aiden-shared-calculations-unified 1.0.35 → 1.0.37

package/calculations/behavioural/historical/in_loss_asset_crowd_flow.js

@@ -1,99 +1,99 @@
-const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
-const { loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
-
-/**
- * @fileoverview Calculates "Net Crowd Flow" for each asset, BUT
- * *only* for the cohort of users who are currently IN LOSS
- * on their positions for that asset.
- */
-class InLossAssetCrowdFlow {
-    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 = {};
-    }
-
-    _initAsset(instrumentId) {
-        if (!this.asset_values[instrumentId]) {
-            this.asset_values[instrumentId] = { day1_value_sum: 0, day2_value_sum: 0 };
-        }
-    }
-
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
-            return;
-        }
-
-        if (!this.dates.today && context.todayDateStr && context.yesterdayDateStr) {
-            this.dates.today = context.todayDateStr;
-            this.dates.yesterday = context.yesterdayDateStr;
-        }
-
-        const yesterdayPositions = new Map(yesterdayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
-        const todayPositions = new Map(todayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
-        
-        const allInstrumentIds = new Set([
-            ...yesterdayPositions.keys(),
-            ...todayPositions.keys()
-        ]);
-
-        for (const instrumentId of allInstrumentIds) {
-            const yPos = yesterdayPositions.get(instrumentId);
-            const tPos = todayPositions.get(instrumentId);
-            
-            // --- COHORT LOGIC ---
-            // Only aggregate if the user is in LOSS on this asset.
-            const tNetProfit = tPos?.NetProfit || 0;
-            if (tNetProfit >= 0) { // Note: >= 0 (includes zero profit)
-                continue; // Skip this asset for this user
-            }
-            // --- END COHORT LOGIC ---
-
-            this._initAsset(instrumentId);
-            this.asset_values[instrumentId].day1_value_sum += (yPos?.Value || 0);
-            this.asset_values[instrumentId].day2_value_sum += (tPos?.Value || 0);
-        }
-        this.user_count++;
-    }
-
-    async getResult() {
-        if (this.user_count === 0 || !this.dates.today) return {};
-        if (!this.priceMap || !this.mappings) {
-            const [priceData, mappingData] = await Promise.all([
-                loadAllPriceData(),
-                loadInstrumentMappings()
-            ]);
-            this.priceMap = priceData;
-            this.mappings = mappingData;
-        }
-        
-        const finalResults = {};
-        const todayStr = this.dates.today;
-        const yesterdayStr = this.dates.yesterday;
-
-        for (const instrumentId in this.asset_values) {
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
-            
-            const avg_day1_value = this.asset_values[instrumentId].day1_value_sum / this.user_count;
-            const avg_day2_value = this.asset_values[instrumentId].day2_value_sum / this.user_count;
-            const priceChangePct = getDailyPriceChange(instrumentId, yesterdayStr, todayStr, this.priceMap);
-
-            if (priceChangePct === null) continue;
-
-            const expected_day2_value = avg_day1_value * (1 + priceChangePct);
-            const net_crowd_flow_pct = avg_day2_value - expected_day2_value;
-
-            finalResults[ticker] = {
-                net_crowd_flow_pct: net_crowd_flow_pct,
-                avg_value_day1_pct: avg_day1_value,
-                avg_value_day2_pct: avg_day2_value
-            };
-        }
-        return finalResults;
-    }
-
-    reset() { /*...reset all properties...*/ }
-}
+const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
+const { loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
+
+/**
+ * @fileoverview Calculates "Net Crowd Flow" for each asset, BUT
+ * *only* for the cohort of users who are currently IN LOSS
+ * on their positions for that asset.
+ */
+class InLossAssetCrowdFlow {
+    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 = {};
+    }
+
+    _initAsset(instrumentId) {
+        if (!this.asset_values[instrumentId]) {
+            this.asset_values[instrumentId] = { day1_value_sum: 0, day2_value_sum: 0 };
+        }
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
+            return;
+        }
+
+        if (!this.dates.today && context.todayDateStr && context.yesterdayDateStr) {
+            this.dates.today = context.todayDateStr;
+            this.dates.yesterday = context.yesterdayDateStr;
+        }
+
+        const yesterdayPositions = new Map(yesterdayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
+        const todayPositions = new Map(todayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
+        
+        const allInstrumentIds = new Set([
+            ...yesterdayPositions.keys(),
+            ...todayPositions.keys()
+        ]);
+
+        for (const instrumentId of allInstrumentIds) {
+            const yPos = yesterdayPositions.get(instrumentId);
+            const tPos = todayPositions.get(instrumentId);
+            
+            // --- COHORT LOGIC ---
+            // Only aggregate if the user is in LOSS on this asset.
+            const tNetProfit = tPos?.NetProfit || 0;
+            if (tNetProfit >= 0) { // Note: >= 0 (includes zero profit)
+                continue; // Skip this asset for this user
+            }
+            // --- END COHORT LOGIC ---
+
+            this._initAsset(instrumentId);
+            this.asset_values[instrumentId].day1_value_sum += (yPos?.Value || 0);
+            this.asset_values[instrumentId].day2_value_sum += (tPos?.Value || 0);
+        }
+        this.user_count++;
+    }
+
+    async getResult() {
+        if (this.user_count === 0 || !this.dates.today) return {};
+        if (!this.priceMap || !this.mappings) {
+            const [priceData, mappingData] = await Promise.all([
+                loadAllPriceData(),
+                loadInstrumentMappings()
+            ]);
+            this.priceMap = priceData;
+            this.mappings = mappingData;
+        }
+        
+        const finalResults = {};
+        const todayStr = this.dates.today;
+        const yesterdayStr = this.dates.yesterday;
+
+        for (const instrumentId in this.asset_values) {
+            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
+            
+            const avg_day1_value = this.asset_values[instrumentId].day1_value_sum / this.user_count;
+            const avg_day2_value = this.asset_values[instrumentId].day2_value_sum / this.user_count;
+            const priceChangePct = getDailyPriceChange(instrumentId, yesterdayStr, todayStr, this.priceMap);
+
+            if (priceChangePct === null) continue;
+
+            const expected_day2_value = avg_day1_value * (1 + priceChangePct);
+            const net_crowd_flow_pct = avg_day2_value - expected_day2_value;
+
+            finalResults[ticker] = {
+                net_crowd_flow_pct: net_crowd_flow_pct,
+                avg_value_day1_pct: avg_day1_value,
+                avg_value_day2_pct: avg_day2_value
+            };
+        }
+        return finalResults;
+    }
+
+    reset() { /*...reset all properties...*/ }
+}
 module.exports = InLossAssetCrowdFlow;

package/calculations/behavioural/historical/in_profit_asset_crowd_flow.js

@@ -1,100 +1,100 @@
-const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
-const { loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
-
-/**
- * @fileoverview Calculates "Net Crowd Flow" for each asset, BUT
- * *only* for the cohort of users who are currently IN PROFIT
- * on their positions for that asset.
- */
-class InProfitAssetCrowdFlow {
-    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 = {};
-    }
-
-    _initAsset(instrumentId) {
-        if (!this.asset_values[instrumentId]) {
-            this.asset_values[instrumentId] = { day1_value_sum: 0, day2_value_sum: 0 };
-        }
-    }
-
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
-            return;
-        }
-
-        if (!this.dates.today && context.todayDateStr && context.yesterdayDateStr) {
-            this.dates.today = context.todayDateStr;
-            this.dates.yesterday = context.yesterdayDateStr;
-        }
-
-        const yesterdayPositions = new Map(yesterdayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
-        const todayPositions = new Map(todayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
-        
-        const allInstrumentIds = new Set([
-            ...yesterdayPositions.keys(),
-            ...todayPositions.keys()
-        ]);
-
-        for (const instrumentId of allInstrumentIds) {
-            const yPos = yesterdayPositions.get(instrumentId);
-            const tPos = todayPositions.get(instrumentId);
-            
-            // --- COHORT LOGIC ---
-            // Only aggregate if the user is in PROFIT on this asset.
-            // We check *today's* profit status as the primary signal.
-            const tNetProfit = tPos?.NetProfit || 0;
-            if (tNetProfit <= 0) {
-                continue; // Skip this asset for this user
-            }
-            // --- END COHORT LOGIC ---
-
-            this._initAsset(instrumentId);
-            this.asset_values[instrumentId].day1_value_sum += (yPos?.Value || 0);
-            this.asset_values[instrumentId].day2_value_sum += (tPos?.Value || 0);
-        }
-        this.user_count++; // Note: This is user_count of *all* users, which is fine for avg.
-    }
-
-    async getResult() {
-        if (this.user_count === 0 || !this.dates.today) return {};
-        if (!this.priceMap || !this.mappings) {
-            const [priceData, mappingData] = await Promise.all([
-                loadAllPriceData(),
-                loadInstrumentMappings()
-            ]);
-            this.priceMap = priceData;
-            this.mappings = mappingData;
-        }
-        
-        const finalResults = {};
-        const todayStr = this.dates.today;
-        const yesterdayStr = this.dates.yesterday;
-
-        for (const instrumentId in this.asset_values) {
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
-            
-            const avg_day1_value = this.asset_values[instrumentId].day1_value_sum / this.user_count;
-            const avg_day2_value = this.asset_values[instrumentId].day2_value_sum / this.user_count;
-            const priceChangePct = getDailyPriceChange(instrumentId, yesterdayStr, todayStr, this.priceMap);
-
-            if (priceChangePct === null) continue;
-
-            const expected_day2_value = avg_day1_value * (1 + priceChangePct);
-            const net_crowd_flow_pct = avg_day2_value - expected_day2_value;
-
-            finalResults[ticker] = {
-                net_crowd_flow_pct: net_crowd_flow_pct,
-                avg_value_day1_pct: avg_day1_value,
-                avg_value_day2_pct: avg_day2_value
-            };
-        }
-        return finalResults;
-    }
-
-    reset() { /*...reset all properties...*/ }
-}
+const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
+const { loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
+
+/**
+ * @fileoverview Calculates "Net Crowd Flow" for each asset, BUT
+ * *only* for the cohort of users who are currently IN PROFIT
+ * on their positions for that asset.
+ */
+class InProfitAssetCrowdFlow {
+    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 = {};
+    }
+
+    _initAsset(instrumentId) {
+        if (!this.asset_values[instrumentId]) {
+            this.asset_values[instrumentId] = { day1_value_sum: 0, day2_value_sum: 0 };
+        }
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
+            return;
+        }
+
+        if (!this.dates.today && context.todayDateStr && context.yesterdayDateStr) {
+            this.dates.today = context.todayDateStr;
+            this.dates.yesterday = context.yesterdayDateStr;
+        }
+
+        const yesterdayPositions = new Map(yesterdayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
+        const todayPositions = new Map(todayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
+        
+        const allInstrumentIds = new Set([
+            ...yesterdayPositions.keys(),
+            ...todayPositions.keys()
+        ]);
+
+        for (const instrumentId of allInstrumentIds) {
+            const yPos = yesterdayPositions.get(instrumentId);
+            const tPos = todayPositions.get(instrumentId);
+            
+            // --- COHORT LOGIC ---
+            // Only aggregate if the user is in PROFIT on this asset.
+            // We check *today's* profit status as the primary signal.
+            const tNetProfit = tPos?.NetProfit || 0;
+            if (tNetProfit <= 0) {
+                continue; // Skip this asset for this user
+            }
+            // --- END COHORT LOGIC ---
+
+            this._initAsset(instrumentId);
+            this.asset_values[instrumentId].day1_value_sum += (yPos?.Value || 0);
+            this.asset_values[instrumentId].day2_value_sum += (tPos?.Value || 0);
+        }
+        this.user_count++; // Note: This is user_count of *all* users, which is fine for avg.
+    }
+
+    async getResult() {
+        if (this.user_count === 0 || !this.dates.today) return {};
+        if (!this.priceMap || !this.mappings) {
+            const [priceData, mappingData] = await Promise.all([
+                loadAllPriceData(),
+                loadInstrumentMappings()
+            ]);
+            this.priceMap = priceData;
+            this.mappings = mappingData;
+        }
+        
+        const finalResults = {};
+        const todayStr = this.dates.today;
+        const yesterdayStr = this.dates.yesterday;
+
+        for (const instrumentId in this.asset_values) {
+            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
+            
+            const avg_day1_value = this.asset_values[instrumentId].day1_value_sum / this.user_count;
+            const avg_day2_value = this.asset_values[instrumentId].day2_value_sum / this.user_count;
+            const priceChangePct = getDailyPriceChange(instrumentId, yesterdayStr, todayStr, this.priceMap);
+
+            if (priceChangePct === null) continue;
+
+            const expected_day2_value = avg_day1_value * (1 + priceChangePct);
+            const net_crowd_flow_pct = avg_day2_value - expected_day2_value;
+
+            finalResults[ticker] = {
+                net_crowd_flow_pct: net_crowd_flow_pct,
+                avg_value_day1_pct: avg_day1_value,
+                avg_value_day2_pct: avg_day2_value
+            };
+        }
+        return finalResults;
+    }
+
+    reset() { /*...reset all properties...*/ }
+}
 module.exports = InProfitAssetCrowdFlow;

package/calculations/behavioural/historical/paper_vs_diamond_hands.js

@@ -1,40 +1,40 @@
-/**
- * @fileoverview Calculates the "Paper Hands vs. Diamond Hands" index.
- */
-
-class PaperVsDiamondHands {
-    constructor() {
-        this.newPositions = 0;
-        this.closedPositions = 0;
-        this.heldPositions = 0;
-    }
-
-    process(todayPortfolio, yesterdayPortfolio, userId) {
-        if (!todayPortfolio || !yesterdayPortfolio) {
-            return;
-        }
-
-        const todayIds = new Set((todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions).map(p => p.PositionID || p.InstrumentID));
-        const yesterdayIds = new Set((yesterdayPortfolio.PublicPositions || yesterdayPortfolio.AggregatedPositions).map(p => p.PositionID || p.InstrumentID));
-
-        const newPos = [...todayIds].filter(id => !yesterdayIds.has(id)).length;
-        const closedPos = [...yesterdayIds].filter(id => !todayIds.has(id)).length;
-        const heldPos = [...todayIds].filter(id => yesterdayIds.has(id)).length;
-
-        this.newPositions += newPos;
-        this.closedPositions += closedPos;
-        this.heldPositions += heldPos;
-    }
-
-    getResult() {
-        const totalPositions = this.newPositions + this.closedPositions + this.heldPositions;
-        if (totalPositions === 0) return {};
-
-        return {
-            paper_hands_index: (this.closedPositions / totalPositions) * 100, // High turnover
-            diamond_hands_index: (this.heldPositions / totalPositions) * 100,   // Low turnover
-        };
-    }
-}
-
+/**
+ * @fileoverview Calculates the "Paper Hands vs. Diamond Hands" index.
+ */
+
+class PaperVsDiamondHands {
+    constructor() {
+        this.newPositions = 0;
+        this.closedPositions = 0;
+        this.heldPositions = 0;
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId) {
+        if (!todayPortfolio || !yesterdayPortfolio) {
+            return;
+        }
+
+        const todayIds = new Set((todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions).map(p => p.PositionID || p.InstrumentID));
+        const yesterdayIds = new Set((yesterdayPortfolio.PublicPositions || yesterdayPortfolio.AggregatedPositions).map(p => p.PositionID || p.InstrumentID));
+
+        const newPos = [...todayIds].filter(id => !yesterdayIds.has(id)).length;
+        const closedPos = [...yesterdayIds].filter(id => !todayIds.has(id)).length;
+        const heldPos = [...todayIds].filter(id => yesterdayIds.has(id)).length;
+
+        this.newPositions += newPos;
+        this.closedPositions += closedPos;
+        this.heldPositions += heldPos;
+    }
+
+    getResult() {
+        const totalPositions = this.newPositions + this.closedPositions + this.heldPositions;
+        if (totalPositions === 0) return {};
+
+        return {
+            paper_hands_index: (this.closedPositions / totalPositions) * 100, // High turnover
+            diamond_hands_index: (this.heldPositions / totalPositions) * 100,   // Low turnover
+        };
+    }
+}
+
 module.exports = PaperVsDiamondHands;

package/calculations/behavioural/historical/position_count_pnl.js

@@ -1,68 +1,68 @@
-/**
- * Aggregates P/L by the number of positions a user holds.
- * Used to create a dot plot.
- */
-class PositionCountPnl {
-    constructor() {
-        // We will store sums and counts to calculate averages later
-        this.pnl_by_position_count = {};
-    }
-
-    _initBucket(count) {
-        if (!this.pnl_by_position_count[count]) {
-            this.pnl_by_position_count[count] = { pnl_sum: 0, count: 0 };
-        }
-    }
-
-    /**
-     * FIX: Helper function to calculate total P&L from positions
-     * @param {object} portfolio
-     * @returns {number|null}
-     */
-    _calculateTotalPnl(portfolio) {
-        const positions = portfolio?.AggregatedPositions || portfolio?.PublicPositions;
-        if (positions && Array.isArray(positions)) {
-            // Sum all NetProfit fields, defaulting to 0 if a position has no NetProfit
-            return positions.reduce((sum, pos) => sum + (pos.NetProfit || 0), 0);
-        }
-        return null;
-    }
-
-    process(todayPortfolio, yesterdayPortfolio, userId) {
-        // FIX: Only need todayPortfolio for this logic
-        if (!todayPortfolio) {
-            return;
-        }
-
-        const positions = todayPortfolio.AggregatedPositions || todayPortfolio.PublicPositions;
-        
-        if (!positions || !Array.isArray(positions)) {
-            return; // Skip users with no positions array
-        }
-
-        const positionCount = positions.length;
-        if (positionCount === 0) {
-            return; // Skip users with no positions
-        }
-
-        // FIX: Calculate dailyPnl by summing NetProfit from all positions
-        const dailyPnl = this._calculateTotalPnl(todayPortfolio);
-
-        if (dailyPnl === null) {
-            return; // Cannot calculate P&L for this user
-        }
-
-        this._initBucket(positionCount);
-        this.pnl_by_position_count[positionCount].pnl_sum += dailyPnl;
-        this.pnl_by_position_count[positionCount].count++;
-    }
-
-    getResult() {
-        // Return the aggregated object.
-        // Frontend will iterate keys, calculate avg (pnl_sum/count),
-        // and plot { x: positionCount, y: avg_pnl }
-        return this.pnl_by_position_count;
-    }
-}
-
+/**
+ * Aggregates P/L by the number of positions a user holds.
+ * Used to create a dot plot.
+ */
+class PositionCountPnl {
+    constructor() {
+        // We will store sums and counts to calculate averages later
+        this.pnl_by_position_count = {};
+    }
+
+    _initBucket(count) {
+        if (!this.pnl_by_position_count[count]) {
+            this.pnl_by_position_count[count] = { pnl_sum: 0, count: 0 };
+        }
+    }
+
+    /**
+     * FIX: Helper function to calculate total P&L from positions
+     * @param {object} portfolio
+     * @returns {number|null}
+     */
+    _calculateTotalPnl(portfolio) {
+        const positions = portfolio?.AggregatedPositions || portfolio?.PublicPositions;
+        if (positions && Array.isArray(positions)) {
+            // Sum all NetProfit fields, defaulting to 0 if a position has no NetProfit
+            return positions.reduce((sum, pos) => sum + (pos.NetProfit || 0), 0);
+        }
+        return null;
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId) {
+        // FIX: Only need todayPortfolio for this logic
+        if (!todayPortfolio) {
+            return;
+        }
+
+        const positions = todayPortfolio.AggregatedPositions || todayPortfolio.PublicPositions;
+        
+        if (!positions || !Array.isArray(positions)) {
+            return; // Skip users with no positions array
+        }
+
+        const positionCount = positions.length;
+        if (positionCount === 0) {
+            return; // Skip users with no positions
+        }
+
+        // FIX: Calculate dailyPnl by summing NetProfit from all positions
+        const dailyPnl = this._calculateTotalPnl(todayPortfolio);
+
+        if (dailyPnl === null) {
+            return; // Cannot calculate P&L for this user
+        }
+
+        this._initBucket(positionCount);
+        this.pnl_by_position_count[positionCount].pnl_sum += dailyPnl;
+        this.pnl_by_position_count[positionCount].count++;
+    }
+
+    getResult() {
+        // Return the aggregated object.
+        // Frontend will iterate keys, calculate avg (pnl_sum/count),
+        // and plot { x: positionCount, y: avg_pnl }
+        return this.pnl_by_position_count;
+    }
+}
+
 module.exports = PositionCountPnl;