aiden-shared-calculations-unified 1.0.105 → 1.0.106

package/calculations/core/crowd-cost-basis.js

@@ -1,71 +1,65 @@
 class CrowdCostBasis {
-    constructor() {
-        this.results = {};
-    }
+    constructor() { this.results = {}; }
 
     static getMetadata() {
         return {
             name: 'crowd-cost-basis',
             type: 'meta',
             category: 'History Reconstruction',
-            userType: 'n/a', // <--- Works on dependency results
+            userType: 'n/a',
             isHistorical: false,
             rootDataDependencies: ['price']
         };
     }
 
-    static getDependencies() {
-        return ['user-history-reconstructor'];
-    }
+    static getDependencies() { return ['user-history-reconstructor']; }
 
     static getSchema() {
         const schema = {
             "type": "object",
             "properties": {
-                "avgEntry": { "type": "number" },
-                "holderCount": { "type": "number" },
-                "profitabilityPct": { "type": "number" },
-                "state": { "type": "string" }
+                "avgEntry": { "type": "number", "description": "Global average entry price for all holders." },
+                "holderCount": { "type": "number", "description": "Total number of users holding the asset." },
+                "profitabilityPct": { "type": "number", "description": "Percentage distance between current price and avg entry." },
+                "state": { "type": "string", "description": "Profitability state: PROFIT_SUPPORT or LOSS_RESISTANCE." }
             },
             "required": ["avgEntry", "holderCount", "profitabilityPct", "state"]
         };
+        // The result is a Map of Ticker -> Schema
         return { "type": "object", "patternProperties": { "^.*$": schema } };
     }
 
     async process(context) {
         const { computed, prices, math } = context;
-
-        // 1. Access the output of the Standard calculation
         const userReconstructions = computed['user-history-reconstructor'];
         if (!userReconstructions) return;
 
-        const aggregator = {}; // { AAPL: { sumEntry: 0, count: 0 } }
+        const aggregator = {};
 
-        // 2. Iterate over all users' reconstructed states
+        // 1. Iterate Users
         for (const userId in userReconstructions) {
             const userPortfolio = userReconstructions[userId];
 
             for (const ticker in userPortfolio) {
-                const position = userPortfolio[ticker];
-
-                if (!aggregator[ticker]) aggregator[ticker] = { sumEntry: 0, count: 0 };
+                const stats = userPortfolio[ticker];
 
-                // Aggregating global average entry
-                aggregator[ticker].sumEntry += position.avgEntry;
-                aggregator[ticker].count++;
+                if (stats.isHolder === 1) {
+                    if (!aggregator[ticker]) aggregator[ticker] = { sumEntry: 0, count: 0 };
+                    aggregator[ticker].sumEntry += stats.avgEntry;
+                    aggregator[ticker].count++;
+                }
             }
         }
 
-        // 3. Compute Global Average vs Current Price
+        // 2. Compute Global Cost Basis
         for (const ticker in aggregator) {
             const data = aggregator[ticker];
-            if (data.count < 10) continue; // Noise filter
+            if (data.count < 5) continue; 
 
             const globalAvgEntry = data.sumEntry / data.count;
 
-            // Get today's closing price
+            // Get Price for Context Date
             const priceHistory = math.priceExtractor.getHistory(prices, ticker);
-            // The last item in price history for this context is "Today"
             const lastPriceObj = priceHistory[priceHistory.length - 1];
             const currentPrice = lastPriceObj ? lastPriceObj.price : globalAvgEntry;
 

package/calculations/core/leverage-divergence.js

@@ -7,24 +7,22 @@ class LeverageDivergence {
             type: 'meta',
             category: 'History Reconstruction',
             userType: 'n/a',
-            isHistorical: true, // <--- Needs yesterday's result
+            isHistorical: true, 
             rootDataDependencies: []
         };
     }
 
-    static getDependencies() {
-        return ['user-history-reconstructor'];
-    }
+    static getDependencies() { return ['user-history-reconstructor']; }
 
     static getSchema() {
         const schema = {
             "type": "object",
             "properties": {
-                "levHolders": { "type": "number" },
-                "spotHolders": { "type": "number" },
-                "levDelta": { "type": "number" },
-                "spotDelta": { "type": "number" },
-                "signal": { "type": "string" }
+                "levHolders": { "type": "number", "description": "Count of holders with leverage > 1.1x." },
+                "spotHolders": { "type": "number", "description": "Count of holders with leverage <= 1.1x." },
+                "levDelta": { "type": "number", "description": "Change in leveraged holders vs yesterday." },
+                "spotDelta": { "type": "number", "description": "Change in spot holders vs yesterday." },
+                "signal": { "type": "string", "description": "Divergence signal: NEUTRAL, SMART_ACCUMULATION, SPECULATIVE_PUMP, SMART_EXIT." }
             },
             "required": ["levHolders", "spotHolders", "levDelta", "spotDelta", "signal"]
         };
@@ -35,29 +33,30 @@ class LeverageDivergence {
         const { computed, previousComputed } = context;
 
         const currentReconstruction = computed['user-history-reconstructor'];
-        // Access SELF from yesterday
         const previousResult = previousComputed['leverage-divergence'];
 
-        const currentAgg = {}; // { AAPL: { levHolders: 0, spotHolders: 0 } }
+        const currentAgg = {};
 
         // 1. Build Today's Aggregates
         for (const userId in currentReconstruction) {
             const userPortfolio = currentReconstruction[userId];
+
             for (const ticker in userPortfolio) {
-                const pos = userPortfolio[ticker];
+                const stats = userPortfolio[ticker];
 
-                if (!currentAgg[ticker]) currentAgg[ticker] = { levHolders: 0, spotHolders: 0 };
+                if (stats.isHolder === 1) {
+                    if (!currentAgg[ticker]) currentAgg[ticker] = { levHolders: 0, spotHolders: 0 };
 
-                // If avg leverage > 1.1, count as "Leveraged Holder"
-                if (pos.avgLeverage > 1.1) {
-                    currentAgg[ticker].levHolders++;
-                } else {
-                    currentAgg[ticker].spotHolders++;
+                    if (stats.avgLeverage > 1.1) {
+                        currentAgg[ticker].levHolders++;
+                    } else {
+                        currentAgg[ticker].spotHolders++;
+                    }
                 }
             }
         }
 
-        // 2. Compare with Yesterday
+        // 2. Compare with Previous Day
         for (const ticker in currentAgg) {
             const curr = currentAgg[ticker];
             const prev = previousResult ? previousResult[ticker] : null;
@@ -71,12 +70,10 @@ class LeverageDivergence {
             const spotDelta = curr.spotHolders - prev.spotHolders;
 
             let signal = 'NEUTRAL';
-
-            // Retail (Spot) Buying + Speculators (Lev) Selling = Smart Money Exit
-            if (spotDelta > 0 && levDelta < 0) signal = 'SMART_EXIT';
-
-            // Retail (Spot) Selling + Speculators (Lev) Buying = High Conviction Pump
-            if (spotDelta < 0 && levDelta > 0) signal = 'SPECULATIVE_PUMP';
+            if (spotDelta > 0 && levDelta < 0) signal = 'SMART_ACCUMULATION';
+            else if (spotDelta < 0 && levDelta > 0) signal = 'SPECULATIVE_PUMP';
+            else if (spotDelta > 0 && levDelta > 0) signal = 'BROAD_ACCUMULATION';
+            else if (spotDelta < 0 && levDelta < 0) signal = 'BROAD_EXIT';
 
             this.results[ticker] = {
                 ...curr,

package/calculations/core/liquidation-cascade.js

@@ -12,18 +12,16 @@ class LiquidationCascade {
         };
     }
 
-    static getDependencies() {
-        return ['user-history-reconstructor'];
-    }
+    static getDependencies() { return ['user-history-reconstructor']; }
 
     static getSchema() {
         const schema = {
             "type": "object",
             "properties": {
-                "totalClosures": { "type": "number" },
-                "forcedClosures": { "type": "number" },
-                "painIndex": { "type": "number" },
-                "isFlushEvent": { "type": "boolean" }
+                "totalClosures": { "type": "number", "description": "Total number of positions closed today." },
+                "forcedClosures": { "type": "number", "description": "Number of positions closed via Stop Loss (Reason 1)." },
+                "painIndex": { "type": "number", "description": "Ratio of forced closures to total closures (0.0 - 1.0)." },
+                "isFlushEvent": { "type": "boolean", "description": "True if painIndex > 0.3." }
             },
             "required": ["totalClosures", "forcedClosures", "painIndex", "isFlushEvent"]
         };
@@ -37,34 +35,35 @@ class LiquidationCascade {
 
         const aggregator = {};
 
-        // 1. Aggregate Forced Exits
         for (const userId in userReconstructions) {
             const userPortfolio = userReconstructions[userId];
 
             for (const ticker in userPortfolio) {
-                const position = userPortfolio[ticker];
+                const stats = userPortfolio[ticker];
 
-                if (position.closedToday > 0) {
-                    if (!aggregator[ticker]) aggregator[ticker] = { closed: 0, forced: 0 };
+                if (stats.didSell > 0) {
+                    if (!aggregator[ticker]) aggregator[ticker] = { totalClosed: 0, forced: 0 };
 
-                    aggregator[ticker].closed += position.closedToday;
-                    aggregator[ticker].forced += position.forcedExits;
+                    aggregator[ticker].totalClosed += stats.didSell;
+                    
+                    if (stats.closeReasons && stats.closeReasons["1"]) {
+                        aggregator[ticker].forced += stats.closeReasons["1"];
+                    }
                 }
             }
         }
 
-        // 2. Calculate Pain Index
         for (const ticker in aggregator) {
             const data = aggregator[ticker];
-            if (data.closed < 5) continue;
+            if (data.totalClosed < 5) continue;
 
-            const forcedRatio = data.forced / data.closed;
+            const forcedRatio = data.forced / data.totalClosed;
 
             this.results[ticker] = {
-                totalClosures: data.closed,
+                totalClosures: data.totalClosed,
                 forcedClosures: data.forced,
-                painIndex: forcedRatio, // 0.0 to 1.0
-                isFlushEvent: forcedRatio > 0.3 // Flag if >30% of selling was forced
+                painIndex: forcedRatio,
+                isFlushEvent: forcedRatio > 0.3
             };
         }
     }

package/calculations/core/user-history-reconstructor.js

@@ -1,18 +1,14 @@
-/**
- * @fileoverview Reconstructs a user's portfolio state for a specific date from their trade history.
- * Acts as the "Map" phase for downstream Meta aggregations.
- */
 class UserHistoryReconstructor {
     constructor() {
-        this.results = {}; // Output: { "user_id": { "AAPL": { ...stats... } } }
+        this.results = {}; 
     }
 
     static getMetadata() {
         return {
             name: 'user-history-reconstructor',
             type: 'standard', 
-            category: 'History Reconstruction', // <--- Specific Category
-            userType: 'all',                    // <--- Processes User Data
+            category: 'History Reconstruction',
+            userType: 'all',
             isHistorical: false,
             rootDataDependencies: ['history']
         };
@@ -21,15 +17,29 @@ class UserHistoryReconstructor {
     static getDependencies() { return []; }
 
     static getSchema() {
-        return {
-            "USER_ID": {
-                "TICKER": {
-                    "activeCount": 1,
-                    "avgEntry": 0.0,
-                    "avgLeverage": 1.0,
-                    "closedToday": 0,
-                    "forcedExits": 0
+        // Schema for a single Ticker's stats
+        const tickerSchema = {
+            "type": "object",
+            "properties": {
+                "isHolder": { "type": "number", "description": "1 if the user holds the asset at EOD, 0 otherwise." },
+                "didBuy": { "type": "number", "description": "Count of buy trades executed today." },
+                "didSell": { "type": "number", "description": "Count of sell trades executed today." },
+                "avgEntry": { "type": "number", "description": "Average entry price of held positions." },
+                "avgLeverage": { "type": "number", "description": "Average leverage of held positions." },
+                "buyLeverage": { "type": "number", "description": "Average leverage of new buys executed today." },
+                "closeReasons": { 
+                    "type": "object", 
+                    "description": "Map of close reason codes to counts (0=Manual, 1=Stop/Liq, 5=TP)." 
                 }
+            },
+            "required": ["isHolder", "didBuy", "didSell", "avgEntry", "avgLeverage"]
+        };
+
+        // The result for a user is a Map of Ticker -> TickerSchema
+        return {
+            "type": "object",
+            "patternProperties": {
+                "^.*$": tickerSchema
             }
         };
     }
@@ -37,72 +47,107 @@ class UserHistoryReconstructor {
     async process(context) {
         const { user, math, mappings, date } = context;
         
-        // 1. Get History
+        // 1. Get History (V2 Format Only)
         const history = math.history.getDailyHistory(user);
         const allTrades = history?.PublicHistoryPositions || [];
         
         if (allTrades.length === 0) return;
 
-        // 2. Filter for Active Trades on this Date
-        const activeTrades = math.history.getActiveTradesForDate(allTrades, date.today);
-        if (activeTrades.length === 0) return;
+        // 2. Define Time Boundaries for "Yesterday" (Target Date)
+        const dayStart = new Date(date.today + "T00:00:00.000Z").getTime();
+        const dayEnd   = new Date(date.today + "T23:59:59.999Z").getTime();
 
-        // 3. Initialize User State
         this.results[user.id] = {};
         const userState = this.results[user.id];
 
-        const dayStart = new Date(date.today + "T00:00:00.000Z").getTime();
-        const dayEnd   = new Date(date.today + "T23:59:59.999Z").getTime();
-
-        for (const trade of activeTrades) {
+        for (const trade of allTrades) {
             const instId = trade.InstrumentID;
             const ticker = mappings.instrumentToTicker[instId];
             if (!ticker) continue;
 
+            // Parse Dates
+            const openTime = new Date(trade.OpenDateTime).getTime();
+            const closeTime = trade.CloseDateTime ? new Date(trade.CloseDateTime).getTime() : null;
+
+            // 3. Determine States
+            const isOpenBeforeEOD = openTime <= dayEnd;
+            // Active if it wasn't closed before the day started
+            const isClosedAfterSOD = closeTime === null || closeTime >= dayStart;
+            
+            const wasActiveToday = isOpenBeforeEOD && isClosedAfterSOD;
+
+            // "Held" means active at End of Day
+            const isHeldAtEOD = isOpenBeforeEOD && (closeTime === null || closeTime > dayEnd);
+
+            // "Opened" means OpenTime is inside today
+            const isOpenedToday = openTime >= dayStart && openTime <= dayEnd;
+
+            // "Closed" means CloseTime is inside today
+            const isClosedToday = closeTime !== null && closeTime >= dayStart && closeTime <= dayEnd;
+
+            if (!wasActiveToday) continue;
+
             if (!userState[ticker]) {
-                userState[ticker] = { 
-                    activeCount: 0, 
-                    totalEntry: 0, 
-                    totalLev: 0,
-                    closedToday: 0,
-                    forcedExits: 0
+                userState[ticker] = {
+                    isHolder: 0,
+                    didBuy: 0,
+                    didSell: 0,
+                    sumEntry: 0,
+                    sumLev: 0,
+                    holdCount: 0,
+                    sumBuyLev: 0,
+                    closeReasons: { "0": 0, "1": 0, "5": 0 }
                 };
             }
-
             const stats = userState[ticker];
-            
-            // Accumulate Holding State
-            stats.activeCount++;
-            stats.totalEntry += (trade.OpenRate || 0);
-            stats.totalLev += (trade.Leverage || 1);
-
-            // Check for Closure Events happening TODAY
-            if (trade.CloseDateTime) {
-                const closeTime = new Date(trade.CloseDateTime).getTime();
-                if (closeTime >= dayStart && closeTime <= dayEnd) {
-                    stats.closedToday++;
-                    // CloseReason: 1 = Stop Loss, 5 = Take Profit, 0 = Manual
-                    if (trade.CloseReason === 1) stats.forcedExits++; 
-                }
+
+            // 4. Populate Metrics
+            if (isHeldAtEOD) {
+                stats.isHolder = 1;
+                stats.holdCount++;
+                stats.sumEntry += (trade.OpenRate || 0);
+                stats.sumLev += (trade.Leverage || 1);
+            }
+
+            if (isOpenedToday) {
+                stats.didBuy++;
+                stats.sumBuyLev += (trade.Leverage || 1);
+            }
+
+            if (isClosedToday) {
+                stats.didSell++;
+                const reason = String(trade.CloseReason || 0);
+                if (stats.closeReasons[reason] === undefined) stats.closeReasons[reason] = 0;
+                stats.closeReasons[reason]++;
             }
         }
 
-        // 4. Finalize Averages for this User
+        // 5. Cleanup / Average
         for (const ticker in userState) {
             const stats = userState[ticker];
-            if (stats.activeCount > 0) {
-                stats.avgEntry = stats.totalEntry / stats.activeCount;
-                stats.avgLeverage = stats.totalLev / stats.activeCount;
+            
+            if (stats.holdCount > 0) {
+                stats.avgEntry = stats.sumEntry / stats.holdCount;
+                stats.avgLeverage = stats.sumLev / stats.holdCount;
+            } else {
+                stats.avgEntry = 0;
+                stats.avgLeverage = 0;
             }
-            // Cleanup intermediate sums
-            delete stats.totalEntry;
-            delete stats.totalLev;
+
+            if (stats.didBuy > 0) {
+                stats.buyLeverage = stats.sumBuyLev / stats.didBuy;
+            } else {
+                stats.buyLeverage = 0;
+            }
+
+            delete stats.sumEntry;
+            delete stats.sumLev;
+            delete stats.sumBuyLev;
+            delete stats.holdCount;
         }
     }
 
-    async getResult() {
-        return this.results;
-    }
+    async getResult() { return this.results; }
 }
 
 module.exports = UserHistoryReconstructor;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "aiden-shared-calculations-unified",
-  "version": "1.0.105",
+  "version": "1.0.106",
   "description": "Shared calculation modules for the BullTrackers Computation System.",
   "main": "index.js",
   "files": [

package/calculations/audit_results.txt

@@ -1,97 +0,0 @@
-Scanning 92 files...
-
---- Files MISSING getSchema() ---
-
---- Files WITH getSchema() ---
-capitulation\asset-volatility-estimator.js
-capitulation\retail-capitulation-risk-forecast.js
-core\asset-cost-basis-profile.js
-core\asset-pnl-status.js
-core\asset-position-size.js
-core\average-daily-pnl-all-users.js
-core\average-daily-pnl-per-sector.js
-core\average-daily-pnl-per-stock.js
-core\average-daily-position-pnl.js
-core\crowd-cost-basis.js
-core\holding-duration-per-asset.js
-core\insights-daily-bought-vs-sold-count.js
-core\insights-daily-ownership-delta.js
-core\insights-sentimet-per-stock.js
-core\insights-total-long-per-sector.js
-core\Insights-total-long-per-stock.js
-core\insights-total-positions-held.js
-core\instrument-price-change-1d.js
-core\instrument-price-momentum-20d.js
-core\leverage-divergence.js
-core\liquidation-cascade.js
-core\long-position-per-stock.js
-core\overall-holding-duration.js
-core\overall-profitability-ratio.js
-core\ownership-vs-performance-ytd.js
-core\ownership-vs-volatility.js
-core\platform-buy-sell-sentiment.js
-core\platform-daily-bought-vs-sold-count.js
-core\platform-daily-ownership-delta.js
-core\platform-ownership-per-sector.js
-core\platform-total-positions-held.js
-core\pnl-distribution-per-stock.js
-core\price-metrics.js
-core\profitability-ratio-per-sector.js
-core\profitability-ratio-per-stock.js
-core\profitability-skew-per-stock.js
-core\profitable-and-unprofitable-status.js
-core\sentiment-per-stock.js
-core\short-interest-growth.js
-core\short-position-per-stock.js
-core\social-activity-aggregation.js
-core\social-asset-posts-trend.js
-core\social-event-correlation.js
-core\social-sentiment-aggregation.js
-core\social-top-mentioned-words.js
-core\social-topic-interest-evolution.js
-core\social-topic-sentiment-matrix.js
-core\social-word-mentions-trend.js
-core\speculator-asset-sentiment.js
-core\speculator-danger-zone.js
-core\speculator-distance-to-stop-loss-per-leverage.js
-core\speculator-distance-to-tp-per-leverage.js
-core\speculator-entry-distance-to-sl-per-leverage.js
-core\speculator-entry-distance-to-tp-per-leverage.js
-core\speculator-leverage-per-asset.js
-core\speculator-leverage-per-sector.js
-core\speculator-risk-reward-ratio-per-asset.js
-core\speculator-stop-loss-distance-by-sector-short-long-breakdown.js
-core\speculator-stop-loss-distance-by-ticker-short-long-breakdown.js
-core\speculator-stop-loss-per-asset.js
-core\speculator-take-profit-per-asset.js
-core\speculator-tsl-per-asset.js
-core\total-long-figures.js
-core\total-long-per-sector.js
-core\total-short-figures.js
-core\total-short-per-sector.js
-core\trending-ownership-momentum.js
-core\user-history-reconstructor.js
-core\users-processed.js
-gauss\cohort-capital-flow.js
-gauss\cohort-definer.js
-gauss\daily-dna-filter.js
-gauss\gauss-divergence-signal.js
-gem\cohort-momentum-state.js
-gem\cohort-skill-definition.js
-gem\platform-conviction-divergence.js
-gem\quant-skill-alpha-signal.js
-gem\skilled-cohort-flow.js
-gem\skilled-unskilled-divergence.js
-gem\unskilled-cohort-flow.js
-ghost-book\cost-basis-density.js
-ghost-book\liquidity-vacuum.js
-ghost-book\retail-gamma-exposure.js
-helix\helix-contrarian-signal.js
-helix\herd-consensus-score.js
-helix\winner-loser-flow.js
-predicative-alpha\cognitive-dissonance.js
-predicative-alpha\diamond-hand-fracture.js
-predicative-alpha\mimetic-latency.js
-pyro\risk-appetite-index.js
-pyro\squeeze-potential.js
-pyro\volatility-signal.js

package/calculations/audit_schemas.js

@@ -1,47 +0,0 @@
-const fs = require('fs');
-const path = require('path');
-
-const rootDir = __dirname;
-
-function getAllFiles(dirPath, arrayOfFiles) {
-    const files = fs.readdirSync(dirPath);
-
-    arrayOfFiles = arrayOfFiles || [];
-
-    files.forEach(function (file) {
-        if (fs.statSync(dirPath + "/" + file).isDirectory()) {
-            arrayOfFiles = getAllFiles(dirPath + "/" + file, arrayOfFiles);
-        } else {
-            if (file.endsWith('.js') && file !== 'audit_schemas.js') {
-                arrayOfFiles.push(path.join(dirPath, "/", file));
-            }
-        }
-    });
-
-    return arrayOfFiles;
-}
-
-const files = getAllFiles(rootDir);
-let missingSchema = [];
-let hasSchema = [];
-
-const output = [];
-output.push(`Scanning ${files.length} files...`);
-
-files.forEach(file => {
-    const content = fs.readFileSync(file, 'utf8');
-    if (content.includes('static getSchema()')) {
-        hasSchema.push(file);
-    } else {
-        missingSchema.push(file);
-    }
-});
-
-output.push('\n--- Files MISSING getSchema() ---');
-missingSchema.forEach(f => output.push(path.relative(rootDir, f)));
-
-output.push('\n--- Files WITH getSchema() ---');
-hasSchema.forEach(f => output.push(path.relative(rootDir, f)));
-
-fs.writeFileSync(path.join(rootDir, 'audit_results.txt'), output.join('\n'));
-console.log('Audit complete. Results written to audit_results.txt');