agentdb 3.0.0-alpha.10 → 3.0.0-alpha.12

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

@@ -1,146 +0,0 @@
-/**
- * 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

@@ -1,16 +0,0 @@
-/**
- * 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

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

@@ -1,109 +0,0 @@
-/**
- * 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

@@ -1,33 +0,0 @@
-/**
- * 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

@@ -1,246 +0,0 @@
-/**
- * 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

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

@@ -1,18 +0,0 @@
-/**
- * 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

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