aiden-shared-calculations-unified 1.0.84 → 1.0.87

package/calculations/core/speculator-stop-loss-distance-by-sector-short-long-breakdown.js

@@ -1,14 +1,10 @@
 /**
- * @fileoverview Calculation (Pass 1) for speculator SL distance.
- * --- FIX ---
- * - Rewritten logic to calculate SL distance from raw schema fields
- * (StopLossRate, CurrentRate) instead of 'PctToStopLoss'.
- * - Updated process signature to match worker.
+ * @fileoverview Calculation (Pass 1) for SL distance by sector.
+ * REFACTORED: Uses context.math.extract.
  */
-
-class SpeculatorSLDistanceBySectorShortLong {
+class SpeculatorSLDistanceSectorBreakdown {
     constructor() {
-        this.sectors = new Map();
+        this.sectorData = new Map();
         this.sectorMap = null;
     }
 
@@ -17,93 +13,85 @@ class SpeculatorSLDistanceBySectorShortLong {
             type: 'standard',
             rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'speculator', // <-- KEY: Only runs for speculators
+            userType: 'speculator',
             category: 'core_speculator'
         };
     }
 
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
     static getSchema() {
         const sectorSchema = {
             "type": "object",
             "properties": {
-                "long_avg_distance_pct": { "type": "number" },
-                "long_position_count": { "type": "number" },
-                "short_avg_distance_pct": { "type": "number" },
-                "short_position_count": { "type": "number" }
-            }
-        };
-
-        return {
-            "type": "object",
-            "description": "Calculates the average distance to SL, broken down by long/short, per sector.",
-            "patternProperties": { "^.*$": sectorSchema },
-            "additionalProperties": sectorSchema
+                "avg_long_sl_distance_pct": { "type": ["number", "null"] },
+                "avg_short_sl_distance_pct": { "type": ["number", "null"] },
+                "long_count": { "type": "number" },
+                "short_count": { "type": "number" }
+            },
+            "required": ["avg_long_sl_distance_pct", "avg_short_sl_distance_pct", "long_count", "short_count"]
         };
+        return { "type": "object", "patternProperties": { "^.*$": sectorSchema } };
     }
 
-    _initSector(sectorName) {
-        if (!this.sectors.has(sectorName)) {
-            this.sectors.set(sectorName, { long_sum: 0, long_count: 0, short_sum: 0, short_count: 0 });
+    _initSector(sector) {
+        if (!this.sectorData.has(sector)) {
+            this.sectorData.set(sector, { 
+                longSum: 0, longCount: 0, 
+                shortSum: 0, shortCount: 0 
+            });
         }
     }
 
-    // --- THIS IS THE FIX ---
-    process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, fetchedDependencies) {
-        if (!this.sectorMap) {
-            this.sectorMap = context.sectorMapping;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { mappings, user } = context;
+        if (!this.sectorMap) this.sectorMap = mappings.sectorMapping;
 
-        const positions = todayPortfolio.PublicPositions;
-        if (!positions || !Array.isArray(positions) || !this.sectorMap) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            const instrumentId = pos.InstrumentID;
-            const slRate = pos.StopLossRate;
-            const currentRate = pos.CurrentRate;
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
 
-            if (!instrumentId || !slRate || slRate <= 0 || !currentRate || currentRate <= 0) {
-                continue; // No SL or invalid data
-            }
-
-            const sectorName = this.sectorMap[instrumentId] || 'N/A';
-            this._initSector(sectorName);
-            const sectorData = this.sectors.get(sectorName);
+            const slRate = extract.getStopLossRate(pos);
+            const currentRate = extract.getCurrentRate(pos);
+            if (slRate <= 0 || currentRate <= 0) continue;
 
+            const sector = this.sectorMap[instId] || 'Unknown';
+            const direction = extract.getDirection(pos);
             let pctToSL = 0;
-            if (pos.IsBuy) {
-                // Long: (Current - SL) / Current
+
+            if (direction === 'Buy') {
                 pctToSL = (currentRate - slRate) / currentRate;
-                if (pctToSL > 0) {
-                    sectorData.long_sum += (pctToSL * 100);
-                    sectorData.long_count++;
-                }
             } else {
-                // Short: (SL - Current) / Current
                 pctToSL = (slRate - currentRate) / currentRate;
-                if (pctToSL > 0) {
-                    sectorData.short_sum += (pctToSL * 100);
-                    sectorData.short_count++;
-                }
+            }
+
+            if (pctToSL <= 0) continue;
+
+            this._initSector(sector);
+            const data = this.sectorData.get(sector);
+
+            if (direction === 'Buy') {
+                data.longSum += (pctToSL * 100);
+                data.longCount++;
+            } else {
+                data.shortSum += (pctToSL * 100);
+                data.shortCount++;
             }
         }
     }
-    // --- END FIX ---
 
     async getResult() {
         const result = {};
-        for (const [sectorName, data] of this.sectors.entries()) {
-            if (data.long_count > 0 || data.short_count > 0) {
-                result[sectorName] = {
-                    long_avg_distance_pct: (data.long_count > 0) ? (data.long_sum / data.long_count) : 0,
-                    long_position_count: data.long_count,
-                    short_avg_distance_pct: (data.short_count > 0) ? (data.short_sum / data.short_count) : 0,
-                    short_position_count: data.short_count
+        for (const [sector, data] of this.sectorData.entries()) {
+            if (data.longCount > 0 || data.shortCount > 0) {
+                result[sector] = {
+                    avg_long_sl_distance_pct: data.longCount > 0 ? data.longSum / data.longCount : null,
+                    avg_short_sl_distance_pct: data.shortCount > 0 ? data.shortSum / data.shortCount : null,
+                    long_count: data.longCount,
+                    short_count: data.shortCount
                 };
             }
         }
@@ -111,9 +99,8 @@ class SpeculatorSLDistanceBySectorShortLong {
     }
 
     reset() {
-        this.sectors.clear();
+        this.sectorData.clear();
         this.sectorMap = null;
     }
 }
-
-module.exports = SpeculatorSLDistanceBySectorShortLong;
+module.exports = SpeculatorSLDistanceSectorBreakdown;

package/calculations/core/speculator-stop-loss-distance-by-ticker-short-long-breakdown.js

@@ -1,12 +1,8 @@
 /**
- * @fileoverview Calculation (Pass 1) for speculator SL distance.
- * --- FIX ---
- * - Rewritten logic to calculate SL distance from raw schema fields
- * (StopLossRate, CurrentRate) instead of 'PctToStopLoss'.
- * - Updated process signature to match worker.
+ * @fileoverview Calculation (Pass 1) for SL distance broken down by direction.
+ * REFACTORED: Uses context.math.extract.
  */
-
-class SpeculatorSLDistanceByTickerShortLong {
+class SpeculatorSLDistanceTickerBreakdown {
     constructor() {
         this.assets = new Map();
         this.tickerMap = null;
@@ -17,98 +13,86 @@ class SpeculatorSLDistanceByTickerShortLong {
             type: 'standard',
             rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'speculator', // <-- KEY: Only runs for speculators
+            userType: 'speculator',
             category: 'core_speculator'
         };
     }
 
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
     static getSchema() {
         const tickerSchema = {
             "type": "object",
             "properties": {
-                "long_avg_distance_pct": { "type": "number" },
-                "long_position_count": { "type": "number" },
-                "short_avg_distance_pct": { "type": "number" },
-                "short_position_count": { "type": "number" }
-            }
-        };
-
-        return {
-            "type": "object",
-            "description": "Calculates the average distance to SL, broken down by long/short, per asset.",
-            "patternProperties": { "^.*$": tickerSchema },
-            "additionalProperties": tickerSchema
+                "avg_long_sl_distance_pct": { "type": ["number", "null"] },
+                "avg_short_sl_distance_pct": { "type": ["number", "null"] },
+                "long_count": { "type": "number" },
+                "short_count": { "type": "number" }
+            },
+            "required": ["avg_long_sl_distance_pct", "avg_short_sl_distance_pct", "long_count", "short_count"]
         };
+        return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
     }
 
-    _initAsset(instrumentId) {
-        if (!this.assets.has(instrumentId)) {
-            this.assets.set(instrumentId, { long_sum: 0, long_count: 0, short_sum: 0, short_count: 0 });
+    _initAsset(instId) {
+        if (!this.assets.has(instId)) {
+            this.assets.set(instId, { 
+                longSum: 0, longCount: 0, 
+                shortSum: 0, shortCount: 0 
+            });
         }
     }
 
-    // --- THIS IS THE FIX ---
-    process(todayPortfolio, yesterdayPortfolio, userId, context, todayInsights, yesterdayInsights, fetchedDependencies) {
-        if (!this.tickerMap) {
-             this.tickerMap = context.instrumentToTicker;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { mappings, user } = context;
+        if (!this.tickerMap) this.tickerMap = mappings.instrumentToTicker;
 
-        const positions = todayPortfolio.PublicPositions;
-        if (!positions || !Array.isArray(positions)) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            const instrumentId = pos.InstrumentID;
-            const slRate = pos.StopLossRate;
-            const currentRate = pos.CurrentRate;
-
-            if (!instrumentId || !slRate || slRate <= 0 || !currentRate || currentRate <= 0) {
-                continue; // No SL or invalid data
-            }
-
-            this._initAsset(instrumentId);
-            const assetData = this.assets.get(instrumentId);
+            const instId = extract.getInstrumentId(pos);
+            const slRate = extract.getStopLossRate(pos);
+            const currentRate = extract.getCurrentRate(pos);
+            
+            if (!instId || slRate <= 0 || currentRate <= 0) continue;
 
+            const direction = extract.getDirection(pos);
             let pctToSL = 0;
-            if (pos.IsBuy) {
-                // Long: (Current - SL) / Current
+            
+            if (direction === 'Buy') {
                 pctToSL = (currentRate - slRate) / currentRate;
-                if (pctToSL > 0) {
-                    assetData.long_sum += (pctToSL * 100);
-                    assetData.long_count++;
-                }
             } else {
-                // Short: (SL - Current) / Current
                 pctToSL = (slRate - currentRate) / currentRate;
-                if (pctToSL > 0) {
-                    assetData.short_sum += (pctToSL * 100);
-                    assetData.short_count++;
-                }
+            }
+
+            if (pctToSL <= 0) continue;
+
+            this._initAsset(instId);
+            const data = this.assets.get(instId);
+
+            if (direction === 'Buy') {
+                data.longSum += (pctToSL * 100);
+                data.longCount++;
+            } else {
+                data.shortSum += (pctToSL * 100);
+                data.shortCount++;
             }
         }
     }
-    // --- END FIX ---
 
     async getResult() {
-        if (!this.tickerMap) {
-            return {}; 
-        }
-
+        if (!this.tickerMap) return {};
         const result = {};
-        for (const [instrumentId, data] of this.assets.entries()) {
-            const ticker = this.tickerMap[instrumentId] || `id_${instrumentId}`;
-
-            if (data.long_count > 0 || data.short_count > 0) {
+        for (const [instId, data] of this.assets.entries()) {
+            const ticker = this.tickerMap[instId] || `id_${instId}`;
+            
+            if (data.longCount > 0 || data.shortCount > 0) {
                 result[ticker] = {
-                    long_avg_distance_pct: (data.long_count > 0) ? (data.long_sum / data.long_count) : 0,
-                    long_position_count: data.long_count,
-                    short_avg_distance_pct: (data.short_count > 0) ? (data.short_sum / data.short_count) : 0,
-                    short_position_count: data.short_count
+                    avg_long_sl_distance_pct: data.longCount > 0 ? data.longSum / data.longCount : null,
+                    avg_short_sl_distance_pct: data.shortCount > 0 ? data.shortSum / data.shortCount : null,
+                    long_count: data.longCount,
+                    short_count: data.shortCount
                 };
             }
         }
@@ -120,5 +104,4 @@ class SpeculatorSLDistanceByTickerShortLong {
         this.tickerMap = null;
     }
 }
-
-module.exports = SpeculatorSLDistanceByTickerShortLong;
+module.exports = SpeculatorSLDistanceTickerBreakdown;

package/calculations/core/speculator-stop-loss-per-asset.js

@@ -1,13 +1,7 @@
 /**
- * @fileoverview Calculation (Pass 1) for speculator SL usage.
- *
- * This metric answers: "For each asset, what percentage
- * of speculators are using a stop-loss?"
- * --- FIX ---
- * - Logic changed to check 'StopLossRate > 0' instead of 'PctToStopLoss >= 0'
- * to match schema.md.
+ * @fileoverview Calculation (Pass 1) for speculator Stop Loss usage.
+ * REFACTORED: Uses context.math.extract.
  */
-
 class SpeculatorStopLossPerAsset {
     constructor() {
         this.assets = new Map();
@@ -19,14 +13,12 @@ class SpeculatorStopLossPerAsset {
             type: 'standard',
             rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'speculator', // <-- KEY: Only runs for speculators
+            userType: 'speculator',
             category: 'core_speculator'
         };
     }
 
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
     static getSchema() {
         const tickerSchema = {
@@ -38,13 +30,7 @@ class SpeculatorStopLossPerAsset {
             },
             "required": ["sl_usage_pct", "sl_count", "total_count"]
         };
-
-        return {
-            "type": "object",
-            "description": "Calculates the percentage of speculators using a stop-loss per asset.",
-            "patternProperties": { "^.*$": tickerSchema },
-            "additionalProperties": tickerSchema
-        };
+        return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
     }
 
     _initAsset(instrumentId) {
@@ -53,43 +39,33 @@ class SpeculatorStopLossPerAsset {
         }
     }
 
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        if (!this.tickerMap) {
-             this.tickerMap = context.instrumentToTicker;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { mappings, user } = context;
+        if (!this.tickerMap) this.tickerMap = mappings.instrumentToTicker;
 
-        const positions = todayPortfolio.PublicPositions;
-        if (!positions || !Array.isArray(positions)) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            const instrumentId = pos.InstrumentID;
-            if (!instrumentId) continue;
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
 
-            this._initAsset(instrumentId);
-            const assetData = this.assets.get(instrumentId);
+            this._initAsset(instId);
+            const assetData = this.assets.get(instId);
             assetData.total++;
 
-            // --- THIS IS THE FIX ---
-            // 'PctToStopLoss' is not in schema.md. 'StopLossRate' is.
-            // A rate > 0 indicates an SL is set.
-            if (pos.StopLossRate > 0) {
-            // --- END FIX ---
+            const slRate = extract.getStopLossRate(pos);
+            if (slRate > 0) {
                 assetData.with_sl++;
             }
         }
     }
 
     async getResult() {
-        if (!this.tickerMap) {
-            return {}; 
-        }
-
+        if (!this.tickerMap) return {};
         const result = {};
-        for (const [instrumentId, data] of this.assets.entries()) {
-            const ticker = this.tickerMap[instrumentId] || `id_${instrumentId}`;
-
+        for (const [instId, data] of this.assets.entries()) {
+            const ticker = this.tickerMap[instId] || `id_${instId}`;
             if (data.total > 0) {
                 result[ticker] = {
                     sl_usage_pct: (data.with_sl / data.total) * 100,
@@ -106,5 +82,4 @@ class SpeculatorStopLossPerAsset {
         this.tickerMap = null;
     }
 }
-
 module.exports = SpeculatorStopLossPerAsset;

package/calculations/core/speculator-take-profit-per-asset.js

@@ -1,42 +1,25 @@
 /**
- * @fileoverview Calculation (Pass 1) for speculator TP usage.
- *
- * This metric answers: "For each asset, what percentage
- * of speculators are using a take-profit?"
+ * @fileoverview Calculation (Pass 1) for speculator Take Profit usage.
+ * REFACTORED: Uses context.math.extract to check for TP rates.
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
 class SpeculatorTakeProfitPerAsset {
     constructor() {
-        // { [instrumentId]: { with_tp: 0, total: 0 } }
         this.assets = new Map();
-        // --- STANDARD 0: RENAMED ---
         this.tickerMap = null;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
             rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'speculator', // <-- KEY: Only runs for speculators
+            userType: 'speculator',
             category: 'core_speculator'
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
         const tickerSchema = {
             "type": "object",
@@ -47,13 +30,7 @@ class SpeculatorTakeProfitPerAsset {
             },
             "required": ["tp_usage_pct", "tp_count", "total_count"]
         };
-
-        return {
-            "type": "object",
-            "description": "Calculates the percentage of speculators using a take-profit per asset.",
-            "patternProperties": { "^.*$": tickerSchema },
-            "additionalProperties": tickerSchema
-        };
+        return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
     }
 
     _initAsset(instrumentId) {
@@ -62,46 +39,34 @@ class SpeculatorTakeProfitPerAsset {
         }
     }
 
-    // --- STANDARD 0: UPDATED SIGNATURE ---
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        // --- STANDARD 0: ADDED ---
-        if (!this.tickerMap) {
-             this.tickerMap = context.instrumentToTicker;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { mappings, user } = context;
+        if (!this.tickerMap) this.tickerMap = mappings.instrumentToTicker;
 
-        const positions = todayPortfolio.PublicPositions;
-        if (!positions || !Array.isArray(positions)) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            const instrumentId = pos.InstrumentID;
-            if (!instrumentId) continue;
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
             
-            this._initAsset(instrumentId);
-            const assetData = this.assets.get(instrumentId);
+            this._initAsset(instId);
+            const assetData = this.assets.get(instId);
             assetData.total++;
 
-            // PctToTakeProfit is -1 if no TP is set
-            if (pos.PctToTakeProfit >= 0) {
+            // Check if TakeProfitRate exists and is > 0
+            const tpRate = extract.getTakeProfitRate(pos);
+            if (tpRate > 0) {
                 assetData.with_tp++;
             }
         }
     }
 
     async getResult() {
-        // --- STANDARD 0: REMOVED forbidden data load ---
-
-        // Failsafe check
-        if (!this.tickerMap) {
-            return {}; // process() must run first
-        }
-
+        if (!this.tickerMap) return {};
         const result = {};
-        for (const [instrumentId, data] of this.assets.entries()) {
-            // --- STANDARD 0: SIMPLIFIED ---
-            const ticker = this.tickerMap[instrumentId] || `id_${instrumentId}`;
-            
+        for (const [instId, data] of this.assets.entries()) {
+            const ticker = this.tickerMap[instId] || `id_${instId}`;
             if (data.total > 0) {
                 result[ticker] = {
                     tp_usage_pct: (data.with_tp / data.total) * 100,
@@ -115,9 +80,7 @@ class SpeculatorTakeProfitPerAsset {
 
     reset() {
         this.assets.clear();
-        // --- STANDARD 0: RENAMED ---
         this.tickerMap = null;
     }
 }
-
 module.exports = SpeculatorTakeProfitPerAsset;