@tradejs/core 2.0.15 → 2.0.16

package/dist/strategies.js

@@ -7982,19 +7982,9 @@ var buildBaseContextSnapshot = ({
   const btcCloseSeries = fullBtcCloseSeries.slice(-BASE_CONTEXT_CANDLE_WINDOW);
   const atr2 = toNullable(baseResult.atr);
   const bbWidthPct = baseResult.bbUpper != null && baseResult.bbLower != null && baseResult.bbMiddle != null && baseResult.bbMiddle !== 0 ? (baseResult.bbUpper - baseResult.bbLower) / baseResult.bbMiddle * 100 : null;
-  const atrPctSeries = materializeNumericHistory(
-    indicatorHistory.atrPct ?? createNumericHistoryBuffer()
-  );
-  const macdHistogramSeries = materializeNumericHistory(
-    indicatorHistory.macdHistogram ?? createNumericHistoryBuffer()
-  );
-  const spreadSeries = materializeNumericHistory(
-    indicatorHistory.spread ?? createNumericHistoryBuffer()
-  );
   const recent20 = candlesHistory.slice(-20);
   const prior20 = candlesHistory.slice(-21, -1);
   const structureWindow = candlesHistory.slice(-STRUCTURE_LOOKBACK);
-  const session = buildSessionContext(candle.timestamp);
   const recent20High = recent20.length > 0 ? Math.max(...recent20.map((item) => item.high)) : null;
   const recent20Low = recent20.length > 0 ? Math.min(...recent20.map((item) => item.low)) : null;
   const avgVolume20 = recent20.length > 0 ? recent20.reduce((sum2, item) => sum2 + item.volume, 0) / recent20.length : null;
@@ -8023,38 +8013,7 @@ var buildBaseContextSnapshot = ({
   );
   const maStackScore = baseResult.maFast == null || baseResult.maMedium == null || baseResult.maSlow == null ? null : Math.sign(baseResult.maFast - baseResult.maMedium) + Math.sign(baseResult.maMedium - baseResult.maSlow);
   const trendBias = maStackScore == null ? "neutral" : maStackScore > 0 ? "bull" : maStackScore < 0 ? "bear" : "neutral";
-  const persistenceWindow = closeSeries.slice(-10);
-  const directionalMoves = persistenceWindow.slice(1).map((value, index) => value - persistenceWindow[index]);
-  const persistence = directionalMoves.length === 0 ? null : directionalMoves.filter(
-    (delta) => trendBias === "bull" ? delta > 0 : trendBias === "bear" ? delta < 0 : delta === 0
-  ).length / directionalMoves.length;
-  const atrPctZScore = calculateZScore(
-    atrPctSeries,
-    toNullable(baseResult.atrPct)
-  );
-  const atrSlope = calculateLineSlope(atrPctSeries, 5);
-  const compressionScore = safeDivide(
-    toNullable(baseResult.atrPct),
-    getLastFiniteValue(atrPctSeries.slice(0, -1))
-  );
-  const expansionScore = compressionScore == null || compressionScore === 0 ? null : 1 / compressionScore;
-  const bbWidthPctSeries = calculateRecentBbWidthPctSeries(closeSeries, 100);
-  const rawAtrPctSeries = calculateRecentAtrPctSeries(candlesHistory, 100);
-  const rawAtrPct = safeDivide(atr2, candle.close);
-  const realizedVolatility = calculateRealizedVolatility(closeSeries);
-  const realizedVolatilitySeries = calculateRecentRealizedVolatilitySeries(
-    closeSeries,
-    100
-  );
-  const rangeExpansionSeries = calculateRecentRangeExpansionSeries(
-    candlesHistory,
-    20
-  );
-  const rangeExpansion = rangeExpansionSeries[rangeExpansionSeries.length - 1] ?? null;
-  const volatilityState = compressionScore == null ? "unknown" : compressionScore <= 0.9 ? "compressed" : compressionScore >= 1.1 ? "expanded" : "normal";
   const highLowRange = candle.high - candle.low;
-  const bodyStrength = highLowRange > 0 ? Math.abs(candle.close - candle.open) / highLowRange : null;
-  const closeLocationInRange = highLowRange > 0 ? (candle.close - candle.low) / highLowRange : null;
   const breakoutState = baseResult.highLevel == null || baseResult.lowLevel == null ? "unknown" : candle.close > baseResult.highLevel ? prevCandle != null && prevCandle.close <= baseResult.highLevel ? "above_high_level" : "failed_high_breakout" : candle.close < baseResult.lowLevel ? prevCandle != null && prevCandle.close >= baseResult.lowLevel ? "below_low_level" : "failed_low_breakout" : "inside_range";
   const touchTolerance = atr2 != null && Number.isFinite(atr2) && atr2 > 0 ? atr2 * 0.15 : null;
   const highLevel = baseResult.highLevel;
@@ -8087,253 +8046,347 @@ var buildBaseContextSnapshot = ({
       distanceScore * 0.45 + wickSupport * 0.25 + closeAcceptance * 0.3
     );
   })();
-  const recentFalseBreakoutDensity = highLevel == null || lowLevel == null || recent20.length < 2 ? null : recent20.reduce((count, item, index) => {
-    if (index === 0) {
-      return count;
-    }
-    const prevItem = recent20[index - 1];
-    if (!prevItem) {
-      return count;
-    }
-    if (prevItem.close > highLevel && item.close <= highLevel) {
-      return count + 1;
-    }
-    if (prevItem.close < lowLevel && item.close >= lowLevel) {
-      return count + 1;
-    }
-    return count;
-  }, 0) / (recent20.length - 1);
   const rejectionWickScore = trendBias === "bull" ? lowerWick : trendBias === "bear" ? upperWick : Math.max(upperWick ?? 0, lowerWick ?? 0);
-  const adxContext = buildAdxContext(adxValue) ?? calculateAdxContext(candlesHistory);
-  const rsiContext = buildRsiContext(rsiValue) ?? calculateRsiContext(closeSeries);
-  const benchmarkMaFast = averageLastN(btcCloseSeries, indicatorPeriods.maFast);
-  const benchmarkMaSlow = averageLastN(btcCloseSeries, indicatorPeriods.maSlow);
-  const coin1h = coinResampledCandles.h1;
-  const btc1h = btcResampledCandles.h1;
-  const btc4h = btcResampledCandles.h4;
-  const btc1d = btcResampledCandles.d1;
-  const eth1h = ethResampledCandles?.h1 ?? [];
-  const eth4h = ethResampledCandles?.h4 ?? [];
-  const eth1d = ethResampledCandles?.d1 ?? [];
   const coin4h = coinResampledCandles.h4;
   const coin1d = coinResampledCandles.d1;
-  const targetVsBtc = buildTargetVsBtcContext({
-    coin1h,
-    btc1h,
-    coin4h,
-    btc4h,
-    coin1d,
-    btc1d,
-    coinCandles: candlesHistory,
-    btcCandles: btcCandlesHistory
-  });
-  const targetVsEth = ethCandlesHistory.length >= 2 ? buildTargetVsEthContext({
-    coin1h,
-    eth1h,
-    coin4h,
-    eth4h,
-    coin1d,
-    eth1d,
-    coinCandles: candlesHistory,
-    ethCandles: ethCandlesHistory
-  }) : null;
-  const btcPsychologicalLevels = buildPsychologicalLevelAssetContext(
-    btcCandlesHistory,
-    1e3
-  );
-  const ethPsychologicalLevels = buildPsychologicalLevelAssetContext(
-    ethCandlesHistory,
-    100
-  );
-  const referencePsychologicalLevels = btcPsychologicalLevels != null || ethPsychologicalLevels != null ? {
-    ...btcPsychologicalLevels != null ? { BTCUSDT: btcPsychologicalLevels } : {},
-    ...ethPsychologicalLevels != null ? { ETHUSDT: ethPsychologicalLevels } : {}
-  } : null;
-  const relativeStrength1h = getRelativeChange(
-    baseResult.price1hPcnt,
-    btc1h.length >= 2 ? percentChange(
-      btc1h[btc1h.length - 1].close,
-      btc1h[Math.max(0, btc1h.length - 2)].close
-    ) : null
-  );
-  const relativeStrength4h = getRelativeChange(
-    coin4h.length >= 2 ? percentChange(
-      coin4h[coin4h.length - 1].close,
-      coin4h[coin4h.length - 2].close
-    ) : null,
-    btc4h.length >= 2 ? percentChange(
-      btc4h[btc4h.length - 1].close,
-      btc4h[btc4h.length - 2].close
-    ) : null
-  );
-  const relativeStrength1d = getRelativeChange(
-    coin1d.length >= 2 ? percentChange(
-      coin1d[coin1d.length - 1].close,
-      coin1d[coin1d.length - 2].close
-    ) : null,
-    btc1d.length >= 2 ? percentChange(
-      btc1d[btc1d.length - 1].close,
-      btc1d[btc1d.length - 2].close
-    ) : null
-  );
-  const benchmarkBias = btc1h.length >= 2 ? btc1h[btc1h.length - 1].close > btc1h[btc1h.length - 2].close ? "bull" : btc1h[btc1h.length - 1].close < btc1h[btc1h.length - 2].close ? "bear" : "neutral" : "neutral";
-  const trendAlignment = trendBias === "neutral" || benchmarkBias === "neutral" ? "neutral" : trendBias === benchmarkBias ? trendBias === "bull" ? "aligned_bull" : "aligned_bear" : "against_benchmark";
-  const benchmarkTrendBias = benchmarkMaFast == null || benchmarkMaSlow == null ? "neutral" : benchmarkMaFast > benchmarkMaSlow ? "bull" : benchmarkMaFast < benchmarkMaSlow ? "bear" : "neutral";
-  const structurePivots = detectConfirmedPivots(structureWindow, atr2);
-  const structureZones = buildPriceZones(structureWindow, structurePivots, atr2);
-  const swingContext = buildSwingContext(structurePivots);
-  const pivotContext = buildPivotContext(
-    structurePivots,
-    structureWindow.length,
-    atr2
-  );
-  const nearestSupport = getNearestZone(
-    structureZones,
-    "support",
-    candle.close
-  );
-  const nearestResistance = getNearestZone(
-    structureZones,
-    "resistance",
-    candle.close
-  );
-  const totalStructureVolume = structureWindow.reduce(
-    (sum2, item) => sum2 + item.volume,
-    0
-  );
-  const priceInSupportZone = nearestSupport == null ? null : candle.close >= nearestSupport.lower && candle.close <= nearestSupport.upper;
-  const priceInResistanceZone = nearestResistance == null ? null : candle.close >= nearestResistance.lower && candle.close <= nearestResistance.upper;
-  const activeZoneType = priceInSupportZone ? "support" : priceInResistanceZone ? "resistance" : null;
-  const priceInZone = priceInSupportZone == null && priceInResistanceZone == null ? null : Boolean(priceInSupportZone || priceInResistanceZone);
-  const resistanceVolumeShare = safeDivide(
-    nearestResistance?.volume ?? null,
-    totalStructureVolume
-  );
-  const supportVolumeShare = safeDivide(
-    nearestSupport?.volume ?? null,
-    totalStructureVolume
-  );
-  const sweepState = nearestResistance == null && nearestSupport == null ? "unknown" : nearestResistance != null && candle.high > nearestResistance.upper && candle.close < nearestResistance.level ? "swept_high" : nearestSupport != null && candle.low < nearestSupport.lower && candle.close > nearestSupport.level ? "swept_low" : nearestResistance != null && candle.close > nearestResistance.upper ? "broken_high" : nearestSupport != null && candle.close < nearestSupport.lower ? "broken_low" : "none";
-  const liquiditySide = sweepState === "swept_high" || sweepState === "broken_high" ? "high" : sweepState === "swept_low" || sweepState === "broken_low" ? "low" : null;
-  const referenceZoneSide = liquiditySide === "high" ? "resistance" : liquiditySide === "low" ? "support" : null;
-  const prior20High = prior20.length > 0 ? Math.max(...prior20.map((item) => item.high)) : null;
-  const prior20Low = prior20.length > 0 ? Math.min(...prior20.map((item) => item.low)) : null;
-  const sweepHigh20 = prior20High == null ? null : candle.high > prior20High && candle.close < prior20High;
-  const sweepLow20 = prior20Low == null ? null : candle.low < prior20Low && candle.close > prior20Low;
-  const closeBackInsideRange = sweepHigh20 == null && sweepLow20 == null ? null : Boolean(sweepHigh20 || sweepLow20);
-  const stopRunDirection = sweepHigh20 ? "up" : sweepLow20 ? "down" : null;
-  const sweepWickPct = stopRunDirection === "up" ? upperWick : stopRunDirection === "down" ? lowerWick : null;
-  const recent3 = candlesHistory.slice(-3);
-  const recent5 = candlesHistory.slice(-5);
-  const closesAboveHighLevel3 = highLevel == null ? null : recent3.filter((item) => item.close > highLevel).length;
-  const closesBelowLowLevel3 = lowLevel == null ? null : recent3.filter((item) => item.close < lowLevel).length;
-  const failedAcceptanceBars = highLevel == null || lowLevel == null ? null : recent5.filter(
-    (item) => item.high > highLevel && item.close <= highLevel || item.low < lowLevel && item.close >= lowLevel
-  ).length;
-  const acceptanceScore = closesAboveHighLevel3 == null || closesBelowLowLevel3 == null ? null : (closesAboveHighLevel3 - closesBelowLowLevel3) / Math.max(1, recent3.length);
-  const breakoutBodyAtr = safeDivide(Math.abs(candle.close - candle.open), atr2);
-  const priceVolumeProfile = buildPriceVolumeProfileContext(
-    structureWindow,
-    candle.close,
-    atr2
-  );
-  const volumeStructure = buildVolumeStructureContext(
-    candlesHistory,
-    candle.close,
-    atr2
-  );
-  const srZones = buildSrZonesContext(
-    structureWindow,
-    candle.close,
-    prevCandle?.close ?? null,
-    atr2
-  );
-  const liquidityZones = buildLiquidityZonesContext(
-    candlesHistory.slice(-180),
-    candle.close,
-    prevCandle?.close ?? null,
-    atr2
-  );
-  const liquidityTails = buildLiquidityTailsContext(
-    candlesHistory.slice(-180),
-    candle.close,
-    atr2
-  );
-  const trendFollow = buildTrendFollowContext(
-    candlesHistory.slice(-220),
-    candle.close,
-    atr2
-  );
-  const structureZonesContext = buildStructureZonesContext(
-    swingContext,
-    pivotContext,
-    candle.close,
-    atr2,
-    structureWindow
-  );
-  const hl2Series = precomputedMaLayers === void 0 ? candlesHistory.map((item) => (item.high + item.low) / 2) : [];
-  const maLayers = buildMaLayersContext(hl2Series, precomputedMaLayers);
-  const contextMa = buildContextMaContext(
-    closeSeries,
-    candle.close,
-    atr2,
-    precomputedContextMa
-  );
-  const adaptiveChannel = buildAdaptiveChannelContext(
-    candlesHistory,
-    candle.close,
-    atr2,
-    precomputedAdaptiveChannel
-  );
-  const deltaContext = buildDeltaContext(structureWindow);
-  const snapshot = {
-    candle,
-    prevCandle,
-    raw: {
-      trend: {
-        maFast: baseResult.maFast,
-        maMedium: baseResult.maMedium,
-        maSlow: baseResult.maSlow
+  const buildRelativeSnapshot = () => {
+    const spreadSeries = materializeNumericHistory(
+      indicatorHistory.spread ?? createNumericHistoryBuffer()
+    );
+    const benchmarkMaFast = averageLastN(
+      btcCloseSeries,
+      indicatorPeriods.maFast
+    );
+    const benchmarkMaSlow = averageLastN(
+      btcCloseSeries,
+      indicatorPeriods.maSlow
+    );
+    const coin1h = coinResampledCandles.h1;
+    const btc1h = btcResampledCandles.h1;
+    const btc4h = btcResampledCandles.h4;
+    const btc1d = btcResampledCandles.d1;
+    const eth1h = ethResampledCandles?.h1 ?? [];
+    const eth4h = ethResampledCandles?.h4 ?? [];
+    const eth1d = ethResampledCandles?.d1 ?? [];
+    const targetVsBtc = buildTargetVsBtcContext({
+      coin1h,
+      btc1h,
+      coin4h,
+      btc4h,
+      coin1d,
+      btc1d,
+      coinCandles: candlesHistory,
+      btcCandles: btcCandlesHistory
+    });
+    const targetVsEth = ethCandlesHistory.length >= 2 ? buildTargetVsEthContext({
+      coin1h,
+      eth1h,
+      coin4h,
+      eth4h,
+      coin1d,
+      eth1d,
+      coinCandles: candlesHistory,
+      ethCandles: ethCandlesHistory
+    }) : null;
+    const btcPsychologicalLevels = buildPsychologicalLevelAssetContext(
+      btcCandlesHistory,
+      1e3
+    );
+    const ethPsychologicalLevels = buildPsychologicalLevelAssetContext(
+      ethCandlesHistory,
+      100
+    );
+    const referencePsychologicalLevels = btcPsychologicalLevels != null || ethPsychologicalLevels != null ? {
+      ...btcPsychologicalLevels != null ? { BTCUSDT: btcPsychologicalLevels } : {},
+      ...ethPsychologicalLevels != null ? { ETHUSDT: ethPsychologicalLevels } : {}
+    } : null;
+    const relativeStrength1h = getRelativeChange(
+      baseResult.price1hPcnt,
+      btc1h.length >= 2 ? percentChange(
+        btc1h[btc1h.length - 1].close,
+        btc1h[Math.max(0, btc1h.length - 2)].close
+      ) : null
+    );
+    const relativeStrength4h = getRelativeChange(
+      coin4h.length >= 2 ? percentChange(
+        coin4h[coin4h.length - 1].close,
+        coin4h[coin4h.length - 2].close
+      ) : null,
+      btc4h.length >= 2 ? percentChange(
+        btc4h[btc4h.length - 1].close,
+        btc4h[btc4h.length - 2].close
+      ) : null
+    );
+    const relativeStrength1d = getRelativeChange(
+      coin1d.length >= 2 ? percentChange(
+        coin1d[coin1d.length - 1].close,
+        coin1d[coin1d.length - 2].close
+      ) : null,
+      btc1d.length >= 2 ? percentChange(
+        btc1d[btc1d.length - 1].close,
+        btc1d[btc1d.length - 2].close
+      ) : null
+    );
+    const benchmarkBias = btc1h.length >= 2 ? btc1h[btc1h.length - 1].close > btc1h[btc1h.length - 2].close ? "bull" : btc1h[btc1h.length - 1].close < btc1h[btc1h.length - 2].close ? "bear" : "neutral" : "neutral";
+    const trendAlignment = trendBias === "neutral" || benchmarkBias === "neutral" ? "neutral" : trendBias === benchmarkBias ? trendBias === "bull" ? "aligned_bull" : "aligned_bear" : "against_benchmark";
+    const benchmarkTrendBias = benchmarkMaFast == null || benchmarkMaSlow == null ? "neutral" : benchmarkMaFast > benchmarkMaSlow ? "bull" : benchmarkMaFast < benchmarkMaSlow ? "bear" : "neutral";
+    return {
+      benchmark: {
+        maFast: benchmarkMaFast,
+        maSlow: benchmarkMaSlow,
+        bias: benchmarkTrendBias,
+        relativeStrength1h,
+        relativeStrength4h,
+        relativeStrength1d,
+        trendAlignment
       },
-      volatility: {
-        atr: atr2,
-        atrPct: toNullable(baseResult.atrPct),
-        bbUpper: baseResult.bbUpper,
-        bbMiddle: baseResult.bbMiddle,
-        bbLower: baseResult.bbLower,
-        bbWidthPct
+      execution: {
+        venueSpread: baseResult.spread,
+        venueSpreadZScore: calculateZScore(
+          spreadSeries,
+          toNullable(baseResult.spread)
+        )
       },
-      momentum: {
-        macd: toNullable(baseResult.macd),
-        macdSignal: toNullable(baseResult.macdSignal),
-        macdHistogram: toNullable(baseResult.macdHistogram)
+      targetVsBtc,
+      ...targetVsEth != null ? { targetVsEth } : {},
+      ...referencePsychologicalLevels != null ? { referencePsychologicalLevels } : {}
+    };
+  };
+  const buildStructureSnapshot = () => {
+    const structurePivots = detectConfirmedPivots(structureWindow, atr2);
+    const structureZones = buildPriceZones(
+      structureWindow,
+      structurePivots,
+      atr2
+    );
+    const swingContext = buildSwingContext(structurePivots);
+    const pivotContext = buildPivotContext(
+      structurePivots,
+      structureWindow.length,
+      atr2
+    );
+    const nearestSupport = getNearestZone(
+      structureZones,
+      "support",
+      candle.close
+    );
+    const nearestResistance = getNearestZone(
+      structureZones,
+      "resistance",
+      candle.close
+    );
+    const totalStructureVolume = structureWindow.reduce(
+      (sum2, item) => sum2 + item.volume,
+      0
+    );
+    const priceInSupportZone = nearestSupport == null ? null : candle.close >= nearestSupport.lower && candle.close <= nearestSupport.upper;
+    const priceInResistanceZone = nearestResistance == null ? null : candle.close >= nearestResistance.lower && candle.close <= nearestResistance.upper;
+    const activeZoneType = priceInSupportZone ? "support" : priceInResistanceZone ? "resistance" : null;
+    const priceInZone = priceInSupportZone == null && priceInResistanceZone == null ? null : Boolean(priceInSupportZone || priceInResistanceZone);
+    const resistanceVolumeShare = safeDivide(
+      nearestResistance?.volume ?? null,
+      totalStructureVolume
+    );
+    const supportVolumeShare = safeDivide(
+      nearestSupport?.volume ?? null,
+      totalStructureVolume
+    );
+    const sweepState = nearestResistance == null && nearestSupport == null ? "unknown" : nearestResistance != null && candle.high > nearestResistance.upper && candle.close < nearestResistance.level ? "swept_high" : nearestSupport != null && candle.low < nearestSupport.lower && candle.close > nearestSupport.level ? "swept_low" : nearestResistance != null && candle.close > nearestResistance.upper ? "broken_high" : nearestSupport != null && candle.close < nearestSupport.lower ? "broken_low" : "none";
+    const liquiditySide = sweepState === "swept_high" || sweepState === "broken_high" ? "high" : sweepState === "swept_low" || sweepState === "broken_low" ? "low" : null;
+    const referenceZoneSide = liquiditySide === "high" ? "resistance" : liquiditySide === "low" ? "support" : null;
+    const prior20High = prior20.length > 0 ? Math.max(...prior20.map((item) => item.high)) : null;
+    const prior20Low = prior20.length > 0 ? Math.min(...prior20.map((item) => item.low)) : null;
+    const sweepHigh20 = prior20High == null ? null : candle.high > prior20High && candle.close < prior20High;
+    const sweepLow20 = prior20Low == null ? null : candle.low < prior20Low && candle.close > prior20Low;
+    const closeBackInsideRange = sweepHigh20 == null && sweepLow20 == null ? null : Boolean(sweepHigh20 || sweepLow20);
+    const stopRunDirection = sweepHigh20 ? "up" : sweepLow20 ? "down" : null;
+    const sweepWickPct = stopRunDirection === "up" ? upperWick : stopRunDirection === "down" ? lowerWick : null;
+    const recent3 = candlesHistory.slice(-3);
+    const recent5 = candlesHistory.slice(-5);
+    const closesAboveHighLevel3 = highLevel == null ? null : recent3.filter((item) => item.close > highLevel).length;
+    const closesBelowLowLevel3 = lowLevel == null ? null : recent3.filter((item) => item.close < lowLevel).length;
+    const failedAcceptanceBars = highLevel == null || lowLevel == null ? null : recent5.filter(
+      (item) => item.high > highLevel && item.close <= highLevel || item.low < lowLevel && item.close >= lowLevel
+    ).length;
+    const acceptanceScore = closesAboveHighLevel3 == null || closesBelowLowLevel3 == null ? null : (closesAboveHighLevel3 - closesBelowLowLevel3) / Math.max(1, recent3.length);
+    const breakoutBodyAtr = safeDivide(
+      Math.abs(candle.close - candle.open),
+      atr2
+    );
+    const srZones = buildSrZonesContext(
+      structureWindow,
+      candle.close,
+      prevCandle?.close ?? null,
+      atr2
+    );
+    const liquidityZones = buildLiquidityZonesContext(
+      candlesHistory.slice(-180),
+      candle.close,
+      prevCandle?.close ?? null,
+      atr2
+    );
+    const liquidityTails = buildLiquidityTailsContext(
+      candlesHistory.slice(-180),
+      candle.close,
+      atr2
+    );
+    const structureZonesContext = buildStructureZonesContext(
+      swingContext,
+      pivotContext,
+      candle.close,
+      atr2,
+      structureWindow
+    );
+    return {
+      swing: swingContext,
+      zones: {
+        support: {
+          level: nearestSupport?.level ?? null,
+          lower: nearestSupport?.lower ?? null,
+          upper: nearestSupport?.upper ?? null,
+          touches: nearestSupport?.touches ?? null,
+          ageBars: nearestSupport?.ageBars ?? null,
+          volumeShare: supportVolumeShare,
+          distanceAtr: safeDivide(
+            nearestSupport == null ? null : candle.close - nearestSupport.level,
+            atr2
+          )
+        },
+        resistance: {
+          level: nearestResistance?.level ?? null,
+          lower: nearestResistance?.lower ?? null,
+          upper: nearestResistance?.upper ?? null,
+          touches: nearestResistance?.touches ?? null,
+          ageBars: nearestResistance?.ageBars ?? null,
+          volumeShare: resistanceVolumeShare,
+          distanceAtr: safeDivide(
+            nearestResistance == null ? null : nearestResistance.level - candle.close,
+            atr2
+          )
+        },
+        active: {
+          side: activeZoneType,
+          priceInZone
+        }
       },
-      volume: {
-        volume: candle.volume,
-        turnover: candle.turnover,
-        obv: baseResult.obv,
-        obvSma: baseResult.smaObv,
-        volume1h: baseResult.volume1h,
-        volume24h: baseResult.volume24h
+      srZones,
+      liquidity: {
+        sweepState,
+        side: liquiditySide,
+        referenceZoneSide,
+        sweepHigh20,
+        sweepLow20,
+        closeBackInsideRange,
+        stopRunDirection,
+        sweepWickPct
       },
-      price: {
-        prevClose: baseResult.prevClose,
-        price1hPct: baseResult.price1hPcnt,
-        price24hPct: baseResult.price24hPcnt,
-        highPrice1h: baseResult.highPrice1h,
-        lowPrice1h: baseResult.lowPrice1h,
-        highPrice24h: baseResult.highPrice24h,
-        lowPrice24h: baseResult.lowPrice24h
+      liquidityZones,
+      liquidityTails,
+      structureZones: structureZonesContext,
+      pivots: pivotContext,
+      acceptance: {
+        closesAboveHighLevel3,
+        closesBelowLowLevel3,
+        failedAcceptanceBars,
+        acceptanceScore,
+        breakoutBodyAtr
+      },
+      localRange: {
+        rangePosition20: calculateRangePosition(
+          candle.close,
+          recent20Low,
+          recent20High
+        ),
+        distanceToHighLevelAtr,
+        distanceToLowLevelAtr,
+        breakoutState,
+        barsSinceBreakout: breakoutRuntimeState.barsSinceBreakout,
+        breakoutRetestQuality
       },
       levels: {
-        highLevel: baseResult.highLevel,
-        lowLevel: baseResult.lowLevel
+        highTouchCount20,
+        lowTouchCount20,
+        dominantTouchCount20
       },
-      crossAsset: {
-        btcCorrelation: baseResult.correlation
+      candleQuality: {
+        upperWickPct: upperWick,
+        lowerWickPct: lowerWick,
+        rejectionWickScore
       }
-    },
-    regime: {
+    };
+  };
+  const buildRegimeSnapshot = () => {
+    const atrPctSeries = materializeNumericHistory(
+      indicatorHistory.atrPct ?? createNumericHistoryBuffer()
+    );
+    const macdHistogramSeries = materializeNumericHistory(
+      indicatorHistory.macdHistogram ?? createNumericHistoryBuffer()
+    );
+    const persistenceWindow = closeSeries.slice(-10);
+    const directionalMoves = persistenceWindow.slice(1).map((value, index) => value - persistenceWindow[index]);
+    const persistence = directionalMoves.length === 0 ? null : directionalMoves.filter(
+      (delta) => trendBias === "bull" ? delta > 0 : trendBias === "bear" ? delta < 0 : delta === 0
+    ).length / directionalMoves.length;
+    const atrPctZScore = calculateZScore(
+      atrPctSeries,
+      toNullable(baseResult.atrPct)
+    );
+    const atrSlope = calculateLineSlope(atrPctSeries, 5);
+    const compressionScore = safeDivide(
+      toNullable(baseResult.atrPct),
+      getLastFiniteValue(atrPctSeries.slice(0, -1))
+    );
+    const expansionScore = compressionScore == null || compressionScore === 0 ? null : 1 / compressionScore;
+    const bbWidthPctSeries = calculateRecentBbWidthPctSeries(closeSeries, 100);
+    const rawAtrPctSeries = calculateRecentAtrPctSeries(candlesHistory, 100);
+    const rawAtrPct = safeDivide(atr2, candle.close);
+    const realizedVolatility = calculateRealizedVolatility(closeSeries);
+    const realizedVolatilitySeries = calculateRecentRealizedVolatilitySeries(
+      closeSeries,
+      100
+    );
+    const rangeExpansionSeries = calculateRecentRangeExpansionSeries(
+      candlesHistory,
+      20
+    );
+    const rangeExpansion = rangeExpansionSeries[rangeExpansionSeries.length - 1] ?? null;
+    const volatilityState = compressionScore == null ? "unknown" : compressionScore <= 0.9 ? "compressed" : compressionScore >= 1.1 ? "expanded" : "normal";
+    const bodyStrength = highLowRange > 0 ? Math.abs(candle.close - candle.open) / highLowRange : null;
+    const closeLocationInRange = highLowRange > 0 ? (candle.close - candle.low) / highLowRange : null;
+    const recentFalseBreakoutDensity = highLevel == null || lowLevel == null || recent20.length < 2 ? null : recent20.reduce((count, item, index) => {
+      if (index === 0) return count;
+      const prevItem = recent20[index - 1];
+      if (!prevItem) return count;
+      if (prevItem.close > highLevel && item.close <= highLevel) {
+        return count + 1;
+      }
+      if (prevItem.close < lowLevel && item.close >= lowLevel) {
+        return count + 1;
+      }
+      return count;
+    }, 0) / (recent20.length - 1);
+    const adxContext = buildAdxContext(adxValue) ?? calculateAdxContext(candlesHistory);
+    const rsiContext = buildRsiContext(rsiValue) ?? calculateRsiContext(closeSeries);
+    const trendFollow = buildTrendFollowContext(
+      candlesHistory.slice(-220),
+      candle.close,
+      atr2
+    );
+    const hl2Series = precomputedMaLayers === void 0 ? candlesHistory.map((item) => (item.high + item.low) / 2) : [];
+    const maLayers = buildMaLayersContext(hl2Series, precomputedMaLayers);
+    const contextMa = buildContextMaContext(
+      closeSeries,
+      candle.close,
+      atr2,
+      precomputedContextMa
+    );
+    const adaptiveChannel = buildAdaptiveChannelContext(
+      candlesHistory,
+      candle.close,
+      atr2,
+      precomputedAdaptiveChannel
+    );
+    return {
       trend: {
         bias: trendBias,
         maStackScore,
@@ -8406,89 +8459,17 @@ var buildBaseContextSnapshot = ({
         upCloseStreak: closeStreaks.up,
         downCloseStreak: closeStreaks.down
       },
-      session,
+      session: buildSessionContext(candle.timestamp),
       memory: {
         recentFalseBreakoutDensity
       }
-    },
-    structure: {
-      swing: swingContext,
-      zones: {
-        support: {
-          level: nearestSupport?.level ?? null,
-          lower: nearestSupport?.lower ?? null,
-          upper: nearestSupport?.upper ?? null,
-          touches: nearestSupport?.touches ?? null,
-          ageBars: nearestSupport?.ageBars ?? null,
-          volumeShare: supportVolumeShare,
-          distanceAtr: safeDivide(
-            nearestSupport == null ? null : candle.close - nearestSupport.level,
-            atr2
-          )
-        },
-        resistance: {
-          level: nearestResistance?.level ?? null,
-          lower: nearestResistance?.lower ?? null,
-          upper: nearestResistance?.upper ?? null,
-          touches: nearestResistance?.touches ?? null,
-          ageBars: nearestResistance?.ageBars ?? null,
-          volumeShare: resistanceVolumeShare,
-          distanceAtr: safeDivide(
-            nearestResistance == null ? null : nearestResistance.level - candle.close,
-            atr2
-          )
-        },
-        active: {
-          side: activeZoneType,
-          priceInZone
-        }
-      },
-      srZones,
-      liquidity: {
-        sweepState,
-        side: liquiditySide,
-        referenceZoneSide,
-        sweepHigh20,
-        sweepLow20,
-        closeBackInsideRange,
-        stopRunDirection,
-        sweepWickPct
-      },
-      liquidityZones,
-      liquidityTails,
-      structureZones: structureZonesContext,
-      pivots: pivotContext,
-      acceptance: {
-        closesAboveHighLevel3,
-        closesBelowLowLevel3,
-        failedAcceptanceBars,
-        acceptanceScore,
-        breakoutBodyAtr
-      },
-      localRange: {
-        rangePosition20: calculateRangePosition(
-          candle.close,
-          recent20Low,
-          recent20High
-        ),
-        distanceToHighLevelAtr,
-        distanceToLowLevelAtr,
-        breakoutState,
-        barsSinceBreakout: breakoutRuntimeState.barsSinceBreakout,
-        breakoutRetestQuality
-      },
-      levels: {
-        highTouchCount20,
-        lowTouchCount20,
-        dominantTouchCount20
-      },
-      candleQuality: {
-        upperWickPct: upperWick,
-        lowerWickPct: lowerWick,
-        rejectionWickScore
-      }
-    },
-    participation: {
+    };
+  };
+  const buildParticipationSnapshot = () => {
+    let cachedPriceVolumeProfile;
+    let cachedVolumeStructure;
+    let cachedDelta;
+    return {
       volume: {
         volumeRel20,
         turnoverRel20,
@@ -8501,30 +8482,89 @@ var buildBaseContextSnapshot = ({
         ),
         effortVsResult
       },
-      priceVolumeProfile,
-      volumeStructure,
-      delta: deltaContext
-    },
-    relative: {
-      benchmark: {
-        maFast: benchmarkMaFast,
-        maSlow: benchmarkMaSlow,
-        bias: benchmarkTrendBias,
-        relativeStrength1h,
-        relativeStrength4h,
-        relativeStrength1d,
-        trendAlignment
+      get priceVolumeProfile() {
+        return cachedPriceVolumeProfile ??= buildPriceVolumeProfileContext(
+          structureWindow,
+          candle.close,
+          atr2
+        );
       },
-      execution: {
-        venueSpread: baseResult.spread,
-        venueSpreadZScore: calculateZScore(
-          spreadSeries,
-          toNullable(baseResult.spread)
-        )
+      get volumeStructure() {
+        return cachedVolumeStructure ??= buildVolumeStructureContext(
+          candlesHistory,
+          candle.close,
+          atr2
+        );
       },
-      targetVsBtc,
-      ...targetVsEth != null ? { targetVsEth } : {},
-      ...referencePsychologicalLevels != null ? { referencePsychologicalLevels } : {}
+      get delta() {
+        return cachedDelta ??= buildDeltaContext(
+          structureWindow
+        );
+      }
+    };
+  };
+  let cachedStructureSnapshot;
+  let cachedRegimeSnapshot;
+  let cachedParticipationSnapshot;
+  let cachedRelativeSnapshot;
+  const snapshot = {
+    candle,
+    prevCandle,
+    raw: {
+      trend: {
+        maFast: baseResult.maFast,
+        maMedium: baseResult.maMedium,
+        maSlow: baseResult.maSlow
+      },
+      volatility: {
+        atr: atr2,
+        atrPct: toNullable(baseResult.atrPct),
+        bbUpper: baseResult.bbUpper,
+        bbMiddle: baseResult.bbMiddle,
+        bbLower: baseResult.bbLower,
+        bbWidthPct
+      },
+      momentum: {
+        macd: toNullable(baseResult.macd),
+        macdSignal: toNullable(baseResult.macdSignal),
+        macdHistogram: toNullable(baseResult.macdHistogram)
+      },
+      volume: {
+        volume: candle.volume,
+        turnover: candle.turnover,
+        obv: baseResult.obv,
+        obvSma: baseResult.smaObv,
+        volume1h: baseResult.volume1h,
+        volume24h: baseResult.volume24h
+      },
+      price: {
+        prevClose: baseResult.prevClose,
+        price1hPct: baseResult.price1hPcnt,
+        price24hPct: baseResult.price24hPcnt,
+        highPrice1h: baseResult.highPrice1h,
+        lowPrice1h: baseResult.lowPrice1h,
+        highPrice24h: baseResult.highPrice24h,
+        lowPrice24h: baseResult.lowPrice24h
+      },
+      levels: {
+        highLevel: baseResult.highLevel,
+        lowLevel: baseResult.lowLevel
+      },
+      crossAsset: {
+        btcCorrelation: baseResult.correlation
+      }
+    },
+    get regime() {
+      return cachedRegimeSnapshot ??= buildRegimeSnapshot();
+    },
+    get structure() {
+      return cachedStructureSnapshot ??= buildStructureSnapshot();
+    },
+    get participation() {
+      return cachedParticipationSnapshot ??= buildParticipationSnapshot();
+    },
+    get relative() {
+      return cachedRelativeSnapshot ??= buildRelativeSnapshot();
     }
   };
   let cachedMtfSnapshot = null;
@@ -10599,6 +10639,22 @@ var createIndicators = (data, btcData = [], options = {}) => {
       const last = value[value.length - 1];
       return typeof last === "number" ? last : void 0;
     },
+    latestNumbers: (key, count) => {
+      const normalizedCount = Number.isFinite(count) ? Math.max(0, Math.trunc(count)) : 0;
+      if (normalizedCount === 0) return [];
+      const buffer = indicatorHistory[key];
+      if (buffer) {
+        const resultSize = Math.min(normalizedCount, buffer.size);
+        const result = new Array(resultSize);
+        const firstOffset = buffer.size - resultSize;
+        for (let index = 0; index < resultSize; index += 1) {
+          result[index] = buffer.values[(buffer.start + firstOffset + index) % ML_BASE_CANDLES_WINDOW];
+        }
+        return result;
+      }
+      const value = getHistoryResult()[key];
+      return Array.isArray(value) ? value.slice(-normalizedCount).filter((item) => typeof item === "number") : [];
+    },
     result: () => {
       return cloneHistorySnapshot(
         getHistoryResult()
@@ -10938,7 +10994,8 @@ var createStrategyIndicatorsState = ({
     ensureInitializedWithCurrentBar: ensureControllerInitialized,
     snapshot: (options) => ensureControllerInitialized().snapshot(options),
     latestSnapshot: () => ensureControllerInitialized().latestSnapshot(),
-    latestNumber: (key) => ensureControllerInitialized().latestNumber(key)
+    latestNumber: (key) => ensureControllerInitialized().latestNumber(key),
+    latestNumbers: (key, count) => ensureControllerInitialized().latestNumbers(key, count)
   };
 };
 
@@ -11257,19 +11314,6 @@ var toRankBucket = (value) => {
   if (value <= 20) return "low";
   return "normal";
 };
-var toRangePositionBucket = (value) => {
-  if (value == null) return "unknown";
-  if (value <= 0.2) return "low";
-  if (value >= 0.8) return "high";
-  return "middle";
-};
-var toVolumeBucket = (value) => {
-  if (value == null) return "unknown";
-  if (value < 0.8) return "thin";
-  if (value < 1.5) return "normal";
-  if (value < 3) return "elevated";
-  return "spike";
-};
 var toVenueSpreadSeverity = (value) => {
   if (value == null) return "unknown";
   const abs = Math.abs(value);
@@ -11382,7 +11426,6 @@ var buildBaseContextGateFeatures = ({
   const atrPctZScore = asFiniteNumberOrNull(volatility?.atrPctZScore);
   const breakoutState = localRange?.breakoutState ?? "unknown";
   const rangePosition20 = asFiniteNumberOrNull(localRange?.rangePosition20);
-  const rangePositionBucket = toRangePositionBucket(rangePosition20);
   const breakoutWithDirection = toDirectionalAlignment({
     direction,
     bullValue: "above_high_level",
@@ -11501,22 +11544,12 @@ var buildBaseContextGateFeatures = ({
     targetVsBtc?.ratioReturn24h
   );
   const targetVsBtcAlpha24h = asFiniteNumberOrNull(targetVsBtc?.alphaVsBtc24h);
-  const targetVsBtcBeta20 = asFiniteNumberOrNull(targetVsBtc?.betaToBtc20);
-  const targetVsBtcCorrelation20 = asFiniteNumberOrNull(
-    targetVsBtc?.correlationToBtc20
-  );
-  const targetVsBtcRatioTrend = targetVsBtc?.ratioTrend ?? "unknown";
   const targetVsBtcDirectionValue = targetVsBtcRatioReturn24h ?? targetVsBtcAlpha24h;
   const targetVsBtcAligned = direction == null || targetVsBtcDirectionValue == null ? null : direction === "LONG" ? targetVsBtcDirectionValue >= 0 : targetVsBtcDirectionValue <= 0;
   const targetVsEthRatioReturn24h = asFiniteNumberOrNull(
     targetVsEth?.ratioReturn24h
   );
   const targetVsEthAlpha24h = asFiniteNumberOrNull(targetVsEth?.alphaVsEth24h);
-  const targetVsEthBeta20 = asFiniteNumberOrNull(targetVsEth?.betaToEth20);
-  const targetVsEthCorrelation20 = asFiniteNumberOrNull(
-    targetVsEth?.correlationToEth20
-  );
-  const targetVsEthRatioTrend = targetVsEth?.ratioTrend ?? "unknown";
   const targetVsEthDirectionValue = targetVsEthRatioReturn24h ?? targetVsEthAlpha24h;
   const targetVsEthAligned = direction == null || targetVsEthDirectionValue == null ? null : direction === "LONG" ? targetVsEthDirectionValue >= 0 : targetVsEthDirectionValue <= 0;
   const btcAltRegimeValue = btcAltRegime?.regime ?? "unknown";
@@ -11525,20 +11558,15 @@ var buildBaseContextGateFeatures = ({
   const btcVsAltReturn24h = asFiniteNumberOrNull(
     btcAltRegime?.btcVsAltReturn24h
   );
-  const btcTurnoverShare24h = asFiniteNumberOrNull(
-    btcAltRegime?.btcTurnoverShare24h
-  );
   const venueSpreadZScore = asFiniteNumberOrNull(execution?.venueSpreadZScore);
   const venueSpreadSeverity = toVenueSpreadSeverity(venueSpreadZScore);
   const higherTimeframeConflict = mtfAlignmentForDirection === "unknown" ? null : mtfAlignmentForDirection === "against" || mtfAlignmentForDirection === "mixed";
   const extremeVolatilityRisk = Math.abs(atrPctZScore ?? 0) >= 2 || atrPctRankBucket === "extreme";
-  const compressionBreakoutSupport = (volatility?.state === "compressed" || bbWidthRankBucket === "low") && breakoutState !== "inside_range" && breakoutState !== "unknown";
   const benchmarkConflict = benchmarkAligned === false || relativeStrengthBucket.endsWith("_against");
   const derivativesSummary = baseContext.derivatives?.summary;
   const derivativesDirectionAligned = typeof derivativesSummary?.directionAligned === "boolean" ? derivativesSummary.directionAligned : null;
   const derivativesRiskFlags = Array.isArray(derivativesSummary?.riskFlags) ? derivativesSummary.riskFlags : [];
   const derivativesCrowdedForDirection = direction === "LONG" ? derivativesRiskFlags.includes("crowded_long") : direction === "SHORT" ? derivativesRiskFlags.includes("crowded_short") : false;
-  const derivativesCrowdedAny = derivativesRiskFlags.includes("crowded_long") || derivativesRiskFlags.includes("crowded_short");
   const atr2 = asFiniteNumberOrNull(baseContext.raw?.volatility?.atr);
   const currentPrice = asFiniteNumberOrNull(prices?.currentPrice);
   const takeProfitPrice = asFiniteNumberOrNull(prices?.takeProfitPrice);
@@ -11698,142 +11726,57 @@ var buildBaseContextGateFeatures = ({
     scores.execution,
     scores.derivatives
   ]);
-  const volatilityRisk = extremeVolatilityRisk ? "high" : atrPctRankBucket === "high" || bbWidthRankBucket === "high" ? "medium" : atrPctRankBucket === "unknown" && bbWidthRankBucket === "unknown" ? "unknown" : "low";
   const liquidityRisk = venueSpreadSeverity === "wide" || cmcExchangeLiquidityAligned === false ? "high" : venueSpreadSeverity === "elevated" ? "medium" : venueSpreadSeverity === "unknown" && cmcExchangeLiquidityAligned == null ? "unknown" : "low";
-  const regimeRisk = higherTimeframeConflict === true ? "high" : mtfAlignmentForDirection === "neutral" || mtfAlignmentForDirection === "unknown" ? "medium" : "low";
-  const crowdingRisk = derivativesCrowdedForDirection ? "high" : derivativesCrowdedAny ? "medium" : derivativesSummary ? "low" : "unknown";
-  const chaseRisk = direction === "LONG" && rangePositionBucket === "high" && breakoutWithDirection !== true || direction === "SHORT" && rangePositionBucket === "low" && breakoutWithDirection !== true ? "high" : tpDistanceAtr != null && tpDistanceAtr < 1 || rangePositionBucket === "high" || rangePositionBucket === "low" ? "medium" : rangePositionBucket === "unknown" ? "unknown" : "low";
   const primaryIssue = derivativesCrowdedForDirection ? "crowded_derivatives" : higherTimeframeConflict === true ? "mtf_conflict" : venueSpreadSeverity === "wide" || cmcExchangeLiquidityAligned === false ? "bad_execution" : extremeVolatilityRisk ? "extreme_volatility" : benchmarkConflict || marketBreadthAligned === false || cmcAltLiquidityAligned === false || cmcEthBtcAligned === false || cmcFearGreedAligned === false || cmcIndexAligned === false || targetVsBtcAligned === false || targetVsEthAligned === false || btcAltRegimeAligned === false ? "market_context_against" : (scores.participation ?? 100) < 45 ? "weak_participation" : (scores.structure ?? 100) < 45 ? "weak_structure" : "none";
-  const needsExtraConfirmation = conflicts.length > 0 || scores.totalContext != null && scores.totalContext < 60;
   const approveBias = conflicts.length >= 3 || primaryIssue === "crowded_derivatives" || primaryIssue === "bad_execution" || primaryIssue === "mtf_conflict" ? "reject" : confirmations.length >= 3 && conflicts.length === 0 ? "support" : "neutral";
-  const maxReasonableQuality = approveBias === "reject" ? 2 : conflicts.length >= 2 || needsExtraConfirmation ? 3 : approveBias === "support" ? 5 : 4;
   return {
-    direction,
     setup: {
-      riskRatio: asFiniteNumberOrNull(prices?.riskRatio),
       rewardToVolatility: tpDistanceAtr,
       stopDistanceAtr,
       tpDistanceAtr,
       entryLocation
     },
-    scores,
-    confirmations: {
-      count: confirmations.length,
-      items: confirmations
+    scores: {
+      structure: scores.structure,
+      participation: scores.participation,
+      execution: scores.execution,
+      totalContext: scores.totalContext
     },
     conflicts: {
-      count: conflicts.length,
-      items: conflicts
+      count: conflicts.length
     },
     risk: {
-      regimeRisk,
-      liquidityRisk,
-      volatilityRisk,
-      crowdingRisk,
-      chaseRisk
+      liquidityRisk
     },
     decisionHints: {
       approveBias,
-      maxReasonableQuality,
-      needsExtraConfirmation,
       primaryIssue
     },
     mtf: {
-      alignmentForDirection: mtfAlignmentForDirection,
-      higherTimeframeConflict,
-      h1TrendBias: mtfSummary?.h1TrendBias ?? "unknown",
-      h4TrendBias: mtfSummary?.h4TrendBias ?? "unknown",
-      d1TrendBias: mtfSummary?.d1TrendBias ?? "unknown",
-      h1RangePosition: asFiniteNumberOrNull(mtfSummary?.h1RangePosition),
-      h4VolatilityState: mtfSummary?.h4VolatilityState ?? "unknown"
+      higherTimeframeConflict
     },
     volatility: {
       state: volatility?.state ?? "unknown",
-      atrPctZScore,
       atrPctRankBucket,
-      bbWidthRankBucket,
-      extremeVolatilityRisk,
-      compressionBreakoutSupport
-    },
-    structure: {
-      breakoutState,
-      rangePositionBucket,
-      breakoutWithDirection,
-      failedBreakoutForDirection,
-      liquiditySweepForDirection,
-      nearPointOfControl
+      bbWidthRankBucket
     },
     participation: {
-      volumeRel20,
-      volumeBucket: toVolumeBucket(volumeRel20),
-      deltaBias,
-      deltaAligned,
-      tradeFlowBuyPressurePct,
-      tradeFlowAligned,
-      hyperliquidWhaleBuySharePct,
-      hyperliquidWhaleNetNotionalUsd,
-      hyperliquidWhaleUniqueCount,
-      hyperliquidWhaleCoveredCount,
-      hyperliquidWhaleExpectedCount,
-      hyperliquidWhaleCoveragePct,
-      hyperliquidWhaleCoverageSufficient,
-      hyperliquidWhaleNotionalUsd,
-      hyperliquidWhaleSufficientActivity,
-      hyperliquidWhaleFlowAligned,
-      hyperliquidWhaleFlowStale,
-      referenceTradeFlowBuyPressurePct,
-      referenceTradeFlowAligned,
       volumeStructureAligned
     },
     relative: {
-      benchmarkTrendAlignment,
-      benchmarkAligned,
       benchmarkConflict,
-      relativeStrength1h,
-      relativeStrengthBucket,
       marketBreadthReturn,
-      marketBreadthAligned,
       marketBreadthStale: typeof marketBreadth?.stale === "boolean" ? marketBreadth.stale : null,
-      cmcAltLiquidityRegime,
-      cmcAltLiquidityAligned,
-      cmcAltLiquidityStale,
-      cmcEthBtcReferenceRegime,
-      cmcEthBtcAligned,
-      cmcEthBtcStale,
-      cmcExchangeLiquidityRegime,
       cmcExchangeLiquidityAligned,
       cmcExchangeLiquidityStale,
       cmcExchangeLiquidityVolumeChange24hPct,
       cmcFearGreedValue,
       cmcFearGreedValueChange24h,
-      cmcFearGreedRegime,
-      cmcFearGreedAligned,
       cmcFearGreedStale,
-      cmcIndexRegime,
-      cmcIndexAligned,
-      cmcIndexStale,
       cmc20ToCmc100RatioChange24hPct,
-      targetVsBtcRatioReturn24h,
-      targetVsBtcAlpha24h,
-      targetVsBtcBeta20,
-      targetVsBtcCorrelation20,
-      targetVsBtcRatioTrend,
-      targetVsBtcAligned,
-      targetVsEthRatioReturn24h,
-      targetVsEthAlpha24h,
-      targetVsEthBeta20,
-      targetVsEthCorrelation20,
-      targetVsEthRatioTrend,
-      targetVsEthAligned,
       btcAltRegime: btcAltRegimeValue,
-      btcAltRegimeAligned,
       btcAltRegimeStale,
-      btcVsAltReturn24h,
-      btcTurnoverShare24h
-    },
-    execution: {
-      venueSpreadZScore,
-      venueSpreadSeverity
+      btcVsAltReturn24h
     }
   };
 };
@@ -11841,6 +11784,40 @@ var cloneBaseContextData = (baseContext, direction, prices) => {
   const clone = cloneSignalPayloadDataProperties(
     baseContext
   );
+  clone.regime = cloneSignalPayloadDataProperties(
+    baseContext.regime
+  );
+  clone.structure = cloneSignalPayloadDataProperties(
+    baseContext.structure
+  );
+  const participation = baseContext.participation;
+  if (participation) {
+    const participationClone = cloneSignalPayloadDataProperties(
+      participation
+    );
+    const priceVolumeProfile = participation.priceVolumeProfile;
+    const volumeStructure = participation.volumeStructure;
+    const delta = participation.delta;
+    if (priceVolumeProfile != null) {
+      participationClone.priceVolumeProfile = cloneSignalPayloadDataProperties(
+        priceVolumeProfile
+      );
+    }
+    if (volumeStructure != null) {
+      participationClone.volumeStructure = cloneSignalPayloadDataProperties(
+        volumeStructure
+      );
+    }
+    if (delta != null) {
+      participationClone.delta = cloneSignalPayloadDataProperties(
+        delta
+      );
+    }
+    clone.participation = participationClone;
+  }
+  clone.relative = cloneSignalPayloadDataProperties(
+    baseContext.relative
+  );
   const compactMtf = cloneCompactMtfContext(baseContext);
   if (compactMtf) {
     clone.mtf = compactMtf;