dexbot 1.1.10

package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js

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+'use strict';
+/**
+ * UNIFIED COMPARISON CHART GENERATOR — Self-contained analysis chart
+ *
+ * Reads a local LP candle JSON file (any format: flat array, {candles: [...]},
+ * or {data: [...]}), computes AMA series, and writes an interactive HTML chart
+ * via the shared lp_chart_core renderer.
+ *
+ * No Kibana fetch, no market_adapter runtime deps beyond the core renderer.
+ *
+ * Usage:
+ *   tsx analysis/ama_fitting/generate_unified_comparison_chart.ts --data <file.json>
+ *   tsx analysis/ama_fitting/generate_unified_comparison_chart.ts  (auto-discovers newest lp_pool_*.json)
+ */
+const fs = require('fs');
+const path = require('path');
+const { calculateAMA } = require('../../market_adapter/core/strategies/ama');
+const { generateHTML } = require('../../market_adapter/lp_chart_core');
+const { toIntervalLabel } = require('../../market_adapter/interval_utils');
+const { loadCandleFile } = require('../math_utils');
+const { MARKET_ADAPTER } = require('../../modules/constants');
+const { ensureDir } = require('../../modules/utils/fs_utils');
+// ── Config ─────────────────────────────────────────────────────────────────────
+const { PATHS } = require('../../modules/paths');
+const LP_DATA_DIR = PATHS.MARKET_ADAPTER.LP_DATA_DIR;
+const CHARTS_DIR = PATHS.ANALYSIS.CHARTS_DIR;
+const DEFAULT_COLORS = ['#26a69a', '#fb8c00', '#5c9ee6', '#ef5350'];
+const DEFAULT_DASHES = ['dot', 'solid', 'dash', 'dashdot'];
+function buildDefaultStrategies() {
+    const presets = MARKET_ADAPTER.AMAS;
+    return Object.keys(presets).map((key, i) => ({
+        name: presets[key].name || key,
+        erPeriod: presets[key].erPeriod,
+        fastPeriod: presets[key].fastPeriod,
+        slowPeriod: presets[key].slowPeriod,
+        color: DEFAULT_COLORS[i % DEFAULT_COLORS.length],
+        dash: DEFAULT_DASHES[i % DEFAULT_DASHES.length],
+    }));
+}
+const DEFAULT_STRATEGIES = buildDefaultStrategies();
+// ── Data loading (self-contained, no lp_chart_runner dep) ──────────────────────
+function findLatestLpDataFile() {
+    if (!fs.existsSync(LP_DATA_DIR))
+        return null;
+    const stack = [LP_DATA_DIR];
+    const matches = [];
+    while (stack.length > 0) {
+        const dir = stack.pop();
+        for (const entry of fs.readdirSync(dir, { withFileTypes: true })) {
+            const full = path.join(dir, entry.name);
+            if (entry.isDirectory()) {
+                stack.push(full);
+                continue;
+            }
+            if (!entry.isFile() || !entry.name.endsWith('.json'))
+                continue;
+            if (!entry.name.startsWith('lp_pool_'))
+                continue;
+            matches.push({ path: full, mtime: fs.statSync(full).mtimeMs });
+        }
+    }
+    matches.sort((a, b) => b.mtime - a.mtime);
+    return matches.length > 0 ? matches[0].path : null;
+}
+function normalizeCandle(c, index) {
+    if (Array.isArray(c)) {
+        if (c.length < 5)
+            throw new Error(`Invalid candle at index ${index}: need at least 5 entries`);
+        return { timestamp: c[0], open: c[1], high: c[2], low: c[3], close: c[4], volume: c[5] ?? 0 };
+    }
+    if (c && typeof c === 'object') {
+        const { timestamp, open, high, low, close, volume = 0 } = c;
+        if ([timestamp, open, high, low, close].some(v => v == null)) {
+            throw new Error(`Invalid candle object at index ${index}`);
+        }
+        return { timestamp, open, high, low, close, volume };
+    }
+    throw new Error(`Unsupported candle format at index ${index}`);
+}
+function loadCandles(dataFile) {
+    const resolved = path.resolve(dataFile);
+    if (!fs.existsSync(resolved))
+        throw new Error(`File not found: ${resolved}`);
+    const { candles, meta } = loadCandleFile(resolved);
+    if (!Array.isArray(candles) || candles.length === 0) {
+        throw new Error('No candles found in file');
+    }
+    const candleObjects = candles.map((c, i) => normalizeCandle(c, i));
+    const candleArrays = candleObjects.map(c => [c.timestamp, c.open, c.high, c.low, c.close, c.volume]);
+    return { dataFile: resolved, meta, candleObjects, candleArrays };
+}
+// ── Metrics ────────────────────────────────────────────────────────────────────
+function calculateMetrics(amaValues, candles) {
+    let maxDriftUp = 0, maxDriftDown = 0, areaAbove = 0, areaBelow = 0;
+    const skip = Math.max(20, Math.floor(candles.length * 0.1));
+    for (let i = skip; i < candles.length; i++) {
+        const ama = amaValues[i];
+        const driftUp = (candles[i].high - ama) / ama;
+        const driftDown = (ama - candles[i].low) / ama;
+        if (driftUp > maxDriftUp)
+            maxDriftUp = driftUp;
+        if (driftDown > maxDriftDown)
+            maxDriftDown = driftDown;
+        if (candles[i].high > ama)
+            areaAbove += driftUp;
+        if (candles[i].low < ama)
+            areaBelow += driftDown;
+    }
+    return {
+        maxDriftUp, maxDriftDown, areaAbove, areaBelow,
+        totalArea: areaAbove + areaBelow,
+        maxDistance: Math.max(maxDriftUp, maxDriftDown),
+    };
+}
+// ── Output path ────────────────────────────────────────────────────────────────
+function defaultChartPath(meta) {
+    const intervalLabel = meta?.intervalSeconds
+        ? toIntervalLabel(meta.intervalSeconds)
+        : '1h';
+    const suffix = meta?.pool
+        ? `pool_${String(meta.pool).replace('1.19.', '')}`
+        : `${meta?.assetA?.symbol || 'unknown'}_${meta?.assetB?.symbol || 'pair'}`;
+    return path.join(CHARTS_DIR, `lp_chart_${suffix}_${intervalLabel}_UNIFIED_COMPARISON.html`);
+}
+// ── Help ───────────────────────────────────────────────────────────────────────
+function showHelp() {
+    console.log(`
+Unified Comparison Chart Generator
+
+Usage:
+  tsx generate_unified_comparison_chart.ts [options]
+
+Options:
+  --data FILE     LP candle export JSON file
+  --file FILE     Alias for --data
+  --output FILE   Output HTML file
+  --quiet         Suppress console output
+  --help          Show this help
+
+Notes:
+  - If --data is omitted, the newest lp_pool_*.json under market_adapter/data/lp is used.
+  - Accepts any candle JSON: flat [[ts,o,h,l,c,v],...], {candles: [...]}, or {data: [...]}.
+  - Separate from Kibana fetching — use fetch_lp_candles.ts to pull data first.
+`);
+}
+// ── Main ───────────────────────────────────────────────────────────────────────
+function parseArgs(argv) {
+    const cfg = {
+        dataFile: null,
+        outFile: null,
+        quiet: false,
+        help: false,
+    };
+    for (let i = 0; i < argv.length; i++) {
+        const arg = argv[i];
+        if ((arg === '--data' || arg === '--file') && argv[i + 1]) {
+            cfg.dataFile = path.resolve(argv[++i]);
+        }
+        else if ((arg === '--output' || arg === '--out') && argv[i + 1]) {
+            cfg.outFile = path.resolve(argv[++i]);
+        }
+        else if (arg === '--quiet') {
+            cfg.quiet = true;
+        }
+        else if (arg === '--help' || arg === '-h') {
+            cfg.help = true;
+        }
+    }
+    return cfg;
+}
+function generateChart(options = {}) {
+    const logger = options.logger ?? console;
+    const dataFile = options.dataFile
+        ? path.resolve(options.dataFile)
+        : findLatestLpDataFile();
+    if (!dataFile) {
+        throw new Error(`No LP data file found. Use --data <path> or run fetch_lp_candles.ts first.`);
+    }
+    const strategies = Array.isArray(options.strategies) && options.strategies.length
+        ? options.strategies
+        : [...DEFAULT_STRATEGIES];
+    const { meta, candleObjects, candleArrays } = loadCandles(dataFile);
+    const closes = candleObjects.map(c => c.close);
+    const enrichedMeta = {
+        ...(meta || {}),
+        assetA: meta?.assetA || { symbol: path.basename(dataFile, '.json') },
+        assetB: meta?.assetB || { symbol: '' },
+        intervalSeconds: meta?.intervalSeconds || 3600,
+        fetchedAt: meta?.fetchedAt || new Date().toISOString(),
+    };
+    logger.log(`Data:        ${path.relative(process.cwd(), dataFile)} (${candleObjects.length} candles)`);
+    const amaResults = [];
+    logger.log('');
+    for (const [index, strategy] of strategies.entries()) {
+        const values = calculateAMA(closes, strategy);
+        const metrics = calculateMetrics(values, candleObjects);
+        amaResults.push({ ...strategy, lineWidth: index === 0 ? 2 : 1.5, values });
+        logger.log(`${strategy.name}`);
+        logger.log(`   ├─ Total Area:     ${metrics.totalArea.toFixed(2)}%`);
+        logger.log(`   ├─ Max UP:         ${(metrics.maxDriftUp * 100).toFixed(2)}%`);
+        logger.log(`   ├─ Max DOWN:       ${(metrics.maxDriftDown * 100).toFixed(2)}%`);
+        logger.log(`   └─ Band Factor:    ${(metrics.maxDistance * 200).toFixed(2)}%\n`);
+    }
+    const outFile = options.outFile
+        ? path.resolve(options.outFile)
+        : defaultChartPath(enrichedMeta);
+    logger.log(`Generating chart (${amaResults.length} AMAs)...`);
+    const html = generateHTML(enrichedMeta, candleArrays, amaResults);
+    ensureDir(path.dirname(outFile));
+    fs.writeFileSync(outFile, html, 'utf8');
+    logger.log(`\nChart saved: ${path.relative(process.cwd(), outFile)}`);
+    logger.log(`Open:        file://${outFile}`);
+    return { dataFile, outFile, amaResults, meta: enrichedMeta, candleArrays };
+}
+function run(argv = process.argv.slice(2)) {
+    const { dataFile, outFile, quiet, help } = parseArgs(argv);
+    if (help) {
+        showHelp();
+        return;
+    }
+    if (!quiet) {
+        console.log('════════════════════════════════════════════════');
+        console.log(' Unified Comparison Chart Generator');
+        console.log('════════════════════════════════════════════════');
+        console.log('');
+    }
+    try {
+        generateChart({
+            dataFile,
+            outFile,
+            logger: quiet ? { log() { } } : console,
+        });
+    }
+    catch (e) {
+        console.error('Error:', e.message);
+        process.exitCode = 1;
+    }
+}
+if (require.main === module) {
+    run();
+}
+module.exports = {
+    DEFAULT_STRATEGIES,
+    generateChart,
+    parseArgs,
+    run,
+    showHelp,
+};
+//# sourceMappingURL=generate_unified_comparison_chart.js.map

package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map

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package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=optimizer_high_resolution.d.ts.map

package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"optimizer_high_resolution.d.ts","sourceRoot":"","sources":["../../../analysis/ama_fitting/optimizer_high_resolution.ts"],"names":[],"mappings":""}