aiden-shared-calculations-unified 1.0.149 → 1.0.150

package/calculations/alerts/Behaviour.js

@@ -3,8 +3,6 @@
  * Uses Mahalanobis Distance to detect complex deviations in investor behavior.
  * Features: Concentration (HHI), Martingale Propensity, Capacity Strain, Risk Score.
  */
-
-
 class BehavioralAnomaly {
     constructor() {
         this.results = {};
@@ -17,9 +15,8 @@ class BehavioralAnomaly {
             type: 'standard',
             isHistorical: true, 
             
-            // We request 60 days to build a strong baseline.
-            // [UPDATED] The system now intelligently checks the Root Data Index 
-            // and only fetches dates that actually exist, saving reads automatically.
+            // RESTORED: Request full 60-day history for both Portfolio and Rankings.
+            // CachedDataLoader handles this efficiently via reference pointers.
             rootDataSeries: {
                 portfolio: 60,
                 rankings: 60 
@@ -28,7 +25,6 @@ class BehavioralAnomaly {
             rootDataDependencies: ['portfolio', 'rankings', 'history'],
             userType: 'POPULAR_INVESTOR',
             
-            // Allows the computation to run even if today's specific root data is missing
             canHaveMissingRoots: true,
             isAlertComputation: true,
             mandatoryRoots: ['portfolio', 'history'],
@@ -39,14 +35,21 @@ class BehavioralAnomaly {
 
     // --- Helpers ---
 
-    /**
-     * Helper: Calculates the Herfindahl-Hirschman Index (Concentration)
-     * [FIX] Updated to accept 'math' context instead of 'layers'
-     */
+    findClosestData(dateStr, seriesMap, maxLookback = 5) {
+        if (!seriesMap) return null;
+        if (seriesMap[dateStr]) return seriesMap[dateStr];
+
+        let current = new Date(dateStr);
+        for (let i = 0; i < maxLookback; i++) {
+            current.setUTCDate(current.getUTCDate() - 1);
+            const dString = current.toISOString().slice(0, 10);
+            if (seriesMap[dString]) return seriesMap[dString];
+        }
+        return null;
+    }
+
     calculateHHI(portfolio, math) {
         if (!portfolio) return 0;
-        
-        // [FIX] DataExtractor is available directly on the flattened math object
         const { DataExtractor } = math;
         const positions = DataExtractor.getPositions(portfolio, 'POPULAR_INVESTOR');
         
@@ -55,29 +58,22 @@ class BehavioralAnomaly {
         let sumSquares = 0;
         let totalValue = 0;
 
-        positions.forEach(p => {
-            const val = DataExtractor.getPositionValue(p);
-            totalValue += val;
-        });
+        positions.forEach(p => totalValue += DataExtractor.getPositionValue(p));
 
         if (totalValue === 0) return 0;
 
         positions.forEach(p => {
-            const val = DataExtractor.getPositionValue(p);
-            const weight = val / totalValue;
+            const weight = DataExtractor.getPositionValue(p) / totalValue;
             sumSquares += (weight * weight);
         });
 
         return sumSquares;
     }
 
-    /**
-     * Helper: Calculates Martingale Score (Doubling down after loss)
-     */
     calculateMartingaleScore(tradeHistory) {
         if (!tradeHistory || tradeHistory.length < 2) return 0;
         
-        // Sort ascending
+        // Trades are already filtered by date in the main loop logic
         const sorted = [...tradeHistory].sort((a, b) => new Date(a.CloseDateTime) - new Date(b.CloseDateTime));
         const recentTrades = sorted.slice(-30);
         
@@ -100,27 +96,7 @@ class BehavioralAnomaly {
         return lossEvents > 0 ? (martingaleResponses / lossEvents) : 0;
     }
 
-    /**
-     * "Use Closest" Logic: Looks for recent valid data point
-     */
-    findClosestData(dateStr, seriesMap, maxLookback = 5) {
-        if (!seriesMap) return null;
-        if (seriesMap[dateStr]) return seriesMap[dateStr];
-
-        let current = new Date(dateStr);
-        for (let i = 0; i < maxLookback; i++) {
-            current.setUTCDate(current.getUTCDate() - 1);
-            const dString = current.toISOString().slice(0, 10);
-            if (seriesMap[dString]) return seriesMap[dString];
-        }
-        return null;
-    }
-
-    /**
-     * [FIX] Updated to accept 'math' context instead of 'layers'
-     */
     getDailyVector(portfolio, rankings, history, math) {
-        // [FIX] RankingsExtractor is available directly on the flattened math object
         const { RankingsExtractor } = math;
 
         const hhi = this.calculateHHI(portfolio, math);
@@ -140,79 +116,79 @@ class BehavioralAnomaly {
     }
 
     process(context) {
-        // [FIX] Use 'math' from context (ContextFactory flattens layers into 'math')
-        // [FIX] Access 'globalData' to retrieve series
         const { math, globalData } = context; 
         const { LinearAlgebra } = math;
         const userId = context.user.id;
         
-        // [FIX] Series data is located in globalData.series
         const seriesData = globalData?.series?.root || {};
         const portfolioSeries = seriesData.portfolio || {};
         const rankingsSeries = seriesData.rankings || {};
         
-        // The Loader now provides only existing data, so Object.keys(portfolioSeries)
-        // is already the "clean" list of available dates.
+        // Full Trade History (Contains ALL time, so we must filter it)
+        const fullHistory = context.user.history || [];
+
         const availableDates = Object.keys(portfolioSeries).sort();
         const trainingVectors = [];
 
-        // 1. Build Baseline from Available Series Data
+        // 1. Build Baseline
         for (const date of availableDates) {
             const datePortfolio = portfolioSeries[date][userId];
             if (!datePortfolio) continue;
 
+            // CRITICAL FIX: Filter History to avoid "Time Travel"
+            // We only look at trades that had closed ON or BEFORE this specific loop date.
+            const loopDateObj = new Date(date);
+            const historyAsOfDate = fullHistory.filter(t => new Date(t.CloseDateTime) <= loopDateObj);
+
+            // Robust Lookup: Find ranking for this date (or closest recent date)
             const rankingsSnapshot = this.findClosestData(date, rankingsSeries);
             const userRanking = rankingsSnapshot ? rankingsSnapshot.find(r => String(r.CustomerId) === String(userId)) : null;
 
             const vec = this.getDailyVector(
                 datePortfolio, 
                 userRanking, 
-                context.user.history, 
-                math // [FIX] Pass math object
+                historyAsOfDate, // Pass filtered history
+                math
             );
             trainingVectors.push(vec);
         }
 
-        // 2. Minimum Viable Baseline Constraint
-        // We requested 60 days, but we accept as few as 15 (approx 3 weeks) 
-        // to avoid "2 month" delay for new users while ensuring statistical fairness.
+        // 2. Minimum Viable Baseline
         const MIN_DATAPOINTS = 15;
-        
         if (trainingVectors.length < MIN_DATAPOINTS) {
             this.results[userId] = { 
                 status: 'INSUFFICIENT_BASELINE', 
-                dataPoints: trainingVectors.length,
-                required: MIN_DATAPOINTS,
-                info: 'Waiting for more history to generate fair alerts' 
+                dataPoints: trainingVectors.length 
             };
             return;
         }
 
-        // 3. Compute Statistics
+        // 3. Compute Statistics (Covariance Matrix)
         const stats = LinearAlgebra.covarianceMatrix(trainingVectors);
         const inverseCov = LinearAlgebra.invertMatrix(stats.matrix);
 
-        // Singular Matrix Check
+        // Singular Matrix Check (If behavior is perfectly identical every day)
         if (!inverseCov) {
-            this.results[userId] = { status: 'STABLE_STATE', info: 'Variance too low to detect anomalies' };
+            this.results[userId] = { status: 'STABLE_STATE', info: 'Variance too low' };
             return;
         }
 
         // 4. Compute Today's Vector
+        // We use the explicit 'today' injection, or fallback to the series
         const todayRanking = context.user.rankEntry || 
                              (this.findClosestData(context.date.today, rankingsSeries) || [])
                              .find(r => String(r.CustomerId) === String(userId));
 
         const todayVector = this.getDailyVector(
-            context.user.portfolio,
+            context.user.portfolio.today, 
             todayRanking,
-            context.user.history,
-            math // [FIX] Pass math object
+            fullHistory, // Today includes all history
+            math
         );
 
         // 5. Calculate Distance
         const distance = LinearAlgebra.mahalanobisDistance(todayVector, stats.means, inverseCov);
-        const IS_ANOMALY = distance > 3.5; // Slightly higher threshold for safety with smaller baselines
+        const IS_ANOMALY = distance > 3.5;
 
         if (IS_ANOMALY) {
             const featureNames = ['Concentration (HHI)', 'Martingale Behavior', 'Capacity Strain', 'Risk Score'];
@@ -240,6 +216,7 @@ class BehavioralAnomaly {
                 }
             };
             
+            // Add CID to index for downstream alert handlers
             if (!this.results.cids) this.results.cids = [];
             this.results.cids.push(userId);
         } else {
@@ -249,8 +226,6 @@ class BehavioralAnomaly {
             };
         }
     }
-
-    async getResult() { return this.results; }
 }
 
 module.exports = BehavioralAnomaly;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "aiden-shared-calculations-unified",
-  "version": "1.0.149",
+  "version": "1.0.150",
   "description": "Shared calculation modules for the BullTrackers Computation System.",
   "main": "index.js",
   "files": [