dexbot 1.1.10

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.
Files changed (807) hide show
  1. package/LICENSE +21 -0
  2. package/README.md +287 -0
  3. package/claw/README.md +513 -0
  4. package/claw/scripts/memu_runner.py +385 -0
  5. package/claw/skills/bitshares-guide/SKILL.md +14 -0
  6. package/claw/skills/bitshares-guide/references/example-skill-shells.md +18 -0
  7. package/claw/skills/bitshares-guide/references/presentation-patterns.md +19 -0
  8. package/claw/skills/bitshares-guide/references/scope-guardrails.md +9 -0
  9. package/claw/skills/launcher-ops/SKILL.md +18 -0
  10. package/claw/skills/launcher-ops/references/launcher-workflow.md +23 -0
  11. package/claw/skills/margin-trading/SKILL.md +23 -0
  12. package/claw/skills/margin-trading/references/honest-asset-list.md +74 -0
  13. package/claw/skills/margin-trading/references/honest-assets.md +44 -0
  14. package/claw/skills/margin-trading/references/position-management.md +203 -0
  15. package/claw/skills/margin-trading/references/trading-concepts.md +80 -0
  16. package/claw/skills/memu-memory/SKILL.md +218 -0
  17. package/claw/skills/shared/references/js-automation-overview.md +24 -0
  18. package/claw/skills/shared/references/safety-and-staleness.md +11 -0
  19. package/claw/skills/shared/references/skill-boundaries.md +17 -0
  20. package/claw/skills/trend-detection/SKILL.md +33 -0
  21. package/claw/skills/trend-detection/agents/openai.yaml +3 -0
  22. package/claw/skills/trend-detection/references/service.md +45 -0
  23. package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts +3 -0
  24. package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts.map +1 -0
  25. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +149 -0
  26. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -0
  27. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts +3 -0
  28. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts.map +1 -0
  29. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +387 -0
  30. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -0
  31. package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts +3 -0
  32. package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts.map +1 -0
  33. package/dist/analysis/ama_fitting/calibrate_convergence_er.js +200 -0
  34. package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -0
  35. package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts +3 -0
  36. package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts.map +1 -0
  37. package/dist/analysis/ama_fitting/fetch_lp_candles.js +212 -0
  38. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -0
  39. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +31 -0
  40. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -0
  41. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +249 -0
  42. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -0
  43. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts +2 -0
  44. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -0
  45. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +782 -0
  46. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -0
  47. package/dist/analysis/analyze_derivatives.d.ts +95 -0
  48. package/dist/analysis/analyze_derivatives.d.ts.map +1 -0
  49. package/dist/analysis/analyze_derivatives.js +295 -0
  50. package/dist/analysis/analyze_derivatives.js.map +1 -0
  51. package/dist/analysis/analyze_dynamic_weight.d.ts +14 -0
  52. package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -0
  53. package/dist/analysis/analyze_dynamic_weight.js +208 -0
  54. package/dist/analysis/analyze_dynamic_weight.js.map +1 -0
  55. package/dist/analysis/analyze_kalman.d.ts +13 -0
  56. package/dist/analysis/analyze_kalman.d.ts.map +1 -0
  57. package/dist/analysis/analyze_kalman.js +123 -0
  58. package/dist/analysis/analyze_kalman.js.map +1 -0
  59. package/dist/analysis/analyze_regime.d.ts +20 -0
  60. package/dist/analysis/analyze_regime.d.ts.map +1 -0
  61. package/dist/analysis/analyze_regime.js +139 -0
  62. package/dist/analysis/analyze_regime.js.map +1 -0
  63. package/dist/analysis/analyze_regime_windows.d.ts +19 -0
  64. package/dist/analysis/analyze_regime_windows.d.ts.map +1 -0
  65. package/dist/analysis/analyze_regime_windows.js +413 -0
  66. package/dist/analysis/analyze_regime_windows.js.map +1 -0
  67. package/dist/analysis/analyze_risk_profile.d.ts +3 -0
  68. package/dist/analysis/analyze_risk_profile.d.ts.map +1 -0
  69. package/dist/analysis/analyze_risk_profile.js +159 -0
  70. package/dist/analysis/analyze_risk_profile.js.map +1 -0
  71. package/dist/analysis/analyze_trade_heatmap.d.ts +3 -0
  72. package/dist/analysis/analyze_trade_heatmap.d.ts.map +1 -0
  73. package/dist/analysis/analyze_trade_heatmap.js +367 -0
  74. package/dist/analysis/analyze_trade_heatmap.js.map +1 -0
  75. package/dist/analysis/analyze_volatility.d.ts +22 -0
  76. package/dist/analysis/analyze_volatility.d.ts.map +1 -0
  77. package/dist/analysis/analyze_volatility.js +172 -0
  78. package/dist/analysis/analyze_volatility.js.map +1 -0
  79. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +99 -0
  80. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -0
  81. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +804 -0
  82. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -0
  83. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +2 -0
  84. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -0
  85. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +347 -0
  86. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -0
  87. package/dist/analysis/bot_fitting/shared_utils.d.ts +15 -0
  88. package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -0
  89. package/dist/analysis/bot_fitting/shared_utils.js +48 -0
  90. package/dist/analysis/bot_fitting/shared_utils.js.map +1 -0
  91. package/dist/analysis/bot_key_utils.d.ts +16 -0
  92. package/dist/analysis/bot_key_utils.d.ts.map +1 -0
  93. package/dist/analysis/bot_key_utils.js +61 -0
  94. package/dist/analysis/bot_key_utils.js.map +1 -0
  95. package/dist/analysis/bot_usage/discover_bot_accounts.d.ts +3 -0
  96. package/dist/analysis/bot_usage/discover_bot_accounts.d.ts.map +1 -0
  97. package/dist/analysis/bot_usage/discover_bot_accounts.js +498 -0
  98. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -0
  99. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +546 -0
  100. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -0
  101. package/dist/analysis/bot_usage/kibana_bot_queries.js +427 -0
  102. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -0
  103. package/dist/analysis/chart_utils.d.ts +13 -0
  104. package/dist/analysis/chart_utils.d.ts.map +1 -0
  105. package/dist/analysis/chart_utils.js +142 -0
  106. package/dist/analysis/chart_utils.js.map +1 -0
  107. package/dist/analysis/derivative_chart_generator.d.ts +18 -0
  108. package/dist/analysis/derivative_chart_generator.d.ts.map +1 -0
  109. package/dist/analysis/derivative_chart_generator.js +896 -0
  110. package/dist/analysis/derivative_chart_generator.js.map +1 -0
  111. package/dist/analysis/math_utils.d.ts +35 -0
  112. package/dist/analysis/math_utils.d.ts.map +1 -0
  113. package/dist/analysis/math_utils.js +121 -0
  114. package/dist/analysis/math_utils.js.map +1 -0
  115. package/dist/analysis/price_sources.d.ts +34 -0
  116. package/dist/analysis/price_sources.d.ts.map +1 -0
  117. package/dist/analysis/price_sources.js +103 -0
  118. package/dist/analysis/price_sources.js.map +1 -0
  119. package/dist/analysis/trade_profitability.d.ts +115 -0
  120. package/dist/analysis/trade_profitability.d.ts.map +1 -0
  121. package/dist/analysis/trade_profitability.js +1247 -0
  122. package/dist/analysis/trade_profitability.js.map +1 -0
  123. package/dist/analysis/tradingview/analyze_tradingview.d.ts +38 -0
  124. package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +1 -0
  125. package/dist/analysis/tradingview/analyze_tradingview.js +212 -0
  126. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -0
  127. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +9 -0
  128. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -0
  129. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +1717 -0
  130. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -0
  131. package/dist/analysis/trend_detection/derivative_analyzer.d.ts +250 -0
  132. package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -0
  133. package/dist/analysis/trend_detection/derivative_analyzer.js +903 -0
  134. package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -0
  135. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts +6 -0
  136. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -0
  137. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +1449 -0
  138. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -0
  139. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +42 -0
  140. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -0
  141. package/dist/analysis/trend_detection/hurst_analyzer.js +159 -0
  142. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -0
  143. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts +6 -0
  144. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -0
  145. package/dist/analysis/trend_detection/kalman_chart_generator.js +408 -0
  146. package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -0
  147. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +103 -0
  148. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -0
  149. package/dist/analysis/trend_detection/kalman_trend_analyzer.js +229 -0
  150. package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -0
  151. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +34 -0
  152. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -0
  153. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +89 -0
  154. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -0
  155. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +39 -0
  156. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -0
  157. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +132 -0
  158. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -0
  159. package/dist/analysis/trend_detection/regime_chart_generator.d.ts +6 -0
  160. package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -0
  161. package/dist/analysis/trend_detection/regime_chart_generator.js +345 -0
  162. package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -0
  163. package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts +2 -0
  164. package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map +1 -0
  165. package/dist/analysis/trend_detection/tests/test_kalman_trend.js +130 -0
  166. package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -0
  167. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts +2 -0
  168. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map +1 -0
  169. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +38 -0
  170. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -0
  171. package/dist/analysis/trend_detection/volatility_chart_generator.d.ts +6 -0
  172. package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map +1 -0
  173. package/dist/analysis/trend_detection/volatility_chart_generator.js +732 -0
  174. package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -0
  175. package/dist/bot.d.ts +49 -0
  176. package/dist/bot.d.ts.map +1 -0
  177. package/dist/bot.js +221 -0
  178. package/dist/bot.js.map +1 -0
  179. package/dist/credential-daemon.d.ts +64 -0
  180. package/dist/credential-daemon.d.ts.map +1 -0
  181. package/dist/credential-daemon.js +987 -0
  182. package/dist/credential-daemon.js.map +1 -0
  183. package/dist/dexbot.d.ts +87 -0
  184. package/dist/dexbot.d.ts.map +1 -0
  185. package/dist/dexbot.js +1222 -0
  186. package/dist/dexbot.js.map +1 -0
  187. package/dist/market_adapter/ama_signal_runner.d.ts +3 -0
  188. package/dist/market_adapter/ama_signal_runner.d.ts.map +1 -0
  189. package/dist/market_adapter/ama_signal_runner.js +175 -0
  190. package/dist/market_adapter/ama_signal_runner.js.map +1 -0
  191. package/dist/market_adapter/candle_utils.d.ts +57 -0
  192. package/dist/market_adapter/candle_utils.d.ts.map +1 -0
  193. package/dist/market_adapter/candle_utils.js +252 -0
  194. package/dist/market_adapter/candle_utils.js.map +1 -0
  195. package/dist/market_adapter/core/asymmetric_bounds.d.ts +20 -0
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  199. package/dist/market_adapter/core/config_normalizers.d.ts +10 -0
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  203. package/dist/market_adapter/core/kibana_candles.d.ts +74 -0
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  207. package/dist/market_adapter/core/kibana_client.d.ts +27 -0
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  211. package/dist/market_adapter/core/kibana_market_candles.d.ts +143 -0
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  215. package/dist/market_adapter/core/market_adapter_service.d.ts +210 -0
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  218. package/dist/market_adapter/core/market_adapter_service.js.map +1 -0
  219. package/dist/market_adapter/core/strategies/ama.d.ts +2 -0
  220. package/dist/market_adapter/core/strategies/ama.d.ts.map +1 -0
  221. package/dist/market_adapter/core/strategies/ama.js +138 -0
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  223. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +50 -0
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  227. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +12 -0
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  231. package/dist/market_adapter/core/strategies/collateral_manager.d.ts +32 -0
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  235. package/dist/market_adapter/core/strategies/regime_gate.d.ts +66 -0
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  239. package/dist/market_adapter/index.d.ts +10 -0
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  243. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.d.ts +3 -0
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  259. package/dist/market_adapter/log_format.d.ts +16 -0
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  275. package/dist/market_adapter/market_adapter.d.ts +133 -0
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  279. package/dist/market_adapter/merge_lp_data.d.ts +3 -0
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  283. package/dist/market_adapter/test_helpers.d.ts +14 -0
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  287. package/dist/market_adapter/utils/adapter_client.d.ts +20 -0
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  623. package/dist/modules/order/processed_fill_store.d.ts +135 -0
  624. package/dist/modules/order/processed_fill_store.d.ts.map +1 -0
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  627. package/dist/modules/order/runner.d.ts +70 -0
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  629. package/dist/modules/order/runner.js +140 -0
  630. package/dist/modules/order/runner.js.map +1 -0
  631. package/dist/modules/order/strategy.d.ts +196 -0
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  639. package/dist/modules/order/utils/math.d.ts +677 -0
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package/dist/analysis/trend_detection/kalman_chart_generator.js ADDED
@@ -0,0 +1,408 @@
1
+ 'use strict';
2
+ const { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } = require('../chart_utils');
3
+ const NEUTRAL_ZONE_PCT = 0.15;
4
+ const MAX_SLOPE_PCT = 3.0;
5
+ const MAX_SLOPE_OFFSET = 0.5;
6
+ function computeKalmanWeightOffset(velocityPct, isReady) {
7
+ if (!isReady || velocityPct == null)
8
+ return 0;
9
+ if (Math.abs(velocityPct) < NEUTRAL_ZONE_PCT)
10
+ return 0;
11
+ return Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET, (velocityPct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
12
+ }
13
+ function generateHTML(data, title = 'Kalman Trajectory Analysis') {
14
+ const results = data.allResults || [];
15
+ if (results.length === 0)
16
+ throw new Error('No analysis results in input');
17
+ const interval = results.length > 1 ?
18
+ (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000 : 3600;
19
+ const dates = results.map((r, idx) => toEpochSeconds(r.timestamp || Date.now(), idx));
20
+ const prices = results.map((r) => r.price);
21
+ const tacticalPrices = results.map((r) => r.kalmanPrice);
22
+ const modalPrices = results.map((r) => r.modalPrice);
23
+ const signals = results.map((r) => r.signal);
24
+ const trendUp = results.map((r) => r.kalmanPrice != null && r.modalPrice != null ? r.kalmanPrice > r.modalPrice : null);
25
+ const kalmanWeights = results.map((r) => computeKalmanWeightOffset(r.velocityFilteredPct ?? r.velocityPct, r.isReady));
26
+ const amaWeights = results.map((r) => r.amaWeightOffset ?? null);
27
+ // Future Projection (150 bars)
28
+ const lastDate = dates[dates.length - 1];
29
+ for (let i = 1; i <= 150; i++) {
30
+ dates.push(lastDate + (i * interval));
31
+ prices.push(null);
32
+ tacticalPrices.push(null);
33
+ modalPrices.push(null);
34
+ signals.push(null);
35
+ trendUp.push(null);
36
+ kalmanWeights.push(null);
37
+ amaWeights.push(null);
38
+ }
39
+ // Extract dense Beams
40
+ const allBeams = [];
41
+ results.forEach((r, idx) => {
42
+ if (idx % 15 === 0 || (r.beams && r.beams.length > 0 && r.beams[r.beams.length - 1].originX === idx)) {
43
+ allBeams.push({
44
+ x: dates[idx],
45
+ y: r.kalmanPrice,
46
+ v: r.velocity,
47
+ endX: dates[idx] + (150 * interval),
48
+ endY: r.kalmanPrice + (r.velocity * 150)
49
+ });
50
+ }
51
+ });
52
+ return `<!DOCTYPE html>
53
+ <html lang="en">
54
+ <head>
55
+ <meta charset="UTF-8">
56
+ <title>${escapeHtml(title)}</title>
57
+ <link rel="stylesheet" href="../uplot/uPlot.min.css">
58
+ <script src="../uplot/uPlot.iife.min.js"></script>
59
+ <style>
60
+ * { box-sizing: border-box; }
61
+ body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 0; overflow: hidden; }
62
+ #header { padding: 10px 20px; background: #161b22; border-bottom: 1px solid #30363d; display: flex; align-items: center; justify-content: space-between; height: 45px; z-index: 100; }
63
+ #panels { display: flex; flex-direction: column; height: calc(100vh - 45px); width: 100vw; }
64
+ #price-panel { flex: 0 0 55%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
65
+ #kalman-panel { flex: 0 0 23%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
66
+ #ama-panel { flex: 1 1 0; min-height: 0; position: relative; }
67
+ .uplot { background: #0b0e14; }
68
+ .legend { position: absolute; top: 8px; left: 70px; font-size: 11px; pointer-events: none; z-index: 10; display: flex; gap: 18px; color: #8b949e; white-space: nowrap; }
69
+ .legend-item { display: flex; align-items: center; gap: 5px; }
70
+ .dot { width: 10px; height: 10px; border-radius: 2px; flex-shrink: 0; }
71
+ .u-cursor-x { border-left: 1px dashed rgba(255,255,255,0.3) !important; }
72
+ .u-cursor-y { border-top: 1px dashed rgba(255,255,255,0.3) !important; display: none; }
73
+ .is-hovered .u-cursor-y { display: block; }
74
+ </style>
75
+ </head>
76
+ <body>
77
+ <div id="header">
78
+ <div style="font-weight:bold;color:#fff;">${escapeHtml(title)}</div>
79
+ <div style="font-size:11px;color:#8b949e;text-transform:uppercase;">Log-Kinetic Trajectory Overlay &nbsp;·&nbsp; Scroll to zoom &nbsp;·&nbsp; Drag to pan &nbsp;·&nbsp; Ctrl+0 reset</div>
80
+ </div>
81
+
82
+ <div id="panels">
83
+ <div id="price-panel">
84
+ <div class="legend">
85
+ <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price">-</span></div>
86
+ <div class="legend-item"><div class="dot" style="background:#ff7b72;"></div>Tactical: <span id="l-tactical">-</span></div>
87
+ <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>Modal: <span id="l-modal">-</span></div>
88
+ <div class="legend-item" style="margin-left:8px;">Trend: <span id="l-trend" style="font-weight:bold;">-</span></div>
89
+ </div>
90
+ <div id="main-chart"></div>
91
+ </div>
92
+ <div id="kalman-panel">
93
+ <div class="legend">
94
+ <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#2ea043,#f85149);"></div>Kalman Weight: <span id="l-kalman-w" style="font-weight:bold;">-</span></div>
95
+ <span style="color:#8b949e;font-size:10px;">sell bias ↑ &nbsp;/&nbsp; buy bias ↓ &nbsp;·&nbsp; neutral=0</span>
96
+ </div>
97
+ <div id="kalman-chart"></div>
98
+ </div>
99
+ <div id="ama-panel">
100
+ <div class="legend">
101
+ <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#f0a000,#4a90d9);"></div>AMA Weight: <span id="l-ama-w" style="font-weight:bold;">-</span></div>
102
+ <span style="color:#8b949e;font-size:10px;">lookback 72 bars &nbsp;·&nbsp; er10/2/30</span>
103
+ </div>
104
+ <div id="ama-chart"></div>
105
+ </div>
106
+ </div>
107
+
108
+ <script id="payload" type="application/json">${serializeJsonForScript({ dates, prices, tacticalPrices, modalPrices, signals, allBeams, trendUp, kalmanWeights, amaWeights })}</script>
109
+
110
+ <script>
111
+ const data = JSON.parse(document.getElementById('payload').textContent);
112
+ const SYNC_KEY = "kalman";
113
+ // Fixed y-axis size so all plot areas share the same left edge → cursor lines align
114
+ const Y_AXIS_SIZE = 58;
115
+
116
+ // ── Zoom / Pan ────────────────────────────────────────────────────────
117
+ const xMin = data.dates[0];
118
+ const xMax = data.dates[data.dates.length - 1];
119
+ let pendingRange = null;
120
+ let pendingRangeRaf = 0;
121
+ let priceChart, kalmanChart, amaChart;
122
+ let charts;
123
+
124
+ ${UPLOT_SHARED_SCRIPT}
125
+
126
+ // ── Legend ────────────────────────────────────────────────────────────
127
+ let lastLiveIdx = data.prices.length - 151; // last real bar (before future nulls)
128
+
129
+ function updateLegend(idx) {
130
+ if (idx == null) return;
131
+ lastLiveIdx = idx;
132
+
133
+ document.getElementById('l-price').textContent = data.prices[idx]?.toFixed(4) ?? "-";
134
+ document.getElementById('l-tactical').textContent = data.tacticalPrices[idx]?.toFixed(4) ?? "-";
135
+ document.getElementById('l-modal').textContent = data.modalPrices[idx]?.toFixed(4) ?? "-";
136
+
137
+ const trend = data.trendUp[idx];
138
+ const tEl = document.getElementById('l-trend');
139
+ if (trend === null || trend === undefined) { tEl.textContent = '-'; tEl.style.color = '#8b949e'; }
140
+ else if (trend) { tEl.textContent = 'UP'; tEl.style.color = '#2ea043'; }
141
+ else { tEl.textContent = 'DOWN'; tEl.style.color = '#f85149'; }
142
+
143
+ function setW(elId, v, posColor, negColor) {
144
+ const el = document.getElementById(elId);
145
+ if (v === null || v === undefined) { el.textContent = '-'; el.style.color = '#8b949e'; return; }
146
+ el.textContent = (v >= 0 ? '+' : '') + v.toFixed(3);
147
+ el.style.color = v > 0.01 ? posColor : v < -0.01 ? negColor : '#8b949e';
148
+ }
149
+ setW('l-kalman-w', data.kalmanWeights[idx], '#2ea043', '#f85149');
150
+ setW('l-ama-w', data.amaWeights[idx], '#f0a000', '#4a90d9');
151
+ }
152
+
153
+ // ── Draw hooks ────────────────────────────────────────────────────────
154
+ function makeTrendBgHook() {
155
+ return u => {
156
+ const { ctx, bbox } = u;
157
+ ctx.save();
158
+ ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
159
+ ctx.globalCompositeOperation = 'destination-over';
160
+ let i = 0;
161
+ while (i < data.trendUp.length) {
162
+ if (data.trendUp[i] === null) { i++; continue; }
163
+ const trend = data.trendUp[i];
164
+ let j = i + 1;
165
+ while (j < data.trendUp.length && data.trendUp[j] === trend) j++;
166
+ const x0 = u.valToPos(data.dates[i], 'x', true);
167
+ const x1 = j < data.trendUp.length ? u.valToPos(data.dates[j], 'x', true) : bbox.left + bbox.width;
168
+ ctx.fillStyle = trend ? 'rgba(46,160,67,0.08)' : 'rgba(248,81,73,0.08)';
169
+ ctx.fillRect(x0, bbox.top, x1 - x0, bbox.height);
170
+ i = j;
171
+ }
172
+ ctx.restore();
173
+ };
174
+ }
175
+
176
+ function makeBeamHook() {
177
+ return u => {
178
+ const { ctx } = u;
179
+ ctx.save();
180
+ data.allBeams.forEach(b => {
181
+ const x0 = u.valToPos(b.x, 'x', true);
182
+ const y0 = u.valToPos(b.y, 'y', true);
183
+ const x1 = u.valToPos(b.endX, 'x', true);
184
+ const y1 = u.valToPos(b.endY, 'y', true);
185
+ if (x0 < u.bbox.left || x0 > u.bbox.left + u.bbox.width) return;
186
+ ctx.lineWidth = 1;
187
+ ctx.strokeStyle = b.v > 0 ? "rgba(46,160,67,0.15)" : "rgba(248,81,73,0.15)";
188
+ ctx.beginPath(); ctx.moveTo(x0, y0); ctx.lineTo(x1, y1); ctx.stroke();
189
+ });
190
+ data.signals.forEach((s, i) => {
191
+ if (!s || s === 'NEUTRAL' || s === 'EQUILIBRIUM') return;
192
+ const x = u.valToPos(data.dates[i], 'x', true);
193
+ if (x < u.bbox.left || x > u.bbox.left + u.bbox.width) return;
194
+ const price = data.prices[i];
195
+ if (price == null) return;
196
+ const yPos = u.valToPos(price, 'y', true);
197
+ ctx.fillStyle = s.includes('BULL') ? "#2ea043" : "#f85149";
198
+ ctx.beginPath(); ctx.arc(x, s.includes('BULL') ? yPos - 15 : yPos + 15, 3.5, 0, Math.PI * 2); ctx.fill();
199
+ });
200
+ ctx.restore();
201
+ };
202
+ }
203
+
204
+ function makeWeightFillHook(values, scaleKey, posColor, negColor) {
205
+ return u => {
206
+ const { ctx, bbox } = u;
207
+ ctx.save();
208
+ ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
209
+
210
+ const zeroY = u.valToPos(0, scaleKey, true);
211
+ const path = new Path2D();
212
+ let inSeg = false, lastX = 0;
213
+
214
+ for (let i = 0; i < values.length; i++) {
215
+ const v = values[i];
216
+ if (v === null) { if (inSeg) { path.lineTo(lastX, zeroY); inSeg = false; } continue; }
217
+ const x = u.valToPos(data.dates[i], 'x', true);
218
+ const y = u.valToPos(v, scaleKey, true);
219
+ if (!inSeg) { path.moveTo(x, zeroY); path.lineTo(x, y); inSeg = true; }
220
+ else path.lineTo(x, y);
221
+ lastX = x;
222
+ }
223
+ if (inSeg) path.lineTo(lastX, zeroY);
224
+
225
+ ctx.save();
226
+ ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, zeroY - bbox.top); ctx.clip();
227
+ ctx.fillStyle = posColor; ctx.fill(path);
228
+ ctx.restore();
229
+
230
+ ctx.save();
231
+ ctx.beginPath(); ctx.rect(bbox.left, zeroY, bbox.width, bbox.top + bbox.height - zeroY); ctx.clip();
232
+ ctx.fillStyle = negColor; ctx.fill(path);
233
+ ctx.restore();
234
+
235
+ ctx.strokeStyle = 'rgba(255,255,255,0.35)'; ctx.lineWidth = 1; ctx.stroke(path);
236
+
237
+ ctx.strokeStyle = 'rgba(255,255,255,0.15)'; ctx.lineWidth = 1;
238
+ ctx.beginPath(); ctx.moveTo(bbox.left, zeroY); ctx.lineTo(bbox.left + bbox.width, zeroY); ctx.stroke();
239
+
240
+ ctx.restore();
241
+ };
242
+ }
243
+
244
+ // ── Shared cursor config ──────────────────────────────────────────────
245
+ const cursorCfg = {
246
+ show: true,
247
+ x: true,
248
+ y: true,
249
+ points: { show: false },
250
+ drag: { x: false, y: false, setScale: false },
251
+ sync: { key: SYNC_KEY, setSeries: false, scales: ['x', null] },
252
+ focus: { prox: -1 },
253
+ };
254
+
255
+ // ── Shared weight chart opts ──────────────────────────────────────────
256
+ function makeWeightOpts(el, scaleKey, values, posColor, negColor, showXAxis) {
257
+ return {
258
+ width: el.offsetWidth,
259
+ height: el.offsetHeight,
260
+ padding: [4, 8, 0, 4],
261
+ select: { show: false },
262
+ legend: { show: false },
263
+ scales: {
264
+ x: { time: true },
265
+ [scaleKey]: { range: () => [-0.55, 0.55] }
266
+ },
267
+ series: [
268
+ { label: 'Time' },
269
+ { label: 'Weight', stroke: 'transparent', scale: scaleKey, points: { show: false } }
270
+ ],
271
+ axes: [
272
+ {
273
+ show: showXAxis,
274
+ stroke: '#30363d',
275
+ grid: { stroke: '#1c2128' },
276
+ ticks: { stroke: '#30363d', width: 1 },
277
+ size: 34,
278
+ font: '11px Segoe UI, sans-serif',
279
+ },
280
+ {
281
+ scale: scaleKey,
282
+ stroke: '#30363d',
283
+ grid: { stroke: '#1c2128', dash: [4, 4] },
284
+ ticks: { stroke: '#30363d', width: 1 },
285
+ size: Y_AXIS_SIZE,
286
+ font: '11px Segoe UI, sans-serif',
287
+ values: (u, v) => v.map(x => x != null ? (x >= 0 ? '+' : '') + x.toFixed(2) : ''),
288
+ splits: () => [-0.5, -0.25, 0, 0.25, 0.5],
289
+ }
290
+ ],
291
+ cursor: cursorCfg,
292
+ hooks: { draw: [makeWeightFillHook(values, scaleKey, posColor, negColor)] }
293
+ };
294
+ }
295
+
296
+ // ── Chart init ────────────────────────────────────────────────────────
297
+ function init() {
298
+ const priceEl = document.getElementById('price-panel');
299
+ const kalmanEl = document.getElementById('kalman-panel');
300
+ const amaEl = document.getElementById('ama-panel');
301
+
302
+ priceChart = new uPlot({
303
+ width: priceEl.offsetWidth,
304
+ height: priceEl.offsetHeight,
305
+ padding: [4, 8, 0, 4],
306
+ select: { show: false },
307
+ legend: { show: false },
308
+ scales: {
309
+ x: { time: true },
310
+ y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.9, max * 1.1] }
311
+ },
312
+ series: [
313
+ { label: 'Time' },
314
+ { label: 'Price', stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
315
+ { label: 'Tactical', stroke: '#ff7b72', width: 2.5, scale: 'y', points: { show: false } },
316
+ { label: 'Modal', stroke: '#d2a8ff', width: 2, dash: [8,4], scale: 'y', points: { show: false } }
317
+ ],
318
+ axes: [
319
+ {
320
+ show: false,
321
+ stroke: '#30363d',
322
+ grid: { stroke: '#1c2128' },
323
+ ticks: { stroke: '#30363d', width: 1 },
324
+ size: 34,
325
+ font: '11px Segoe UI, sans-serif',
326
+ },
327
+ {
328
+ scale: 'y',
329
+ stroke: '#30363d',
330
+ grid: { stroke: '#1c2128' },
331
+ ticks: { stroke: '#30363d', width: 1 },
332
+ size: Y_AXIS_SIZE,
333
+ font: '11px Segoe UI, sans-serif',
334
+ values: (u, v) => v.map(x => x != null ? x.toFixed(4) : ''),
335
+ }
336
+ ],
337
+ cursor: cursorCfg,
338
+ hooks: { draw: [makeTrendBgHook(), makeBeamHook()] }
339
+ }, [data.dates, data.prices, data.tacticalPrices, data.modalPrices], document.getElementById('main-chart'));
340
+
341
+ kalmanChart = new uPlot(
342
+ makeWeightOpts(kalmanEl, 'kw', data.kalmanWeights,
343
+ 'rgba(46,160,67,0.30)', 'rgba(248,81,73,0.30)', false),
344
+ [data.dates, data.kalmanWeights],
345
+ document.getElementById('kalman-chart')
346
+ );
347
+
348
+ amaChart = new uPlot(
349
+ makeWeightOpts(amaEl, 'aw', data.amaWeights,
350
+ 'rgba(240,160,0,0.30)', 'rgba(74,144,217,0.30)', true),
351
+ [data.dates, data.amaWeights],
352
+ document.getElementById('ama-chart')
353
+ );
354
+
355
+ charts = [priceChart, kalmanChart, amaChart];
356
+
357
+ // Wire mousemove on all chart plot areas to update legend
358
+ let leavePending = null;
359
+ charts.forEach(chart => {
360
+ chart.over.addEventListener('mousemove', () => {
361
+ if (leavePending !== null) { clearTimeout(leavePending); leavePending = null; }
362
+ const idx = chart.cursor.idx;
363
+ if (idx != null) updateLegend(idx);
364
+ });
365
+ chart.over.addEventListener('mouseleave', () => {
366
+ leavePending = setTimeout(() => {
367
+ leavePending = null;
368
+ updateLegend(lastLiveIdx);
369
+ }, 60);
370
+ });
371
+ // Show horizontal cursor line only on the actively hovered chart
372
+ chart.root.addEventListener('mouseenter', () => chart.root.classList.add('is-hovered'));
373
+ chart.root.addEventListener('mouseleave', () => chart.root.classList.remove('is-hovered'));
374
+ bindWheelZoom(chart);
375
+ bindPan(chart);
376
+ });
377
+ }
378
+
379
+ function sizeCharts() {
380
+ if (!priceChart || !kalmanChart || !amaChart) return;
381
+ [
382
+ [priceChart, 'price-panel'],
383
+ [kalmanChart, 'kalman-panel'],
384
+ [amaChart, 'ama-panel'],
385
+ ].forEach(([chart, id]) => {
386
+ const el = document.getElementById(id);
387
+ chart.setSize({ width: el.offsetWidth, height: el.offsetHeight });
388
+ });
389
+ }
390
+
391
+ window.addEventListener('resize', sizeCharts);
392
+ window.addEventListener('keydown', (e) => {
393
+ if ((e.ctrlKey || e.metaKey) && e.key === '0') syncXRange(xMin, xMax);
394
+ });
395
+
396
+ init();
397
+
398
+ // After layout settles: size charts correctly and seed legend with last real bar
399
+ requestAnimationFrame(() => {
400
+ sizeCharts();
401
+ updateLegend(lastLiveIdx);
402
+ });
403
+ </script>
404
+ </body>
405
+ </html>`;
406
+ }
407
+ module.exports = { generateHTML };
408
+ //# sourceMappingURL=kalman_chart_generator.js.map
package/dist/analysis/trend_detection/kalman_chart_generator.js.map ADDED
@@ -0,0 +1 @@
1
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package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts ADDED
@@ -0,0 +1,103 @@
1
+ /**
2
+ * Kalman Trend Analyzer
3
+ *
4
+ * Implements a Constant Velocity Kalman Filter to estimate price and velocity.
5
+ * Projects tangential "beams" (trajectories) forward in time.
6
+ *
7
+ * The Kalman filter is optimal for "State Estimation" in noisy environments
8
+ * (like crypto markets). It separates the "true" price and velocity from
9
+ * the high-frequency "noise" (wicks).
10
+ */
11
+ interface KalmanFilterOpts {
12
+ R?: number;
13
+ Q?: number;
14
+ dt?: number;
15
+ }
16
+ interface KalmanFilterState {
17
+ x: number;
18
+ v: number;
19
+ }
20
+ interface Beam {
21
+ originX: number;
22
+ originY: number;
23
+ velocity: number;
24
+ type: string;
25
+ }
26
+ interface KalmanTrendConfig {
27
+ rNoise?: number;
28
+ qTactical?: number;
29
+ qModal?: number;
30
+ qNoise?: number;
31
+ beamCount?: number;
32
+ dt?: number;
33
+ warmupBars?: number;
34
+ }
35
+ interface TrendAnalysis {
36
+ isReady: boolean;
37
+ price: number | null;
38
+ kalmanPrice: number;
39
+ modalPrice: number;
40
+ velocity: number;
41
+ velocityPct: number;
42
+ velocityRawPct: number;
43
+ velocityFilteredPct: number | null;
44
+ velocityFilteredRawPct: number | null;
45
+ displacementPct: number;
46
+ displacementRawPct: number;
47
+ signal: string;
48
+ trend: string;
49
+ confidence: number;
50
+ updateCount: number;
51
+ beams: Beam[];
52
+ projections: {
53
+ modal: number;
54
+ tactical: number;
55
+ };
56
+ }
57
+ declare class KalmanFilter {
58
+ R: number;
59
+ Q: number;
60
+ dt: number;
61
+ x: number;
62
+ v: number;
63
+ P00: number;
64
+ P01: number;
65
+ P10: number;
66
+ P11: number;
67
+ isInitialized: boolean;
68
+ constructor(opts?: KalmanFilterOpts);
69
+ update(z: number): KalmanFilterState;
70
+ }
71
+ declare class KalmanTrendAnalyzer {
72
+ config: KalmanTrendConfig;
73
+ tacticalKf: KalmanFilter;
74
+ modalKf: KalmanFilter;
75
+ beams: Beam[];
76
+ inflections: any[];
77
+ maxBeams: number;
78
+ warmupBars: number;
79
+ updateCount: number;
80
+ currPrice: number | null;
81
+ tactical: {
82
+ x: number;
83
+ v: number;
84
+ };
85
+ modal: {
86
+ x: number;
87
+ v: number;
88
+ };
89
+ velocityFilteredPct: number | null;
90
+ constructor(config?: KalmanTrendConfig);
91
+ /**
92
+ * Update with a new market price
93
+ */
94
+ update(price: number): TrendAnalysis;
95
+ getAnalysis(): TrendAnalysis;
96
+ reset(): void;
97
+ }
98
+ declare const _default: {
99
+ KalmanTrendAnalyzer: typeof KalmanTrendAnalyzer;
100
+ KalmanFilter: typeof KalmanFilter;
101
+ };
102
+ export = _default;
103
+ //# sourceMappingURL=kalman_trend_analyzer.d.ts.map
package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map ADDED
@@ -0,0 +1 @@
1
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