aiden-shared-calculations-unified 1.0.108 → 1.0.109

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

@@ -1,6 +1,9 @@
 /**
  * @fileoverview Reconstructs a user's full trading history timeline from a single snapshot.
- * Uses a Scan-Line algorithm to replay history and generate daily stats (Holders, Buys, Sells).
+ * Uses a Scan-Line algorithm to replay history and generate daily stats.
+ * * FEATURES:
+ * 1. Auto-Backfill: If running on the EARLIEST available root data date, it generates the full 365-day history.
+ * 2. Incremental Mode: If running on any later date, it only saves that specific date to save I/O.
  */
 
 class UserHistoryReconstructor {
@@ -14,16 +17,16 @@ class UserHistoryReconstructor {
             type: 'standard', 
             category: 'History Reconstruction',
             userType: 'all',
-            // False because we generate history internally from the snapshot
             isHistorical: false, 
-            rootDataDependencies: ['history']
+            rootDataDependencies: ['history'],
+            // [NEW] Request system injection for Date Boundaries
+            requiresEarliestDataDate: true 
         };
     }
 
     static getDependencies() { return []; }
 
     static getSchema() {
-        // Schema for a single Ticker's stats for a single Day
         const tickerDailyStats = {
             "type": "object",
             "properties": {
@@ -40,16 +43,13 @@ class UserHistoryReconstructor {
             }
         };
 
-        // Output is now: Date -> Ticker -> Stats
         return {
             "type": "object",
             "patternProperties": {
-                // Key is YYYY-MM-DD
-                "^\\d{4}-\\d{2}-\\d{2}$": {
+                "^\\d{4}-\\d{2}-\\d{2}$": { // Date Key
                     "type": "object",
                     "patternProperties": {
-                        // Key is Ticker
-                        "^.*$": tickerDailyStats
+                        "^.*$": tickerDailyStats // Ticker Key
                     }
                 }
             }
@@ -57,16 +57,31 @@ class UserHistoryReconstructor {
     }
 
     async process(context) {
-        const { user, math, mappings } = context;
+        const { user, math, mappings, date, system } = context;
+        const currentExecutionDateStr = date.today;
         
-        // 1. Get History (Granular V2 Format)
+        // 1. Determine Execution Mode (Backfill vs Incremental)
+        // We use the INJECTED value from context.system (provided by StandardExecutor)
+        let isEarliestRun = false;
+
+        if (system && system.earliestHistoryDate) {
+            const earliestHistoryStr = system.earliestHistoryDate.toISOString().slice(0, 10);
+            if (currentExecutionDateStr <= earliestHistoryStr) {
+                isEarliestRun = true;
+            }
+        } else {
+             // Fallback: If system context is missing, default to Incremental to prevent explosion
+             // console.warn(`[UserHistoryReconstructor] System context missing. Defaulting to Incremental mode.`);
+        }
+
+        // 2. Get History (Granular V2 Format)
         const history = math.history.getDailyHistory(user);
         const allTrades = history?.PublicHistoryPositions || [];
         
         if (allTrades.length === 0) return;
 
-        // 2. Identify all relevant tickers and dates
-        const events = []; // { time, type, trade, ticker }
+        // 3. Identify all relevant tickers and events
+        const events = []; 
         const tickerSet = new Set();
         
         for (const trade of allTrades) {
@@ -78,42 +93,34 @@ class UserHistoryReconstructor {
             const openTime = new Date(trade.OpenDateTime).getTime();
             const closeTime = trade.CloseDateTime ? new Date(trade.CloseDateTime).getTime() : null;
 
-            // Add OPEN event
             events.push({ time: openTime, type: 'OPEN', trade, ticker });
-
-            // Add CLOSE event (if closed)
             if (closeTime) { events.push({ time: closeTime, type: 'CLOSE', trade, ticker }); }
         }
 
-        // Sort events by time
         events.sort((a, b) => a.time - b.time);
-
         if (events.length === 0) return;
 
-        // 3. Scan-Line Execution (Replay History)
-        const userTimeline = {}; // { "2024-01-01": { "AAPL": {...} } }
+        // 4. Scan-Line Execution (Replay History)
+        const userTimeline = {}; 
+        const activePositions = new Map(); 
         
-        // Tracking State
-        const activePositions = new Map(); // Map<PositionID, Trade>
-        
-        // Determine Start and End dates for the loop
         const firstEventTime = events[0].time;
         const lastEventTime = events[events.length - 1].time;
         
         const startDate = new Date(firstEventTime); startDate.setUTCHours(0,0,0,0);
-        const endDate   = new Date(lastEventTime);   endDate.setUTCHours(0,0,0,0);
+        const endDate   = new Date(lastEventTime);  endDate.setUTCHours(0,0,0,0);
 
         let currentEventIdx = 0;
         const oneDayMs = 86400000;
 
-        // Iterate day by day from first trade to last trade
+        // Iterate day by day
         for (let d = startDate.getTime(); d <= endDate.getTime(); d += oneDayMs) {
             const dateStr = new Date(d).toISOString().slice(0, 10);
             const dayEnd = d + oneDayMs - 1;
 
-            const dayStats = {}; // Ticker -> Stats
+            const dayStats = {}; 
 
-            // Process all events that happened TODAY (before EOD)
+            // Process events for TODAY
             while (currentEventIdx < events.length && events[currentEventIdx].time <= dayEnd) {
                 const event = events[currentEventIdx];
                 const { ticker, trade, type } = event;
@@ -135,7 +142,7 @@ class UserHistoryReconstructor {
                 currentEventIdx++;
             }
 
-            // Snapshot the "Held" State at EOD
+            // Snapshot "Held" State at EOD
             for (const [posId, trade] of activePositions) {
                 const ticker = mappings.instrumentToTicker[trade.InstrumentID];
                 if (!ticker) continue;
@@ -143,16 +150,15 @@ class UserHistoryReconstructor {
                 if (!dayStats[ticker]) this.initTickerStats(dayStats, ticker);
                 
                 const stats = dayStats[ticker];
-                stats.isHolder = 1; // User is a holder today
+                stats.isHolder = 1; 
                 stats.holdCount++;
                 stats.sumEntry += (trade.OpenRate || 0);
                 stats.sumLev += (trade.Leverage || 1);
             }
 
-            // Finalize Averages for this Day
+            // Finalize Averages
             for (const ticker in dayStats) {
                 const stats = dayStats[ticker];
-                
                 if (stats.holdCount > 0) {
                     stats.avgEntry = stats.sumEntry / stats.holdCount;
                     stats.avgLeverage = stats.sumLev / stats.holdCount;
@@ -160,34 +166,27 @@ class UserHistoryReconstructor {
                 if (stats.didBuy > 0) {
                     stats.buyLeverage = stats.sumBuyLev / stats.didBuy;
                 }
-
-                // Cleanup temp sums
-                delete stats.sumEntry;
-                delete stats.sumLev;
-                delete stats.sumBuyLev;
-                delete stats.holdCount;
+                delete stats.sumEntry; delete stats.sumLev; delete stats.sumBuyLev; delete stats.holdCount;
             }
 
-            // Store in timeline if any activity exists for this day
+            // [LOGIC UPDATE] Selective Storage
+            // 1. If this is the EARLIEST run (Backfill), we save ALL calculated days.
+            // 2. If this is a normal run, we ONLY save the stats for the execution date.
             if (Object.keys(dayStats).length > 0) {
-                userTimeline[dateStr] = dayStats;
+                if (isEarliestRun) {
+                    userTimeline[dateStr] = dayStats;
+                } else if (dateStr === currentExecutionDateStr) {
+                    userTimeline[dateStr] = dayStats;
+                }
             }
         }
 
-        // 4. Output the full timeline for this user
-        // The ResultCommitter will handle splitting this into date buckets.
         this.results[user.id] = userTimeline;
     }
 
     initTickerStats(dayStats, ticker) {
         dayStats[ticker] = {
-            isHolder: 0,
-            didBuy: 0,
-            didSell: 0,
-            sumEntry: 0,
-            sumLev: 0,
-            holdCount: 0,
-            sumBuyLev: 0,
+            isHolder: 0, didBuy: 0, didSell: 0, sumEntry: 0, sumLev: 0, holdCount: 0, sumBuyLev: 0,
             closeReasons: { "0": 0, "1": 0, "5": 0 }
         };
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "aiden-shared-calculations-unified",
-  "version": "1.0.108",
+  "version": "1.0.109",
   "description": "Shared calculation modules for the BullTrackers Computation System.",
   "main": "index.js",
   "files": [