aiden-shared-calculations-unified 1.0.96 → 1.0.98
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/calculations/core/Insights-total-long-per-stock.js +56 -0
- package/calculations/core/insights-daily-bought-vs-sold-count.js +32 -0
- package/calculations/core/insights-daily-ownership-delta.js +31 -0
- package/calculations/core/insights-sentimet-per-stock.js +30 -0
- package/calculations/core/insights-total-long-per-sector.js +73 -0
- package/calculations/core/insights-total-positions-held.js +19 -0
- package/calculations/ghost-book/liquidity-vacuum.js +3 -2
- package/calculations/helix/winner-loser-flow.js +1 -1
- package/calculations/predicative-alpha/mimetic-latency.js +9 -13
- package/package.json +1 -1
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@@ -0,0 +1,56 @@
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/**
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* @fileoverview Calculation (Pass 1) for total long figures.
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* REFACTORED: Uses INSIGHTS DATA.
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* TYPE: META
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*/
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class InsightsTotalLongFigures {
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constructor() {
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this.totalPositions = 0;
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}
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static getMetadata() {
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return {
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type: 'meta',
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rootDataDependencies: ['insights'],
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isHistorical: false,
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category: 'core_sentiment'
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};
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}
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static getDependencies() { return []; }
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static getSchema() {
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return {
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"type": "object",
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"properties": {
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"total_long_exposure_weight": { "type": "number" },
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"total_positions_count": { "type": "number" }
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},
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"required": ["total_long_exposure_weight", "total_positions_count"]
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};
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}
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process(context) {
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const { insights: insightsHelper } = context.math;
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const insights = insightsHelper.getInsights(context);
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if (!insights) return;
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for (const insight of insights) {
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this.totalPositions += insightsHelper.getLongCount(insight);
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}
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}
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getResult() {
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return {
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total_long_exposure_weight: 0, // Not available in Insights
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total_positions_count: this.totalPositions
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};
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}
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reset() {
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this.totalPositions = 0;
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}
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}
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module.exports = InsightsTotalLongFigures;
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class InsightsDailyBoughtVsSoldCount {
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constructor() { this.results = {}; }
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static getMetadata() { return { type: 'meta', rootDataDependencies: ['insights'], isHistorical: true, category: 'core_metrics' }; }
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static getDependencies() { return []; }
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static getSchema() {
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const tickerSchema = { "type": "object", "properties": { "positions_bought": { "type": "number" }, "positions_sold": { "type": "number" }, "net_change": { "type": "number" } }, "required": ["positions_bought", "positions_sold", "net_change"] };
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return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
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}
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process(context) {
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const { insights: insightsHelper } = context.math;
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const insights = insightsHelper.getInsights(context);
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const { mappings } = context;
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const tickerMap = mappings.instrumentToTicker || {};
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if (!insights || !Array.isArray(insights)) return; // FIX: Strict array check
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for (const insight of insights) {
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const instId = insight.instrumentId;
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const ticker = tickerMap[instId] || `id_${instId}`;
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const netChange = insightsHelper.getNetOwnershipChange(insight);
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const bought = netChange > 0 ? netChange : 0;
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const sold = netChange < 0 ? Math.abs(netChange) : 0;
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if (bought > 0 || sold > 0) {
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this.results[ticker] = { positions_bought: bought, positions_sold: sold, net_change: netChange };
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}
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}
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}
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async getResult() { return this.results; }
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reset() { this.results = {}; }
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}
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module.exports = InsightsDailyBoughtVsSoldCount;
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class InsightsDailyOwnershipDelta {
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constructor() { this.results = {}; }
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static getMetadata() { return { type: 'meta', rootDataDependencies: ['insights'], isHistorical: true, category: 'core_metrics' }; }
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static getDependencies() { return []; }
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static getSchema() {
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const tickerSchema = { "type": "object", "properties": { "owners_added": { "type": "number" }, "owners_removed": { "type": "number" }, "net_ownership_change": { "type": "number" } }, "required": ["owners_added", "owners_removed", "net_ownership_change"] };
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return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
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}
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process(context) {
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const { insights: insightsHelper } = context.math;
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const insights = insightsHelper.getInsights(context);
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const { mappings } = context;
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const tickerMap = mappings.instrumentToTicker || {};
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if (!insights || !Array.isArray(insights)) return; // FIX: Strict array check
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for (const insight of insights) {
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const netChange = insightsHelper.getNetOwnershipChange(insight);
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if (netChange === 0) continue;
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const instId = insight.instrumentId;
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const ticker = tickerMap[instId] || `id_${instId}`;
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const added = netChange > 0 ? netChange : 0;
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const removed = netChange < 0 ? Math.abs(netChange) : 0;
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this.results[ticker] = { owners_added: added, owners_removed: removed, net_ownership_change: netChange };
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}
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}
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async getResult() { return this.results; }
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reset() { this.results = {}; }
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}
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module.exports = InsightsDailyOwnershipDelta;
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class InsightsSentimentPerStock {
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constructor() { this.results = {}; }
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static getSchema() {
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const tickerSchema = { "type": "object", "properties": { "long_count": { "type": "number" }, "short_count": { "type": "number" }, "sentiment_ratio": { "type": ["number", "null"] } }, "required": ["long_count", "short_count", "sentiment_ratio"] };
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return { "type": "object", "patternProperties": { "^.*$": tickerSchema } };
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}
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static getMetadata() { return { type: 'meta', rootDataDependencies: ['insights'], isHistorical: false, category: 'core_sentiment' }; }
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static getDependencies() { return []; }
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process(context) {
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const { insights: insightsHelper } = context.math;
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const insights = insightsHelper.getInsights(context);
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const { mappings } = context;
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const tickerMap = mappings.instrumentToTicker || {};
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if (!insights || !Array.isArray(insights)) return; // FIX: Strict array check
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for (const insight of insights) {
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const longCount = insightsHelper.getLongCount(insight);
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const shortCount = insightsHelper.getShortCount(insight);
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if (longCount === 0 && shortCount === 0) continue;
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const instId = insight.instrumentId;
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const ticker = tickerMap[instId] || `id_${instId}`;
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this.results[ticker] = { long_count: longCount, short_count: shortCount, sentiment_ratio: (shortCount > 0) ? (longCount / shortCount) : null };
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}
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}
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async getResult() { return this.results; }
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reset() { this.results = {}; }
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}
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module.exports = InsightsSentimentPerStock;
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/**
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* @fileoverview Calculation (Pass 1) for long figures per sector.
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* REFACTORED: Uses INSIGHTS DATA.
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* TYPE: META
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*/
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class InsightsTotalLongPerSector {
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constructor() {
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this.sectorData = new Map();
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}
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static getMetadata() {
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return {
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type: 'meta',
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rootDataDependencies: ['insights'],
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isHistorical: false,
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category: 'core_sentiment'
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};
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}
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static getDependencies() { return []; }
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static getSchema() {
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const schema = {
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"type": "object",
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"properties": {
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"total_long_exposure_weight": { "type": "number" },
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"total_positions_count": { "type": "number" }
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},
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"required": ["total_long_exposure_weight", "total_positions_count"]
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};
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return { "type": "object", "patternProperties": { "^.*$": schema } };
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}
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process(context) {
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const { insights: insightsHelper } = context.math;
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const insights = insightsHelper.getInsights(context);
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const { mappings } = context;
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const sectorMap = mappings.instrumentToSector || {};
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if (!insights) return;
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for (const insight of insights) {
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const longCount = insightsHelper.getLongCount(insight);
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if (longCount <= 0) continue;
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const sector = sectorMap[insight.instrumentId] || 'Unknown';
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if (!this.sectorData.has(sector)) {
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this.sectorData.set(sector, { count: 0 });
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}
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const data = this.sectorData.get(sector);
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data.count += longCount;
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}
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}
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async getResult() {
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const result = {};
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for (const [sector, data] of this.sectorData.entries()) {
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if (data.count > 0) {
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result[sector] = {
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total_long_exposure_weight: 0, // Not available
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total_positions_count: data.count
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};
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}
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}
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return result;
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}
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reset() {
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this.sectorData.clear();
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}
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}
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module.exports = InsightsTotalLongPerSector;
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class InsightsTotalPositionsHeld {
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constructor() { this.totalPositions = 0; }
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static getMetadata() { return { type: 'meta', rootDataDependencies: ['insights'], isHistorical: false, category: 'Global-Platform-Metrics' }; }
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static getDependencies() { return []; }
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static getSchema() { return { "type": "object", "properties": { "total_positions_count": { "type": "number" } }, "required": ["total_positions_count"] }; }
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process(context) {
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const { insights: insightsHelper } = context.math;
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const insights = insightsHelper.getInsights(context);
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if (!insights || !Array.isArray(insights)) return; // FIX: Strict array check
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for (const insight of insights) {
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this.totalPositions += insightsHelper.getTotalOwners(insight);
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}
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}
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getResult() { return { total_positions_count: this.totalPositions }; }
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reset() { this.totalPositions = 0; }
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}
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module.exports = InsightsTotalPositionsHeld;
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process(context) {
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const { computed, math } = context;
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const { distribution } = math;
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const { distribution } = math;
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const tickers = Object.keys(computed['asset-cost-basis-profile'] || {});
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for (const ticker of tickers) {
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const data = computed['asset-cost-basis-profile'][ticker];
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// BUG FIX: Ensure data and profile exist before accessing length/integration
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if (!data || !data.profile || !Array.isArray(data.profile)) continue;
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const current = data.current_price;
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const totalInv = data.total_inventory_weight;
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/**
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* @fileoverview Mimetic Latency Oscillator (MLO) v2.
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* Self-healing state: Warms up over 15-30 days automatically.
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* @fileoverview Mimetic Latency Oscillator (MLO) v2.3
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* FIXED: Safe state access to prevent 'undefined' property errors.
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class MimeticLatencyOscillator {
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constructor() {
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const rawFlow = SignalPrimitives.getMetric(computed, 'skilled-cohort-flow', ticker, 'net_flow_pct', 0);
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const rawHerd = SignalPrimitives.getMetric(computed, 'herd-consensus-score', ticker, 'herd_conviction_score', 0);
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// 2. Restore State (
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// 2. Restore State (FIX: Safe Access)
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const prevResult = SignalPrimitives.getPreviousState(previousComputed, 'mimetic-latency', ticker);
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const prevState = prevResult ? prevResult._state :
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const prevState = prevResult ? prevResult._state : null;
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const
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// FIX: Check if prevState exists before accessing properties
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const prevFlow = (prevState && prevState.last_flow !== undefined) ? prevState.last_flow : 0;
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const prevHerd = (prevState && prevState.last_herd !== undefined) ? prevState.last_herd : 0;
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const flowBuffer = (prevState && Array.isArray(prevState.flow_buffer)) ? [...prevState.flow_buffer] : [];
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const herdBuffer = (prevState && Array.isArray(prevState.herd_buffer)) ? [...prevState.herd_buffer] : [];
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// 3. Calculate Detrended Delta
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const flowDelta = rawFlow - prevFlow;
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const herdDelta = rawHerd - prevHerd;
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// 4. Update Buffers
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let flowBuffer = [...(prevState.flow_buffer || [])];
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let herdBuffer = [...(prevState.herd_buffer || [])];
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flowBuffer.push(flowDelta);
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herdBuffer.push(herdDelta);
|
|
67
66
|
|
|
68
|
-
// Cap memory usage
|
|
69
67
|
if (flowBuffer.length > this.windowSize) flowBuffer.shift();
|
|
70
68
|
if (herdBuffer.length > this.windowSize) herdBuffer.shift();
|
|
71
69
|
|
|
@@ -74,7 +72,6 @@ class MimeticLatencyOscillator {
|
|
|
74
72
|
let bestLag = 0;
|
|
75
73
|
let regime = "WARM_UP";
|
|
76
74
|
|
|
77
|
-
// Only compute if we have statistical significance (>= 15 samples)
|
|
78
75
|
if (flowBuffer.length >= 15) {
|
|
79
76
|
for (let k = 0; k <= this.maxLag; k++) {
|
|
80
77
|
const len = flowBuffer.length;
|
|
@@ -91,7 +88,6 @@ class MimeticLatencyOscillator {
|
|
|
91
88
|
}
|
|
92
89
|
}
|
|
93
90
|
|
|
94
|
-
// 6. Regime Classification
|
|
95
91
|
if (maxCorr > 0.3) {
|
|
96
92
|
if (bestLag >= 3) regime = "EARLY_ALPHA";
|
|
97
93
|
else if (bestLag >= 1) regime = "MARKUP";
|