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
@@ -1,73 +1,73 @@
1
- /**
2
- * @fileoverview Calculates the average stop loss distance (percent and value)
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- * for long and short positions, grouped by TICKER.
4
- */
5
- const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
6
-
7
- class StopLossDistanceByTicker {
8
- constructor() {
9
- this.instrumentData = {};
10
- this.instrumentToTicker = null;
11
- }
12
-
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- process(portfolioData, userId) {
14
- if (!portfolioData || !portfolioData.PublicPositions) return;
15
-
16
- for (const position of portfolioData.PublicPositions) {
17
- const { InstrumentID, Leverage, StopLossRate, CurrentRate, IsBuy } = position;
18
- if (Leverage <= 1 || StopLossRate <= 0.0001 || CurrentRate <= 0) continue;
19
-
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- const distance_value = IsBuy ? CurrentRate - StopLossRate : StopLossRate - CurrentRate;
21
- const distance_percent = (distance_value / CurrentRate) * 100;
22
-
23
- if (distance_percent > 0) {
24
- const posType = IsBuy ? 'long' : 'short';
25
- if (!this.instrumentData[InstrumentID]) this.instrumentData[InstrumentID] = {};
26
- if (!this.instrumentData[InstrumentID][posType]) {
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- this.instrumentData[InstrumentID][posType] = {
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- distance_percent_sum: 0,
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- distance_value_sum: 0,
30
- count: 0
31
- };
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- }
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- const agg = this.instrumentData[InstrumentID][posType];
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- agg.distance_percent_sum += distance_percent;
35
- agg.distance_value_sum += distance_value;
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- agg.count++;
37
- }
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- }
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- }
40
-
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- async getResult() {
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- if (Object.keys(this.instrumentData).length === 0) return {};
43
- if (!this.instrumentToTicker) {
44
- const mappings = await loadInstrumentMappings();
45
- this.instrumentToTicker = mappings.instrumentToTicker;
46
- }
47
-
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- const result = {};
49
- for (const instrumentId in this.instrumentData) {
50
- const ticker = this.instrumentToTicker[instrumentId] || `unknown_${instrumentId}`;
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- if (!result[ticker]) result[ticker] = {};
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-
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- for (const posType in this.instrumentData[instrumentId]) {
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- const data = this.instrumentData[instrumentId][posType];
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- // REFACTOR: Perform final calculation and return in standardized format.
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- if (data.count > 0) {
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- result[ticker][posType] = {
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- average_distance_percent: data.distance_percent_sum / data.count,
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- average_distance_value: data.distance_value_sum / data.count,
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- count: data.count
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- };
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- }
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- }
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- }
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- return result;
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- }
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-
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- reset() {
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- this.instrumentData = {};
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- }
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- }
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-
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- module.exports = StopLossDistanceByTicker;
1
+ /**
2
+ * @fileoverview Calculates the average stop loss distance (percent and value)
3
+ * for long and short positions, grouped by TICKER.
4
+ */
5
+ const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
6
+
7
+ class StopLossDistanceByTicker {
8
+ constructor() {
9
+ this.instrumentData = {};
10
+ this.instrumentToTicker = null;
11
+ }
12
+
13
+ process(portfolioData, yesterdayPortfolio, userId, context) {
14
+ if (!portfolioData || !portfolioData.PublicPositions) return;
15
+
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+ for (const position of portfolioData.PublicPositions) {
17
+ const { InstrumentID, Leverage, StopLossRate, CurrentRate, IsBuy } = position;
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+ if (Leverage <= 1 || StopLossRate <= 0.0001 || CurrentRate <= 0) continue;
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+
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+ const distance_value = IsBuy ? CurrentRate - StopLossRate : StopLossRate - CurrentRate;
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+ const distance_percent = (distance_value / CurrentRate) * 100;
22
+
23
+ if (distance_percent > 0) {
24
+ const posType = IsBuy ? 'long' : 'short';
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+ if (!this.instrumentData[InstrumentID]) this.instrumentData[InstrumentID] = {};
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+ if (!this.instrumentData[InstrumentID][posType]) {
27
+ this.instrumentData[InstrumentID][posType] = {
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+ distance_percent_sum: 0,
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+ distance_value_sum: 0,
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+ count: 0
31
+ };
32
+ }
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+ const agg = this.instrumentData[InstrumentID][posType];
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+ agg.distance_percent_sum += distance_percent;
35
+ agg.distance_value_sum += distance_value;
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+ agg.count++;
37
+ }
38
+ }
39
+ }
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+
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+ async getResult() {
42
+ if (Object.keys(this.instrumentData).length === 0) return {};
43
+ if (!this.instrumentToTicker) {
44
+ const mappings = await loadInstrumentMappings();
45
+ this.instrumentToTicker = mappings.instrumentToTicker;
46
+ }
47
+
48
+ const result = {};
49
+ for (const instrumentId in this.instrumentData) {
50
+ const ticker = this.instrumentToTicker[instrumentId] || `unknown_${instrumentId}`;
51
+ if (!result[ticker]) result[ticker] = {};
52
+
53
+ for (const posType in this.instrumentData[instrumentId]) {
54
+ const data = this.instrumentData[instrumentId][posType];
55
+ // REFACTOR: Perform final calculation and return in standardized format.
56
+ if (data.count > 0) {
57
+ result[ticker][posType] = {
58
+ average_distance_percent: data.distance_percent_sum / data.count,
59
+ average_distance_value: data.distance_value_sum / data.count,
60
+ count: data.count
61
+ };
62
+ }
63
+ }
64
+ }
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+ return result;
66
+ }
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+
68
+ reset() {
69
+ this.instrumentData = {};
70
+ }
71
+ }
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+
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+ module.exports = StopLossDistanceByTicker;
@@ -1,55 +1,55 @@
1
- /**
2
- * @fileoverview Calculates the average stop loss level per asset.
3
- */
4
- const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
5
-
6
- class StopLossPerAsset {
7
- constructor() {
8
- this.stopLossData = {};
9
- this.mappings = null;
10
- }
11
-
12
- process(portfolioData, userId) {
13
- if (portfolioData && portfolioData.PublicPositions) {
14
- for (const position of portfolioData.PublicPositions) {
15
- const instrumentId = position.InstrumentID;
16
- const stopLoss = position.StopLossRate;
17
-
18
- if (stopLoss > 0) {
19
- if (!this.stopLossData[instrumentId]) {
20
- this.stopLossData[instrumentId] = { sum: 0, count: 0 };
21
- }
22
- this.stopLossData[instrumentId].sum += stopLoss;
23
- this.stopLossData[instrumentId].count++;
24
- }
25
- }
26
- }
27
- }
28
-
29
- async getResult() {
30
- if (!this.mappings) {
31
- this.mappings = await loadInstrumentMappings();
32
- }
33
- const result = {};
34
- for (const instrumentId in this.stopLossData) {
35
- const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
36
- const data = this.stopLossData[instrumentId];
37
-
38
- // REFACTOR: Perform final calculation directly.
39
- if (data.count > 0) {
40
- result[ticker] = {
41
- average_stop_loss: data.sum / data.count
42
- };
43
- }
44
- }
45
-
46
- return result;
47
- }
48
-
49
- reset() {
50
- this.stopLossData = {};
51
- this.mappings = null;
52
- }
53
- }
54
-
55
- module.exports = StopLossPerAsset;
1
+ /**
2
+ * @fileoverview Calculates the average stop loss level per asset.
3
+ */
4
+ const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
5
+
6
+ class StopLossPerAsset {
7
+ constructor() {
8
+ this.stopLossData = {};
9
+ this.mappings = null;
10
+ }
11
+
12
+ process(portfolioData, yesterdayPortfolio, userId, context) {
13
+ if (portfolioData && portfolioData.PublicPositions) {
14
+ for (const position of portfolioData.PublicPositions) {
15
+ const instrumentId = position.InstrumentID;
16
+ const stopLoss = position.StopLossRate;
17
+
18
+ if (stopLoss > 0) {
19
+ if (!this.stopLossData[instrumentId]) {
20
+ this.stopLossData[instrumentId] = { sum: 0, count: 0 };
21
+ }
22
+ this.stopLossData[instrumentId].sum += stopLoss;
23
+ this.stopLossData[instrumentId].count++;
24
+ }
25
+ }
26
+ }
27
+ }
28
+
29
+ async getResult() {
30
+ if (!this.mappings) {
31
+ this.mappings = await loadInstrumentMappings();
32
+ }
33
+ const result = {};
34
+ for (const instrumentId in this.stopLossData) {
35
+ const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
36
+ const data = this.stopLossData[instrumentId];
37
+
38
+ // REFACTOR: Perform final calculation directly.
39
+ if (data.count > 0) {
40
+ result[ticker] = {
41
+ average_stop_loss: data.sum / data.count
42
+ };
43
+ }
44
+ }
45
+
46
+ return result;
47
+ }
48
+
49
+ reset() {
50
+ this.stopLossData = {};
51
+ this.mappings = null;
52
+ }
53
+ }
54
+
55
+ module.exports = StopLossPerAsset;
@@ -1,55 +1,55 @@
1
- /**
2
- * @fileoverview Calculates the average take profit level per asset.
3
- */
4
- const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
5
-
6
- class TakeProfitPerAsset {
7
- constructor() {
8
- this.takeProfitData = {};
9
- this.mappings = null;
10
- }
11
-
12
- process(portfolioData, userId) {
13
- if (portfolioData && portfolioData.PublicPositions) {
14
- for (const position of portfolioData.PublicPositions) {
15
- const instrumentId = position.InstrumentID;
16
- const takeProfit = position.TakeProfitRate;
17
-
18
- if (takeProfit > 0) {
19
- if (!this.takeProfitData[instrumentId]) {
20
- this.takeProfitData[instrumentId] = { sum: 0, count: 0 };
21
- }
22
- this.takeProfitData[instrumentId].sum += takeProfit;
23
- this.takeProfitData[instrumentId].count++;
24
- }
25
- }
26
- }
27
- }
28
-
29
- async getResult() {
30
- if (!this.mappings) {
31
- this.mappings = await loadInstrumentMappings();
32
- }
33
- const result = {};
34
- for (const instrumentId in this.takeProfitData) {
35
- const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
36
- const data = this.takeProfitData[instrumentId];
37
-
38
- // REFACTOR: Perform final calculation directly.
39
- if (data.count > 0) {
40
- result[ticker] = {
41
- average_take_profit: data.sum / data.count
42
- };
43
- }
44
- }
45
-
46
- return result;
47
- }
48
-
49
- reset() {
50
- this.takeProfitData = {};
51
- this.mappings = null;
52
- }
53
- }
54
-
55
- module.exports = TakeProfitPerAsset;
1
+ /**
2
+ * @fileoverview Calculates the average take profit level per asset.
3
+ */
4
+ const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
5
+
6
+ class TakeProfitPerAsset {
7
+ constructor() {
8
+ this.takeProfitData = {};
9
+ this.mappings = null;
10
+ }
11
+
12
+ process(portfolioData, yesterdayPortfolio, userId, context) {
13
+ if (portfolioData && portfolioData.PublicPositions) {
14
+ for (const position of portfolioData.PublicPositions) {
15
+ const instrumentId = position.InstrumentID;
16
+ const takeProfit = position.TakeProfitRate;
17
+
18
+ if (takeProfit > 0) {
19
+ if (!this.takeProfitData[instrumentId]) {
20
+ this.takeProfitData[instrumentId] = { sum: 0, count: 0 };
21
+ }
22
+ this.takeProfitData[instrumentId].sum += takeProfit;
23
+ this.takeProfitData[instrumentId].count++;
24
+ }
25
+ }
26
+ }
27
+ }
28
+
29
+ async getResult() {
30
+ if (!this.mappings) {
31
+ this.mappings = await loadInstrumentMappings();
32
+ }
33
+ const result = {};
34
+ for (const instrumentId in this.takeProfitData) {
35
+ const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
36
+ const data = this.takeProfitData[instrumentId];
37
+
38
+ // REFACTOR: Perform final calculation directly.
39
+ if (data.count > 0) {
40
+ result[ticker] = {
41
+ average_take_profit: data.sum / data.count
42
+ };
43
+ }
44
+ }
45
+
46
+ return result;
47
+ }
48
+
49
+ reset() {
50
+ this.takeProfitData = {};
51
+ this.mappings = null;
52
+ }
53
+ }
54
+
55
+ module.exports = TakeProfitPerAsset;
@@ -1,52 +1,52 @@
1
- /**
2
- * @fileoverview Counts how many users have TSL enabled vs. disabled per asset.
3
- */
4
- const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
5
-
6
- class TslPerAsset {
7
- constructor() {
8
- this.tslData = {};
9
- this.mappings = null;
10
- }
11
-
12
- process(portfolioData, userId) {
13
- if (portfolioData && portfolioData.PublicPositions) {
14
- for (const position of portfolioData.PublicPositions) {
15
- const instrumentId = position.InstrumentID;
16
- const isTslEnabled = position.IsTslEnabled;
17
-
18
- if (!this.tslData[instrumentId]) {
19
- this.tslData[instrumentId] = { enabled: 0, disabled: 0 };
20
- }
21
-
22
- if (isTslEnabled) {
23
- this.tslData[instrumentId].enabled++;
24
- } else {
25
- this.tslData[instrumentId].disabled++;
26
- }
27
- }
28
- }
29
- }
30
-
31
- async getResult() {
32
- if (!this.mappings) {
33
- this.mappings = await loadInstrumentMappings();
34
- }
35
- const result = {};
36
- for (const instrumentId in this.tslData) {
37
- const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
38
- result[ticker] = this.tslData[instrumentId];
39
- }
40
- if (Object.keys(result).length === 0) return {};
41
- return {
42
- tsl_per_asset: result
43
- };
44
- }
45
-
46
- reset() {
47
- this.tslData = {};
48
- this.mappings = null;
49
- }
50
- }
51
-
1
+ /**
2
+ * @fileoverview Counts how many users have TSL enabled vs. disabled per asset.
3
+ */
4
+ const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
5
+
6
+ class TslPerAsset {
7
+ constructor() {
8
+ this.tslData = {};
9
+ this.mappings = null;
10
+ }
11
+
12
+ process(portfolioData, yesterdayPortfolio, userId, context) {
13
+ if (portfolioData && portfolioData.PublicPositions) {
14
+ for (const position of portfolioData.PublicPositions) {
15
+ const instrumentId = position.InstrumentID;
16
+ const isTslEnabled = position.IsTslEnabled;
17
+
18
+ if (!this.tslData[instrumentId]) {
19
+ this.tslData[instrumentId] = { enabled: 0, disabled: 0 };
20
+ }
21
+
22
+ if (isTslEnabled) {
23
+ this.tslData[instrumentId].enabled++;
24
+ } else {
25
+ this.tslData[instrumentId].disabled++;
26
+ }
27
+ }
28
+ }
29
+ }
30
+
31
+ async getResult() {
32
+ if (!this.mappings) {
33
+ this.mappings = await loadInstrumentMappings();
34
+ }
35
+ const result = {};
36
+ for (const instrumentId in this.tslData) {
37
+ const ticker = this.mappings.instrumentToTicker[instrumentId] || instrumentId.toString();
38
+ result[ticker] = this.tslData[instrumentId];
39
+ }
40
+ if (Object.keys(result).length === 0) return {};
41
+ return {
42
+ tsl_per_asset: result
43
+ };
44
+ }
45
+
46
+ reset() {
47
+ this.tslData = {};
48
+ this.mappings = null;
49
+ }
50
+ }
51
+
52
52
  module.exports = TslPerAsset;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "aiden-shared-calculations-unified",
3
- "version": "1.0.7",
3
+ "version": "1.0.9",
4
4
  "description": "Shared calculation modules for the BullTrackers Computation System.",
5
5
  "main": "index.js",
6
6
  "files": [