aiden-shared-calculations-unified 1.0.34 → 1.0.36
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.MD +77 -77
- package/calculations/activity/historical/activity_by_pnl_status.js +85 -85
- package/calculations/activity/historical/daily_asset_activity.js +85 -85
- package/calculations/activity/historical/daily_user_activity_tracker.js +144 -144
- package/calculations/activity/historical/speculator_adjustment_activity.js +76 -76
- package/calculations/asset_metrics/asset_position_size.js +57 -57
- package/calculations/backtests/strategy-performance.js +229 -245
- package/calculations/behavioural/historical/asset_crowd_flow.js +165 -170
- package/calculations/behavioural/historical/drawdown_response.js +58 -58
- package/calculations/behavioural/historical/dumb-cohort-flow.js +249 -249
- package/calculations/behavioural/historical/gain_response.js +57 -57
- package/calculations/behavioural/historical/in_loss_asset_crowd_flow.js +98 -98
- package/calculations/behavioural/historical/in_profit_asset_crowd_flow.js +99 -99
- package/calculations/behavioural/historical/paper_vs_diamond_hands.js +39 -39
- package/calculations/behavioural/historical/position_count_pnl.js +67 -67
- package/calculations/behavioural/historical/smart-cohort-flow.js +250 -250
- package/calculations/behavioural/historical/smart_money_flow.js +165 -165
- package/calculations/behavioural/historical/user-investment-profile.js +412 -412
- package/calculations/capital_flow/historical/crowd-cash-flow-proxy.js +121 -121
- package/calculations/capital_flow/historical/deposit_withdrawal_percentage.js +117 -117
- package/calculations/capital_flow/historical/new_allocation_percentage.js +49 -49
- package/calculations/insights/daily_bought_vs_sold_count.js +55 -55
- package/calculations/insights/daily_buy_sell_sentiment_count.js +49 -49
- package/calculations/insights/daily_ownership_delta.js +55 -55
- package/calculations/insights/daily_total_positions_held.js +39 -39
- package/calculations/meta/capital_deployment_strategy.js +129 -137
- package/calculations/meta/capital_liquidation_performance.js +121 -163
- package/calculations/meta/capital_vintage_performance.js +121 -158
- package/calculations/meta/cash-flow-deployment.js +110 -124
- package/calculations/meta/cash-flow-liquidation.js +126 -142
- package/calculations/meta/crowd_sharpe_ratio_proxy.js +83 -91
- package/calculations/meta/profit_cohort_divergence.js +77 -91
- package/calculations/meta/smart-dumb-divergence-index.js +116 -138
- package/calculations/meta/social_flow_correlation.js +99 -125
- package/calculations/pnl/asset_pnl_status.js +46 -46
- package/calculations/pnl/historical/profitability_migration.js +57 -57
- package/calculations/pnl/historical/user_profitability_tracker.js +117 -117
- package/calculations/pnl/profitable_and_unprofitable_status.js +64 -64
- package/calculations/sectors/historical/diversification_pnl.js +76 -76
- package/calculations/sectors/historical/sector_rotation.js +67 -67
- package/calculations/sentiment/historical/crowd_conviction_score.js +80 -80
- package/calculations/socialPosts/social-asset-posts-trend.js +52 -52
- package/calculations/socialPosts/social-top-mentioned-words.js +102 -102
- package/calculations/socialPosts/social-topic-interest-evolution.js +53 -53
- package/calculations/socialPosts/social-word-mentions-trend.js +62 -62
- package/calculations/socialPosts/social_activity_aggregation.js +103 -103
- package/calculations/socialPosts/social_event_correlation.js +121 -121
- package/calculations/socialPosts/social_sentiment_aggregation.js +114 -114
- package/calculations/speculators/historical/risk_appetite_change.js +54 -54
- package/calculations/speculators/historical/tsl_effectiveness.js +74 -74
- package/index.js +33 -33
- package/package.json +32 -32
- package/utils/firestore_utils.js +76 -76
- package/utils/price_data_provider.js +142 -142
- package/utils/sector_mapping_provider.js +74 -74
- package/calculations/capital_flow/historical/reallocation_increase_percentage.js +0 -63
- package/calculations/speculators/stop_loss_distance_by_sector_short_long_breakdown.js +0 -91
- package/calculations/speculators/stop_loss_distance_by_ticker_short_long_breakdown.js +0 -73
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/**
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* @fileoverview Aggregates counts of all topics extracted by the AI
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* from social posts for the day. Used to build a "Topic Interest Area" chart.
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* This calculation ONLY uses the social post insights context.
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*/
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class SocialTopicInterestEvolution {
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constructor() {
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this.topicCounts = {};
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this.processed = false;
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}
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/**
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* @param {null} todayPortfolio - Not used.
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* ... (other params not used) ...
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* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
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* @param {object} yesterdaySocialPostInsights - Not used.
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*/
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async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
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if (this.processed || !todaySocialPostInsights) {
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return;
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}
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this.processed = true;
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const posts = Object.values(todaySocialPostInsights);
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for (const post of posts) {
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// Topics are in post.sentiment.topics
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const topics = post.sentiment?.topics;
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if (!topics || !Array.isArray(topics)) continue;
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for (const topic of topics) {
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// Normalize topic for consistent aggregation
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const normalizedTopic = String(topic).toLowerCase().trim();
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if (normalizedTopic) {
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this.topicCounts[normalizedTopic] = (this.topicCounts[normalizedTopic] || 0) + 1;
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}
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}
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}
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}
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async getResult() {
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// Returns an object like: { "earnings": 45, "cpi": 12, "fed": 22 }
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return this.topicCounts;
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}
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reset() {
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this.topicCounts = {};
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this.processed = false;
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}
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}
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/**
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* @fileoverview Aggregates counts of all topics extracted by the AI
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* from social posts for the day. Used to build a "Topic Interest Area" chart.
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* This calculation ONLY uses the social post insights context.
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*/
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class SocialTopicInterestEvolution {
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constructor() {
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this.topicCounts = {};
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this.processed = false;
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}
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/**
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* @param {null} todayPortfolio - Not used.
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* ... (other params not used) ...
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* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
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* @param {object} yesterdaySocialPostInsights - Not used.
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*/
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async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
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if (this.processed || !todaySocialPostInsights) {
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return;
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}
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this.processed = true;
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const posts = Object.values(todaySocialPostInsights);
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for (const post of posts) {
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// Topics are in post.sentiment.topics
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const topics = post.sentiment?.topics;
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if (!topics || !Array.isArray(topics)) continue;
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for (const topic of topics) {
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// Normalize topic for consistent aggregation
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const normalizedTopic = String(topic).toLowerCase().trim();
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if (normalizedTopic) {
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this.topicCounts[normalizedTopic] = (this.topicCounts[normalizedTopic] || 0) + 1;
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}
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}
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}
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}
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async getResult() {
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// Returns an object like: { "earnings": 45, "cpi": 12, "fed": 22 }
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return this.topicCounts;
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}
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reset() {
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this.topicCounts = {};
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this.processed = false;
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}
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}
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module.exports = SocialTopicInterestEvolution;
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/**
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* @fileoverview Tracks daily mentions of a pre-defined list of keywords.
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* This calculation ONLY uses the social post insights context.
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*/
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class SocialWordMentionsTrend {
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constructor() {
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// A pre-defined list of keywords to track
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this.KEYWORDS = [
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'inflation', 'fed', 'fomc', 'cpi', 'earnings',
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'recession', 'bullish', 'bearish', 'buy', 'sell',
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'war', 'acquisition', 'ai'
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];
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this.mentions = {};
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this.processed = false;
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}
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/**
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* @param {null} todayPortfolio - Not used.
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* ... (other params not used) ...
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* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
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* @param {object} yesterdaySocialPostInsights - Not used.
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*/
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async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
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if (this.processed || !todaySocialPostInsights) {
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return;
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}
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this.processed = true;
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// Initialize all keywords with 0 counts
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this.mentions = this.KEYWORDS.reduce((acc, key) => {
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acc[key] = 0;
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return acc;
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}, {});
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const posts = Object.values(todaySocialPostInsights);
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for (const post of posts) {
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const text = post.fullText?.toLowerCase() || '';
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if (!text) continue;
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for (const keyword of this.KEYWORDS) {
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// Count once per post, even if mentioned multiple times
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if (text.includes(keyword)) {
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this.mentions[keyword]++;
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}
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}
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}
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}
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async getResult() {
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// Returns an object like: { "inflation": 5, "fed": 12, "ai": 30 }
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return this.mentions;
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}
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reset() {
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this.mentions = {};
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this.processed = false;
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}
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}
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/**
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* @fileoverview Tracks daily mentions of a pre-defined list of keywords.
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* This calculation ONLY uses the social post insights context.
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*/
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class SocialWordMentionsTrend {
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constructor() {
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// A pre-defined list of keywords to track
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this.KEYWORDS = [
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'inflation', 'fed', 'fomc', 'cpi', 'earnings',
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'recession', 'bullish', 'bearish', 'buy', 'sell',
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'war', 'acquisition', 'ai'
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];
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this.mentions = {};
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this.processed = false;
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}
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/**
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* @param {null} todayPortfolio - Not used.
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* ... (other params not used) ...
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* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
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* @param {object} yesterdaySocialPostInsights - Not used.
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*/
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async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
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if (this.processed || !todaySocialPostInsights) {
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return;
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}
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this.processed = true;
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// Initialize all keywords with 0 counts
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this.mentions = this.KEYWORDS.reduce((acc, key) => {
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acc[key] = 0;
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return acc;
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}, {});
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const posts = Object.values(todaySocialPostInsights);
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for (const post of posts) {
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const text = post.fullText?.toLowerCase() || '';
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if (!text) continue;
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for (const keyword of this.KEYWORDS) {
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// Count once per post, even if mentioned multiple times
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if (text.includes(keyword)) {
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this.mentions[keyword]++;
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}
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}
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}
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}
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async getResult() {
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// Returns an object like: { "inflation": 5, "fed": 12, "ai": 30 }
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return this.mentions;
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}
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reset() {
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this.mentions = {};
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this.processed = false;
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}
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}
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module.exports = SocialWordMentionsTrend;
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/**
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* @fileoverview Aggregates activity data (likes, comments) from social posts.
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* This calculation ONLY uses the social post insights context, not portfolio data.
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*/
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class SocialActivityAggregation {
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constructor() {
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this.tickerActivity = {};
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this.totalLikes = 0;
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this.totalComments = 0;
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this.totalPosts = 0; // <-- ADD THIS LINE
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this.processed = false; // Flag to ensure this runs only once
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}
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/**
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* @param {null} todayPortfolio - Not used.
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* @param {null} yesterdayPortfolio - Not used.
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* @param {null} userId - Not used.
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* @param {object} context - Shared context (e.g., mappings).
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* @param {object} todayInsights - Daily instrument insights.
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* @param {object} yesterdayInsights - Yesterday's instrument insights.
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* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
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* @param {object} yesterdaySocialPostInsights - Map of { [postId]: postData } for yesterday.
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*/
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async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
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// This process should only run once per day
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if (this.processed || !todaySocialPostInsights) {
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return;
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}
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this.processed = true;
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this.totalPosts = Object.keys(todaySocialPostInsights).length;
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const posts = Object.values(todaySocialPostInsights);
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for (const post of posts) {
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const likeCount = post.likeCount || 0;
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const commentCount = post.commentCount || 0;
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// 1. Aggregate global counts
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this.totalLikes += likeCount;
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this.totalComments += commentCount;
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|
-
|
|
43
|
-
// 2. Aggregate counts per ticker
|
|
44
|
-
if (post.tickers && Array.isArray(post.tickers)) {
|
|
45
|
-
for (const ticker of post.tickers) {
|
|
46
|
-
if (!this.tickerActivity[ticker]) {
|
|
47
|
-
this.tickerActivity[ticker] = {
|
|
48
|
-
totalLikes: 0,
|
|
49
|
-
totalComments: 0,
|
|
50
|
-
totalPosts: 0
|
|
51
|
-
};
|
|
52
|
-
}
|
|
53
|
-
this.tickerActivity[ticker].totalLikes += likeCount;
|
|
54
|
-
this.tickerActivity[ticker].totalComments += commentCount;
|
|
55
|
-
this.tickerActivity[ticker].totalPosts++;
|
|
56
|
-
}
|
|
57
|
-
}
|
|
58
|
-
}
|
|
59
|
-
}
|
|
60
|
-
|
|
61
|
-
async getResult() {
|
|
62
|
-
if (!this.processed) return {};
|
|
63
|
-
|
|
64
|
-
// Calculate average activity per ticker
|
|
65
|
-
const tickerAverageActivity = {};
|
|
66
|
-
for (const ticker in this.tickerActivity) {
|
|
67
|
-
const data = this.tickerActivity[ticker];
|
|
68
|
-
if (data.totalPosts > 0) {
|
|
69
|
-
tickerAverageActivity[ticker] = {
|
|
70
|
-
avgLikesPerPost: data.totalLikes / data.totalPosts,
|
|
71
|
-
avgCommentsPerPost: data.totalComments / data.totalPosts,
|
|
72
|
-
...data // Include total counts
|
|
73
|
-
};
|
|
74
|
-
} else {
|
|
75
|
-
tickerAverageActivity[ticker] = {
|
|
76
|
-
avgLikesPerPost: 0,
|
|
77
|
-
avgCommentsPerPost: 0,
|
|
78
|
-
...data
|
|
79
|
-
};
|
|
80
|
-
}
|
|
81
|
-
}
|
|
82
|
-
|
|
83
|
-
return {
|
|
84
|
-
globalActivity: {
|
|
85
|
-
totalLikes: this.totalLikes,
|
|
86
|
-
totalComments: this.totalComments,
|
|
87
|
-
totalPosts: this.totalPosts
|
|
88
|
-
// --- END FIX ---
|
|
89
|
-
},
|
|
90
|
-
tickerActivity: tickerAverageActivity
|
|
91
|
-
};
|
|
92
|
-
}
|
|
93
|
-
|
|
94
|
-
reset() {
|
|
95
|
-
this.tickerActivity = {};
|
|
96
|
-
this.totalLikes = 0;
|
|
97
|
-
this.totalComments = 0;
|
|
98
|
-
this.totalPosts = 0;
|
|
99
|
-
this.processed = false;
|
|
100
|
-
}
|
|
101
|
-
}
|
|
102
|
-
|
|
103
|
-
module.exports = SocialActivityAggregation;
|
|
1
|
+
/**
|
|
2
|
+
* @fileoverview Aggregates activity data (likes, comments) from social posts.
|
|
3
|
+
* This calculation ONLY uses the social post insights context, not portfolio data.
|
|
4
|
+
*/
|
|
5
|
+
|
|
6
|
+
class SocialActivityAggregation {
|
|
7
|
+
constructor() {
|
|
8
|
+
this.tickerActivity = {};
|
|
9
|
+
this.totalLikes = 0;
|
|
10
|
+
this.totalComments = 0;
|
|
11
|
+
this.totalPosts = 0; // <-- ADD THIS LINE
|
|
12
|
+
this.processed = false; // Flag to ensure this runs only once
|
|
13
|
+
}
|
|
14
|
+
|
|
15
|
+
/**
|
|
16
|
+
* @param {null} todayPortfolio - Not used.
|
|
17
|
+
* @param {null} yesterdayPortfolio - Not used.
|
|
18
|
+
* @param {null} userId - Not used.
|
|
19
|
+
* @param {object} context - Shared context (e.g., mappings).
|
|
20
|
+
* @param {object} todayInsights - Daily instrument insights.
|
|
21
|
+
* @param {object} yesterdayInsights - Yesterday's instrument insights.
|
|
22
|
+
* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
|
|
23
|
+
* @param {object} yesterdaySocialPostInsights - Map of { [postId]: postData } for yesterday.
|
|
24
|
+
*/
|
|
25
|
+
async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
|
|
26
|
+
// This process should only run once per day
|
|
27
|
+
if (this.processed || !todaySocialPostInsights) {
|
|
28
|
+
return;
|
|
29
|
+
}
|
|
30
|
+
this.processed = true;
|
|
31
|
+
this.totalPosts = Object.keys(todaySocialPostInsights).length;
|
|
32
|
+
|
|
33
|
+
const posts = Object.values(todaySocialPostInsights);
|
|
34
|
+
|
|
35
|
+
for (const post of posts) {
|
|
36
|
+
const likeCount = post.likeCount || 0;
|
|
37
|
+
const commentCount = post.commentCount || 0;
|
|
38
|
+
|
|
39
|
+
// 1. Aggregate global counts
|
|
40
|
+
this.totalLikes += likeCount;
|
|
41
|
+
this.totalComments += commentCount;
|
|
42
|
+
|
|
43
|
+
// 2. Aggregate counts per ticker
|
|
44
|
+
if (post.tickers && Array.isArray(post.tickers)) {
|
|
45
|
+
for (const ticker of post.tickers) {
|
|
46
|
+
if (!this.tickerActivity[ticker]) {
|
|
47
|
+
this.tickerActivity[ticker] = {
|
|
48
|
+
totalLikes: 0,
|
|
49
|
+
totalComments: 0,
|
|
50
|
+
totalPosts: 0
|
|
51
|
+
};
|
|
52
|
+
}
|
|
53
|
+
this.tickerActivity[ticker].totalLikes += likeCount;
|
|
54
|
+
this.tickerActivity[ticker].totalComments += commentCount;
|
|
55
|
+
this.tickerActivity[ticker].totalPosts++;
|
|
56
|
+
}
|
|
57
|
+
}
|
|
58
|
+
}
|
|
59
|
+
}
|
|
60
|
+
|
|
61
|
+
async getResult() {
|
|
62
|
+
if (!this.processed) return {};
|
|
63
|
+
|
|
64
|
+
// Calculate average activity per ticker
|
|
65
|
+
const tickerAverageActivity = {};
|
|
66
|
+
for (const ticker in this.tickerActivity) {
|
|
67
|
+
const data = this.tickerActivity[ticker];
|
|
68
|
+
if (data.totalPosts > 0) {
|
|
69
|
+
tickerAverageActivity[ticker] = {
|
|
70
|
+
avgLikesPerPost: data.totalLikes / data.totalPosts,
|
|
71
|
+
avgCommentsPerPost: data.totalComments / data.totalPosts,
|
|
72
|
+
...data // Include total counts
|
|
73
|
+
};
|
|
74
|
+
} else {
|
|
75
|
+
tickerAverageActivity[ticker] = {
|
|
76
|
+
avgLikesPerPost: 0,
|
|
77
|
+
avgCommentsPerPost: 0,
|
|
78
|
+
...data
|
|
79
|
+
};
|
|
80
|
+
}
|
|
81
|
+
}
|
|
82
|
+
|
|
83
|
+
return {
|
|
84
|
+
globalActivity: {
|
|
85
|
+
totalLikes: this.totalLikes,
|
|
86
|
+
totalComments: this.totalComments,
|
|
87
|
+
totalPosts: this.totalPosts
|
|
88
|
+
// --- END FIX ---
|
|
89
|
+
},
|
|
90
|
+
tickerActivity: tickerAverageActivity
|
|
91
|
+
};
|
|
92
|
+
}
|
|
93
|
+
|
|
94
|
+
reset() {
|
|
95
|
+
this.tickerActivity = {};
|
|
96
|
+
this.totalLikes = 0;
|
|
97
|
+
this.totalComments = 0;
|
|
98
|
+
this.totalPosts = 0;
|
|
99
|
+
this.processed = false;
|
|
100
|
+
}
|
|
101
|
+
}
|
|
102
|
+
|
|
103
|
+
module.exports = SocialActivityAggregation;
|