agentdb 1.6.0 → 2.0.0-alpha.1

package/dist/simulation/scenarios/research-swarm.js

@@ -0,0 +1,146 @@
+/**
+ * Research-Swarm Integration
+ *
+ * Distributed research graph DB
+ * Integration with research-swarm package
+ *
+ * Features:
+ * - Collaborative research agents
+ * - Literature review aggregation
+ * - Hypothesis generation and testing
+ * - Knowledge synthesis
+ */
+import { createUnifiedDatabase } from '../../src/db-unified.js';
+import { ReflexionMemory } from '../../src/controllers/ReflexionMemory.js';
+import { CausalMemoryGraph } from '../../src/controllers/CausalMemoryGraph.js';
+import { SkillLibrary } from '../../src/controllers/SkillLibrary.js';
+import { EmbeddingService } from '../../src/controllers/EmbeddingService.js';
+import * as path from 'path';
+export default {
+    description: 'Research-swarm distributed research with collaborative agents',
+    async run(config) {
+        const { verbosity = 2, researchers = 5 } = config;
+        if (verbosity >= 2) {
+            console.log(`   🔬 Initializing Research-Swarm (${researchers} researchers)`);
+        }
+        // Initialize distributed research graph database
+        const embedder = new EmbeddingService({
+            model: 'Xenova/all-MiniLM-L6-v2',
+            dimension: 384,
+            provider: 'transformers'
+        });
+        await embedder.initialize();
+        const db = await createUnifiedDatabase(path.join(process.cwd(), 'simulation', 'data', 'advanced', 'research-swarm.graph'), embedder, { forceMode: 'graph' });
+        const reflexion = new ReflexionMemory(db.getGraphDatabase(), embedder, undefined, undefined, db.getGraphDatabase());
+        const causal = new CausalMemoryGraph(db.getGraphDatabase(), db.getGraphDatabase());
+        const skills = new SkillLibrary(db.getGraphDatabase(), embedder, undefined, db.getGraphDatabase());
+        const results = {
+            papers: 0,
+            hypotheses: 0,
+            experiments: 0,
+            synthesizedKnowledge: 0,
+            totalTime: 0
+        };
+        const startTime = performance.now();
+        // Literature Review (each researcher finds papers)
+        const papers = [
+            'neural_architecture_search_techniques',
+            'few_shot_learning_methods',
+            'transfer_learning_strategies',
+            'meta_learning_algorithms',
+            'continual_learning_approaches'
+        ];
+        const paperIds = [];
+        for (let i = 0; i < papers.length; i++) {
+            const id = await reflexion.storeEpisode({
+                sessionId: `researcher-${i % researchers}`,
+                task: `literature_review: ${papers[i]}`,
+                reward: 0.80 + Math.random() * 0.15, // Quality varies
+                success: true,
+                input: 'academic_search',
+                output: `paper_summary_${papers[i]}`
+            });
+            paperIds.push(id);
+            results.papers++;
+        }
+        // Hypothesis Generation (synthesizing from papers)
+        const hypotheses = [
+            'combining_meta_learning_with_architecture_search_improves_few_shot',
+            'transfer_learning_enables_faster_continual_learning',
+            'meta_architecture_search_reduces_hyperparameter_tuning'
+        ];
+        const hypothesisIds = [];
+        for (const hypothesis of hypotheses) {
+            const id = await reflexion.storeEpisode({
+                sessionId: 'research-synthesis',
+                task: `hypothesis: ${hypothesis}`,
+                reward: 0.70, // Untested hypothesis
+                success: false, // Not yet validated
+                input: 'literature_synthesis',
+                output: `hypothesis_${hypothesis}`,
+                critique: 'Requires experimental validation'
+            });
+            hypothesisIds.push(id);
+            results.hypotheses++;
+            // Link hypothesis to supporting papers
+            for (let i = 0; i < Math.min(2, paperIds.length); i++) {
+                await causal.addCausalEdge({
+                    fromMemoryId: paperIds[i],
+                    fromMemoryType: 'episode',
+                    toMemoryId: id,
+                    toMemoryType: 'episode',
+                    similarity: 0.85,
+                    uplift: 0.20,
+                    confidence: 0.80,
+                    sampleSize: 100,
+                    mechanism: 'paper_supports_hypothesis'
+                });
+            }
+        }
+        // Experimental Validation
+        const experiments = [
+            { hypothesis: 0, result: 'confirmed', confidence: 0.92 },
+            { hypothesis: 1, result: 'confirmed', confidence: 0.88 },
+            { hypothesis: 2, result: 'partially_confirmed', confidence: 0.75 }
+        ];
+        for (const exp of experiments) {
+            await reflexion.storeEpisode({
+                sessionId: 'experimental-validation',
+                task: `experiment_validate_hypothesis_${exp.hypothesis}`,
+                reward: exp.confidence,
+                success: exp.result === 'confirmed',
+                input: `hypothesis_${exp.hypothesis}`,
+                output: exp.result,
+                critique: `Confidence: ${exp.confidence}`
+            });
+            results.experiments++;
+        }
+        // Knowledge Synthesis (create reusable research methods)
+        const researchMethods = [
+            'meta_architecture_search_protocol',
+            'few_shot_evaluation_framework',
+            'transfer_learning_pipeline'
+        ];
+        for (const method of researchMethods) {
+            await skills.createSkill({
+                name: method,
+                description: 'Research methodology',
+                code: `// Reusable research method: ${method}`,
+                successRate: 0.85
+            });
+            results.synthesizedKnowledge++;
+        }
+        const endTime = performance.now();
+        results.totalTime = endTime - startTime;
+        db.close();
+        if (verbosity >= 2) {
+            console.log(`      📊 Papers Reviewed: ${results.papers}`);
+            console.log(`      📊 Hypotheses Generated: ${results.hypotheses}`);
+            console.log(`      📊 Experiments Conducted: ${results.experiments}`);
+            console.log(`      📊 Synthesized Knowledge: ${results.synthesizedKnowledge} methods`);
+            console.log(`      ⏱️  Duration: ${results.totalTime.toFixed(2)}ms`);
+        }
+        return results;
+    }
+};
+//# sourceMappingURL=research-swarm.js.map

package/dist/simulation/scenarios/research-swarm.js.map

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package/dist/simulation/scenarios/skill-evolution.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Skill Evolution Simulation
+ *
+ * Tests SkillLibrary with skill creation, evolution, and composition
+ */
+declare const _default: {
+    description: string;
+    run(config: any): Promise<{
+        created: number;
+        searched: number;
+        avgSuccessRate: number;
+        totalTime: number;
+    }>;
+};
+export default _default;
+//# sourceMappingURL=skill-evolution.d.ts.map

package/dist/simulation/scenarios/skill-evolution.d.ts.map

@@ -0,0 +1 @@
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package/dist/simulation/scenarios/skill-evolution.js

@@ -0,0 +1,109 @@
+/**
+ * Skill Evolution Simulation
+ *
+ * Tests SkillLibrary with skill creation, evolution, and composition
+ */
+import { createUnifiedDatabase } from '../../src/db-unified.js';
+import { SkillLibrary } from '../../src/controllers/SkillLibrary.js';
+import { EmbeddingService } from '../../src/controllers/EmbeddingService.js';
+import * as path from 'path';
+export default {
+    description: 'Skill library evolution with composition and refinement',
+    async run(config) {
+        const { verbosity = 2 } = config;
+        if (verbosity >= 2) {
+            console.log('   🛠️  Initializing Skill Evolution Simulation');
+        }
+        // Initialize AgentDB
+        const embedder = new EmbeddingService({
+            model: 'Xenova/all-MiniLM-L6-v2',
+            dimension: 384,
+            provider: 'transformers'
+        });
+        await embedder.initialize();
+        const db = await createUnifiedDatabase(path.join(process.cwd(), 'simulation', 'data', 'skills.graph'), embedder, { forceMode: 'graph' });
+        const skills = new SkillLibrary(db.getGraphDatabase(), embedder, undefined, // vectorBackend
+        db.getGraphDatabase() // graphBackend
+        );
+        // Simulate skill creation and evolution
+        const skillTemplates = [
+            {
+                name: 'jwt_authentication',
+                description: 'Generate and verify JWT tokens',
+                code: 'function generateJWT(payload) { return jwt.sign(payload, SECRET); }',
+                successRate: 0.95
+            },
+            {
+                name: 'database_query_optimizer',
+                description: 'Optimize database queries with batch loading',
+                code: 'function batchLoad(ids) { return DataLoader.load(ids); }',
+                successRate: 0.88
+            },
+            {
+                name: 'error_handler',
+                description: 'Comprehensive error handling middleware',
+                code: 'function errorHandler(err, req, res, next) { /* ... */ }',
+                successRate: 0.92
+            },
+            {
+                name: 'cache_manager',
+                description: 'Redis-based caching with TTL',
+                code: 'function cacheSet(key, val, ttl) { return redis.setex(key, ttl, val); }',
+                successRate: 0.90
+            },
+            {
+                name: 'validation_schema',
+                description: 'Request validation with Zod schemas',
+                code: 'const schema = z.object({ email: z.string().email() });',
+                successRate: 0.93
+            }
+        ];
+        const results = {
+            created: 0,
+            searched: 0,
+            avgSuccessRate: 0,
+            totalTime: 0
+        };
+        const startTime = performance.now();
+        // Create skills
+        for (const template of skillTemplates) {
+            await skills.createSkill(template);
+            results.created++;
+            results.avgSuccessRate += template.successRate;
+            if (verbosity >= 3) {
+                console.log(`      ✅ Created skill: ${template.name}`);
+            }
+        }
+        // Search for skills
+        const searchQueries = [
+            'authentication',
+            'database optimization',
+            'error handling',
+            'caching',
+            'validation'
+        ];
+        for (const query of searchQueries) {
+            const found = await skills.searchSkills({
+                query,
+                k: 3,
+                minSuccessRate: 0.8
+            });
+            results.searched += found.length;
+            if (verbosity >= 3) {
+                console.log(`      🔍 Found ${found.length} skills for: ${query}`);
+            }
+        }
+        const endTime = performance.now();
+        results.totalTime = endTime - startTime;
+        results.avgSuccessRate /= skillTemplates.length;
+        db.close();
+        if (verbosity >= 2) {
+            console.log(`      📊 Created: ${results.created} skills`);
+            console.log(`      📊 Searched: ${results.searched} results`);
+            console.log(`      📊 Avg Success Rate: ${(results.avgSuccessRate * 100).toFixed(1)}%`);
+            console.log(`      ⏱️  Duration: ${results.totalTime.toFixed(2)}ms`);
+        }
+        return results;
+    }
+};
+//# sourceMappingURL=skill-evolution.js.map

package/dist/simulation/scenarios/skill-evolution.js.map

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package/dist/simulation/scenarios/stock-market-emergence.d.ts

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+/**
+ * Stock Market Emergence Simulation
+ *
+ * Models complex market dynamics with:
+ * - Multi-agent trading strategies (momentum, value, contrarian, HFT)
+ * - Market microstructure (order book, bid-ask spread)
+ * - Herding behavior and cascades
+ * - Flash crash detection and circuit breakers
+ * - Sentiment propagation through agent network
+ * - Adaptive learning from P&L
+ *
+ * Tests AgentDB's ability to model emergent collective behavior
+ * and adaptive learning in high-frequency financial systems.
+ */
+declare const _default: {
+    description: string;
+    run(config: any): Promise<{
+        ticks: number;
+        totalTrades: number;
+        flashCrashes: number;
+        herdingEvents: number;
+        priceRange: {
+            min: number;
+            max: number;
+        };
+        avgVolatility: number;
+        strategyPerformance: Map<string, number>;
+        adaptiveLearningEvents: number;
+        totalTime: number;
+    }>;
+};
+export default _default;
+//# sourceMappingURL=stock-market-emergence.d.ts.map

package/dist/simulation/scenarios/stock-market-emergence.d.ts.map

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package/dist/simulation/scenarios/stock-market-emergence.js

@@ -0,0 +1,246 @@
+/**
+ * Stock Market Emergence Simulation
+ *
+ * Models complex market dynamics with:
+ * - Multi-agent trading strategies (momentum, value, contrarian, HFT)
+ * - Market microstructure (order book, bid-ask spread)
+ * - Herding behavior and cascades
+ * - Flash crash detection and circuit breakers
+ * - Sentiment propagation through agent network
+ * - Adaptive learning from P&L
+ *
+ * Tests AgentDB's ability to model emergent collective behavior
+ * and adaptive learning in high-frequency financial systems.
+ */
+import { createUnifiedDatabase } from '../../src/db-unified.js';
+import { ReflexionMemory } from '../../src/controllers/ReflexionMemory.js';
+import { EmbeddingService } from '../../src/controllers/EmbeddingService.js';
+import { PerformanceOptimizer } from '../utils/PerformanceOptimizer.js';
+import * as path from 'path';
+export default {
+    description: 'Stock market with multi-strategy traders, herding, flash crashes, and adaptive learning',
+    async run(config) {
+        const { verbosity = 2, ticks = 100, traderCount = 100 } = config;
+        if (verbosity >= 2) {
+            console.log(`   📈 Initializing Stock Market: ${traderCount} traders, ${ticks} ticks`);
+        }
+        // Initialize performance optimizer
+        const optimizer = new PerformanceOptimizer({ batchSize: 100 });
+        const embedder = new EmbeddingService({
+            model: 'Xenova/all-MiniLM-L6-v2',
+            dimension: 384,
+            provider: 'transformers'
+        });
+        await embedder.initialize();
+        const db = await createUnifiedDatabase(path.join(process.cwd(), 'simulation', 'data', 'stock-market.graph'), embedder, { forceMode: 'graph' });
+        const reflexion = new ReflexionMemory(db.getGraphDatabase(), embedder, undefined, undefined, db.getGraphDatabase());
+        const results = {
+            ticks: 0,
+            totalTrades: 0,
+            flashCrashes: 0,
+            herdingEvents: 0,
+            priceRange: { min: 100, max: 100 },
+            avgVolatility: 0,
+            strategyPerformance: new Map(),
+            adaptiveLearningEvents: 0,
+            totalTime: 0
+        };
+        const startTime = performance.now();
+        // Initialize traders with different strategies
+        const strategyDistribution = ['momentum', 'value', 'contrarian', 'HFT', 'index'];
+        const traders = Array.from({ length: traderCount }, (_, i) => ({
+            id: `trader-${i}`,
+            strategy: strategyDistribution[i % strategyDistribution.length],
+            cash: 10000,
+            shares: Math.floor(Math.random() * 50),
+            profitLoss: 0,
+            tradeHistory: [],
+            sentiment: Math.random() * 2 - 1
+        }));
+        let currentPrice = 100;
+        const priceHistory = [100];
+        const trades = [];
+        let circuitBreakerActive = false;
+        // Market simulation ticks
+        for (let tick = 0; tick < ticks; tick++) {
+            const tickTrades = [];
+            // Each trader decides to trade based on strategy
+            for (const trader of traders) {
+                if (circuitBreakerActive && Math.random() > 0.1)
+                    continue; // 90% stop trading during circuit breaker
+                let shouldBuy = false;
+                let shouldSell = false;
+                switch (trader.strategy) {
+                    case 'momentum':
+                        // Buy if price rising, sell if falling
+                        if (priceHistory.length >= 5) {
+                            const recentChange = (priceHistory[priceHistory.length - 1] - priceHistory[priceHistory.length - 5]) / priceHistory[priceHistory.length - 5];
+                            shouldBuy = recentChange > 0.01;
+                            shouldSell = recentChange < -0.01;
+                        }
+                        break;
+                    case 'value':
+                        // Buy if price below 100, sell if above
+                        shouldBuy = currentPrice < 95;
+                        shouldSell = currentPrice > 105;
+                        break;
+                    case 'contrarian':
+                        // Buy when others sell, sell when others buy
+                        if (priceHistory.length >= 3) {
+                            const recentChange = currentPrice - priceHistory[priceHistory.length - 2];
+                            shouldBuy = recentChange < -2;
+                            shouldSell = recentChange > 2;
+                        }
+                        break;
+                    case 'HFT':
+                        // High frequency: trade on tiny movements
+                        if (priceHistory.length >= 2) {
+                            const microChange = currentPrice - priceHistory[priceHistory.length - 1];
+                            shouldBuy = microChange < -0.1 && Math.random() > 0.7;
+                            shouldSell = microChange > 0.1 && Math.random() > 0.7;
+                        }
+                        break;
+                    case 'index':
+                        // Passive: rarely trade
+                        shouldBuy = Math.random() > 0.98;
+                        shouldSell = Math.random() > 0.98;
+                        break;
+                }
+                // Execute trades
+                if (shouldBuy && trader.cash > currentPrice) {
+                    const quantity = Math.min(Math.floor(trader.cash / currentPrice), 10);
+                    if (quantity > 0) {
+                        const trade = {
+                            timestamp: tick,
+                            price: currentPrice,
+                            quantity,
+                            type: 'buy',
+                            traderId: trader.id
+                        };
+                        tickTrades.push(trade);
+                        trader.cash -= currentPrice * quantity;
+                        trader.shares += quantity;
+                        trader.tradeHistory.push(trade);
+                    }
+                }
+                else if (shouldSell && trader.shares > 0) {
+                    const quantity = Math.min(trader.shares, 10);
+                    const trade = {
+                        timestamp: tick,
+                        price: currentPrice,
+                        quantity,
+                        type: 'sell',
+                        traderId: trader.id
+                    };
+                    tickTrades.push(trade);
+                    trader.cash += currentPrice * quantity;
+                    trader.shares -= quantity;
+                    trader.tradeHistory.push(trade);
+                }
+            }
+            // Update price based on supply/demand
+            const buyOrders = tickTrades.filter(t => t.type === 'buy').length;
+            const sellOrders = tickTrades.filter(t => t.type === 'sell').length;
+            const orderImbalance = (buyOrders - sellOrders) / (buyOrders + sellOrders + 1);
+            // Price impact
+            const priceChange = orderImbalance * 2 + (Math.random() - 0.5) * 0.5;
+            currentPrice = Math.max(1, currentPrice + priceChange);
+            priceHistory.push(currentPrice);
+            trades.push(...tickTrades);
+            results.totalTrades += tickTrades.length;
+            // Update price range
+            results.priceRange.min = Math.min(results.priceRange.min, currentPrice);
+            results.priceRange.max = Math.max(results.priceRange.max, currentPrice);
+            // Calculate volatility (std dev of last 10 prices)
+            if (priceHistory.length >= 10) {
+                const recent = priceHistory.slice(-10);
+                const mean = recent.reduce((a, b) => a + b) / recent.length;
+                const variance = recent.reduce((sum, price) => sum + Math.pow(price - mean, 2), 0) / recent.length;
+                const volatility = Math.sqrt(variance);
+                results.avgVolatility += volatility;
+                // Flash crash detection (>10% drop in 10 ticks)
+                if ((recent[0] - recent[recent.length - 1]) / recent[0] > 0.10) {
+                    results.flashCrashes++;
+                    circuitBreakerActive = true;
+                    if (verbosity >= 3) {
+                        console.log(`      ⚠️  Flash crash detected at tick ${tick}! Circuit breaker activated.`);
+                    }
+                }
+            }
+            // Deactivate circuit breaker after 5 ticks
+            if (circuitBreakerActive && tick % 5 === 0) {
+                circuitBreakerActive = false;
+            }
+            // Detect herding (>60% traders moving same direction)
+            const herdingThreshold = 0.6;
+            if (buyOrders / (buyOrders + sellOrders + 1) > herdingThreshold ||
+                sellOrders / (buyOrders + sellOrders + 1) > herdingThreshold) {
+                results.herdingEvents++;
+            }
+            // Update trader sentiment based on profit/loss
+            for (const trader of traders) {
+                const portfolioValue = trader.cash + trader.shares * currentPrice;
+                const initialValue = 10000 + 50 * 100; // initial cash + shares * starting price
+                trader.profitLoss = portfolioValue - initialValue;
+                trader.sentiment = Math.tanh(trader.profitLoss / 1000); // -1 to +1
+            }
+            results.ticks++;
+            if (verbosity >= 3 && tick % 20 === 0) {
+                console.log(`      📊 Tick ${tick}: Price $${currentPrice.toFixed(2)}, Trades: ${tickTrades.length}, Circuit Breaker: ${circuitBreakerActive}`);
+            }
+        }
+        // Adaptive learning: Store top 10 most profitable traders' strategies - OPTIMIZED
+        const sortedByProfit = traders.sort((a, b) => b.profitLoss - a.profitLoss);
+        // Queue all episode storage operations for parallel execution
+        for (let i = 0; i < Math.min(10, sortedByProfit.length); i++) {
+            const trader = sortedByProfit[i];
+            optimizer.queueOperation(async () => {
+                await reflexion.storeEpisode({
+                    sessionId: 'market-simulation',
+                    task: `trade with ${trader.strategy} strategy`,
+                    input: `Initial capital: $10000, Strategy: ${trader.strategy}`,
+                    output: `Final P&L: $${trader.profitLoss.toFixed(2)}, Trades: ${trader.tradeHistory.length}`,
+                    reward: Math.tanh(trader.profitLoss / 5000), // -1 to +1
+                    success: trader.profitLoss > 0,
+                    critique: trader.profitLoss > 0 ? 'Profitable strategy' : 'Losses incurred',
+                    metadata: {
+                        strategy: trader.strategy,
+                        finalPortfolio: trader.cash + trader.shares * currentPrice,
+                        totalTrades: trader.tradeHistory.length
+                    }
+                });
+                results.adaptiveLearningEvents++;
+            });
+        }
+        // Execute batch operation
+        await optimizer.executeBatch();
+        // Calculate strategy performance
+        for (const strategy of strategyDistribution) {
+            const strategyTraders = traders.filter(t => t.strategy === strategy);
+            const avgPL = strategyTraders.reduce((sum, t) => sum + t.profitLoss, 0) / strategyTraders.length;
+            results.strategyPerformance.set(strategy, avgPL);
+        }
+        results.avgVolatility /= Math.max(1, ticks - 9);
+        const endTime = performance.now();
+        results.totalTime = endTime - startTime;
+        db.close();
+        // Get optimization metrics
+        const optimizerMetrics = optimizer.getMetrics();
+        if (verbosity >= 2) {
+            console.log(`      📊 Ticks: ${results.ticks}`);
+            console.log(`      📊 Total Trades: ${results.totalTrades}`);
+            console.log(`      📊 Flash Crashes: ${results.flashCrashes}`);
+            console.log(`      📊 Herding Events: ${results.herdingEvents}`);
+            console.log(`      📊 Price Range: $${results.priceRange.min.toFixed(2)} - $${results.priceRange.max.toFixed(2)}`);
+            console.log(`      📊 Avg Volatility: ${results.avgVolatility.toFixed(2)}`);
+            console.log(`      📊 Strategy Performance:`);
+            for (const [strategy, pl] of results.strategyPerformance.entries()) {
+                console.log(`         ${strategy}: ${pl > 0 ? '+' : ''}$${pl.toFixed(2)}`);
+            }
+            console.log(`      ⏱️  Duration: ${results.totalTime.toFixed(2)}ms`);
+            console.log(`      ⚡ Optimization: ${optimizerMetrics.batchOperations} batches, ${optimizerMetrics.avgLatency} avg`);
+        }
+        return results;
+    }
+};
+//# sourceMappingURL=stock-market-emergence.js.map

package/dist/simulation/scenarios/stock-market-emergence.js.map

@@ -0,0 +1 @@
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package/dist/simulation/scenarios/strange-loops.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Strange Loops Simulation
+ *
+ * Tests self-referential learning patterns using strange-loops concepts
+ * Agents observe their own performance and adapt based on meta-cognitive feedback
+ */
+declare const _default: {
+    description: string;
+    run(config: any): Promise<{
+        loops: number;
+        metaLearnings: number;
+        selfReferences: number;
+        adaptations: number;
+        totalTime: number;
+    }>;
+};
+export default _default;
+//# sourceMappingURL=strange-loops.d.ts.map

package/dist/simulation/scenarios/strange-loops.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"strange-loops.d.ts","sourceRoot":"","sources":["../../../simulation/scenarios/strange-loops.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;;;gBAWiB,GAAG;;;;;;;;AAHvB,wBAiKE"}