aiden-shared-calculations-unified 1.0.80 → 1.0.82

package/calculations/helix/winner-loser-flow.js

@@ -5,11 +5,10 @@
  * of *unique users* into the 'Winner' (in-profit) and 'Loser'
  * (in-loss) cohorts?"
  *
- * e.g., "Today, 150 losers capitulated (closed) on AAPL,
- * while 25 winners joined (opened)."
- *
- * This is a 'standard' calc because it must iterate over all
- * users to compare their T-1 vs T portfolios.
+ * --- MODIFIED ---
+ * Removed dependency on 'asset-pnl-status' to fix 1MiB limit.
+ * This calculation now determines "winner/loser" status internally
+ * by reading the user's portfolio P&L directly.
  */
 const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
 
@@ -18,7 +17,6 @@ class WinnerLoserFlow {
     constructor() {
         // We will store { [ticker]: { winners_joined: 0, ... } }
         this.assetFlows = new Map();
-        this.cohorts = null; // Caches cohort data
         this.mappings = null; // Caches mappings
     }
 
@@ -76,46 +74,30 @@ class WinnerLoserFlow {
 
     /**
      * Statically declare dependencies.
+     * --- MODIFIED ---
+     * Removed 'asset-pnl-status' dependency.
      */
     static getDependencies() {
-        return [
-            'asset-pnl-status' // from core
-        ];
-    }
-
-    /**
-     * Helper to load cohort data from the dependency (runs once).
-     */
-    _loadCohorts(fetchedDependencies) {
-        if (this.cohorts) return;
-        
-        const pnlStatusData = fetchedDependencies['asset-pnl-status'];
-        if (!pnlStatusData) {
-            this.cohorts = { winnerMap: new Map(), loserMap: new Map() };
-            return;
-        }
-
-        const winnerMap = new Map();
-        const loserMap = new Map();
-        
-        for (const [ticker, data] of Object.entries(pnlStatusData)) {
-            // 'users_in_profit' and 'users_in_loss' are arrays of user IDs
-            winnerMap.set(ticker, new Set(data.users_in_profit || []));
-            loserMap.set(ticker, new Set(data.users_in_loss || []));
-        }
-        
-        this.cohorts = { winnerMap, loserMap };
+        return [];
     }
 
     /**
-     * Helper to get a user's holdings (Instrument IDs)
+     * --- MODIFIED ---
+     * Helper to get a user's holdings (Instrument IDs) AND their P&L.
+     * @returns {Map<InstrumentID, {pnl: number}>}
      */
-    _getHoldings(portfolio) {
+    _getHoldingsWithPnl(portfolio) {
         const positions = portfolio?.AggregatedPositions || portfolio?.PublicPositions;
         if (!positions || !Array.isArray(positions)) {
-            return new Set();
+            return new Map();
+        }
+        const map = new Map();
+        for (const pos of positions) {
+            if (pos.InstrumentID) {
+                map.set(pos.InstrumentID, { pnl: pos.NetProfit || 0 });
+            }
         }
-        return new Set(positions.map(p => p.InstrumentID).filter(Boolean));
+        return map;
     }
     
     /**
@@ -132,21 +114,19 @@ class WinnerLoserFlow {
         }
     }
 
-    process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, fetchedDependencies) {
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
         if (!todayPortfolio || !yesterdayPortfolio) {
             return;
         }
 
-        // Load mappings and cohort data on the first user
         if (!this.mappings) {
             this.mappings = context.mappings;
         }
-        this._loadCohorts(fetchedDependencies);
 
-        const yHoldings = this._getHoldings(yesterdayPortfolio); // Set<InstrumentID>
-        const tHoldings = this._getHoldings(todayPortfolio); // Set<InstrumentID>
+        const yHoldings = this._getHoldingsWithPnl(yesterdayPortfolio); // Map<InstID, {pnl}>
+        const tHoldings = this._getHoldingsWithPnl(todayPortfolio); // Map<InstID, {pnl}>
 
-        const allInstrumentIds = new Set([...yHoldings, ...tHoldings]);
+        const allInstrumentIds = new Set([...yHoldings.keys(), ...tHoldings.keys()]);
         if (allInstrumentIds.size === 0) {
             return;
         }
@@ -155,8 +135,12 @@ class WinnerLoserFlow {
             const ticker = this.mappings.instrumentToTicker[instrumentId];
             if (!ticker) continue;
             
-            const isWinner = this.cohorts.winnerMap.get(ticker)?.has(userId) || false;
-            const isLoser = this.cohorts.loserMap.get(ticker)?.has(userId) || false;
+            // --- MODIFIED ---
+            // Determine cohort status from today's portfolio.
+            const tPnl = tHoldings.get(instrumentId)?.pnl;
+            const isWinner = tPnl > 0;
+            const isLoser = tPnl < 0;
+            // --- END MODIFIED ---
             
             // We only care about users who are *currently* in a cohort
             if (!isWinner && !isLoser) {
@@ -199,7 +183,6 @@ class WinnerLoserFlow {
 
     reset() {
         this.assetFlows.clear();
-        this.cohorts = null;
         this.mappings = null;
     }
 }

package/calculations/legacy/in_loss_asset_crowd_flow.js

@@ -1,13 +1,10 @@
 /**
  * @fileoverview Calculation (Pass 3) for "In Loss" cohort asset flow.
  *
- * This metric calculates the "Net Crowd Flow Percentage" for each asset,
- * but *only* for the cohort of users who are currently *at a loss*
- * on that specific asset.
- *
- * This helps identify if losers are capitulating or doubling down.
- *
- * This calculation *depends* on 'asset_pnl_status' to identify the cohort.
+ * --- MODIFIED ---
+ * Removed dependency on 'asset_pnl_status' to fix 1MiB limit.
+ * This calculation now determines "in loss" status internally
+ * by reading the *yesterday's* portfolio P&L directly.
  */
 const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
 
@@ -15,7 +12,8 @@ class InLossAssetCrowdFlow {
     constructor() {
         this.assetData = new Map();
         this.mappings = null;
-        this.inLossCohorts = null; // Map<ticker, Set<userId>>
+        // No longer need this:
+        // this.inLossCohorts = null; 
     }
 
     /**
@@ -57,9 +55,11 @@ class InLossAssetCrowdFlow {
 
     /**
      * Statically declare dependencies.
+     * --- MODIFIED ---
+     * Removed 'asset_pnl-status'
      */
     static getDependencies() {
-        return ['asset_pnl_status'];
+        return [];
     }
 
     _getPortfolioPositions(portfolio) {
@@ -77,31 +77,8 @@ class InLossAssetCrowdFlow {
         }
     }
 
-    /**
-     * Helper to get the cohort data from the dependency.
-     * --- MODIFIED ---
-     * Reads `data.users_in_loss` as a string array, not an object array.
-     */
-    _getInLossCohorts(fetchedDependencies) {
-        if (this.inLossCohorts) {
-            return this.inLossCohorts;
-        }
-        
-        const pnlStatusData = fetchedDependencies['asset_pnl_status'];
-        if (!pnlStatusData) {
-            return new Map();
-        }
-
-        // Re-structure the data for efficient lookup
-        // Map<ticker, Set<userId>>
-        this.inLossCohorts = new Map();
-        for (const [ticker, data] of Object.entries(pnlStatusData)) {
-            // `data.users_in_loss` is now a string[], so no .map() is needed.
-            const userSet = new Set(data.users_in_loss || []); // <-- MODIFIED
-            this.inLossCohorts.set(ticker, userSet);
-        }
-        return this.inLossCohorts;
-    }
+    // --- MODIFIED ---
+    // Removed _getInLossCohorts helper
 
     process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, fetchedDependencies) {
         if (!todayPortfolio || !yesterdayPortfolio) {
@@ -109,15 +86,9 @@ class InLossAssetCrowdFlow {
         }
 
         if (!this.mappings) {
-            // Context contains the mappings loaded in Pass 1
             this.mappings = context.mappings;
         }
         
-        const cohorts = this._getInLossCohorts(fetchedDependencies);
-        if (cohorts.size === 0) {
-            return; // No dependency data
-        }
-
         const yPos = this._getPortfolioPositions(yesterdayPortfolio);
         const tPos = this._getPortfolioPositions(todayPortfolio);
 
@@ -129,22 +100,22 @@ class InLossAssetCrowdFlow {
         for (const instrumentId of allInstrumentIds) {
             if (!instrumentId) continue;
             
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
-            const cohort = cohorts.get(ticker);
+            const yP = yPosMap.get(instrumentId);
+            const tP = tPosMap.get(instrumentId);
 
-            // This user is not in the "in loss" cohort for this asset, skip.
-            if (!cohort || !cohort.has(userId)) {
-                continue;
+            // --- MODIFIED ---
+            // Check P&L from YESTERDAY's position to define cohort
+            const yPnl = yP?.NetProfit || 0;
+            if (yPnl >= 0) {
+                continue; // User was not in loss yesterday, skip.
             }
+            // --- END MODIFIED ---
             
             // User *is* in the cohort, process their data
             this._initAsset(instrumentId);
             const asset = this.assetData.get(instrumentId);
             asset.cohort.add(userId); // Track cohort size
 
-            const yP = yPosMap.get(instrumentId);
-            const tP = tPosMap.get(instrumentId);
-
             const yInvested = yP?.InvestedAmount || yP?.Amount || 0;
             const tInvested = tP?.InvestedAmount || tP?.Amount || 0;
 
@@ -191,7 +162,6 @@ class InLossAssetCrowdFlow {
     reset() {
         this.assetData.clear();
         this.mappings = null;
-        this.inLossCohorts = null;
     }
 }
 

package/calculations/legacy/in_profit_asset_crowd_flow.js

@@ -1,13 +1,10 @@
 /**
  * @fileoverview Calculation (Pass 3) for "In Profit" cohort asset flow.
  *
- * This metric calculates the "Net Crowd Flow Percentage" for each asset,
- * but *only* for the cohort of users who are currently *in profit*
- * on that specific asset.
- *
- * This helps identify if winners are taking profit or adding to positions.
- *
- * This calculation *depends* on 'asset_pnl_status' to identify the cohort.
+ * --- MODIFIED ---
+ * Removed dependency on 'asset_pnl_status' to fix 1MiB limit.
+ * This calculation now determines "in profit" status internally
+ * by reading the *yesterday's* portfolio P&L directly.
  */
 const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
 
@@ -15,7 +12,8 @@ class InProfitAssetCrowdFlow {
     constructor() {
         this.assetData = new Map();
         this.mappings = null;
-        this.inProfitCohorts = null; // Map<ticker, Set<userId>>
+        // No longer need this:
+        // this.inProfitCohorts = null; 
     }
 
     /**
@@ -57,9 +55,11 @@ class InProfitAssetCrowdFlow {
 
     /**
      * Statically declare dependencies.
+     * --- MODIFIED ---
+     * Removed 'asset_pnl-status'
      */
     static getDependencies() {
-        return ['asset_pnl_status'];
+        return [];
     }
 
     _getPortfolioPositions(portfolio) {
@@ -77,31 +77,8 @@ class InProfitAssetCrowdFlow {
         }
     }
 
-    /**
-     * Helper to get the cohort data from the dependency.
-     * --- MODIFIED ---
-     * Reads `data.users_in_profit` as a string array, not an object array.
-     */
-    _getInProfitCohorts(fetchedDependencies) {
-        if (this.inProfitCohorts) {
-            return this.inProfitCohorts;
-        }
-        
-        const pnlStatusData = fetchedDependencies['asset_pnl_status'];
-        if (!pnlStatusData) {
-            return new Map();
-        }
-
-        // Re-structure the data for efficient lookup
-        // Map<ticker, Set<userId>>
-        this.inProfitCohorts = new Map();
-        for (const [ticker, data] of Object.entries(pnlStatusData)) {
-            // `data.users_in_profit` is now a string[], so no .map() is needed.
-            const userSet = new Set(data.users_in_profit || []); // <-- MODIFIED
-            this.inProfitCohorts.set(ticker, userSet);
-        }
-        return this.inProfitCohorts;
-    }
+    // --- MODIFIED ---
+    // Removed _getInProfitCohorts helper
 
     process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, fetchedDependencies) {
         if (!todayPortfolio || !yesterdayPortfolio) {
@@ -109,15 +86,9 @@ class InProfitAssetCrowdFlow {
         }
 
         if (!this.mappings) {
-            // Context contains the mappings loaded in Pass 1
             this.mappings = context.mappings;
         }
         
-        const cohorts = this._getInProfitCohorts(fetchedDependencies);
-        if (cohorts.size === 0) {
-            return; // No dependency data
-        }
-
         const yPos = this._getPortfolioPositions(yesterdayPortfolio);
         const tPos = this._getPortfolioPositions(todayPortfolio);
 
@@ -129,22 +100,22 @@ class InProfitAssetCrowdFlow {
         for (const instrumentId of allInstrumentIds) {
             if (!instrumentId) continue;
             
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
-            const cohort = cohorts.get(ticker);
+            const yP = yPosMap.get(instrumentId);
+            const tP = tPosMap.get(instrumentId);
 
-            // This user is not in the "in profit" cohort for this asset, skip.
-            if (!cohort || !cohort.has(userId)) {
-                continue;
+            // --- MODIFIED ---
+            // Check P&L from YESTERDAY's position to define cohort
+            const yPnl = yP?.NetProfit || 0;
+            if (yPnl <= 0) {
+                continue; // User was not in profit yesterday, skip.
             }
-            
+            // --- END MODIFIED ---
+
             // User *is* in the cohort, process their data
             this._initAsset(instrumentId);
             const asset = this.assetData.get(instrumentId);
             asset.cohort.add(userId); // Track cohort size
 
-            const yP = yPosMap.get(instrumentId);
-            const tP = tPosMap.get(instrumentId);
-
             const yInvested = yP?.InvestedAmount || yP?.Amount || 0;
             const tInvested = tP?.InvestedAmount || tP?.Amount || 0;
 
@@ -191,7 +162,6 @@ class InProfitAssetCrowdFlow {
     reset() {
         this.assetData.clear();
         this.mappings = null;
-        this.inProfitCohorts = null;
     }
 }
 

package/node-graphviz/README.md

@@ -0,0 +1,123 @@
+# node-graphviz
+
+A JS + WASM module for compiling graphs written in DOT to images, using GraphViz in Node.js.
+
+No annoying native build system or native dependencies that need to be compiled.
+
+## Installation
+
+```
+npm install node-graphviz --save
+```
+
+## Usage
+
+See [The DOT Language](https://graphviz.gitlab.io/_pages/doc/info/lang.html) for more information about DOT, and [GraphViz Pocket Reference](https://graphs.grevian.org/example) for some examples.
+
+```js
+const fs = require('fs');
+const { graphviz } = require('node-graphviz');
+
+// Define a graph using DOT notation
+const graph = `
+    digraph {
+        a -> b;
+        b -> c;
+        c -> d;
+        d -> a;
+    }
+`;
+
+// Compile the graph to SVG using the `circo` layout algorithm
+graphviz.circo(graph, 'svg').then((svg) => {
+  // Write the SVG to file
+  fs.writeFileSync('graph.svg', svg);
+});
+```
+
+Running the above produces the following SVG:
+
+![SVG Image showing compiled graph](./tests/output.svg)
+
+## API
+
+The module exports the following API:
+
+```ts
+declare type Format = 'svg' | 'dot' | 'json' | 'dot_json' | 'xdot_json';
+
+declare type Engine = 'circo' | 'dot' | 'fdp' | 'neato' | 'osage' | 'patchwork' | 'twopi';
+
+export declare const graphviz = {
+    layout(dotSource: string, outputFormat?: Format, layoutEngine?: Engine): Promise<string>;
+    circo(dotSource: string, outputFormat?: Format): Promise<string>;
+    dot(dotSource: string, outputFormat?: Format): Promise<string>;
+    fdp(dotSource: string, outputFormat?: Format): Promise<string>;
+    neato(dotSource: string, outputFormat?: Format): Promise<string>;
+    osage(dotSource: string, outputFormat?: Format): Promise<string>;
+    patchwork(dotSource: string, outputFormat?: Format): Promise<string>;
+    twopi(dotSource: string, outputFormat?: Format): Promise<string>;
+};
+```
+
+### graphviz.layout(_dotSource_[, _outputFormat_][, _layoutengine_])
+
+Performs layout for the supplied `dotSource`.
+
+Where:
+
+- `outputFormat` is one of the following (see [Output Formats](https://graphviz.gitlab.io/_pages/doc/info/output.html) for details):
+  - `dot`
+  - `dot_json`
+  - `json`
+  - `svg` (default)
+  - `xdot_json`
+- `layoutEngine` is one of the following (see [Layout documentation](https://www.graphviz.org/documentation/) for details):
+  - `circo`
+  - `dot` (default)
+  - `fdp`
+  - `neato`
+  - `osage`
+  - `patchwork`
+  - `twopi`
+
+### graphviz.circo(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **circo** layout, is equivalent to `layout(dotSource, outputFormat, 'circo')`.
+
+### graphviz.dot(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **dot** layout, is equivalent to `layout(dotSource, outputFormat, 'dot')`.
+
+### graphviz.fdp(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **circo** layout, is equivalent to `layout(dotSource, outputFormat, 'fdp')`.
+
+### graphviz.neato(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **neato** layout, is equivalent to `layout(dotSource, outputFormat, 'neato')`.
+
+### graphviz.osage(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **osage** layout, is equivalent to `layout(dotSource, outputFormat, 'osage')`.
+
+### graphviz.patchwork(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **patchwork** layout, is equivalent to `layout(dotSource, outputFormat, 'patchwork')`.
+
+### graphviz.twopi(_dotSource_[, _outputFormat_])
+
+Convenience function that performs **twopi** layout, is equivalent to `layout(dotSource, outputFormat, 'twopi')`.
+
+## Credits
+
+This module is based on [hpcc-systems/hpcc-js-wasm](https://github.com/hpcc-systems/hpcc-js-wasm), which is designed for use in a browser, not Node.js. The following changes were made to support Node and simplify the module to include only GraphViz:
+
+- Rewrote WASM binary location and fetching to read from the filesystem
+- Added the compiled [WASM binary](https://unpkg.com/browse/@hpcc-js/wasm@0.3.14/dist/) to the source
+- Reduced the JS code by half to include only GraphViz, removed Expat and other unrelated code
+- Removed build system and TypeScript, in favor of a single source file (based on the compiled dist file from [hpcc-systems/hpcc-js-wasm](https://github.com/hpcc-systems/hpcc-js-wasm))
+
+## Licence
+
+[MIT](LICENSE)

package/node-graphviz/index.d.ts

@@ -0,0 +1,33 @@
+declare type Format = "svg" | "dot" | "json" | "dot_json" | "xdot_json";
+
+declare type Engine = "circo" | "dot" | "fdp" | "neato" | "osage" | "patchwork" | "twopi";
+
+interface Image {
+    path: string;
+    width: string;
+    height: string;
+}
+
+interface File {
+    path: string;
+    data: string;
+}
+
+interface Ext {
+    images?: Image[];
+    files?: File[];
+}
+
+export declare const graphviz: {
+    layout(dotSource: string, outputFormat?: Format, layoutEngine?: Engine, ext?: Ext | undefined): Promise<string>;
+    circo(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+    dot(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+    fdp(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+    neato(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+    osage(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+    patchwork(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+    twopi(dotSource: string, outputFormat?: Format, ext?: Ext | undefined): Promise<string>;
+};
+
+export {};
+