aiden-shared-calculations-unified 1.0.86 → 1.0.87

package/calculations/core/platform-ownership-per-sector.js

@@ -1,129 +1,78 @@
 /**
- * @fileoverview Calculation (Pass 1) for daily ownership per sector.
- *
- * This is a 'type: "meta"' calculation. It runs ONCE.
- * It reads the pre-aggregated 'insights' data source (/daily_instrument_insights/)
- * and uses the sector mapping provider to aggregate the total number
- * of owners for each sector.
+ * @fileoverview Calculation (Pass 1) for sector ownership.
+ * REFACTORED: Uses exposure weight.
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
-class DailyOwnershipPerSector {
-
-    // --- STANDARD 2: ADDED ---
+class PlatformOwnershipPerSector {
     constructor() {
-        this.result = {};
+        this.sectorData = new Map();
+        this.sectorMap = null;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
-            type: 'meta',
-            rootDataDependencies: ['insights'], // Needs insights doc
+            type: 'standard',
+            rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'n/a',
-            category: 'core_metrics'
+            userType: 'all',
+            category: 'core'
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
-        const sectorSchema = {
+        const schema = {
             "type": "object",
-            "description": "Aggregated ownership for a single sector.",
             "properties": {
-                "total_owners": {
-                    "type": "number",
-                    "description": "The total number of unique owners for all assets in this sector."
-                }
+                "total_exposure_weight": { "type": "number" },
+                "position_count": { "type": "number" }
             },
-            "required": ["total_owners"]
-        };
-
-        return {
-            "type": "object",
-            "description": "Calculates the total unique owners per sector based on the 'insights' data source.",
-            "patternProperties": {
-                "^.*$": sectorSchema // Matches any string key (sector name)
-            },
-            "additionalProperties": sectorSchema
+            "required": ["total_exposure_weight", "position_count"]
         };
+        return { "type": "object", "patternProperties": { "^.*$": schema } };
     }
 
-    /**
-     * This is a 'meta' calculation. It runs once.
-     */
-    // --- STANDARD 1: UPDATED SIGNATURE ---
-    async process(dateStr, rootData, dependencies, config, fetchedDependencies) {
-        // { [sectorName]: { total_owners: 0 } }
-        const sectorOwners = new Map();
-        
-        // ---
-        // FIX: The test harness ('worker.js') is our "ground truth".
-        //
-        // 1. Get Logger & Mappings:
-        //    'worker.js' passes the context object as ARGUMENT 4 (named 'config').
-        //    This context *already contains* the sector map.
-        // ---
-        const { logger, sectorMapping } = config; // 'config' is Param 4
-
-        // 2. Get the insights document
-        //    'worker.js' passes the root data object as ARGUMENT 1 (named 'dateStr').
-        // ---
-        const rootDataToday = dateStr; // 'dateStr' is Param 1
-        const insightsDoc = rootDataToday.insights;
-        
-        if (!insightsDoc || !Array.isArray(insightsDoc.insights)) {
-            logger.log('WARN', `[daily-ownership-per-sector] No 'insights' data found.`);
-            this.result = {};
-            return;
+    _initSector(sector) {
+        if (!this.sectorData.has(sector)) {
+            this.sectorData.set(sector, { weight: 0, count: 0 });
         }
+    }
 
-        // 3. Iterate over the pre-aggregated array
-        for (const instrument of insightsDoc.insights) {
-            const instrumentId = instrument.instrumentId;
-            const totalOwners = instrument.total; // 'total' is the owner count
+    process(context) {
+        const { extract } = context.math;
+        const { mappings, user } = context;
+        if (!this.sectorMap) this.sectorMap = mappings.sectorMapping;
 
-            if (!instrumentId || typeof totalOwners !== 'number' || totalOwners === 0) {
-                continue;
-            }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
-            // --- Use the map from Param 4 ---
-            const sectorName = sectorMapping[instrumentId] || 'N/A';
+        for (const pos of positions) {
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
 
-            // Initialize if new
-            if (!sectorOwners.has(sectorName)) {
-                sectorOwners.set(sectorName, { total_owners: 0 });
-            }
+            const sector = this.sectorMap[instId] || 'Unknown';
+            const weight = extract.getPositionWeight(pos, user.type);
 
-            // Add this instrument's owners to the sector's total
-            sectorOwners.get(sectorName).total_owners += totalOwners;
+            this._initSector(sector);
+            const data = this.sectorData.get(sector);
+            data.weight += weight;
+            data.count++;
         }
-
-        // --- STANDARD 2: SET STATE, DO NOT RETURN ---
-        this.result = Object.fromEntries(sectorOwners);
     }
 
-    // --- STANDARD 2: ADDED ---
-    async getResult(fetchedDependencies) {
-        return this.result;
+    async getResult() {
+        const result = {};
+        for (const [sector, data] of this.sectorData.entries()) {
+            result[sector] = {
+                total_exposure_weight: data.weight,
+                position_count: data.count
+            };
+        }
+        return result;
     }
 
-    // --- STANDARD 2: ADDED ---
     reset() {
-        this.result = {};
+        this.sectorData.clear();
+        this.sectorMap = null;
     }
 }
-
-module.exports = DailyOwnershipPerSector;
+module.exports = PlatformOwnershipPerSector;

package/calculations/core/platform-total-positions-held.js

@@ -1,105 +1,45 @@
 /**
- * @fileoverview Calculation (Pass 1) for total positions held.
- *
- * REFACTOR: This is now a 'type: "meta"' calculation. It runs ONCE.
- * It reads the pre-aggregated 'insights' data source and sums the
- * 'total' field from all instruments to get the platform-wide total.
+ * @fileoverview Calculation (Pass 1) for total positions count.
+ * REFACTORED: Uses context.math.extract.
  */
-class DailyTotalPositionsHeld {
-    
-    // --- STANDARD 2: ADDED ---
+class PlatformTotalPositionsHeld {
     constructor() {
-        this.result = {};
+        this.totalPositions = 0;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
-            type: 'meta',
-            rootDataDependencies: ['insights'], // Needs insights doc
+            type: 'standard',
+            rootDataDependencies: ['portfolio'],
             isHistorical: false,
-            userType: 'n/a',
+            userType: 'all',
             category: 'core_metrics'
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Calculates the total number of positions held across all users and instruments.",
             "properties": {
-                "totalPositions": {
-                    "type": "number",
-                    "description": "The total aggregated count of all positions."
-                }
+                "total_positions_count": { "type": "number" }
             },
-            "required": ["totalPositions"]
+            "required": ["total_positions_count"]
         };
     }
 
-    /**
-     * This is a 'meta' calculation. It runs once.
-     */
-    // --- STANDARD 1: UPDATED SIGNATURE ---
-    async process(dateStr, rootData, dependencies, config, fetchedDependencies) {
-        let totalPositions = 0;
-        
-        // ---
-        // FIX: The test harness ('worker.js') is our "ground truth".
-        //
-        // 1. Get Logger:
-        //    'worker.js' passes the context object as ARGUMENT 4 (named 'config').
-        // ---
-        const { logger } = config; // 'config' is Param 4
-        
-        // ---
-        // 2. Get Data:
-        //    'worker.js' passes the root data object as ARGUMENT 1 (named 'dateStr').
-        // ---
-        const rootDataToday = dateStr; // 'dateStr' is Param 1
-        const insightsDoc = rootDataToday.insights;
-        
-        if (!insightsDoc || !Array.isArray(insightsDoc.insights)) {
-            logger.log('WARN', `[daily-total-positions-held] No 'insights' data found.`);
-            // --- STANDARD 2: SET STATE, DO NOT RETURN ---
-            this.result = { totalPositions: 0 };
-            return;
-        }
-
-        for (const instrument of insightsDoc.insights) {
-            // The 'total' field from the doc is the total # of positions for that instrument
-            if (typeof instrument.total === 'number') {
-                totalPositions += instrument.total;
-            }
-        }
-        
-        // --- STANDARD 2: SET STATE, DO NOT RETURN ---
-        this.result = {
-            totalPositions: totalPositions
-        };
-    }
-    
-    // --- STANDARD 2: ADDED ---
-    async getResult(fetchedDependencies) {
-        return this.result;
+    process(context) {
+        const { extract } = context.math;
+        const { user } = context;
+        const positions = extract.getPositions(user.portfolio.today, user.type);
+        this.totalPositions += positions.length;
     }
 
-    // --- STANDARD 2: ADDED ---
-    reset() {
-        this.result = {};
+    getResult() {
+        return { total_positions_count: this.totalPositions };
     }
-}
 
-module.exports = DailyTotalPositionsHeld;
+    reset() { this.totalPositions = 0; }
+}
+module.exports = PlatformTotalPositionsHeld;

package/calculations/core/pnl-distribution-per-stock.js

@@ -1,44 +1,23 @@
 /**
  * @fileoverview Calculation (Pass 1) for P&L distribution per stock.
- *
- * This metric tracks the distribution of P&L percentages for all open
- * positions, grouped by instrument.
- *
- * REFACTOR: This calculation now aggregates the distribution into
- * predefined buckets on the server-side, returning a chart-ready
- * histogram object instead of raw arrays.
- *
- * --- FIX: 2025-11-12 ---
- * This calculation is a dependency for crowd_sharpe_ratio_proxy,
- * which requires sum, sumSq, and count for variance calculations.
- * This file has been updated to provide *both* the histogram
- * and a 'stats' object containing these required values.
- * ---------------------
+ * REFACTORED: Aggregates distribution of P&L Percentages.
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
-// Define the P&L percentage buckets for the histogram
 const BUCKETS = [
-    { label: 'loss_heavy', min: -Infinity, max: -50 },  // > 50% loss
-    { label: 'loss_medium', min: -50, max: -25 },       // 25% to 50% loss
-    { label: 'loss_light', min: -25, max: 0 },       // 0% to 25% loss
-    { label: 'gain_light', min: 0, max: 25 },       // 0% to 25% gain
-    { label: 'gain_medium', min: 25, max: 50 },       // 25% to 50% gain
-    { label: 'gain_heavy', min: 50, max: 100 },      // 50% to 100% gain
-    { label: 'gain_extreme', min: 100, max: Infinity } // > 100% gain
+    { label: 'loss_heavy', min: -Infinity, max: -50 },
+    { label: 'loss_medium', min: -50, max: -25 },
+    { label: 'loss_light', min: -25, max: 0 },
+    { label: 'gain_light', min: 0, max: 25 },
+    { label: 'gain_medium', min: 25, max: 50 },
+    { label: 'gain_heavy', min: 50, max: 100 },
+    { label: 'gain_extreme', min: 100, max: Infinity }
 ];
 
 class PnlDistributionPerStock {
     constructor() {
-        // We will store { [instrumentId]: [pnlPercent1, pnlPercent2, ...] }
         this.pnlMap = new Map();
-        // --- STANDARD 0: RENAMED ---
         this.tickerMap = null;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
@@ -49,58 +28,18 @@ class PnlDistributionPerStock {
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
         const bucketSchema = {
             "type": "object",
-            "description": "Histogram and stats of P&L distribution for a single asset.",
             "properties": {
-                "histogram": {
-                    "type": "object",
-                    "description": "Histogram of P&L distribution.",
-                    "properties": {
-                        "loss_heavy": { "type": "number", "description": "Count of positions with > 50% loss" },
-                        "loss_medium": { "type": "number", "description": "Count of positions with 25-50% loss" },
-                        "loss_light": { "type": "number", "description": "Count of positions with 0-25% loss" },
-                        "gain_light": { "type": "number", "description": "Count of positions with 0-25% gain" },
-                        "gain_medium": { "type": "number", "description": "Count of positions with 25-50% gain" },
-                        "gain_heavy": { "type": "number", "description": "Count of positions with 50-100% gain" },
-                        "gain_extreme": { "type": "number", "description": "Count of positions with > 100% gain" },
-                        "total_positions": { "type": "number", "description": "Total positions counted" }
-                    },
-                    "required": ["total_positions"]
-                },
-                "stats": {
-                    "type": "object",
-                    "description": "Raw statistics needed for variance/Sharpe calculations.",
-                    "properties": {
-                        "sum": { "type": "number", "description": "Sum of all P&L percentages" },
-                        "sumSq": { "type": "number", "description": "Sum of all squared P&L percentages" },
-                        "count": { "type": "number", "description": "Total count of positions" }
-                    },
-                    "required": ["sum", "sumSq", "count"]
-                }
+                "histogram": { "type": "object" },
+                "stats": { "type": "object", "required": ["sum", "sumSq", "count"] }
             },
             "required": ["histogram", "stats"]
         };
-
-        return {
-            "type": "object",
-            "description": "Calculates a histogram and raw stats of P&L percentage distribution for all open positions, per asset.",
-            "patternProperties": {
-                "^.*$": bucketSchema // Ticker
-            },
-            "additionalProperties": bucketSchema
-        };
+        return { "type": "object", "patternProperties": { "^.*$": bucketSchema } };
     }
 
     _initAsset(instrumentId) {
@@ -109,74 +48,37 @@ class PnlDistributionPerStock {
         }
     }
 
-    // --- 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 || todayPortfolio.AggregatedPositions;
-        if (!positions || !Array.isArray(positions)) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            const instrumentId = pos.InstrumentID;
-            
-            // ---
-            // FIX 1: The schema file (schema.md) shows the P&L field
-            // is 'NetProfit', not 'ProfitRate'.
-            // ---
-            const pnlPercent = pos.NetProfit; 
-            
-            if (!instrumentId || typeof pnlPercent !== 'number') {
-                continue;
-            }
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
 
-            this._initAsset(instrumentId);
+            const pnlPercent = extract.getNetProfit(pos);
             
-            // ---
-            // FIX 2: The 'NetProfit' field is already a full percentage
-            // (e.g., 34.09), not a decimal (e.g., 0.34).
-            // Do not multiply by 100.
-            // ---
-            this.pnlMap.get(instrumentId).push(pnlPercent);
+            this._initAsset(instId);
+            this.pnlMap.get(instId).push(pnlPercent);
         }
     }
 
-    /**
-     * REFACTOR: This method now calculates the distribution on the server.
-     * --- FIX: 2025-11-12 ---
-     * Also calculates and returns sum, sumSq, and count.
-     */
     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, pnlValues] of this.pnlMap.entries()) {
-            // --- STANDARD 0: SIMPLIFIED ---
-            const ticker = this.tickerMap[instrumentId] || `id_${instrumentId}`;
+        for (const [instId, pnlValues] of this.pnlMap.entries()) {
+            const ticker = this.tickerMap[instId] || `id_${instId}`;
             const count = pnlValues.length;
 
-            if (count === 0) {
-                continue;
-            }
+            if (count === 0) continue;
 
             const histogram = {
-                loss_heavy: 0,
-                loss_medium: 0,
-                loss_light: 0,
-                gain_light: 0,
-                gain_medium: 0,
-                gain_heavy: 0,
-                gain_extreme: 0,
+                loss_heavy: 0, loss_medium: 0, loss_light: 0,
+                gain_light: 0, gain_medium: 0, gain_heavy: 0, gain_extreme: 0,
                 total_positions: count
             };
 
@@ -195,15 +97,9 @@ class PnlDistributionPerStock {
                 }
             }
             
-            const stats = {
-                sum: sum,
-                sumSq: sumSq,
-                count: count
-            };
-
             result[ticker] = {
                 histogram: histogram,
-                stats: stats
+                stats: { sum, sumSq, count }
             };
         }
         return result;
@@ -211,9 +107,7 @@ class PnlDistributionPerStock {
 
     reset() {
         this.pnlMap.clear();
-        // --- STANDARD 0: RENAMED ---
         this.tickerMap = null;
     }
 }
-
 module.exports = PnlDistributionPerStock;