aiden-shared-calculations-unified 1.0.86 → 1.0.88

package/calculations/core/long-position-per-stock.js

@@ -1,112 +1,83 @@
 /**
  * @fileoverview Calculation (Pass 1) for long positions per stock.
- *
- * This metric answers: "How many long ('buy') positions
- * are there for each stock?"
+ * REFACTORED: Uses context.math.extract. No USD.
  */
-// --- STANDARD 0: REMOVED require('../../utils/sector_mapping_provider') ---
-
 class LongPositionPerStock {
     constructor() {
-        // We will store { [instrumentId]: count }
-        this.assets = new Map();
-        // --- STANDARD 0: RENAMED ---
+        this.stockData = new Map();
         this.tickerMap = null;
     }
 
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
             rootDataDependencies: ['portfolio'],
             isHistorical: false,
             userType: 'all',
-            category: 'core_sentiment' // Based on Computation_documentation.md (short_and_long_stats -> sentiment_per_stock)
+            category: 'core_sentiment'
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
-        return {
+        const schema = {
             "type": "object",
-            "description": "Calculates the total count of long ('buy') positions for each asset.",
-            "patternProperties": {
-                // Ticker
-                "^.*$": {
-                    "type": "number",
-                    "description": "The total count of long positions for this asset."
-                }
+            "properties": {
+                "long_count": { "type": "number" },
+                "total_long_exposure_weight": { "type": "number" }
             },
-            "additionalProperties": {
-                "type": "number"
-            }
+            "required": ["long_count", "total_long_exposure_weight"]
         };
+        return { "type": "object", "patternProperties": { "^.*$": schema } };
     }
 
-    _initAsset(instrumentId) {
-        if (!this.assets.has(instrumentId)) {
-            this.assets.set(instrumentId, 0);
+    _initStock(instId) {
+        if (!this.stockData.has(instId)) {
+            this.stockData.set(instId, { count: 0, weight: 0 });
         }
     }
 
-    // --- 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;
 
-        // --- STANDARD 0: UPDATED ---
-        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) {
-            // Only count 'buy' (long) positions
-            if (pos.IsBuy) {
-                const instrumentId = pos.InstrumentID;
-                if (!instrumentId) continue;
-                
-                this._initAsset(instrumentId);
-                this.assets.set(instrumentId, this.assets.get(instrumentId) + 1);
-            }
-        }
-    }
+            if (extract.getDirection(pos) !== 'Buy') continue;
 
-    async getResult() {
-        // --- STANDARD 0: REMOVED forbidden data load ---
+            const instId = extract.getInstrumentId(pos);
+            if (!instId) continue;
 
-        // Failsafe check
-        if (!this.tickerMap) {
-            return {}; // process() must run first
+            const weight = extract.getPositionWeight(pos, user.type);
+
+            this._initStock(instId);
+            const data = this.stockData.get(instId);
+            data.count++;
+            data.weight += weight;
         }
+    }
 
+    async getResult() {
+        if (!this.tickerMap) return {};
         const result = {};
-        for (const [instrumentId, count] of this.assets.entries()) {
-            // --- STANDARD 0: SIMPLIFIED ---
-            const ticker = this.tickerMap[instrumentId] || `id_${instrumentId}`;
-            result[ticker] = count;
+        for (const [instId, data] of this.stockData.entries()) {
+            const ticker = this.tickerMap[instId] || `id_${instId}`;
+            if (data.count > 0) {
+                result[ticker] = {
+                    long_count: data.count,
+                    total_long_exposure_weight: data.weight
+                };
+            }
         }
         return result;
     }
 
     reset() {
-        this.assets.clear();
-        // --- STANDARD 0: RENAMED ---
+        this.stockData.clear();
         this.tickerMap = null;
     }
 }
-
 module.exports = LongPositionPerStock;

package/calculations/core/overall-holding-duration.js

@@ -1,108 +1,37 @@
 /**
  * @fileoverview Calculation (Pass 1) for user behaviour.
- *
- * This metric answers: "What is the average holding duration (in hours)
- * for *closed* positions, averaged across all users?"
- *
- * It uses the 'history' data source's 'all' object.
+ * REFACTORED: Uses context.math.history.getDailyHistory().
  */
 class AverageHoldingDurationOverall {
-    constructor() {
-        // Stores all the user-level average durations
-        this.durationsHours = [];
-    }
+    constructor() { this.durationsHours = []; }
 
-    // --- NEW ---
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
-        return {
-            type: 'standard',
-            rootDataDependencies: ['history'], // Needs the history doc
-            isHistorical: false, // Needs today's history doc
-            userType: 'all',
-            category: 'core_metrics'
-        };
-    }
-
-    // --- NEW ---
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
+        return { type: 'standard', rootDataDependencies: ['history'], isHistorical: false, userType: 'all', category: 'core_metrics' };
     }
-
-    /**
-     * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
-     */
+    static getDependencies() { return []; }
     static getSchema() {
-        return {
-            "type": "object",
-            "description": "Calculates the platform-wide average holding duration (in hours) for closed positions.",
-            "properties": {
-                "average_duration_hours": {
-                    "type": "number",
-                    "description": "The average holding duration in hours, averaged across all users."
-                },
-                "user_count": {
-                    "type": "number",
-                    "description": "The number of users included in the average."
-                }
-            },
-            "required": ["average_duration_hours", "user_count"]
-        };
+        return { "type": "object", "properties": { "average_duration_hours": { "type": "number" }, "user_count": { "type": "number" } }, "required": ["average_duration_hours", "user_count"] };
     }
 
-    // --- REFACTORED ---
-    /**
-     * Process data from the 'history' root data source.
-     * @param {object} todayPortfolio - Contains today's history doc
-     * @param {object} yesterdayPortfolio - (Not used)
-     * @param {string} userId - The user ID.
-     */
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        
-        // ---
-        // FIX: The test harness injects data based on getMetadata().
-        // Because rootDataDependencies is ONLY ['history'], the test harness
-        // places the history object in the *first* argument (todayPortfolio).
-        // ---
-        const historyData = todayPortfolio; // NOT todayPortfolio?.history
-        if (!historyData || !historyData.all) {
-            return;
-        }
+    process(context) {
+        const { history } = context.math;
+        const { user } = context;
 
-        // 2. Get the user's overall average holding time
-        const durationMinutes = historyData.all.avgHoldingTimeInMinutes;
+        // V4: Strict Access via Math Layer
+        const historyDoc = history.getDailyHistory(user);
+        const summary = history.getSummary(historyDoc);
 
-        if (typeof durationMinutes === 'number' && durationMinutes > 0) {
-            this.durationsHours.push(durationMinutes / 60);
+        if (summary && summary.avgHoldingTimeInMinutes > 0) {
+            this.durationsHours.push(summary.avgHoldingTimeInMinutes / 60);
         }
     }
 
     getResult() {
         const count = this.durationsHours.length;
-        if (count === 0) {
-            return {
-                average_duration_hours: 0,
-                user_count: 0
-            };
-        }
-
+        if (count === 0) return { average_duration_hours: 0, user_count: 0 };
         const sum = this.durationsHours.reduce((a, b) => a + b, 0);
-        
-        return {
-            average_duration_hours: sum / count,
-            user_count: count
-        };
-    }
-
-    reset() {
-        this.durationsHours = [];
+        return { average_duration_hours: sum / count, user_count: count };
     }
+    reset() { this.durationsHours = []; }
 }
-
 module.exports = AverageHoldingDurationOverall;

package/calculations/core/overall-profitability-ratio.js

@@ -1,9 +1,6 @@
 /**
  * @fileoverview Calculation (Pass 1) for P&L.
- *
- * This metric provides the *overall* platform-wide profitability ratio
- * (total profitable positions / total unprofitable positions)
- * across all users and all open positions.
+ * REFACTORED: Standardized extraction.
  */
 class ProfitabilityRatioOverall {
     constructor() {
@@ -11,10 +8,6 @@ class ProfitabilityRatioOverall {
         this.unprofitable = 0;
     }
 
-    // --- NEW ---
-    /**
-     * Statically defines all metadata for the manifest builder.
-     */
     static getMetadata() {
         return {
             type: 'standard',
@@ -25,50 +18,28 @@ class ProfitabilityRatioOverall {
         };
     }
 
-    // --- NEW ---
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
-     */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Calculates the overall profitability ratio (profitable/unprofitable positions) for the entire platform.",
             "properties": {
-                "overall_ratio": {
-                    "type": ["number", "null"],
-                    "description": "Ratio of profitable to unprofitable positions (profitable / unprofitable). Null if 0 unprofitable."
-                },
-                "total_profitable": {
-                    "type": "number",
-                    "description": "Total count of all profitable positions."
-                },
-                "total_unprofitable": {
-                    "type": "number",
-                    "description": "Total count of all unprofitable positions."
-                }
+                "overall_ratio": { "type": ["number", "null"] },
+                "total_profitable": { "type": "number" },
+                "total_unprofitable": { "type": "number" }
             },
             "required": ["overall_ratio", "total_profitable", "total_unprofitable"]
         };
     }
 
-    // --- REFACTORED ---
-    // Simplified signature
-    process(todayPortfolio, yesterdayPortfolio, userId, context) {
-        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) {
-            const pnl = pos.NetProfit;
+            const pnl = extract.getNetProfit(pos); // This is a %
 
             if (pnl > 0) {
                 this.profitable++;

package/calculations/core/platform-buy-sell-sentiment.js

@@ -1,156 +1,73 @@
 /**
- * @fileoverview Calculation (Pass 1) for daily buy/sell sentiment.
- *
- * REFACTOR: This is now a 'type: "meta"' calculation. It runs ONCE.
- * It reads the pre-aggregated 'insights' data source and sums the
- * 'buy' and 'sell' counts from all instruments.
+ * @fileoverview Calculation (Pass 1) for platform-wide Buy/Sell ratio.
+ * REFACTORED: Uses exposure weights.
  */
-class DailyBuySellSentimentCount {
-
-    // --- STANDARD 2: ADDED ---
+class PlatformBuySellSentiment {
     constructor() {
-        this.result = {};
+        this.longWeight = 0;
+        this.shortWeight = 0;
+        this.longCount = 0;
+        this.shortCount = 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_sentiment'
         };
     }
 
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [];
-    }
+    static getDependencies() { return []; }
 
-    /**
-     * Defines the output schema for this calculation.
-     */
     static getSchema() {
         return {
             "type": "object",
-            "description": "Total count of 'buy' (long) vs 'sell' (short) positions and the sentiment ratio.",
             "properties": {
-                "totalBuyPositions": {
-                    "type": "number",
-                    "description": "Total count of all 'buy' (long) positions."
-                },
-                "totalSellPositions": {
-                    "type": "number",
-                    "description": "Total count of all 'sell' (short) positions."
-                },
-                "sentimentRatio": {
-                    "type": ["number", "null"],
-                    "description": "Ratio of buy to sell positions (buy/sell). Null if no sell positions."
-                }
+                "long_exposure_weight": { "type": "number" },
+                "short_exposure_weight": { "type": "number" },
+                "sentiment_ratio_weight": { "type": ["number", "null"] },
+                "sentiment_ratio_count": { "type": ["number", "null"] }
             },
-            "required": ["totalBuyPositions", "totalSellPositions", "sentimentRatio"]
+            "required": ["long_exposure_weight", "short_exposure_weight", "sentiment_ratio_weight", "sentiment_ratio_count"]
         };
     }
 
-    /**
-     * This is a 'meta' calculation. It runs once.
-     */
-    // --- STANDARD 1: UPDATED SIGNATURE (added rootData, config, fetchedDependencies) ---
-    async process(dateStr, rootData, dependencies, config, fetchedDependencies) {
-        let totalBuyPositions = 0;
-        let totalSellPositions = 0;
-
-        // ---
-        // FIX: The test harness injects the rootData object as the *first*
-        // argument (named 'dateStr' here) for 'meta' calcs.
-        // 'rootData' (the 2nd arg) is used for yesterday's data and is null.
-        // ---
-        const rootDataToday = dateStr; 
-        const insightsDoc = rootDataToday.insights;
-
-        if (!insightsDoc || !Array.isArray(insightsDoc.insights)) {
-            dependencies.logger.log('WARN', `[daily-buy-sell-sentiment-count] No 'insights' data found.`);
-            // --- STANDARD 2: SET STATE, DO NOT RETURN ---
-            this.result = {
-                totalBuyPositions: 0,
-                totalSellPositions: 0,
-                sentimentRatio: null
-            };
-            return;
-        }
+    process(context) {
+        const { extract } = context.math;
+        const { user } = context;
+        const positions = extract.getPositions(user.portfolio.today, user.type);
 
-        // Iterate over the pre-aggregated array
-        for (const instrument of insightsDoc.insights) {
-            
-            // ---
-            // FIX: schema.md shows 'buy' and 'sell' are percentages (e.g., 51, 49).
-            // To get the *count*, we must use 'total' and the percentage.
-            // total * (buy / 100)
-            // But 'total' is the *total raw owners count*, not the total positions.
-            // The prompt says "percentage of owners in long/short", so
-            // 'buy' and 'sell' ARE the sentiment, not counts.
-            //
-            // Rereading schema.md:
-            // "buy": 51, ---> percentage of owners in long
-            // "sell": 49, ---> percentage of owners in short
-            // "total": 6149, ---> total raw owners count today
-            //
-            // The description says "Total count of 'buy' (long) vs 'sell' (short) positions".
-            // The old code `totalBuyPositions += instrument.buy;` assumes 'buy' is a count.
-            // Based on the schema, 'buy' is a *percentage*.
-            //
-            // Let's assume the intent is to calculate the weighted average sentiment.
-            // No, the schema *output* says "totalBuyPositions" and "totalSellPositions".
-            //
-            // THIS IS THE REAL BUG.
-            // The schema 'insights' does not provide *counts* of buy/sell, only *percentages*.
-            // The calculation *assumes* 'instrument.buy' is a count.
-            //
-            // Let's look at the schema again:
-            // "buy": 51
-            // "sell": 49
-            // "total": 6149
-            //
-            // The only logical interpretation is:
-            // Buy Count = total * (buy / 100)
-            // Sell Count = total * (sell / 100)
-            // ---
+        for (const pos of positions) {
+            const weight = extract.getPositionWeight(pos, user.type);
+            const direction = extract.getDirection(pos);
 
-            const totalOwners = instrument.total;
-            if (typeof totalOwners === 'number' && totalOwners > 0) {
-                if (typeof instrument.buy === 'number') {
-                    totalBuyPositions += totalOwners * (instrument.buy / 100);
-                }
-                if (typeof instrument.sell === 'number') {
-                    totalSellPositions += totalOwners * (instrument.sell / 100);
-                }
+            if (direction === 'Buy') {
+                this.longWeight += weight;
+                this.longCount++;
+            } else {
+                this.shortWeight += weight;
+                this.shortCount++;
             }
         }
-
-        // --- STANDARD 2: SET STATE, DO NOT RETURN ---
-        this.result = {
-            // Round the counts, as they are now derived from percentages
-            totalBuyPositions: Math.round(totalBuyPositions),
-            totalSellPositions: Math.round(totalSellPositions),
-            // Calculate ratio: Buy / Sell
-            sentimentRatio: (totalSellPositions > 0) ? (totalBuyPositions / totalSellPositions) : null
-        };
     }
 
-    // --- STANDARD 2: ADDED ---
-    async getResult(fetchedDependencies) {
-        return this.result;
+    getResult() {
+        return {
+            long_exposure_weight: this.longWeight,
+            short_exposure_weight: this.shortWeight,
+            sentiment_ratio_weight: this.shortWeight > 0 ? this.longWeight / this.shortWeight : null,
+            sentiment_ratio_count: this.shortCount > 0 ? this.longCount / this.shortCount : null
+        };
     }
 
-    // --- STANDARD 2: ADDED ---
     reset() {
-        this.result = {};
+        this.longWeight = 0;
+        this.shortWeight = 0;
+        this.longCount = 0;
+        this.shortCount = 0;
     }
 }
-
-module.exports = DailyBuySellSentimentCount;
+module.exports = PlatformBuySellSentiment;