aiden-shared-calculations-unified 1.0.7 → 1.0.9

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Files changed (35) hide show
  1. package/calculations/pnl/average_daily_pnl_all_users.js +1 -1
  2. package/calculations/pnl/average_daily_pnl_per_sector.js +1 -1
  3. package/calculations/pnl/average_daily_pnl_per_stock.js +1 -1
  4. package/calculations/pnl/average_daily_position_pnl.js +1 -1
  5. package/calculations/pnl/pnl_distribution_per_stock.js +52 -52
  6. package/calculations/pnl/profitability_ratio_per_stock.js +50 -50
  7. package/calculations/pnl/profitability_skew_per_stock.js +58 -58
  8. package/calculations/sanity/users_processed.js +26 -26
  9. package/calculations/sectors/total_long_per_sector.js +1 -1
  10. package/calculations/sectors/total_short_per_sector.js +1 -1
  11. package/calculations/short_and_long_stats/long_position_per_stock.js +1 -1
  12. package/calculations/short_and_long_stats/sentiment_per_stock.js +49 -49
  13. package/calculations/short_and_long_stats/short_position_per_stock.js +1 -1
  14. package/calculations/short_and_long_stats/total_long_figures.js +1 -1
  15. package/calculations/short_and_long_stats/total_short_figures.js +1 -1
  16. package/calculations/socialPosts/social-asset-posts-trend.js +53 -0
  17. package/calculations/socialPosts/social-top-mentioned-words.js +103 -0
  18. package/calculations/socialPosts/social-topic-interest-evolution.js +54 -0
  19. package/calculations/socialPosts/social-word-mentions-trend.js +63 -0
  20. package/calculations/speculators/distance_to_stop_loss_per_leverage.js +78 -78
  21. package/calculations/speculators/distance_to_tp_per_leverage.js +76 -76
  22. package/calculations/speculators/entry_distance_to_sl_per_leverage.js +78 -78
  23. package/calculations/speculators/entry_distance_to_tp_per_leverage.js +77 -77
  24. package/calculations/speculators/holding_duration_per_asset.js +55 -55
  25. package/calculations/speculators/leverage_per_asset.js +46 -46
  26. package/calculations/speculators/leverage_per_sector.js +44 -44
  27. package/calculations/speculators/risk_reward_ratio_per_asset.js +60 -60
  28. package/calculations/speculators/speculator_asset_sentiment.js +81 -81
  29. package/calculations/speculators/speculator_danger_zone.js +57 -57
  30. package/calculations/speculators/stop_loss_distance_by_sector_short_long_breakdown.js +91 -91
  31. package/calculations/speculators/stop_loss_distance_by_ticker_short_long_breakdown.js +73 -73
  32. package/calculations/speculators/stop_loss_per_asset.js +55 -55
  33. package/calculations/speculators/take_profit_per_asset.js +55 -55
  34. package/calculations/speculators/tsl_per_asset.js +51 -51
  35. package/package.json +1 -1
@@ -0,0 +1,103 @@
1
+ /**
2
+ * @fileoverview Finds the top mentioned words in all posts for the day,
3
+ * filtering out common stop words, and calculates the trend from yesterday.
4
+ * This calculation ONLY uses the social post insights context.
5
+ */
6
+
7
+ class SocialTopMentionedWords {
8
+ constructor() {
9
+ this.todayWordCounts = {};
10
+ this.yesterdayWordCounts = {};
11
+ this.processed = false;
12
+
13
+ // A small, representative list of stop words.
14
+ // In a real implementation, this list would be much larger.
15
+ this.stopWords = new Set([
16
+ 'the', 'a', 'an', 'is', 'are', 'was', 'were', 'be', 'been', 'being',
17
+ 'have', 'has', 'had', 'do', 'does', 'did', 'but', 'if', 'or', 'and',
18
+ 'of', 'at', 'by', 'for', 'with', 'about', 'to', 'from', 'in', 'on',
19
+ 'it', 'i', 'me', 'my', 'you', 'your', 'he', 'she', 'we', 'they', 'them',
20
+ 'this', 'that', 'these', 'those', 'what', 'which', 'who', 'whom',
21
+ 'not', 'will', 'just', 'so', 'up', 'out', 'no', 'yes', 'all', 'any'
22
+ ]);
23
+ }
24
+
25
+ /**
26
+ * Helper to process posts and populate a word count map.
27
+ * @param {object} socialPostInsights - Map of { [postId]: postData }
28
+ * @param {object} targetCountMap - The object to store word counts.
29
+ */
30
+ _countWords(socialPostInsights, targetCountMap) {
31
+ if (!socialPostInsights) return;
32
+ const posts = Object.values(socialPostInsights);
33
+
34
+ for (const post of posts) {
35
+ const text = post.fullText?.toLowerCase() || '';
36
+ if (!text) continue;
37
+
38
+ // Get all words 3+ chars long
39
+ const words = text.match(/\b[a-z]{3,}\b/g) || [];
40
+
41
+ for (const word of words) {
42
+ if (!this.stopWords.has(word)) {
43
+ targetCountMap[word] = (targetCountMap[word] || 0) + 1;
44
+ }
45
+ }
46
+ }
47
+ }
48
+
49
+ /**
50
+ * @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
51
+ * @param {object} yesterdaySocialPostInsights - Map of { [postId]: postData } for yesterday.
52
+ */
53
+ async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
54
+
55
+ if (this.processed) {
56
+ return;
57
+ }
58
+ this.processed = true;
59
+
60
+ // Process today's posts
61
+ this._countWords(todaySocialPostInsights, this.todayWordCounts);
62
+
63
+ // Process yesterday's posts for trend calculation
64
+ this._countWords(yesterdaySocialPostInsights, this.yesterdayWordCounts);
65
+ }
66
+
67
+ async getResult() {
68
+ if (Object.keys(this.todayWordCounts).length === 0) {
69
+ return {};
70
+ }
71
+
72
+ const totalTodayWords = Object.values(this.todayWordCounts).reduce((a, b) => a + b, 0);
73
+
74
+ const topWords = Object.entries(this.todayWordCounts)
75
+ .sort(([, countA], [, countB]) => countB - countA)
76
+ .slice(0, 50); // Return the Top 50
77
+
78
+ const result = topWords.map(([term, count]) => {
79
+ const yesterdayCount = this.yesterdayWordCounts[term] || 0;
80
+ const trend = count - yesterdayCount;
81
+ const percent = (count / totalTodayWords) * 100;
82
+
83
+ return {
84
+ term,
85
+ count,
86
+ percent: parseFloat(percent.toFixed(2)),
87
+ trend
88
+ };
89
+ });
90
+
91
+ // Returns an array like:
92
+ // [ { term: "btc", count: 150, percent: 5.2, trend: 25 }, ... ]
93
+ return { top_words: result };
94
+ }
95
+
96
+ reset() {
97
+ this.todayWordCounts = {};
98
+ this.yesterdayWordCounts = {};
99
+ this.processed = false;
100
+ }
101
+ }
102
+
103
+ module.exports = SocialTopMentionedWords;
@@ -0,0 +1,54 @@
1
+ /**
2
+ * @fileoverview Aggregates counts of all topics extracted by the AI
3
+ * from social posts for the day. Used to build a "Topic Interest Area" chart.
4
+ * This calculation ONLY uses the social post insights context.
5
+ */
6
+
7
+ class SocialTopicInterestEvolution {
8
+ constructor() {
9
+ this.topicCounts = {};
10
+ this.processed = false;
11
+ }
12
+
13
+ /**
14
+ * @param {null} todayPortfolio - Not used.
15
+ * ... (other params not used) ...
16
+ * @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
17
+ * @param {object} yesterdaySocialPostInsights - Not used.
18
+ */
19
+ async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
20
+
21
+ if (this.processed || !todaySocialPostInsights) {
22
+ return;
23
+ }
24
+ this.processed = true;
25
+
26
+ const posts = Object.values(todaySocialPostInsights);
27
+
28
+ for (const post of posts) {
29
+ // Topics are in post.sentiment.topics
30
+ const topics = post.sentiment?.topics;
31
+ if (!topics || !Array.isArray(topics)) continue;
32
+
33
+ for (const topic of topics) {
34
+ // Normalize topic for consistent aggregation
35
+ const normalizedTopic = String(topic).toLowerCase().trim();
36
+ if (normalizedTopic) {
37
+ this.topicCounts[normalizedTopic] = (this.topicCounts[normalizedTopic] || 0) + 1;
38
+ }
39
+ }
40
+ }
41
+ }
42
+
43
+ async getResult() {
44
+ // Returns an object like: { "earnings": 45, "cpi": 12, "fed": 22 }
45
+ return this.topicCounts;
46
+ }
47
+
48
+ reset() {
49
+ this.topicCounts = {};
50
+ this.processed = false;
51
+ }
52
+ }
53
+
54
+ module.exports = SocialTopicInterestEvolution;
@@ -0,0 +1,63 @@
1
+ /**
2
+ * @fileoverview Tracks daily mentions of a pre-defined list of keywords.
3
+ * This calculation ONLY uses the social post insights context.
4
+ */
5
+
6
+ class SocialWordMentionsTrend {
7
+ constructor() {
8
+ // A pre-defined list of keywords to track
9
+ this.KEYWORDS = [
10
+ 'inflation', 'fed', 'fomc', 'cpi', 'earnings',
11
+ 'recession', 'bullish', 'bearish', 'buy', 'sell',
12
+ 'war', 'acquisition', 'ai'
13
+ ];
14
+ this.mentions = {};
15
+ this.processed = false;
16
+ }
17
+
18
+ /**
19
+ * @param {null} todayPortfolio - Not used.
20
+ * ... (other params not used) ...
21
+ * @param {object} todaySocialPostInsights - Map of { [postId]: postData } for today.
22
+ * @param {object} yesterdaySocialPostInsights - Not used.
23
+ */
24
+ async process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, todaySocialPostInsights, yesterdaySocialPostInsights) {
25
+
26
+ if (this.processed || !todaySocialPostInsights) {
27
+ return;
28
+ }
29
+ this.processed = true;
30
+
31
+ // Initialize all keywords with 0 counts
32
+ this.mentions = this.KEYWORDS.reduce((acc, key) => {
33
+ acc[key] = 0;
34
+ return acc;
35
+ }, {});
36
+
37
+ const posts = Object.values(todaySocialPostInsights);
38
+
39
+ for (const post of posts) {
40
+ const text = post.fullText?.toLowerCase() || '';
41
+ if (!text) continue;
42
+
43
+ for (const keyword of this.KEYWORDS) {
44
+ // Count once per post, even if mentioned multiple times
45
+ if (text.includes(keyword)) {
46
+ this.mentions[keyword]++;
47
+ }
48
+ }
49
+ }
50
+ }
51
+
52
+ async getResult() {
53
+ // Returns an object like: { "inflation": 5, "fed": 12, "ai": 30 }
54
+ return this.mentions;
55
+ }
56
+
57
+ reset() {
58
+ this.mentions = {};
59
+ this.processed = false;
60
+ }
61
+ }
62
+
63
+ module.exports = SocialWordMentionsTrend;
@@ -1,78 +1,78 @@
1
- /**
2
- * @fileoverview Calculates the average distance to the stop loss from the current price for
3
- * both long and short positions, grouped by asset and leverage level.
4
- * It ignores near-zero stop loss values.
5
- */
6
- const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
7
-
8
- class DistanceToStopLossPerLeverage {
9
- constructor() {
10
- this.stopLossData = {};
11
- this.mappings = null;
12
- }
13
-
14
- process(portfolioData, userId) {
15
- if (portfolioData && portfolioData.PublicPositions) {
16
- for (const position of portfolioData.PublicPositions) {
17
- const instrumentId = position.InstrumentID;
18
- const leverage = position.Leverage;
19
- const stopLossRate = position.StopLossRate;
20
- const currentRate = position.CurrentRate;
21
- const isBuy = position.IsBuy;
22
-
23
- if (stopLossRate > 0.0001 && currentRate > 0) {
24
- let distance;
25
-
26
- if (isBuy) {
27
- distance = currentRate - stopLossRate;
28
- } else {
29
- distance = stopLossRate - currentRate;
30
- }
31
-
32
- const distancePercent = (distance / currentRate) * 100;
33
-
34
- if (distancePercent > 0) {
35
- if (!this.stopLossData[instrumentId]) {
36
- this.stopLossData[instrumentId] = {};
37
- }
38
- if (!this.stopLossData[instrumentId][leverage]) {
39
- this.stopLossData[instrumentId][leverage] = { distance_sum_percent: 0, count: 0 };
40
- }
41
- this.stopLossData[instrumentId][leverage].distance_sum_percent += distancePercent;
42
- this.stopLossData[instrumentId][leverage].count++;
43
- }
44
- }
45
- }
46
- }
47
- }
48
-
49
- async getResult() {
50
- if (!this.mappings) {
51
- this.mappings = await loadInstrumentMappings();
52
- }
53
-
54
- const result = {};
55
- for (const instrumentId in this.stopLossData) {
56
- const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
57
- result[ticker] = {};
58
- for (const leverage in this.stopLossData[instrumentId]) {
59
- const data = this.stopLossData[instrumentId][leverage];
60
- // REFACTOR: Perform final calculation directly.
61
- if (data.count > 0) {
62
- result[ticker][leverage] = {
63
- average_distance_percent: data.distance_sum_percent / data.count,
64
- count: data.count
65
- };
66
- }
67
- }
68
- }
69
- return result;
70
- }
71
-
72
- reset() {
73
- this.stopLossData = {};
74
- this.mappings = null;
75
- }
76
- }
77
-
78
- module.exports = DistanceToStopLossPerLeverage;
1
+ /**
2
+ * @fileoverview Calculates the average distance to the stop loss from the current price for
3
+ * both long and short positions, grouped by asset and leverage level.
4
+ * It ignores near-zero stop loss values.
5
+ */
6
+ const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
7
+
8
+ class DistanceToStopLossPerLeverage {
9
+ constructor() {
10
+ this.stopLossData = {};
11
+ this.mappings = null;
12
+ }
13
+
14
+ process(portfolioData, yesterdayPortfolio, userId, context) {
15
+ if (portfolioData && portfolioData.PublicPositions) {
16
+ for (const position of portfolioData.PublicPositions) {
17
+ const instrumentId = position.InstrumentID;
18
+ const leverage = position.Leverage;
19
+ const stopLossRate = position.StopLossRate;
20
+ const currentRate = position.CurrentRate;
21
+ const isBuy = position.IsBuy;
22
+
23
+ if (stopLossRate > 0.0001 && currentRate > 0) {
24
+ let distance;
25
+
26
+ if (isBuy) {
27
+ distance = currentRate - stopLossRate;
28
+ } else {
29
+ distance = stopLossRate - currentRate;
30
+ }
31
+
32
+ const distancePercent = (distance / currentRate) * 100;
33
+
34
+ if (distancePercent > 0) {
35
+ if (!this.stopLossData[instrumentId]) {
36
+ this.stopLossData[instrumentId] = {};
37
+ }
38
+ if (!this.stopLossData[instrumentId][leverage]) {
39
+ this.stopLossData[instrumentId][leverage] = { distance_sum_percent: 0, count: 0 };
40
+ }
41
+ this.stopLossData[instrumentId][leverage].distance_sum_percent += distancePercent;
42
+ this.stopLossData[instrumentId][leverage].count++;
43
+ }
44
+ }
45
+ }
46
+ }
47
+ }
48
+
49
+ async getResult() {
50
+ if (!this.mappings) {
51
+ this.mappings = await loadInstrumentMappings();
52
+ }
53
+
54
+ const result = {};
55
+ for (const instrumentId in this.stopLossData) {
56
+ const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
57
+ result[ticker] = {};
58
+ for (const leverage in this.stopLossData[instrumentId]) {
59
+ const data = this.stopLossData[instrumentId][leverage];
60
+ // REFACTOR: Perform final calculation directly.
61
+ if (data.count > 0) {
62
+ result[ticker][leverage] = {
63
+ average_distance_percent: data.distance_sum_percent / data.count,
64
+ count: data.count
65
+ };
66
+ }
67
+ }
68
+ }
69
+ return result;
70
+ }
71
+
72
+ reset() {
73
+ this.stopLossData = {};
74
+ this.mappings = null;
75
+ }
76
+ }
77
+
78
+ module.exports = DistanceToStopLossPerLeverage;
@@ -1,76 +1,76 @@
1
- /**
2
- * @fileoverview Calculates the average distance to the take profit from the current price for
3
- * both long and short positions, grouped by asset and leverage level.
4
- * It ignores positions where take profit is not set.
5
- */
6
- const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
7
-
8
- class DistanceToTakeProfitPerLeverage {
9
- constructor() {
10
- this.takeProfitData = {};
11
- this.mappings = null;
12
- }
13
-
14
- process(portfolioData, userId) {
15
- if (portfolioData && portfolioData.PublicPositions) {
16
- for (const position of portfolioData.PublicPositions) {
17
- const instrumentId = position.InstrumentID;
18
- const leverage = position.Leverage;
19
- const takeProfitRate = position.TakeProfitRate;
20
- const currentRate = position.CurrentRate;
21
- const isBuy = position.IsBuy;
22
-
23
- if (takeProfitRate > 0.0001 && currentRate > 0) {
24
- let distance;
25
- if (isBuy) {
26
- distance = takeProfitRate - currentRate;
27
- } else {
28
- distance = currentRate - takeProfitRate;
29
- }
30
-
31
- const distancePercent = (distance / currentRate) * 100;
32
-
33
- if (distancePercent > 0) {
34
- if (!this.takeProfitData[instrumentId]) {
35
- this.takeProfitData[instrumentId] = {};
36
- }
37
- if (!this.takeProfitData[instrumentId][leverage]) {
38
- this.takeProfitData[instrumentId][leverage] = { distance_sum_percent: 0, count: 0 };
39
- }
40
- this.takeProfitData[instrumentId][leverage].distance_sum_percent += distancePercent;
41
- this.takeProfitData[instrumentId][leverage].count++;
42
- }
43
- }
44
- }
45
- }
46
- }
47
-
48
- async getResult() {
49
- if (!this.mappings) {
50
- this.mappings = await loadInstrumentMappings();
51
- }
52
- const result = {};
53
- for (const instrumentId in this.takeProfitData) {
54
- const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
55
- result[ticker] = {};
56
- for (const leverage in this.takeProfitData[instrumentId]) {
57
- const data = this.takeProfitData[instrumentId][leverage];
58
- // REFACTOR: Perform final calculation directly.
59
- if (data.count > 0) {
60
- result[ticker][leverage] = {
61
- average_distance_percent: data.distance_sum_percent / data.count,
62
- count: data.count
63
- };
64
- }
65
- }
66
- }
67
- return result;
68
- }
69
-
70
- reset() {
71
- this.takeProfitData = {};
72
- this.mappings = null;
73
- }
74
- }
75
-
76
- module.exports = DistanceToTakeProfitPerLeverage;
1
+ /**
2
+ * @fileoverview Calculates the average distance to the take profit from the current price for
3
+ * both long and short positions, grouped by asset and leverage level.
4
+ * It ignores positions where take profit is not set.
5
+ */
6
+ const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
7
+
8
+ class DistanceToTakeProfitPerLeverage {
9
+ constructor() {
10
+ this.takeProfitData = {};
11
+ this.mappings = null;
12
+ }
13
+
14
+ process(portfolioData, yesterdayPortfolio, userId, context) {
15
+ if (portfolioData && portfolioData.PublicPositions) {
16
+ for (const position of portfolioData.PublicPositions) {
17
+ const instrumentId = position.InstrumentID;
18
+ const leverage = position.Leverage;
19
+ const takeProfitRate = position.TakeProfitRate;
20
+ const currentRate = position.CurrentRate;
21
+ const isBuy = position.IsBuy;
22
+
23
+ if (takeProfitRate > 0.0001 && currentRate > 0) {
24
+ let distance;
25
+ if (isBuy) {
26
+ distance = takeProfitRate - currentRate;
27
+ } else {
28
+ distance = currentRate - takeProfitRate;
29
+ }
30
+
31
+ const distancePercent = (distance / currentRate) * 100;
32
+
33
+ if (distancePercent > 0) {
34
+ if (!this.takeProfitData[instrumentId]) {
35
+ this.takeProfitData[instrumentId] = {};
36
+ }
37
+ if (!this.takeProfitData[instrumentId][leverage]) {
38
+ this.takeProfitData[instrumentId][leverage] = { distance_sum_percent: 0, count: 0 };
39
+ }
40
+ this.takeProfitData[instrumentId][leverage].distance_sum_percent += distancePercent;
41
+ this.takeProfitData[instrumentId][leverage].count++;
42
+ }
43
+ }
44
+ }
45
+ }
46
+ }
47
+
48
+ async getResult() {
49
+ if (!this.mappings) {
50
+ this.mappings = await loadInstrumentMappings();
51
+ }
52
+ const result = {};
53
+ for (const instrumentId in this.takeProfitData) {
54
+ const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
55
+ result[ticker] = {};
56
+ for (const leverage in this.takeProfitData[instrumentId]) {
57
+ const data = this.takeProfitData[instrumentId][leverage];
58
+ // REFACTOR: Perform final calculation directly.
59
+ if (data.count > 0) {
60
+ result[ticker][leverage] = {
61
+ average_distance_percent: data.distance_sum_percent / data.count,
62
+ count: data.count
63
+ };
64
+ }
65
+ }
66
+ }
67
+ return result;
68
+ }
69
+
70
+ reset() {
71
+ this.takeProfitData = {};
72
+ this.mappings = null;
73
+ }
74
+ }
75
+
76
+ module.exports = DistanceToTakeProfitPerLeverage;