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 Correlates social post volume spikes with topics from Gemini analysis.
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* This calculation ONLY uses the social post insights context.
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*/
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class SocialEventCorrelation {
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constructor() {
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this.todayTickerVolume = {};
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this.yesterdayTickerVolume = {};
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this.todayTopicCounts = {}; // { "TICKER": { "topic": count } }
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this.processed = false;
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}
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/**
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* Helper to process a set of posts and populate volume/topic counts.
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* @param {object} socialPostInsights - Map of { [postId]: postData }
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* @param {object} volumeTarget - The object to store volume counts.
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* @param {object} [topicTarget] - Optional. The object to store topic counts.
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*/
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_processPosts(socialPostInsights, volumeTarget, topicTarget = null) {
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if (!socialPostInsights) return;
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const posts = Object.values(socialPostInsights);
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for (const post of posts) {
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if (!post.tickers || !Array.isArray(post.tickers)) continue;
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for (const ticker of post.tickers) {
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// 1. Aggregate Volume
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volumeTarget[ticker] = (volumeTarget[ticker] || 0) + 1;
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// 2. Aggregate Topics (if target provided)
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if (topicTarget) {
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if (!topicTarget[ticker]) {
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topicTarget[ticker] = {};
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}
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// New structure: post.sentiment is { overallSentiment: "...", topics: [...] }
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const topics = post.sentiment?.topics;
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if (topics && Array.isArray(topics)) {
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for (const topic of topics) {
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// Normalize topic to lowercase for consistent counting
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const normalizedTopic = topic.toLowerCase();
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topicTarget[ticker][normalizedTopic] = (topicTarget[ticker][normalizedTopic] || 0) + 1;
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}
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}
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}
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}
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}
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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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if (this.processed) {
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return; // Run only once
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}
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this.processed = true;
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// 1. Process yesterday's posts for baseline volume
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this._processPosts(yesterdaySocialPostInsights, this.yesterdayTickerVolume);
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// 2. Process today's posts for volume AND topic correlation
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this._processPosts(todaySocialPostInsights, this.todayTickerVolume, this.todayTopicCounts);
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}
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async getResult() {
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if (!this.processed) return {};
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const results = {};
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const allTickers = new Set([
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...Object.keys(this.todayTickerVolume),
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...Object.keys(this.yesterdayTickerVolume)
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]);
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for (const ticker of allTickers) {
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const todayVolume = this.todayTickerVolume[ticker] || 0;
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// Use 1 as baseline if yesterday was 0 to avoid -100% change, but 0 for spike calc
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const yesterdayVolumeForCalc = this.yesterdayTickerVolume[ticker] || 0;
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let volumeSpikePercent = 0;
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if (yesterdayVolumeForCalc > 0) {
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volumeSpikePercent = ((todayVolume - yesterdayVolumeForCalc) / yesterdayVolumeForCalc) * 100;
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} else if (todayVolume > 0) {
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volumeSpikePercent = todayVolume * 100.0; // e.g., 0 to 5 posts is a 500% increase
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}
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// Only report tickers with activity today
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if (todayVolume === 0) continue;
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// Correlate topics
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const topics = this.todayTopicCounts[ticker] || {};
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const correlatedEvents = Object.entries(topics)
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.map(([topic, postCount]) => ({ topic, postCount }))
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.sort((a, b) => b.postCount - a.postCount); // Sort by count descending
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results[ticker] = {
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volume: todayVolume,
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volumeSpikePercent: volumeSpikePercent,
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correlatedEvents: correlatedEvents
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};
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}
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return results;
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}
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reset() {
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this.todayTickerVolume = {};
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this.yesterdayTickerVolume = {};
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this.todayTopicCounts = {};
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this.processed = false;
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}
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}
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/**
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* @fileoverview Correlates social post volume spikes with topics from Gemini analysis.
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* This calculation ONLY uses the social post insights context.
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4
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*/
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class SocialEventCorrelation {
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constructor() {
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this.todayTickerVolume = {};
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this.yesterdayTickerVolume = {};
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this.todayTopicCounts = {}; // { "TICKER": { "topic": count } }
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this.processed = false;
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}
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/**
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* Helper to process a set of posts and populate volume/topic counts.
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* @param {object} socialPostInsights - Map of { [postId]: postData }
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* @param {object} volumeTarget - The object to store volume counts.
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* @param {object} [topicTarget] - Optional. The object to store topic counts.
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*/
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_processPosts(socialPostInsights, volumeTarget, topicTarget = null) {
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if (!socialPostInsights) return;
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const posts = Object.values(socialPostInsights);
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for (const post of posts) {
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if (!post.tickers || !Array.isArray(post.tickers)) continue;
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for (const ticker of post.tickers) {
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// 1. Aggregate Volume
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volumeTarget[ticker] = (volumeTarget[ticker] || 0) + 1;
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// 2. Aggregate Topics (if target provided)
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if (topicTarget) {
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if (!topicTarget[ticker]) {
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topicTarget[ticker] = {};
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}
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// New structure: post.sentiment is { overallSentiment: "...", topics: [...] }
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const topics = post.sentiment?.topics;
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if (topics && Array.isArray(topics)) {
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for (const topic of topics) {
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// Normalize topic to lowercase for consistent counting
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const normalizedTopic = topic.toLowerCase();
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topicTarget[ticker][normalizedTopic] = (topicTarget[ticker][normalizedTopic] || 0) + 1;
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}
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}
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}
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}
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}
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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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if (this.processed) {
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return; // Run only once
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}
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this.processed = true;
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// 1. Process yesterday's posts for baseline volume
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this._processPosts(yesterdaySocialPostInsights, this.yesterdayTickerVolume);
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// 2. Process today's posts for volume AND topic correlation
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this._processPosts(todaySocialPostInsights, this.todayTickerVolume, this.todayTopicCounts);
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}
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async getResult() {
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if (!this.processed) return {};
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const results = {};
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const allTickers = new Set([
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...Object.keys(this.todayTickerVolume),
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...Object.keys(this.yesterdayTickerVolume)
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]);
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for (const ticker of allTickers) {
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const todayVolume = this.todayTickerVolume[ticker] || 0;
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// Use 1 as baseline if yesterday was 0 to avoid -100% change, but 0 for spike calc
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const yesterdayVolumeForCalc = this.yesterdayTickerVolume[ticker] || 0;
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let volumeSpikePercent = 0;
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if (yesterdayVolumeForCalc > 0) {
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volumeSpikePercent = ((todayVolume - yesterdayVolumeForCalc) / yesterdayVolumeForCalc) * 100;
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} else if (todayVolume > 0) {
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volumeSpikePercent = todayVolume * 100.0; // e.g., 0 to 5 posts is a 500% increase
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}
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// Only report tickers with activity today
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if (todayVolume === 0) continue;
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// Correlate topics
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const topics = this.todayTopicCounts[ticker] || {};
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const correlatedEvents = Object.entries(topics)
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.map(([topic, postCount]) => ({ topic, postCount }))
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.sort((a, b) => b.postCount - a.postCount); // Sort by count descending
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results[ticker] = {
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volume: todayVolume,
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volumeSpikePercent: volumeSpikePercent,
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correlatedEvents: correlatedEvents
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};
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}
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return results;
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}
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reset() {
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this.todayTickerVolume = {};
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this.yesterdayTickerVolume = {};
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this.todayTopicCounts = {};
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this.processed = false;
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}
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}
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module.exports = SocialEventCorrelation;
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@@ -1,115 +1,115 @@
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1
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/**
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* @fileoverview Aggregates sentiment data from social posts.
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* This calculation ONLY uses the social post insights context, not portfolio data.
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* UPDATED: To read sentiment from the `sentiment.overallSentiment` property.
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*/
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class SocialSentimentAggregation {
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constructor() {
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this.tickerSentiments = {};
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this.totalPosts = 0;
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this.sentimentCounts = {
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Bullish: 0,
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Bearish: 0,
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Neutral: 0
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};
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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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20
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* @param {null} todayPortfolio - Not used.
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21
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* @param {null} yesterdayPortfolio - Not used.
|
|
22
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-
* @param {null} userId - Not used.
|
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23
|
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* @param {object} context - Shared context (e.g., mappings).
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|
24
|
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* @param {object} todayInsights - Daily instrument insights.
|
|
25
|
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* @param {object} yesterdayInsights - Yesterday's instrument insights.
|
|
26
|
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* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
|
|
27
|
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* @param {object} yesterdaySocialPostInsights - Map of { [postId]: postData } for yesterday.
|
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28
|
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*/
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|
29
|
-
async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
|
|
30
|
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// This process should only run once per day, triggered by the first "user" (which is just a trigger).
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31
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if (this.processed || !todaySocialPostInsights) {
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32
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return;
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}
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34
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this.processed = true;
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35
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-
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36
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-
const posts = Object.values(todaySocialPostInsights);
|
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37
|
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this.totalPosts = posts.length;
|
|
38
|
-
|
|
39
|
-
for (const post of posts) {
|
|
40
|
-
// --- FIX: Read from the nested overallSentiment property ---
|
|
41
|
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const sentiment = post.sentiment?.overallSentiment || 'Neutral';
|
|
42
|
-
// --- END FIX ---
|
|
43
|
-
|
|
44
|
-
// 1. Aggregate global sentiment counts
|
|
45
|
-
if (this.sentimentCounts.hasOwnProperty(sentiment)) {
|
|
46
|
-
this.sentimentCounts[sentiment]++;
|
|
47
|
-
}
|
|
48
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-
|
|
49
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-
// 2. Aggregate sentiment per ticker
|
|
50
|
-
if (post.tickers && Array.isArray(post.tickers)) {
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51
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for (const ticker of post.tickers) {
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52
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-
if (!this.tickerSentiments[ticker]) {
|
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53
|
-
this.tickerSentiments[ticker] = {
|
|
54
|
-
Bullish: 0,
|
|
55
|
-
Bearish: 0,
|
|
56
|
-
Neutral: 0,
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57
|
-
totalPosts: 0
|
|
58
|
-
};
|
|
59
|
-
}
|
|
60
|
-
if (this.tickerSentiments[ticker].hasOwnProperty(sentiment)) {
|
|
61
|
-
this.tickerSentiments[ticker][sentiment]++;
|
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62
|
-
}
|
|
63
|
-
this.tickerSentiments[ticker].totalPosts++;
|
|
64
|
-
}
|
|
65
|
-
}
|
|
66
|
-
}
|
|
67
|
-
}
|
|
68
|
-
|
|
69
|
-
async getResult() {
|
|
70
|
-
if (!this.processed) return {};
|
|
71
|
-
|
|
72
|
-
// Calculate global sentiment ratio
|
|
73
|
-
let globalSentimentRatio = 0;
|
|
74
|
-
const totalSentiments = this.sentimentCounts.Bullish + this.sentimentCounts.Bearish;
|
|
75
|
-
if (totalSentiments > 0) {
|
|
76
|
-
globalSentimentRatio = (this.sentimentCounts.Bullish / totalSentiments) * 100;
|
|
77
|
-
}
|
|
78
|
-
|
|
79
|
-
// Calculate per-ticker sentiment ratios
|
|
80
|
-
const tickerSentimentRatios = {};
|
|
81
|
-
for (const ticker in this.tickerSentiments) {
|
|
82
|
-
const data = this.tickerSentiments[ticker];
|
|
83
|
-
const totalTickerSentiments = data.Bullish + data.Bearish;
|
|
84
|
-
if (totalTickerSentiments > 0) {
|
|
85
|
-
tickerSentimentRatios[ticker] = {
|
|
86
|
-
sentimentRatio: (data.Bullish / totalTickerSentiments) * 100,
|
|
87
|
-
...data // Include counts
|
|
88
|
-
};
|
|
89
|
-
} else {
|
|
90
|
-
tickerSentimentRatios[ticker] = {
|
|
91
|
-
sentimentRatio: 50, // Default to neutral if no clear sentiment
|
|
92
|
-
...data // Include counts
|
|
93
|
-
};
|
|
94
|
-
}
|
|
95
|
-
}
|
|
96
|
-
|
|
97
|
-
return {
|
|
98
|
-
globalSentiment: {
|
|
99
|
-
...this.sentimentCounts,
|
|
100
|
-
totalPosts: this.totalPosts,
|
|
101
|
-
sentimentRatio: globalSentimentRatio
|
|
102
|
-
},
|
|
103
|
-
tickerSentiment: tickerSentimentRatios
|
|
104
|
-
};
|
|
105
|
-
}
|
|
106
|
-
|
|
107
|
-
reset() {
|
|
108
|
-
this.tickerSentiments = {};
|
|
109
|
-
this.totalPosts = 0;
|
|
110
|
-
this.sentimentCounts = { Bullish: 0, Bearish: 0, Neutral: 0 };
|
|
111
|
-
this.processed = false;
|
|
112
|
-
}
|
|
113
|
-
}
|
|
114
|
-
|
|
1
|
+
/**
|
|
2
|
+
* @fileoverview Aggregates sentiment data from social posts.
|
|
3
|
+
* This calculation ONLY uses the social post insights context, not portfolio data.
|
|
4
|
+
* UPDATED: To read sentiment from the `sentiment.overallSentiment` property.
|
|
5
|
+
*/
|
|
6
|
+
|
|
7
|
+
class SocialSentimentAggregation {
|
|
8
|
+
constructor() {
|
|
9
|
+
this.tickerSentiments = {};
|
|
10
|
+
this.totalPosts = 0;
|
|
11
|
+
this.sentimentCounts = {
|
|
12
|
+
Bullish: 0,
|
|
13
|
+
Bearish: 0,
|
|
14
|
+
Neutral: 0
|
|
15
|
+
};
|
|
16
|
+
this.processed = false; // Flag to ensure this runs only once
|
|
17
|
+
}
|
|
18
|
+
|
|
19
|
+
/**
|
|
20
|
+
* @param {null} todayPortfolio - Not used.
|
|
21
|
+
* @param {null} yesterdayPortfolio - Not used.
|
|
22
|
+
* @param {null} userId - Not used.
|
|
23
|
+
* @param {object} context - Shared context (e.g., mappings).
|
|
24
|
+
* @param {object} todayInsights - Daily instrument insights.
|
|
25
|
+
* @param {object} yesterdayInsights - Yesterday's instrument insights.
|
|
26
|
+
* @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
|
|
27
|
+
* @param {object} yesterdaySocialPostInsights - Map of { [postId]: postData } for yesterday.
|
|
28
|
+
*/
|
|
29
|
+
async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
|
|
30
|
+
// This process should only run once per day, triggered by the first "user" (which is just a trigger).
|
|
31
|
+
if (this.processed || !todaySocialPostInsights) {
|
|
32
|
+
return;
|
|
33
|
+
}
|
|
34
|
+
this.processed = true;
|
|
35
|
+
|
|
36
|
+
const posts = Object.values(todaySocialPostInsights);
|
|
37
|
+
this.totalPosts = posts.length;
|
|
38
|
+
|
|
39
|
+
for (const post of posts) {
|
|
40
|
+
// --- FIX: Read from the nested overallSentiment property ---
|
|
41
|
+
const sentiment = post.sentiment?.overallSentiment || 'Neutral';
|
|
42
|
+
// --- END FIX ---
|
|
43
|
+
|
|
44
|
+
// 1. Aggregate global sentiment counts
|
|
45
|
+
if (this.sentimentCounts.hasOwnProperty(sentiment)) {
|
|
46
|
+
this.sentimentCounts[sentiment]++;
|
|
47
|
+
}
|
|
48
|
+
|
|
49
|
+
// 2. Aggregate sentiment per ticker
|
|
50
|
+
if (post.tickers && Array.isArray(post.tickers)) {
|
|
51
|
+
for (const ticker of post.tickers) {
|
|
52
|
+
if (!this.tickerSentiments[ticker]) {
|
|
53
|
+
this.tickerSentiments[ticker] = {
|
|
54
|
+
Bullish: 0,
|
|
55
|
+
Bearish: 0,
|
|
56
|
+
Neutral: 0,
|
|
57
|
+
totalPosts: 0
|
|
58
|
+
};
|
|
59
|
+
}
|
|
60
|
+
if (this.tickerSentiments[ticker].hasOwnProperty(sentiment)) {
|
|
61
|
+
this.tickerSentiments[ticker][sentiment]++;
|
|
62
|
+
}
|
|
63
|
+
this.tickerSentiments[ticker].totalPosts++;
|
|
64
|
+
}
|
|
65
|
+
}
|
|
66
|
+
}
|
|
67
|
+
}
|
|
68
|
+
|
|
69
|
+
async getResult() {
|
|
70
|
+
if (!this.processed) return {};
|
|
71
|
+
|
|
72
|
+
// Calculate global sentiment ratio
|
|
73
|
+
let globalSentimentRatio = 0;
|
|
74
|
+
const totalSentiments = this.sentimentCounts.Bullish + this.sentimentCounts.Bearish;
|
|
75
|
+
if (totalSentiments > 0) {
|
|
76
|
+
globalSentimentRatio = (this.sentimentCounts.Bullish / totalSentiments) * 100;
|
|
77
|
+
}
|
|
78
|
+
|
|
79
|
+
// Calculate per-ticker sentiment ratios
|
|
80
|
+
const tickerSentimentRatios = {};
|
|
81
|
+
for (const ticker in this.tickerSentiments) {
|
|
82
|
+
const data = this.tickerSentiments[ticker];
|
|
83
|
+
const totalTickerSentiments = data.Bullish + data.Bearish;
|
|
84
|
+
if (totalTickerSentiments > 0) {
|
|
85
|
+
tickerSentimentRatios[ticker] = {
|
|
86
|
+
sentimentRatio: (data.Bullish / totalTickerSentiments) * 100,
|
|
87
|
+
...data // Include counts
|
|
88
|
+
};
|
|
89
|
+
} else {
|
|
90
|
+
tickerSentimentRatios[ticker] = {
|
|
91
|
+
sentimentRatio: 50, // Default to neutral if no clear sentiment
|
|
92
|
+
...data // Include counts
|
|
93
|
+
};
|
|
94
|
+
}
|
|
95
|
+
}
|
|
96
|
+
|
|
97
|
+
return {
|
|
98
|
+
globalSentiment: {
|
|
99
|
+
...this.sentimentCounts,
|
|
100
|
+
totalPosts: this.totalPosts,
|
|
101
|
+
sentimentRatio: globalSentimentRatio
|
|
102
|
+
},
|
|
103
|
+
tickerSentiment: tickerSentimentRatios
|
|
104
|
+
};
|
|
105
|
+
}
|
|
106
|
+
|
|
107
|
+
reset() {
|
|
108
|
+
this.tickerSentiments = {};
|
|
109
|
+
this.totalPosts = 0;
|
|
110
|
+
this.sentimentCounts = { Bullish: 0, Bearish: 0, Neutral: 0 };
|
|
111
|
+
this.processed = false;
|
|
112
|
+
}
|
|
113
|
+
}
|
|
114
|
+
|
|
115
115
|
module.exports = SocialSentimentAggregation;
|
|
@@ -1,55 +1,55 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @fileoverview Calculates the change in risk appetite for speculators based on stop-loss distance.
|
|
3
|
-
*/
|
|
4
|
-
|
|
5
|
-
class RiskAppetiteChange {
|
|
6
|
-
constructor() {
|
|
7
|
-
this.totalYesterdaySLDistance = 0;
|
|
8
|
-
this.totalTodaySLDistance = 0;
|
|
9
|
-
this.userCount = 0;
|
|
10
|
-
}
|
|
11
|
-
|
|
12
|
-
process(todayPortfolio, yesterdayPortfolio, userId) {
|
|
13
|
-
if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.PublicPositions || !yesterdayPortfolio.PublicPositions) {
|
|
14
|
-
return;
|
|
15
|
-
}
|
|
16
|
-
|
|
17
|
-
const yesterdayAvgDistance = this.calculateAverageSLDistance(yesterdayPortfolio.PublicPositions);
|
|
18
|
-
const todayAvgDistance = this.calculateAverageSLDistance(todayPortfolio.PublicPositions);
|
|
19
|
-
|
|
20
|
-
if (yesterdayAvgDistance !== null && todayAvgDistance !== null) {
|
|
21
|
-
this.totalYesterdaySLDistance += yesterdayAvgDistance;
|
|
22
|
-
this.totalTodaySLDistance += todayAvgDistance;
|
|
23
|
-
this.userCount++;
|
|
24
|
-
}
|
|
25
|
-
}
|
|
26
|
-
|
|
27
|
-
calculateAverageSLDistance(positions) {
|
|
28
|
-
let totalDistance = 0;
|
|
29
|
-
let count = 0;
|
|
30
|
-
for (const pos of positions) {
|
|
31
|
-
if (pos.StopLossRate > 0.0001 && pos.OpenRate > 0) {
|
|
32
|
-
const distance = pos.IsBuy ? pos.OpenRate - pos.StopLossRate : pos.StopLossRate - pos.OpenRate;
|
|
33
|
-
if (distance > 0) {
|
|
34
|
-
totalDistance += (distance / pos.OpenRate) * 100;
|
|
35
|
-
count++;
|
|
36
|
-
}
|
|
37
|
-
}
|
|
38
|
-
}
|
|
39
|
-
return count > 0 ? totalDistance / count : null;
|
|
40
|
-
}
|
|
41
|
-
|
|
42
|
-
getResult() {
|
|
43
|
-
if (this.userCount === 0) return {};
|
|
44
|
-
const avgYesterday = this.totalYesterdaySLDistance / this.userCount;
|
|
45
|
-
const avgToday = this.totalTodaySLDistance / this.userCount;
|
|
46
|
-
|
|
47
|
-
return {
|
|
48
|
-
average_stop_loss_distance_yesterday: avgYesterday,
|
|
49
|
-
average_stop_loss_distance_today: avgToday,
|
|
50
|
-
change_in_risk_appetite: avgToday - avgYesterday,
|
|
51
|
-
};
|
|
52
|
-
}
|
|
53
|
-
}
|
|
54
|
-
|
|
1
|
+
/**
|
|
2
|
+
* @fileoverview Calculates the change in risk appetite for speculators based on stop-loss distance.
|
|
3
|
+
*/
|
|
4
|
+
|
|
5
|
+
class RiskAppetiteChange {
|
|
6
|
+
constructor() {
|
|
7
|
+
this.totalYesterdaySLDistance = 0;
|
|
8
|
+
this.totalTodaySLDistance = 0;
|
|
9
|
+
this.userCount = 0;
|
|
10
|
+
}
|
|
11
|
+
|
|
12
|
+
process(todayPortfolio, yesterdayPortfolio, userId) {
|
|
13
|
+
if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.PublicPositions || !yesterdayPortfolio.PublicPositions) {
|
|
14
|
+
return;
|
|
15
|
+
}
|
|
16
|
+
|
|
17
|
+
const yesterdayAvgDistance = this.calculateAverageSLDistance(yesterdayPortfolio.PublicPositions);
|
|
18
|
+
const todayAvgDistance = this.calculateAverageSLDistance(todayPortfolio.PublicPositions);
|
|
19
|
+
|
|
20
|
+
if (yesterdayAvgDistance !== null && todayAvgDistance !== null) {
|
|
21
|
+
this.totalYesterdaySLDistance += yesterdayAvgDistance;
|
|
22
|
+
this.totalTodaySLDistance += todayAvgDistance;
|
|
23
|
+
this.userCount++;
|
|
24
|
+
}
|
|
25
|
+
}
|
|
26
|
+
|
|
27
|
+
calculateAverageSLDistance(positions) {
|
|
28
|
+
let totalDistance = 0;
|
|
29
|
+
let count = 0;
|
|
30
|
+
for (const pos of positions) {
|
|
31
|
+
if (pos.StopLossRate > 0.0001 && pos.OpenRate > 0) {
|
|
32
|
+
const distance = pos.IsBuy ? pos.OpenRate - pos.StopLossRate : pos.StopLossRate - pos.OpenRate;
|
|
33
|
+
if (distance > 0) {
|
|
34
|
+
totalDistance += (distance / pos.OpenRate) * 100;
|
|
35
|
+
count++;
|
|
36
|
+
}
|
|
37
|
+
}
|
|
38
|
+
}
|
|
39
|
+
return count > 0 ? totalDistance / count : null;
|
|
40
|
+
}
|
|
41
|
+
|
|
42
|
+
getResult() {
|
|
43
|
+
if (this.userCount === 0) return {};
|
|
44
|
+
const avgYesterday = this.totalYesterdaySLDistance / this.userCount;
|
|
45
|
+
const avgToday = this.totalTodaySLDistance / this.userCount;
|
|
46
|
+
|
|
47
|
+
return {
|
|
48
|
+
average_stop_loss_distance_yesterday: avgYesterday,
|
|
49
|
+
average_stop_loss_distance_today: avgToday,
|
|
50
|
+
change_in_risk_appetite: avgToday - avgYesterday,
|
|
51
|
+
};
|
|
52
|
+
}
|
|
53
|
+
}
|
|
54
|
+
|
|
55
55
|
module.exports = RiskAppetiteChange;
|