aiden-shared-calculations-unified 1.0.83 → 1.0.86

package/calculations/core/speculator-tsl-per-asset.js

@@ -1,20 +1,19 @@
 /**
- * @fileoverview Calculation (Pass 1) for speculator metric.
+ * @fileoverview Calculation (Pass 1) for speculator TSL usage.
  *
- * This metric answers: "For each asset, how many
- * speculators have Trailing Stop Loss (TSL) enabled
- * versus disabled?"
+ * This metric answers: "For each asset, what percentage
+ * of speculators are using a *trailing* stop-loss?"
  */
-const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
+// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
 
-class TslPerAsset {
+class SpeculatorTSLPerAsset {
     constructor() {
-        // { [instrumentId]: { enabled: 0, disabled: 0 } }
+        // { [instrumentId]: { with_tsl: 0, total: 0 } }
         this.assets = new Map();
-        this.mappings = null;
+        // --- STANDARD 0: RENAMED ---
+        this.tickerMap = null;
     }
 
-    // --- NEW ---
     /**
      * Statically defines all metadata for the manifest builder.
      */
@@ -23,12 +22,11 @@ class TslPerAsset {
             type: 'standard',
             rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'speculator',
+            userType: 'speculator', // <-- KEY: Only runs for speculators
             category: 'core_speculator'
         };
     }
 
-    // --- NEW ---
     /**
      * Statically declare dependencies.
      */
@@ -38,49 +36,40 @@ class TslPerAsset {
 
     /**
      * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
      */
     static getSchema() {
         const tickerSchema = {
             "type": "object",
             "properties": {
-                "tsl_enabled_count": { "type": "number" },
-                "tsl_disabled_count": { "type": "number" },
-                "tsl_enabled_pct": {
-                    "type": "number",
-                    "description": "Percentage of positions with TSL enabled."
-                }
+                "tsl_usage_pct": { "type": "number" },
+                "tsl_count": { "type": "number" },
+                "total_count": { "type": "number" }
             },
-            "required": ["tsl_enabled_count", "tsl_disabled_count", "tsl_enabled_pct"]
+            "required": ["tsl_usage_pct", "tsl_count", "total_count"]
         };
 
         return {
             "type": "object",
-            "description": "Calculates the TSL (Trailing Stop Loss) enabled vs. disabled rate per asset.",
-            "patternProperties": {
-                "^.*$": tickerSchema // Ticker
-            },
+            "description": "Calculates the percentage of speculators using a *trailing* stop-loss per asset.",
+            "patternProperties": { "^.*$": tickerSchema },
             "additionalProperties": tickerSchema
         };
     }
 
     _initAsset(instrumentId) {
         if (!this.assets.has(instrumentId)) {
-            this.assets.set(instrumentId, {
-                enabled: 0,
-                disabled: 0
-            });
+            this.assets.set(instrumentId, { with_tsl: 0, total: 0 });
         }
     }
 
-    // --- REFACTORED ---
-    // Simplified signature
-    process(portfolioData) {
-        if (portfolioData?.context?.userType !== 'speculator') {
-            return;
+    // --- STANDARD 0: UPDATED SIGNATURE ---
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        // --- STANDARD 0: ADDED ---
+        if (!this.tickerMap) {
+             this.tickerMap = context.instrumentToTicker;
         }
-        
-        const positions = portfolioData.PublicPositions;
+
+        const positions = todayPortfolio.PublicPositions;
         if (!positions || !Array.isArray(positions)) {
             return;
         }
@@ -91,30 +80,33 @@ class TslPerAsset {
             
             this._initAsset(instrumentId);
             const assetData = this.assets.get(instrumentId);
-            
-            if (pos.IsTslEnabled) {
-                assetData.enabled++;
-            } else {
-                assetData.disabled++;
+            assetData.total++;
+
+            // HasTrailingStopLoss is a boolean
+            if (pos.HasTrailingStopLoss === true) {
+                assetData.with_tsl++;
             }
         }
     }
 
     async getResult() {
-        if (!this.mappings) {
-            this.mappings = await loadInstrumentMappings();
+        // --- STANDARD 0: REMOVED forbidden data load ---
+
+        // Failsafe check
+        if (!this.tickerMap) {
+            return {}; // process() must run first
         }
 
         const result = {};
         for (const [instrumentId, data] of this.assets.entries()) {
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
-            const total = data.enabled + data.disabled;
+            // --- STANDARD 0: SIMPLIFIED ---
+            const ticker = this.tickerMap[instrumentId] || `id_${instrumentId}`;
             
-            if (total > 0) {
+            if (data.total > 0) {
                 result[ticker] = {
-                    tsl_enabled_count: data.enabled,
-                    tsl_disabled_count: data.disabled,
-                    tsl_enabled_pct: (data.enabled / total) * 100
+                    tsl_usage_pct: (data.with_tsl / data.total) * 100,
+                    tsl_count: data.with_tsl,
+                    total_count: data.total
                 };
             }
         }
@@ -123,8 +115,9 @@ class TslPerAsset {
 
     reset() {
         this.assets.clear();
-        this.mappings = null;
+        // --- STANDARD 0: RENAMED ---
+        this.tickerMap = null;
     }
 }
 
-module.exports = TslPerAsset;
+module.exports = SpeculatorTSLPerAsset;

package/calculations/core/total-long-figures.js

@@ -1,15 +1,15 @@
 /**
  * @fileoverview Calculation (Pass 1) for total long figures.
  *
- * This metric answers: "What is the total number of long
- * ('buy') positions across all users and instruments?"
+ * This metric answers: "What is the total $USD value
+ * and total count of all long ('buy') positions?"
  */
 class TotalLongFigures {
     constructor() {
-        this.longCount = 0;
+        this.totalInvestedUsd = 0;
+        this.totalPositions = 0;
     }
 
-    // --- NEW ---
     /**
      * Statically defines all metadata for the manifest builder.
      */
@@ -23,7 +23,6 @@ class TotalLongFigures {
         };
     }
 
-    // --- NEW ---
     /**
      * Statically declare dependencies.
      */
@@ -33,45 +32,46 @@ class TotalLongFigures {
 
     /**
      * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
      */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Calculates the total count of all long ('buy') positions.",
+            "description": "Aggregates the total $USD value and count of all long positions.",
             "properties": {
-                "total_long_positions": {
-                    "type": "number",
-                    "description": "The aggregated count of all long positions."
-                }
+                "total_invested_usd": { "type": "number" },
+                "total_positions_count": { "type": "number" }
             },
-            "required": ["total_long_positions"]
+            "required": ["total_invested_usd", "total_positions_count"]
         };
     }
 
-    // --- REFACTORED ---
-    // Simplified signature
-    process(portfolioData) {
-        const positions = portfolioData.PublicPositions || portfolioData.AggregatedPositions;
+    // --- UPDATED SIGNATURE ---
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        // --- UPDATED ---
+        const positions = todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions;
         if (!positions || !Array.isArray(positions)) {
             return;
         }
 
         for (const pos of positions) {
+            // Only count 'buy' (long) positions
             if (pos.IsBuy) {
-                this.longCount++;
+                this.totalInvestedUsd += pos.Invested || 0;
+                this.totalPositions++;
             }
         }
     }
 
     getResult() {
         return {
-            total_long_positions: this.longCount
+            total_invested_usd: this.totalInvestedUsd,
+            total_positions_count: this.totalPositions
         };
     }
 
     reset() {
-        this.longCount = 0;
+        this.totalInvestedUsd = 0;
+        this.totalPositions = 0;
     }
 }
 

package/calculations/core/total-long-per-sector.js

@@ -1,19 +1,19 @@
 /**
- * @fileoverview Calculation (Pass 1) for total long positions per sector.
+ * @fileoverview Calculation (Pass 1) for total long value per sector.
  *
- * This metric answers: "What is the total number of long ('buy')
- * positions for each sector?"
+ * This metric answers: "What is the total $USD value
+ * of all long ('buy') positions, grouped by sector?"
  */
-const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
+// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
 
 class TotalLongPerSector {
     constructor() {
-        // We will store { [sector]: count }
+        // { [sectorName]: { total_invested_usd: 0, total_positions_count: 0 } }
         this.sectors = new Map();
-        this.mappings = null;
+        // --- STANDARD 0: RENAMED ---
+        this.sectorMap = null;
     }
 
-    // --- NEW ---
     /**
      * Statically defines all metadata for the manifest builder.
      */
@@ -27,7 +27,6 @@ class TotalLongPerSector {
         };
     }
 
-    // --- NEW ---
     /**
      * Statically declare dependencies.
      */
@@ -37,39 +36,39 @@ class TotalLongPerSector {
 
     /**
      * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
      */
     static getSchema() {
-        return {
+        const sectorSchema = {
             "type": "object",
-            "description": "Calculates the total count of long ('buy') positions per sector.",
-            "patternProperties": {
-                // Sector name
-                "^.*$": {
-                    "type": "number",
-                    "description": "The total count of long positions for this sector."
-                }
-            },
-            "additionalProperties": {
-                "type": "number"
+            "properties": {
+                "total_invested_usd": { "type": "number" },
+                "total_positions_count": { "type": "number" }
             }
         };
+
+        return {
+            "type": "object",
+            "description": "Calculates the total $USD value and count of long positions per sector.",
+            "patternProperties": { "^.*$": sectorSchema },
+            "additionalProperties": sectorSchema
+        };
     }
 
-    _initSector(sector) {
-        if (!this.sectors.has(sector)) {
-            this.sectors.set(sector, 0);
+    _initSector(sectorName) {
+        if (!this.sectors.has(sectorName)) {
+            this.sectors.set(sectorName, { total_invested_usd: 0, total_positions_count: 0 });
         }
     }
 
-    process(portfolioData, yesterdayPortfolio, userId, context) {
-        // This calculation needs the sector mappings from Pass 1 context
-        if (!this.mappings) {
-            this.mappings = context.mappings;
+    // --- STANDARD 0: UPDATED SIGNATURE ---
+    async process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        // --- STANDARD 0: FIXED ---
+        if (!this.sectorMap) {
+            this.sectorMap = context.sectorMapping;
         }
 
-        const positions = portfolioData.PublicPositions || portfolioData.AggregatedPositions;
-        if (!positions || !Array.isArray(positions) || !this.mappings) {
+        const positions = todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions;
+        if (!positions || !Array.isArray(positions) || !this.sectorMap) {
             return;
         }
 
@@ -79,22 +78,26 @@ class TotalLongPerSector {
                 const instrumentId = pos.InstrumentID;
                 if (!instrumentId) continue;
                 
-                const sector = this.mappings.instrumentToSector[instrumentId] || 'Other';
-                this._initSector(sector);
-                
-                this.sectors.set(sector, this.sectors.get(sector) + 1);
+                // --- STANDARD 0: FIXED ---
+                const sectorName = this.sectorMap[instrumentId] || 'N/A';
+                this._initSector(sectorName);
+                const sectorData = this.sectors.get(sectorName);
+
+                sectorData.total_invested_usd += pos.Invested || 0;
+                sectorData.total_positions_count++;
             }
         }
     }
 
-    getResult() {
-        // Convert Map to plain object
+    async getResult() {
+        // --- STANDARD 0: REMOVED forbidden data load ---
         return Object.fromEntries(this.sectors);
     }
 
     reset() {
         this.sectors.clear();
-        this.mappings = null;
+        // --- STANDARD 0: RENAMED ---
+        this.sectorMap = null;
     }
 }
 

package/calculations/core/total-short-figures.js

@@ -1,15 +1,15 @@
 /**
  * @fileoverview Calculation (Pass 1) for total short figures.
  *
- * This metric answers: "What is the total number of short
- * ('sell') positions across all users and instruments?"
+ * This metric answers: "What is the total $USD value
+ * and total count of all short ('sell') positions?"
  */
 class TotalShortFigures {
     constructor() {
-        this.shortCount = 0;
+        this.totalInvestedUsd = 0;
+        this.totalPositions = 0;
     }
 
-    // --- NEW ---
     /**
      * Statically defines all metadata for the manifest builder.
      */
@@ -23,7 +23,6 @@ class TotalShortFigures {
         };
     }
 
-    // --- NEW ---
     /**
      * Statically declare dependencies.
      */
@@ -33,45 +32,46 @@ class TotalShortFigures {
 
     /**
      * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
      */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Calculates the total count of all short ('sell') positions.",
+            "description": "Aggregates the total $USD value and count of all short positions.",
             "properties": {
-                "total_short_positions": {
-                    "type": "number",
-                    "description": "The aggregated count of all short positions."
-                }
+                "total_invested_usd": { "type": "number" },
+                "total_positions_count": { "type": "number" }
             },
-            "required": ["total_short_positions"]
+            "required": ["total_invested_usd", "total_positions_count"]
         };
     }
 
-    // --- REFACTORED ---
-    // Simplified signature
-    process(portfolioData) {
-        const positions = portfolioData.PublicPositions || portfolioData.AggregatedPositions;
+    // --- UPDATED SIGNATURE ---
+    process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        // --- UPDATED ---
+        const positions = todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions;
         if (!positions || !Array.isArray(positions)) {
             return;
         }
 
         for (const pos of positions) {
+            // Only count 'sell' (short) positions
             if (!pos.IsBuy) {
-                this.shortCount++;
+                this.totalInvestedUsd += pos.Invested || 0;
+                this.totalPositions++;
             }
         }
     }
 
     getResult() {
         return {
-            total_short_positions: this.shortCount
+            total_invested_usd: this.totalInvestedUsd,
+            total_positions_count: this.totalPositions
         };
     }
 
     reset() {
-        this.shortCount = 0;
+        this.totalInvestedUsd = 0;
+        this.totalPositions = 0;
     }
 }
 

package/calculations/core/total-short-per-sector.js

@@ -1,19 +1,19 @@
 /**
- * @fileoverview Calculation (Pass 1) for total short positions per sector.
+ * @fileoverview Calculation (Pass 1) for total short value per sector.
  *
- * This metric answers: "What is the total number of short ('sell')
- * positions for each sector?"
+ * This metric answers: "What is the total $USD value
+ * of all short ('sell') positions, grouped by sector?"
  */
-const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
+// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
 
 class TotalShortPerSector {
     constructor() {
-        // We will store { [sector]: count }
+        // { [sectorName]: { total_invested_usd: 0, total_positions_count: 0 } }
         this.sectors = new Map();
-        this.mappings = null;
+        // --- STANDARD 0: RENAMED ---
+        this.sectorMap = null;
     }
 
-    // --- NEW ---
     /**
      * Statically defines all metadata for the manifest builder.
      */
@@ -27,7 +27,6 @@ class TotalShortPerSector {
         };
     }
 
-    // --- NEW ---
     /**
      * Statically declare dependencies.
      */
@@ -37,39 +36,39 @@ class TotalShortPerSector {
 
     /**
      * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
      */
     static getSchema() {
-        return {
+        const sectorSchema = {
             "type": "object",
-            "description": "Calculates the total count of short ('sell') positions per sector.",
-            "patternProperties": {
-                // Sector name
-                "^.*$": {
-                    "type": "number",
-                    "description": "The total count of short positions for this sector."
-                }
-            },
-            "additionalProperties": {
-                "type": "number"
+            "properties": {
+                "total_invested_usd": { "type": "number" },
+                "total_positions_count": { "type": "number" }
             }
         };
+
+        return {
+            "type": "object",
+            "description": "Calculates the total $USD value and count of short positions per sector.",
+            "patternProperties": { "^.*$": sectorSchema },
+            "additionalProperties": sectorSchema
+        };
     }
 
-    _initSector(sector) {
-        if (!this.sectors.has(sector)) {
-            this.sectors.set(sector, 0);
+    _initSector(sectorName) {
+        if (!this.sectors.has(sectorName)) {
+            this.sectors.set(sectorName, { total_invested_usd: 0, total_positions_count: 0 });
         }
     }
 
-    process(portfolioData, yesterdayPortfolio, userId, context) {
-        // This calculation needs the sector mappings from Pass 1 context
-        if (!this.mappings) {
-            this.mappings = context.mappings;
+    // --- STANDARD 0: UPDATED SIGNATURE ---
+    async process(todayPortfolio, yesterdayPortfolio, userId, context) {
+        // --- STANDARD 0: FIXED ---
+        if (!this.sectorMap) {
+            this.sectorMap = context.sectorMapping;
         }
 
-        const positions = portfolioData.PublicPositions || portfolioData.AggregatedPositions;
-        if (!positions || !Array.isArray(positions) || !this.mappings) {
+        const positions = todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions;
+        if (!positions || !Array.isArray(positions) || !this.sectorMap) {
             return;
         }
 
@@ -79,22 +78,26 @@ class TotalShortPerSector {
                 const instrumentId = pos.InstrumentID;
                 if (!instrumentId) continue;
                 
-                const sector = this.mappings.instrumentToSector[instrumentId] || 'Other';
-                this._initSector(sector);
-                
-                this.sectors.set(sector, this.sectors.get(sector) + 1);
+                // --- STANDARD 0: FIXED ---
+                const sectorName = this.sectorMap[instrumentId] || 'N/A';
+                this._initSector(sectorName);
+                const sectorData = this.sectors.get(sectorName);
+
+                sectorData.total_invested_usd += pos.Invested || 0;
+                sectorData.total_positions_count++;
             }
         }
     }
 
-    getResult() {
-        // Convert Map to plain object
+    async getResult() {
+        // --- STANDARD 0: REMOVED forbidden data load ---
         return Object.fromEntries(this.sectors);
     }
 
     reset() {
         this.sectors.clear();
-        this.mappings = null;
+        // --- STANDARD 0: RENAMED ---
+        this.sectorMap = null;
     }
 }