aiden-shared-calculations-unified 1.0.34 → 1.0.36

package/calculations/behavioural/historical/asset_crowd_flow.js

@@ -1,171 +1,166 @@
-const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
-const { loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
-
-/**
- * @fileoverview Calculates "Net Crowd Flow" for each asset.
- *
- * This isolates the change in an asset's average portfolio percentage
- * that is *not* explained by the asset's own price movement.
- *
- * Net Crowd Flow = (Actual % Change) - (Expected % Change from Price Move)
- *
- * A positive value means the crowd actively bought (flowed into) the asset.
- * A negative value means the crowd actively sold (flowed out of) the asset.
- */
-class AssetCrowdFlow {
-    constructor() {
-        this.asset_values = {}; // Stores { day1_value_sum: 0, day2_value_sum: 0 }
-        this.user_count = 0;
-        this.priceMap = null;
-        this.mappings = null;
-        this.dates = {}; // To store { today: '...', yesterday: '...' }
-    }
-
-    /**
-     * Helper to safely initialize an asset entry.
-     */
-    _initAsset(instrumentId) {
-        if (!this.asset_values[instrumentId]) {
-            this.asset_values[instrumentId] = {
-                day1_value_sum: 0,
-                day2_value_sum: 0
-            };
-        }
-    }
-
-    /**
-     * Helper to sum the 'Value' field from an AggregatedPositions array.
-     */
-    _sumAssetValue(positions) {
-        const valueMap = {};
-        if (!positions || !Array.isArray(positions)) {
-            return valueMap;
-        }
-        for (const pos of positions) {
-            if (pos && pos.InstrumentID && pos.Value) {
-                valueMap[pos.InstrumentID] = (valueMap[pos.InstrumentID] || 0) + pos.Value;
-            }
-        }
-        return valueMap;
-    }
-
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        // This is a historical calculation, requires both days
-        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
-            return;
-        }
-
-        // Capture dates from context on the first run
-        if (!this.dates.today && context.todayDateStr && context.yesterdayDateStr) {
-            this.dates.today = context.todayDateStr;
-            this.dates.yesterday = context.yesterdayDateStr;
-        }
-        
-        const yesterdayValues = this._sumAssetValue(yesterdayPortfolio.AggregatedPositions);
-        const todayValues = this._sumAssetValue(todayPortfolio.AggregatedPositions);
-        
-        // Use a set of all unique instruments held across both days
-        const allInstrumentIds = new Set([
-            ...Object.keys(yesterdayValues),
-            ...Object.keys(todayValues)
-        ]);
-
-        for (const instrumentId of allInstrumentIds) {
-            this._initAsset(instrumentId);
-            this.asset_values[instrumentId].day1_value_sum += (yesterdayValues[instrumentId] || 0);
-            this.asset_values[instrumentId].day2_value_sum += (todayValues[instrumentId] || 0);
-        }
-
-        this.user_count++;
-    }
-
-    async getResult() {
-        if (this.user_count === 0 || !this.dates.today) {
-            console.warn('[AssetCrowdFlow] No users processed or dates missing.');
-            return null; // <--- MODIFICATION
-        }
-
-        // Load priceMap and mappings if not loaded
-        if (!this.priceMap || !this.mappings) {
-            try {
-                const [priceData, mappingData] = await Promise.all([
-                    loadAllPriceData(),
-                    loadInstrumentMappings()
-                ]);
-                this.priceMap = priceData;
-                this.mappings = mappingData;
-
-                // --- START NEW CHECK ---
-                // If priceData failed to load (e.g., returned {} from provider)
-                // this.priceMap will be empty. We must abort.
-                if (!this.priceMap || Object.keys(this.priceMap).length === 0) {
-                    console.error('[AssetCrowdFlow] CRITICAL: Price map is empty or failed to load. Aborting calculation to allow backfill.');
-                    return null; // Return null to trigger backfill
-                }
-                // --- END NEW CHECK ---
-
-            } catch (err) {
-                console.error('[AssetCrowdFlow] Failed to load dependencies:', err);
-                return null; // <--- MODIFICATION: Return null on error
-            }
-        }
-
-        const finalResults = {};
-        const todayStr = this.dates.today;
-        const yesterdayStr = this.dates.yesterday;
-
-        for (const rawInstrumentId in this.asset_values) {
-            const instrumentId = String(rawInstrumentId); // normalize
-            const ticker = this.mappings.instrumentToTicker?.[instrumentId] || `id_${instrumentId}`;
-
-            const avg_day1_value = this.asset_values[rawInstrumentId].day1_value_sum / this.user_count;
-            const avg_day2_value = this.asset_values[rawInstrumentId].day2_value_sum / this.user_count;
-
-            // FIX to detect weekends and skip them
-            const priceChangePct = getDailyPriceChange(instrumentId, yesterdayStr, todayStr, this.priceMap);
-
-            if (priceChangePct === null) {
-                // <--- MODIFICATION: We no longer add a warning object. We just skip it.
-                // If it's missing price data, it won't be in finalResults.
-                continue;
-            }
-
-            // Calculate expected day2 value from price movement
-            const expected_day2_value = avg_day1_value * (1 + priceChangePct);
-
-            // Net crowd flow = actual minus expected
-            const net_crowd_flow_pct = avg_day2_value - expected_day2_value;
-
-            finalResults[ticker] = {
-                net_crowd_flow_pct,
-                avg_value_day1,
-                avg_value_day2,
-                expected_day2_value,
-                price_change_pct: priceChangePct,
-                user_sample_size: this.user_count
-            };
-        }
-
-        // --- START NEW CHECK ---
-        // If all tickers were skipped due to missing price data,
-        // finalResults will be empty. Return null to trigger backfill.
-        if (Object.keys(finalResults).length === 0) {
-            console.warn(`[AssetCrowdFlow] No results generated for ${this.dates.today}. This likely means all price data was missing. Returning null for backfill.`);
-            return null;
-        }
-        // --- END NEW CHECK ---
-
-        return finalResults;
-    }
-
-
-    reset() {
-        this.asset_values = {};
-        this.user_count = 0;
-        this.priceMap = null;
-        this.mappings = null;
-        this.dates = {};
-    }
-}
-
+const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
+const { loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
+
+/**
+ * @fileoverview Calculates "Net Crowd Flow" for each asset.
+ *
+ * This isolates the change in an asset's average portfolio percentage
+ * that is *not* explained by the asset's own price movement.
+ *
+ * Net Crowd Flow = (Actual % Change) - (Expected % Change from Price Move)
+ *
+ * A positive value means the crowd actively bought (flowed into) the asset.
+ * A negative value means the crowd actively sold (flowed out of) the asset.
+ */
+class AssetCrowdFlow {
+    constructor() {
+        this.asset_values = {}; // Stores { day1_value_sum: 0, day2_value_sum: 0 }
+        this.user_count = 0;
+        this.priceMap = null;
+        this.mappings = null;
+        this.dates = {}; // To store { today: '...', yesterday: '...' }
+    }
+
+    /**
+     * Helper to safely initialize an asset entry.
+     */
+    _initAsset(instrumentId) {
+        if (!this.asset_values[instrumentId]) {
+            this.asset_values[instrumentId] = {
+                day1_value_sum: 0,
+                day2_value_sum: 0
+            };
+        }
+    }
+
+    /**
+     * Helper to sum the 'Value' field from an AggregatedPositions array.
+     */
+    _sumAssetValue(positions) {
+        const valueMap = {};
+        if (!positions || !Array.isArray(positions)) {
+            return valueMap;
+        }
+        for (const pos of positions) {
+            if (pos && pos.InstrumentID && pos.Value) {
+                valueMap[pos.InstrumentID] = (valueMap[pos.InstrumentID] || 0) + pos.Value;
+            }
+        }
+        return valueMap;
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        // This is a historical calculation, requires both days
+        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
+            return;
+        }
+
+        // Capture dates from context on the first run
+        if (!this.dates.today && context.todayDateStr && context.yesterdayDateStr) {
+            this.dates.today = context.todayDateStr;
+            this.dates.yesterday = context.yesterdayDateStr;
+        }
+        
+        const yesterdayValues = this._sumAssetValue(yesterdayPortfolio.AggregatedPositions);
+        const todayValues = this._sumAssetValue(todayPortfolio.AggregatedPositions);
+        
+        // Use a set of all unique instruments held across both days
+        const allInstrumentIds = new Set([
+            ...Object.keys(yesterdayValues),
+            ...Object.keys(todayValues)
+        ]);
+
+        for (const instrumentId of allInstrumentIds) {
+            this._initAsset(instrumentId);
+            this.asset_values[instrumentId].day1_value_sum += (yesterdayValues[instrumentId] || 0);
+            this.asset_values[instrumentId].day2_value_sum += (todayValues[instrumentId] || 0);
+        }
+
+        this.user_count++;
+    }
+
+    async getResult() {
+        if (this.user_count === 0 || !this.dates.today) {
+            console.warn('[AssetCrowdFlow] No users processed or dates missing.');
+            return null; // <--- Returns null if no users
+        }
+
+        // Load priceMap and mappings if not loaded
+        if (!this.priceMap || !this.mappings) {
+            try {
+                const [priceData, mappingData] = await Promise.all([
+                    loadAllPriceData(),
+                    loadInstrumentMappings()
+                ]);
+                this.priceMap = priceData;
+                this.mappings = mappingData;
+
+                if (!this.priceMap || Object.keys(this.priceMap).length === 0) {
+                    console.error('[AssetCrowdFlow] CRITICAL: Price map is empty or failed to load. Aborting calculation to allow backfill.');
+                    return null; // Return null to trigger backfill
+                }
+
+            } catch (err) {
+                console.error('[AssetCrowdFlow] Failed to load dependencies:', err);
+                return null; // <--- Return null on error
+            }
+        }
+
+        const finalResults = {};
+        const todayStr = this.dates.today;
+        const yesterdayStr = this.dates.yesterday;
+
+        for (const rawInstrumentId in this.asset_values) {
+            const instrumentId = String(rawInstrumentId); // normalize
+            const ticker = this.mappings.instrumentToTicker?.[instrumentId] || `id_${instrumentId}`;
+
+            const avg_day1_value = this.asset_values[rawInstrumentId].day1_value_sum / this.user_count;
+            const avg_day2_value = this.asset_values[rawInstrumentId].day2_value_sum / this.user_count;
+
+            // --- THIS IS THE FIX YOU APPLIED ---
+            const priceChangePct = getDailyPriceChange(instrumentId, yesterdayStr, todayStr, this.priceMap);
+            // --- END FIX ---
+
+            if (priceChangePct === null) {
+                // If price is missing, we simply skip this ticker.
+                // It will not be in the final output.
+                continue;
+            }
+
+            // --- THIS IS THE LOGIC THAT IS BROKEN IN YOUR FILE ---
+            // Calculate expected day2 value from price movement
+            const expected_day2_value = avg_day1_value * (1 + priceChangePct);
+
+            // Net crowd flow = actual minus expected
+            const net_crowd_flow_pct = avg_day2_value - expected_day2_value;
+
+            finalResults[ticker] = {
+                net_crowd_flow_pct,
+                avg_value_day1_pct: avg_day1_value, // <-- Note: I've also fixed the key name here
+                avg_value_day2_pct: avg_day2_value, // <-- Note: I've also fixed the key name here
+                expected_day2_value,
+                price_change_pct: priceChangePct,
+                user_sample_size: this.user_count
+            };
+            // --- END BROKEN LOGIC ---
+        }
+
+        if (Object.keys(finalResults).length === 0) {
+            console.warn(`[AssetCrowdFlow] No results generated for ${this.dates.today}. This likely means all price data was missing. Returning null for backfill.`);
+            return null; // <--- Returns null if all tickers failed
+        }
+
+        return finalResults;
+    }
+
+
+    reset() {
+        this.asset_values = {};
+        this.user_count = 0;
+        this.priceMap = null;
+        this.mappings = null;
+        this.dates = {};
+    }
+}
+
 module.exports = AssetCrowdFlow;

package/calculations/behavioural/historical/drawdown_response.js

@@ -1,59 +1,59 @@
-/**
- * Analyzes user behavior after a position experiences a >10% drawdown.
- */
-class DrawdownResponse {
-    constructor() {
-        this.drawdown_events = {
-            held_position: 0,
-            closed_position: 0,
-            added_to_position: 0
-        };
-    }
-
-    process(todayPortfolio, yesterdayPortfolio, userId) {
-        if (!yesterdayPortfolio || !todayPortfolio) {
-            return; // Need both days for comparison
-        }
-
-        const yPositions = yesterdayPortfolio.AggregatedPositions || yesterdayPortfolio.PublicPositions;
-        const tPositions = todayPortfolio.AggregatedPositions || todayPortfolio.PublicPositions;
-
-        if (!yPositions || !Array.isArray(yPositions) || !tPositions || !Array.isArray(tPositions)) {
-            return;
-        }
-
-        // Use PositionID if available (as in original file), fallback to InstrumentID
-        const todayPositions = new Map(tPositions.map(p => [p.PositionID || p.InstrumentID, p]));
-
-        for (const yPos of yPositions) {
-            // FIX: Use the NetProfit field, which is already a percentage.
-            // Your data sample (e.g., -83.6) shows the threshold should be -10.0.
-            const drawdownPercent = yPos.NetProfit || 0;
-            const yPosId = yPos.PositionID || yPos.InstrumentID;
-
-            // Check if this position was in a >10% drawdown yesterday
-            if (drawdownPercent < -10.0) {
-                const todayPos = todayPositions.get(yPosId);
-
-                if (!todayPos) {
-                    // Position was closed
-                    this.drawdown_events.closed_position++;
-                } else if (todayPos.Invested > yPos.Invested) {
-                    // FIX: Use 'Invested' (percentage) to check for increase
-                    // User added money to the losing position
-                    this.drawdown_events.added_to_position++;
-                } else {
-                    // Position was held (or reduced, but not added to)
-                    this.drawdown_events.held_position++;
-                }
-            }
-        }
-    }
-
-    getResult() {
-        // Return final calculated values
-        return this.drawdown_events;
-    }
-}
-
+/**
+ * Analyzes user behavior after a position experiences a >10% drawdown.
+ */
+class DrawdownResponse {
+    constructor() {
+        this.drawdown_events = {
+            held_position: 0,
+            closed_position: 0,
+            added_to_position: 0
+        };
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId) {
+        if (!yesterdayPortfolio || !todayPortfolio) {
+            return; // Need both days for comparison
+        }
+
+        const yPositions = yesterdayPortfolio.AggregatedPositions || yesterdayPortfolio.PublicPositions;
+        const tPositions = todayPortfolio.AggregatedPositions || todayPortfolio.PublicPositions;
+
+        if (!yPositions || !Array.isArray(yPositions) || !tPositions || !Array.isArray(tPositions)) {
+            return;
+        }
+
+        // Use PositionID if available (as in original file), fallback to InstrumentID
+        const todayPositions = new Map(tPositions.map(p => [p.PositionID || p.InstrumentID, p]));
+
+        for (const yPos of yPositions) {
+            // FIX: Use the NetProfit field, which is already a percentage.
+            // Your data sample (e.g., -83.6) shows the threshold should be -10.0.
+            const drawdownPercent = yPos.NetProfit || 0;
+            const yPosId = yPos.PositionID || yPos.InstrumentID;
+
+            // Check if this position was in a >10% drawdown yesterday
+            if (drawdownPercent < -10.0) {
+                const todayPos = todayPositions.get(yPosId);
+
+                if (!todayPos) {
+                    // Position was closed
+                    this.drawdown_events.closed_position++;
+                } else if (todayPos.Invested > yPos.Invested) {
+                    // FIX: Use 'Invested' (percentage) to check for increase
+                    // User added money to the losing position
+                    this.drawdown_events.added_to_position++;
+                } else {
+                    // Position was held (or reduced, but not added to)
+                    this.drawdown_events.held_position++;
+                }
+            }
+        }
+    }
+
+    getResult() {
+        // Return final calculated values
+        return this.drawdown_events;
+    }
+}
+
 module.exports = DrawdownResponse;