aiden-shared-calculations-unified 1.0.95 → 1.0.97

package/calculations/legacy/asset_crowd_flow.js

@@ -1,163 +0,0 @@
-/**
- * @fileoverview Calculation (Pass 2) for asset crowd flow.
- *
- * This metric calculates the "Net Crowd Flow Percentage" for each asset.
- * It's defined as the net percentage of the crowd's capital flowing in or out
- * of an asset, *adjusted for the asset's own price movement*.
- *
- * This isolates true buying/selling pressure from simple value changes.
- */
-const { loadInstrumentMappings } = require('../../utils/sector_mapping_provider');
-
-class AssetCrowdFlow {
-    constructor() {
-        this.assetData = new Map();
-        this.mappings = null;
-    }
-
-    /**
-     * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
-     */
-    static getSchema() {
-        return {
-            "type": "object",
-            "description": "Calculates the net capital flow % per asset, adjusted for price movements.",
-            "patternProperties": {
-                // Ticker
-                "^.*$": {
-                    "type": "object",
-                    "description": "Net crowd flow metrics for a specific asset ticker.",
-                    "properties": {
-                        "net_flow_percentage": {
-                            "type": "number",
-                            "description": "Net capital flow (buying/selling) as a percentage of total holdings, adjusted for price changes."
-                        },
-                        "total_invested_today": {
-                            "type": "number",
-                            "description": "Total USD value invested in this asset today by the sample."
-                        },
-                        "total_invested_yesterday": {
-                            "type": "number",
-                            "description": "Total USD value invested in this asset yesterday by the sample."
-                        },
-                        "price_change_contribution": {
-                            "type": "number",
-                            "description": "The portion of the value change attributable to the asset's price movement."
-                        },
-                        "net_flow_contribution": {
-                            "type": "number",
-                            "description": "The portion of the value change attributable to net buying or selling."
-                        }
-                    },
-                    "required": ["net_flow_percentage", "total_invested_today", "total_invested_yesterday"]
-                }
-            },
-            "additionalProperties": {
-                "type": "object",
-                "properties": {
-                    "net_flow_percentage": { "type": "number" },
-                    "total_invested_today": { "type": "number" },
-                    "total_invested_yesterday": { "type": "number" },
-                    "price_change_contribution": { "type": "number" },
-                    "net_flow_contribution": { "type": "number" }
-                }
-            }
-        };
-    }
-
-    _getPortfolioPositions(portfolio) {
-        return portfolio?.PublicPositions || portfolio?.AggregatedPositions;
-    }
-
-    _initAsset(instrumentId) {
-        if (!this.assetData.has(instrumentId)) {
-            this.assetData.set(instrumentId, {
-                total_invested_yesterday: 0,
-                total_invested_today: 0,
-                price_change_yesterday: 0, // Used to calculate weighted avg price change
-            });
-        }
-    }
-
-    process(todayPortfolio, yesterdayPortfolio) {
-        if (!todayPortfolio || !yesterdayPortfolio) {
-            return;
-        }
-
-        const yPos = this._getPortfolioPositions(yesterdayPortfolio);
-        const tPos = this._getPortfolioPositions(todayPortfolio);
-
-        const yPosMap = new Map(yPos?.map(p => [p.InstrumentID, p]) || []);
-        const tPosMap = new Map(tPos?.map(p => [p.InstrumentID, p]) || []);
-
-        const allInstrumentIds = new Set([...yPosMap.keys(), ...tPosMap.keys()]);
-
-        for (const instrumentId of allInstrumentIds) {
-            if (!instrumentId) continue;
-            
-            this._initAsset(instrumentId);
-            const asset = this.assetData.get(instrumentId);
-
-            const yP = yPosMap.get(instrumentId);
-            const tP = tPosMap.get(instrumentId);
-
-            const yInvested = yP?.Invested || 0;
-            const tInvested = tP?.Invested || 0;
-
-            if (yInvested > 0) {
-                asset.total_invested_yesterday += yInvested;
-                // Get price change from *yesterday's* portfolio
-                const yPriceChange = (yP?.PipsRate || 0) / (yP?.OpenRate || 1); // PipsRate holds 1-day change
-                asset.price_change_yesterday += yPriceChange * yInvested; // Weighted sum
-            }
-            if (tInvested > 0) {
-                asset.total_invested_today += tInvested;
-            }
-        }
-    }
-
-    async getResult() {
-        if (!this.mappings) {
-            this.mappings = await loadInstrumentMappings();
-        }
-
-        const result = {};
-
-        for (const [instrumentId, data] of this.assetData.entries()) {
-            const ticker = this.mappings.instrumentToTicker[instrumentId] || `id_${instrumentId}`;
-
-            const { total_invested_yesterday, total_invested_today, price_change_yesterday } = data;
-
-            if (total_invested_yesterday > 0) {
-                // Calculate the weighted average price change %
-                const avg_price_change_pct = price_change_yesterday / total_invested_yesterday;
-                
-                // Estimate the value change *due to price*
-                const price_contribution = total_invested_yesterday * avg_price_change_pct;
-                
-                // Estimate the value change *due to net flow* (buy/sell)
-                const flow_contribution = total_invested_today - (total_invested_yesterday + price_contribution);
-
-                // Calculate Net Flow as a percentage of yesterday's holdings
-                const net_flow_percentage = (flow_contribution / total_invested_yesterday) * 100;
-
-                result[ticker] = {
-                    net_flow_percentage: net_flow_percentage,
-                    total_invested_today: total_invested_today,
-                    total_invested_yesterday: total_invested_yesterday,
-                    price_change_contribution: price_contribution,
-                    net_flow_contribution: flow_contribution
-                };
-            }
-        }
-        return result;
-    }
-
-    reset() {
-        this.assetData.clear();
-        this.mappings = null;
-    }
-}
-
-module.exports = AssetCrowdFlow;

package/calculations/legacy/capital_deployment_strategy.js

@@ -1,108 +0,0 @@
-/**
- * @fileoverview Calculation (Pass 3) for capital deployment strategy.
- *
- * This metric answers: "Following a net deposit event, does the crowd
- * tend to deploy new capital into new assets or add to existing ones?"
- *
- * It *depends* on 'crowd-cash-flow-proxy', 'new_allocation_percentage',
- * and 'reallocation_increase_percentage'.
- */
-class CapitalDeploymentStrategy {
-    constructor() {
-        // This class only aggregates results from other calculations.
-        // No per-user processing is needed.
-    }
-
-    /**
-     * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
-     */
-    static getSchema() {
-        return {
-            "type": "object",
-            "description": "Analyzes if the crowd deploys new capital into new or existing assets, triggered by a net deposit event.",
-            "properties": {
-                "is_net_deposit_day": {
-                    "type": "boolean",
-                    "description": "True if today was a net deposit day for the crowd."
-                },
-                "net_cash_flow_proxy": {
-                    "type": "number",
-                    "description": "The estimated net cash flow (from 'crowd-cash-flow-proxy')."
-                },
-                "total_deployed_to_new_positions_pct": {
-                    "type": "number",
-                    "description": "The total % portfolio allocation deployed to new positions (from 'new_allocation_percentage')."
-                },
-                "total_deployed_to_existing_positions_pct": {
-                    "type": "number",
-                    "description": "The total % portfolio allocation added to existing positions (from 'reallocation_increase_percentage')."
-                },
-                "deployment_ratio_new_vs_existing": {
-                    "type": ["number", "null"],
-                    "description": "Ratio of (New / Existing) deployment. Null if no deployment to existing positions."
-                }
-            },
-            "required": ["is_net_deposit_day", "net_cash_flow_proxy", "total_deployed_to_new_positions_pct", "total_deployed_to_existing_positions_pct", "deployment_ratio_new_vs_existing"]
-        };
-    }
-
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [
-            'crowd-cash-flow-proxy',
-            'new_allocation_percentage',
-            'reallocation_increase_percentage'
-        ];
-    }
-
-    /**
-     * process() is a no-op. All logic is in getResult().
-     */
-    process() {
-        // No-op
-    }
-
-    /**
-     * Aggregates results from dependencies.
-     */
-    getResult(fetchedDependencies) {
-        const cashFlowData = fetchedDependencies['crowd-cash-flow-proxy'];
-        const newAllocData = fetchedDependencies['new_allocation_percentage'];
-        const reallocData = fetchedDependencies['reallocation_increase_percentage'];
-
-        if (!cashFlowData || !newAllocData || !reallocData) {
-            // Return a default "non-event" state if dependencies are missing
-            return {
-                is_net_deposit_day: false,
-                net_cash_flow_proxy: 0,
-                total_deployed_to_new_positions_pct: 0,
-                total_deployed_to_existing_positions_pct: 0,
-                deployment_ratio_new_vs_existing: null
-            };
-        }
-
-        const netCashFlow = cashFlowData.net_cash_flow_proxy || 0;
-        const isNetDepositDay = netCashFlow > 0;
-
-        // We only report deployment stats IF it was a deposit day.
-        const newAllocSum = isNetDepositDay ? newAllocData.total_new_allocation_pct_sum : 0;
-        const reallocSum = isNetDepositDay ? reallocData.total_reallocation_increase_pct_sum : 0;
-
-        return {
-            is_net_deposit_day: isNetDepositDay,
-            net_cash_flow_proxy: netCashFlow,
-            total_deployed_to_new_positions_pct: newAllocSum,
-            total_deployed_to_existing_positions_pct: reallocSum,
-            deployment_ratio_new_vs_existing: (reallocSum > 0) ? (newAllocSum / reallocSum) : null
-        };
-    }
-
-    reset() {
-        // No state to reset
-    }
-}
-
-module.exports = CapitalDeploymentStrategy;

package/calculations/legacy/capital_liquidation_performance.js

@@ -1,139 +0,0 @@
-/**
- * @fileoverview Calculation (Pass 4) for capital liquidation performance.
- *
- * This metric answers: "When users liquidate assets (net withdrawal),
- * do they tend to sell winners or losers?"
- *
- * It *depends* on 'cash-flow-liquidation' (to get the list of
- * liquidated assets) and 'asset_pnl_status' (to check the P&L
- * status of those assets).
- */
-class CapitalLiquidationPerformance {
-    constructor() {
-        // No per-user processing needed
-    }
-
-    /**
-     * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
-     */
-    static getSchema() {
-        return {
-            "type": "object",
-            "description": "Analyzes if users sell winners or losers during net withdrawal events.",
-            "properties": {
-                "is_net_withdrawal_day": {
-                    "type": "boolean",
-                    "description": "True if today was a net withdrawal day."
-                },
-                "total_assets_liquidated": {
-                    "type": "number",
-                    "description": "The number of assets that saw net liquidation."
-                },
-                "assets_sold_at_profit_count": {
-                    "type": "number",
-                    "description": "Count of liquidated assets where the majority of users were in profit."
-                },
-                "assets_sold_at_loss_count": {
-                    "type": "number",
-                    "description": "Count of liquidated assets where the majority of users were in loss."
-                },
-                "winner_loser_sell_ratio": {
-                    "type": ["number", "null"],
-                    "description": "Ratio of (Assets Sold at Profit / Assets Sold at Loss). Null if no assets sold at loss."
-                },
-                "details": {
-                    "type": "array",
-                    "description": "List of liquidated assets and their P&L status.",
-                    "items": {
-                        "type": "object",
-                        "properties": {
-                            "ticker": { "type": "string" },
-                            "net_flow_contribution": { "type": "number" },
-                            "status": { "type": "string", "enum": ["profit", "loss", "neutral"] },
-                            "profit_ratio": { "type": "number" }
-                        },
-                        "required": ["ticker", "net_flow_contribution", "status", "profit_ratio"]
-                    }
-                }
-            },
-            "required": ["is_net_withdrawal_day", "total_assets_liquidated", "assets_sold_at_profit_count", "assets_sold_at_loss_count", "winner_loser_sell_ratio", "details"]
-        };
-    }
-
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [
-            'cash-flow-liquidation', // Pass 3
-            'asset_pnl_status'       // Pass 1
-        ];
-    }
-
-    process() {
-        // No-op
-    }
-
-    getResult(fetchedDependencies) {
-        const liquidationData = fetchedDependencies['cash-flow-liquidation'];
-        const pnlStatusData = fetchedDependencies['asset_pnl_status'];
-
-        const defaults = {
-            is_net_withdrawal_day: false,
-            total_assets_liquidated: 0,
-            assets_sold_at_profit_count: 0,
-            assets_sold_at_loss_count: 0,
-            winner_loser_sell_ratio: null,
-            details: []
-        };
-
-        if (!liquidationData || !pnlStatusData || !liquidationData.is_net_withdrawal_day) {
-            return defaults;
-        }
-
-        let profitCount = 0;
-        let lossCount = 0;
-        const details = [];
-
-        for (const asset of liquidationData.asset_flow_details) {
-            // We only care about assets that were *sold* (negative flow)
-            if (asset.net_flow_contribution < 0) {
-                const ticker = asset.ticker;
-                const pnlInfo = pnlStatusData[ticker];
-                
-                if (pnlInfo) {
-                    let status = 'neutral';
-                    if (pnlInfo.profit_ratio > 50) {
-                        status = 'profit';
-                        profitCount++;
-                    } else if (pnlInfo.profit_ratio < 50) {
-                        status = 'loss';
-                        lossCount++;
-                    }
-                    details.push({
-                        ticker: ticker,
-                        net_flow_contribution: asset.net_flow_contribution,
-                        status: status,
-                        profit_ratio: pnlInfo.profit_ratio
-                    });
-                }
-            }
-        }
-
-        return {
-            is_net_withdrawal_day: true,
-            total_assets_liquidated: details.length,
-            assets_sold_at_profit_count: profitCount,
-            assets_sold_at_loss_count: lossCount,
-            winner_loser_sell_ratio: (lossCount > 0) ? (profitCount / lossCount) : null,
-            details: details
-        };
-    }
-
-    reset() {
-        // No state
-    }
-}
-
-module.exports = CapitalLiquidationPerformance;

package/calculations/legacy/capital_vintage_performance.js

@@ -1,136 +0,0 @@
-/**
- * @fileoverview Meta-calculation (Pass 3) that tracks the performance 
- * of capital "vintages" by analyzing the market returns of assets 
- * that were bought following a crowd-wide deposit signal.
- *
- * --- META REFACTOR (v2) ---
- * This calculation is now stateless. It declares its dependencies and
- * expects them to be passed to its `process` method.
- * It still loads its own price data.
- */
-
-class CapitalVintagePerformance {
-
-    /**
-     * (NEW) Statically declare dependencies.
-     */
-    static getDependencies() {
-        return ['cash-flow-deployment'];
-    }
-
-    constructor() {
-        this.PERFORMANCE_WINDOW_DAYS = 7; 
-        this.dependenciesLoaded = false;
-        this.priceMap = null;
-        this.tickerToIdMap = null;
-    }
-
-    async _loadDependencies(calculationUtils) {
-        if (this.dependenciesLoaded) return;
-        const { loadAllPriceData, loadInstrumentMappings } = calculationUtils;
-        const [priceData, mappings] = await Promise.all([
-            loadAllPriceData(),
-            loadInstrumentMappings()
-        ]);
-        this.priceMap = priceData;
-        this.tickerToIdMap = {};
-        if (mappings && mappings.instrumentToTicker) {
-            for (const [id, ticker] of Object.entries(mappings.instrumentToTicker)) {
-                this.tickerToIdMap[ticker] = id;
-            }
-        }
-        this.dependenciesLoaded = true;
-    }
-
-    _getDateStr(baseDateStr, daysOffset) {
-        const date = new Date(baseDateStr + 'T00:00:00Z');
-        date.setUTCDate(date.getUTCDate() + daysOffset);
-        return date.toISOString().slice(0, 10);
-    }
-
-    _calculateBasketPerformance(assets, startDateStr, endDateStr) {
-        if (!assets || assets.length === 0) return 0;
-        let totalReturn = 0;
-        let validAssets = 0;
-        for (const asset of assets) {
-            const ticker = asset.ticker;
-            const instrumentId = this.tickerToIdMap[ticker];
-            if (!instrumentId || !this.priceMap[instrumentId]) continue;
-            const startPrice = this.priceMap[instrumentId][startDateStr];
-            const endPrice = this.priceMap[instrumentId][endDateStr];
-            if (startPrice && endPrice && startPrice > 0) {
-                const assetReturn = (endPrice - startPrice) / startPrice;
-                totalReturn += assetReturn;
-                validAssets++;
-            }
-        }
-        if (validAssets === 0) return 0;
-        return (totalReturn / validAssets) * 100;
-    }
-
-    /**
-     * REFACTORED PROCESS METHOD
-     * @param {string} dateStr The date to run the analysis for (e.g., "2025-10-31").
-     * @param {object} dependencies The shared dependencies (db, logger, calculationUtils).
-     * @param {object} config The computation system configuration.
-     * @param {object} fetchedDependencies In-memory results from previous passes.
-     * @returns {Promise<object|null>} The analysis result or null.
-     */
-    async process(dateStr, dependencies, config, fetchedDependencies) {
-        const { db, logger, calculationUtils } = dependencies;
-        
-        // 1. Load all price/mapping data
-        await this._loadDependencies(calculationUtils);
-
-        // 2. Get dependency from `fetchedDependencies`
-        const data = fetchedDependencies['cash-flow-deployment'];
-
-        if (!data || data.status !== 'analysis_complete') {
-            logger.log('WARN', `[CapitalVintage] Skipping ${dateStr}, no valid 'cash-flow-deployment' data found.`);
-            return null;
-        }
-
-        const topAssets = data.top_deployment_assets; // [{ ticker: 'AAPL', ... }]
-        const signalDate = data.signal_date; // The day the deposit signal occurred
-        const deploymentDate = data.analysis_date; // The day the capital was spent (dateStr)
-
-        if (!topAssets || topAssets.length === 0) {
-             logger.log('INFO', `[CapitalVintage] No top assets deployed on ${dateStr}.`);
-             return { status: 'no_deployment' };
-        }
-
-        // 3. Define performance windows
-        const preSignalStart = this._getDateStr(signalDate, -this.PERFORMANCE_WINDOW_DAYS);
-        const preSignalEnd = signalDate;
-        const postDeployStart = deploymentDate;
-        const postDeployEnd = this._getDateStr(deploymentDate, this.PERFORMANCE_WINDOW_DAYS);
-
-        // 4. Calculate performance
-        const preSignalReturnPct = this._calculateBasketPerformance(
-            topAssets, preSignalStart, preSignalEnd
-        );
-        
-        const postDeploymentReturnPct = this._calculateBasketPerformance(
-            topAssets, postDeployStart, postDeployEnd
-        );
-        
-        const momentum = postDeploymentReturnPct - preSignalReturnPct;
-
-        return {
-            status: 'analysis_complete',
-            signal_date: signalDate,
-            deployment_date: deploymentDate,
-            performance_window_days: this.PERFORMANCE_WINDOW_DAYS,
-            deployed_assets: topAssets.map(a => a.ticker),
-            pre_signal_return_pct: preSignalReturnPct,
-            post_deployment_return_pct: postDeploymentReturnPct,
-            return_momentum: momentum,
-            interpretation: "Measures the 7-day return of deployed assets *after* deployment vs. 7-days *before* the signal."
-        };
-    }
-
-    async getResult() { return null; }
-    reset() {}
-}
-
-module.exports = CapitalVintagePerformance;

package/calculations/legacy/cash-flow-deployment.js

@@ -1,144 +0,0 @@
-/**
- * @fileoverview Calculation (Pass 3) for cash flow deployment.
- *
- * This metric answers: "Following a net deposit event, what percentage
- * of that new capital is deployed *today*, and which assets are
- * receiving the most inflow?"
- *
- * It *depends* on 'crowd-cash-flow-proxy' (to know if it's a
- * deposit day) and 'asset_crowd_flow' (to see where flow went).
- */
-class CashFlowDeployment {
-    constructor() {
-        // No per-user processing
-    }
-
-    /**
-     * Defines the output schema for this calculation.
-     * @returns {object} JSON Schema object
-     */
-    static getSchema() {
-        const assetFlowSchema = {
-            "type": "object",
-            "properties": {
-                "ticker": { "type": "string" },
-                "net_flow_contribution": { "type": "number" },
-                "percent_of_total_inflow": { "type": "number" }
-            },
-            "required": ["ticker", "net_flow_contribution", "percent_of_total_inflow"]
-        };
-
-        return {
-            "type": "object",
-            "description": "On net deposit days, tracks % of new capital deployed and which assets received it.",
-            "properties": {
-                "is_net_deposit_day": {
-                    "type": "boolean",
-                    "description": "True if today was a net deposit day."
-                },
-                "net_cash_flow_proxy": {
-                    "type": "number",
-                    "description": "The total estimated net cash flow (positive)."
-                },
-                "total_net_capital_flow": {
-                    "type": "number",
-                    "description": "The sum of all *positive* net capital flows into assets."
-                },
-                "deployment_percentage": {
-                    "type": ["number", "null"],
-                    "description": "Percentage of net cash flow that was deployed (Total Net Flow / Net Cash Flow). Null if no cash flow."
-                },
-                "top_inflow_assets": {
-                    "type": "array",
-                    "description": "Top 5 assets receiving the most inflow.",
-                    "items": assetFlowSchema
-                },
-                "asset_flow_details": {
-                    "type": "array",
-                    "description": "Full list of all assets and their inflows.",
-                    "items": assetFlowSchema
-                }
-            },
-            "required": ["is_net_deposit_day", "net_cash_flow_proxy", "total_net_capital_flow", "deployment_percentage", "top_inflow_assets", "asset_flow_details"]
-        };
-    }
-
-    /**
-     * Statically declare dependencies.
-     */
-    static getDependencies() {
-        return [
-            'crowd-cash-flow-proxy', // Pass 2
-            'asset_crowd_flow'       // Pass 2
-        ];
-    }
-
-    process() {
-        // No-op
-    }
-
-    getResult(fetchedDependencies) {
-        const cashFlowData = fetchedDependencies['crowd-cash-flow-proxy'];
-        const assetFlowData = fetchedDependencies['asset_crowd_flow'];
-
-        const defaults = {
-            is_net_deposit_day: false,
-            net_cash_flow_proxy: 0,
-            total_net_capital_flow: 0,
-            deployment_percentage: null,
-            top_inflow_assets: [],
-            asset_flow_details: []
-        };
-
-        if (!cashFlowData || !assetFlowData || cashFlowData.net_cash_flow_proxy <= 0) {
-            // Not a net deposit day
-            return defaults;
-        }
-
-        const netCashFlow = cashFlowData.net_cash_flow_proxy;
-        let totalNetInflow = 0;
-        const allFlows = [];
-
-        for (const [ticker, data] of Object.entries(assetFlowData)) {
-            // We only care about *positive* flow (deployment)
-            if (data.net_flow_contribution > 0) {
-                totalNetInflow += data.net_flow_contribution;
-                allFlows.push({
-                    ticker: ticker,
-                    net_flow_contribution: data.net_flow_contribution
-                });
-            }
-        }
-
-        if (totalNetInflow === 0) {
-            // Net deposit day, but no positive flow detected
-            return {
-                ...defaults,
-                is_net_deposit_day: true,
-                net_cash_flow_proxy: netCashFlow,
-                deployment_percentage: 0
-            };
-        }
-        
-        // Calculate percent_of_total_inflow for each
-        const asset_flow_details = allFlows.map(flow => ({
-            ...flow,
-            percent_of_total_inflow: (flow.net_flow_contribution / totalNetInflow) * 100
-        })).sort((a, b) => b.net_flow_contribution - a.net_flow_contribution);
-
-        return {
-            is_net_deposit_day: true,
-            net_cash_flow_proxy: netCashFlow,
-            total_net_capital_flow: totalNetInflow,
-            deployment_percentage: (netCashFlow > 0) ? (totalNetInflow / netCashFlow) * 100 : null,
-            top_inflow_assets: asset_flow_details.slice(0, 5),
-            asset_flow_details: asset_flow_details
-        };
-    }
-
-    reset() {
-        // No state
-    }
-}
-
-module.exports = CashFlowDeployment;