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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  620. package/dist/modules/order/manager.d.ts.map +1 -0
  621. package/dist/modules/order/manager.js +1605 -0
  622. package/dist/modules/order/manager.js.map +1 -0
  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
  625. package/dist/modules/order/processed_fill_store.js +288 -0
  626. package/dist/modules/order/processed_fill_store.js.map +1 -0
  627. package/dist/modules/order/runner.d.ts +70 -0
  628. package/dist/modules/order/runner.d.ts.map +1 -0
  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
  632. package/dist/modules/order/strategy.d.ts.map +1 -0
  633. package/dist/modules/order/strategy.js +398 -0
  634. package/dist/modules/order/strategy.js.map +1 -0
  635. package/dist/modules/order/sync_engine.d.ts +386 -0
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  637. package/dist/modules/order/sync_engine.js +1459 -0
  638. package/dist/modules/order/sync_engine.js.map +1 -0
  639. package/dist/modules/order/utils/math.d.ts +677 -0
  640. package/dist/modules/order/utils/math.d.ts.map +1 -0
  641. package/dist/modules/order/utils/math.js +1172 -0
  642. package/dist/modules/order/utils/math.js.map +1 -0
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  645. package/dist/modules/order/utils/order.js +1145 -0
  646. package/dist/modules/order/utils/order.js.map +1 -0
  647. package/dist/modules/order/utils/system.d.ts +268 -0
  648. package/dist/modules/order/utils/system.d.ts.map +1 -0
  649. package/dist/modules/order/utils/system.js +1261 -0
  650. package/dist/modules/order/utils/system.js.map +1 -0
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  806. package/scripts/postinstall.js +9 -0
  807. package/scripts/reset-settings.sh +118 -0
package/dist/analysis/trend_detection/regime_chart_generator.js ADDED
@@ -0,0 +1,345 @@
1
+ 'use strict';
2
+ const { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } = require('../chart_utils');
3
+ /**
4
+ * Build background-shading segments for a value array.
5
+ * greenFn/redFn return true when the value falls in that zone.
6
+ * Returns an array of { from, to, color } objects (null-color segments omitted).
7
+ */
8
+ function buildSegments(values, greenFn, redFn) {
9
+ const segments = [];
10
+ let start = 0, color = null;
11
+ for (let i = 0; i < values.length; i++) {
12
+ const v = values[i];
13
+ let next = null;
14
+ if (v != null) {
15
+ if (greenFn(v))
16
+ next = 'rgba(46,160,67,0.13)';
17
+ else if (redFn(v))
18
+ next = 'rgba(248,81,73,0.13)';
19
+ }
20
+ if (next !== color) {
21
+ if (color !== null)
22
+ segments.push({ from: start, to: i - 1, color });
23
+ color = next;
24
+ start = i;
25
+ }
26
+ }
27
+ if (color !== null)
28
+ segments.push({ from: start, to: values.length - 1, color });
29
+ return segments;
30
+ }
31
+ function generateRegimeHTML(data, title = 'Regime Analysis') {
32
+ const results = data.allResults || [];
33
+ if (results.length === 0)
34
+ throw new Error('No analysis results in input');
35
+ const hurstConfig = data.hurstConfig || {};
36
+ const peConfig = data.peConfig || {};
37
+ const interval = results.length > 1
38
+ ? (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000
39
+ : 3600;
40
+ const dates = results.map((r, i) => toEpochSeconds(r.timestamp, i));
41
+ const prices = results.map((r) => r.price);
42
+ const ama3Prices = results.map((r) => r.ama3Price ?? null);
43
+ const hurstArr = results.map((r) => r.hurstReady ? r.hurst : null);
44
+ const peArr = results.map((r) => r.peReady ? r.normalizedEntropy : null);
45
+ const realBarCount = results.length;
46
+ // Extend arrays with null padding so the last real bar is not glued to chart right edge
47
+ const lastDate = dates[dates.length - 1];
48
+ for (let i = 1; i <= 80; i++) {
49
+ dates.push(lastDate + i * interval);
50
+ prices.push(null);
51
+ ama3Prices.push(null);
52
+ hurstArr.push(null);
53
+ peArr.push(null);
54
+ }
55
+ // Background shading segments (server-side, passed to browser via JSON payload)
56
+ const hurstSegments = buildSegments(hurstArr.slice(0, realBarCount), v => v > 0.55, v => v < 0.45);
57
+ const peSegments = buildSegments(peArr.slice(0, realBarCount), v => v < 0.60, v => v > 0.85);
58
+ const payload = {
59
+ dates, prices, ama3Prices, hurstArr, peArr,
60
+ hurstSegments, peSegments,
61
+ realBarCount,
62
+ hurstWindow: hurstConfig.window ?? 128,
63
+ peM: peConfig.m ?? 5,
64
+ peWindow: peConfig.window ?? 100,
65
+ };
66
+ return `<!DOCTYPE html>
67
+ <html lang="en">
68
+ <head>
69
+ <meta charset="UTF-8">
70
+ <title>${escapeHtml(title)}</title>
71
+ <link rel="stylesheet" href="../uplot/uPlot.min.css">
72
+ <script src="../uplot/uPlot.iife.min.js"></script>
73
+ <style>
74
+ * { box-sizing: border-box; }
75
+ body { background: #0b0e14; color: #e6edf3; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 0; overflow: hidden; }
76
+ #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; }
77
+ #panels { display: flex; flex-direction: column; height: calc(100vh - 45px); width: 100vw; }
78
+ #price-panel { flex: 0 0 34%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
79
+ #hurst-panel { flex: 0 0 28%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
80
+ #pe-panel { flex: 1 1 0; min-height: 0; position: relative; }
81
+ .uplot { background: #0b0e14; }
82
+ .legend { position: absolute; top: 8px; left: 12px; font-size: 11px; pointer-events: none; z-index: 10; display: flex; gap: 14px; color: #adbac7; white-space: nowrap; align-items: center; }
83
+ .legend-item { display: flex; align-items: center; gap: 5px; }
84
+ .dot { width: 10px; height: 10px; border-radius: 2px; flex-shrink: 0; }
85
+ .u-cursor-x { border-left: 1px dashed rgba(255,255,255,0.3) !important; }
86
+ .u-cursor-y { border-top: 1px dashed rgba(255,255,255,0.3) !important; display: none; }
87
+ .is-hovered .u-cursor-y { display: block; }
88
+ .section-label { position: absolute; top: 8px; right: 12px; font-size: 9px; color: #30363d; text-transform: uppercase; letter-spacing: 1px; z-index: 10; pointer-events: none; }
89
+ .badge { display: inline-block; padding: 1px 7px; border-radius: 3px; font-size: 10px; font-weight: bold; }
90
+ .badge-green { background: rgba(46,160,67,0.25); color: #3fb950; }
91
+ .badge-red { background: rgba(248,81,73,0.25); color: #ff7b72; }
92
+ .badge-grey { background: rgba(110,118,129,0.2); color: #adbac7; }
93
+ </style>
94
+ </head>
95
+ <body>
96
+ <div id="header">
97
+ <div style="font-weight:bold;color:#fff;">${escapeHtml(title)}</div>
98
+ <div style="display:flex;align-items:center;gap:16px;">
99
+ <span style="font-size:10px;color:#8b949e;font-family:monospace;">
100
+ Hurst: window=${escapeHtml(String(hurstConfig.window ?? 128))}&thinsp;bars &middot; scales=[${escapeHtml((hurstConfig.scales ?? [8, 16, 32, 64]).join(','))}]
101
+ &nbsp;&nbsp;|&nbsp;&nbsp;
102
+ PE: m=${escapeHtml(String(peConfig.m ?? 5))} &middot; window=${escapeHtml(String(peConfig.window ?? 100))}&thinsp;bars
103
+ </span>
104
+ <span style="font-size:11px;color:#adbac7;text-transform:uppercase;">
105
+ H&gt;0.55=trend &middot; H&lt;0.45=revert &middot; PE&lt;0.60=structured &middot; PE&gt;0.85=noise
106
+ &nbsp;&nbsp;|&nbsp;&nbsp; Scroll &middot; Drag &middot; Ctrl+0
107
+ </span>
108
+ </div>
109
+ </div>
110
+
111
+ <div id="panels">
112
+ <div id="price-panel">
113
+ <div class="section-label">PRICE (LOG)</div>
114
+ <div class="legend">
115
+ <div class="legend-item" style="color:#555;"><span id="l-date">-</span></div>
116
+ <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price" style="font-weight:bold;color:#58a6ff;">-</span></div>
117
+ <div class="legend-item"><div class="dot" style="background:#e3b341;"></div>AMA3: <span id="l-ama3" style="color:#e3b341;">-</span></div>
118
+ </div>
119
+ <div id="price-chart"></div>
120
+ </div>
121
+ <div id="hurst-panel">
122
+ <div class="section-label">HURST EXPONENT</div>
123
+ <div class="legend">
124
+ <div class="legend-item"><div class="dot" style="background:#4dc3ff;"></div>H: <span id="l-hurst" style="font-weight:bold;color:#4dc3ff;">-</span></div>
125
+ <div class="legend-item">Regime: <span id="l-hurst-regime" style="font-weight:bold;">-</span></div>
126
+ <div class="legend-item" style="color:#555;font-size:10px;">window=${escapeHtml(String(hurstConfig.window ?? 128))} bars</div>
127
+ </div>
128
+ <div id="hurst-chart"></div>
129
+ </div>
130
+ <div id="pe-panel">
131
+ <div class="section-label">PERMUTATION ENTROPY (NORM.)</div>
132
+ <div class="legend">
133
+ <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>PE: <span id="l-pe" style="font-weight:bold;color:#d2a8ff;">-</span></div>
134
+ <div class="legend-item">Regime: <span id="l-pe-regime" style="font-weight:bold;">-</span></div>
135
+ <div class="legend-item" style="color:#555;font-size:10px;">m=${escapeHtml(String(peConfig.m ?? 5))}, window=${escapeHtml(String(peConfig.window ?? 100))} bars</div>
136
+ </div>
137
+ <div id="pe-chart"></div>
138
+ </div>
139
+ </div>
140
+
141
+ <script id="payload" type="application/json">${serializeJsonForScript(payload)}</script>
142
+
143
+ <script>
144
+ (function () {
145
+ const data = JSON.parse(document.getElementById('payload').textContent);
146
+ const SYNC_KEY = 'regime-v1';
147
+ const Y_AXIS_SIZE = 58;
148
+ const X_AXIS_CFG = { show: false, stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' };
149
+ const cursorCfg = { sync: { key: SYNC_KEY, setSeries: false, scales: ['x', null] }, drag: { x: false, y: false, setScale: false }, focus: { prox: -1 }, show: true, x: true, y: true, points: { show: false } };
150
+
151
+ // ── helpers ──────────────────────────────────────────────────────────
152
+ function fmtPrice(v) {
153
+ if (v == null) return '-';
154
+ return v < 0.01 ? v.toPrecision(4) : v < 100 ? v.toFixed(4) : v.toFixed(2);
155
+ }
156
+ function fmtH(v) { return v == null ? '-' : v.toFixed(3); }
157
+ function fmtPE(v) { return v == null ? '-' : v.toFixed(3); }
158
+ function fmtDate(ts) {
159
+ if (ts == null) return '-';
160
+ const d = new Date(ts * 1000);
161
+ return d.toLocaleDateString('en-GB', { day: '2-digit', month: 'short', year: '2-digit' })
162
+ + ' ' + d.toLocaleTimeString('en-GB', { hour: '2-digit', minute: '2-digit' });
163
+ }
164
+
165
+ function hurstRegimeLabel(v) {
166
+ if (v == null) return '<span class="badge badge-grey">-</span>';
167
+ if (v > 0.55) return '<span class="badge badge-green">TRENDING</span>';
168
+ if (v < 0.45) return '<span class="badge badge-red">MEAN REV</span>';
169
+ return '<span class="badge badge-grey">RANDOM</span>';
170
+ }
171
+ function peRegimeLabel(v) {
172
+ if (v == null) return '<span class="badge badge-grey">-</span>';
173
+ if (v < 0.60) return '<span class="badge badge-green">STRUCTURED</span>';
174
+ if (v > 0.85) return '<span class="badge badge-red">NOISE</span>';
175
+ return '<span class="badge badge-grey">MIXED</span>';
176
+ }
177
+
178
+ // ── background-shading + reference-lines draw hook ───────────────────
179
+ // Uses valToPos(..., true) = CSS pixels, matching how u.bbox works in draw hooks.
180
+ function makeBgHook(segments, refLines, yScaleKey) {
181
+ return (u) => {
182
+ const { ctx, bbox } = u;
183
+ ctx.save();
184
+ ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
185
+
186
+ for (const seg of segments) {
187
+ if (!seg.color) continue;
188
+ const x0 = u.valToPos(data.dates[seg.from], 'x', true);
189
+ const toIdx = Math.min(seg.to + 1, data.dates.length - 1);
190
+ const x1 = u.valToPos(data.dates[toIdx], 'x', true);
191
+ ctx.fillStyle = seg.color;
192
+ ctx.fillRect(x0, bbox.top, x1 - x0, bbox.height);
193
+ }
194
+
195
+ for (const rl of refLines) {
196
+ const yPos = u.valToPos(rl.y, yScaleKey, true);
197
+ ctx.strokeStyle = rl.color;
198
+ ctx.lineWidth = 1;
199
+ ctx.setLineDash([4, 4]);
200
+ ctx.beginPath();
201
+ ctx.moveTo(bbox.left, yPos);
202
+ ctx.lineTo(bbox.left + bbox.width, yPos);
203
+ ctx.stroke();
204
+ ctx.setLineDash([]);
205
+ }
206
+
207
+ ctx.restore();
208
+ };
209
+ }
210
+
211
+ function yAxis(scaleKey) {
212
+ return { side: 1, scale: scaleKey, stroke: '#545d68', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif' };
213
+ }
214
+
215
+ // ── x-range sync (shared across all panels) ─────────────────────────
216
+ const xMin = data.dates[0];
217
+ const xMax = data.dates[data.dates.length - 1];
218
+ let pendingRange = null, pendingRangeRaf = 0;
219
+ let priceChart, hurstChart, peChart;
220
+ let charts;
221
+
222
+ ${UPLOT_SHARED_SCRIPT}
223
+
224
+ // ── chart instances ──────────────────────────────────────────────────
225
+
226
+ const hurstRefLines = [
227
+ { y: 0.55, color: 'rgba(46,160,67,0.5)' },
228
+ { y: 0.50, color: 'rgba(110,118,129,0.3)' },
229
+ { y: 0.45, color: 'rgba(248,81,73,0.5)' },
230
+ ];
231
+ const peRefLines = [
232
+ { y: 0.85, color: 'rgba(248,81,73,0.5)' },
233
+ { y: 0.60, color: 'rgba(46,160,67,0.5)' },
234
+ ];
235
+
236
+ const hurstBgFn = makeBgHook(data.hurstSegments, hurstRefLines, 'h');
237
+ const peBgFn = makeBgHook(data.peSegments, peRefLines, 'p');
238
+
239
+ function init() {
240
+ const priceEl = document.getElementById('price-panel');
241
+ const hurstEl = document.getElementById('hurst-panel');
242
+ const peEl = document.getElementById('pe-panel');
243
+
244
+ priceChart = new uPlot({
245
+ width: priceEl.offsetWidth, height: priceEl.offsetHeight,
246
+ padding: [4, 4, 2, 4], select: { show: false }, legend: { show: false },
247
+ scales: { x: { time: true }, y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.95, max * 1.05] } },
248
+ series: [
249
+ { label: 'Time' },
250
+ { label: 'Price', stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
251
+ { label: 'AMA3', stroke: '#e3b341', width: 1, scale: 'y', points: { show: false } },
252
+ ],
253
+ axes: [
254
+ X_AXIS_CFG,
255
+ { ...yAxis('y'), values: (u, v) => v.map(x => x != null ? fmtPrice(x) : '') },
256
+ ],
257
+ cursor: cursorCfg,
258
+ hooks: { draw: [(u) => { updateLegend(u.cursor.idx); }] },
259
+ }, [data.dates, data.prices, data.ama3Prices], document.getElementById('price-chart'));
260
+
261
+ hurstChart = new uPlot({
262
+ width: hurstEl.offsetWidth, height: hurstEl.offsetHeight,
263
+ padding: [4, 4, 2, 4], select: { show: false }, legend: { show: false },
264
+ scales: { x: { time: true }, h: { auto: true } },
265
+ series: [
266
+ { label: 'Time' },
267
+ { label: 'Hurst', stroke: '#4dc3ff', width: 1.5, scale: 'h', points: { show: false } },
268
+ ],
269
+ axes: [
270
+ X_AXIS_CFG,
271
+ { ...yAxis('h'), values: (u, v) => v.map(x => x != null ? x.toFixed(2) : '') },
272
+ ],
273
+ cursor: cursorCfg,
274
+ hooks: { draw: [hurstBgFn] },
275
+ }, [data.dates, data.hurstArr], document.getElementById('hurst-chart'));
276
+
277
+ peChart = new uPlot({
278
+ width: peEl.offsetWidth, height: peEl.offsetHeight,
279
+ padding: [4, 4, 4, 4], select: { show: false }, legend: { show: false },
280
+ scales: { x: { time: true }, p: { range: [0, 1] } },
281
+ series: [
282
+ { label: 'Time' },
283
+ { label: 'PE', stroke: '#d2a8ff', width: 1.5, scale: 'p', points: { show: false } },
284
+ ],
285
+ axes: [
286
+ { ...X_AXIS_CFG, show: true },
287
+ { ...yAxis('p'), values: (u, v) => v.map(x => x != null ? x.toFixed(2) : '') },
288
+ ],
289
+ cursor: cursorCfg,
290
+ hooks: { draw: [peBgFn] },
291
+ }, [data.dates, data.peArr], document.getElementById('pe-chart'));
292
+
293
+ charts = [priceChart, hurstChart, peChart];
294
+ let leavePending = null;
295
+ charts.forEach(chart => {
296
+ chart.over.addEventListener('mousemove', () => {
297
+ if (leavePending !== null) { clearTimeout(leavePending); leavePending = null; }
298
+ updateLegend(chart.cursor.idx);
299
+ });
300
+ chart.over.addEventListener('mouseleave', () => {
301
+ leavePending = setTimeout(() => { leavePending = null; updateLegend(null); }, 60);
302
+ });
303
+ chart.root.addEventListener('mouseenter', () => chart.root.classList.add('is-hovered'));
304
+ chart.root.addEventListener('mouseleave', () => chart.root.classList.remove('is-hovered'));
305
+ bindWheelZoom(chart);
306
+ bindPan(chart);
307
+ });
308
+ }
309
+
310
+ // ── cursor legend update ─────────────────────────────────────────────
311
+ function updateLegend(idx) {
312
+ if (idx == null || idx >= data.realBarCount) return;
313
+ document.getElementById('l-date').textContent = fmtDate(data.dates[idx]);
314
+ document.getElementById('l-price').textContent = fmtPrice(data.prices[idx]);
315
+ document.getElementById('l-ama3').textContent = fmtPrice(data.ama3Prices[idx]);
316
+ document.getElementById('l-hurst').textContent = fmtH(data.hurstArr[idx]);
317
+ document.getElementById('l-pe').textContent = fmtPE(data.peArr[idx]);
318
+ document.getElementById('l-hurst-regime').innerHTML = hurstRegimeLabel(data.hurstArr[idx]);
319
+ document.getElementById('l-pe-regime').innerHTML = peRegimeLabel(data.peArr[idx]);
320
+ }
321
+
322
+ // ── resize ───────────────────────────────────────────────────────────
323
+ function sizeCharts() {
324
+ if (!priceChart || !hurstChart || !peChart) return;
325
+ [[priceChart, 'price-panel'], [hurstChart, 'hurst-panel'], [peChart, 'pe-panel']].forEach(([chart, id]) => {
326
+ const el = document.getElementById(id);
327
+ chart.setSize({ width: el.offsetWidth, height: el.offsetHeight });
328
+ });
329
+ }
330
+
331
+ window.addEventListener('resize', sizeCharts);
332
+ window.addEventListener('keydown', (e) => {
333
+ if ((e.ctrlKey || e.metaKey) && e.key === '0') syncXRange(xMin, xMax);
334
+ });
335
+
336
+ init();
337
+ requestAnimationFrame(() => requestAnimationFrame(() => sizeCharts()));
338
+
339
+ })();
340
+ </script>
341
+ </body>
342
+ </html>`;
343
+ }
344
+ module.exports = { generateRegimeHTML };
345
+ //# sourceMappingURL=regime_chart_generator.js.map
package/dist/analysis/trend_detection/regime_chart_generator.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"regime_chart_generator.js","sourceRoot":"","sources":["../../../analysis/trend_detection/regime_chart_generator.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;AAEb,MAAM,EAAE,UAAU,EAAE,sBAAsB,EAAE,cAAc,EAAE,mBAAmB,EAAE,GAAG,OAAO,CAAC,gBAAgB,CAAC,CAAC;AAE9G;;;;GAIG;AACH,SAAS,aAAa,CAAC,MAAM,EAAE,OAAO,EAAE,KAAK;IACzC,MAAM,QAAQ,GAAG,EAAE,CAAC;IACpB,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,IAAI,CAAC;IAE5B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACrC,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;QACpB,IAAI,IAAI,GAAG,IAAI,CAAC;QAChB,IAAI,CAAC,IAAI,IAAI,EAAE,CAAC;YACZ,IAAI,OAAO,CAAC,CAAC,CAAC;gBAAM,IAAI,GAAG,sBAAsB,CAAC;iBAC7C,IAAI,KAAK,CAAC,CAAC,CAAC;gBAAG,IAAI,GAAG,sBAAsB,CAAC;QACtD,CAAC;QACD,IAAI,IAAI,KAAK,KAAK,EAAE,CAAC;YACjB,IAAI,KAAK,KAAK,IAAI;gBAAE,QAAQ,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE,EAAE,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,CAAC,CAAC;YACrE,KAAK,GAAG,IAAI,CAAC;YACb,KAAK,GAAG,CAAC,CAAC;QACd,CAAC;IACL,CAAC;IACD,IAAI,KAAK,KAAK,IAAI;QAAE,QAAQ,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,CAAC,MAAM,GAAG,CAAC,EAAE,KAAK,EAAE,CAAC,CAAC;IACjF,OAAO,QAAQ,CAAC;AACpB,CAAC;AAED,SAAS,kBAAkB,CAAC,IAAI,EAAE,KAAK,GAAG,iBAAiB;IACvD,MAAM,OAAO,GAAG,IAAI,CAAC,UAAU,IAAI,EAAE,CAAC;IACtC,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,8BAA8B,CAAC,CAAC;IAE1E,MAAM,WAAW,GAAG,IAAI,CAAC,WAAW,IAAI,EAAE,CAAC;IAC3C,MAAM,QAAQ,GAAM,IAAI,CAAC,QAAQ,IAAO,EAAE,CAAC;IAE3C,MAAM,QAAQ,GAAG,OAAO,CAAC,MAAM,GAAG,CAAC;QAC/B,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,EAAE,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,EAAE,CAAC,GAAG,IAAI;QAC9F,CAAC,CAAC,IAAI,CAAC;IAEX,MAAM,KAAK,GAAQ,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,cAAc,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC,CAAC;IACzE,MAAM,MAAM,GAAO,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAK,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;IAClD,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAK,EAAE,CAAC,CAAC,CAAC,SAAS,IAAI,IAAI,CAAC,CAAC;IAC9D,MAAM,QAAQ,GAAK,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAK,EAAE,CAAC,CAAC,CAAC,UAAU,CAAE,CAAC,CAAC,CAAC,CAAC,KAAK,CAAa,CAAC,CAAC,IAAI,CAAC,CAAC;IACrF,MAAM,KAAK,GAAQ,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAK,EAAE,CAAC,CAAC,CAAC,OAAO,CAAK,CAAC,CAAC,CAAC,CAAC,iBAAiB,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IAErF,MAAM,YAAY,GAAG,OAAO,CAAC,MAAM,CAAC;IAEpC,wFAAwF;IACxF,MAAM,QAAQ,GAAG,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACzC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,KAAK,CAAC,IAAI,CAAC,QAAQ,GAAG,CAAC,GAAG,QAAQ,CAAC,CAAC;QACpC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QAClB,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACtB,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACpB,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACrB,CAAC;IAED,gFAAgF;IAChF,MAAM,aAAa,GAAG,aAAa,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,EAAE,YAAY,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC;IACnG,MAAM,UAAU,GAAM,aAAa,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE,YAAY,CAAC,EAAK,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC;IAEnG,MAAM,OAAO,GAAG;QACZ,KAAK,EAAE,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,KAAK;QAC1C,aAAa,EAAE,UAAU;QACzB,YAAY;QACZ,WAAW,EAAE,WAAW,CAAC,MAAM,IAAI,GAAG;QACtC,GAAG,EAAU,QAAQ,CAAC,CAAC,IAAY,CAAC;QACpC,QAAQ,EAAK,QAAQ,CAAC,MAAM,IAAO,GAAG;KACzC,CAAC;IAEF,OAAO;;;;aAIE,UAAU,CAAC,KAAK,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;oDA2BsB,UAAU,CAAC,KAAK,CAAC;;;gCAGrC,UAAU,CAAC,MAAM,CAAC,WAAW,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC,iCAAiC,UAAU,CAAC,CAAC,WAAW,CAAC,MAAM,IAAI,CAAC,CAAC,EAAC,EAAE,EAAC,EAAE,EAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;;wBAEhJ,UAAU,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,oBAAoB,UAAU,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;;;;;;;;;;;;;;;;;;;;;;;;qFAwBpC,UAAU,CAAC,MAAM,CAAC,WAAW,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;;;;;;;;;gFASlD,UAAU,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,YAAY,UAAU,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;;;;;;mDAMtH,sBAAsB,CAAC,OAAO,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;UAiFxE,mBAAmB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAwHrB,CAAC;AACT,CAAC;AAED,iBAAS,EAAE,kBAAkB,EAAE,CAAC"}
package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts ADDED
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=test_kalman_trend.d.ts.map
package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"test_kalman_trend.d.ts","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_trend.ts"],"names":[],"mappings":""}
package/dist/analysis/trend_detection/tests/test_kalman_trend.js ADDED
@@ -0,0 +1,130 @@
1
+ 'use strict';
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const assert = require('assert');
4
+ const { KalmanTrendAnalyzer, KalmanFilter } = require('../kalman_trend_analyzer');
5
+ /**
6
+ * Test Suite for Kalman Trend Detection
7
+ */
8
+ async function runTests() {
9
+ console.log('Running Kalman Trend Analyzer tests...');
10
+ testFilterInitialization();
11
+ testConstantTrendConvergence();
12
+ testNoiseFiltering();
13
+ testTrajectoryProjection();
14
+ testTrendDetectionSign();
15
+ testResetPreservesFilterConfig();
16
+ testFilterRejectsInvalidMeasurements();
17
+ testInitialCovarianceScalesWithPrice();
18
+ testNearZeroModalPriceDoesNotExplodePercentages();
19
+ console.log('All Kalman tests passed!');
20
+ }
21
+ function testFilterInitialization() {
22
+ console.log(' - Testing initialization');
23
+ const kf = new KalmanFilter();
24
+ const state = kf.update(100);
25
+ assert.strictEqual(state.x, 100);
26
+ assert.strictEqual(state.v, 0);
27
+ }
28
+ function testConstantTrendConvergence() {
29
+ console.log(' - Testing constant trend convergence');
30
+ const analyzer = new KalmanTrendAnalyzer({ rNoise: 0.01, qNoise: 0.01 });
31
+ // Simulate price moving from 100 to 200 in 100 steps (velocity = 1.0)
32
+ let price = 100;
33
+ let lastAnalysis;
34
+ for (let i = 0; i < 100; i++) {
35
+ price += 1.0;
36
+ lastAnalysis = analyzer.update(price);
37
+ }
38
+ // Velocity should be very close to 1.0
39
+ assert.ok(Math.abs(lastAnalysis.velocity - 1.0) < 0.05, `Velocity ${lastAnalysis.velocity} should be near 1.0`);
40
+ assert.strictEqual(lastAnalysis.trend, 'UP');
41
+ }
42
+ function testNoiseFiltering() {
43
+ console.log(' - Testing noise filtering (wicks)');
44
+ const analyzer = new KalmanTrendAnalyzer({ rNoise: 10.0, qNoise: 0.01 }); // High R = ignore noise
45
+ let price = 100;
46
+ // 50 steps of steady price
47
+ for (let i = 0; i < 50; i++)
48
+ analyzer.update(100);
49
+ // One big "wick" to 150
50
+ const noisyAnalysis = analyzer.update(150);
51
+ // Kalman price should NOT jump to 150 immediately due to high R
52
+ assert.ok(noisyAnalysis.kalmanPrice < 115, `Kalman price ${noisyAnalysis.kalmanPrice} should stay low despite noise`);
53
+ }
54
+ function testTrajectoryProjection() {
55
+ console.log(' - Testing trajectory projection (beams)');
56
+ const analyzer = new KalmanTrendAnalyzer();
57
+ // Upward trend: velocity 2.0
58
+ for (let i = 0; i < 50; i++)
59
+ analyzer.update(100 + (i * 2.0));
60
+ const analysis = analyzer.getAnalysis();
61
+ // Current price is ~200. The built-in projections field covers forward projection.
62
+ // project() method does not exist; use the projections object instead.
63
+ assert.ok(analysis.projections != null, 'Projections should be present');
64
+ assert.ok(Number.isFinite(analysis.projections.tactical), 'Tactical projection should be finite');
65
+ assert.ok(Number.isFinite(analysis.projections.modal), 'Modal projection should be finite');
66
+ }
67
+ function testTrendDetectionSign() {
68
+ console.log(' - Testing trend detection signs');
69
+ const analyzer = new KalmanTrendAnalyzer();
70
+ for (let i = 0; i < 20; i++)
71
+ analyzer.update(100 - i); // Downward
72
+ assert.strictEqual(analyzer.getAnalysis().trend, 'DOWN');
73
+ analyzer.reset();
74
+ for (let i = 0; i < 20; i++)
75
+ analyzer.update(100 + i); // Upward
76
+ assert.strictEqual(analyzer.getAnalysis().trend, 'UP');
77
+ }
78
+ function testResetPreservesFilterConfig() {
79
+ console.log(' - Testing reset preserves filter config');
80
+ const analyzer = new KalmanTrendAnalyzer({
81
+ rNoise: 0.25,
82
+ qTactical: 0.02,
83
+ qModal: 0.0002,
84
+ dt: 2
85
+ });
86
+ analyzer.update(100);
87
+ analyzer.reset();
88
+ assert.strictEqual(analyzer.tacticalKf.R, 0.25);
89
+ assert.strictEqual(analyzer.tacticalKf.Q, 0.02);
90
+ assert.strictEqual(analyzer.tacticalKf.dt, 2);
91
+ assert.strictEqual(analyzer.modalKf.R, 0.25);
92
+ assert.strictEqual(analyzer.modalKf.Q, 0.0002);
93
+ assert.strictEqual(analyzer.modalKf.dt, 2);
94
+ }
95
+ function testFilterRejectsInvalidMeasurements() {
96
+ console.log(' - Testing invalid measurement guard');
97
+ const kf = new KalmanFilter();
98
+ const initial = kf.update(100);
99
+ const state = kf.update(Number.NaN);
100
+ assert.deepStrictEqual(state, initial);
101
+ assert.strictEqual(kf.x, 100);
102
+ assert.strictEqual(kf.v, 0);
103
+ assert.strictEqual(kf.isInitialized, true);
104
+ }
105
+ function testInitialCovarianceScalesWithPrice() {
106
+ console.log(' - Testing price-scaled covariance initialization');
107
+ const kf = new KalmanFilter();
108
+ kf.update(0.0001);
109
+ assert.strictEqual(kf.P00, 0.0001 * 0.0001 * 100);
110
+ assert.strictEqual(kf.P11, 0.0001 * 0.0001);
111
+ }
112
+ function testNearZeroModalPriceDoesNotExplodePercentages() {
113
+ console.log(' - Testing near-zero percentage guard');
114
+ const analyzer = new KalmanTrendAnalyzer({ warmupBars: 0 });
115
+ analyzer.currPrice = 1;
116
+ analyzer.modal = { x: 1e-12, v: 0 };
117
+ analyzer.tactical = { x: 1, v: 1 };
118
+ analyzer.velocityFilteredPct = Number.NaN;
119
+ const analysis = analyzer.getAnalysis();
120
+ assert.strictEqual(analysis.velocityRawPct, 0);
121
+ assert.strictEqual(analysis.displacementRawPct, 0);
122
+ assert.ok(Number.isFinite(analysis.velocityPct));
123
+ assert.ok(Number.isFinite(analysis.displacementPct));
124
+ }
125
+ runTests().catch(err => {
126
+ console.error('Tests failed!');
127
+ console.error(err);
128
+ process.exit(1);
129
+ });
130
+ //# sourceMappingURL=test_kalman_trend.js.map
package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map ADDED
@@ -0,0 +1 @@
1
+ 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package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts ADDED
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=test_kalman_velocity_smoothing.d.ts.map
package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"test_kalman_velocity_smoothing.d.ts","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts"],"names":[],"mappings":""}
package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js ADDED
@@ -0,0 +1,38 @@
1
+ 'use strict';
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const assert = require('assert');
4
+ const { buildKalmanVelocitySeries, smoothKalmanVelocityPoint, } = require('../kalman_velocity_smoothing');
5
+ const baseline = smoothKalmanVelocityPoint(0, 1, 10, {
6
+ kalmanSmoothPct: 100,
7
+ kalmanDispScaleMult: 1.5,
8
+ kalmanDispThresholdMult: 1.5,
9
+ kalmanSmoothSpanPct: 100,
10
+ });
11
+ const maxed = smoothKalmanVelocityPoint(0, 1, 10, {
12
+ kalmanSmoothPct: 200,
13
+ kalmanDispScaleMult: 1.5,
14
+ kalmanDispThresholdMult: 1.5,
15
+ kalmanSmoothSpanPct: 100,
16
+ });
17
+ const clamped = smoothKalmanVelocityPoint(0, 1, 10, {
18
+ kalmanSmoothPct: 300,
19
+ kalmanDispScaleMult: 1.5,
20
+ kalmanDispThresholdMult: 1.5,
21
+ kalmanSmoothSpanPct: 100,
22
+ });
23
+ assert.ok(baseline.smoothedVelocityPct > 0 && baseline.smoothedVelocityPct < 10);
24
+ assert.strictEqual(clamped.smoothedVelocityPct, maxed.smoothedVelocityPct);
25
+ assert.ok(clamped.smoothedVelocityPct > baseline.smoothedVelocityPct);
26
+ const rawSeries = buildKalmanVelocitySeries([
27
+ { velocityPct: 1.25, displacementPct: 0.4 },
28
+ { velocityPct: -0.5, displacementPct: -0.3 },
29
+ { velocityPct: null, displacementPct: 0.1 },
30
+ ], {
31
+ kalmanSmoothPct: 0,
32
+ kalmanDispScaleMult: 1.5,
33
+ kalmanDispThresholdMult: 1.5,
34
+ kalmanSmoothSpanPct: 100,
35
+ });
36
+ assert.deepStrictEqual(rawSeries, [1.25, -0.5, null], 'zero Kalman smoothing should short-circuit to the raw velocity series');
37
+ console.log('kalman_velocity_smoothing tests passed');
38
+ //# sourceMappingURL=test_kalman_velocity_smoothing.js.map
package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"test_kalman_velocity_smoothing.js","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;;AAEb,MAAM,MAAM,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC;AACjC,MAAM,EACF,yBAAyB,EACzB,yBAAyB,GAC5B,GAAG,OAAO,CAAC,8BAA8B,CAAC,CAAC;AAE5C,MAAM,QAAQ,GAAG,yBAAyB,CACtC,CAAC,EACD,CAAC,EACD,EAAE,EACF;IACI,eAAe,EAAE,GAAG;IACpB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AAEF,MAAM,KAAK,GAAG,yBAAyB,CACnC,CAAC,EACD,CAAC,EACD,EAAE,EACF;IACI,eAAe,EAAE,GAAG;IACpB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AAEF,MAAM,OAAO,GAAG,yBAAyB,CACrC,CAAC,EACD,CAAC,EACD,EAAE,EACF;IACI,eAAe,EAAE,GAAG;IACpB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AAEF,MAAM,CAAC,EAAE,CAAC,QAAQ,CAAC,mBAAmB,GAAG,CAAC,IAAI,QAAQ,CAAC,mBAAmB,GAAG,EAAE,CAAC,CAAC;AACjF,MAAM,CAAC,WAAW,CAAC,OAAO,CAAC,mBAAmB,EAAE,KAAK,CAAC,mBAAmB,CAAC,CAAC;AAC3E,MAAM,CAAC,EAAE,CAAC,OAAO,CAAC,mBAAmB,GAAG,QAAQ,CAAC,mBAAmB,CAAC,CAAC;AAEtE,MAAM,SAAS,GAAG,yBAAyB,CACvC;IACI,EAAE,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,GAAG,EAAE;IAC3C,EAAE,WAAW,EAAE,CAAC,GAAG,EAAE,eAAe,EAAE,CAAC,GAAG,EAAE;IAC5C,EAAE,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,GAAG,EAAE;CAC9C,EACD;IACI,eAAe,EAAE,CAAC;IAClB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AACF,MAAM,CAAC,eAAe,CAAC,SAAS,EAAE,CAAC,IAAI,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,EAAE,uEAAuE,CAAC,CAAC;AAE/H,OAAO,CAAC,GAAG,CAAC,wCAAwC,CAAC,CAAC"}
package/dist/analysis/trend_detection/volatility_chart_generator.d.ts ADDED
@@ -0,0 +1,6 @@
1
+ declare function generateHTML(data: any, title?: string): string;
2
+ declare const _default: {
3
+ generateHTML: typeof generateHTML;
4
+ };
5
+ export = _default;
6
+ //# sourceMappingURL=volatility_chart_generator.d.ts.map
package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"volatility_chart_generator.d.ts","sourceRoot":"","sources":["../../../analysis/trend_detection/volatility_chart_generator.ts"],"names":[],"mappings":"AAMA,iBAAS,YAAY,CAAC,IAAI,KAAA,EAAE,KAAK,SAA4B,UAytB5D;;;;AAED,kBAA0B"}