dexbot 1.1.10

package/dist/analysis/trend_detection/kalman_trend_analyzer.js

@@ -0,0 +1,229 @@
+'use strict';
+const { smoothKalmanVelocityPoint } = require('./kalman_velocity_smoothing');
+const { roundTo } = require('../../modules/utils/math_utils');
+class KalmanFilter {
+    R;
+    Q;
+    dt;
+    x;
+    v;
+    P00;
+    P01;
+    P10;
+    P11;
+    isInitialized;
+    constructor(opts = {}) {
+        this.R = opts.R ?? 0.05;
+        this.Q = opts.Q ?? 0.005;
+        this.dt = Number.isFinite(opts.dt) && opts.dt > 0 ? opts.dt : 1;
+        this.x = 0;
+        this.v = 0;
+        this.P00 = 1;
+        this.P01 = 0;
+        this.P10 = 0;
+        this.P11 = 1;
+        this.isInitialized = false;
+    }
+    update(z) {
+        if (!Number.isFinite(z)) {
+            return { x: this.x, v: this.v };
+        }
+        if (!this.isInitialized) {
+            this.x = z;
+            this.v = 0;
+            const scale = z * z;
+            this.P00 = scale * 100;
+            this.P01 = 0;
+            this.P10 = 0;
+            this.P11 = scale;
+            this.isInitialized = true;
+            return { x: this.x, v: this.v };
+        }
+        // 1. Predict (Time Update)
+        // x_new = x + v * dt
+        // v_new = v
+        const dt = this.dt;
+        const x_p = this.x + (this.v * dt);
+        const v_p = this.v;
+        // P_new = F * P * F' + Q_matrix
+        // F (Transition) = [[1, dt], [0, 1]]
+        // Q_matrix = [[dt^3/3*q, dt^2/2*q], [dt^2/2*q, dt*q]]
+        // This is a manual 2x2 matrix expansion for performance
+        const q00 = ((dt * dt * dt) / 3) * this.Q;
+        const q01 = ((dt * dt) / 2) * this.Q;
+        const q11 = dt * this.Q;
+        let p00 = this.P00 + (dt * this.P01) + (dt * this.P10) + (dt * dt * this.P11) + q00;
+        let p01 = this.P01 + (dt * this.P11) + q01;
+        let p10 = this.P10 + (dt * this.P11) + q01;
+        let p11 = this.P11 + q11;
+        // 2. Update (Measurement Update)
+        const y = z - x_p; // Innovation (error between measurement and prediction)
+        const s = p00 + this.R; // Innovation covariance
+        // Kalman Gain K = P * H' * S^-1
+        // H (Observation) = [[1, 0]]
+        const k0 = p00 / s;
+        const k1 = p10 / s;
+        // Corrected State
+        this.x = x_p + k0 * y;
+        this.v = v_p + k1 * y;
+        // Corrected Covariance using Joseph form:
+        // P = (I - K * H) * P * (I - K * H)' + K * R * K'
+        const ikh00 = 1 - k0;
+        const ikh01 = 0;
+        const ikh10 = -k1;
+        const ikh11 = 1;
+        const t00 = ikh00 * p00 + ikh01 * p10;
+        const t01 = ikh00 * p01 + ikh01 * p11;
+        const t10 = ikh10 * p00 + ikh11 * p10;
+        const t11 = ikh10 * p01 + ikh11 * p11;
+        this.P00 = t00 * ikh00 + t01 * ikh01 + k0 * this.R * k0;
+        this.P01 = t00 * ikh10 + t01 * ikh11 + k0 * this.R * k1;
+        this.P10 = t10 * ikh00 + t11 * ikh01 + k1 * this.R * k0;
+        this.P11 = t10 * ikh10 + t11 * ikh11 + k1 * this.R * k1;
+        return { x: this.x, v: this.v };
+    }
+}
+const MIN_PRICE_DENOMINATOR = 1e-10;
+function safePct(numerator, denominator) {
+    const pct = Math.abs(denominator) > MIN_PRICE_DENOMINATOR
+        ? (numerator / denominator) * 100
+        : 0;
+    return Number.isFinite(pct) ? pct : 0;
+}
+class KalmanTrendAnalyzer {
+    config;
+    tacticalKf;
+    modalKf;
+    beams;
+    inflections;
+    maxBeams;
+    warmupBars;
+    updateCount;
+    currPrice;
+    tactical;
+    modal;
+    velocityFilteredPct;
+    constructor(config = {}) {
+        this.config = { ...config };
+        const rNoise = config.rNoise ?? 0.05;
+        const qTactical = config.qTactical ?? config.qNoise ?? 0.01;
+        const qModal = config.qModal ?? config.qNoise ?? 0.0001;
+        const dt = Number.isFinite(config.dt) && config.dt > 0 ? config.dt : 1;
+        // Tactical Filter: For short-term heading and inflections
+        this.tacticalKf = new KalmanFilter({
+            R: rNoise,
+            Q: qTactical,
+            dt
+        });
+        // Modal Filter: For long-term equilibrium (The "Center of Gravity")
+        this.modalKf = new KalmanFilter({
+            R: rNoise,
+            Q: qModal,
+            dt
+        });
+        this.beams = [];
+        this.inflections = [];
+        this.maxBeams = config.beamCount ?? 100;
+        this.warmupBars = Number.isInteger(config.warmupBars) && config.warmupBars >= 0
+            ? config.warmupBars
+            : 20;
+        this.updateCount = 0;
+        this.currPrice = null;
+        this.tactical = { x: 0, v: 0 };
+        this.modal = { x: 0, v: 0 };
+        this.velocityFilteredPct = null;
+    }
+    /**
+     * Update with a new market price
+     */
+    update(price) {
+        if (!Number.isFinite(price) || price <= 0) {
+            throw new Error('price must be a positive finite number');
+        }
+        this.currPrice = price;
+        const prevTactical = { ...this.tactical };
+        this.tactical = this.tacticalKf.update(price);
+        this.modal = this.modalKf.update(price);
+        // Detect Inflections (Velocity Change)
+        // We look for significant changes in heading to spawn new beams
+        const velChange = Math.abs(this.tactical.v - prevTactical.v);
+        const isInflection = velChange > (price * 0.001); // 0.1% price movement in velocity
+        if (isInflection || this.updateCount % 20 === 0) {
+            this.beams.push({
+                originX: this.updateCount,
+                originY: this.tactical.x,
+                velocity: this.tactical.v,
+                type: this.tactical.v > 0 ? 'BULL' : 'BEAR'
+            });
+            if (this.beams.length > this.maxBeams)
+                this.beams.shift();
+        }
+        const displacementPct = safePct(this.currPrice - this.modal.x, this.modal.x);
+        const rawVelocityPct = safePct(this.tactical.v, this.modal.x);
+        // Keep the analyzer's filtered velocity on the same smoothing path that the
+        // research chart and live market adapter use at their default knob values.
+        const smoothingResult = smoothKalmanVelocityPoint(rawVelocityPct, displacementPct, this.velocityFilteredPct);
+        this.velocityFilteredPct = smoothingResult.smoothedVelocityPct;
+        this.updateCount++;
+        return this.getAnalysis();
+    }
+    getAnalysis() {
+        const displacement = this.currPrice - this.modal.x;
+        const displacementPct = safePct(displacement, this.modal.x);
+        const rawVelocityPct = safePct(this.tactical.v, this.modal.x);
+        // Signal Regime Logic
+        let signal = 'NEUTRAL';
+        if (displacementPct > 0.5 && this.tactical.v > 0)
+            signal = 'BULLISH_DISPLACEMENT';
+        if (displacementPct < -0.5 && this.tactical.v < 0)
+            signal = 'BEARISH_DISPLACEMENT';
+        if (Math.abs(displacementPct) < 0.2)
+            signal = 'EQUILIBRIUM';
+        let trend = 'FLAT';
+        if (this.tactical.v > 0)
+            trend = 'UP';
+        else if (this.tactical.v < 0)
+            trend = 'DOWN';
+        // Confidence rises with warmup progress and signal clarity (velocity magnitude)
+        const warmupRatio = Math.min(1, this.updateCount / (this.warmupBars || 1));
+        const confidence = Math.min(100, Math.round(warmupRatio * 60 + Math.min(40, Math.abs(rawVelocityPct) * 8)));
+        return {
+            isReady: this.updateCount > this.warmupBars,
+            price: this.currPrice,
+            kalmanPrice: roundTo(this.tactical.x, 1e8),
+            modalPrice: roundTo(this.modal.x, 1e8),
+            velocity: roundTo(this.tactical.v, 1e8),
+            velocityPct: roundTo(rawVelocityPct, 100),
+            velocityRawPct: rawVelocityPct,
+            velocityFilteredPct: this.velocityFilteredPct == null ? null : roundTo(this.velocityFilteredPct, 100),
+            velocityFilteredRawPct: this.velocityFilteredPct,
+            displacementPct: roundTo(displacementPct, 100),
+            displacementRawPct: displacementPct,
+            signal,
+            trend,
+            confidence,
+            updateCount: this.updateCount,
+            beams: this.beams,
+            projections: {
+                modal: this.modal.x + (this.modal.v * 50),
+                tactical: this.tactical.x + (this.tactical.v * 50)
+            }
+        };
+    }
+    reset() {
+        const rNoise = this.config.rNoise ?? 0.05;
+        const qTactical = this.config.qTactical ?? this.config.qNoise ?? 0.01;
+        const qModal = this.config.qModal ?? this.config.qNoise ?? 0.0001;
+        const dt = Number.isFinite(this.config.dt) && this.config.dt > 0 ? this.config.dt : 1;
+        this.tacticalKf = new KalmanFilter({ R: rNoise, Q: qTactical, dt });
+        this.modalKf = new KalmanFilter({ R: rNoise, Q: qModal, dt });
+        this.beams = [];
+        this.updateCount = 0;
+        this.currPrice = null;
+        this.tactical = { x: 0, v: 0 };
+        this.modal = { x: 0, v: 0 };
+        this.velocityFilteredPct = null;
+    }
+}
+module.exports = { KalmanTrendAnalyzer, KalmanFilter };
+//# sourceMappingURL=kalman_trend_analyzer.js.map

package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map

@@ -0,0 +1 @@
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package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts

@@ -0,0 +1,34 @@
+interface KalmanVelocityConfig {
+    kalmanSmoothPct?: number;
+    kalmanDispScaleMult?: number;
+    kalmanDispThresholdMult?: number;
+    kalmanSmoothSpanPct?: number;
+}
+interface KalmanHistoryPoint {
+    velocityPct?: number | null;
+    displacementPct?: number | null;
+}
+declare function resolveKalmanVelocitySmoothingConfig(config?: KalmanVelocityConfig): {
+    blend: number;
+    dispScale: any;
+    dispThreshold: any;
+    smoothingFloor: any;
+    smoothingBudget: any;
+    smoothingSpan: number;
+};
+declare function smoothKalmanVelocityPoint(rawVelocityPct: number | null | undefined, displacementPct: number | null | undefined, prevAdaptiveVelocity: number | null | undefined, config?: KalmanVelocityConfig): {
+    adaptiveVelocityPct: number;
+    smoothedVelocityPct: number;
+    trendConfidence: any;
+    smoothingAlpha: number;
+};
+declare function buildKalmanVelocitySeries(kalmanHistory: KalmanHistoryPoint[] | null | undefined, config?: KalmanVelocityConfig): any[];
+declare function computeAbsolutePercentileThreshold(series: any, clipPercentile: any, fallback?: number): any;
+declare const _default: {
+    buildKalmanVelocitySeries: typeof buildKalmanVelocitySeries;
+    computeAbsolutePercentileThreshold: typeof computeAbsolutePercentileThreshold;
+    resolveKalmanVelocitySmoothingConfig: typeof resolveKalmanVelocitySmoothingConfig;
+    smoothKalmanVelocityPoint: typeof smoothKalmanVelocityPoint;
+};
+export = _default;
+//# sourceMappingURL=kalman_velocity_smoothing.d.ts.map

package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"kalman_velocity_smoothing.d.ts","sourceRoot":"","sources":["../../../analysis/trend_detection/kalman_velocity_smoothing.ts"],"names":[],"mappings":"AAQA,UAAU,oBAAoB;IAC1B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,mBAAmB,CAAC,EAAE,MAAM,CAAC;CAChC;AAED,UAAU,kBAAkB;IACxB,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,eAAe,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CACnC;AAED,iBAAS,oCAAoC,CAAC,MAAM,GAAE,oBAAyB;;;;;;;EA8B9E;AAED,iBAAS,yBAAyB,CAAC,cAAc,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,eAAe,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,oBAAoB,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,MAAM,GAAE,oBAAyB;;;;;EA6B3M;AAED,iBAAS,yBAAyB,CAAC,aAAa,EAAE,kBAAkB,EAAE,GAAG,IAAI,GAAG,SAAS,EAAE,MAAM,GAAE,oBAAyB,SA+B3H;AAED,iBAAS,kCAAkC,CAAC,MAAM,KAAA,EAAE,cAAc,KAAA,EAAE,QAAQ,SAAW,OAetF;;;;;;;AAED,kBAKE"}

package/dist/analysis/trend_detection/kalman_velocity_smoothing.js

@@ -0,0 +1,89 @@
+'use strict';
+const { clamp } = require('../../modules/order/utils/math');
+const { MARKET_ADAPTER } = require('../../modules/constants');
+const KALMAN_SMOOTHING_BUDGET = MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTHING_BUDGET;
+const KALMAN_SMOOTHING_FLOOR = MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTHING_FLOOR;
+function resolveKalmanVelocitySmoothingConfig(config = {}) {
+    const blend = clamp(config.kalmanSmoothPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_PCT_DEFAULT, 0, 200) / 100;
+    const dispScale = clamp(config.kalmanDispScaleMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_SCALE_MULT_DEFAULT, 1.0, 3.0);
+    const dispThreshold = clamp(config.kalmanDispThresholdMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_THRESHOLD_MULT_DEFAULT, 0.25, 3.0);
+    const spanPct = clamp(config.kalmanSmoothSpanPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_SPAN_PCT_DEFAULT, 20, 200);
+    return {
+        blend,
+        dispScale,
+        dispThreshold,
+        smoothingFloor: KALMAN_SMOOTHING_FLOOR,
+        smoothingBudget: KALMAN_SMOOTHING_BUDGET,
+        smoothingSpan: KALMAN_SMOOTHING_BUDGET * spanPct / 100,
+    };
+}
+function smoothKalmanVelocityPoint(rawVelocityPct, displacementPct, prevAdaptiveVelocity, config = {}) {
+    if (rawVelocityPct == null || displacementPct == null) {
+        return {
+            adaptiveVelocityPct: null,
+            smoothedVelocityPct: null,
+            trendConfidence: null,
+            smoothingAlpha: null,
+        };
+    }
+    const resolved = resolveKalmanVelocitySmoothingConfig(config);
+    const trendConfidence = clamp(Math.abs(displacementPct) / (resolved.dispScale * resolved.dispThreshold), 0, 1);
+    const smoothingAlpha = Math.min(resolved.smoothingBudget, resolved.smoothingFloor + (resolved.smoothingSpan * trendConfidence));
+    const adaptiveVelocityPct = prevAdaptiveVelocity == null
+        ? rawVelocityPct
+        : (smoothingAlpha * rawVelocityPct) + ((1 - smoothingAlpha) * prevAdaptiveVelocity);
+    const smoothedVelocityPct = resolved.blend === 0
+        ? rawVelocityPct
+        : (rawVelocityPct + ((adaptiveVelocityPct - rawVelocityPct) * resolved.blend));
+    return {
+        adaptiveVelocityPct,
+        smoothedVelocityPct,
+        trendConfidence,
+        smoothingAlpha,
+    };
+}
+function buildKalmanVelocitySeries(kalmanHistory, config = {}) {
+    if (!Array.isArray(kalmanHistory) || kalmanHistory.length === 0)
+        return [];
+    const resolved = resolveKalmanVelocitySmoothingConfig(config);
+    if (resolved.blend === 0) {
+        const rawSeries = new Array(kalmanHistory.length).fill(null);
+        for (let i = 0; i < kalmanHistory.length; i++) {
+            const point = kalmanHistory[i];
+            const rawVelocityPct = point?.velocityPct ?? null;
+            const displacementPct = point?.displacementPct ?? null;
+            rawSeries[i] = rawVelocityPct == null || displacementPct == null ? null : rawVelocityPct;
+        }
+        return rawSeries;
+    }
+    const series = new Array(kalmanHistory.length).fill(null);
+    let prevAdaptiveVelocity = null;
+    for (let i = 0; i < kalmanHistory.length; i++) {
+        const point = kalmanHistory[i];
+        const result = smoothKalmanVelocityPoint(point?.velocityPct ?? null, point?.displacementPct ?? null, prevAdaptiveVelocity, config);
+        series[i] = result.smoothedVelocityPct;
+        prevAdaptiveVelocity = result.adaptiveVelocityPct;
+    }
+    return series;
+}
+function computeAbsolutePercentileThreshold(series, clipPercentile, fallback = Infinity) {
+    if (!(clipPercentile > 0))
+        return fallback;
+    const magnitudes = [];
+    for (const value of series || []) {
+        if (value != null && Number.isFinite(value))
+            magnitudes.push(Math.abs(value));
+    }
+    if (magnitudes.length === 0)
+        return fallback;
+    magnitudes.sort((a, b) => a - b);
+    const idx = Math.min(Math.floor((100 - clipPercentile) / 100 * magnitudes.length), magnitudes.length - 1);
+    return magnitudes[idx];
+}
+module.exports = {
+    buildKalmanVelocitySeries,
+    computeAbsolutePercentileThreshold,
+    resolveKalmanVelocitySmoothingConfig,
+    smoothKalmanVelocityPoint,
+};
+//# sourceMappingURL=kalman_velocity_smoothing.js.map

package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map

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package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts

@@ -0,0 +1,39 @@
+interface PermutationEntropyAnalysis {
+    isReady: boolean;
+    entropy: number;
+    normalizedEntropy: number;
+    regime: string;
+    regimeStrength: number;
+    updateCount: number;
+}
+declare class PermutationEntropyAnalyzer {
+    m: number;
+    delay: number;
+    window: number;
+    _bufSize: number;
+    _maxEntropy: number;
+    _prices: number[];
+    _updateCount: number;
+    entropy: number;
+    normalizedEntropy: number;
+    isReady: boolean;
+    /**
+     * @param {Object} config
+     * @param {number} config.m      - Embedding dimension (default 5; range 3–7)
+     * @param {number} config.delay  - Time delay between elements (default 1)
+     * @param {number} config.window - Rolling window of ordinal patterns (default 100)
+     */
+    constructor(config?: Record<string, number>);
+    /**
+     * Feed a new price and return analysis.
+     * @param {number} price
+     * @returns {Object} { isReady, entropy, normalizedEntropy, regime, regimeStrength, updateCount }
+     */
+    update(price: number): PermutationEntropyAnalysis;
+    getAnalysis(): PermutationEntropyAnalysis;
+}
+declare const _default: {
+    PermutationEntropyAnalyzer: typeof PermutationEntropyAnalyzer;
+};
+export = _default;
+//# sourceMappingURL=permutation_entropy_analyzer.d.ts.map

package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map

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package/dist/analysis/trend_detection/permutation_entropy_analyzer.js

@@ -0,0 +1,132 @@
+'use strict';
+const { MARKET_ADAPTER } = require('../../modules/constants');
+const { roundTo } = require('../../modules/utils/math_utils');
+/**
+ * Permutation Entropy Analyzer
+ *
+ * Measures market disorder by counting ordinal patterns in a rolling price window.
+ * For each position i, the ordinal pattern is the rank-order of the m consecutive
+ * values [price[i], price[i+delay], ..., price[i+(m-1)*delay]]. Shannon entropy
+ * over all observed patterns, normalized by log(m!), gives PE ∈ [0, 1].
+ *
+ * Normalized PE ≈ 0: price movement is highly ordered (strong structure; edge exists).
+ * Normalized PE ≈ 1: maximum disorder (noise; no reliable edge).
+ *
+ * Threshold guidance: PE < PE_NODES[0] = structured (signals trustworthy);
+ *                     PE > PE_NODES[2] = noise (suppress or gate signals).
+ *                     Thresholds are defined in MARKET_ADAPTER.PE_NODES in constants.ts.
+ *
+ * Default: m=5 (5!=120 patterns), window=100 bars.
+ */
+/**
+ * Compute the ordinal pattern key for m values starting at prices[start],
+ * stepping by `delay` positions.  Returns a string of digit-chars encoding
+ * the rank order (stable sort, ties broken by original index).
+ */
+function ordinalPattern(prices, start, m, delay) {
+    const vals = new Array(m);
+    for (let j = 0; j < m; j++)
+        vals[j] = { v: prices[start + j * delay], j };
+    vals.sort((a, b) => a.v !== b.v ? a.v - b.v : a.j - b.j);
+    let key = '';
+    for (let j = 0; j < m; j++)
+        key += vals[j].j;
+    return key;
+}
+class PermutationEntropyAnalyzer {
+    m;
+    delay;
+    window;
+    _bufSize;
+    _maxEntropy;
+    _prices;
+    _updateCount;
+    entropy;
+    normalizedEntropy;
+    isReady;
+    /**
+     * @param {Object} config
+     * @param {number} config.m      - Embedding dimension (default 5; range 3–7)
+     * @param {number} config.delay  - Time delay between elements (default 1)
+     * @param {number} config.window - Rolling window of ordinal patterns (default 100)
+     */
+    constructor(config = {}) {
+        this.m = config.m ?? 5;
+        this.delay = config.delay ?? 1;
+        this.window = config.window ?? 100;
+        // Buffer must hold `window` patterns; each pattern spans (m-1)*delay+1 prices.
+        this._bufSize = this.window + (this.m - 1) * this.delay;
+        let f = 1;
+        for (let i = 2; i <= this.m; i++)
+            f *= i;
+        this._maxEntropy = Math.log(f); // log(m!)
+        this._prices = [];
+        this._updateCount = 0;
+        this.entropy = 0;
+        this.normalizedEntropy = 0;
+        this.isReady = false;
+    }
+    /**
+     * Feed a new price and return analysis.
+     * @param {number} price
+     * @returns {Object} { isReady, entropy, normalizedEntropy, regime, regimeStrength, updateCount }
+     */
+    update(price) {
+        if (!Number.isFinite(price) || price <= 0) {
+            throw new Error('price must be a positive finite number');
+        }
+        this._prices.push(price);
+        if (this._prices.length > this._bufSize)
+            this._prices.shift();
+        this._updateCount++;
+        if (this._prices.length < this._bufSize) {
+            this.isReady = false;
+            return this.getAnalysis();
+        }
+        // Count ordinal patterns across the rolling window
+        const counts = new Map();
+        // this._prices.length === this._bufSize, numPatterns === this.window
+        const numPatterns = this._prices.length - (this.m - 1) * this.delay;
+        for (let i = 0; i < numPatterns; i++) {
+            const key = ordinalPattern(this._prices, i, this.m, this.delay);
+            counts.set(key, (counts.get(key) ?? 0) + 1);
+        }
+        // Shannon entropy: H = -Σ p_k * log(p_k)
+        let entropy = 0;
+        for (const count of counts.values()) {
+            const p = count / numPatterns;
+            entropy -= p * Math.log(p);
+        }
+        this.entropy = entropy;
+        this.normalizedEntropy = this._maxEntropy > 0 ? entropy / this._maxEntropy : 0;
+        this.isReady = true;
+        return this.getAnalysis();
+    }
+    getAnalysis() {
+        const ne = this.normalizedEntropy;
+        const [PE_LOW, , PE_HIGH] = MARKET_ADAPTER.PE_NODES;
+        let regime, regimeStrength;
+        if (ne < PE_LOW) {
+            regime = 'STRUCTURED';
+            regimeStrength = Math.min(1, (PE_LOW - ne) / PE_LOW);
+        }
+        else if (ne > PE_HIGH) {
+            regime = 'NOISE';
+            regimeStrength = Math.min(1, (ne - PE_HIGH) / (1 - PE_HIGH));
+        }
+        else {
+            regime = 'MIXED';
+            regimeStrength = 0;
+        }
+        return {
+            isReady: this.isReady,
+            entropy: roundTo(this.entropy, 10000),
+            normalizedEntropy: roundTo(this.normalizedEntropy, 10000),
+            regime,
+            regimeStrength: roundTo(regimeStrength, 100),
+            updateCount: this._updateCount,
+        };
+    }
+}
+module.exports = { PermutationEntropyAnalyzer };
+//# sourceMappingURL=permutation_entropy_analyzer.js.map

package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map

@@ -0,0 +1 @@
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package/dist/analysis/trend_detection/regime_chart_generator.d.ts

@@ -0,0 +1,6 @@
+declare function generateRegimeHTML(data: any, title?: string): string;
+declare const _default: {
+    generateRegimeHTML: typeof generateRegimeHTML;
+};
+export = _default;
+//# sourceMappingURL=regime_chart_generator.d.ts.map

package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"regime_chart_generator.d.ts","sourceRoot":"","sources":["../../../analysis/trend_detection/regime_chart_generator.ts"],"names":[],"mappings":"AA8BA,iBAAS,kBAAkB,CAAC,IAAI,KAAA,EAAE,KAAK,SAAoB,UA+T1D;;;;AAED,kBAAgC"}