dexbot 1.3.2 → 1.4.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/analysis/chart_utils.d.ts +11 -9
- package/dist/analysis/chart_utils.d.ts.map +1 -1
- package/dist/analysis/chart_utils.js +21 -16
- package/dist/analysis/chart_utils.js.map +1 -1
- package/dist/analysis/math_utils.d.ts +4 -13
- package/dist/analysis/math_utils.d.ts.map +1 -1
- package/dist/analysis/math_utils.js +16 -18
- package/dist/analysis/math_utils.js.map +1 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +3 -7
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +38 -34
- package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
- package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -4
- package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
- package/dist/analysis/trend_detection/hurst_analyzer.js +10 -7
- package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
- package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +6 -6
- package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -1
- package/dist/analysis/trend_detection/kalman_trend_analyzer.js +23 -15
- package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -1
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +12 -13
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -1
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +16 -16
- package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -1
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +1 -4
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -1
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +10 -7
- package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -1
- package/dist/bot.d.ts.map +1 -1
- package/dist/bot.js +6 -13
- package/dist/bot.js.map +1 -1
- package/dist/credential-daemon.d.ts.map +1 -1
- package/dist/credential-daemon.js +74 -35
- package/dist/credential-daemon.js.map +1 -1
- package/dist/dexbot.d.ts.map +1 -1
- package/dist/dexbot.js +16 -15
- package/dist/dexbot.js.map +1 -1
- package/dist/market_adapter/ama_signal_runner.d.ts +1 -1
- package/dist/market_adapter/ama_signal_runner.d.ts.map +1 -1
- package/dist/market_adapter/ama_signal_runner.js +8 -20
- package/dist/market_adapter/ama_signal_runner.js.map +1 -1
- package/dist/market_adapter/candle_utils.d.ts +2 -10
- package/dist/market_adapter/candle_utils.d.ts.map +1 -1
- package/dist/market_adapter/candle_utils.js +7 -8
- package/dist/market_adapter/candle_utils.js.map +1 -1
- package/dist/market_adapter/core/asymmetric_bounds.d.ts +12 -7
- package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
- package/dist/market_adapter/core/asymmetric_bounds.js +4 -5
- package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
- package/dist/market_adapter/core/config_normalizers.d.ts +4 -9
- package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
- package/dist/market_adapter/core/config_normalizers.js +9 -9
- package/dist/market_adapter/core/config_normalizers.js.map +1 -1
- package/dist/market_adapter/core/kibana_candles.d.ts +16 -20
- package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_candles.js +16 -15
- package/dist/market_adapter/core/kibana_candles.js.map +1 -1
- package/dist/market_adapter/core/kibana_client.d.ts +8 -11
- package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_client.js +13 -11
- package/dist/market_adapter/core/kibana_client.js.map +1 -1
- package/dist/market_adapter/core/kibana_market_candles.d.ts +5 -12
- package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
- package/dist/market_adapter/core/kibana_market_candles.js +12 -21
- package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
- package/dist/market_adapter/core/market_adapter_service.d.ts +75 -53
- package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
- package/dist/market_adapter/core/market_adapter_service.js +102 -98
- package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
- package/dist/market_adapter/core/strategies/ama.d.ts +21 -1
- package/dist/market_adapter/core/strategies/ama.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/ama.js +10 -10
- package/dist/market_adapter/core/strategies/ama.js.map +1 -1
- package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +7 -11
- package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/ama_slope_model.js +23 -30
- package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
- package/dist/market_adapter/core/strategies/atr/calculator.d.ts +5 -4
- package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/atr/calculator.js +5 -3
- package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
- package/dist/market_adapter/core/strategies/collateral_manager.d.ts +4 -7
- package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/collateral_manager.js +5 -4
- package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
- package/dist/market_adapter/core/strategies/regime_gate.d.ts +11 -19
- package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
- package/dist/market_adapter/core/strategies/regime_gate.js +22 -22
- package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
- package/dist/market_adapter/index.d.ts +24 -2
- package/dist/market_adapter/index.d.ts.map +1 -1
- package/dist/market_adapter/index.js +82 -56
- package/dist/market_adapter/index.js.map +1 -1
- package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +26 -37
- package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
- package/dist/market_adapter/inputs/fetch_lp_data.d.ts +4 -12
- package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
- package/dist/market_adapter/inputs/fetch_lp_data.js +100 -66
- package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
- package/dist/market_adapter/inputs/kibana_source.d.ts +4 -9
- package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
- package/dist/market_adapter/inputs/kibana_source.js +17 -18
- package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
- package/dist/market_adapter/interval_utils.d.ts +1 -4
- package/dist/market_adapter/interval_utils.d.ts.map +1 -1
- package/dist/market_adapter/interval_utils.js +2 -3
- package/dist/market_adapter/interval_utils.js.map +1 -1
- package/dist/market_adapter/log_format.d.ts +1 -9
- package/dist/market_adapter/log_format.d.ts.map +1 -1
- package/dist/market_adapter/log_format.js +7 -8
- package/dist/market_adapter/log_format.js.map +1 -1
- package/dist/market_adapter/lp_chart_core.d.ts +1 -4
- package/dist/market_adapter/lp_chart_core.d.ts.map +1 -1
- package/dist/market_adapter/lp_chart_core.js +22 -20
- package/dist/market_adapter/lp_chart_core.js.map +1 -1
- package/dist/market_adapter/lp_chart_runner.d.ts +13 -24
- package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
- package/dist/market_adapter/lp_chart_runner.js +58 -56
- package/dist/market_adapter/lp_chart_runner.js.map +1 -1
- package/dist/market_adapter/lp_chart_strategy_loader.d.ts +4 -17
- package/dist/market_adapter/lp_chart_strategy_loader.d.ts.map +1 -1
- package/dist/market_adapter/lp_chart_strategy_loader.js +36 -36
- package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
- package/dist/market_adapter/market_adapter.d.ts +51 -72
- package/dist/market_adapter/market_adapter.d.ts.map +1 -1
- package/dist/market_adapter/market_adapter.js +227 -192
- package/dist/market_adapter/market_adapter.js.map +1 -1
- package/dist/market_adapter/merge_lp_data.js +17 -16
- package/dist/market_adapter/merge_lp_data.js.map +1 -1
- package/dist/market_adapter/test_helpers.d.ts +9 -13
- package/dist/market_adapter/test_helpers.d.ts.map +1 -1
- package/dist/market_adapter/test_helpers.js +14 -14
- package/dist/market_adapter/test_helpers.js.map +1 -1
- package/dist/market_adapter/utils/adapter_client.d.ts +6 -14
- package/dist/market_adapter/utils/adapter_client.d.ts.map +1 -1
- package/dist/market_adapter/utils/adapter_client.js +16 -15
- package/dist/market_adapter/utils/adapter_client.js.map +1 -1
- package/dist/market_adapter/utils/atomic_write.d.ts +2 -5
- package/dist/market_adapter/utils/atomic_write.d.ts.map +1 -1
- package/dist/market_adapter/utils/atomic_write.js +5 -5
- package/dist/market_adapter/utils/atomic_write.js.map +1 -1
- package/dist/market_adapter/utils/chain.d.ts +19 -21
- package/dist/market_adapter/utils/chain.d.ts.map +1 -1
- package/dist/market_adapter/utils/chain.js +15 -16
- package/dist/market_adapter/utils/chain.js.map +1 -1
- package/dist/market_adapter/utils/data_discovery.d.ts +1 -4
- package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
- package/dist/market_adapter/utils/data_discovery.js +10 -10
- package/dist/market_adapter/utils/data_discovery.js.map +1 -1
- package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts +1 -6
- package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
- package/dist/market_adapter/utils/dynamic_grid_snapshot.js +14 -14
- package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -1
- package/dist/market_adapter/utils/file_lock.d.ts +1 -7
- package/dist/market_adapter/utils/file_lock.d.ts.map +1 -1
- package/dist/market_adapter/utils/file_lock.js +21 -25
- package/dist/market_adapter/utils/file_lock.js.map +1 -1
- package/dist/market_adapter/utils/native_history.d.ts +12 -12
- package/dist/market_adapter/utils/native_history.d.ts.map +1 -1
- package/dist/market_adapter/utils/native_history.js +15 -15
- package/dist/market_adapter/utils/native_history.js.map +1 -1
- package/dist/market_adapter/utils/paths.d.ts +2 -4
- package/dist/market_adapter/utils/paths.d.ts.map +1 -1
- package/dist/market_adapter/utils/paths.js +6 -5
- package/dist/market_adapter/utils/paths.js.map +1 -1
- package/dist/modules/account_bots.d.ts +7 -8
- package/dist/modules/account_bots.d.ts.map +1 -1
- package/dist/modules/account_bots.js +92 -114
- package/dist/modules/account_bots.js.map +1 -1
- package/dist/modules/account_orders.d.ts +5 -9
- package/dist/modules/account_orders.d.ts.map +1 -1
- package/dist/modules/account_orders.js +69 -32
- package/dist/modules/account_orders.js.map +1 -1
- package/dist/modules/authority_resolver.d.ts +32 -1
- package/dist/modules/authority_resolver.d.ts.map +1 -1
- package/dist/modules/authority_resolver.js +18 -12
- package/dist/modules/authority_resolver.js.map +1 -1
- package/dist/modules/bitshares-native/chain_client.d.ts +3 -8
- package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -1
- package/dist/modules/bitshares-native/chain_client.js +21 -16
- package/dist/modules/bitshares-native/chain_client.js.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts +21 -29
- package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.browser.js +72 -38
- package/dist/modules/bitshares-native/crypto/ecc.browser.js.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.d.ts +9 -36
- package/dist/modules/bitshares-native/crypto/ecc.d.ts.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc.js +40 -83
- package/dist/modules/bitshares-native/crypto/ecc.js.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts +14 -1
- package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts.map +1 -1
- package/dist/modules/bitshares-native/crypto/ecc_selector.js +5 -3
- package/dist/modules/bitshares-native/crypto/ecc_selector.js.map +1 -1
- package/dist/modules/bitshares-native/index.d.ts +10 -2
- package/dist/modules/bitshares-native/index.d.ts.map +1 -1
- package/dist/modules/bitshares-native/index.js +68 -31
- package/dist/modules/bitshares-native/index.js.map +1 -1
- package/dist/modules/bitshares-native/lru_cache.d.ts +1 -4
- package/dist/modules/bitshares-native/lru_cache.d.ts.map +1 -1
- package/dist/modules/bitshares-native/lru_cache.js +6 -3
- package/dist/modules/bitshares-native/lru_cache.js.map +1 -1
- package/dist/modules/bitshares-native/resolvers.d.ts +3 -6
- package/dist/modules/bitshares-native/resolvers.d.ts.map +1 -1
- package/dist/modules/bitshares-native/resolvers.js +11 -9
- package/dist/modules/bitshares-native/resolvers.js.map +1 -1
- package/dist/modules/bitshares-native/serial/chain_constants.d.ts +53 -55
- package/dist/modules/bitshares-native/serial/chain_constants.d.ts.map +1 -1
- package/dist/modules/bitshares-native/serial/chain_constants.js +28 -27
- package/dist/modules/bitshares-native/serial/chain_constants.js.map +1 -1
- package/dist/modules/bitshares-native/serial/index.d.ts +5 -9
- package/dist/modules/bitshares-native/serial/index.d.ts.map +1 -1
- package/dist/modules/bitshares-native/serial/index.js +46 -12
- package/dist/modules/bitshares-native/serial/index.js.map +1 -1
- package/dist/modules/bitshares-native/serial/operations.d.ts +102 -100
- package/dist/modules/bitshares-native/serial/operations.d.ts.map +1 -1
- package/dist/modules/bitshares-native/serial/operations.js +473 -471
- package/dist/modules/bitshares-native/serial/operations.js.map +1 -1
- package/dist/modules/bitshares-native/serial/serializer.d.ts +2 -7
- package/dist/modules/bitshares-native/serial/serializer.d.ts.map +1 -1
- package/dist/modules/bitshares-native/serial/serializer.js +8 -3
- package/dist/modules/bitshares-native/serial/serializer.js.map +1 -1
- package/dist/modules/bitshares-native/serial/types.d.ts +26 -41
- package/dist/modules/bitshares-native/serial/types.d.ts.map +1 -1
- package/dist/modules/bitshares-native/serial/types.js +76 -42
- package/dist/modules/bitshares-native/serial/types.js.map +1 -1
- package/dist/modules/bitshares-native/signing_client.d.ts +1 -5
- package/dist/modules/bitshares-native/signing_client.d.ts.map +1 -1
- package/dist/modules/bitshares-native/signing_client.js +49 -11
- package/dist/modules/bitshares-native/signing_client.js.map +1 -1
- package/dist/modules/bitshares-native/subscriptions.d.ts +1 -4
- package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
- package/dist/modules/bitshares-native/subscriptions.js +47 -84
- package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
- package/dist/modules/bitshares-native/transport.d.ts +1 -8
- package/dist/modules/bitshares-native/transport.d.ts.map +1 -1
- package/dist/modules/bitshares-native/transport.js +22 -15
- package/dist/modules/bitshares-native/transport.js.map +1 -1
- package/dist/modules/bitshares-native/tx/builder.d.ts +3 -8
- package/dist/modules/bitshares-native/tx/builder.d.ts.map +1 -1
- package/dist/modules/bitshares-native/tx/builder.js +61 -23
- package/dist/modules/bitshares-native/tx/builder.js.map +1 -1
- package/dist/modules/bitshares-native/tx/tx_cache.d.ts +1 -8
- package/dist/modules/bitshares-native/tx/tx_cache.d.ts.map +1 -1
- package/dist/modules/bitshares-native/tx/tx_cache.js +21 -17
- package/dist/modules/bitshares-native/tx/tx_cache.js.map +1 -1
- package/dist/modules/bitshares_client.d.ts +12 -23
- package/dist/modules/bitshares_client.d.ts.map +1 -1
- package/dist/modules/bitshares_client.js +109 -56
- package/dist/modules/bitshares_client.js.map +1 -1
- package/dist/modules/bot_settings.d.ts +1 -13
- package/dist/modules/bot_settings.d.ts.map +1 -1
- package/dist/modules/bot_settings.js +34 -34
- package/dist/modules/bot_settings.js.map +1 -1
- package/dist/modules/bots_file_lock.d.ts +3 -9
- package/dist/modules/bots_file_lock.d.ts.map +1 -1
- package/dist/modules/bots_file_lock.js +8 -9
- package/dist/modules/bots_file_lock.js.map +1 -1
- package/dist/modules/chain_keys.d.ts +7 -39
- package/dist/modules/chain_keys.d.ts.map +1 -1
- package/dist/modules/chain_keys.js +126 -90
- package/dist/modules/chain_keys.js.map +1 -1
- package/dist/modules/chain_orders.d.ts +46 -52
- package/dist/modules/chain_orders.d.ts.map +1 -1
- package/dist/modules/chain_orders.js +152 -104
- package/dist/modules/chain_orders.js.map +1 -1
- package/dist/modules/config.d.ts +50 -57
- package/dist/modules/config.d.ts.map +1 -1
- package/dist/modules/config.js +28 -24
- package/dist/modules/config.js.map +1 -1
- package/dist/modules/constants.d.ts +492 -492
- package/dist/modules/constants.d.ts.map +1 -1
- package/dist/modules/constants.js +79 -39
- package/dist/modules/constants.js.map +1 -1
- package/dist/modules/cr_planner.d.ts +1 -13
- package/dist/modules/cr_planner.d.ts.map +1 -1
- package/dist/modules/cr_planner.js +28 -28
- package/dist/modules/cr_planner.js.map +1 -1
- package/dist/modules/credential_policy.d.ts +18 -33
- package/dist/modules/credential_policy.d.ts.map +1 -1
- package/dist/modules/credential_policy.js +114 -87
- package/dist/modules/credential_policy.js.map +1 -1
- package/dist/modules/credential_runtime.d.ts +11 -21
- package/dist/modules/credential_runtime.d.ts.map +1 -1
- package/dist/modules/credential_runtime.js +40 -40
- package/dist/modules/credential_runtime.js.map +1 -1
- package/dist/modules/credential_session_cache.d.ts +8 -8
- package/dist/modules/credential_session_cache.d.ts.map +1 -1
- package/dist/modules/credential_session_cache.js +41 -8
- package/dist/modules/credential_session_cache.js.map +1 -1
- package/dist/modules/credit_runtime.d.ts +51 -316
- package/dist/modules/credit_runtime.d.ts.map +1 -1
- package/dist/modules/credit_runtime.js +257 -183
- package/dist/modules/credit_runtime.js.map +1 -1
- package/dist/modules/crypto/browser_provider.js +6 -6
- package/dist/modules/crypto/browser_provider.js.map +1 -1
- package/dist/modules/crypto/index.d.ts.map +1 -1
- package/dist/modules/crypto/index.js +2 -0
- package/dist/modules/crypto/index.js.map +1 -1
- package/dist/modules/crypto/sync.js +3 -3
- package/dist/modules/crypto/sync.js.map +1 -1
- package/dist/modules/dexbot_class.d.ts +124 -73
- package/dist/modules/dexbot_class.d.ts.map +1 -1
- package/dist/modules/dexbot_class.js +198 -3577
- package/dist/modules/dexbot_class.js.map +1 -1
- package/dist/modules/dexbot_cow_runtime.d.ts +322 -0
- package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -0
- package/dist/modules/dexbot_cow_runtime.js +1836 -0
- package/dist/modules/dexbot_cow_runtime.js.map +1 -0
- package/dist/modules/dexbot_credential_client.d.ts +5 -11
- package/dist/modules/dexbot_credential_client.d.ts.map +1 -1
- package/dist/modules/dexbot_credential_client.js +32 -30
- package/dist/modules/dexbot_credential_client.js.map +1 -1
- package/dist/modules/dexbot_fill_runtime.d.ts +47 -15
- package/dist/modules/dexbot_fill_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_fill_runtime.js +565 -22
- package/dist/modules/dexbot_fill_runtime.js.map +1 -1
- package/dist/modules/dexbot_maintenance_runtime.d.ts +79 -10
- package/dist/modules/dexbot_maintenance_runtime.d.ts.map +1 -1
- package/dist/modules/dexbot_maintenance_runtime.js +294 -55
- package/dist/modules/dexbot_maintenance_runtime.js.map +1 -1
- package/dist/modules/dexbot_startup_runtime.d.ts +26 -0
- package/dist/modules/dexbot_startup_runtime.d.ts.map +1 -0
- package/dist/modules/dexbot_startup_runtime.js +575 -0
- package/dist/modules/dexbot_startup_runtime.js.map +1 -0
- package/dist/modules/dexbot_state_recovery.d.ts +115 -0
- package/dist/modules/dexbot_state_recovery.d.ts.map +1 -0
- package/dist/modules/dexbot_state_recovery.js +431 -0
- package/dist/modules/dexbot_state_recovery.js.map +1 -0
- package/dist/modules/fund_registry.d.ts +1 -13
- package/dist/modules/fund_registry.d.ts.map +1 -1
- package/dist/modules/fund_registry.js +23 -22
- package/dist/modules/fund_registry.js.map +1 -1
- package/dist/modules/general_settings.d.ts +3 -7
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- package/dist/analysis/derivative_chart_generator.js +0 -896
- package/dist/analysis/derivative_chart_generator.js.map +0 -1
- package/dist/analysis/price_sources.d.ts +0 -34
- package/dist/analysis/price_sources.d.ts.map +0 -1
- package/dist/analysis/price_sources.js +0 -103
- package/dist/analysis/price_sources.js.map +0 -1
- package/dist/analysis/trade_profitability.d.ts +0 -115
- package/dist/analysis/trade_profitability.d.ts.map +0 -1
- package/dist/analysis/trade_profitability.js +0 -1247
- package/dist/analysis/trade_profitability.js.map +0 -1
- package/dist/analysis/tradingview/analyze_tradingview.d.ts +0 -36
- package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +0 -1
- package/dist/analysis/tradingview/analyze_tradingview.js +0 -172
- package/dist/analysis/tradingview/analyze_tradingview.js.map +0 -1
- package/dist/analysis/trend_detection/derivative_analyzer.d.ts +0 -250
- package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +0 -1
- package/dist/analysis/trend_detection/derivative_analyzer.js +0 -903
- package/dist/analysis/trend_detection/derivative_analyzer.js.map +0 -1
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts +0 -6
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +0 -1
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +0 -1450
- package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +0 -1
- package/dist/analysis/trend_detection/kalman_chart_generator.d.ts +0 -6
- package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +0 -1
- package/dist/analysis/trend_detection/kalman_chart_generator.js +0 -408
- package/dist/analysis/trend_detection/kalman_chart_generator.js.map +0 -1
- package/dist/analysis/trend_detection/regime_chart_generator.d.ts +0 -6
- package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +0 -1
- package/dist/analysis/trend_detection/regime_chart_generator.js +0 -345
- package/dist/analysis/trend_detection/regime_chart_generator.js.map +0 -1
- package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts +0 -2
- package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map +0 -1
- package/dist/analysis/trend_detection/tests/test_kalman_trend.js +0 -130
- package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +0 -1
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts +0 -2
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map +0 -1
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +0 -38
- package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +0 -1
- package/dist/analysis/trend_detection/volatility_chart_generator.d.ts +0 -6
- package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map +0 -1
- package/dist/analysis/trend_detection/volatility_chart_generator.js +0 -732
- package/dist/analysis/trend_detection/volatility_chart_generator.js.map +0 -1
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'use strict';
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const { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } = require('../chart_utils');
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/**
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* Build background-shading segments for a value array.
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* greenFn/redFn return true when the value falls in that zone.
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* Returns an array of { from, to, color } objects (null-color segments omitted).
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*/
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function buildSegments(values, greenFn, redFn) {
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const segments = [];
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let start = 0, color = null;
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for (let i = 0; i < values.length; i++) {
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const v = values[i];
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let next = null;
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if (v != null) {
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if (greenFn(v))
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next = 'rgba(46,160,67,0.13)';
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else if (redFn(v))
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next = 'rgba(248,81,73,0.13)';
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}
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if (next !== color) {
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if (color !== null)
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segments.push({ from: start, to: i - 1, color });
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color = next;
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start = i;
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}
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}
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if (color !== null)
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segments.push({ from: start, to: values.length - 1, color });
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return segments;
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}
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function generateRegimeHTML(data, title = 'Regime Analysis') {
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const results = data.allResults || [];
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if (results.length === 0)
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throw new Error('No analysis results in input');
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const hurstConfig = data.hurstConfig || {};
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const peConfig = data.peConfig || {};
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const interval = results.length > 1
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? (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000
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: 3600;
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const dates = results.map((r, i) => toEpochSeconds(r.timestamp, i));
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const prices = results.map((r) => r.price);
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const ama3Prices = results.map((r) => r.ama3Price ?? null);
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const hurstArr = results.map((r) => r.hurstReady ? r.hurst : null);
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const peArr = results.map((r) => r.peReady ? r.normalizedEntropy : null);
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const realBarCount = results.length;
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// Extend arrays with null padding so the last real bar is not glued to chart right edge
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const lastDate = dates[dates.length - 1];
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for (let i = 1; i <= 80; i++) {
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dates.push(lastDate + i * interval);
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prices.push(null);
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ama3Prices.push(null);
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hurstArr.push(null);
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peArr.push(null);
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}
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// Background shading segments (server-side, passed to browser via JSON payload)
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const hurstSegments = buildSegments(hurstArr.slice(0, realBarCount), v => v > 0.55, v => v < 0.45);
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const peSegments = buildSegments(peArr.slice(0, realBarCount), v => v < 0.60, v => v > 0.85);
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const payload = {
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dates, prices, ama3Prices, hurstArr, peArr,
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hurstSegments, peSegments,
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realBarCount,
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hurstWindow: hurstConfig.window ?? 128,
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peM: peConfig.m ?? 5,
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peWindow: peConfig.window ?? 100,
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};
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return `<!DOCTYPE html>
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<html lang="en">
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<head>
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<meta charset="UTF-8">
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<title>${escapeHtml(title)}</title>
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<link rel="stylesheet" href="../uplot/uPlot.min.css">
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<script src="../uplot/uPlot.iife.min.js"></script>
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<style>
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* { box-sizing: border-box; }
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body { background: #0b0e14; color: #e6edf3; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 0; overflow: hidden; }
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#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; }
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#panels { display: flex; flex-direction: column; height: calc(100vh - 45px); width: 100vw; }
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#price-panel { flex: 0 0 34%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
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#hurst-panel { flex: 0 0 28%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
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#pe-panel { flex: 1 1 0; min-height: 0; position: relative; }
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.uplot { background: #0b0e14; }
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.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; }
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.legend-item { display: flex; align-items: center; gap: 5px; }
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.dot { width: 10px; height: 10px; border-radius: 2px; flex-shrink: 0; }
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.u-cursor-x { border-left: 1px dashed rgba(255,255,255,0.3) !important; }
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.u-cursor-y { border-top: 1px dashed rgba(255,255,255,0.3) !important; display: none; }
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.is-hovered .u-cursor-y { display: block; }
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.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; }
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.badge { display: inline-block; padding: 1px 7px; border-radius: 3px; font-size: 10px; font-weight: bold; }
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.badge-green { background: rgba(46,160,67,0.25); color: #3fb950; }
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.badge-red { background: rgba(248,81,73,0.25); color: #ff7b72; }
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.badge-grey { background: rgba(110,118,129,0.2); color: #adbac7; }
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</style>
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</head>
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<body>
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<div id="header">
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<div style="font-weight:bold;color:#fff;">${escapeHtml(title)}</div>
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<div style="display:flex;align-items:center;gap:16px;">
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<span style="font-size:10px;color:#8b949e;font-family:monospace;">
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Hurst: window=${escapeHtml(String(hurstConfig.window ?? 128))} bars · scales=[${escapeHtml((hurstConfig.scales ?? [8, 16, 32, 64]).join(','))}]
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PE: m=${escapeHtml(String(peConfig.m ?? 5))} · window=${escapeHtml(String(peConfig.window ?? 100))} bars
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</span>
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<span style="font-size:11px;color:#adbac7;text-transform:uppercase;">
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H>0.55=trend · H<0.45=revert · PE<0.60=structured · PE>0.85=noise
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| Scroll · Drag · Ctrl+0
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</span>
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</div>
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</div>
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<div id="panels">
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<div id="price-panel">
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<div class="section-label">PRICE (LOG)</div>
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<div class="legend">
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<div class="legend-item" style="color:#555;"><span id="l-date">-</span></div>
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<div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price" style="font-weight:bold;color:#58a6ff;">-</span></div>
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<div class="legend-item"><div class="dot" style="background:#e3b341;"></div>AMA3: <span id="l-ama3" style="color:#e3b341;">-</span></div>
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</div>
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<div id="price-chart"></div>
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</div>
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<div id="hurst-panel">
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<div class="section-label">HURST EXPONENT</div>
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<div class="legend">
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<div class="legend-item"><div class="dot" style="background:#4dc3ff;"></div>H: <span id="l-hurst" style="font-weight:bold;color:#4dc3ff;">-</span></div>
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<div class="legend-item">Regime: <span id="l-hurst-regime" style="font-weight:bold;">-</span></div>
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<div class="legend-item" style="color:#555;font-size:10px;">window=${escapeHtml(String(hurstConfig.window ?? 128))} bars</div>
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</div>
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<div id="hurst-chart"></div>
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</div>
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<div id="pe-panel">
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<div class="section-label">PERMUTATION ENTROPY (NORM.)</div>
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<div class="legend">
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<div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>PE: <span id="l-pe" style="font-weight:bold;color:#d2a8ff;">-</span></div>
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<div class="legend-item">Regime: <span id="l-pe-regime" style="font-weight:bold;">-</span></div>
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<div class="legend-item" style="color:#555;font-size:10px;">m=${escapeHtml(String(peConfig.m ?? 5))}, window=${escapeHtml(String(peConfig.window ?? 100))} bars</div>
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</div>
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<div id="pe-chart"></div>
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</div>
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</div>
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<script id="payload" type="application/json">${serializeJsonForScript(payload)}</script>
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<script>
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(function () {
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const data = JSON.parse(document.getElementById('payload').textContent);
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const SYNC_KEY = 'regime-v1';
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const Y_AXIS_SIZE = 58;
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const X_AXIS_CFG = { show: false, stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' };
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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 } };
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// ── helpers ──────────────────────────────────────────────────────────
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function fmtPrice(v) {
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if (v == null) return '-';
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return v < 0.01 ? v.toPrecision(4) : v < 100 ? v.toFixed(4) : v.toFixed(2);
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}
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function fmtH(v) { return v == null ? '-' : v.toFixed(3); }
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function fmtPE(v) { return v == null ? '-' : v.toFixed(3); }
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function fmtDate(ts) {
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if (ts == null) return '-';
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const d = new Date(ts * 1000);
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return d.toLocaleDateString('en-GB', { day: '2-digit', month: 'short', year: '2-digit' })
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+ ' ' + d.toLocaleTimeString('en-GB', { hour: '2-digit', minute: '2-digit' });
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}
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function hurstRegimeLabel(v) {
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if (v == null) return '<span class="badge badge-grey">-</span>';
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if (v > 0.55) return '<span class="badge badge-green">TRENDING</span>';
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if (v < 0.45) return '<span class="badge badge-red">MEAN REV</span>';
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return '<span class="badge badge-grey">RANDOM</span>';
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}
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function peRegimeLabel(v) {
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if (v == null) return '<span class="badge badge-grey">-</span>';
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if (v < 0.60) return '<span class="badge badge-green">STRUCTURED</span>';
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if (v > 0.85) return '<span class="badge badge-red">NOISE</span>';
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return '<span class="badge badge-grey">MIXED</span>';
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}
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// ── background-shading + reference-lines draw hook ───────────────────
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// Uses valToPos(..., true) = CSS pixels, matching how u.bbox works in draw hooks.
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function makeBgHook(segments, refLines, yScaleKey) {
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return (u) => {
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const { ctx, bbox } = u;
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ctx.save();
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ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
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for (const seg of segments) {
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if (!seg.color) continue;
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const x0 = u.valToPos(data.dates[seg.from], 'x', true);
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const toIdx = Math.min(seg.to + 1, data.dates.length - 1);
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const x1 = u.valToPos(data.dates[toIdx], 'x', true);
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ctx.fillStyle = seg.color;
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ctx.fillRect(x0, bbox.top, x1 - x0, bbox.height);
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}
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for (const rl of refLines) {
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const yPos = u.valToPos(rl.y, yScaleKey, true);
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ctx.strokeStyle = rl.color;
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ctx.lineWidth = 1;
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ctx.setLineDash([4, 4]);
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ctx.beginPath();
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ctx.moveTo(bbox.left, yPos);
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ctx.lineTo(bbox.left + bbox.width, yPos);
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ctx.stroke();
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ctx.setLineDash([]);
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}
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ctx.restore();
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};
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}
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function yAxis(scaleKey) {
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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' };
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}
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-
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// ── x-range sync (shared across all panels) ─────────────────────────
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const xMin = data.dates[0];
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let charts;
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${UPLOT_SHARED_SCRIPT}
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// ── chart instances ──────────────────────────────────────────────────
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const hurstRefLines = [
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{ y: 0.55, color: 'rgba(46,160,67,0.5)' },
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{ y: 0.50, color: 'rgba(110,118,129,0.3)' },
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{ y: 0.45, color: 'rgba(248,81,73,0.5)' },
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];
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const peRefLines = [
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{ y: 0.85, color: 'rgba(248,81,73,0.5)' },
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{ y: 0.60, color: 'rgba(46,160,67,0.5)' },
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];
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const hurstBgFn = makeBgHook(data.hurstSegments, hurstRefLines, 'h');
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function init() {
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const peEl = document.getElementById('pe-panel');
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priceChart = new uPlot({
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width: priceEl.offsetWidth, height: priceEl.offsetHeight,
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padding: [4, 4, 2, 4], select: { show: false }, legend: { show: false },
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scales: { x: { time: true }, y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.95, max * 1.05] } },
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series: [
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{ label: 'Time' },
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{ label: 'Price', stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
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{ label: 'AMA3', stroke: '#e3b341', width: 1, scale: 'y', points: { show: false } },
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hooks: { draw: [(u) => { updateLegend(u.cursor.idx); }] },
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}, [data.dates, data.prices, data.ama3Prices], document.getElementById('price-chart'));
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hurstChart = new uPlot({
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padding: [4, 4, 2, 4], select: { show: false }, legend: { show: false },
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scales: { x: { time: true }, h: { auto: true } },
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series: [
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{ label: 'Time' },
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{ label: 'Hurst', stroke: '#4dc3ff', width: 1.5, scale: 'h', points: { show: false } },
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axes: [
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}, [data.dates, data.hurstArr], document.getElementById('hurst-chart'));
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peChart = new uPlot({
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scales: { x: { time: true }, p: { range: [0, 1] } },
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series: [
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{ label: 'Time' },
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|
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{ label: 'PE', stroke: '#d2a8ff', width: 1.5, scale: 'p', points: { show: false } },
|
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|
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],
|
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axes: [
|
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|
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{ ...X_AXIS_CFG, show: true },
|
|
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|
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{ ...yAxis('p'), values: (u, v) => v.map(x => x != null ? x.toFixed(2) : '') },
|
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|
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],
|
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|
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cursor: cursorCfg,
|
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|
-
hooks: { draw: [peBgFn] },
|
|
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|
-
}, [data.dates, data.peArr], document.getElementById('pe-chart'));
|
|
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|
-
|
|
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|
-
charts = [priceChart, hurstChart, peChart];
|
|
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|
-
let leavePending = null;
|
|
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|
-
charts.forEach(chart => {
|
|
296
|
-
chart.over.addEventListener('mousemove', () => {
|
|
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|
-
if (leavePending !== null) { clearTimeout(leavePending); leavePending = null; }
|
|
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|
-
updateLegend(chart.cursor.idx);
|
|
299
|
-
});
|
|
300
|
-
chart.over.addEventListener('mouseleave', () => {
|
|
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|
-
leavePending = setTimeout(() => { leavePending = null; updateLegend(null); }, 60);
|
|
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|
-
});
|
|
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|
-
chart.root.addEventListener('mouseenter', () => chart.root.classList.add('is-hovered'));
|
|
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|
-
chart.root.addEventListener('mouseleave', () => chart.root.classList.remove('is-hovered'));
|
|
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|
-
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
|
|
@@ -1 +0,0 @@
|
|
|
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"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"test_kalman_trend.d.ts","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_trend.ts"],"names":[],"mappings":""}
|
|
@@ -1,130 +0,0 @@
|
|
|
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
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"test_kalman_trend.js","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_trend.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;;AAEb,MAAM,MAAM,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC;AACjC,MAAM,EAAE,mBAAmB,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,0BAA0B,CAAC,CAAC;AAElF;;GAEG;AAEH,KAAK,UAAU,QAAQ;IACnB,OAAO,CAAC,GAAG,CAAC,wCAAwC,CAAC,CAAC;IAEtD,wBAAwB,EAAE,CAAC;IAC3B,4BAA4B,EAAE,CAAC;IAC/B,kBAAkB,EAAE,CAAC;IACrB,wBAAwB,EAAE,CAAC;IAC3B,sBAAsB,EAAE,CAAC;IACzB,8BAA8B,EAAE,CAAC;IACjC,oCAAoC,EAAE,CAAC;IACvC,oCAAoC,EAAE,CAAC;IACvC,+CAA+C,EAAE,CAAC;IAElD,OAAO,CAAC,GAAG,CAAC,0BAA0B,CAAC,CAAC;AAC5C,CAAC;AAED,SAAS,wBAAwB;IAC7B,OAAO,CAAC,GAAG,CAAC,2BAA2B,CAAC,CAAC;IACzC,MAAM,EAAE,GAAG,IAAI,YAAY,EAAE,CAAC;IAC9B,MAAM,KAAK,GAAG,EAAE,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC7B,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;IACjC,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;AACnC,CAAC;AAED,SAAS,4BAA4B;IACjC,OAAO,CAAC,GAAG,CAAC,uCAAuC,CAAC,CAAC;IACrD,MAAM,QAAQ,GAAG,IAAI,mBAAmB,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC;IAEzE,sEAAsE;IACtE,IAAI,KAAK,GAAG,GAAG,CAAC;IAChB,IAAI,YAAY,CAAC;IACjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,KAAK,IAAI,GAAG,CAAC;QACb,YAAY,GAAG,QAAQ,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC1C,CAAC;IAED,uCAAuC;IACvC,MAAM,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC,QAAQ,GAAG,GAAG,CAAC,GAAG,IAAI,EAAE,YAAY,YAAY,CAAC,QAAQ,qBAAqB,CAAC,CAAC;IAChH,MAAM,CAAC,WAAW,CAAC,YAAY,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC;AACjD,CAAC;AAED,SAAS,kBAAkB;IACvB,OAAO,CAAC,GAAG,CAAC,oCAAoC,CAAC,CAAC;IAClD,MAAM,QAAQ,GAAG,IAAI,mBAAmB,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,wBAAwB;IAElG,IAAI,KAAK,GAAG,GAAG,CAAC;IAChB,2BAA2B;IAC3B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE;QAAE,QAAQ,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAElD,wBAAwB;IACxB,MAAM,aAAa,GAAG,QAAQ,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAE3C,gEAAgE;IAChE,MAAM,CAAC,EAAE,CAAC,aAAa,CAAC,WAAW,GAAG,GAAG,EAAE,gBAAgB,aAAa,CAAC,WAAW,gCAAgC,CAAC,CAAC;AAC1H,CAAC;AAED,SAAS,wBAAwB;IAC7B,OAAO,CAAC,GAAG,CAAC,0CAA0C,CAAC,CAAC;IACxD,MAAM,QAAQ,GAAG,IAAI,mBAAmB,EAAE,CAAC;IAE3C,6BAA6B;IAC7B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE;QAAE,QAAQ,CAAC,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;IAE9D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;IAExC,mFAAmF;IACnF,uEAAuE;IACvE,MAAM,CAAC,EAAE,CAAC,QAAQ,CAAC,WAAW,IAAI,IAAI,EAAE,+BAA+B,CAAC,CAAC;IACzE,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,sCAAsC,CAAC,CAAC;IAClG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE,mCAAmC,CAAC,CAAC;AAChG,CAAC;AAED,SAAS,sBAAsB;IAC3B,OAAO,CAAC,GAAG,CAAC,kCAAkC,CAAC,CAAC;IAChD,MAAM,QAAQ,GAAG,IAAI,mBAAmB,EAAE,CAAC;IAE3C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE;QAAE,QAAQ,CAAC,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW;IAClE,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,EAAE,MAAM,CAAC,CAAC;IAEzD,QAAQ,CAAC,KAAK,EAAE,CAAC;IACjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE;QAAE,QAAQ,CAAC,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS;IAChE,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC;AAC3D,CAAC;AAED,SAAS,8BAA8B;IACnC,OAAO,CAAC,GAAG,CAAC,0CAA0C,CAAC,CAAC;IACxD,MAAM,QAAQ,GAAG,IAAI,mBAAmB,CAAC;QACrC,MAAM,EAAE,IAAI;QACZ,SAAS,EAAE,IAAI;QACf,MAAM,EAAE,MAAM;QACd,EAAE,EAAE,CAAC;KACR,CAAC,CAAC;IAEH,QAAQ,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,QAAQ,CAAC,KAAK,EAAE,CAAC;IAEjB,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;IAChD,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;IAChD,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC;IAC9C,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;IAC7C,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAC/C,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC;AAC/C,CAAC;AAED,SAAS,oCAAoC;IACzC,OAAO,CAAC,GAAG,CAAC,sCAAsC,CAAC,CAAC;IACpD,MAAM,EAAE,GAAG,IAAI,YAAY,EAAE,CAAC;IAC9B,MAAM,OAAO,GAAG,EAAE,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC/B,MAAM,KAAK,GAAG,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAEpC,MAAM,CAAC,eAAe,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACvC,MAAM,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;IAC9B,MAAM,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAC5B,MAAM,CAAC,WAAW,CAAC,EAAE,CAAC,aAAa,EAAE,IAAI,CAAC,CAAC;AAC/C,CAAC;AAED,SAAS,oCAAoC;IACzC,OAAO,CAAC,GAAG,CAAC,mDAAmD,CAAC,CAAC;IACjE,MAAM,EAAE,GAAG,IAAI,YAAY,EAAE,CAAC;IAC9B,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IAElB,MAAM,CAAC,WAAW,CAAC,EAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,GAAG,CAAC,CAAC;IAClD,MAAM,CAAC,WAAW,CAAC,EAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAC,CAAC;AAChD,CAAC;AAED,SAAS,+CAA+C;IACpD,OAAO,CAAC,GAAG,CAAC,uCAAuC,CAAC,CAAC;IACrD,MAAM,QAAQ,GAAG,IAAI,mBAAmB,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC,CAAC;IAC5D,QAAQ,CAAC,SAAS,GAAG,CAAC,CAAC;IACvB,QAAQ,CAAC,KAAK,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC;IACpC,QAAQ,CAAC,QAAQ,GAAG,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC;IACnC,QAAQ,CAAC,mBAAmB,GAAG,MAAM,CAAC,GAAG,CAAC;IAE1C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;IACxC,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,cAAc,EAAE,CAAC,CAAC,CAAC;IAC/C,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,kBAAkB,EAAE,CAAC,CAAC,CAAC;IACnD,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC;IACjD,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,eAAe,CAAC,CAAC,CAAC;AACzD,CAAC;AAED,QAAQ,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE;IACnB,OAAO,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC/B,OAAO,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACnB,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;AACpB,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"test_kalman_velocity_smoothing.d.ts","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts"],"names":[],"mappings":""}
|
|
@@ -1,38 +0,0 @@
|
|
|
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
|
|
@@ -1 +0,0 @@
|
|
|
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"}
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{"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"}
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