aiden-shared-calculations-unified 1.0.86 → 1.0.88

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

@@ -1,42 +1,25 @@
 /**
  * @fileoverview Calculation (Pass 1) for speculator TSL usage.
- *
- * This metric answers: "For each asset, what percentage
- * of speculators are using a *trailing* stop-loss?"
+ * REFACTORED: Uses extraction for TSL boolean.
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
 class SpeculatorTSLPerAsset {
     constructor() {
-        // { [instrumentId]: { with_tsl: 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 SpeculatorTSLPerAsset {
             },
             "required": ["tsl_usage_pct", "tsl_count", "total_count"]
         };
-
-        return {
-            "type": "object",
-            "description": "Calculates the percentage of speculators using a *trailing* stop-loss per asset.",
-            "patternProperties": { "^.*$": tickerSchema },
-            "additionalProperties": tickerSchema
-        };
+        return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
     }
 
     _initAsset(instrumentId) {
@@ -62,46 +39,32 @@ class SpeculatorTSLPerAsset {
         }
     }
 
-    // --- 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++;
 
-            // HasTrailingStopLoss is a boolean
-            if (pos.HasTrailingStopLoss === true) {
+            if (extract.getHasTSL(pos)) {
                 assetData.with_tsl++;
             }
         }
     }
 
     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] = {
                     tsl_usage_pct: (data.with_tsl / data.total) * 100,
@@ -115,9 +78,7 @@ class SpeculatorTSLPerAsset {
 
     reset() {
         this.assets.clear();
-        // --- STANDARD 0: RENAMED ---
         this.tickerMap = null;
     }
 }
-
 module.exports = SpeculatorTSLPerAsset;

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

@@ -1,18 +1,13 @@
 /**
  * @fileoverview Calculation (Pass 1) for total long figures.
- *
- * This metric answers: "What is the total $USD value
- * and total count of all long ('buy') positions?"
+ * REFACTORED: Tracks exposure weight (percentage of equity), not USD.
  */
 class TotalLongFigures {
     constructor() {
-        this.totalInvestedUsd = 0;
+        this.totalExposureWeight = 0;
         this.totalPositions = 0;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
@@ -23,40 +18,30 @@ class TotalLongFigures {
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Aggregates the total $USD value and count of all long positions.",
             "properties": {
-                "total_invested_usd": { "type": "number" },
+                "total_long_exposure_weight": { "type": "number", "description": "Sum of portfolio allocation percentages for all long positions." },
                 "total_positions_count": { "type": "number" }
             },
-            "required": ["total_invested_usd", "total_positions_count"]
+            "required": ["total_long_exposure_weight", "total_positions_count"]
         };
     }
 
-    // --- UPDATED SIGNATURE ---
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        // --- UPDATED ---
-        const positions = todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions;
-        if (!positions || !Array.isArray(positions)) {
-            return;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { user } = context;
+
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            // Only count 'buy' (long) positions
-            if (pos.IsBuy) {
-                this.totalInvestedUsd += pos.Invested || 0;
+            const direction = extract.getDirection(pos);
+            
+            if (direction === 'Buy') {
+                this.totalExposureWeight += extract.getPositionWeight(pos, user.type);
                 this.totalPositions++;
             }
         }
@@ -64,13 +49,13 @@ class TotalLongFigures {
 
     getResult() {
         return {
-            total_invested_usd: this.totalInvestedUsd,
+            total_long_exposure_weight: this.totalExposureWeight,
             total_positions_count: this.totalPositions
         };
     }
 
     reset() {
-        this.totalInvestedUsd = 0;
+        this.totalExposureWeight = 0;
         this.totalPositions = 0;
     }
 }

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

@@ -1,22 +1,13 @@
 /**
- * @fileoverview Calculation (Pass 1) for total long value per sector.
- *
- * This metric answers: "What is the total $USD value
- * of all long ('buy') positions, grouped by sector?"
+ * @fileoverview Calculation (Pass 1) for long figures per sector.
+ * REFACTORED: Tracks exposure weight (percentage).
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
 class TotalLongPerSector {
     constructor() {
-        // { [sectorName]: { total_invested_usd: 0, total_positions_count: 0 } }
-        this.sectors = new Map();
-        // --- STANDARD 0: RENAMED ---
+        this.sectorData = new Map();
         this.sectorMap = null;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
@@ -27,78 +18,65 @@ class TotalLongPerSector {
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
-        const sectorSchema = {
+        const schema = {
             "type": "object",
             "properties": {
-                "total_invested_usd": { "type": "number" },
+                "total_long_exposure_weight": { "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
+            },
+            "required": ["total_long_exposure_weight", "total_positions_count"]
         };
+        return { "type": "object", "patternProperties": { "^.*$": schema } };
     }
 
-    _initSector(sectorName) {
-        if (!this.sectors.has(sectorName)) {
-            this.sectors.set(sectorName, { total_invested_usd: 0, total_positions_count: 0 });
+    _initSector(sector) {
+        if (!this.sectorData.has(sector)) {
+            this.sectorData.set(sector, { weight: 0, count: 0 });
         }
     }
 
-    // --- STANDARD 0: UPDATED SIGNATURE ---
-    async process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        // --- STANDARD 0: FIXED ---
-        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 || todayPortfolio.AggregatedPositions;
-        if (!positions || !Array.isArray(positions) || !this.sectorMap) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            // Only count 'buy' (long) positions
-            if (pos.IsBuy) {
-                const instrumentId = pos.InstrumentID;
-                if (!instrumentId) continue;
-                
-                // --- STANDARD 0: FIXED ---
-                const sectorName = this.sectorMap[instrumentId] || 'N/A';
-                this._initSector(sectorName);
-                const sectorData = this.sectors.get(sectorName);
+            if (extract.getDirection(pos) !== 'Buy') continue;
 
-                sectorData.total_invested_usd += pos.Invested || 0;
-                sectorData.total_positions_count++;
-            }
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
+
+            const sector = this.sectorMap[instId] || 'Unknown';
+            const weight = extract.getPositionWeight(pos, user.type);
+
+            this._initSector(sector);
+            const data = this.sectorData.get(sector);
+            data.weight += weight;
+            data.count++;
         }
     }
 
     async getResult() {
-        // --- STANDARD 0: REMOVED forbidden data load ---
-        return Object.fromEntries(this.sectors);
+        const result = {};
+        for (const [sector, data] of this.sectorData.entries()) {
+            if (data.count > 0) {
+                result[sector] = {
+                    total_long_exposure_weight: data.weight,
+                    total_positions_count: data.count
+                };
+            }
+        }
+        return result;
     }
 
     reset() {
-        this.sectors.clear();
-        // --- STANDARD 0: RENAMED ---
+        this.sectorData.clear();
         this.sectorMap = null;
     }
 }
-
 module.exports = TotalLongPerSector;

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

@@ -1,18 +1,13 @@
 /**
  * @fileoverview Calculation (Pass 1) for total short figures.
- *
- * This metric answers: "What is the total $USD value
- * and total count of all short ('sell') positions?"
+ * REFACTORED: Tracks exposure weight (percentage).
  */
 class TotalShortFigures {
     constructor() {
-        this.totalInvestedUsd = 0;
+        this.totalExposureWeight = 0;
         this.totalPositions = 0;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
@@ -23,40 +18,27 @@ class TotalShortFigures {
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Aggregates the total $USD value and count of all short positions.",
             "properties": {
-                "total_invested_usd": { "type": "number" },
+                "total_short_exposure_weight": { "type": "number" },
                 "total_positions_count": { "type": "number" }
             },
-            "required": ["total_invested_usd", "total_positions_count"]
+            "required": ["total_short_exposure_weight", "total_positions_count"]
         };
     }
 
-    // --- UPDATED SIGNATURE ---
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        // --- UPDATED ---
-        const positions = todayPortfolio.PublicPositions || todayPortfolio.AggregatedPositions;
-        if (!positions || !Array.isArray(positions)) {
-            return;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { user } = context;
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            // Only count 'sell' (short) positions
-            if (!pos.IsBuy) {
-                this.totalInvestedUsd += pos.Invested || 0;
+            if (extract.getDirection(pos) === 'Sell') {
+                this.totalExposureWeight += extract.getPositionWeight(pos, user.type);
                 this.totalPositions++;
             }
         }
@@ -64,15 +46,14 @@ class TotalShortFigures {
 
     getResult() {
         return {
-            total_invested_usd: this.totalInvestedUsd,
+            total_short_exposure_weight: this.totalExposureWeight,
             total_positions_count: this.totalPositions
         };
     }
 
     reset() {
-        this.totalInvestedUsd = 0;
+        this.totalExposureWeight = 0;
         this.totalPositions = 0;
     }
 }
-
 module.exports = TotalShortFigures;

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

@@ -1,22 +1,13 @@
 /**
- * @fileoverview Calculation (Pass 1) for total short value per sector.
- *
- * This metric answers: "What is the total $USD value
- * of all short ('sell') positions, grouped by sector?"
+ * @fileoverview Calculation (Pass 1) for short figures per sector.
+ * REFACTORED: Tracks exposure weight (percentage).
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
 class TotalShortPerSector {
     constructor() {
-        // { [sectorName]: { total_invested_usd: 0, total_positions_count: 0 } }
-        this.sectors = new Map();
-        // --- STANDARD 0: RENAMED ---
+        this.sectorData = new Map();
         this.sectorMap = null;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
@@ -27,78 +18,65 @@ class TotalShortPerSector {
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
-        const sectorSchema = {
+        const schema = {
             "type": "object",
             "properties": {
-                "total_invested_usd": { "type": "number" },
+                "total_short_exposure_weight": { "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
+            },
+            "required": ["total_short_exposure_weight", "total_positions_count"]
         };
+        return { "type": "object", "patternProperties": { "^.*$": schema } };
     }
 
-    _initSector(sectorName) {
-        if (!this.sectors.has(sectorName)) {
-            this.sectors.set(sectorName, { total_invested_usd: 0, total_positions_count: 0 });
+    _initSector(sector) {
+        if (!this.sectorData.has(sector)) {
+            this.sectorData.set(sector, { weight: 0, count: 0 });
         }
     }
 
-    // --- STANDARD 0: UPDATED SIGNATURE ---
-    async process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        // --- STANDARD 0: FIXED ---
-        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 || todayPortfolio.AggregatedPositions;
-        if (!positions || !Array.isArray(positions) || !this.sectorMap) {
-            return;
-        }
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
         for (const pos of positions) {
-            // Only count 'sell' (short) positions
-            if (!pos.IsBuy) {
-                const instrumentId = pos.InstrumentID;
-                if (!instrumentId) continue;
-                
-                // --- STANDARD 0: FIXED ---
-                const sectorName = this.sectorMap[instrumentId] || 'N/A';
-                this._initSector(sectorName);
-                const sectorData = this.sectors.get(sectorName);
+            if (extract.getDirection(pos) !== 'Sell') continue;
 
-                sectorData.total_invested_usd += pos.Invested || 0;
-                sectorData.total_positions_count++;
-            }
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
+
+            const sector = this.sectorMap[instId] || 'Unknown';
+            const weight = extract.getPositionWeight(pos, user.type);
+
+            this._initSector(sector);
+            const data = this.sectorData.get(sector);
+            data.weight += weight;
+            data.count++;
         }
     }
 
     async getResult() {
-        // --- STANDARD 0: REMOVED forbidden data load ---
-        return Object.fromEntries(this.sectors);
+        const result = {};
+        for (const [sector, data] of this.sectorData.entries()) {
+            if (data.count > 0) {
+                result[sector] = {
+                    total_short_exposure_weight: data.weight,
+                    total_positions_count: data.count
+                };
+            }
+        }
+        return result;
     }
 
     reset() {
-        this.sectors.clear();
-        // --- STANDARD 0: RENAMED ---
+        this.sectorData.clear();
         this.sectorMap = null;
     }
 }
-
 module.exports = TotalShortPerSector;