aiden-shared-calculations-unified 1.0.12 → 1.0.14

package/calculations/meta/cash-flow-deployment.js

@@ -0,0 +1,117 @@
+const { FieldValue } = require('@google-cloud/firestore');
+
+class CashFlowDeployment {
+    constructor() {
+        this.lookbackDays = 7;
+        this.correlationWindow = 3;
+        this.depositSignalThreshold = -1.0;
+    }
+
+    _getDateStr(baseDate, daysAgo) {
+        const date = new Date(baseDate + 'T00:00:00Z');
+        date.setUTCDate(date.getUTCDate() - daysAgo);
+        return date.toISOString().slice(0, 10);
+    }
+
+    async process(dateStr, dependencies, config) {
+        const { db, logger } = dependencies;
+        const collection = config.resultsCollection;
+
+        // build all needed refs in advance for this day
+        const dateRefs = [];
+        const dates = [];
+
+        for (let i = 1; i <= this.lookbackDays; i++) {
+            const checkDate = this._getDateStr(dateStr, i);
+            dates.push({ date: checkDate, category: 'capital_flow', computation: 'crowd-cash-flow-proxy' });
+        }
+
+        // add refs for today's 2 dependencies
+        dates.push({ date: dateStr, category: 'capital_flow', computation: 'crowd-cash-flow-proxy' });
+        dates.push({ date: dateStr, category: 'behavioural', computation: 'asset-crowd-flow' });
+
+        // build refs array
+        const refs = dates.map(d =>
+            db.collection(collection).doc(d.date)
+                .collection('results').doc(d.category)
+                .collection('computations').doc(d.computation)
+        );
+
+        const snapshots = await db.getAll(...refs);
+
+        // build map(path -> data)
+        const dataMap = new Map();
+        snapshots.forEach((snap, idx) => {
+            if (snap.exists) dataMap.set(idx, snap.data());
+        });
+
+        // find deposit signal
+        let depositSignal = null;
+        let depositSignalDay = null;
+
+        for (let i = 0; i < this.lookbackDays; i++) {
+            const flowData = dataMap.get(i);
+            const dateUsed = dates[i].date;
+            if (flowData && flowData.cash_flow_effect_proxy < this.depositSignalThreshold) {
+                depositSignal = flowData;
+                depositSignalDay = dateUsed;
+                break;
+            }
+        }
+
+        if (!depositSignal) {
+            return {
+                status: 'no_signal_found',
+                lookback_days: this.lookbackDays,
+                signal_threshold: this.depositSignalThreshold
+            };
+        }
+
+        const daysSinceSignal = (new Date(dateStr) - new Date(depositSignalDay)) / (1000 * 60 * 60 * 24);
+
+        if (daysSinceSignal <= 0 || daysSinceSignal > this.correlationWindow) {
+            return {
+                status: 'outside_correlation_window',
+                signal_day: depositSignalDay,
+                days_since_signal: daysSinceSignal
+            };
+        }
+
+        // today's two dependencies are the last 2 refs
+        const cashFlowData = dataMap.get(this.lookbackDays);
+        const assetFlowData = dataMap.get(this.lookbackDays + 1);
+
+        if (!cashFlowData || !assetFlowData) {
+            logger.log('WARN', `[CashFlowDeployment] Missing dependency data for ${dateStr}. Skipping.`);
+            return null;
+        }
+
+        const netSpendPct = cashFlowData.components?.trading_effect || 0;
+        const netDepositPct = Math.abs(depositSignal.cash_flow_effect_proxy);
+
+        const topBuys = Object.entries(assetFlowData)
+            .filter(([ticker, data]) => data.net_crowd_flow_pct > 0)
+            .sort(([, a], [, b]) => b.net_crowd_flow_pct - a.net_crowd_flow_pct)
+            .slice(0, 10)
+            .map(([ticker, data]) => ({
+                ticker,
+                net_flow_pct: data.net_crowd_flow_pct
+            }));
+
+        return {
+            status: 'analysis_complete',
+            analysis_date: dateStr,
+            signal_date: depositSignalDay,
+            days_since_signal: daysSinceSignal,
+            signal_deposit_proxy_pct: netDepositPct,
+            day_net_spend_pct: netSpendPct,
+            pct_of_deposit_deployed_today: (netSpendPct / netDepositPct) * 100,
+            top_deployment_assets: topBuys
+        };
+    }
+
+    async getResult() { return null; }
+    reset() {}
+}
+
+module.exports = CashFlowDeployment;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "aiden-shared-calculations-unified",
-  "version": "1.0.12",
+  "version": "1.0.14",
   "description": "Shared calculation modules for the BullTrackers Computation System.",
   "main": "index.js",
   "files": [