@tradejs/core 3.1.29-beta.290 → 3.1.29-beta.291

package/dist/tickerProfiles.js

@@ -0,0 +1,211 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/tickerProfiles.ts
+var tickerProfiles_exports = {};
+__export(tickerProfiles_exports, {
+  TICKER_PROFILE_DEFINITION: () => TICKER_PROFILE_DEFINITION,
+  buildTickerProfileSnapshot: () => buildTickerProfileSnapshot,
+  isTickerProfileSnapshot: () => isTickerProfileSnapshot,
+  tickerProfileMonth: () => tickerProfileMonth,
+  tickerProfileNextMonth: () => tickerProfileNextMonth
+});
+module.exports = __toCommonJS(tickerProfiles_exports);
+var HOUR = 36e5;
+var WINDOW = 720 * HOUR;
+var MIN_HOURS = 576;
+var TICKER_PROFILE_DEFINITION = "hourly-30d-monthly-terciles/v1";
+var tickerProfileMonth = (timestamp) => {
+  if (!Number.isSafeInteger(timestamp) || timestamp < 0)
+    throw new Error("Invalid profile timestamp");
+  const date = new Date(timestamp);
+  return Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), 1);
+};
+var tickerProfileNextMonth = (timestamp) => {
+  const date = new Date(timestamp);
+  return Date.UTC(date.getUTCFullYear(), date.getUTCMonth() + 1, 1);
+};
+var prepare = (candles, asOf) => {
+  const eligible = candles.filter(
+    (c) => c.timestamp >= asOf - WINDOW - HOUR && c.timestamp + HOUR <= asOf
+  );
+  let previous = -1;
+  for (const candle of eligible) {
+    if (!Number.isSafeInteger(candle.timestamp) || candle.timestamp % HOUR !== 0 || candle.timestamp <= previous || ![candle.high, candle.low, candle.close].every(
+      (v) => Number.isFinite(v) && v > 0
+    ) || !Number.isFinite(candle.volume) || candle.volume < 0)
+      throw new Error("Invalid or unordered hourly profile candles");
+    previous = candle.timestamp;
+  }
+  const returns = /* @__PURE__ */ new Map();
+  for (let i = 1; i < eligible.length; i++) {
+    const a = eligible[i - 1], b = eligible[i];
+    if (b.timestamp - a.timestamp === HOUR && b.timestamp >= asOf - WINDOW)
+      returns.set(b.timestamp, Math.log(b.close / a.close));
+  }
+  return {
+    candles: eligible.filter((c) => c.timestamp >= asOf - WINDOW),
+    returns
+  };
+};
+var correlate = (target, reference) => {
+  const pairs = [...target].filter(([t]) => reference.has(t)).map(([t, r]) => [r, reference.get(t) ?? 0]);
+  if (pairs.length < MIN_HOURS) return { value: null, count: pairs.length };
+  const mx = pairs.reduce((s, p) => s + p[0], 0) / pairs.length;
+  const my = pairs.reduce((s, p) => s + p[1], 0) / pairs.length;
+  let xx = 0, yy = 0, xy = 0;
+  for (const [x, y] of pairs) {
+    xx += (x - mx) ** 2;
+    yy += (y - my) ** 2;
+    xy += (x - mx) * (y - my);
+  }
+  return {
+    value: xx > 0 && yy > 0 ? Math.max(-1, Math.min(1, xy / Math.sqrt(xx * yy))) : null,
+    count: pairs.length
+  };
+};
+var correlationGroup = (v) => v === null ? "unknown" : v < 0.3 ? "weak" : v < 0.7 ? "medium" : "strong";
+var cuts = (values) => {
+  const sorted = values.filter((v) => v !== null).sort((a, b) => a - b);
+  return [
+    sorted[Math.floor((sorted.length - 1) / 3)] ?? null,
+    sorted[Math.floor((sorted.length - 1) * 2 / 3)] ?? null
+  ];
+};
+var group = (v, thresholds) => v === null || thresholds[0] === null || thresholds[1] === null ? "unknown" : v <= thresholds[0] ? "low" : v <= thresholds[1] ? "middle" : "high";
+var buildTickerProfileSnapshot = ({
+  asOf,
+  provider,
+  universeId,
+  membership,
+  candlesBySymbol
+}) => {
+  if (tickerProfileMonth(asOf) !== asOf)
+    throw new Error("Profiles must start at a UTC month boundary");
+  const symbols = Object.keys(candlesBySymbol).sort();
+  if (!symbols.length || symbols.some((s) => !/^[A-Z0-9]+USDT$/.test(s)))
+    throw new Error("Profile universe requires explicit USDT symbols");
+  const btc = prepare(candlesBySymbol.BTCUSDT ?? [], asOf).returns;
+  const eth = prepare(candlesBySymbol.ETHUSDT ?? [], asOf).returns;
+  const validUntil = tickerProfileNextMonth(asOf);
+  const profiles = symbols.map((symbol) => {
+    const { candles, returns } = prepare(candlesBySymbol[symbol], asOf);
+    const quoteCount = candles.filter(
+      (c) => Number.isFinite(c.turnover) && Number(c.turnover) >= 0
+    ).length;
+    const ready = candles.length >= MIN_HOURS;
+    const dailyTurnoverUSDT = ready ? candles.reduce(
+      (s, c) => s + (Number.isFinite(c.turnover) && Number(c.turnover) >= 0 ? Number(c.turnover) : c.volume * (c.high + c.low + c.close) / 3),
+      0
+    ) / 30 : null;
+    const rr = [...returns.values()], mean = rr.reduce((a, b) => a + b, 0) / (rr.length || 1);
+    const dailyVolatilityPct = rr.length >= MIN_HOURS ? Math.sqrt(
+      rr.reduce((s, v) => s + (v - mean) ** 2, 0) / (rr.length - 1)
+    ) * Math.sqrt(24) * 100 : null;
+    const cb = correlate(returns, btc), ce = correlate(returns, eth);
+    return {
+      symbol,
+      asOf,
+      validUntil,
+      windowStart: asOf - WINDOW,
+      hours: candles.length,
+      returnHours: rr.length,
+      btcAlignedHours: cb.count,
+      ethAlignedHours: ce.count,
+      turnoverSource: !ready ? "unknown" : quoteCount === candles.length ? "quote" : quoteCount === 0 ? "estimated" : "mixed",
+      dailyTurnoverUSDT,
+      dailyVolatilityPct,
+      correlationBTC: cb.value,
+      correlationETH: ce.value,
+      moneyGroup: "unknown",
+      volatilityGroup: "unknown",
+      btcCorrelationGroup: correlationGroup(cb.value),
+      ethCorrelationGroup: correlationGroup(ce.value)
+    };
+  });
+  const thresholds = {
+    money: cuts(profiles.map((p) => p.dailyTurnoverUSDT)),
+    volatility: cuts(profiles.map((p) => p.dailyVolatilityPct))
+  };
+  for (const p of profiles) {
+    p.moneyGroup = group(p.dailyTurnoverUSDT, thresholds.money);
+    p.volatilityGroup = group(p.dailyVolatilityPct, thresholds.volatility);
+  }
+  return {
+    schema: "tradejs-ticker-profiles/v1",
+    definition: TICKER_PROFILE_DEFINITION,
+    provider,
+    universeId,
+    membership,
+    asOf,
+    validUntil,
+    thresholds,
+    profiles
+  };
+};
+var record = (v) => Boolean(v) && typeof v === "object" && !Array.isArray(v);
+var nullableNumber = (v) => v === null || typeof v === "number" && Number.isFinite(v);
+var isTickerProfileSnapshot = (value) => {
+  if (!record(value) || value.schema !== "tradejs-ticker-profiles/v1" || value.definition !== TICKER_PROFILE_DEFINITION || typeof value.provider !== "string" || typeof value.universeId !== "string" || !["frozen-list", "point-in-time"].includes(String(value.membership)) || typeof value.asOf !== "number" || !Number.isSafeInteger(value.asOf) || value.asOf < 0 || tickerProfileMonth(value.asOf) !== value.asOf || value.validUntil !== tickerProfileNextMonth(value.asOf) || !record(value.thresholds) || !Array.isArray(value.profiles))
+    return false;
+  for (const key of ["money", "volatility"]) {
+    const cut = value.thresholds[key];
+    if (!Array.isArray(cut) || cut.length !== 2 || !cut.every(nullableNumber))
+      return false;
+  }
+  const symbols = /* @__PURE__ */ new Set();
+  for (const p of value.profiles) {
+    if (!record(p) || typeof p.symbol !== "string" || !/^[A-Z0-9]+USDT$/.test(p.symbol) || symbols.has(p.symbol) || p.asOf !== value.asOf || p.validUntil !== value.validUntil || p.windowStart !== value.asOf - WINDOW)
+      return false;
+    symbols.add(p.symbol);
+    for (const k of [
+      "hours",
+      "returnHours",
+      "btcAlignedHours",
+      "ethAlignedHours"
+    ])
+      if (typeof p[k] !== "number" || !Number.isInteger(p[k]) || p[k] < 0 || p[k] > 720)
+        return false;
+    for (const k of ["dailyTurnoverUSDT", "dailyVolatilityPct"])
+      if (!nullableNumber(p[k]) || typeof p[k] === "number" && p[k] < 0)
+        return false;
+    for (const k of ["correlationBTC", "correlationETH"])
+      if (!nullableNumber(p[k]) || typeof p[k] === "number" && Math.abs(p[k]) > 1)
+        return false;
+    if (!["quote", "estimated", "mixed", "unknown"].includes(
+      String(p.turnoverSource)
+    ))
+      return false;
+    for (const k of ["moneyGroup", "volatilityGroup"])
+      if (!["low", "middle", "high", "unknown"].includes(String(p[k])))
+        return false;
+    for (const k of ["btcCorrelationGroup", "ethCorrelationGroup"])
+      if (!["weak", "medium", "strong", "unknown"].includes(String(p[k])))
+        return false;
+  }
+  return symbols.size > 0;
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  TICKER_PROFILE_DEFINITION,
+  buildTickerProfileSnapshot,
+  isTickerProfileSnapshot,
+  tickerProfileMonth,
+  tickerProfileNextMonth
+});

package/dist/tickerProfiles.mjs

@@ -0,0 +1,182 @@
+// src/tickerProfiles.ts
+var HOUR = 36e5;
+var WINDOW = 720 * HOUR;
+var MIN_HOURS = 576;
+var TICKER_PROFILE_DEFINITION = "hourly-30d-monthly-terciles/v1";
+var tickerProfileMonth = (timestamp) => {
+  if (!Number.isSafeInteger(timestamp) || timestamp < 0)
+    throw new Error("Invalid profile timestamp");
+  const date = new Date(timestamp);
+  return Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), 1);
+};
+var tickerProfileNextMonth = (timestamp) => {
+  const date = new Date(timestamp);
+  return Date.UTC(date.getUTCFullYear(), date.getUTCMonth() + 1, 1);
+};
+var prepare = (candles, asOf) => {
+  const eligible = candles.filter(
+    (c) => c.timestamp >= asOf - WINDOW - HOUR && c.timestamp + HOUR <= asOf
+  );
+  let previous = -1;
+  for (const candle of eligible) {
+    if (!Number.isSafeInteger(candle.timestamp) || candle.timestamp % HOUR !== 0 || candle.timestamp <= previous || ![candle.high, candle.low, candle.close].every(
+      (v) => Number.isFinite(v) && v > 0
+    ) || !Number.isFinite(candle.volume) || candle.volume < 0)
+      throw new Error("Invalid or unordered hourly profile candles");
+    previous = candle.timestamp;
+  }
+  const returns = /* @__PURE__ */ new Map();
+  for (let i = 1; i < eligible.length; i++) {
+    const a = eligible[i - 1], b = eligible[i];
+    if (b.timestamp - a.timestamp === HOUR && b.timestamp >= asOf - WINDOW)
+      returns.set(b.timestamp, Math.log(b.close / a.close));
+  }
+  return {
+    candles: eligible.filter((c) => c.timestamp >= asOf - WINDOW),
+    returns
+  };
+};
+var correlate = (target, reference) => {
+  const pairs = [...target].filter(([t]) => reference.has(t)).map(([t, r]) => [r, reference.get(t) ?? 0]);
+  if (pairs.length < MIN_HOURS) return { value: null, count: pairs.length };
+  const mx = pairs.reduce((s, p) => s + p[0], 0) / pairs.length;
+  const my = pairs.reduce((s, p) => s + p[1], 0) / pairs.length;
+  let xx = 0, yy = 0, xy = 0;
+  for (const [x, y] of pairs) {
+    xx += (x - mx) ** 2;
+    yy += (y - my) ** 2;
+    xy += (x - mx) * (y - my);
+  }
+  return {
+    value: xx > 0 && yy > 0 ? Math.max(-1, Math.min(1, xy / Math.sqrt(xx * yy))) : null,
+    count: pairs.length
+  };
+};
+var correlationGroup = (v) => v === null ? "unknown" : v < 0.3 ? "weak" : v < 0.7 ? "medium" : "strong";
+var cuts = (values) => {
+  const sorted = values.filter((v) => v !== null).sort((a, b) => a - b);
+  return [
+    sorted[Math.floor((sorted.length - 1) / 3)] ?? null,
+    sorted[Math.floor((sorted.length - 1) * 2 / 3)] ?? null
+  ];
+};
+var group = (v, thresholds) => v === null || thresholds[0] === null || thresholds[1] === null ? "unknown" : v <= thresholds[0] ? "low" : v <= thresholds[1] ? "middle" : "high";
+var buildTickerProfileSnapshot = ({
+  asOf,
+  provider,
+  universeId,
+  membership,
+  candlesBySymbol
+}) => {
+  if (tickerProfileMonth(asOf) !== asOf)
+    throw new Error("Profiles must start at a UTC month boundary");
+  const symbols = Object.keys(candlesBySymbol).sort();
+  if (!symbols.length || symbols.some((s) => !/^[A-Z0-9]+USDT$/.test(s)))
+    throw new Error("Profile universe requires explicit USDT symbols");
+  const btc = prepare(candlesBySymbol.BTCUSDT ?? [], asOf).returns;
+  const eth = prepare(candlesBySymbol.ETHUSDT ?? [], asOf).returns;
+  const validUntil = tickerProfileNextMonth(asOf);
+  const profiles = symbols.map((symbol) => {
+    const { candles, returns } = prepare(candlesBySymbol[symbol], asOf);
+    const quoteCount = candles.filter(
+      (c) => Number.isFinite(c.turnover) && Number(c.turnover) >= 0
+    ).length;
+    const ready = candles.length >= MIN_HOURS;
+    const dailyTurnoverUSDT = ready ? candles.reduce(
+      (s, c) => s + (Number.isFinite(c.turnover) && Number(c.turnover) >= 0 ? Number(c.turnover) : c.volume * (c.high + c.low + c.close) / 3),
+      0
+    ) / 30 : null;
+    const rr = [...returns.values()], mean = rr.reduce((a, b) => a + b, 0) / (rr.length || 1);
+    const dailyVolatilityPct = rr.length >= MIN_HOURS ? Math.sqrt(
+      rr.reduce((s, v) => s + (v - mean) ** 2, 0) / (rr.length - 1)
+    ) * Math.sqrt(24) * 100 : null;
+    const cb = correlate(returns, btc), ce = correlate(returns, eth);
+    return {
+      symbol,
+      asOf,
+      validUntil,
+      windowStart: asOf - WINDOW,
+      hours: candles.length,
+      returnHours: rr.length,
+      btcAlignedHours: cb.count,
+      ethAlignedHours: ce.count,
+      turnoverSource: !ready ? "unknown" : quoteCount === candles.length ? "quote" : quoteCount === 0 ? "estimated" : "mixed",
+      dailyTurnoverUSDT,
+      dailyVolatilityPct,
+      correlationBTC: cb.value,
+      correlationETH: ce.value,
+      moneyGroup: "unknown",
+      volatilityGroup: "unknown",
+      btcCorrelationGroup: correlationGroup(cb.value),
+      ethCorrelationGroup: correlationGroup(ce.value)
+    };
+  });
+  const thresholds = {
+    money: cuts(profiles.map((p) => p.dailyTurnoverUSDT)),
+    volatility: cuts(profiles.map((p) => p.dailyVolatilityPct))
+  };
+  for (const p of profiles) {
+    p.moneyGroup = group(p.dailyTurnoverUSDT, thresholds.money);
+    p.volatilityGroup = group(p.dailyVolatilityPct, thresholds.volatility);
+  }
+  return {
+    schema: "tradejs-ticker-profiles/v1",
+    definition: TICKER_PROFILE_DEFINITION,
+    provider,
+    universeId,
+    membership,
+    asOf,
+    validUntil,
+    thresholds,
+    profiles
+  };
+};
+var record = (v) => Boolean(v) && typeof v === "object" && !Array.isArray(v);
+var nullableNumber = (v) => v === null || typeof v === "number" && Number.isFinite(v);
+var isTickerProfileSnapshot = (value) => {
+  if (!record(value) || value.schema !== "tradejs-ticker-profiles/v1" || value.definition !== TICKER_PROFILE_DEFINITION || typeof value.provider !== "string" || typeof value.universeId !== "string" || !["frozen-list", "point-in-time"].includes(String(value.membership)) || typeof value.asOf !== "number" || !Number.isSafeInteger(value.asOf) || value.asOf < 0 || tickerProfileMonth(value.asOf) !== value.asOf || value.validUntil !== tickerProfileNextMonth(value.asOf) || !record(value.thresholds) || !Array.isArray(value.profiles))
+    return false;
+  for (const key of ["money", "volatility"]) {
+    const cut = value.thresholds[key];
+    if (!Array.isArray(cut) || cut.length !== 2 || !cut.every(nullableNumber))
+      return false;
+  }
+  const symbols = /* @__PURE__ */ new Set();
+  for (const p of value.profiles) {
+    if (!record(p) || typeof p.symbol !== "string" || !/^[A-Z0-9]+USDT$/.test(p.symbol) || symbols.has(p.symbol) || p.asOf !== value.asOf || p.validUntil !== value.validUntil || p.windowStart !== value.asOf - WINDOW)
+      return false;
+    symbols.add(p.symbol);
+    for (const k of [
+      "hours",
+      "returnHours",
+      "btcAlignedHours",
+      "ethAlignedHours"
+    ])
+      if (typeof p[k] !== "number" || !Number.isInteger(p[k]) || p[k] < 0 || p[k] > 720)
+        return false;
+    for (const k of ["dailyTurnoverUSDT", "dailyVolatilityPct"])
+      if (!nullableNumber(p[k]) || typeof p[k] === "number" && p[k] < 0)
+        return false;
+    for (const k of ["correlationBTC", "correlationETH"])
+      if (!nullableNumber(p[k]) || typeof p[k] === "number" && Math.abs(p[k]) > 1)
+        return false;
+    if (!["quote", "estimated", "mixed", "unknown"].includes(
+      String(p.turnoverSource)
+    ))
+      return false;
+    for (const k of ["moneyGroup", "volatilityGroup"])
+      if (!["low", "middle", "high", "unknown"].includes(String(p[k])))
+        return false;
+    for (const k of ["btcCorrelationGroup", "ethCorrelationGroup"])
+      if (!["weak", "medium", "strong", "unknown"].includes(String(p[k])))
+        return false;
+  }
+  return symbols.size > 0;
+};
+export {
+  TICKER_PROFILE_DEFINITION,
+  buildTickerProfileSnapshot,
+  isTickerProfileSnapshot,
+  tickerProfileMonth,
+  tickerProfileNextMonth
+};

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "3.1.29-beta.290",
+  "version": "3.1.29-beta.291",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -135,10 +135,25 @@
       "types": "./dist/jev.d.ts",
       "import": "./dist/jev.mjs",
       "require": "./dist/jev.js"
+    },
+    "./tickerProfiles": {
+      "types": "./dist/tickerProfiles.d.ts",
+      "import": "./dist/tickerProfiles.mjs",
+      "require": "./dist/tickerProfiles.js"
+    },
+    "./aiFeatures": {
+      "types": "./dist/aiFeatures.d.ts",
+      "import": "./dist/aiFeatures.mjs",
+      "require": "./dist/aiFeatures.js"
+    },
+    "./portfolio": {
+      "types": "./dist/portfolio.d.ts",
+      "import": "./dist/portfolio.mjs",
+      "require": "./dist/portfolio.js"
     }
   },
   "dependencies": {
-    "@tradejs/types": "^3.1.29-beta.290",
+    "@tradejs/types": "^3.1.29-beta.291",
     "date-fns": "^3.6.0",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",

package/dist/{chunk-OZVRWW2K.mjs → chunk-6XY6Z2DB.mjs}

@@ -4,14 +4,14 @@ import {
 import {
   toMs
 } from "./chunk-S4KHOAXM.mjs";
-import {
-  round
-} from "./chunk-LI6FPPKB.mjs";
 import {
   CORRELATION_WINDOW,
   ML_BASE_CANDLES_WINDOW,
   TRENDLINE_DEFAULTS
 } from "./chunk-MKCQSB4H.mjs";
+import {
+  round
+} from "./chunk-LI6FPPKB.mjs";
 
 // src/utils/correlation.ts
 var alignSortedCandlesByTimestamp = (coinCandles, btcCandles) => {