dexbot 1.3.2 → 1.4.0

package/dist/market_adapter/core/strategies/ama_slope_model.js

@@ -1,13 +1,13 @@
 "use strict";
-const { clamp } = require('../../../modules/order/utils/math');
-const { MARKET_ADAPTER } = require('../../../modules/constants');
-const { roundTo } = require('../../../modules/utils/math_utils');
-const { normalizeMaxVolatilityOffset, normalizeVolatilityThreshold, } = require('../config_normalizers');
-const MAX_OFFSET_FROM_NEUTRAL = MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
-const MAX_SYMMETRIC_SHIFT = MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP;
-const DEFAULT_ER_PERIOD = MARKET_ADAPTER.AMAS[MARKET_ADAPTER.DEFAULT_AMA_KEY].erPeriod;
-const DEFAULT_SLOW_PERIOD = MARKET_ADAPTER.AMAS[MARKET_ADAPTER.DEFAULT_AMA_KEY].slowPeriod;
-const DEFAULT_FAST_PERIOD = MARKET_ADAPTER.AMAS[MARKET_ADAPTER.DEFAULT_AMA_KEY].fastPeriod;
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeAmaSlopeWeights = computeAmaSlopeWeights;
+exports.computeAverageAmaSlopePct = computeAverageAmaSlopePct;
+const math_1 = require("../../../modules/order/utils/math");
+const constants_1 = require("../../../modules/constants");
+const math_utils_1 = require("../../../modules/utils/math_utils");
+const config_normalizers_js_1 = require("../config_normalizers.js");
+const _DEFAULT_AMA_KEY = constants_1.MARKET_ADAPTER.DEFAULT_AMA_KEY;
+const DEFAULT_ER_PERIOD = constants_1.MARKET_ADAPTER.AMAS[_DEFAULT_AMA_KEY].erPeriod;
 function computeAverageAmaSlopePct(current, past, lookbackBars) {
     const safeLookbackBars = Number.isFinite(lookbackBars) && lookbackBars > 0
         ? Math.ceil(lookbackBars)
@@ -45,32 +45,26 @@ function computeAverageAmaSlopePct(current, past, lookbackBars) {
 function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
     const lookbackBars = Number.isFinite(opts.lookbackBars) && opts.lookbackBars >= 0
         ? Math.ceil(opts.lookbackBars)
-        : MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS;
-    const maxSlopePct = opts.maxSlopePct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT;
-    const neutralZonePct = opts.neutralZonePct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT;
-    const volatilityExponent = opts.volatilityExponent ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
-    const volatilityScaleX = opts.volatilityScaleX ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
-    const volatilityThreshold = normalizeVolatilityThreshold(opts.volatilityThreshold);
+        : constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS;
+    const maxSlopePct = opts.maxSlopePct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT;
+    const neutralZonePct = opts.neutralZonePct ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT;
+    const volatilityExponent = opts.volatilityExponent ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
+    const volatilityScaleX = opts.volatilityScaleX ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
+    const volatilityThreshold = (0, config_normalizers_js_1.normalizeVolatilityThreshold)(opts.volatilityThreshold);
     const erPeriod = Number.isFinite(opts.erPeriod) && opts.erPeriod > 0
         ? Math.ceil(opts.erPeriod)
         : DEFAULT_ER_PERIOD;
-    const slowPeriod = Number.isFinite(opts.slowPeriod) && opts.slowPeriod > 0
-        ? Math.ceil(opts.slowPeriod)
-        : DEFAULT_SLOW_PERIOD;
-    const fastPeriod = Number.isFinite(opts.fastPeriod) && opts.fastPeriod > 0
-        ? opts.fastPeriod
-        : DEFAULT_FAST_PERIOD;
-    const maxSlopeOffset = opts.maxSlopeOffset ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
-    const maxVolatilityOffset = normalizeMaxVolatilityOffset(opts.maxVolatilityOffset);
+    const maxSlopeOffset = opts.maxSlopeOffset ?? constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
+    const maxVolatilityOffset = (0, config_normalizers_js_1.normalizeMaxVolatilityOffset)(opts.maxVolatilityOffset);
     const clipThreshold = opts.clipThreshold ?? Infinity;
     const hasDirectionalOffset = Number.isFinite(maxSlopeOffset) && maxSlopeOffset > 0;
     const safeWeightVariance = Number.isFinite(weightVariance) && weightVariance > 0 ? weightVariance : 0;
     const safeVolatilityExponent = Number.isFinite(volatilityExponent) && volatilityExponent >= 0
         ? volatilityExponent
-        : MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
+        : constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
     const safeVolatilityScaleX = Number.isFinite(volatilityScaleX) && volatilityScaleX >= 0
         ? volatilityScaleX
-        : MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
+        : constants_1.MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
     const notReady = {
         isReady: false,
         slopeOffset: 0,
@@ -106,11 +100,11 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
         trend = 'NEUTRAL';
     }
     else {
-        slopeOffset = clamp(clippedSlopePct / maxSlopePct, -1, 1) * maxSlopeOffset;
+        slopeOffset = (0, math_1.clamp)(clippedSlopePct / maxSlopePct, -1, 1) * maxSlopeOffset;
         trend = clippedSlopePct > 0 ? 'UP' : 'DOWN';
     }
     // 4. Confidence derived from slope offset magnitude (0–100)
-    const roundedSlopeOffset = roundTo(slopeOffset, 100);
+    const roundedSlopeOffset = (0, math_utils_1.roundTo)(slopeOffset, 100);
     const confidence = hasDirectionalOffset
         ? Math.round((Math.abs(slopeOffset) / maxSlopeOffset) * 100)
         : 0;
@@ -124,10 +118,10 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
     let symmetricDelta = 0;
     if (safeWeightVariance > 0 && maxVolatilityOffset > 0) {
         const volDelta = -Math.pow(safeWeightVariance, effectiveExponent) * effectiveScaleX;
-        const rawSymmetricDelta = clamp(volDelta, -maxVolatilityOffset, 0);
+        const rawSymmetricDelta = (0, math_1.clamp)(volDelta, -maxVolatilityOffset, 0);
         symmetricDelta = Math.abs(rawSymmetricDelta) < volatilityThreshold ? 0 : rawSymmetricDelta;
     }
-    const roundedSymmetricDelta = (roundTo(symmetricDelta, 100)) || 0;
+    const roundedSymmetricDelta = ((0, math_utils_1.roundTo)(symmetricDelta, 100)) || 0;
     return {
         slopeOffset: roundedSlopeOffset,
         rawSlopeOffset: slopeOffset,
@@ -139,5 +133,4 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
         isReady: true,
     };
 }
-module.exports = { computeAmaSlopeWeights, computeAverageAmaSlopePct };
 //# sourceMappingURL=ama_slope_model.js.map

package/dist/market_adapter/core/strategies/ama_slope_model.js.map

@@ -1 +1 @@
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package/dist/market_adapter/core/strategies/atr/calculator.d.ts

@@ -1,3 +1,7 @@
+/**
+ * Average True Range (ATR) Service
+ * Computes market volatility for symmetrical weight shifts.
+ */
 /**
  * Calculates ATR from candles (High, Low, Close).
  * @param {Array} candles - Array of [timestamp, open, high, low, close, volume]
@@ -5,8 +9,5 @@
  * @returns {number} Average True Range value
  */
 declare function calculateATR(candles: any, period?: number): number;
-declare const _default: {
-    calculateATR: typeof calculateATR;
-};
-export = _default;
+export { calculateATR };
 //# sourceMappingURL=calculator.d.ts.map

package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"calculator.d.ts","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAQA;;;;;GAKG;AACH,iBAAS,YAAY,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,UA+B9C;;;;AAED,kBAA0B"}
+{"version":3,"file":"calculator.d.ts","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAMH;;;;;GAKG;AACH,iBAAS,YAAY,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,UA+B9C;AAED,OAAO,EAAE,YAAY,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/atr/calculator.js

@@ -1,9 +1,12 @@
+"use strict";
 /**
  * Average True Range (ATR) Service
  * Computes market volatility for symmetrical weight shifts.
  */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateATR = calculateATR;
+const config_normalizers_1 = require("../../config_normalizers");
 'use strict';
-const { normalizeAtrPeriod } = require('../../config_normalizers');
 /**
  * Calculates ATR from candles (High, Low, Close).
  * @param {Array} candles - Array of [timestamp, open, high, low, close, volume]
@@ -11,7 +14,7 @@ const { normalizeAtrPeriod } = require('../../config_normalizers');
  * @returns {number} Average True Range value
  */
 function calculateATR(candles, period = 14) {
-    const safePeriod = normalizeAtrPeriod(period);
+    const safePeriod = (0, config_normalizers_1.normalizeAtrPeriod)(period);
     if (!Array.isArray(candles))
         return Number.NaN;
     if (candles.length < safePeriod + 1)
@@ -43,5 +46,4 @@ function calculateATR(candles, period = 14) {
     }
     return atr;
 }
-module.exports = { calculateATR };
 //# sourceMappingURL=calculator.js.map

package/dist/market_adapter/core/strategies/atr/calculator.js.map

@@ -1 +1 @@
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+{"version":3,"file":"calculator.js","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":";AAAA;;;GAGG;;AA6CM,oCAAY;AA3CrB,iEAA8D;AAC9D,YAAY,CAAC;AAGb;;;;;GAKG;AACH,SAAS,YAAY,CAAC,OAAY,EAAE,MAAM,GAAG,EAAE;IAC7C,MAAM,UAAU,GAAG,IAAA,uCAAkB,EAAC,MAAM,CAAC,CAAC;IAC9C,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC/C,IAAI,OAAO,CAAC,MAAM,GAAG,UAAU,GAAG,CAAC;QAAE,OAAO,CAAC,CAAC;IAE9C,IAAI,EAAE,GAAa,EAAE,CAAC;IACtB,IAAI,SAAS,GAAkB,IAAI,CAAC;IACpC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACxC,MAAM,IAAI,GAAG,MAAM,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACrC,MAAM,GAAG,GAAG,MAAM,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACpC,MAAM,KAAK,GAAG,MAAM,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACtC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;YAC/E,yEAAyE;YACzE,sEAAsE;YACtE,SAAS,GAAG,IAAI,CAAC;YACjB,SAAS;QACX,CAAC;QACD,IAAI,SAAS,IAAI,IAAI,EAAE,CAAC;YACtB,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC,CAAC;QACvF,CAAC;QACD,SAAS,GAAG,KAAK,CAAC;IACpB,CAAC;IAED,IAAI,EAAE,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACvC,IAAI,EAAE,CAAC,MAAM,GAAG,UAAU;QAAE,OAAO,CAAC,CAAC;IAErC,IAAI,GAAG,GAAG,EAAE,CAAC,KAAK,CAAC,CAAC,EAAE,UAAU,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,UAAU,CAAC;IAC1E,KAAK,IAAI,CAAC,GAAG,UAAU,EAAE,CAAC,GAAG,EAAE,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC5C,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,UAAU,CAAC;IACtD,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC"}

package/dist/market_adapter/core/strategies/collateral_manager.d.ts

@@ -21,12 +21,9 @@
  * @returns {{ targetRatio: number, action: string, adjustment: number }}
  */
 declare function adjustCollateralRatio(trendData: any, minRatio?: number, maxRatio?: number): {
-    targetRatio: any;
-    action: any;
-    adjustment: any;
+    targetRatio: number;
+    action: string;
+    adjustment: number;
 };
-declare const _default: {
-    adjustCollateralRatio: typeof adjustCollateralRatio;
-};
-export = _default;
+export { adjustCollateralRatio };
 //# sourceMappingURL=collateral_manager.d.ts.map

package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"collateral_manager.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":"AAGA;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,iBAAS,qBAAqB,CAAC,SAAS,EAAE,GAAG,EAAE,QAAQ,SAAM,EAAE,QAAQ,SAAM;;;;EAgD5E;;;;AAED,kBAAmC"}
+{"version":3,"file":"collateral_manager.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":"AAIA;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,iBAAS,qBAAqB,CAAC,SAAS,EAAE,GAAG,EAAE,QAAQ,SAAM,EAAE,QAAQ,SAAM;;;;EAgD5E;AAED,OAAO,EAAE,qBAAqB,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/collateral_manager.js

@@ -1,5 +1,7 @@
 "use strict";
-const { roundTo, roundToDecimals } = require('../../../modules/utils/math_utils');
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.adjustCollateralRatio = adjustCollateralRatio;
+const math_utils_1 = require("../../../modules/utils/math_utils");
 'use strict';
 /**
  * Collateral Ratio Recommendation Service
@@ -57,12 +59,11 @@ function adjustCollateralRatio(trendData, minRatio = 1.5, maxRatio = 2.0) {
     }
     // Clamp to bounds
     targetRatio = Math.max(min, Math.min(max, targetRatio));
-    targetRatio = roundTo(targetRatio, 1000);
+    targetRatio = (0, math_utils_1.roundTo)(targetRatio, 1000);
     return {
         targetRatio,
         action,
-        adjustment: roundToDecimals(targetRatio - midpoint, 3),
+        adjustment: (0, math_utils_1.roundToDecimals)(targetRatio - midpoint, 3),
     };
 }
-module.exports = { adjustCollateralRatio };
 //# sourceMappingURL=collateral_manager.js.map

package/dist/market_adapter/core/strategies/collateral_manager.js.map

@@ -1 +1 @@
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+{"version":3,"file":"collateral_manager.js","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":";;AA6ES,sDAAqB;AA5E9B,kEAA6E;AAC7E,YAAY,CAAC;AAEb;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,SAAS,qBAAqB,CAAC,SAAc,EAAE,QAAQ,GAAG,GAAG,EAAE,QAAQ,GAAG,GAAG;IACzE,MAAM,GAAG,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC;IACvE,MAAM,GAAG,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,GAAG,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC;IAC/E,MAAM,QAAQ,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IACjC,MAAM,SAAS,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IAElC,IAAI,CAAC,SAAS,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QACnC,OAAO;YACH,WAAW,EAAE,QAAQ;YACrB,MAAM,EAAE,MAAM;YACd,UAAU,EAAE,CAAC;SAChB,CAAC;IACN,CAAC;IAED,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjF,MAAM,KAAK,GAAG,CAAC,UAAU,GAAG,GAAG,CAAC,GAAG,SAAS,CAAC;IAE7C,IAAI,WAAW,CAAC;IAChB,IAAI,MAAM,CAAC;IAEX,QAAQ,SAAS,CAAC,KAAK,EAAE,CAAC;QACtB,KAAK,IAAI;YACL,2DAA2D;YAC3D,WAAW,GAAG,QAAQ,GAAG,KAAK,CAAC;YAC/B,MAAM,GAAG,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;YAC5C,MAAM;QAEV,KAAK,MAAM;YACP,0DAA0D;YAC1D,WAAW,GAAG,QAAQ,GAAG,KAAK,CAAC;YAC/B,MAAM,GAAG,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;YAC5C,MAAM;QAEV,SAAS,UAAU;YACf,WAAW,GAAG,QAAQ,CAAC;YACvB,MAAM,GAAG,MAAM,CAAC;YAChB,MAAM;IACd,CAAC;IAED,kBAAkB;IAClB,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,WAAW,CAAC,CAAC,CAAC;IACxD,WAAW,GAAG,IAAA,oBAAO,EAAC,WAAW,EAAE,IAAI,CAAC,CAAC;IAEzC,OAAO;QACH,WAAW;QACX,MAAM;QACN,UAAU,EAAE,IAAA,4BAAe,EAAC,WAAW,GAAG,QAAQ,EAAE,CAAC,CAAC;KACzD,CAAC;AACN,CAAC"}

package/dist/market_adapter/core/strategies/regime_gate.d.ts

@@ -1,5 +1,5 @@
-declare function resolveHNodes(hurstZoneBand?: any): any[];
-declare function resolvePeNodes(peNodes?: any): any;
+declare function resolveHNodes(hurstZoneBand?: null): number[];
+declare function resolvePeNodes(peNodes?: any): any[];
 declare function classifyHurstRegime(h: any, hurstZoneBand?: any): "TRENDING" | "MEAN_REVERTING" | "RANDOM";
 declare function classifyPeRegime(pe: any, peNodes?: any): "STRUCTURED" | "NOISE" | "MIXED";
 /**
@@ -39,28 +39,20 @@ declare function bilinearInterpolate(h: any, pe: any, regimeTable?: any, opts?:
  */
 declare function computeRegimeMultiplier(closes: any, opts?: any): {
     multiplier: number;
-    hurst: any;
-    pe: any;
-    hurstRegime: any;
-    peRegime: any;
+    hurst: null;
+    pe: null;
+    hurstRegime: null;
+    peRegime: null;
     isReady: boolean;
-    series: any[];
+    series: never[];
 } | {
-    multiplier: any;
+    multiplier: number;
     hurst: any;
-    pe: any;
+    pe: number;
     hurstRegime: string;
     peRegime: string;
     isReady: boolean;
-    series: any[];
-};
-declare const _default: {
-    computeRegimeMultiplier: typeof computeRegimeMultiplier;
-    bilinearInterpolate: typeof bilinearInterpolate;
-    classifyHurstRegime: typeof classifyHurstRegime;
-    classifyPeRegime: typeof classifyPeRegime;
-    resolveHNodes: typeof resolveHNodes;
-    resolvePeNodes: typeof resolvePeNodes;
+    series: number[];
 };
-export = _default;
+export { computeRegimeMultiplier, bilinearInterpolate, classifyHurstRegime, classifyPeRegime, resolveHNodes, resolvePeNodes };
 //# sourceMappingURL=regime_gate.d.ts.map

package/dist/market_adapter/core/strategies/regime_gate.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"regime_gate.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/regime_gate.ts"],"names":[],"mappings":"AASA,iBAAS,aAAa,CAAC,aAAa,MAAO,SAG1C;AAED,iBAAS,cAAc,CAAC,OAAO,GAAE,GAAU,OAK1C;AAED,iBAAS,mBAAmB,CAAC,CAAC,EAAE,GAAG,EAAE,aAAa,GAAE,GAAU,4CAK7D;AAED,iBAAS,gBAAgB,CAAC,EAAE,EAAE,GAAG,EAAE,OAAO,GAAE,GAAU,oCAKrD;AAED;;;;;;;;;;;;;;GAcG;AACH,iBAAS,mBAAmB,CAAC,CAAC,EAAE,GAAG,EAAE,EAAE,EAAE,GAAG,EAAE,WAAW,GAAE,GAAU,EAAE,IAAI,GAAE,GAAQ,UAyCpF;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,iBAAS,uBAAuB,CAAC,MAAM,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;;;;;;;;EAgE3D;;;;;;;;;AAED,kBAOE"}
+{"version":3,"file":"regime_gate.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/regime_gate.ts"],"names":[],"mappings":"AAUA,iBAAS,aAAa,CAAC,aAAa,OAAO,YAG1C;AAED,iBAAS,cAAc,CAAC,OAAO,GAAE,GAAU,SAK1C;AAED,iBAAS,mBAAmB,CAAC,CAAC,EAAE,GAAG,EAAE,aAAa,GAAE,GAAU,4CAK7D;AAED,iBAAS,gBAAgB,CAAC,EAAE,EAAE,GAAG,EAAE,OAAO,GAAE,GAAU,oCAKrD;AAED;;;;;;;;;;;;;;GAcG;AACH,iBAAS,mBAAmB,CAAC,CAAC,EAAE,GAAG,EAAE,EAAE,EAAE,GAAG,EAAE,WAAW,GAAE,GAAU,EAAE,IAAI,GAAE,GAAQ,UAyCpF;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,iBAAS,uBAAuB,CAAC,MAAM,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;;;;;;;;EAgE3D;AAED,OAAO,EAAE,uBAAuB,EAAE,mBAAmB,EAAE,mBAAmB,EAAE,gBAAgB,EAAE,aAAa,EAAE,cAAc,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/regime_gate.js

@@ -1,19 +1,27 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeRegimeMultiplier = computeRegimeMultiplier;
+exports.bilinearInterpolate = bilinearInterpolate;
+exports.classifyHurstRegime = classifyHurstRegime;
+exports.classifyPeRegime = classifyPeRegime;
+exports.resolveHNodes = resolveHNodes;
+exports.resolvePeNodes = resolvePeNodes;
+const hurst_analyzer_1 = require("../../../analysis/trend_detection/hurst_analyzer");
+const permutation_entropy_analyzer_1 = require("../../../analysis/trend_detection/permutation_entropy_analyzer");
+const constants_1 = require("../../../modules/constants");
+const math_utils_1 = require("../../../modules/utils/math_utils");
 'use strict';
-const { HurstAnalyzer } = require('../../../analysis/trend_detection/hurst_analyzer');
-const { PermutationEntropyAnalyzer } = require('../../../analysis/trend_detection/permutation_entropy_analyzer');
-const { MARKET_ADAPTER } = require('../../../modules/constants');
-const { roundTo } = require('../../../modules/utils/math_utils');
-const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
-const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
+const HURST_CONFIG = constants_1.MARKET_ADAPTER.HURST_CONFIG;
+const PE_CONFIG = constants_1.MARKET_ADAPTER.PE_CONFIG;
 function resolveHNodes(hurstZoneBand = null) {
-    const band = Number.isFinite(hurstZoneBand) ? hurstZoneBand : MARKET_ADAPTER.HURST_ZONE_BAND;
+    const band = Number.isFinite(hurstZoneBand) ? hurstZoneBand : constants_1.MARKET_ADAPTER.HURST_ZONE_BAND;
     return [0.5 + band, 0.5, 0.5 - band];
 }
 function resolvePeNodes(peNodes = null) {
     if (Array.isArray(peNodes) && peNodes.length === 3 && peNodes.every(Number.isFinite)) {
         return peNodes;
     }
-    return MARKET_ADAPTER.PE_NODES;
+    return constants_1.MARKET_ADAPTER.PE_NODES;
 }
 function classifyHurstRegime(h, hurstZoneBand = null) {
     const [upper, , lower] = resolveHNodes(hurstZoneBand);
@@ -47,7 +55,7 @@ function classifyPeRegime(pe, peNodes = null) {
  * @returns {number}  - Interpolated multiplier
  */
 function bilinearInterpolate(h, pe, regimeTable = null, opts = {}) {
-    const table = regimeTable ?? MARKET_ADAPTER.REGIME_TABLE;
+    const table = regimeTable ?? constants_1.MARKET_ADAPTER.REGIME_TABLE;
     const H_NODES = resolveHNodes(opts.hurstZoneBand);
     const PE_NODES = resolvePeNodes(opts.peNodes);
     // --- Hurst axis (H_NODES derived from HURST_ZONE_BAND, decreasing) ---
@@ -136,8 +144,8 @@ function computeRegimeMultiplier(closes, opts = {}) {
     };
     if (!Array.isArray(closes) || closes.length === 0)
         return notReady;
-    const hurst = new HurstAnalyzer(hurstCfg);
-    const pe = new PermutationEntropyAnalyzer(peCfg);
+    const hurst = new hurst_analyzer_1.HurstAnalyzer(hurstCfg);
+    const pe = new permutation_entropy_analyzer_1.PermutationEntropyAnalyzer(peCfg);
     let hurstResult = null;
     let peResult = null;
     const series = new Array(closes.length).fill(1.0);
@@ -169,21 +177,13 @@ function computeRegimeMultiplier(closes, opts = {}) {
     const rawMult = sensitivity === 1.0 ? baseMult : Math.pow(baseMult, sensitivity);
     const finalMult = Math.min(rawMult, 1.0);
     return {
-        multiplier: roundTo(finalMult, 1000),
+        multiplier: (0, math_utils_1.roundTo)(finalMult, 1000),
         hurst: h,
-        pe: roundTo(ne, 10000),
+        pe: (0, math_utils_1.roundTo)(ne, 10000),
         hurstRegime: classifyHurstRegime(h, hurstZoneBand),
         peRegime: classifyPeRegime(ne, peNodes),
         isReady: true,
-        series: series.map((value) => roundTo(value, 1000)),
+        series: series.map((value) => (0, math_utils_1.roundTo)(value, 1000)),
     };
 }
-module.exports = {
-    computeRegimeMultiplier,
-    bilinearInterpolate,
-    classifyHurstRegime,
-    classifyPeRegime,
-    resolveHNodes,
-    resolvePeNodes,
-};
 //# sourceMappingURL=regime_gate.js.map

package/dist/market_adapter/core/strategies/regime_gate.js.map

@@ -1 +1 @@
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package/dist/market_adapter/index.d.ts

@@ -5,6 +5,28 @@
  * CLI-only scripts (merge_lp_data, ama_signal_runner) are NOT exported here
  * since they are standalone entry points, not library modules.
  */
-declare const _default: any;
-export = _default;
+import { MarketAdapterService } from './core/market_adapter_service';
+import * as candleUtils from './candle_utils';
+import * as intervalUtils from './interval_utils';
+import * as kibanaClient from './core/kibana_client';
+import * as kibanaMarketCandles from './core/kibana_market_candles';
+import * as kibanaCandles from './core/kibana_candles';
+import * as kibanaSource from './inputs/kibana_source';
+import * as fetchLpData from './inputs/fetch_lp_data';
+import * as ama from './core/strategies/ama';
+import * as amaSlope from './core/strategies/ama_slope_model';
+import * as regimeGate from './core/strategies/regime_gate';
+import * as atrCalc from './core/strategies/atr/calculator';
+import * as asymBounds from './core/asymmetric_bounds';
+import * as configNormalizers from './core/config_normalizers';
+import * as lpChartCore from './lp_chart_core';
+import * as lpChartRunner from './lp_chart_runner';
+import * as lpChartStrategyLoader from './lp_chart_strategy_loader';
+import * as adapterClient from './utils/adapter_client';
+import * as chainUtils from './utils/chain';
+import * as nativeHistory from './utils/native_history';
+import * as fileLock from './utils/file_lock';
+import * as dataDiscovery from './utils/data_discovery';
+import * as dynamicGridSnapshot from './utils/dynamic_grid_snapshot';
+export { MarketAdapterService, candleUtils as candle_utils, intervalUtils as interval_utils, kibanaClient as kibana_client, kibanaMarketCandles as kibana_market_candles, kibanaCandles as kibana_candles, kibanaSource as kibana_source, fetchLpData as fetch_lp_data, ama, amaSlope as ama_slope_model, regimeGate as regime_gate, atrCalc as atr_calculator, asymBounds as asymmetric_bounds, configNormalizers as config_normalizers, lpChartCore as lp_chart_core, lpChartRunner as lp_chart_runner, lpChartStrategyLoader as lp_chart_strategy_loader, adapterClient as adapter_client, chainUtils as chain, nativeHistory as native_history, fileLock as file_lock, dataDiscovery as data_discovery, dynamicGridSnapshot as dynamic_grid_snapshot };
 //# sourceMappingURL=index.d.ts.map

package/dist/market_adapter/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../market_adapter/index.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;;AAwCH,kBAoCE"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../market_adapter/index.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAiBH,OAAO,EAAE,oBAAoB,EAAE,MAAM,+BAA+B,CAAC;AACrE,OAAO,KAAK,WAAW,MAAM,gBAAgB,CAAC;AAC9C,OAAO,KAAK,aAAa,MAAM,kBAAkB,CAAC;AAClD,OAAO,KAAK,YAAY,MAAM,sBAAsB,CAAC;AACrD,OAAO,KAAK,mBAAmB,MAAM,8BAA8B,CAAC;AACpE,OAAO,KAAK,aAAa,MAAM,uBAAuB,CAAC;AACvD,OAAO,KAAK,YAAY,MAAM,wBAAwB,CAAC;AACvD,OAAO,KAAK,WAAW,MAAM,wBAAwB,CAAC;AACtD,OAAO,KAAK,GAAG,MAAM,uBAAuB,CAAC;AAC7C,OAAO,KAAK,QAAQ,MAAM,mCAAmC,CAAC;AAC9D,OAAO,KAAK,UAAU,MAAM,+BAA+B,CAAC;AAC5D,OAAO,KAAK,OAAO,MAAM,kCAAkC,CAAC;AAC5D,OAAO,KAAK,UAAU,MAAM,0BAA0B,CAAC;AACvD,OAAO,KAAK,iBAAiB,MAAM,2BAA2B,CAAC;AAC/D,OAAO,KAAK,WAAW,MAAM,iBAAiB,CAAC;AAC/C,OAAO,KAAK,aAAa,MAAM,mBAAmB,CAAC;AACnD,OAAO,KAAK,qBAAqB,MAAM,4BAA4B,CAAC;AACpE,OAAO,KAAK,aAAa,MAAM,wBAAwB,CAAC;AACxD,OAAO,KAAK,UAAU,MAAM,eAAe,CAAC;AAC5C,OAAO,KAAK,aAAa,MAAM,wBAAwB,CAAC;AACxD,OAAO,KAAK,QAAQ,MAAM,mBAAmB,CAAC;AAC9C,OAAO,KAAK,aAAa,MAAM,wBAAwB,CAAC;AACxD,OAAO,KAAK,mBAAmB,MAAM,+BAA+B,CAAC;AACrE,OAAO,EAAE,oBAAoB,EAAE,WAAW,IAAI,YAAY,EAAE,aAAa,IAAI,cAAc,EAAE,YAAY,IAAI,aAAa,EAAE,mBAAmB,IAAI,qBAAqB,EAAE,aAAa,IAAI,cAAc,EAAE,YAAY,IAAI,aAAa,EAAE,WAAW,IAAI,aAAa,EAAE,GAAG,EAAE,QAAQ,IAAI,eAAe,EAAE,UAAU,IAAI,WAAW,EAAE,OAAO,IAAI,cAAc,EAAE,UAAU,IAAI,iBAAiB,EAAE,iBAAiB,IAAI,kBAAkB,EAAE,WAAW,IAAI,aAAa,EAAE,aAAa,IAAI,eAAe,EAAE,qBAAqB,IAAI,wBAAwB,EAAE,aAAa,IAAI,cAAc,EAAE,UAAU,IAAI,KAAK,EAAE,aAAa,IAAI,cAAc,EAAE,QAAQ,IAAI,SAAS,EAAE,aAAa,IAAI,cAAc,EAAE,mBAAmB,IAAI,qBAAqB,EAAE,CAAA"}

package/dist/market_adapter/index.js

@@ -6,66 +6,92 @@
  * CLI-only scripts (merge_lp_data, ama_signal_runner) are NOT exported here
  * since they are standalone entry points, not library modules.
  */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || (function () {
+    var ownKeys = function(o) {
+        ownKeys = Object.getOwnPropertyNames || function (o) {
+            var ar = [];
+            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
+            return ar;
+        };
+        return ownKeys(o);
+    };
+    return function (mod) {
+        if (mod && mod.__esModule) return mod;
+        var result = {};
+        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
+        __setModuleDefault(result, mod);
+        return result;
+    };
+})();
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.dynamic_grid_snapshot = exports.data_discovery = exports.file_lock = exports.native_history = exports.chain = exports.adapter_client = exports.lp_chart_strategy_loader = exports.lp_chart_runner = exports.lp_chart_core = exports.config_normalizers = exports.asymmetric_bounds = exports.atr_calculator = exports.regime_gate = exports.ama_slope_model = exports.ama = exports.fetch_lp_data = exports.kibana_source = exports.kibana_candles = exports.kibana_market_candles = exports.kibana_client = exports.interval_utils = exports.candle_utils = exports.MarketAdapterService = void 0;
 // ── Main adapter ───────────────────────────────────────────────────────────────
-const adapter = require('./market_adapter');
-const { MarketAdapterService } = require('./core/market_adapter_service');
 // ── Candle / interval utils ────────────────────────────────────────────────────
-const candleUtils = require('./candle_utils');
-const intervalUtils = require('./interval_utils');
 // ── Kibana / data sources ──────────────────────────────────────────────────────
-const kibanaClient = require('./core/kibana_client');
-const kibanaMarketCandles = require('./core/kibana_market_candles');
-const kibanaCandles = require('./core/kibana_candles');
-const kibanaSource = require('./inputs/kibana_source');
-const fetchLpData = require('./inputs/fetch_lp_data');
 // ── AMA & strategy core ────────────────────────────────────────────────────────
-const ama = require('./core/strategies/ama');
-const amaSlope = require('./core/strategies/ama_slope_model');
-const regimeGate = require('./core/strategies/regime_gate');
-const atrCalc = require('./core/strategies/atr/calculator');
-const asymBounds = require('./core/asymmetric_bounds');
-const configNormalizers = require('./core/config_normalizers');
 // ── Charting ────────────────────────────────────────────────────────────────────
-const lpChartCore = require('./lp_chart_core');
-const lpChartRunner = require('./lp_chart_runner');
-const lpChartStrategyLoader = require('./lp_chart_strategy_loader');
 // ── Utilities ───────────────────────────────────────────────────────────────────
-const adapterClient = require('./utils/adapter_client');
-const chainUtils = require('./utils/chain');
-const nativeHistory = require('./utils/native_history');
-const fileLock = require('./utils/file_lock');
-const dataDiscovery = require('./utils/data_discovery');
-const dynamicGridSnapshot = require('./utils/dynamic_grid_snapshot');
-module.exports = {
-    // Main adapter
-    MarketAdapterService,
-    ...adapter,
-    // Candle / interval utils
-    candle_utils: candleUtils,
-    interval_utils: intervalUtils,
-    // Kibana / data sources
-    kibana_client: kibanaClient,
-    kibana_market_candles: kibanaMarketCandles,
-    kibana_candles: kibanaCandles,
-    kibana_source: kibanaSource,
-    fetch_lp_data: fetchLpData,
-    // AMA & strategy core
-    ama,
-    ama_slope_model: amaSlope,
-    regime_gate: regimeGate,
-    atr_calculator: atrCalc,
-    asymmetric_bounds: asymBounds,
-    config_normalizers: configNormalizers,
-    // Charting
-    lp_chart_core: lpChartCore,
-    lp_chart_runner: lpChartRunner,
-    lp_chart_strategy_loader: lpChartStrategyLoader,
-    // Utilities
-    adapter_client: adapterClient,
-    chain: chainUtils,
-    native_history: nativeHistory,
-    file_lock: fileLock,
-    data_discovery: dataDiscovery,
-    dynamic_grid_snapshot: dynamicGridSnapshot,
-};
+// Note: test_helpers excluded — only consumed by test files referencing explicit paths.
+const market_adapter_service_1 = require("./core/market_adapter_service");
+Object.defineProperty(exports, "MarketAdapterService", { enumerable: true, get: function () { return market_adapter_service_1.MarketAdapterService; } });
+const candleUtils = __importStar(require("./candle_utils"));
+exports.candle_utils = candleUtils;
+const intervalUtils = __importStar(require("./interval_utils"));
+exports.interval_utils = intervalUtils;
+const kibanaClient = __importStar(require("./core/kibana_client"));
+exports.kibana_client = kibanaClient;
+const kibanaMarketCandles = __importStar(require("./core/kibana_market_candles"));
+exports.kibana_market_candles = kibanaMarketCandles;
+const kibanaCandles = __importStar(require("./core/kibana_candles"));
+exports.kibana_candles = kibanaCandles;
+const kibanaSource = __importStar(require("./inputs/kibana_source"));
+exports.kibana_source = kibanaSource;
+const fetchLpData = __importStar(require("./inputs/fetch_lp_data"));
+exports.fetch_lp_data = fetchLpData;
+const ama = __importStar(require("./core/strategies/ama"));
+exports.ama = ama;
+const amaSlope = __importStar(require("./core/strategies/ama_slope_model"));
+exports.ama_slope_model = amaSlope;
+const regimeGate = __importStar(require("./core/strategies/regime_gate"));
+exports.regime_gate = regimeGate;
+const atrCalc = __importStar(require("./core/strategies/atr/calculator"));
+exports.atr_calculator = atrCalc;
+const asymBounds = __importStar(require("./core/asymmetric_bounds"));
+exports.asymmetric_bounds = asymBounds;
+const configNormalizers = __importStar(require("./core/config_normalizers"));
+exports.config_normalizers = configNormalizers;
+const lpChartCore = __importStar(require("./lp_chart_core"));
+exports.lp_chart_core = lpChartCore;
+const lpChartRunner = __importStar(require("./lp_chart_runner"));
+exports.lp_chart_runner = lpChartRunner;
+const lpChartStrategyLoader = __importStar(require("./lp_chart_strategy_loader"));
+exports.lp_chart_strategy_loader = lpChartStrategyLoader;
+const adapterClient = __importStar(require("./utils/adapter_client"));
+exports.adapter_client = adapterClient;
+const chainUtils = __importStar(require("./utils/chain"));
+exports.chain = chainUtils;
+const nativeHistory = __importStar(require("./utils/native_history"));
+exports.native_history = nativeHistory;
+const fileLock = __importStar(require("./utils/file_lock"));
+exports.file_lock = fileLock;
+const dataDiscovery = __importStar(require("./utils/data_discovery"));
+exports.data_discovery = dataDiscovery;
+const dynamicGridSnapshot = __importStar(require("./utils/dynamic_grid_snapshot"));
+exports.dynamic_grid_snapshot = dynamicGridSnapshot;
 //# sourceMappingURL=index.js.map