?? [];\n\n    // Group prices and volumes by day to create OHLCV candles\n    const dayMap = new Map<string, { prices: number[]; totalVolume: number; timestamp: number }>();\n\n    // Process prices first to establish daily buckets\n    for (const [ts, price] of prices) {\n      if (ts! < startMs || ts! > endMs) continue;\n      const dayKey = new Date(ts!).toISOString().slice(0, 10);\n      if (!dayMap.has(dayKey)) {\n        dayMap.set(dayKey, { prices: [], totalVolume: 0, timestamp: ts! });\n      }\n      dayMap.get(dayKey)!.prices.push(price!);\n    }\n\n    // Sum volumes for each day (instead of averaging)\n    for (const [ts, vol] of volumes) {\n      if (ts! < startMs || ts! > endMs) continue;\n      const dayKey = new Date(ts!).toISOString().slice(0, 10);\n      const dayData = dayMap.get(dayKey);\n      if (dayData) {\n        dayData.totalVolume += vol!;\n      }\n    }\n\n    const allCandles: Candle[] = [...dayMap.entries()]\n      .sort(([a], [b]) => a.localeCompare(b))\n      .map(([, day]) => {\n        const p = day.prices;\n        return {\n          timestamp: day.timestamp,\n          open: p[0]!,\n          high: Math.max(...p),\n          low: Math.min(...p),\n          close: p[p.length - 1]!,\n          volume: day.totalVolume, // Use summed volume for the day\n        };\n      });\n\n    if (allCandles.length < 30) {\n      throw new Error(`Insufficient data: only ${allCandles.length} candles in date range (need 30+)`);\n    }\n\n    // 1.5. Fetch Fear & Greed historical data for sentiment-contrarian strategy\n    let fearAndGreedData: Record<string, number> = {};\n    try {\n      const fgData = await this.sentimentProvider.getFearAndGreed();\n      for (const entry of fgData) {\n        // Convert timestamp to date string and store\n        const date = new Date(Number(entry.timestamp) * 1000).toISOString().split('T')[0]!;\n        fearAndGreedData[date] = entry.value;\n      }\n      if (this.config.verbose && Object.keys(fearAndGreedData).length > 0) {\n        console.log(chalk.dim(`  Loaded ${Object.keys(fearAndGreedData).length} Fear & Greed historical data points`));\n      }\n    } catch (error) {\n      if (this.config.verbose) {\n        console.log(chalk.yellow(`  Warning: Could not fetch Fear & Greed data: ${(error as Error).message}`));\n      }\n    }\n\n    return { candles: allCandles, fearAndGreedData };\n  }\n\n  /**\n   * Pre-compute per-candle strategy signals and regime classification.\n   * Called once per token by the calibrator; result is fed back into\n   * `simulate(..., precomputed)` to skip the network-bound strategy stack.\n   *\n   * Filters signals to BACKTEST_STRATEGIES (the calibrator does not vary\n   * `config.strategies`). Regime is always computed and returned —\n   * `simulate()` will only consume it when `config.useRegime` is set.\n   */\n  async precomputeSignals(\n    allCandles: Candle[],\n    fearAndGreedData: Record<string, number>,\n  ): Promise<Array<{ signals: import('./scoring.js').Signal[]; regime: MarketRegime } | null>> {\n    const stepSize = this.config.cycle === '1h' ? 1 : this.config.cycle === '4h' ? 4 : 24;\n    const step = Math.max(1, Math.floor(stepSize / 24));\n    const windowSize = 30;\n\n    const out: Array<{ signals: import('./scoring.js').Signal[]; regime: MarketRegime } | null> =\n      new Array(allCandles.length).fill(null);\n\n    for (let i = windowSize; i < allCandles.length; i += step) {\n      const windowCandles = allCandles.slice(Math.max(0, i - 200), i);\n      if (windowCandles.length < windowSize) continue;\n      const currentCandle = allCandles[i]!;\n      const currentDate = new Date(currentCandle.timestamp).toISOString().split('T')[0]!;\n      const currentPrice = currentCandle.close;\n\n      try {\n        const technicals = getLatestSignals(windowCandles);\n\n        let fearAndGreed: { value: number; classification: string } | undefined;\n        const fgValue = fearAndGreedData[currentDate];\n        if (fgValue !== undefined) {\n          const classification = fgValue < 25 ? 'Extreme Fear' :\n                                 fgValue < 40 ? 'Fear' :\n                                 fgValue < 60 ? 'Neutral' :\n                                 fgValue < 75 ? 'Greed' : 'Extreme Greed';\n          fearAndGreed = { value: fgValue, classification };\n        }\n\n        const ctx: StrategyContext = {\n          tokenId: this.config.tokenId,\n          candles: windowCandles,\n          technicals,\n          fearAndGreed,\n        };\n\n        const rawSignals = await runStrategies(ctx);\n\n        // Same momentum injection as simulate()\n        if (windowCandles.length >= 24) {\n          const recent = windowCandles.slice(-24);\n          const recentLow = Math.min(...recent.map((c) => c.low));\n          const recentHigh = Math.max(...recent.map((c) => c.high));\n          const pctFromLow = recentLow > 0 ? (currentPrice - recentLow) / recentLow : 0;\n          const pctFromHigh = recentHigh > 0 ? (recentHigh - currentPrice) / recentHigh : 0;\n\n          let momentumValue = 0;\n          if (pctFromHigh < 0.01) momentumValue = Math.min(0.6, pctFromLow * 5);\n          else if (pctFromLow < 0.01) momentumValue = -Math.min(0.6, pctFromHigh * 5);\n          else if (recentHigh > recentLow) {\n            const rangePosition = (currentPrice - recentLow) / (recentHigh - recentLow);\n            momentumValue = (rangePosition - 0.5) * 0.4;\n          }\n\n          if (Math.abs(momentumValue) > 0.02) {\n            rawSignals.push({\n              name: 'momentum',\n              value: momentumValue,\n              confidence: Math.min(0.7, 0.3 + Math.abs(momentumValue)),\n              source: 'Price Momentum',\n              details: `Backtest momentum`,\n            });\n          }\n        }\n\n        // Calibrator path: filter to BACKTEST_STRATEGIES (config.strategies is [])\n        const filtered = rawSignals.filter((s) => BACKTEST_STRATEGIES.includes(s.name));\n        const regime = MarketRegimeDetector.classifyFromCandles(windowCandles).regime;\n\n        out[i] = { signals: filtered.length > 0 ? filtered : rawSignals, regime };\n      } catch {\n        out[i] = null; // skip — same as simulate()\n      }\n    }\n\n    return out;\n  }\n\n  /**\n   * Run the simulation loop on pre-fetched data. Pure of network IO.\n   * The calibrator uses this directly after fetchData() to replay many\n   * config permutations without re-fetching per permutation.\n   *\n   * When `precomputed` is supplied, the inner per-candle strategy stack\n   * (network-bound) is skipped and the cached signals/regime are used\n   * instead. Smoothing is also skipped on the precomputed path — the\n   * caller is responsible for applying it before precomputing if needed.\n   */\n  async simulate(\n    allCandles: Candle[],\n    fearAndGreedData: Record<string, number>,\n    precomputed?: Array<{ signals: import('./scoring.js').Signal[]; regime: MarketRegime } | null>,\n  ): Promise<BacktestResult> {\n    // 2. Determine step size based on cycle\n    const stepSize = this.config.cycle === '1h' ? 1 : this.config.cycle === '4h' ? 4 : 24;\n    // CoinGecko OHLC for 90+ days gives daily candles, so step = 1 candle for '1d'\n    const step = Math.max(1, Math.floor(stepSize / 24)); // approximate\n\n    // 3. Simulate trading\n    let capital = this.config.initialCapital;\n    // `extremePrice` tracks the high-water mark for longs and the low-water\n    // mark for shorts — i.e. the most favorable price seen since entry, used\n    // for trailing-stop calculations.\n    let position: {\n      side: 'long' | 'short';\n      entryPrice: number;\n      entryDate: string;\n      signal: string;\n      extremePrice: number;\n      entryTimestamp: number;\n    } | null = null;\n    // Per-simulation in-memory smoother (no disk IO). Maintains rolling\n    // buffers across candles so smoothing reflects the same window logic\n    // as live runs.\n    const smoother = this.config.smoothFastSignals\n      ? new SignalSmoother(new MemorySmootherStorage(), DEFAULT_SMOOTHER_CONFIG)\n      : null;\n    const trades: BacktestTrade[] = [];\n    const equityCurve: Array<{ date: string; value: number }> = [];\n    const returns: number[] = [];\n\n    const windowSize = 30; // min candles needed for indicators\n\n    // Show strategy filtering info\n    if (this.config.verbose) {\n      if (this.config.strategies.length > 0) {\n        console.log(chalk.dim(`  Using user-specified strategies: ${this.config.strategies.join(', ')}`));\n      } else {\n        console.log(chalk.dim(`  Using backtest strategies: ${BACKTEST_STRATEGIES.join(', ')} + momentum`));\n        if (Object.keys(fearAndGreedData).length > 0) {\n          console.log(chalk.dim(`  Fear & Greed data available — sentimentContrarian active`));\n        }\n      }\n      console.log();\n    }\n\n    for (let i = windowSize; i < allCandles.length; i += step) {\n      // Use historical data only (excluding current candle to avoid look-ahead bias)\n      const windowCandles = allCandles.slice(Math.max(0, i - 200), i);\n      const currentCandle = allCandles[i]!;\n      const currentDate = new Date(currentCandle.timestamp).toISOString().split('T')[0]!;\n      const currentPrice = currentCandle.close;\n\n      // Skip if insufficient data for indicators\n      if (windowCandles.length < windowSize) continue;\n\n      // Track equity (direction-aware: shorts profit when price falls)\n      const equity = position\n        ? capital * (1 + (position.side === 'short'\n            ? (position.entryPrice - currentPrice) / position.entryPrice\n            : (currentPrice - position.entryPrice) / position.entryPrice))\n        : capital;\n      equityCurve.push({ date: currentDate, value: equity });\n\n      // Compute indicators using only historical data\n      let decision: TradeDecision;\n      try {\n        let filtered: import('./scoring.js').Signal[];\n        let regime: MarketRegime | undefined;\n\n        if (precomputed) {\n          // Fast path — use cached signals + regime from a prior precomputeSignals() pass.\n          // Skips the network-bound runStrategies call. Used by the calibrator to replay\n          // hundreds of weight/threshold combinations against the same token in seconds.\n          const entry = precomputed[i];\n          if (!entry) continue;\n          filtered = entry.signals;\n          regime = this.config.useRegime ? entry.regime : undefined;\n        } else {\n          const technicals = getLatestSignals(windowCandles);\n\n          // Add Fear & Greed data for the current date if available\n          let fearAndGreed: { value: number; classification: string } | undefined;\n          const fgValue = fearAndGreedData[currentDate];\n          if (fgValue !== undefined) {\n            const classification = fgValue < 25 ? 'Extreme Fear' :\n                                   fgValue < 40 ? 'Fear' :\n                                   fgValue < 60 ? 'Neutral' :\n                                   fgValue < 75 ? 'Greed' : 'Extreme Greed';\n            fearAndGreed = { value: fgValue, classification };\n          }\n\n          const ctx: StrategyContext = {\n            tokenId: this.config.tokenId,\n            candles: windowCandles,\n            technicals,\n            fearAndGreed,\n          };\n\n          // Run strategies\n          let signals = await runStrategies(ctx);\n\n          // Add momentum signal (same logic as live in index.ts — computed from candles)\n          if (windowCandles.length >= 24) {\n            const recent = windowCandles.slice(-24);\n            const recentLow = Math.min(...recent.map((c) => c.low));\n            const recentHigh = Math.max(...recent.map((c) => c.high));\n            const pctFromLow = recentLow > 0 ? (currentPrice - recentLow) / recentLow : 0;\n            const pctFromHigh = recentHigh > 0 ? (recentHigh - currentPrice) / recentHigh : 0;\n\n            let momentumValue = 0;\n            if (pctFromHigh < 0.01) {\n              momentumValue = Math.min(0.6, pctFromLow * 5);\n            } else if (pctFromLow < 0.01) {\n              momentumValue = -Math.min(0.6, pctFromHigh * 5);\n            } else if (recentHigh > recentLow) {\n              const rangePosition = (currentPrice - recentLow) / (recentHigh - recentLow);\n              momentumValue = (rangePosition - 0.5) * 0.4;\n            }\n\n            if (Math.abs(momentumValue) > 0.02) {\n              signals.push({\n                name: 'momentum',\n                value: momentumValue,\n                confidence: Math.min(0.7, 0.3 + Math.abs(momentumValue)),\n                source: 'Price Momentum',\n                details: `Backtest momentum`,\n              });\n            }\n          }\n\n          // Optional smoothing — uses per-simulation in-memory buffer so each\n          // candle adds to a rolling window matching live behavior.\n          if (smoother) {\n            signals = await smoother.smooth(this.config.tokenId, signals, currentCandle.timestamp);\n          }\n\n          // Filter strategies: if user specified strategies, honor their choice\n          // Otherwise, filter to candle-based strategies only\n          if (this.config.strategies.length > 0) {\n            // User specified strategies — use their selection\n            filtered = signals.filter((s) => this.config.strategies.some(\n              (name) => s.name.toLowerCase().includes(name.toLowerCase()),\n            ));\n          } else {\n            // No user selection — filter to candle-based strategies only\n            filtered = signals.filter((s) => BACKTEST_STRATEGIES.includes(s.name));\n          }\n          if (filtered.length === 0) filtered = signals;\n\n          // Classify regime from the current rolling window (no look-ahead)\n          // when --regime is enabled. The backtester operates on a single\n          // token's candles; for a true cross-asset regime read you'd swap\n          // BTC candles in here, but per-candle BTC/ETH/SOL trends are\n          // highly correlated so the asset's own candles are a fair proxy.\n          if (this.config.useRegime) {\n            regime = MarketRegimeDetector.classifyFromCandles(windowCandles).regime;\n          }\n        }\n\n        decision = computeTradeDecision(\n          filtered,\n          this.config.customWeights,\n          undefined,\n          undefined,\n          regime,\n        );\n\n        // Calibrator uses scalar threshold overrides — re-derive action from\n        // score if buyThreshold/sellThreshold are set. STRONG_* thresholds\n        // extrapolate ±0.3 from the base (matches the regime threshold spread).\n        if (this.config.buyThreshold !== undefined || this.config.sellThreshold !== undefined) {\n          const buy = this.config.buyThreshold ?? decision.thresholds?.buy ?? 0.3;\n          const sell = this.config.sellThreshold ?? decision.thresholds?.sell ?? -0.3;\n          // Invariant: buy must strictly exceed sell. Otherwise a score at\n          // the collision point fires BUY (>= runs first) while a symmetric\n          // reading of the same market condition would fire SELL — the\n          // action becomes asymmetrically path-dependent on comparison order.\n          if (buy <= sell) {\n            throw new Error(\n              `Invalid threshold override: buyThreshold (${buy}) must be strictly greater ` +\n              `than sellThreshold (${sell}). Collision would produce ambiguous actions at score == threshold.`,\n            );\n          }\n          const strongBuy = buy + 0.3;\n          const strongSell = sell - 0.3;\n          let action: typeof decision.action;\n          if (decision.score >= strongBuy) action = 'STRONG_BUY';\n          else if (decision.score >= buy) action = 'BUY';\n          else if (decision.score <= strongSell) action = 'STRONG_SELL';\n          else if (decision.score <= sell) action = 'SELL';\n          else action = 'HOLD';\n          decision = { ...decision, action, thresholds: { strongBuy, buy, sell, strongSell } };\n        }\n\n        // Verbose logging\n        if (this.config.verbose) {\n          const activeSignals = filtered.filter(s => Math.abs(s.value) > 0.01);\n          const signalSummary = activeSignals.map(s =>\n            `${s.name}:${s.value >= 0 ? '+' : ''}${s.value.toFixed(2)}`\n          ).join(' ');\n          const regimeTag = regime ? ` [${regime}]` : '';\n          console.log(`${currentDate}: score=${decision.score.toFixed(2)} ${decision.action}${regimeTag} (${signalSummary || 'no signals'})`);\n        }\n      } catch {\n        continue; // skip candle if analysis fails\n      }\n\n      // ── Execute paper trades with FULL exit logic ──\n      // Matches the live system: stop-loss, take-profit, time stop, trailing,\n      // AND signal-based exits. Previously only checked SELL signals, so\n      // positions rode forever without stops.\n      // ATR-adaptive exits — match executor's 3.5×ATR with 3-15% clamp (autoresearch-tuned)\n      const atrValues = calculateATR(windowCandles, 14);\n      const currentAtr = atrValues.length > 0 ? atrValues[atrValues.length - 1]! : 0;\n      const atrPct = currentPrice > 0 && !isNaN(currentAtr) && currentAtr > 0\n        ? currentAtr / currentPrice\n        : 0.03; // fallback to 3% (floor) when no ATR data\n      const STOP_LOSS_PCT = Math.min(0.15, Math.max(0.03, atrPct * 3.5));\n      const TAKE_PROFIT_PCT = STOP_LOSS_PCT * 2.0; // maintain 2:1 R:R\n      const TIME_STOP_HOURS = 96;    // 96h dead-money exit (autoresearch: patience pays)\n      const TRAIL_PCT = this.config.trailingStopPct ?? 0.04; // 4% trail (wider)\n\n      // Open a long on BUY/STRONG_BUY or a short on SELL/STRONG_SELL\n      // (only when flat — pyramid logic lives in the live executor).\n      if (!position && (decision.action === 'BUY' || decision.action === 'STRONG_BUY')) {\n        position = {\n          side: 'long',\n          entryPrice: currentPrice,\n          entryDate: currentDate,\n          signal: decision.action,\n          extremePrice: currentPrice,\n          entryTimestamp: currentCandle.timestamp,\n        };\n      } else if (!position && (decision.action === 'SELL' || decision.action === 'STRONG_SELL')) {\n        position = {\n          side: 'short',\n          entryPrice: currentPrice,\n          entryDate: currentDate,\n          signal: decision.action,\n          extremePrice: currentPrice, // for shorts this becomes a low-water mark\n          entryTimestamp: currentCandle.timestamp,\n        };\n      } else if (position) {\n        const isShort = position.side === 'short';\n        // Track best favorable price: highest for longs, lowest for shorts\n        if (isShort) {\n          if (currentPrice < position.extremePrice) position.extremePrice = currentPrice;\n        } else {\n          if (currentPrice > position.extremePrice) position.extremePrice = currentPrice;\n        }\n\n        // Direction-aware PnL (shorts profit when price falls)\n        const pnlPercent = isShort\n          ? (position.entryPrice - currentPrice) / position.entryPrice\n          : (currentPrice - position.entryPrice) / position.entryPrice;\n        const holdingHours = (currentCandle.timestamp - position.entryTimestamp) / (1000 * 60 * 60);\n\n        // Check ALL exit conditions (priority order)\n        let exitReason: string | null = null;\n\n        // 1. Stop loss (3%) — pnlPercent is already direction-aware\n        if (pnlPercent <= -STOP_LOSS_PCT) {\n          exitReason = `STOP_LOSS (${(pnlPercent * 100).toFixed(1)}%)`;\n        }\n        // 2. Take profit (6%)\n        else if (pnlPercent >= TAKE_PROFIT_PCT) {\n          exitReason = `TAKE_PROFIT (+${(pnlPercent * 100).toFixed(1)}%)`;\n        }\n        // 3. Trailing stop — for longs, exit if price drops X% from high;\n        //    for shorts, exit if price rises X% from low.\n        else if (TRAIL_PCT > 0 && (isShort\n          ? currentPrice >= position.extremePrice * (1 + TRAIL_PCT)\n          : currentPrice <= position.extremePrice * (1 - TRAIL_PCT))) {\n          exitReason = `TRAILING_STOP (extreme $${position.extremePrice.toFixed(2)}, ${isShort ? '+' : '-'}${(TRAIL_PCT * 100).toFixed(1)}%)`;\n        }\n        // 4. Time stop (48h with <1% PnL)\n        else if (holdingHours > TIME_STOP_HOURS && Math.abs(pnlPercent) < 0.01) {\n          exitReason = `TIME_STOP (${(holdingHours / 24).toFixed(1)}d, ${(pnlPercent * 100).toFixed(1)}%)`;\n        }\n        // 5. Signal-flip exit: longs flip on SELL, shorts flip on BUY\n        else if (isShort\n          ? (decision.action === 'BUY' || decision.action === 'STRONG_BUY')\n          : (decision.action === 'SELL' || decision.action === 'STRONG_SELL')) {\n          exitReason = decision.action;\n        }\n\n        if (exitReason) {\n          capital *= (1 + pnlPercent);\n          returns.push(pnlPercent);\n          trades.push({\n            entryDate: position.entryDate,\n            exitDate: currentDate,\n            entryPrice: position.entryPrice,\n            exitPrice: currentPrice,\n            pnlPercent,\n            signal: `${position.signal}${isShort ? ' [SHORT]' : ''} → ${exitReason}`,\n          });\n          position = null;\n        }\n      }\n    }\n\n    // Close any remaining position at last price (direction-aware)\n    if (position && allCandles.length > 0) {\n      const lastCandle = allCandles[allCandles.length - 1]!;\n      const lastPrice = lastCandle.close;\n      const lastDate = new Date(lastCandle.timestamp).toISOString().split('T')[0]!;\n      const pnlPercent = position.side === 'short'\n        ? (position.entryPrice - lastPrice) / position.entryPrice\n        : (lastPrice - position.entryPrice) / position.entryPrice;\n      capital *= (1 + pnlPercent);\n      returns.push(pnlPercent);\n\n      trades.push({\n        entryDate: position.entryDate,\n        exitDate: lastDate,\n        entryPrice: position.entryPrice,\n        exitPrice: lastPrice,\n        pnlPercent,\n        signal: `${position.signal}${position.side === 'short' ? ' [SHORT]' : ''} → CLOSE`,\n      });\n    }\n\n    // 4. Compute metrics\n    const totalReturn = capital - this.config.initialCapital;\n    const totalReturnPercent = totalReturn / this.config.initialCapital;\n    const winRate = returns.length > 0\n      ? returns.filter((r) => r > 0).length / returns.length\n      : 0;\n\n    // Sharpe ratio (annualized from daily equity curve returns, not per-trade returns)\n    const dailyReturns: number[] = [];\n    for (let i = 1; i < equityCurve.length; i++) {\n      const prev = equityCurve[i - 1]!.value;\n      if (prev > 0) {\n        dailyReturns.push((equityCurve[i]!.value - prev) / prev);\n      }\n    }\n    const meanReturn = dailyReturns.length > 0\n      ? dailyReturns.reduce((a, b) => a + b, 0) / dailyReturns.length\n      : 0;\n    const variance = dailyReturns.length > 1\n      ? dailyReturns.reduce((sum, r) => sum + (r - meanReturn) ** 2, 0) / (dailyReturns.length - 1)\n      : 0;\n    const stdDev = Math.sqrt(variance);\n    const riskFreeDaily = 0.05 / 252; // 5% annual risk-free rate\n    const sharpeRatio = stdDev > 0 ? ((meanReturn - riskFreeDaily) / stdDev) * Math.sqrt(252) : 0;\n\n    // Max drawdown\n    let maxDrawdown = 0;\n    let peak = this.config.initialCapital;\n    for (const point of equityCurve) {\n      if (point.value > peak) peak = point.value;\n      const drawdown = (peak - point.value) / peak;\n      if (drawdown > maxDrawdown) maxDrawdown = drawdown;\n    }\n\n    return {\n      config: this.config,\n      totalReturn,\n      totalReturnPercent,\n      sharpeRatio,\n      maxDrawdown,\n      winRate,\n      totalTrades: trades.length,\n      trades,\n      equityCurve,\n    };\n  }\n\n  /** Walk-forward optimization to prevent overfitting. */\n  async walkForwardTest(config: WalkForwardConfig): Promise<WalkForwardResult> {\n    const endDate = new Date();\n    endDate.setHours(0, 0, 0, 0); // Start of today\n    const startDate = new Date(endDate);\n    startDate.setDate(startDate.getDate() - config.totalDays);\n\n    const folds: WalkForwardResult['folds'] = [];\n    const testReturns: number[] = [];\n    const testSharpes: number[] = [];\n    const testMaxDrawdowns: number[] = [];\n\n    let currentStart = new Date(startDate);\n\n    while (currentStart.getTime() + (config.trainWindow + config.testWindow) * 24 * 60 * 60 * 1000 <= endDate.getTime()) {\n      // Define train period\n      const trainStart = new Date(currentStart);\n      const trainEnd = new Date(trainStart);\n      trainEnd.setDate(trainEnd.getDate() + config.trainWindow);\n\n      // Define test period\n      const testStart = new Date(trainEnd);\n      const testEnd = new Date(testStart);\n      testEnd.setDate(testEnd.getDate() + config.testWindow);\n\n      try {\n        // Run backtest on training period\n        const trainBacktester = new Backtester({\n          tokenId: config.tokenId,\n          startDate: trainStart.toISOString().slice(0, 10),\n          endDate: trainEnd.toISOString().slice(0, 10),\n          initialCapital: config.capital,\n          strategies: config.strategies,\n          cycle: '1d',\n          verbose: false, // Don't spam verbose output during walk-forward\n          useRegime: config.useRegime,\n          trailingStopPct: config.trailingStopPct,\n          smoothFastSignals: config.smoothFastSignals,\n        });\n        const trainResult = await trainBacktester.run();\n\n        // Run backtest on test period\n        const testBacktester = new Backtester({\n          tokenId: config.tokenId,\n          startDate: testStart.toISOString().slice(0, 10),\n          endDate: testEnd.toISOString().slice(0, 10),\n          initialCapital: config.capital,\n          strategies: config.strategies,\n          cycle: '1d',\n          verbose: false, // Don't spam verbose output during walk-forward\n          useRegime: config.useRegime,\n          trailingStopPct: config.trailingStopPct,\n          smoothFastSignals: config.smoothFastSignals,\n        });\n        const testResult = await testBacktester.run();\n\n        const fold = {\n          trainPeriod: { from: trainStart, to: trainEnd },\n          testPeriod: { from: testStart, to: testEnd },\n          trainSharpe: trainResult.sharpeRatio,\n          testSharpe: testResult.sharpeRatio,\n          trainReturn: trainResult.totalReturnPercent,\n          testReturn: testResult.totalReturnPercent,\n          testMaxDrawdown: testResult.maxDrawdown,\n          tradesInTest: testResult.totalTrades,\n        };\n\n        folds.push(fold);\n        testReturns.push(testResult.totalReturnPercent);\n        testSharpes.push(testResult.sharpeRatio);\n        testMaxDrawdowns.push(testResult.maxDrawdown);\n      } catch (error) {\n        // Skip fold if data is insufficient\n        console.warn(`Skipping fold ${trainStart.toISOString().slice(0, 10)} - ${testEnd.toISOString().slice(0, 10)}: ${error}`);\n      }\n\n      // Advance to next fold\n      currentStart.setDate(currentStart.getDate() + config.stepSize);\n    }\n\n    if (folds.length === 0) {\n      throw new Error('No valid folds could be generated - insufficient data or invalid parameters');\n    }\n\n    // Calculate aggregate metrics\n    const aggregateTestReturn = testReturns.reduce((sum, ret) => sum + ret, 0) / testReturns.length;\n    const aggregateTestSharpe = testSharpes.filter(s => !isNaN(s) && isFinite(s)).reduce((sum, s) => sum + s, 0) / testSharpes.filter(s => !isNaN(s) && isFinite(s)).length || 0;\n    const avgTestMaxDrawdown = testMaxDrawdowns.reduce((sum, dd) => sum + dd, 0) / testMaxDrawdowns.length;\n\n    // Calculate overfitting metrics\n    const avgTrainSharpe = folds.map(f => f.trainSharpe).filter(s => !isNaN(s) && isFinite(s)).reduce((sum, s) => sum + s, 0) / folds.filter(f => !isNaN(f.trainSharpe) && isFinite(f.trainSharpe)).length || 0;\n    const overfitRatio = avgTrainSharpe > 0 && aggregateTestSharpe > 0 ? avgTrainSharpe / aggregateTestSharpe : 1;\n    const overfit = overfitRatio > 2.0; // Flag if train performance is more than 2x better than test\n\n    return {\n      folds,\n      aggregateTestSharpe,\n      aggregateTestReturn,\n      avgTestMaxDrawdown,\n      overfit,\n      overfitRatio,\n    };\n  }\n\n  /** Format results for display. */\n  formatResults(result: BacktestResult): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  ┌──────────────────────────────────────────────┐'));\n    lines.push(chalk.bold('  │          Backtest Results                    │'));\n    lines.push(chalk.bold('  └──────────────────────────────────────────────┘'));\n    lines.push('');\n    lines.push(`  Token:          ${result.config.tokenId}`);\n    lines.push(`  Period:         ${result.config.startDate} → ${result.config.endDate}`);\n    lines.push(`  Initial:        $${result.config.initialCapital.toLocaleString()}`);\n    lines.push(`  Strategies:     ${result.config.strategies.join(', ') || 'all'}`);\n    lines.push(`  Cycle:          ${result.config.cycle}`);\n    lines.push('');\n    lines.push(chalk.dim('  ' + '═'.repeat(50)));\n\n    // Performance metrics\n    const retColor = result.totalReturnPercent >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Total Return:   ${retColor('$' + result.totalReturn.toFixed(2))} (${retColor((result.totalReturnPercent * 100).toFixed(2) + '%')})`);\n    lines.push(`  Final Capital:  $${(result.config.initialCapital + result.totalReturn).toFixed(2)}`);\n    lines.push(`  Sharpe Ratio:   ${result.sharpeRatio.toFixed(2)}`);\n    lines.push(`  Max Drawdown:   ${chalk.red((result.maxDrawdown * 100).toFixed(2) + '%')}`);\n    lines.push(`  Win Rate:       ${(result.winRate * 100).toFixed(1)}%`);\n    lines.push(`  Total Trades:   ${result.totalTrades}`);\n\n    // Volume quality warning\n    const zeroVolumeTrades = result.trades.filter(t => {\n      // Check if trades occurred during periods with potentially missing volume data\n      return true; // For now, we'll always show this warning since CoinGecko OHLC had volume issues\n    }).length;\n    const volumeWarning = result.equityCurve.length > 0; // We have equity data, so we can check volume quality\n    if (volumeWarning) {\n      lines.push('');\n      lines.push(chalk.yellow('  ⚠️  Volume Data Quality:'));\n      lines.push(chalk.dim('     Volume data sourced from market_chart endpoint and aggregated daily.'));\n      lines.push(chalk.dim('     Intraday volume patterns may not be fully captured.'));\n    }\n\n    // Monthly returns breakdown\n    if (result.trades.length > 0) {\n      const monthlyReturns = this.calculateMonthlyReturns(result.equityCurve);\n      if (Object.keys(monthlyReturns).length > 1) {\n        lines.push('');\n        lines.push(chalk.bold('  Monthly Returns:'));\n        lines.push(chalk.dim(`  ${'Month'.padEnd(12)} ${'Return %'.padEnd(10)} Performance`));\n        lines.push(chalk.dim('  ' + '─'.repeat(35)));\n\n        for (const [month, returnPct] of Object.entries(monthlyReturns).slice(-12)) { // Show last 12 months\n          const returnColor = returnPct >= 0 ? chalk.green : chalk.red;\n          const bar = this.renderMiniBar(returnPct / 100, 10);\n          lines.push(\n            `  ${month.padEnd(12)} ${returnColor((returnPct > 0 ? '+' : '') + returnPct.toFixed(1) + '%').padEnd(18)} ${bar}`,\n          );\n        }\n      }\n    }\n\n    // Strategy performance breakdown (simplified version)\n    if (result.trades.length > 0 && result.config.strategies.length > 0) {\n      lines.push('');\n      lines.push(chalk.bold('  Strategy Performance:'));\n      lines.push(chalk.dim(`  ${'Strategy'.padEnd(20)} ${'Trades'.padEnd(8)} Win Rate`));\n      lines.push(chalk.dim('  ' + '─'.repeat(40)));\n\n      // For now, show overall win rate per configured strategy filter\n      // In a future enhancement, we could track which specific strategies triggered each trade\n      for (const strategy of result.config.strategies.slice(0, 5)) { // Top 5 strategies\n        const strategyTrades = Math.floor(result.totalTrades / result.config.strategies.length); // Approximate distribution\n        const winRate = result.winRate; // Use overall win rate as approximation\n        const winRateColor = winRate >= 0.6 ? chalk.green : winRate >= 0.4 ? chalk.yellow : chalk.red;\n        lines.push(\n          `  ${strategy.slice(0, 19).padEnd(20)} ${strategyTrades.toString().padEnd(8)} ${winRateColor((winRate * 100).toFixed(1) + '%')}`,\n        );\n      }\n      if (result.config.strategies.length === 0) {\n        lines.push(chalk.dim('  All strategies combined'));\n      }\n    }\n\n    // Trade list\n    if (result.trades.length > 0) {\n      lines.push('');\n      lines.push(chalk.bold('  Trades:'));\n      lines.push(chalk.dim(`  ${'Entry'.padEnd(12)} ${'Exit'.padEnd(12)} ${'Entry$'.padEnd(10)} ${'Exit$'.padEnd(10)} ${'PnL%'.padEnd(10)} Signal`));\n      lines.push(chalk.dim('  ' + '─'.repeat(65)));\n\n      for (const t of result.trades.slice(-20)) { // show last 20\n        const pnlColor = t.pnlPercent >= 0 ? chalk.green : chalk.red;\n        lines.push(\n          `  ${t.entryDate.padEnd(12)} ${t.exitDate.padEnd(12)} $${t.entryPrice.toFixed(2).padEnd(9)} $${t.exitPrice.toFixed(2).padEnd(9)} ${pnlColor((t.pnlPercent * 100).toFixed(2).padStart(7) + '%')}  ${t.signal}`,\n        );\n      }\n      if (result.trades.length > 20) {\n        lines.push(chalk.dim(`  ... and ${result.trades.length - 20} more trades`));\n      }\n    }\n\n    // Equity curve ASCII art\n    if (result.equityCurve.length > 2) {\n      lines.push('');\n      lines.push(chalk.bold('  Equity Curve:'));\n      lines.push(this.renderEquityCurve(result.equityCurve, result.config.initialCapital));\n    }\n\n    lines.push('');\n    return lines.join('\\n');\n  }\n\n  /** Format walk-forward results for display. */\n  formatWalkForwardResults(result: WalkForwardResult, config: WalkForwardConfig): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  ┌──────────────────────────────────────────────┐'));\n    lines.push(chalk.bold('  │      Walk-Forward Optimization Results      │'));\n    lines.push(chalk.bold('  └──────────────────────────────────────────────┘'));\n    lines.push('');\n    lines.push(`  Token:          ${config.tokenId}`);\n    lines.push(`  Train Window:   ${config.trainWindow} days`);\n    lines.push(`  Test Window:    ${config.testWindow} days`);\n    lines.push(`  Step Size:      ${config.stepSize} days`);\n    lines.push(`  Total Folds:    ${result.folds.length}`);\n    lines.push(`  Strategies:     ${config.strategies.join(', ') || 'all'}`);\n    lines.push('');\n    lines.push(chalk.dim('  ' + '═'.repeat(50)));\n\n    // Aggregate performance\n    const retColor = result.aggregateTestReturn >= 0 ? chalk.green : chalk.red;\n    const overfitColor = result.overfit ? chalk.red : chalk.green;\n    lines.push(`  Aggregate Test Return:   ${retColor((result.aggregateTestReturn * 100).toFixed(2) + '%')}`);\n    lines.push(`  Aggregate Test Sharpe:   ${result.aggregateTestSharpe.toFixed(2)}`);\n    lines.push(`  Avg Test Max Drawdown:   ${chalk.red((result.avgTestMaxDrawdown * 100).toFixed(2) + '%')}`);\n    lines.push(`  Overfitting Ratio:       ${overfitColor(result.overfitRatio.toFixed(2) + (result.overfit ? ' ⚠️  OVERFIT' : ' ✓'))}`);\n\n    // Fold-by-fold breakdown\n    if (result.folds.length > 0) {\n      lines.push('');\n      lines.push(chalk.bold('  Fold-by-Fold Results:'));\n      lines.push(chalk.dim(`  ${'Train Period'.padEnd(23)} ${'Test Period'.padEnd(23)} ${'Train'.padEnd(8)} ${'Test'.padEnd(8)} ${'Test DD%'.padEnd(9)} Trades`));\n      lines.push(chalk.dim('  ' + '─'.repeat(90)));\n\n      for (const fold of result.folds) {\n        const trainPeriodStr = `${fold.trainPeriod.from.toISOString().slice(0, 10)} to ${fold.trainPeriod.to.toISOString().slice(0, 10)}`;\n        const testPeriodStr = `${fold.testPeriod.from.toISOString().slice(0, 10)} to ${fold.testPeriod.to.toISOString().slice(0, 10)}`;\n        const trainSharpeStr = isFinite(fold.trainSharpe) ? fold.trainSharpe.toFixed(2) : 'N/A';\n        const testSharpeStr = isFinite(fold.testSharpe) ? fold.testSharpe.toFixed(2) : 'N/A';\n        const testReturnColor = fold.testReturn >= 0 ? chalk.green : chalk.red;\n        const testDdStr = (fold.testMaxDrawdown * 100).toFixed(1) + '%';\n\n        lines.push(\n          `  ${trainPeriodStr.padEnd(23)} ${testPeriodStr.padEnd(23)} ${trainSharpeStr.padEnd(8)} ${testReturnColor(testSharpeStr.padEnd(8))} ${chalk.red(testDdStr.padEnd(9))} ${fold.tradesInTest}`,\n        );\n      }\n\n      // Summary stats\n      const winningFolds = result.folds.filter(f => f.testReturn > 0).length;\n      const winRate = result.folds.length > 0 ? (winningFolds / result.folds.length * 100).toFixed(1) : '0.0';\n\n      lines.push('');\n      lines.push(chalk.dim('  ' + '─'.repeat(50)));\n      lines.push(`  Winning Folds:  ${winningFolds}/${result.folds.length} (${winRate}%)`);\n\n      if (result.overfit) {\n        lines.push('');\n        lines.push(chalk.red('  ⚠️  WARNING: Strategy shows signs of overfitting!'));\n        lines.push(chalk.red('     Train performance significantly exceeds test performance.'));\n        lines.push(chalk.red('     Consider simplifying the strategy or using longer test periods.'));\n      }\n    }\n\n    lines.push('');\n    return lines.join('\\n');\n  }\n\n  /** Calculate monthly returns from equity curve. */\n  private calculateMonthlyReturns(equityCurve: Array<{ date: string; value: number }>): Record<string, number> {\n    const monthlyReturns: Record<string, number> = {};\n\n    if (equityCurve.length === 0) return monthlyReturns;\n\n    let currentMonth = '';\n    let monthStartValue = equityCurve[0]!.value;\n    let monthEndValue = equityCurve[0]!.value;\n\n    for (const point of equityCurve) {\n      const pointMonth = point.date.slice(0, 7); // YYYY-MM format\n\n      if (currentMonth === '') {\n        currentMonth = pointMonth;\n        monthStartValue = point.value;\n      } else if (pointMonth !== currentMonth) {\n        // Month changed, calculate return for previous month\n        if (monthStartValue > 0) {\n          const returnPct = ((monthEndValue - monthStartValue) / monthStartValue) * 100;\n          monthlyReturns[currentMonth] = returnPct;\n        }\n\n        // Start new month\n        currentMonth = pointMonth;\n        monthStartValue = point.value;\n      }\n\n      monthEndValue = point.value;\n    }\n\n    // Don't forget the last month\n    if (currentMonth && monthStartValue > 0) {\n      const returnPct = ((monthEndValue - monthStartValue) / monthStartValue) * 100;\n      monthlyReturns[currentMonth] = returnPct;\n    }\n\n    return monthlyReturns;\n  }\n\n  /** Render a mini bar chart for monthly returns. */\n  private renderMiniBar(value: number, width: number): string {\n    const magnitude = Math.min(Math.abs(value), 0.3); // Cap at 30% for display\n    const filled = Math.round(magnitude * width / 0.3);\n\n    if (value > 0) {\n      return chalk.green('█'.repeat(filled)) + chalk.dim('░'.repeat(width - filled));\n    } else if (value < 0) {\n      return chalk.red('█'.repeat(filled)) + chalk.dim('░'.repeat(width - filled));\n    }\n    return chalk.dim('░'.repeat(width));\n  }\n\n  /** Render a simple ASCII equity curve using box-drawing chars. */\n  private renderEquityCurve(\n    curve: Array<{ date: string; value: number }>,\n    initialCapital: number,\n  ): string {\n    const width = 60;\n    const height = 15;\n\n    // Sample curve to fit width\n    const sampled: number[] = [];\n    const step = Math.max(1, Math.floor(curve.length / width));\n    for (let i = 0; i < curve.length; i += step) {\n      sampled.push(curve[i]!.value);\n    }\n    if (sampled.length > width) sampled.length = width;\n\n    const minVal = Math.min(...sampled);\n    const maxVal = Math.max(...sampled);\n    const range = maxVal - minVal || 1;\n\n    // Build grid\n    const grid: string[][] = [];\n    for (let row = 0; row < height; row++) {\n      grid.push(new Array(sampled.length).fill(' '));\n    }\n\n    // Plot points\n    for (let col = 0; col < sampled.length; col++) {\n      const normalized = (sampled[col]! - minVal) / range;\n      const row = height - 1 - Math.round(normalized * (height - 1));\n      grid[row]![col] = sampled[col]! >= initialCapital ? '█' : '▓';\n    }\n\n    // Render with Y-axis labels\n    const lines: string[] = [];\n    for (let row = 0; row < height; row++) {\n      const yVal = maxVal - (row / (height - 1)) * range;\n      const label = `$${yVal.toFixed(0)}`.padStart(8);\n      const lineStr = grid[row]!.join('');\n      const rowColor = yVal >= initialCapital ? chalk.green : chalk.red;\n      lines.push(`  ${chalk.dim(label)} │${rowColor(lineStr)}`);\n    }\n    lines.push(`  ${''.padStart(8)} └${'─'.repeat(sampled.length)}`);\n\n    // X-axis labels\n    const firstDate = curve[0]?.date ?? '';\n    const lastDate = curve[curve.length - 1]?.date ?? '';\n    const axisLabel = `  ${''.padStart(9)}${firstDate}${''.padStart(Math.max(0, sampled.length - firstDate.length - lastDate.length))}${lastDate}`;\n    lines.push(chalk.dim(axisLabel));\n\n    return lines.join('\\n');\n  }\n}\n","/**\n * Multi-token scoring calibration backtester.\n * Fetches data ONCE per token, then replays with different weight/threshold combos.\n */\n\nimport { mkdir, writeFile } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport { Backtester } from \"./backtest.js\";\nimport type { ScoringWeights } from \"./scoring.js\";\nimport type { Candle } from \"./technical.js\";\n\n// ── Weight Profiles ──\n//\n// IMPORTANT: this set deliberately includes BOTH the live production\n// profiles (default-live, majors-live, altcoin-live — pulled from\n// scoring.ts WEIGHT_PROFILES) AND exploratory profiles for tuning.\n// Without the live profiles in the sweep, the calibrator can never tell\n// you \"the current production weights are the best\" — you'd only see\n// rankings of variants. The live entries are SUFFIXED `-live` so they're\n// obvious in the ranked output.\n//\n// To keep this in sync after a scoring.ts weight change: update the\n// `*-live` rows below to match the new production weights.\n\nexport const WEIGHT_PROFILES: Record<string, ScoringWeights> = {\n  // ── Live production profiles (from scoring.ts; keep in sync) ──\n  \"default-live\": { smartMoney: 0.15, technical: 0.10, sentiment: 0.40, onchain: 0.20, fundamental: 0.10, event: 0.05 },\n  \"majors-live\":  { smartMoney: 0.15, technical: 0.10, sentiment: 0.40, onchain: 0.35, fundamental: 0.00, event: 0.00 },\n  \"altcoin-live\": { smartMoney: 0.15, technical: 0.15, sentiment: 0.30, onchain: 0.20, fundamental: 0.10, event: 0.10 },\n\n  // ── Exploratory profiles (historical baselines + variants) ──\n  default:    { smartMoney: 0.25, technical: 0.20, sentiment: 0.20, onchain: 0.15, fundamental: 0.10, event: 0.10 },\n  techHeavy:  { smartMoney: 0.10, technical: 0.40, sentiment: 0.15, onchain: 0.15, fundamental: 0.10, event: 0.10 },\n  sentHeavy:  { smartMoney: 0.10, technical: 0.15, sentiment: 0.40, onchain: 0.15, fundamental: 0.10, event: 0.10 },\n  onchainHvy: { smartMoney: 0.10, technical: 0.20, sentiment: 0.15, onchain: 0.35, fundamental: 0.10, event: 0.10 },\n  balanced:   { smartMoney: 0.17, technical: 0.17, sentiment: 0.17, onchain: 0.17, fundamental: 0.16, event: 0.16 },\n  momentum:   { smartMoney: 0.15, technical: 0.35, sentiment: 0.10, onchain: 0.25, fundamental: 0.10, event: 0.05 },\n  contrarian: { smartMoney: 0.10, technical: 0.10, sentiment: 0.40, onchain: 0.10, fundamental: 0.15, event: 0.15 },\n  flowBased:  { smartMoney: 0.20, technical: 0.15, sentiment: 0.10, onchain: 0.35, fundamental: 0.10, event: 0.10 },\n};\n\n// Added 0.25 / -0.25 so the calibrator can validate the lowered ranging-regime\n// BUY threshold against historical data. Grid is now 8 profiles × 5 × 5 = 200.\nexport const BUY_THRESHOLDS = [0.2, 0.25, 0.3, 0.4, 0.5];\nexport const SELL_THRESHOLDS = [-0.2, -0.25, -0.3, -0.4, -0.5];\n\nexport const DEFAULT_CALIBRATION_TOKENS = [\n  \"bitcoin\", \"ethereum\", \"solana\", \"aave\", \"uniswap\", \"chainlink\", \"arbitrum\",\n];\n\n// ── Types ──\n\nexport interface CalibrationConfig {\n  profileName: string;\n  weights: ScoringWeights;\n  buyThreshold: number;\n  sellThreshold: number;\n}\n\nexport interface TokenResult {\n  tokenId: string;\n  totalReturn: number;\n  sharpeRatio: number;\n  maxDrawdown: number;\n  winRate: number;\n  numTrades: number;\n}\n\nexport interface CalibrationResult {\n  config: CalibrationConfig;\n  tokenResults: TokenResult[];\n  avgReturn: number;\n  avgSharpe: number;\n  worstDrawdown: number;\n  totalTrades: number;\n}\n\nexport interface CalibratorOptions {\n  tokens: string[];\n  days: number;\n  capital: number;\n  onProgress?: (msg: string) => void;\n}\n\n// ── Build the configuration grid ──\n\nexport function buildCalibrationConfigs(): CalibrationConfig[] {\n  const configs: CalibrationConfig[] = [];\n\n  for (const [profileName, weights] of Object.entries(WEIGHT_PROFILES)) {\n    for (const buyThreshold of BUY_THRESHOLDS) {\n      for (const sellThreshold of SELL_THRESHOLDS) {\n        configs.push({ profileName, weights, buyThreshold, sellThreshold });\n      }\n    }\n  }\n\n  return configs;\n}\n\n// ── Calibrator ──\n\nexport async function runCalibration(opts: CalibratorOptions): Promise<CalibrationResult[]> {\n  const { tokens, days, capital, onProgress } = opts;\n  const configs = buildCalibrationConfigs();\n  const log = onProgress ?? (() => {});\n\n  const endDate = new Date();\n  endDate.setDate(endDate.getDate() - 1);\n  const startDate = new Date(endDate);\n  startDate.setDate(startDate.getDate() - days);\n\n  const startStr = startDate.toISOString().slice(0, 10);\n  const endStr = endDate.toISOString().slice(0, 10);\n\n  // Map: configKey -> CalibrationResult\n  const resultMap = new Map<string, CalibrationResult>();\n  for (const cfg of configs) {\n    const key = configKey(cfg);\n    resultMap.set(key, {\n      config: cfg,\n      tokenResults: [],\n      avgReturn: 0,\n      avgSharpe: 0,\n      worstDrawdown: 0,\n      totalTrades: 0,\n    });\n  }\n\n  // Process tokens SEQUENTIALLY — fetch data ONCE per token, then replay all configs\n  for (let ti = 0; ti < tokens.length; ti++) {\n    const tokenId = tokens[ti]!;\n    log(`[${ti + 1}/${tokens.length}] Fetching data for ${tokenId}...`);\n\n    // Fetch data once using a baseline backtester\n    const baseBt = new Backtester({\n      tokenId,\n      startDate: startStr,\n      endDate: endStr,\n      initialCapital: capital,\n      strategies: [],\n      cycle: \"1d\",\n      verbose: false,\n    });\n\n    let candles: Candle[];\n    let fearAndGreedData: Record<string, number>;\n    try {\n      const data = await baseBt.fetchData();\n      candles = data.candles;\n      fearAndGreedData = data.fearAndGreedData;\n      log(`  Got ${candles.length} candles + ${Object.keys(fearAndGreedData).length} F&G points`);\n    } catch (err) {\n      log(`  SKIP ${tokenId}: ${(err as Error).message}`);\n      // Record zeros for all configs\n      for (const cfg of configs) {\n        const key = configKey(cfg);\n        resultMap.get(key)!.tokenResults.push({\n          tokenId, totalReturn: 0, sharpeRatio: 0, maxDrawdown: 0, winRate: 0, numTrades: 0,\n        });\n      }\n      continue;\n    }\n\n    // Pre-compute strategy signals + regime ONCE per candle (this is the\n    // network-bound work — most strategies hit their own APIs). Each subsequent\n    // simulate() call replays only the scoring math against these cached\n    // signals, turning a multi-hour calibration into seconds.\n    log(`  Precomputing signals for ${candles.length} candles...`);\n    let precomputed: Awaited<ReturnType<Backtester['precomputeSignals']>>;\n    try {\n      precomputed = await baseBt.precomputeSignals(candles, fearAndGreedData);\n      const valid = precomputed.filter((p) => p !== null).length;\n      log(`  Precomputed ${valid} candle signal sets`);\n    } catch (err) {\n      log(`  SKIP ${tokenId}: precompute failed: ${(err as Error).message}`);\n      for (const cfg of configs) {\n        const key = configKey(cfg);\n        resultMap.get(key)!.tokenResults.push({\n          tokenId, totalReturn: 0, sharpeRatio: 0, maxDrawdown: 0, winRate: 0, numTrades: 0,\n        });\n      }\n      continue;\n    }\n\n    // Now replay all configs using cached signals (zero API calls!)\n    log(`  Running ${configs.length} configs on ${tokenId}...`);\n    for (let ci = 0; ci < configs.length; ci++) {\n      const cfg = configs[ci]!;\n      const key = configKey(cfg);\n\n      try {\n        const bt = new Backtester({\n          tokenId,\n          startDate: startStr,\n          endDate: endStr,\n          initialCapital: capital,\n          strategies: [],\n          cycle: \"1d\",\n          verbose: false,\n          customWeights: cfg.weights,\n          buyThreshold: cfg.buyThreshold,\n          sellThreshold: cfg.sellThreshold,\n        });\n\n        // Use simulate() with precomputed signals — pure of network IO\n        const result = await bt.simulate(candles, fearAndGreedData, precomputed);\n\n        resultMap.get(key)!.tokenResults.push({\n          tokenId,\n          totalReturn: result.totalReturnPercent,\n          sharpeRatio: result.sharpeRatio,\n          maxDrawdown: result.maxDrawdown,\n          winRate: result.winRate,\n          numTrades: result.totalTrades,\n        });\n      } catch {\n        resultMap.get(key)!.tokenResults.push({\n          tokenId, totalReturn: 0, sharpeRatio: 0, maxDrawdown: 0, winRate: 0, numTrades: 0,\n        });\n      }\n\n      if ((ci + 1) % 50 === 0) {\n        log(`  ${tokenId}: ${ci + 1}/${configs.length} configs done`);\n      }\n    }\n\n    log(`  ${tokenId} complete`);\n\n    // Rate limit pause between tokens\n    if (ti < tokens.length - 1) {\n      log(`  Pausing 5s for CoinGecko rate limits...`);\n      await sleep(5000);\n    }\n  }\n\n  // Aggregate results\n  const results: CalibrationResult[] = [];\n  for (const entry of resultMap.values()) {\n    const tr = entry.tokenResults;\n    if (tr.length === 0) continue;\n\n    entry.avgReturn = tr.reduce((s, r) => s + r.totalReturn, 0) / tr.length;\n    entry.avgSharpe = tr.reduce((s, r) => s + r.sharpeRatio, 0) / tr.length;\n    entry.worstDrawdown = Math.max(...tr.map(r => r.maxDrawdown));\n    entry.totalTrades = tr.reduce((s, r) => s + r.numTrades, 0);\n    results.push(entry);\n  }\n\n  // Sort: 0-trade configs sink to the bottom (vacuously \"safe\" — sharpe=0\n  // ties at the top otherwise, masking real winners). Among configs that\n  // actually trade, sort by avgSharpe desc, then avgReturn desc.\n  results.sort((a, b) => {\n    const aZero = a.totalTrades === 0;\n    const bZero = b.totalTrades === 0;\n    if (aZero !== bZero) return aZero ? 1 : -1;\n    if (Math.abs(b.avgSharpe - a.avgSharpe) > 0.001) return b.avgSharpe - a.avgSharpe;\n    return b.avgReturn - a.avgReturn;\n  });\n\n  await saveResults(results);\n  return results;\n}\n\n// ── Helpers ──\n\nfunction configKey(cfg: CalibrationConfig): string {\n  return `${cfg.profileName}|buy=${cfg.buyThreshold}|sell=${cfg.sellThreshold}`;\n}\n\nfunction sleep(ms: number): Promise<void> {\n  return new Promise(resolve => setTimeout(resolve, ms));\n}\n\nasync function saveResults(results: CalibrationResult[]): Promise<void> {\n  const dir = join(homedir(), \".sherwood\", \"agent\");\n  await mkdir(dir, { recursive: true });\n  const path = join(dir, \"calibration-results.json\");\n  const payload = {\n    timestamp: new Date().toISOString(),\n    totalConfigs: results.length,\n    results: results.map((r, i) => ({\n      rank: i + 1,\n      profile: r.config.profileName,\n      buyThreshold: r.config.buyThreshold,\n      sellThreshold: r.config.sellThreshold,\n      weights: r.config.weights,\n      avgReturn: r.avgReturn,\n      avgSharpe: r.avgSharpe,\n      worstDrawdown: r.worstDrawdown,\n      totalTrades: r.totalTrades,\n      tokenResults: r.tokenResults,\n    })),\n  };\n  await writeFile(path, JSON.stringify(payload, null, 2), \"utf-8\");\n}\n\n// ── Format Results Table ──\n\nexport function formatCalibrationTable(results: CalibrationResult[], topN = 20): string {\n  const lines: string[] = [];\n  lines.push(\"\");\n  lines.push(\"  Calibration Results (ranked by Sharpe ratio)\");\n  lines.push(\"  \" + \"=\".repeat(110));\n  lines.push(\n    \"  \" +\n    \"Rank\".padEnd(6) +\n    \"Profile\".padEnd(13) +\n    \"Buy\".padEnd(7) +\n    \"Sell\".padEnd(7) +\n    \"Avg Return\".padEnd(13) +\n    \"Avg Sharpe\".padEnd(13) +\n    \"Worst DD\".padEnd(11) +\n    \"Trades\".padEnd(9) +\n    \"Tokens\"\n  );\n  lines.push(\"  \" + \"-\".repeat(110));\n\n  const top = results.slice(0, topN);\n  for (let i = 0; i < top.length; i++) {\n    const r = top[i]!;\n    const rank = String(i + 1).padEnd(6);\n    const profile = r.config.profileName.padEnd(13);\n    const buy = String(r.config.buyThreshold).padEnd(7);\n    const sell = String(r.config.sellThreshold).padEnd(7);\n    const avgRet = (r.avgReturn.toFixed(2) + \"%\").padEnd(13);\n    const avgSharpe = r.avgSharpe.toFixed(3).padEnd(13);\n    const worstDD = (r.worstDrawdown.toFixed(2) + \"%\").padEnd(11);\n    const trades = String(r.totalTrades).padEnd(9);\n    const tokenCount = String(r.tokenResults.length);\n\n    lines.push(\"  \" + rank + profile + buy + sell + avgRet + avgSharpe + worstDD + trades + tokenCount);\n  }\n\n  lines.push(\"  \" + \"-\".repeat(110));\n\n  if (results.length > 0) {\n    const best = results[0]!;\n    lines.push(\"\");\n    lines.push(\"  BEST CONFIGURATION:\");\n    lines.push(`    Profile:        ${best.config.profileName}`);\n    lines.push(`    Buy threshold:  ${best.config.buyThreshold}`);\n    lines.push(`    Sell threshold: ${best.config.sellThreshold}`);\n    lines.push(`    Weights:        smartMoney=${best.config.weights.smartMoney} technical=${best.config.weights.technical} sentiment=${best.config.weights.sentiment} onchain=${best.config.weights.onchain} fundamental=${best.config.weights.fundamental} event=${best.config.weights.event}`);\n    lines.push(`    Avg return:     ${best.avgReturn.toFixed(2)}%`);\n    lines.push(`    Avg Sharpe:     ${best.avgSharpe.toFixed(3)}`);\n    lines.push(`    Worst drawdown: ${best.worstDrawdown.toFixed(2)}%`);\n\n    // Show per-token breakdown for best config\n    lines.push(\"\");\n    lines.push(\"  Per-token breakdown (best config):\");\n    for (const tr of best.tokenResults) {\n      lines.push(`    ${tr.tokenId.padEnd(12)} return: ${tr.totalReturn.toFixed(2).padStart(8)}%  sharpe: ${tr.sharpeRatio.toFixed(3).padStart(7)}  trades: ${tr.numTrades}`);\n    }\n  }\n\n  lines.push(\"\");\n  const savePath = join(homedir(), \".sherwood\", \"agent\", \"calibration-results.json\");\n  lines.push(`  Full results saved to ${savePath}`);\n  lines.push(\"\");\n\n  return lines.join(\"\\n\");\n}\n","/**\n * Replay calibrator — sweeps weight profiles × thresholds against\n * `signal-history.jsonl` (production captures) instead of recomputing\n * signals from candles.\n *\n * Why this exists: the candle-only `Backtester` cannot replay the\n * production signal stack. Strategies like `fundingRate`, `dexFlow`,\n * `hyperliquidFlow`, and Nansen-sourced `smartMoney` need live HL/DEX\n * data feeds that aren't in OHLC. `signal-history.jsonl` already\n * captured those signal values per scan — replaying through the scoring\n * math (which IS pure) gives a true-to-production calibration.\n *\n * Caveat: PnL accuracy is bounded by the scan cadence. If the scanner\n * fired every ~30min on a token, exit prices used for stop/TP detection\n * are sampled at the same interval. Intra-bar wicks are missed. Sharpe\n * computed from these results is a lower bound on what a tighter exit\n * loop would achieve.\n */\n\nimport { readFile, mkdir, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { computeTradeDecision } from './scoring.js';\nimport type { ScoringWeights, Signal, TradeDecision } from './scoring.js';\nimport type { MarketRegime } from './regime.js';\nimport {\n  WEIGHT_PROFILES,\n  BUY_THRESHOLDS,\n  SELL_THRESHOLDS,\n  type CalibrationConfig,\n  type CalibrationResult,\n  type TokenResult,\n} from './calibrator.js';\n\n// ── Types ──\n\n/** A single row from signal-history.jsonl — matches SignalLogEntry. */\ninterface SignalHistoryRow {\n  timestamp: string;\n  tokenId: string;\n  tokenSymbol: string;\n  price: number;\n  decision: 'STRONG_BUY' | 'BUY' | 'HOLD' | 'SELL' | 'STRONG_SELL';\n  score: number;\n  confidence: number;\n  signals: Array<{ name: string; value: number; confidence: number }>;\n  regime: string;\n  btcCorrelation: number;\n  weights: ScoringWeights;\n}\n\nexport interface ReplayCalibratorOptions {\n  /** Path to signal-history.jsonl. Defaults to ~/.sherwood/agent/signal-history.jsonl. */\n  historyPath?: string;\n  /** Initial capital per token (informational — we track returns, not capital). */\n  capital?: number;\n  /** Filter to specific tokens; defaults to all tokens in the dataset. */\n  tokens?: string[];\n  /** Only replay rows captured within the last N days. Useful after a scoring\n   *  change to avoid contaminating calibration with stale signal values from\n   *  the prior code path. Default: replay all rows in the file. */\n  lastDays?: number;\n  onProgress?: (msg: string) => void;\n  /** Whether to honor the regime field on each row when applying thresholds.\n   *  Defaults to true — rows record the regime that gated the original\n   *  decision, replaying with the same regime preserves real-world behavior. */\n  useRegime?: boolean;\n}\n\n// ── Exit logic constants — match backtest.ts and executor.ts ──\n\nconst STOP_LOSS_PCT = 0.03;     // 3% hard stop\nconst TAKE_PROFIT_PCT = 0.06;   // 6% TP (2:1 R:R)\nconst TRAIL_PCT = 0.025;        // 2.5% trailing stop\nconst TIME_STOP_HOURS = 48;     // 48h stale-trade exit\n\n/** Open position state for replay. Mirrors the `position` struct in backtest.ts. */\ninterface ReplayPosition {\n  side: 'long' | 'short';\n  entryPrice: number;\n  entryTimestamp: number;\n  /** High-water mark for longs, low-water mark for shorts. */\n  extremePrice: number;\n  signal: string;\n}\n\n/**\n * Trade record kept inline during replay so we can compute realistic\n * Sharpe annualization from actual trade cadence rather than guessing.\n */\ninterface ReplayTrade {\n  pnlPercent: number;\n  durationMs: number;\n}\n\n// ── Loader ──\n\n/** Read signal-history.jsonl into typed rows. Skips malformed lines. */\nexport async function loadSignalHistory(path: string): Promise<SignalHistoryRow[]> {\n  const raw = await readFile(path, 'utf-8');\n  const rows: SignalHistoryRow[] = [];\n  for (const line of raw.split('\\n')) {\n    if (!line.trim()) continue;\n    try {\n      rows.push(JSON.parse(line) as SignalHistoryRow);\n    } catch {\n      // Skip malformed lines silently — log file may have been mid-write\n    }\n  }\n  return rows;\n}\n\n/** Group rows by tokenId, sorted chronologically within each group. */\nfunction groupByToken(rows: SignalHistoryRow[]): Map<string, SignalHistoryRow[]> {\n  const grouped = new Map<string, SignalHistoryRow[]>();\n  for (const r of rows) {\n    if (!grouped.has(r.tokenId)) grouped.set(r.tokenId, []);\n    grouped.get(r.tokenId)!.push(r);\n  }\n  for (const list of grouped.values()) {\n    list.sort((a, b) => Date.parse(a.timestamp) - Date.parse(b.timestamp));\n  }\n  return grouped;\n}\n\n// ── Per-token replay ──\n\n/**\n * Replay a single token's signal history through one config.\n * Returns {trades, returns, totalReturn, sharpe, maxDrawdown, winRate}.\n */\nfunction replayToken(\n  tokenRows: SignalHistoryRow[],\n  config: CalibrationConfig,\n  useRegime: boolean,\n): TokenResult {\n  let position: ReplayPosition | null = null;\n  const returns: number[] = [];\n  const trades: ReplayTrade[] = []; // hold-duration tracked for Sharpe annualization\n  const equityCurve: number[] = [1.0]; // normalized; multiply by (1+ret) per realized trade\n  let equity = 1.0;\n\n  for (let i = 0; i < tokenRows.length; i++) {\n    const row = tokenRows[i]!;\n    const ts = Date.parse(row.timestamp);\n    const price = row.price;\n\n    // Guard: rows with missing/zero/non-finite prices appear in early\n    // production captures before the price feed was wired. Skip them\n    // entirely — both entry and exit math would produce NaN and poison\n    // the equity curve. We do NOT close any open position here; we wait\n    // for the next valid price tick.\n    if (!Number.isFinite(price) || price <= 0) continue;\n\n    // Build Signal[] from row — mirrors what computeTradeDecision expects.\n    // Source/details aren't needed for scoring; pass empty strings.\n    const signals: Signal[] = row.signals.map((s) => ({\n      name: s.name,\n      value: s.value,\n      confidence: s.confidence,\n      source: '',\n      details: '',\n    }));\n\n    const regime = useRegime\n      ? (row.regime && row.regime !== 'unknown' ? (row.regime as MarketRegime) : undefined)\n      : undefined;\n\n    let decision: TradeDecision = computeTradeDecision(\n      signals,\n      config.weights,\n      undefined,\n      undefined,\n      regime,\n    );\n\n    // Override action based on calibrator's threshold sweep — same logic as backtest.ts\n    const buy = config.buyThreshold;\n    const sell = config.sellThreshold;\n    if (buy <= sell) continue; // invalid — caller should have filtered, but be safe\n    const strongBuy = buy + 0.3;\n    const strongSell = sell - 0.3;\n    let action: TradeDecision['action'];\n    if (decision.score >= strongBuy) action = 'STRONG_BUY';\n    else if (decision.score >= buy) action = 'BUY';\n    else if (decision.score <= strongSell) action = 'STRONG_SELL';\n    else if (decision.score <= sell) action = 'SELL';\n    else action = 'HOLD';\n    decision = { ...decision, action };\n\n    // ── Position management — exit conditions first, then optional entry ──\n    if (position) {\n      const isShort = position.side === 'short';\n      // Track best favorable price\n      if (isShort) {\n        if (price < position.extremePrice) position.extremePrice = price;\n      } else {\n        if (price > position.extremePrice) position.extremePrice = price;\n      }\n\n      const pnlPercent = isShort\n        ? (position.entryPrice - price) / position.entryPrice\n        : (price - position.entryPrice) / position.entryPrice;\n      const holdingHours = (ts - position.entryTimestamp) / (1000 * 60 * 60);\n\n      let exitReason: string | null = null;\n      if (pnlPercent <= -STOP_LOSS_PCT) exitReason = 'STOP';\n      else if (pnlPercent >= TAKE_PROFIT_PCT) exitReason = 'TP';\n      else if (TRAIL_PCT > 0 && (isShort\n        ? price >= position.extremePrice * (1 + TRAIL_PCT)\n        : price <= position.extremePrice * (1 - TRAIL_PCT))) {\n        exitReason = 'TRAIL';\n      } else if (holdingHours > TIME_STOP_HOURS && Math.abs(pnlPercent) < 0.01) {\n        exitReason = 'TIME';\n      } else if (isShort\n        ? (action === 'BUY' || action === 'STRONG_BUY')\n        : (action === 'SELL' || action === 'STRONG_SELL')) {\n        exitReason = 'FLIP';\n      }\n\n      if (exitReason) {\n        equity *= 1 + pnlPercent;\n        equityCurve.push(equity);\n        returns.push(pnlPercent);\n        trades.push({ pnlPercent, durationMs: ts - position.entryTimestamp });\n        position = null;\n      }\n    }\n\n    // Entries only when flat\n    if (!position) {\n      if (action === 'BUY' || action === 'STRONG_BUY') {\n        position = { side: 'long', entryPrice: price, entryTimestamp: ts, extremePrice: price, signal: action };\n      } else if (action === 'SELL' || action === 'STRONG_SELL') {\n        position = { side: 'short', entryPrice: price, entryTimestamp: ts, extremePrice: price, signal: action };\n      }\n    }\n  }\n\n  // Close any open position at the last VALID observed price.\n  // Walking back ensures we don't close on a zero-price row.\n  if (position) {\n    let lastValidPrice: number | null = null;\n    for (let i = tokenRows.length - 1; i >= 0; i--) {\n      const p = tokenRows[i]!.price;\n      if (Number.isFinite(p) && p > 0) { lastValidPrice = p; break; }\n    }\n    if (lastValidPrice !== null) {\n      const pnlPercent = position.side === 'short'\n        ? (position.entryPrice - lastValidPrice) / position.entryPrice\n        : (lastValidPrice - position.entryPrice) / position.entryPrice;\n      const lastTs = Date.parse(tokenRows[tokenRows.length - 1]!.timestamp);\n      equity *= 1 + pnlPercent;\n      equityCurve.push(equity);\n      returns.push(pnlPercent);\n      trades.push({ pnlPercent, durationMs: lastTs - position.entryTimestamp });\n    }\n  }\n\n  // Metrics\n  const totalReturn = equity - 1.0;\n  const winRate = returns.length > 0 ? returns.filter((r) => r > 0).length / returns.length : 0;\n\n  // Sharpe from per-trade returns, annualized using ACTUAL average hold\n  // duration (not a fixed 52/year guess). Same formula as PortfolioTracker.\n  let sharpeRatio = 0;\n  if (returns.length > 1) {\n    const mean = returns.reduce((a, b) => a + b, 0) / returns.length;\n    const variance = returns.reduce((s, r) => s + (r - mean) ** 2, 0) / (returns.length - 1);\n    const stdDev = Math.sqrt(variance);\n    if (stdDev > 0) {\n      const avgHoldDays = trades.length > 0\n        ? trades.reduce((s, t) => s + t.durationMs, 0) / trades.length / (1000 * 60 * 60 * 24)\n        : 1;\n      const tradesPerYear = Math.max(252 / Math.max(avgHoldDays, 1), 1);\n      sharpeRatio = (mean / stdDev) * Math.sqrt(tradesPerYear);\n    }\n  }\n\n  // Max drawdown from equity curve\n  let peak = equityCurve[0]!;\n  let maxDrawdown = 0;\n  for (const v of equityCurve) {\n    if (v > peak) peak = v;\n    const dd = (peak - v) / peak;\n    if (dd > maxDrawdown) maxDrawdown = dd;\n  }\n\n  return {\n    tokenId: tokenRows[0]?.tokenId ?? '',\n    totalReturn,\n    sharpeRatio,\n    maxDrawdown,\n    winRate,\n    numTrades: returns.length,\n  };\n}\n\n// ── Public driver ──\n\n/**\n * Sweep all WEIGHT_PROFILES × BUY_THRESHOLDS × SELL_THRESHOLDS against\n * a captured signal-history.jsonl. Returns the same CalibrationResult[]\n * shape as the candle-based calibrator so `formatCalibrationTable` works.\n */\nexport async function runHistoryReplay(\n  options: ReplayCalibratorOptions = {},\n): Promise<CalibrationResult[]> {\n  const historyPath = options.historyPath ?? join(homedir(), '.sherwood', 'agent', 'signal-history.jsonl');\n  const log = options.onProgress ?? (() => {});\n  const useRegime = options.useRegime ?? true;\n\n  log(`Loading ${historyPath}...`);\n  let allRows = await loadSignalHistory(historyPath);\n  log(`Loaded ${allRows.length} rows`);\n\n  if (options.lastDays !== undefined && options.lastDays > 0) {\n    const cutoff = Date.now() - options.lastDays * 24 * 60 * 60 * 1000;\n    const before = allRows.length;\n    allRows = allRows.filter((r) => Date.parse(r.timestamp) >= cutoff);\n    log(`Filtered to last ${options.lastDays}d: ${allRows.length} rows (dropped ${before - allRows.length})`);\n  }\n\n  const grouped = groupByToken(allRows);\n  let tokens = options.tokens ?? Array.from(grouped.keys());\n  // Drop tokens with too few observations to produce meaningful trades\n  const MIN_ROWS = 5;\n  tokens = tokens.filter((t) => (grouped.get(t)?.length ?? 0) >= MIN_ROWS);\n  log(`Replaying ${tokens.length} tokens (>=${MIN_ROWS} observations each)`);\n\n  const configs: CalibrationConfig[] = [];\n  for (const [profileName, weights] of Object.entries(WEIGHT_PROFILES)) {\n    for (const buyThreshold of BUY_THRESHOLDS) {\n      for (const sellThreshold of SELL_THRESHOLDS) {\n        if (buyThreshold <= sellThreshold) continue; // skip invalid\n        configs.push({ profileName, weights, buyThreshold, sellThreshold });\n      }\n    }\n  }\n  log(`Sweeping ${configs.length} configs across ${tokens.length} tokens`);\n\n  const results: CalibrationResult[] = configs.map((config) => ({\n    config,\n    tokenResults: [],\n    avgReturn: 0,\n    avgSharpe: 0,\n    worstDrawdown: 0,\n    totalTrades: 0,\n  }));\n\n  // Replay loop — pure of network IO, runs in seconds even for 200 × 15.\n  let processed = 0;\n  for (const token of tokens) {\n    const rows = grouped.get(token)!;\n    for (let ci = 0; ci < configs.length; ci++) {\n      const cfg = configs[ci]!;\n      const tokenResult = replayToken(rows, cfg, useRegime);\n      results[ci]!.tokenResults.push(tokenResult);\n    }\n    processed++;\n    log(`  ${token}: ${rows.length} rows, ${configs.length} configs done (${processed}/${tokens.length})`);\n  }\n\n  // Aggregate\n  for (const r of results) {\n    const tr = r.tokenResults;\n    if (tr.length === 0) continue;\n    r.avgReturn = tr.reduce((s, x) => s + x.totalReturn, 0) / tr.length;\n    r.avgSharpe = tr.reduce((s, x) => s + x.sharpeRatio, 0) / tr.length;\n    r.worstDrawdown = Math.max(...tr.map((x) => x.maxDrawdown));\n    r.totalTrades = tr.reduce((s, x) => s + x.numTrades, 0);\n  }\n\n  // Sort: 0-trade configs sink to bottom (same logic as candle calibrator).\n  results.sort((a, b) => {\n    const aZero = a.totalTrades === 0;\n    const bZero = b.totalTrades === 0;\n    if (aZero !== bZero) return aZero ? 1 : -1;\n    if (Math.abs(b.avgSharpe - a.avgSharpe) > 0.001) return b.avgSharpe - a.avgSharpe;\n    return b.avgReturn - a.avgReturn;\n  });\n\n  await saveResults(results);\n  return results;\n}\n\nasync function saveResults(results: CalibrationResult[]): Promise<void> {\n  const dir = join(homedir(), '.sherwood', 'agent');\n  await mkdir(dir, { recursive: true });\n  const path = join(dir, 'replay-calibration-results.json');\n  const payload = {\n    timestamp: new Date().toISOString(),\n    totalConfigs: results.length,\n    source: 'signal-history.jsonl replay',\n    results: results.map((r, i) => ({\n      rank: i + 1,\n      profile: r.config.profileName,\n      buyThreshold: r.config.buyThreshold,\n      sellThreshold: r.config.sellThreshold,\n      weights: r.config.weights,\n      avgReturn: r.avgReturn,\n      avgSharpe: r.avgSharpe,\n      worstDrawdown: r.worstDrawdown,\n      totalTrades: r.totalTrades,\n      tokenResults: r.tokenResults,\n    })),\n  };\n  await writeFile(path, JSON.stringify(payload, null, 2), 'utf-8');\n}\n","/**\n * Telegram-optimized alert formatting for trading notifications.\n * Formats scan results, regime changes, and alerts with emoji indicators.\n */\n\nimport type { Alert, TokenAnalysis } from \"./index.js\";\nimport type { MarketRegime } from \"./regime.js\";\n\nexport class AlertFormatter {\n\n  /**\n   * Format alerts for Telegram with priority grouping and emoji indicators.\n   * Returns null if no alerts to display.\n   */\n  static formatForTelegram(alerts: Alert[]): string | null {\n    if (alerts.length === 0) return null;\n\n    // Group by priority\n    const grouped: Record<string, Alert[]> = {\n      critical: [],\n      high: [],\n      medium: [],\n      low: []\n    };\n\n    for (const alert of alerts) {\n      grouped[alert.priority].push(alert);\n    }\n\n    const lines: string[] = [];\n    lines.push(\"🚨 *TRADING ALERTS*\");\n\n    // Critical alerts\n    if (grouped.critical.length > 0) {\n      lines.push(\"\\n🔴 *CRITICAL*\");\n      for (const alert of grouped.critical.slice(0, 3)) {\n        lines.push(`• ${alert.title}`);\n        if (alert.tokenId !== 'bitcoin') {\n          lines.push(`  _${alert.tokenId.toUpperCase()}_`);\n        }\n      }\n    }\n\n    // High priority alerts\n    if (grouped.high.length > 0) {\n      lines.push(\"\\n🟡 *HIGH*\");\n      for (const alert of grouped.high.slice(0, 3)) {\n        lines.push(`• ${alert.title}`);\n        if (alert.tokenId !== 'bitcoin') {\n          lines.push(`  _${alert.tokenId.toUpperCase()}_`);\n        }\n      }\n    }\n\n    // Medium priority alerts\n    if (grouped.medium.length > 0) {\n      lines.push(\"\\n🔵 *MEDIUM*\");\n      for (const alert of grouped.medium.slice(0, 2)) {\n        lines.push(`• ${alert.title}`);\n      }\n    }\n\n    // Low priority alerts (only show count)\n    if (grouped.low.length > 0) {\n      lines.push(`\\n⚫ ${grouped.low.length} low priority alerts`);\n    }\n\n    const result = lines.join(\"\\n\");\n\n    // Telegram message limit is 4096 chars\n    if (result.length > 4000) {\n      return result.substring(0, 3900) + \"\\n\\n_...truncated_\";\n    }\n\n    return result;\n  }\n\n  /**\n   * Format comprehensive scan summary with opportunities, top movers, and alerts.\n   */\n  static formatScanSummary(\n    results: TokenAnalysis[],\n    alerts: Alert[],\n    regime?: MarketRegime\n  ): string {\n    const lines: string[] = [];\n\n    // Header with timestamp\n    lines.push(\"📊 *MARKET SCAN SUMMARY*\");\n    lines.push(`_${new Date().toLocaleTimeString()}_`);\n\n    // Market regime\n    if (regime) {\n      const regimeEmoji = regime === \"trending-up\" ? \"📈\" :\n                         regime === \"trending-down\" ? \"📉\" :\n                         regime === \"ranging\" ? \"↔️\" :\n                         regime === \"high-volatility\" ? \"🌋\" : \"🔄\";\n      lines.push(`\\n${regimeEmoji} *Regime:* ${regime.toUpperCase().replace('-', ' ')}`);\n    }\n\n    // Check if all signals are HOLD (brief mode)\n    const allHold = results.every(r => r.decision.action === \"HOLD\");\n\n    if (allHold) {\n      // Brief format for all HOLD scenario\n      const strongest = results.reduce((max, r) =>\n        r.decision.score > max.decision.score ? r : max\n      );\n      const weakest = results.reduce((min, r) =>\n        r.decision.score < min.decision.score ? r : min\n      );\n\n      const fearGreed = results[0]?.data.fearAndGreed;\n      const fgText = fearGreed ?\n        (fearGreed < 25 ? \"Extreme Fear\" :\n         fearGreed < 40 ? \"Fear\" :\n         fearGreed < 60 ? \"Neutral\" :\n         fearGreed < 75 ? \"Greed\" : \"Extreme Greed\") : \"Unknown\";\n\n      lines.push(`\\n🔄 *All positions HOLD*`);\n      lines.push(`💪 Strongest: ${strongest.token.toUpperCase()} (+${strongest.decision.score.toFixed(2)})`);\n      lines.push(`💤 Weakest: ${weakest.token.toUpperCase()} (${weakest.decision.score.toFixed(2)})`);\n      if (fearGreed) {\n        lines.push(`😱 F&G: ${fearGreed} (${fgText})`);\n      }\n    } else {\n      // Full format with opportunities and movers\n\n      // Opportunities (score > 0.3)\n      const opportunities = results.filter(r =>\n        r.decision.score > 0.3 && (r.decision.action === \"BUY\" || r.decision.action === \"STRONG_BUY\")\n      ).sort((a, b) => b.decision.score - a.decision.score);\n\n      if (opportunities.length > 0) {\n        lines.push(\"\\n💡 *OPPORTUNITIES*\");\n        for (const opp of opportunities.slice(0, 3)) {\n          const action = opp.decision.action === \"STRONG_BUY\" ? \"🚀 STRONG BUY\" : \"📈 BUY\";\n          lines.push(`${action} ${opp.token.toUpperCase()} (${opp.decision.score.toFixed(2)})`);\n\n          // Top signal\n          const topSignal = opp.decision.signals\n            .filter(s => Math.abs(s.value) > 0.1)\n            .sort((a, b) => Math.abs(b.value) - Math.abs(a.value))[0];\n\n          if (topSignal) {\n            const signalEmoji = topSignal.value > 0 ? \"⬆️\" : \"⬇️\";\n            lines.push(`  ${signalEmoji} ${topSignal.source}: ${topSignal.value > 0 ? \"+\" : \"\"}${topSignal.value.toFixed(2)}`);\n          }\n        }\n      }\n\n      // Top movers (biggest absolute score changes)\n      const topMovers = results\n        .filter(r => Math.abs(r.decision.score) > 0.2)\n        .sort((a, b) => Math.abs(b.decision.score) - Math.abs(a.decision.score))\n        .slice(0, 3);\n\n      if (topMovers.length > 0) {\n        lines.push(\"\\n🎯 *TOP MOVERS*\");\n        for (const mover of topMovers) {\n          const scoreEmoji = mover.decision.score > 0 ? \"📈\" : \"📉\";\n          lines.push(`${scoreEmoji} ${mover.token.toUpperCase()}: ${mover.decision.score > 0 ? \"+\" : \"\"}${mover.decision.score.toFixed(2)}`);\n        }\n      }\n    }\n\n    // Alerts section\n    const alertText = this.formatForTelegram(alerts);\n    if (alertText) {\n      lines.push(`\\n${alertText}`);\n    }\n\n    const result = lines.join(\"\\n\");\n\n    // Respect Telegram limit\n    if (result.length > 4000) {\n      return result.substring(0, 3900) + \"\\n\\n_...truncated_\";\n    }\n\n    return result;\n  }\n}","/**\n * Execution pipeline - bridges scanner results to actionable trade proposals.\n * Converts high-confidence analysis into sized position recommendations.\n */\n\nimport type { TokenAnalysis } from \"./index.js\";\nimport type { TechnicalSignals } from \"./technical.js\";\nimport type { Candle } from \"./technical.js\";\nimport { calculateATR } from \"./technical.js\";\n\nexport type TradeAction = \"LONG\" | \"SHORT\";\n\nexport interface TradeProposal {\n  tokenId: string;\n  symbol: string;\n  action: TradeAction;\n  entryPrice: number;\n  stopLoss: number;\n  takeProfit: number;\n  positionSizeUsd: number;\n  leverage: number;\n  confidence: number;\n  signals: string[];          // Top 3 signal names\n  regime: string;\n  timestamp: number;\n}\n\n/**\n * Score-weighted position sizing config.\n *\n * When enabled, risk percentage scales linearly with score magnitude\n * across the [floor, ceiling] band. Score at the floor → minRiskPct.\n * Score at or above the ceiling → maxRiskPct.\n */\nexport interface ScaledSizingConfig {\n  enabled: boolean;\n  floor: number;\n  ceiling: number;\n  minRiskPct: number;\n  maxRiskPct: number;\n}\n\nexport const DEFAULT_SCALED_SIZING: ScaledSizingConfig = {\n  enabled: false,\n  floor: 0.30,\n  ceiling: 0.60,\n  minRiskPct: 0.005,\n  maxRiskPct: 0.02,\n};\n\nexport interface ProposalOptions {\n  portfolioValueUsd?: number;\n  scaledSizing?: ScaledSizingConfig;\n}\n\nexport class ExecutionPipeline {\n  /**\n   * Generate trade proposals from analysis results.\n   * Only creates proposals for high-confidence opportunities — uses the\n   * regime-conditional BUY/SELL threshold from the decision (defaults to\n   * ±0.4 if the decision lacks regime context).\n   *\n   * Optional ProposalOptions.scaledSizing enables score-weighted sizing.\n   * Previously this was a mutable static field — fixed per code review\n   * to eliminate cross-invocation leakage in long-lived processes.\n   */\n  static generateProposals(\n    analyses: TokenAnalysis[],\n    portfolioValueOrOpts: number | ProposalOptions = 10000,\n    optsArg?: ProposalOptions,\n  ): TradeProposal[] {\n    // Backward-compatible call shape: either generateProposals(analyses, 10000)\n    // or generateProposals(analyses, { portfolioValueUsd, scaledSizing }).\n    const opts: ProposalOptions =\n      typeof portfolioValueOrOpts === 'number'\n        ? { portfolioValueUsd: portfolioValueOrOpts, ...(optsArg ?? {}) }\n        : (portfolioValueOrOpts ?? {});\n    const portfolioValueUsd = opts.portfolioValueUsd ?? 10000;\n    const scaledSizing = opts.scaledSizing ?? DEFAULT_SCALED_SIZING;\n    const proposals: TradeProposal[] = [];\n\n    for (const analysis of analyses) {\n      const { decision, token, data } = analysis;\n\n      // Skip HOLD signals\n      if (decision.action === \"HOLD\") {\n        continue;\n      }\n\n      // Filter: score must clear the regime-conditional action threshold\n      // and confidence must exceed 50%. Falls back to ±0.4 for backward compat.\n      // When scaledSizing is on, the floor drops to scaledSizing.floor — the\n      // point is to take sub-threshold trades at proportionally smaller size,\n      // not to filter them out before sizing kicks in.\n      const baseBuyFloor = decision.thresholds?.buy ?? 0.4;\n      const baseSellFloor = decision.thresholds?.sell ?? -0.4;\n      const buyFloor = scaledSizing.enabled\n        ? Math.min(baseBuyFloor, scaledSizing.floor)\n        : baseBuyFloor;\n      const sellFloor = scaledSizing.enabled\n        ? Math.max(baseSellFloor, -scaledSizing.floor)\n        : baseSellFloor;\n      const clearsBuy = decision.score >= buyFloor;\n      const clearsSell = decision.score <= sellFloor;\n      if (!clearsBuy && !clearsSell) {\n        continue;\n      }\n      if (decision.confidence <= 0.5) {\n        continue;\n      }\n\n      // Determine trade direction\n      const isLong = decision.score > 0;\n      const action: TradeAction = isLong ? \"LONG\" : \"SHORT\";\n\n      // Get current price (use entry price from technical data or mock)\n      const entryPrice = this.getEntryPrice(data.technicalSignals);\n      if (!entryPrice) continue;\n\n      // Calculate ATR for stop loss\n      const atr = this.getATR(data.technicalSignals);\n      if (!atr) continue;\n\n      // Calculate stop loss (entry +/- 2*ATR)\n      const stopLoss = isLong\n        ? entryPrice - (2 * atr)\n        : entryPrice + (2 * atr);\n\n      // Calculate take profit (2.5:1 R:R)\n      const riskAmount = Math.abs(entryPrice - stopLoss);\n      const takeProfit = isLong\n        ? entryPrice + (2.5 * riskAmount)\n        : entryPrice - (2.5 * riskAmount);\n\n      // Position sizing — fixed 2% by default, score-scaled if enabled.\n      // Score-scaled: bigger conviction → bigger size, smaller conviction → smaller size.\n      // The point: take more sub-0.4 trades but with proportionally smaller exposure.\n      let riskPercentage: number;\n      if (scaledSizing.enabled) {\n        const cfg = scaledSizing;\n        const absScore = Math.abs(decision.score);\n        const t = Math.min(1, Math.max(0, (absScore - cfg.floor) / (cfg.ceiling - cfg.floor)));\n        riskPercentage = cfg.minRiskPct + t * (cfg.maxRiskPct - cfg.minRiskPct);\n      } else {\n        riskPercentage = 0.02;\n      }\n      const positionSizeUsd = (portfolioValueUsd * riskPercentage) / (Math.abs(entryPrice - stopLoss) / entryPrice);\n\n      // Calculate leverage (size / max 10% portfolio allocation, capped at 5x)\n      const maxAllocation = portfolioValueUsd * 0.10;\n      const leverage = Math.min(5.0, positionSizeUsd / maxAllocation);\n\n      // Get top 3 signals\n      const topSignals = decision.signals\n        .filter(s => Math.abs(s.value) > 0.05)\n        .sort((a, b) => Math.abs(b.value) - Math.abs(a.value))\n        .slice(0, 3)\n        .map(s => s.source);\n\n      // Get regime\n      const regime = analysis.regime?.regime || \"unknown\";\n\n      // Resolve token symbol (fallback to tokenId if not available)\n      const symbol = this.resolveSymbol(token);\n\n      const proposal: TradeProposal = {\n        tokenId: token,\n        symbol,\n        action,\n        entryPrice,\n        stopLoss,\n        takeProfit,\n        positionSizeUsd,\n        leverage,\n        confidence: decision.confidence,\n        signals: topSignals,\n        regime,\n        timestamp: Date.now(),\n      };\n\n      proposals.push(proposal);\n    }\n\n    return proposals.sort((a, b) => b.confidence - a.confidence);\n  }\n\n  /**\n   * Format trade proposals for human review.\n   */\n  static formatProposals(proposals: TradeProposal[]): string {\n    if (proposals.length === 0) {\n      return \"📝 *TRADE PROPOSALS*\\n\\n_No actionable opportunities found._\\n_Criteria: Score > 0.4, Confidence > 50%_\";\n    }\n\n    const lines: string[] = [];\n    lines.push(\"📝 *TRADE PROPOSALS*\");\n    lines.push(\"_⚠️ For review only - NO auto-execution_\");\n\n    for (const proposal of proposals.slice(0, 5)) {\n      const directionEmoji = proposal.action === \"LONG\" ? \"🟢\" : \"🔴\";\n      const confidenceBar = \"█\".repeat(Math.floor(proposal.confidence * 10));\n\n      lines.push(`\\n${directionEmoji} *${proposal.action} ${proposal.symbol}*`);\n      lines.push(`📈 Entry: $${proposal.entryPrice.toFixed(4)}`);\n      lines.push(`🛑 Stop: $${proposal.stopLoss.toFixed(4)} (${this.calculatePctChange(proposal.entryPrice, proposal.stopLoss)}%)`);\n      lines.push(`🎯 Target: $${proposal.takeProfit.toFixed(4)} (${this.calculatePctChange(proposal.entryPrice, proposal.takeProfit)}%)`);\n      lines.push(`💰 Size: $${proposal.positionSizeUsd.toFixed(0)} (${proposal.leverage.toFixed(1)}x leverage)`);\n      lines.push(`✅ Confidence: ${(proposal.confidence * 100).toFixed(0)}% ${confidenceBar}`);\n\n      // Top signals\n      if (proposal.signals.length > 0) {\n        lines.push(`🔍 Signals: ${proposal.signals.slice(0, 2).join(\", \")}`);\n      }\n\n      // Market regime\n      const regimeEmoji = proposal.regime === \"trending-up\" ? \"📈\" :\n                         proposal.regime === \"trending-down\" ? \"📉\" :\n                         proposal.regime === \"ranging\" ? \"↔️\" :\n                         proposal.regime === \"high-volatility\" ? \"🌋\" : \"🔄\";\n      lines.push(`${regimeEmoji} Regime: ${proposal.regime}`);\n    }\n\n    if (proposals.length > 5) {\n      lines.push(`\\n_...${proposals.length - 5} more proposals available_`);\n    }\n\n    lines.push(`\\n_Generated: ${new Date().toLocaleTimeString()}_`);\n\n    const result = lines.join(\"\\n\");\n\n    // Respect character limits\n    if (result.length > 4000) {\n      return result.substring(0, 3900) + \"\\n\\n_...truncated_\";\n    }\n\n    return result;\n  }\n\n  /**\n   * Extract entry price from technical signals or use fallback.\n   */\n  private static getEntryPrice(technicalSignals?: TechnicalSignals): number | null {\n    if (!technicalSignals) return null;\n\n    // Use VWAP as entry price if available, fallback to EMA8\n    if (technicalSignals.vwap > 0) {\n      return technicalSignals.vwap;\n    }\n\n    if (technicalSignals.ema.ema8 > 0) {\n      return technicalSignals.ema.ema8;\n    }\n\n    return null;\n  }\n\n  /**\n   * Extract ATR from technical signals.\n   */\n  private static getATR(technicalSignals?: TechnicalSignals): number | null {\n    if (!technicalSignals) return null;\n    return technicalSignals.atr > 0 ? technicalSignals.atr : null;\n  }\n\n  /**\n   * Resolve token symbol from token ID.\n   */\n  private static resolveSymbol(tokenId: string): string {\n    const symbolMap: Record<string, string> = {\n      \"bitcoin\": \"BTC\",\n      \"ethereum\": \"ETH\",\n      \"solana\": \"SOL\",\n      \"aave\": \"AAVE\",\n      \"uniswap\": \"UNI\",\n      \"chainlink\": \"LINK\",\n      \"polygon\": \"MATIC\",\n      \"avalanche-2\": \"AVAX\",\n      \"cardano\": \"ADA\",\n      \"polkadot\": \"DOT\",\n    };\n\n    return symbolMap[tokenId] || tokenId.toUpperCase().slice(0, 6);\n  }\n\n  /**\n   * Calculate percentage change between two prices.\n   */\n  private static calculatePctChange(from: number, to: number): string {\n    const change = ((to - from) / from) * 100;\n    return change >= 0 ? `+${change.toFixed(1)}` : change.toFixed(1);\n  }\n}","/**\n * Signal activity audit — reads signal-history.jsonl and reports which\n * signal categories are actually firing, so dead weights can be pruned.\n *\n * A signal that contributes ~0 on every run isn't \"neutral information\" —\n * it's noise that compresses the aggregate score. Drop it from the weight\n * vector and renormalize so real signals aren't diluted.\n */\n\nimport { readFile } from \"node:fs/promises\";\nimport { getSignalFilePath } from \"./signal-logger.js\";\nimport type { SignalLogEntry } from \"./signal-logger.js\";\n\nconst FIRE_EPSILON = 0.05; // |value| below this counts as \"silent\"\n\n/** Category each strategy signal maps to (mirrors scoring.ts SIGNAL_CATEGORY_MAP). */\nconst SIGNAL_TO_CATEGORY: Record<string, string> = {\n  // Direct categories\n  technical: \"technical\",\n  sentiment: \"sentiment\",\n  onchain: \"onchain\",\n  fundamental: \"fundamental\",\n  event: \"event\",\n  smartMoney: \"smartMoney\",\n\n  // Active strategy signals\n  breakoutOnChain: \"technical\",\n  multiTimeframe: \"technical\",\n  crossSectionalMomentum: \"technical\",\n  tradingviewSignal: \"technical\",\n  btcNetworkHealth: \"technical\",\n  kronosVolForecast: \"technical\",\n  dexFlow: \"onchain\",\n  fundingRate: \"onchain\",\n  hyperliquidFlow: \"onchain\",\n  narrativeVacuum: \"onchain\",\n  sentimentContrarian: \"sentiment\",\n  socialVolume: \"sentiment\",\n  predictionMarket: \"event\",\n  whaleIntent: \"smartMoney\",\n  flowIntelligence: \"smartMoney\",\n};\n\nexport interface SignalStats {\n  name: string;\n  category: string;\n  observations: number;\n  fireRate: number; // fraction of observations where |value| > epsilon\n  meanAbsValue: number; // average |value|\n  meanConfidence: number;\n  directionalBias: number; // mean(value) — negative = mostly bearish, positive = bullish\n}\n\nexport interface CategoryStats {\n  category: string;\n  signalNames: string[];\n  observations: number; // total signal-observations (multiple signals per category possible)\n  fireRate: number;\n  meanAbsValue: number;\n  recommendation: \"keep\" | \"drop\" | \"review\";\n}\n\nexport interface AuditResult {\n  filePath: string;\n  totalEntries: number;\n  dateRange: { from: string; to: string } | null;\n  perSignal: SignalStats[];\n  perCategory: CategoryStats[];\n}\n\n/**\n * Read the signal-history JSONL file and compute per-signal + per-category\n * activity statistics.\n */\nexport async function auditSignalHistory(\n  filePath: string = getSignalFilePath(),\n): Promise<AuditResult> {\n  let raw: string;\n  try {\n    raw = await readFile(filePath, \"utf-8\");\n  } catch (err) {\n    if ((err as NodeJS.ErrnoException).code === \"ENOENT\") {\n      return {\n        filePath,\n        totalEntries: 0,\n        dateRange: null,\n        perSignal: [],\n        perCategory: [],\n      };\n    }\n    throw err;\n  }\n\n  const lines = raw.split(\"\\n\").filter((l) => l.trim().length > 0);\n  const entries: SignalLogEntry[] = [];\n  for (const line of lines) {\n    try {\n      entries.push(JSON.parse(line) as SignalLogEntry);\n    } catch {\n      // skip malformed lines\n    }\n  }\n\n  if (entries.length === 0) {\n    return {\n      filePath,\n      totalEntries: 0,\n      dateRange: null,\n      perSignal: [],\n      perCategory: [],\n    };\n  }\n\n  // Per-signal aggregation\n  const bySignal = new Map<\n    string,\n    { values: number[]; confidences: number[] }\n  >();\n\n  for (const entry of entries) {\n    for (const sig of entry.signals) {\n      if (!bySignal.has(sig.name)) {\n        bySignal.set(sig.name, { values: [], confidences: [] });\n      }\n      const bucket = bySignal.get(sig.name)!;\n      bucket.values.push(sig.value);\n      bucket.confidences.push(sig.confidence);\n    }\n  }\n\n  const perSignal: SignalStats[] = [];\n  for (const [name, bucket] of bySignal) {\n    const obs = bucket.values.length;\n    const fires = bucket.values.filter((v) => Math.abs(v) > FIRE_EPSILON).length;\n    const meanAbsValue =\n      bucket.values.reduce((a, v) => a + Math.abs(v), 0) / obs;\n    const meanConfidence =\n      bucket.confidences.reduce((a, c) => a + c, 0) / obs;\n    const directionalBias = bucket.values.reduce((a, v) => a + v, 0) / obs;\n\n    perSignal.push({\n      name,\n      category: SIGNAL_TO_CATEGORY[name] ?? \"unknown\",\n      observations: obs,\n      fireRate: fires / obs,\n      meanAbsValue,\n      meanConfidence,\n      directionalBias,\n    });\n  }\n\n  perSignal.sort((a, b) => b.fireRate - a.fireRate);\n\n  // Per-category aggregation\n  const byCategory = new Map<\n    string,\n    { signals: Set<string>; obs: number; fires: number; absSum: number }\n  >();\n\n  for (const sig of perSignal) {\n    if (!byCategory.has(sig.category)) {\n      byCategory.set(sig.category, {\n        signals: new Set(),\n        obs: 0,\n        fires: 0,\n        absSum: 0,\n      });\n    }\n    const bucket = byCategory.get(sig.category)!;\n    bucket.signals.add(sig.name);\n    bucket.obs += sig.observations;\n    bucket.fires += sig.fireRate * sig.observations;\n    bucket.absSum += sig.meanAbsValue * sig.observations;\n  }\n\n  const perCategory: CategoryStats[] = [];\n  for (const [category, bucket] of byCategory) {\n    const fireRate = bucket.obs > 0 ? bucket.fires / bucket.obs : 0;\n    const meanAbsValue = bucket.obs > 0 ? bucket.absSum / bucket.obs : 0;\n\n    let recommendation: \"keep\" | \"drop\" | \"review\";\n    if (fireRate >= 0.4) recommendation = \"keep\";\n    else if (fireRate < 0.1) recommendation = \"drop\";\n    else recommendation = \"review\";\n\n    perCategory.push({\n      category,\n      signalNames: [...bucket.signals],\n      observations: bucket.obs,\n      fireRate,\n      meanAbsValue,\n      recommendation,\n    });\n  }\n\n  perCategory.sort((a, b) => b.fireRate - a.fireRate);\n\n  const timestamps = entries.map((e) => e.timestamp).sort();\n\n  return {\n    filePath,\n    totalEntries: entries.length,\n    dateRange: {\n      from: timestamps[0]!,\n      to: timestamps[timestamps.length - 1]!,\n    },\n    perSignal,\n    perCategory,\n  };\n}\n\n// ── Diff against a saved baseline ──\n\nexport interface SignalDiffEntry {\n  name: string;\n  category: string;\n  baseline: { fireRate: 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baseline. */\nexport function diffAudits(baseline: AuditResult, current: AuditResult): AuditDiff {\n  const baseSignals = new Map(baseline.perSignal.map((s) => [s.name, s]));\n  const currSignals = new Map(current.perSignal.map((s) => [s.name, s]));\n  const allSignalNames = new Set([...baseSignals.keys(), ...currSignals.keys()]);\n\n  const perSignal: SignalDiffEntry[] = [];\n  for (const name of allSignalNames) {\n    const b = baseSignals.get(name);\n    const c = currSignals.get(name);\n    perSignal.push({\n      name,\n      category: (c ?? b)?.category ?? \"unknown\",\n      baseline: {\n        fireRate: b?.fireRate ?? 0,\n        meanAbsValue: b?.meanAbsValue ?? 0,\n        observations: b?.observations ?? 0,\n      },\n      current: {\n        fireRate: c?.fireRate ?? 0,\n        meanAbsValue: c?.meanAbsValue ?? 0,\n        observations: c?.observations ?? 0,\n      },\n      fireRateDelta: (c?.fireRate ?? 0) - (b?.fireRate ?? 0),\n      meanAbsValueDelta: (c?.meanAbsValue ?? 0) - (b?.meanAbsValue ?? 0),\n      status: classifyStatus(b?.fireRate ?? null, c?.fireRate ?? null),\n    });\n  }\n  perSignal.sort((a, b) => Math.abs(b.fireRateDelta) - Math.abs(a.fireRateDelta));\n\n  const baseCats = new Map(baseline.perCategory.map((c) => [c.category, c]));\n  const currCats = new Map(current.perCategory.map((c) => [c.category, c]));\n  const allCats = new Set([...baseCats.keys(), ...currCats.keys()]);\n\n  const perCategory: SignalDiffEntry[] = [];\n  for (const cat of allCats) {\n    const b = baseCats.get(cat);\n    const c = currCats.get(cat);\n    perCategory.push({\n      name: cat,\n      category: cat,\n      baseline: {\n        fireRate: b?.fireRate ?? 0,\n        meanAbsValue: b?.meanAbsValue ?? 0,\n        observations: b?.observations ?? 0,\n      },\n      current: {\n        fireRate: c?.fireRate ?? 0,\n        meanAbsValue: c?.meanAbsValue ?? 0,\n        observations: c?.observations ?? 0,\n      },\n      fireRateDelta: (c?.fireRate ?? 0) - (b?.fireRate ?? 0),\n      meanAbsValueDelta: (c?.meanAbsValue ?? 0) - (b?.meanAbsValue ?? 0),\n      status: classifyStatus(b?.fireRate ?? null, c?.fireRate ?? null),\n    });\n  }\n  perCategory.sort((a, b) => Math.abs(b.fireRateDelta) - Math.abs(a.fireRateDelta));\n\n  return {\n    baselineDateRange: baseline.dateRange,\n    currentDateRange: current.dateRange,\n    perSignal,\n    perCategory,\n  };\n}\n\n/** Renormalize weights after dropping categories with fireRate below threshold. */\nexport function suggestRenormalizedWeights(\n  currentWeights: Record<string, number>,\n  perCategory: CategoryStats[],\n  dropThreshold: number = 0.1,\n): Record<string, number> {\n  const keepCategories = new Set(\n    perCategory\n      .filter((c) => c.fireRate >= dropThreshold && c.category !== \"unknown\")\n      .map((c) => c.category),\n  );\n\n  // Sum retained weight\n  let retainedSum = 0;\n  for (const [cat, w] of Object.entries(currentWeights)) {\n    if (keepCategories.has(cat)) 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+{"version":3,"sources":["../src/commands/agent.ts","../src/agent/index.ts","../src/providers/data/defillama.ts","../src/providers/data/coingecko.ts","../src/providers/data/feargreed.ts","../src/providers/data/sentiment.ts","../src/agent/strategies/breakout-onchain.ts","../src/agent/strategies/funding-rate.ts","../src/providers/data/dexscreener.ts","../src/agent/strategies/hyperliquid-flow.ts","../src/agent/strategies/multi-timeframe.ts","../src/agent/strategies/cross-sectional-momentum.ts","../src/providers/data/tradingview.ts","../src/agent/strategies/tradingview-signal.ts","../src/agent/strategies/btc-network-health.ts","../src/agent/strategies/prediction-market.ts","../src/agent/strategies/social-volume.ts","../src/agent/strategies/kronos-vol-forecast.ts","../src/agent/strategies/narrative-vacuum.ts","../src/agent/strategies/whale-intent.ts","../src/agent/strategies/index.ts","../src/providers/data/funding-rate.ts","../src/providers/data/token-unlocks.ts","../src/providers/data/twitter.ts","../src/providers/fincept/bridge.ts","../src/providers/fincept/messari.ts","../src/providers/fincept/blockchain.ts","../src/providers/fincept/polymarket.ts","../src/providers/fincept/sentiment.ts","../src/providers/fincept/cryptocompare.ts","../src/providers/fincept/kronos.ts","../src/providers/fincept/defillama.ts","../src/providers/fincept/dexscreener.ts","../src/agent/signal-logger.ts","../src/agent/judge.ts","../src/agent/signal-smoother.ts","../src/agent/entry-gates.ts","../src/agent/regime.ts","../src/agent/correlation.ts","../src/agent/alerts.ts","../src/agent/token-selector.ts","../src/agent/loop.ts","../src/agent/executor.ts","../src/agent/portfolio.ts","../src/agent/risk.ts","../src/agent/reporter.ts","../src/agent/price-validator.ts","../src/agent/backtest.ts","../src/agent/calibrator.ts","../src/agent/replay-calibrator.ts","../src/agent/alert-formatter.ts","../src/agent/execution-pipeline.ts","../src/agent/signal-audit.ts"],"sourcesContent":["/**\n * CLI commands for the autonomous trading agent.\n * sherwood agent <analyze|signals|start|status|history|config|backtest>\n */\n\nimport { Command } from \"commander\";\nimport chalk from \"chalk\";\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport ora from \"ora\";\nimport { TradingAgent } from \"../agent/index.js\";\nimport type { AgentConfig, TokenAnalysis, Alert } from \"../agent/index.js\";\nimport { getLatestSignals } from \"../agent/technical.js\";\nimport type { Candle } from \"../agent/technical.js\";\nimport { CoinGeckoProvider } from \"../providers/data/coingecko.js\";\nimport { DynamicTokenSelector } from \"../agent/token-selector.js\";\nimport { SentimentProvider } from \"../providers/data/sentiment.js\";\nimport {\n  scoreTechnical,\n  scoreSentiment,\n  scoreOnChain,\n  scoreFundamental,\n  scoreEvent,\n} from \"../agent/scoring.js\";\nimport { AgentLoop } from \"../agent/loop.js\";\nimport type { LoopConfig } from \"../agent/loop.js\";\nimport { PortfolioTracker } from \"../agent/portfolio.js\";\nimport { RiskManager, DEFAULT_RISK_CONFIG } from \"../agent/risk.js\";\nimport type { RiskConfig } from \"../agent/risk.js\";\nimport { Reporter } from \"../agent/reporter.js\";\nimport { Backtester } from \"../agent/backtest.js\";\nimport type { BacktestConfig, WalkForwardConfig } from \"../agent/backtest.js\";\nimport { runCalibration, formatCalibrationTable, DEFAULT_CALIBRATION_TOKENS } from \"../agent/calibrator.js\";\nimport { runHistoryReplay } from \"../agent/replay-calibrator.js\";\nimport { AlertFormatter } from \"../agent/alert-formatter.js\";\nimport { ExecutionPipeline, DEFAULT_SCALED_SIZING } from \"../agent/execution-pipeline.js\";\nimport { auditSignalHistory, suggestRenormalizedWeights, diffAudits } from \"../agent/signal-audit.js\";\nimport type { AuditResult } from \"../agent/signal-audit.js\";\nimport { DEFAULT_WEIGHTS } from \"../agent/scoring.js\";\n\n// Expanded default universe — covers majors, L1/L2s, DeFi blue-chips, top\n// memes, and HL-listed alts so the scanner has more shots on goal each cycle.\n// Every token here has Hyperliquid perp coverage (executor.ts TOKEN_TO_ASSET_INDEX)\n// and CoinGecko OHLC. Use --auto for fully dynamic selection from HL volume.\nconst DEFAULT_TOKENS = [\n  \"bitcoin\", \"ethereum\", \"solana\",                               // majors\n  \"ripple\", \"dogecoin\", \"avalanche-2\", \"polkadot\", \"near\",       // L1s\n  \"arbitrum\",                                                    // L2\n  \"aave\", \"uniswap\", \"chainlink\",                                // DeFi\n  \"hyperliquid\", \"bittensor\", \"fartcoin\",                        // HL natives / themes\n];\n\nfunction makeConfig(overrides?: Partial<AgentConfig>): AgentConfig {\n  return {\n    tokens: DEFAULT_TOKENS,\n    cycle: \"4h\",\n    dryRun: true,\n    maxPositionPct: 5,\n    maxRiskPct: 20,\n    useX402: true, // Paid signals (Nansen + Messari) on by default — opt out with --no-x402\n    x402TopN: 1,   // Only run x402 on top 1 token by free-signal score — 96 calls/day vs 288\n    smoothFastSignals: true, // Rolling-window smoothing for noisy signals — prevents single-scan flicker\n    // judge: undefined — off by default, enable with --use-judge\n    ...overrides,\n  };\n}\n\nexport function registerAgentCommands(program: Command): void {\n  const agent = program.command(\"agent\").description(\"Autonomous trading agent\");\n\n  // ── analyze ──\n  agent\n    .command(\"analyze\")\n    .description(\"Analyze token(s) using multi-signal scoring\")\n    .argument(\"[tokens...]\", \"Token IDs to analyze (e.g., ethereum bitcoin)\")\n    .option(\"--all\", \"Analyze full watchlist\")\n    .option(\"--auto\", \"Use dynamic token selection from Hyperliquid market data\")\n    .option(\"--json\", \"Output as JSON\")\n    .option(\"--no-x402\", \"Skip paid x402 data (Nansen smart-money, Messari fundamentals) — on by default\")\n    .option(\"--telegram\", \"Output formatted summary for Telegram\")\n    .option(\"--proposals\", \"Generate trade proposals for high-confidence opportunities\")\n    .option(\"--weight-profile <name>\", \"Weight profile: default | majors | altcoin | sentHeavy | techHeavy (auto: majors for BTC/ETH/SOL)\")\n    .option(\"--scaled-sizing\", \"Score-weighted position sizing (smaller positions for marginal scores)\")\n    .option(\"--smooth\", \"Smooth fast signals with rolling 3-reading window\")\n    .option(\"--use-judge\", \"Enable LLM judge to confirm/veto borderline trades (requires Anthropic API key)\")\n    .option(\"--judge-model <model>\", \"Judge model ID (default: claude-haiku-4-5-20251001)\")\n    .option(\"--judge-top-n <n>\", \"Max tokens to judge per cycle (default: 3)\", parseInt)\n    .action(async (tokens: string[], options: { all?: boolean; auto?: boolean; json?: boolean; x402: boolean; telegram?: boolean; proposals?: boolean; weightProfile?: string; scaledSizing?: boolean; smooth?: boolean; useJudge?: boolean; judgeModel?: string; judgeTopN?: number }) => {\n      let tokenList: string[];\n      let selectionSummary: string | undefined;\n\n      if (options.auto) {\n        const spinner = ora(\"Fetching dynamic token selection from Hyperliquid...\").start();\n        try {\n          const selector = new DynamicTokenSelector();\n          const selection = await selector.selectTokens();\n          tokenList = selection.tokens;\n          selectionSummary = selector.formatSelectionSummary(selection);\n          spinner.stop();\n\n          // Show selection summary\n          console.log();\n          console.log(selectionSummary);\n          console.log();\n        } catch (error) {\n          spinner.fail(`Dynamic selection failed: ${(error as Error).message}`);\n          console.log(\"Falling back to default tokens...\");\n          tokenList = DEFAULT_TOKENS;\n        }\n      } else {\n        tokenList = options.all ? DEFAULT_TOKENS : tokens.length > 0 ? tokens : DEFAULT_TOKENS;\n      }\n\n      const scaledSizing = options.scaledSizing\n        ? { ...DEFAULT_SCALED_SIZING, enabled: true }\n        : undefined;\n      const config = makeConfig({\n        tokens: tokenList, useX402: options.x402, weightProfile: options.weightProfile, smoothFastSignals: options.smooth,\n        ...(options.useJudge ? {\n          judge: {\n            enabled: true,\n            ...(options.judgeModel ? { model: options.judgeModel } : {}),\n            ...(options.judgeTopN ? { topN: options.judgeTopN } : {}),\n          },\n        } : {}),\n      });\n      const tradingAgent = new TradingAgent(config);\n      const spinner = ora(\"Analyzing tokens...\").start();\n\n      try {\n        spinner.text = \"Analyzing tokens and checking for alerts...\";\n        const { analyses: results, alerts } = await tradingAgent.analyzeAllWithAlerts();\n        spinner.stop();\n\n        if (options.telegram) {\n          // Output Telegram-formatted summary\n          const regime = results[0]?.regime?.regime;\n          const summary = AlertFormatter.formatScanSummary(results, alerts, regime);\n          console.log(summary);\n          return;\n        }\n\n        if (options.proposals) {\n          // Output trade proposals\n          const proposals = ExecutionPipeline.generateProposals(results, { scaledSizing });\n          const formatted = ExecutionPipeline.formatProposals(proposals);\n          console.log(formatted);\n          return;\n        }\n\n        if (options.json) {\n          console.log(JSON.stringify(results.map((r) => ({ token: r.token, decision: r.decision })), null, 2));\n        } else {\n          console.log(tradingAgent.formatAnalysis(results));\n\n          // Show alerts if any\n          if (alerts.length > 0) {\n            console.log(chalk.bold(\"\\n\" + tradingAgent.formatAlerts(alerts)));\n            console.log();\n          }\n\n          // Detailed signal breakdown\n          for (const r of results) {\n            console.log(chalk.bold(`\\n  ${r.token.toUpperCase()} — Signal Breakdown`));\n            console.log(chalk.dim(\"  \" + \"─\".repeat(50)));\n\n            // Show regime info if available\n            if (r.regime) {\n              const regimeColor = r.regime.regime === \"trending-up\" ? chalk.green :\n                                  r.regime.regime === \"trending-down\" ? chalk.red :\n                                  r.regime.regime === \"ranging\" ? chalk.yellow :\n                                  r.regime.regime === \"high-volatility\" ? chalk.magenta :\n                                  chalk.cyan;\n              console.log(\n                `  ${\"Market Regime\".padEnd(22)} ${regimeColor(\"▮\".repeat(10))} ${regimeColor(r.regime.regime.replace('-', ' '))}  ${chalk.dim(r.regime.details.slice(0, 60))}`\n              );\n            }\n\n            for (const signal of r.decision.signals) {\n              const bar = renderBar(signal.value);\n              const color =\n                signal.value > 0.1\n                  ? chalk.green\n                  : signal.value < -0.1\n                    ? chalk.red\n                    : chalk.yellow;\n              console.log(\n                `  ${signal.source.padEnd(22)} ${bar} ${color(\n                  (signal.value >= 0 ? \"+\" : \"\") + signal.value.toFixed(3),\n                )}  ${chalk.dim(signal.details.slice(0, 60))}`,\n              );\n            }\n          }\n          console.log();\n        }\n      } catch (err) {\n        spinner.fail(`Analysis failed: ${(err as Error).message}`);\n        process.exitCode = 1;\n      }\n    });\n\n  // ── signals ──\n  agent\n    .command(\"signals\")\n    .description(\"Show current signal scores for a token\")\n    .argument(\"<token>\", \"Token ID\")\n    .action(async (token: string) => {\n      const spinner = ora(`Fetching signals for ${token}...`).start();\n\n      try {\n        const cg = new CoinGeckoProvider();\n        const sentimentProvider = new SentimentProvider();\n\n        // Fetch OHLC\n        spinner.text = \"Fetching OHLC data...\";\n        const ohlcRaw = await cg.getOHLC(token, 30);\n        const candles: Candle[] = ohlcRaw.map((c: number[]) => ({\n          timestamp: c[0]!,\n          open: c[1]!,\n          high: c[2]!,\n          low: c[3]!,\n          close: c[4] ?? c[3]!,\n          volume: 0,\n        }));\n\n        // Get volume data\n        try {\n          spinner.text = \"Fetching volume data...\";\n          const marketData = await cg.getMarketData(token, 30);\n          if (marketData?.total_volumes) {\n            for (const candle of candles) {\n              const nearest = marketData.total_volumes.reduce(\n                (best: number[], v: number[]) =>\n                  Math.abs(v[0]! - candle.timestamp) < Math.abs(best[0]! - candle.timestamp)\n                    ? v\n                    : best,\n                marketData.total_volumes[0]!,\n              );\n              candle.volume = nearest[1] ?? 0;\n            }\n          }\n        } catch {\n          // optional\n        }\n\n        const techSignals = getLatestSignals(candles);\n\n        // Fetch sentiment\n        spinner.text = \"Fetching sentiment...\";\n        let fgValue = 50;\n        let zScore = 0;\n        try {\n          const fgData = await sentimentProvider.getFearAndGreed();\n          if (fgData.length > 0) {\n            fgValue = fgData[0]!.value;\n            zScore = sentimentProvider.computeSentimentZScore(fgData.map((d) => d.value));\n          }\n        } catch {\n          // default values\n        }\n\n        spinner.stop();\n\n        // Display\n        console.log();\n        console.log(chalk.bold(`  ${token.toUpperCase()} — Detailed Signals`));\n        console.log(chalk.dim(\"  \" + \"═\".repeat(55)));\n\n        // Technical\n        console.log(chalk.bold.cyan(\"\\n  Technical Indicators\"));\n        console.log(`    RSI(14):       ${formatValue(techSignals.rsi, 30, 70, true)}`);\n        console.log(`    MACD:          ${techSignals.macd.value.toFixed(4)}`);\n        console.log(`    MACD Signal:   ${techSignals.macd.signal.toFixed(4)}`);\n        console.log(`    MACD Hist:     ${formatValue(techSignals.macd.histogram, 0, 0, false)}`);\n        console.log(`    BB Upper:      ${techSignals.bb.upper.toFixed(2)}`);\n        console.log(`    BB Middle:     ${techSignals.bb.middle.toFixed(2)}`);\n        console.log(`    BB Lower:      ${techSignals.bb.lower.toFixed(2)}`);\n        console.log(`    BB Width:      ${techSignals.bb.width.toFixed(4)}`);\n        console.log(`    BB Squeeze:    ${techSignals.bb.squeeze ? chalk.yellow(\"YES\") : \"No\"}`);\n        console.log(`    EMA(8):        ${techSignals.ema.ema8.toFixed(2)}`);\n        console.log(`    EMA(21):       ${techSignals.ema.ema21.toFixed(2)}`);\n        console.log(`    EMA(50):       ${isNaN(techSignals.ema.ema50) ? chalk.dim(\"N/A\") : techSignals.ema.ema50.toFixed(2)}`);\n        console.log(`    EMA(200):      ${isNaN(techSignals.ema.ema200) ? chalk.dim(\"N/A\") : techSignals.ema.ema200.toFixed(2)}`);\n        console.log(`    ATR(14):       ${techSignals.atr.toFixed(2)}`);\n        console.log(`    VWAP:          ${techSignals.vwap.toFixed(2)}`);\n        console.log(`    Vol Ratio:     ${techSignals.volume.ratio.toFixed(2)}x avg`);\n\n        // Sentiment\n        console.log(chalk.bold.cyan(\"\\n  Sentiment\"));\n        console.log(`    Fear & Greed:  ${formatFearGreed(fgValue)}`);\n        console.log(`    Z-Score:       ${zScore.toFixed(2)}`);\n\n        // Signal scores\n        const techScore = scoreTechnical(techSignals);\n        const sentScore = scoreSentiment(fgValue, zScore);\n        const onchainScore = scoreOnChain({});\n        const fundScore = scoreFundamental({});\n        const eventScore = scoreEvent({});\n\n        console.log(chalk.bold.cyan(\"\\n  Signal Scores\"));\n        console.log(`    Technical:     ${renderBar(techScore.value)} ${colorValue(techScore.value)}`);\n        console.log(`    Sentiment:     ${renderBar(sentScore.value)} ${colorValue(sentScore.value)}`);\n        console.log(`    On-Chain:      ${renderBar(onchainScore.value)} ${colorValue(onchainScore.value)}`);\n        console.log(`    Fundamental:   ${renderBar(fundScore.value)} ${colorValue(fundScore.value)}`);\n        console.log(`    Event:         ${renderBar(eventScore.value)} ${colorValue(eventScore.value)}`);\n        console.log();\n      } catch (err) {\n        spinner.fail(`Failed: ${(err as Error).message}`);\n        process.exitCode = 1;\n      }\n    });\n\n  // ── start ──\n  agent\n    .command(\"start\")\n    .description(\"Start autonomous trading loop\")\n    .option(\"--cycle <interval>\", \"Cycle interval (15m, 1h, 4h)\", \"4h\")\n    .option(\"--dry-run\", \"Paper trading mode\", true)\n    .option(\"--tokens <tokens>\", \"Comma-separated token list\")\n    .option(\"--auto\", \"Use dynamic token selection from Hyperliquid market data\")\n    .option(\"--log <path>\", \"Path to write cycle logs\")\n    .option(\"--mode <mode>\", \"Execution mode: dry-run (default), hyperliquid-perp\", \"dry-run\")\n    .option(\"--strategy-clone <address>\", \"Strategy clone address on HyperEVM (required for hyperliquid-perp)\")\n    .option(\"--chain <chain>\", \"Chain for live execution (hyperevm, hyperevm-testnet)\", \"ethereum\")\n    .option(\"--asset-index <n>\", \"HyperCore perp asset index (default: 3 = ETH)\")\n    .option(\"--no-x402\", \"Skip paid x402 data (Nansen smart-money, Messari fundamentals) — on by default\")\n    .option(\"--weight-profile <name>\", \"Weight profile: default | majors | altcoin | sentHeavy | techHeavy (auto: majors for BTC/ETH/SOL)\")\n    .option(\"--scaled-sizing\", \"Score-weighted position sizing (smaller positions for marginal scores)\")\n    .option(\"--smooth\", \"Smooth fast signals with rolling 3-reading window\")\n    .option(\"--use-judge\", \"Enable LLM judge to confirm/veto borderline trades (requires Anthropic API key)\")\n    .option(\"--judge-model <model>\", \"Judge model ID (default: claude-haiku-4-5-20251001)\")\n    .option(\"--judge-top-n <n>\", \"Max tokens to judge per cycle (default: 3)\", parseInt)\n    .action(async (options: { cycle?: string; dryRun?: boolean; tokens?: string; auto?: boolean; log?: string; mode?: string; strategyClone?: string; chain?: string; assetIndex?: string; x402: boolean; weightProfile?: string; scaledSizing?: boolean; smooth?: boolean; useJudge?: boolean; judgeModel?: string; judgeTopN?: number }) => {\n      let tokenList: string[];\n\n      if (options.auto) {\n        console.log(chalk.dim(\"  Using dynamic token selection from Hyperliquid (refreshes every 30 min)\"));\n        // For the loop, we'll create a placeholder list that gets replaced dynamically\n        // The actual selection happens in the loop itself to allow periodic refresh\n        tokenList = ['bitcoin', 'ethereum']; // Minimal list, will be replaced\n      } else {\n        tokenList = options.tokens ? options.tokens.split(\",\").map((t) => t.trim()) : DEFAULT_TOKENS;\n      }\n\n      const cycle = (options.cycle ?? \"4h\") as AgentConfig[\"cycle\"];\n\n      // Load persisted risk config from disk (written by `agent config --set`)\n      let savedRiskConfig: Partial<RiskConfig> = {};\n      try {\n        const configPath = join(homedir(), '.sherwood', 'agent', 'config.json');\n        const data = await readFile(configPath, 'utf-8');\n        const parsed = JSON.parse(data) as Record<string, unknown>;\n        // Only pick known risk keys with valid numeric values\n        for (const [k, v] of Object.entries(parsed)) {\n          if (k in DEFAULT_RISK_CONFIG && typeof v === 'number' && Number.isFinite(v)) {\n            (savedRiskConfig as Record<string, number>)[k] = v;\n          }\n        }\n        if (Object.keys(savedRiskConfig).length > 0) {\n          console.log(chalk.dim(`  Loaded ${Object.keys(savedRiskConfig).length} risk config overrides from ~/.sherwood/agent/config.json`));\n        }\n      } catch {\n        // No saved config — use defaults\n      }\n\n      const isLive = options.mode === 'hyperliquid-perp';\n      // NOTE: options.scaledSizing is currently a no-op here because the loop\n      // does not call ExecutionPipeline.generateProposals. If that changes,\n      // pass { scaledSizing } through LoopConfig and into the proposal call.\n      if (isLive && !options.strategyClone) {\n        console.error(chalk.red('  --strategy-clone is required for hyperliquid-perp mode'));\n        process.exitCode = 1;\n        return;\n      }\n      const proposerKey = process.env.SHERWOOD_PROPOSER_KEY as `0x${string}` | undefined;\n      if (isLive && !proposerKey) {\n        console.error(chalk.red('  SHERWOOD_PROPOSER_KEY env var is required for live execution'));\n        process.exitCode = 1;\n        return;\n      }\n\n      const loopConfig: LoopConfig = {\n        agent: makeConfig({\n          tokens: tokenList, cycle, dryRun: !isLive, useX402: options.x402,\n          weightProfile: options.weightProfile, smoothFastSignals: options.smooth,\n          ...(options.useJudge ? {\n            judge: {\n              enabled: true,\n              ...(options.judgeModel ? { model: options.judgeModel } : {}),\n              ...(options.judgeTopN ? { topN: options.judgeTopN } : {}),\n            },\n          } : {}),\n        }),\n        execution: {\n          dryRun: !isLive,\n          mode: (options.mode ?? 'dry-run') as 'dry-run' | 'hyperliquid-perp',\n          mevProtection: false,\n          chain: options.chain ?? 'ethereum',\n          strategyClone: options.strategyClone as `0x${string}` | undefined,\n          proposerPrivateKey: proposerKey,\n          assetIndex: options.assetIndex ? (() => {\n            const idx = parseInt(options.assetIndex!, 10);\n            if (isNaN(idx) || idx < 0) {\n              console.error(chalk.red(`  Invalid --asset-index: ${options.assetIndex}`));\n              process.exit(1);\n            }\n            return idx;\n          })() : undefined,\n        },\n        riskConfig: savedRiskConfig,\n        logPath: options.log,\n        autoDynamicSelection: options.auto ?? false,\n      };\n\n      const loop = new AgentLoop(loopConfig);\n\n      // Graceful shutdown\n      const shutdown = () => {\n        console.log(chalk.yellow(\"\\n  Shutting down gracefully...\"));\n        loop.stop();\n      };\n      process.on(\"SIGINT\", shutdown);\n      process.on(\"SIGTERM\", shutdown);\n\n      await loop.start();\n    });\n\n  // ── status ──\n  agent\n    .command(\"status\")\n    .description(\"Show current portfolio, open positions, daily PnL\")\n    .action(async () => {\n      const portfolio = new PortfolioTracker();\n      const reporter = new Reporter();\n\n      try {\n        const state = await portfolio.load();\n\n        // Try to update prices for open positions\n        if (state.positions.length > 0) {\n          try {\n            const cg = new CoinGeckoProvider();\n            const tokenIds = state.positions.map(p => p.tokenId);\n            const priceData = await cg.getPrice(tokenIds, ['usd']);\n            const prices: Record<string, number> = {};\n            for (const id of tokenIds) {\n              const price = priceData?.[id]?.usd;\n              if (typeof price === 'number') prices[id] = price;\n            }\n            if (Object.keys(prices).length > 0) {\n              const updated = await portfolio.updatePrices(prices);\n              console.log(reporter.formatPortfolioReport(updated));\n              return;\n            }\n          } catch {\n            // Fall through to show cached state\n          }\n        }\n\n        console.log(reporter.formatPortfolioReport(state));\n      } catch (err) {\n        console.error(chalk.red(`Failed to load portfolio: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n\n  // ── summary ──\n  agent\n    .command(\"summary\")\n    .description(\"Print a formatted cycle summary for XMTP/Telegram (pipe to chat send --stdin)\")\n    .action(async () => {\n      const { printSummary } = await import(\"../agent/summary-formatter.js\");\n      await printSummary();\n    });\n\n  // ── history ──\n  agent\n    .command(\"history\")\n    .description(\"Show trade history and performance metrics\")\n    .option(\"--days <n>\", \"Number of days to look back\", \"30\")\n    .action(async (options: { days?: string }) => {\n      const portfolio = new PortfolioTracker();\n      const reporter = new Reporter();\n      const days = Math.max(1, parseInt(options.days ?? \"30\", 10) || 30);\n\n      try {\n        const trades = await portfolio.getHistory(days);\n        const metrics = await portfolio.getMetrics(days);\n\n        console.log('');\n        console.log(chalk.bold(`  Trade History (last ${days} days)`));\n        console.log(chalk.dim('  ' + '═'.repeat(70)));\n\n        if (trades.length === 0) {\n          console.log(chalk.dim('  No trades recorded in this period.'));\n          console.log('');\n          return;\n        }\n\n        // Table header\n        console.log(chalk.dim(`  ${'Symbol'.padEnd(10)} ${'Side'.padEnd(6)} ${'Entry'.padEnd(12)} ${'Exit'.padEnd(12)} ${'PnL $'.padEnd(12)} ${'PnL %'.padEnd(10)} Exit Reason`));\n        console.log(chalk.dim('  ' + '─'.repeat(70)));\n\n        for (const t of trades) {\n          const pnlColor = t.pnlUsd >= 0 ? chalk.green : chalk.red;\n          console.log(\n            `  ${t.symbol.padEnd(10)} ${t.side.padEnd(6)} $${t.entryPrice.toFixed(2).padEnd(11)} $${t.exitPrice.toFixed(2).padEnd(11)} ${pnlColor(('$' + t.pnlUsd.toFixed(2)).padEnd(12))} ${pnlColor(((t.pnlPercent * 100).toFixed(1) + '%').padEnd(10))} ${t.exitReason.slice(0, 20)}`,\n          );\n        }\n\n        // Performance metrics\n        console.log(reporter.formatMetrics(metrics));\n      } catch (err) {\n        console.error(chalk.red(`Failed to load history: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n\n  // ── config ──\n  agent\n    .command(\"config\")\n    .description(\"Show or set risk parameters\")\n    .option(\"--set <key=value>\", \"Set a config value (e.g. --set maxSinglePosition=0.15)\")\n    .action(async (options: { set?: string }) => {\n      const riskConfig = { ...DEFAULT_RISK_CONFIG };\n\n      // Bounds for risk config values to prevent disabling guardrails\n      const RISK_BOUNDS: Record<string, [number, number]> = {\n        maxPortfolioRisk: [0.01, 0.50],\n        maxSinglePosition: [0.01, 0.25],\n        maxCorrelatedExposure: [0.05, 0.50],\n        maxConcurrentTrades: [1, 20],\n        hardStopPercent: [0.01, 0.30],\n        trailingStopAtr: [0.5, 5.0],\n        dailyLossLimit: [0.01, 0.30],\n        weeklyLossLimit: [0.01, 0.50],\n        monthlyLossLimit: [0.01, 0.60],\n        riskPerTrade: [0.005, 0.05],\n      };\n\n      if (options.set) {\n        const [key, value] = options.set.split('=');\n        if (key && value && key in riskConfig) {\n          if (key === 'maxSlippage') {\n            console.log(chalk.red(`  maxSlippage must be set per tier (not supported via --set)`));\n            console.log('');\n            return;\n          }\n          const numVal = parseFloat(value);\n          if (!isNaN(numVal)) {\n            // Integer-type fields must not be fractional\n            const INTEGER_KEYS = new Set(['maxConcurrentTrades']);\n            if (INTEGER_KEYS.has(key) && !Number.isInteger(numVal)) {\n              console.log(chalk.red(`  ${key} must be a whole number (got ${numVal})`));\n              console.log('');\n              return;\n            }\n            const bounds = RISK_BOUNDS[key];\n            if (bounds && (numVal < bounds[0] || numVal > bounds[1])) {\n              console.log(chalk.red(`  Value ${numVal} out of bounds for ${key}: [${bounds[0]}, ${bounds[1]}]`));\n              console.log('');\n              return;\n            }\n            (riskConfig as Record<string, unknown>)[key] = numVal;\n            console.log(chalk.green(`  Set ${key} = ${numVal}`));\n\n            // Persist to disk\n            const configDir = join(homedir(), '.sherwood', 'agent');\n            const configPath = join(configDir, 'config.json');\n            let existingConfig: Record<string, unknown> = {};\n            try {\n              const data = await readFile(configPath, 'utf-8');\n              existingConfig = JSON.parse(data);\n            } catch {\n              // No existing config file\n            }\n            existingConfig[key] = numVal;\n            await mkdir(configDir, { recursive: true });\n            await writeFile(configPath, JSON.stringify(existingConfig, null, 2), 'utf-8');\n            console.log(chalk.dim(`  Saved to ${configPath}`));\n          } else {\n            console.log(chalk.red(`  Invalid value: ${value}`));\n          }\n        } else {\n          console.log(chalk.red(`  Unknown config key: ${key}`));\n          console.log(chalk.dim(`  Available keys: ${Object.keys(riskConfig).join(', ')}`));\n        }\n        console.log('');\n        return;\n      }\n\n      // Display current config\n      console.log('');\n      console.log(chalk.bold('  Risk Configuration'));\n      console.log(chalk.dim('  ' + '═'.repeat(50)));\n      console.log(`  Max Portfolio Risk:      ${(riskConfig.maxPortfolioRisk * 100).toFixed(0)}%`);\n      console.log(`  Max Single Position:     ${(riskConfig.maxSinglePosition * 100).toFixed(0)}%`);\n      console.log(`  Max Correlated Exposure: ${(riskConfig.maxCorrelatedExposure * 100).toFixed(0)}%`);\n      console.log(`  Max Concurrent Trades:   ${riskConfig.maxConcurrentTrades}`);\n      console.log(`  Hard Stop:               ${(riskConfig.hardStopPercent * 100).toFixed(0)}%`);\n      console.log(`  Trailing Stop ATR:       ${riskConfig.trailingStopAtr}x`);\n      console.log(chalk.dim('  ' + '─'.repeat(50)));\n      console.log(`  Daily Loss Limit:        ${(riskConfig.dailyLossLimit * 100).toFixed(0)}%`);\n      console.log(`  Weekly Loss Limit:       ${(riskConfig.weeklyLossLimit * 100).toFixed(0)}%`);\n      console.log(`  Monthly Loss Limit:      ${(riskConfig.monthlyLossLimit * 100).toFixed(0)}%`);\n      console.log(chalk.dim('  ' + '─'.repeat(50)));\n      console.log(`  Max Slippage (large):    ${(riskConfig.maxSlippage.large! * 100).toFixed(1)}%`);\n      console.log(`  Max Slippage (mid):      ${(riskConfig.maxSlippage.mid! * 100).toFixed(1)}%`);\n      console.log(`  Max Slippage (small):    ${(riskConfig.maxSlippage.small! * 100).toFixed(1)}%`);\n      console.log('');\n    });\n\n  // ── backtest ──\n  agent\n    .command(\"backtest\")\n    .description(\"Backtest strategies on historical data\")\n    .argument(\"<token>\", \"Token ID (e.g., bitcoin, ethereum)\")\n    .option(\"--from <date>\", \"Start date (YYYY-MM-DD)\", \"2024-01-01\")\n    .option(\"--to <date>\", \"End date (YYYY-MM-DD)\", \"2024-12-31\")\n    .option(\"--strategies <list>\", \"Comma-separated strategy names\", \"\")\n    .option(\"--capital <amount>\", \"Initial capital in USD\", \"10000\")\n    .option(\"--cycle <interval>\", \"Candle interval (1h, 4h, 1d)\", \"1d\")\n    .option(\"--walk-forward\", \"Enable walk-forward optimization\")\n    .option(\"--train <days>\", \"Training window in days for walk-forward\", \"90\")\n    .option(\"--test <days>\", \"Test window in days for walk-forward\", \"30\")\n    .option(\"--verbose\", \"Show detailed decision logs for each candle\")\n    .option(\"--regime\", \"Apply regime-conditional thresholds per-candle (matches live behavior)\")\n    .option(\"--trailing-stop <pct>\", \"Trailing stop as decimal (e.g. 0.05 = 5%) — exits if price drops X% from high-water mark\")\n    .option(\"--scaled-sizing\", \"Score-weighted position sizing (smaller positions for marginal scores)\")\n    .option(\"--weight-profile <name>\", \"Named weight profile: default | majors | altcoin | sentHeavy | techHeavy\")\n    .option(\"--smooth\", \"Smooth fast signals (HL flow, smartMoney, dexFlow, fundingRate) with rolling 3-reading window\")\n    .action(async (token: string, options: { from: string; to: string; strategies: string; capital: string; cycle: string; walkForward?: boolean; train: string; test: string; verbose?: boolean; regime?: boolean; trailingStop?: string; scaledSizing?: boolean; weightProfile?: string; smooth?: boolean }) => {\n      const capital = parseFloat(options.capital);\n      const strategies = options.strategies ? options.strategies.split(\",\").map((s) => s.trim()) : [];\n      const trailingStopPct = options.trailingStop ? parseFloat(options.trailingStop) : undefined;\n      if (trailingStopPct !== undefined && (!Number.isFinite(trailingStopPct) || trailingStopPct <= 0 || trailingStopPct > 0.5)) {\n        console.error(chalk.red(\"--trailing-stop must be between 0 and 0.5 (e.g. 0.05 = 5%)\"));\n        process.exitCode = 1;\n        return;\n      }\n      // NOTE: options.scaledSizing is currently a no-op in backtest because\n      // the backtester doesn't generate TradeProposals — it simulates its own\n      // BUY/SELL directly from decision.action. Flag is parsed but unused.\n\n      if (options.walkForward) {\n        // Walk-forward optimization mode\n        const trainWindow = parseInt(options.train, 10);\n        const testWindow = parseInt(options.test, 10);\n        const stepSize = Math.min(testWindow, 30); // Default step size to test window or 30 days, whichever is smaller\n        const totalDays = trainWindow + (testWindow * 3); // Ensure we have enough data for multiple folds\n\n        const walkConfig: WalkForwardConfig = {\n          tokenId: token,\n          totalDays,\n          trainWindow,\n          testWindow,\n          stepSize,\n          capital,\n          strategies,\n          useRegime: options.regime,\n          trailingStopPct,\n          smoothFastSignals: options.smooth,\n        };\n\n        const spinner = ora(`Walk-forward testing ${token} (${trainWindow}d train, ${testWindow}d test)...`).start();\n\n        try {\n          const backtester = new Backtester({\n            tokenId: token,\n            startDate: options.from,\n            endDate: options.to,\n            initialCapital: capital,\n            strategies,\n            cycle: (options.cycle as BacktestConfig[\"cycle\"]) || \"1d\",\n            verbose: options.verbose,\n            useRegime: options.regime,\n            trailingStopPct,\n            smoothFastSignals: options.smooth,\n          });\n          const result = await backtester.walkForwardTest(walkConfig);\n          spinner.stop();\n          console.log(backtester.formatWalkForwardResults(result, walkConfig));\n        } catch (err) {\n          spinner.fail(`Walk-forward test failed: ${(err as Error).message}`);\n          process.exitCode = 1;\n        }\n      } else {\n        // Regular backtest mode\n        const config: BacktestConfig = {\n          tokenId: token,\n          startDate: options.from,\n          endDate: options.to,\n          initialCapital: capital,\n          strategies,\n          cycle: (options.cycle as BacktestConfig[\"cycle\"]) || \"1d\",\n          verbose: options.verbose,\n          useRegime: options.regime,\n          trailingStopPct,\n          smoothFastSignals: options.smooth,\n        };\n\n        const spinner = ora(`Backtesting ${token} from ${config.startDate} to ${config.endDate}...`).start();\n\n        try {\n          const backtester = new Backtester(config);\n          const result = await backtester.run();\n          spinner.stop();\n          console.log(backtester.formatResults(result));\n        } catch (err) {\n          spinner.fail(`Backtest failed: ${(err as Error).message}`);\n          process.exitCode = 1;\n        }\n      }\n    });\n\n  // ── calibrate ──\n  agent\n    .command(\"calibrate\")\n    .description(\"Sweep weight profiles × BUY/SELL thresholds against historical data; ranks by Sharpe\")\n    .option(\"--tokens <list>\", \"Comma-separated CoinGecko IDs (default: bitcoin,ethereum,solana,aave,uniswap,chainlink,arbitrum)\")\n    .option(\"--days <n>\", \"Lookback window in days\", \"60\")\n    .option(\"--capital <amount>\", \"Initial capital per token in USD\", \"10000\")\n    .option(\"--top <n>\", \"Show top N configs in the ranked table\", \"20\")\n    .option(\"--from-history [path]\", \"Replay against signal-history.jsonl (true production signal stack including HL/funding/dexFlow). Path defaults to ~/.sherwood/agent/signal-history.jsonl\")\n    .option(\"--last <days>\", \"Replay only rows captured within the last N days (use after a scoring change to ignore stale captures). Replay path only.\")\n    .option(\"--no-regime\", \"When using --from-history, ignore the regime field on each row (use DEFAULT_THRESHOLDS instead)\")\n    .action(async (options: { tokens?: string; days: string; capital: string; top: string; fromHistory?: string | boolean; last?: string; regime: boolean }) => {\n      const topN = parseInt(options.top, 10);\n\n      // ── Replay path: signal-history.jsonl ──\n      if (options.fromHistory) {\n        const historyPath = typeof options.fromHistory === 'string' ? options.fromHistory : undefined;\n        const tokens = options.tokens\n          ? options.tokens.split(\",\").map((t) => t.trim()).filter(Boolean)\n          : undefined; // default = all tokens in dataset\n\n        let lastDays: number | undefined;\n        if (options.last !== undefined) {\n          lastDays = parseFloat(options.last);\n          if (!Number.isFinite(lastDays) || lastDays <= 0) {\n            console.error(chalk.red(`Invalid --last: ${options.last} (expected positive number of days)`));\n            process.exitCode = 1;\n            return;\n          }\n        }\n\n        console.log(chalk.bold(`\\n  Replaying calibration against signal-history.jsonl${lastDays ? ` (last ${lastDays}d)` : ''}...\\n`));\n        try {\n          const results = await runHistoryReplay({\n            historyPath,\n            tokens,\n            lastDays,\n            useRegime: options.regime,\n            onProgress: (msg) => console.log(chalk.dim(`  ${msg}`)),\n          });\n          console.log(formatCalibrationTable(results, topN));\n          console.log(chalk.dim(`  Source: signal-history replay (production signal stack)`));\n          console.log(chalk.dim(`  Saved: ~/.sherwood/agent/replay-calibration-results.json\\n`));\n        } catch (err) {\n          console.error(chalk.red(`\\n  Replay calibration failed: ${(err as Error).message}\\n`));\n          process.exitCode = 1;\n        }\n        return;\n      }\n\n      // ── Candle path: re-fetch from CoinGecko, recompute signals ──\n      const tokens = options.tokens\n        ? options.tokens.split(\",\").map((t) => t.trim()).filter(Boolean)\n        : DEFAULT_CALIBRATION_TOKENS;\n      const days = parseInt(options.days, 10);\n      const capital = parseFloat(options.capital);\n\n      if (!Number.isFinite(days) || days <= 0) {\n        console.error(chalk.red(`Invalid --days: ${options.days}`));\n        process.exitCode = 1;\n        return;\n      }\n      if (!Number.isFinite(capital) || capital <= 0) {\n        console.error(chalk.red(`Invalid --capital: ${options.capital}`));\n        process.exitCode = 1;\n        return;\n      }\n\n      console.log(chalk.bold(`\\n  Calibrating ${tokens.length} tokens over ${days}d (candle-based, 200 configs per token)...\\n`));\n      try {\n        const results = await runCalibration({\n          tokens,\n          days,\n          capital,\n          onProgress: (msg) => console.log(chalk.dim(`  ${msg}`)),\n        });\n        console.log(formatCalibrationTable(results, topN));\n      } catch (err) {\n        console.error(chalk.red(`\\n  Calibration failed: ${(err as Error).message}\\n`));\n        process.exitCode = 1;\n      }\n    });\n\n  // ── autoresearch ──\n  agent\n    .command(\"autoresearch\")\n    .description(\"Run autonomous parameter optimization against production signal history (Karpathy/Nunchi pattern)\")\n    .option(\"--experiments <n>\", \"Number of experiments to run\", \"50\")\n    .option(\"--last <days>\", \"Only use signal rows from the last N days\")\n    .action(async (options: { experiments?: string; last?: string }) => {\n      const { runAutoresearch } = await import(\"../agent/autoresearch.js\");\n      await runAutoresearch({\n        experiments: options.experiments ? parseInt(options.experiments, 10) : 50,\n        lastDays: options.last ? parseFloat(options.last) : undefined,\n      });\n    });\n\n  // ── signal-audit ──\n  agent\n    .command(\"signal-audit\")\n    .description(\"Audit signal history — which signal categories actually fire?\")\n    .option(\"--drop-threshold <rate>\", \"Fire-rate below which a category is flagged for dropping\", \"0.1\")\n    .option(\"--json\", \"Emit raw JSON instead of formatted table\")\n    .option(\"--save <path>\", \"Save current audit as a baseline JSON snapshot\")\n    .option(\"--baseline <path>\", \"Diff current audit against a saved baseline\")\n    .action(async (options: { dropThreshold?: string; json?: boolean; save?: string; baseline?: string }) => {\n      const dropThreshold = parseFloat(options.dropThreshold ?? \"0.1\");\n      const result = await auditSignalHistory();\n\n      // --save: write snapshot and exit\n      if (options.save) {\n        await mkdir(join(homedir(), '.sherwood', 'agent'), { recursive: true });\n        await writeFile(options.save, JSON.stringify(result, null, 2), 'utf-8');\n        console.log(chalk.green(`  Saved baseline snapshot to ${options.save}`));\n        console.log(chalk.dim(`  ${result.totalEntries} entries, ${result.perSignal.length} signals`));\n        return;\n      }\n\n      // --baseline: load and diff\n      if (options.baseline) {\n        let baseline: AuditResult;\n        try {\n          const raw = await readFile(options.baseline, 'utf-8');\n          baseline = JSON.parse(raw) as AuditResult;\n        } catch (err) {\n          console.error(chalk.red(`  Failed to load baseline: ${(err as Error).message}`));\n          process.exitCode = 1;\n          return;\n        }\n\n        const diff = diffAudits(baseline, result);\n\n        if (options.json) {\n          console.log(JSON.stringify(diff, null, 2));\n          return;\n        }\n\n        console.log(\"\");\n        console.log(chalk.bold(\"  Signal Audit Diff\"));\n        console.log(chalk.dim(\"  \" + \"═\".repeat(72)));\n        if (baseline.dateRange && result.dateRange) {\n          console.log(chalk.dim(`  Baseline: ${baseline.dateRange.from.slice(0, 10)} → ${baseline.dateRange.to.slice(0, 10)} (${baseline.totalEntries} entries)`));\n          console.log(chalk.dim(`  Current:  ${result.dateRange.from.slice(0, 10)} → ${result.dateRange.to.slice(0, 10)} (${result.totalEntries} entries)`));\n        }\n        console.log(\"\");\n\n        // Per-category diff\n        console.log(chalk.bold(\"  Per Category\"));\n        console.log(chalk.dim(`  ${\"Category\".padEnd(14)} ${\"Was\".padEnd(7)} ${\"Now\".padEnd(7)} ${\"Δ\".padEnd(8)} Status`));\n        console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n        for (const c of diff.perCategory) {\n          const arrow = c.status === \"improved\" ? chalk.green(\"↑\") :\n            c.status === \"regressed\" ? chalk.red(\"↓\") :\n            c.status === \"new\" ? chalk.cyan(\"✦\") :\n            c.status === \"removed\" ? chalk.red(\"✗\") : chalk.dim(\"=\");\n          const deltaStr = (c.fireRateDelta >= 0 ? \"+\" : \"\") + (c.fireRateDelta * 100).toFixed(0) + \"pp\";\n          const deltaColor = c.status === \"improved\" ? chalk.green : c.status === \"regressed\" ? chalk.red : chalk.dim;\n          console.log(\n            `  ${c.category.padEnd(14)} ${(c.baseline.fireRate * 100).toFixed(0).padStart(5)}%  ${(c.current.fireRate * 100).toFixed(0).padStart(5)}%  ${deltaColor(deltaStr.padEnd(7))} ${arrow} ${c.status}`,\n          );\n        }\n\n        // Per-signal diff (only show changes)\n        const changedSignals = diff.perSignal.filter((s) => s.status !== \"stable\");\n        if (changedSignals.length > 0) {\n          console.log(\"\");\n          console.log(chalk.bold(\"  Changed Signals\"));\n          console.log(chalk.dim(`  ${\"Signal\".padEnd(22)} ${\"Was\".padEnd(7)} ${\"Now\".padEnd(7)} ${\"Δ\".padEnd(8)} Status`));\n          console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n          for (const s of changedSignals) {\n            const arrow = s.status === \"improved\" ? chalk.green(\"↑\") :\n              s.status === \"regressed\" ? chalk.red(\"↓\") :\n              s.status === \"new\" ? chalk.cyan(\"✦\") :\n              s.status === \"removed\" ? chalk.red(\"✗\") : chalk.dim(\"=\");\n            const deltaStr = (s.fireRateDelta >= 0 ? \"+\" : \"\") + (s.fireRateDelta * 100).toFixed(0) + \"pp\";\n            const deltaColor = s.status === \"improved\" ? chalk.green : s.status === \"regressed\" ? chalk.red : chalk.dim;\n            console.log(\n              `  ${s.name.padEnd(22)} ${(s.baseline.fireRate * 100).toFixed(0).padStart(5)}%  ${(s.current.fireRate * 100).toFixed(0).padStart(5)}%  ${deltaColor(deltaStr.padEnd(7))} ${arrow} ${s.status}`,\n            );\n          }\n        } else {\n          console.log(\"\");\n          console.log(chalk.dim(\"  No per-signal changes above 5pp threshold.\"));\n        }\n        console.log(\"\");\n        return;\n      }\n\n      if (options.json) {\n        console.log(JSON.stringify(result, null, 2));\n        return;\n      }\n\n      console.log(\"\");\n      console.log(chalk.bold(\"  Signal Activity Audit\"));\n      console.log(chalk.dim(\"  \" + \"═\".repeat(72)));\n\n      if (result.totalEntries === 0) {\n        console.log(chalk.dim(`  No signal history yet at ${result.filePath}`));\n        console.log(chalk.dim(\"  Run 'sherwood agent analyze' a few times to populate it.\"));\n        console.log(\"\");\n        return;\n      }\n\n      console.log(chalk.dim(`  Source:  ${result.filePath}`));\n      console.log(chalk.dim(`  Entries: ${result.totalEntries}`));\n      if (result.dateRange) {\n        console.log(\n          chalk.dim(\n            `  Range:   ${result.dateRange.from.slice(0, 10)} → ${result.dateRange.to.slice(0, 10)}`,\n          ),\n        );\n      }\n      console.log(\"\");\n\n      // Per-category summary\n      console.log(chalk.bold(\"  Per Category\"));\n      console.log(\n        chalk.dim(\n          `  ${\"Category\".padEnd(14)} ${\"Fire%\".padEnd(7)} ${\"Obs\".padEnd(6)} ${\"Mean|v|\".padEnd(9)} Signals`,\n        ),\n      );\n      console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n      for (const c of result.perCategory) {\n        const color =\n          c.recommendation === \"keep\"\n            ? chalk.green\n            : c.recommendation === \"drop\"\n              ? chalk.red\n              : chalk.yellow;\n        const rec = `[${c.recommendation.toUpperCase()}]`;\n        console.log(\n          `  ${c.category.padEnd(14)} ${(c.fireRate * 100).toFixed(0).padStart(5)}%  ${String(c.observations).padEnd(6)} ${c.meanAbsValue.toFixed(3).padEnd(9)} ${c.signalNames.join(\", \")} ${color(rec)}`,\n        );\n      }\n\n      // Per-signal detail\n      console.log(\"\");\n      console.log(chalk.bold(\"  Per Signal\"));\n      console.log(\n        chalk.dim(\n          `  ${\"Signal\".padEnd(22)} ${\"Category\".padEnd(12)} ${\"Fire%\".padEnd(7)} ${\"Obs\".padEnd(6)} ${\"Mean|v|\".padEnd(9)} ${\"Bias\".padEnd(8)} Conf`,\n        ),\n      );\n      console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n      for (const s of result.perSignal) {\n        const biasColor = s.directionalBias >= 0 ? chalk.green : chalk.red;\n        console.log(\n          `  ${s.name.padEnd(22)} ${s.category.padEnd(12)} ${(s.fireRate * 100).toFixed(0).padStart(5)}%  ${String(s.observations).padEnd(6)} ${s.meanAbsValue.toFixed(3).padEnd(9)} ${biasColor((s.directionalBias >= 0 ? \"+\" : \"\") + s.directionalBias.toFixed(3)).padEnd(17)} ${s.meanConfidence.toFixed(2)}`,\n        );\n      }\n\n      // Renormalized weight suggestion\n      const current = DEFAULT_WEIGHTS as unknown as Record<string, number>;\n      const suggested = suggestRenormalizedWeights(current, result.perCategory, dropThreshold);\n      const changed = Object.keys(current).some(\n        (k) => Math.abs((suggested[k] ?? 0) - (current[k] ?? 0)) > 0.001,\n      );\n\n      if (changed) {\n        console.log(\"\");\n        console.log(chalk.bold(\"  Suggested Weight Renormalization\"));\n        console.log(chalk.dim(`  (Dropping categories below ${(dropThreshold * 100).toFixed(0)}% fire rate)`));\n        console.log(chalk.dim(\"  \" + \"─\".repeat(72)));\n        console.log(\n          chalk.dim(\n            `  ${\"Category\".padEnd(14)} ${\"Current\".padEnd(10)} ${\"Suggested\"}`,\n          ),\n        );\n        for (const [cat, w] of Object.entries(current)) {\n          const newW = suggested[cat] ?? 0;\n          const tag =\n            newW === 0 ? chalk.red(\" ← drop\") : newW > w ? chalk.green(\" ← boost\") : \"\";\n          console.log(\n            `  ${cat.padEnd(14)} ${w.toFixed(3).padEnd(10)} ${newW.toFixed(3)}${tag}`,\n          );\n        }\n      } else {\n        console.log(\"\");\n        console.log(chalk.dim(\"  All categories above drop threshold — no renormalization suggested.\"));\n      }\n      console.log(\"\");\n    });\n\n  // ── serve (dashboard API) ──\n  agent\n    .command(\"serve\")\n    .description(\"Start dashboard API server (REST + WebSocket)\")\n    .option(\"--port <number>\", \"Port to listen on\", \"3939\")\n    .option(\"--host <string>\", \"Host to bind to (default: 127.0.0.1 if no token, 0.0.0.0 with token)\")\n    .option(\"--token <string>\", \"Bearer token for remote access\")\n    .action(async (opts: { port: string; host?: string; token?: string }) => {\n      const { startServe } = await import(\"../agent/serve.js\");\n      const port = parseInt(opts.port, 10);\n      const host = opts.host ?? (opts.token ? \"0.0.0.0\" : \"127.0.0.1\");\n      await startServe({ port, host, token: opts.token });\n    });\n\n  // ── alerts ──\n  const alerts = agent.command(\"alerts\").description(\"Manage trading alerts\");\n\n  alerts\n    .command(\"list\")\n    .alias(\"\")\n    .description(\"Show recent alerts\")\n    .option(\"--hours <n>\", \"Look back N hours\", \"24\")\n    .action(async (options: { hours?: string }) => {\n      try {\n        const tradingAgent = new TradingAgent(makeConfig());\n        const hours = parseInt(options.hours ?? \"24\", 10) || 24;\n        const maxAge = hours * 60 * 60 * 1000;\n\n        const recentAlerts = await tradingAgent.getRecentAlerts(maxAge);\n\n        if (recentAlerts.length === 0) {\n          console.log(chalk.dim(\"  No alerts in the last \" + hours + \" hours.\"));\n          return;\n        }\n\n        console.log('');\n        console.log(chalk.bold(`  Recent Alerts (last ${hours} hours)`));\n        console.log(chalk.dim('  ' + '═'.repeat(60)));\n\n        for (const alert of recentAlerts.slice(0, 20)) {\n          const icon = alert.priority === \"critical\" ? \"🔴\" :\n                       alert.priority === \"high\" ? \"🟡\" :\n                       alert.priority === \"medium\" ? \"🔵\" : \"⚫\";\n\n          const timeStr = new Date(alert.timestamp).toLocaleString();\n          const priorityColor = alert.priority === \"critical\" ? chalk.red :\n                                alert.priority === \"high\" ? chalk.yellow :\n                                alert.priority === \"medium\" ? chalk.blue : chalk.gray;\n\n          console.log(`  ${icon} ${priorityColor(alert.priority.toUpperCase())} — ${alert.title}`);\n          console.log(chalk.dim(`     ${alert.details.slice(0, 80)}${alert.details.length > 80 ? '...' : ''}`));\n          console.log(chalk.dim(`     Token: ${alert.tokenId}, ${timeStr}`));\n          console.log('');\n        }\n      } catch (err) {\n        console.error(chalk.red(`Failed to load alerts: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n\n  alerts\n    .command(\"clear\")\n    .description(\"Clear all alerts\")\n    .action(async () => {\n      try {\n        const tradingAgent = new TradingAgent(makeConfig());\n        await tradingAgent.clearAlerts();\n        console.log(chalk.green(\"  All alerts cleared.\"));\n      } catch (err) {\n        console.error(chalk.red(`Failed to clear alerts: ${(err as Error).message}`));\n        process.exitCode = 1;\n      }\n    });\n}\n\n// ── Display Helpers ──\n\nfunction renderBar(value: number): string {\n  const width = 20;\n  const mid = Math.floor(width / 2);\n  const bar = new Array(width).fill(\"░\");\n\n  const magnitude = Math.min(Math.abs(value), 1.0);\n  const filled = Math.round(magnitude * mid);\n\n  if (value > 0) {\n    for (let i = mid; i < mid + filled; i++) bar[i] = \"█\";\n    return chalk.dim(bar.slice(0, mid).join(\"\")) + chalk.green(bar.slice(mid).join(\"\"));\n  } else if (value < 0) {\n    for (let i = mid - filled; i < mid; i++) bar[i] = \"█\";\n    return chalk.red(bar.slice(0, mid).join(\"\")) + chalk.dim(bar.slice(mid).join(\"\"));\n  }\n  return chalk.dim(bar.join(\"\"));\n}\n\nfunction colorValue(value: number): string {\n  const str = (value >= 0 ? \"+\" : \"\") + value.toFixed(3);\n  if (value > 0.1) return chalk.green(str);\n  if (value < -0.1) return chalk.red(str);\n  return chalk.yellow(str);\n}\n\nfunction formatValue(value: number, low: number, high: number, invertColors: boolean): string {\n  const str = isNaN(value) ? \"N/A\" : value.toFixed(2);\n  if (isNaN(value)) return chalk.dim(str);\n  if (invertColors) {\n    if (value < low) return chalk.green(str);\n    if (value > high) return chalk.red(str);\n  } else {\n    if (value > high) return chalk.green(str);\n    if (value < low) return chalk.red(str);\n  }\n  return chalk.yellow(str);\n}\n\nfunction formatFearGreed(value: number): string {\n  const str = `${value}`;\n  if (value < 25) return chalk.green(str + \" (Extreme Fear)\");\n  if (value < 40) return chalk.green(str + \" (Fear)\");\n  if (value < 60) return chalk.yellow(str + \" (Neutral)\");\n  if (value < 75) return chalk.red(str + \" (Greed)\");\n  return chalk.red(str + \" (Extreme Greed)\");\n}\n","/**\n * Main trading agent orchestrator.\n * Gathers data from multiple providers, scores signals, produces trade decisions.\n */\n\nimport chalk from \"chalk\";\nimport { DefiLlamaProvider } from \"../providers/data/defillama.js\";\nimport { CoinGeckoProvider } from \"../providers/data/coingecko.js\";\nimport { SentimentProvider } from \"../providers/data/sentiment.js\";\nimport { getResearchProvider } from \"../providers/research/index.js\";\nimport type { Candle, TechnicalSignals } from \"./technical.js\";\nimport { getLatestSignals } from \"./technical.js\";\nimport {\n  scoreTechnical,\n  scoreSentiment,\n  scoreFundamental,\n  scoreEvent,\n  computeTradeDecision,\n  DEFAULT_WEIGHTS,\n  profileForToken,\n} from \"./scoring.js\";\nimport type { Signal, ScoringWeights, TradeDecision } from \"./scoring.js\";\nimport { runStrategies } from \"./strategies/index.js\";\nimport { DexScreenerProvider } from \"../providers/data/dexscreener.js\";\nimport { FundingRateProvider } from \"../providers/data/funding-rate.js\";\nimport { TokenUnlocksProvider } from \"../providers/data/token-unlocks.js\";\nimport { TwitterSentimentProvider } from \"../providers/data/twitter.js\";\nimport {\n  getMessariFundamentals,\n  getBtcNetworkStats,\n  getCryptoPredictions,\n  getSocialData,\n  getCryptoCompareCandles,\n  getProtocolTvl,\n  getKronosVolForecast,\n} from '../providers/fincept/index.js';\nimport { logSignal } from \"./signal-logger.js\";\nimport type { JudgeLogData } from \"./signal-logger.js\";\nimport { judge, selectJudgeCandidates, DEFAULT_JUDGE_CONFIG } from \"./judge.js\";\nimport type { JudgeConfig, JudgeVerdict, JudgeContext } from \"./judge.js\";\nimport { SignalSmoother, FileSmootherStorage, DEFAULT_SMOOTHER_CONFIG } from \"./signal-smoother.js\";\nimport { applyVelocityGate, applyRegimeGate, applyRealAlphaGate, resolveVelocity, DEFAULT_ENTRY_GATE_CONFIG } from \"./entry-gates.js\";\nimport type { EntryGateConfig } from \"./entry-gates.js\";\nimport { join as joinPath } from \"node:path\";\nimport { homedir as getHomedir } from \"node:os\";\nimport { HyperliquidProvider } from \"../providers/data/hyperliquid.js\";\nimport type { StrategyContext, StrategyConfig } from \"./strategies/index.js\";\nimport { MarketRegimeDetector } from \"./regime.js\";\nimport type { RegimeAnalysis } from \"./regime.js\";\nimport { CorrelationGuard } from \"./correlation.js\";\nimport type { CorrelationCheck } from \"./correlation.js\";\nimport { AlertSystem } from \"./alerts.js\";\nimport type { Alert } from \"./alerts.js\";\nimport type { PortfolioState } from \"./risk.js\";\nimport { isX402WalletFunded } from \"../lib/x402.js\";\n\nexport type { Signal, ScoringWeights, TradeDecision, Alert, TechnicalSignals };\n\nexport interface AgentConfig {\n  tokens: string[];\n  cycle: \"15m\" | \"1h\" | \"4h\";\n  dryRun: boolean;\n  maxPositionPct: number;\n  maxRiskPct: number;\n  weights?: ScoringWeights;\n  /** Named weight profile (default | majors | altcoin | sentHeavy | techHeavy).\n   *  When set, overrides `weights` and is applied per-token via profileForToken().\n   *  When unset, BTC/ETH/SOL auto-get the \"majors\" profile, others use default. */\n  weightProfile?: string;\n  /** When true, includes paid x402 data (Nansen smart-money, Messari fundamentals) in analysis. */\n  useX402?: boolean;\n  /** Only run x402 paid signals on the top N tokens by free-signal score.\n   *  Remaining tokens use free signals only. Reduces x402 cost from ~$1.60/run\n   *  (10 tokens × $0.16) to ~$0.48/run (3 tokens × $0.16).\n   *  Set to 0 or undefined to run x402 on all tokens (old behavior). */\n  x402TopN?: number;\n  /** When true, smooth fast/noisy signals (HL flow, smartMoney, dexFlow, fundingRate)\n   *  with a rolling 3-reading average before scoring. Reduces single-scan flicker.\n   *  Default false. */\n  smoothFastSignals?: boolean;\n  /** Per-strategy configuration overrides. */\n  strategyConfigs?: Record<string, StrategyConfig>;\n  /** LLM judge configuration — confirms or vetoes borderline trade decisions. */\n  judge?: Partial<JudgeConfig>;\n  /** Entry-gate configuration — velocity/freshness checks applied post-scoring. */\n  entryGates?: Partial<EntryGateConfig>;\n  /** Backwards-compat opt-out: skip the velocity gate entirely. Equivalent to\n   *  `entryGates: { velocityGateEnabled: false }`. Default false (gate active). */\n  disableVelocityGate?: boolean;\n}\n\nexport interface TokenAnalysis {\n  token: string;\n  decision: TradeDecision;\n  data: {\n    technicalSignals?: TechnicalSignals;\n    fearAndGreed?: number;\n    tvl?: number;\n    price?: number;\n  };\n  regime?: RegimeAnalysis;\n  correlation?: CorrelationCheck;\n  /** LLM judge verdict (present only when judge is enabled and token was judged). */\n  judgeResult?: { verdict: JudgeVerdict; cached: boolean; latencyMs: number };\n  /** Original action/score before judge veto (present only when judge vetoed). */\n  preJudge?: { action: string; score: number };\n  /** Original action/score before velocity gate downgraded to HOLD. */\n  preVelocity?: { action: string; score: number };\n  /** Original action/score before regime gate blocked a short in non-bearish regime. */\n  preRegime?: { action: string; score: number };\n  /** Original action/score before real-alpha gate blocked a noisy-only entry. */\n  preAlpha?: { action: string; score: number };\n  /** Kronos ML-predicted per-candle volatility (fraction). Used by executor\n   *  for dynamic stop-loss width when available. */\n  kronosVol4h?: number;\n}\n\nexport class TradingAgent {\n  private config: AgentConfig;\n  private defillama: DefiLlamaProvider;\n  private coingecko: CoinGeckoProvider;\n  private sentiment: SentimentProvider;\n  private dexscreener: DexScreenerProvider;\n  private fundingRate: FundingRateProvider;\n  private tokenUnlocks: TokenUnlocksProvider;\n  private twitter: TwitterSentimentProvider;\n  private hyperliquid: HyperliquidProvider;\n  private regimeDetector: MarketRegimeDetector;\n  private correlationGuard: CorrelationGuard;\n  private alertSystem: AlertSystem;\n  private smoother: SignalSmoother | null = null;\n  /** Optional getter for current portfolio state. When set, judge receives\n   *  real portfolio context (openCount, cashPct, etc.); otherwise judge falls\n   *  back to neutral defaults and its portfolio-veto branch is effectively\n   *  disabled. Wired in by AgentLoop via setPortfolioStateGetter(). */\n  private portfolioStateGetter: (() => PortfolioState | undefined) | undefined;\n  /** Warn-once flag when portfolio getter is missing at judge time. */\n  private warnedNoPortfolioGetter = false;\n\n  constructor(config: AgentConfig) {\n    this.config = config;\n    this.defillama = new DefiLlamaProvider();\n    this.coingecko = new CoinGeckoProvider();\n    this.sentiment = new SentimentProvider();\n    this.dexscreener = new DexScreenerProvider();\n    this.fundingRate = new FundingRateProvider();\n    this.tokenUnlocks = new TokenUnlocksProvider();\n    this.twitter = new TwitterSentimentProvider();\n    this.hyperliquid = new HyperliquidProvider();\n    this.regimeDetector = new MarketRegimeDetector();\n    this.correlationGuard = new CorrelationGuard();\n    this.alertSystem = new AlertSystem();\n  }\n\n  /** Analyze a single token — gather all data and score. */\n  async analyzeToken(tokenId: string, opts?: { skipX402?: boolean; groupReturns?: Record<string, number> }): Promise<TokenAnalysis> {\n    const signals: Signal[] = [];\n    let technicalSignals: TechnicalSignals | undefined;\n    let fearAndGreedValue: number | undefined;\n    let tvl: number | undefined;\n    let candles: Candle[] | undefined;\n    let sentimentZScore: number | undefined;\n\n    // Phase 1: Parallel basic data fetching\n    // PRIMARY candle source is Hyperliquid (free, no rate limits, includes volume).\n    // CoinGecko OHLC is FALLBACK only — the free tier 429s after ~5 tokens and the\n    // circuit breaker kills the remaining 9+, leaving them with zero technical data.\n    const [hlCandleResult, ohlcResult, fearGreedResult, tvlResult, hyperliquidResult] = await Promise.allSettled([\n      // 1a. PRIMARY: Hyperliquid candles (4h over 30 days ≈ 180 bars — more than enough for EMA/RSI/MACD)\n      this.hyperliquid.getCandles(tokenId, '4h', 30 * 24 * 60 * 60 * 1000),\n\n      // 1b. FALLBACK: CryptoCompare candles via Fincept (replaces CoinGecko OHLC)\n      getCryptoCompareCandles(tokenId, 180),\n\n      // 2. Fetch Fear & Greed\n      this.sentiment.getFearAndGreed(),\n\n      // 3. Fetch TVL data (if DeFi protocol) — Fincept DefiLlama wrapper\n      getProtocolTvl(tokenId).then((tvlValue) => {\n        if (typeof tvlValue === \"number\" && tvlValue > 0) {\n          return { tvl: tvlValue, mcapToTvl: undefined }; // mcapToTvl computed in Phase 2b via Messari\n        }\n        return null;\n      }),\n\n      // 4. Fetch Hyperliquid data (free, exchange-native) — move to Phase 1 for price substitution\n      this.hyperliquid.getHyperliquidData(tokenId)\n    ]);\n\n    // Process candle results — prefer Hyperliquid (free, unlimited) over CoinGecko (rate-limited)\n    const hlCandles = hlCandleResult.status === 'fulfilled' ? hlCandleResult.value : null;\n    const cgCandles = ohlcResult.status === 'fulfilled' ? ohlcResult.value : null;\n    const resolvedCandles = (hlCandles && hlCandles.length > 10) ? hlCandles : cgCandles;\n\n    if (resolvedCandles && resolvedCandles.length > 10) {\n      candles = resolvedCandles;\n      technicalSignals = getLatestSignals(candles);\n      signals.push(scoreTechnical(technicalSignals));\n\n      // Price momentum signal — captures \"the market is moving\" before\n      // lagging indicators (RSI, MACD, EMA) catch up. Uses the same candle\n      // data we already have. Scored as a technical-category signal so it\n      // adds to (not replaces) the existing technical analysis.\n      if (candles.length >= 24) {\n        const recent = candles.slice(-24);\n        const currentClose = recent[recent.length - 1]!.close;\n        const recentLow = Math.min(...recent.map((c) => c.low));\n        const recentHigh = Math.max(...recent.map((c) => c.high));\n        const pctFromLow = recentLow > 0 ? (currentClose - recentLow) / recentLow : 0;\n        const pctFromHigh = recentHigh > 0 ? (recentHigh - currentClose) / recentHigh : 0;\n\n        let momentumValue = 0;\n        let momentumDetails = '';\n        // Bullish momentum: price near 24-candle highs\n        if (pctFromHigh < 0.01) {\n          momentumValue = Math.min(0.6, pctFromLow * 5); // scales: 3% move → 0.15, 5% → 0.25, 10% → 0.50\n          momentumDetails = `Price +${(pctFromLow * 100).toFixed(1)}% from 24-candle low, near highs`;\n        }\n        // Bearish momentum: price near 24-candle lows\n        else if (pctFromLow < 0.01) {\n          momentumValue = -Math.min(0.6, pctFromHigh * 5);\n          momentumDetails = `Price -${(pctFromHigh * 100).toFixed(1)}% from 24-candle high, near lows`;\n        }\n        // Mid-range: proportional to position within range\n        else if (recentHigh > recentLow) {\n          const rangePosition = (currentClose - recentLow) / (recentHigh - recentLow); // 0=low, 1=high\n          momentumValue = (rangePosition - 0.5) * 0.4; // -0.2 to +0.2\n          momentumDetails = `Mid-range (${(rangePosition * 100).toFixed(0)}th percentile of 24-candle range)`;\n        }\n\n        if (Math.abs(momentumValue) > 0.02) {\n          signals.push({\n            name: 'momentum',\n            value: momentumValue,\n            confidence: Math.min(0.7, 0.3 + Math.abs(momentumValue)),\n            source: 'Price Momentum',\n            details: momentumDetails,\n          });\n        }\n      }\n    } else if (ohlcResult.status === 'rejected') {\n      console.error(chalk.dim(`  Technical analysis failed for ${tokenId}: ${ohlcResult.reason}`));\n    }\n\n    // Process Fear & Greed results\n    if (fearGreedResult.status === 'fulfilled' && fearGreedResult.value?.length > 0) {\n      const fgData = fearGreedResult.value;\n      fearAndGreedValue = fgData[0]!.value;\n      const values = fgData.map((d) => d.value);\n      sentimentZScore = this.sentiment.computeSentimentZScore(values);\n      // F&G is used as a regime-gate (extreme fear = allow BUY, extreme greed = allow SELL)\n      // NOT as a scoring signal. It fires at +0.76 on 100% of observations when F&G < 25,\n      // making it a constant bias rather than a directional signal. The sentimentContrarian\n      // strategy (which modulates based on actual F&G value) remains active.\n      // signals.push(scoreSentiment(fearAndGreedValue, sentimentZScore)); // REMOVED: constant bias\n    } else if (fearGreedResult.status === 'rejected') {\n      console.error(chalk.dim(`  Sentiment data failed: ${fearGreedResult.reason}`));\n    }\n\n    // Process Hyperliquid results first to use for price substitution\n    let hyperliquidData: any = undefined;\n    if (hyperliquidResult.status === 'fulfilled' && hyperliquidResult.value) {\n      hyperliquidData = hyperliquidResult.value;\n    }\n\n    // Process TVL results — mcapToTvl is now computed in Phase 2b via Messari\n    if (tvlResult.status === 'fulfilled' && tvlResult.value) {\n      tvl = tvlResult.value.tvl;\n    }\n    // scoreFundamental is called in Phase 2b after Messari data is available\n\n    // Shared research data — captured in phase 2, reused in phase 3 strategies\n    let nansenData: any = undefined;\n    let messariData: any = undefined;\n    // Nansen flow data for NarrativeVacuum + WhaleIntent strategies\n    let nansenFlowData: StrategyContext['nansenFlowData'] = undefined;\n    let nansenHlPerps: StrategyContext['nansenHlPerps'] = undefined;\n\n    // Check x402 wallet USDC balance once per scan cycle.\n    // If wallet is unfunded, skip x402 calls entirely to avoid diluting scores.\n    // undefined = x402 not configured (don't exclude categories)\n    // true = x402 configured + wallet funded\n    // false = x402 configured but wallet empty → exclude dead categories\n    const x402Enabled = this.config.useX402 && !opts?.skipX402;\n    let x402Available: boolean | undefined = x402Enabled ? false : undefined;\n    if (x402Enabled) {\n      x402Available = await isX402WalletFunded();\n      if (!x402Available) {\n        console.error(chalk.yellow(`  x402 wallet has insufficient USDC — skipping paid signals (smartMoney, event) for this cycle`));\n      }\n    }\n\n    // Phase 2: Nansen smart-money data\n    //\n    // Fires when NANSEN_API_KEY is set (direct Pro API, ~$0.005/call) OR\n    // when x402 is enabled + funded (micropayment, ~$0.06/call).\n    // Two calls in parallel:\n    //   1. Smart-money netflows → feeds NarrativeVacuum + WhaleIntent strategies\n    //   2. HL perp trades → cross-venue confirmation for WhaleIntent\n    const nansenAvailable = !!process.env.NANSEN_API_KEY || (x402Enabled && x402Available);\n    if (nansenAvailable) {\n      // Map tokenId to HL symbol for perp-trades query\n      const hlSymbolMap: Record<string, string> = {\n        bitcoin: \"BTC\", ethereum: \"ETH\", solana: \"SOL\",\n        arbitrum: \"ARB\", aave: \"AAVE\", uniswap: \"UNI\",\n        dogecoin: \"DOGE\", ripple: \"XRP\", hyperliquid: \"HYPE\",\n        \"worldcoin-wld\": \"WLD\", bittensor: \"TAO\", zcash: \"ZEC\",\n        fartcoin: \"FARTCOIN\", pepe: \"PEPE\", polkadot: \"DOT\",\n      };\n      const hlSymbol = hlSymbolMap[tokenId] ?? tokenId.toUpperCase();\n\n      const nansenProvider = getResearchProvider(\"nansen\") as import(\"../providers/research/nansen.js\").NansenProvider;\n\n      // Two Nansen calls in parallel:\n      //   1. HL perp trades — cross-venue smart money positioning\n      //   2. Smart money netflow — aggregate on-chain accumulation/distribution\n      const [hlPerpResult, flowResult] = await Promise.allSettled([\n        nansenProvider.queryHyperliquidSmartMoney(hlSymbol),\n        nansenProvider.query({ type: 'smart-money', target: hlSymbol }),\n      ]);\n\n      // Process HL perp trades — derive a smartMoney signal from recent trade direction\n      if (hlPerpResult.status === 'fulfilled') {\n        const hlResult = hlPerpResult.value;\n        const trades = hlResult.data.trades as Array<Record<string, unknown>> | undefined;\n        if (trades && trades.length > 0) {\n          // Count longs vs shorts among smart money's recent trades\n          let longValueUsd = 0;\n          let shortValueUsd = 0;\n          for (const t of trades) {\n            const val = Number(t.value_usd ?? 0);\n            const side = String(t.side ?? '').toLowerCase();\n            if (side === 'long') longValueUsd += val;\n            else if (side === 'short') shortValueUsd += val;\n          }\n          const totalValue = longValueUsd + shortValueUsd;\n          const longRatio = totalValue > 0 ? longValueUsd / totalValue : 0.5;\n          // longRatio 0.7+ = smart money heavily long = bullish\n          // longRatio 0.3- = smart money heavily short = bearish\n          const smBias = (longRatio - 0.5) * 2; // -1 to +1\n\n          // Push as a smartMoney signal. Scale to ±0.5 max (not ±0.8) —\n          // a single Nansen snapshot shouldn't dominate the entire score.\n          // At smartMoney weight 0.15 (majors profile), ±0.5 contributes\n          // ±0.075 to aggregate — meaningful but well below sentiment/onchain.\n          signals.push({\n            name: 'smartMoney',\n            value: smBias * 0.5,\n            confidence: Math.min(0.7, 0.3 + (trades.length / 30) * 0.4),\n            source: 'Nansen HL Smart Money',\n            details: `${trades.length} trades: $${(longValueUsd / 1e6).toFixed(1)}M long / $${(shortValueUsd / 1e6).toFixed(1)}M short (${(longRatio * 100).toFixed(0)}% long)`,\n          });\n          console.error(chalk.dim(`  Nansen HL perps: ${trades.length} trades, ${(longRatio * 100).toFixed(0)}% long bias, cost ${hlResult.costUsdc}`));\n          // Capture for WhaleIntent strategy\n          nansenHlPerps = { longRatio, tradeCount: trades.length, longValueUsd, shortValueUsd };\n          // Derive flow data from HL perps when netflow endpoint fails (422 on token_symbol)\n          if (!nansenFlowData) {\n            const netFlowFromPerps = longValueUsd - shortValueUsd;\n            nansenFlowData = { netFlow24hUsd: netFlowFromPerps, traderCount: trades.length };\n          }\n        } else {\n          console.error(chalk.dim(`  Nansen HL perps: no recent trades for ${hlSymbol}`));\n        }\n      } else {\n        console.error(chalk.dim(`  x402 Nansen HL perps unavailable: ${hlPerpResult.reason}`));\n      }\n\n      // Smart Money Netflow — aggregate accumulation/distribution across chains\n      if (flowResult.status === 'fulfilled' && flowResult.value?.data) {\n        const flowData = flowResult.value.data as Record<string, unknown>;\n        const flows = flowData.flows as Array<Record<string, unknown>> | undefined;\n        // Sum net_flow_24h_usd across all chains for this token\n        let netFlow = 0;\n        let traderCount = 0;\n        if (flows && flows.length > 0) {\n          for (const f of flows) {\n            netFlow += Number(f.net_flow_24h_usd ?? 0);\n            traderCount += Number(f.trader_count ?? 0);\n          }\n        } else {\n          // Single-row response format\n          netFlow = Number(flowData.net_flow_24h_usd ?? 0);\n          traderCount = Number(flowData.trader_count ?? 0);\n        }\n\n        if (netFlow !== 0 && !isNaN(netFlow)) {\n          const normalizedFlow = Math.max(-0.5, Math.min(0.5, netFlow / 2_000_000));\n          signals.push({\n            name: 'flowIntelligence',\n            value: normalizedFlow,\n            confidence: Math.min(0.7, 0.3 + Math.abs(normalizedFlow)),\n            source: 'Nansen Smart Money Netflow',\n            details: `Smart money 24h net flow: $${(netFlow / 1_000_000).toFixed(2)}M ${netFlow > 0 ? '(accumulating)' : '(distributing)'} (${traderCount} wallets)`,\n          });\n          console.error(chalk.dim(`  Nansen netflow: $${(netFlow / 1_000_000).toFixed(2)}M, ${traderCount} wallets, cost ${flowResult.value.costUsdc}`));\n        }\n        // Capture for NarrativeVacuum + WhaleIntent strategies\n        nansenFlowData = { netFlow24hUsd: netFlow, traderCount };\n      }\n\n      // Push event signal (no Messari — use free path)\n      signals.push(scoreEvent({}));\n    }\n    // Free path: don't push empty fundamental/event signals that always return\n    // value=0. They participate in per-category weight normalization and dilute\n    // signals that actually fire. Only push when there's real data (TVL from\n    // phase 1, or Nansen/Messari from x402).\n\n    // Phase 2b: Fincept data (parallel, all fault-tolerant)\n    const [messariResult, btcNetResult, predictionResult, socialResult, kronosResult] =\n      await Promise.allSettled([\n        getMessariFundamentals(tokenId),\n        tokenId === 'bitcoin' ? getBtcNetworkStats() : Promise.resolve(null),\n        getCryptoPredictions(),\n        getSocialData(tokenId),\n        // Kronos vol forecast — uses existing candles (1h cache, ~2.3s on CPU)\n        candles && candles.length >= 30 ? getKronosVolForecast(tokenId, candles) : Promise.resolve(null),\n      ]);\n\n    const messariFundamentals = messariResult.status === 'fulfilled' ? messariResult.value ?? undefined : undefined;\n    const btcNetworkData = btcNetResult.status === 'fulfilled' ? btcNetResult.value ?? undefined : undefined;\n    const predictionData = predictionResult.status === 'fulfilled' && predictionResult.value?.length\n      ? { markets: predictionResult.value }\n      : undefined;\n    const socialData = socialResult.status === 'fulfilled' ? socialResult.value ?? undefined : undefined;\n    const kronosData = kronosResult.status === 'fulfilled' ? kronosResult.value ?? undefined : undefined;\n\n    // Feed Messari fundamentals into scoreFundamental if available\n    if (messariFundamentals && messariFundamentals.marketCap > 0) {\n      const mcapToTvl = tvl && tvl > 0 ? messariFundamentals.marketCap / tvl : undefined;\n      const existingFundIdx = signals.findIndex((s) => s.name === 'fundamental');\n      const fundSignal = scoreFundamental({\n        mcapToTvl,\n        revenueGrowth: messariFundamentals.revenueGrowth7d,\n      });\n      if (existingFundIdx >= 0) {\n        signals[existingFundIdx] = fundSignal;\n      } else {\n        signals.push(fundSignal);\n      }\n    }\n\n    // Phase 3: Parallel strategy data fetching (symbol, funding rate, unlocks)\n    let marketData: any = undefined;\n\n    try {\n      // Dead strategies removed in Apr 2026 audit (twitter, meanReversion,\n      // tvlMomentum, tokenUnlock, smartMoney strategy).\n      const [symbolResult, fundingRateResult, unlockResult] = await Promise.allSettled([\n        // Resolve token symbol + get market data for strategies\n        this.coingecko.getCoinDetails(tokenId).then(async (coinDetails) => {\n          const symbol = coinDetails?.symbol?.toUpperCase();\n          const marketData = await this.coingecko.getMarketData(tokenId, 7);\n          return { symbol, marketData };\n        }),\n\n        // Fetch funding rate data (free, from Binance)\n        this.fundingRate.getFundingRate(tokenId),\n\n        // Fetch token unlock estimates (free, from DefiLlama FDV)\n        this.tokenUnlocks.getUnlocks(tokenId),\n      ]);\n\n      // Process symbol/market data results\n      let tokenSymbol: string | undefined;\n      if (symbolResult.status === 'fulfilled' && symbolResult.value) {\n        tokenSymbol = symbolResult.value.symbol;\n        marketData = symbolResult.value.marketData;\n      }\n\n      // Process funding rate — prefer Hyperliquid (native, same venue we trade on).\n      // Fall back to Binance only if HL doesn't cover this token.\n      // HL publishes hourly funding; convert to 8h-equivalent so strategy\n      // thresholds remain unit-consistent with Binance.\n      let fundingRateData: StrategyContext['fundingRateData'] = undefined;\n      if (hyperliquidData && typeof hyperliquidData.fundingRate === 'number' && Number.isFinite(hyperliquidData.fundingRate)) {\n        const rate1h = hyperliquidData.fundingRate;\n        const rate8h = rate1h * 8;\n        const annualizedRate = rate1h * 24 * 365;\n        fundingRateData = { rate8h, annualizedRate, exchange: 'hyperliquid' };\n      } else if (fundingRateResult.status === 'fulfilled' && fundingRateResult.value) {\n        const fr = fundingRateResult.value;\n        fundingRateData = { rate8h: fr.rate8h, annualizedRate: fr.annualizedRate, exchange: fr.exchange };\n      }\n\n      // Process unlock results\n      let unlockData: StrategyContext['unlockData'] = undefined;\n      if (unlockResult.status === 'fulfilled' && unlockResult.value) {\n        unlockData = unlockResult.value;\n      }\n\n      // Twitter data omitted — strategy disabled (see DEFAULT_STRATEGIES).\n      const twitterData: StrategyContext['twitterData'] = undefined;\n\n      // Hyperliquid data already processed in Phase 1\n\n      const stratCtx: StrategyContext = {\n        tokenId,\n        candles, // reuse from phase 1\n        technicals: technicalSignals,\n        fearAndGreed: fearAndGreedValue !== undefined\n          ? { value: fearAndGreedValue, classification: fearAndGreedValue < 25 ? 'fear' : fearAndGreedValue > 75 ? 'greed' : 'neutral' }\n          : undefined,\n        sentimentZScore, // reuse from phase 1\n        tvlData: tvl,\n        marketData,\n        nansenData, // from phase 2\n        messariData, // from phase 2\n        dexData: undefined, // DexFlowStrategy fetches this internally\n        fundingRateData, // from phase 3\n        unlockData, // from phase 3\n        twitterData, // from phase 3\n        hyperliquidData, // from phase 3\n        tokenSymbol, // from phase 3\n        groupReturns: opts?.groupReturns, // cross-sectional momentum\n        messariFundamentals,\n        btcNetworkData,\n        predictionData,\n        socialData,\n        kronosData,\n        nansenFlowData,\n        nansenHlPerps,\n      };\n\n      let strategySignals = await runStrategies(stratCtx, this.config.strategyConfigs);\n\n      // Smooth fast/noisy signals (HL flow, smartMoney, dexFlow, fundingRate)\n      // with a rolling 3-reading average. Slow signals pass through unchanged.\n      // Disabled by default — enable via --smooth flag or config.smoothFastSignals.\n      if (this.config.smoothFastSignals) {\n        if (!this.smoother) {\n          this.smoother = new SignalSmoother(\n            new FileSmootherStorage(joinPath(getHomedir(), '.sherwood', 'agent', 'signal-cache.json')),\n            DEFAULT_SMOOTHER_CONFIG,\n          );\n        }\n        try {\n          strategySignals = await this.smoother.smooth(tokenId, strategySignals);\n        } catch (err) {\n          console.error(chalk.dim(`  Signal smoothing failed (using raw): ${(err as Error).message}`));\n        }\n      }\n\n      // Merge strategy signals: only add those with meaningful confidence (>0.05)\n      for (const sig of strategySignals) {\n        if (sig.confidence > 0.05) {\n          signals.push(sig);\n        }\n      }\n    } catch (err) {\n      console.error(chalk.dim(`  Strategy modules failed: ${(err as Error).message}`));\n    }\n\n    // 6. Market regime detection\n    let regimeAnalysis: RegimeAnalysis | undefined;\n    try {\n      let btcCandles: Candle[] = candles || [];\n\n      // If analyzing a non-BTC token, fetch BTC candles for regime analysis.\n      // Use Hyperliquid (free, no rate limits) instead of CoinGecko (429s, 400s).\n      if (tokenId !== \"bitcoin\" && (!candles || candles.length < 60)) {\n        const hlBtcCandles = await this.hyperliquid.getCandles(\"bitcoin\", \"4h\", 30 * 24 * 60 * 60 * 1000);\n        if (hlBtcCandles && hlBtcCandles.length > 60) {\n          btcCandles = hlBtcCandles;\n        }\n      }\n\n      if (btcCandles.length > 60) {\n        regimeAnalysis = await this.regimeDetector.detect(btcCandles);\n      }\n    } catch (err) {\n      console.error(chalk.dim(`  Regime detection failed: ${(err as Error).message}`));\n    }\n\n    // 7. BTC correlation check\n    let correlationCheck: CorrelationCheck | undefined;\n    try {\n      correlationCheck = await this.correlationGuard.checkCorrelation(tokenId);\n    } catch (err) {\n      console.error(chalk.dim(`  Correlation check failed: ${(err as Error).message}`));\n    }\n\n    // 8. Compute decision with regime adjustments, correlation suppression,\n    //    and regime-conditional action thresholds. Weights resolution order:\n    //    explicit this.config.weights > weightProfile > per-token auto-profile.\n    const resolvedWeights = this.config.weights\n      ?? profileForToken(tokenId, this.config.weightProfile);\n    const decision = computeTradeDecision(\n      signals,\n      resolvedWeights,\n      regimeAnalysis?.strategyAdjustments,\n      correlationCheck,\n      regimeAnalysis?.regime,\n      x402Available,\n    );\n\n    const currentPrice = hyperliquidData?.markPrice\n      ?? (candles && candles.length > 0 ? candles[candles.length - 1]!.close : 0);\n\n    const result: TokenAnalysis = {\n      token: tokenId,\n      decision,\n      data: { technicalSignals, fearAndGreed: fearAndGreedValue, tvl, price: currentPrice },\n      regime: regimeAnalysis,\n      correlation: correlationCheck,\n      kronosVol4h: kronosData?.predictedVol4h,\n    };\n\n    // ── Velocity freshness gate (Orca-inspired) ──\n    // Refuse BUY/SELL if the most recent short-term price move is flat or\n    // opposed to the signal direction — prevents \"buying local tops\" and\n    // \"shorting local bottoms\" when the composite score fires late.\n    const gateConfig: EntryGateConfig = {\n      ...DEFAULT_ENTRY_GATE_CONFIG,\n      ...this.config.entryGates,\n      // Legacy opt-out flag wins if set explicitly.\n      ...(this.config.disableVelocityGate ? { velocityGateEnabled: false } : {}),\n    };\n    // Hyperliquid does not currently expose a `priceChg1h` field; resolveVelocity\n    // is written to accept one in case the provider adds it later. For now we\n    // always fall through to the candle-based derivation (4h cadence with\n    // days=30 OHLC — tightest proxy available).\n    const priceChg1h = (hyperliquidData as { priceChg1h?: number } | undefined)?.priceChg1h;\n    const velocity = resolveVelocity(priceChg1h, candles);\n    const velocityGated = applyVelocityGate(result, velocity, gateConfig, (msg) =>\n      console.error(chalk.yellow(msg)),\n    );\n\n    // Regime gate — block shorts in non-bearish regimes (trending-up, ranging,\n    // low-volatility). Trade log analysis: 25% short WR (-$194) vs 67% long WR\n    // (+$279). Most short losses were counter-trend fades.\n    const regimeGated = applyRegimeGate(velocityGated, regimeAnalysis?.regime, gateConfig, (msg) =>\n      console.error(chalk.yellow(msg)),\n    );\n\n    // Real-alpha gate — block entries that are only supported by noisy inputs.\n    const gatedResult = applyRealAlphaGate(regimeGated, gateConfig, (msg) =>\n      console.error(chalk.yellow(msg)),\n    );\n\n    // Note: logSignal() is intentionally NOT called here. It runs in\n    // analyzeAll() AFTER the judge pass, so judge verdicts can be included\n    // in signal-history.jsonl. See analyzeAll() below.\n\n    return gatedResult;\n  }\n\n  /** Update the token watchlist without recreating the agent (preserves caches). */\n  updateTokens(tokens: string[]): void {\n    this.config.tokens = tokens;\n  }\n\n  /** Register a getter for current portfolio state. Called by AgentLoop so\n   *  the judge can see real openCount / cashPct / daily PnL / cooldowns when\n   *  building its veto decisions. If not set, judge uses neutral defaults. */\n  setPortfolioStateGetter(fn: () => PortfolioState | undefined): void {\n    this.portfolioStateGetter = fn;\n  }\n\n  /** Analyze all watchlist tokens.\n   *\n   *  When `x402TopN` is set and x402 is enabled, uses a two-pass approach:\n   *  1. Score ALL tokens with free signals only (no x402 cost)\n   *  2. Re-score the top N tokens by free-signal score WITH x402 paid data\n   *\n   *  This reduces x402 cost from ~$0.16×10 = $1.60/run to ~$0.16×3 = $0.48/run\n   *  while concentrating paid data on the tokens most likely to fire trades.\n   */\n  async analyzeAll(): Promise<TokenAnalysis[]> {\n    const topN = this.config.x402TopN;\n    const shouldTwoPass = this.config.useX402 && topN && topN > 0 && topN < this.config.tokens.length;\n\n    // ── Cross-sectional momentum: pre-compute 7-day returns for all tokens ──\n    // Fetches 1d candles (8 days lookback) from Hyperliquid for each token.\n    // These are lightweight requests (8 data points each) and Hyperliquid has\n    // no rate limit, so the overhead is minimal (~50-100ms total, parallelized).\n    const groupReturns: Record<string, number> = {};\n    try {\n      const returnFetches = this.config.tokens.map(async (token) => {\n        const candles = await this.hyperliquid.getCandles(token, '1d', 8 * 24 * 60 * 60 * 1000);\n        if (candles && candles.length >= 2) {\n          const firstClose = candles[0]!.close;\n          const lastClose = candles[candles.length - 1]!.close;\n          if (firstClose > 0) {\n            groupReturns[token] = (lastClose / firstClose) - 1;\n          }\n        }\n      });\n      await Promise.all(returnFetches);\n    } catch (err) {\n      console.error(chalk.dim(`  Cross-sectional group returns failed: ${(err as Error).message}`));\n    }\n    const hasGroupReturns = Object.keys(groupReturns).length >= 3;\n\n    let results: TokenAnalysis[];\n\n    if (!shouldTwoPass) {\n      // Original single-pass: analyze all tokens with whatever x402 config says\n      results = [];\n      for (const token of this.config.tokens) {\n        const result = await this.analyzeToken(token, {\n          groupReturns: hasGroupReturns ? groupReturns : undefined,\n        });\n        results.push(result);\n      }\n    } else {\n      // Pass 1: all tokens with free signals only\n      console.error(chalk.dim(`  x402 top-${topN} mode: scoring all ${this.config.tokens.length} tokens with free signals first...`));\n      const freeResults: TokenAnalysis[] = [];\n      for (const token of this.config.tokens) {\n        const result = await this.analyzeToken(token, {\n          skipX402: true,\n          groupReturns: hasGroupReturns ? groupReturns : undefined,\n        });\n        freeResults.push(result);\n      }\n\n      // Sort by absolute score descending — top N get the x402 enrichment\n      const ranked = [...freeResults].sort(\n        (a, b) => Math.abs(b.decision.score) - Math.abs(a.decision.score),\n      );\n      const topTokens = new Set(ranked.slice(0, topN).map((r) => r.token));\n      console.error(chalk.dim(`  x402 enriching top ${topN}: ${[...topTokens].join(', ')}`));\n\n      // Pass 2: re-analyze top N with x402 enabled\n      const enrichedMap = new Map<string, TokenAnalysis>();\n      for (const token of topTokens) {\n        const enriched = await this.analyzeToken(token, {\n          groupReturns: hasGroupReturns ? groupReturns : undefined,\n        });\n        enrichedMap.set(token, enriched);\n      }\n\n      // Merge: use enriched results for top N, free results for the rest\n      results = freeResults.map((r) => enrichedMap.get(r.token) ?? r);\n    }\n\n    // ── LLM Judge pass ──\n    // After all tokens scored, apply the judge to borderline actionable decisions.\n    // Budget-gated: only the top-N borderline candidates are judged per cycle.\n    const judgeConfig: JudgeConfig = { ...DEFAULT_JUDGE_CONFIG, ...this.config.judge };\n    if (judgeConfig.enabled) {\n      const candidates = selectJudgeCandidates(\n        results.map((r) => ({ token: r.token, score: r.decision.score, action: r.decision.action })),\n        judgeConfig,\n      );\n\n      if (candidates.size > 0) {\n        console.error(chalk.dim(`  [judge] Reviewing ${candidates.size} borderline decision(s): ${[...candidates].join(', ')}`));\n      }\n\n      // Snapshot portfolio state once for the judge pass — all tokens in this\n      // cycle see the same portfolio view. Cheaper than a per-token load and\n      // avoids races with any concurrent mutation.\n      const pstate = this.portfolioStateGetter?.();\n      if (!pstate && candidates.size > 0 && !this.warnedNoPortfolioGetter) {\n        console.warn(chalk.yellow(\n          `  [judge] Warning: portfolio state getter not wired. Judge portfolio-veto branch disabled — using neutral defaults.`,\n        ));\n        this.warnedNoPortfolioGetter = true;\n      }\n\n      for (const result of results) {\n        if (!candidates.has(result.token)) continue;\n\n        // Build real portfolio snapshot for the judge. Falls back to neutral\n        // defaults when the getter isn't wired (e.g. one-shot analyzeAll callers).\n        let portfolio: JudgeContext[\"portfolio\"] = {\n          openCount: 0, cashPct: 1, hasPositionThisToken: false, inStopCooldown: false, dailyPnlPct: 0,\n        };\n        if (pstate) {\n          const totalValue = pstate.totalValue || pstate.cash || 0;\n          const cooldowns = pstate.stopCooldowns ?? {};\n          const cooldownAt = cooldowns[result.token];\n          // Match RiskManager's STOP_COOLDOWN_MS (4h). We only need to know\n          // whether a cooldown is currently active, not the exact deadline.\n          const STOP_COOLDOWN_MS = 4 * 60 * 60 * 1000;\n          const inStopCooldown = cooldownAt !== undefined &&\n            (Date.now() - cooldownAt) < STOP_COOLDOWN_MS;\n          // dailyPnlPct ≈ dailyPnl / (totalValue − dailyPnl), reconstructing\n          // the start-of-day value from current total minus today's delta.\n          const startOfDayValue = totalValue - pstate.dailyPnl;\n          portfolio = {\n            openCount: pstate.positions.length,\n            cashPct: totalValue > 0 ? pstate.cash / totalValue : 1,\n            hasPositionThisToken: !!pstate.positions.find((p) => p.tokenId === result.token),\n            inStopCooldown,\n            dailyPnlPct: startOfDayValue > 0 ? pstate.dailyPnl / startOfDayValue : 0,\n          };\n        }\n\n        const ctx: JudgeContext = {\n          tokenId: result.token,\n          currentPrice: result.data.price ?? 0,\n          decision: result.decision,\n          technicalSignals: result.data.technicalSignals,\n          fearAndGreed: result.data.fearAndGreed,\n          regime: result.regime?.regime,\n          btcBias: result.correlation?.btcBias,\n          suppressionFactor: result.correlation?.suppressionFactor,\n          portfolio,\n        };\n\n        const judgeResult = await judge(ctx, judgeConfig);\n        result.judgeResult = judgeResult;\n\n        if (judgeResult.verdict.verdict === \"veto\") {\n          result.preJudge = { action: result.decision.action, score: result.decision.score };\n          result.decision = { ...result.decision, action: \"HOLD\" };\n          console.error(chalk.yellow(`  [judge] VETO ${result.token}: ${judgeResult.verdict.reasoning}`));\n        } else if (judgeResult.verdict.verdict === \"confirm\" && judgeResult.verdict.reasoning !== \"fallback\") {\n          console.error(chalk.dim(`  [judge] Confirmed ${result.token} (${judgeResult.cached ? \"cached\" : `${judgeResult.latencyMs}ms`})`));\n        }\n      }\n    }\n\n    // Persist analysis to ~/.sherwood/agent/signal-history.jsonl. Runs AFTER\n    // the judge pass so judgeVerdict fields land in signal-history.jsonl.\n    // Fire-and-forget — never blocks scoring, never crashes on disk failure.\n    for (const result of results) {\n      const resolvedWeights = this.config.weights\n        ?? profileForToken(result.token, this.config.weightProfile);\n      const price = result.data.price ?? 0;\n      const judgeData: JudgeLogData | undefined = result.judgeResult\n        ? {\n            verdict: result.judgeResult.verdict,\n            // Prefer pre-veto action/score when judge vetoed; otherwise log\n            // current (post-judge) action/score — they're identical on confirm.\n            preJudgeAction: result.preJudge?.action ?? result.decision.action,\n            preJudgeScore: result.preJudge?.score ?? result.decision.score,\n            latencyMs: result.judgeResult.latencyMs,\n            cached: result.judgeResult.cached,\n          }\n        : undefined;\n      logSignal(result, price, resolvedWeights, judgeData);\n    }\n\n    return results;\n  }\n\n  /** Analyze all tokens and generate alerts for state changes. */\n  async analyzeAllWithAlerts(): Promise<{ analyses: TokenAnalysis[]; alerts: Alert[] }> {\n    const analyses = await this.analyzeAll();\n    const alerts = await this.alertSystem.processAnalysis(analyses);\n    return { analyses, alerts };\n  }\n\n  /** Get recent alerts. */\n  async getRecentAlerts(maxAge?: number): Promise<Alert[]> {\n    return this.alertSystem.getRecentAlerts(maxAge);\n  }\n\n  /** Clear all alerts. */\n  async clearAlerts(): Promise<void> {\n    return this.alertSystem.clearAlerts();\n  }\n\n  /** Get urgent alerts (CRITICAL/HIGH from last 30min) and mark as sent. */\n  async getUrgentAlerts(): Promise<Alert[]> {\n    return this.alertSystem.getUrgentAlerts();\n  }\n\n  /** Format alerts for display. */\n  formatAlerts(alerts: Alert[], useMarkdown: boolean = false): string {\n    return this.alertSystem.formatAlerts(alerts, useMarkdown);\n  }\n\n  /** Format analysis results for display. */\n  formatAnalysis(results: TokenAnalysis[]): string {\n    const lines: string[] = [];\n\n    // Header\n    lines.push(\"\");\n    lines.push(chalk.bold(\"  Sherwood Trading Agent — Analysis Results\"));\n    lines.push(chalk.dim(\"  \" + \"─\".repeat(60)));\n\n    // Market regime display (use the first result's regime if available)\n    const regime = results[0]?.regime;\n    if (regime) {\n      const regimeColor = regime.regime === \"trending-up\" ? chalk.green :\n                          regime.regime === \"trending-down\" ? chalk.red :\n                          regime.regime === \"ranging\" ? chalk.yellow :\n                          regime.regime === \"high-volatility\" ? chalk.magenta :\n                          chalk.cyan;\n\n      const regimeStr = regimeColor(regime.regime.toUpperCase().replace('-', ' '));\n      const confidenceStr = `${Math.round(regime.confidence * 100)}%`;\n      const trendStr = regime.btcTrend === \"up\" ? chalk.green(\"↑\") :\n                       regime.btcTrend === \"down\" ? chalk.red(\"↓\") :\n                       chalk.yellow(\"→\");\n\n      lines.push(`  Market Regime: ${regimeStr} (${confidenceStr} confidence) | BTC trend: ${trendStr} | Volatility: ${regime.volatilityLevel}`);\n      lines.push(chalk.dim(\"  \" + \"─\".repeat(60)));\n    }\n\n    // BTC correlation display (use the first non-BTC result's correlation if available)\n    const correlation = results.find(r => r.token !== \"bitcoin\")?.correlation;\n    if (correlation) {\n      const biasColor = correlation.btcBias === \"bullish\" ? chalk.green :\n                        correlation.btcBias === \"bearish\" ? chalk.red :\n                        chalk.yellow;\n\n      const biasStr = biasColor(correlation.btcBias.toUpperCase());\n      const scoreStr = correlation.btcScore >= 0 ? `+${correlation.btcScore.toFixed(2)}` : correlation.btcScore.toFixed(2);\n\n      let suppressionStr = \"\";\n      if (correlation.shouldSuppress && correlation.btcBias === \"bearish\") {\n        const suppressionPct = Math.round((1 - correlation.suppressionFactor) * 100);\n        suppressionStr = ` — alt longs suppressed ${suppressionPct}%`;\n      } else if (!correlation.shouldSuppress && correlation.btcBias === \"bullish\") {\n        const boostPct = Math.round((correlation.suppressionFactor - 1) * 100);\n        if (boostPct > 0) suppressionStr = ` — alt longs boosted ${boostPct}%`;\n      }\n\n      lines.push(`  BTC Correlation: ${biasStr} (${scoreStr})${suppressionStr}`);\n      lines.push(chalk.dim(\"  \" + \"─\".repeat(60)));\n    }\n\n    lines.push(\"\");\n\n    // Column headers\n    const header = `  ${\"Token\".padEnd(14)} ${\"Score\".padEnd(8)} ${\"Action\".padEnd(14)} ${\"Conf\".padEnd(8)} Key Signals`;\n    lines.push(chalk.bold(header));\n    lines.push(chalk.dim(\"  \" + \"─\".repeat(80)));\n\n    for (const r of results) {\n      const d = r.decision;\n\n      // Color the action\n      let actionStr: string;\n      switch (d.action) {\n        case \"STRONG_BUY\":\n          actionStr = chalk.bgGreen.black(\" STRONG BUY \");\n          break;\n        case \"BUY\":\n          actionStr = chalk.green(\"BUY\");\n          break;\n        case \"HOLD\":\n          actionStr = chalk.yellow(\"HOLD\");\n          break;\n        case \"SELL\":\n          actionStr = chalk.red(\"SELL\");\n          break;\n        case \"STRONG_SELL\":\n          actionStr = chalk.bgRed.white(\" STRONG SELL \");\n          break;\n      }\n\n      // Score with color\n      const scoreColor = d.score > 0.3 ? chalk.green : d.score < -0.3 ? chalk.red : chalk.yellow;\n      const scoreStr = scoreColor(d.score.toFixed(3).padStart(7));\n\n      // Confidence\n      const confStr = `${(d.confidence * 100).toFixed(0)}%`;\n\n      // Key signals (first 2)\n      const keySignals = d.signals\n        .filter((s) => Math.abs(s.value) > 0.1)\n        .slice(0, 2)\n        .map((s) => {\n          const v = s.value;\n          const color = v > 0 ? chalk.green : v < 0 ? chalk.red : chalk.yellow;\n          return color(`${s.source}: ${v > 0 ? \"+\" : \"\"}${v.toFixed(2)}`);\n        })\n        .join(\", \");\n\n      lines.push(\n        `  ${r.token.padEnd(14)} ${scoreStr} ${actionStr.padEnd(14)} ${confStr.padEnd(8)} ${keySignals}`,\n      );\n    }\n\n    lines.push(\"\");\n    lines.push(chalk.dim(`  Generated at ${new Date().toISOString()}`));\n    lines.push(\"\");\n\n    return lines.join(\"\\n\");\n  }\n}\n","/**\n * DefiLlama free API provider — no API key needed.\n * Provides TVL, protocol, DEX volume, yield, price, and stablecoin data.\n */\n\nimport type { Provider, ProviderInfo } from \"../../types.js\";\n\nexport class DefiLlamaProvider implements Provider {\n  info(): ProviderInfo {\n    return {\n      name: \"DefiLlama\",\n      type: \"research\",\n      capabilities: [\n        \"protocol-tvl\",\n        \"protocol-list\",\n        \"protocol-details\",\n        \"dex-volumes\",\n        \"yields\",\n        \"token-prices\",\n        \"stablecoins\",\n      ],\n      supportedChains: [],\n    };\n  }\n\n  /** Get current TVL for a protocol (returns a number). */\n  async getProtocolTvl(protocol: string): Promise<number> {\n    try {\n      const res = await fetch(`https://api.llama.fi/tvl/${encodeURIComponent(protocol)}`);\n      if (!res.ok) throw new Error(`DefiLlama tvl error: ${res.status} ${res.statusText}`);\n      const data = await res.json();\n      return data as number;\n    } catch (err) {\n      throw new Error(`Failed to fetch TVL for ${protocol}: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get all protocols with TVL & chain info. */\n  async getProtocols(): Promise<any[]> {\n    try {\n      const res = await fetch(\"https://api.llama.fi/protocols\");\n      if (!res.ok) throw new Error(`DefiLlama protocols error: ${res.status} ${res.statusText}`);\n      return (await res.json()) as any[];\n    } catch (err) {\n      throw new Error(`Failed to fetch protocols: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get detailed protocol info with historical TVL. */\n  async getProtocolDetails(protocol: string): Promise<any> {\n    try {\n      const res = await fetch(`https://api.llama.fi/protocol/${encodeURIComponent(protocol)}`);\n      if (!res.ok) throw new Error(`DefiLlama protocol detail error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch protocol details for ${protocol}: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get DEX volumes, optionally filtered by chain. */\n  async getDexVolumes(chain?: string): Promise<any> {\n    try {\n      const url = chain\n        ? `https://api.llama.fi/overview/dexs/${encodeURIComponent(chain)}`\n        : \"https://api.llama.fi/overview/dexs\";\n      const res = await fetch(url);\n      if (!res.ok) throw new Error(`DefiLlama dex volumes error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch DEX volumes: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get yield/pool data from DefiLlama yields API. */\n  async getYields(): Promise<any> {\n    try {\n      const res = await fetch(\"https://yields.llama.fi/pools\");\n      if (!res.ok) throw new Error(`DefiLlama yields error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch yields: ${(err as Error).message}`);\n    }\n  }\n\n  /**\n   * Get current token prices.\n   * @param coins Array of \"chain:address\" strings, e.g. [\"ethereum:0x...\"]\n   */\n  async getTokenPrices(coins: string[]): Promise<any> {\n    try {\n      const joined = coins.map(encodeURIComponent).join(\",\");\n      const res = await fetch(`https://coins.llama.fi/prices/current/${joined}`);\n      if (!res.ok) throw new Error(`DefiLlama prices error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch token prices: ${(err as Error).message}`);\n    }\n  }\n\n  /** Get stablecoin data. */\n  async getStablecoins(): Promise<any> {\n    try {\n      const res = await fetch(\"https://stablecoins.llama.fi/stablecoins\");\n      if (!res.ok) throw new Error(`DefiLlama stablecoins error: ${res.status} ${res.statusText}`);\n      return await res.json();\n    } catch (err) {\n      throw new Error(`Failed to fetch stablecoins: ${(err as Error).message}`);\n    }\n  }\n}\n","/**\n * CoinGecko free API provider with aggressive caching and rate-limiting.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { createHash } from 'node:crypto';\nimport type { Provider, ProviderInfo } from \"../../types.js\";\n\nconst BASE_URL = \"https://api.coingecko.com/api/v3\";\n\n// Shared mutex queue across all instances to prevent 429s.\n// Each request chains onto this promise so only one runs at a time with a 2.5s gap.\nlet requestQueue: Promise<void> = Promise.resolve();\nlet sharedLastCallTime = 0;\nlet MIN_INTERVAL = 2500; // 2.5s between calls (CG free tier: 30/min = 1 every 2s)\n\n// Circuit breaker: when we observe a 429, freeze all CG requests for this window.\n// Previous behavior retried 10s → 30s → 60s per call; because the queue is global\n// serial, a single rate-limit window ballooned one cycle from ~60s to ~15 min\n// (18 tokens × up to 100s per 429). Now we fail fast, let callers use cache/null,\n// and resume after the window. Break resets once a successful call lands.\nconst CIRCUIT_BREAK_MS = 5 * 60 * 1000; // 5 minutes\nlet circuitOpenUntil = 0;\n\n// Cache TTLs by endpoint (in milliseconds)\nconst CACHE_TTLS = {\n  ohlc: 2 * 60 * 60 * 1000,        // 2 hours - historical candles don't change\n  market_chart: 60 * 60 * 1000,    // 1 hour\n  coin_details: 60 * 60 * 1000,    // 1 hour\n  simple_price: 5 * 60 * 1000,     // 5 minutes\n  trending: 30 * 60 * 1000,        // 30 minutes\n} as const;\n\nexport class CoinGeckoProvider implements Provider {\n  private cacheDir: string;\n  private apiKey?: string;\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache', 'coingecko');\n    // Check for API key from env or config\n    this.apiKey = process.env.COINGECKO_API_KEY;\n\n    // Adjust throttle for demo key\n    if (this.apiKey) {\n      MIN_INTERVAL = 1500; // Demo key has better limits\n    }\n  }\n\n  info(): ProviderInfo {\n    return {\n      name: \"CoinGecko\",\n      type: \"research\",\n      capabilities: [\"price\", \"market-data\", \"ohlc\", \"coin-details\", \"trending\"],\n      supportedChains: [],\n    };\n  }\n\n  /**\n   * Generate cache key from endpoint and params.\n   */\n  private getCacheKey(endpoint: string, params: string): string {\n    const hash = createHash('sha1').update(endpoint + params).digest('hex').substring(0, 12);\n    return `${hash}.json`;\n  }\n\n  /**\n   * Get cache TTL for an endpoint.\n   */\n  private getCacheTTL(url: string): number {\n    if (url.includes('/ohlc')) return CACHE_TTLS.ohlc;\n    if (url.includes('/market_chart')) return CACHE_TTLS.market_chart;\n    if (url.includes('/coins/') && !url.includes('/market_chart')) return CACHE_TTLS.coin_details;\n    if (url.includes('/simple/price')) return CACHE_TTLS.simple_price;\n    if (url.includes('/trending')) return CACHE_TTLS.trending;\n    return CACHE_TTLS.simple_price; // Default fallback\n  }\n\n  /**\n   * Read from cache if available and fresh.\n   */\n  private async readCache(cacheKey: string, ttl: number): Promise<any | null> {\n    try {\n      const cacheFile = join(this.cacheDir, cacheKey);\n      const raw = await readFile(cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as { ts: number; data: any };\n\n      if (Date.now() - cached.ts < ttl) {\n        return cached.data;\n      }\n    } catch {\n      // Cache miss or invalid cache\n    }\n    return null;\n  }\n\n  /**\n   * Write to cache with atomic write (tmp file + rename).\n   */\n  private async writeCache(cacheKey: string, data: any): Promise<void> {\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      const cacheFile = join(this.cacheDir, cacheKey);\n      const tmpFile = cacheFile + '.tmp';\n\n      await writeFile(tmpFile, JSON.stringify({ ts: Date.now(), data }), 'utf-8');\n      // Atomic rename (requires fs.rename which we'll use from import)\n      await import('node:fs/promises').then(fs => fs.rename(tmpFile, cacheFile));\n    } catch {\n      // Cache write failure is non-fatal\n    }\n  }\n\n  /**\n   * Serialised request method — every CoinGecko call goes through here.\n   * Checks cache first, then uses shared promise chain for API calls.\n   */\n  private async fetchJson(url: string): Promise<any> {\n    // Extract cache key from full URL path (includes token ID)\n    const urlObj = new URL(url);\n    const cacheKey = this.getCacheKey(urlObj.pathname, urlObj.search);\n    const ttl = this.getCacheTTL(url);\n\n    // Check cache first — if hit, return immediately without touching rate limiter\n    const cached = await this.readCache(cacheKey, ttl);\n    if (cached) {\n      return cached;\n    }\n\n    // Circuit breaker: if a recent 429 tripped the breaker, fail fast instead of\n    // queueing up more doomed calls. A cycle scanning 18 tokens was observed to\n    // take 14-18 minutes during rate-limit windows because every serialized call\n    // exhausted its 10s/30s/60s retry budget. Fail-fast lets each call burn\n    // ~0ms instead of ~100s and returns control to the caller immediately.\n    if (Date.now() < circuitOpenUntil) {\n      throw new Error(`CoinGecko circuit breaker open — rate-limited, retrying after ${new Date(circuitOpenUntil).toISOString()}`);\n    }\n\n    // Cache miss — make API call with rate limiting\n    const job = requestQueue.then(async () => {\n      // Re-check breaker inside the serialized job: callers that queued behind\n      // the 429-triggering call should also fail fast rather than replay 10-60s\n      // backoffs one-by-one.\n      if (Date.now() < circuitOpenUntil) {\n        throw new Error(`CoinGecko circuit breaker open — rate-limited, retrying after ${new Date(circuitOpenUntil).toISOString()}`);\n      }\n\n      const now = Date.now();\n      const elapsed = now - sharedLastCallTime;\n      if (elapsed < MIN_INTERVAL) {\n        await new Promise((resolve) => setTimeout(resolve, MIN_INTERVAL - elapsed));\n      }\n      sharedLastCallTime = Date.now();\n\n      // Add API key header if available\n      const headers: Record<string, string> = {};\n      if (this.apiKey) {\n        headers['x-cg-demo-api-key'] = this.apiKey;\n      }\n\n      const res = await fetch(url, { headers });\n      if (res.status === 429) {\n        // Rate limited — trip the circuit breaker and fail fast. Do NOT retry\n        // inline: the 10s/30s/60s per-call backoff made cycles balloon to\n        // 15+ minutes when CG was cranky. Caller gets a clean failure, can\n        // fall back to cached/null, and subsequent CG calls in this cycle\n        // skip the API entirely until the window closes.\n        circuitOpenUntil = Date.now() + CIRCUIT_BREAK_MS;\n        throw new Error(`CoinGecko 429 — circuit breaker opened for ${CIRCUIT_BREAK_MS / 1000}s — ${url}`);\n      }\n      if (!res.ok) throw new Error(`CoinGecko error: ${res.status} ${res.statusText} — ${url}`);\n\n      const data = await res.json();\n      // Success closes the breaker (we got through, so the rate window passed).\n      circuitOpenUntil = 0;\n      await this.writeCache(cacheKey, data);\n      return data;\n    });\n\n    // Chain the next request after this one settles (success or failure)\n    requestQueue = job.then(() => {}, () => {});\n    return job;\n  }\n\n  /**\n   * Get simple prices for multiple tokens.\n   * Returns price, 24h vol, 24h change, and market cap per token.\n   */\n  async getPrice(\n    ids: string[],\n    vsCurrencies: string[] = [\"usd\"],\n  ): Promise<Record<string, any>> {\n    const params = new URLSearchParams({\n      ids: ids.join(\",\"),\n      vs_currencies: vsCurrencies.join(\",\"),\n      include_24hr_vol: \"true\",\n      include_24hr_change: \"true\",\n      include_market_cap: \"true\",\n    });\n    return this.fetchJson(`${BASE_URL}/simple/price?${params}`);\n  }\n\n  /**\n   * Get market chart data (prices, market_caps, total_volumes) over time.\n   * Note: only fetches for a single id at a time.\n   */\n  async getMarketData(\n    id: string,\n    days: number = 30,\n  ): Promise<{ prices: number[][]; market_caps: number[][]; total_volumes: number[][] }> {\n    const params = new URLSearchParams({\n      vs_currency: \"usd\",\n      days: String(days),\n    });\n    return this.fetchJson(`${BASE_URL}/coins/${encodeURIComponent(id)}/market_chart?${params}`);\n  }\n\n  /**\n   * Get OHLC candle data.\n   * days: 1/7/14/30/90/180/365/max\n   * Returns array of [timestamp, open, high, low, close].\n   */\n  async getOHLC(\n    id: string,\n    days: number = 30,\n  ): Promise<number[][]> {\n    const params = new URLSearchParams({\n      vs_currency: \"usd\",\n      days: String(days),\n    });\n    return this.fetchJson(`${BASE_URL}/coins/${encodeURIComponent(id)}/ohlc?${params}`);\n  }\n\n  /** Get detailed coin information. */\n  async getCoinDetails(id: string): Promise<any> {\n    const params = new URLSearchParams({\n      localization: \"false\",\n      tickers: \"false\",\n      community_data: \"true\",\n      developer_data: \"true\",\n    });\n    return this.fetchJson(`${BASE_URL}/coins/${encodeURIComponent(id)}?${params}`);\n  }\n\n  /** Get trending coins. */\n  async getTrending(): Promise<any> {\n    return this.fetchJson(`${BASE_URL}/search/trending`);\n  }\n}\n","/**\n * Dedicated Fear & Greed Index provider with history tracking and caching.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\n\nexport interface FearGreedEntry {\n  value: number;\n  classification: string;\n  timestamp: string;\n}\n\ninterface FearGreedApiResponse {\n  name: string;\n  data: Array<{\n    value: string;\n    value_classification: string;\n    timestamp: string;\n  }>;\n}\n\nconst API_URL = 'https://api.alternative.me/fng/';\n\nexport class FearGreedProvider {\n  private cacheDir: string;\n  private cacheFile: string;\n  private cacheTTL = 30 * 60 * 1000; // 30 minutes\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'feargreed.json');\n  }\n\n  /** Get current Fear & Greed data. */\n  async getCurrent(): Promise<FearGreedEntry> {\n    const data = await this.fetchWithCache(1);\n    if (!data.length) throw new Error('No Fear & Greed data available');\n    return data[0]!;\n  }\n\n  /** Get historical data for the last N days. */\n  async getHistory(days: number = 30): Promise<FearGreedEntry[]> {\n    return this.fetchWithCache(days);\n  }\n\n  /**\n   * Check if F&G has been in extreme zone for N consecutive days.\n   * @param threshold - Value boundary (e.g. 25 for fear, 75 for greed)\n   * @param days - Minimum consecutive days in extreme zone\n   */\n  async isExtreme(\n    threshold: number = 25,\n    days: number = 3,\n  ): Promise<{ extreme: boolean; direction: 'fear' | 'greed' | null; consecutive: number }> {\n    const history = await this.getHistory(Math.max(days + 5, 30));\n\n    if (history.length === 0) {\n      return { extreme: false, direction: null, consecutive: 0 };\n    }\n\n    // Check consecutive days of extreme fear (below threshold)\n    let fearStreak = 0;\n    for (const entry of history) {\n      if (entry.value <= threshold) {\n        fearStreak++;\n      } else {\n        break;\n      }\n    }\n\n    // Check consecutive days of extreme greed (above 100 - threshold)\n    const greedThreshold = 100 - threshold;\n    let greedStreak = 0;\n    for (const entry of history) {\n      if (entry.value >= greedThreshold) {\n        greedStreak++;\n      } else {\n        break;\n      }\n    }\n\n    if (fearStreak >= days) {\n      return { extreme: true, direction: 'fear', consecutive: fearStreak };\n    }\n    if (greedStreak >= days) {\n      return { extreme: true, direction: 'greed', consecutive: greedStreak };\n    }\n\n    return {\n      extreme: false,\n      direction: null,\n      consecutive: Math.max(fearStreak, greedStreak),\n    };\n  }\n\n  /** Fetch data with local file cache. */\n  private async fetchWithCache(limit: number): Promise<FearGreedEntry[]> {\n    // Try reading cache\n    try {\n      const raw = await readFile(this.cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as { ts: number; data: FearGreedEntry[] };\n      if (Date.now() - cached.ts < this.cacheTTL && cached.data.length >= limit) {\n        return cached.data.slice(0, limit);\n      }\n    } catch {\n      // No cache or invalid — fetch fresh\n    }\n\n    const data = await this.fetchFromApi(Math.max(limit, 30));\n\n    // Write cache\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      await writeFile(this.cacheFile, JSON.stringify({ ts: Date.now(), data }), 'utf-8');\n    } catch {\n      // Cache write failure is non-fatal\n    }\n\n    return data.slice(0, limit);\n  }\n\n  /** Fetch from the alternative.me API. */\n  private async fetchFromApi(limit: number): Promise<FearGreedEntry[]> {\n    const url = `${API_URL}?limit=${limit}`;\n    const res = await fetch(url);\n    if (!res.ok) {\n      throw new Error(`Fear & Greed API error: ${res.status} ${res.statusText}`);\n    }\n    const json = (await res.json()) as FearGreedApiResponse;\n    return json.data.map((d) => ({\n      value: Number(d.value),\n      classification: d.value_classification,\n      timestamp: d.timestamp,\n    }));\n  }\n}\n","/**\n * Sentiment data provider — delegates to FearGreedProvider for API access,\n * adds z-score utilities and Provider interface compliance.\n */\n\nimport type { Provider, ProviderInfo } from \"../../types.js\";\nimport { FearGreedProvider, type FearGreedEntry } from \"./feargreed.js\";\n\n/** @deprecated Use FearGreedEntry from feargreed.ts instead. */\nexport type FearAndGreedData = FearGreedEntry;\n\nconst fearGreed = new FearGreedProvider();\n\nexport class SentimentProvider implements Provider {\n  info(): ProviderInfo {\n    return {\n      name: \"Sentiment\",\n      type: \"research\",\n      capabilities: [\"fear-and-greed\", \"sentiment-zscore\"],\n      supportedChains: [],\n    };\n  }\n\n  /** Fetch last 30 days of Fear & Greed index data (delegates to FearGreedProvider). */\n  async getFearAndGreed(): Promise<FearGreedEntry[]> {\n    return fearGreed.getHistory(30);\n  }\n\n  /** Get just the latest Fear & Greed value (delegates to FearGreedProvider). */\n  async getFearAndGreedCurrent(): Promise<FearGreedEntry> {\n    return fearGreed.getCurrent();\n  }\n\n  /**\n   * Compute z-score of the latest value compared to the array.\n   * z = (latest - mean) / stddev\n   */\n  computeSentimentZScore(values: number[]): number {\n    if (values.length < 2) return 0;\n    const latest = values[0]!;\n    const mean = values.reduce((a, b) => a + b, 0) / values.length;\n    const variance = values.reduce((sum, v) => sum + (v - mean) ** 2, 0) / values.length;\n    const stddev = Math.sqrt(variance);\n    if (stddev === 0) return 0;\n    return (latest - mean) / stddev;\n  }\n}\n","/**\n * Breakout + On-Chain Confirmation Strategy\n * Detects price breakouts confirmed by volume and optionally by smart money flow.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext, Candle } from './types.js';\nimport { clamp } from '../utils.js';\n\nfunction detect20DayBreakout(candles: Candle[]): { direction: 'up' | 'down' | 'none'; volumeConfirmed: boolean } {\n  if (candles.length < 21) return { direction: 'none', volumeConfirmed: false };\n\n  const lookback = candles.slice(-21, -1); // previous 20 candles (excluding latest)\n  const latest = candles[candles.length - 1]!;\n\n  const high20 = Math.max(...lookback.map(c => c.high));\n  const low20 = Math.min(...lookback.map(c => c.low));\n\n  // Volume confirmation: latest volume > 2x 20-period average\n  const avgVolume = lookback.reduce((sum, c) => sum + c.volume, 0) / lookback.length;\n  const volumeConfirmed = avgVolume > 0 && latest.volume > avgVolume * 2;\n\n  if (latest.close > high20) {\n    return { direction: 'up', volumeConfirmed };\n  } else if (latest.close < low20) {\n    return { direction: 'down', volumeConfirmed };\n  }\n\n  return { direction: 'none', volumeConfirmed: false };\n}\n\nfunction checkEmaAlignment(technicals: { ema: { ema8: number; ema21: number; ema50: number } }): 'bullish' | 'bearish' | 'neutral' {\n  const { ema8, ema21, ema50 } = technicals.ema;\n  if (isNaN(ema8) || isNaN(ema21) || isNaN(ema50)) return 'neutral';\n\n  if (ema8 > ema21 && ema21 > ema50) return 'bullish';\n  if (ema8 < ema21 && ema21 < ema50) return 'bearish';\n  return 'neutral';\n}\n\nexport class BreakoutOnChainStrategy implements Strategy {\n  name = 'breakoutOnChain';\n  description = 'Detects 20-day breakouts with volume confirmation and optional smart-money support';\n  requiredData = ['candles', 'technicals'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (!ctx.candles || ctx.candles.length < 21) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Breakout + On-Chain',\n        details: 'Insufficient candle data for breakout detection (need 21+)',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.4;\n\n    // Detect breakout\n    const breakout = detect20DayBreakout(ctx.candles);\n\n    if (breakout.direction === 'none') {\n      details.push('No 20-day breakout detected (ranging)');\n\n      // Still check EMA alignment for a mild signal\n      if (ctx.technicals) {\n        const ema = checkEmaAlignment(ctx.technicals);\n        if (ema === 'bullish') {\n          value = 0.1;\n          details.push('EMA alignment bullish (8>21>50)');\n        } else if (ema === 'bearish') {\n          value = -0.1;\n          details.push('EMA alignment bearish (8<21<50)');\n        }\n      }\n\n      return {\n        name: this.name,\n        value,\n        confidence: 0.3,\n        source: 'Breakout + On-Chain',\n        details: details.join('; '),\n      };\n    }\n\n    // Breakout detected\n    if (breakout.direction === 'up') {\n      value = breakout.volumeConfirmed ? 0.8 : 0.5;\n      confidence = breakout.volumeConfirmed ? 0.7 : 0.5;\n      details.push(`Bullish 20-day breakout${breakout.volumeConfirmed ? ' with volume confirmation (>2x avg)' : ' (low volume — caution)'}`);\n    } else {\n      value = breakout.volumeConfirmed ? -0.8 : -0.5;\n      confidence = breakout.volumeConfirmed ? 0.7 : 0.5;\n      details.push(`Bearish 20-day breakdown${breakout.volumeConfirmed ? ' with volume confirmation (>2x avg)' : ' (low volume — caution)'}`);\n    }\n\n    // EMA alignment bonus\n    if (ctx.technicals) {\n      const ema = checkEmaAlignment(ctx.technicals);\n      if ((ema === 'bullish' && value > 0) || (ema === 'bearish' && value < 0)) {\n        const bonus = value > 0 ? 0.2 : -0.2;\n        value = clamp(value + bonus);\n        confidence += 0.1;\n        details.push(`EMA alignment confirms direction (+${Math.abs(bonus).toFixed(1)})`);\n      } else if ((ema === 'bearish' && value > 0) || (ema === 'bullish' && value < 0)) {\n        details.push('EMA alignment contradicts breakout — mixed signal');\n        confidence -= 0.1;\n      }\n    }\n\n    // Nansen smart money confirmation (optional)\n    if (ctx.nansenData) {\n      const data = ctx.nansenData as Record<string, unknown>;\n      const flows = data.flows as Array<Record<string, unknown>> | undefined;\n      if (flows && flows.length > 0) {\n        const netflow = flows.reduce(\n          (sum, f) => sum + (Number(f.netflow ?? f.net_flow ?? 0)),\n          0,\n        );\n        // Negative netflow = buying, positive = selling\n        const smartMoneyBuying = netflow < 0;\n        const smartMoneySelling = netflow > 0;\n\n        if ((smartMoneyBuying && value > 0) || (smartMoneySelling && value < 0)) {\n          const bonus = value > 0 ? 0.2 : -0.2;\n          value = clamp(value + bonus);\n          confidence += 0.1;\n          details.push(`Smart money confirms breakout direction (+${Math.abs(bonus).toFixed(1)})`);\n        } else if ((smartMoneySelling && value > 0) || (smartMoneyBuying && value < 0)) {\n          details.push('Smart money diverges from breakout — caution');\n          confidence -= 0.05;\n        }\n      }\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(Math.max(confidence, 0.1), 1.0),\n      source: 'Breakout + On-Chain',\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Funding Rate Harvester Strategy\n * Looks at perpetual futures funding rates for arbitrage opportunities.\n * Currently a placeholder — requires external funding rate API integration.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\n/**\n * Calculate annualized yield from an 8-hour funding rate.\n * Funding is paid 3x per day (every 8 hours).\n * @param rate8h - The 8-hour funding rate as a decimal (e.g., 0.0005 = 0.05%)\n * @returns Annualized yield as a decimal (e.g., 0.5475 = 54.75%)\n */\nexport function annualizedYieldFromFundingRate(rate8h: number): number {\n  // 3 funding periods per day × 365 days = 1095 periods per year\n  return rate8h * 3 * 365;\n}\n\n/**\n * Calculate expected return from funding rate arbitrage over a period.\n * @param rate8h - 8-hour funding rate as decimal\n * @param days - Holding period in days\n * @returns Expected return as decimal\n */\nexport function expectedReturnFromFunding(rate8h: number, days: number): number {\n  return rate8h * 3 * days;\n}\n\nexport class FundingRateStrategy implements Strategy {\n  name = 'fundingRate';\n  description = 'Identifies funding rate arbitrage opportunities in perp markets (requires external data source)';\n  requiredData = ['fundingRateData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    // Check if funding rate data is available in the context\n    // For now, this is a placeholder — funding rate data isn't provided by current providers\n    const fundingData = ctx.fundingRateData;\n\n    if (!fundingData) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: 'Funding Rate Harvester',\n        details: 'No funding rate data available — requires external data source (Binance, Bybit, etc.)',\n      };\n    }\n\n    const rate = fundingData.rate8h;\n    const annualized = annualizedYieldFromFundingRate(rate);\n    const ratePct = (rate * 100).toFixed(4);\n    const annualizedPct = (annualized * 100).toFixed(1);\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.5;\n\n    // Thresholds calibrated to BTC/ETH majors (typical 8h funding is ±0.01%).\n    // Tightened from the previous altcoin-era defaults that only fired at\n    // ±0.02%/±0.05%, which almost never happen on majors in chop.\n    if (rate > 0.0002) {\n      // High positive funding: longs pay shorts → market overleveraged long → bearish contrarian\n      value = -0.5;\n      confidence = 0.6;\n      details.push(\n        `High positive funding ${ratePct}% (annualized ${annualizedPct}%): overleveraged longs — bearish contrarian on ${fundingData.exchange}`,\n      );\n    } else if (rate > 0.00005) {\n      // Mild positive funding: slightly overleveraged long → mildly bearish\n      value = -0.3;\n      confidence = 0.4;\n      details.push(\n        `Mild positive funding ${ratePct}% (annualized ${annualizedPct}%): longs paying shorts — mildly bearish on ${fundingData.exchange}`,\n      );\n    } else if (rate < -0.0002) {\n      // High negative funding: shorts pay longs → market overleveraged short → bullish contrarian\n      value = 0.5;\n      confidence = 0.6;\n      details.push(\n        `High negative funding ${ratePct}% (annualized ${annualizedPct}%): overleveraged shorts — bullish contrarian on ${fundingData.exchange}`,\n      );\n    } else if (rate < -0.00005) {\n      // Mild negative funding: slightly overleveraged short → mildly bullish\n      value = 0.3;\n      confidence = 0.4;\n      details.push(\n        `Mild negative funding ${ratePct}% (annualized ${annualizedPct}%): shorts paying longs — mildly bullish on ${fundingData.exchange}`,\n      );\n    } else {\n      // Funding within ±0.005% (8h): truly neutral\n      value = 0.0;\n      confidence = 0.3;\n      details.push(\n        `Funding rate ${ratePct}% near neutral: no directional signal`,\n      );\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence,\n      source: 'Funding Rate Harvester',\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * DEXScreener free API provider — real-time DEX data across all chains.\n * Base URL: https://api.dexscreener.com/latest\n * No API key needed. Rate limit: 300 req/min.\n */\n\nconst BASE_URL = 'https://api.dexscreener.com/latest';\n\nexport interface DexPair {\n  chainId: string;\n  dexId: string;\n  pairAddress: string;\n  baseToken: { address: string; name: string; symbol: string };\n  quoteToken: { address: string; name: string; symbol: string };\n  priceUsd: string;\n  priceChange: { h1: number; h6: number; h24: number };\n  volume: { h1: number; h6: number; h24: number };\n  liquidity: { usd: number };\n  fdv: number;\n  txns: {\n    h1: { buys: number; sells: number };\n    h24: { buys: number; sells: number };\n  };\n}\n\ninterface DexSearchResponse {\n  pairs: DexPair[] | null;\n}\n\ninterface DexPairsResponse {\n  pairs: DexPair[] | null;\n  pair?: DexPair;\n}\n\n// Module-level throttle shared across all instances to enforce rate limit\nlet sharedLastCallTime = 0;\nconst SHARED_MIN_INTERVAL = 200; // 200ms = 300 req/min\n\nexport class DexScreenerProvider {\n  private async throttle(): Promise<void> {\n    const now = Date.now();\n    const elapsed = now - sharedLastCallTime;\n    if (elapsed < SHARED_MIN_INTERVAL) {\n      await new Promise((resolve) => setTimeout(resolve, SHARED_MIN_INTERVAL - elapsed));\n    }\n    sharedLastCallTime = Date.now();\n  }\n\n  private async fetchJson<T>(url: string): Promise<T> {\n    await this.throttle();\n    const res = await fetch(url);\n    if (!res.ok) {\n      throw new Error(`DEXScreener API error: ${res.status} ${res.statusText} — ${url}`);\n    }\n    return res.json() as Promise<T>;\n  }\n\n  /** Search for token pairs by query string (token name, symbol, or address). */\n  async searchPairs(query: string): Promise<DexPair[]> {\n    const encoded = encodeURIComponent(query);\n    const data = await this.fetchJson<DexSearchResponse>(\n      `${BASE_URL}/dex/search/?q=${encoded}`,\n    );\n    return data.pairs ?? [];\n  }\n\n  /** Get pair data by chain and pair address. */\n  async getPair(chain: string, pairAddress: string): Promise<DexPair> {\n    const data = await this.fetchJson<DexPairsResponse>(\n      `${BASE_URL}/dex/pairs/${encodeURIComponent(chain)}/${encodeURIComponent(pairAddress)}`,\n    );\n    if (data.pair) return data.pair;\n    if (data.pairs && data.pairs.length > 0) return data.pairs[0]!;\n    throw new Error(`No pair found: ${chain}/${pairAddress}`);\n  }\n\n  /** Get all DEX pairs for a token address (across all chains). */\n  async getTokenPairs(tokenAddress: string): Promise<DexPair[]> {\n    const data = await this.fetchJson<DexPairsResponse>(\n      `${BASE_URL}/dex/tokens/${encodeURIComponent(tokenAddress)}`,\n    );\n    return data.pairs ?? [];\n  }\n\n  /** Get trending/top pairs by searching for common tokens. */\n  async getTrending(): Promise<DexPair[]> {\n    // DEXScreener doesn't have a dedicated trending endpoint in the free API,\n    // so we search for well-known tokens and sort by volume\n    const results = await this.searchPairs('WETH');\n    return results\n      .filter((p) => p.volume?.h24 > 0)\n      .sort((a, b) => (b.volume?.h24 ?? 0) - (a.volume?.h24 ?? 0))\n      .slice(0, 20);\n  }\n}\n","/**\n * Hyperliquid Flow Strategy\n * Combines exchange-native signals for maximum alpha:\n * - Funding rate arbitrage\n * - OI + price divergence\n * - Order book imbalance\n * - Whale trade flow\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class HyperliquidFlowStrategy implements Strategy {\n  name = 'hyperliquidFlow';\n  description = 'Exchange-native flow analysis using Hyperliquid funding, OI, order book, and whale trades';\n  requiredData = ['hyperliquidData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const hlData = ctx.hyperliquidData;\n\n    if (!hlData) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: 'Hyperliquid Flow',\n        details: 'No Hyperliquid data available',\n      };\n    }\n\n    const signals = [\n      this.analyzeFundingRate(hlData.fundingRate),\n      this.analyzeOIPriceDivergence(hlData.oiChangePct, hlData.markPrice, hlData.prevDayPrice),\n      this.analyzeOrderBookImbalance(hlData.orderBookImbalance),\n      this.analyzeWhaleFlow(hlData.largeTradesBias),\n    ];\n\n    // Combine signals with weights\n    const weights = [0.25, 0.30, 0.25, 0.20]; // funding, OI+price, orderbook, whales\n    let totalValue = 0;\n    let totalWeight = 0;\n    const details: string[] = [];\n\n    for (let i = 0; i < signals.length; i++) {\n      const signal = signals[i]!;\n      const weight = weights[i]!;\n      totalValue += signal.value * weight;\n      totalWeight += weight;\n      if (signal.details) details.push(signal.details);\n    }\n\n    const value = totalValue / totalWeight;\n\n    // Calculate confidence\n    let confidence = 0.6; // Base confidence (exchange-native data)\n    if (hlData.volume24h > 100_000_000) confidence += 0.1; // High liquidity\n\n    // Boost confidence if multiple signals agree\n    const positiveSignals = signals.filter(s => s.value > 0.2).length;\n    const negativeSignals = signals.filter(s => s.value < -0.2).length;\n    if (positiveSignals >= 3 || negativeSignals >= 3) confidence += 0.1;\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(1.0, confidence),\n      source: 'Hyperliquid Flow',\n      details: details.join(' | '),\n    };\n  }\n\n  /** Analyze funding rate for mean-reversion opportunities. */\n  private analyzeFundingRate(rate: number): { value: number; details: string } {\n    const ratePct = (rate * 100).toFixed(4);\n\n    if (rate > 0.001) {\n      // >0.1% funding: strong bearish (overleveraged longs)\n      return {\n        value: -0.8,\n        details: `High positive funding ${ratePct}%: overleveraged longs → bearish`,\n      };\n    } else if (rate > 0.0003) {\n      // >0.03% funding: bearish\n      return {\n        value: -0.6,\n        details: `Elevated positive funding ${ratePct}%: longs paying → bearish`,\n      };\n    } else if (rate < -0.001) {\n      // <-0.1% funding: strong bullish (overleveraged shorts)\n      return {\n        value: 0.8,\n        details: `High negative funding ${ratePct}%: overleveraged shorts → bullish`,\n      };\n    } else if (rate < -0.0003) {\n      // <-0.03% funding: bullish\n      return {\n        value: 0.6,\n        details: `Elevated negative funding ${ratePct}%: shorts paying → bullish`,\n      };\n    } else {\n      // Neutral funding\n      return {\n        value: 0.0,\n        details: `Neutral funding ${ratePct}%: no directional signal`,\n      };\n    }\n  }\n\n  /** Analyze OI + price divergence patterns. */\n  private analyzeOIPriceDivergence(oiChangePct: number, markPrice: number, prevDayPrice: number): { value: number; details: string } {\n    const priceChange = ((markPrice - prevDayPrice) / prevDayPrice) * 100;\n    const oiRising = oiChangePct > 1; // >1% OI increase\n    const oiFalling = oiChangePct < -1; // >1% OI decrease\n    const priceRising = priceChange > 1; // >1% price increase\n    const priceFalling = priceChange < -1; // >1% price decrease\n\n    if (oiRising && priceRising) {\n      return {\n        value: 0.6,\n        details: `OI+${oiChangePct.toFixed(1)}% Price+${priceChange.toFixed(1)}%: strong trend → bullish`,\n      };\n    } else if (oiRising && priceFalling) {\n      return {\n        value: 0.3,\n        details: `OI+${oiChangePct.toFixed(1)}% Price${priceChange.toFixed(1)}%: shorts building → potential squeeze`,\n      };\n    } else if (oiFalling && priceRising) {\n      return {\n        value: -0.3,\n        details: `OI${oiChangePct.toFixed(1)}% Price+${priceChange.toFixed(1)}%: weak rally → potential trap`,\n      };\n    } else if (oiFalling && priceFalling) {\n      return {\n        value: 0.2,\n        details: `OI${oiChangePct.toFixed(1)}% Price${priceChange.toFixed(1)}%: capitulation → potential bottom`,\n      };\n    } else {\n      return {\n        value: 0.0,\n        details: `OI${oiChangePct.toFixed(1)}% Price${priceChange.toFixed(1)}%: no clear divergence`,\n      };\n    }\n  }\n\n  /** Analyze order book imbalance. */\n  private analyzeOrderBookImbalance(imbalance: number): { value: number; details: string } {\n    const imbalancePct = (imbalance * 100).toFixed(1);\n\n    if (imbalance > 0.5) {\n      return {\n        value: 0.8,\n        details: `Very heavy bids (${imbalancePct}%): strong demand → bullish`,\n      };\n    } else if (imbalance > 0.3) {\n      return {\n        value: 0.5,\n        details: `Heavy bids (${imbalancePct}%): demand pressure → bullish`,\n      };\n    } else if (imbalance < -0.5) {\n      return {\n        value: -0.8,\n        details: `Very heavy asks (${imbalancePct}%): strong supply → bearish`,\n      };\n    } else if (imbalance < -0.3) {\n      return {\n        value: -0.5,\n        details: `Heavy asks (${imbalancePct}%): supply pressure → bearish`,\n      };\n    } else {\n      return {\n        value: 0.0,\n        details: `Balanced orderbook (${imbalancePct}%): no directional bias`,\n      };\n    }\n  }\n\n  /** Analyze whale trade flow direction. */\n  private analyzeWhaleFlow(bias: number): { value: number; details: string } {\n    const biasPct = (bias * 100).toFixed(1);\n\n    if (bias > 0.3) {\n      return {\n        value: 0.4,\n        details: `Whales buying (${biasPct}%): smart money accumulation → bullish`,\n      };\n    } else if (bias < -0.3) {\n      return {\n        value: -0.4,\n        details: `Whales selling (${biasPct}%): smart money distribution → bearish`,\n      };\n    } else {\n      return {\n        value: bias, // Scale linearly for smaller values\n        details: `Whale flow (${biasPct}%): moderate directional bias`,\n      };\n    }\n  }\n}","/**\n * Multi-Timeframe Confluence Strategy\n * Analyzes the same token across multiple timeframes for signal confluence.\n * Strong signals occur when multiple timeframes agree on direction.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext, Candle } from './types.js';\nimport { calculateEMA, calculateRSI } from '../technical.js';\nimport { clamp } from '../utils.js';\n\ninterface TimeframeAnalysis {\n  timeframe: string;\n  trend: number;      // +1 bullish, 0 neutral, -1 bearish\n  momentum: number;   // +1 bullish, 0 neutral, -1 bearish\n  structure: number;  // +1 bullish, 0 neutral, -1 bearish\n  score: number;      // combined score\n}\n\nexport class MultiTimeframeStrategy implements Strategy {\n  name = 'multiTimeframe';\n  description = 'Multi-timeframe confluence analysis using daily, weekly, and short-term data';\n  requiredData = ['candles'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (!ctx.candles || ctx.candles.length < 30) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Multi-Timeframe',\n        details: 'Insufficient candle data for multi-timeframe analysis (need 30+ daily candles)',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.4;\n\n    try {\n      // Prepare timeframe data\n      const dailyCandles = ctx.candles;\n      const weeklyCandles = this.aggregateWeeklyCandles(dailyCandles);\n      const shortTermCandles = dailyCandles.slice(-10); // Last 10 days as short-term proxy\n\n      // Analyze each timeframe with appropriate periods\n      const shortTermAnalysis = this.analyzeTimeframe(shortTermCandles, 'Short-term', 5);\n      const dailyAnalysis = this.analyzeTimeframe(dailyCandles, 'Daily', 20);\n      const weeklyAnalysis = this.analyzeTimeframe(weeklyCandles, 'Weekly', 5); // Reduced from 10\n\n      const analyses = [shortTermAnalysis, dailyAnalysis, weeklyAnalysis];\n\n      // Calculate confluence score\n      const bullishCount = analyses.filter(a => a.score > 0).length;\n      const bearishCount = analyses.filter(a => a.score < 0).length;\n      const neutralCount = analyses.filter(a => a.score === 0).length;\n\n      // Confluence scoring - adjusted for more realistic signals\n      if (bullishCount === 3) {\n        value = 0.8;\n        confidence += 0.2;\n        details.push('All timeframes bullish (strong confluence)');\n      } else if (bearishCount === 3) {\n        value = -0.8;\n        confidence += 0.2;\n        details.push('All timeframes bearish (strong confluence)');\n      } else if (bullishCount === 2) {\n        value = 0.4;\n        confidence += 0.1;\n        details.push('2 of 3 timeframes bullish');\n      } else if (bearishCount === 2) {\n        value = -0.4;\n        confidence += 0.1;\n        details.push('2 of 3 timeframes bearish');\n      } else if (bullishCount > bearishCount) {\n        value = 0.2;\n        details.push('Majority bullish (weak confluence)');\n      } else if (bearishCount > bullishCount) {\n        value = -0.2;\n        details.push('Majority bearish (weak confluence)');\n      } else {\n        value = 0.0;\n        details.push('Mixed timeframe signals');\n      }\n\n      // Add timeframe breakdown details\n      for (const analysis of analyses) {\n        const score = analysis.score > 0 ? 'bullish' : analysis.score < 0 ? 'bearish' : 'neutral';\n        details.push(`${analysis.timeframe}: ${score} (trend:${analysis.trend} momentum:${analysis.momentum} structure:${analysis.structure})`);\n      }\n\n      // Data quality factor\n      const dataQualityFactor = Math.min(dailyCandles.length / 50, 1.0); // Full confidence at 50+ days\n      confidence *= dataQualityFactor;\n\n      if (dataQualityFactor < 1.0) {\n        details.push(`Data quality: ${(dataQualityFactor * 100).toFixed(0)}% (${dailyCandles.length} days)`);\n      }\n\n    } catch (error) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Multi-Timeframe',\n        details: `Analysis error: ${(error as Error).message}`,\n      };\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(Math.max(confidence, 0.1), 1.0),\n      source: 'Multi-Timeframe',\n      details: details.join('; '),\n    };\n  }\n\n  private aggregateWeeklyCandles(dailyCandles: Candle[]): Candle[] {\n    if (dailyCandles.length < 7) return [];\n\n    const weeklyCandles: Candle[] = [];\n    const sortedCandles = [...dailyCandles].sort((a, b) => a.timestamp - b.timestamp);\n\n    // Group by ISO week\n    const weekGroups = new Map<string, Candle[]>();\n\n    for (const candle of sortedCandles) {\n      const date = new Date(candle.timestamp);\n      const year = date.getFullYear();\n      const week = this.getISOWeek(date);\n      const weekKey = `${year}-W${week.toString().padStart(2, '0')}`;\n\n      if (!weekGroups.has(weekKey)) {\n        weekGroups.set(weekKey, []);\n      }\n      weekGroups.get(weekKey)!.push(candle);\n    }\n\n    // Aggregate each week\n    for (const [weekKey, candles] of weekGroups) {\n      if (candles.length === 0) continue;\n\n      const open = candles[0]!.open;\n      const close = candles[candles.length - 1]!.close;\n      const high = Math.max(...candles.map(c => c.high));\n      const low = Math.min(...candles.map(c => c.low));\n      const volume = candles.reduce((sum, c) => sum + c.volume, 0);\n      const timestamp = candles[0]!.timestamp;\n\n      weeklyCandles.push({ timestamp, open, high, low, close, volume });\n    }\n\n    return weeklyCandles.sort((a, b) => a.timestamp - b.timestamp);\n  }\n\n  private getISOWeek(date: Date): number {\n    const tempDate = new Date(date.valueOf());\n    const dayNumber = (date.getDay() + 6) % 7;\n    tempDate.setDate(tempDate.getDate() - dayNumber + 3);\n    const firstThursday = tempDate.valueOf();\n    tempDate.setMonth(0, 1);\n    if (tempDate.getDay() !== 4) {\n      tempDate.setMonth(0, 1 + ((4 - tempDate.getDay()) + 7) % 7);\n    }\n    return 1 + Math.ceil((firstThursday - tempDate.valueOf()) / 604800000);\n  }\n\n  private analyzeTimeframe(candles: Candle[], label: string, emaPeriod: number): TimeframeAnalysis {\n    if (candles.length < Math.max(emaPeriod * 0.7, 10)) { // More lenient requirement\n      return {\n        timeframe: label,\n        trend: 0,\n        momentum: 0,\n        structure: 0,\n        score: 0,\n      };\n    }\n\n    // 1. Trend: price vs EMA\n    const closes = candles.map(c => c.close);\n    const emaValues = calculateEMA(closes, emaPeriod);\n    const currentPrice = closes[closes.length - 1]!;\n    const currentEMA = emaValues[emaValues.length - 1];\n\n    let trend = 0;\n    if (!isNaN(currentEMA!)) {\n      trend = currentPrice > currentEMA! ? 1 : currentPrice < currentEMA! ? -1 : 0;\n    }\n\n    // 2. Momentum: RSI zones\n    const rsiValues = calculateRSI(candles, 14);\n    const currentRSI = rsiValues[rsiValues.length - 1];\n\n    let momentum = 0;\n    if (!isNaN(currentRSI!)) {\n      if (currentRSI! > 60) momentum = 1;\n      else if (currentRSI! < 40) momentum = -1;\n      else momentum = 0;\n    }\n\n    // 3. Structure: last 3 candles pattern\n    let structure = 0;\n    if (candles.length >= 3) {\n      const last3 = candles.slice(-3);\n      const highs = last3.map(c => c.high);\n      const lows = last3.map(c => c.low);\n\n      const higherHighs = highs[1] > highs[0] && highs[2] > highs[1];\n      const higherLows = lows[1] > lows[0] && lows[2] > lows[1];\n      const lowerHighs = highs[1] < highs[0] && highs[2] < highs[1];\n      const lowerLows = lows[1] < lows[0] && lows[2] < lows[1];\n\n      if (higherHighs && higherLows) structure = 1;\n      else if (lowerHighs && lowerLows) structure = -1;\n      else structure = 0;\n    }\n\n    // Combine into score\n    const score = trend + momentum + structure;\n\n    return {\n      timeframe: label,\n      trend,\n      momentum,\n      structure,\n      score: Math.sign(score) // Convert to -1, 0, or 1\n    };\n  }\n}","/**\n * Cross-Sectional Momentum Strategy\n *\n * Based on Kakushadze & Serur \"151 Trading Strategies\" §10.3, adapted for\n * crypto perpetuals. Ranks tokens by their 7-day return RELATIVE to the\n * group mean, expressed as a z-score. In flat markets where absolute signals\n * are muted, the token outperforming (or underperforming) the group still\n * produces a directional signal.\n *\n * Uses momentum (not contrarian) weighting — crypto trends persist:\n *   z_i = (R_i - R_m) / σ_R\n *   signal = clamp(z_i * 0.3, -1, 1)\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\n/** Minimum number of tokens in the group to produce a meaningful z-score. */\nconst MIN_GROUP_SIZE = 3;\n\n/** Scaling factor: z=1 → signal value 0.30. */\nconst Z_SCALE = 0.3;\n\n/** Below this stdev the group is effectively flat — no meaningful dispersion. */\nconst MIN_STDEV = 1e-10;\n\nexport class CrossSectionalMomentumStrategy implements Strategy {\n  name = 'crossSectionalMomentum';\n  description = 'Ranks tokens by relative 7-day performance vs group (§10.3 Kakushadze)';\n  requiredData = ['groupReturns'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const returns = ctx.groupReturns;\n    if (!returns || Object.keys(returns).length < MIN_GROUP_SIZE) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'Cross-Sectional',\n        details: 'Insufficient group data',\n      };\n    }\n\n    const myReturn = returns[ctx.tokenId];\n    if (myReturn === undefined) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'Cross-Sectional',\n        details: 'Token not in group',\n      };\n    }\n\n    const vals = Object.values(returns);\n    const mean = vals.reduce((s, v) => s + v, 0) / vals.length;\n    const variance = vals.reduce((s, v) => s + (v - mean) ** 2, 0) / vals.length;\n    const stdev = Math.sqrt(variance);\n\n    if (stdev < MIN_STDEV) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'Cross-Sectional',\n        details: 'Zero group dispersion',\n      };\n    }\n\n    const zScore = (myReturn - mean) / stdev;\n    const value = clamp(zScore * Z_SCALE);\n    const confidence = clamp(0.3 + Math.abs(zScore) * 0.2, 0.1, 0.9);\n\n    return {\n      name: this.name,\n      value,\n      confidence,\n      source: 'Cross-Sectional Momentum',\n      details: `7d return ${(myReturn * 100).toFixed(1)}% vs group mean ${(mean * 100).toFixed(1)}% (z=${zScore.toFixed(2)})`,\n    };\n  }\n}\n","/**\n * TradingView MCP data provider — spawns a local TradingView MCP server\n * (JSON-RPC over stdio) and exposes coin analysis + multi-timeframe alignment.\n *\n * The MCP server is spawned once on first call and kept alive for the process\n * lifetime. If it dies, it is respawned on the next call.\n *\n * Results are cached for 5 minutes per (symbol, tool, timeframe) key.\n */\n\nimport { spawn, type ChildProcess } from 'node:child_process';\nimport { createInterface, type Interface as ReadlineInterface } from 'node:readline';\n\n// ---------------------------------------------------------------------------\n// Symbol mapping — CoinGecko token IDs → TradingView BINANCE symbols\n// ---------------------------------------------------------------------------\n\nconst TV_SYMBOLS: Record<string, string> = {\n  bitcoin: 'BTCUSDT',\n  ethereum: 'ETHUSDT',\n  solana: 'SOLUSDT',\n  arbitrum: 'ARBUSDT',\n  chainlink: 'LINKUSDT',\n  aave: 'AAVEUSDT',\n  uniswap: 'UNIUSDT',\n  dogecoin: 'DOGEUSDT',\n  avalanche: 'AVAXUSDT',\n  'avalanche-2': 'AVAXUSDT',\n  near: 'NEARUSDT',\n  sui: 'SUIUSDT',\n  aptos: 'APTUSDT',\n  injective: 'INJUSDT',\n  pendle: 'PENDLEUSDT',\n  pepe: 'PEPEUSDT',\n  polygon: 'MATICUSDT',\n  optimism: 'OPUSDT',\n  litecoin: 'LTCUSDT',\n  cosmos: 'ATOMUSDT',\n  filecoin: 'FILUSDT',\n  maker: 'MKRUSDT',\n  cardano: 'ADAUSDT',\n  polkadot: 'DOTUSDT',\n  render: 'RENDERUSDT',\n  jupiter: 'JUPUSDT',\n  hyperliquid: 'HYPEUSDT',\n  ethena: 'ENAUSDT',\n  zcash: 'ZECUSDT',\n  ripple: 'XRPUSDT',\n  bittensor: 'TAOUSDT',\n  fartcoin: 'FARTCOINUSDT',\n  binancecoin: 'BNBUSDT',\n  blur: 'BLURUSDT',\n  'worldcoin-wld': 'WLDUSDT',\n  'pudgy-penguins': 'PENGUUSDT',\n  'fetch-ai': 'FETUSDT',\n};\n\nconst DEFAULT_EXCHANGE = 'BINANCE';\nconst MCP_BIN = '/home/ana/.local/tradingview-mcp/bin/tradingview-mcp';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport interface TVAnalysis {\n  symbol: string;\n  timeframe: string;\n  /** Overall recommendation: -1 (Strong Sell) to +1 (Strong Buy). */\n  recommendAll: number;\n  /** Buy/sell signal string from market_sentiment. */\n  buySellSignal: string;\n  /** Number of buy indicators. */\n  buyCount: number;\n  /** Number of sell indicators. */\n  sellCount: number;\n  /** Number of neutral indicators. */\n  neutralCount: number;\n  /** Total indicator count. */\n  totalIndicators: number;\n  /** Raw response payload for debugging. */\n  raw: any;\n}\n\nexport interface TVAlignment {\n  symbol: string;\n  /** Per-timeframe recommendation (-1 to +1). */\n  timeframes: Record<string, number>;\n  /** Number of timeframes agreeing on direction. */\n  agreeing: number;\n  /** Total timeframes analysed. */\n  total: number;\n  raw: any;\n}\n\n// ---------------------------------------------------------------------------\n// Cache\n// ---------------------------------------------------------------------------\n\ninterface CacheEntry<T> {\n  ts: number;\n  data: T;\n}\n\nconst CACHE_TTL_MS = 5 * 60 * 1000; // 5 minutes\nconst cache = new Map<string, CacheEntry<any>>();\n\nfunction cacheGet<T>(key: string): T | null {\n  const entry = cache.get(key);\n  if (!entry) return null;\n  if (Date.now() - entry.ts > CACHE_TTL_MS) {\n    cache.delete(key);\n    return null;\n  }\n  return entry.data as T;\n}\n\nfunction cacheSet<T>(key: string, data: T): void {\n  cache.set(key, { ts: Date.now(), data });\n}\n\n// ---------------------------------------------------------------------------\n// MCP process management (singleton)\n// ---------------------------------------------------------------------------\n\nlet mcpProcess: ChildProcess | null = null;\nlet mcpReadline: ReadlineInterface | null = null;\nlet mcpReady = false;\nlet nextId = 1;\n\n/** Pending JSON-RPC responses keyed by request id. */\nconst pending = new Map<number, {\n  resolve: (value: any) => void;\n  reject: (reason: Error) => void;\n  timer: ReturnType<typeof setTimeout>;\n}>();\n\nconst RPC_TIMEOUT_MS = 15_000;\n\nfunction ensureProcess(): ChildProcess {\n  if (mcpProcess && !mcpProcess.killed && mcpProcess.exitCode === null) {\n    return mcpProcess;\n  }\n\n  // Reset state on respawn\n  mcpReady = false;\n  for (const [, p] of pending) {\n    clearTimeout(p.timer);\n    p.reject(new Error('MCP process died — respawning'));\n  }\n  pending.clear();\n\n  mcpProcess = spawn(MCP_BIN, [], {\n    stdio: ['pipe', 'pipe', 'pipe'],\n    env: { ...process.env },\n  });\n\n  mcpReadline = createInterface({ input: mcpProcess.stdout! });\n  mcpReadline.on('line', (line: string) => {\n    try {\n      const msg = JSON.parse(line);\n      const id = msg.id;\n      if (id !== undefined && pending.has(id)) {\n        const p = pending.get(id)!;\n        clearTimeout(p.timer);\n        pending.delete(id);\n        if (msg.error) {\n          p.reject(new Error(`MCP error ${msg.error.code}: ${msg.error.message}`));\n        } else {\n          p.resolve(msg.result);\n        }\n      }\n    } catch {\n      // Non-JSON line or notification — ignore\n    }\n  });\n\n  mcpProcess.on('exit', () => {\n    mcpProcess = null;\n    mcpReady = false;\n  });\n\n  mcpProcess.stderr?.on('data', () => {\n    // Swallow stderr to prevent backpressure\n  });\n\n  return mcpProcess;\n}\n\nfunction rpcSend(method: string, params: any): Promise<any> {\n  const proc = ensureProcess();\n  const id = nextId++;\n  const msg = JSON.stringify({ jsonrpc: '2.0', id, method, params }) + '\\n';\n\n  return new Promise<any>((resolve, reject) => {\n    const timer = setTimeout(() => {\n      pending.delete(id);\n      reject(new Error(`MCP RPC timeout for ${method} (${RPC_TIMEOUT_MS}ms)`));\n    }, RPC_TIMEOUT_MS);\n    pending.set(id, { resolve, reject, timer });\n\n    proc.stdin!.write(msg, (err) => {\n      if (err) {\n        clearTimeout(timer);\n        pending.delete(id);\n        reject(err);\n      }\n    });\n  });\n}\n\nasync function ensureInitialized(): Promise<void> {\n  if (mcpReady) return;\n\n  ensureProcess();\n\n  // Send initialize\n  await rpcSend('initialize', {\n    protocolVersion: '2024-11-05',\n    capabilities: {},\n    clientInfo: { name: 'sherwood', version: '1.0' },\n  });\n\n  // Send initialized notification (no id, fire-and-forget)\n  const proc = ensureProcess();\n  proc.stdin!.write(\n    JSON.stringify({ jsonrpc: '2.0', method: 'notifications/initialized', params: {} }) + '\\n',\n  );\n\n  mcpReady = true;\n}\n\nasync function callTool(name: string, args: Record<string, any>): Promise<any> {\n  await ensureInitialized();\n  const result = await rpcSend('tools/call', { name, arguments: args });\n  // MCP tool results come as { content: [{ type: \"text\", text: \"...\" }] }\n  if (result?.content?.[0]?.text) {\n    try {\n      return JSON.parse(result.content[0].text);\n    } catch {\n      return result.content[0].text;\n    }\n  }\n  return result;\n}\n\n// ---------------------------------------------------------------------------\n// Public API\n// ---------------------------------------------------------------------------\n\n/**\n * Map a buy/sell signal string to a numeric value (-1 to +1).\n */\nfunction signalToValue(signal: string): number {\n  const s = (signal || '').toLowerCase().trim();\n  if (s === 'strong buy') return 1.0;\n  if (s === 'buy') return 0.5;\n  if (s === 'neutral') return 0.0;\n  if (s === 'sell') return -0.5;\n  if (s === 'strong sell') return -1.0;\n  return 0.0;\n}\n\n/**\n * Get coin analysis from TradingView MCP.\n * Returns null if the token is unmapped or the MCP call fails.\n */\nexport async function getCoinAnalysis(\n  tokenId: string,\n  timeframe: string = '4h',\n): Promise<TVAnalysis | null> {\n  const symbol = TV_SYMBOLS[tokenId];\n  if (!symbol) return null;\n\n  const cacheKey = `tv:coin:${symbol}:${timeframe}`;\n  const cached = cacheGet<TVAnalysis>(cacheKey);\n  if (cached) return cached;\n\n  try {\n    const raw = await callTool('coin_analysis', {\n      symbol,\n      exchange: DEFAULT_EXCHANGE,\n      timeframe,\n    });\n\n    // Parse the response — structure varies, extract what we need\n    const recommendAll = typeof raw?.recommend_all === 'number'\n      ? raw.recommend_all\n      : typeof raw?.summary?.RECOMMENDATION === 'string'\n        ? signalToValue(raw.summary.RECOMMENDATION)\n        : 0;\n\n    const buySellSignal: string =\n      raw?.market_sentiment?.buy_sell_signal\n      ?? raw?.summary?.RECOMMENDATION\n      ?? 'Neutral';\n\n    const buyCount = raw?.summary?.BUY ?? raw?.buy_count ?? 0;\n    const sellCount = raw?.summary?.SELL ?? raw?.sell_count ?? 0;\n    const neutralCount = raw?.summary?.NEUTRAL ?? raw?.neutral_count ?? 0;\n\n    const result: TVAnalysis = {\n      symbol,\n      timeframe,\n      recommendAll: Math.max(-1, Math.min(1, recommendAll)),\n      buySellSignal,\n      buyCount,\n      sellCount,\n      neutralCount,\n      totalIndicators: buyCount + sellCount + neutralCount,\n      raw,\n    };\n\n    cacheSet(cacheKey, result);\n    return result;\n  } catch (err) {\n    console.error(`TradingView MCP coin_analysis failed for ${symbol}: ${(err as Error).message}`);\n    return null;\n  }\n}\n\n/**\n * Get multi-timeframe alignment from TradingView MCP.\n * Returns null if the token is unmapped or the MCP call fails.\n */\nexport async function getMultiTimeframeAlignment(\n  tokenId: string,\n): Promise<TVAlignment | null> {\n  const symbol = TV_SYMBOLS[tokenId];\n  if (!symbol) return null;\n\n  const cacheKey = `tv:mtf:${symbol}`;\n  const cached = cacheGet<TVAlignment>(cacheKey);\n  if (cached) return cached;\n\n  try {\n    const raw = await callTool('multi_timeframe_analysis', {\n      symbol,\n      exchange: DEFAULT_EXCHANGE,\n    });\n\n    // Parse per-timeframe recommendations\n    const timeframes: Record<string, number> = {};\n    const tfKeys = ['15m', '1h', '4h', 'daily', 'weekly'];\n\n    for (const tf of tfKeys) {\n      const tfData = raw?.[tf] ?? raw?.timeframes?.[tf];\n      if (tfData) {\n        const rec =\n          typeof tfData.recommend_all === 'number'\n            ? tfData.recommend_all\n            : typeof tfData.RECOMMENDATION === 'string'\n              ? signalToValue(tfData.RECOMMENDATION)\n              : typeof tfData.recommendation === 'string'\n                ? signalToValue(tfData.recommendation)\n                : null;\n        if (rec !== null) {\n          timeframes[tf] = Math.max(-1, Math.min(1, rec));\n        }\n      }\n    }\n\n    const values = Object.values(timeframes);\n    const majoritySign = values.reduce((s, v) => s + Math.sign(v), 0);\n    const direction = majoritySign > 0 ? 1 : majoritySign < 0 ? -1 : 0;\n    const agreeing = values.filter((v) => Math.sign(v) === direction).length;\n\n    const result: TVAlignment = {\n      symbol,\n      timeframes,\n      agreeing,\n      total: values.length,\n      raw,\n    };\n\n    cacheSet(cacheKey, result);\n    return result;\n  } catch (err) {\n    console.error(`TradingView MCP multi_timeframe failed for ${symbol}: ${(err as Error).message}`);\n    return null;\n  }\n}\n\n/**\n * Check if the TradingView MCP binary exists.\n */\nexport function isTradingViewAvailable(): boolean {\n  try {\n    require('node:fs').accessSync(MCP_BIN, require('node:fs').constants.X_OK);\n    return true;\n  } catch {\n    return false;\n  }\n}\n\n/**\n * Gracefully shut down the MCP process (call on agent exit).\n */\nexport function shutdownTradingView(): void {\n  if (mcpProcess && !mcpProcess.killed) {\n    mcpProcess.kill('SIGTERM');\n    mcpProcess = null;\n    mcpReady = false;\n  }\n}\n","/**\n * TradingView Signal Strategy\n *\n * Consumes coin analysis from the local TradingView MCP server and converts\n * it into a directional signal (-1 to +1).  Falls back to a zero-confidence\n * neutral signal when the MCP server is unavailable or the token is unmapped.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\nimport { getCoinAnalysis, type TVAnalysis } from '../../providers/data/tradingview.js';\n\nexport class TradingViewSignalStrategy implements Strategy {\n  name = 'tradingviewSignal';\n  description = 'TradingView technical indicators via local MCP server (4h timeframe)';\n  requiredData = [] as string[]; // No StrategyContext fields needed — uses own provider\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const analysis = await getCoinAnalysis(ctx.tokenId, '4h');\n\n    if (!analysis) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: 'TradingView MCP',\n        details: 'TV MCP unavailable or token unmapped',\n      };\n    }\n\n    return this.buildSignal(analysis);\n  }\n\n  private buildSignal(tv: TVAnalysis): Signal {\n    // Primary value: Recommend.All (-1 to +1) from TradingView summary\n    let value = tv.recommendAll;\n\n    // Fallback: derive from buy_sell_signal string if recommendAll is zero\n    if (value === 0 && tv.buySellSignal.toLowerCase() !== 'neutral') {\n      value = signalStringToValue(tv.buySellSignal);\n    }\n\n    // Confidence: proportion of indicators that agree with the direction\n    let confidence = 0.5; // baseline\n    if (tv.totalIndicators > 0) {\n      const agreeingCount =\n        value > 0\n          ? tv.buyCount\n          : value < 0\n            ? tv.sellCount\n            : tv.neutralCount;\n      confidence = agreeingCount / tv.totalIndicators;\n    }\n\n    // Boost confidence when signal is extreme (Strong Buy / Strong Sell)\n    const absValue = Math.abs(value);\n    if (absValue >= 0.8) {\n      confidence = Math.min(confidence + 0.1, 1.0);\n    }\n\n    const details = [\n      `TV ${tv.timeframe}: ${tv.buySellSignal}`,\n      `Recommend.All=${tv.recommendAll.toFixed(3)}`,\n      `buy=${tv.buyCount} sell=${tv.sellCount} neutral=${tv.neutralCount}`,\n    ].join('; ');\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.max(0.1, Math.min(confidence, 1.0)),\n      source: 'TradingView MCP',\n      details,\n    };\n  }\n}\n\n/**\n * Map a TV buy/sell signal label to a numeric value.\n */\nfunction signalStringToValue(signal: string): number {\n  const s = signal.toLowerCase().trim();\n  if (s === 'strong buy') return 1.0;\n  if (s === 'buy') return 0.5;\n  if (s === 'neutral') return 0.0;\n  if (s === 'sell') return -0.5;\n  if (s === 'strong sell') return -1.0;\n  return 0.0;\n}\n","/**\n * BTC Network Health Strategy\n *\n * Uses Blockchain.com network data (via Fincept) to gauge Bitcoin network\n * health: transaction count, miner revenue, and mempool demand.\n * Only fires for bitcoin — returns zero-confidence for other tokens.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class BtcNetworkHealthStrategy implements Strategy {\n  name = 'btcNetworkHealth';\n  description = 'Analyzes BTC network health — tx count, miner revenue, mempool demand';\n  requiredData = ['btcNetworkData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (ctx.tokenId !== 'bitcoin') {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: 'BTC Network Health',\n        details: 'Not bitcoin — skipped',\n      };\n    }\n\n    if (!ctx.btcNetworkData) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: 'BTC Network Health',\n        details: 'No BTC network data available',\n      };\n    }\n\n    const { transactionCount, minerRevenueBtc, mempoolSize } = ctx.btcNetworkData;\n    const details: string[] = [];\n    let value = 0;\n\n    // Transaction count signals\n    if (transactionCount > 300_000) {\n      value += 0.2;\n      details.push(`active network (${(transactionCount / 1000).toFixed(0)}k txs)`);\n    } else if (transactionCount < 200_000) {\n      value -= 0.1;\n      details.push(`low activity (${(transactionCount / 1000).toFixed(0)}k txs)`);\n    }\n\n    // Miner revenue signals\n    if (minerRevenueBtc > 1000) {\n      value += 0.15;\n      details.push(`healthy miners (${minerRevenueBtc.toFixed(0)} BTC revenue)`);\n    }\n\n    // Mempool demand signals\n    if (mempoolSize > 100_000) {\n      value += 0.1;\n      details.push(`high demand (${(mempoolSize / 1000).toFixed(0)}k mempool)`);\n    }\n\n    const confidence = details.length > 0 ? 0.5 : 0.2;\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence,\n      source: 'BTC Network Health',\n      details: details.length > 0 ? details.join('; ') : 'Network metrics within normal range',\n    };\n  }\n}\n","/**\n * Prediction Market Strategy\n *\n * Uses Polymarket/Manifold prediction market probabilities to derive\n * directional signals. High-conviction markets (>75% or <25%) for\n * bullish/bearish crypto events contribute to the score.\n */\n\nimport type { Signal } from \"../scoring.js\";\nimport type { Strategy, StrategyContext } from \"./types.js\";\nimport { clamp } from \"../utils.js\";\n\nconst BULLISH_KEYWORDS = [\"approve\", \"etf\", \"cut\", \"ease\", \"adopt\", \"pass\", \"bull\"];\nconst BEARISH_KEYWORDS = [\"ban\", \"restrict\", \"crash\", \"reject\", \"hike\", \"bear\", \"default\"];\n\nfunction classifyQuestion(question: string): \"bullish\" | \"bearish\" | \"neutral\" {\n  const q = question.toLowerCase();\n  if (BULLISH_KEYWORDS.some((kw) => q.includes(kw))) return \"bullish\";\n  if (BEARISH_KEYWORDS.some((kw) => q.includes(kw))) return \"bearish\";\n  return \"neutral\";\n}\n\nexport class PredictionMarketStrategy implements Strategy {\n  name = \"predictionMarket\";\n  description =\n    \"Derives directional signals from high-conviction prediction market probabilities\";\n  requiredData = [\"predictionData\"];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const predictionData = ctx.predictionData;\n\n    if (!predictionData || !predictionData.markets || predictionData.markets.length === 0) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: \"Prediction Markets\",\n        details: \"No prediction market data available\",\n      };\n    }\n\n    let bullishScore = 0;\n    let bearishScore = 0;\n    const details: string[] = [];\n\n    for (const market of predictionData.markets) {\n      const classification = classifyQuestion(market.question);\n      if (classification === \"neutral\") continue;\n\n      const prob = market.probability;\n\n      // Only process high-conviction markets\n      if (prob > 0.75) {\n        // Scale: 0 at 75%, 1 at 100%, then × 0.15 per market (max contribution)\n        const strength = (prob - 0.75) * 4 * 0.15;\n        if (classification === \"bullish\") {\n          bullishScore += strength;\n          details.push(`Bullish event likely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        } else {\n          bearishScore += strength;\n          details.push(`Bearish event likely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        }\n      } else if (prob < 0.25) {\n        // Event is unlikely — mild contrarian signal\n        if (classification === \"bullish\") {\n          bearishScore += 0.05;\n          details.push(`Bullish event unlikely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        } else {\n          bullishScore += 0.05;\n          details.push(`Bearish event unlikely (${(prob * 100).toFixed(0)}%): ${market.question}`);\n        }\n      }\n    }\n\n    const rawValue = bullishScore - bearishScore;\n    const value = clamp(rawValue, -0.5, 0.5);\n\n    return {\n      name: this.name,\n      value,\n      confidence: details.length > 0 ? 0.5 : 0.1,\n      source: \"Prediction Markets\",\n      details: details.length > 0 ? details.join(\"; \") : \"No high-conviction markets found\",\n    };\n  }\n}\n","/**\n * Contrarian Social Volume Strategy\n * Trades against crowd attention — elevated news coverage is contrarian bearish.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class SocialVolumeStrategy implements Strategy {\n  name = 'socialVolume';\n  description = 'Contrarian social volume: fades extreme news attention, neutral when coverage is low';\n  requiredData = ['socialData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    if (!ctx.socialData) {\n      return {\n        name: this.name,\n        value: 0.0,\n        confidence: 0.1,\n        source: 'Social Volume',\n        details: 'No social data available',\n      };\n    }\n\n    const { newsCount24h } = ctx.socialData;\n    let value = 0;\n    let confidence = 0.3;\n    let detail: string;\n\n    if (newsCount24h > 10) {\n      // Extreme attention — contrarian bearish\n      value = -0.2;\n      confidence = 0.5;\n      detail = `Extreme news attention (${newsCount24h} articles): contrarian bearish`;\n    } else if (newsCount24h > 5) {\n      // Elevated attention — mild caution\n      value = -0.1;\n      confidence = 0.4;\n      detail = `Elevated news attention (${newsCount24h} articles): mild caution`;\n    } else if (newsCount24h >= 1) {\n      // Normal coverage\n      value = 0;\n      confidence = 0.3;\n      detail = `Normal news coverage (${newsCount24h} articles)`;\n    } else {\n      // Under the radar\n      value = 0;\n      confidence = 0.3;\n      detail = 'Under the radar: no recent news coverage';\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence,\n      source: 'Social Volume',\n      details: detail,\n    };\n  }\n}\n","/**\n * Kronos Volatility Forecast Strategy — uses ML-predicted future volatility\n * to generate signals and inform risk management.\n *\n * How it works:\n * 1. Kronos generates N Monte Carlo price paths from historical OHLCV\n * 2. Path spread = predicted volatility (wider spread = more uncertain future)\n * 3. Directional bias = mean path direction (if most paths go up → bullish)\n *\n * Signal logic:\n * - directionalBias > 0.3: bullish signal (+0.2 to +0.4 scaled)\n * - directionalBias < -0.3: bearish signal (-0.2 to -0.4 scaled)\n * - High predicted vol (pathSpread > 8%): increase confidence on directional\n *   signals (high vol = big moves, worth trading), but clamp signal magnitude\n *   (don't overbet on volatile predictions)\n * - Low predicted vol (pathSpread < 3%): reduce confidence (narrow paths =\n *   range-bound, less opportunity)\n *\n * The volatility forecast is ALSO consumed by the executor (via StrategyContext)\n * for dynamic stop-loss width, separate from this signal.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class KronosVolForecastStrategy implements Strategy {\n  name = 'kronosVolForecast';\n  description = 'Kronos ML volatility forecast (directional bias + vol regime)';\n  requiredData = ['kronosData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const k = ctx.kronosData;\n    if (!k) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: this.description,\n        details: 'No Kronos forecast available',\n      };\n    }\n\n    let value = 0;\n    const details: string[] = [];\n    let confidence = 0.3;\n\n    // Directional bias from mean predicted path\n    const bias = k.directionalBias;\n    if (Math.abs(bias) > 0.3) {\n      // Strong directional signal: scale from 0 at 0.3 to ±0.4 at ±1.0\n      const strength = (Math.abs(bias) - 0.3) / 0.7; // 0 to 1\n      value = Math.sign(bias) * (0.2 + strength * 0.2); // ±0.2 to ±0.4\n      const dir = bias > 0 ? 'bullish' : 'bearish';\n      details.push(`Kronos ${dir} bias ${(bias * 100).toFixed(0)}% → ${value >= 0 ? '+' : ''}${value.toFixed(2)}`);\n      confidence = 0.4 + strength * 0.2; // 0.4 to 0.6\n    } else if (Math.abs(bias) > 0.1) {\n      // Mild directional lean — informational, weak signal\n      value = bias * 0.15; // ±0.015 to ±0.045\n      details.push(`Kronos mild ${bias > 0 ? 'bullish' : 'bearish'} lean ${(bias * 100).toFixed(0)}%`);\n    } else {\n      details.push(`Kronos neutral (bias ${(bias * 100).toFixed(0)}%)`);\n    }\n\n    // Vol regime context\n    const spread = k.pathSpreadPct;\n    if (spread > 8) {\n      // High predicted vol: directional signals are MORE meaningful\n      // (big moves expected — worth taking positions)\n      if (Math.abs(value) > 0.05) {\n        confidence = Math.min(confidence + 0.15, 0.75);\n      }\n      details.push(`High vol forecast (${spread.toFixed(1)}% path spread)`);\n    } else if (spread < 3) {\n      // Low predicted vol: range-bound expected, reduce conviction\n      confidence *= 0.6;\n      details.push(`Low vol forecast (${spread.toFixed(1)}% path spread)`);\n    } else {\n      details.push(`Normal vol (${spread.toFixed(1)}% path spread)`);\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(confidence, 1.0),\n      source: this.description,\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Narrative-Vacuum Whale Signal — detects when whale flow spikes but\n * social/news volume is quiet (\"the market is positioning before the\n * narrative catches up\").\n *\n * Signal: WhaleFlowZ × (1 - SocialVolumeZ)\n *   - High whale flow + low social chatter = smart money moving silently → follow\n *   - High whale flow + high social chatter = crowd already knows → no edge\n *   - Low whale flow + any chatter = nothing happening\n *\n * Data sources:\n *   - Nansen smart-money netflow (whale positioning)\n *   - SocialData/CryptoCompare news count (narrative proxy)\n *\n * Fires as an \"onchain\" category signal.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class NarrativeVacuumStrategy implements Strategy {\n  name = 'narrativeVacuum';\n  description = 'Whale flow divergence from social narrative (Nansen + social data)';\n  requiredData = ['nansenFlowData', 'socialData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const flow = ctx.nansenFlowData;\n    const social = ctx.socialData;\n\n    if (!flow) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: this.description,\n        details: 'No Nansen flow data',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.3;\n\n    // ── Whale flow strength ──\n    // netFlow24hUsd: positive = smart money accumulating, negative = distributing\n    const netFlow = flow.netFlow24hUsd;\n    const traderCount = flow.traderCount;\n\n    // Normalize flow: $1M+ is a strong signal\n    const flowStrength = Math.min(1, Math.abs(netFlow) / 2_000_000); // 0-1 scale\n    const flowDirection = Math.sign(netFlow); // +1 accumulating, -1 distributing\n\n    if (flowStrength < 0.1) {\n      // Minimal whale activity — no signal\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: this.description,\n        details: `Low whale flow ($${(netFlow / 1000).toFixed(0)}K, ${traderCount} traders) — no edge`,\n      };\n    }\n\n    // ── Social narrative intensity ──\n    // newsCount24h: 0 = silence, 1-3 = quiet, 5+ = moderate, 10+ = loud\n    const newsCount = social?.newsCount24h ?? 0;\n\n    // Social intensity score: 0 = total silence, 1 = very loud\n    const socialIntensity = Math.min(1, newsCount / 10);\n\n    // ── Narrative vacuum = high flow × low chatter ──\n    // vacuum: 1 = whale flow with zero chatter (strongest signal)\n    // vacuum: 0 = whale flow with heavy chatter (crowd already knows)\n    const vacuum = 1 - socialIntensity;\n    const vacuumScore = flowStrength * vacuum;\n\n    if (vacuumScore > 0.3) {\n      // Strong narrative vacuum — follow the whales\n      value = flowDirection * (0.2 + vacuumScore * 0.3); // ±0.2 to ±0.5\n      confidence = 0.5 + vacuumScore * 0.25; // 0.5 to 0.75\n\n      const dir = netFlow > 0 ? 'accumulating' : 'distributing';\n      details.push(\n        `Whale ${dir} $${(Math.abs(netFlow) / 1_000_000).toFixed(1)}M (${traderCount} traders) ` +\n        `with only ${newsCount} news articles — narrative vacuum (score ${vacuumScore.toFixed(2)})`\n      );\n    } else if (flowStrength > 0.3 && socialIntensity > 0.5) {\n      // Whale flow exists but crowd already talking — no vacuum edge\n      details.push(\n        `Whale flow $${(Math.abs(netFlow) / 1_000_000).toFixed(1)}M but ${newsCount} articles — ` +\n        `narrative already priced in`\n      );\n      confidence = 0.2;\n    } else {\n      details.push(\n        `Moderate flow $${(Math.abs(netFlow) / 1000).toFixed(0)}K, ${newsCount} articles — ` +\n        `insufficient vacuum`\n      );\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(confidence, 1.0),\n      source: this.description,\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Whale Intent Classifier — distinguishes operational whale transfers\n * (ETF AP flows, exchange rebalancing) from directional positioning.\n *\n * Key insight from X research: the edge is NOT \"big transfer happened\"\n * but WHAT TYPE of transfer it is. ETF authorized participants move\n * BTC/ETH regularly for operational reasons (creations/redemptions) —\n * these are noise. Discretionary smart-money moves at unusual times,\n * sizes, or patterns are the real signal.\n *\n * Intent classification heuristics:\n *   - High trader count + consistent direction = consensus positioning (strong)\n *   - Few traders + large size = single whale (moderate, could be operational)\n *   - Flow aligned with HL perp positioning = cross-venue confirmation (very strong)\n *   - Flow opposing HL perp positioning = divergence (caution)\n *\n * Data sources:\n *   - Nansen smart-money netflow (aggregate)\n *   - Nansen HL perp trades (cross-venue confirmation)\n *   - Hyperliquid funding rate (market sentiment proxy)\n *\n * Fires as a \"smartMoney\" category signal.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext } from './types.js';\nimport { clamp } from '../utils.js';\n\nexport class WhaleIntentStrategy implements Strategy {\n  name = 'whaleIntent';\n  description = 'Whale transfer intent classifier (operational vs directional, Nansen)';\n  requiredData = ['nansenFlowData'];\n\n  async analyze(ctx: StrategyContext): Promise<Signal> {\n    const flow = ctx.nansenFlowData;\n    if (!flow) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0,\n        source: this.description,\n        details: 'No Nansen flow data',\n      };\n    }\n\n    const details: string[] = [];\n    let value = 0;\n    let confidence = 0.2;\n\n    const netFlow = flow.netFlow24hUsd;\n    const traderCount = flow.traderCount;\n    const flowDirection = Math.sign(netFlow); // +1 buy, -1 sell\n\n    // ── Intent classification ──\n\n    // 1. Trader count analysis: many traders = consensus, few = single whale/operational\n    const isConsensus = traderCount >= 5;\n    const isSingleWhale = traderCount <= 2 && Math.abs(netFlow) > 500_000;\n\n    // 2. Flow magnitude\n    const flowMagnitude = Math.abs(netFlow);\n    const isSignificant = flowMagnitude > 200_000; // >$200K\n    const isLarge = flowMagnitude > 1_000_000; // >$1M\n\n    if (!isSignificant) {\n      return {\n        name: this.name,\n        value: 0,\n        confidence: 0.1,\n        source: this.description,\n        details: `Flow too small ($${(flowMagnitude / 1000).toFixed(0)}K) for intent classification`,\n      };\n    }\n\n    // 3. Cross-venue confirmation: does HL perp positioning agree?\n    const hlPerps = ctx.nansenHlPerps;\n    let crossVenueAgreement = false;\n    let crossVenueDivergence = false;\n\n    if (hlPerps && hlPerps.longRatio !== undefined) {\n      const hlDirection = hlPerps.longRatio > 0.6 ? 1 : hlPerps.longRatio < 0.4 ? -1 : 0;\n      if (hlDirection !== 0 && hlDirection === flowDirection) {\n        crossVenueAgreement = true;\n        details.push(`HL perps confirm: ${(hlPerps.longRatio * 100).toFixed(0)}% long`);\n      } else if (hlDirection !== 0 && hlDirection === -flowDirection) {\n        crossVenueDivergence = true;\n        details.push(`HL perps DIVERGE: ${(hlPerps.longRatio * 100).toFixed(0)}% long vs on-chain ${flowDirection > 0 ? 'accumulation' : 'distribution'}`);\n      }\n    }\n\n    // 4. Funding rate context: extreme funding = crowded trade\n    const fundingRate = ctx.fundingRateData?.rate8h ?? 0;\n    const isFundingExtreme = Math.abs(fundingRate) > 0.0005; // >0.05% per 8h\n\n    // ── Score computation ──\n\n    if (isConsensus && isLarge) {\n      // Multiple smart wallets, large flow = strong directional intent\n      value = flowDirection * 0.4;\n      confidence = 0.6;\n      const dir = netFlow > 0 ? 'accumulating' : 'distributing';\n      details.push(`Consensus ${dir}: ${traderCount} smart wallets, $${(flowMagnitude / 1e6).toFixed(1)}M`);\n\n      if (crossVenueAgreement) {\n        value = flowDirection * 0.5;\n        confidence = 0.75;\n        details.push('Cross-venue confirmed');\n      }\n    } else if (isConsensus) {\n      // Multiple wallets, moderate flow\n      value = flowDirection * 0.25;\n      confidence = 0.45;\n      details.push(`Smart money consensus: ${traderCount} wallets, $${(flowMagnitude / 1000).toFixed(0)}K`);\n    } else if (isSingleWhale) {\n      // Single large transfer — could be operational (ETF AP, exchange rebalance)\n      // Lower confidence unless cross-venue confirms\n      if (crossVenueAgreement) {\n        value = flowDirection * 0.3;\n        confidence = 0.5;\n        details.push(`Single whale $${(flowMagnitude / 1e6).toFixed(1)}M — cross-venue confirmed, likely directional`);\n      } else {\n        value = flowDirection * 0.15;\n        confidence = 0.3;\n        details.push(`Single whale $${(flowMagnitude / 1e6).toFixed(1)}M — may be operational (ETF/AP/rebalance)`);\n      }\n    }\n\n    // Funding extreme warning: if funding is extreme in the same direction as flow,\n    // the trade may be crowded (whale joining a crowded side = lower edge)\n    if (isFundingExtreme && Math.sign(fundingRate) === flowDirection) {\n      confidence *= 0.7; // reduce confidence\n      details.push(`Crowded funding (${(fundingRate * 100).toFixed(3)}%) — whale joining crowded side`);\n    }\n\n    // Divergence penalty\n    if (crossVenueDivergence) {\n      confidence *= 0.5;\n      details.push('WARNING: on-chain vs perps divergence — conflicting signals');\n    }\n\n    return {\n      name: this.name,\n      value: clamp(value),\n      confidence: Math.min(confidence, 1.0),\n      source: this.description,\n      details: details.join('; '),\n    };\n  }\n}\n","/**\n * Strategy registry — runs all enabled strategies and collects signals.\n */\n\nimport type { Signal } from '../scoring.js';\nimport type { Strategy, StrategyContext, StrategyConfig } from './types.js';\nimport { SentimentContrarianStrategy } from './sentiment-contrarian.js';\nimport { BreakoutOnChainStrategy } from './breakout-onchain.js';\nimport { FundingRateStrategy } from './funding-rate.js';\nimport { DexFlowStrategy } from './dex-flow.js';\nimport { HyperliquidFlowStrategy } from './hyperliquid-flow.js';\nimport { MultiTimeframeStrategy } from './multi-timeframe.js';\nimport { CrossSectionalMomentumStrategy } from './cross-sectional-momentum.js';\nimport { TradingViewSignalStrategy } from './tradingview-signal.js';\nimport { BtcNetworkHealthStrategy } from './btc-network-health.js';\nimport { PredictionMarketStrategy } from './prediction-market.js';\nimport { SocialVolumeStrategy } from './social-volume.js';\nimport { KronosVolForecastStrategy } from './kronos-vol-forecast.js';\nimport { NarrativeVacuumStrategy } from './narrative-vacuum.js';\nimport { WhaleIntentStrategy } from './whale-intent.js';\n\nexport type { Strategy, StrategyContext, StrategyConfig };\nexport { SentimentContrarianStrategy, BreakoutOnChainStrategy, FundingRateStrategy };\nexport { DexFlowStrategy, HyperliquidFlowStrategy };\nexport { MultiTimeframeStrategy, CrossSectionalMomentumStrategy };\nexport { TradingViewSignalStrategy };\nexport { BtcNetworkHealthStrategy };\nexport { PredictionMarketStrategy, SocialVolumeStrategy };\nexport { KronosVolForecastStrategy };\nexport { NarrativeVacuumStrategy, WhaleIntentStrategy };\n\nexport const DEFAULT_STRATEGIES: Strategy[] = [\n  // SentimentContrarianStrategy removed from default list — fires only at F&G\n  // extremes (<25 or >75), returns zero 85% of the time, wasting 20% of sentiment\n  // weight budget. Re-enable via config when F&G regime is extreme.\n  new BreakoutOnChainStrategy(),        // technical — breakout + volume\n  new FundingRateStrategy(),            // onchain — HL funding rates\n  // DexFlowStrategy disabled — our tokens (BTC, SOL, HYPE, FARTCOIN) trade on\n  // CEXes, not EVM DEXes. DEXScreener returns 0 txns/hr for most tokens.\n  new HyperliquidFlowStrategy(),        // onchain — HL flow/OI/orderbook\n  new MultiTimeframeStrategy(),         // technical — multi-TF EMA alignment\n  new CrossSectionalMomentumStrategy(), // technical — relative strength ranking\n  new TradingViewSignalStrategy(),      // technical — TradingView MCP indicators\n  new BtcNetworkHealthStrategy(),       // technical — BTC network health\n  new PredictionMarketStrategy(),       // event — prediction market catalysts\n  new SocialVolumeStrategy(),           // sentiment — social volume contrarian\n  new KronosVolForecastStrategy(),      // technical — ML volatility forecast\n  new NarrativeVacuumStrategy(),        // onchain — whale flow vs narrative vacuum\n  new WhaleIntentStrategy(),            // smartMoney — whale intent classifier\n];\n\n/**\n * Run all enabled strategies and collect signals.\n * Each strategy runs independently — one failure doesn't break others.\n */\nexport async function runStrategies(\n  ctx: StrategyContext,\n  configs?: Record<string, StrategyConfig>,\n): Promise<Signal[]> {\n  const signals: Signal[] = [];\n\n  const tasks = DEFAULT_STRATEGIES.map(async (strategy) => {\n    // Check if strategy is explicitly disabled\n    const config = configs?.[strategy.name];\n    if (config && !config.enabled) return null;\n\n    try {\n      const signal = await strategy.analyze(ctx);\n\n      // Apply weight override if configured\n      if (config?.weight !== undefined) {\n        // Weight override is handled at the scoring layer, but we tag it\n        (signal as any)._weightOverride = config.weight;\n      }\n\n      return signal;\n    } catch (err) {\n      // Strategy failed — return a zero-confidence signal so scoring isn't affected\n      console.error(`Strategy ${strategy.name} failed: ${(err as Error).message}`);\n      return {\n        name: strategy.name,\n        value: 0.0,\n        confidence: 0.0,\n        source: strategy.description,\n        details: `Error: ${(err as Error).message}`,\n      } satisfies Signal;\n    }\n  });\n\n  const results = await Promise.allSettled(tasks);\n\n  for (const result of results) {\n    if (result.status === 'fulfilled' && result.value) {\n      signals.push(result.value);\n    }\n  }\n\n  return signals;\n}\n","/**\n * Funding rate provider — fetches perpetual futures funding rates from Binance.\n * Free public API, no authentication required.\n * Rate limit: 2400 req/min (generous).\n */\n\nconst BINANCE_BASE = 'https://fapi.binance.com';\n\n// Map CoinGecko token IDs to Binance perp symbols\nconst TOKEN_TO_SYMBOL: Record<string, string> = {\n  bitcoin: 'BTCUSDT',\n  ethereum: 'ETHUSDT',\n  solana: 'SOLUSDT',\n  avalanche: 'AVAXUSDT',\n  cardano: 'ADAUSDT',\n  polkadot: 'DOTUSDT',\n  near: 'NEARUSDT',\n  cosmos: 'ATOMUSDT',\n  sui: 'SUIUSDT',\n  aptos: 'APTUSDT',\n  uniswap: 'UNIUSDT',\n  aave: 'AAVEUSDT',\n  maker: 'MKRUSDT',\n  chainlink: 'LINKUSDT',\n  arbitrum: 'ARBUSDT',\n  optimism: 'OPUSDT',\n  polygon: 'MATICUSDT',\n  dogecoin: 'DOGEUSDT',\n  litecoin: 'LTCUSDT',\n  filecoin: 'FILUSDT',\n  render: 'RENDERUSDT',\n  injective: 'INJUSDT',\n  jupiter: 'JUPUSDT',\n  pendle: 'PENDLEUSDT',\n  pepe: 'PEPEUSDT',\n};\n\nexport interface FundingRateData {\n  rate8h: number;       // Current 8h funding rate (e.g., 0.0001 = 0.01%)\n  annualizedRate: number; // Annualized funding rate\n  exchange: string;\n  symbol: string;\n  timestamp: number;\n}\n\nexport class FundingRateProvider {\n  /** Get the current funding rate for a token. Returns null if token has no perp market. */\n  async getFundingRate(tokenId: string): Promise<FundingRateData | null> {\n    const symbol = TOKEN_TO_SYMBOL[tokenId];\n    if (!symbol) return null;\n\n    try {\n      const res = await fetch(`${BINANCE_BASE}/fapi/v1/fundingRate?symbol=${symbol}&limit=1`);\n      if (!res.ok) return null;\n\n      const data = await res.json() as Array<{ fundingRate: string; fundingTime: number }>;\n      if (!data || data.length === 0) return null;\n\n      const rate8h = parseFloat(data[0]!.fundingRate);\n      if (!Number.isFinite(rate8h)) return null;\n      // Annualize: 3 funding periods per day × 365 days\n      const annualizedRate = rate8h * 3 * 365;\n\n      return {\n        rate8h,\n        annualizedRate,\n        exchange: 'binance',\n        symbol,\n        timestamp: data[0]!.fundingTime,\n      };\n    } catch {\n      return null;\n    }\n  }\n}\n","/**\n * Token unlock provider — fetches upcoming vesting/unlock events.\n * Uses DefiLlama's free unlocks API (no authentication required).\n * Fallback: CoinGecko status_updates for governance events.\n */\n\nconst DEFILLAMA_UNLOCKS = 'https://api.llama.fi/protocol';\n\n// Map CoinGecko IDs to DefiLlama protocol slugs\nconst TOKEN_TO_PROTOCOL: Record<string, string> = {\n  uniswap: 'uniswap',\n  aave: 'aave',\n  maker: 'makerdao',\n  compound: 'compound-finance',\n  curve: 'curve-dex',\n  lido: 'lido',\n  arbitrum: 'arbitrum',\n  optimism: 'optimism',\n  polygon: 'polygon',\n  sushi: 'sushi',\n  jupiter: 'jupiter',\n  pendle: 'pendle',\n  injective: 'injective-protocol',\n  render: 'render-network',\n};\n\nexport interface UnlockEvent {\n  /** Percentage of circulating supply being unlocked */\n  percentOfSupply: number;\n  /** Days until the unlock */\n  daysUntil: number;\n  /** Description of the unlock */\n  description: string;\n}\n\nexport interface TokenUnlockData {\n  upcomingUnlocks: UnlockEvent[];\n  totalUpcomingPercent: number;\n}\n\nexport class TokenUnlocksProvider {\n  /** Get upcoming unlock events for a token. Returns null if no data available. */\n  async getUnlocks(tokenId: string): Promise<TokenUnlockData | null> {\n    const slug = TOKEN_TO_PROTOCOL[tokenId];\n    if (!slug) return null;\n\n    try {\n      const res = await fetch(`${DEFILLAMA_UNLOCKS}/${slug}`);\n      if (!res.ok) return null;\n\n      const data = await res.json() as any;\n\n      // DefiLlama protocol endpoint includes mcap and token info\n      // We estimate unlock pressure from token allocation data\n      const mcap = data?.mcap;\n      const fdv = data?.fdvData;\n\n      if (!mcap || !fdv || fdv <= 0) return null;\n\n      // Ratio of circulating to fully-diluted gives us how much is still locked\n      const circulatingRatio = mcap / fdv;\n      const lockedPercent = (1 - circulatingRatio) * 100;\n\n      if (lockedPercent < 1) {\n        // Fully circulating — no unlock pressure\n        return { upcomingUnlocks: [], totalUpcomingPercent: 0 };\n      }\n\n      // Estimate: assume locked tokens vest linearly over 2 years\n      // This is an approximation — real schedules vary\n      const monthlyUnlockPercent = lockedPercent / 24;\n      const weeklyUnlockPercent = monthlyUnlockPercent / 4;\n\n      const unlocks: UnlockEvent[] = [];\n\n      if (weeklyUnlockPercent > 0.5) {\n        unlocks.push({\n          percentOfSupply: weeklyUnlockPercent,\n          daysUntil: 7,\n          description: `Estimated ~${weeklyUnlockPercent.toFixed(1)}% weekly vesting (${lockedPercent.toFixed(0)}% still locked)`,\n        });\n      }\n\n      if (monthlyUnlockPercent > 1) {\n        unlocks.push({\n          percentOfSupply: monthlyUnlockPercent,\n          daysUntil: 30,\n          description: `Estimated ~${monthlyUnlockPercent.toFixed(1)}% monthly vesting`,\n        });\n      }\n\n      return {\n        upcomingUnlocks: unlocks,\n        totalUpcomingPercent: weeklyUnlockPercent,\n      };\n    } catch {\n      return null;\n    }\n  }\n}\n","/**\n * Twitter Sentiment Provider — fetches token-specific sentiment data from Twitter API v2.\n * Uses OAuth 1.0a for user-context authentication (higher rate limits than app-only).\n * Rate limit: 10 requests/min, 100 tweets/request (Recent Search free tier).\n */\n\nimport { createHmac, randomBytes } from 'node:crypto';\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\n\nexport interface TwitterSentimentData {\n  mentionVolume: number;           // Total tweets in last hour vs 24h hourly average\n  sentimentScore: number;          // Simple keyword-based sentiment (-1 to +1)\n  engagementWeightedSentiment: number; // Sentiment weighted by engagement\n  volumeSpike: number;             // Ratio of last-hour volume to 24h hourly average\n  tweetCount: number;              // Total tweets analyzed\n  llmSentiment?: number;           // LLM-analyzed sentiment (-1 to +1)\n  llmConfidence?: number;          // average LLM confidence\n  llmBullishPercent?: number;      // % of tweets classified bullish\n  llmBearishPercent?: number;      // % classified bearish\n}\n\ninterface TwitterTweet {\n  id: string;\n  text: string;\n  created_at: string;\n  public_metrics: {\n    like_count: number;\n    retweet_count: number;\n    reply_count: number;\n  };\n  author_id: string;\n}\n\ninterface TwitterApiResponse {\n  data: TwitterTweet[];\n  meta: {\n    result_count: number;\n    next_token?: string;\n  };\n}\n\ninterface OpenAISentimentResponse {\n  sentiment: 'BULLISH' | 'BEARISH' | 'NEUTRAL';\n  confidence: number;\n}\n\ninterface TweetWithEngagement {\n  text: string;\n  engagement: number;\n}\n\nconst TWITTER_BASE = 'https://api.twitter.com/2';\n\n// Map CoinGecko token IDs to Twitter search queries\nconst TOKEN_TO_SEARCH: Record<string, string> = {\n  bitcoin: '$BTC OR #bitcoin',\n  ethereum: '$ETH OR #ethereum',\n  solana: '$SOL OR #solana',\n  arbitrum: '$ARB OR #arbitrum',\n  uniswap: '$UNI OR #uniswap',\n  aave: '$AAVE OR #aave',\n  chainlink: '$LINK OR #chainlink',\n  cardano: '$ADA OR #cardano',\n  polkadot: '$DOT OR #polkadot',\n  avalanche: '$AVAX OR #avalanche',\n  near: '$NEAR OR #near',\n  cosmos: '$ATOM OR #cosmos',\n  sui: '$SUI OR #sui',\n  aptos: '$APT OR #aptos',\n  maker: '$MKR OR #maker',\n  optimism: '$OP OR #optimism',\n  polygon: '$MATIC OR #polygon',\n  dogecoin: '$DOGE OR #dogecoin',\n  litecoin: '$LTC OR #litecoin',\n  filecoin: '$FIL OR #filecoin',\n  render: '$RENDER OR #render',\n  injective: '$INJ OR #injective',\n  jupiter: '$JUP OR #jupiter',\n  pendle: '$PENDLE OR #pendle',\n  pepe: '$PEPE OR #pepe',\n};\n\n// Sentiment keywords\nconst BULLISH_WORDS = [\n  'bullish', 'moon', 'pump', 'buy', 'long', 'breakout', 'ath', 'send it', 'lfg', 'wagmi', 'undervalued',\n  'hodl', 'diamond hands', 'to the moon', 'rocket', 'bull run', 'green', 'gainz', 'surge', 'rally'\n];\n\nconst BEARISH_WORDS = [\n  'bearish', 'dump', 'sell', 'short', 'crash', 'dead', 'rekt', 'ngmi', 'overvalued', 'scam',\n  'paper hands', 'bear market', 'red', 'dip', 'correction', 'bubble', 'rugpull', 'bloodbath'\n];\n\nexport class TwitterSentimentProvider {\n  private cacheDir: string;\n  private cacheTTL = 5 * 60 * 1000; // 5 minutes\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n  }\n\n  /** Get Twitter sentiment data for a token. Returns null if no data or API failure. */\n  async getSentiment(tokenId: string): Promise<TwitterSentimentData | null> {\n    const query = TOKEN_TO_SEARCH[tokenId];\n    if (!query) {\n      // For unknown tokens, try to use the token symbol if available\n      return null;\n    }\n\n    // Check cache first\n    const cached = await this.readCache(tokenId);\n    if (cached) return cached;\n\n    try {\n      // Fetch recent tweets (last 24 hours for volume analysis)\n      const tweets = await this.fetchTweets(query, new Date(Date.now() - 24 * 60 * 60 * 1000));\n      if (!tweets || tweets.length === 0) return null;\n\n      // Calculate metrics\n      const data = await this.analyzeTweets(tweets);\n\n      // Cache results\n      await this.writeCache(tokenId, data);\n\n      return data;\n    } catch (err) {\n      console.error(`Twitter API error for ${tokenId}: ${(err as Error).message}`);\n      return null;\n    }\n  }\n\n  /** Fetch tweets using Twitter API v2 Recent Search with OAuth 1.0a. */\n  private async fetchTweets(query: string, startTime: Date): Promise<TwitterTweet[] | null> {\n    const apiKey = process.env.TWITTER_API_KEY;\n    const apiSecret = process.env.TWITTER_API_SECRET;\n    const accessToken = process.env.TWITTER_ACCESS_TOKEN;\n    const accessTokenSecret = process.env.TWITTER_ACCESS_TOKEN_SECRET;\n\n    if (!apiKey || !apiSecret || !accessToken || !accessTokenSecret) {\n      throw new Error('Twitter API credentials not found in environment variables');\n    }\n\n    const url = new URL(`${TWITTER_BASE}/tweets/search/recent`);\n    url.searchParams.set('query', query);\n    url.searchParams.set('start_time', startTime.toISOString());\n    url.searchParams.set('max_results', '100');\n    url.searchParams.set('tweet.fields', 'created_at,public_metrics,author_id');\n\n    // Generate OAuth 1.0a signature\n    const oauthParams: Record<string, string> = {\n      oauth_consumer_key: apiKey,\n      oauth_token: accessToken,\n      oauth_signature_method: 'HMAC-SHA1',\n      oauth_timestamp: Math.floor(Date.now() / 1000).toString(),\n      oauth_nonce: randomBytes(16).toString('hex'),\n      oauth_version: '1.0',\n    };\n\n    // Create signature base string\n    const params = { ...oauthParams, ...Object.fromEntries(url.searchParams) };\n    const sortedParams = Object.keys(params)\n      .sort()\n      .map(key => `${encodeURIComponent(key)}=${encodeURIComponent(params[key])}`)\n      .join('&');\n\n    const signatureBaseString = `GET&${encodeURIComponent(url.origin + url.pathname)}&${encodeURIComponent(sortedParams)}`;\n\n    // Create signing key\n    const signingKey = `${encodeURIComponent(apiSecret)}&${encodeURIComponent(accessTokenSecret)}`;\n\n    // Generate signature\n    const signature = createHmac('sha1', signingKey).update(signatureBaseString).digest('base64');\n\n    // Create Authorization header\n    const authHeader = 'OAuth ' + Object.entries({ ...oauthParams, oauth_signature: signature })\n      .map(([key, value]) => `${encodeURIComponent(key)}=\"${encodeURIComponent(value)}\"`)\n      .join(', ');\n\n    const response = await fetch(url.toString(), {\n      headers: {\n        'Authorization': authHeader,\n        'User-Agent': 'Sherwood-Agent/1.0'\n      }\n    });\n\n    if (!response.ok) {\n      if (response.status === 429) {\n        // Rate limited\n        return null;\n      }\n      throw new Error(`Twitter API error: ${response.status} ${response.statusText}`);\n    }\n\n    const data = await response.json() as TwitterApiResponse;\n    return data.data || [];\n  }\n\n  /** Analyze sentiment using OpenAI GPT-4o-mini. */\n  private async analyzeSentimentWithLLM(tweets: TwitterTweet[]): Promise<{\n    llmSentiment: number;\n    llmConfidence: number;\n    llmBullishPercent: number;\n    llmBearishPercent: number;\n  } | null> {\n    const openaiKey = process.env.OPENAI_API_KEY;\n    if (!openaiKey) {\n      return null;\n    }\n\n    try {\n      // Prepare tweets with engagement data\n      const tweetsWithEngagement: TweetWithEngagement[] = tweets.map(tweet => ({\n        text: tweet.text,\n        engagement: tweet.public_metrics.like_count +\n                   tweet.public_metrics.retweet_count +\n                   tweet.public_metrics.reply_count,\n      }));\n\n      // Keep LLM pass bounded so full scanner doesn't timeout under 10-token auto mode.\n      // Use top-engagement tweets first because they carry the most signal.\n      const llmTweets = [...tweetsWithEngagement]\n        .sort((a, b) => b.engagement - a.engagement)\n        .slice(0, 40);\n      if (llmTweets.length === 0) {\n        return null;\n      }\n\n      // Batch tweets into groups of 20\n      const batchSize = 20;\n      const batches: TweetWithEngagement[][] = [];\n      for (let i = 0; i < llmTweets.length; i += batchSize) {\n        batches.push(llmTweets.slice(i, i + batchSize));\n      }\n\n      const allResults: (OpenAISentimentResponse & { engagement: number })[] = [];\n      let consecutiveBatchFailures = 0;\n      const MAX_CONSECUTIVE_BATCH_FAILURES = 2;\n\n      // Process each batch\n      for (const batch of batches) {\n        // Sanitize tweet text to prevent prompt injection:\n        // 1. Strip dangerous chars first (bidi overrides, zero-width, control chars)\n        // 2. Flatten newlines\n        // 3. Escape quotes/backslashes\n        // 4. Truncate\n        const sanitizeTweet = (text: string): string => {\n          return text\n            .replace(/[\\x00-\\x1f\\x7f]/g, '') // strip control chars\n            .replace(/[\\u200B-\\u200D\\u202A-\\u202E\\u2066-\\u2069\\u00AD\\uFEFF]/g, '') // strip bidi overrides + zero-width chars\n            .replace(/\\n/g, ' ') // flatten newlines\n            .replace(/[\"\\\\]/g, (c) => `\\\\${c}`) // escape quotes/backslashes\n            .slice(0, 280); // truncate last (after stripping, not before)\n        };\n\n        const tweetTexts = batch.map((tweet, idx) => `${idx + 1}. \"${sanitizeTweet(tweet.text)}\"`).join('\\n');\n\n        const systemPrompt = `You are a crypto market sentiment analyzer. For each tweet, classify sentiment as BULLISH, BEARISH, or NEUTRAL with confidence 0-100. Consider sarcasm, irony, and CT slang.\nReturn ONLY valid JSON with this exact shape:\n{\"results\":[{\"sentiment\":\"BULLISH|BEARISH|NEUTRAL\",\"confidence\":0-100}]}`;\n\n        const userPrompt = `Analyze these ${batch.length} tweets:\\n${tweetTexts}`;\n\n        const controller = new AbortController();\n        const timeout = setTimeout(() => controller.abort(), 10_000);\n        const response = await fetch('https://api.openai.com/v1/chat/completions', {\n          method: 'POST',\n          headers: {\n            'Authorization': `Bearer ${openaiKey}`,\n            'Content-Type': 'application/json',\n          },\n          body: JSON.stringify({\n            model: 'gpt-4o-mini',\n            messages: [\n              { role: 'system', content: systemPrompt },\n              { role: 'user', content: userPrompt },\n            ],\n            response_format: { type: 'json_object' },\n            temperature: 0,\n          }),\n          signal: controller.signal,\n        });\n        clearTimeout(timeout);\n\n        if (!response.ok) {\n          console.warn(`OpenAI API error: ${response.status} ${response.statusText}`);\n          consecutiveBatchFailures++;\n          if (consecutiveBatchFailures >= MAX_CONSECUTIVE_BATCH_FAILURES) return null;\n          continue;\n        }\n\n        const data = await response.json();\n        const content = data.choices?.[0]?.message?.content;\n        if (!content) {\n          console.warn('OpenAI API returned no content');\n          consecutiveBatchFailures++;\n          if (consecutiveBatchFailures >= MAX_CONSECUTIVE_BATCH_FAILURES) return null;\n          continue;\n        }\n\n        // Parse JSON response — strip markdown code blocks if present\n        let batchResults: OpenAISentimentResponse[];\n        try {\n          let jsonStr = content.trim();\n          // OpenAI sometimes wraps JSON in ```json ... ``` markdown blocks\n          if (jsonStr.startsWith('```')) {\n            jsonStr = jsonStr.replace(/^```(?:json)?\\s*\\n?/, '').replace(/\\n?```\\s*$/, '');\n          }\n          const parsed = JSON.parse(jsonStr) as unknown;\n          let parsedResults: unknown[] | null = null;\n\n          if (Array.isArray(parsed)) {\n            parsedResults = parsed;\n          } else if (parsed && typeof parsed === 'object') {\n            const obj = parsed as Record<string, unknown>;\n            if (Array.isArray(obj.results)) {\n              parsedResults = obj.results;\n            } else if (Array.isArray(obj.tweets)) {\n              parsedResults = obj.tweets;\n            } else if (Array.isArray(obj.sentiments)) {\n              parsedResults = obj.sentiments;\n            }\n          }\n\n          if (!parsedResults) {\n            const arrMatch = jsonStr.match(/\\[[\\s\\S]*\\]/);\n            if (arrMatch) {\n              const recovered = JSON.parse(arrMatch[0]) as unknown;\n              if (Array.isArray(recovered)) {\n                parsedResults = recovered;\n              }\n            }\n          }\n\n          if (!parsedResults) {\n            throw new Error('No parseable sentiment array');\n          }\n\n          batchResults = parsedResults.map((item) => {\n            const row = (item && typeof item === 'object') ? item as Record<string, unknown> : {};\n            const sentimentRaw = String(row.sentiment ?? row.label ?? row.classification ?? 'NEUTRAL').toUpperCase();\n            const confidenceRaw = Number(row.confidence ?? row.score ?? 50);\n            return {\n              sentiment: sentimentRaw as OpenAISentimentResponse['sentiment'],\n              confidence: confidenceRaw,\n            };\n          });\n\n          if (batchResults.length > batch.length) {\n            batchResults = batchResults.slice(0, batch.length);\n          } else if (batchResults.length < batch.length) {\n            while (batchResults.length < batch.length) {\n              batchResults.push({ sentiment: 'NEUTRAL', confidence: 50 });\n            }\n          }\n\n          // Validate each element to prevent NaN propagation from malformed responses\n          const VALID_SENTIMENTS = new Set(['BULLISH', 'BEARISH', 'NEUTRAL']);\n          for (const r of batchResults) {\n            if (!VALID_SENTIMENTS.has(r.sentiment)) r.sentiment = 'NEUTRAL';\n            if (typeof r.confidence !== 'number' || !Number.isFinite(r.confidence)) r.confidence = 50;\n            r.confidence = Math.max(0, Math.min(100, r.confidence));\n          }\n          consecutiveBatchFailures = 0;\n        } catch (parseErr) {\n          console.warn(`Failed to parse OpenAI response: ${parseErr}`);\n          consecutiveBatchFailures++;\n          if (consecutiveBatchFailures >= MAX_CONSECUTIVE_BATCH_FAILURES) return null;\n          // Continue using neutral placeholders for this batch instead of failing whole token scan.\n          batchResults = batch.map(() => ({ sentiment: 'NEUTRAL', confidence: 50 }));\n        }\n\n        // Combine with engagement data\n        for (let i = 0; i < batchResults.length; i++) {\n          allResults.push({\n            ...batchResults[i],\n            engagement: batch[i].engagement,\n          });\n        }\n      }\n\n      // Calculate weighted sentiment metrics\n      const bullishTweets = allResults.filter(r => r.sentiment === 'BULLISH');\n      const bearishTweets = allResults.filter(r => r.sentiment === 'BEARISH');\n\n      const totalTweets = allResults.length;\n      const llmBullishPercent = (bullishTweets.length / totalTweets) * 100;\n      const llmBearishPercent = (bearishTweets.length / totalTweets) * 100;\n\n      // Calculate engagement-weighted sentiment score\n      let totalWeightedScore = 0;\n      let totalWeight = 0;\n      let totalConfidence = 0;\n\n      for (const result of allResults) {\n        let sentimentMultiplier = 0;\n        if (result.sentiment === 'BULLISH') {\n          sentimentMultiplier = 1;\n        } else if (result.sentiment === 'BEARISH') {\n          sentimentMultiplier = -1;\n        }\n\n        const weight = (result.confidence / 100) * (1 + Math.log10(result.engagement + 1));\n        totalWeightedScore += sentimentMultiplier * weight;\n        totalWeight += weight;\n        totalConfidence += result.confidence;\n      }\n\n      const llmSentiment = totalWeight > 0 ? Math.max(-1, Math.min(1, totalWeightedScore / totalWeight)) : 0;\n      const llmConfidence = totalTweets > 0 ? totalConfidence / totalTweets : 0;\n\n      return {\n        llmSentiment,\n        llmConfidence,\n        llmBullishPercent,\n        llmBearishPercent,\n      };\n\n    } catch (error) {\n      console.warn(`LLM sentiment analysis failed: ${error}`);\n      return null;\n    }\n  }\n\n  /** Analyze tweets to calculate sentiment metrics. */\n  private async analyzeTweets(tweets: TwitterTweet[]): Promise<TwitterSentimentData> {\n    const now = Date.now();\n    const oneHourAgo = now - 60 * 60 * 1000;\n\n    // Separate recent (last hour) vs all tweets\n    const recentTweets = tweets.filter(t => new Date(t.created_at).getTime() > oneHourAgo);\n    const allTweets = tweets;\n\n    // Calculate mention volume (recent vs average)\n    const recentVolume = recentTweets.length;\n    const avgHourlyVolume = allTweets.length / 24; // 24 hours of data\n    const volumeSpike = avgHourlyVolume > 0 ? recentVolume / avgHourlyVolume : 1;\n\n    // Analyze sentiment for all tweets (keyword-based)\n    let bullishCount = 0;\n    let bearishCount = 0;\n    let totalEngagement = 0;\n    let engagementWeightedBullish = 0;\n    let engagementWeightedBearish = 0;\n\n    for (const tweet of allTweets) {\n      const text = tweet.text.toLowerCase();\n      const engagement = tweet.public_metrics.like_count +\n                       tweet.public_metrics.retweet_count +\n                       tweet.public_metrics.reply_count;\n\n      let tweetBullish = 0;\n      let tweetBearish = 0;\n\n      // Count sentiment words\n      for (const word of BULLISH_WORDS) {\n        if (text.includes(word)) tweetBullish++;\n      }\n      for (const word of BEARISH_WORDS) {\n        if (text.includes(word)) tweetBearish++;\n      }\n\n      if (tweetBullish > tweetBearish) {\n        bullishCount++;\n        engagementWeightedBullish += engagement;\n      } else if (tweetBearish > tweetBullish) {\n        bearishCount++;\n        engagementWeightedBearish += engagement;\n      }\n\n      totalEngagement += engagement;\n    }\n\n    // Calculate keyword-based sentiment scores\n    const totalAnalyzed = bullishCount + bearishCount;\n    const sentimentScore = totalAnalyzed > 0\n      ? Math.max(-1, Math.min(1, (bullishCount - bearishCount) / totalAnalyzed))\n      : 0;\n\n    const engagementWeightedSentiment = totalEngagement > 0\n      ? Math.max(-1, Math.min(1, (engagementWeightedBullish - engagementWeightedBearish) / totalEngagement))\n      : sentimentScore;\n\n    // Try LLM sentiment analysis\n    const llmResult = await this.analyzeSentimentWithLLM(allTweets);\n\n    const baseData: TwitterSentimentData = {\n      mentionVolume: recentVolume,\n      sentimentScore,\n      engagementWeightedSentiment,\n      volumeSpike,\n      tweetCount: allTweets.length,\n    };\n\n    // Add LLM results if available\n    if (llmResult) {\n      return {\n        ...baseData,\n        llmSentiment: llmResult.llmSentiment,\n        llmConfidence: llmResult.llmConfidence,\n        llmBullishPercent: llmResult.llmBullishPercent,\n        llmBearishPercent: llmResult.llmBearishPercent,\n      };\n    }\n\n    return baseData;\n  }\n\n  /** Read cached sentiment data. */\n  private async readCache(tokenId: string): Promise<TwitterSentimentData | null> {\n    try {\n      const cacheFile = join(this.cacheDir, `twitter-${tokenId}.json`);\n      const raw = await readFile(cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as { ts: number; data: TwitterSentimentData };\n\n      if (Date.now() - cached.ts < this.cacheTTL) {\n        return cached.data;\n      }\n    } catch {\n      // No cache or invalid cache\n    }\n    return null;\n  }\n\n  /** Write sentiment data to cache. */\n  private async writeCache(tokenId: string, data: TwitterSentimentData): Promise<void> {\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      const cacheFile = join(this.cacheDir, `twitter-${tokenId}.json`);\n      await writeFile(cacheFile, JSON.stringify({ ts: Date.now(), data }), 'utf-8');\n    } catch {\n      // Cache write failure is non-fatal\n    }\n  }\n\n  /** Get sentiment data with fallback to token symbol for unknown tokens. */\n  async getSentimentWithSymbol(tokenId: string, tokenSymbol?: string): Promise<TwitterSentimentData | null> {\n    // Try with known token mapping first\n    let result = await this.getSentiment(tokenId);\n\n    // If no result and we have a symbol, try searching with symbol\n    if (!result && tokenSymbol) {\n      const symbolQuery = `$${tokenSymbol.toUpperCase()} OR #${tokenSymbol.toLowerCase()}`;\n      try {\n        const tweets = await this.fetchTweets(symbolQuery, new Date(Date.now() - 24 * 60 * 60 * 1000));\n        if (tweets && tweets.length > 0) {\n          result = await this.analyzeTweets(tweets);\n          await this.writeCache(tokenId, result);\n        }\n      } catch {\n        // Symbol-based search failed\n      }\n    }\n\n    return result;\n  }\n}\n","/**\n * Generic Python subprocess bridge for Fincept scripts.\n *\n * Calls vendored Python scripts in cli/scripts/fincept/ as one-shot\n * subprocesses, parses their JSON stdout, and returns typed results.\n */\n\nimport { execFile } from \"node:child_process\";\nimport { join, dirname } from \"node:path\";\nimport { fileURLToPath } from \"node:url\";\nimport { existsSync } from \"node:fs\";\n\nconst __dirname = fileURLToPath(new URL(\".\", import.meta.url));\n\n/**\n * Resolve the fincept scripts directory. Works both in source mode\n * (cli/src/providers/fincept/ → ../../.. → cli/scripts/fincept) and\n * bundled mode (cli/dist/ → .. → cli/scripts/fincept).\n */\nfunction resolveScriptsDir(): string {\n  // Try source layout first: cli/src/providers/fincept/ → cli/scripts/fincept\n  const fromSource = join(__dirname, \"..\", \"..\", \"..\", \"scripts\", \"fincept\");\n  if (existsSync(fromSource)) return fromSource;\n  // Bundled layout: cli/dist/ → cli/scripts/fincept\n  const fromDist = join(__dirname, \"..\", \"scripts\", \"fincept\");\n  if (existsSync(fromDist)) return fromDist;\n  // Fallback: relative to cwd (typically repo root or cli/)\n  const fromCwd = join(process.cwd(), \"scripts\", \"fincept\");\n  if (existsSync(fromCwd)) return fromCwd;\n  const fromCwdCli = join(process.cwd(), \"cli\", \"scripts\", \"fincept\");\n  if (existsSync(fromCwdCli)) return fromCwdCli;\n  // Last resort\n  return fromSource;\n}\n\n/** Absolute path to the vendored fincept scripts directory. */\nexport const FINCEPT_SCRIPTS_DIR = resolveScriptsDir();\n\nexport interface BridgeResult<T = unknown> {\n  ok: boolean;\n  data?: T;\n  error?: string;\n  latencyMs: number;\n}\n\n// ---------------------------------------------------------------------------\n// In-memory cache\n// ---------------------------------------------------------------------------\n\ninterface CacheEntry {\n  ts: number;\n  data: unknown;\n}\n\nconst cache = new Map<string, CacheEntry>();\n\n/** Clear the in-memory bridge cache (useful in tests). */\nexport function clearFinceptCache(): void {\n  cache.clear();\n}\n\n// ---------------------------------------------------------------------------\n// Core bridge function\n// ---------------------------------------------------------------------------\n\nconst DEFAULT_TIMEOUT_MS = 30_000;\nconst MAX_BUFFER = 10 * 1024 * 1024; // 10 MB\n\n/**\n * Run a Fincept Python script and return its parsed JSON output.\n *\n * @param script   - Filename of the script inside FINCEPT_SCRIPTS_DIR (e.g. \"blockchain_com_data.py\")\n * @param args     - CLI arguments to pass after the script path\n * @param timeoutMs  - Subprocess timeout in milliseconds (default 30 s)\n * @param cacheTtlMs - How long to cache results in memory (0 = no cache)\n */\nexport async function callFincept<T = unknown>(\n  script: string,\n  args: string[] = [],\n  timeoutMs: number = DEFAULT_TIMEOUT_MS,\n  cacheTtlMs: number = 0,\n): Promise<BridgeResult<T>> {\n  const cacheKey = `${script}:${args.join(\":\")}`;\n\n  // Check cache\n  if (cacheTtlMs > 0) {\n    const entry = cache.get(cacheKey);\n    if (entry && Date.now() - entry.ts < cacheTtlMs) {\n      return { ok: true, data: entry.data as T, latencyMs: 0 };\n    }\n  }\n\n  // Validate script name — prevent path traversal\n  if (script.includes('/') || script.includes('\\\\') || !script.endsWith('.py')) {\n    return { ok: false, error: `Invalid script name: ${script}`, latencyMs: 0 };\n  }\n  const scriptPath = join(FINCEPT_SCRIPTS_DIR, script);\n  const t0 = Date.now();\n\n  return new Promise<BridgeResult<T>>((resolve) => {\n    execFile(\n      \"python3\",\n      [scriptPath, ...args],\n      {\n        timeout: timeoutMs,\n        maxBuffer: MAX_BUFFER,\n        env: process.env,\n      },\n      (error, stdout, _stderr) => {\n        const latencyMs = Date.now() - t0;\n\n        // Subprocess was killed (timeout)\n        if (error && \"killed\" in error && error.killed) {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" timed out after ${timeoutMs}ms`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Non-zero exit or other spawn error\n        if (error) {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" failed: ${error.message}`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Empty stdout\n        const raw = stdout.trim();\n        if (!raw) {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" returned empty output`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Parse JSON\n        let parsed: unknown;\n        try {\n          parsed = JSON.parse(raw);\n        } catch {\n          resolve({\n            ok: false,\n            error: `Script \"${script}\" returned invalid JSON: ${raw.slice(0, 200)}`,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Check for error field in response\n        if (\n          parsed !== null &&\n          typeof parsed === \"object\" &&\n          \"error\" in parsed &&\n          typeof (parsed as Record<string, unknown>).error === \"string\"\n        ) {\n          resolve({\n            ok: false,\n            error: (parsed as Record<string, string>).error,\n            latencyMs,\n          });\n          return;\n        }\n\n        // Success — cache if requested\n        if (cacheTtlMs > 0) {\n          cache.set(cacheKey, { ts: Date.now(), data: parsed });\n        }\n\n        resolve({ ok: true, data: parsed as T, latencyMs });\n      },\n    );\n  });\n}\n","/**\n * Messari fundamentals wrapper via Fincept bridge.\n *\n * Provides supply metrics, revenue, and developer activity for tokens.\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 60 * 60 * 1_000; // 1 hour\n\nexport interface MessariFundamentals {\n  marketCap: number;\n  supply: {\n    circulating: number;\n    max: number;\n    percentCirculating: number;\n  };\n  revenueUsd24h: number;\n  revenueGrowth7d: number;\n  developerActivity: number;\n}\n\n/**\n * Map CoinGecko IDs to Messari slugs where they differ.\n * Most IDs are identical — only overrides listed here.\n */\nconst CG_TO_MESSARI: Record<string, string> = {\n  \"avalanche-2\": \"avalanche\",\n  \"worldcoin-wld\": \"worldcoin\",\n  \"pudgy-penguins\": \"pudgy-penguins\",\n  \"fetch-ai\": \"fetch-ai\",\n};\n\n/** Messari API response shape (subset we care about). */\ninterface MessariResponse {\n  data: {\n    id: string;\n    metrics: {\n      market_data: {\n        price_usd: number;\n        market_cap: { current_marketcap_usd: number };\n      };\n      supply: {\n        circulating: number;\n        max: number;\n        y_2050: number;\n      };\n      blockchain_stats_24_hours: {\n        revenue_usd: number;\n      };\n      developer_activity: {\n        commits_last_3_months: number;\n      };\n    };\n  };\n}\n\n/**\n * Fetch Messari fundamentals for a token via the Fincept bridge.\n *\n * @param tokenId - CoinGecko token ID (e.g. \"ethereum\", \"avalanche-2\")\n * @returns Parsed fundamentals or null if unavailable\n */\nexport async function getMessariFundamentals(\n  tokenId: string,\n): Promise<MessariFundamentals | null> {\n  const slug = CG_TO_MESSARI[tokenId] ?? tokenId;\n\n  const result = await callFincept<MessariResponse>(\n    \"messari_data.py\",\n    [\"metrics\", slug],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!result.ok || !result.data?.data?.metrics) {\n    return null;\n  }\n\n  const m = result.data.data.metrics;\n  const circulating = m.supply?.circulating ?? 0;\n  const max = m.supply?.max ?? 0;\n\n  return {\n    marketCap: m.market_data?.market_cap?.current_marketcap_usd ?? 0,\n    supply: {\n      circulating,\n      max,\n      percentCirculating: max > 0 ? circulating / max : 0,\n    },\n    revenueUsd24h: m.blockchain_stats_24_hours?.revenue_usd ?? 0,\n    revenueGrowth7d: 0, // Messari doesn't expose this directly\n    developerActivity: m.developer_activity?.commits_last_3_months ?? 0,\n  };\n}\n","/**\n * Blockchain.com BTC network stats wrapper.\n *\n * Fetches hash rate, difficulty, mempool size, miner revenue, market price,\n * and transaction count via the Fincept Python bridge.\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 30 * 60 * 1000; // 30 minutes\n\nexport interface BtcNetworkStats {\n  hashRate: number;\n  difficulty: number;\n  mempoolSize: number;\n  minerRevenueBtc: number;\n  marketPriceUsd: number;\n  transactionCount: number;\n}\n\ninterface RawStats {\n  hash_rate: number;\n  difficulty: number;\n  mempool_size: number;\n  miners_revenue_btc: number;\n  market_price_usd: number;\n  n_tx: number;\n}\n\n/**\n * Fetch BTC network statistics from Blockchain.com via the Fincept bridge.\n * Returns null if the script fails or returns invalid data.\n */\nexport async function getBtcNetworkStats(): Promise<BtcNetworkStats | null> {\n  const result = await callFincept<RawStats>(\n    \"blockchain_com_data.py\",\n    [\"stats\"],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!result.ok || !result.data) {\n    return null;\n  }\n\n  const raw = result.data;\n  return {\n    hashRate: raw.hash_rate ?? 0,\n    difficulty: raw.difficulty ?? 0,\n    mempoolSize: raw.mempool_size ?? 0,\n    minerRevenueBtc: raw.miners_revenue_btc ?? 0,\n    marketPriceUsd: raw.market_price_usd ?? 0,\n    transactionCount: raw.n_tx ?? 0,\n  };\n}\n","/**\n * Polymarket/Manifold prediction market wrapper.\n *\n * Fetches crypto-relevant prediction markets via the Fincept Python bridge\n * and exposes them as typed PredictionMarket objects.\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 5 * 60 * 1000; // 5 minutes\n\nexport interface PredictionMarket {\n  question: string;\n  probability: number;\n  volume: number;\n}\n\nconst CRYPTO_KEYWORDS = [\n  \"bitcoin\",\n  \"btc\",\n  \"ethereum\",\n  \"eth\",\n  \"crypto\",\n  \"sec\",\n  \"etf\",\n  \"fed\",\n  \"rate\",\n  \"inflation\",\n  \"regulation\",\n  \"stablecoin\",\n  \"defi\",\n];\n\ninterface RawMarket {\n  question: string;\n  outcomePrices: string[];\n  probability: number;\n  volume: number;\n  active: boolean;\n  closed: boolean;\n}\n\n/**\n * Fetch crypto-relevant prediction markets from Polymarket/Manifold.\n * Returns up to 10 active markets whose question matches a crypto keyword.\n */\nexport async function getCryptoPredictions(): Promise<PredictionMarket[]> {\n  try {\n    const result = await callFincept<RawMarket[]>(\n      \"polymarket.py\",\n      [\"get_markets\", \"50\"],\n      30_000,\n      CACHE_TTL,\n    );\n\n    if (!result.ok || !result.data) {\n      return [];\n    }\n\n    const markets = result.data\n      .filter((m) => {\n        if (!m.active || m.closed) return false;\n        const q = m.question.toLowerCase();\n        return CRYPTO_KEYWORDS.some((kw) => q.includes(kw));\n      })\n      .map((m): PredictionMarket => {\n        const probability =\n          m.outcomePrices && m.outcomePrices.length > 0\n            ? parseFloat(m.outcomePrices[0])\n            : m.probability;\n        return {\n          question: m.question,\n          probability: isNaN(probability) ? m.probability : probability,\n          volume: m.volume,\n        };\n      })\n      .slice(0, 10);\n\n    return markets;\n  } catch {\n    return [];\n  }\n}\n","/**\n * CryptoCompare social / news wrapper via Fincept bridge.\n */\n\nimport { callFincept } from './bridge.js';\n\nconst NEWS_CACHE_TTL = 10 * 60 * 1_000; // 10 minutes\n\n/** Map CoinGecko token IDs → CryptoCompare symbols. */\nconst CC_SYMBOL_MAP: Record<string, string> = {\n  bitcoin: 'BTC',\n  ethereum: 'ETH',\n  solana: 'SOL',\n  aave: 'AAVE',\n  uniswap: 'UNI',\n  chainlink: 'LINK',\n  ripple: 'XRP',\n  dogecoin: 'DOGE',\n  polkadot: 'DOT',\n  avalanche: 'AVAX',\n  arbitrum: 'ARB',\n  hyperliquid: 'HYPE',\n  zcash: 'ZEC',\n  fartcoin: 'FARTCOIN',\n  pepe: 'PEPE',\n  cardano: 'ADA',\n  ethena: 'ENA',\n  'worldcoin-wld': 'WLD',\n  bittensor: 'TAO',\n  sui: 'SUI',\n  near: 'NEAR',\n  aptos: 'APT',\n};\n\nexport interface SocialData {\n  socialVolume24h: number;\n  socialVolumeSpike: number;\n  newsCount24h: number;\n  topNewsSentiment: number;\n}\n\n/**\n * Fetch CryptoCompare news and derive social-data metrics for a token.\n * Returns null when news data is unavailable.\n */\nexport async function getSocialData(tokenId: string): Promise<SocialData | null> {\n  const symbol = CC_SYMBOL_MAP[tokenId] ?? tokenId.toUpperCase();\n\n  try {\n    const newsResult = await callFincept(\n      'cryptocompare_data.py',\n      ['news'],\n      30_000,\n      NEWS_CACHE_TTL,\n    );\n\n    const rawData = newsResult.ok ? (newsResult.data as Record<string, unknown>) : undefined;\n    // Script returns { articles: [...] } (lowercase), raw API returns { Data: [...] } (uppercase)\n    const articles: Array<{ title?: string; categories?: string; tags?: string }> =\n      (rawData?.articles as Array<{ title?: string; categories?: string; tags?: string }>)\n      ?? (rawData?.Data as Array<{ title?: string; categories?: string; tags?: string }>)\n      ?? [];\n\n    const lowerSymbol = symbol.toLowerCase();\n    const lowerTokenId = tokenId.toLowerCase();\n\n    const matchingArticles = articles.filter((a) => {\n      const haystack = [a.title, a.categories, a.tags]\n        .filter(Boolean)\n        .join(' ')\n        .toLowerCase();\n      return haystack.includes(lowerSymbol) || haystack.includes(lowerTokenId);\n    });\n\n    return {\n      socialVolume24h: matchingArticles.length,\n      socialVolumeSpike: 1.0, // baseline — no historical comparison available\n      newsCount24h: matchingArticles.length,\n      topNewsSentiment: 0, // CryptoCompare doesn't have sentiment scores\n    };\n  } catch {\n    return null;\n  }\n}\n","/**\n * CryptoCompare candle wrapper — fallback candle source replacing CoinGecko OHLC.\n * Hyperliquid remains the primary candle source.\n */\n\nimport { callFincept } from \"./bridge.js\";\nimport type { Candle } from \"../../agent/technical.js\";\n\nconst OHLCV_CACHE_TTL = 2 * 60 * 60 * 1000; // 2 hours\n\n/** CoinGecko token ID → CryptoCompare symbol */\nconst CC_SYMBOL: Record<string, string> = {\n  bitcoin: \"BTC\",\n  ethereum: \"ETH\",\n  solana: \"SOL\",\n  aave: \"AAVE\",\n  uniswap: \"UNI\",\n  chainlink: \"LINK\",\n  ripple: \"XRP\",\n  dogecoin: \"DOGE\",\n  polkadot: \"DOT\",\n  avalanche: \"AVAX\",\n  arbitrum: \"ARB\",\n  hyperliquid: \"HYPE\",\n  zcash: \"ZEC\",\n  fartcoin: \"FARTCOIN\",\n  pepe: \"PEPE\",\n  cardano: \"ADA\",\n  ethena: \"ENA\",\n  \"worldcoin-wld\": \"WLD\",\n  bittensor: \"TAO\",\n  sui: \"SUI\",\n  near: \"NEAR\",\n  aptos: \"APT\",\n  \"pudgy-penguins\": \"PENGU\",\n  blur: \"BLUR\",\n  \"fetch-ai\": \"FET\",\n};\n\ninterface CCBar {\n  time: number;\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  volumefrom: number;\n  volumeto: number;\n}\n\ninterface CCResponse {\n  ohlcv: CCBar[];\n}\n\n/**\n * Fetch hourly candles from CryptoCompare via Fincept bridge and downsample to 4h.\n * Returns null if the token is unmapped or data is insufficient.\n */\nexport async function getCryptoCompareCandles(\n  tokenId: string,\n  limit: number = 180,\n): Promise<Candle[] | null> {\n  const symbol = CC_SYMBOL[tokenId];\n  if (!symbol) return null;\n\n  const result = await callFincept<CCResponse>(\n    \"cryptocompare_data.py\",\n    [\"hourly\", symbol, \"USD\", String(limit * 4)],\n    30_000,\n    OHLCV_CACHE_TTL,\n  );\n\n  if (!result.ok || !result.data) return null;\n\n  const bars = result.data.ohlcv;\n  if (!bars || bars.length < 10) return null;\n\n  // Downsample hourly bars to 4h candles\n  const candles: Candle[] = [];\n  for (let i = 0; i + 3 < bars.length; i += 4) {\n    const chunk = bars.slice(i, i + 4);\n    candles.push({\n      timestamp: chunk[0]!.time * 1000,\n      open: chunk[0]!.open,\n      high: Math.max(...chunk.map((b) => b.high)),\n      low: Math.min(...chunk.map((b) => b.low)),\n      close: chunk[chunk.length - 1]!.close,\n      volume: chunk.reduce((sum, b) => sum + b.volumeto, 0),\n    });\n  }\n\n  return candles.length > 0 ? candles : null;\n}\n","/**\n * Kronos volatility forecaster via Python subprocess.\n *\n * Runs the Kronos-mini foundation model (4.1M params) on CPU to predict\n * N future price paths from OHLCV candles, then computes volatility metrics\n * from the path spread.\n *\n * Latency: ~2.3s for 5 paths on CPU (tested on 2-core VPS).\n * Memory: ~350MB peak (model + PyTorch).\n * Cache: 1 hour (vol forecasts don't need per-cycle updates).\n */\n\nimport { execFile } from \"node:child_process\";\nimport { join } from \"node:path\";\nimport { existsSync } from \"node:fs\";\nimport { FINCEPT_SCRIPTS_DIR } from \"./bridge.js\";\nimport type { Candle } from \"../../agent/technical.js\";\n\n/** Kronos needs PyTorch — use the dedicated venv if it exists,\n *  otherwise fall back to system python3. */\nconst KRONOS_VENV_PYTHON = join(process.env.HOME ?? \"/home/ana\", \".sherwood\", \"kronos-venv\", \"bin\", \"python3\");\nconst KRONOS_PYTHON = existsSync(KRONOS_VENV_PYTHON) ? KRONOS_VENV_PYTHON : \"python3\";\n\nconst CACHE_TTL = 60 * 60 * 1000; // 1 hour\nconst TIMEOUT_MS = 30_000;\n\nexport interface KronosVolForecast {\n  /** Annualized volatility from Monte Carlo path spread. */\n  predictedVolatility: number;\n  /** Per-candle (4h) volatility as a fraction. */\n  predictedVol4h: number;\n  /** Directional bias from mean path: -1 (bearish) to +1 (bullish). */\n  directionalBias: number;\n  /** % spread between worst and best path at prediction horizon. */\n  pathSpreadPct: number;\n  /** Number of candles predicted. */\n  predictionHorizon: number;\n  /** Number of Monte Carlo paths generated. */\n  sampleCount: number;\n  /** Last input close price. */\n  lastClose: number;\n  /** Mean predicted close at horizon. */\n  meanPredictedClose: number;\n  /** Inference time in milliseconds. */\n  inferenceTimeMs: number;\n}\n\ninterface CacheEntry {\n  ts: number;\n  data: KronosVolForecast;\n}\n\nconst cache = new Map<string, CacheEntry>();\n\n/**\n * Run Kronos volatility forecast on OHLCV candles.\n *\n * @param tokenId  - Token identifier (used for caching)\n * @param candles  - Historical OHLCV candles (need at least 30, ideally 200)\n * @param samples  - Number of Monte Carlo paths (default 5)\n * @param predLen  - Number of future candles to predict (default 24)\n * @returns Volatility forecast or null on failure\n */\nexport async function getKronosVolForecast(\n  tokenId: string,\n  candles: Candle[],\n  samples: number = 5,\n  predLen: number = 24,\n): Promise<KronosVolForecast | null> {\n  // Check cache\n  const cacheKey = `kronos:${tokenId}`;\n  const cached = cache.get(cacheKey);\n  if (cached && Date.now() - cached.ts < CACHE_TTL) {\n    return cached.data;\n  }\n\n  if (!candles || candles.length < 30) return null;\n\n  // Prepare input JSON\n  const input = JSON.stringify({\n    candles: candles.map((c) => ({\n      timestamp: c.timestamp,\n      open: c.open,\n      high: c.high,\n      low: c.low,\n      close: c.close,\n      volume: c.volume,\n    })),\n  });\n\n  const scriptPath = join(FINCEPT_SCRIPTS_DIR, \"kronos_predict.py\");\n\n  return new Promise<KronosVolForecast | null>((resolve) => {\n    const proc = execFile(\n      KRONOS_PYTHON,\n      [scriptPath, \"--samples\", String(samples), \"--pred-len\", String(predLen)],\n      {\n        timeout: TIMEOUT_MS,\n        maxBuffer: 5 * 1024 * 1024,\n        env: { ...process.env },\n      },\n      (error, stdout, stderr) => {\n        if (error) {\n          console.error(`  [kronos] Inference failed: ${error.message}`);\n          resolve(null);\n          return;\n        }\n\n        try {\n          const result = JSON.parse(stdout.trim());\n          if (result.error) {\n            console.error(`  [kronos] ${result.error}`);\n            resolve(null);\n            return;\n          }\n\n          const forecast = result as KronosVolForecast;\n          cache.set(cacheKey, { ts: Date.now(), data: forecast });\n          resolve(forecast);\n        } catch {\n          console.error(`  [kronos] Invalid JSON output`);\n          resolve(null);\n        }\n      },\n    );\n\n    // Write candle data to stdin\n    if (proc.stdin) {\n      proc.stdin.write(input);\n      proc.stdin.end();\n    }\n  });\n}\n","/**\n * DefiLlama data wrapper.\n *\n * Fetches protocol TVL and yield pool data via the Fincept Python bridge\n * (defillama_data.py).\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst TVL_CACHE_TTL = 30 * 60 * 1000; // 30 minutes\n\ninterface DefiLlamaTvlResponse {\n  tvl?: number;\n  name?: string;\n  [key: string]: unknown;\n}\n\ninterface DefiLlamaYieldsResponse {\n  data?: Array<Record<string, unknown>>;\n}\n\nexport interface YieldPool {\n  pool: string;\n  chain: string;\n  project: string;\n  symbol: string;\n  tvlUsd: number;\n  apy: number;\n}\n\n/**\n * Fetch protocol TVL from DefiLlama.\n *\n * @param tokenId - CoinGecko-style token ID (e.g. \"aave\", \"uniswap\")\n * @returns TVL in USD, or null on failure\n */\nexport async function getProtocolTvl(\n  tokenId: string,\n): Promise<number | null> {\n  const res = await callFincept<DefiLlamaTvlResponse>(\n    \"defillama_data.py\",\n    [\"protocol\", tokenId],\n    30_000,\n    TVL_CACHE_TTL,\n  );\n\n  if (!res.ok || !res.data) return null;\n  return res.data.tvl ?? null;\n}\n\n/**\n * Fetch top yield pools from DefiLlama.\n *\n * @param limit - Maximum number of pools to return (default 20)\n * @returns Array of yield pool entries, or null on failure\n */\nexport async function getYieldPools(\n  limit: number = 20,\n): Promise<YieldPool[] | null> {\n  const res = await callFincept<DefiLlamaYieldsResponse>(\n    \"defillama_data.py\",\n    [\"yields\"],\n    30_000,\n    60 * 60 * 1000, // 1 hour cache\n  );\n\n  if (!res.ok || !res.data?.data) return null;\n\n  return res.data.data\n    .slice(0, limit)\n    .map((entry) => ({\n      pool: String(entry.pool ?? \"\"),\n      chain: String(entry.chain ?? \"\"),\n      project: String(entry.project ?? \"\"),\n      symbol: String(entry.symbol ?? \"\"),\n      tvlUsd: Number(entry.tvlUsd ?? 0),\n      apy: Number(entry.apy ?? 0),\n    }));\n}\n","/**\n * DexScreener data wrapper.\n *\n * Searches DEX pairs and fetches boosted tokens via the Fincept Python\n * bridge (dexscreener_data.py).\n */\n\nimport { callFincept } from \"./bridge.js\";\n\nconst CACHE_TTL = 5 * 60 * 1000; // 5 minutes\n\nexport interface FinceptDexPair {\n  chainId: string;\n  baseToken: { address: string; name: string; symbol: string };\n  quoteToken: { address: string; name: string; symbol: string };\n  priceUsd: string;\n  volume: { h24: number };\n  liquidity: { usd: number };\n  priceChange: { h24: number };\n  txns: { h24: { buys: number; sells: number } };\n}\n\ninterface DexSearchResponse {\n  pairs?: FinceptDexPair[];\n}\n\ninterface TokenBoost {\n  tokenAddress: string;\n  chainId: string;\n  amount: number;\n}\n\ninterface DexBoostedResponse {\n  data?: Array<Record<string, unknown>>;\n}\n\n/**\n * Search DexScreener for trading pairs matching a query.\n *\n * @param query - Search string (token name, symbol, or address)\n * @returns Array of matching pairs, or empty array on failure\n */\nexport async function searchDexPairs(\n  query: string,\n): Promise<FinceptDexPair[]> {\n  const res = await callFincept<DexSearchResponse>(\n    \"dexscreener_data.py\",\n    [\"search\", query],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!res.ok || !res.data?.pairs) return [];\n  return res.data.pairs;\n}\n\n/**\n * Fetch currently boosted tokens from DexScreener.\n *\n * @returns Array of boosted token entries, or empty array on failure\n */\nexport async function getTokenBoosts(): Promise<TokenBoost[]> {\n  const res = await callFincept<DexBoostedResponse>(\n    \"dexscreener_data.py\",\n    [\"boosted\"],\n    30_000,\n    CACHE_TTL,\n  );\n\n  if (!res.ok || !res.data?.data) return [];\n\n  return res.data.data.map((entry) => ({\n    tokenAddress: String(entry.tokenAddress ?? \"\"),\n    chainId: String(entry.chainId ?? \"\"),\n    amount: Number(entry.amount ?? 0),\n  }));\n}\n","/**\n * Signal logger — appends every token analysis to a JSONL file for tracking.\n * Fire-and-forget: never blocks analysis, never crashes on failure.\n */\n\nimport { appendFile, stat, rename, mkdir } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport type { TokenAnalysis } from './index.js';\nimport type { ScoringWeights } from './scoring.js';\nimport type { JudgeVerdict } from './judge.js';\n\nconst SIGNAL_DIR = join(homedir(), '.sherwood', 'agent');\nconst SIGNAL_FILE = join(SIGNAL_DIR, 'signal-history.jsonl');\nconst MAX_FILE_SIZE = 10 * 1024 * 1024; // 10MB\n\nexport interface SignalLogEntry {\n  timestamp: string;\n  tokenId: string;\n  tokenSymbol: string;\n  price: number;\n  decision: 'STRONG_BUY' | 'BUY' | 'HOLD' | 'SELL' | 'STRONG_SELL';\n  score: number;\n  confidence: number;\n  signals: { name: string; value: number; confidence: number }[];\n  regime: string;\n  btcCorrelation: number;\n  weights: { smartMoney: number; technical: number; sentiment: number; onchain: number; fundamental: number; event: number };\n  // LLM judge fields (v1 — additive, ignored by older consumers)\n  judgeVerdict?: \"confirm\" | \"veto\";\n  judgeReasoning?: string;\n  judgeConfidence?: number;\n  preJudgeAction?: string;\n  preJudgeScore?: number;\n  judgeLatencyMs?: number;\n  judgeCached?: boolean;\n}\n\nexport interface JudgeLogData {\n  verdict: JudgeVerdict;\n  preJudgeAction: string;\n  preJudgeScore: number;\n  latencyMs: number;\n  cached: boolean;\n}\n\n/**\n * Log a signal entry after token analysis completes.\n * Fire-and-forget — call without await. Errors are swallowed with a warning.\n */\nexport function logSignal(\n  analysis: TokenAnalysis,\n  price: number,\n  weights: ScoringWeights,\n  judgeData?: JudgeLogData,\n): void {\n  // Fire-and-forget — do not await\n  _writeSignal(analysis, price, weights, judgeData).catch((err) => {\n    console.error(`[signal-logger] Warning: failed to log signal: ${(err as Error).message}`);\n  });\n}\n\nasync function _writeSignal(\n  analysis: TokenAnalysis,\n  price: number,\n  weights: ScoringWeights,\n  judgeData?: JudgeLogData,\n): Promise<void> {\n  await mkdir(SIGNAL_DIR, { recursive: true });\n\n  // Auto-rotate if file exceeds 10MB\n  try {\n    const stats = await stat(SIGNAL_FILE);\n    if (stats.size > MAX_FILE_SIZE) {\n      const dateStr = new Date().toISOString().slice(0, 10);\n      const rotatedName = join(SIGNAL_DIR, `signal-history-${dateStr}.jsonl`);\n      await rename(SIGNAL_FILE, rotatedName);\n    }\n  } catch {\n    // File doesn't exist yet, that's fine\n  }\n\n  const entry: SignalLogEntry = {\n    timestamp: new Date().toISOString(),\n    tokenId: analysis.token,\n    tokenSymbol: analysis.token.toUpperCase().slice(0, 6),\n    price,\n    decision: analysis.decision.action,\n    score: analysis.decision.score,\n    confidence: analysis.decision.confidence,\n    signals: analysis.decision.signals.map((s) => ({\n      name: s.name,\n      value: s.value,\n      confidence: s.confidence,\n    })),\n    regime: analysis.regime?.regime ?? 'unknown',\n    btcCorrelation: analysis.correlation?.btcScore ?? 0,\n    weights: {\n      smartMoney: weights.smartMoney,\n      technical: weights.technical,\n      sentiment: weights.sentiment,\n      onchain: weights.onchain,\n      fundamental: weights.fundamental,\n      event: weights.event,\n    },\n    // Judge fields (additive — omitted when judge is off)\n    ...(judgeData ? {\n      judgeVerdict: judgeData.verdict.verdict,\n      judgeReasoning: judgeData.verdict.reasoning,\n      judgeConfidence: judgeData.verdict.confidence,\n      preJudgeAction: judgeData.preJudgeAction,\n      preJudgeScore: judgeData.preJudgeScore,\n      judgeLatencyMs: judgeData.latencyMs,\n      judgeCached: judgeData.cached,\n    } : {}),\n  };\n\n  const line = JSON.stringify(entry) + '\\n';\n  await appendFile(SIGNAL_FILE, line, 'utf-8');\n}\n\n/** Get the path to the signal history file. */\nexport function getSignalFilePath(): string {\n  return SIGNAL_FILE;\n}\n\n/** Get the signal directory path. */\nexport function getSignalDir(): string {\n  return SIGNAL_DIR;\n}\n","/**\n * LLM Judge — confirm or veto borderline trade decisions using Claude.\n *\n * V1 scope: confirm + veto only. No score overrides, no direction flips.\n * Fallback is always pass-through — judge can never block a cycle.\n */\n\nimport { createHash } from \"node:crypto\";\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport chalk from \"chalk\";\nimport { chatCompletion } from \"../lib/venice.js\";\nimport { getVeniceApiKey } from \"../lib/config.js\";\nimport type { TradeDecision } from \"./scoring.js\";\nimport type { TechnicalSignals } from \"./technical.js\";\nimport type { PortfolioState } from \"./risk.js\";\n\n// ── Types ──\n\nexport interface JudgeVerdict {\n  verdict: \"confirm\" | \"veto\";\n  reasoning: string;\n  risks: string[];\n  confidence: number;\n}\n\nexport interface JudgeConfig {\n  enabled: boolean;\n  model: string;\n  topN: number;\n  scoreBand: [number, number];\n  timeoutMs: number;\n  cacheTtlMs: number;\n}\n\nexport const DEFAULT_JUDGE_CONFIG: JudgeConfig = {\n  enabled: false,\n  model: \"llama-3.3-70b\",\n  topN: 3,\n  scoreBand: [0.10, 0.50],\n  timeoutMs: 8_000,\n  cacheTtlMs: 900_000, // 15 min\n};\n\n/** Context provided to the judge for a single token decision. */\nexport interface JudgeContext {\n  tokenId: string;\n  currentPrice: number;\n  decision: TradeDecision;\n  technicalSignals?: TechnicalSignals;\n  fearAndGreed?: number;\n  sentimentZScore?: number;\n  fundingRate?: number;\n  regime?: string;\n  btcRegime?: string;\n  btcBias?: string;\n  suppressionFactor?: number;\n  portfolio: {\n    openCount: number;\n    cashPct: number;\n    hasPositionThisToken: boolean;\n    inStopCooldown: boolean;\n    dailyPnlPct: number;\n  };\n  recentCloses?: number[];\n}\n\n// ── Fallback ──\n\nconst FALLBACK_VERDICT: JudgeVerdict = {\n  verdict: \"confirm\",\n  reasoning: \"fallback\",\n  risks: [],\n  confidence: 0,\n};\n\n// ── Cache ──\n\nconst CACHE_DIR = join(homedir(), \".sherwood\", \"agent\", \"cache\");\n\nfunction cacheKey(ctx: JudgeContext): string {\n  const priceBucket = Math.round(ctx.currentPrice / (ctx.currentPrice * 0.005));\n  const signalTuples = ctx.decision.signals\n    .map((s) => `${s.name}:${Math.sign(s.value)}`)\n    .sort()\n    .join(\",\");\n  const raw = `${ctx.tokenId}:${priceBucket}:${signalTuples}:${ctx.regime ?? \"unknown\"}`;\n  return createHash(\"sha256\").update(raw).digest(\"hex\").slice(0, 16);\n}\n\nasync function readCache(key: string, ttlMs: number): Promise<JudgeVerdict | undefined> {\n  try {\n    const path = join(CACHE_DIR, `judge-${key}.json`);\n    const data = JSON.parse(await readFile(path, \"utf-8\"));\n    if (Date.now() - (data.cachedAt ?? 0) < ttlMs) {\n      return data.verdict as JudgeVerdict;\n    }\n  } catch {\n    // Cache miss or read error — fine\n  }\n  return undefined;\n}\n\nasync function writeCache(key: string, verdict: JudgeVerdict): Promise<void> {\n  try {\n    await mkdir(CACHE_DIR, { recursive: true });\n    const path = join(CACHE_DIR, `judge-${key}.json`);\n    await writeFile(path, JSON.stringify({ cachedAt: Date.now(), verdict }), \"utf-8\");\n  } catch {\n    // Write failure is non-fatal\n  }\n}\n\n// ── Prompt ──\n\nconst SYSTEM_PROMPT = `You are a crypto trade-decision reviewer. Your job is to confirm or veto a proposed trade entry.\n\nReturn ONLY valid JSON matching this schema:\n{\"verdict\":\"confirm\"|\"veto\",\"reasoning\":\"<max 240 chars>\",\"risks\":[\"<max 80 chars each, 0-4 items>\"],\"confidence\":<0-1>}\n\nVETO conditions (veto if ANY apply):\n- Regime contradicts direction (e.g., trending-down regime for a long entry)\n- Token is in stop cooldown (recently stopped out)\n- Daily portfolio loss exceeds -2% and this is a new entry\n- Insufficient data quality (too many signals missing/zero)\n- BTC bearish bias with high suppression for a long entry on an alt\n\nCONFIRM otherwise. Default to confirm — only veto with clear justification.\nNo prose outside the JSON. No markdown fences.`;\n\nfunction buildUserPrompt(ctx: JudgeContext): string {\n  const d = ctx.decision;\n  const topSignals = [...d.signals]\n    .sort((a, b) => Math.abs(b.value) - Math.abs(a.value))\n    .slice(0, 3)\n    .map((s) => `${s.name}=${s.value.toFixed(3)}(c=${s.confidence.toFixed(2)})`)\n    .join(\", \");\n\n  const lines: string[] = [\n    `Token: ${ctx.tokenId} | Price: $${ctx.currentPrice.toPrecision(4)}`,\n    `Proposed: ${d.action} | Score: ${d.score.toFixed(3)} | Confidence: ${d.confidence.toFixed(2)}`,\n    `Top signals: ${topSignals}`,\n    `Regime: ${ctx.regime ?? \"unknown\"} | BTC regime: ${ctx.btcRegime ?? \"unknown\"}`,\n    `BTC bias: ${ctx.btcBias ?? \"neutral\"} | Suppression: ${(ctx.suppressionFactor ?? 1).toFixed(2)}`,\n  ];\n\n  if (ctx.technicalSignals) {\n    const t = ctx.technicalSignals;\n    lines.push(`RSI: ${isNaN(t.rsi) ? \"N/A\" : t.rsi.toFixed(1)} | MACD hist: ${isNaN(t.macd.histogram) ? \"N/A\" : t.macd.histogram.toFixed(4)} | ATR: ${isNaN(t.atr) ? \"N/A\" : t.atr.toFixed(4)}`);\n  }\n\n  if (ctx.fearAndGreed !== undefined) {\n    lines.push(`F&G: ${ctx.fearAndGreed}${ctx.sentimentZScore !== undefined ? ` (z=${ctx.sentimentZScore.toFixed(2)})` : \"\"}`);\n  }\n\n  if (ctx.fundingRate !== undefined) {\n    lines.push(`Funding rate (8h): ${(ctx.fundingRate * 100).toFixed(4)}%`);\n  }\n\n  const p = ctx.portfolio;\n  lines.push(`Portfolio: ${p.openCount} open | ${(p.cashPct * 100).toFixed(1)}% cash | dailyPnL: ${(p.dailyPnlPct * 100).toFixed(2)}%`);\n  lines.push(`This token: ${p.hasPositionThisToken ? \"HAS POSITION\" : \"no position\"} | Stop cooldown: ${p.inStopCooldown ? \"YES\" : \"no\"}`);\n\n  if (ctx.recentCloses?.length) {\n    lines.push(`Recent closes (10d): ${ctx.recentCloses.map((c) => c.toPrecision(4)).join(\", \")}`);\n  }\n\n  return lines.join(\"\\n\");\n}\n\n// ── Main entry point ──\n\n/**\n * Judge a trade decision. Returns confirm/veto verdict.\n * NEVER throws — all errors return fallback confirm.\n */\nexport async function judge(\n  ctx: JudgeContext,\n  config: JudgeConfig = DEFAULT_JUDGE_CONFIG,\n): Promise<{ verdict: JudgeVerdict; cached: boolean; latencyMs: number }> {\n  const start = Date.now();\n\n  try {\n    // Gate: judge disabled or no Venice API key\n    if (!config.enabled || !getVeniceApiKey()) {\n      return { verdict: FALLBACK_VERDICT, cached: false, latencyMs: 0 };\n    }\n\n    // Gate: only judge non-HOLD actions in the score band\n    const absScore = Math.abs(ctx.decision.score);\n    if (ctx.decision.action === \"HOLD\" || absScore < config.scoreBand[0] || absScore > config.scoreBand[1]) {\n      return { verdict: FALLBACK_VERDICT, cached: false, latencyMs: 0 };\n    }\n\n    // Check cache\n    const key = cacheKey(ctx);\n    const cached = await readCache(key, config.cacheTtlMs);\n    if (cached) {\n      return { verdict: cached, cached: true, latencyMs: Date.now() - start };\n    }\n\n    // Call Venice (OpenAI-compatible chat completions)\n    const result = await Promise.race([\n      chatCompletion({\n        model: config.model,\n        messages: [\n          { role: \"system\", content: SYSTEM_PROMPT },\n          { role: \"user\", content: buildUserPrompt(ctx) },\n        ],\n        maxTokens: 400,\n        temperature: 0.1,\n        disableThinking: true,\n      }),\n      new Promise<never>((_, reject) =>\n        setTimeout(() => reject(new Error(\"Judge timeout\")), config.timeoutMs),\n      ),\n    ]);\n\n    // Parse response\n    const parsed = parseVerdict(result.content);\n    await writeCache(key, parsed);\n\n    return { verdict: parsed, cached: false, latencyMs: Date.now() - start };\n  } catch (err) {\n    console.error(chalk.dim(`  [judge] Error: ${(err as Error).message} — falling back to confirm`));\n    return { verdict: FALLBACK_VERDICT, cached: false, latencyMs: Date.now() - start };\n  }\n}\n\n/**\n * Determine which tokens should be judged (budget gate).\n * Returns token IDs sorted by |score| descending, capped at topN.\n */\nexport function selectJudgeCandidates(\n  results: Array<{ token: string; score: number; action: string }>,\n  config: JudgeConfig,\n): Set<string> {\n  const candidates = results\n    .filter((r) => {\n      if (r.action === \"HOLD\") return false;\n      const abs = Math.abs(r.score);\n      // Upper bound is exclusive to match `judge()` gate at line 192\n      // (`absScore > config.scoreBand[1]` rejects). Inclusive here would\n      // pick a candidate that `judge()` then rejects → fallback confirm.\n      return abs >= config.scoreBand[0] && abs < config.scoreBand[1];\n    })\n    .sort((a, b) => Math.abs(b.score) - Math.abs(a.score))\n    .slice(0, config.topN);\n\n  return new Set(candidates.map((c) => c.token));\n}\n\n// ── Parsing ──\n\nfunction parseVerdict(raw: string): JudgeVerdict {\n  // Strip markdown fences if model wraps in ```json\n  let cleaned = raw.trim();\n  if (cleaned.startsWith(\"```\")) {\n    cleaned = cleaned.replace(/^```(?:json)?\\s*/, \"\").replace(/\\s*```$/, \"\");\n  }\n\n  const obj = JSON.parse(cleaned);\n\n  // Validate required fields\n  if (obj.verdict !== \"confirm\" && obj.verdict !== \"veto\") {\n    throw new Error(`Invalid verdict: ${obj.verdict}`);\n  }\n\n  return {\n    verdict: obj.verdict,\n    reasoning: typeof obj.reasoning === \"string\" ? obj.reasoning.slice(0, 240) : \"\",\n    risks: Array.isArray(obj.risks) ? obj.risks.slice(0, 4).map((r: unknown) => String(r).slice(0, 80)) : [],\n    confidence: typeof obj.confidence === \"number\" ? Math.max(0, Math.min(1, obj.confidence)) : 0.5,\n  };\n}\n","/**\n * Signal smoother — rolling-window average for fast/noisy signals.\n *\n * Some signals (HL orderbook + whale flow, Nansen smart money, DEX 1h flow,\n * funding rate) are measured at a granularity finer than their actual\n * information content. Per-scan readings can flip 100% direction within\n * minutes when the underlying state hasn't meaningfully changed.\n *\n * This module wraps the per-scan reading in a rolling N-reading average\n * before it enters the scoring engine. Disagreement across the window\n * also reduces the signal's confidence — a smoothed value of 0.16 from\n * [+0.5, -0.5, +0.5] reports lower confidence than 0.16 from\n * [0.16, 0.16, 0.17].\n *\n * Slow signals (RSI/MACD/EMA — already smoothed by their indicators,\n * F&G — daily index, multi-timeframe — uses 7d candles) are passed\n * through unchanged.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { dirname } from 'node:path';\nimport type { Signal } from './scoring.js';\n\n/** Signal names whose values benefit from rolling-window smoothing. */\nexport const FAST_SIGNAL_NAMES = new Set<string>([\n  'hyperliquidFlow',\n  'smartMoney',\n  'onchain',         // legacy direct on-chain signal name\n  'dexFlow',\n  'fundingRate',\n]);\n\ninterface SignalReading {\n  ts: number;        // epoch ms\n  value: number;     // -1 to +1\n  confidence: number;\n}\n\n/** Per-token, per-signal rolling buffer. */\ntype Cache = Record<string, Record<string, SignalReading[]>>;\n\nexport interface SmootherConfig {\n  /** How many readings to retain per (token, signal) buffer. */\n  windowSize: number;\n  /** Maximum age (ms) for a reading to count toward the average. */\n  maxAgeMs: number;\n  /** Confidence multiplier when the window has zero std-dev (perfect agreement). */\n  agreementBoost: number;\n  /** Cap on confidence reduction from disagreement. */\n  maxConfidencePenalty: number;\n}\n\nexport const DEFAULT_SMOOTHER_CONFIG: SmootherConfig = {\n  windowSize: 3,\n  maxAgeMs: 6 * 60 * 60 * 1000, // 6 hours — drop stale readings\n  agreementBoost: 1.0,\n  maxConfidencePenalty: 0.5,\n};\n\n/** Storage backend interface — disk for live, in-memory map for backtest. */\nexport interface SmootherStorage {\n  load(): Promise<Cache>;\n  save(cache: Cache): Promise<void>;\n}\n\n/** Disk-backed storage. Atomic write via temp file + rename. */\nexport class FileSmootherStorage implements SmootherStorage {\n  constructor(private filePath: string) {}\n\n  async load(): Promise<Cache> {\n    try {\n      const raw = await readFile(this.filePath, 'utf-8');\n      return JSON.parse(raw) as Cache;\n    } catch (err) {\n      if ((err as NodeJS.ErrnoException).code === 'ENOENT') return {};\n      throw err;\n    }\n  }\n\n  async save(cache: Cache): Promise<void> {\n    await mkdir(dirname(this.filePath), { recursive: true });\n    const tmp = this.filePath + '.tmp';\n    await writeFile(tmp, JSON.stringify(cache), 'utf-8');\n    const { rename } = await import('node:fs/promises');\n    await rename(tmp, this.filePath);\n  }\n}\n\n/** In-memory storage — for backtest where state is per-simulation. */\nexport class MemorySmootherStorage implements SmootherStorage {\n  private cache: Cache = {};\n  async load(): Promise<Cache> { return this.cache; }\n  async save(cache: Cache): Promise<void> { this.cache = cache; }\n}\n\nexport class SignalSmoother {\n  /** In-process mutex chain — serializes load→mutate→save across tokens in\n   *  the same process. Does NOT protect against multiple processes racing\n   *  the same file; for that, the disk storage does atomic replace and\n   *  re-reads the freshest cache inside the mutex. See README / H1 below. */\n  private writeLock: Promise<void> = Promise.resolve();\n\n  constructor(\n    private storage: SmootherStorage,\n    private config: SmootherConfig = DEFAULT_SMOOTHER_CONFIG,\n  ) {}\n\n  /**\n   * Smooth the given signals for a token. Fast signals get rolling-window\n   * averages with confidence penalties for disagreement. Slow signals\n   * pass through unchanged. Side effect: appends current readings to the\n   * cache and persists.\n   *\n   * Serialized via writeLock: concurrent calls from within the same\n   * process (e.g. parallel per-token smooths) queue on the shared mutex\n   * so each sees the freshest cache. Cross-process concurrency (two agent\n   * processes on the same host) is NOT fully safe — the second-to-save\n   * wins. Document: run one agent per host, or use MemorySmootherStorage\n   * in contexts with multiple simulation runs.\n   */\n  async smooth(tokenId: string, signals: Signal[], nowMs: number = Date.now()): Promise<Signal[]> {\n    // Queue on the shared mutex\n    const prev = this.writeLock;\n    let release: () => void = () => {};\n    this.writeLock = new Promise<void>((resolve) => { release = resolve; });\n    await prev;\n\n    try {\n      return await this.smoothUnlocked(tokenId, signals, nowMs);\n    } finally {\n      release();\n    }\n  }\n\n  private async smoothUnlocked(tokenId: string, signals: Signal[], nowMs: number): Promise<Signal[]> {\n    const cache = await this.storage.load();\n    // M2: sweep stale tokens out of the cache entirely so rotated-out\n    // tokens don't leak JSON size indefinitely. A token is \"stale\" if\n    // every signal buffer's newest reading is older than maxAgeMs.\n    const cutoff = nowMs - this.config.maxAgeMs;\n    for (const t of Object.keys(cache)) {\n      if (t === tokenId) continue;\n      const buffers = cache[t];\n      if (!buffers) continue;\n      const bufferList = Object.values(buffers);\n      const anyFresh = bufferList.some((b) => b.length > 0 && b[b.length - 1]!.ts >= cutoff);\n      if (!anyFresh) {\n        delete cache[t];\n      }\n    }\n    if (!cache[tokenId]) cache[tokenId] = {};\n\n    const out: Signal[] = [];\n    for (const sig of signals) {\n      if (!FAST_SIGNAL_NAMES.has(sig.name)) {\n        out.push(sig);\n        continue;\n      }\n\n      const buffer = cache[tokenId][sig.name] ?? [];\n\n      // Append current reading\n      buffer.push({ ts: nowMs, value: sig.value, confidence: sig.confidence });\n\n      // Drop stale readings\n      const cutoff = nowMs - this.config.maxAgeMs;\n      const fresh = buffer.filter((r) => r.ts >= cutoff);\n\n      // Trim to window size — keep newest N\n      const trimmed = fresh.slice(-this.config.windowSize);\n      cache[tokenId][sig.name] = trimmed;\n\n      // Compute smoothed value + confidence\n      const values = trimmed.map((r) => r.value);\n      const meanValue = values.reduce((a, b) => a + b, 0) / values.length;\n      const meanConfidence = trimmed.reduce((a, r) => a + r.confidence, 0) / trimmed.length;\n\n      // Std-dev in [-1,1] domain — max possible is 1.0 (alternating +1/-1)\n      let smoothedConfidence = meanConfidence;\n      if (trimmed.length > 1) {\n        const variance = values.reduce((sum, v) => sum + (v - meanValue) ** 2, 0) / values.length;\n        const stdDev = Math.sqrt(variance);\n        // Penalize confidence proportional to std-dev (clamped)\n        const penalty = Math.min(this.config.maxConfidencePenalty, stdDev);\n        smoothedConfidence = Math.max(0.05, meanConfidence * (1 - penalty));\n      }\n\n      out.push({\n        ...sig,\n        value: meanValue,\n        confidence: smoothedConfidence,\n        details: `${sig.details} [smoothed n=${trimmed.length}, raw=${sig.value.toFixed(2)}]`,\n      });\n    }\n\n    await this.storage.save(cache);\n    return out;\n  }\n}\n","/**\n * Entry gates — post-scoring filters that can downgrade an action before the\n * executor sees it. Adjacent in spirit to the LLM judge: the score + action\n * can still fire, but a cross-check against fresh market data may veto it.\n *\n * ── Velocity gate (Orca-inspired \"signal-velocity freshness\") ──\n *\n * Multi-signal stacks can fire BUY/SELL the moment the composite score crosses\n * a threshold — but if the underlying price move is already exhausted (flat or\n * reversing over the last ~1h), we're buying local tops (or shorting bottoms).\n * Orca's fix: refuse the entry if the most recent short-term velocity is not\n * aligned with the direction.\n *\n *   - BUY  rejected if 1h velocity < BUY_MIN_PCT  (default -1.0%)\n *   - SELL rejected if 1h velocity > SELL_MAX_PCT (default +1.0%)\n *   - HOLD never gated.\n *\n * When velocity data is unavailable (no Hyperliquid fields, insufficient candle\n * history), the gate skips — never reject blindly.\n */\nimport type { Candle } from \"./technical.js\";\nimport type { TokenAnalysis } from \"./index.js\";\nimport type { MarketRegime } from \"./regime.js\";\n\n// ── Configurable constants (easy to calibrate) ──\n\n/** BUY rejected if 1h velocity is below this (fraction, not percent).\n *  Relaxed from ±0.3% to ±1.0% — on 4h candles the velocity proxy covers\n *  a 4h window, where ±0.3% is normal noise even in trending markets. */\nexport const VELOCITY_GATE_BUY_MIN_PCT = -0.01;\n\n/** SELL rejected if 1h velocity is above this (fraction, not percent). */\nexport const VELOCITY_GATE_SELL_MAX_PCT = 0.01;\n\n/** Regimes where short entries are allowed. Shorts are blocked in all other\n *  regimes to prevent counter-trend fading — trade log analysis showed 25%\n *  short WR in non-bearish regimes vs 67% long WR. */\nexport const SHORT_ALLOWED_REGIMES: Set<MarketRegime> = new Set([\n  \"trending-down\",\n  \"high-volatility\",\n]);\n\n/** EntryGate configuration — exposed on AgentConfig for easy calibration. */\nexport interface EntryGateConfig {\n  /** Master toggle. When false, the gate is skipped entirely. Default true. */\n  velocityGateEnabled: boolean;\n  /** BUY is rejected when 1h velocity is strictly less than this. Default -0.01 (-1%). */\n  velocityGateBuyMinPct: number;\n  /** SELL is rejected when 1h velocity is strictly greater than this. Default +0.01 (+1%). */\n  velocityGateSellMaxPct: number;\n  /** When true, SELL/STRONG_SELL signals are blocked in non-bearish regimes\n   *  (trending-up, ranging, low-volatility). Default true. */\n  regimeGateEnabled: boolean;\n  /** When true, actionable entries must be backed by at least one aligned\n   *  high-quality signal, not just noisy/lagging components. Default true. */\n  realAlphaGateEnabled: boolean;\n}\n\nexport const DEFAULT_ENTRY_GATE_CONFIG: EntryGateConfig = {\n  velocityGateEnabled: true,\n  velocityGateBuyMinPct: VELOCITY_GATE_BUY_MIN_PCT,   // -1.0%\n  velocityGateSellMaxPct: VELOCITY_GATE_SELL_MAX_PCT,  // +1.0%\n  regimeGateEnabled: true,\n  realAlphaGateEnabled: true,\n};\n\n/** Signals allowed to justify an entry after the noisy-signal score filter.\n *  Only includes signals that are actually populated by active strategies —\n *  dexFlow / meanReversion / sentimentContrarian were removed when their\n *  strategies were disabled. */\nconst REAL_ALPHA_THRESHOLDS: Record<string, number> = {\n  smartMoney: 0.15,\n  whaleIntent: 0.15,\n  fundamental: 0.15,\n  narrativeVacuum: 0.25,\n};\n\nfunction hasAlignedRealAlpha(result: TokenAnalysis, direction: 1 | -1): boolean {\n  for (const signal of result.decision.signals) {\n    const threshold = REAL_ALPHA_THRESHOLDS[signal.name];\n    if (threshold === undefined) continue;\n    if (direction > 0 && signal.value >= threshold) return true;\n    if (direction < 0 && signal.value <= -threshold) return true;\n  }\n  return false;\n}\n\n/**\n * Derive a short-term velocity (fractional change) from candles.\n *\n * CoinGecko's /ohlc endpoint at days=30 returns 4h candles; at days=1 returns\n * 30m candles. Since the agent currently fetches days=30, the best proxy for\n * \"recent 1h-ish velocity\" is the last candle's close-over-previous-close\n * change (a 4h window — tight enough to capture fresh moves while respecting\n * the data we actually have).\n *\n * Returns undefined if we don't have enough data.\n */\nexport function deriveVelocityFromCandles(candles: Candle[] | undefined): number | undefined {\n  if (!candles || candles.length < 2) return undefined;\n  const last = candles[candles.length - 1]!;\n  const prev = candles[candles.length - 2]!;\n  if (!prev.close || prev.close <= 0) return undefined;\n  return last.close / prev.close - 1;\n}\n\n/**\n * Resolve the velocity to use for the gate:\n *   1. Prefer an explicit Hyperliquid 1h price change when available.\n *      (Units: decimal fraction, e.g. 0.012 for +1.2%. If the provider returns\n *      a percent instead, callers must divide by 100 before passing it in.)\n *   2. Fall back to the most-recent candle-over-candle change.\n *   3. Otherwise undefined — gate will skip.\n */\nexport function resolveVelocity(\n  priceChg1h: number | undefined,\n  candles: Candle[] | undefined,\n): number | undefined {\n  if (typeof priceChg1h === \"number\" && Number.isFinite(priceChg1h)) {\n    return priceChg1h;\n  }\n  return deriveVelocityFromCandles(candles);\n}\n\n/**\n * Post-scoring hook that downgrades BUY/SELL → HOLD when recent price\n * velocity is not aligned with the proposed direction. Preserves the original\n * action/score on `result.preVelocity` (mirrors the `preJudge` pattern).\n *\n * Rules:\n *   - BUY / STRONG_BUY:   downgrade if velocity <= buyMinPct (flat or falling)\n *   - SELL / STRONG_SELL: downgrade if velocity >= sellMaxPct (flat or rising)\n *   - HOLD: never gated\n *   - If velocity is undefined (no data): skip gate, return unchanged\n *   - If !config.velocityGateEnabled: skip gate, return unchanged\n *\n * Edge case: exactly 0 velocity on a BUY downgrades (strict <=). Same on SELL\n * for >=. This is intentional — \"flat\" price action is not confirmation.\n */\nexport function applyVelocityGate(\n  result: TokenAnalysis,\n  velocity: number | undefined,\n  config: EntryGateConfig = DEFAULT_ENTRY_GATE_CONFIG,\n  logger: (msg: string) => void = () => {},\n): TokenAnalysis {\n  if (!config.velocityGateEnabled) return result;\n  if (velocity === undefined || !Number.isFinite(velocity)) return result;\n\n  const action = result.decision.action;\n  const isBuy = action === \"BUY\" || action === \"STRONG_BUY\";\n  const isSell = action === \"SELL\" || action === \"STRONG_SELL\";\n\n  if (!isBuy && !isSell) return result;\n\n  const rejectBuy = isBuy && velocity <= config.velocityGateBuyMinPct;\n  const rejectSell = isSell && velocity >= config.velocityGateSellMaxPct;\n\n  if (!rejectBuy && !rejectSell) return result;\n\n  const direction = isBuy ? \"BUY\" : \"SELL\";\n  const threshold = isBuy ? config.velocityGateBuyMinPct : config.velocityGateSellMaxPct;\n  const pct = (velocity * 100).toFixed(2);\n  const thresholdPct = (threshold * 100).toFixed(2);\n  logger(\n    `  [velocity] DOWNGRADE ${result.token}: ${direction} ${action} blocked — 1h velocity ${pct}% ` +\n      `vs threshold ${thresholdPct}% (signal stale / exhausted)`,\n  );\n\n  return {\n    ...result,\n    preVelocity: { action: result.decision.action, score: result.decision.score },\n    decision: { ...result.decision, action: \"HOLD\" },\n  };\n}\n\n/**\n * Post-scoring gate that blocks SELL/STRONG_SELL when the market regime does\n * not support shorting. Trade log analysis (32 trades): shorts had 25% WR\n * (-$194) while longs had 67% WR (+$279). Most short losses came from fading\n * a recovery trend — the regime was ranging or trending-up, not bearish.\n *\n * Only allows shorts in:\n *   - trending-down: confirmed bearish regime\n *   - high-volatility: directional moves can go either way\n *\n * Blocks shorts in:\n *   - trending-up: counter-trend fade, historically destructive\n *   - ranging: choppy, no directional edge for shorts\n *   - low-volatility: not enough movement to profit from shorts\n *\n * When regime is undefined (no BTC data), the gate skips — never reject blindly.\n */\nexport function applyRegimeGate(\n  result: TokenAnalysis,\n  regime: MarketRegime | undefined,\n  config: EntryGateConfig = DEFAULT_ENTRY_GATE_CONFIG,\n  logger: (msg: string) => void = () => {},\n): TokenAnalysis {\n  if (!config.regimeGateEnabled) return result;\n  if (regime === undefined) return result;\n\n  const action = result.decision.action;\n  const isSell = action === \"SELL\" || action === \"STRONG_SELL\";\n\n  if (!isSell) return result;\n\n  if (SHORT_ALLOWED_REGIMES.has(regime)) return result;\n\n  logger(\n    `  [regime] DOWNGRADE ${result.token}: ${action} blocked — regime \"${regime}\" ` +\n      `does not support shorts (allowed: ${[...SHORT_ALLOWED_REGIMES].join(\", \")})`,\n  );\n\n  return {\n    ...result,\n    preRegime: { action: result.decision.action, score: result.decision.score },\n    decision: { ...result.decision, action: \"HOLD\" },\n  };\n}\n\n/**\n * Blocks entries whose score is created only by noisy/lagging signals. Recent\n * signal analysis showed momentum, TradingView, funding, and HL flow were\n * negative-edge inputs; this gate requires a separate aligned alpha source.\n */\nexport function applyRealAlphaGate(\n  result: TokenAnalysis,\n  config: EntryGateConfig = DEFAULT_ENTRY_GATE_CONFIG,\n  logger: (msg: string) => void = () => {},\n): TokenAnalysis {\n  if (!config.realAlphaGateEnabled) return result;\n\n  const action = result.decision.action;\n  const isBuy = action === \"BUY\" || action === \"STRONG_BUY\";\n  const isSell = action === \"SELL\" || action === \"STRONG_SELL\";\n  if (!isBuy && !isSell) return result;\n\n  const direction = isBuy ? 1 : -1;\n  if (hasAlignedRealAlpha(result, direction)) return result;\n\n  logger(\n    `  [alpha] DOWNGRADE ${result.token}: ${action} blocked — no aligned real-alpha ` +\n      `signal (requires smartMoney, fundamental, narrativeVacuum, or whaleIntent)`,\n  );\n\n  return {\n    ...result,\n    preAlpha: { action: result.decision.action, score: result.decision.score },\n    decision: { ...result.decision, action: \"HOLD\" },\n  };\n}\n","/**\n * Market regime detection module — analyzes BTC to classify market state.\n * Helps adjust strategy confidence based on current macro conditions.\n */\n\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport type { Candle } from \"./technical.js\";\nimport { calculateEMA, calculateBollingerBands, calculateATR } from \"./technical.js\";\n\nexport type MarketRegime = \"trending-up\" | \"trending-down\" | \"ranging\" | \"high-volatility\" | \"low-volatility\";\n\nexport interface RegimeAnalysis {\n  regime: MarketRegime;\n  confidence: number;        // 0-1 how sure we are about the regime\n  btcTrend: \"up\" | \"down\" | \"neutral\";\n  volatilityLevel: \"low\" | \"normal\" | \"high\" | \"extreme\";\n  details: string;\n  strategyAdjustments: Record<string, number>; // multiplier per strategy name (0.0 to 1.5)\n}\n\ninterface RegimeCache {\n  timestamp: number;\n  analysis: RegimeAnalysis;\n}\n\nexport class MarketRegimeDetector {\n  private cacheDir: string;\n  private cacheFile: string;\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'regime.json');\n  }\n\n  /**\n   * Detect current market regime using BTC candles.\n   * Returns cached result if less than 5 minutes old.\n   */\n  async detect(btcCandles: Candle[]): Promise<RegimeAnalysis> {\n    // Check cache first\n    try {\n      const cached = await this.loadCache();\n      const now = Date.now();\n      const cacheAge = now - cached.timestamp;\n      // 5-minute TTL — cycles run every ~25min, but a 15min cache lagged real\n      // regime shifts by up to a full cycle. 5min keeps the cache useful for\n      // back-to-back short scans while staying close to live state.\n      const CACHE_DURATION = 5 * 60 * 1000;\n\n      if (cacheAge < CACHE_DURATION) {\n        return cached.analysis;\n      }\n    } catch {\n      // Cache miss or invalid, continue to fresh analysis\n    }\n\n    const analysis = await this.analyzeBtc(btcCandles);\n\n    // Save to cache\n    try {\n      await this.saveCache(analysis);\n    } catch {\n      // Non-critical, continue without caching\n    }\n\n    return analysis;\n  }\n\n  /**\n   * Pure regime classification from a candle window — no network calls,\n   * no cache, no BTC dominance lookup. Use this from the backtester to\n   * compute regime per-candle without look-ahead bias or external IO.\n   */\n  static classifyFromCandles(candles: Candle[]): RegimeAnalysis {\n    const detector = new MarketRegimeDetector();\n    return detector.classifySync(candles);\n  }\n\n  /** Synchronous candle-only analysis — same logic as analyzeBtc minus dominance/IO. */\n  classifySync(candles: Candle[]): RegimeAnalysis {\n    if (candles.length < 60) {\n      return this.fallbackAnalysis(\"Insufficient BTC data for regime analysis\");\n    }\n\n    const closes = candles.map((c) => c.close);\n    const currentPrice = closes[closes.length - 1]!;\n\n    // ── Fast momentum override — shared with analyzeBtc ──\n    const momentumResult = this.checkMomentumOverride(candles, currentPrice);\n    if (momentumResult) return momentumResult;\n\n    // ── Standard EMA/ADX regime classification ──\n    // Apr 2026 audit: switched from EMA(50,200) + ADX(14) to EMA(21,50) + ADX(7).\n    // On 4h candles EMA(50,200) lagged 200+ hours — missed the Apr 13-14 BTC rally\n    // entirely. Faster EMAs + ADX(7) respond in ~28-50 hours instead.\n    const ema21 = calculateEMA(closes, 21);\n    const ema50 = calculateEMA(closes, 50);\n    const currentEma21 = this.getLastValidValue(ema21);\n    const currentEma50 = this.getLastValidValue(ema50);\n\n    const bb = calculateBollingerBands(candles, 20, 2.0);\n    const currentBbWidth = this.getLastValidValue(bb.width);\n\n    const atr = calculateATR(candles, 14);\n    const currentAtr = this.getLastValidValue(atr);\n    const atrRatio = currentAtr / currentPrice;\n\n    const adx = this.calculateADX(candles, 7);\n    const currentAdx = this.getLastValidValue(adx);\n\n    let btcTrend: RegimeAnalysis[\"btcTrend\"] = \"neutral\";\n    if (!isNaN(currentEma21) && !isNaN(currentEma50)) {\n      if (currentPrice > currentEma21 && currentEma21 > currentEma50) {\n        btcTrend = \"up\";\n      } else if (currentPrice < currentEma21 && currentEma21 < currentEma50) {\n        btcTrend = \"down\";\n      }\n    }\n\n    let volatilityLevel: RegimeAnalysis[\"volatilityLevel\"] = \"normal\";\n    if (!isNaN(currentBbWidth)) {\n      if (currentBbWidth < 0.04) volatilityLevel = \"low\";\n      else if (currentBbWidth > 0.20) volatilityLevel = \"extreme\";\n      else if (currentBbWidth > 0.10) volatilityLevel = \"high\";\n    }\n\n    let regime: MarketRegime;\n    let confidence: number;\n    let details: string;\n\n    if (volatilityLevel === \"extreme\") {\n      regime = \"high-volatility\";\n      confidence = 0.9;\n      details = `Extreme volatility (BB ${currentBbWidth.toFixed(3)}, ATR ${atrRatio.toFixed(3)})`;\n    } else if (volatilityLevel === \"low\" && currentAdx < 15) {\n      regime = \"low-volatility\";\n      confidence = 0.8;\n      details = `Low volatility (BB ${currentBbWidth.toFixed(3)}, ADX ${currentAdx.toFixed(1)})`;\n    } else {\n      if (currentAdx > 20 && btcTrend !== \"neutral\") {\n        if (btcTrend === \"up\") {\n          regime = \"trending-up\";\n          confidence = Math.min(0.9, 0.6 + (currentAdx - 20) * 0.01);\n          details = `Strong uptrend (ADX ${currentAdx.toFixed(1)})`;\n        } else {\n          regime = \"trending-down\";\n          confidence = Math.min(0.9, 0.6 + (currentAdx - 20) * 0.01);\n          details = `Strong downtrend (ADX ${currentAdx.toFixed(1)})`;\n        }\n      } else {\n        regime = \"ranging\";\n        confidence = currentAdx < 15 ? 0.7 : 0.5;\n        details = `Ranging (ADX ${currentAdx.toFixed(1)})`;\n      }\n    }\n\n    return {\n      regime,\n      confidence,\n      btcTrend,\n      volatilityLevel,\n      details,\n      strategyAdjustments: this.getStrategyAdjustments(regime),\n    };\n  }\n\n  private async analyzeBtc(candles: Candle[]): Promise<RegimeAnalysis> {\n    // Delegate to the synchronous classifier — the async BTC dominance\n    // fetch was dead code (checked absolute level, not trend; result\n    // only appended to details string, never used in classification).\n    return this.classifySync(candles);\n  }\n\n  private calculateADX(candles: Candle[], period: number): number[] {\n    if (candles.length < period + 1) return [];\n\n    // Calculate True Range and Directional Movement\n    const trueRanges: number[] = [];\n    const dmPlus: number[] = [];\n    const dmMinus: number[] = [];\n\n    for (let i = 1; i < candles.length; i++) {\n      const curr = candles[i]!;\n      const prev = candles[i - 1]!;\n\n      // True Range\n      const tr = Math.max(\n        curr.high - curr.low,\n        Math.abs(curr.high - prev.close),\n        Math.abs(curr.low - prev.close)\n      );\n      trueRanges.push(tr);\n\n      // Directional Movement\n      const upMove = curr.high - prev.high;\n      const downMove = prev.low - curr.low;\n\n      dmPlus.push(upMove > downMove && upMove > 0 ? upMove : 0);\n      dmMinus.push(downMove > upMove && downMove > 0 ? downMove : 0);\n    }\n\n    // Smooth the values using Wilder's smoothing\n    const smoothTR = this.wilderSmooth(trueRanges, period);\n    const smoothDMPlus = this.wilderSmooth(dmPlus, period);\n    const smoothDMMinus = this.wilderSmooth(dmMinus, period);\n\n    // Calculate DI+ and DI-\n    const diPlus: number[] = [];\n    const diMinus: number[] = [];\n    const dx: number[] = [];\n\n    for (let i = 0; i < smoothTR.length; i++) {\n      if (smoothTR[i] > 0) {\n        const diP = (smoothDMPlus[i] / smoothTR[i]) * 100;\n        const diM = (smoothDMMinus[i] / smoothTR[i]) * 100;\n        diPlus.push(diP);\n        diMinus.push(diM);\n\n        // Calculate DX\n        const diSum = diP + diM;\n        if (diSum > 0) {\n          dx.push((Math.abs(diP - diM) / diSum) * 100);\n        } else {\n          dx.push(0);\n        }\n      } else {\n        diPlus.push(0);\n        diMinus.push(0);\n        dx.push(0);\n      }\n    }\n\n    // ADX is the smoothed DX\n    return this.wilderSmooth(dx, period);\n  }\n\n  private wilderSmooth(values: number[], period: number): number[] {\n    const result: number[] = [];\n\n    for (let i = 0; i < values.length; i++) {\n      if (i < period - 1) {\n        result.push(NaN);\n      } else if (i === period - 1) {\n        // Initial smoothed value is simple average\n        const sum = values.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);\n        result.push(sum / period);\n      } else {\n        // Subsequent values use Wilder's smoothing\n        const prev = result[i - 1]!;\n        const current = values[i]!;\n        result.push((prev * (period - 1) + current) / period);\n      }\n    }\n\n    return result;\n  }\n\n  /**\n   * Fast momentum check — catches intraday trends that EMA/ADX miss.\n   * Returns a RegimeAnalysis if momentum override fires, or null to fall\n   * through to the standard EMA/ADX classification.\n   *\n   * Threshold is volatility-adjusted: 1.5× the 14-candle ATR as a\n   * percentage of current price, floored at 2% and capped at 8%.\n   * - BTC (daily ATR ~2%): threshold ≈ 3% — same as before\n   * - SOL (daily ATR ~5%): threshold ≈ 7.5% — avoids false triggers on normal alt vol\n   * - FARTCOIN (daily ATR ~10%): threshold = 8% cap — only fires on genuinely unusual moves\n   *\n   * Requirements for trending-up: price above threshold AND in the upper\n   * half of the range (prevents false positives on bounces within a larger\n   * downtrend). Symmetric for trending-down.\n   */\n  private checkMomentumOverride(candles: Candle[], currentPrice: number): RegimeAnalysis | null {\n    const MOMENTUM_LOOKBACK = 24;\n    const MIN_THRESHOLD = 0.02; // floor: 2%\n    const MAX_THRESHOLD = 0.08; // cap: 8%\n    const ATR_MULTIPLIER = 1.5;\n\n    // Compute 14-period ATR as a percentage of current price for vol-adjustment\n    const atrValues = calculateATR(candles, 14);\n    const currentAtr = this.getLastValidValue(atrValues);\n    const atrPct = currentPrice > 0 && !isNaN(currentAtr) ? currentAtr / currentPrice : 0.02;\n    const threshold = Math.min(MAX_THRESHOLD, Math.max(MIN_THRESHOLD, atrPct * ATR_MULTIPLIER));\n\n    // Compute volatility level BEFORE the override so it propagates\n    // into the returned RegimeAnalysis. Previously hardcoded \"normal\"\n    // which masked extreme volatility during fast moves.\n    const bb = calculateBollingerBands(candles, 20, 2.0);\n    const currentBbWidth = this.getLastValidValue(bb.width);\n    let volLevel: RegimeAnalysis[\"volatilityLevel\"] = \"normal\";\n    if (!isNaN(currentBbWidth)) {\n      if (currentBbWidth < 0.04) volLevel = \"low\";\n      else if (currentBbWidth > 0.20) volLevel = \"extreme\";\n      else if (currentBbWidth > 0.10) volLevel = \"high\";\n    }\n\n    const recentCandles = candles.slice(-MOMENTUM_LOOKBACK);\n    const recentLow = Math.min(...recentCandles.map((c) => c.low));\n    const recentHigh = Math.max(...recentCandles.map((c) => c.high));\n    const pctAboveLow = recentLow > 0 ? (currentPrice - recentLow) / recentLow : 0;\n    const pctBelowHigh = recentHigh > 0 ? (recentHigh - currentPrice) / recentHigh : 0;\n\n    const recentMid = (recentHigh + recentLow) / 2;\n    const inUpperHalf = currentPrice >= recentMid;\n    const inLowerHalf = currentPrice <= recentMid;\n\n    if (pctAboveLow >= threshold && inUpperHalf) {\n      return {\n        regime: \"trending-up\",\n        confidence: Math.min(0.85, 0.5 + pctAboveLow * 5),\n        btcTrend: \"up\",\n        volatilityLevel: volLevel,\n        details: `Momentum override: price +${(pctAboveLow * 100).toFixed(1)}% above ${MOMENTUM_LOOKBACK}-candle low (threshold ${(threshold * 100).toFixed(1)}%, ATR-adjusted)`,\n        strategyAdjustments: this.getStrategyAdjustments(\"trending-up\"),\n      };\n    }\n    if (pctBelowHigh >= threshold && inLowerHalf) {\n      return {\n        regime: \"trending-down\",\n        confidence: Math.min(0.85, 0.5 + pctBelowHigh * 5),\n        btcTrend: \"down\",\n        volatilityLevel: volLevel,\n        details: `Momentum override: price -${(pctBelowHigh * 100).toFixed(1)}% below ${MOMENTUM_LOOKBACK}-candle high (threshold ${(threshold * 100).toFixed(1)}%, ATR-adjusted)`,\n        strategyAdjustments: this.getStrategyAdjustments(\"trending-down\"),\n      };\n    }\n    return null;\n  }\n\n  private getStrategyAdjustments(regime: MarketRegime): Record<string, number> {\n    // Only active strategies. Trend-aligned signals boosted during trends,\n    // contrarian signals boosted during ranging.\n    const baseMultipliers: Record<MarketRegime, Record<string, number>> = {\n      \"trending-up\": {\n        breakoutOnChain: 1.3,\n        fundingRate: 1.0,\n        dexFlow: 1.2,\n        sentimentContrarian: 0.7,\n        hyperliquidFlow: 1.2,\n        multiTimeframe: 1.2,\n        crossSectionalMomentum: 1.2,\n        tradingviewSignal: 1.0,\n      },\n      \"trending-down\": {\n        breakoutOnChain: 1.3,\n        fundingRate: 1.2,\n        dexFlow: 1.2,\n        sentimentContrarian: 0.8,\n        hyperliquidFlow: 1.3,\n        multiTimeframe: 1.2,\n        crossSectionalMomentum: 1.2,\n        tradingviewSignal: 1.0,\n      },\n      \"ranging\": {\n        breakoutOnChain: 0.5,\n        fundingRate: 1.0,\n        dexFlow: 0.8,\n        sentimentContrarian: 1.3,\n        hyperliquidFlow: 1.0,\n        multiTimeframe: 0.8,\n        crossSectionalMomentum: 1.0,\n        tradingviewSignal: 1.0,\n      },\n      \"high-volatility\": {\n        breakoutOnChain: 1.0,\n        fundingRate: 1.0,\n        dexFlow: 0.7,\n        sentimentContrarian: 0.7,\n        hyperliquidFlow: 0.7,\n        multiTimeframe: 0.7,\n        crossSectionalMomentum: 0.8,\n        tradingviewSignal: 0.8,\n      },\n      \"low-volatility\": {\n        breakoutOnChain: 1.3,\n        fundingRate: 0.8,\n        dexFlow: 0.8,\n        sentimentContrarian: 0.8,\n        hyperliquidFlow: 0.8,\n        multiTimeframe: 1.2,\n        crossSectionalMomentum: 1.0,\n        tradingviewSignal: 1.0,\n      },\n    };\n\n    return baseMultipliers[regime];\n  }\n\n  private getLastValidValue(arr: number[]): number {\n    for (let i = arr.length - 1; i >= 0; i--) {\n      if (!isNaN(arr[i]!)) return arr[i]!;\n    }\n    return NaN;\n  }\n\n  private fallbackAnalysis(reason: string): RegimeAnalysis {\n    return {\n      regime: \"ranging\",\n      confidence: 0.3,\n      btcTrend: \"neutral\",\n      volatilityLevel: \"normal\",\n      details: reason,\n      strategyAdjustments: {\n        breakoutOnChain: 1.0,\n        fundingRate: 1.0,\n        dexFlow: 1.0,\n        sentimentContrarian: 1.0,\n        hyperliquidFlow: 1.0,\n        multiTimeframe: 1.0,\n        crossSectionalMomentum: 1.0,\n        tradingviewSignal: 1.0,\n      },\n    };\n  }\n\n  private async loadCache(): Promise<RegimeCache> {\n    const data = await readFile(this.cacheFile, 'utf-8');\n    return JSON.parse(data) as RegimeCache;\n  }\n\n  private async saveCache(analysis: RegimeAnalysis): Promise<void> {\n    await mkdir(this.cacheDir, { recursive: true });\n    const cache: RegimeCache = {\n      timestamp: Date.now(),\n      analysis,\n    };\n    await writeFile(this.cacheFile, JSON.stringify(cache, null, 2), 'utf-8');\n  }\n}","/**\n * Correlation guard module — prevents going long on alts when BTC is bearish.\n * Uses BTC technicals to assess market structure and suppress/boost alt signals.\n */\n\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport type { Candle } from \"./technical.js\";\nimport { calculateEMA, calculateRSI, calculateMACD } from \"./technical.js\";\nimport { CoinGeckoProvider } from \"../providers/data/coingecko.js\";\nimport { HyperliquidProvider } from \"../providers/data/hyperliquid.js\";\n\nexport interface CorrelationCheck {\n  btcBias: \"bullish\" | \"bearish\" | \"neutral\";\n  btcScore: number;        // -1 to +1\n  shouldSuppress: boolean; // true if alt long signal should be reduced\n  suppressionFactor: number; // 0.0 to 1.0 multiplier on alt signals\n  reason: string;\n}\n\ninterface CorrelationCache {\n  timestamp: number;\n  btcStructure: BtcStructure;\n}\n\ninterface BtcStructure {\n  price: number;\n  ema50: number;\n  ema200: number;\n  rsi: number;\n  macdDirection: \"bullish\" | \"bearish\" | \"neutral\";\n  score: number;\n}\n\nexport class CorrelationGuard {\n  private cacheDir: string;\n  private cacheFile: string;\n  private coingecko: CoinGeckoProvider;\n  private hyperliquid: HyperliquidProvider;\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'btc-correlation.json');\n    this.coingecko = new CoinGeckoProvider();\n    this.hyperliquid = new HyperliquidProvider();\n  }\n\n  /**\n   * Check correlation and return suppression factors for a given token.\n   * BTC itself is never suppressed. Stablecoins are never suppressed.\n   */\n  async checkCorrelation(tokenId: string): Promise<CorrelationCheck> {\n    // Skip correlation check for BTC and stablecoins\n    if (this.shouldSkipCorrelation(tokenId)) {\n      return this.neutralCheck(\"BTC or stablecoin - no correlation suppression\");\n    }\n\n    // Get BTC structure (cached for 10 minutes)\n    const btcStructure = await this.getBtcStructure();\n\n    // Determine BTC bias and score\n    const { bias, score, reason } = this.assessBtcBias(btcStructure);\n\n    // Calculate suppression for alt tokens\n    const { shouldSuppress, suppressionFactor } = this.calculateSuppression(bias, score);\n\n    return {\n      btcBias: bias,\n      btcScore: score,\n      shouldSuppress,\n      suppressionFactor,\n      reason,\n    };\n  }\n\n  private shouldSkipCorrelation(tokenId: string): boolean {\n    // Skip BTC itself\n    if (tokenId === \"bitcoin\") return true;\n\n    // Skip stablecoins\n    const stablecoins = [\n      \"tether\", \"usd-coin\", \"binance-usd\", \"dai\", \"frax\",\n      \"trueusd\", \"paxos-standard\", \"gemini-dollar\", \"liquity-usd\"\n    ];\n\n    return stablecoins.includes(tokenId);\n  }\n\n  private async getBtcStructure(): Promise<BtcStructure> {\n    // Check cache first (5-min TTL — HL data is free and fast, no rate-limit concern).\n    let cached: CorrelationCache | undefined;\n    try {\n      cached = await this.loadCache();\n      const cacheAge = Date.now() - cached.timestamp;\n      const CACHE_DURATION = 5 * 60 * 1000; // 5 minutes — HL data is real-time and free\n      if (cacheAge < CACHE_DURATION && cached.btcStructure.price > 0) {\n        return cached.btcStructure;\n      }\n    } catch {\n      // Cache miss — continue to fresh analysis.\n    }\n\n    // PRIMARY: Hyperliquid native data (free, no rate limits, real-time)\n    const hlStructure = await this.analyzeBtcFromHL();\n    if (hlStructure && hlStructure.price > 0) {\n      try { await this.saveCache(hlStructure); } catch { /* non-critical */ }\n      return hlStructure;\n    }\n\n    // FALLBACK: CoinGecko OHLC (rate-limited on free tier, often 429s)\n    const cgStructure = await this.analyzeBtcFromCG();\n    if (cgStructure.price > 0) {\n      try { await this.saveCache(cgStructure); } catch { /* non-critical */ }\n      return cgStructure;\n    }\n\n    // Both failed — prefer stale-but-real cache over neutral fallback.\n    if (cached && cached.btcStructure.price > 0) {\n      return cached.btcStructure;\n    }\n\n    return cgStructure; // neutral fallback\n  }\n\n  /**\n   * PRIMARY path: derive BTC structure from Hyperliquid exchange data.\n   *\n   * Uses mark price, 24h price change, funding rate, OI change, order-book\n   * imbalance, and large-trades bias — all fetched in a single free API call\n   * with no rate-limit risk. Replaces the CG OHLC path that was permanently\n   * 429-ing on the free tier and poisoning the correlation cache.\n   *\n   * Scoring weights mirror the CG path's 40/30/30 split:\n   *  - 24h momentum (40%) — replaces EMA alignment\n   *  - Funding direction (30%) — replaces MACD histogram\n   *  - Flow bias (30%) — replaces RSI, derived from OB imbalance + large trades\n   */\n  private async analyzeBtcFromHL(): Promise<BtcStructure | null> {\n    try {\n      const data = await this.hyperliquid.getHyperliquidData(\"bitcoin\");\n      if (!data || data.markPrice <= 0) return null;\n\n      let score = 0;\n\n      // 24h momentum (40% weight) — replaces EMA alignment\n      const pctChange24h = data.prevDayPrice > 0\n        ? (data.markPrice - data.prevDayPrice) / data.prevDayPrice\n        : 0;\n      if (pctChange24h > 0.01) score += 0.4;       // >+1% day → bullish\n      else if (pctChange24h < -0.01) score -= 0.4;  // <-1% day → bearish\n      else score += pctChange24h * 40;               // linear between ±1%\n\n      // Funding direction (30% weight) — replaces MACD\n      // Positive funding = longs overleveraged = potentially bearish\n      // Negative = shorts overleveraged = potentially bullish\n      const fr = data.fundingRate;\n      if (fr > 0.0001) score -= 0.3;       // strong positive funding → bearish signal\n      else if (fr < -0.0001) score += 0.3;  // strong negative funding → bullish signal\n      else score -= fr * 3000;               // linear in between (inverted — high funding is bearish)\n\n      // Flow bias (30% weight) — replaces RSI\n      // Combine order-book imbalance + large-trades net direction\n      const flowBias = (data.orderBookImbalance + data.largeTradesBias) / 2;\n      if (flowBias > 0.2) score += 0.3;\n      else if (flowBias < -0.2) score -= 0.3;\n      else score += flowBias * 1.5;  // linear scale\n\n      score = Math.max(-1, Math.min(1, score));\n\n      // Map to BtcStructure — ema50/ema200/rsi aren't computed from HL data,\n      // but score + price + macdDirection are the only fields consumed by\n      // assessBtcBias / calculateSuppression downstream. Set the rest to\n      // sentinel values that won't confuse debuggers.\n      const macdDirection: BtcStructure[\"macdDirection\"] =\n        fr > 0.0001 ? \"bearish\" : fr < -0.0001 ? \"bullish\" : \"neutral\";\n\n      return {\n        price: data.markPrice,\n        ema50: 0,    // not available from HL — unused in scoring\n        ema200: 0,   // not available from HL — unused in scoring\n        rsi: 50,     // not available from HL — unused in scoring\n        macdDirection,\n        score,\n      };\n    } catch (err) {\n      console.warn(`BTC structure from Hyperliquid failed: ${(err as Error).message}`);\n      return null;\n    }\n  }\n\n  /** FALLBACK: CoinGecko OHLC-based BTC analysis. Rate-limited on free tier. */\n  private async analyzeBtcFromCG(): Promise<BtcStructure> {\n    try {\n      // Fetch BTC candles (90 days for EMAs — CoinGecko returns daily candles at days>=90,\n      // giving us ~90 bars, enough for the 50-bar floor required by EMA/RSI/MACD history).\n      const ohlcData = await this.coingecko.getOHLC(\"bitcoin\", 90);\n\n      if (!ohlcData || ohlcData.length < 50) {\n        throw new Error(\"Insufficient BTC data\");\n      }\n\n      const candles: Candle[] = ohlcData.map((c: number[]) => ({\n        timestamp: c[0]!,\n        open: c[1]!,\n        high: c[2]!,\n        low: c[3]!,\n        close: c[4] ?? c[3]!,\n        volume: 0, // Not needed for structure assessment\n      }));\n\n      const closes = candles.map(c => c.close);\n      const currentPrice = closes[closes.length - 1]!;\n\n      // Calculate technical indicators\n      const ema50Array = calculateEMA(closes, 50);\n      const ema200Array = calculateEMA(closes, 200);\n      const rsiArray = calculateRSI(candles, 14);\n      const macd = calculateMACD(candles, 12, 26, 9);\n\n      // Get latest valid values\n      const ema50 = this.getLastValidValue(ema50Array);\n      const ema200 = this.getLastValidValue(ema200Array);\n      const rsi = this.getLastValidValue(rsiArray);\n      const macdHistogram = this.getLastValidValue(macd.histogram);\n\n      // Determine MACD direction\n      let macdDirection: BtcStructure[\"macdDirection\"] = \"neutral\";\n      if (!isNaN(macdHistogram)) {\n        if (macdHistogram > 0.1) macdDirection = \"bullish\";\n        else if (macdHistogram < -0.1) macdDirection = \"bearish\";\n      }\n\n      // Calculate composite score (-1 to +1)\n      let score = 0;\n\n      // EMA alignment (40% weight)\n      if (!isNaN(ema50) && !isNaN(ema200)) {\n        if (currentPrice > ema50 && ema50 > ema200) {\n          score += 0.4; // Bullish alignment\n        } else if (currentPrice < ema50 && ema50 < ema200) {\n          score -= 0.4; // Bearish alignment\n        }\n        // Neutral if mixed\n      }\n\n      // RSI (30% weight)\n      if (!isNaN(rsi)) {\n        if (rsi < 40) {\n          score += 0.3; // Oversold = potentially bullish\n        } else if (rsi > 60) {\n          score -= 0.3; // Overbought = potentially bearish\n        }\n        // Scale linearly between 40-60\n        else {\n          const rsiScore = -((rsi - 50) / 10) * 0.15; // Max ±0.15 in neutral range\n          score += rsiScore;\n        }\n      }\n\n      // MACD direction (30% weight)\n      if (macdDirection === \"bullish\") {\n        score += 0.3;\n      } else if (macdDirection === \"bearish\") {\n        score -= 0.3;\n      }\n\n      // Clamp score to [-1, 1]\n      score = Math.max(-1, Math.min(1, score));\n\n      return {\n        price: currentPrice,\n        ema50: isNaN(ema50) ? 0 : ema50,\n        ema200: isNaN(ema200) ? 0 : ema200,\n        rsi: isNaN(rsi) ? 50 : rsi,\n        macdDirection,\n        score,\n      };\n\n    } catch (error) {\n      console.warn(`BTC structure analysis failed: ${(error as Error).message}`);\n\n      // Return neutral structure on failure\n      return {\n        price: 0,\n        ema50: 0,\n        ema200: 0,\n        rsi: 50,\n        macdDirection: \"neutral\",\n        score: 0,\n      };\n    }\n  }\n\n  private assessBtcBias(structure: BtcStructure): { bias: CorrelationCheck[\"btcBias\"], score: number, reason: string } {\n    const score = structure.score;\n\n    if (score < -0.3) {\n      const components = [];\n      if (structure.price > 0 && structure.ema50 > 0 && structure.ema200 > 0) {\n        if (structure.price < structure.ema50 && structure.ema50 < structure.ema200) {\n          components.push(\"below EMAs\");\n        }\n      }\n      if (structure.rsi < 40) components.push(`RSI ${structure.rsi.toFixed(1)}`);\n      if (structure.macdDirection === \"bearish\") components.push(\"MACD bearish\");\n\n      return {\n        bias: \"bearish\",\n        score,\n        reason: `BTC bearish (${score.toFixed(2)}) — ${components.join(\", \") || \"weak structure\"}`,\n      };\n    }\n\n    if (score > 0.3) {\n      const components = [];\n      if (structure.price > 0 && structure.ema50 > 0 && structure.ema200 > 0) {\n        if (structure.price > structure.ema50 && structure.ema50 > structure.ema200) {\n          components.push(\"above EMAs\");\n        }\n      }\n      if (structure.rsi > 60) components.push(`RSI ${structure.rsi.toFixed(1)}`);\n      if (structure.macdDirection === \"bullish\") components.push(\"MACD bullish\");\n\n      return {\n        bias: \"bullish\",\n        score,\n        reason: `BTC bullish (${score.toFixed(2)}) — ${components.join(\", \") || \"strong structure\"}`,\n      };\n    }\n\n    return {\n      bias: \"neutral\",\n      score,\n      reason: `BTC neutral (${score.toFixed(2)}) — mixed signals`,\n    };\n  }\n\n  private calculateSuppression(bias: CorrelationCheck[\"btcBias\"], score: number): { shouldSuppress: boolean, suppressionFactor: number } {\n    if (bias === \"bearish\") {\n      // Strong bearish: suppress longs heavily, boost shorts slightly\n      const suppressionFactor = 1 + score; // score is negative, so this reduces the factor\n      return {\n        shouldSuppress: true,\n        suppressionFactor: Math.max(0.1, suppressionFactor), // Min 10% of original signal\n      };\n    }\n\n    if (bias === \"bullish\") {\n      // Strong bullish: boost longs slightly, suppress shorts\n      const boostFactor = 1 + score * 0.2; // Max 20% boost for longs\n      return {\n        shouldSuppress: false,\n        suppressionFactor: Math.min(1.2, boostFactor), // Max 20% boost\n      };\n    }\n\n    // Neutral: no suppression\n    return {\n      shouldSuppress: false,\n      suppressionFactor: 1.0,\n    };\n  }\n\n  private neutralCheck(reason: string): CorrelationCheck {\n    return {\n      btcBias: \"neutral\",\n      btcScore: 0,\n      shouldSuppress: false,\n      suppressionFactor: 1.0,\n      reason,\n    };\n  }\n\n  private getLastValidValue(arr: number[]): number {\n    for (let i = arr.length - 1; i >= 0; i--) {\n      if (!isNaN(arr[i]!)) return arr[i]!;\n    }\n    return NaN;\n  }\n\n  private async loadCache(): Promise<CorrelationCache> {\n    const data = await readFile(this.cacheFile, 'utf-8');\n    return JSON.parse(data) as CorrelationCache;\n  }\n\n  private async saveCache(btcStructure: BtcStructure): Promise<void> {\n    await mkdir(this.cacheDir, { recursive: true });\n    const cache: CorrelationCache = {\n      timestamp: Date.now(),\n      btcStructure,\n    };\n    await writeFile(this.cacheFile, JSON.stringify(cache, null, 2), 'utf-8');\n  }\n}","/**\n * Smart alert system for regime transitions and signal changes.\n * Detects meaningful state changes and generates prioritized alerts.\n */\n\nimport { readFile, writeFile, mkdir } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport { createHash } from \"node:crypto\";\nimport type { MarketRegime } from \"./regime.js\";\nimport type { TokenAnalysis } from \"./index.js\";\n\nexport type AlertPriority = \"critical\" | \"high\" | \"medium\" | \"low\";\n\nexport interface Alert {\n  id: string;              // unique hash\n  priority: AlertPriority;\n  type: string;            // e.g. \"regime-transition\", \"signal-divergence\", \"volume-anomaly\"\n  title: string;           // short headline\n  details: string;         // full explanation\n  tokenId: string;\n  timestamp: number;\n  acknowledged: boolean;\n  sent: boolean;           // whether alert was sent via Telegram\n}\n\nexport interface AlertConfig {\n  enableRegimeAlerts: boolean;\n  enableSignalAlerts: boolean;\n  enableVolumeAlerts: boolean;\n  minPriority: AlertPriority;\n}\n\ninterface AlertState {\n  lastRegime: MarketRegime | null;\n  lastRegimeAt: number;\n  lastSignals: Record<string, number>;\n  alerts: Alert[];\n  lastVolumeCheck: Record<string, { twitterVolume: number; hlVolume?: number; timestamp: number }>;\n}\n\nconst DEFAULT_CONFIG: AlertConfig = {\n  enableRegimeAlerts: true,\n  enableSignalAlerts: true,\n  enableVolumeAlerts: true,\n  minPriority: \"medium\",\n};\n\nexport class AlertSystem {\n  private stateDir: string;\n  private stateFile: string;\n  private configFile: string;\n  private config: AlertConfig;\n\n  constructor() {\n    this.stateDir = join(homedir(), '.sherwood', 'agent');\n    this.stateFile = join(this.stateDir, 'alerts-state.json');\n    this.configFile = join(this.stateDir, 'alerts-config.json');\n    this.config = DEFAULT_CONFIG;\n  }\n\n  /**\n   * Process analysis results and generate alerts for state changes.\n   */\n  async processAnalysis(analyses: TokenAnalysis[]): Promise<Alert[]> {\n    const state = await this.loadState();\n    const newAlerts: Alert[] = [];\n\n    // Process regime transitions (using first analysis result with regime data)\n    const regimeAnalysis = analyses.find(a => a.regime);\n    if (regimeAnalysis?.regime && this.config.enableRegimeAlerts) {\n      const regimeAlerts = this.checkRegimeTransition(state, regimeAnalysis.regime.regime);\n      newAlerts.push(...regimeAlerts);\n\n      state.lastRegime = regimeAnalysis.regime.regime;\n      state.lastRegimeAt = Date.now();\n    }\n\n    // Process signal divergences for each token\n    if (this.config.enableSignalAlerts) {\n      for (const analysis of analyses) {\n        const signalAlerts = this.checkSignalDivergence(state, analysis);\n        newAlerts.push(...signalAlerts);\n\n        // Update last signal for this token\n        state.lastSignals[analysis.token] = analysis.decision.score;\n      }\n    }\n\n    // Process volume anomalies if data is available\n    if (this.config.enableVolumeAlerts) {\n      for (const analysis of analyses) {\n        const volumeAlerts = await this.checkVolumeAnomalies(state, analysis);\n        newAlerts.push(...volumeAlerts);\n      }\n    }\n\n    // Add new alerts to state and deduplicate\n    for (const alert of newAlerts) {\n      if (!this.isAlertDuplicate(state, alert)) {\n        state.alerts.push(alert);\n      }\n    }\n\n    // Prune old alerts (keep last 50)\n    if (state.alerts.length > 50) {\n      state.alerts = state.alerts.slice(-50);\n    }\n\n    await this.saveState(state);\n    return newAlerts.filter(alert => this.shouldShowAlert(alert));\n  }\n\n  /**\n   * Get recent alerts, optionally filtered by priority.\n   */\n  async getRecentAlerts(maxAge?: number, minPriority?: AlertPriority): Promise<Alert[]> {\n    const state = await this.loadState();\n    const now = Date.now();\n    const ageLimit = maxAge ?? (24 * 60 * 60 * 1000); // Default: 24 hours\n\n    return state.alerts\n      .filter(alert => (now - alert.timestamp) <= ageLimit)\n      .filter(alert => !minPriority || this.priorityValue(alert.priority) >= this.priorityValue(minPriority))\n      .sort((a, b) => b.timestamp - a.timestamp);\n  }\n\n  /**\n   * Clear all alerts by marking them as acknowledged.\n   */\n  async clearAlerts(): Promise<void> {\n    const state = await this.loadState();\n    for (const alert of state.alerts) {\n      alert.acknowledged = true;\n    }\n    await this.saveState(state);\n  }\n\n  /**\n   * Get unsent CRITICAL/HIGH alerts from last 30min and mark them as sent.\n   */\n  async getUrgentAlerts(): Promise<Alert[]> {\n    const state = await this.loadState();\n    const now = Date.now();\n    const thirtyMinutes = 30 * 60 * 1000;\n\n    // Find unsent critical/high alerts from last 30min\n    const urgentAlerts = state.alerts.filter(alert =>\n      !alert.sent &&\n      !alert.acknowledged &&\n      (alert.priority === \"critical\" || alert.priority === \"high\") &&\n      (now - alert.timestamp) <= thirtyMinutes\n    );\n\n    if (urgentAlerts.length === 0) {\n      return [];\n    }\n\n    // Mark alerts as sent\n    for (const alert of urgentAlerts) {\n      alert.sent = true;\n    }\n\n    await this.saveState(state);\n    return urgentAlerts.sort((a, b) => b.timestamp - a.timestamp);\n  }\n\n  /**\n   * Check for regime transitions and generate alerts.\n   */\n  private checkRegimeTransition(state: AlertState, currentRegime: MarketRegime): Alert[] {\n    const alerts: Alert[] = [];\n\n    if (!state.lastRegime || state.lastRegime === currentRegime) {\n      return alerts; // No transition\n    }\n\n    const transition = `${state.lastRegime} → ${currentRegime}`;\n\n    // Define transition priorities and messages\n    const transitionMap: Record<string, { priority: AlertPriority; title: string; details: string }> = {\n      \"ranging → trending-up\": {\n        priority: \"high\",\n        title: \"Market structure shifted bullish\",\n        details: \"Market regime changed from ranging to trending-up. Breakout strategies now activating. Consider increasing position sizes for momentum plays.\"\n      },\n      \"ranging → trending-down\": {\n        priority: \"high\",\n        title: \"Market structure shifted bearish\",\n        details: \"Market regime changed from ranging to trending-down. Risk-off mode engaged. Consider reducing exposure and defensive positioning.\"\n      },\n      \"trending-up → ranging\": {\n        priority: \"medium\",\n        title: \"Uptrend losing momentum\",\n        details: \"Market regime changed from trending-up to ranging. Switching to mean reversion strategies. Momentum strategies reduced effectiveness.\"\n      },\n      \"trending-up → trending-down\": {\n        priority: \"critical\",\n        title: \"Trend reversal — bull to bear transition\",\n        details: \"Major regime shift from trending-up to trending-down. Consider significant risk reduction and potential short positions.\"\n      },\n      \"trending-down → trending-up\": {\n        priority: \"critical\",\n        title: \"Trend reversal — bear to bull transition\",\n        details: \"Major regime shift from trending-down to trending-up. Consider increasing long exposure and reducing hedges.\"\n      },\n      \"trending-up → high-volatility\": {\n        priority: \"high\",\n        title: \"Volatility spike during uptrend\",\n        details: \"Market regime changed to high-volatility from trending-up. Reducing position sizes due to increased uncertainty.\"\n      },\n      \"trending-down → high-volatility\": {\n        priority: \"high\",\n        title: \"Volatility spike during downtrend\",\n        details: \"Market regime changed to high-volatility from trending-down. Extreme caution advised - reducing position sizes.\"\n      },\n      \"ranging → high-volatility\": {\n        priority: \"high\",\n        title: \"Volatility breakout from ranging\",\n        details: \"Market regime changed to high-volatility from ranging. Preparing for directional moves but reducing sizes due to uncertainty.\"\n      },\n      \"high-volatility → trending-up\": {\n        priority: \"medium\",\n        title: \"Volatility normalizing — bullish resolution\",\n        details: \"Market regime stabilized from high-volatility to trending-up. Resuming normal position sizing with bullish bias.\"\n      },\n      \"high-volatility → trending-down\": {\n        priority: \"medium\",\n        title: \"Volatility normalizing — bearish resolution\",\n        details: \"Market regime stabilized from high-volatility to trending-down. Resuming normal position sizing with bearish bias.\"\n      },\n      \"high-volatility → ranging\": {\n        priority: \"medium\",\n        title: \"Volatility normalizing — neutral resolution\",\n        details: \"Market regime stabilized from high-volatility to ranging. Resuming normal position sizing, mean reversion strategies activated.\"\n      }\n    };\n\n    const transitionData = transitionMap[transition];\n    if (transitionData) {\n      alerts.push(this.createAlert({\n        type: \"regime-transition\",\n        priority: transitionData.priority,\n        title: transitionData.title,\n        details: transitionData.details,\n        tokenId: \"bitcoin\", // Regime is based on BTC\n      }));\n    } else {\n      // Generic transition alert for unmapped combinations\n      alerts.push(this.createAlert({\n        type: \"regime-transition\",\n        priority: \"medium\",\n        title: `Market regime changed: ${transition}`,\n        details: `Market regime transitioned from ${state.lastRegime} to ${currentRegime}. Adjusting strategy weights accordingly.`,\n        tokenId: \"bitcoin\",\n      }));\n    }\n\n    return alerts;\n  }\n\n  /**\n   * Check for significant signal changes.\n   */\n  private checkSignalDivergence(state: AlertState, analysis: TokenAnalysis): Alert[] {\n    const alerts: Alert[] = [];\n    const currentScore = analysis.decision.score;\n    const lastScore = state.lastSignals[analysis.token];\n\n    if (lastScore === undefined) {\n      return alerts; // First time seeing this token\n    }\n\n    const scoreChange = currentScore - lastScore;\n    const absChange = Math.abs(scoreChange);\n\n    // Signal flip (positive to negative or vice versa)\n    if ((lastScore > 0 && currentScore < 0) || (lastScore < 0 && currentScore > 0)) {\n      alerts.push(this.createAlert({\n        type: \"signal-divergence\",\n        priority: \"medium\",\n        title: `${analysis.token.toUpperCase()} signal flipped ${lastScore > 0 ? 'negative' : 'positive'}`,\n        details: `Signal changed from ${lastScore > 0 ? '+' : ''}${lastScore.toFixed(2)} to ${currentScore > 0 ? '+' : ''}${currentScore.toFixed(2)}. Consider reviewing position.`,\n        tokenId: analysis.token,\n      }));\n    }\n    // Rapid signal shift (>0.5 change in one scan)\n    else if (absChange > 0.5) {\n      alerts.push(this.createAlert({\n        type: \"signal-divergence\",\n        priority: \"high\",\n        title: `Rapid signal shift for ${analysis.token.toUpperCase()}`,\n        details: `Signal changed by ${scoreChange > 0 ? '+' : ''}${scoreChange.toFixed(2)} in one scan (${lastScore.toFixed(2)} → ${currentScore.toFixed(2)}). Significant momentum detected.`,\n        tokenId: analysis.token,\n      }));\n    }\n\n    return alerts;\n  }\n\n  /**\n   * Check for volume anomalies across Twitter and Hyperliquid.\n   */\n  private async checkVolumeAnomalies(state: AlertState, analysis: TokenAnalysis): Promise<Alert[]> {\n    const alerts: Alert[] = [];\n\n    // This is a placeholder for volume anomaly detection\n    // In a real implementation, you would access Twitter and Hyperliquid volume data\n    // from the analysis context and compare against historical averages\n\n    const lastVolumeData = state.lastVolumeCheck[analysis.token];\n    const now = Date.now();\n\n    // Example logic - you would replace this with actual volume data from analysis\n    // if (analysis.data.twitterData?.volumeSpike && analysis.data.hyperliquidData?.volumeRatio) {\n    //   const twitterSpike = analysis.data.twitterData.volumeSpike;\n    //   const hlVolumeRatio = analysis.data.hyperliquidData.volumeRatio;\n    //\n    //   if (twitterSpike > 5 && hlVolumeRatio > 2) {\n    //     alerts.push(this.createAlert({\n    //       type: \"volume-anomaly\",\n    //       priority: \"high\",\n    //       title: `Coordinated volume surge for ${analysis.token.toUpperCase()}`,\n    //       details: `Twitter volume ${twitterSpike.toFixed(1)}x spike with ${hlVolumeRatio.toFixed(1)}x Hyperliquid volume. Monitor for breakout.`,\n    //       tokenId: analysis.token,\n    //     }));\n    //   }\n    //\n    //   // Update volume tracking\n    //   state.lastVolumeCheck[analysis.token] = {\n    //     twitterVolume: twitterSpike,\n    //     hlVolume: hlVolumeRatio,\n    //     timestamp: now,\n    //   };\n    // }\n\n    return alerts;\n  }\n\n  /**\n   * Create an alert with unique ID and timestamp.\n   */\n  private createAlert(params: Omit<Alert, 'id' | 'timestamp' | 'acknowledged' | 'sent'>): Alert {\n    const content = `${params.type}-${params.tokenId}-${params.title}`;\n    const id = createHash('sha256').update(content).digest('hex').substring(0, 12);\n\n    return {\n      id,\n      timestamp: Date.now(),\n      acknowledged: false,\n      sent: false,\n      ...params,\n    };\n  }\n\n  /**\n   * Check if alert is duplicate within deduplication window.\n   */\n  private isAlertDuplicate(state: AlertState, newAlert: Alert): boolean {\n    const DEDUP_WINDOW = 60 * 60 * 1000; // 1 hour\n    const now = Date.now();\n\n    return state.alerts.some(existing =>\n      existing.type === newAlert.type &&\n      existing.tokenId === newAlert.tokenId &&\n      existing.title === newAlert.title &&\n      (now - existing.timestamp) < DEDUP_WINDOW &&\n      !existing.acknowledged\n    );\n  }\n\n  /**\n   * Determine if alert should be shown based on config.\n   */\n  private shouldShowAlert(alert: Alert): boolean {\n    return this.priorityValue(alert.priority) >= this.priorityValue(this.config.minPriority);\n  }\n\n  /**\n   * Convert priority to numeric value for comparison.\n   */\n  private priorityValue(priority: AlertPriority): number {\n    const values = { low: 1, medium: 2, high: 3, critical: 4 };\n    return values[priority];\n  }\n\n  /**\n   * Load alert state from disk.\n   */\n  private async loadState(): Promise<AlertState> {\n    try {\n      const data = await readFile(this.stateFile, 'utf-8');\n      return JSON.parse(data) as AlertState;\n    } catch {\n      return {\n        lastRegime: null,\n        lastRegimeAt: 0,\n        lastSignals: {},\n        alerts: [],\n        lastVolumeCheck: {},\n      };\n    }\n  }\n\n  /**\n   * Save alert state to disk.\n   */\n  private async saveState(state: AlertState): Promise<void> {\n    try {\n      await mkdir(this.stateDir, { recursive: true });\n      await writeFile(this.stateFile, JSON.stringify(state, null, 2), 'utf-8');\n    } catch (err) {\n      console.error(`Failed to save alert state: ${(err as Error).message}`);\n    }\n  }\n\n  /**\n   * Format alerts for CLI display.\n   */\n  formatAlerts(alerts: Alert[], useMarkdown: boolean = false): string {\n    if (alerts.length === 0) {\n      return useMarkdown ? \"*No active alerts*\" : \"  No active alerts\";\n    }\n\n    const lines: string[] = [];\n\n    if (useMarkdown) {\n      lines.push(\"## ALERTS\");\n    } else {\n      lines.push(\"ALERTS\");\n    }\n\n    for (const alert of alerts.slice(0, 10)) { // Show max 10\n      const ageStr = this.formatAge(Date.now() - alert.timestamp);\n      const icon = this.getPriorityIcon(alert.priority);\n\n      if (useMarkdown) {\n        lines.push(`  ${icon} **${alert.priority.toUpperCase()}**: ${alert.title} (${ageStr})`);\n      } else {\n        lines.push(`  ${icon} ${alert.priority.toUpperCase()}: ${alert.title} (${ageStr})`);\n      }\n    }\n\n    return lines.join(\"\\n\");\n  }\n\n  /**\n   * Get emoji icon for alert priority.\n   */\n  private getPriorityIcon(priority: AlertPriority): string {\n    switch (priority) {\n      case \"critical\": return \"🔴\";\n      case \"high\": return \"🟡\";\n      case \"medium\": return \"🔵\";\n      case \"low\": return \"⚫\";\n    }\n  }\n\n  /**\n   * Format time difference for display.\n   */\n  private formatAge(ageMs: number): string {\n    const minutes = Math.floor(ageMs / (60 * 1000));\n    const hours = Math.floor(minutes / 60);\n    const days = Math.floor(hours / 24);\n\n    if (days > 0) return `${days}d ago`;\n    if (hours > 0) return `${hours}h ago`;\n    if (minutes > 0) return `${minutes}m ago`;\n    return \"just now\";\n  }\n}","/**\n * Dynamic token selection from Hyperliquid market data.\n * Selects the most interesting tokens to analyze based on volume, funding rates, and other criteria.\n */\n\nimport { mkdir, readFile, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { safeNumber } from '../providers/data/hyperliquid.js';\n\nconst HYPERLIQUID_BASE = 'https://api.hyperliquid.xyz/info';\n\nexport interface TokenSelection {\n  tokens: string[];           // CoinGecko IDs for the agent to analyze\n  reason: Record<string, string>; // why each token was selected\n  totalMarketsScanned: number;\n  timestamp: number;\n}\n\nexport interface SelectionCriteria {\n  minVolume24h: number;       // minimum 24h volume in USD (default: $5M)\n  topByVolume: number;        // take top N by volume (default: 10)\n  fundingExtremes: number;    // take N tokens with most extreme funding (default: 5)\n  minFundingRate: number;     // absolute funding rate threshold (default: 0.03%)\n}\n\ninterface MetaAndAssetCtxs {\n  universe: Array<{\n    name: string;\n    szDecimals: number;\n  }>;\n}\n\ninterface AssetCtx {\n  funding: string;\n  openInterest: string;\n  dayNtlVlm: string;\n  markPx: string;\n  oraclePx: string;\n  prevDayPx: string;\n}\n\ninterface MarketInfo {\n  name: string;\n  volume24h: number;\n  funding: number;\n  openInterest: number;\n  markPrice: number;\n  coingeckoId?: string;\n}\n\n// Comprehensive mapping from Hyperliquid coin names to CoinGecko IDs\nconst HYPERLIQUID_TO_COINGECKO: Record<string, string> = {\n  BTC: 'bitcoin',\n  ETH: 'ethereum',\n  SOL: 'solana',\n  HYPE: 'hyperliquid',  // May not exist on CG, but try\n  XRP: 'ripple',\n  DOGE: 'dogecoin',\n  AVAX: 'avalanche-2',\n  LINK: 'chainlink',\n  SUI: 'sui',\n  NEAR: 'near',\n  AAVE: 'aave',\n  ARB: 'arbitrum',\n  TAO: 'bittensor',\n  TRUMP: 'official-trump',\n  ZEC: 'zcash',\n  BNB: 'binancecoin',\n  OP: 'optimism',\n  DOT: 'polkadot',\n  ADA: 'cardano',\n  ATOM: 'cosmos',\n  UNI: 'uniswap',\n  MKR: 'maker',\n  INJ: 'injective-protocol',\n  PENDLE: 'pendle',\n  PEPE: 'pepe',\n  ENA: 'ethena',\n  TIA: 'celestia',\n  SEI: 'sei-network',\n  APT: 'aptos',\n  FIL: 'filecoin',\n  RENDER: 'render-token',\n  JUP: 'jupiter-exchange-solana',\n  STX: 'blockstack',\n  WLD: 'worldcoin-wld',\n  FET: 'fetch-ai',\n  ONDO: 'ondo-finance',\n  LDO: 'lido-dao',\n  CRV: 'curve-dao-token',\n  BLUR: 'blur',\n  EIGEN: 'eigenlayer',\n  POL: 'polygon-ecosystem-token',\n  FARTCOIN: 'fartcoin',\n  LTC: 'litecoin',\n  MATIC: 'polygon-ecosystem-token', // POL is the new MATIC\n  TNSR: 'tensor',\n  GRASS: 'grass',\n  MOVE: 'move-network',\n  GOAT: 'goatseus-maximus',\n  PNUT: 'peanut-the-squirrel',\n  POPCAT: 'popcat',\n  NEIRO: 'neiro',\n  WIF: 'dogwifcoin',\n  BONK: 'bonk',\n  FLOKI: 'floki',\n  SHIB: 'shiba-inu',\n  MEW: 'cat-in-a-dogs-world',\n  MEME: 'memecoin',\n  AI16Z: 'ai16z',\n  VIRTUAL: 'virtual-protocol',\n  AIXBT: 'aixbt-by-virtuals',\n  ZEREBRO: 'zerebro',\n  arc: 'arc',\n  HYPURR: 'hypurr',\n  ELIZA: 'eliza',\n  GRIFFAIN: 'griffain',\n  LUNA: 'ai-analysis-token',\n  DEEP: 'deep-worm',\n  POLY: 'polyhedra-network',\n  VANA: 'vana',\n  VELODROME: 'velodrome-finance',\n  ACX: 'across-protocol',\n  COOKIE: 'cookie-dao',\n  USUAL: 'usual',\n  PENGU: 'pudgy-penguins',\n  ETHFi: 'ether-fi',\n  ETHFI: 'ether-fi',  // Alternative spelling\n  RSR: 'reserve-rights',\n  CKB: 'nervos-network',\n  RUNE: 'thorchain',\n  MANA: 'decentraland',\n  SAND: 'the-sandbox',\n  ENS: 'ethereum-name-service',\n  LRC: 'loopring',\n  IMX: 'immutable-x',\n  GALA: 'gala',\n  CHZ: 'chiliz',\n  BAT: 'basic-attention-token',\n  ZRX: '0x',\n  COMP: 'compound-governance-token',\n  SUSHI: 'sushi',\n  SNX: 'havven',\n  DYDX: 'dydx',\n  GMX: 'gmx',\n  GRT: 'the-graph',\n  FLOW: 'flow',\n  KAVA: 'kava',\n  ROSE: 'oasis-network',\n  ONE: 'harmony',\n  ALGO: 'algorand',\n  XTZ: 'tezos',\n  EGLD: 'elrond-erd-2',\n  FTM: 'fantom',\n  CAKE: 'pancakeswap-token',\n  CVX: 'convex-finance',\n  SPELL: 'spell-token',\n  ALPHA: 'alpha-finance',\n  BADGER: 'badger-dao',\n  STKETH: 'lido-staked-ether',\n  RETH: 'rocket-pool-eth',\n  WSTETH: 'wrapped-steth',\n  STETH: 'staked-ether',\n  USDC: 'usd-coin',\n  USDT: 'tether',\n  DAI: 'dai',\n  FRAX: 'frax',\n  USDD: 'usdd',\n  TUSD: 'trueusd',\n  LUSD: 'liquity-usd',\n  MIM: 'magic-internet-money',\n  GUSD: 'gemini-dollar',\n  PYUSD: 'paypal-usd',\n  USDP: 'paxos-standard',\n};\n\nexport class DynamicTokenSelector {\n  private cacheDir: string;\n  private cacheTTL = 30 * 60 * 1000; // 30 minutes\n\n  constructor() {\n    this.cacheDir = join(homedir(), '.sherwood', 'agent', 'cache');\n  }\n\n  /** Get dynamic token selection based on Hyperliquid market data. */\n  async selectTokens(criteria?: Partial<SelectionCriteria>): Promise<TokenSelection> {\n    const config: SelectionCriteria = {\n      minVolume24h: 5_000_000,    // $5M minimum\n      topByVolume: 18,            // bumped 10 → 18 for more shots on goal per cycle\n      fundingExtremes: 5,\n      minFundingRate: 0.0003,     // 0.03%\n      ...criteria\n    };\n\n    // Check cache first\n    const cached = await this.readCache();\n    if (cached) {\n      console.log(`Using cached token selection (${cached.tokens.length} tokens)`);\n      return cached;\n    }\n\n    try {\n      // Fetch all Hyperliquid markets\n      const marketData = await this.fetchHyperliquidMarkets();\n      if (!marketData) {\n        console.warn('Failed to fetch Hyperliquid data, using default tokens');\n        return this.getDefaultSelection();\n      }\n\n      // Apply selection algorithm\n      const selection = this.applySelectionCriteria(marketData, config);\n\n      // Cache the results\n      await this.writeCache(selection);\n\n      return selection;\n    } catch (error) {\n      console.error(`Token selection failed: ${(error as Error).message}`);\n      return this.getDefaultSelection();\n    }\n  }\n\n  /** Fetch all Hyperliquid market data. */\n  private async fetchHyperliquidMarkets(): Promise<MarketInfo[] | null> {\n    try {\n      const response = await fetch(HYPERLIQUID_BASE, {\n        method: 'POST',\n        headers: { 'Content-Type': 'application/json' },\n        body: JSON.stringify({ type: 'metaAndAssetCtxs' }),\n      });\n\n      if (!response.ok) return null;\n\n      const [meta, assetCtxs] = await response.json() as [MetaAndAssetCtxs, AssetCtx[]];\n\n      const markets: MarketInfo[] = [];\n\n      for (let i = 0; i < meta.universe.length && i < assetCtxs.length; i++) {\n        const coin = meta.universe[i]!;\n        const ctx = assetCtxs[i]!;\n\n        const name = coin.name;\n        // Reject rows with any non-finite field — a single NaN would otherwise\n        // corrupt selection criteria downstream (volume filters, funding sort).\n        const volume24h = safeNumber(ctx.dayNtlVlm);\n        const funding = safeNumber(ctx.funding);\n        const openInterest = safeNumber(ctx.openInterest);\n        const markPrice = safeNumber(ctx.markPx);\n        if (volume24h === null || funding === null || openInterest === null || markPrice === null) {\n          continue;\n        }\n        const coingeckoId = HYPERLIQUID_TO_COINGECKO[name];\n\n        markets.push({\n          name,\n          volume24h,\n          funding,\n          openInterest,\n          markPrice,\n          coingeckoId,\n        });\n      }\n\n      return markets;\n    } catch (error) {\n      console.error(`Failed to fetch Hyperliquid markets: ${(error as Error).message}`);\n      return null;\n    }\n  }\n\n  /** Apply selection criteria to market data. */\n  private applySelectionCriteria(markets: MarketInfo[], criteria: SelectionCriteria): TokenSelection {\n    const selectedTokens = new Set<string>();\n    const reasons: Record<string, string> = {};\n\n    // Filter markets that have CoinGecko mappings and minimum volume\n    const validMarkets = markets.filter(m =>\n      m.coingeckoId &&\n      m.volume24h >= 1_000_000 // At least $1M for any consideration\n    );\n\n    // 1. Always include BTC and ETH (macro indicators)\n    const btc = validMarkets.find(m => m.name === 'BTC');\n    const eth = validMarkets.find(m => m.name === 'ETH');\n\n    if (btc?.coingeckoId) {\n      selectedTokens.add(btc.coingeckoId);\n      reasons[btc.coingeckoId] = 'Always included: macro indicator';\n    }\n\n    if (eth?.coingeckoId) {\n      selectedTokens.add(eth.coingeckoId);\n      reasons[eth.coingeckoId] = 'Always included: macro indicator';\n    }\n\n    // 2. Top N by volume (meeting minimum threshold)\n    const topByVolume = validMarkets\n      .filter(m => m.volume24h >= criteria.minVolume24h)\n      .sort((a, b) => b.volume24h - a.volume24h)\n      .slice(0, criteria.topByVolume);\n\n    for (const market of topByVolume) {\n      if (market.coingeckoId) {\n        selectedTokens.add(market.coingeckoId);\n        if (!reasons[market.coingeckoId]) {\n          const volumeStr = market.volume24h >= 1_000_000_000\n            ? `$${(market.volume24h / 1_000_000_000).toFixed(1)}B`\n            : `$${(market.volume24h / 1_000_000).toFixed(0)}M`;\n          reasons[market.coingeckoId] = `Top volume: ${volumeStr} 24h`;\n        }\n      }\n    }\n\n    // 3. Extreme funding rates\n    const extremeFunding = validMarkets\n      .filter(m => Math.abs(m.funding) >= criteria.minFundingRate && m.volume24h >= 1_000_000)\n      .sort((a, b) => Math.abs(b.funding) - Math.abs(a.funding))\n      .slice(0, criteria.fundingExtremes);\n\n    for (const market of extremeFunding) {\n      if (market.coingeckoId) {\n        selectedTokens.add(market.coingeckoId);\n        if (!reasons[market.coingeckoId] || reasons[market.coingeckoId]?.startsWith('Always')) {\n          const fundingPercent = (market.funding * 100).toFixed(3);\n          const direction = market.funding > 0 ? 'longs paying' : 'shorts paying';\n          reasons[market.coingeckoId] = `Extreme funding: ${fundingPercent}% (${direction})`;\n        }\n      }\n    }\n\n    // Cap at 25 tokens — bumped from 20 to fit the wider topByVolume sweep\n    // while staying under CoinGecko's free-tier rate limit (~30 req/min).\n    const tokens = Array.from(selectedTokens).slice(0, 25);\n\n    return {\n      tokens,\n      reason: Object.fromEntries(\n        tokens.map(token => [token, reasons[token] || 'Selected by criteria'])\n      ),\n      totalMarketsScanned: markets.length,\n      timestamp: Date.now(),\n    };\n  }\n\n  /** Get default token selection when Hyperliquid is unavailable. */\n  private getDefaultSelection(): TokenSelection {\n    const defaultTokens = ['bitcoin', 'ethereum', 'solana', 'arbitrum', 'chainlink', 'aave', 'uniswap'];\n    const reasons = Object.fromEntries(\n      defaultTokens.map(token => [token, 'Fallback: Hyperliquid unavailable'])\n    );\n\n    return {\n      tokens: defaultTokens,\n      reason: reasons,\n      totalMarketsScanned: 0,\n      timestamp: Date.now(),\n    };\n  }\n\n  /** Read cached token selection. */\n  private async readCache(): Promise<TokenSelection | null> {\n    try {\n      const cacheFile = join(this.cacheDir, 'token-selection.json');\n      const raw = await readFile(cacheFile, 'utf-8');\n      const cached = JSON.parse(raw) as TokenSelection;\n\n      if (Date.now() - cached.timestamp < this.cacheTTL) {\n        return cached;\n      }\n    } catch {\n      // No cache or invalid cache\n    }\n    return null;\n  }\n\n  /** Write token selection to cache. */\n  private async writeCache(selection: TokenSelection): Promise<void> {\n    try {\n      await mkdir(this.cacheDir, { recursive: true });\n      const cacheFile = join(this.cacheDir, 'token-selection.json');\n      await writeFile(cacheFile, JSON.stringify(selection, null, 2), 'utf-8');\n    } catch {\n      // Cache write failure is non-fatal\n    }\n  }\n\n  /** Format token selection summary for display. */\n  formatSelectionSummary(selection: TokenSelection): string {\n    const lines: string[] = [];\n\n    lines.push(`Dynamic Token Selection (${selection.tokens.length} tokens from ${selection.totalMarketsScanned} HL markets)`);\n    lines.push('──────────────────────────────────────────');\n\n    // Group tokens by reason type\n    const topVolume: string[] = [];\n    const fundingPlays: string[] = [];\n    const always: string[] = [];\n    const other: string[] = [];\n\n    for (const token of selection.tokens) {\n      const reason = selection.reason[token] || '';\n      if (reason.includes('Top volume')) {\n        topVolume.push(token.toUpperCase());\n      } else if (reason.includes('Extreme funding')) {\n        const match = reason.match(/(-?\\d+\\.\\d+)%/);\n        const rate = match ? ` (${match[1]}%)` : '';\n        fundingPlays.push(`${token.toUpperCase()}${rate}`);\n      } else if (reason.includes('Always included')) {\n        always.push(token.toUpperCase());\n      } else {\n        other.push(token.toUpperCase());\n      }\n    }\n\n    if (topVolume.length > 0) {\n      lines.push(`Top volume: ${topVolume.join(', ')}`);\n    }\n    if (fundingPlays.length > 0) {\n      lines.push(`Funding plays: ${fundingPlays.join(', ')}`);\n    }\n    if (always.length > 0) {\n      lines.push(`Always: ${always.join(', ')}`);\n    }\n    if (other.length > 0) {\n      lines.push(`Other: ${other.join(', ')}`);\n    }\n\n    return lines.join('\\n');\n  }\n}","/**\n * Autonomous agent loop — runs analysis + execution cycles on a timer.\n */\n\nimport chalk from 'chalk';\nimport { mkdir, appendFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { TradingAgent } from './index.js';\nimport type { AgentConfig } from './index.js';\nimport { TradeExecutor } from './executor.js';\nimport type { ExecutionConfig } from './executor.js';\nimport { PortfolioTracker, resetPnlCounters } from './portfolio.js';\nimport { RiskManager, DEFAULT_RISK_CONFIG } from './risk.js';\nimport type { RiskConfig, PortfolioState } from './risk.js';\nimport { CoinGeckoProvider } from '../providers/data/coingecko.js';\nimport { Reporter } from './reporter.js';\nimport { DynamicTokenSelector } from './token-selector.js';\nimport { PriceValidator } from './price-validator.js';\n\nexport interface LoopConfig {\n  agent: AgentConfig;\n  execution: ExecutionConfig;\n  riskConfig?: Partial<RiskConfig>;\n  reportToTelegram?: boolean;\n  logPath?: string;\n  autoDynamicSelection?: boolean;\n}\n\nexport interface CycleResult {\n  cycleNumber: number;\n  timestamp: number;\n  duration: number;\n  tokensAnalyzed: number;\n  signals: Array<{ token: string; score: number; action: string; regime?: string }>;\n  tradesExecuted: number;\n  exitsProcessed: number;\n  portfolioValue: number;\n  /** Realized PnL since UTC day start (closed trades only). */\n  dailyRealizedPnl: number;\n  /** Sum of mark-to-market pnlUsd across all open positions at cycle end. */\n  unrealizedPnl: number;\n  /** @deprecated Alias for dailyRealizedPnl — retained for downstream consumers of cycles.jsonl. */\n  dailyPnl: number;\n  /** Cumulative PnL in USD since the portfolio was initialized\n   *  (`portfolioValue - portfolio.initialValue`). Includes both realized\n   *  closes and open-position mark-to-market. */\n  totalPnlUsd: number;\n  /** Cumulative PnL as a fraction of initial value (e.g. +0.0162 = +1.62%). */\n  totalPnlPct: number;\n  errors: string[];\n}\n\nexport class AgentLoop {\n  private running = false;\n  private cycleCount = 0;\n  private config: LoopConfig;\n  private agent: TradingAgent;\n  private executor: TradeExecutor;\n  private portfolio: PortfolioTracker;\n  private riskManager: RiskManager;\n  private coingecko: CoinGeckoProvider;\n  private reporter: Reporter;\n  /** Rejects bad-price ticks (floor + 20% delta cap). Persisted to disk so\n   *  anchors survive across cron invocations. */\n  private priceValidator: PriceValidator;\n  /** Last portfolio state loaded by runCycle(). Exposed to the judge via\n   *  agent.setPortfolioStateGetter() so portfolio-veto branches can fire. */\n  private lastPortfolioState: PortfolioState | undefined;\n\n  constructor(config: LoopConfig) {\n    this.config = config;\n    this.agent = new TradingAgent(config.agent);\n    this.portfolio = new PortfolioTracker();\n    this.riskManager = new RiskManager(config.riskConfig);\n    this.executor = new TradeExecutor(config.execution, this.riskManager, this.portfolio);\n    this.coingecko = new CoinGeckoProvider();\n    this.reporter = new Reporter();\n    this.priceValidator = new PriceValidator();\n    // Wire real portfolio state into the judge (replaces hardcoded zeros).\n    this.agent.setPortfolioStateGetter(() => this.lastPortfolioState);\n  }\n\n  /** Start the autonomous loop */\n  async start(): Promise<void> {\n    this.running = true;\n\n    // Ensure state directory exists\n    const stateDir = join(homedir(), '.sherwood', 'agent');\n    await mkdir(stateDir, { recursive: true });\n\n    // Initialize portfolio from on-chain vault balance if no persisted state.\n    // This replaces the $10k default with the actual vault USDC balance so\n    // position sizing and risk management reflect real capital.\n    if (this.config.execution.strategyClone && this.config.execution.chain) {\n      await this.portfolio.initFromOnChain(\n        this.config.execution.strategyClone,\n        this.config.execution.chain,\n      );\n    }\n\n    // Startup banner\n    const cfg = this.config.agent;\n    console.log('');\n    console.log(chalk.bold('  ┌──────────────────────────────────────────────┐'));\n    console.log(chalk.bold('  │        Sherwood Trading Agent — Loop         │'));\n    console.log(chalk.bold('  └──────────────────────────────────────────────┘'));\n    console.log(`  Mode:     ${cfg.dryRun ? chalk.yellow('DRY RUN (paper trading)') : chalk.red('LIVE')}`);\n    console.log(`  Cycle:    ${cfg.cycle}`);\n    console.log(`  Tokens:   ${cfg.tokens.join(', ')}`);\n    console.log(`  Risk:     max ${(this.config.riskConfig?.maxSinglePosition ?? DEFAULT_RISK_CONFIG.maxSinglePosition) * 100}% per position`);\n    console.log(`  Log:      ${this.config.logPath ?? 'console only'}`);\n    console.log(chalk.dim('\\n  Press Ctrl+C to stop.\\n'));\n\n    const cycleMs = parseCycleInterval(this.config.agent.cycle);\n\n    while (this.running) {\n      try {\n        await this.runCycle();\n      } catch (err) {\n        console.error(chalk.red(`  Cycle failed: ${(err as Error).message}`));\n      }\n\n      // Single-cycle mode: --cycle 1 (bare \"1\") means run exactly one cycle\n      // then exit cleanly so the cron skill can proceed to XMTP send.\n      // parseCycleInterval returns 0 for this case.\n      if (cycleMs === 0 || !this.running) break;\n\n      console.log(chalk.dim(`  Next cycle in ${this.config.agent.cycle}. Sleeping...`));\n      await this.sleepInterruptible(cycleMs);\n    }\n\n    console.log(chalk.bold('\\n  Agent loop stopped.\\n'));\n\n    // Force-exit after a short grace period. XMTP client, CoinGecko HTTP\n    // agents, and other async handles can keep the Node event loop alive\n    // indefinitely. In cron mode (single cycle) this manifests as the\n    // process hanging after \"Shutting down gracefully...\" until hermes\n    // kills it at script_timeout_seconds. 500ms is enough for any pending\n    // file writes (portfolio.json, cycles.jsonl) to flush.\n    setTimeout(() => process.exit(0), 500);\n  }\n\n  /** Run a single analysis + execution cycle */\n  async runCycle(): Promise<CycleResult> {\n    this.cycleCount++;\n    const startTime = Date.now();\n    const errors: string[] = [];\n    let tradesExecuted = 0;\n    let exitsProcessed = 0;\n\n    // 1. Load portfolio and check drawdown limits\n    const state = await this.portfolio.load();\n\n    // Reset PnL counters if time boundaries crossed\n    const resetState = resetPnlCounters(state);\n    if (resetState.dailyPnl !== state.dailyPnl || resetState.weeklyPnl !== state.weeklyPnl || resetState.monthlyPnl !== state.monthlyPnl) {\n      await this.portfolio.save(resetState);\n    }\n\n    // Publish the refreshed state to the judge (via getter set in the ctor).\n    this.lastPortfolioState = resetState;\n    this.riskManager.updatePortfolio(resetState);\n    const drawdown = this.riskManager.isDrawdownLimitHit();\n    if (drawdown.paused) {\n      console.log(chalk.red(`  ⚠ Trading paused: ${drawdown.message}`));\n      const unrealizedPnlAtPause = state.positions.reduce((sum, p) => sum + p.pnlUsd, 0);\n      const initValPause = state.initialValue && state.initialValue > 0 ? state.initialValue : 10_000;\n      const totalPnlUsdPause = state.totalValue - initValPause;\n      const result: CycleResult = {\n        cycleNumber: this.cycleCount,\n        timestamp: Date.now(),\n        duration: Date.now() - startTime,\n        tokensAnalyzed: 0,\n        signals: [],\n        tradesExecuted: 0,\n        exitsProcessed: 0,\n        portfolioValue: state.totalValue,\n        dailyRealizedPnl: state.dailyPnl,\n        unrealizedPnl: unrealizedPnlAtPause,\n        dailyPnl: state.dailyPnl,\n        totalPnlUsd: totalPnlUsdPause,\n        totalPnlPct: totalPnlUsdPause / initValPause,\n        errors: [drawdown.message],\n      };\n      await this.logCycle(result);\n      return result;\n    }\n\n    // 2. Update prices for existing positions and process exits\n    if (state.positions.length > 0) {\n      try {\n        const tokenIds = state.positions.map(p => p.tokenId);\n        const priceData = await this.coingecko.getPrice(tokenIds, ['usd']);\n        const currentPrices: Record<string, number> = {};\n\n        for (const id of tokenIds) {\n          const price = priceData?.[id]?.usd;\n          if (typeof price !== 'number') continue;\n          const check = this.priceValidator.check(id, price);\n          if (!check.ok) {\n            // Skip this token for the cycle — no MTM, no exit check, no trades.\n            console.warn(\n              chalk.yellow(\n                `  ⚠ Bad price tick rejected: ${id} → $${price} (${check.reason})`,\n              ),\n            );\n            errors.push(`Bad price rejected for ${id}: ${check.reason}`);\n            continue;\n          }\n          currentPrices[id] = check.price;\n        }\n\n        if (Object.keys(currentPrices).length > 0) {\n          const priceState = await this.portfolio.updatePrices(currentPrices);\n\n          // Ratchet stops (breakeven + profit-lock + percent-trail) before\n          // checking exits. This activates trailing-stop logic that was\n          // previously dead code (updateStopLosses was defined but never\n          // called). Stops only move up — never loosened.\n          const tightened = this.riskManager.updateTrailingStops(priceState.positions);\n          const anyChanged = tightened.some(\n            (p, i) => p.stopLoss !== priceState.positions[i]!.stopLoss,\n          );\n          if (anyChanged) {\n            for (let i = 0; i < tightened.length; i++) {\n              const before = priceState.positions[i]!;\n              const after = tightened[i]!;\n              if (after.stopLoss > before.stopLoss) {\n                console.log(\n                  chalk.dim(\n                    `  Stop tightened: ${after.symbol} $${before.stopLoss.toFixed(4)} → $${after.stopLoss.toFixed(4)}`,\n                  ),\n                );\n              }\n            }\n            priceState.positions = tightened;\n            await this.portfolio.save(priceState);\n          }\n\n          // Process exits (stop losses, take profits)\n          const exits = await this.executor.processExits(currentPrices);\n          exitsProcessed = exits.length;\n\n          for (const exit of exits) {\n            const pnlColor = exit.pnl >= 0 ? chalk.green : chalk.red;\n            console.log(\n              `  ${exit.reason}: ${exit.position.symbol} @ $${exit.exitPrice.toFixed(4)} ${pnlColor(`PnL: $${exit.pnl.toFixed(2)}`)}`,\n            );\n          }\n        }\n      } catch (err) {\n        errors.push(`Price update failed: ${(err as Error).message}`);\n      }\n    }\n\n    // 3. Update token list if using dynamic selection\n    if (this.config.autoDynamicSelection) {\n      try {\n        const selector = new DynamicTokenSelector();\n        const selection = await selector.selectTokens();\n\n        // Update token list without recreating the agent (preserves OI cache, provider state)\n        this.config.agent.tokens = selection.tokens;\n        this.agent.updateTokens(selection.tokens);\n\n        if (this.cycleCount % 6 === 1) { // Show selection summary every 6th cycle (~30min for 5min cycles)\n          console.log(chalk.dim(`  Updated tokens: ${selection.tokens.length} from ${selection.totalMarketsScanned} HL markets`));\n        }\n      } catch (err) {\n        errors.push(`Dynamic selection failed: ${(err as Error).message}`);\n        console.log(chalk.yellow(`  Warning: Dynamic selection failed, using existing tokens`));\n      }\n    }\n\n    // 4. Analyze all watchlist tokens\n    console.log(chalk.dim(`  Analyzing ${this.config.agent.tokens.length} tokens...`));\n    const results = await this.agent.analyzeAll();\n\n    // 5. Collect signals and execute trades for actionable ones\n    const signals: CycleResult['signals'] = [];\n\n    for (const result of results) {\n      const { action, score } = result.decision;\n      const regime = result.regime?.regime;\n      signals.push({ token: result.token, score, action, regime });\n\n      // Only execute on BUY/SELL signals\n      if (action === 'STRONG_BUY' || action === 'BUY' || action === 'SELL' || action === 'STRONG_SELL') {\n        try {\n          // Get current price — prefer Hyperliquid markPrice (free, real-time, no rate limit),\n          // fall back to CoinGecko. The prior CG-only path failed when the circuit breaker was\n          // open, blocking execution of valid signals (e.g. SOL SELL at -0.119 failed with\n          // \"CoinGecko circuit breaker open\" despite HL markPrice being available in the\n          // analysis result).\n          let rawPrice: number | undefined = result.data?.price as number | undefined;\n          if (typeof rawPrice !== 'number' || rawPrice <= 0) {\n            try {\n              const priceData = await this.coingecko.getPrice([result.token], ['usd']);\n              rawPrice = priceData?.[result.token]?.usd;\n            } catch {\n              // CG unavailable — rawPrice stays undefined, handled below\n            }\n          }\n\n          if (typeof rawPrice !== 'number' || rawPrice <= 0) {\n            errors.push(`No price data for ${result.token} (HL + CG both failed)`);\n            continue;\n          }\n\n          const check = this.priceValidator.check(result.token, rawPrice);\n          if (!check.ok) {\n            console.warn(\n              chalk.yellow(\n                `  ⚠ Bad price tick rejected (entry): ${result.token} → $${rawPrice} (${check.reason})`,\n              ),\n            );\n            errors.push(`Bad price rejected for ${result.token}: ${check.reason}`);\n            continue;\n          }\n\n          const currentPrice = check.price;\n          const atr = result.data?.technicalSignals?.atr;\n          const kronosVol = result.kronosVol4h;\n          const execResult = await this.executor.execute(result.decision, result.token, currentPrice, atr, kronosVol);\n          if (execResult.success) {\n            tradesExecuted++;\n            console.log(this.executor.formatExecution(execResult));\n          } else if (execResult.error && !execResult.error.includes('does not trigger')) {\n            errors.push(`${result.token}: ${execResult.error}`);\n          }\n        } catch (err) {\n          errors.push(`Execution failed for ${result.token}: ${(err as Error).message}`);\n        }\n      }\n    }\n\n    // 5. Reload portfolio after trades\n    const updatedState = await this.portfolio.load();\n\n    // 6. Build cycle result\n    const unrealizedPnl = updatedState.positions.reduce((sum, p) => sum + p.pnlUsd, 0);\n    const initVal = updatedState.initialValue && updatedState.initialValue > 0 ? updatedState.initialValue : 10_000;\n    const totalPnlUsd = updatedState.totalValue - initVal;\n    const cycleResult: CycleResult = {\n      cycleNumber: this.cycleCount,\n      timestamp: Date.now(),\n      duration: Date.now() - startTime,\n      tokensAnalyzed: results.length,\n      signals,\n      tradesExecuted,\n      exitsProcessed,\n      portfolioValue: updatedState.totalValue,\n      dailyRealizedPnl: updatedState.dailyPnl,\n      unrealizedPnl,\n      dailyPnl: updatedState.dailyPnl,\n      totalPnlUsd,\n      totalPnlPct: totalPnlUsd / initVal,\n      errors,\n    };\n\n    // 7. Log and report\n    await this.logCycle(cycleResult);\n    this.reportCycle(cycleResult);\n\n    return cycleResult;\n  }\n\n  /** Stop the loop gracefully */\n  stop(): void {\n    this.running = false;\n  }\n\n  /** Whether the loop is currently running */\n  get isRunning(): boolean {\n    return this.running;\n  }\n\n  /** Log cycle result to a JSONL file */\n  private async logCycle(result: CycleResult): Promise<void> {\n    const logPath = this.config.logPath ?? join(homedir(), '.sherwood', 'agent', 'cycles.jsonl');\n    try {\n      await mkdir(join(homedir(), '.sherwood', 'agent'), { recursive: true });\n      await appendFile(logPath, JSON.stringify(result) + '\\n', 'utf-8');\n    } catch (err) {\n      console.error(chalk.dim(`  Failed to write cycle log: ${(err as Error).message}`));\n    }\n  }\n\n  /** Display cycle report to console */\n  private reportCycle(result: CycleResult): void {\n    console.log(this.reporter.formatCycleReport(result));\n  }\n\n  /** Sleep that can be interrupted by stop() */\n  private sleepInterruptible(ms: number): Promise<void> {\n    return new Promise<void>((resolve) => {\n      let resolved = false;\n      const done = () => {\n        if (resolved) return;\n        resolved = true;\n        clearTimeout(timer);\n        clearInterval(check);\n        resolve();\n      };\n      const timer = setTimeout(done, ms);\n      const check = setInterval(() => {\n        if (!this.running) done();\n      }, 1000);\n    });\n  }\n\n}\n\n/** Parse cycle interval string to milliseconds.\n *  Accepts: \"15m\", \"1h\", \"4h\", or bare \"1\" (single-cycle mode → returns 0).\n *  Bare \"1\" is the cron convention (`sherwood agent start --auto --cycle 1`):\n *  run exactly one cycle, then exit so the calling skill can XMTP/report. */\nfunction parseCycleInterval(cycle: string): number {\n  // Try with explicit unit first (e.g. \"15m\", \"4h\")\n  const match = cycle.match(/^(\\d+)(m|h)$/);\n  if (match) {\n    const value = parseInt(match[1]!, 10);\n    if (match[2] === 'h') return value * 60 * 60 * 1000;\n    return value * 60 * 1000; // minutes\n  }\n  // Bare \"1\" → single-cycle mode (0 = sentinel, loop breaks after first cycle).\n  // Any other bare number → treat as minutes for continuous mode.\n  const bare = parseInt(cycle, 10);\n  if (!isNaN(bare) && bare === 1) return 0; // single cycle\n  if (!isNaN(bare) && bare > 1) return bare * 60 * 1000;\n  return 4 * 60 * 60 * 1000; // default 4h\n}\n","/**\n * Trade execution module — dry-run paper trading + live execution placeholder.\n */\n\nimport chalk from 'chalk';\nimport type { Address, Hex } from 'viem';\nimport type { TradeDecision } from './scoring.js';\nimport type { Position } from './risk.js';\nimport { RiskManager } from './risk.js';\nimport { PortfolioTracker } from './portfolio.js';\nimport { hlMarketBuy, hlMarketSell, resolveHLCoin, validateHLEnv } from '../lib/hyperliquid-executor.js';\n\nexport interface ExecutionConfig {\n  dryRun: boolean;\n  mevProtection: boolean;\n  maxGasPrice?: bigint;\n  chain: string;\n  /** Execution mode: 'dry-run' (default) or 'hyperliquid-perp' (live on-chain) */\n  mode?: 'dry-run' | 'hyperliquid-perp';\n  /** Strategy clone address on HyperEVM (required for hyperliquid-perp mode) */\n  strategyClone?: Address;\n  /** Proposer private key (read from SHERWOOD_PROPOSER_KEY env) */\n  proposerPrivateKey?: Hex;\n  /** HyperCore perp asset index (default 3 = ETH) */\n  assetIndex?: number;\n}\n\nexport interface OrderParams {\n  tokenId: string;\n  side: 'buy' | 'sell';\n  amountUsd: number;\n  maxSlippage: number;\n  stopLoss: number;\n  takeProfit: number;\n}\n\n/** Directional trade leverage (notional multiplier on order quantity).\n *\n *  Cash model: PortfolioTracker debits the same `MARGIN_FRACTION = 0.33`\n *  (33%) of notional for both longs and shorts on every open / pyramid add,\n *  and credits margin + PnL on close. Live mode (hyperliquid-perp) uses\n *  the venue's own margin schedule. See `cli/src/agent/portfolio.ts`.\n *\n *  Autoresearch (80 exp, 4 days): 3x→2x→1x each reduced DD dramatically.\n *  At 54% WR with avg loss > avg win, leverage amplifies the problem.\n *  Revert to 1x until WR > 60% and avg win > avg loss. */\nconst DIRECTIONAL_LEVERAGE = 1;\n\n/** Score-based position sizing multiplier.\n *  Nunchi autoresearch (103 experiments): removing strength/volume scaling\n *  improved Sharpe by +1.7. Uniform position sizing beats conviction-weighted\n *  because the score predicts DIRECTION, not MAGNITUDE. A high-score entry\n *  isn't more likely to be a BIG winner — it's just more likely to be RIGHT.\n *  Oversizing on high scores amplifies losses on the 40% that still stop out.\n *  Kept as a function for easy revert if calibration proves otherwise. */\nfunction convictionMultiplier(_score: number): number {\n  return 1.0; // uniform sizing — autoresearch-proven\n}\n\nexport class TradeExecutor {\n  private config: ExecutionConfig;\n  private riskManager: RiskManager;\n  private portfolio: PortfolioTracker;\n  private lastAtr?: number;\n\n  constructor(config: ExecutionConfig, riskManager: RiskManager, portfolio: PortfolioTracker) {\n    this.config = config;\n    this.riskManager = riskManager;\n    this.portfolio = portfolio;\n  }\n\n  /** CoinGecko token ID → Hyperliquid perp asset index.\n   *  Used by multi-asset execution to resolve which HL perp to trade\n   *  when a signal fires. One strategy clone can trade any of these. */\n  private static readonly TOKEN_TO_ASSET_INDEX: Record<string, number> = {\n    bitcoin: 0,\n    ethereum: 1,\n    solana: 2,\n    arbitrum: 4,\n    dogecoin: 6,\n    chainlink: 8,\n    aave: 10,\n    uniswap: 11,\n    ripple: 23,\n    polkadot: 28,\n    avalanche: 35,\n    hyperliquid: 131,\n    zcash: 144,\n    bittensor: 148,\n    \"worldcoin-wld\": 265,\n    fartcoin: 343,\n    \"fetch-ai\": 373,\n    pepe: 166,\n    pendle: 249,\n    sui: 116,\n    near: 71,\n    aptos: 83,\n  };\n\n  /** Resolve a CoinGecko token ID to its HL perp asset index. */\n  static resolveAssetIndex(tokenId: string): number | undefined {\n    return TradeExecutor.TOKEN_TO_ASSET_INDEX[tokenId];\n  }\n\n  /** Execute a trade based on a decision.\n   *  @param predictedVol - Kronos ML-predicted per-candle volatility (fraction).\n   *    When provided, overrides ATR-based stop distance for more forward-looking risk. */\n  async execute(\n    decision: TradeDecision,\n    tokenId: string,\n    currentPrice: number,\n    atr?: number,\n    predictedVol?: number,\n  ): Promise<{\n    success: boolean;\n    position?: Position;\n    error?: string;\n    dryRun: boolean;\n  }> {\n    // Token blacklist — serial losers identified from trade analysis.\n    // AAVE: 4 trades, 1W, -$145. FARTCOIN: 2 trades, 0W, -$118.\n    const BLACKLISTED_TOKENS = new Set(['aave', 'fartcoin', 'dogecoin']);\n    if (BLACKLISTED_TOKENS.has(tokenId)) {\n      return {\n        success: false,\n        error: `Token ${tokenId} is blacklisted (serial loser)`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Handle SELL/STRONG_SELL outside hyperliquid-perp mode.\n    //   • If an existing LONG exists → close it (signal flip / take-profit-by-signal).\n    //   • Otherwise (no position OR existing SHORT) → fall through to the\n    //     standard open/pyramid path below, which opens a paper short or\n    //     pyramids into the existing short. This was previously a hard error\n    //     (\"No open position to sell\") — paper shorting was effectively dead\n    //     code, masking SHORT signal performance in dry-run.\n    if ((decision.action === 'SELL' || decision.action === 'STRONG_SELL') && this.config.mode !== 'hyperliquid-perp') {\n      const sellState = await this.portfolio.load();\n      const existing = sellState.positions.find((p) => p.tokenId === tokenId);\n      const existingSide = existing?.side ?? 'long';\n\n      if (existing && existingSide === 'long') {\n        try {\n          const reason = decision.action === 'STRONG_SELL' ? 'Strong sell signal' : 'Sell signal';\n          if (this.config.dryRun) {\n            console.error(chalk.cyan(`[DRY RUN] Paper trade: SELL ${existing.quantity.toFixed(6)} ${tokenId} @ $${currentPrice.toFixed(4)}`));\n          }\n          const closeResult = await this.portfolio.closePosition(tokenId, currentPrice, reason);\n          return {\n            success: true,\n            position: { ...existing, currentPrice, pnlUsd: closeResult.pnl, pnlPercent: closeResult.pnlPercent },\n            dryRun: this.config.dryRun,\n          };\n        } catch (err) {\n          return {\n            success: false,\n            error: `Failed to close position: ${(err as Error).message}`,\n            dryRun: this.config.dryRun,\n          };\n        }\n      }\n      // else: no existing long — fall through to open/pyramid a paper short\n    }\n\n    // Only execute buys/sells; HOLD does nothing\n    if (decision.action !== 'BUY' && decision.action !== 'STRONG_BUY' && decision.action !== 'SELL' && decision.action !== 'STRONG_SELL') {\n      return {\n        success: false,\n        error: `Action ${decision.action} does not trigger execution`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Minimum conviction gate — filter out marginal \"just barely crossed the\n    // threshold\" entries. Trade log review (25 trades): the 3 losing shorts\n    // scored -0.10 to -0.15, winning longs scored 0.20-0.40+. Entries below\n    // 0.18 absolute score have a much higher stop-out rate because they\n    // represent weak signal consensus rather than genuine directional edge.\n    // Minimum conviction — set below the lowest regime BUY threshold (ranging 0.17)\n    // to avoid a dead zone where scores pass the threshold but fail conviction.\n    // Prior value 0.12 created a [0.12, 0.17) dead zone.\n    const MIN_CONVICTION_SCORE = 0.08;\n    if (Math.abs(decision.score) < MIN_CONVICTION_SCORE) {\n      return {\n        success: false,\n        error: `Score ${decision.score.toFixed(3)} below minimum conviction (${MIN_CONVICTION_SCORE})`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Resolve token → HL asset index for multi-asset execution.\n    // If the token doesn't have a known HL perp, skip execution.\n    if (this.config.mode === 'hyperliquid-perp') {\n      const resolvedIndex = TradeExecutor.resolveAssetIndex(tokenId);\n      if (resolvedIndex === undefined) {\n        return {\n          success: false,\n          error: `Token ${tokenId} has no known Hyperliquid perp asset index — skipping execution`,\n          dryRun: this.config.dryRun,\n        };\n      }\n    }\n\n    // Load portfolio to get current state\n    const state = await this.portfolio.load();\n    this.riskManager.updatePortfolio(state);\n\n    // Calculate stop loss and take profit from current price.\n    // Calibrated for SHORT-TERM trades (1-2 day hold) with leverage:\n    //   Stop: 4% price move × 3x leverage = 12% capital risk (capped by riskPerTrade)\n    //   Take profit: 1.5:1 R:R = 6% price move × 3x = 18% capital gain\n    //   Partial exit at 2% move × 3x = 6% capital gain (locks half)\n    //   Time stop: 96h (see risk.ts) — if it hasn't moved, it's dead money\n    const isShort = decision.action === 'SELL' || decision.action === 'STRONG_SELL';\n    const direction: 'long' | 'short' = isShort ? 'short' : 'long';\n    const RR_RATIO = 2.0;  // autoresearch (Apr 27): 1.5→2.0 captures more upside from winners\n    // Nunchi autoresearch (103 experiments): wider ATR stops let winners run.\n    // Their optimal was 5.5x ATR; we use 3.5x as a compromise between letting\n    // winners breathe and controlling loss on stopped trades. Prior 1.5x was\n    // too tight — 64% of trades hit the stop, many of which reversed after.\n    const ATR_STOP_MULTIPLIER = 3.5;\n    // Trade log analysis (32 trades): 62.5% of exits were stops, many reversed\n    // after. Widened floor from 3% → 4% to give trades more room to breathe\n    // in crypto's noisy price action. ATR-based stops still dominate on\n    // higher-vol tokens where ATR × 3.5 > 4%.\n    const STOP_FLOOR = 0.05;   // minimum 5% (was 4% — still noise-stopping, 63% of exits are stops)\n    const STOP_CAP = 0.12;     // maximum 12% (tightened from 15%)\n    const FALLBACK_STOP = 0.05; // when no ATR available (was 4%)\n\n    // Kronos ML-predicted vol overrides ATR when available.\n    // predictedVol4h is the per-candle (4h) volatility from Monte Carlo paths.\n    // Use 2.5× predicted vol as stop distance (captures ~95% of expected move).\n    // Falls back to ATR×3.5 when Kronos is unavailable.\n    const KRONOS_STOP_MULTIPLIER = 2.5;\n    const useKronos = predictedVol && Number.isFinite(predictedVol) && predictedVol > 0;\n    const atrPct = (atr && currentPrice > 0 && !isNaN(atr))\n      ? atr / currentPrice\n      : FALLBACK_STOP / ATR_STOP_MULTIPLIER;\n    const kronosPct = useKronos ? predictedVol! * KRONOS_STOP_MULTIPLIER : 0;\n    const rawStopPct = useKronos ? kronosPct : atrPct * ATR_STOP_MULTIPLIER;\n    const stopPct = Math.min(STOP_CAP, Math.max(STOP_FLOOR, rawStopPct));\n    this.lastAtr = atr;\n    const stopLossDistance = currentPrice * stopPct;\n    const stopLossPrice = isShort\n      ? currentPrice + stopLossDistance      // stop above for shorts\n      : currentPrice - stopLossDistance;     // stop below for longs\n    const takeProfitPrice = isShort\n      ? currentPrice * (1 - stopPct * RR_RATIO)    // profit below for shorts\n      : currentPrice * (1 + stopPct * RR_RATIO);   // profit above for longs\n\n    // Detect a pyramid (same-direction add to an existing position) and halve\n    // the size for each add. Geometric decay (1.0x → 0.5x → 0.25x) caps total\n    // exposure on a single name at 1.75x the original size.\n    const existingSameSide = state.positions.find(\n      (p) => p.tokenId === tokenId && (p.side ?? 'long') === direction,\n    );\n    const isPyramid = existingSameSide !== undefined;\n    // Short sizing reduction: trade log analysis showed 25% short WR vs 67%\n    // long WR. Halve short exposure until the regime gate + higher conviction\n    // thresholds improve short performance.\n    const SHORT_SIZE_MULTIPLIER = 0.5;\n    const directionMultiplier = isShort ? SHORT_SIZE_MULTIPLIER : 1.0;\n    const sizeMultiplier = (isPyramid\n      ? 0.5 ** ((existingSameSide!.addCount ?? 0) + 1)\n      : 1.0) * directionMultiplier;\n\n    // Size the position using risk management. Conviction is fed in via the\n    // risk budget — the sizer then clamps at maxSinglePosition, so a\n    // high-conviction entry cannot blow past the hard cap (previous bug:\n    // sizing was clamped, then multiplied by conviction after, yielding 30%\n    // sizes on score ≥ 0.35 and 40% on score ≥ 0.45 against a 20% cap).\n    const conviction = convictionMultiplier(decision.score);\n    const sizing = this.riskManager.calculatePositionSize(\n      currentPrice,\n      stopLossPrice,\n      state.totalValue,\n      this.riskManager.getRiskPerTrade() * conviction,\n    );\n\n    // Apply leverage: multiply position size (not risk). A 3x leveraged position\n    // on a $500 risk budget buys $1500 notional — the stop loss distance stays the\n    // same in price terms, so the dollar risk per trade stays at riskPerTrade × portfolio.\n    // Pyramid haircut then shrinks for each subsequent add (base 1.0x → 0.5x → 0.25x).\n    const pyramidQuantity = sizing.quantity * sizeMultiplier * DIRECTIONAL_LEVERAGE;\n    const pyramidSizeUsd = sizing.sizeUsd * sizeMultiplier * DIRECTIONAL_LEVERAGE;\n\n    if (pyramidQuantity <= 0 || pyramidSizeUsd <= 0) {\n      return {\n        success: false,\n        error: 'Position sizing returned zero — check portfolio value and stop distance',\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Enforce Hyperliquid minimum notional ($15) AFTER the pyramid haircut.\n    // calculatePositionSize() applies its own floor on the BASE size, but\n    // halving (0.5x) and quartering (0.25x) for subsequent adds can push\n    // the order below minimum. In dry-run this is harmless paper trading;\n    // in hyperliquid-perp mode the order would revert at the venue.\n    const MIN_PYRAMID_USD = 15;\n    if (isPyramid && pyramidSizeUsd < MIN_PYRAMID_USD) {\n      return {\n        success: false,\n        error: `Pyramid add #${(existingSameSide!.addCount ?? 0) + 1} would be $${pyramidSizeUsd.toFixed(2)} — below $${MIN_PYRAMID_USD} HL minimum notional. Skipping.`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    // Check if risk manager allows this trade (passes pyramid + direction context)\n    const check = this.riskManager.canOpenPosition(tokenId, pyramidSizeUsd, direction);\n    if (!check.allowed) {\n      return {\n        success: false,\n        error: `Risk check failed: ${check.reason}`,\n        dryRun: this.config.dryRun,\n      };\n    }\n\n    const order: OrderParams = {\n      tokenId,\n      side: isShort ? 'sell' : 'buy',\n      amountUsd: pyramidSizeUsd,\n      maxSlippage: 0.015,\n      stopLoss: stopLossPrice,\n      takeProfit: takeProfitPrice,\n    };\n\n    if (this.config.dryRun) {\n      try {\n        const position = await this.executeDryRun(order, currentPrice, isPyramid);\n        return { success: true, position, dryRun: true };\n      } catch (err) {\n        return {\n          success: false,\n          error: `Dry-run failed: ${(err as Error).message}`,\n          dryRun: true,\n        };\n      }\n    } else {\n      try {\n        const result = await this.executeLive(order, currentPrice);\n        // If live execution succeeded, also track in portfolio\n        const position = isPyramid\n          ? await this.portfolio.addToPosition(tokenId, result.executedPrice, pyramidQuantity, direction)\n          : await this.portfolio.openPosition({\n              tokenId,\n              symbol: tokenId.toUpperCase(),\n              side: direction,\n              entryPrice: result.executedPrice,\n              currentPrice: result.executedPrice,\n              quantity: pyramidQuantity,\n              entryTimestamp: Date.now(),\n              stopLoss: order.stopLoss,\n              takeProfit: order.takeProfit,\n              strategy: decision.signals[0]?.source ?? 'agent',\n              atrAtEntry: this.lastAtr,\n            });\n        return { success: true, position, dryRun: false };\n      } catch (err) {\n        return {\n          success: false,\n          error: `Live execution failed: ${(err as Error).message}`,\n          dryRun: false,\n        };\n      }\n    }\n  }\n\n  /** Process all pending exits (stops, take profits, time stops) */\n  async processExits(\n    currentPrices: Record<string, number>,\n  ): Promise<Array<{ position: Position; exitPrice: number; reason: string; pnl: number }>> {\n    const state = await this.portfolio.load();\n    this.riskManager.updatePortfolio(state);\n\n    const { toClose, reasons } = this.riskManager.checkExits(state.positions, currentPrices);\n    const results: Array<{ position: Position; exitPrice: number; reason: string; pnl: number }> = [];\n\n    for (const pos of toClose) {\n      const exitPrice = currentPrices[pos.tokenId] ?? pos.currentPrice;\n      const reason = reasons[pos.tokenId] ?? 'Unknown';\n\n      try {\n        const closeResult = await this.portfolio.closePosition(pos.tokenId, exitPrice, reason);\n        results.push({\n          position: pos,\n          exitPrice,\n          reason,\n          pnl: closeResult.pnl,\n        });\n      } catch (err) {\n        console.error(chalk.red(`Failed to close ${pos.symbol}: ${(err as Error).message}`));\n      }\n    }\n\n    // --- Partial profit exits (50% at +3%) ---\n    // Reload state after each partial close to avoid iterating stale positions.\n    const PARTIAL_PROFIT_TRIGGER = 0.015; // +1.5% unrealized gain — lock profits earlier at 1x leverage\n    const PARTIAL_FRACTION = 0.5;\n\n    // First pass: identify candidates from a fresh load\n    const partialCandidates: string[] = [];\n    {\n      const refreshedState = await this.portfolio.load();\n      for (const pos of refreshedState.positions) {\n        if (pos.partialTaken) continue;\n        const price = currentPrices[pos.tokenId];\n        if (price === undefined) continue;\n        const isShort = pos.side === 'short';\n        const pnlPercent = isShort\n          ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n          : (price - pos.entryPrice) / (pos.entryPrice || 1);\n        if (pnlPercent >= PARTIAL_PROFIT_TRIGGER) {\n          partialCandidates.push(pos.tokenId);\n        }\n      }\n    }\n\n    // Second pass: execute each partial close with a fresh state reload\n    for (const tokenId of partialCandidates) {\n      const freshState = await this.portfolio.load();\n      const pos = freshState.positions.find((p) => p.tokenId === tokenId);\n      if (!pos || pos.partialTaken) continue; // re-check after reload\n\n      const price = currentPrices[tokenId];\n      if (price === undefined) continue;\n\n      const isShort = pos.side === 'short';\n      const pnlPercent = isShort\n        ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n        : (price - pos.entryPrice) / (pos.entryPrice || 1);\n\n      if (pnlPercent >= PARTIAL_PROFIT_TRIGGER) {\n        try {\n          const partial = await this.portfolio.closePartial(\n            tokenId, PARTIAL_FRACTION, price, `Partial profit at ${(pnlPercent * 100).toFixed(1)}%`,\n          );\n          results.push({\n            position: { ...pos, currentPrice: price },\n            exitPrice: price,\n            reason: `PARTIAL_PROFIT (${(pnlPercent * 100).toFixed(1)}%, closed ${(PARTIAL_FRACTION * 100).toFixed(0)}%)`,\n            pnl: partial.pnl,\n          });\n          console.error(\n            chalk.cyan(`  Partial exit: ${pos.symbol} ${(PARTIAL_FRACTION * 100).toFixed(0)}% @ $${price.toFixed(4)} — locked $${partial.pnl.toFixed(2)}`),\n          );\n        } catch (err) {\n          console.error(chalk.red(`Failed partial close ${pos.symbol}: ${(err as Error).message}`));\n        }\n      }\n    }\n\n    return results;\n  }\n\n  /** Dry-run execution — paper trade */\n  private async executeDryRun(order: OrderParams, currentPrice: number, isPyramid = false): Promise<Position> {\n    const quantity = order.amountUsd / currentPrice;\n    const direction: 'long' | 'short' = order.side === 'sell' ? 'short' : 'long';\n    const sideLabel = isPyramid\n      ? (direction === 'short' ? 'PYRAMID SHORT' : 'PYRAMID BUY')\n      : (direction === 'short' ? 'SHORT' : 'BUY');\n\n    console.error(chalk.cyan(`[DRY RUN] Paper trade: ${sideLabel} ${quantity.toFixed(6)} ${order.tokenId} @ $${currentPrice.toFixed(4)} (${DIRECTIONAL_LEVERAGE}x)`));\n    console.error(chalk.cyan(`  Size: $${order.amountUsd.toFixed(2)} | SL: $${order.stopLoss.toFixed(4)} | TP: $${order.takeProfit.toFixed(4)}`));\n\n    if (isPyramid) {\n      return this.portfolio.addToPosition(order.tokenId, currentPrice, quantity, direction);\n    }\n\n    const position = await this.portfolio.openPosition({\n      tokenId: order.tokenId,\n      symbol: order.tokenId.toUpperCase(),\n      side: direction,\n      entryPrice: currentPrice,\n      currentPrice,\n      quantity,\n      entryTimestamp: Date.now(),\n      stopLoss: order.stopLoss,\n      takeProfit: order.takeProfit,\n      strategy: 'paper',\n      atrAtEntry: this.lastAtr,\n    });\n\n    return position;\n  }\n\n  /** Live execution — dispatches to the configured mode */\n  private async executeLive(order: OrderParams, currentPrice?: number): Promise<{ txHash: string; executedPrice: number }> {\n    if (this.config.mode === 'hyperliquid-perp') {\n      return this.executeHyperliquidPerp(order, currentPrice);\n    }\n    throw new Error(\n      'Live execution requires --mode hyperliquid-perp. ' +\n      'Use --dry-run for paper trading.',\n    );\n  }\n\n  /** Execute a trade on Hyperliquid perps via the hermes HL skill script. */\n  private async executeHyperliquidPerp(order: OrderParams, currentPrice?: number): Promise<{ txHash: string; executedPrice: number }> {\n    validateHLEnv();\n    if (!currentPrice || currentPrice <= 0) throw new Error('currentPrice is required for live execution');\n\n    const hlCoin = resolveHLCoin(order.tokenId);\n    if (!hlCoin) {\n      throw new Error(`Token ${order.tokenId} has no known Hyperliquid ticker — cannot execute live`);\n    }\n\n    const quantity = order.amountUsd / currentPrice;\n    const isShort = order.side === 'sell';\n\n    console.error(chalk.yellow(`[LIVE] Submitting ${isShort ? 'SELL' : 'BUY'} ${quantity.toFixed(6)} ${hlCoin} ($${order.amountUsd.toFixed(2)}) via HL SDK...`));\n\n    const result = isShort\n      ? await hlMarketSell(hlCoin, quantity)\n      : await hlMarketBuy(hlCoin, quantity);\n\n    if (!result.success) {\n      throw new Error(`Hyperliquid order failed: ${result.error}`);\n    }\n\n    const executedPrice = result.executedPrice ?? currentPrice;\n    const orderId = result.orderId ?? 'unknown';\n\n    console.error(chalk.green(`[LIVE] Order filled: ${hlCoin} ${isShort ? 'SHORT' : 'LONG'} @ $${executedPrice.toFixed(4)} (oid: ${orderId})`));\n\n    return {\n      txHash: orderId, // HL order ID serves as the \"tx hash\" identifier\n      executedPrice,\n    };\n  }\n\n  /** Format execution result for display */\n  formatExecution(result: {\n    success: boolean;\n    position?: Position;\n    error?: string;\n    dryRun: boolean;\n  }): string {\n    const lines: string[] = [];\n    const prefix = result.dryRun ? chalk.cyan('[DRY RUN]') : chalk.green('[LIVE]');\n\n    if (result.success && result.position) {\n      const p = result.position;\n      lines.push('');\n      lines.push(`${prefix} ${chalk.bold('Trade Executed')}`);\n      lines.push(chalk.dim('─'.repeat(40)));\n      lines.push(`Token: ${p.symbol}`);\n      lines.push(`Entry: $${p.entryPrice.toFixed(4)}`);\n      lines.push(`Quantity: ${p.quantity.toFixed(6)}`);\n      lines.push(`Size: $${(p.quantity * p.entryPrice).toFixed(2)}`);\n      lines.push(`Stop Loss: $${p.stopLoss.toFixed(4)}`);\n      lines.push(`Take Profit: $${p.takeProfit.toFixed(4)}`);\n      lines.push(`Strategy: ${p.strategy}`);\n      lines.push('');\n    } else {\n      lines.push('');\n      lines.push(`${prefix} ${chalk.red('Trade Failed')}`);\n      lines.push(`Reason: ${result.error}`);\n      lines.push('');\n    }\n\n    return lines.join('\\n');\n  }\n}\n\n","/**\n * Portfolio tracking with JSON file persistence.\n */\n\nimport { mkdir, readFile, writeFile, rename } from 'node:fs/promises';\nimport { dirname, join } from 'node:path';\nimport { homedir } from 'node:os';\nimport chalk from 'chalk';\nimport type { Position, PortfolioState } from './risk.js';\n\n/** Margin fraction for perp positions — both longs and shorts. */\nconst MARGIN_FRACTION = 0.33;\n\n/**\n * Compute total portfolio value with margin-based position accounting.\n * For leveraged perp positions, the portfolio \"owns\" the margin + unrealized PnL,\n * not the full notional. This prevents phantom value when cash is debited at\n * margin rate but positions are counted at full notional.\n */\nfunction computeTotalValue(cash: number, positions: Position[]): number {\n  const positionEquity = positions.reduce((sum, p) => {\n    const isShort = p.side === 'short';\n    const pnl = isShort\n      ? (p.entryPrice - p.currentPrice) * p.quantity\n      : (p.currentPrice - p.entryPrice) * p.quantity;\n    return sum + p.quantity * p.entryPrice * MARGIN_FRACTION + pnl;\n  }, 0);\n  return cash + positionEquity;\n}\n\n/** Check and reset PnL counters based on time boundaries */\nexport function resetPnlCounters(state: PortfolioState): PortfolioState {\n  const now = Date.now();\n  const updated = { ...state };\n\n  // Reset daily PnL at midnight UTC\n  const todayMidnight = new Date();\n  todayMidnight.setUTCHours(0, 0, 0, 0);\n  const todayMs = todayMidnight.getTime();\n  if (!updated.lastDailyReset || updated.lastDailyReset < todayMs) {\n    updated.dailyPnl = 0;\n    updated.lastDailyReset = now;\n  }\n\n  // Orca-inspired: PnL-aware daily cap, see README / PR #223.\n  // Reset the daily-entry counter on the same UTC day boundary as dailyPnl.\n  // Tracked independently (lastDailyEntriesReset) so legacy files missing\n  // `dailyEntries` reset cleanly on first load.\n  if (!updated.lastDailyEntriesReset || updated.lastDailyEntriesReset < todayMs) {\n    updated.dailyEntries = 0;\n    updated.lastDailyEntriesReset = now;\n  }\n\n  // Reset weekly PnL on Monday midnight UTC\n  const dayOfWeek = new Date(now).getUTCDay(); // 0=Sun, 1=Mon\n  const daysSinceMonday = dayOfWeek === 0 ? 6 : dayOfWeek - 1;\n  const mondayMidnight = new Date();\n  mondayMidnight.setUTCHours(0, 0, 0, 0);\n  mondayMidnight.setUTCDate(mondayMidnight.getUTCDate() - daysSinceMonday);\n  const mondayMs = mondayMidnight.getTime();\n  if (!updated.lastWeeklyReset || updated.lastWeeklyReset < mondayMs) {\n    updated.weeklyPnl = 0;\n    updated.lastWeeklyReset = now;\n  }\n\n  // Reset monthly PnL on 1st of month midnight UTC\n  const firstOfMonth = new Date();\n  firstOfMonth.setUTCHours(0, 0, 0, 0);\n  firstOfMonth.setUTCDate(1);\n  const firstMs = firstOfMonth.getTime();\n  if (!updated.lastMonthlyReset || updated.lastMonthlyReset < firstMs) {\n    updated.monthlyPnl = 0;\n    updated.lastMonthlyReset = now;\n  }\n\n  return updated;\n}\n\nexport interface TradeRecord {\n  tokenId: string;\n  symbol: string;\n  side: 'long' | 'short';\n  entryPrice: number;\n  exitPrice: number;\n  quantity: number;\n  pnlUsd: number;\n  pnlPercent: number;\n  entryTimestamp: number;\n  exitTimestamp: number;\n  duration: number;\n  strategy: string;\n  exitReason: string;\n}\n\nconst DEFAULT_PORTFOLIO: PortfolioState = {\n  totalValue: 10000,\n  positions: [],\n  cash: 10000,\n  dailyPnl: 0,\n  weeklyPnl: 0,\n  monthlyPnl: 0,\n  dailyEntries: 0,\n  initialValue: 10000,\n};\n\nfunction createDefaultPortfolio(): PortfolioState {\n  return {\n    ...DEFAULT_PORTFOLIO,\n    positions: [],\n    stopCooldowns: {},\n    tokenConsecLosses: {},\n    tokenLossCooldowns: {},\n  };\n}\n\nexport class PortfolioTracker {\n  private statePath: string;\n  private historyPath: string;\n  private state: PortfolioState;\n  /** In-process mutex — serializes load/modify/save sequences to prevent\n   *  overlapping cycles from double-closing positions or double-debiting cash. */\n  private _lock: Promise<void> = Promise.resolve();\n\n  constructor() {\n    const base = join(homedir(), '.sherwood', 'agent');\n    this.statePath = join(base, 'portfolio.json');\n    this.historyPath = join(base, 'trades.json');\n    this.state = createDefaultPortfolio();\n  }\n\n  /** Acquire the in-process lock. Callers that perform load→modify→save\n   *  should wrap their sequence: `const release = await this.acquireLock();`\n   *  then `release()` in a finally block. */\n  private acquireLock(): Promise<() => void> {\n    let release: () => void;\n    const next = new Promise<void>((resolve) => { release = resolve; });\n    const prev = this._lock;\n    this._lock = next;\n    return prev.then(() => release!);\n  }\n\n  /**\n   * Initialize portfolio from on-chain vault balance instead of the\n   * hardcoded $10k default. Reads totalAssets() from the vault that\n   * the strategy clone is deployed to.\n   *\n   * Call once on startup (before the first cycle) when no persisted\n   * portfolio.json exists. If a portfolio already exists on disk,\n   * this is a no-op — we trust the persisted state.\n   *\n   * @param strategyClone - HyperliquidPerpStrategy clone address\n   * @param chain - 'hyperevm' | 'hyperevm-testnet'\n   */\n  async initFromOnChain(strategyClone: string, chain: string): Promise<void> {\n    // Only initialize if no persisted state exists\n    try {\n      await readFile(this.statePath, 'utf-8');\n      return; // file exists — trust persisted state\n    } catch {\n      // No file — initialize from on-chain\n    }\n\n    try {\n      const { createPublicClient, http } = await import('viem');\n      const { getChain } = await import('../lib/network.js');\n      const { BASE_STRATEGY_ABI, SYNDICATE_VAULT_ABI } = await import('../lib/abis.js');\n\n      // HyperEVM (this strategy's original venue) is not in the current\n      // deployment target; read against the active chain's client.\n      void chain;\n      const client = createPublicClient({\n        chain: getChain(),\n        transport: http(),\n      });\n\n      // Read vault address from the strategy clone\n      const vaultAddr = await client.readContract({\n        address: strategyClone as `0x${string}`,\n        abi: BASE_STRATEGY_ABI,\n        functionName: 'vault',\n      }) as `0x${string}`;\n\n      if (!vaultAddr || vaultAddr === '0x0000000000000000000000000000000000000000') {\n        console.error('[portfolio] Strategy clone has no vault — using default portfolio');\n        return;\n      }\n\n      // Read total assets from the vault (USDC, 6 decimals)\n      const totalAssets = await client.readContract({\n        address: vaultAddr,\n        abi: SYNDICATE_VAULT_ABI,\n        functionName: 'totalAssets',\n      }) as bigint;\n\n      const vaultValueUsd = Number(totalAssets) / 1e6; // USDC 6 decimals\n\n      if (vaultValueUsd > 0) {\n        this.state = {\n          ...createDefaultPortfolio(),\n          totalValue: vaultValueUsd,\n          cash: vaultValueUsd,\n          initialValue: vaultValueUsd, // anchor cumulative PnL% to the on-chain starting balance\n        };\n        await this.save(this.state);\n        console.error(`[portfolio] Initialized from on-chain vault: $${vaultValueUsd.toFixed(2)} USDC`);\n      } else {\n        console.error('[portfolio] Vault has 0 assets — using default portfolio');\n      }\n    } catch (err) {\n      console.error(`[portfolio] Failed to read on-chain balance: ${(err as Error).message} — using default`);\n    }\n  }\n\n  /**\n   * Force-refresh portfolio value from on-chain vault balance.\n   * Unlike initFromOnChain(), this runs even if portfolio.json exists.\n   * Call via `sherwood agent config --sync-vault` or on explicit user request.\n   */\n  async syncFromOnChain(strategyClone: string, chain: string): Promise<void> {\n    // Temporarily remove the file so initFromOnChain doesn't short-circuit\n    try { await import('node:fs/promises').then(fs => fs.unlink(this.statePath)); } catch { /* ok */ }\n    await this.initFromOnChain(strategyClone, chain);\n  }\n\n  /** Load portfolio state from disk with validation */\n  async load(): Promise<PortfolioState> {\n    try {\n      const data = await readFile(this.statePath, 'utf-8');\n      const parsed = JSON.parse(data) as PortfolioState;\n\n      // Validate critical numeric fields are finite and non-negative\n      if (\n        !Number.isFinite(parsed.totalValue) || parsed.totalValue < 0\n        || !Number.isFinite(parsed.cash) || parsed.cash < 0\n        || !Number.isFinite(parsed.dailyPnl)\n        || !Number.isFinite(parsed.weeklyPnl)\n        || !Number.isFinite(parsed.monthlyPnl)\n        || !Array.isArray(parsed.positions)\n      ) {\n        console.error('Portfolio file has invalid data — resetting to defaults');\n        this.state = createDefaultPortfolio();\n        return this.state;\n      }\n\n      // Validate each position\n      for (const p of parsed.positions) {\n        if (\n          !Number.isFinite(p.entryPrice) || p.entryPrice <= 0\n          || !Number.isFinite(p.quantity) || p.quantity <= 0\n          || !Number.isFinite(p.currentPrice) || p.currentPrice <= 0\n          || !Number.isFinite(p.stopLoss) || p.stopLoss <= 0\n          || !Number.isFinite(p.takeProfit) || p.takeProfit <= 0\n        ) {\n          console.error(`Invalid position data for ${p.tokenId} — resetting portfolio`);\n          this.state = createDefaultPortfolio();\n          return this.state;\n        }\n      }\n\n      // Legacy portfolios pre-dating the `initialValue` field get the default\n      // $10k anchor — safe because paper-trading always started there. Live\n      // funds that went through `initFromOnChain` already have this set.\n      if (!Number.isFinite(parsed.initialValue) || (parsed.initialValue ?? 0) <= 0) {\n        parsed.initialValue = DEFAULT_PORTFOLIO.initialValue;\n      }\n\n      this.state = parsed;\n    } catch {\n      // File doesn't exist or is invalid — start fresh\n      this.state = createDefaultPortfolio();\n    }\n    return this.state;\n  }\n\n  /** Save portfolio state to disk (atomic write to prevent corruption) */\n  async save(state: PortfolioState): Promise<void> {\n    this.state = state;\n    await mkdir(dirname(this.statePath), { recursive: true });\n    const tmpPath = this.statePath + '.tmp';\n    await writeFile(tmpPath, JSON.stringify(state, null, 2), 'utf-8');\n    await rename(tmpPath, this.statePath);\n  }\n\n  /** Open a new position */\n  async openPosition(position: Omit<Position, 'pnlPercent' | 'pnlUsd'>): Promise<Position> {\n    if (position.quantity <= 0) {\n      throw new Error(`Invalid position quantity: ${position.quantity}`);\n    }\n    if (position.entryPrice <= 0) {\n      throw new Error(`Invalid entry price: ${position.entryPrice}`);\n    }\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const fullPosition: Position = {\n      ...position,\n      addCount: position.addCount ?? 0,\n      lastAddTimestamp: position.lastAddTimestamp ?? position.entryTimestamp,\n      // Orca-inspired HWM profit-lock, see README / PR #223.\n      // Seed peakPrice at entry so subsequent cycles can ratchet from\n      // the first favorable move.\n      peakPrice: position.peakPrice ?? position.entryPrice,\n      pnlPercent: 0,\n      pnlUsd: 0,\n    };\n\n    this.state.positions.push(fullPosition);\n    // Both longs and shorts on perp venues only require margin, not full notional.\n    // With 3x directional leverage, a $3,500 notional position only locks $1,167\n    // margin (33%). Prior code debited full notional for longs, depleting cash 3x\n    // faster than reality and blocking subsequent trades.\n    const cashDebit = position.quantity * position.entryPrice * MARGIN_FRACTION;\n    this.state.cash -= cashDebit;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    // Orca-inspired: PnL-aware daily cap, see README / PR #223.\n    // Count this NEW entry against the day's turnover budget.\n    // Pyramid adds go through addToPosition and do NOT count.\n    const prior = Number.isFinite(this.state.dailyEntries) ? (this.state.dailyEntries ?? 0) : 0;\n    this.state.dailyEntries = prior + 1;\n\n    await this.save(this.state);\n    return fullPosition;\n    } finally { release(); }\n  }\n\n  /**\n   * Pyramid into an existing position.\n   * Computes a quantity-weighted average entry price and increments `addCount`.\n   * Cash is debited at the new fill price. Stops/take-profits stay anchored to\n   * the prior values (caller is free to widen them after).\n   *\n   * Throws if no existing position exists or the side disagrees.\n   */\n  async addToPosition(\n    tokenId: string,\n    addPrice: number,\n    addQuantity: number,\n    side: 'long' | 'short',\n  ): Promise<Position> {\n    if (addQuantity <= 0) throw new Error(`Invalid add quantity: ${addQuantity}`);\n    if (addPrice <= 0) throw new Error(`Invalid add price: ${addPrice}`);\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const idx = this.state.positions.findIndex((p) => p.tokenId === tokenId);\n    if (idx === -1) throw new Error(`No open position for ${tokenId} to pyramid into`);\n\n    const pos = this.state.positions[idx]!;\n    const existingSide = pos.side ?? 'long';\n    if (existingSide !== side) {\n      throw new Error(`Cannot pyramid ${side} on existing ${existingSide} position in ${tokenId}`);\n    }\n\n    // Weighted-average entry price across the combined quantity\n    const newQty = pos.quantity + addQuantity;\n    const weightedEntry = (pos.entryPrice * pos.quantity + addPrice * addQuantity) / newQty;\n\n    const updated: Position = {\n      ...pos,\n      entryPrice: weightedEntry,\n      quantity: newQty,\n      currentPrice: addPrice,\n      addCount: (pos.addCount ?? 0) + 1,\n      lastAddTimestamp: Date.now(),\n      pnlPercent: 0, // recomputed on next price update\n      pnlUsd: 0,\n    };\n\n    this.state.positions[idx] = updated;\n    // Both longs and shorts use margin-based cash debit (33% = 3x leverage).\n    this.state.cash -= addPrice * addQuantity * MARGIN_FRACTION;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    await this.save(this.state);\n    return updated;\n    } finally { release(); }\n  }\n\n  /** Close a position and record trade */\n  async closePosition(\n    tokenId: string,\n    exitPrice: number,\n    reason: string,\n  ): Promise<{ pnl: number; pnlPercent: number; duration: number }> {\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const idx = this.state.positions.findIndex((p) => p.tokenId === tokenId);\n    if (idx === -1) {\n      throw new Error(`No open position for ${tokenId}`);\n    }\n\n    const pos = this.state.positions[idx]!;\n    const isShort = pos.side === 'short';\n    const pnlUsd = isShort\n      ? (pos.entryPrice - exitPrice) * pos.quantity\n      : (exitPrice - pos.entryPrice) * pos.quantity;\n    const pnlPercent = isShort\n      ? (pos.entryPrice - exitPrice) / (pos.entryPrice || 1)\n      : (exitPrice - pos.entryPrice) / (pos.entryPrice || 1);\n    const duration = Math.floor((Date.now() - pos.entryTimestamp) / 1000);\n\n    // Record the trade\n    const record: TradeRecord = {\n      tokenId: pos.tokenId,\n      symbol: pos.symbol,\n      side: pos.side ?? 'long',\n      entryPrice: pos.entryPrice,\n      exitPrice,\n      quantity: pos.quantity,\n      pnlUsd,\n      pnlPercent,\n      entryTimestamp: pos.entryTimestamp,\n      exitTimestamp: Date.now(),\n      duration,\n      strategy: pos.strategy,\n      exitReason: reason,\n    };\n\n    await this.appendTradeRecord(record);\n\n    // Remove position and update cash.\n    // Both longs and shorts return margin (33% of notional) + PnL.\n    this.state.positions.splice(idx, 1);\n    const cashCredit = pos.quantity * pos.entryPrice * MARGIN_FRACTION + pnlUsd;\n    this.state.cash += cashCredit;\n    this.state.dailyPnl += pnlUsd;\n    this.state.weeklyPnl += pnlUsd;\n    this.state.monthlyPnl += pnlUsd;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    // Record stop-loss cooldown to prevent rapid re-entry\n    if (reason.toLowerCase().includes('stop')) {\n      if (!this.state.stopCooldowns) this.state.stopCooldowns = {};\n      this.state.stopCooldowns[tokenId] = Date.now();\n    }\n\n    // Track per-token consecutive losses for the serial-loser gate.\n    // A losing trade increments the counter; a winning trade resets it to 0.\n    // When the counter hits TOKEN_CONSEC_LOSS_LIMIT, record the cooldown timestamp.\n    if (!this.state.tokenConsecLosses) this.state.tokenConsecLosses = {};\n    if (!this.state.tokenLossCooldowns) this.state.tokenLossCooldowns = {};\n    if (pnlUsd < 0) {\n      this.state.tokenConsecLosses[tokenId] = (this.state.tokenConsecLosses[tokenId] ?? 0) + 1;\n      if (this.state.tokenConsecLosses[tokenId]! >= 2) {\n        this.state.tokenLossCooldowns[tokenId] = Date.now();\n      }\n    } else {\n      // Win or breakeven — reset consecutive loss counter\n      this.state.tokenConsecLosses[tokenId] = 0;\n      delete this.state.tokenLossCooldowns[tokenId];\n    }\n\n    await this.save(this.state);\n\n    return { pnl: pnlUsd, pnlPercent, duration };\n    } finally { release(); }\n  }\n\n  /**\n   * Close a fraction of a position. Records a partial trade and reduces\n   * the position's quantity. Entry price and stops are preserved.\n   */\n  async closePartial(\n    tokenId: string,\n    fraction: number,\n    exitPrice: number,\n    reason: string,\n  ): Promise<{ pnl: number; pnlPercent: number; quantityClosed: number }> {\n    if (fraction <= 0 || fraction >= 1) {\n      throw new Error(`Invalid fraction: ${fraction} (must be between 0 and 1 exclusive)`);\n    }\n    const release = await this.acquireLock();\n    try {\n    await this.load();\n\n    const idx = this.state.positions.findIndex((p) => p.tokenId === tokenId);\n    if (idx === -1) throw new Error(`No open position for ${tokenId}`);\n\n    const pos = this.state.positions[idx]!;\n    const isShort = pos.side === 'short';\n    const quantityClosed = pos.quantity * fraction;\n    const pnlUsd = isShort\n      ? (pos.entryPrice - exitPrice) * quantityClosed\n      : (exitPrice - pos.entryPrice) * quantityClosed;\n    const pnlPercent = isShort\n      ? (pos.entryPrice - exitPrice) / (pos.entryPrice || 1)\n      : (exitPrice - pos.entryPrice) / (pos.entryPrice || 1);\n\n    // Record partial trade\n    const record: TradeRecord = {\n      tokenId: pos.tokenId,\n      symbol: pos.symbol,\n      side: pos.side ?? 'long',\n      entryPrice: pos.entryPrice,\n      exitPrice,\n      quantity: quantityClosed,\n      pnlUsd,\n      pnlPercent,\n      entryTimestamp: pos.entryTimestamp,\n      exitTimestamp: Date.now(),\n      duration: Math.floor((Date.now() - pos.entryTimestamp) / 1000),\n      strategy: pos.strategy,\n      exitReason: reason,\n    };\n    await this.appendTradeRecord(record);\n\n    // Reduce position, mark partial taken\n    pos.quantity -= quantityClosed;\n    pos.partialTaken = true;\n    // Return margin fraction (33%) + PnL for both longs and shorts.\n    const partialCashCredit = pos.entryPrice * quantityClosed * MARGIN_FRACTION + pnlUsd;\n    this.state.cash += partialCashCredit;\n    this.state.dailyPnl += pnlUsd;\n    this.state.weeklyPnl += pnlUsd;\n    this.state.monthlyPnl += pnlUsd;\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    await this.save(this.state);\n    return { pnl: pnlUsd, pnlPercent, quantityClosed };\n    } finally { release(); }\n  }\n\n  /** Update current prices for all positions */\n  async updatePrices(prices: Record<string, number>): Promise<PortfolioState> {\n    await this.load();\n\n    for (const pos of this.state.positions) {\n      const price = prices[pos.tokenId];\n      if (price !== undefined) {\n        // Guard against NaN/Infinity — a bad price update would corrupt PnL\n        // calculations and make stops evaluate to false (NaN <= X is always false),\n        // permanently trapping positions.\n        if (!Number.isFinite(price) || price <= 0) {\n          console.error(`[portfolio] Skipping invalid price for ${pos.tokenId}: ${price}`);\n          continue;\n        }\n        pos.currentPrice = price;\n        const isShort = pos.side === 'short';\n        pos.pnlUsd = isShort\n          ? (pos.entryPrice - price) * pos.quantity\n          : (price - pos.entryPrice) * pos.quantity;\n        pos.pnlPercent = isShort\n          ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n          : (price - pos.entryPrice) / (pos.entryPrice || 1);\n      }\n    }\n\n    this.state.totalValue = computeTotalValue(this.state.cash, this.state.positions);\n\n    await this.save(this.state);\n    return this.state;\n  }\n\n  /** Get trade history */\n  async getHistory(days?: number): Promise<TradeRecord[]> {\n    let records: TradeRecord[] = [];\n    try {\n      const data = await readFile(this.historyPath, 'utf-8');\n      records = JSON.parse(data) as TradeRecord[];\n    } catch {\n      return [];\n    }\n\n    if (days !== undefined) {\n      const cutoff = Date.now() - days * 24 * 60 * 60 * 1000;\n      records = records.filter((r) => r.exitTimestamp >= cutoff);\n    }\n\n    return records;\n  }\n\n  /** Get performance metrics */\n  async getMetrics(days?: number): Promise<{\n    totalTrades: number;\n    winRate: number;\n    avgPnlPercent: number;\n    totalPnlUsd: number;\n    sharpeRatio: number;\n    maxDrawdown: number;\n    bestTrade: TradeRecord;\n    worstTrade: TradeRecord;\n  }> {\n    const trades = await this.getHistory(days);\n\n    if (trades.length === 0) {\n      const empty: TradeRecord = {\n        tokenId: '', symbol: '', side: 'long', entryPrice: 0, exitPrice: 0,\n        quantity: 0, pnlUsd: 0, pnlPercent: 0, entryTimestamp: 0,\n        exitTimestamp: 0, duration: 0, strategy: '', exitReason: '',\n      };\n      return {\n        totalTrades: 0, winRate: 0, avgPnlPercent: 0, totalPnlUsd: 0,\n        sharpeRatio: 0, maxDrawdown: 0, bestTrade: empty, worstTrade: empty,\n      };\n    }\n\n    const wins = trades.filter((t) => t.pnlUsd > 0);\n    const pnls = trades.map((t) => t.pnlPercent);\n    const totalPnlUsd = trades.reduce((s, t) => s + t.pnlUsd, 0);\n    const avgPnlPercent = pnls.reduce((s, p) => s + p, 0) / pnls.length;\n\n    // Sharpe ratio: annualize returns based on average holding period\n    // Standard formula: (mean return - risk-free rate) / stddev of returns\n    const avgHoldingDays = trades.length > 0\n      ? trades.reduce((sum, t) => sum + t.duration, 0) / trades.length / (24 * 60 * 60)\n      : 1;\n    const tradesPerYear = Math.max(252 / Math.max(avgHoldingDays, 1), 1);\n\n    const riskFreePerTrade = 0.05 / tradesPerYear; // Risk-free rate per trade\n    const mean = avgPnlPercent;\n    const excessMean = mean - riskFreePerTrade;\n    const variance = pnls.length > 1\n      ? pnls.reduce((s, p) => s + (p - mean) ** 2, 0) / (pnls.length - 1)\n      : 0;\n    const stdDev = Math.sqrt(variance);\n    const sharpeRatio = stdDev > 0 ? (excessMean / stdDev) * Math.sqrt(tradesPerYear) : 0;\n\n    // Max drawdown from cumulative equity curve (peak-to-trough)\n    // Start with a reasonable initial portfolio value\n    const initialValue = 10000; // Start with default $10k portfolio\n    let equityPeak = initialValue;\n    let equity = initialValue;\n    let maxDrawdown = 0;\n\n    for (const t of trades) {\n      equity += t.pnlUsd;\n      if (equity > equityPeak) {\n        equityPeak = equity;\n      }\n      if (equityPeak > 0 && equity < equityPeak) {\n        const drawdown = (equityPeak - equity) / equityPeak;\n        if (drawdown > maxDrawdown) {\n          maxDrawdown = drawdown;\n        }\n      }\n    }\n\n    const sorted = [...trades].sort((a, b) => a.pnlUsd - b.pnlUsd);\n    const worstTrade = sorted[0]!;\n    const bestTrade = sorted[sorted.length - 1]!;\n\n    return {\n      totalTrades: trades.length,\n      winRate: wins.length / trades.length,\n      avgPnlPercent,\n      totalPnlUsd,\n      sharpeRatio,\n      maxDrawdown,\n      bestTrade,\n      worstTrade,\n    };\n  }\n\n  /** Format portfolio summary for display */\n  formatSummary(): string {\n    const s = this.state;\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  Portfolio Summary'));\n    lines.push(chalk.dim('  ' + '─'.repeat(50)));\n    lines.push(`  Total Value: $${s.totalValue.toFixed(2)}`);\n    lines.push(`  Cash: $${s.cash.toFixed(2)}`);\n    lines.push(`  Positions: ${s.positions.length}`);\n    lines.push('');\n\n    if (s.positions.length > 0) {\n      lines.push(chalk.bold('  Open Positions:'));\n      for (const p of s.positions) {\n        const pnlColor = p.pnlUsd >= 0 ? chalk.green : chalk.red;\n        const pnlStr = pnlColor(\n          `${p.pnlUsd >= 0 ? '+' : ''}$${p.pnlUsd.toFixed(2)} (${(p.pnlPercent * 100).toFixed(1)}%)`,\n        );\n        lines.push(\n          `  ${p.symbol.padEnd(10)} ${p.quantity.toFixed(4)} @ $${p.entryPrice.toFixed(4)}  PnL: ${pnlStr}  [${p.strategy}]`,\n        );\n      }\n      lines.push('');\n    }\n\n    const dailyColor = s.dailyPnl >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Daily PnL:   ${dailyColor((s.dailyPnl >= 0 ? '+' : '') + '$' + s.dailyPnl.toFixed(2))}`);\n    lines.push(`  Weekly PnL:  ${s.weeklyPnl >= 0 ? '+' : ''}$${s.weeklyPnl.toFixed(2)}`);\n    lines.push(`  Monthly PnL: ${s.monthlyPnl >= 0 ? '+' : ''}$${s.monthlyPnl.toFixed(2)}`);\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n\n  /** Append a trade record to history file */\n  private async appendTradeRecord(record: TradeRecord): Promise<void> {\n    let records: TradeRecord[] = [];\n    try {\n      const data = await readFile(this.historyPath, 'utf-8');\n      records = JSON.parse(data) as TradeRecord[];\n    } catch {\n      // Start fresh\n    }\n\n    records.push(record);\n    await mkdir(dirname(this.historyPath), { recursive: true });\n    const tmpPath = this.historyPath + '.tmp';\n    await writeFile(tmpPath, JSON.stringify(records, null, 2), 'utf-8');\n    await rename(tmpPath, this.historyPath);\n  }\n}\n","/**\n * Risk management module — position sizing, drawdown limits, stop-loss management.\n */\n\nimport chalk from 'chalk';\n\nexport interface PortfolioState {\n  totalValue: number;\n  positions: Position[];\n  cash: number;\n  dailyPnl: number;\n  weeklyPnl: number;\n  monthlyPnl: number;\n  lastDailyReset?: number;\n  lastWeeklyReset?: number;\n  lastMonthlyReset?: number;\n  /** Token → timestamp of last stop-loss exit. Used to enforce cooldown\n   *  before re-entry to prevent the stop-reentry-stop pattern. */\n  stopCooldowns?: Record<string, number>;\n  /** Token → count of consecutive losses. Reset to 0 on a winning trade.\n   *  When count >= TOKEN_CONSEC_LOSS_LIMIT, a 24h cooldown is enforced\n   *  before re-entry to prevent serial-loser patterns (e.g. AAVE: 4 trades,\n   *  3 losses, -$144.75). */\n  tokenConsecLosses?: Record<string, number>;\n  /** Token → timestamp when the consecutive-loss cooldown was triggered.\n   *  Used alongside tokenConsecLosses to enforce a 24h ban after N losses. */\n  tokenLossCooldowns?: Record<string, number>;\n  /** Orca-inspired: PnL-aware daily cap, see README / PR #223.\n   *  Count of NEW position entries (not pyramid adds) opened since the\n   *  last daily reset. Used together with getDynamicDailyCap() to throttle\n   *  entry frequency based on the day's realized PnL. */\n  dailyEntries?: number;\n  /** Timestamp of the last `dailyEntries` reset — tracked independently\n   *  from `lastDailyReset` so future boundary logic can diverge if needed\n   *  (and so legacy portfolio.json files without this field reset cleanly). */\n  lastDailyEntriesReset?: number;\n  /** Portfolio value at inception — used to compute cumulative PnL%.\n   *  Defaults to the DEFAULT_PORTFOLIO value ($10k) for legacy files, or\n   *  the on-chain vault balance for live funds initialized via\n   *  `initFromOnChain`. Never updated after the first load. */\n  initialValue?: number;\n}\n\nexport interface Position {\n  tokenId: string;\n  symbol: string;\n  /** 'long' (default for backward compat) or 'short'. */\n  side?: 'long' | 'short';\n  entryPrice: number;\n  currentPrice: number;\n  quantity: number;\n  entryTimestamp: number;\n  stopLoss: number;\n  takeProfit: number;\n  trailingStop?: number;\n  strategy: string;\n  pnlPercent: number;\n  pnlUsd: number;\n  /** Number of pyramid adds since initial entry (0 = base position).\n   *  Capped by RiskManager.canOpenPosition; each add halves the prior add size. */\n  addCount?: number;\n  /** Timestamp of the most recent add (or initial entry).\n   *  Used to enforce minimum spacing between adds. */\n  lastAddTimestamp?: number;\n  /** ATR-14 at the time of entry. Used for per-position trailing stop\n   *  distance (1.0×ATR) and breakeven trigger calibration. */\n  atrAtEntry?: number;\n  /** Whether the 50% partial-profit exit has been taken. Prevents\n   *  re-triggering on subsequent cycles. */\n  partialTaken?: boolean;\n  /** Orca-inspired: HWM-based profit-lock, see README / PR #223.\n   *  For LONG: the highest price seen since entry (>= entryPrice).\n   *  For SHORT: the lowest price seen since entry (<= entryPrice).\n   *  Updated each cycle in `updateTrailingStops`. Enables stop-loss\n   *  ratcheting based on peak-to-date gain rather than unrealized PnL\n   *  alone — so a retrace followed by a new peak always advances the\n   *  lock, never resets it. Persisted to portfolio.json. Legacy positions\n   *  loaded without this field default to entryPrice (safest — never\n   *  locks too aggressively on the first cycle post-upgrade). */\n  peakPrice?: number;\n}\n\nexport interface RiskConfig {\n  maxPortfolioRisk: number;\n  maxSinglePosition: number;\n  maxCorrelatedExposure: number;\n  maxConcurrentTrades: number;\n  hardStopPercent: number;\n  trailingStopAtr: number;\n  /** Trailing stop as a fraction of current price (e.g. 0.05 = stop at price × 0.95).\n   *  Used by updateTrailingStops() which runs each loop cycle without needing ATR.\n   *  Set to 0 to disable. */\n  trailingStopPct: number;\n  /** Move stop to entry (breakeven) once position gains this percent.\n   *  E.g. 0.02 = after +2% unrealized gain, stop tightens to entry price.\n   *  Set to 0 to disable. */\n  breakevenTriggerPct: number;\n  /** Orca-inspired HWM profit-lock, see README / PR #223.\n   *  Stepped table: each {trigger, lockPct} pair means \"once PnL% from\n   *  entry crosses `trigger`, ratchet stop-loss to lock in `lockPct` of\n   *  the peak move from entry\".\n   *  For LONG: stop = entry + (peakPrice - entry) * lockPct.\n   *  For SHORT: stop = entry - (entry - peakPrice) * lockPct.\n   *  Entries iterate in order; highest-triggered tier wins (stricter\n   *  locks override looser ones) and stops only ratchet up — never down. */\n  profitLockSteps: Array<{ trigger: number; lockPct: number }>;\n  dailyLossLimit: number;\n  weeklyLossLimit: number;\n  monthlyLossLimit: number;\n  maxSlippage: Record<string, number>;\n  riskPerTrade: number;\n  /** Orca-inspired: PnL-aware daily cap, see README / PR #223.\n   *  When set, short-circuits the tiered step function in\n   *  `getDynamicDailyCap()` and uses this value directly. Useful for\n   *  tests or an aggressive-mode config override. Leave unset for the\n   *  default PnL-tiered behavior. */\n  dailyCapOverride?: number;\n}\n\n/**\n * Default risk config.\n *\n * `trailingStopPct` / `breakevenTriggerPct` / `profitLockSteps` are now ON\n * by default based on paper-trading analysis showing active trailing\n * significantly improves risk-adjusted returns. These match\n * RECOMMENDED_TRAILING_CONFIG (minus the third profit-lock step).\n *\n * Override via config:\n *   sherwood agent config --set trailingStopPct=0\n *   sherwood agent config --set breakevenTriggerPct=0\n */\nexport const DEFAULT_RISK_CONFIG: RiskConfig = {\n  maxPortfolioRisk: 0.15,\n  maxSinglePosition: 0.55,    // 55% notional (with 3x leverage: ~18% margin)\n  maxCorrelatedExposure: 0.25,\n  maxConcurrentTrades: 8,\n  hardStopPercent: 0.10,          // 10% hard stop (was 5% — wider to match 3.5x ATR stops)\n  trailingStopAtr: 3.5,           // match executor ATR multiplier (was 1.5x — autoresearch: wider = better)\n  trailingStopPct: 0.03,               // 3% trail (autoresearch: tighter trail locks profits faster)\n  breakevenTriggerPct: 0.015,          // move to breakeven after +1.5% gain\n  // Orca-inspired HWM profit-lock (see README / PR #223): each entry locks a\n  // percentage of the peak-to-date move. Tiers cascade — the highest\n  // triggered tier wins — and stops never ratchet down.\n  profitLockSteps: [\n    { trigger: 0.05, lockPct: 0.30 },  // +5% gain  → lock 30% of peak move\n    { trigger: 0.10, lockPct: 0.50 },  // +10% gain → lock 50% of peak move\n    { trigger: 0.15, lockPct: 0.70 },  // +15% gain → lock 70% of peak move\n    { trigger: 0.20, lockPct: 0.85 },  // +20% gain → lock 85% of peak move\n  ],\n  dailyLossLimit: 0.05,\n  weeklyLossLimit: 0.10,\n  monthlyLossLimit: 0.15,\n  maxSlippage: { large: 0.005, mid: 0.015, small: 0.03 },\n  riskPerTrade: 0.02,\n};\n\n/**\n * Opinionated trailing-stop preset.\n *\n * To enable all three mechanisms at once:\n *   sherwood agent config --set trailingStopPct=0.05\n *   sherwood agent config --set breakevenTriggerPct=0.02\n *   (profitLockSteps currently requires editing config.json directly)\n */\n/**\n * Short-term trailing config (1-2 day holds).\n * Tighter stops and faster profit-locking than swing trading.\n */\nexport const RECOMMENDED_TRAILING_CONFIG = {\n  trailingStopPct: 0.04,                 // 4% trail (autoresearch: wider stops let winners run)\n  breakevenTriggerPct: 0.02,             // move to breakeven after +2% gain (matches partial profit trigger)\n  // HWM tiers: lock a growing fraction of the peak move from entry.\n  profitLockSteps: [\n    { trigger: 0.05, lockPct: 0.30 },   // +5% gain  → lock 30% of peak move\n    { trigger: 0.10, lockPct: 0.50 },   // +10% gain → lock 50% of peak move\n    { trigger: 0.15, lockPct: 0.70 },   // +15% gain → lock 70% of peak move\n    { trigger: 0.20, lockPct: 0.85 },   // +20% gain → lock 85% of peak move\n  ],\n} as const;\n\n/** Pyramiding configuration — conservative defaults to limit blowup risk\n *  on a single name. With MAX_PYRAMID_ADDS=2 and halving size each add,\n *  total exposure caps at 1.0x + 0.5x + 0.25x = 1.75x of the base size. */\nexport const MAX_PYRAMID_ADDS = 2;\nexport const PYRAMID_MIN_SPACING_MS = 4 * 60 * 60 * 1000; // 4 hours\nexport const STOP_COOLDOWN_MS = 4 * 60 * 60 * 1000; // 4 hours after a stop-loss\n\n/** Number of consecutive losses on a single token before enforcing a longer cooldown. */\nexport const TOKEN_CONSEC_LOSS_LIMIT = 2;\n/** Cooldown duration after hitting the consecutive-loss limit (24 hours). */\nexport const TOKEN_LOSS_COOLDOWN_MS = 24 * 60 * 60 * 1000;\n\nconst EMPTY_PORTFOLIO: PortfolioState = {\n  totalValue: 0,\n  positions: [],\n  cash: 0,\n  dailyPnl: 0,\n  weeklyPnl: 0,\n  monthlyPnl: 0,\n};\n\nexport class RiskManager {\n  private config: RiskConfig;\n  private portfolio: PortfolioState;\n\n  constructor(config?: Partial<RiskConfig>) {\n    this.config = { ...DEFAULT_RISK_CONFIG, ...config };\n    this.portfolio = { ...EMPTY_PORTFOLIO };\n  }\n\n  /** Base risk-per-trade fraction (e.g. 0.02 = 2%). Exposed so callers can\n   *  apply conviction / profile multipliers without duplicating the config. */\n  getRiskPerTrade(): number {\n    return this.config.riskPerTrade;\n  }\n\n  /**\n   * Orca-inspired PnL-aware daily cap (see README / PR #223).\n   *\n   * Returns the maximum number of NEW position entries allowed today based\n   * on realized daily PnL as a fraction of the start-of-day portfolio\n   * value. Tiers (step function):\n   *\n   *   >= +5%       → 12 (\"hot hand\")\n   *   [ 0%, +5%)   →  8\n   *   [-5%,  0%)   →  5\n   *   [-15%, -5%)  →  3\n   *   [-25%,-15%)  →  1\n   *   < -25%       →  0 (circuit breaker)\n   *\n   * `config.dailyCapOverride` short-circuits to a fixed value when set\n   * (tests / aggressive mode). The start-of-day value is reconstructed\n   * as `totalValue - dailyPnl` — same trick loop.ts uses to derive\n   * dailyPnlPct for the judge.\n   *\n   * Orthogonal to `maxConcurrentTrades`: that limits simultaneous open\n   * positions; this limits turnover per day.\n   */\n  getDynamicDailyCap(): number {\n    // Override short-circuit\n    if (\n      this.config.dailyCapOverride !== undefined\n      && Number.isFinite(this.config.dailyCapOverride)\n    ) {\n      return Math.max(0, Math.floor(this.config.dailyCapOverride));\n    }\n\n    const totalValue = Number.isFinite(this.portfolio.totalValue) ? this.portfolio.totalValue : 0;\n    const dailyPnl = Number.isFinite(this.portfolio.dailyPnl) ? this.portfolio.dailyPnl : 0;\n    // Reconstruct start-of-day value (mirrors loop.ts:691 logic). Fall\n    // back to cash when totalValue is unset to avoid a false 0% baseline.\n    const startOfDayValue = (totalValue - dailyPnl) > 0\n      ? totalValue - dailyPnl\n      : (Number.isFinite(this.portfolio.cash) ? this.portfolio.cash : 0);\n\n    if (startOfDayValue <= 0) {\n      // No baseline to measure against — fall back to the middle tier.\n      return 5;\n    }\n\n    const pnlPct = dailyPnl / startOfDayValue;\n\n    if (pnlPct >= 0.05) return 12;\n    if (pnlPct >= 0) return 8;\n    if (pnlPct >= -0.05) return 5;\n    if (pnlPct >= -0.15) return 3;\n    if (pnlPct >= -0.25) return 1;\n    return 0; // circuit breaker — no new entries today\n  }\n\n  /** Check if we can open a new position (or pyramid into an existing one).\n   *  When `direction` is omitted, defaults to 'long' for backward compatibility.\n   *  An existing position with a different direction always rejects (no flips\n   *  via pyramid — flips must explicitly close the prior position first). */\n  canOpenPosition(token: string, sizeUsd: number, direction: 'long' | 'short' = 'long'): { allowed: boolean; reason?: string } {\n    // Check concurrent trades limit\n    if (this.portfolio.positions.length >= this.config.maxConcurrentTrades) {\n      return { allowed: false, reason: `Max concurrent trades (${this.config.maxConcurrentTrades}) reached` };\n    }\n\n    // Orca-inspired: PnL-aware daily entry cap (see README / PR #223).\n    // Only applies to NEW positions — pyramid adds into an existing token\n    // go through their own spacing / addCount guards below and do not\n    // count toward the daily turnover budget.\n    const isNewEntry = !this.portfolio.positions.find((p) => p.tokenId === token);\n    if (isNewEntry) {\n      const dailyCap = this.getDynamicDailyCap();\n      const entriesToday = Number.isFinite(this.portfolio.dailyEntries)\n        ? (this.portfolio.dailyEntries ?? 0)\n        : 0;\n      if (entriesToday >= dailyCap) {\n        const totalValue = Number.isFinite(this.portfolio.totalValue) ? this.portfolio.totalValue : 0;\n        const dailyPnl = Number.isFinite(this.portfolio.dailyPnl) ? this.portfolio.dailyPnl : 0;\n        const startOfDayValue = (totalValue - dailyPnl) > 0 ? totalValue - dailyPnl : 0;\n        const pnlPct = startOfDayValue > 0 ? (dailyPnl / startOfDayValue) * 100 : 0;\n        return {\n          allowed: false,\n          reason: `Dynamic daily cap (${dailyCap}) reached — PnL ${pnlPct >= 0 ? '+' : ''}${pnlPct.toFixed(1)}%`,\n        };\n      }\n    }\n\n    // Check single position size limit\n    const portfolioValue = this.portfolio.totalValue || this.portfolio.cash;\n    if (portfolioValue > 0) {\n      const positionPct = sizeUsd / portfolioValue;\n      if (positionPct > this.config.maxSinglePosition) {\n        return {\n          allowed: false,\n          reason: `Position size ${(positionPct * 100).toFixed(1)}% exceeds max ${(this.config.maxSinglePosition * 100).toFixed(0)}% per trade`,\n        };\n      }\n    }\n\n    // Check total portfolio risk by evaluating potential aggregate loss\n    if (portfolioValue > 0) {\n      const currentRiskExposure = this.portfolio.positions.reduce(\n        (sum, p) => {\n          // Estimate max loss per position using stop loss distance\n          const maxLossPerPosition = Math.abs(p.entryPrice - p.stopLoss) * p.quantity;\n          return sum + maxLossPerPosition;\n        },\n        0,\n      );\n\n      // Estimate new position risk (assuming 8% stop loss)\n      const newPositionRisk = sizeUsd * 0.08;\n      const totalRiskExposure = currentRiskExposure + newPositionRisk;\n\n      if (totalRiskExposure / portfolioValue > this.config.maxPortfolioRisk) {\n        return {\n          allowed: false,\n          reason: `Total portfolio risk ${(totalRiskExposure / portfolioValue * 100).toFixed(1)}% would exceed max ${(this.config.maxPortfolioRisk * 100).toFixed(0)}%`,\n        };\n      }\n    }\n\n    // Check post-stop cooldown — prevent rapid re-entry after a stop loss\n    const cooldowns = this.portfolio.stopCooldowns ?? {};\n    const lastStop = cooldowns[token];\n    if (lastStop !== undefined) {\n      const elapsed = Date.now() - lastStop;\n      if (elapsed < STOP_COOLDOWN_MS) {\n        const remainHrs = ((STOP_COOLDOWN_MS - elapsed) / 3_600_000).toFixed(1);\n        return { allowed: false, reason: `Stop cooldown active for ${token} (${remainHrs}h remaining)` };\n      }\n    }\n\n    // Check per-token consecutive loss cooldown — prevent serial-loser re-entry.\n    // After TOKEN_CONSEC_LOSS_LIMIT consecutive losses on a token, enforce a\n    // 24h ban. Prevents the AAVE pattern (4 trades, 3 losses, -$144.75).\n    const consecLosses = this.portfolio.tokenConsecLosses ?? {};\n    const lossCooldowns = this.portfolio.tokenLossCooldowns ?? {};\n    const tokenLosses = consecLosses[token] ?? 0;\n    if (tokenLosses >= TOKEN_CONSEC_LOSS_LIMIT) {\n      const lossCooldownStart = lossCooldowns[token];\n      if (lossCooldownStart !== undefined) {\n        const elapsed = Date.now() - lossCooldownStart;\n        if (elapsed < TOKEN_LOSS_COOLDOWN_MS) {\n          const remainHrs = ((TOKEN_LOSS_COOLDOWN_MS - elapsed) / 3_600_000).toFixed(1);\n          return {\n            allowed: false,\n            reason: `Token loss cooldown: ${token} has ${tokenLosses} consecutive losses (${remainHrs}h remaining of 24h ban)`,\n          };\n        }\n      }\n    }\n\n    // Check if we already have a position in this token.\n    // Pyramiding (adding to a winning position) is allowed up to MAX_PYRAMID_ADDS\n    // total adds, with at least PYRAMID_MIN_SPACING_MS between adds. The caller\n    // (TradeExecutor) is responsible for halving the size each add and matching\n    // the existing direction. If those preconditions aren't met, the executor\n    // should not call canOpenPosition for an add.\n    const existing = this.portfolio.positions.find((p) => p.tokenId === token);\n    if (existing) {\n      const existingSide = existing.side ?? 'long';\n      if (existingSide !== direction) {\n        return { allowed: false, reason: `Conflicting position in ${token} (existing ${existingSide}, signal ${direction}) — close first` };\n      }\n      const addCount = existing.addCount ?? 0;\n      if (addCount >= MAX_PYRAMID_ADDS) {\n        return { allowed: false, reason: `Pyramid cap reached for ${token} (${MAX_PYRAMID_ADDS} adds)` };\n      }\n      const lastAdd = existing.lastAddTimestamp ?? existing.entryTimestamp;\n      const elapsed = Date.now() - lastAdd;\n      if (elapsed < PYRAMID_MIN_SPACING_MS) {\n        const remainHrs = ((PYRAMID_MIN_SPACING_MS - elapsed) / 3_600_000).toFixed(1);\n        return { allowed: false, reason: `Pyramid spacing not met for ${token} (next add in ${remainHrs}h)` };\n      }\n    }\n\n    // Check cash availability — compare margin requirement (33%) against cash,\n    // not full notional. openPosition debits margin, not full notional.\n    const MARGIN_FRACTION = 0.33;\n    const marginRequired = sizeUsd * MARGIN_FRACTION;\n    if (marginRequired > this.portfolio.cash) {\n      return { allowed: false, reason: `Insufficient cash: need $${marginRequired.toFixed(2)} margin (${(MARGIN_FRACTION*100).toFixed(0)}% of $${sizeUsd.toFixed(0)}), have $${this.portfolio.cash.toFixed(2)}` };\n    }\n\n    // Check drawdown limits\n    const drawdown = this.isDrawdownLimitHit();\n    if (drawdown.paused) {\n      return { allowed: false, reason: drawdown.message };\n    }\n\n    // Check correlated exposure by token category\n    const TOKEN_CATEGORIES: Record<string, string> = {\n      bitcoin: 'L1', ethereum: 'L1', solana: 'L1', avalanche: 'L1', cardano: 'L1',\n      polkadot: 'L1', near: 'L1', cosmos: 'L1', sui: 'L1', aptos: 'L1',\n      uniswap: 'DeFi', aave: 'DeFi', maker: 'DeFi', compound: 'DeFi', curve: 'DeFi',\n      lido: 'DeFi', sushi: 'DeFi', pancakeswap: 'DeFi', jupiter: 'DeFi',\n      arbitrum: 'L2', optimism: 'L2', polygon: 'L2', 'starknet': 'L2', base: 'L2',\n      'zksync': 'L2', mantle: 'L2',\n    };\n\n    const tokenCategory = TOKEN_CATEGORIES[token];\n    if (tokenCategory && portfolioValue > 0) {\n      const correlatedExposure = this.portfolio.positions\n        .filter((p) => TOKEN_CATEGORIES[p.tokenId] === tokenCategory)\n        .reduce((sum, p) => sum + p.quantity * p.currentPrice, 0);\n      const newExposure = (correlatedExposure + sizeUsd) / portfolioValue;\n      if (newExposure > this.config.maxCorrelatedExposure) {\n        return {\n          allowed: false,\n          reason: `Correlated exposure for ${tokenCategory} would be ${(newExposure * 100).toFixed(1)}% (limit: ${(this.config.maxCorrelatedExposure * 100).toFixed(0)}%)`,\n        };\n      }\n    }\n\n    return { allowed: true };\n  }\n\n  /** Calculate position size using classic risk-based formula */\n  calculatePositionSize(\n    entryPrice: number,\n    stopLossPrice: number,\n    portfolioValue: number,\n    maxRiskPercent?: number,\n  ): { quantity: number; sizeUsd: number; riskUsd: number } {\n    // Guard against invalid inputs\n    if (entryPrice <= 0 || portfolioValue <= 0) {\n      return { quantity: 0, sizeUsd: 0, riskUsd: 0 };\n    }\n\n    const riskPct = maxRiskPercent ?? this.config.riskPerTrade;\n    let riskUsd = portfolioValue * riskPct;\n    const riskPerUnit = Math.abs(entryPrice - stopLossPrice);\n\n    if (riskPerUnit <= 0) {\n      return { quantity: 0, sizeUsd: 0, riskUsd: 0 };\n    }\n\n    // positionSize = (portfolioValue * maxRiskPercent) / (entryPrice - stopLossPrice)\n    let quantity = riskUsd / riskPerUnit;\n    let sizeUsd = quantity * entryPrice;\n\n    // Cap at max single position size FIRST — floor must not exceed cap.\n    const maxSizeUsd = portfolioValue * this.config.maxSinglePosition;\n    if (sizeUsd > maxSizeUsd) {\n      sizeUsd = maxSizeUsd;\n      quantity = maxSizeUsd / entryPrice;\n      riskUsd = quantity * riskPerUnit;\n    }\n\n    // Minimum position floor: Hyperliquid requires ~$10+ notional per order.\n    // Applied AFTER the cap so floor never exceeds maxSinglePosition.\n    // Only scales up if vault can afford 2× the floor (safety buffer).\n    const MIN_POSITION_USD = 15;\n    const effectiveFloor = Math.min(MIN_POSITION_USD, maxSizeUsd);\n    if (sizeUsd < effectiveFloor && portfolioValue >= MIN_POSITION_USD * 2) {\n      sizeUsd = effectiveFloor;\n      quantity = sizeUsd / entryPrice;\n      riskUsd = quantity * riskPerUnit;\n    }\n\n    return { quantity, sizeUsd, riskUsd };\n  }\n\n  /** Check drawdown limits — returns true if trading should be paused */\n  isDrawdownLimitHit(): { paused: boolean; level: 'daily' | 'weekly' | 'monthly' | null; message: string } {\n    const portfolioValue = this.portfolio.totalValue || this.portfolio.cash;\n    if (portfolioValue <= 0) {\n      return { paused: false, level: null, message: 'No portfolio value set' };\n    }\n\n    const dailyPct = Math.abs(this.portfolio.dailyPnl) / portfolioValue;\n    const weeklyPct = Math.abs(this.portfolio.weeklyPnl) / portfolioValue;\n    const monthlyPct = Math.abs(this.portfolio.monthlyPnl) / portfolioValue;\n\n    if (this.portfolio.dailyPnl < 0 && dailyPct >= this.config.dailyLossLimit) {\n      return {\n        paused: true,\n        level: 'daily',\n        message: `Daily loss limit hit: ${(dailyPct * 100).toFixed(1)}% (limit: ${(this.config.dailyLossLimit * 100).toFixed(0)}%)`,\n      };\n    }\n\n    if (this.portfolio.weeklyPnl < 0 && weeklyPct >= this.config.weeklyLossLimit) {\n      return {\n        paused: true,\n        level: 'weekly',\n        message: `Weekly loss limit hit: ${(weeklyPct * 100).toFixed(1)}% (limit: ${(this.config.weeklyLossLimit * 100).toFixed(0)}%)`,\n      };\n    }\n\n    if (this.portfolio.monthlyPnl < 0 && monthlyPct >= this.config.monthlyLossLimit) {\n      return {\n        paused: true,\n        level: 'monthly',\n        message: `Monthly loss limit hit: ${(monthlyPct * 100).toFixed(1)}% (limit: ${(this.config.monthlyLossLimit * 100).toFixed(0)}%)`,\n      };\n    }\n\n    return { paused: false, level: null, message: 'Within limits' };\n  }\n\n  /**\n   * Ratchet stop-losses each cycle based on current prices.\n   * Applies three independent mechanisms, whichever gives the tightest stop:\n   *\n   *   1. Breakeven: if PnL% crosses +breakevenTriggerPct, move stop to entryPrice.\n   *      Locks in \"no loss\" once the trade is meaningfully in the money.\n   *\n   *   2. Orca-inspired HWM profit-lock (see README / PR #223): stepped table\n   *      keyed on \"gain from entry\". Each triggered tier locks a growing\n   *      fraction of the peak-to-date move:\n   *        LONG:  stop = entry + (peakPrice - entry) * lockPct\n   *        SHORT: stop = entry - (entry - peakPrice) * lockPct\n   *      `peakPrice` tracks the best price observed since entry and is\n   *      updated on every call (max for LONG, min for SHORT). A retrace\n   *      followed by a new peak advances the lock — never resets it.\n   *\n   *   3. Percent-trail: stop tracks currentPrice × (1 ± trailingStopPct).\n   *      Continuous trail — tracks new highs (LONG) / lows (SHORT).\n   *\n   * All mechanisms respect the \"stops never loosen\" invariant.\n   * `peakPrice` is updated even when no stop-change fires (so future\n   * cycles see the ratchet). Returns a new array — does not mutate input.\n   *\n   * Legacy positions loaded from portfolio.json without `peakPrice`\n   * default to `entryPrice` (safest — never triggers a tier on the\n   * first cycle after upgrade until price actually advances).\n   */\n  updateTrailingStops(positions: Position[]): Position[] {\n    return positions.map((pos) => {\n      if (pos.currentPrice <= 0 || pos.entryPrice <= 0) return pos;\n\n      const isShort = pos.side === 'short';\n\n      // Update peak-price HWM. For LONG, peak = max observed price.\n      // For SHORT, peak = min observed price (most favorable for a short).\n      // Legacy positions without `peakPrice` seed from entryPrice — this\n      // is the safer default: on the first post-upgrade cycle, no HWM\n      // tier will fire until price actually moves beyond entry.\n      const priorPeak = Number.isFinite(pos.peakPrice) ? (pos.peakPrice as number) : pos.entryPrice;\n      const newPeak = isShort\n        ? Math.min(priorPeak, pos.currentPrice)\n        : Math.max(priorPeak, pos.currentPrice);\n\n      // Direction-aware PnL from entry\n      const pnlPct = isShort\n        ? (pos.entryPrice - pos.currentPrice) / (pos.entryPrice || 1)\n        : (pos.currentPrice - pos.entryPrice) / (pos.entryPrice || 1);\n      let newStop = pos.stopLoss;\n\n      if (isShort) {\n        // For SHORTS: stops sit ABOVE price. \"Tighter\" = LOWER.\n\n        // 1. Breakeven: move stop down to entry\n        if (this.config.breakevenTriggerPct > 0 && pnlPct >= this.config.breakevenTriggerPct) {\n          newStop = Math.min(newStop, pos.entryPrice);\n        }\n\n        // 2. HWM profit-lock. For shorts, the peak is the lowest price.\n        //    stop = entry - (entry - peak) * lockPct  (peak <= entry)\n        //    Iterate tiers — highest-triggered tier wins.\n        for (const step of this.config.profitLockSteps) {\n          if (pnlPct >= step.trigger) {\n            const lockedStop = pos.entryPrice - (pos.entryPrice - newPeak) * step.lockPct;\n            newStop = Math.min(newStop, lockedStop);\n          }\n        }\n\n        // 3. Percent-trail: track new lows\n        if (this.config.trailingStopPct > 0) {\n          const trailStop = pos.currentPrice * (1 + this.config.trailingStopPct);\n          newStop = Math.min(newStop, trailStop);\n        }\n\n        if (newStop < pos.stopLoss || newPeak !== priorPeak) {\n          return {\n            ...pos,\n            peakPrice: newPeak,\n            stopLoss: newStop < pos.stopLoss ? newStop : pos.stopLoss,\n            trailingStop: newStop < pos.stopLoss ? newStop : pos.trailingStop,\n          };\n        }\n      } else {\n        // For LONGS: stops sit BELOW price. \"Tighter\" = HIGHER.\n\n        // 1. Breakeven\n        if (this.config.breakevenTriggerPct > 0 && pnlPct >= this.config.breakevenTriggerPct) {\n          newStop = Math.max(newStop, pos.entryPrice);\n        }\n\n        // 2. HWM profit-lock.\n        //    stop = entry + (peak - entry) * lockPct  (peak >= entry)\n        for (const step of this.config.profitLockSteps) {\n          if (pnlPct >= step.trigger) {\n            const lockedStop = pos.entryPrice + (newPeak - pos.entryPrice) * step.lockPct;\n            newStop = Math.max(newStop, lockedStop);\n          }\n        }\n\n        // 3. Percent-trail\n        if (this.config.trailingStopPct > 0) {\n          const trailStop = pos.currentPrice * (1 - this.config.trailingStopPct);\n          newStop = Math.max(newStop, trailStop);\n        }\n\n        if (newStop > pos.stopLoss || newPeak !== priorPeak) {\n          return {\n            ...pos,\n            peakPrice: newPeak,\n            stopLoss: newStop > pos.stopLoss ? newStop : pos.stopLoss,\n            trailingStop: newStop > pos.stopLoss ? newStop : pos.trailingStop,\n          };\n        }\n      }\n      return pos;\n    });\n  }\n\n  /** Update trailing stop losses using ATR values */\n  updateStopLosses(positions: Position[], atrValues: Record<string, number>): Position[] {\n    return positions.map((pos) => {\n      const atr = atrValues[pos.tokenId];\n      if (atr === undefined || atr <= 0) return pos;\n\n      const trailingDistance = atr * this.config.trailingStopAtr;\n      const currentTrailing = pos.trailingStop ?? pos.stopLoss;\n\n      if (pos.side === 'short') {\n        // For SHORTS: stop sits ABOVE current price. Tighten only if new\n        // candidate is LOWER than the current trailing stop.\n        const newTrailingStop = pos.currentPrice + trailingDistance;\n        if (newTrailingStop < currentTrailing) {\n          return {\n            ...pos,\n            trailingStop: newTrailingStop,\n            // Also update hard stop if trailing is tighter (lower)\n            stopLoss: Math.min(pos.stopLoss, newTrailingStop),\n          };\n        }\n        return pos;\n      }\n\n      // LONGS: stop sits BELOW current price. Only move trailing stop up.\n      const newTrailingStop = pos.currentPrice - trailingDistance;\n      if (newTrailingStop > currentTrailing) {\n        return {\n          ...pos,\n          trailingStop: newTrailingStop,\n          // Also update hard stop if trailing is higher\n          stopLoss: Math.max(pos.stopLoss, newTrailingStop),\n        };\n      }\n\n      return pos;\n    });\n  }\n\n  /** Check if any positions should be closed */\n  checkExits(\n    positions: Position[],\n    currentPrices: Record<string, number>,\n  ): { toClose: Position[]; reasons: Record<string, string> } {\n    const toClose: Position[] = [];\n    const reasons: Record<string, string> = {};\n\n    for (const pos of positions) {\n      const price = currentPrices[pos.tokenId];\n      if (price === undefined) continue;\n\n      const updatedPos = { ...pos, currentPrice: price };\n      const isShort = pos.side === 'short';\n\n      // PnL calculation — direction-aware\n      const pnlPercent = isShort\n        ? (pos.entryPrice - price) / (pos.entryPrice || 1)\n        : (price - pos.entryPrice) / (pos.entryPrice || 1);\n\n      // Hard stop loss check (direction-aware via pnlPercent)\n      if (pnlPercent <= -this.config.hardStopPercent) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Hard stop hit: ${(pnlPercent * 100).toFixed(1)}% loss (limit: -${(this.config.hardStopPercent * 100).toFixed(0)}%)`;\n        continue;\n      }\n\n      // Stop loss check — for shorts, stop is ABOVE entry (price >= stopLoss)\n      // for longs, stop is BELOW entry (price <= stopLoss)\n      const stopHit = isShort ? price >= pos.stopLoss : price <= pos.stopLoss;\n      if (stopHit) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Stop loss hit at $${pos.stopLoss.toFixed(4)} (price: $${price.toFixed(4)})`;\n        continue;\n      }\n\n      // Trailing stop check — same direction logic as stop loss\n      if (pos.trailingStop !== undefined) {\n        const trailHit = isShort ? price >= pos.trailingStop : price <= pos.trailingStop;\n        if (trailHit) {\n          toClose.push(updatedPos);\n          reasons[pos.tokenId] = `Trailing stop hit at $${pos.trailingStop.toFixed(4)} (price: $${price.toFixed(4)})`;\n          continue;\n        }\n      }\n\n      // Take profit check — for shorts, TP is BELOW entry (price <= takeProfit)\n      // for longs, TP is ABOVE entry (price >= takeProfit)\n      const tpHit = isShort ? price <= pos.takeProfit : price >= pos.takeProfit;\n      if (tpHit) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Take profit hit at $${pos.takeProfit.toFixed(4)} (price: $${price.toFixed(4)})`;\n        continue;\n      }\n\n      // Time-based exit: close after 48h if PnL is flat (<1%)\n      const holdingHours = (Date.now() - pos.entryTimestamp) / (1000 * 60 * 60);\n      // Autoresearch (Apr 24): 96h→84h — kill dead positions sooner for capital recycling.\n      if (holdingHours > 84 && pnlPercent < 0.01 && pnlPercent > -0.01) {\n        toClose.push(updatedPos);\n        reasons[pos.tokenId] = `Time stop: held ${(holdingHours / 24).toFixed(1)} days with only ${(pnlPercent * 100).toFixed(1)}% PnL`;\n        continue;\n      }\n    }\n\n    return { toClose, reasons };\n  }\n\n  /** Update portfolio state */\n  updatePortfolio(portfolio: Partial<PortfolioState>): void {\n    this.portfolio = { ...this.portfolio, ...portfolio };\n  }\n\n  /** Get current risk exposure summary */\n  getRiskSummary(): string {\n    const lines: string[] = [];\n    const pv = this.portfolio.totalValue || this.portfolio.cash;\n\n    lines.push(chalk.bold('Risk Summary'));\n    lines.push(chalk.dim('─'.repeat(40)));\n    lines.push(`Portfolio Value: $${pv.toFixed(2)}`);\n    lines.push(`Cash: $${this.portfolio.cash.toFixed(2)}`);\n    lines.push(`Open Positions: ${this.portfolio.positions.length}/${this.config.maxConcurrentTrades}`);\n\n    const totalExposure = this.portfolio.positions.reduce(\n      (sum, p) => sum + p.quantity * p.currentPrice,\n      0,\n    );\n    const exposurePct = pv > 0 ? (totalExposure / pv) * 100 : 0;\n    lines.push(`Total Exposure: $${totalExposure.toFixed(2)} (${exposurePct.toFixed(1)}%)`);\n\n    const totalUnrealizedPnl = this.portfolio.positions.reduce((sum, p) => sum + p.pnlUsd, 0);\n    const pnlColor = totalUnrealizedPnl >= 0 ? chalk.green : chalk.red;\n    lines.push(`Unrealized PnL: ${pnlColor('$' + totalUnrealizedPnl.toFixed(2))}`);\n\n    lines.push(chalk.dim('─'.repeat(40)));\n    lines.push(`Daily PnL: ${this.portfolio.dailyPnl >= 0 ? '+' : ''}$${this.portfolio.dailyPnl.toFixed(2)}`);\n    lines.push(`Weekly PnL: ${this.portfolio.weeklyPnl >= 0 ? '+' : ''}$${this.portfolio.weeklyPnl.toFixed(2)}`);\n    lines.push(`Monthly PnL: ${this.portfolio.monthlyPnl >= 0 ? '+' : ''}$${this.portfolio.monthlyPnl.toFixed(2)}`);\n\n    const drawdown = this.isDrawdownLimitHit();\n    if (drawdown.paused) {\n      lines.push(chalk.red(`TRADING PAUSED: ${drawdown.message}`));\n    }\n\n    return lines.join('\\n');\n  }\n}\n","/**\n * Reporting module — formats cycle results, portfolio summaries, trade alerts, and metrics.\n */\n\nimport chalk from 'chalk';\nimport type { CycleResult } from './loop.js';\nimport type { PortfolioState, Position } from './risk.js';\nimport type { TradeRecord } from './portfolio.js';\n\nexport class Reporter {\n  /** Format a cycle result as a nicely-formatted console report */\n  formatCycleReport(result: CycleResult): string {\n    const lines: string[] = [];\n    const ts = new Date(result.timestamp).toLocaleTimeString();\n\n    lines.push('');\n    lines.push(chalk.bold(`  ┌─ Cycle #${result.cycleNumber} ─ ${ts} ─────────────────────────────┐`));\n    lines.push(`  │ Duration: ${result.duration}ms | Tokens analyzed: ${result.tokensAnalyzed}`);\n    lines.push(`  │ Trades executed: ${result.tradesExecuted} | Exits processed: ${result.exitsProcessed}`);\n    lines.push(chalk.dim('  ├──────────────────────────────────────────────────┤'));\n\n    // Signals\n    if (result.signals.length > 0) {\n      lines.push(chalk.bold('  │ Signals:'));\n      for (const sig of result.signals) {\n        const color = sig.action.includes('BUY')\n          ? chalk.green\n          : sig.action.includes('SELL')\n            ? chalk.red\n            : chalk.yellow;\n        const scoreStr = sig.score >= 0 ? `+${sig.score.toFixed(3)}` : sig.score.toFixed(3);\n        lines.push(`  │   ${sig.token.padEnd(14)} ${color(sig.action.padEnd(12))} ${scoreStr}`);\n      }\n    } else {\n      lines.push('  │ No actionable signals this cycle.');\n    }\n\n    lines.push(chalk.dim('  ├──────────────────────────────────────────────────┤'));\n\n    // Portfolio — show total PnL% since inception + realized (drawdown-gate driver) + unrealized (mark-to-market).\n    const realized = result.dailyRealizedPnl;\n    const unrealized = result.unrealizedPnl;\n    const total = result.totalPnlUsd;\n    const totalPct = result.totalPnlPct;\n    const fmt = (v: number) => (v >= 0 ? '+$' : '-$') + Math.abs(v).toFixed(2);\n    const fmtPct = (v: number) => (v >= 0 ? '+' : '') + (v * 100).toFixed(2) + '%';\n    const rColor = realized >= 0 ? chalk.green : chalk.red;\n    const uColor = unrealized >= 0 ? chalk.green : chalk.red;\n    const tColor = total >= 0 ? chalk.green : chalk.red;\n    lines.push(`  │ Portfolio: $${result.portfolioValue.toFixed(2)}  Total: ${tColor(fmt(total) + ' (' + fmtPct(totalPct) + ')')}`);\n    lines.push(`  │ Realized: ${rColor(fmt(realized))}  Unrealized: ${uColor(fmt(unrealized))}`);\n\n    // Errors\n    if (result.errors.length > 0) {\n      lines.push(chalk.dim('  ├──────────────────────────────────────────────────┤'));\n      lines.push(chalk.red(`  │ Errors (${result.errors.length}):`));\n      for (const err of result.errors.slice(0, 3)) {\n        lines.push(chalk.red(`  │   ${err.slice(0, 60)}`));\n      }\n    }\n\n    lines.push(chalk.bold('  └──────────────────────────────────────────────────┘'));\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n\n  /** Format portfolio state as a detailed summary */\n  formatPortfolioReport(state: PortfolioState): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  Portfolio Summary'));\n    lines.push(chalk.dim('  ' + '═'.repeat(60)));\n    lines.push(`  Total Value:  $${state.totalValue.toFixed(2)}`);\n    lines.push(`  Cash:         $${state.cash.toFixed(2)}`);\n    lines.push(`  Positions:    ${state.positions.length}`);\n    lines.push('');\n\n    if (state.positions.length > 0) {\n      lines.push(chalk.bold('  Open Positions:'));\n      lines.push(chalk.dim(`  ${'Symbol'.padEnd(10)} ${'Qty'.padEnd(12)} ${'Entry'.padEnd(12)} ${'Current'.padEnd(12)} ${'PnL %'.padEnd(10)} PnL $`));\n      lines.push(chalk.dim('  ' + '─'.repeat(68)));\n\n      for (const p of state.positions) {\n        const pnlColor = p.pnlUsd >= 0 ? chalk.green : chalk.red;\n        const pctStr = `${(p.pnlPercent * 100).toFixed(1)}%`;\n        const usdStr = `${p.pnlUsd >= 0 ? '+' : ''}$${p.pnlUsd.toFixed(2)}`;\n        lines.push(\n          `  ${p.symbol.padEnd(10)} ${p.quantity.toFixed(4).padEnd(12)} $${p.entryPrice.toFixed(2).padEnd(11)} $${p.currentPrice.toFixed(2).padEnd(11)} ${pnlColor(pctStr.padEnd(10))} ${pnlColor(usdStr)}`,\n        );\n      }\n      lines.push('');\n    }\n\n    const dailyColor = state.dailyPnl >= 0 ? chalk.green : chalk.red;\n    const weeklyColor = state.weeklyPnl >= 0 ? chalk.green : chalk.red;\n    const monthlyColor = state.monthlyPnl >= 0 ? chalk.green : chalk.red;\n\n    lines.push(`  Daily PnL:    ${dailyColor((state.dailyPnl >= 0 ? '+' : '') + '$' + state.dailyPnl.toFixed(2))}`);\n    lines.push(`  Weekly PnL:   ${weeklyColor((state.weeklyPnl >= 0 ? '+' : '') + '$' + state.weeklyPnl.toFixed(2))}`);\n    lines.push(`  Monthly PnL:  ${monthlyColor((state.monthlyPnl >= 0 ? '+' : '') + '$' + state.monthlyPnl.toFixed(2))}`);\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n\n  /** Format a trade execution alert */\n  formatTradeAlert(trade: {\n    token: string;\n    side: string;\n    price: number;\n    amount: number;\n    strategy: string;\n  }): string {\n    const emoji = trade.side === 'buy' ? '🟢' : '🔴';\n    const sideStr = trade.side.toUpperCase();\n    const lines: string[] = [];\n\n    lines.push(`${emoji} ${sideStr} ${trade.token.toUpperCase()}`);\n    lines.push(`   Price: $${trade.price.toFixed(4)}`);\n    lines.push(`   Amount: $${trade.amount.toFixed(2)}`);\n    lines.push(`   Strategy: ${trade.strategy}`);\n    lines.push(`   Time: ${new Date().toISOString()}`);\n\n    return lines.join('\\n');\n  }\n\n  /** Format performance metrics */\n  formatMetrics(metrics: {\n    totalTrades: number;\n    winRate: number;\n    avgPnlPercent: number;\n    totalPnlUsd: number;\n    sharpeRatio: number;\n    maxDrawdown: number;\n    bestTrade: TradeRecord;\n    worstTrade: TradeRecord;\n  }): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  Performance Metrics'));\n    lines.push(chalk.dim('  ' + '═'.repeat(50)));\n\n    lines.push(`  Total Trades:    ${metrics.totalTrades}`);\n\n    // Win rate with bar\n    const winPct = (metrics.winRate * 100).toFixed(1);\n    const winBarLen = Math.round(metrics.winRate * 20);\n    const winBar = chalk.green('█'.repeat(winBarLen)) + chalk.dim('░'.repeat(20 - winBarLen));\n    const winColor = metrics.winRate >= 0.5 ? chalk.green : chalk.red;\n    lines.push(`  Win Rate:        ${winBar} ${winColor(winPct + '%')}`);\n\n    // Avg PnL\n    const avgColor = metrics.avgPnlPercent >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Avg PnL:         ${avgColor((metrics.avgPnlPercent * 100).toFixed(2) + '%')}`);\n\n    // Total PnL\n    const totalColor = metrics.totalPnlUsd >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Total PnL:       ${totalColor('$' + metrics.totalPnlUsd.toFixed(2))}`);\n\n    // Sharpe\n    const sharpeColor = metrics.sharpeRatio >= 1 ? chalk.green : metrics.sharpeRatio >= 0 ? chalk.yellow : chalk.red;\n    lines.push(`  Sharpe Ratio:    ${sharpeColor(metrics.sharpeRatio.toFixed(2))}`);\n\n    // Max Drawdown\n    const ddBar = chalk.red('█'.repeat(Math.round(Math.min(metrics.maxDrawdown, 1) * 20))) +\n      chalk.dim('░'.repeat(20 - Math.round(Math.min(metrics.maxDrawdown, 1) * 20)));\n    lines.push(`  Max Drawdown:    ${ddBar} ${chalk.red((metrics.maxDrawdown * 100).toFixed(1) + '%')}`);\n\n    lines.push('');\n\n    // Best/worst trade\n    if (metrics.bestTrade?.tokenId) {\n      const best = metrics.bestTrade;\n      lines.push(chalk.green(`  Best Trade:      ${best.symbol || best.tokenId} ${best.pnlUsd >= 0 ? '+' : ''}$${best.pnlUsd.toFixed(2)} (${(best.pnlPercent * 100).toFixed(1)}%)`));\n    }\n    if (metrics.worstTrade?.tokenId) {\n      const worst = metrics.worstTrade;\n      lines.push(chalk.red(`  Worst Trade:     ${worst.symbol || worst.tokenId} ${worst.pnlUsd >= 0 ? '+' : ''}$${worst.pnlUsd.toFixed(2)} (${(worst.pnlPercent * 100).toFixed(1)}%)`));\n    }\n\n    lines.push('');\n\n    return lines.join('\\n');\n  }\n}\n","/**\n * Per-token last-known-good-price cache with two validation rules:\n *\n * 1. **Floor**: reject prices below PRICE_FLOOR. A zero or near-zero tick\n *    collapses risk-per-unit (entry - stop) and produces absurd position\n *    sizes; any division against it risks Infinity/NaN propagation.\n *\n * 2. **Delta cap**: if a prior anchor exists and the new tick deviates from\n *    it by more than MAX_DELTA_PCT, reject the new price and retain the\n *    prior anchor. Genuine moves beyond 20% intra-cycle are rare; an\n *    orders-of-magnitude typo is catastrophic.\n *\n * Anchors older than STALE_ANCHOR_MS are treated as absent — a fresh tick\n * is more useful than a day-old reference.\n *\n * Persistence mirrors {@link HyperliquidProvider.persistOiCache}: atomic\n * tmp-rename writes, fire-and-forget, errors logged as warnings so a slow\n * disk never blocks the signal hot path.\n */\n\nimport { mkdir, readFile, writeFile, rename } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\n\n/** Prices below this are rejected outright (USD). */\nexport const PRICE_FLOOR = 1e-9;\n\n/** Max allowed relative deviation from the prior anchor (fraction, 0.20 = 20%). */\nexport const MAX_DELTA_PCT = 0.20;\n\n/** Anchors older than this are ignored — better a fresh tick than a stale anchor. */\nexport const STALE_ANCHOR_MS = 2 * 60 * 60 * 1000; // 2 hours\n\ninterface AnchorEntry {\n  price: number;\n  timestamp: number;\n}\n\nexport type ValidatorResult =\n  | { ok: true; price: number }\n  | { ok: false; reason: string };\n\nexport class PriceValidator {\n  private anchors = new Map<string, AnchorEntry>();\n  private cacheDir: string;\n  private cacheFile: string;\n  private loaded = false;\n  private loadPromise: Promise<void> | null = null;\n  /** Monotonic counter so concurrent persist() calls don't collide on the tmp filename. */\n  private persistSeq = 0;\n  /** Serializes persist() writes. Without this, two back-to-back check()\n   *  calls fire two parallel mkdir → writeFile → rename chains; whichever\n   *  rename lands last wins, and that's not necessarily the latest snapshot.\n   *  Chaining onto this promise forces them to run in scheduling order so\n   *  the final on-disk state always reflects the most recent check(). */\n  private persistChain: Promise<void> = Promise.resolve();\n  /** Override Date.now() for tests. */\n  private clock: () => number;\n\n  constructor(opts?: { cacheDir?: string; clock?: () => number }) {\n    this.cacheDir = opts?.cacheDir ?? join(homedir(), '.sherwood', 'agent', 'cache');\n    this.cacheFile = join(this.cacheDir, 'price-validator.json');\n    this.clock = opts?.clock ?? (() => Date.now());\n    // Eager load so first check() finds the anchors populated.\n    this.loadPromise = this.load();\n  }\n\n  /** Load anchors from disk. Called once at construction. Never throws. */\n  private async load(): Promise<void> {\n    try {\n      const raw = await readFile(this.cacheFile, 'utf-8');\n      const parsed = JSON.parse(raw) as Record<string, AnchorEntry>;\n      if (parsed && typeof parsed === 'object') {\n        for (const [token, entry] of Object.entries(parsed)) {\n          if (\n            entry\n            && Number.isFinite(entry.price)\n            && Number.isFinite(entry.timestamp)\n            && entry.price >= PRICE_FLOOR\n          ) {\n            this.anchors.set(token, entry);\n          }\n        }\n      }\n    } catch {\n      // No file, corrupt JSON, or permission error — start empty.\n    } finally {\n      this.loaded = true;\n    }\n  }\n\n  /** Awaited by tests that need a deterministic load — not required for normal use. */\n  async ensureLoaded(): Promise<void> {\n    if (this.loaded) return;\n    if (this.loadPromise) await this.loadPromise;\n  }\n\n  /**\n   * Validate a new tick for `tokenId`. On ok, the anchor is updated and a\n   * persist is queued fire-and-forget. On reject, the prior anchor is kept\n   * untouched.\n   */\n  check(tokenId: string, newPrice: number): ValidatorResult {\n    // Floor + finite guard — covers 0, negatives, NaN, Infinity.\n    if (!Number.isFinite(newPrice) || newPrice < PRICE_FLOOR) {\n      return { ok: false, reason: `price ${newPrice} below floor ${PRICE_FLOOR}` };\n    }\n\n    const now = this.clock();\n    const prior = this.anchors.get(tokenId);\n    const priorIsFresh = prior !== undefined && now - prior.timestamp < STALE_ANCHOR_MS;\n\n    if (priorIsFresh) {\n      const oldPrice = prior!.price;\n      const delta = Math.abs(newPrice - oldPrice) / oldPrice;\n      if (delta > MAX_DELTA_PCT) {\n        return {\n          ok: false,\n          reason:\n            `delta ${(delta * 100).toFixed(1)}% from anchor $${oldPrice} to $${newPrice} exceeds ${(MAX_DELTA_PCT * 100).toFixed(0)}%`,\n        };\n      }\n    }\n\n    // Accept: update anchor and queue a persist.\n    this.anchors.set(tokenId, { price: newPrice, timestamp: now });\n    this.persist();\n    return { ok: true, price: newPrice };\n  }\n\n  /**\n   * Persist anchors to disk via atomic tmp-rename. Fire-and-forget — callers\n   * do NOT await. Errors are logged as warnings.\n   */\n  private persist(): void {\n    const snapshot: Record<string, AnchorEntry> = {};\n    for (const [token, entry] of this.anchors.entries()) {\n      snapshot[token] = entry;\n    }\n    // Unique tmp path per persist() call — keeps the tmp filenames distinct\n    // even though the chain serializes their actual writes.\n    const seq = ++this.persistSeq;\n    const tmp = `${this.cacheFile}.tmp.${process.pid}.${seq}`;\n    this.persistChain = this.persistChain.then(async () => {\n      try {\n        await mkdir(this.cacheDir, { recursive: true });\n        await writeFile(tmp, JSON.stringify(snapshot), 'utf-8');\n        await rename(tmp, this.cacheFile);\n      } catch (err) {\n        console.warn(`[price-validator] persist failed: ${(err as Error).message}`);\n      }\n    });\n  }\n}\n","/**\n * Simple backtesting framework — replays historical data through strategies.\n */\n\nimport chalk from 'chalk';\nimport { CoinGeckoProvider } from '../providers/data/coingecko.js';\nimport { SentimentProvider } from '../providers/data/sentiment.js';\nimport { getLatestSignals, calculateATR } from './technical.js';\nimport type { Candle } from './technical.js';\nimport { runStrategies } from './strategies/index.js';\nimport type { StrategyContext } from './strategies/types.js';\nimport { computeTradeDecision } from './scoring.js';\nimport type { TradeDecision } from './scoring.js';\nimport { MarketRegimeDetector } from './regime.js';\nimport type { MarketRegime } from './regime.js';\nimport { SignalSmoother, MemorySmootherStorage, DEFAULT_SMOOTHER_CONFIG } from './signal-smoother.js';\n\nexport interface BacktestConfig {\n  tokenId: string;\n  startDate: string;   // ISO date\n  endDate: string;\n  initialCapital: number;\n  strategies: string[]; // strategy names to test\n  cycle: '1h' | '4h' | '1d';\n  verbose?: boolean;   // show detailed decision logs\n  /** When true, classify regime per-candle and apply regime-conditional thresholds.\n   *  Default false → flat ±0.3/±0.6 thresholds (matches old backtest behavior). */\n  useRegime?: boolean;\n  /** Trailing-stop percent (e.g. 0.05 = 5%). When set and a long position\n   *  exists, exit if price drops trailingStopPct from the high-water mark\n   *  since entry. Independent of SELL signal — stops fire first if hit.\n   *  Default undefined → SELL-signal-only exit. */\n  trailingStopPct?: number;\n  /** When true, smooth fast/noisy signals with rolling window (in-memory\n   *  per-simulation, no disk IO). Default false. */\n  smoothFastSignals?: boolean;\n  /** Override scoring weights (for calibration sweeps). */\n  customWeights?: import('./scoring.js').ScoringWeights;\n  /** Override BUY threshold (applied symmetrically to STRONG_BUY as buy+0.3).\n   *  Used by calibrator to sweep threshold values. When set, takes precedence\n   *  over regime-based thresholds. */\n  buyThreshold?: number;\n  /** Override SELL threshold (applied symmetrically to STRONG_SELL as sell-0.3). */\n  sellThreshold?: number;\n}\n\nexport interface BacktestTrade {\n  entryDate: string;\n  exitDate: string;\n  entryPrice: number;\n  exitPrice: number;\n  pnlPercent: number;\n  signal: string;\n  strategies?: string[]; // Which strategies contributed to this trade\n}\n\nexport interface BacktestResult {\n  config: BacktestConfig;\n  totalReturn: number;\n  totalReturnPercent: number;\n  sharpeRatio: number;\n  maxDrawdown: number;\n  winRate: number;\n  totalTrades: number;\n  trades: BacktestTrade[];\n  equityCurve: Array<{ date: string; value: number }>;\n}\n\nexport interface WalkForwardConfig {\n  tokenId: string;\n  totalDays: number;       // e.g. 180\n  trainWindow: number;     // e.g. 90 days\n  testWindow: number;      // e.g. 30 days\n  stepSize: number;        // e.g. 30 days (how much to advance each fold)\n  capital: number;\n  strategies: string[];\n  /** Forwarded to per-fold Backtester. Default false. */\n  useRegime?: boolean;\n  /** Forwarded to per-fold Backtester. Default undefined (no trailing stop). */\n  trailingStopPct?: number;\n  /** Forwarded to per-fold Backtester. Default false. */\n  smoothFastSignals?: boolean;\n}\n\nexport interface WalkForwardResult {\n  folds: Array<{\n    trainPeriod: { from: Date; to: Date };\n    testPeriod: { from: Date; to: Date };\n    trainSharpe: number;\n    testSharpe: number;\n    trainReturn: number;\n    testReturn: number;\n    testMaxDrawdown: number;\n    tradesInTest: number;\n  }>;\n  aggregateTestSharpe: number;\n  aggregateTestReturn: number;\n  avgTestMaxDrawdown: number;\n  overfit: boolean;        // true if train sharpe >> test sharpe\n  overfitRatio: number;    // train sharpe / test sharpe\n}\n\n// Strategies that can work with candles-only data in backtest mode\n// Strategies that work with candle data + F&G available in the backtester.\n// Previously limited to 3 candle-only strategies — expanded to include all\n// that fire with the data the backtester provides (candles + fearAndGreed).\nconst BACKTEST_STRATEGIES = [\n  'breakoutOnChain',     // 95% fire rate — candle-based\n  'multiTimeframe',      // 78% fire rate — candle-based\n  'sentimentContrarian', // 100% fire rate — uses fearAndGreed from context\n  'momentum',            // computed from candles directly in the backtest loop\n  'fundingRate',         // fires when ctx.fundingRateData is set (won't fire in backtest — ok)\n  'dexFlow',             // fires when ctx.dexData is set (won't fire in backtest — ok)\n  'hyperliquidFlow',     // fires when ctx.hyperliquidData is set (won't fire — ok)\n];\n\nexport class Backtester {\n  private config: BacktestConfig;\n  private cg: CoinGeckoProvider;\n  private sentimentProvider: SentimentProvider;\n\n  constructor(config: BacktestConfig) {\n    this.config = config;\n    this.cg = new CoinGeckoProvider();\n    this.sentimentProvider = new SentimentProvider();\n  }\n\n  /** Run backtest using historical data from CoinGecko. */\n  async run(): Promise<BacktestResult> {\n    const data = await this.fetchData();\n    return this.simulate(data.candles, data.fearAndGreedData);\n  }\n\n  /**\n   * Fetch historical OHLC + Fear & Greed data for the configured token/date range.\n   * Extracted so callers (e.g. the calibrator) can fetch once and replay many\n   * configurations against the same dataset without re-hitting CoinGecko.\n   */\n  async fetchData(): Promise<{ candles: Candle[]; fearAndGreedData: Record<string, number> }> {\n    // 1. Fetch historical OHLC data\n    const startMs = new Date(this.config.startDate).getTime();\n    const endMs = new Date(this.config.endDate).getTime();\n    const totalDays = Math.ceil((endMs - startMs) / (24 * 60 * 60 * 1000));\n\n    // Use market_chart endpoint (daily prices) — works for any range up to 365 days.\n    // OHLC endpoint only returns 12 candles for >30 day ranges on free tier.\n    const cgDays = Math.min(Math.max(totalDays, 1), 365);\n    const marketData = await this.cg.getMarketData(this.config.tokenId, cgDays);\n\n    if (!marketData?.prices?.length) {\n      throw new Error(`No price data returned from CoinGecko for ${this.config.tokenId}`);\n    }\n\n    // Build daily candles from market_chart prices + volumes\n    const prices: number[][] = marketData.prices;\n    const volumes: number[][] = marketData.total_volumes ?? [];\n\n    // Group prices and volumes by day to create OHLCV candles\n    const dayMap = new Map<string, { prices: number[]; totalVolume: number; timestamp: number }>();\n\n    // Process prices first to establish daily buckets\n    for (const [ts, price] of prices) {\n      if (ts! < startMs || ts! > endMs) continue;\n      const dayKey = new Date(ts!).toISOString().slice(0, 10);\n      if (!dayMap.has(dayKey)) {\n        dayMap.set(dayKey, { prices: [], totalVolume: 0, timestamp: ts! });\n      }\n      dayMap.get(dayKey)!.prices.push(price!);\n    }\n\n    // Sum volumes for each day (instead of averaging)\n    for (const [ts, vol] of volumes) {\n      if (ts! < startMs || ts! > endMs) continue;\n      const dayKey = new Date(ts!).toISOString().slice(0, 10);\n      const dayData = dayMap.get(dayKey);\n      if (dayData) {\n        dayData.totalVolume += vol!;\n      }\n    }\n\n    const allCandles: Candle[] = [...dayMap.entries()]\n      .sort(([a], [b]) => a.localeCompare(b))\n      .map(([, day]) => {\n        const p = day.prices;\n        return {\n          timestamp: day.timestamp,\n          open: p[0]!,\n          high: Math.max(...p),\n          low: Math.min(...p),\n          close: p[p.length - 1]!,\n          volume: day.totalVolume, // Use summed volume for the day\n        };\n      });\n\n    if (allCandles.length < 30) {\n      throw new Error(`Insufficient data: only ${allCandles.length} candles in date range (need 30+)`);\n    }\n\n    // 1.5. Fetch Fear & Greed historical data for sentiment-contrarian strategy\n    let fearAndGreedData: Record<string, number> = {};\n    try {\n      const fgData = await this.sentimentProvider.getFearAndGreed();\n      for (const entry of fgData) {\n        // Convert timestamp to date string and store\n        const date = new Date(Number(entry.timestamp) * 1000).toISOString().split('T')[0]!;\n        fearAndGreedData[date] = entry.value;\n      }\n      if (this.config.verbose && Object.keys(fearAndGreedData).length > 0) {\n        console.log(chalk.dim(`  Loaded ${Object.keys(fearAndGreedData).length} Fear & Greed historical data points`));\n      }\n    } catch (error) {\n      if (this.config.verbose) {\n        console.log(chalk.yellow(`  Warning: Could not fetch Fear & Greed data: ${(error as Error).message}`));\n      }\n    }\n\n    return { candles: allCandles, fearAndGreedData };\n  }\n\n  /**\n   * Pre-compute per-candle strategy signals and regime classification.\n   * Called once per token by the calibrator; result is fed back into\n   * `simulate(..., precomputed)` to skip the network-bound strategy stack.\n   *\n   * Filters signals to BACKTEST_STRATEGIES (the calibrator does not vary\n   * `config.strategies`). Regime is always computed and returned —\n   * `simulate()` will only consume it when `config.useRegime` is set.\n   */\n  async precomputeSignals(\n    allCandles: Candle[],\n    fearAndGreedData: Record<string, number>,\n  ): Promise<Array<{ signals: import('./scoring.js').Signal[]; regime: MarketRegime } | null>> {\n    const stepSize = this.config.cycle === '1h' ? 1 : this.config.cycle === '4h' ? 4 : 24;\n    const step = Math.max(1, Math.floor(stepSize / 24));\n    const windowSize = 30;\n\n    const out: Array<{ signals: import('./scoring.js').Signal[]; regime: MarketRegime } | null> =\n      new Array(allCandles.length).fill(null);\n\n    for (let i = windowSize; i < allCandles.length; i += step) {\n      const windowCandles = allCandles.slice(Math.max(0, i - 200), i);\n      if (windowCandles.length < windowSize) continue;\n      const currentCandle = allCandles[i]!;\n      const currentDate = new Date(currentCandle.timestamp).toISOString().split('T')[0]!;\n      const currentPrice = currentCandle.close;\n\n      try {\n        const technicals = getLatestSignals(windowCandles);\n\n        let fearAndGreed: { value: number; classification: string } | undefined;\n        const fgValue = fearAndGreedData[currentDate];\n        if (fgValue !== undefined) {\n          const classification = fgValue < 25 ? 'Extreme Fear' :\n                                 fgValue < 40 ? 'Fear' :\n                                 fgValue < 60 ? 'Neutral' :\n                                 fgValue < 75 ? 'Greed' : 'Extreme Greed';\n          fearAndGreed = { value: fgValue, classification };\n        }\n\n        const ctx: StrategyContext = {\n          tokenId: this.config.tokenId,\n          candles: windowCandles,\n          technicals,\n          fearAndGreed,\n        };\n\n        const rawSignals = await runStrategies(ctx);\n\n        // Same momentum injection as simulate()\n        if (windowCandles.length >= 24) {\n          const recent = windowCandles.slice(-24);\n          const recentLow = Math.min(...recent.map((c) => c.low));\n          const recentHigh = Math.max(...recent.map((c) => c.high));\n          const pctFromLow = recentLow > 0 ? (currentPrice - recentLow) / recentLow : 0;\n          const pctFromHigh = recentHigh > 0 ? (recentHigh - currentPrice) / recentHigh : 0;\n\n          let momentumValue = 0;\n          if (pctFromHigh < 0.01) momentumValue = Math.min(0.6, pctFromLow * 5);\n          else if (pctFromLow < 0.01) momentumValue = -Math.min(0.6, pctFromHigh * 5);\n          else if (recentHigh > recentLow) {\n            const rangePosition = (currentPrice - recentLow) / (recentHigh - recentLow);\n            momentumValue = (rangePosition - 0.5) * 0.4;\n          }\n\n          if (Math.abs(momentumValue) > 0.02) {\n            rawSignals.push({\n              name: 'momentum',\n              value: momentumValue,\n              confidence: Math.min(0.7, 0.3 + Math.abs(momentumValue)),\n              source: 'Price Momentum',\n              details: `Backtest momentum`,\n            });\n          }\n        }\n\n        // Calibrator path: filter to BACKTEST_STRATEGIES (config.strategies is [])\n        const filtered = rawSignals.filter((s) => BACKTEST_STRATEGIES.includes(s.name));\n        const regime = MarketRegimeDetector.classifyFromCandles(windowCandles).regime;\n\n        out[i] = { signals: filtered.length > 0 ? filtered : rawSignals, regime };\n      } catch {\n        out[i] = null; // skip — same as simulate()\n      }\n    }\n\n    return out;\n  }\n\n  /**\n   * Run the simulation loop on pre-fetched data. Pure of network IO.\n   * The calibrator uses this directly after fetchData() to replay many\n   * config permutations without re-fetching per permutation.\n   *\n   * When `precomputed` is supplied, the inner per-candle strategy stack\n   * (network-bound) is skipped and the cached signals/regime are used\n   * instead. Smoothing is also skipped on the precomputed path — the\n   * caller is responsible for applying it before precomputing if needed.\n   */\n  async simulate(\n    allCandles: Candle[],\n    fearAndGreedData: Record<string, number>,\n    precomputed?: Array<{ signals: import('./scoring.js').Signal[]; regime: MarketRegime } | null>,\n  ): Promise<BacktestResult> {\n    // 2. Determine step size based on cycle\n    const stepSize = this.config.cycle === '1h' ? 1 : this.config.cycle === '4h' ? 4 : 24;\n    // CoinGecko OHLC for 90+ days gives daily candles, so step = 1 candle for '1d'\n    const step = Math.max(1, Math.floor(stepSize / 24)); // approximate\n\n    // 3. Simulate trading\n    let capital = this.config.initialCapital;\n    // `extremePrice` tracks the high-water mark for longs and the low-water\n    // mark for shorts — i.e. the most favorable price seen since entry, used\n    // for trailing-stop calculations.\n    let position: {\n      side: 'long' | 'short';\n      entryPrice: number;\n      entryDate: string;\n      signal: string;\n      extremePrice: number;\n      entryTimestamp: number;\n    } | null = null;\n    // Per-simulation in-memory smoother (no disk IO). Maintains rolling\n    // buffers across candles so smoothing reflects the same window logic\n    // as live runs.\n    const smoother = this.config.smoothFastSignals\n      ? new SignalSmoother(new MemorySmootherStorage(), DEFAULT_SMOOTHER_CONFIG)\n      : null;\n    const trades: BacktestTrade[] = [];\n    const equityCurve: Array<{ date: string; value: number }> = [];\n    const returns: number[] = [];\n\n    const windowSize = 30; // min candles needed for indicators\n\n    // Show strategy filtering info\n    if (this.config.verbose) {\n      if (this.config.strategies.length > 0) {\n        console.log(chalk.dim(`  Using user-specified strategies: ${this.config.strategies.join(', ')}`));\n      } else {\n        console.log(chalk.dim(`  Using backtest strategies: ${BACKTEST_STRATEGIES.join(', ')} + momentum`));\n        if (Object.keys(fearAndGreedData).length > 0) {\n          console.log(chalk.dim(`  Fear & Greed data available — sentimentContrarian active`));\n        }\n      }\n      console.log();\n    }\n\n    for (let i = windowSize; i < allCandles.length; i += step) {\n      // Use historical data only (excluding current candle to avoid look-ahead bias)\n      const windowCandles = allCandles.slice(Math.max(0, i - 200), i);\n      const currentCandle = allCandles[i]!;\n      const currentDate = new Date(currentCandle.timestamp).toISOString().split('T')[0]!;\n      const currentPrice = currentCandle.close;\n\n      // Skip if insufficient data for indicators\n      if (windowCandles.length < windowSize) continue;\n\n      // Track equity (direction-aware: shorts profit when price falls)\n      const equity = position\n        ? capital * (1 + (position.side === 'short'\n            ? (position.entryPrice - currentPrice) / position.entryPrice\n            : (currentPrice - position.entryPrice) / position.entryPrice))\n        : capital;\n      equityCurve.push({ date: currentDate, value: equity });\n\n      // Compute indicators using only historical data\n      let decision: TradeDecision;\n      try {\n        let filtered: import('./scoring.js').Signal[];\n        let regime: MarketRegime | undefined;\n\n        if (precomputed) {\n          // Fast path — use cached signals + regime from a prior precomputeSignals() pass.\n          // Skips the network-bound runStrategies call. Used by the calibrator to replay\n          // hundreds of weight/threshold combinations against the same token in seconds.\n          const entry = precomputed[i];\n          if (!entry) continue;\n          filtered = entry.signals;\n          regime = this.config.useRegime ? entry.regime : undefined;\n        } else {\n          const technicals = getLatestSignals(windowCandles);\n\n          // Add Fear & Greed data for the current date if available\n          let fearAndGreed: { value: number; classification: string } | undefined;\n          const fgValue = fearAndGreedData[currentDate];\n          if (fgValue !== undefined) {\n            const classification = fgValue < 25 ? 'Extreme Fear' :\n                                   fgValue < 40 ? 'Fear' :\n                                   fgValue < 60 ? 'Neutral' :\n                                   fgValue < 75 ? 'Greed' : 'Extreme Greed';\n            fearAndGreed = { value: fgValue, classification };\n          }\n\n          const ctx: StrategyContext = {\n            tokenId: this.config.tokenId,\n            candles: windowCandles,\n            technicals,\n            fearAndGreed,\n          };\n\n          // Run strategies\n          let signals = await runStrategies(ctx);\n\n          // Add momentum signal (same logic as live in index.ts — computed from candles)\n          if (windowCandles.length >= 24) {\n            const recent = windowCandles.slice(-24);\n            const recentLow = Math.min(...recent.map((c) => c.low));\n            const recentHigh = Math.max(...recent.map((c) => c.high));\n            const pctFromLow = recentLow > 0 ? (currentPrice - recentLow) / recentLow : 0;\n            const pctFromHigh = recentHigh > 0 ? (recentHigh - currentPrice) / recentHigh : 0;\n\n            let momentumValue = 0;\n            if (pctFromHigh < 0.01) {\n              momentumValue = Math.min(0.6, pctFromLow * 5);\n            } else if (pctFromLow < 0.01) {\n              momentumValue = -Math.min(0.6, pctFromHigh * 5);\n            } else if (recentHigh > recentLow) {\n              const rangePosition = (currentPrice - recentLow) / (recentHigh - recentLow);\n              momentumValue = (rangePosition - 0.5) * 0.4;\n            }\n\n            if (Math.abs(momentumValue) > 0.02) {\n              signals.push({\n                name: 'momentum',\n                value: momentumValue,\n                confidence: Math.min(0.7, 0.3 + Math.abs(momentumValue)),\n                source: 'Price Momentum',\n                details: `Backtest momentum`,\n              });\n            }\n          }\n\n          // Optional smoothing — uses per-simulation in-memory buffer so each\n          // candle adds to a rolling window matching live behavior.\n          if (smoother) {\n            signals = await smoother.smooth(this.config.tokenId, signals, currentCandle.timestamp);\n          }\n\n          // Filter strategies: if user specified strategies, honor their choice\n          // Otherwise, filter to candle-based strategies only\n          if (this.config.strategies.length > 0) {\n            // User specified strategies — use their selection\n            filtered = signals.filter((s) => this.config.strategies.some(\n              (name) => s.name.toLowerCase().includes(name.toLowerCase()),\n            ));\n          } else {\n            // No user selection — filter to candle-based strategies only\n            filtered = signals.filter((s) => BACKTEST_STRATEGIES.includes(s.name));\n          }\n          if (filtered.length === 0) filtered = signals;\n\n          // Classify regime from the current rolling window (no look-ahead)\n          // when --regime is enabled. The backtester operates on a single\n          // token's candles; for a true cross-asset regime read you'd swap\n          // BTC candles in here, but per-candle BTC/ETH/SOL trends are\n          // highly correlated so the asset's own candles are a fair proxy.\n          if (this.config.useRegime) {\n            regime = MarketRegimeDetector.classifyFromCandles(windowCandles).regime;\n          }\n        }\n\n        decision = computeTradeDecision(\n          filtered,\n          this.config.customWeights,\n          undefined,\n          undefined,\n          regime,\n        );\n\n        // Calibrator uses scalar threshold overrides — re-derive action from\n        // score if buyThreshold/sellThreshold are set. STRONG_* thresholds\n        // extrapolate ±0.3 from the base (matches the regime threshold spread).\n        if (this.config.buyThreshold !== undefined || this.config.sellThreshold !== undefined) {\n          const buy = this.config.buyThreshold ?? decision.thresholds?.buy ?? 0.3;\n          const sell = this.config.sellThreshold ?? decision.thresholds?.sell ?? -0.3;\n          // Invariant: buy must strictly exceed sell. Otherwise a score at\n          // the collision point fires BUY (>= runs first) while a symmetric\n          // reading of the same market condition would fire SELL — the\n          // action becomes asymmetrically path-dependent on comparison order.\n          if (buy <= sell) {\n            throw new Error(\n              `Invalid threshold override: buyThreshold (${buy}) must be strictly greater ` +\n              `than sellThreshold (${sell}). Collision would produce ambiguous actions at score == threshold.`,\n            );\n          }\n          const strongBuy = buy + 0.3;\n          const strongSell = sell - 0.3;\n          let action: typeof decision.action;\n          if (decision.score >= strongBuy) action = 'STRONG_BUY';\n          else if (decision.score >= buy) action = 'BUY';\n          else if (decision.score <= strongSell) action = 'STRONG_SELL';\n          else if (decision.score <= sell) action = 'SELL';\n          else action = 'HOLD';\n          decision = { ...decision, action, thresholds: { strongBuy, buy, sell, strongSell } };\n        }\n\n        // Verbose logging\n        if (this.config.verbose) {\n          const activeSignals = filtered.filter(s => Math.abs(s.value) > 0.01);\n          const signalSummary = activeSignals.map(s =>\n            `${s.name}:${s.value >= 0 ? '+' : ''}${s.value.toFixed(2)}`\n          ).join(' ');\n          const regimeTag = regime ? ` [${regime}]` : '';\n          console.log(`${currentDate}: score=${decision.score.toFixed(2)} ${decision.action}${regimeTag} (${signalSummary || 'no signals'})`);\n        }\n      } catch {\n        continue; // skip candle if analysis fails\n      }\n\n      // ── Execute paper trades with FULL exit logic ──\n      // Matches the live system: stop-loss, take-profit, time stop, trailing,\n      // AND signal-based exits. Previously only checked SELL signals, so\n      // positions rode forever without stops.\n      // ATR-adaptive exits — match executor's 3.5×ATR with 3-15% clamp (autoresearch-tuned)\n      const atrValues = calculateATR(windowCandles, 14);\n      const currentAtr = atrValues.length > 0 ? atrValues[atrValues.length - 1]! : 0;\n      const atrPct = currentPrice > 0 && !isNaN(currentAtr) && currentAtr > 0\n        ? currentAtr / currentPrice\n        : 0.03; // fallback to 3% (floor) when no ATR data\n      const STOP_LOSS_PCT = Math.min(0.15, Math.max(0.03, atrPct * 3.5));\n      const TAKE_PROFIT_PCT = STOP_LOSS_PCT * 2.0; // maintain 2:1 R:R\n      const TIME_STOP_HOURS = 96;    // 96h dead-money exit (autoresearch: patience pays)\n      const TRAIL_PCT = this.config.trailingStopPct ?? 0.04; // 4% trail (wider)\n\n      // Open a long on BUY/STRONG_BUY or a short on SELL/STRONG_SELL\n      // (only when flat — pyramid logic lives in the live executor).\n      if (!position && (decision.action === 'BUY' || decision.action === 'STRONG_BUY')) {\n        position = {\n          side: 'long',\n          entryPrice: currentPrice,\n          entryDate: currentDate,\n          signal: decision.action,\n          extremePrice: currentPrice,\n          entryTimestamp: currentCandle.timestamp,\n        };\n      } else if (!position && (decision.action === 'SELL' || decision.action === 'STRONG_SELL')) {\n        position = {\n          side: 'short',\n          entryPrice: currentPrice,\n          entryDate: currentDate,\n          signal: decision.action,\n          extremePrice: currentPrice, // for shorts this becomes a low-water mark\n          entryTimestamp: currentCandle.timestamp,\n        };\n      } else if (position) {\n        const isShort = position.side === 'short';\n        // Track best favorable price: highest for longs, lowest for shorts\n        if (isShort) {\n          if (currentPrice < position.extremePrice) position.extremePrice = currentPrice;\n        } else {\n          if (currentPrice > position.extremePrice) position.extremePrice = currentPrice;\n        }\n\n        // Direction-aware PnL (shorts profit when price falls)\n        const pnlPercent = isShort\n          ? (position.entryPrice - currentPrice) / position.entryPrice\n          : (currentPrice - position.entryPrice) / position.entryPrice;\n        const holdingHours = (currentCandle.timestamp - position.entryTimestamp) / (1000 * 60 * 60);\n\n        // Check ALL exit conditions (priority order)\n        let exitReason: string | null = null;\n\n        // 1. Stop loss (3%) — pnlPercent is already direction-aware\n        if (pnlPercent <= -STOP_LOSS_PCT) {\n          exitReason = `STOP_LOSS (${(pnlPercent * 100).toFixed(1)}%)`;\n        }\n        // 2. Take profit (6%)\n        else if (pnlPercent >= TAKE_PROFIT_PCT) {\n          exitReason = `TAKE_PROFIT (+${(pnlPercent * 100).toFixed(1)}%)`;\n        }\n        // 3. Trailing stop — for longs, exit if price drops X% from high;\n        //    for shorts, exit if price rises X% from low.\n        else if (TRAIL_PCT > 0 && (isShort\n          ? currentPrice >= position.extremePrice * (1 + TRAIL_PCT)\n          : currentPrice <= position.extremePrice * (1 - TRAIL_PCT))) {\n          exitReason = `TRAILING_STOP (extreme $${position.extremePrice.toFixed(2)}, ${isShort ? '+' : '-'}${(TRAIL_PCT * 100).toFixed(1)}%)`;\n        }\n        // 4. Time stop (48h with <1% PnL)\n        else if (holdingHours > TIME_STOP_HOURS && Math.abs(pnlPercent) < 0.01) {\n          exitReason = `TIME_STOP (${(holdingHours / 24).toFixed(1)}d, ${(pnlPercent * 100).toFixed(1)}%)`;\n        }\n        // 5. Signal-flip exit: longs flip on SELL, shorts flip on BUY\n        else if (isShort\n          ? (decision.action === 'BUY' || decision.action === 'STRONG_BUY')\n          : (decision.action === 'SELL' || decision.action === 'STRONG_SELL')) {\n          exitReason = decision.action;\n        }\n\n        if (exitReason) {\n          capital *= (1 + pnlPercent);\n          returns.push(pnlPercent);\n          trades.push({\n            entryDate: position.entryDate,\n            exitDate: currentDate,\n            entryPrice: position.entryPrice,\n            exitPrice: currentPrice,\n            pnlPercent,\n            signal: `${position.signal}${isShort ? ' [SHORT]' : ''} → ${exitReason}`,\n          });\n          position = null;\n        }\n      }\n    }\n\n    // Close any remaining position at last price (direction-aware)\n    if (position && allCandles.length > 0) {\n      const lastCandle = allCandles[allCandles.length - 1]!;\n      const lastPrice = lastCandle.close;\n      const lastDate = new Date(lastCandle.timestamp).toISOString().split('T')[0]!;\n      const pnlPercent = position.side === 'short'\n        ? (position.entryPrice - lastPrice) / position.entryPrice\n        : (lastPrice - position.entryPrice) / position.entryPrice;\n      capital *= (1 + pnlPercent);\n      returns.push(pnlPercent);\n\n      trades.push({\n        entryDate: position.entryDate,\n        exitDate: lastDate,\n        entryPrice: position.entryPrice,\n        exitPrice: lastPrice,\n        pnlPercent,\n        signal: `${position.signal}${position.side === 'short' ? ' [SHORT]' : ''} → CLOSE`,\n      });\n    }\n\n    // 4. Compute metrics\n    const totalReturn = capital - this.config.initialCapital;\n    const totalReturnPercent = totalReturn / this.config.initialCapital;\n    const winRate = returns.length > 0\n      ? returns.filter((r) => r > 0).length / returns.length\n      : 0;\n\n    // Sharpe ratio (annualized from daily equity curve returns, not per-trade returns)\n    const dailyReturns: number[] = [];\n    for (let i = 1; i < equityCurve.length; i++) {\n      const prev = equityCurve[i - 1]!.value;\n      if (prev > 0) {\n        dailyReturns.push((equityCurve[i]!.value - prev) / prev);\n      }\n    }\n    const meanReturn = dailyReturns.length > 0\n      ? dailyReturns.reduce((a, b) => a + b, 0) / dailyReturns.length\n      : 0;\n    const variance = dailyReturns.length > 1\n      ? dailyReturns.reduce((sum, r) => sum + (r - meanReturn) ** 2, 0) / (dailyReturns.length - 1)\n      : 0;\n    const stdDev = Math.sqrt(variance);\n    const riskFreeDaily = 0.05 / 252; // 5% annual risk-free rate\n    const sharpeRatio = stdDev > 0 ? ((meanReturn - riskFreeDaily) / stdDev) * Math.sqrt(252) : 0;\n\n    // Max drawdown\n    let maxDrawdown = 0;\n    let peak = this.config.initialCapital;\n    for (const point of equityCurve) {\n      if (point.value > peak) peak = point.value;\n      const drawdown = (peak - point.value) / peak;\n      if (drawdown > maxDrawdown) maxDrawdown = drawdown;\n    }\n\n    return {\n      config: this.config,\n      totalReturn,\n      totalReturnPercent,\n      sharpeRatio,\n      maxDrawdown,\n      winRate,\n      totalTrades: trades.length,\n      trades,\n      equityCurve,\n    };\n  }\n\n  /** Walk-forward optimization to prevent overfitting. */\n  async walkForwardTest(config: WalkForwardConfig): Promise<WalkForwardResult> {\n    const endDate = new Date();\n    endDate.setHours(0, 0, 0, 0); // Start of today\n    const startDate = new Date(endDate);\n    startDate.setDate(startDate.getDate() - config.totalDays);\n\n    const folds: WalkForwardResult['folds'] = [];\n    const testReturns: number[] = [];\n    const testSharpes: number[] = [];\n    const testMaxDrawdowns: number[] = [];\n\n    let currentStart = new Date(startDate);\n\n    while (currentStart.getTime() + (config.trainWindow + config.testWindow) * 24 * 60 * 60 * 1000 <= endDate.getTime()) {\n      // Define train period\n      const trainStart = new Date(currentStart);\n      const trainEnd = new Date(trainStart);\n      trainEnd.setDate(trainEnd.getDate() + config.trainWindow);\n\n      // Define test period\n      const testStart = new Date(trainEnd);\n      const testEnd = new Date(testStart);\n      testEnd.setDate(testEnd.getDate() + config.testWindow);\n\n      try {\n        // Run backtest on training period\n        const trainBacktester = new Backtester({\n          tokenId: config.tokenId,\n          startDate: trainStart.toISOString().slice(0, 10),\n          endDate: trainEnd.toISOString().slice(0, 10),\n          initialCapital: config.capital,\n          strategies: config.strategies,\n          cycle: '1d',\n          verbose: false, // Don't spam verbose output during walk-forward\n          useRegime: config.useRegime,\n          trailingStopPct: config.trailingStopPct,\n          smoothFastSignals: config.smoothFastSignals,\n        });\n        const trainResult = await trainBacktester.run();\n\n        // Run backtest on test period\n        const testBacktester = new Backtester({\n          tokenId: config.tokenId,\n          startDate: testStart.toISOString().slice(0, 10),\n          endDate: testEnd.toISOString().slice(0, 10),\n          initialCapital: config.capital,\n          strategies: config.strategies,\n          cycle: '1d',\n          verbose: false, // Don't spam verbose output during walk-forward\n          useRegime: config.useRegime,\n          trailingStopPct: config.trailingStopPct,\n          smoothFastSignals: config.smoothFastSignals,\n        });\n        const testResult = await testBacktester.run();\n\n        const fold = {\n          trainPeriod: { from: trainStart, to: trainEnd },\n          testPeriod: { from: testStart, to: testEnd },\n          trainSharpe: trainResult.sharpeRatio,\n          testSharpe: testResult.sharpeRatio,\n          trainReturn: trainResult.totalReturnPercent,\n          testReturn: testResult.totalReturnPercent,\n          testMaxDrawdown: testResult.maxDrawdown,\n          tradesInTest: testResult.totalTrades,\n        };\n\n        folds.push(fold);\n        testReturns.push(testResult.totalReturnPercent);\n        testSharpes.push(testResult.sharpeRatio);\n        testMaxDrawdowns.push(testResult.maxDrawdown);\n      } catch (error) {\n        // Skip fold if data is insufficient\n        console.warn(`Skipping fold ${trainStart.toISOString().slice(0, 10)} - ${testEnd.toISOString().slice(0, 10)}: ${error}`);\n      }\n\n      // Advance to next fold\n      currentStart.setDate(currentStart.getDate() + config.stepSize);\n    }\n\n    if (folds.length === 0) {\n      throw new Error('No valid folds could be generated - insufficient data or invalid parameters');\n    }\n\n    // Calculate aggregate metrics\n    const aggregateTestReturn = testReturns.reduce((sum, ret) => sum + ret, 0) / testReturns.length;\n    const aggregateTestSharpe = testSharpes.filter(s => !isNaN(s) && isFinite(s)).reduce((sum, s) => sum + s, 0) / testSharpes.filter(s => !isNaN(s) && isFinite(s)).length || 0;\n    const avgTestMaxDrawdown = testMaxDrawdowns.reduce((sum, dd) => sum + dd, 0) / testMaxDrawdowns.length;\n\n    // Calculate overfitting metrics\n    const avgTrainSharpe = folds.map(f => f.trainSharpe).filter(s => !isNaN(s) && isFinite(s)).reduce((sum, s) => sum + s, 0) / folds.filter(f => !isNaN(f.trainSharpe) && isFinite(f.trainSharpe)).length || 0;\n    const overfitRatio = avgTrainSharpe > 0 && aggregateTestSharpe > 0 ? avgTrainSharpe / aggregateTestSharpe : 1;\n    const overfit = overfitRatio > 2.0; // Flag if train performance is more than 2x better than test\n\n    return {\n      folds,\n      aggregateTestSharpe,\n      aggregateTestReturn,\n      avgTestMaxDrawdown,\n      overfit,\n      overfitRatio,\n    };\n  }\n\n  /** Format results for display. */\n  formatResults(result: BacktestResult): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  ┌──────────────────────────────────────────────┐'));\n    lines.push(chalk.bold('  │          Backtest Results                    │'));\n    lines.push(chalk.bold('  └──────────────────────────────────────────────┘'));\n    lines.push('');\n    lines.push(`  Token:          ${result.config.tokenId}`);\n    lines.push(`  Period:         ${result.config.startDate} → ${result.config.endDate}`);\n    lines.push(`  Initial:        $${result.config.initialCapital.toLocaleString()}`);\n    lines.push(`  Strategies:     ${result.config.strategies.join(', ') || 'all'}`);\n    lines.push(`  Cycle:          ${result.config.cycle}`);\n    lines.push('');\n    lines.push(chalk.dim('  ' + '═'.repeat(50)));\n\n    // Performance metrics\n    const retColor = result.totalReturnPercent >= 0 ? chalk.green : chalk.red;\n    lines.push(`  Total Return:   ${retColor('$' + result.totalReturn.toFixed(2))} (${retColor((result.totalReturnPercent * 100).toFixed(2) + '%')})`);\n    lines.push(`  Final Capital:  $${(result.config.initialCapital + result.totalReturn).toFixed(2)}`);\n    lines.push(`  Sharpe Ratio:   ${result.sharpeRatio.toFixed(2)}`);\n    lines.push(`  Max Drawdown:   ${chalk.red((result.maxDrawdown * 100).toFixed(2) + '%')}`);\n    lines.push(`  Win Rate:       ${(result.winRate * 100).toFixed(1)}%`);\n    lines.push(`  Total Trades:   ${result.totalTrades}`);\n\n    // Volume quality warning\n    const zeroVolumeTrades = result.trades.filter(t => {\n      // Check if trades occurred during periods with potentially missing volume data\n      return true; // For now, we'll always show this warning since CoinGecko OHLC had volume issues\n    }).length;\n    const volumeWarning = result.equityCurve.length > 0; // We have equity data, so we can check volume quality\n    if (volumeWarning) {\n      lines.push('');\n      lines.push(chalk.yellow('  ⚠️  Volume Data Quality:'));\n      lines.push(chalk.dim('     Volume data sourced from market_chart endpoint and aggregated daily.'));\n      lines.push(chalk.dim('     Intraday volume patterns may not be fully captured.'));\n    }\n\n    // Monthly returns breakdown\n    if (result.trades.length > 0) {\n      const monthlyReturns = this.calculateMonthlyReturns(result.equityCurve);\n      if (Object.keys(monthlyReturns).length > 1) {\n        lines.push('');\n        lines.push(chalk.bold('  Monthly Returns:'));\n        lines.push(chalk.dim(`  ${'Month'.padEnd(12)} ${'Return %'.padEnd(10)} Performance`));\n        lines.push(chalk.dim('  ' + '─'.repeat(35)));\n\n        for (const [month, returnPct] of Object.entries(monthlyReturns).slice(-12)) { // Show last 12 months\n          const returnColor = returnPct >= 0 ? chalk.green : chalk.red;\n          const bar = this.renderMiniBar(returnPct / 100, 10);\n          lines.push(\n            `  ${month.padEnd(12)} ${returnColor((returnPct > 0 ? '+' : '') + returnPct.toFixed(1) + '%').padEnd(18)} ${bar}`,\n          );\n        }\n      }\n    }\n\n    // Strategy performance breakdown (simplified version)\n    if (result.trades.length > 0 && result.config.strategies.length > 0) {\n      lines.push('');\n      lines.push(chalk.bold('  Strategy Performance:'));\n      lines.push(chalk.dim(`  ${'Strategy'.padEnd(20)} ${'Trades'.padEnd(8)} Win Rate`));\n      lines.push(chalk.dim('  ' + '─'.repeat(40)));\n\n      // For now, show overall win rate per configured strategy filter\n      // In a future enhancement, we could track which specific strategies triggered each trade\n      for (const strategy of result.config.strategies.slice(0, 5)) { // Top 5 strategies\n        const strategyTrades = Math.floor(result.totalTrades / result.config.strategies.length); // Approximate distribution\n        const winRate = result.winRate; // Use overall win rate as approximation\n        const winRateColor = winRate >= 0.6 ? chalk.green : winRate >= 0.4 ? chalk.yellow : chalk.red;\n        lines.push(\n          `  ${strategy.slice(0, 19).padEnd(20)} ${strategyTrades.toString().padEnd(8)} ${winRateColor((winRate * 100).toFixed(1) + '%')}`,\n        );\n      }\n      if (result.config.strategies.length === 0) {\n        lines.push(chalk.dim('  All strategies combined'));\n      }\n    }\n\n    // Trade list\n    if (result.trades.length > 0) {\n      lines.push('');\n      lines.push(chalk.bold('  Trades:'));\n      lines.push(chalk.dim(`  ${'Entry'.padEnd(12)} ${'Exit'.padEnd(12)} ${'Entry$'.padEnd(10)} ${'Exit$'.padEnd(10)} ${'PnL%'.padEnd(10)} Signal`));\n      lines.push(chalk.dim('  ' + '─'.repeat(65)));\n\n      for (const t of result.trades.slice(-20)) { // show last 20\n        const pnlColor = t.pnlPercent >= 0 ? chalk.green : chalk.red;\n        lines.push(\n          `  ${t.entryDate.padEnd(12)} ${t.exitDate.padEnd(12)} $${t.entryPrice.toFixed(2).padEnd(9)} $${t.exitPrice.toFixed(2).padEnd(9)} ${pnlColor((t.pnlPercent * 100).toFixed(2).padStart(7) + '%')}  ${t.signal}`,\n        );\n      }\n      if (result.trades.length > 20) {\n        lines.push(chalk.dim(`  ... and ${result.trades.length - 20} more trades`));\n      }\n    }\n\n    // Equity curve ASCII art\n    if (result.equityCurve.length > 2) {\n      lines.push('');\n      lines.push(chalk.bold('  Equity Curve:'));\n      lines.push(this.renderEquityCurve(result.equityCurve, result.config.initialCapital));\n    }\n\n    lines.push('');\n    return lines.join('\\n');\n  }\n\n  /** Format walk-forward results for display. */\n  formatWalkForwardResults(result: WalkForwardResult, config: WalkForwardConfig): string {\n    const lines: string[] = [];\n\n    lines.push('');\n    lines.push(chalk.bold('  ┌──────────────────────────────────────────────┐'));\n    lines.push(chalk.bold('  │      Walk-Forward Optimization Results      │'));\n    lines.push(chalk.bold('  └──────────────────────────────────────────────┘'));\n    lines.push('');\n    lines.push(`  Token:          ${config.tokenId}`);\n    lines.push(`  Train Window:   ${config.trainWindow} days`);\n    lines.push(`  Test Window:    ${config.testWindow} days`);\n    lines.push(`  Step Size:      ${config.stepSize} days`);\n    lines.push(`  Total Folds:    ${result.folds.length}`);\n    lines.push(`  Strategies:     ${config.strategies.join(', ') || 'all'}`);\n    lines.push('');\n    lines.push(chalk.dim('  ' + '═'.repeat(50)));\n\n    // Aggregate performance\n    const retColor = result.aggregateTestReturn >= 0 ? chalk.green : chalk.red;\n    const overfitColor = result.overfit ? chalk.red : chalk.green;\n    lines.push(`  Aggregate Test Return:   ${retColor((result.aggregateTestReturn * 100).toFixed(2) + '%')}`);\n    lines.push(`  Aggregate Test Sharpe:   ${result.aggregateTestSharpe.toFixed(2)}`);\n    lines.push(`  Avg Test Max Drawdown:   ${chalk.red((result.avgTestMaxDrawdown * 100).toFixed(2) + '%')}`);\n    lines.push(`  Overfitting Ratio:       ${overfitColor(result.overfitRatio.toFixed(2) + (result.overfit ? ' ⚠️  OVERFIT' : ' ✓'))}`);\n\n    // Fold-by-fold breakdown\n    if (result.folds.length > 0) {\n      lines.push('');\n      lines.push(chalk.bold('  Fold-by-Fold Results:'));\n      lines.push(chalk.dim(`  ${'Train Period'.padEnd(23)} ${'Test Period'.padEnd(23)} ${'Train'.padEnd(8)} ${'Test'.padEnd(8)} ${'Test DD%'.padEnd(9)} Trades`));\n      lines.push(chalk.dim('  ' + '─'.repeat(90)));\n\n      for (const fold of result.folds) {\n        const trainPeriodStr = `${fold.trainPeriod.from.toISOString().slice(0, 10)} to ${fold.trainPeriod.to.toISOString().slice(0, 10)}`;\n        const testPeriodStr = `${fold.testPeriod.from.toISOString().slice(0, 10)} to ${fold.testPeriod.to.toISOString().slice(0, 10)}`;\n        const trainSharpeStr = isFinite(fold.trainSharpe) ? fold.trainSharpe.toFixed(2) : 'N/A';\n        const testSharpeStr = isFinite(fold.testSharpe) ? fold.testSharpe.toFixed(2) : 'N/A';\n        const testReturnColor = fold.testReturn >= 0 ? chalk.green : chalk.red;\n        const testDdStr = (fold.testMaxDrawdown * 100).toFixed(1) + '%';\n\n        lines.push(\n          `  ${trainPeriodStr.padEnd(23)} ${testPeriodStr.padEnd(23)} ${trainSharpeStr.padEnd(8)} ${testReturnColor(testSharpeStr.padEnd(8))} ${chalk.red(testDdStr.padEnd(9))} ${fold.tradesInTest}`,\n        );\n      }\n\n      // Summary stats\n      const winningFolds = result.folds.filter(f => f.testReturn > 0).length;\n      const winRate = result.folds.length > 0 ? (winningFolds / result.folds.length * 100).toFixed(1) : '0.0';\n\n      lines.push('');\n      lines.push(chalk.dim('  ' + '─'.repeat(50)));\n      lines.push(`  Winning Folds:  ${winningFolds}/${result.folds.length} (${winRate}%)`);\n\n      if (result.overfit) {\n        lines.push('');\n        lines.push(chalk.red('  ⚠️  WARNING: Strategy shows signs of overfitting!'));\n        lines.push(chalk.red('     Train performance significantly exceeds test performance.'));\n        lines.push(chalk.red('     Consider simplifying the strategy or using longer test periods.'));\n      }\n    }\n\n    lines.push('');\n    return lines.join('\\n');\n  }\n\n  /** Calculate monthly returns from equity curve. */\n  private calculateMonthlyReturns(equityCurve: Array<{ date: string; value: number }>): Record<string, number> {\n    const monthlyReturns: Record<string, number> = {};\n\n    if (equityCurve.length === 0) return monthlyReturns;\n\n    let currentMonth = '';\n    let monthStartValue = equityCurve[0]!.value;\n    let monthEndValue = equityCurve[0]!.value;\n\n    for (const point of equityCurve) {\n      const pointMonth = point.date.slice(0, 7); // YYYY-MM format\n\n      if (currentMonth === '') {\n        currentMonth = pointMonth;\n        monthStartValue = point.value;\n      } else if (pointMonth !== currentMonth) {\n        // Month changed, calculate return for previous month\n        if (monthStartValue > 0) {\n          const returnPct = ((monthEndValue - monthStartValue) / monthStartValue) * 100;\n          monthlyReturns[currentMonth] = returnPct;\n        }\n\n        // Start new month\n        currentMonth = pointMonth;\n        monthStartValue = point.value;\n      }\n\n      monthEndValue = point.value;\n    }\n\n    // Don't forget the last month\n    if (currentMonth && monthStartValue > 0) {\n      const returnPct = ((monthEndValue - monthStartValue) / monthStartValue) * 100;\n      monthlyReturns[currentMonth] = returnPct;\n    }\n\n    return monthlyReturns;\n  }\n\n  /** Render a mini bar chart for monthly returns. */\n  private renderMiniBar(value: number, width: number): string {\n    const magnitude = Math.min(Math.abs(value), 0.3); // Cap at 30% for display\n    const filled = Math.round(magnitude * width / 0.3);\n\n    if (value > 0) {\n      return chalk.green('█'.repeat(filled)) + chalk.dim('░'.repeat(width - filled));\n    } else if (value < 0) {\n      return chalk.red('█'.repeat(filled)) + chalk.dim('░'.repeat(width - filled));\n    }\n    return chalk.dim('░'.repeat(width));\n  }\n\n  /** Render a simple ASCII equity curve using box-drawing chars. */\n  private renderEquityCurve(\n    curve: Array<{ date: string; value: number }>,\n    initialCapital: number,\n  ): string {\n    const width = 60;\n    const height = 15;\n\n    // Sample curve to fit width\n    const sampled: number[] = [];\n    const step = Math.max(1, Math.floor(curve.length / width));\n    for (let i = 0; i < curve.length; i += step) {\n      sampled.push(curve[i]!.value);\n    }\n    if (sampled.length > width) sampled.length = width;\n\n    const minVal = Math.min(...sampled);\n    const maxVal = Math.max(...sampled);\n    const range = maxVal - minVal || 1;\n\n    // Build grid\n    const grid: string[][] = [];\n    for (let row = 0; row < height; row++) {\n      grid.push(new Array(sampled.length).fill(' '));\n    }\n\n    // Plot points\n    for (let col = 0; col < sampled.length; col++) {\n      const normalized = (sampled[col]! - minVal) / range;\n      const row = height - 1 - Math.round(normalized * (height - 1));\n      grid[row]![col] = sampled[col]! >= initialCapital ? '█' : '▓';\n    }\n\n    // Render with Y-axis labels\n    const lines: string[] = [];\n    for (let row = 0; row < height; row++) {\n      const yVal = maxVal - (row / (height - 1)) * range;\n      const label = `$${yVal.toFixed(0)}`.padStart(8);\n      const lineStr = grid[row]!.join('');\n      const rowColor = yVal >= initialCapital ? chalk.green : chalk.red;\n      lines.push(`  ${chalk.dim(label)} │${rowColor(lineStr)}`);\n    }\n    lines.push(`  ${''.padStart(8)} └${'─'.repeat(sampled.length)}`);\n\n    // X-axis labels\n    const firstDate = curve[0]?.date ?? '';\n    const lastDate = curve[curve.length - 1]?.date ?? '';\n    const axisLabel = `  ${''.padStart(9)}${firstDate}${''.padStart(Math.max(0, sampled.length - firstDate.length - lastDate.length))}${lastDate}`;\n    lines.push(chalk.dim(axisLabel));\n\n    return lines.join('\\n');\n  }\n}\n","/**\n * Multi-token scoring calibration backtester.\n * Fetches data ONCE per token, then replays with different weight/threshold combos.\n */\n\nimport { mkdir, writeFile } from \"node:fs/promises\";\nimport { join } from \"node:path\";\nimport { homedir } from \"node:os\";\nimport { Backtester } from \"./backtest.js\";\nimport type { ScoringWeights } from \"./scoring.js\";\nimport type { Candle } from \"./technical.js\";\n\n// ── Weight Profiles ──\n//\n// IMPORTANT: this set deliberately includes BOTH the live production\n// profiles (default-live, majors-live, altcoin-live — pulled from\n// scoring.ts WEIGHT_PROFILES) AND exploratory profiles for tuning.\n// Without the live profiles in the sweep, the calibrator can never tell\n// you \"the current production weights are the best\" — you'd only see\n// rankings of variants. The live entries are SUFFIXED `-live` so they're\n// obvious in the ranked output.\n//\n// To keep this in sync after a scoring.ts weight change: update the\n// `*-live` rows below to match the new production weights.\n\nexport const WEIGHT_PROFILES: Record<string, ScoringWeights> = {\n  // ── Live production profiles (from scoring.ts; keep in sync) ──\n  \"default-live\": { smartMoney: 0.15, technical: 0.10, sentiment: 0.40, onchain: 0.20, fundamental: 0.10, event: 0.05 },\n  \"majors-live\":  { smartMoney: 0.15, technical: 0.10, sentiment: 0.40, onchain: 0.35, fundamental: 0.00, event: 0.00 },\n  \"altcoin-live\": { smartMoney: 0.15, technical: 0.15, sentiment: 0.30, onchain: 0.20, fundamental: 0.10, event: 0.10 },\n\n  // ── Exploratory profiles (historical baselines + variants) ──\n  default:    { smartMoney: 0.25, technical: 0.20, sentiment: 0.20, onchain: 0.15, fundamental: 0.10, event: 0.10 },\n  techHeavy:  { smartMoney: 0.10, technical: 0.40, sentiment: 0.15, onchain: 0.15, fundamental: 0.10, event: 0.10 },\n  sentHeavy:  { smartMoney: 0.10, technical: 0.15, sentiment: 0.40, onchain: 0.15, fundamental: 0.10, event: 0.10 },\n  onchainHvy: { smartMoney: 0.10, technical: 0.20, sentiment: 0.15, onchain: 0.35, fundamental: 0.10, event: 0.10 },\n  balanced:   { smartMoney: 0.17, technical: 0.17, sentiment: 0.17, onchain: 0.17, fundamental: 0.16, event: 0.16 },\n  momentum:   { smartMoney: 0.15, technical: 0.35, sentiment: 0.10, onchain: 0.25, fundamental: 0.10, event: 0.05 },\n  contrarian: { smartMoney: 0.10, technical: 0.10, sentiment: 0.40, onchain: 0.10, fundamental: 0.15, event: 0.15 },\n  flowBased:  { smartMoney: 0.20, technical: 0.15, sentiment: 0.10, onchain: 0.35, fundamental: 0.10, event: 0.10 },\n};\n\n// Added 0.25 / -0.25 so the calibrator can validate the lowered ranging-regime\n// BUY threshold against historical data. Grid is now 8 profiles × 5 × 5 = 200.\nexport const BUY_THRESHOLDS = [0.2, 0.25, 0.3, 0.4, 0.5];\nexport const SELL_THRESHOLDS = [-0.2, -0.25, -0.3, -0.4, -0.5];\n\nexport const DEFAULT_CALIBRATION_TOKENS = [\n  \"bitcoin\", \"ethereum\", \"solana\", \"aave\", \"uniswap\", \"chainlink\", \"arbitrum\",\n];\n\n// ── Types ──\n\nexport interface CalibrationConfig {\n  profileName: string;\n  weights: ScoringWeights;\n  buyThreshold: number;\n  sellThreshold: number;\n}\n\nexport interface TokenResult {\n  tokenId: string;\n  totalReturn: number;\n  sharpeRatio: number;\n  maxDrawdown: number;\n  winRate: number;\n  numTrades: number;\n}\n\nexport interface CalibrationResult {\n  config: CalibrationConfig;\n  tokenResults: TokenResult[];\n  avgReturn: number;\n  avgSharpe: number;\n  worstDrawdown: number;\n  totalTrades: number;\n}\n\nexport interface CalibratorOptions {\n  tokens: string[];\n  days: number;\n  capital: number;\n  onProgress?: (msg: string) => void;\n}\n\n// ── Build the configuration grid ──\n\nexport function buildCalibrationConfigs(): CalibrationConfig[] {\n  const configs: CalibrationConfig[] = [];\n\n  for (const [profileName, weights] of Object.entries(WEIGHT_PROFILES)) {\n    for (const buyThreshold of BUY_THRESHOLDS) {\n      for (const sellThreshold of SELL_THRESHOLDS) {\n        configs.push({ profileName, weights, buyThreshold, sellThreshold });\n      }\n    }\n  }\n\n  return configs;\n}\n\n// ── Calibrator ──\n\nexport async function runCalibration(opts: CalibratorOptions): Promise<CalibrationResult[]> {\n  const { tokens, days, capital, onProgress } = opts;\n  const configs = buildCalibrationConfigs();\n  const log = onProgress ?? (() => {});\n\n  const endDate = new Date();\n  endDate.setDate(endDate.getDate() - 1);\n  const startDate = new Date(endDate);\n  startDate.setDate(startDate.getDate() - days);\n\n  const startStr = startDate.toISOString().slice(0, 10);\n  const endStr = endDate.toISOString().slice(0, 10);\n\n  // Map: configKey -> CalibrationResult\n  const resultMap = new Map<string, CalibrationResult>();\n  for (const cfg of configs) {\n    const key = configKey(cfg);\n    resultMap.set(key, {\n      config: cfg,\n      tokenResults: [],\n      avgReturn: 0,\n      avgSharpe: 0,\n      worstDrawdown: 0,\n      totalTrades: 0,\n    });\n  }\n\n  // Process tokens SEQUENTIALLY — fetch data ONCE per token, then replay all configs\n  for (let ti = 0; ti < tokens.length; ti++) {\n    const tokenId = tokens[ti]!;\n    log(`[${ti + 1}/${tokens.length}] Fetching data for ${tokenId}...`);\n\n    // Fetch data once using a baseline backtester\n    const baseBt = new Backtester({\n      tokenId,\n      startDate: startStr,\n      endDate: endStr,\n      initialCapital: capital,\n      strategies: [],\n      cycle: \"1d\",\n      verbose: false,\n    });\n\n    let candles: Candle[];\n    let fearAndGreedData: Record<string, number>;\n    try {\n      const data = await baseBt.fetchData();\n      candles = data.candles;\n      fearAndGreedData = data.fearAndGreedData;\n      log(`  Got ${candles.length} candles + ${Object.keys(fearAndGreedData).length} F&G points`);\n    } catch (err) {\n      log(`  SKIP ${tokenId}: ${(err as Error).message}`);\n      // Record zeros for all configs\n      for (const cfg of configs) {\n        const key = configKey(cfg);\n        resultMap.get(key)!.tokenResults.push({\n          tokenId, totalReturn: 0, sharpeRatio: 0, maxDrawdown: 0, winRate: 0, numTrades: 0,\n        });\n      }\n      continue;\n    }\n\n    // Pre-compute strategy signals + regime ONCE per candle (this is the\n    // network-bound work — most strategies hit their own APIs). Each subsequent\n    // simulate() call replays only the scoring math against these cached\n    // signals, turning a multi-hour calibration into seconds.\n    log(`  Precomputing signals for ${candles.length} candles...`);\n    let precomputed: Awaited<ReturnType<Backtester['precomputeSignals']>>;\n    try {\n      precomputed = await baseBt.precomputeSignals(candles, fearAndGreedData);\n      const valid = precomputed.filter((p) => p !== null).length;\n      log(`  Precomputed ${valid} candle signal sets`);\n    } catch (err) {\n      log(`  SKIP ${tokenId}: precompute failed: ${(err as Error).message}`);\n      for (const cfg of configs) {\n        const key = configKey(cfg);\n        resultMap.get(key)!.tokenResults.push({\n          tokenId, totalReturn: 0, sharpeRatio: 0, maxDrawdown: 0, winRate: 0, numTrades: 0,\n        });\n      }\n      continue;\n    }\n\n    // Now replay all configs using cached signals (zero API calls!)\n    log(`  Running ${configs.length} configs on ${tokenId}...`);\n    for (let ci = 0; ci < configs.length; ci++) {\n      const cfg = configs[ci]!;\n      const key = configKey(cfg);\n\n      try {\n        const bt = new Backtester({\n          tokenId,\n          startDate: startStr,\n          endDate: endStr,\n          initialCapital: capital,\n          strategies: [],\n          cycle: \"1d\",\n          verbose: false,\n          customWeights: cfg.weights,\n          buyThreshold: cfg.buyThreshold,\n          sellThreshold: cfg.sellThreshold,\n        });\n\n        // Use simulate() with precomputed signals — pure of network IO\n        const result = await bt.simulate(candles, fearAndGreedData, precomputed);\n\n        resultMap.get(key)!.tokenResults.push({\n          tokenId,\n          totalReturn: result.totalReturnPercent,\n          sharpeRatio: result.sharpeRatio,\n          maxDrawdown: result.maxDrawdown,\n          winRate: result.winRate,\n          numTrades: result.totalTrades,\n        });\n      } catch {\n        resultMap.get(key)!.tokenResults.push({\n          tokenId, totalReturn: 0, sharpeRatio: 0, maxDrawdown: 0, winRate: 0, numTrades: 0,\n        });\n      }\n\n      if ((ci + 1) % 50 === 0) {\n        log(`  ${tokenId}: ${ci + 1}/${configs.length} configs done`);\n      }\n    }\n\n    log(`  ${tokenId} complete`);\n\n    // Rate limit pause between tokens\n    if (ti < tokens.length - 1) {\n      log(`  Pausing 5s for CoinGecko rate limits...`);\n      await sleep(5000);\n    }\n  }\n\n  // Aggregate results\n  const results: CalibrationResult[] = [];\n  for (const entry of resultMap.values()) {\n    const tr = entry.tokenResults;\n    if (tr.length === 0) continue;\n\n    entry.avgReturn = tr.reduce((s, r) => s + r.totalReturn, 0) / tr.length;\n    entry.avgSharpe = tr.reduce((s, r) => s + r.sharpeRatio, 0) / tr.length;\n    entry.worstDrawdown = Math.max(...tr.map(r => r.maxDrawdown));\n    entry.totalTrades = tr.reduce((s, r) => s + r.numTrades, 0);\n    results.push(entry);\n  }\n\n  // Sort: 0-trade configs sink to the bottom (vacuously \"safe\" — sharpe=0\n  // ties at the top otherwise, masking real winners). Among configs that\n  // actually trade, sort by avgSharpe desc, then avgReturn desc.\n  results.sort((a, b) => {\n    const aZero = a.totalTrades === 0;\n    const bZero = b.totalTrades === 0;\n    if (aZero !== bZero) return aZero ? 1 : -1;\n    if (Math.abs(b.avgSharpe - a.avgSharpe) > 0.001) return b.avgSharpe - a.avgSharpe;\n    return b.avgReturn - a.avgReturn;\n  });\n\n  await saveResults(results);\n  return results;\n}\n\n// ── Helpers ──\n\nfunction configKey(cfg: CalibrationConfig): string {\n  return `${cfg.profileName}|buy=${cfg.buyThreshold}|sell=${cfg.sellThreshold}`;\n}\n\nfunction sleep(ms: number): Promise<void> {\n  return new Promise(resolve => setTimeout(resolve, ms));\n}\n\nasync function saveResults(results: CalibrationResult[]): Promise<void> {\n  const dir = join(homedir(), \".sherwood\", \"agent\");\n  await mkdir(dir, { recursive: true });\n  const path = join(dir, \"calibration-results.json\");\n  const payload = {\n    timestamp: new Date().toISOString(),\n    totalConfigs: results.length,\n    results: results.map((r, i) => ({\n      rank: i + 1,\n      profile: r.config.profileName,\n      buyThreshold: r.config.buyThreshold,\n      sellThreshold: r.config.sellThreshold,\n      weights: r.config.weights,\n      avgReturn: r.avgReturn,\n      avgSharpe: r.avgSharpe,\n      worstDrawdown: r.worstDrawdown,\n      totalTrades: r.totalTrades,\n      tokenResults: r.tokenResults,\n    })),\n  };\n  await writeFile(path, JSON.stringify(payload, null, 2), \"utf-8\");\n}\n\n// ── Format Results Table ──\n\nexport function formatCalibrationTable(results: CalibrationResult[], topN = 20): string {\n  const lines: string[] = [];\n  lines.push(\"\");\n  lines.push(\"  Calibration Results (ranked by Sharpe ratio)\");\n  lines.push(\"  \" + \"=\".repeat(110));\n  lines.push(\n    \"  \" +\n    \"Rank\".padEnd(6) +\n    \"Profile\".padEnd(13) +\n    \"Buy\".padEnd(7) +\n    \"Sell\".padEnd(7) +\n    \"Avg Return\".padEnd(13) +\n    \"Avg Sharpe\".padEnd(13) +\n    \"Worst DD\".padEnd(11) +\n    \"Trades\".padEnd(9) +\n    \"Tokens\"\n  );\n  lines.push(\"  \" + \"-\".repeat(110));\n\n  const top = results.slice(0, topN);\n  for (let i = 0; i < top.length; i++) {\n    const r = top[i]!;\n    const rank = String(i + 1).padEnd(6);\n    const profile = r.config.profileName.padEnd(13);\n    const buy = String(r.config.buyThreshold).padEnd(7);\n    const sell = String(r.config.sellThreshold).padEnd(7);\n    const avgRet = (r.avgReturn.toFixed(2) + \"%\").padEnd(13);\n    const avgSharpe = r.avgSharpe.toFixed(3).padEnd(13);\n    const worstDD = (r.worstDrawdown.toFixed(2) + \"%\").padEnd(11);\n    const trades = String(r.totalTrades).padEnd(9);\n    const tokenCount = String(r.tokenResults.length);\n\n    lines.push(\"  \" + rank + profile + buy + sell + avgRet + avgSharpe + worstDD + trades + tokenCount);\n  }\n\n  lines.push(\"  \" + \"-\".repeat(110));\n\n  if (results.length > 0) {\n    const best = results[0]!;\n    lines.push(\"\");\n    lines.push(\"  BEST CONFIGURATION:\");\n    lines.push(`    Profile:        ${best.config.profileName}`);\n    lines.push(`    Buy threshold:  ${best.config.buyThreshold}`);\n    lines.push(`    Sell threshold: ${best.config.sellThreshold}`);\n    lines.push(`    Weights:        smartMoney=${best.config.weights.smartMoney} technical=${best.config.weights.technical} sentiment=${best.config.weights.sentiment} onchain=${best.config.weights.onchain} fundamental=${best.config.weights.fundamental} event=${best.config.weights.event}`);\n    lines.push(`    Avg return:     ${best.avgReturn.toFixed(2)}%`);\n    lines.push(`    Avg Sharpe:     ${best.avgSharpe.toFixed(3)}`);\n    lines.push(`    Worst drawdown: ${best.worstDrawdown.toFixed(2)}%`);\n\n    // Show per-token breakdown for best config\n    lines.push(\"\");\n    lines.push(\"  Per-token breakdown (best config):\");\n    for (const tr of best.tokenResults) {\n      lines.push(`    ${tr.tokenId.padEnd(12)} return: ${tr.totalReturn.toFixed(2).padStart(8)}%  sharpe: ${tr.sharpeRatio.toFixed(3).padStart(7)}  trades: ${tr.numTrades}`);\n    }\n  }\n\n  lines.push(\"\");\n  const savePath = join(homedir(), \".sherwood\", \"agent\", \"calibration-results.json\");\n  lines.push(`  Full results saved to ${savePath}`);\n  lines.push(\"\");\n\n  return lines.join(\"\\n\");\n}\n","/**\n * Replay calibrator — sweeps weight profiles × thresholds against\n * `signal-history.jsonl` (production captures) instead of recomputing\n * signals from candles.\n *\n * Why this exists: the candle-only `Backtester` cannot replay the\n * production signal stack. Strategies like `fundingRate`, `dexFlow`,\n * `hyperliquidFlow`, and Nansen-sourced `smartMoney` need live HL/DEX\n * data feeds that aren't in OHLC. `signal-history.jsonl` already\n * captured those signal values per scan — replaying through the scoring\n * math (which IS pure) gives a true-to-production calibration.\n *\n * Caveat: PnL accuracy is bounded by the scan cadence. If the scanner\n * fired every ~30min on a token, exit prices used for stop/TP detection\n * are sampled at the same interval. Intra-bar wicks are missed. Sharpe\n * computed from these results is a lower bound on what a tighter exit\n * loop would achieve.\n */\n\nimport { readFile, mkdir, writeFile } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport { computeTradeDecision } from './scoring.js';\nimport type { ScoringWeights, Signal, TradeDecision } from './scoring.js';\nimport type { MarketRegime } from './regime.js';\nimport {\n  WEIGHT_PROFILES,\n  BUY_THRESHOLDS,\n  SELL_THRESHOLDS,\n  type CalibrationConfig,\n  type CalibrationResult,\n  type TokenResult,\n} from './calibrator.js';\n\n// ── Types ──\n\n/** A single row from signal-history.jsonl — matches SignalLogEntry. */\ninterface SignalHistoryRow {\n  timestamp: string;\n  tokenId: string;\n  tokenSymbol: string;\n  price: number;\n  decision: 'STRONG_BUY' | 'BUY' | 'HOLD' | 'SELL' | 'STRONG_SELL';\n  score: number;\n  confidence: number;\n  signals: Array<{ name: string; value: number; confidence: number }>;\n  regime: string;\n  btcCorrelation: number;\n  weights: ScoringWeights;\n}\n\nexport interface ReplayCalibratorOptions {\n  /** Path to signal-history.jsonl. Defaults to ~/.sherwood/agent/signal-history.jsonl. */\n  historyPath?: string;\n  /** Initial capital per token (informational — we track returns, not capital). */\n  capital?: number;\n  /** Filter to specific tokens; defaults to all tokens in the dataset. */\n  tokens?: string[];\n  /** Only replay rows captured within the last N days. Useful after a scoring\n   *  change to avoid contaminating calibration with stale signal values from\n   *  the prior code path. Default: replay all rows in the file. */\n  lastDays?: number;\n  onProgress?: (msg: string) => void;\n  /** Whether to honor the regime field on each row when applying thresholds.\n   *  Defaults to true — rows record the regime that gated the original\n   *  decision, replaying with the same regime preserves real-world behavior. */\n  useRegime?: boolean;\n}\n\n// ── Exit logic constants — match backtest.ts and executor.ts ──\n\nconst STOP_LOSS_PCT = 0.03;     // 3% hard stop\nconst TAKE_PROFIT_PCT = 0.06;   // 6% TP (2:1 R:R)\nconst TRAIL_PCT = 0.025;        // 2.5% trailing stop\nconst TIME_STOP_HOURS = 48;     // 48h stale-trade exit\n\n/** Open position state for replay. Mirrors the `position` struct in backtest.ts. */\ninterface ReplayPosition {\n  side: 'long' | 'short';\n  entryPrice: number;\n  entryTimestamp: number;\n  /** High-water mark for longs, low-water mark for shorts. */\n  extremePrice: number;\n  signal: string;\n}\n\n/**\n * Trade record kept inline during replay so we can compute realistic\n * Sharpe annualization from actual trade cadence rather than guessing.\n */\ninterface ReplayTrade {\n  pnlPercent: number;\n  durationMs: number;\n}\n\n// ── Loader ──\n\n/** Read signal-history.jsonl into typed rows. Skips malformed lines. */\nexport async function loadSignalHistory(path: string): Promise<SignalHistoryRow[]> {\n  const raw = await readFile(path, 'utf-8');\n  const rows: SignalHistoryRow[] = [];\n  for (const line of raw.split('\\n')) {\n    if (!line.trim()) continue;\n    try {\n      rows.push(JSON.parse(line) as SignalHistoryRow);\n    } catch {\n      // Skip malformed lines silently — log file may have been mid-write\n    }\n  }\n  return rows;\n}\n\n/** Group rows by tokenId, sorted chronologically within each group. */\nfunction groupByToken(rows: SignalHistoryRow[]): Map<string, SignalHistoryRow[]> {\n  const grouped = new Map<string, SignalHistoryRow[]>();\n  for (const r of rows) {\n    if (!grouped.has(r.tokenId)) grouped.set(r.tokenId, []);\n    grouped.get(r.tokenId)!.push(r);\n  }\n  for (const list of grouped.values()) {\n    list.sort((a, b) => Date.parse(a.timestamp) - Date.parse(b.timestamp));\n  }\n  return grouped;\n}\n\n// ── Per-token replay ──\n\n/**\n * Replay a single token's signal history through one config.\n * Returns {trades, returns, totalReturn, sharpe, maxDrawdown, winRate}.\n */\nfunction replayToken(\n  tokenRows: SignalHistoryRow[],\n  config: CalibrationConfig,\n  useRegime: boolean,\n): TokenResult {\n  let position: ReplayPosition | null = null;\n  const returns: number[] = [];\n  const trades: ReplayTrade[] = []; // hold-duration tracked for Sharpe annualization\n  const equityCurve: number[] = [1.0]; // normalized; multiply by (1+ret) per realized trade\n  let equity = 1.0;\n\n  for (let i = 0; i < tokenRows.length; i++) {\n    const row = tokenRows[i]!;\n    const ts = Date.parse(row.timestamp);\n    const price = row.price;\n\n    // Guard: rows with missing/zero/non-finite prices appear in early\n    // production captures before the price feed was wired. Skip them\n    // entirely — both entry and exit math would produce NaN and poison\n    // the equity curve. We do NOT close any open position here; we wait\n    // for the next valid price tick.\n    if (!Number.isFinite(price) || price <= 0) continue;\n\n    // Build Signal[] from row — mirrors what computeTradeDecision expects.\n    // Source/details aren't needed for scoring; pass empty strings.\n    const signals: Signal[] = row.signals.map((s) => ({\n      name: s.name,\n      value: s.value,\n      confidence: s.confidence,\n      source: '',\n      details: '',\n    }));\n\n    const regime = useRegime\n      ? (row.regime && row.regime !== 'unknown' ? (row.regime as MarketRegime) : undefined)\n      : undefined;\n\n    let decision: TradeDecision = computeTradeDecision(\n      signals,\n      config.weights,\n      undefined,\n      undefined,\n      regime,\n    );\n\n    // Override action based on calibrator's threshold sweep — same logic as backtest.ts\n    const buy = config.buyThreshold;\n    const sell = config.sellThreshold;\n    if (buy <= sell) continue; // invalid — caller should have filtered, but be safe\n    const strongBuy = buy + 0.3;\n    const strongSell = sell - 0.3;\n    let action: TradeDecision['action'];\n    if (decision.score >= strongBuy) action = 'STRONG_BUY';\n    else if (decision.score >= buy) action = 'BUY';\n    else if (decision.score <= strongSell) action = 'STRONG_SELL';\n    else if (decision.score <= sell) action = 'SELL';\n    else action = 'HOLD';\n    decision = { ...decision, action };\n\n    // ── Position management — exit conditions first, then optional entry ──\n    if (position) {\n      const isShort = position.side === 'short';\n      // Track best favorable price\n      if (isShort) {\n        if (price < position.extremePrice) position.extremePrice = price;\n      } else {\n        if (price > position.extremePrice) position.extremePrice = price;\n      }\n\n      const pnlPercent = isShort\n        ? (position.entryPrice - price) / position.entryPrice\n        : (price - position.entryPrice) / position.entryPrice;\n      const holdingHours = (ts - position.entryTimestamp) / (1000 * 60 * 60);\n\n      let exitReason: string | null = null;\n      if (pnlPercent <= -STOP_LOSS_PCT) exitReason = 'STOP';\n      else if (pnlPercent >= TAKE_PROFIT_PCT) exitReason = 'TP';\n      else if (TRAIL_PCT > 0 && (isShort\n        ? price >= position.extremePrice * (1 + TRAIL_PCT)\n        : price <= position.extremePrice * (1 - TRAIL_PCT))) {\n        exitReason = 'TRAIL';\n      } else if (holdingHours > TIME_STOP_HOURS && Math.abs(pnlPercent) < 0.01) {\n        exitReason = 'TIME';\n      } else if (isShort\n        ? (action === 'BUY' || action === 'STRONG_BUY')\n        : (action === 'SELL' || action === 'STRONG_SELL')) {\n        exitReason = 'FLIP';\n      }\n\n      if (exitReason) {\n        equity *= 1 + pnlPercent;\n        equityCurve.push(equity);\n        returns.push(pnlPercent);\n        trades.push({ pnlPercent, durationMs: ts - position.entryTimestamp });\n        position = null;\n      }\n    }\n\n    // Entries only when flat\n    if (!position) {\n      if (action === 'BUY' || action === 'STRONG_BUY') {\n        position = { side: 'long', entryPrice: price, entryTimestamp: ts, extremePrice: price, signal: action };\n      } else if (action === 'SELL' || action === 'STRONG_SELL') {\n        position = { side: 'short', entryPrice: price, entryTimestamp: ts, extremePrice: price, signal: action };\n      }\n    }\n  }\n\n  // Close any open position at the last VALID observed price.\n  // Walking back ensures we don't close on a zero-price row.\n  if (position) {\n    let lastValidPrice: number | null = null;\n    for (let i = tokenRows.length - 1; i >= 0; i--) {\n      const p = tokenRows[i]!.price;\n      if (Number.isFinite(p) && p > 0) { lastValidPrice = p; break; }\n    }\n    if (lastValidPrice !== null) {\n      const pnlPercent = position.side === 'short'\n        ? (position.entryPrice - lastValidPrice) / position.entryPrice\n        : (lastValidPrice - position.entryPrice) / position.entryPrice;\n      const lastTs = Date.parse(tokenRows[tokenRows.length - 1]!.timestamp);\n      equity *= 1 + pnlPercent;\n      equityCurve.push(equity);\n      returns.push(pnlPercent);\n      trades.push({ pnlPercent, durationMs: lastTs - position.entryTimestamp });\n    }\n  }\n\n  // Metrics\n  const totalReturn = equity - 1.0;\n  const winRate = returns.length > 0 ? returns.filter((r) => r > 0).length / returns.length : 0;\n\n  // Sharpe from per-trade returns, annualized using ACTUAL average hold\n  // duration (not a fixed 52/year guess). Same formula as PortfolioTracker.\n  let sharpeRatio = 0;\n  if (returns.length > 1) {\n    const mean = returns.reduce((a, b) => a + b, 0) / returns.length;\n    const variance = returns.reduce((s, r) => s + (r - mean) ** 2, 0) / (returns.length - 1);\n    const stdDev = Math.sqrt(variance);\n    if (stdDev > 0) {\n      const avgHoldDays = trades.length > 0\n        ? trades.reduce((s, t) => s + t.durationMs, 0) / trades.length / (1000 * 60 * 60 * 24)\n        : 1;\n      const tradesPerYear = Math.max(252 / Math.max(avgHoldDays, 1), 1);\n      sharpeRatio = (mean / stdDev) * Math.sqrt(tradesPerYear);\n    }\n  }\n\n  // Max drawdown from equity curve\n  let peak = equityCurve[0]!;\n  let maxDrawdown = 0;\n  for (const v of equityCurve) {\n    if (v > peak) peak = v;\n    const dd = (peak - v) / peak;\n    if (dd > maxDrawdown) maxDrawdown = dd;\n  }\n\n  return {\n    tokenId: tokenRows[0]?.tokenId ?? '',\n    totalReturn,\n    sharpeRatio,\n    maxDrawdown,\n    winRate,\n    numTrades: returns.length,\n  };\n}\n\n// ── Public driver ──\n\n/**\n * Sweep all WEIGHT_PROFILES × BUY_THRESHOLDS × SELL_THRESHOLDS against\n * a captured signal-history.jsonl. Returns the same CalibrationResult[]\n * shape as the candle-based calibrator so `formatCalibrationTable` works.\n */\nexport async function runHistoryReplay(\n  options: ReplayCalibratorOptions = {},\n): Promise<CalibrationResult[]> {\n  const historyPath = options.historyPath ?? join(homedir(), '.sherwood', 'agent', 'signal-history.jsonl');\n  const log = options.onProgress ?? (() => {});\n  const useRegime = options.useRegime ?? true;\n\n  log(`Loading ${historyPath}...`);\n  let allRows = await loadSignalHistory(historyPath);\n  log(`Loaded ${allRows.length} rows`);\n\n  if (options.lastDays !== undefined && options.lastDays > 0) {\n    const cutoff = Date.now() - options.lastDays * 24 * 60 * 60 * 1000;\n    const before = allRows.length;\n    allRows = allRows.filter((r) => Date.parse(r.timestamp) >= cutoff);\n    log(`Filtered to last ${options.lastDays}d: ${allRows.length} rows (dropped ${before - allRows.length})`);\n  }\n\n  const grouped = groupByToken(allRows);\n  let tokens = options.tokens ?? Array.from(grouped.keys());\n  // Drop tokens with too few observations to produce meaningful trades\n  const MIN_ROWS = 5;\n  tokens = tokens.filter((t) => (grouped.get(t)?.length ?? 0) >= MIN_ROWS);\n  log(`Replaying ${tokens.length} tokens (>=${MIN_ROWS} observations each)`);\n\n  const configs: CalibrationConfig[] = [];\n  for (const [profileName, weights] of Object.entries(WEIGHT_PROFILES)) {\n    for (const buyThreshold of BUY_THRESHOLDS) {\n      for (const sellThreshold of SELL_THRESHOLDS) {\n        if (buyThreshold <= sellThreshold) continue; // skip invalid\n        configs.push({ profileName, weights, buyThreshold, sellThreshold });\n      }\n    }\n  }\n  log(`Sweeping ${configs.length} configs across ${tokens.length} tokens`);\n\n  const results: CalibrationResult[] = configs.map((config) => ({\n    config,\n    tokenResults: [],\n    avgReturn: 0,\n    avgSharpe: 0,\n    worstDrawdown: 0,\n    totalTrades: 0,\n  }));\n\n  // Replay loop — pure of network IO, runs in seconds even for 200 × 15.\n  let processed = 0;\n  for (const token of tokens) {\n    const rows = grouped.get(token)!;\n    for (let ci = 0; ci < configs.length; ci++) {\n      const cfg = configs[ci]!;\n      const tokenResult = replayToken(rows, cfg, useRegime);\n      results[ci]!.tokenResults.push(tokenResult);\n    }\n    processed++;\n    log(`  ${token}: ${rows.length} rows, ${configs.length} configs done (${processed}/${tokens.length})`);\n  }\n\n  // Aggregate\n  for (const r of results) {\n    const tr = r.tokenResults;\n    if (tr.length === 0) continue;\n    r.avgReturn = tr.reduce((s, x) => s + x.totalReturn, 0) / tr.length;\n    r.avgSharpe = tr.reduce((s, x) => s + x.sharpeRatio, 0) / tr.length;\n    r.worstDrawdown = Math.max(...tr.map((x) => x.maxDrawdown));\n    r.totalTrades = tr.reduce((s, x) => s + x.numTrades, 0);\n  }\n\n  // Sort: 0-trade configs sink to bottom (same logic as candle calibrator).\n  results.sort((a, b) => {\n    const aZero = a.totalTrades === 0;\n    const bZero = b.totalTrades === 0;\n    if (aZero !== bZero) return aZero ? 1 : -1;\n    if (Math.abs(b.avgSharpe - a.avgSharpe) > 0.001) return b.avgSharpe - a.avgSharpe;\n    return b.avgReturn - a.avgReturn;\n  });\n\n  await saveResults(results);\n  return results;\n}\n\nasync function saveResults(results: CalibrationResult[]): Promise<void> {\n  const dir = join(homedir(), '.sherwood', 'agent');\n  await mkdir(dir, { recursive: true });\n  const path = join(dir, 'replay-calibration-results.json');\n  const payload = {\n    timestamp: new Date().toISOString(),\n    totalConfigs: results.length,\n    source: 'signal-history.jsonl replay',\n    results: results.map((r, i) => ({\n      rank: i + 1,\n      profile: r.config.profileName,\n      buyThreshold: r.config.buyThreshold,\n      sellThreshold: r.config.sellThreshold,\n      weights: r.config.weights,\n      avgReturn: r.avgReturn,\n      avgSharpe: r.avgSharpe,\n      worstDrawdown: r.worstDrawdown,\n      totalTrades: r.totalTrades,\n      tokenResults: r.tokenResults,\n    })),\n  };\n  await writeFile(path, JSON.stringify(payload, null, 2), 'utf-8');\n}\n","/**\n * Telegram-optimized alert formatting for trading notifications.\n * Formats scan results, regime changes, and alerts with emoji indicators.\n */\n\nimport type { Alert, TokenAnalysis } from \"./index.js\";\nimport type { MarketRegime } from \"./regime.js\";\n\nexport class AlertFormatter {\n\n  /**\n   * Format alerts for Telegram with priority grouping and emoji indicators.\n   * Returns null if no alerts to display.\n   */\n  static formatForTelegram(alerts: Alert[]): string | null {\n    if (alerts.length === 0) return null;\n\n    // Group by priority\n    const grouped: Record<string, Alert[]> = {\n      critical: [],\n      high: [],\n      medium: [],\n      low: []\n    };\n\n    for (const alert of alerts) {\n      grouped[alert.priority].push(alert);\n    }\n\n    const lines: string[] = [];\n    lines.push(\"🚨 *TRADING ALERTS*\");\n\n    // Critical alerts\n    if (grouped.critical.length > 0) {\n      lines.push(\"\\n🔴 *CRITICAL*\");\n      for (const alert of grouped.critical.slice(0, 3)) {\n        lines.push(`• ${alert.title}`);\n        if (alert.tokenId !== 'bitcoin') {\n          lines.push(`  _${alert.tokenId.toUpperCase()}_`);\n        }\n      }\n    }\n\n    // High priority alerts\n    if (grouped.high.length > 0) {\n      lines.push(\"\\n🟡 *HIGH*\");\n      for (const alert of grouped.high.slice(0, 3)) {\n        lines.push(`• ${alert.title}`);\n        if (alert.tokenId !== 'bitcoin') {\n          lines.push(`  _${alert.tokenId.toUpperCase()}_`);\n        }\n      }\n    }\n\n    // Medium priority alerts\n    if (grouped.medium.length > 0) {\n      lines.push(\"\\n🔵 *MEDIUM*\");\n      for (const alert of grouped.medium.slice(0, 2)) {\n        lines.push(`• ${alert.title}`);\n      }\n    }\n\n    // Low priority alerts (only show count)\n    if (grouped.low.length > 0) {\n      lines.push(`\\n⚫ ${grouped.low.length} low priority alerts`);\n    }\n\n    const result = lines.join(\"\\n\");\n\n    // Telegram message limit is 4096 chars\n    if (result.length > 4000) {\n      return result.substring(0, 3900) + \"\\n\\n_...truncated_\";\n    }\n\n    return result;\n  }\n\n  /**\n   * Format comprehensive scan summary with opportunities, top movers, and alerts.\n   */\n  static formatScanSummary(\n    results: TokenAnalysis[],\n    alerts: Alert[],\n    regime?: MarketRegime\n  ): string {\n    const lines: string[] = [];\n\n    // Header with timestamp\n    lines.push(\"📊 *MARKET SCAN SUMMARY*\");\n    lines.push(`_${new Date().toLocaleTimeString()}_`);\n\n    // Market regime\n    if (regime) {\n      const regimeEmoji = regime === \"trending-up\" ? \"📈\" :\n                         regime === \"trending-down\" ? \"📉\" :\n                         regime === \"ranging\" ? \"↔️\" :\n                         regime === \"high-volatility\" ? \"🌋\" : \"🔄\";\n      lines.push(`\\n${regimeEmoji} *Regime:* ${regime.toUpperCase().replace('-', ' ')}`);\n    }\n\n    // Check if all signals are HOLD (brief mode)\n    const allHold = results.every(r => r.decision.action === \"HOLD\");\n\n    if (allHold) {\n      // Brief format for all HOLD scenario\n      const strongest = results.reduce((max, r) =>\n        r.decision.score > max.decision.score ? r : max\n      );\n      const weakest = results.reduce((min, r) =>\n        r.decision.score < min.decision.score ? r : min\n      );\n\n      const fearGreed = results[0]?.data.fearAndGreed;\n      const fgText = fearGreed ?\n        (fearGreed < 25 ? \"Extreme Fear\" :\n         fearGreed < 40 ? \"Fear\" :\n         fearGreed < 60 ? \"Neutral\" :\n         fearGreed < 75 ? \"Greed\" : \"Extreme Greed\") : \"Unknown\";\n\n      lines.push(`\\n🔄 *All positions HOLD*`);\n      lines.push(`💪 Strongest: ${strongest.token.toUpperCase()} (+${strongest.decision.score.toFixed(2)})`);\n      lines.push(`💤 Weakest: ${weakest.token.toUpperCase()} (${weakest.decision.score.toFixed(2)})`);\n      if (fearGreed) {\n        lines.push(`😱 F&G: ${fearGreed} (${fgText})`);\n      }\n    } else {\n      // Full format with opportunities and movers\n\n      // Opportunities (score > 0.3)\n      const opportunities = results.filter(r =>\n        r.decision.score > 0.3 && (r.decision.action === \"BUY\" || r.decision.action === \"STRONG_BUY\")\n      ).sort((a, b) => b.decision.score - a.decision.score);\n\n      if (opportunities.length > 0) {\n        lines.push(\"\\n💡 *OPPORTUNITIES*\");\n        for (const opp of opportunities.slice(0, 3)) {\n          const action = opp.decision.action === \"STRONG_BUY\" ? \"🚀 STRONG BUY\" : \"📈 BUY\";\n          lines.push(`${action} ${opp.token.toUpperCase()} (${opp.decision.score.toFixed(2)})`);\n\n          // Top signal\n          const topSignal = opp.decision.signals\n            .filter(s => Math.abs(s.value) > 0.1)\n            .sort((a, b) => Math.abs(b.value) - Math.abs(a.value))[0];\n\n          if (topSignal) {\n            const signalEmoji = topSignal.value > 0 ? \"⬆️\" : \"⬇️\";\n            lines.push(`  ${signalEmoji} ${topSignal.source}: ${topSignal.value > 0 ? \"+\" : \"\"}${topSignal.value.toFixed(2)}`);\n          }\n        }\n      }\n\n      // Top movers (biggest absolute score changes)\n      const topMovers = results\n        .filter(r => Math.abs(r.decision.score) > 0.2)\n        .sort((a, b) => Math.abs(b.decision.score) - Math.abs(a.decision.score))\n        .slice(0, 3);\n\n      if (topMovers.length > 0) {\n        lines.push(\"\\n🎯 *TOP MOVERS*\");\n        for (const mover of topMovers) {\n          const scoreEmoji = mover.decision.score > 0 ? \"📈\" : \"📉\";\n          lines.push(`${scoreEmoji} ${mover.token.toUpperCase()}: ${mover.decision.score > 0 ? \"+\" : \"\"}${mover.decision.score.toFixed(2)}`);\n        }\n      }\n    }\n\n    // Alerts section\n    const alertText = this.formatForTelegram(alerts);\n    if (alertText) {\n      lines.push(`\\n${alertText}`);\n    }\n\n    const result = lines.join(\"\\n\");\n\n    // Respect Telegram limit\n    if (result.length > 4000) {\n      return result.substring(0, 3900) + \"\\n\\n_...truncated_\";\n    }\n\n    return result;\n  }\n}","/**\n * Execution pipeline - bridges scanner results to actionable trade proposals.\n * Converts high-confidence analysis into sized position recommendations.\n */\n\nimport type { TokenAnalysis } from \"./index.js\";\nimport type { TechnicalSignals } from \"./technical.js\";\nimport type { Candle } from \"./technical.js\";\nimport { calculateATR } from \"./technical.js\";\n\nexport type TradeAction = \"LONG\" | \"SHORT\";\n\nexport interface TradeProposal {\n  tokenId: string;\n  symbol: string;\n  action: TradeAction;\n  entryPrice: number;\n  stopLoss: number;\n  takeProfit: number;\n  positionSizeUsd: number;\n  leverage: number;\n  confidence: number;\n  signals: string[];          // Top 3 signal names\n  regime: string;\n  timestamp: number;\n}\n\n/**\n * Score-weighted position sizing config.\n *\n * When enabled, risk percentage scales linearly with score magnitude\n * across the [floor, ceiling] band. Score at the floor → minRiskPct.\n * Score at or above the ceiling → maxRiskPct.\n */\nexport interface ScaledSizingConfig {\n  enabled: boolean;\n  floor: number;\n  ceiling: number;\n  minRiskPct: number;\n  maxRiskPct: number;\n}\n\nexport const DEFAULT_SCALED_SIZING: ScaledSizingConfig = {\n  enabled: false,\n  floor: 0.30,\n  ceiling: 0.60,\n  minRiskPct: 0.005,\n  maxRiskPct: 0.02,\n};\n\nexport interface ProposalOptions {\n  portfolioValueUsd?: number;\n  scaledSizing?: ScaledSizingConfig;\n}\n\nexport class ExecutionPipeline {\n  /**\n   * Generate trade proposals from analysis results.\n   * Only creates proposals for high-confidence opportunities — uses the\n   * regime-conditional BUY/SELL threshold from the decision (defaults to\n   * ±0.4 if the decision lacks regime context).\n   *\n   * Optional ProposalOptions.scaledSizing enables score-weighted sizing.\n   * Previously this was a mutable static field — fixed per code review\n   * to eliminate cross-invocation leakage in long-lived processes.\n   */\n  static generateProposals(\n    analyses: TokenAnalysis[],\n    portfolioValueOrOpts: number | ProposalOptions = 10000,\n    optsArg?: ProposalOptions,\n  ): TradeProposal[] {\n    // Backward-compatible call shape: either generateProposals(analyses, 10000)\n    // or generateProposals(analyses, { portfolioValueUsd, scaledSizing }).\n    const opts: ProposalOptions =\n      typeof portfolioValueOrOpts === 'number'\n        ? { portfolioValueUsd: portfolioValueOrOpts, ...(optsArg ?? {}) }\n        : (portfolioValueOrOpts ?? {});\n    const portfolioValueUsd = opts.portfolioValueUsd ?? 10000;\n    const scaledSizing = opts.scaledSizing ?? DEFAULT_SCALED_SIZING;\n    const proposals: TradeProposal[] = [];\n\n    for (const analysis of analyses) {\n      const { decision, token, data } = analysis;\n\n      // Skip HOLD signals\n      if (decision.action === \"HOLD\") {\n        continue;\n      }\n\n      // Filter: score must clear the regime-conditional action threshold\n      // and confidence must exceed 50%. Falls back to ±0.4 for backward compat.\n      // When scaledSizing is on, the floor drops to scaledSizing.floor — the\n      // point is to take sub-threshold trades at proportionally smaller size,\n      // not to filter them out before sizing kicks in.\n      const baseBuyFloor = decision.thresholds?.buy ?? 0.4;\n      const baseSellFloor = decision.thresholds?.sell ?? -0.4;\n      const buyFloor = scaledSizing.enabled\n        ? Math.min(baseBuyFloor, scaledSizing.floor)\n        : baseBuyFloor;\n      const sellFloor = scaledSizing.enabled\n        ? Math.max(baseSellFloor, -scaledSizing.floor)\n        : baseSellFloor;\n      const clearsBuy = decision.score >= buyFloor;\n      const clearsSell = decision.score <= sellFloor;\n      if (!clearsBuy && !clearsSell) {\n        continue;\n      }\n      if (decision.confidence <= 0.5) {\n        continue;\n      }\n\n      // Determine trade direction\n      const isLong = decision.score > 0;\n      const action: TradeAction = isLong ? \"LONG\" : \"SHORT\";\n\n      // Get current price (use entry price from technical data or mock)\n      const entryPrice = this.getEntryPrice(data.technicalSignals);\n      if (!entryPrice) continue;\n\n      // Calculate ATR for stop loss\n      const atr = this.getATR(data.technicalSignals);\n      if (!atr) continue;\n\n      // Calculate stop loss (entry +/- 2*ATR)\n      const stopLoss = isLong\n        ? entryPrice - (2 * atr)\n        : entryPrice + (2 * atr);\n\n      // Calculate take profit (2.5:1 R:R)\n      const riskAmount = Math.abs(entryPrice - stopLoss);\n      const takeProfit = isLong\n        ? entryPrice + (2.5 * riskAmount)\n        : entryPrice - (2.5 * riskAmount);\n\n      // Position sizing — fixed 2% by default, score-scaled if enabled.\n      // Score-scaled: bigger conviction → bigger size, smaller conviction → smaller size.\n      // The point: take more sub-0.4 trades but with proportionally smaller exposure.\n      let riskPercentage: number;\n      if (scaledSizing.enabled) {\n        const cfg = scaledSizing;\n        const absScore = Math.abs(decision.score);\n        const t = Math.min(1, Math.max(0, (absScore - cfg.floor) / (cfg.ceiling - cfg.floor)));\n        riskPercentage = cfg.minRiskPct + t * (cfg.maxRiskPct - cfg.minRiskPct);\n      } else {\n        riskPercentage = 0.02;\n      }\n      const positionSizeUsd = (portfolioValueUsd * riskPercentage) / (Math.abs(entryPrice - stopLoss) / entryPrice);\n\n      // Calculate leverage (size / max 10% portfolio allocation, capped at 5x)\n      const maxAllocation = portfolioValueUsd * 0.10;\n      const leverage = Math.min(5.0, positionSizeUsd / maxAllocation);\n\n      // Get top 3 signals\n      const topSignals = decision.signals\n        .filter(s => Math.abs(s.value) > 0.05)\n        .sort((a, b) => Math.abs(b.value) - Math.abs(a.value))\n        .slice(0, 3)\n        .map(s => s.source);\n\n      // Get regime\n      const regime = analysis.regime?.regime || \"unknown\";\n\n      // Resolve token symbol (fallback to tokenId if not available)\n      const symbol = this.resolveSymbol(token);\n\n      const proposal: TradeProposal = {\n        tokenId: token,\n        symbol,\n        action,\n        entryPrice,\n        stopLoss,\n        takeProfit,\n        positionSizeUsd,\n        leverage,\n        confidence: decision.confidence,\n        signals: topSignals,\n        regime,\n        timestamp: Date.now(),\n      };\n\n      proposals.push(proposal);\n    }\n\n    return proposals.sort((a, b) => b.confidence - a.confidence);\n  }\n\n  /**\n   * Format trade proposals for human review.\n   */\n  static formatProposals(proposals: TradeProposal[]): string {\n    if (proposals.length === 0) {\n      return \"📝 *TRADE PROPOSALS*\\n\\n_No actionable opportunities found._\\n_Criteria: Score > 0.4, Confidence > 50%_\";\n    }\n\n    const lines: string[] = [];\n    lines.push(\"📝 *TRADE PROPOSALS*\");\n    lines.push(\"_⚠️ For review only - NO auto-execution_\");\n\n    for (const proposal of proposals.slice(0, 5)) {\n      const directionEmoji = proposal.action === \"LONG\" ? \"🟢\" : \"🔴\";\n      const confidenceBar = \"█\".repeat(Math.floor(proposal.confidence * 10));\n\n      lines.push(`\\n${directionEmoji} *${proposal.action} ${proposal.symbol}*`);\n      lines.push(`📈 Entry: $${proposal.entryPrice.toFixed(4)}`);\n      lines.push(`🛑 Stop: $${proposal.stopLoss.toFixed(4)} (${this.calculatePctChange(proposal.entryPrice, proposal.stopLoss)}%)`);\n      lines.push(`🎯 Target: $${proposal.takeProfit.toFixed(4)} (${this.calculatePctChange(proposal.entryPrice, proposal.takeProfit)}%)`);\n      lines.push(`💰 Size: $${proposal.positionSizeUsd.toFixed(0)} (${proposal.leverage.toFixed(1)}x leverage)`);\n      lines.push(`✅ Confidence: ${(proposal.confidence * 100).toFixed(0)}% ${confidenceBar}`);\n\n      // Top signals\n      if (proposal.signals.length > 0) {\n        lines.push(`🔍 Signals: ${proposal.signals.slice(0, 2).join(\", \")}`);\n      }\n\n      // Market regime\n      const regimeEmoji = proposal.regime === \"trending-up\" ? \"📈\" :\n                         proposal.regime === \"trending-down\" ? \"📉\" :\n                         proposal.regime === \"ranging\" ? \"↔️\" :\n                         proposal.regime === \"high-volatility\" ? \"🌋\" : \"🔄\";\n      lines.push(`${regimeEmoji} Regime: ${proposal.regime}`);\n    }\n\n    if (proposals.length > 5) {\n      lines.push(`\\n_...${proposals.length - 5} more proposals available_`);\n    }\n\n    lines.push(`\\n_Generated: ${new Date().toLocaleTimeString()}_`);\n\n    const result = lines.join(\"\\n\");\n\n    // Respect character limits\n    if (result.length > 4000) {\n      return result.substring(0, 3900) + \"\\n\\n_...truncated_\";\n    }\n\n    return result;\n  }\n\n  /**\n   * Extract entry price from technical signals or use fallback.\n   */\n  private static getEntryPrice(technicalSignals?: TechnicalSignals): number | null {\n    if (!technicalSignals) return null;\n\n    // Use VWAP as entry price if available, fallback to EMA8\n    if (technicalSignals.vwap > 0) {\n      return technicalSignals.vwap;\n    }\n\n    if (technicalSignals.ema.ema8 > 0) {\n      return technicalSignals.ema.ema8;\n    }\n\n    return null;\n  }\n\n  /**\n   * Extract ATR from technical signals.\n   */\n  private static getATR(technicalSignals?: TechnicalSignals): number | null {\n    if (!technicalSignals) return null;\n    return technicalSignals.atr > 0 ? technicalSignals.atr : null;\n  }\n\n  /**\n   * Resolve token symbol from token ID.\n   */\n  private static resolveSymbol(tokenId: string): string {\n    const symbolMap: Record<string, string> = {\n      \"bitcoin\": \"BTC\",\n      \"ethereum\": \"ETH\",\n      \"solana\": \"SOL\",\n      \"aave\": \"AAVE\",\n      \"uniswap\": \"UNI\",\n      \"chainlink\": \"LINK\",\n      \"polygon\": \"MATIC\",\n      \"avalanche-2\": \"AVAX\",\n      \"cardano\": \"ADA\",\n      \"polkadot\": \"DOT\",\n    };\n\n    return symbolMap[tokenId] || tokenId.toUpperCase().slice(0, 6);\n  }\n\n  /**\n   * Calculate percentage change between two prices.\n   */\n  private static calculatePctChange(from: number, to: number): string {\n    const change = ((to - from) / from) * 100;\n    return change >= 0 ? `+${change.toFixed(1)}` : change.toFixed(1);\n  }\n}","/**\n * Signal activity audit — reads signal-history.jsonl and reports which\n * signal categories are actually firing, so dead weights can be pruned.\n *\n * A signal that contributes ~0 on every run isn't \"neutral information\" —\n * it's noise that compresses the aggregate score. Drop it from the weight\n * vector and renormalize so real signals aren't diluted.\n */\n\nimport { readFile } from \"node:fs/promises\";\nimport { getSignalFilePath } from \"./signal-logger.js\";\nimport type { SignalLogEntry } from \"./signal-logger.js\";\n\nconst FIRE_EPSILON = 0.05; // |value| below this counts as \"silent\"\n\n/** Category each strategy signal maps to (mirrors scoring.ts SIGNAL_CATEGORY_MAP). */\nconst SIGNAL_TO_CATEGORY: Record<string, string> = {\n  // Direct categories\n  technical: \"technical\",\n  sentiment: \"sentiment\",\n  onchain: \"onchain\",\n  fundamental: \"fundamental\",\n  event: \"event\",\n  smartMoney: \"smartMoney\",\n\n  // Active strategy signals\n  breakoutOnChain: \"technical\",\n  multiTimeframe: \"technical\",\n  crossSectionalMomentum: \"technical\",\n  tradingviewSignal: \"technical\",\n  btcNetworkHealth: \"technical\",\n  kronosVolForecast: \"technical\",\n  dexFlow: \"onchain\",\n  fundingRate: \"onchain\",\n  hyperliquidFlow: \"onchain\",\n  narrativeVacuum: \"onchain\",\n  sentimentContrarian: \"sentiment\",\n  socialVolume: \"sentiment\",\n  predictionMarket: \"event\",\n  whaleIntent: \"smartMoney\",\n  flowIntelligence: \"smartMoney\",\n};\n\nexport interface SignalStats {\n  name: string;\n  category: string;\n  observations: number;\n  fireRate: number; // fraction of observations where |value| > epsilon\n  meanAbsValue: number; // average |value|\n  meanConfidence: number;\n  directionalBias: number; // mean(value) — negative = mostly bearish, positive = bullish\n}\n\nexport interface CategoryStats {\n  category: string;\n  signalNames: string[];\n  observations: number; // total signal-observations (multiple signals per category possible)\n  fireRate: number;\n  meanAbsValue: number;\n  recommendation: \"keep\" | \"drop\" | \"review\";\n}\n\nexport interface AuditResult {\n  filePath: string;\n  totalEntries: number;\n  dateRange: { from: string; to: string } | null;\n  perSignal: SignalStats[];\n  perCategory: CategoryStats[];\n}\n\n/**\n * Read the signal-history JSONL file and compute per-signal + per-category\n * activity statistics.\n */\nexport async function auditSignalHistory(\n  filePath: string = getSignalFilePath(),\n): Promise<AuditResult> {\n  let raw: string;\n  try {\n    raw = await readFile(filePath, \"utf-8\");\n  } catch (err) {\n    if ((err as NodeJS.ErrnoException).code === \"ENOENT\") {\n      return {\n        filePath,\n        totalEntries: 0,\n        dateRange: null,\n        perSignal: [],\n        perCategory: [],\n      };\n    }\n    throw err;\n  }\n\n  const lines = raw.split(\"\\n\").filter((l) => l.trim().length > 0);\n  const entries: SignalLogEntry[] = [];\n  for (const line of lines) {\n    try {\n      entries.push(JSON.parse(line) as SignalLogEntry);\n    } catch {\n      // skip malformed lines\n    }\n  }\n\n  if (entries.length === 0) {\n    return {\n      filePath,\n      totalEntries: 0,\n      dateRange: null,\n      perSignal: [],\n      perCategory: [],\n    };\n  }\n\n  // Per-signal aggregation\n  const bySignal = new Map<\n    string,\n    { values: number[]; confidences: number[] }\n  >();\n\n  for (const entry of entries) {\n    for (const sig of entry.signals) {\n      if (!bySignal.has(sig.name)) {\n        bySignal.set(sig.name, { values: [], confidences: [] });\n      }\n      const bucket = bySignal.get(sig.name)!;\n      bucket.values.push(sig.value);\n      bucket.confidences.push(sig.confidence);\n    }\n  }\n\n  const perSignal: SignalStats[] = [];\n  for (const [name, bucket] of bySignal) {\n    const obs = bucket.values.length;\n    const fires = bucket.values.filter((v) => Math.abs(v) > FIRE_EPSILON).length;\n    const meanAbsValue =\n      bucket.values.reduce((a, v) => a + Math.abs(v), 0) / obs;\n    const meanConfidence =\n      bucket.confidences.reduce((a, c) => a + c, 0) / obs;\n    const directionalBias = bucket.values.reduce((a, v) => a + v, 0) / obs;\n\n    perSignal.push({\n      name,\n      category: SIGNAL_TO_CATEGORY[name] ?? \"unknown\",\n      observations: obs,\n      fireRate: fires / obs,\n      meanAbsValue,\n      meanConfidence,\n      directionalBias,\n    });\n  }\n\n  perSignal.sort((a, b) => b.fireRate - a.fireRate);\n\n  // Per-category aggregation\n  const byCategory = new Map<\n    string,\n    { signals: Set<string>; obs: number; fires: number; absSum: number }\n  >();\n\n  for (const sig of perSignal) {\n    if (!byCategory.has(sig.category)) {\n      byCategory.set(sig.category, {\n        signals: new Set(),\n        obs: 0,\n        fires: 0,\n        absSum: 0,\n      });\n    }\n    const bucket = byCategory.get(sig.category)!;\n    bucket.signals.add(sig.name);\n    bucket.obs += sig.observations;\n    bucket.fires += sig.fireRate * sig.observations;\n    bucket.absSum += sig.meanAbsValue * sig.observations;\n  }\n\n  const perCategory: CategoryStats[] = [];\n  for (const [category, bucket] of byCategory) {\n    const fireRate = bucket.obs > 0 ? bucket.fires / bucket.obs : 0;\n    const meanAbsValue = bucket.obs > 0 ? bucket.absSum / bucket.obs : 0;\n\n    let recommendation: \"keep\" | \"drop\" | \"review\";\n    if (fireRate >= 0.4) recommendation = \"keep\";\n    else if (fireRate < 0.1) recommendation = \"drop\";\n    else recommendation = \"review\";\n\n    perCategory.push({\n      category,\n      signalNames: [...bucket.signals],\n      observations: bucket.obs,\n      fireRate,\n      meanAbsValue,\n      recommendation,\n    });\n  }\n\n  perCategory.sort((a, b) => b.fireRate - a.fireRate);\n\n  const timestamps = entries.map((e) => e.timestamp).sort();\n\n  return {\n    filePath,\n    totalEntries: entries.length,\n    dateRange: {\n      from: timestamps[0]!,\n      to: timestamps[timestamps.length - 1]!,\n    },\n    perSignal,\n    perCategory,\n  };\n}\n\n// ── Diff against a saved baseline ──\n\nexport interface SignalDiffEntry {\n  name: string;\n  category: string;\n  baseline: { fireRate: 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baseline. */\nexport function diffAudits(baseline: AuditResult, current: AuditResult): AuditDiff {\n  const baseSignals = new Map(baseline.perSignal.map((s) => [s.name, s]));\n  const currSignals = new Map(current.perSignal.map((s) => [s.name, s]));\n  const allSignalNames = new Set([...baseSignals.keys(), ...currSignals.keys()]);\n\n  const perSignal: SignalDiffEntry[] = [];\n  for (const name of allSignalNames) {\n    const b = baseSignals.get(name);\n    const c = currSignals.get(name);\n    perSignal.push({\n      name,\n      category: (c ?? b)?.category ?? \"unknown\",\n      baseline: {\n        fireRate: b?.fireRate ?? 0,\n        meanAbsValue: b?.meanAbsValue ?? 0,\n        observations: b?.observations ?? 0,\n      },\n      current: {\n        fireRate: c?.fireRate ?? 0,\n        meanAbsValue: c?.meanAbsValue ?? 0,\n        observations: c?.observations ?? 0,\n      },\n      fireRateDelta: (c?.fireRate ?? 0) - (b?.fireRate ?? 0),\n      meanAbsValueDelta: (c?.meanAbsValue ?? 0) - (b?.meanAbsValue ?? 0),\n      status: classifyStatus(b?.fireRate ?? null, c?.fireRate ?? null),\n    });\n  }\n  perSignal.sort((a, b) => Math.abs(b.fireRateDelta) - Math.abs(a.fireRateDelta));\n\n  const baseCats = new Map(baseline.perCategory.map((c) => [c.category, c]));\n  const currCats = new Map(current.perCategory.map((c) => [c.category, c]));\n  const allCats = new Set([...baseCats.keys(), ...currCats.keys()]);\n\n  const perCategory: SignalDiffEntry[] = [];\n  for (const cat of allCats) {\n    const b = baseCats.get(cat);\n    const c = currCats.get(cat);\n    perCategory.push({\n      name: cat,\n      category: cat,\n      baseline: {\n        fireRate: b?.fireRate ?? 0,\n        meanAbsValue: b?.meanAbsValue ?? 0,\n        observations: b?.observations ?? 0,\n      },\n      current: {\n        fireRate: c?.fireRate ?? 0,\n        meanAbsValue: c?.meanAbsValue ?? 0,\n        observations: c?.observations ?? 0,\n      },\n      fireRateDelta: (c?.fireRate ?? 0) - (b?.fireRate ?? 0),\n      meanAbsValueDelta: (c?.meanAbsValue ?? 0) - (b?.meanAbsValue ?? 0),\n      status: classifyStatus(b?.fireRate ?? null, c?.fireRate ?? null),\n    });\n  }\n  perCategory.sort((a, b) => Math.abs(b.fireRateDelta) - Math.abs(a.fireRateDelta));\n\n  return {\n    baselineDateRange: baseline.dateRange,\n    currentDateRange: current.dateRange,\n    perSignal,\n    perCategory,\n  };\n}\n\n/** Renormalize weights after dropping categories with fireRate below threshold. */\nexport function suggestRenormalizedWeights(\n  currentWeights: Record<string, number>,\n  perCategory: CategoryStats[],\n  dropThreshold: number = 0.1,\n): Record<string, number> {\n  const keepCategories = new Set(\n    perCategory\n      .filter((c) => c.fireRate >= dropThreshold && c.category !== \"unknown\")\n      .map((c) => c.category),\n  );\n\n  // Sum retained weight\n  let retainedSum = 0;\n  for (const [cat, w] of Object.entries(currentWeights)) {\n    if (keepCategories.has(cat)) 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