aiden-shared-calculations-unified 1.0.7 → 1.0.9

package/calculations/speculators/risk_reward_ratio_per_asset.js

@@ -1,60 +1,60 @@
-/**
- * @fileoverview Calculates the average risk-reward ratio per asset from speculator positions.
- */
-const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
-
-class RiskRewardRatioPerAsset {
-    constructor() {
-        this.rrData = {};
-        this.mappings = null;
-    }
-
-    process(portfolioData, userId, context) {
-        if (portfolioData && portfolioData.PublicPositions) {
-            for (const position of portfolioData.PublicPositions) {
-                if (position.TakeProfitRate > 0 && position.StopLossRate > 0) {
-                    const instrumentId = position.InstrumentID;
-                    const openRate = position.OpenRate;
-                    const potentialReward = Math.abs(position.TakeProfitRate - openRate);
-                    const potentialRisk = Math.abs(openRate - position.StopLossRate);
-
-                    if (potentialRisk > 0) {
-                        const ratio = potentialReward / potentialRisk;
-                        if (!this.rrData[instrumentId]) {
-                            this.rrData[instrumentId] = { ratio_sum: 0, count: 0 };
-                        }
-                        this.rrData[instrumentId].ratio_sum += ratio;
-                        this.rrData[instrumentId].count++;
-                    }
-                }
-            }
-        }
-    }
-
-    async getResult() {
-        if (!this.mappings) {
-            this.mappings = await loadInstrumentMappings();
-        }
-        const result = {};
-        for (const instrumentId in this.rrData) {
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
-            const data = this.rrData[instrumentId];
-
-            // REFACTOR: Perform the final calculation directly.
-            if (data.count > 0) {
-                result[ticker] = {
-                    average_ratio: data.ratio_sum / data.count
-                };
-            }
-        }
-
-        return result;
-    }
-
-    reset() {
-        this.rrData = {};
-        this.mappings = null;
-    }
-}
-
-module.exports = RiskRewardRatioPerAsset;
+/**
+ * @fileoverview Calculates the average risk-reward ratio per asset from speculator positions.
+ */
+const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
+
+class RiskRewardRatioPerAsset {
+    constructor() {
+        this.rrData = {};
+        this.mappings = null;
+    }
+
+    process(portfolioData, yesterdayPortfolio, userId, context) {
+        if (portfolioData && portfolioData.PublicPositions) {
+            for (const position of portfolioData.PublicPositions) {
+                if (position.TakeProfitRate > 0 && position.StopLossRate > 0) {
+                    const instrumentId = position.InstrumentID;
+                    const openRate = position.OpenRate;
+                    const potentialReward = Math.abs(position.TakeProfitRate - openRate);
+                    const potentialRisk = Math.abs(openRate - position.StopLossRate);
+
+                    if (potentialRisk > 0) {
+                        const ratio = potentialReward / potentialRisk;
+                        if (!this.rrData[instrumentId]) {
+                            this.rrData[instrumentId] = { ratio_sum: 0, count: 0 };
+                        }
+                        this.rrData[instrumentId].ratio_sum += ratio;
+                        this.rrData[instrumentId].count++;
+                    }
+                }
+            }
+        }
+    }
+
+    async getResult() {
+        if (!this.mappings) {
+            this.mappings = await loadInstrumentMappings();
+        }
+        const result = {};
+        for (const instrumentId in this.rrData) {
+            const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
+            const data = this.rrData[instrumentId];
+
+            // REFACTOR: Perform the final calculation directly.
+            if (data.count > 0) {
+                result[ticker] = {
+                    average_ratio: data.ratio_sum / data.count
+                };
+            }
+        }
+
+        return result;
+    }
+
+    reset() {
+        this.rrData = {};
+        this.mappings = null;
+    }
+}
+
+module.exports = RiskRewardRatioPerAsset;

package/calculations/speculators/speculator_asset_sentiment.js

@@ -1,81 +1,81 @@
-/**
- * Aggregates and calculates average P/L, leverage, SL, and TP data for longs vs. shorts
- * on a per-asset basis for speculators.
- */
-const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
-
-class SpeculatorAssetSentiment {
-    constructor() {
-        this.assets = {};
-        this.mappings = null;
-    }
-
-    _initAsset(instrumentId) {
-        if (!this.assets[instrumentId]) {
-            this.assets[instrumentId] = {
-                long: { count: 0, pnl_sum: 0, leverage_sum: 0, sl_rate_sum: 0, tp_rate_sum: 0 },
-                short: { count: 0, pnl_sum: 0, leverage_sum: 0, sl_rate_sum: 0, tp_rate_sum: 0 }
-            };
-        }
-    }
-
-    process(portfolioData, userId, context) {
-        const positions = portfolioData.PublicPositions;
-        if (!positions || !Array.isArray(positions)) return;
-
-        for (const position of positions) {
-            const instrumentId = position.InstrumentID;
-            if (!instrumentId) continue;
-
-            this._initAsset(instrumentId);
-
-            const direction = position.IsBuy ? 'long' : 'short';
-            const stats = this.assets[instrumentId][direction];
-
-            stats.count++;
-            stats.pnl_sum += position.NetProfit;
-            stats.leverage_sum += position.Leverage;
-
-            if (position.StopLossRate && position.StopLossRate > 0) {
-                stats.sl_rate_sum += position.StopLossRate;
-            }
-            if (position.TakeProfitRate && position.TakeProfitRate > 0) {
-                stats.tp_rate_sum += position.TakeProfitRate;
-            }
-        }
-    }
-
-    async getResult() {
-        if (!this.mappings) {
-            this.mappings = await loadInstrumentMappings();
-        }
-
-        const finalResult = {};
-
-        for (const instrumentId in this.assets) {
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
-            finalResult[ticker] = {};
-
-            for (const direction in this.assets[instrumentId]) {
-                const stats = this.assets[instrumentId][direction];
-                // REFACTOR: Perform final calculations.
-                finalResult[ticker][direction] = {
-                    count: stats.count,
-                    average_pnl: stats.count > 0 ? stats.pnl_sum / stats.count : 0,
-                    average_leverage: stats.count > 0 ? stats.leverage_sum / stats.count : 0,
-                    average_sl_rate: stats.count > 0 ? stats.sl_rate_sum / stats.count : 0,
-                    average_tp_rate: stats.count > 0 ? stats.tp_rate_sum / stats.count : 0,
-                };
-            }
-        }
-        
-        return finalResult;
-    }
-
-    reset() {
-        this.assets = {};
-        this.mappings = null;
-    }
-}
-
-module.exports = SpeculatorAssetSentiment;
+/**
+ * Aggregates and calculates average P/L, leverage, SL, and TP data for longs vs. shorts
+ * on a per-asset basis for speculators.
+ */
+const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
+
+class SpeculatorAssetSentiment {
+    constructor() {
+        this.assets = {};
+        this.mappings = null;
+    }
+
+    _initAsset(instrumentId) {
+        if (!this.assets[instrumentId]) {
+            this.assets[instrumentId] = {
+                long: { count: 0, pnl_sum: 0, leverage_sum: 0, sl_rate_sum: 0, tp_rate_sum: 0 },
+                short: { count: 0, pnl_sum: 0, leverage_sum: 0, sl_rate_sum: 0, tp_rate_sum: 0 }
+            };
+        }
+    }
+
+    process(portfolioData, yesterdayPortfolio, userId, context) {
+        const positions = portfolioData.PublicPositions;
+        if (!positions || !Array.isArray(positions)) return;
+
+        for (const position of positions) {
+            const instrumentId = position.InstrumentID;
+            if (!instrumentId) continue;
+
+            this._initAsset(instrumentId);
+
+            const direction = position.IsBuy ? 'long' : 'short';
+            const stats = this.assets[instrumentId][direction];
+
+            stats.count++;
+            stats.pnl_sum += position.NetProfit;
+            stats.leverage_sum += position.Leverage;
+
+            if (position.StopLossRate && position.StopLossRate > 0) {
+                stats.sl_rate_sum += position.StopLossRate;
+            }
+            if (position.TakeProfitRate && position.TakeProfitRate > 0) {
+                stats.tp_rate_sum += position.TakeProfitRate;
+            }
+        }
+    }
+
+    async getResult() {
+        if (!this.mappings) {
+            this.mappings = await loadInstrumentMappings();
+        }
+
+        const finalResult = {};
+
+        for (const instrumentId in this.assets) {
+            const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
+            finalResult[ticker] = {};
+
+            for (const direction in this.assets[instrumentId]) {
+                const stats = this.assets[instrumentId][direction];
+                // REFACTOR: Perform final calculations.
+                finalResult[ticker][direction] = {
+                    count: stats.count,
+                    average_pnl: stats.count > 0 ? stats.pnl_sum / stats.count : 0,
+                    average_leverage: stats.count > 0 ? stats.leverage_sum / stats.count : 0,
+                    average_sl_rate: stats.count > 0 ? stats.sl_rate_sum / stats.count : 0,
+                    average_tp_rate: stats.count > 0 ? stats.tp_rate_sum / stats.count : 0,
+                };
+            }
+        }
+        
+        return finalResult;
+    }
+
+    reset() {
+        this.assets = {};
+        this.mappings = null;
+    }
+}
+
+module.exports = SpeculatorAssetSentiment;

package/calculations/speculators/speculator_danger_zone.js

@@ -1,58 +1,58 @@
-/**
- * Counts speculator positions that are close to their stop loss ("Danger Zone").
- * This example defines "close" as within 5% of the current rate.
- */
-class SpeculatorDangerZone {
-    constructor() {
-        this.danger_zone = {};
-    }
-
-    _initAsset(ticker) {
-        if (!this.danger_zone[ticker]) {
-            this.danger_zone[ticker] = { long_danger_count: 0, short_danger_count: 0 };
-        }
-    }
-
-    process(portfolioData, userId, context) {
-        const { instrumentMappings } = context;
-
-        // FIX: Use the correct PublicPositions property for speculators
-        const positions = portfolioData.PublicPositions;
-        if (!positions || !Array.isArray(positions)) return;
-
-        for (const position of positions) {
-            // Ensure position has a valid stop loss and rate
-            if (!position.StopLossRate || position.StopLossRate <= 0 || !position.CurrentRate) {
-                continue;
-            }
-
-            // FIX: Use the correct PascalCase InstrumentID
-            const ticker = instrumentMappings[position.InstrumentID];
-            if (!ticker) continue;
-
-            this._initAsset(ticker);
-
-            let distance_percent = 0;
-            // FIX: Use the correct PascalCase IsBuy
-            if (position.IsBuy) {
-                // Long position: Danger if SL is just below current rate
-                distance_percent = (position.CurrentRate - position.StopLossRate) / position.CurrentRate;
-                if (distance_percent > 0 && distance_percent < 0.05) {
-                    this.danger_zone[ticker].long_danger_count++;
-                }
-            } else {
-                // Short position: Danger if SL is just above current rate
-                distance_percent = (position.StopLossRate - position.CurrentRate) / position.CurrentRate;
-                if (distance_percent > 0 && distance_percent < 0.05) {
-                    this.danger_zone[ticker].short_danger_count++;
-                }
-            }
-        }
-    }
-
-    getResult() {
-        return this.danger_zone;
-    }
-}
-
+/**
+ * Counts speculator positions that are close to their stop loss ("Danger Zone").
+ * This example defines "close" as within 5% of the current rate.
+ */
+class SpeculatorDangerZone {
+    constructor() {
+        this.danger_zone = {};
+    }
+
+    _initAsset(ticker) {
+        if (!this.danger_zone[ticker]) {
+            this.danger_zone[ticker] = { long_danger_count: 0, short_danger_count: 0 };
+        }
+    }
+
+    process(portfolioData, yesterdayPortfolio, userId, context) {
+        const { instrumentMappings } = context;
+
+        // FIX: Use the correct PublicPositions property for speculators
+        const positions = portfolioData.PublicPositions;
+        if (!positions || !Array.isArray(positions)) return;
+
+        for (const position of positions) {
+            // Ensure position has a valid stop loss and rate
+            if (!position.StopLossRate || position.StopLossRate <= 0 || !position.CurrentRate) {
+                continue;
+            }
+
+            // FIX: Use the correct PascalCase InstrumentID
+            const ticker = instrumentMappings[position.InstrumentID];
+            if (!ticker) continue;
+
+            this._initAsset(ticker);
+
+            let distance_percent = 0;
+            // FIX: Use the correct PascalCase IsBuy
+            if (position.IsBuy) {
+                // Long position: Danger if SL is just below current rate
+                distance_percent = (position.CurrentRate - position.StopLossRate) / position.CurrentRate;
+                if (distance_percent > 0 && distance_percent < 0.05) {
+                    this.danger_zone[ticker].long_danger_count++;
+                }
+            } else {
+                // Short position: Danger if SL is just above current rate
+                distance_percent = (position.StopLossRate - position.CurrentRate) / position.CurrentRate;
+                if (distance_percent > 0 && distance_percent < 0.05) {
+                    this.danger_zone[ticker].short_danger_count++;
+                }
+            }
+        }
+    }
+
+    getResult() {
+        return this.danger_zone;
+    }
+}
+
 module.exports = SpeculatorDangerZone;

package/calculations/speculators/stop_loss_distance_by_sector_short_long_breakdown.js

@@ -1,91 +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, userId) {
-        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;
+/**
+ * @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;