aiden-shared-calculations-unified 1.0.36 → 1.0.38

package/calculations/behavioural/historical/user-investment-profile.js

@@ -1,19 +1,17 @@
 /**
  * @fileoverview Calculates a rolling 90-day "Investor Score" (IS) for each normal user.
- * Heuristic engine (not an academic finance model).  Outputs:
- * - sharded_user_profile: { <shardKey>: { profiles: { userId: [history...] }, lastUpdated } }
- * - daily_investor_scores: { userId: finalIS }
  *
- * Notes:
- * - NetProfit / ProfitAndLoss fields are assumed to be percent returns in decimal (e.g. 0.03 = +3%).
- * - The "Sharpe" used here is a cross-sectional dispersion proxy computed over position returns,
- * weighted by invested amounts. It's renamed/treated as a dispersionRiskProxy in comments.
+ * --- META REFACTOR ---
+ * This calculation is now `type: "meta"` to consume in-memory dependencies.
+ * It runs ONCE per day, receives the in-memory cache, and must
+ * perform its own user data streaming.
  */
 
 const { Firestore } = require('@google-cloud/firestore');
 const firestore = new Firestore();
-const { loadAllPriceData } = require('../../../utils/price_data_provider');
-const { getInstrumentSectorMap, loadInstrumentMappings } = require('../../../utils/sector_mapping_provider');
+const { loadAllPriceData, getDailyPriceChange } = require('../../../utils/price_data_provider');
+const { loadInstrumentMappings, getInstrumentSectorMap } = require('../../../utils/sector_mapping_provider');
+const { loadDataByRefs } = require('../../../../bulltrackers-module/functions/computation-system/utils/data_loader'); // Adjust path as needed
 
 // Config
 const NUM_SHARDS = 50; // Must match the number of shards to read/write
@@ -25,88 +23,30 @@ const PNL_TRACKER_CALC_ID = 'user-profitability-tracker'; // The calc to read PN
 function getShardIndex(id) {
     const n = parseInt(id, 10);
     if (!Number.isNaN(n)) return Math.abs(n) % NUM_SHARDS;
-    // simple deterministic string hash fallback for non-numeric IDs (UUIDs)
     let h = 0;
     for (let i = 0; i < id.length; i++) {
         h = ((h << 5) - h) + id.charCodeAt(i);
-        h |= 0; // keep 32-bit
+        h |= 0;
     }
     return Math.abs(h) % NUM_SHARDS;
 }
 
 class UserInvestmentProfile {
     constructor() {
-        // will hold today's per-user raw heuristic scores
-        this.dailyUserScores = {}; // { userId: { score_rd, score_disc, score_time } }
-
-        // cached dependencies
-        this.priceMap = null;
-        this.sectorMap = null;
-        this.pnlScores = null; // { userId: dailyPnlDecimal }
-        this.dates = {};
-        this.dependenciesLoaded = false;
-        
-        // --- START MODIFICATION ---
-        // Flag to track if dependencies loaded successfully
-        this.dependencyLoadedSuccess = false;
-        // --- END MODIFICATION ---
+        // --- META REFACTOR ---
+        // All state is now managed inside the `process` function.
+        // The constructor, getResult, and reset methods are no longer used
+        // by the meta-runner, but we leave them for compatibility.
+        // --- END REFACTOR ---
     }
 
-    /**
-     * Loads external dependencies once per run.
-     */
-    async _loadDependencies(context, dependencies) {
-        if (this.dependenciesLoaded) return;
-
-        const { db, logger } = dependencies;
-        const { todayDateStr } = context;
-
-        if (logger) logger.log('INFO', '[UserInvestmentProfile] Loading dependencies...');
-
-        // load price data and sector mapping in parallel
-        const [priceData, sectorData] = await Promise.all([
-            loadAllPriceData(),
-            getInstrumentSectorMap()
-        ]);
-        this.priceMap = priceData || {};
-        this.sectorMap = sectorData || {};
-
-        // load PNL map (daily percent returns per user) from PNL calc
-        this.pnlScores = {};
-        try {
-            const pnlCalcRef = db.collection(context.config.resultsCollection).doc(todayDateStr)
-                .collection(context.config.resultsSubcollection).doc('pnl')
-                .collection(context.config.computationsSubcollection).doc(PNL_TRACKER_CALC_ID);
-
-            const pnlSnap = await pnlCalcRef.get();
-            
-            // --- START MODIFICATION ---
-            // Check for existence of the doc AND the data within it
-            if (pnlSnap.exists && pnlSnap.data().daily_pnl_map) {
-                this.pnlScores = pnlSnap.data().daily_pnl_map || {};
-                if (logger) logger.log('INFO', `[UserInvestmentProfile] Loaded ${Object.keys(this.pnlScores).length} PNL scores.`);
-                this.dependencyLoadedSuccess = true; // Set success flag
-            } else {
-                if (logger) logger.log('WARN', `[UserInvestmentProfile] Could not find PNL scores dependency for ${todayDateStr}. PNL score will be 0. Aborting profile calculation.`);
-                this.dependencyLoadedSuccess = false; // Set failure flag
-            }
-            // --- END MODIFICATION ---
-
-        } catch (e) {
-            if (logger) logger.log('ERROR', `[UserInvestmentProfile] Failed to load PNL scores.`, { error: e.message });
-            this.dependencyLoadedSuccess = false; // Set failure flag on error
-        }
-
-        this.dependenciesLoaded = true;
-        if (logger) logger.log('INFO', '[UserInvestmentProfile] All dependencies loaded.');
-    }
-
-    // ... [Heuristic calculation functions _calculateRiskAndDivScore, _calculateDisciplineScore, _calculateMarketTimingScore are unchanged] ...
+    // ... [Heuristic calculation functions _calculateRiskAndDivScore, _calculateDisciplineScore, _calculateMarketTimingScore] ...
+    // These helper functions remain identical to your original file.
 
     /**
      * HEURISTIC 1: Risk & Diversification Score (0-10).
      */
-    _calculateRiskAndDivScore(todayPortfolio) {
+    _calculateRiskAndDivScore(todayPortfolio, sectorMap) {
         if (!todayPortfolio.AggregatedPositions || todayPortfolio.AggregatedPositions.length === 0) {
             return 5; // neutral
         }
@@ -128,7 +68,7 @@ class UserInvestmentProfile {
             totalInvested += invested;
             if (invested > maxPosition) maxPosition = invested;
 
-            sectors.add(this.sectorMap[pos.InstrumentID] || 'N/A');
+            sectors.add(sectorMap[pos.InstrumentID] || 'N/A');
         }
 
         // Weighted mean & variance of returns
@@ -215,7 +155,7 @@ class UserInvestmentProfile {
     /**
      * HEURISTIC 3: Market Timing Score (0-10).
      */
-    _calculateMarketTimingScore(yesterdayPortfolio = {}, todayPortfolio = {}) {
+    _calculateMarketTimingScore(yesterdayPortfolio = {}, todayPortfolio = {}, priceMap) {
         const yIds = new Set((yesterdayPortfolio.AggregatedPositions || []).map(p => p.PositionID));
         const newPositions = (todayPortfolio.AggregatedPositions || []).filter(p => !yIds.has(p.PositionID));
 
@@ -225,7 +165,7 @@ class UserInvestmentProfile {
         let timingCount = 0;
 
         for (const tPos of newPositions) {
-            const prices = this.priceMap[tPos.InstrumentID];
+            const prices = priceMap[tPos.InstrumentID];
             if (!prices) continue;
 
             // Accept prices as either array or {date:price} map; build sorted array of prices
@@ -267,98 +207,105 @@ class UserInvestmentProfile {
         const avg = (timingCount > 0) ? (timingPoints / timingCount) : 5;
         return Math.max(0, Math.min(10, avg));
     }
-    
-    /**
-     * PROCESS: called per-user per-day to compute and store today's heuristics.
-     */
-    async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocial, yesterdaySocial) {
-        // run only for normal users with portfolios
-        if (!todayPortfolio || !todayPortfolio.AggregatedPositions) return;
 
-        if (!this.dependenciesLoaded) {
-            await this._loadDependencies(context, context.dependencies);
-            this.dates.today = context.todayDateStr;
-        }
-        
-        // --- START MODIFICATION ---
-        // If dependencies failed to load (e.g., PNL doc was missing), stop processing.
-        if (!this.dependencyLoadedSuccess) {
-            return;
-        }
-        // --- END MODIFICATION ---
 
-        const yPort = yesterdayPortfolio || {};
+    /**
+     * PROCESS: META REFACTOR
+     * This now runs ONCE, loads all data, streams users, and returns one big result.
+     */
+    async process(dateStr, dependencies, config, computedDependencies) {
+        const { logger, db, rootData, calculationUtils } = dependencies;
+        const { portfolioRefs } = rootData;
 
-        const score_rd = this._calculateRiskAndDivScore(todayPortfolio);
-        const score_disc = this._calculateDisciplineScore(yPort, todayPortfolio);
-        const score_time = this._calculateMarketTimingScore(yPort, todayPortfolio);
+        logger.log('INFO', '[UserInvestmentProfile] Starting meta-process...');
 
-        this.dailyUserScores[userId] = {
-            score_rd,
-            score_disc,
-            score_time
-        };
-    }
+        // 1. Get Pass 1 dependency from in-memory cache
+        const pnlTrackerResult = computedDependencies[PNL_TRACKER_CALC_ID];
+        if (!pnlTrackerResult || !pnlTrackerResult.daily_pnl_map) {
+            logger.log('WARN', `[UserInvestmentProfile] Missing in-memory dependency '${PNL_TRACKER_CALC_ID}'. Aborting.`);
+            return null; // Return null to signal failure
+        }
+        const pnlScores = pnlTrackerResult.daily_pnl_map;
+        logger.log('INFO', `[UserInvestmentProfile] Received ${Object.keys(pnlScores).length} PNL scores in-memory.`);
 
-    /**
-     * GETRESULT: Aggregate into rolling 90-day history, compute avg components and final IS.
-     */
-    async getResult() {
-        // --- START MODIFICATION ---
-        // If dependencies failed, return null to trigger backfill.
-        if (!this.dependencyLoadedSuccess) {
-            // Logger might not be available here, use console.warn
-            console.warn('[UserInvestmentProfile] Skipping getResult as dependency (pnl-tracker) failed.');
+        // 2. Load external dependencies (prices, sectors)
+        const [priceMap, sectorMap] = await Promise.all([
+            loadAllPriceData(),
+            getInstrumentSectorMap()
+        ]);
+        if (!priceMap || !sectorMap) {
+            logger.log('ERROR', '[UserInvestmentProfile] Failed to load priceMap or sectorMap.');
             return null;
         }
         
-        // If no users were processed (e.g., all were filtered out), return null.
-        if (Object.keys(this.dailyUserScores).length === 0) {
-            console.warn('[UserInvestmentProfile] No daily user scores were calculated. Returning null for backfill.');
-            return null;
+        // 3. Load "yesterday's" portfolio data for comparison
+        const yesterdayDate = new Date(dateStr + 'T00:00:00Z');
+        yesterdayDate.setUTCDate(yesterdayDate.getUTCDate() - 1);
+        const yesterdayStr = yesterdayDate.toISOString().slice(0, 10);
+        const yesterdayRefs = await calculationUtils.getPortfolioPartRefs(config, dependencies, yesterdayStr);
+        const yesterdayPortfolios = await loadFullDayMap(config, dependencies, yesterdayRefs);
+        logger.log('INFO', `[UserInvestmentProfile] Loaded ${yesterdayRefs.length} part refs for yesterday.`);
+
+        // 4. Stream "today's" portfolio data and process
+        const batchSize = config.partRefBatchSize || 10;
+        const dailyUserScores = {}; // Local state for this run
+
+        for (let i = 0; i < portfolioRefs.length; i += batchSize) {
+            const batchRefs = portfolioRefs.slice(i, i + batchSize);
+            const todayPortfoliosChunk = await loadDataByRefs(config, dependencies, batchRefs);
+
+            for (const uid in todayPortfoliosChunk) {
+                const pToday = todayPortfoliosChunk[uid];
+                if (!pToday || !pToday.AggregatedPositions) continue; // Skip speculators or empty
+
+                const pYesterday = yesterdayPortfolios[uid] || {};
+
+                // Run the heuristic calculations
+                const score_rd = this._calculateRiskAndDivScore(pToday, sectorMap);
+                const score_disc = this._calculateDisciplineScore(pYesterday, pToday);
+                const score_time = this._calculateMarketTimingScore(pYesterday, pToday, priceMap);
+
+                dailyUserScores[uid] = {
+                    score_rd,
+                    score_disc,
+                    score_time
+                };
+            }
         }
-        // --- END MODIFICATION ---
-
-        const todayStr = this.dates.today || (new Date()).toISOString().slice(0, 10);
+        logger.log('INFO', `[UserInvestmentProfile] Calculated daily scores for ${Object.keys(dailyUserScores).length} users.`);
+        
+        // --- 5. GETRESULT LOGIC IS NOW INSIDE PROCESS ---
+        // (This is the logic from your original getResult())
 
-        // prepare sharded output objects with profiles container (Option A)
         const shardedResults = {};
         for (let i = 0; i < NUM_SHARDS; i++) {
             const shardKey = `${SHARD_COLLECTION_NAME}_shard_${i}`;
-            shardedResults[shardKey] = { profiles: {}, lastUpdated: todayStr };
+            shardedResults[shardKey] = { profiles: {}, lastUpdated: dateStr };
         }
 
         const dailyInvestorScoreMap = {};
 
-        // fetch existing shards in parallel
+        // Fetch existing shards in parallel
         const shardPromises = [];
         for (let i = 0; i < NUM_SHARDS; i++) {
             const docRef = firestore.collection(SHARD_COLLECTION_NAME).doc(`${SHARD_COLLECTION_NAME}_shard_${i}`);
             shardPromises.push(docRef.get());
         }
         const shardSnapshots = await Promise.all(shardPromises);
-
-        // Build existingShards map of profiles for quick access
-        const existingShards = shardSnapshots.map((snap, idx) => {
-            if (!snap.exists) return {}; // no profiles
-            const data = snap.data() || {};
-            return data.profiles || {};
-        });
-
-        // process users
-        for (const userId of Object.keys(this.dailyUserScores)) {
+        const existingShards = shardSnapshots.map((snap) => (snap.exists ? snap.data().profiles : {}));
+        
+        // Process users
+        for (const userId of Object.keys(dailyUserScores)) {
             const shardIndex = getShardIndex(userId);
-            const scores = this.dailyUserScores[userId];
+            const scores = dailyUserScores[userId];
 
-            // fetch existing history for this user (if present)
             const existingProfiles = existingShards[shardIndex] || {};
-            // clone to avoid mutating snapshot data directly
-            const history = (existingProfiles[userId] || []).slice();
+            const history = (existingProfiles[userId] || []).slice(); // clone
 
             history.push({
-                date: todayStr,
+                date: dateStr,
                 ...scores,
-                pnl: (this.pnlScores && (userId in this.pnlScores)) ? this.pnlScores[userId] : 0
+                pnl: (pnlScores[userId] || 0)
             });
 
             const newHistory = history.slice(-ROLLING_DAYS);
@@ -377,36 +324,35 @@ class UserInvestmentProfile {
             avg_time /= N;
             avg_pnl /= N;
 
-            // Normalize PNL: avg_pnl is decimal percent (0.005 -> 0.5%). Map to 0-10 scale:
-            // multiply by 1000 (0.005 -> 5). Clamp to [-10, 10] to avoid outliers.
             const normalizedPnl = Math.max(-10, Math.min(10, avg_pnl * 1000));
-
-            // Final IS (weights): discipline 40%, risk/div 30%, timing 20%, pnl 10%
             const finalISRaw = (avg_disc * 0.4) + (avg_rd * 0.3) + (avg_time * 0.2) + (normalizedPnl * 0.1);
             const finalIS = Math.max(0, Math.min(10, finalISRaw));
 
-            // store in prepared shard result under 'profiles'
             const shardKey = `${SHARD_COLLECTION_NAME}_shard_${shardIndex}`;
             shardedResults[shardKey].profiles[userId] = newHistory;
-
-            // also set the daily investor score
             dailyInvestorScoreMap[userId] = finalIS;
         }
-
+        
+        logger.log('INFO', `[UserInvestmentProfile] Finalized IS scores for ${Object.keys(dailyInvestorScoreMap).length} users.`);
+        
+        // Return the final result object
         return {
             sharded_user_profile: shardedResults,
             daily_investor_scores: dailyInvestorScoreMap
         };
     }
 
+    /**
+     * getResult is no longer used by the meta-runner.
+     */
+    async getResult() { 
+        return null;
+    }
+
+    /**
+     * reset is no longer used by the meta-runner.
+     */
     reset() {
-        this.dailyUserScores = {};
-        this.dependenciesLoaded = false;
-        this.priceMap = null;
-        this.sectorMap = null;
-        this.pnlScores = null;
-        this.dates = {};
-        this.dependencyLoadedSuccess = false; // <-- MODIFICATION
     }
 }
 

package/calculations/capital_flow/historical/reallocation_increase_percentage.js

@@ -0,0 +1,63 @@
+/**
+ * @fileoverview Calculates the average percentage increase in allocation
+ * specifically towards assets already held on the previous day.
+ */
+
+class ReallocationIncreasePercentage {
+    constructor() {
+        this.accumulatedIncreasePercentage = 0;
+        this.userCount = 0;
+    }
+
+    process(todayPortfolio, yesterdayPortfolio, userId) {
+        if (!todayPortfolio || !yesterdayPortfolio || !todayPortfolio.AggregatedPositions || !yesterdayPortfolio.AggregatedPositions) {
+            // Requires AggregatedPositions which contain the 'Invested' percentage
+            return;
+        }
+
+        const yesterdayPositions = new Map(yesterdayPortfolio.AggregatedPositions.map(p => [p.InstrumentID, p]));
+        let userTotalIncreasePercentage = 0;
+
+        for (const todayPos of todayPortfolio.AggregatedPositions) {
+            const yesterdayPos = yesterdayPositions.get(todayPos.InstrumentID);
+
+            // Check if the asset was held yesterday
+            if (yesterdayPos) {
+                // Ensure 'Invested' property exists and is a number
+                const todayInvested = typeof todayPos.Invested === 'number' ? todayPos.Invested : 0;
+                const yesterdayInvested = typeof yesterdayPos.Invested === 'number' ? yesterdayPos.Invested : 0;
+
+                const deltaInvested = todayInvested - yesterdayInvested;
+
+                // Accumulate only the increases
+                if (deltaInvested > 0) {
+                    userTotalIncreasePercentage += deltaInvested;
+                }
+            }
+        }
+
+        // Only count users who had positions on both days for this metric
+        if (yesterdayPortfolio.AggregatedPositions.length > 0 && todayPortfolio.AggregatedPositions.length > 0) {
+           this.accumulatedIncreasePercentage += userTotalIncreasePercentage;
+           this.userCount++;
+        }
+    }
+
+    getResult() {
+        if (this.userCount === 0) {
+            return {};
+        }
+
+        return {
+             // Calculate the final average directly
+            average_reallocation_increase_percentage: this.accumulatedIncreasePercentage / this.userCount
+        };
+    }
+
+    reset() {
+        this.accumulatedIncreasePercentage = 0;
+        this.userCount = 0;
+    }
+}
+
+module.exports = ReallocationIncreasePercentage;

package/calculations/speculators/stop_loss_distance_by_sector_short_long_breakdown.js

@@ -0,0 +1,91 @@
+/**
+ * @fileoverview Calculates the average stop loss distance (percent and value)
+ * for long and short positions, grouped by SECTOR.
+ */
+const { getInstrumentSectorMap } = require('../../utils/sector_mapping_provider');
+
+class StopLossDistanceBySector {
+    constructor() {
+        this.instrumentData = {};
+        this.instrumentToSector = null;
+    }
+
+    process(portfolioData, yesterdayPortfolio, userId, context) {
+        if (!portfolioData || !portfolioData.PublicPositions) return;
+
+        for (const position of portfolioData.PublicPositions) {
+            const { InstrumentID, Leverage, StopLossRate, CurrentRate, IsBuy } = position;
+            if (Leverage <= 1 || StopLossRate <= 0.0001 || CurrentRate <= 0) continue;
+
+            const distance_value = IsBuy ? CurrentRate - StopLossRate : StopLossRate - CurrentRate;
+            const distance_percent = (distance_value / CurrentRate) * 100;
+
+            if (distance_percent > 0) {
+                const posType = IsBuy ? 'long' : 'short';
+                if (!this.instrumentData[InstrumentID]) this.instrumentData[InstrumentID] = {};
+                if (!this.instrumentData[InstrumentID][posType]) {
+                    this.instrumentData[InstrumentID][posType] = {
+                        distance_percent_sum: 0,
+                        distance_value_sum: 0,
+                        count: 0
+                    };
+                }
+                const agg = this.instrumentData[InstrumentID][posType];
+                agg.distance_percent_sum += distance_percent;
+                agg.distance_value_sum += distance_value;
+                agg.count++;
+            }
+        }
+    }
+
+    async getResult() {
+        if (Object.keys(this.instrumentData).length === 0) return {};
+        if (!this.instrumentToSector) {
+            this.instrumentToSector = await getInstrumentSectorMap();
+        }
+
+        const sectorData = {};
+        for (const instrumentId in this.instrumentData) {
+            const sector = this.instrumentToSector[instrumentId] || 'N/A';
+            if (!sectorData[sector]) sectorData[sector] = {};
+
+            for (const posType in this.instrumentData[instrumentId]) {
+                if (!sectorData[sector][posType]) {
+                    sectorData[sector][posType] = {
+                        distance_percent_sum: 0,
+                        distance_value_sum: 0,
+                        count: 0
+                    };
+                }
+                const source = this.instrumentData[instrumentId][posType];
+                const target = sectorData[sector][posType];
+                target.distance_percent_sum += source.distance_percent_sum;
+                target.distance_value_sum += source.distance_value_sum;
+                target.count += source.count;
+            }
+        }
+
+        const result = {};
+        for (const sector in sectorData) {
+            result[sector] = {};
+            for (const posType in sectorData[sector]) {
+                const data = sectorData[sector][posType];
+                // REFACTOR: Perform final calculation and return in standardized format.
+                if (data.count > 0) {
+                    result[sector][posType] = {
+                        average_distance_percent: data.distance_percent_sum / data.count,
+                        average_distance_value: data.distance_value_sum / data.count,
+                        count: data.count
+                    };
+                }
+            }
+        }
+        return result;
+    }
+
+    reset() {
+        this.instrumentData = {};
+    }
+}
+
+module.exports = StopLossDistanceBySector;

package/calculations/speculators/stop_loss_distance_by_ticker_short_long_breakdown.js

@@ -0,0 +1,73 @@
+/**
+ * @fileoverview Calculates the average stop loss distance (percent and value)
+ * for long and short positions, grouped by TICKER.
+ */
+const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
+
+class StopLossDistanceByTicker {
+    constructor() {
+        this.instrumentData = {};
+        this.instrumentToTicker = null;
+    }
+
+    process(portfolioData, yesterdayPortfolio, userId, context) {
+        if (!portfolioData || !portfolioData.PublicPositions) return;
+
+        for (const position of portfolioData.PublicPositions) {
+            const { InstrumentID, Leverage, StopLossRate, CurrentRate, IsBuy } = position;
+            if (Leverage <= 1 || StopLossRate <= 0.0001 || CurrentRate <= 0) continue;
+
+            const distance_value = IsBuy ? CurrentRate - StopLossRate : StopLossRate - CurrentRate;
+            const distance_percent = (distance_value / CurrentRate) * 100;
+
+            if (distance_percent > 0) {
+                const posType = IsBuy ? 'long' : 'short';
+                if (!this.instrumentData[InstrumentID]) this.instrumentData[InstrumentID] = {};
+                if (!this.instrumentData[InstrumentID][posType]) {
+                    this.instrumentData[InstrumentID][posType] = {
+                        distance_percent_sum: 0,
+                        distance_value_sum: 0,
+                        count: 0
+                    };
+                }
+                const agg = this.instrumentData[InstrumentID][posType];
+                agg.distance_percent_sum += distance_percent;
+                agg.distance_value_sum += distance_value;
+                agg.count++;
+            }
+        }
+    }
+
+    async getResult() {
+        if (Object.keys(this.instrumentData).length === 0) return {};
+        if (!this.instrumentToTicker) {
+            const mappings = await loadInstrumentMappings();
+            this.instrumentToTicker = mappings.instrumentToTicker;
+        }
+
+        const result = {};
+        for (const instrumentId in this.instrumentData) {
+            const ticker = this.instrumentToTicker[instrumentId] || `unknown_${instrumentId}`;
+            if (!result[ticker]) result[ticker] = {};
+
+            for (const posType in this.instrumentData[instrumentId]) {
+                const data = this.instrumentData[instrumentId][posType];
+                // REFACTOR: Perform final calculation and return in standardized format.
+                if (data.count > 0) {
+                    result[ticker][posType] = {
+                        average_distance_percent: data.distance_percent_sum / data.count,
+                        average_distance_value: data.distance_value_sum / data.count,
+                        count: data.count
+                    };
+                }
+            }
+        }
+        return result;
+    }
+
+    reset() {
+        this.instrumentData = {};
+    }
+}
+
+module.exports = StopLossDistanceByTicker;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "aiden-shared-calculations-unified",
-  "version": "1.0.36",
+  "version": "1.0.38",
   "description": "Shared calculation modules for the BullTrackers Computation System.",
   "main": "index.js",
   "files": [