npm - dexbot - Versions diffs - 1.3.2 → 1.4.0 - Mend

dexbot 1.3.2 → 1.4.0

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Files changed (738) hide show

package/dist/analysis/trend_detection/volatility_chart_generator.js DELETED Viewed

@@ -1,732 +0,0 @@
-'use strict';
-const { MARKET_ADAPTER } = require('../../modules/constants');
-const { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } = require('../chart_utils');
-const { roundTo } = require('../../modules/utils/math_utils');
-function generateHTML(data, title = 'ATR Volatility Research') {
-    const results = data.allResults || [];
-    if (results.length === 0)
-        throw new Error('No analysis results in input');
-    const volatilityCfg = data.volatilityConfig || {};
-    const defaultThreshold = data.volatilityThreshold ?? volatilityCfg.volatilityThreshold
-        ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD;
-    const defaultAtrPeriod = data.atrPeriod ?? volatilityCfg.atrPeriod ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_DEFAULT;
-    const defaultExponent = data.volatilityExponent ?? volatilityCfg.volatilityExponent ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
-    const defaultScaleX = data.volatilityScaleX ?? volatilityCfg.volatilityScaleX ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
-    const defaultClamp = data.volatilityClamp ?? volatilityCfg.volatilityClamp ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP;
-    const defaultMinWeight = data.minWeight ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
-    const defaultMaxWeight = data.maxWeight ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
-    const interval = results.length > 1
-        ? (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000
-        : 3600;
-    const dates = results.map((r, i) => toEpochSeconds(r.timestamp || Date.now(), i));
-    const prices = results.map((r) => r.price);
-    const ama3Prices = results.map((r) => r.ama3Price ?? null);
-    const baseVarianceSeries = results.map((r) => r.weightVariance ?? null);
-    const candleRows = Array.isArray(data.candles) ? data.candles : [];
-    const realBarCount = results.length;
-    const lastDate = dates[dates.length - 1];
-    for (let i = 1; i <= 120; i++) {
-        dates.push(lastDate + (i * interval));
-        prices.push(null);
-        ama3Prices.push(null);
-        baseVarianceSeries.push(null);
-    }
-    const payload = {
-        dates,
-        prices,
-        ama3Prices,
-        candles: candleRows,
-        atrPeriod: defaultAtrPeriod,
-        varianceSeries: baseVarianceSeries,
-        realBarCount,
-        volatilityThreshold: defaultThreshold,
-        volatilityExponent: defaultExponent,
-        volatilityScaleX: defaultScaleX,
-        volatilityClamp: defaultClamp,
-        minWeight: defaultMinWeight,
-        maxWeight: defaultMaxWeight,
-        marketAdapter: MARKET_ADAPTER,
-    };
-    return `<!DOCTYPE html>
-<html lang="en">
-<head>
-    <meta charset="UTF-8">
-    <meta name="color-scheme" content="dark">
-    <meta name="darkreader-lock">
-    <title>${escapeHtml(title)}</title>
-    <link rel="stylesheet" href="../uplot/uPlot.min.css">
-    <script src="../uplot/uPlot.iife.min.js"></script>
-    <style>
-        * { box-sizing: border-box; }
-        :root { color-scheme: dark; }
-        body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 0; overflow: hidden; }
-        #header { padding: 10px 18px; background: #161b22; border-bottom: 1px solid #30363d; display: flex; align-items: center; justify-content: space-between; gap: 16px; height: 48px; }
-        #header-left { font-weight: bold; color: #fff; }
-        #hint { font-size: 11px; color: #8b949e; text-transform: uppercase; letter-spacing: 0.4px; white-space: nowrap; }
-        #panels { display: flex; flex-direction: column; height: calc(100vh - 48px); width: 100vw; }
-        #price-panel { flex: 0 0 33%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
-        #variance-panel { flex: 0 0 27%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
-        #variance-panel .legend { top: 10px; }
-        #variance-chart { margin-top: 0; height: 100%; }
-        #shift-panel { flex: 0 0 40%; min-height: 0; position: relative; }
-        #shift-panel .legend { top: 18px; }
-        #shift-chart { margin-top: 0; height: calc(100% - 30px); }
-        .uplot { background: #0b0e14; }
-        .legend { position: absolute; top: 8px; left: 12px; right: 12px; font-size: 11px; pointer-events: none; z-index: 10; display: flex; gap: 12px; color: #adbac7; white-space: nowrap; align-items: center; flex-wrap: wrap; }
-        .legend-item { display: flex; align-items: center; gap: 5px; }
-        .legend-val { font-family: monospace; font-weight: bold; }
-        .dot { width: 10px; height: 10px; border-radius: 2px; flex-shrink: 0; }
-        .u-cursor-x { border-left: 1px dashed rgba(255,255,255,0.3) !important; }
-        .u-cursor-y { border-top: 1px dashed rgba(255,255,255,0.3) !important; display: none; }
-        .is-hovered .u-cursor-y { display: block; }
-        .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; }
-        .ctrl { pointer-events: auto; display: inline-flex; align-items: center; gap: 3px; margin-left: 0; }
-        .ctrl label { color: #8b949e; font-size: 11px; min-width: 34px; text-align: right; }
-        .ctrl input[type="range"] { width: 138px; height: 3px; margin-right: 0; }
-        .ctrl .val { font-weight: bold; font-size: 11px; min-width: 36px; display: inline-block; text-align: right; margin-left: 0; }
-        .ctrl.thr label { min-width: 26px; }
-        .ctrl.atr label { min-width: 28px; }
-        .ctrl.exp label { min-width: 24px; }
-        .ctrl.scale label { min-width: 38px; }
-        .ctrl.clamp label { min-width: 36px; }
-        .ctrl.thr input[type="range"] { accent-color: #8b949e; }
-        .ctrl.thr .val { color: #8b949e; }
-        .ctrl.atr input[type="range"] { accent-color: #3fb950; }
-        .ctrl.atr .val { color: #3fb950; }
-        .ctrl.atr input[type="range"] { margin-right: -6px; }
-        .ctrl.exp input[type="range"] { accent-color: #58a6ff; }
-        .ctrl.exp .val { color: #58a6ff; }
-        .ctrl.thr input[type="range"],
-        .ctrl.atr input[type="range"],
-        .ctrl.exp input[type="range"],
-        .ctrl.scale input[type="range"],
-        .ctrl.clamp input[type="range"] { width: 138px; }
-        .ctrl.scale input[type="range"] { accent-color: #f0883e; }
-        .ctrl.scale input[type="range"] { margin-right: 8px; }
-        .ctrl.scale .val { color: #f0883e; }
-        .ctrl.clamp input[type="range"] { accent-color: #a371f7; }
-        .ctrl.clamp .val { color: #a371f7; }
-        .group-sep { border-left: 1px solid #30363d; margin-left: 2px; padding-left: 2px; display: inline-flex; align-items: center; height: 18px; }
-        .signal-summary { margin-left: 8px; min-width: 313px; max-width: 450px; flex: 0 0 338px; display: flex; flex-direction: column; gap: 4px; align-items: flex-start; justify-content: center; }
-        .signal-bar { display: flex; width: 100%; height: 15px; overflow: hidden; border-radius: 999px; background: #10151d; border: 1px solid #30363d; box-shadow: inset 0 0 0 1px rgba(255,255,255,0.03), 0 0 10px rgba(88,166,255,0.08); }
-        .signal-seg { position: relative; height: 100%; min-width: 1px; transition: width 0.18s ease; box-shadow: inset 0 0 8px rgba(255,255,255,0.14), 0 0 8px currentColor; }
-        .signal-seg:not(:last-child) { border-right: 1px solid rgba(255,255,255,0.34); }
-        .signal-seg.below { color: #58a6ff; background: linear-gradient(90deg, #3b82f6 0%, #7dd3fc 100%); box-shadow: inset 0 0 4px rgba(255,255,255,0.14); }
-        .signal-seg.mid { color: #ffd24a; background: linear-gradient(90deg, #ffe066 0%, #fff3a0 100%); box-shadow: inset 0 0 4px rgba(255,255,255,0.18); }
-        .signal-seg.over { color: #f85149; background: linear-gradient(90deg, #ff4d4d 0%, #ff8a8a 100%); box-shadow: inset 0 0 4px rgba(255,255,255,0.12); }
-        .signal-labels { position: relative; width: 100%; height: 12px; font-size: 10px; color: #8b949e; white-space: nowrap; }
-        .signal-labels span { position: absolute; top: 0; transform: translateY(0); pointer-events: none; }
-        .signal-labels span:nth-child(1) { left: 2px; color: #58a6ff; }
-        .signal-labels span:nth-child(2) { left: 50%; transform: translate(-50%, 0); color: #ffd24a; }
-        .signal-labels span:nth-child(3) { right: 2px; color: #f85149; }
-    </style>
-</head>
-<body>
-    <div id="header">
-        <div id="header-left">${escapeHtml(title)}</div>
-        <div id="hint">Log price only · weight variance · symmetric shift · wheel zoom · drag pan · Ctrl+0 reset</div>
-    </div>
-    <div id="panels">
-        <div id="price-panel">
-            <div class="section-label">PRICE (LOG)</div>
-            <div class="legend">
-                <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price" class="legend-val" style="color:#58a6ff;">-</span></div>
-                <div class="legend-item"><div class="dot" style="background:#e3b341;"></div>AMA3: <span id="l-ama3" class="legend-val" style="color:#e3b341;">-</span></div>
-            </div>
-            <div id="price-chart"></div>
-        </div>
-        <div id="variance-panel">
-            <div class="section-label">WEIGHT VARIANCE</div>
-            <div class="legend">
-                <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>Weight variance: <span id="l-var" class="legend-val" style="color:#d2a8ff;">-</span></div>
-            </div>
-            <div id="variance-chart"></div>
-        </div>
-            <div id="shift-panel">
-            <div class="section-label">SYMMETRIC SHIFT</div>
-            <div class="legend" style="gap: 10px;">
-                <div class="legend-item"><div class="dot" style="background:#f85149;"></div>Δ: <span id="l-delta" class="legend-val" style="color:#f85149;">-</span></div>
-                <div class="legend-item">Weff: <span id="l-weff" class="legend-val" style="color:#3fb950;">-</span></div>
-                <div class="group-sep"></div>
-                <div class="ctrl thr"><label for="threshold-slider">thr</label><input type="range" id="threshold-slider" min="0" max="500" step="1" value="${Math.round(defaultThreshold * 1000)}"><span class="val" id="threshold-value">${defaultThreshold.toFixed(3)}</span></div>
-                <div class="ctrl atr"><label for="atr-slider">atr</label><input type="range" id="atr-slider" min="3" max="30" step="1" value="${Math.round(defaultAtrPeriod)}"><span class="val" id="atr-value">${Math.round(defaultAtrPeriod)}</span></div>
-                <div class="ctrl clamp"><label for="clamp-slider">clamp</label><input type="range" id="clamp-slider" min="100" max="1000" step="1" value="${Math.round(defaultClamp * 1000)}"><span class="val" id="clamp-value">${defaultClamp.toFixed(3)}</span></div>
-                <div class="ctrl exp"><label for="exponent-slider">exp</label><input type="range" id="exponent-slider" min="500" max="1000" step="1" value="${Math.round(defaultExponent * 1000)}"><span class="val" id="exponent-value">${defaultExponent.toFixed(3)}</span></div>
-                <div class="ctrl scale"><label for="scale-slider">scaleX</label><input type="range" id="scale-slider" min="100" max="10000" step="1" value="${Math.round(defaultScaleX * 100)}"><span class="val" id="scale-value">${defaultScaleX.toFixed(2)}x</span></div>
-                <div class="signal-summary">
-                    <div class="signal-bar" id="signal-bar" title="Signal distribution">
-                        <div id="signal-below" class="signal-seg below" style="width:0%"></div>
-                        <div id="signal-mid" class="signal-seg mid" style="width:0%"></div>
-                        <div id="signal-over" class="signal-seg over" style="width:0%"></div>
-                    </div>
-                    <div class="signal-labels">
-                        <span id="signal-below-label">below 0%</span>
-                        <span id="signal-mid-label">in 0%</span>
-                        <span id="signal-over-label">over 0%</span>
-                    </div>
-                </div>
-            </div>
-            <div id="shift-chart"></div>
-        </div>
-    </div>
-    <script id="payload" type="application/json">${serializeJsonForScript(payload)}</script>
-    <script>
-    (function () {
-        const data = JSON.parse(document.getElementById('payload').textContent);
-        const SYNC_KEY = 'volatility-det-v1';
-        const Y_AXIS_SIZE = 58;
-        const MARKET_ADAPTER = data.marketAdapter || {};
-        const MIN_WEIGHT = data.minWeight ?? ${JSON.stringify(defaultMinWeight)};
-        const MAX_WEIGHT = data.maxWeight ?? ${JSON.stringify(defaultMaxWeight)};
-        const BASELINE_WEIGHT = 0.5;
-        const EXP_LOG_MIN = Math.log(0.5);
-        const EXP_LOG_MAX = Math.log(1.0);
-        const SCALE_LOG_MIN = Math.log(1.0);
-        const SCALE_LOG_MAX = Math.log(100.0);
-        const candleRows = Array.isArray(data.candles) ? data.candles : [];
-        const baseVarianceSeries = Array.isArray(data.varianceSeries) ? data.varianceSeries : [];
-        function getCandleClose(c) { return Array.isArray(c) ? c[4] : c?.close; }
-        function getCandleHigh(c)  { return Array.isArray(c) ? c[2] : c?.high; }
-        function getCandleLow(c)   { return Array.isArray(c) ? c[3] : c?.low; }
-        let currentAtrPeriod = Math.max(3, Math.min(30, Math.round(data.atrPeriod ?? ${JSON.stringify(defaultAtrPeriod)})));
-        let currentThreshold = data.volatilityThreshold;
-        let currentExponent = data.volatilityExponent;
-        let currentScaleX = data.volatilityScaleX;
-        let currentClamp = Math.max(0.1, data.volatilityClamp ?? ${JSON.stringify(defaultClamp)});
-        const xMin = data.dates[0];
-        const xMax = data.dates[data.dates.length - 1];
-        let pendingRange = null;
-        let pendingRangeRaf = 0;
-        let priceChart, varianceChart, shiftChart;
-        let charts;
-        ${UPLOT_SHARED_SCRIPT}
-        function clamp(v, lo, hi) {
-            return Math.max(lo, Math.min(hi, v));
-        }
-        function fmtNum(v, digits = 4) {
-            if (v == null || !Number.isFinite(v)) return '-';
-            const abs = Math.abs(v);
-            if (abs >= 1000) return v.toFixed(2);
-            if (abs >= 1) return v.toFixed(Math.min(4, digits));
-            return v.toPrecision(Math.min(6, digits + 2));
-        }
-        function fmtSigned(v, digits = 3) {
-            if (v == null || !Number.isFinite(v)) return '-';
-            const s = v >= 0 ? '+' : '';
-            return s + v.toFixed(digits);
-        }
-        function fmtDate(ts) {
-            if (ts == null) return '-';
-            const d = new Date(ts * 1000);
-            return d.toLocaleDateString('en-GB', { day: '2-digit', month: 'short', year: '2-digit' })
-                 + ' ' + d.toLocaleTimeString('en-GB', { hour: '2-digit', minute: '2-digit' });
-        }
-        function expSliderToVal(pos) {
-            return Math.exp(EXP_LOG_MIN + (pos / 1000) * (EXP_LOG_MAX - EXP_LOG_MIN));
-        }
-        function expValToSlider(val) {
-            const clamped = Math.max(Math.exp(EXP_LOG_MIN), Math.min(Math.exp(EXP_LOG_MAX), val));
-            return Math.round((Math.log(clamped) - EXP_LOG_MIN) / (EXP_LOG_MAX - EXP_LOG_MIN) * 1000);
-        }
-        function scaleSliderToVal(pos) {
-            return Math.exp(SCALE_LOG_MIN + (pos / 1000) * (SCALE_LOG_MAX - SCALE_LOG_MIN));
-        }
-        function scaleValToSlider(val) {
-            const clamped = Math.max(Math.exp(SCALE_LOG_MIN), Math.min(Math.exp(SCALE_LOG_MAX), val));
-            return Math.round((Math.log(clamped) - SCALE_LOG_MIN) / (SCALE_LOG_MAX - SCALE_LOG_MIN) * 1000);
-        }
-        function clampValToSlider(val) {
-            const clamped = Math.max(0.1, Math.min(1.0, val));
-            return Math.round(clamped * 1000);
-        }
-        function clampSliderToVal(pos) {
-            return Math.max(0.1, Math.min(1.0, pos / 1000));
-        }
-        /* Sync with analysis/math_utils.ts computeATR() — keep in sync when changing ATR logic */
-        function computeATRSeries(candles, period = 14) {
-            const atrs = [];
-            if (!Array.isArray(candles) || candles.length === 0) return atrs;
-            const safePeriod = Math.max(1, Math.round(period));
-            let prevClose = Number(getCandleClose(candles[0]) ?? 0);
-            let atrVal = 0;
-            for (let i = 0; i < candles.length; i++) {
-                const c = candles[i];
-                const high = Number(getCandleHigh(c) ?? 0);
-                const low = Number(getCandleLow(c) ?? 0);
-                const close = Number(getCandleClose(c) ?? 0);
-                if (i === 0) {
-                    atrs.push(0);
-                    prevClose = close;
-                    continue;
-                }
-                const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
-                if (i <= safePeriod) {
-                    atrVal = atrVal === 0 ? tr : (atrVal * (i - 1) + tr) / i;
-                } else {
-                    atrVal = (atrVal * (safePeriod - 1) + tr) / safePeriod;
-                }
-                atrs.push(atrVal);
-                prevClose = close;
-            }
-            return atrs;
-        }
-        function rebuildVarianceSeries() {
-            if (!candleRows.length) return baseVarianceSeries.slice();
-            const atrSeries = computeATRSeries(candleRows, currentAtrPeriod);
-            const next = new Array(data.dates.length).fill(null);
-            for (let i = 0; i < data.realBarCount; i++) {
-                const amaPrice = data.ama3Prices[i];
-                const atr = atrSeries[i] ?? 0;
-                next[i] = amaPrice > 0 ? atr / amaPrice : 0;
-            }
-            return next;
-        }
-        function toPlotLog(values) {
-            return values.map((v) => (v != null && v > 0 ? v : null));
-        }
-        let varianceSeries = rebuildVarianceSeries();
-        const variancePlot = toPlotLog(varianceSeries);
-        let rawDeltaArr = new Array(data.dates.length).fill(null);
-        let deltaArr = new Array(data.dates.length).fill(null);
-        let weffArr = new Array(data.dates.length).fill(null);
-        let signalSummary = { below: 0, mid: 0, over: 0, total: 0 };
-        function calcShift(weightVariance) {
-            const safeVariance = Number.isFinite(weightVariance) && weightVariance > 0 ? weightVariance : 0;
-            const effectiveExponent = Math.max(Math.exp(EXP_LOG_MIN), Math.min(Math.exp(EXP_LOG_MAX), currentExponent));
-            const effectiveScaleX = Math.max(Math.exp(SCALE_LOG_MIN), Math.min(Math.exp(SCALE_LOG_MAX), currentScaleX));
-            const effectiveClamp = Number.isFinite(currentClamp) && currentClamp >= 0.1 ? currentClamp : ${JSON.stringify(defaultClamp)};
-            const raw = -Math.pow(safeVariance, effectiveExponent) * effectiveScaleX;
-            const rawAbs = Math.abs(raw);
-            const clampedRaw = clamp(raw, -effectiveClamp, 0);
-            const delta = Math.abs(clampedRaw) < currentThreshold ? 0 : clampedRaw;
-            const weff = clamp(BASELINE_WEIGHT + delta, MIN_WEIGHT, MAX_WEIGHT);
-            return { raw: clampedRaw, rawAbs, delta, weff, sellW: weff, buyW: weff };
-        }
-        function recalcShift() {
-            varianceSeries = rebuildVarianceSeries();
-            const effectiveClamp = Number.isFinite(currentClamp) && currentClamp >= 0.1 ? currentClamp : ${JSON.stringify(defaultClamp)};
-            let below = 0;
-            let mid = 0;
-            let over = 0;
-            let total = 0;
-            for (let i = 0; i < data.dates.length; i++) {
-                if (i >= data.realBarCount) {
-                    rawDeltaArr[i] = null;
-                    deltaArr[i] = null;
-                    weffArr[i] = null;
-                    continue;
-                }
-                const r = calcShift(varianceSeries[i]);
-                rawDeltaArr[i] = r.raw;
-                deltaArr[i] = r.delta;
-                weffArr[i] = r.weff;
-                if (Number.isFinite(r.rawAbs)) {
-                    total++;
-                    if (r.rawAbs >= effectiveClamp) over++;
-                    else if (r.rawAbs < currentThreshold) below++;
-                    else mid++;
-                }
-            }
-            signalSummary = { below, mid, over, total };
-        }
-        function updateSignalSummary() {
-            const total = signalSummary.total || 0;
-            const belowPct = total > 0 ? (signalSummary.below / total) * 100 : 0;
-            const midPct = total > 0 ? (signalSummary.mid / total) * 100 : 0;
-            const overPct = total > 0 ? (signalSummary.over / total) * 100 : 0;
-            const belowEl = document.getElementById('signal-below');
-            const midEl = document.getElementById('signal-mid');
-            const overEl = document.getElementById('signal-over');
-            belowEl.style.width = belowPct + '%';
-            midEl.style.width = midPct + '%';
-            overEl.style.width = overPct + '%';
-            belowEl.title = 'below: ' + signalSummary.below + '/' + total + ' (' + belowPct.toFixed(1) + '%)';
-            midEl.title = 'in: ' + signalSummary.mid + '/' + total + ' (' + midPct.toFixed(1) + '%)';
-            overEl.title = 'over: ' + signalSummary.over + '/' + total + ' (' + overPct.toFixed(1) + '%)';
-            const title = 'below: ' + signalSummary.below + '/' + total + ' (' + belowPct.toFixed(1) + '%) | in: ' + signalSummary.mid + '/' + total + ' (' + midPct.toFixed(1) + '%) | over: ' + signalSummary.over + '/' + total + ' (' + overPct.toFixed(1) + '%)';
-            document.getElementById('signal-bar').title = title;
-            document.getElementById('signal-below-label').textContent = 'below ' + belowPct.toFixed(1) + '%';
-            document.getElementById('signal-mid-label').textContent = 'in ' + midPct.toFixed(1) + '%';
-            document.getElementById('signal-over-label').textContent = 'over ' + overPct.toFixed(1) + '%';
-        }
-        function rangeFrom(values, fallbackMin, fallbackMax, padFrac = 0.12) {
-            let min = Infinity;
-            let max = -Infinity;
-            for (let i = 0; i < values.length; i++) {
-                const v = values[i];
-                if (v == null || !Number.isFinite(v)) continue;
-                if (v < min) min = v;
-                if (v > max) max = v;
-            }
-            if (!Number.isFinite(min) || !Number.isFinite(max)) return [fallbackMin, fallbackMax];
-            if (min === max) {
-                const pad = Math.max(Math.abs(min) * padFrac, 0.02);
-                return [min - pad, max + pad];
-            }
-            const span = max - min;
-            const pad = span * padFrac;
-            return [min - pad, max + pad];
-        }
-        function buildRawDeltaSplits(u) {
-            const scale = u.scales.d || {};
-            const r = rangeFrom(rawDeltaArr, -0.5, 0.04);
-            const min = Number.isFinite(scale.min) ? scale.min : r[0];
-            const max = Number.isFinite(scale.max) ? scale.max : r[1];
-            const lo = Math.min(min, max);
-            const hi = Math.max(min, max);
-            const step = 0.05;
-            const start = Math.floor(lo / step) * step;
-            const end = Math.ceil(hi / step) * step;
-            const splits = [];
-            for (let v = start; v <= end + 1e-9; v += step) {
-                const rounded = roundTo(v, 100);
-                if (!splits.includes(rounded)) splits.push(rounded);
-            }
-            if (!splits.includes(0)) splits.push(0);
-            if (!splits.includes(-currentThreshold)) splits.push(-currentThreshold);
-            return splits.sort((a, b) => a - b);
-        }
-        function makeDeltaHook(values, scaleKey, thresholdGetter) {
-            return (u) => {
-                const { ctx, bbox } = u;
-                ctx.save();
-                ctx.beginPath();
-                ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height);
-                ctx.clip();
-                const zeroY = u.valToPos(0, scaleKey, true);
-                const thresholdY = u.valToPos(-thresholdGetter(), scaleKey, true);
-                ctx.strokeStyle = '#ffd24a';
-                ctx.shadowColor = 'rgba(255,210,74,0.85)';
-                ctx.shadowBlur = 6;
-                ctx.lineWidth = 2.5;
-                ctx.setLineDash([4, 3]);
-                ctx.beginPath();
-                ctx.moveTo(bbox.left, thresholdY);
-                ctx.lineTo(bbox.left + bbox.width, thresholdY);
-                ctx.stroke();
-                ctx.shadowBlur = 0;
-                ctx.shadowColor = 'transparent';
-                ctx.font = 'bold 10px Segoe UI, sans-serif';
-                ctx.textBaseline = 'middle';
-                const label = 'threshold';
-                const labelX = Math.max(bbox.left + 4, bbox.left + bbox.width - 60);
-                const labelY = thresholdY - 8;
-                const labelW = ctx.measureText(label).width + 8;
-                ctx.fillStyle = 'rgba(11,14,20,0.82)';
-                ctx.fillRect(labelX - 4, labelY - 7, labelW, 14);
-                ctx.fillStyle = '#ffd24a';
-                ctx.fillText(label, labelX, labelY);
-                const clampY = u.valToPos(-currentClamp, scaleKey, true);
-                ctx.strokeStyle = '#a371f7';
-                ctx.shadowColor = 'rgba(163,113,247,0.85)';
-                ctx.shadowBlur = 6;
-                ctx.lineWidth = 2;
-                ctx.setLineDash([4, 3]);
-                ctx.beginPath();
-                ctx.moveTo(bbox.left, clampY);
-                ctx.lineTo(bbox.left + bbox.width, clampY);
-                ctx.stroke();
-                ctx.shadowBlur = 0;
-                ctx.shadowColor = 'transparent';
-                ctx.font = 'bold 10px Segoe UI, sans-serif';
-                ctx.textBaseline = 'middle';
-                const clampLabel = 'clamp';
-                const clampLabelX = Math.max(bbox.left + 4, bbox.left + bbox.width - 52);
-                const clampLabelY = clampY - 8;
-                const clampLabelW = ctx.measureText(clampLabel).width + 8;
-                ctx.fillStyle = 'rgba(11,14,20,0.82)';
-                ctx.fillRect(clampLabelX - 4, clampLabelY - 7, clampLabelW, 14);
-                ctx.fillStyle = '#a371f7';
-                ctx.fillText(clampLabel, clampLabelX, clampLabelY);
-                ctx.strokeStyle = 'rgba(139,148,158,0.4)';
-                ctx.setLineDash([4, 4]);
-                ctx.beginPath();
-                ctx.moveTo(bbox.left, zeroY);
-                ctx.lineTo(bbox.left + bbox.width, zeroY);
-                ctx.stroke();
-                ctx.setLineDash([]);
-                const path = new Path2D();
-                let started = false;
-                let lastX = 0;
-                for (let i = 0; i < values.length; i++) {
-                    const v = values[i];
-                    if (v == null) { if (started) { path.lineTo(lastX, zeroY); started = false; } continue; }
-                    const x = u.valToPos(data.dates[i], 'x', true);
-                    const y = u.valToPos(v, scaleKey, true);
-                    if (!started) {
-                        path.moveTo(x, zeroY);
-                        path.lineTo(x, y);
-                        started = true;
-                    } else {
-                        path.lineTo(x, y);
-                    }
-                    lastX = x;
-                }
-                if (started) path.lineTo(lastX, zeroY);
-                ctx.save();
-                ctx.beginPath();
-                ctx.rect(bbox.left, zeroY, bbox.width, bbox.top + bbox.height - zeroY);
-                ctx.clip();
-                ctx.fillStyle = 'rgba(248,81,73,0.16)';
-                ctx.fill(path);
-                ctx.restore();
-                ctx.strokeStyle = 'rgba(248,81,73,0.9)';
-                ctx.lineWidth = 1.7;
-                ctx.stroke(path);
-                ctx.restore();
-            };
-        }
-        const cursorCfg = {
-            show: true,
-            x: true,
-            y: true,
-            points: { show: false },
-            drag: { x: false, y: false, setScale: false },
-            sync: { key: SYNC_KEY, setSeries: false, scales: ['x', null] },
-            focus: { prox: -1 },
-        };
-        function updateLegend(idx) {
-            if (idx == null || idx >= data.realBarCount) return;
-            document.getElementById('l-price').textContent = fmtNum(data.prices[idx], 6);
-            document.getElementById('l-ama3').textContent = fmtNum(data.ama3Prices[idx], 6);
-            const variance = varianceSeries[idx];
-            document.getElementById('l-var').textContent = variance == null ? '-' : fmtNum(variance, 6) + ' (' + fmtNum(variance * 100, 4) + '%)';
-            document.getElementById('l-delta').textContent = fmtSigned(deltaArr[idx], 3);
-            document.getElementById('l-weff').textContent = fmtNum(weffArr[idx], 3);
-        }
-        function init() {
-            currentAtrPeriod = Math.max(3, Math.min(30, Math.round(currentAtrPeriod)));
-            currentExponent = Math.max(Math.exp(EXP_LOG_MIN), Math.min(Math.exp(EXP_LOG_MAX), currentExponent));
-            currentScaleX = Math.max(Math.exp(SCALE_LOG_MIN), Math.min(Math.exp(SCALE_LOG_MAX), currentScaleX));
-            currentClamp = Math.max(0.1, Math.min(1.0, currentClamp));
-            document.getElementById('atr-slider').value = currentAtrPeriod;
-            document.getElementById('atr-value').textContent = String(currentAtrPeriod);
-            document.getElementById('threshold-slider').value = Math.round(currentThreshold * 1000);
-            document.getElementById('exponent-slider').value = expValToSlider(currentExponent);
-            document.getElementById('scale-slider').value = scaleValToSlider(currentScaleX);
-            document.getElementById('clamp-slider').value = clampValToSlider(currentClamp);
-            document.getElementById('exponent-value').textContent = currentExponent.toFixed(3);
-            document.getElementById('scale-value').textContent = currentScaleX.toFixed(2) + 'x';
-            document.getElementById('clamp-value').textContent = currentClamp.toFixed(3);
-            const priceEl = document.getElementById('price-panel');
-            const varianceEl = document.getElementById('variance-panel');
-            const shiftEl = document.getElementById('shift-panel');
-            recalcShift();
-            updateSignalSummary();
-            priceChart = new uPlot({
-                width: priceEl.offsetWidth,
-                height: priceEl.offsetHeight,
-                padding: [4, 8, 2, 4],
-                select: { show: false },
-                legend: { show: false },
-                scales: {
-                    x: { time: true },
-                    y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.95, max * 1.05] },
-                },
-                series: [
-                    { label: 'Time' },
-                    { label: 'Price', stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
-                    { label: 'AMA3', stroke: '#e3b341', width: 1.5, scale: 'y', points: { show: false } },
-                ],
-                axes: [
-                    { show: false, stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' },
-                    { scale: 'y', stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
-                      values: (u, v) => v.map(x => x != null ? fmtNum(x, 6) : '') },
-                ],
-                cursor: cursorCfg,
-            }, [data.dates, data.prices, data.ama3Prices], document.getElementById('price-chart'));
-            varianceChart = new uPlot({
-                width: varianceEl.offsetWidth,
-                height: varianceEl.offsetHeight,
-                padding: [14, 8, 2, 4],
-                select: { show: false },
-                legend: { show: false },
-                scales: {
-                    x: { time: true },
-                    v: { auto: true, range: (u, min, max) => [min * 0.95, max * 1.05] },
-                },
-                series: [
-                    { label: 'Time' },
-                    { label: 'Weight variance', stroke: '#d2a8ff', width: 1.5, scale: 'v', points: { show: false } },
-                ],
-                axes: [
-                    { show: false, stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' },
-                    { scale: 'v', stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
-                      values: (u, v) => v.map(x => x != null ? fmtNum(x, 6) : '') },
-                ],
-                cursor: cursorCfg,
-            }, [data.dates, variancePlot], document.getElementById('variance-chart'));
-            shiftChart = new uPlot({
-                width: shiftEl.offsetWidth,
-                height: shiftEl.offsetHeight,
-                padding: [26, 8, 4, 4],
-                select: { show: false },
-                legend: { show: false },
-                scales: {
-                    x: { time: true },
-                    d: { auto: true, range: () => rangeFrom(rawDeltaArr, -0.5, 0.04) },
-                },
-                series: [
-                    { label: 'Time' },
-                    { label: 'Raw Δ', stroke: '#8b949e', width: 1.2, dash: [5, 4], scale: 'd', points: { show: false } },
-                    { label: 'Δ', stroke: '#f85149', width: 1.7, scale: 'd', points: { show: false } },
-                ],
-                axes: [
-                    { show: true, stroke: '#545d68', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' },
-                    { scale: 'd', stroke: '#545d68', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
-                      values: (u, v) => v.map(x => x != null ? fmtSigned(x, 3) : ''),
-                      splits: buildRawDeltaSplits },
-                ],
-                cursor: cursorCfg,
-                hooks: {
-                    draw: [makeDeltaHook(deltaArr, 'd', () => currentThreshold)],
-                },
-            }, [data.dates, rawDeltaArr, deltaArr], document.getElementById('shift-chart'));
-            charts = [priceChart, varianceChart, shiftChart];
-            let leavePending = null;
-            charts.forEach(chart => {
-                chart.over.addEventListener('mousemove', () => {
-                    if (leavePending !== null) {
-                        clearTimeout(leavePending);
-                        leavePending = null;
-                    }
-                    updateLegend(chart.cursor.idx);
-                });
-                chart.over.addEventListener('mouseleave', () => {
-                    leavePending = setTimeout(() => {
-                        leavePending = null;
-                        updateLegend(shiftChart.cursor.idx ?? data.realBarCount - 1);
-                    }, 60);
-                });
-                chart.root.addEventListener('mouseenter', () => chart.root.classList.add('is-hovered'));
-                chart.root.addEventListener('mouseleave', () => chart.root.classList.remove('is-hovered'));
-                bindWheelZoom(chart);
-                bindPan(chart);
-            });
-            function refreshChartsPreservingZoom() {
-                const xs = shiftChart.scales.x;
-                const savedX = xs ? { min: Number.isFinite(xs.min) ? xs.min : xMin, max: Number.isFinite(xs.max) ? xs.max : xMax } : null;
-                varianceChart.setData([data.dates, toPlotLog(varianceSeries)], false);
-                shiftChart.setData([data.dates, rawDeltaArr, deltaArr], false);
-                if (savedX) {
-                    [varianceChart, shiftChart].forEach((chart) => chart.batch(() => chart.setScale('x', savedX)));
-                }
-            }
-            function applyShiftFromSliders() {
-                recalcShift();
-                updateSignalSummary();
-                refreshChartsPreservingZoom();
-                updateLegend(shiftChart.cursor.idx ?? data.realBarCount - 1);
-            }
-            document.getElementById('atr-slider').addEventListener('input', (e) => {
-                currentAtrPeriod = parseInt(e.target.value, 10);
-                document.getElementById('atr-value').textContent = String(currentAtrPeriod);
-                applyShiftFromSliders();
-            });
-            document.getElementById('threshold-slider').addEventListener('input', (e) => {
-                currentThreshold = parseInt(e.target.value, 10) / 1000;
-                document.getElementById('threshold-value').textContent = currentThreshold.toFixed(3);
-                applyShiftFromSliders();
-            });
-            document.getElementById('exponent-slider').addEventListener('input', (e) => {
-                currentExponent = expSliderToVal(parseInt(e.target.value, 10));
-                document.getElementById('exponent-value').textContent = currentExponent.toFixed(3);
-                applyShiftFromSliders();
-            });
-            document.getElementById('scale-slider').addEventListener('input', (e) => {
-                currentScaleX = scaleSliderToVal(parseInt(e.target.value, 10));
-                document.getElementById('scale-value').textContent = currentScaleX.toFixed(2) + 'x';
-                applyShiftFromSliders();
-            });
-            document.getElementById('clamp-slider').addEventListener('input', (e) => {
-                currentClamp = clampSliderToVal(parseInt(e.target.value, 10));
-                document.getElementById('clamp-value').textContent = currentClamp.toFixed(3);
-                applyShiftFromSliders();
-            });
-        }
-        function sizeCharts() {
-            if (!priceChart || !varianceChart || !shiftChart) return;
-            [
-                [priceChart, 'price-panel'],
-                [varianceChart, 'variance-panel'],
-                [shiftChart, 'shift-panel'],
-            ].forEach(([chart, id]) => {
-                const el = document.getElementById(id);
-                chart.setSize({ width: el.offsetWidth, height: el.offsetHeight });
-            });
-        }
-        window.addEventListener('resize', sizeCharts);
-        window.addEventListener('keydown', (e) => {
-            if ((e.ctrlKey || e.metaKey) && e.key === '0') syncXRange(xMin, xMax);
-        });
-        init();
-        requestAnimationFrame(() => requestAnimationFrame(() => {
-            sizeCharts();
-            updateLegend(data.realBarCount - 1);
-        }));
-    })();
-    </script>
-</body>
-</html>`;
-}
-module.exports = { generateHTML };
-//# sourceMappingURL=volatility_chart_generator.js.map