aiden-shared-calculations-unified 1.0.83 → 1.0.84

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Files changed (71) hide show
  1. package/calculations/core/asset-pnl-status.js +122 -104
  2. package/calculations/core/asset-position-size.js +110 -73
  3. package/calculations/core/average-daily-pnl-all-users.js +17 -3
  4. package/calculations/core/average-daily-pnl-per-sector.js +83 -75
  5. package/calculations/core/average-daily-pnl-per-stock.js +84 -73
  6. package/calculations/core/average-daily-position-pnl.js +2 -2
  7. package/calculations/core/holding-duration-per-asset.js +24 -23
  8. package/calculations/core/instrument-price-change-1d.js +72 -82
  9. package/calculations/core/instrument-price-momentum-20d.js +66 -100
  10. package/calculations/core/long-position-per-stock.js +21 -13
  11. package/calculations/core/overall-holding-duration.js +8 -3
  12. package/calculations/core/overall-profitability-ratio.js +2 -2
  13. package/calculations/core/platform-buy-sell-sentiment.js +75 -22
  14. package/calculations/core/platform-daily-bought-vs-sold-count.js +19 -10
  15. package/calculations/core/platform-daily-ownership-delta.js +39 -15
  16. package/calculations/core/platform-ownership-per-sector.js +38 -18
  17. package/calculations/core/platform-total-positions-held.js +36 -14
  18. package/calculations/core/pnl-distribution-per-stock.js +39 -36
  19. package/calculations/core/price-metrics.js +70 -172
  20. package/calculations/core/profitability-ratio-per-sector.js +23 -29
  21. package/calculations/core/profitability-ratio-per-stock.js +20 -13
  22. package/calculations/core/profitability-skew-per-stock.js +20 -13
  23. package/calculations/core/profitable-and-unprofitable-status.js +34 -10
  24. package/calculations/core/sentiment-per-stock.js +20 -9
  25. package/calculations/core/short-position-per-stock.js +23 -37
  26. package/calculations/core/social-activity-aggregation.js +41 -115
  27. package/calculations/core/social-asset-posts-trend.js +77 -94
  28. package/calculations/core/social-event-correlation.js +87 -106
  29. package/calculations/core/social-sentiment-aggregation.js +56 -138
  30. package/calculations/core/social-top-mentioned-words.js +74 -106
  31. package/calculations/core/social-topic-interest-evolution.js +94 -94
  32. package/calculations/core/social-topic-sentiment-matrix.js +90 -74
  33. package/calculations/core/social-word-mentions-trend.js +92 -106
  34. package/calculations/core/speculator-asset-sentiment.js +63 -92
  35. package/calculations/core/speculator-danger-zone.js +77 -90
  36. package/calculations/core/speculator-distance-to-stop-loss-per-leverage.js +75 -90
  37. package/calculations/core/speculator-distance-to-tp-per-leverage.js +75 -88
  38. package/calculations/core/speculator-entry-distance-to-sl-per-leverage.js +75 -90
  39. package/calculations/core/speculator-entry-distance-to-tp-per-leverage.js +74 -89
  40. package/calculations/core/speculator-leverage-per-asset.js +62 -57
  41. package/calculations/core/speculator-leverage-per-sector.js +53 -65
  42. package/calculations/core/speculator-risk-reward-ratio-per-asset.js +71 -76
  43. package/calculations/core/speculator-stop-loss-distance-by-sector-short-long-breakdown.js +60 -81
  44. package/calculations/core/speculator-stop-loss-distance-by-ticker-short-long-breakdown.js +57 -77
  45. package/calculations/core/speculator-stop-loss-per-asset.js +43 -80
  46. package/calculations/core/speculator-take-profit-per-asset.js +45 -69
  47. package/calculations/core/speculator-tsl-per-asset.js +42 -49
  48. package/calculations/core/total-long-figures.js +19 -19
  49. package/calculations/core/total-long-per-sector.js +39 -36
  50. package/calculations/core/total-short-figures.js +19 -19
  51. package/calculations/core/total-short-per-sector.js +39 -36
  52. package/calculations/core/users-processed.js +52 -25
  53. package/calculations/gauss/cohort-capital-flow.js +38 -29
  54. package/calculations/gauss/cohort-definer.js +17 -25
  55. package/calculations/gauss/daily-dna-filter.js +10 -4
  56. package/calculations/gauss/gauss-divergence-signal.js +28 -6
  57. package/calculations/gem/cohort-momentum-state.js +113 -92
  58. package/calculations/gem/cohort-skill-definition.js +23 -53
  59. package/calculations/gem/platform-conviction-divergence.js +62 -116
  60. package/calculations/gem/quant-skill-alpha-signal.js +107 -123
  61. package/calculations/gem/skilled-cohort-flow.js +178 -167
  62. package/calculations/gem/skilled-unskilled-divergence.js +73 -113
  63. package/calculations/gem/unskilled-cohort-flow.js +176 -166
  64. package/calculations/helix/helix-contrarian-signal.js +91 -83
  65. package/calculations/helix/herd-consensus-score.js +135 -97
  66. package/calculations/helix/winner-loser-flow.js +14 -16
  67. package/calculations/pyro/risk-appetite-index.js +121 -123
  68. package/calculations/pyro/squeeze-potential.js +93 -125
  69. package/calculations/pyro/volatility-signal.js +109 -97
  70. package/package.json +5 -5
  71. package/README.MD +0 -155
package/README.MD DELETED
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- ---
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-
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- # Quantum Test Harness for Computation System
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-
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- ## Overview
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-
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- The Quantum Test Harness is a **dynamic, dependency-aware testing framework** for running, validating, and profiling the entire computation system.
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-
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- The new architecture is built around a `run-suite.js` orchestrator. It automatically builds a dependency graph of all calculations, ensuring they are tested in the correct order. This "ground-up" approach allows for robust, efficient, and realistic testing that mimics the production environment.
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- The harness still tests calculations **without modifying their source code**. It:
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- * Builds a dependency graph of all calculations.
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- * Dynamically generates mock data for a consistent "universe" of users and tickers.
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- * Executes calculations in the correct order, passing the results of one test as dependencies to the next.
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- * Monitors performance and validates output against each calculation's `getSchema()`.
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- * Generates rich, interactive HTML reports for each calculation run.
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-
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- ---
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-
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- ## Core Concepts
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-
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- The harness is built on **four main components**:
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-
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- ### 1. Test Suite Orchestrator (`run-suite.js`)
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- The main CLI entry point for running automated test suites. Responsibilities:
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-
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- * Scans all calculation files and builds a computation graph.
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- * Topologically sorts the graph to determine the correct execution order.
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- * Parses CLI commands (`--all`, `--target`, `--product`) to decide which tests to run.
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- * Manages a results cache to efficiently pass outputs as dependencies.
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-
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- ### 2. Test Worker (`test-worker.js`)
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- Executes the test for a single calculation. Responsibilities:
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-
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- * Receives a calculation to test from the orchestrator, along with its pre-computed dependencies.
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- * Generates fresh, temporal mock data for the specific test.
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- * Instantiates the calculation and wraps it in the Quantum Monitor.
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- * Executes `process()` and `getResult()`.
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- * Triggers the report generation.
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-
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- ### 3. Dynamic Data Generation (`data-generator.js`)
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- Generates **temporal mock data**:
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- 1. The orchestrator creates a consistent "universe" (tickers and userIds) for the entire test run.
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- 2. The test worker generates "today" and optional "yesterday" data snapshots using this universe, ensuring data is consistent and comparable across tests.
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-
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- ### 4. Instrumentation & Validation (`test-harness.js`)
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- Provides:
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- * **Instrumentation**: Wraps the calculation instance in a Proxy via `createQuantumRecorder`. Logs performance, memory, and errors without changing the calculation logic.
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- * **Validation**:
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- * **Schema Check**: Uses Ajv to validate `getResult()` against `getSchema()`.
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- * **Sanity Check**: Flags "valid but empty" results like `0`, `null`, `[]`, or `{}` as warnings.
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-
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- ---
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-
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- ## Usage: Automated Test Suite
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- To run automated, dependency-aware test suites, use the `run-suite.js` orchestrator. This is the recommended method for all testing.
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- ### Prerequisites
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- Graphviz is required to render data-flow diagrams. Ensure `dot` is available in your PATH.
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- | OS | Installation |
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- | ------- | ------------------------------- |
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- | macOS | `brew install graphviz` |
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- | Windows | `choco install graphviz` |
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- | Linux | `sudo apt-get install graphviz` |
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-
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- ---
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-
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- ### Commands
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- #### 1. Run ALL Computations
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- Tests every non-legacy computation, ordered by complexity (dependency-free calculations first).
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-
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- ```bash
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- node run-suite.js --all
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- ```
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-
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- #### 2. Run a Specific Target
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- Tests a single computation and all of its dependencies in the correct order.
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- ```bash
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- # Syntax
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- node run-suite.js --target [computation-name]
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-
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- # Example (note: uses the name, not the file path)
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- node run-suite.js --target asset-pnl-status
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- ```
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- #### 3. Run a Full Product Line
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- Tests all computations belonging to a specific product category (defined in `getMetadata`) and all of their dependencies.
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- ```bash
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- # Syntax
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- node run-suite.js --product [product-name]
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-
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- # Example
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- node run-suite.js --product gem
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- ```
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-
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- ---
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-
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- ### Output
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- Running a test produces:
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- * **Console Output**: Live logs of the orchestration and test progress.
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- * **Test Reports**: Generated for each executed calculation at `test_reports/[CalculationName]/`:
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- * `timeline.html` – Interactive performance report.
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- * `dataflow.svg` – Diagram of the calculation's data flow.
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- * `computation_result.json` – Raw JSON output from `getResult()`.
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- * `report.json` – Full metrics collected by the harness.
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-
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- ---
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-
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- ## Adding a New Calculation
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- The process remains the same.
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- 1. **Create Your File**: `calculations/my_product/my-new-calc.js`
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- 2. **Implement the Class**: Must include `constructor()`, `process()`, and `getResult()`.
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- 3. **Add `getDependencies()`**: Define the other calculations this one depends on.
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- 4. **Add `getMetadata()`**: Defines the contract for the harness.
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- 5. **Add `getSchema()`**: Enables automatic output validation.
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- 6. **Run the Test**: Use the `run-suite.js` commands.
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- ```bash
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- # Test your new calculation and its dependencies
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- node run-suite.js --target my-new-calc
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- ```
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-
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- ---
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-
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- ## Troubleshooting
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- | Issue | Solution |
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- | ------------------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------------- |
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- | Graphviz rendering failed | Ensure Graphviz is installed and `dot` is in your system's PATH. |
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- | `SchemaValidation` errors in `report.json` | The calculation's output does not match its `getSchema()`. Check `computation_result.json` to see the actual output and fix the logic. |
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- | `SanityCheck` warnings in `report.json` | The output is valid according to the schema but is empty (`null`, `0`, `[]`, `{}`). This may be expected, but it's worth verifying. |
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- | `Error: Unknown computation dependency: [name]` | A calculation lists a dependency in `getDependencies()` that doesn't exist or has a typo. Check the name for errors. |
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- | `Error: Circular dependency detected!` | Two or more calculations depend on each other, creating an impossible loop. Review the `getDependencies()` lists for the involved calculations. |
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- ---