dexbot 1.3.2 → 1.4.0

package/dist/analysis/ama_fitting/optimizer_high_resolution.js

@@ -1,782 +0,0 @@
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-const fs = require('fs');
-const path = require('path');
-const os = require('os');
-const { Worker, isMainThread, parentPort, workerData } = require('worker_threads');
-const { calculateAMA } = require('../../market_adapter/core/strategies/ama');
-const { toIntervalLabel } = require('../../market_adapter/interval_utils');
-const { generateHTML } = require('../../market_adapter/lp_chart_core');
-const { loadLpDataFile, } = require('../../market_adapter/lp_chart_runner');
-const { PATHS } = require('../../modules/paths');
-const AMA_PROFILES_FILE = PATHS.PROFILES.MARKET_PROFILES_JSON;
-/**
- * AMA GEOMETRIC OPTIMIZER
- *
- * Finds AMA parameters (ER, Fast, Slow) using geometric metrics only.
- *
- * Objective flow:
- *   1. Compute a per-AMA max-distance cap from the max candle deviation percentile.
- *   2. Keep only candidates at or below that cap.
- *   3. Select the candidate with the lowest additive linear score.
- *
- * Distance to price is still tracked for reporting.
- * Winner selection uses an additive tradeoff between AMA movement and
- * AMA-to-price distance, so candidates must stay close enough while also
- * being smooth.
- *
- * Usage (build first, then run compiled JS):
- *   npm run build && node dist/analysis/ama_fitting/optimizer_high_resolution.js --data <path-to-lp-candles.json>
- *   node dist/analysis/ama_fitting/optimizer_high_resolution.js --data <path-to-lp-candles.json> --write-profiles
- *   node dist/analysis/ama_fitting/optimizer_high_resolution.js --data <path-to-lp-candles.json> --erMax 400 --fastMax 20 --slowMax 200
- *
- */
-const DEFAULT_SEARCH = {
-    er: { min: 500, max: 1000, count: 15, step: null, quantum: 1 },
-    fast: { min: 2, max: 8, count: 30, step: null, quantum: 0.01 },
-    slow: { min: 35, max: 140, count: 30, step: null, quantum: 0.1 },
-};
-// ── Default per-AMA distance weights ────────────────────────────────────────
-// Each AMA has its own λ that controls the movement-vs-distance tradeoff.
-// Override individually via --ama1Weight, --ama2Weight, etc. CLI flags.
-const AMA_OBJECTIVES = [
-    { key: 'AMA1', name: 'AMA1 (min move, cap 25%)', distanceCapQuantile: 0.25, distanceWeight: 0.0031 },
-    { key: 'AMA2', name: 'AMA2 (min move, cap 30%)', distanceCapQuantile: 0.30, distanceWeight: 0.0025 },
-    { key: 'AMA3', name: 'AMA3 (min move, cap 35%)', distanceCapQuantile: 0.35, distanceWeight: 0.00185 },
-    { key: 'AMA4', name: 'AMA4 (min move, cap 40%)', distanceCapQuantile: 0.40, distanceWeight: 0.0013 },
-];
-function cloneObjectives() {
-    return AMA_OBJECTIVES.map((o) => ({ ...o }));
-}
-// ── Parameter ranges ──────────────────────────────────────────────────────────
-function quantize(value, quantum) {
-    if (!Number.isFinite(quantum) || quantum <= 0)
-        return value;
-    return Math.round(value / quantum) * quantum;
-}
-function geometricRange(min, max, count, quantum = null) {
-    const out = [];
-    const ratio = Math.pow(max / min, 1 / (count - 1));
-    for (let i = 0; i < count; i++) {
-        let v = min * Math.pow(ratio, i);
-        if (i === 0)
-            v = min;
-        if (i === count - 1)
-            v = max;
-        v = quantize(v, quantum);
-        v = Math.max(min, Math.min(max, v));
-        out.push(parseFloat(v.toFixed(6)));
-    }
-    return [...new Set(out)].sort((a, b) => a - b);
-}
-function buildDimension(label, cfg) {
-    const min = Number(cfg.min);
-    const max = Number(cfg.max);
-    const step = Number(cfg.step);
-    const count = Number(cfg.count);
-    const quantum = Number(cfg.quantum);
-    if (Number.isFinite(step) && step > 0) {
-        const values = range(min, max, step, 2);
-        return {
-            values,
-            meta: {
-                mode: 'linear',
-                min: values[0],
-                max: values[values.length - 1],
-                step,
-                quantum: Number.isFinite(quantum) && quantum > 0 ? quantum : null,
-                count: values.length,
-                ratio: null,
-            },
-        };
-    }
-    const ratio = Math.pow(max / min, 1 / (count - 1));
-    const values = geometricRange(min, max, count, quantum);
-    return {
-        values,
-        meta: {
-            mode: 'geometric',
-            min: values[0],
-            max: values[values.length - 1],
-            step: null,
-            quantum: Number.isFinite(quantum) && quantum > 0 ? quantum : null,
-            count: values.length,
-            ratio,
-        },
-    };
-}
-function parseArgs(argv = process.argv.slice(2)) {
-    const args = Array.isArray(argv) ? argv : [];
-    const out = {
-        dataFile: null,
-        er: { ...DEFAULT_SEARCH.er },
-        fast: { ...DEFAULT_SEARCH.fast },
-        slow: { ...DEFAULT_SEARCH.slow },
-        workers: null,
-        writeProfiles: false,
-        fixedEr: null,
-        fixedFast: null,
-        ama1Cap: null,
-        ama2Cap: null,
-        ama3Cap: null,
-        ama4Cap: null,
-        ama1Weight: null,
-        ama2Weight: null,
-        ama3Weight: null,
-        ama4Weight: null,
-    };
-    for (let i = 0; i < args.length; i++) {
-        const a = args[i];
-        const v = args[i + 1];
-        switch (a) {
-            case '--data':
-                out.dataFile = v || null;
-                i++;
-                break;
-            case '--fixEr': {
-                const n = Number(v);
-                if (!Number.isFinite(n))
-                    throw new Error(`--fixEr requires a finite number, got "${v}"`);
-                out.fixedEr = n;
-                i++;
-                break;
-            }
-            case '--fixFast': {
-                const n = Number(v);
-                if (!Number.isFinite(n))
-                    throw new Error(`--fixFast requires a finite number, got "${v}"`);
-                out.fixedFast = n;
-                i++;
-                break;
-            }
-            case '--erMin':
-                out.er.min = Number(v);
-                i++;
-                break;
-            case '--erMax':
-                out.er.max = Number(v);
-                i++;
-                break;
-            case '--erStep':
-                out.er.step = Number(v);
-                i++;
-                break;
-            case '--erCount':
-                out.er.count = Number(v);
-                i++;
-                break;
-            case '--fastMin':
-                out.fast.min = Number(v);
-                i++;
-                break;
-            case '--fastMax':
-                out.fast.max = Number(v);
-                i++;
-                break;
-            case '--fastStep':
-                out.fast.step = Number(v);
-                i++;
-                break;
-            case '--fastCount':
-                out.fast.count = Number(v);
-                i++;
-                break;
-            case '--slowMin':
-                out.slow.min = Number(v);
-                i++;
-                break;
-            case '--slowMax':
-                out.slow.max = Number(v);
-                i++;
-                break;
-            case '--slowStep':
-                out.slow.step = Number(v);
-                i++;
-                break;
-            case '--slowCount':
-                out.slow.count = Number(v);
-                i++;
-                break;
-            case '--ama1Cap':
-                out.ama1Cap = Number(v);
-                i++;
-                break;
-            case '--ama2Cap':
-                out.ama2Cap = Number(v);
-                i++;
-                break;
-            case '--ama3Cap':
-                out.ama3Cap = Number(v);
-                i++;
-                break;
-            case '--ama4Cap':
-                out.ama4Cap = Number(v);
-                i++;
-                break;
-            case '--ama1Weight':
-                out.ama1Weight = Number(v);
-                i++;
-                break;
-            case '--ama2Weight':
-                out.ama2Weight = Number(v);
-                i++;
-                break;
-            case '--ama3Weight':
-                out.ama3Weight = Number(v);
-                i++;
-                break;
-            case '--ama4Weight':
-                out.ama4Weight = Number(v);
-                i++;
-                break;
-            case '--workers':
-                out.workers = Number(v);
-                i++;
-                break;
-            case '--write-profiles':
-                out.writeProfiles = true;
-                break;
-        }
-    }
-    return out;
-}
-function percentile(values, q) {
-    if (!Array.isArray(values) || values.length === 0)
-        return null;
-    const sorted = [...values].sort((a, b) => a - b);
-    const qq = Math.max(0, Math.min(1, q));
-    const pos = (sorted.length - 1) * qq;
-    const lo = Math.floor(pos);
-    const hi = Math.ceil(pos);
-    if (lo === hi)
-        return sorted[lo];
-    const t = pos - lo;
-    return sorted[lo] * (1 - t) + sorted[hi] * t;
-}
-function getAmaObjectivesFromArgs(args) {
-    const objectives = cloneObjectives();
-    for (const o of objectives) {
-        const id = o.key.toLowerCase();
-        const cap = args[`${id}Cap`];
-        if (Number.isFinite(cap))
-            o.distanceCapQuantile = cap;
-        if (!Number.isFinite(o.distanceCapQuantile) || o.distanceCapQuantile <= 0 || o.distanceCapQuantile > 1) {
-            throw new Error(`Invalid cap for ${o.key}: ${o.distanceCapQuantile}. Use 0 < cap <= 1`);
-        }
-        const w = args[`${id}Weight`];
-        if (Number.isFinite(w)) {
-            if (w <= 0)
-                throw new Error(`${o.key} distanceWeight must be positive, got ${w}`);
-            o.distanceWeight = w;
-        }
-    }
-    return objectives;
-}
-function ensureValidRange(label, cfg) {
-    const { min, max, step, count } = cfg;
-    if (!Number.isFinite(min) || !Number.isFinite(max) || max < min) {
-        throw new Error(`Invalid ${label} range: min=${min}, max=${max}`);
-    }
-    if (Number.isFinite(step) && step > 0)
-        return;
-    if (!Number.isFinite(count) || count < 2) {
-        throw new Error(`Invalid ${label} geometric sampling count: ${count}`);
-    }
-}
-function boundaryFlags(winner, erValues, fastValues, slowValues, fixedEr = null, fixedFast = null) {
-    if (!winner)
-        return { er: null, fast: null, slow: null, any: false };
-    const eps = 1e-9;
-    const minEr = erValues[0], maxEr = erValues[erValues.length - 1];
-    const minFast = fastValues[0], maxFast = fastValues[fastValues.length - 1];
-    const minSlow = slowValues[0], maxSlow = slowValues[slowValues.length - 1];
-    const er = Number.isFinite(fixedEr) ? null : (Math.abs(winner.er - minEr) < eps ? 'min' : (Math.abs(winner.er - maxEr) < eps ? 'max' : null));
-    const fast = Number.isFinite(fixedFast) ? null : (Math.abs(winner.fast - minFast) < eps ? 'min' : (Math.abs(winner.fast - maxFast) < eps ? 'max' : null));
-    const slow = Math.abs(winner.slow - minSlow) < eps ? 'min' : (Math.abs(winner.slow - maxSlow) < eps ? 'max' : null);
-    return { er, fast, slow, any: !!(er || fast || slow) };
-}
-const { ensureDir } = require('../../modules/order/utils/system');
-const { range } = require('../math_utils');
-const { readJSON, writeJSON } = require('../../modules/utils/fs_utils');
-// ── Data loaders ──────────────────────────────────────────────────────────────
-function normalizeSymbol(value) {
-    return String(value || '').trim().toUpperCase();
-}
-function inferIntervalLabel(dataFile, meta) {
-    const fromMeta = Number(meta?.intervalSeconds);
-    if (Number.isFinite(fromMeta) && fromMeta > 0) {
-        return toIntervalLabel(fromMeta);
-    }
-    const m = String(path.basename(dataFile || '')).match(/_(\d+)([mhd])\.json$/i);
-    return m ? `${m[1]}${m[2].toLowerCase()}` : '1h';
-}
-function updateAmaProfilesFile({ dataFile, meta, winners, sourceResultsFile }) {
-    const assetASymbol = normalizeSymbol(meta?.assetA?.symbol);
-    const assetBSymbol = normalizeSymbol(meta?.assetB?.symbol);
-    const assetAId = normalizeSymbol(meta?.assetA?.id);
-    const assetBId = normalizeSymbol(meta?.assetB?.id);
-    const assetA = assetASymbol || assetAId;
-    const assetB = assetBSymbol || assetBId;
-    if (!assetA || !assetB)
-        return;
-    const intervalSeconds = Number(meta?.intervalSeconds);
-    const intervalLabel = inferIntervalLabel(dataFile, meta);
-    const key = `${assetA}|${assetB}|${Number.isFinite(intervalSeconds) && intervalSeconds > 0 ? intervalSeconds : intervalLabel}`;
-    const payload = {
-        version: 1,
-        updatedAt: new Date().toISOString(),
-        profiles: [],
-    };
-    if (fs.existsSync(AMA_PROFILES_FILE)) {
-        try {
-            const current = readJSON(AMA_PROFILES_FILE);
-            if (current && typeof current === 'object') {
-                payload.version = Number(current.version) || 1;
-                payload.profiles = Array.isArray(current.profiles) ? current.profiles : [];
-            }
-        }
-        catch (_) { }
-    }
-    const profile = {
-        key,
-        assetA,
-        assetB,
-        assetAId: assetAId || null,
-        assetBId: assetBId || null,
-        poolId: meta?.pool || null,
-        intervalSeconds: Number.isFinite(intervalSeconds) && intervalSeconds > 0 ? intervalSeconds : null,
-        intervalLabel,
-        defaultAma: 'AMA3',
-        sourceResultsFile,
-        updatedAt: payload.updatedAt,
-        amas: {
-            AMA1: {
-                name: winners.ama1.label,
-                erPeriod: winners.ama1.er,
-                fastPeriod: winners.ama1.fast,
-                slowPeriod: winners.ama1.slow,
-            },
-            AMA2: {
-                name: winners.ama2.label,
-                erPeriod: winners.ama2.er,
-                fastPeriod: winners.ama2.fast,
-                slowPeriod: winners.ama2.slow,
-            },
-            AMA3: {
-                name: winners.ama3.label,
-                erPeriod: winners.ama3.er,
-                fastPeriod: winners.ama3.fast,
-                slowPeriod: winners.ama3.slow,
-            },
-            AMA4: {
-                name: winners.ama4.label,
-                erPeriod: winners.ama4.er,
-                fastPeriod: winners.ama4.fast,
-                slowPeriod: winners.ama4.slow,
-            },
-        },
-    };
-    const idx = payload.profiles.findIndex((p) => String(p?.key || '') === key);
-    if (idx >= 0)
-        payload.profiles[idx] = profile;
-    else
-        payload.profiles.push(profile);
-    ensureDir(path.dirname(AMA_PROFILES_FILE));
-    writeJSON(AMA_PROFILES_FILE, payload);
-}
-function calcTotalAmaMovement(amaValues, erPeriod) {
-    const skip = erPeriod + 1;
-    let total = 0;
-    for (let i = skip + 1; i < amaValues.length; i++) {
-        total += Math.abs(amaValues[i] - amaValues[i - 1]) / amaValues[i - 1];
-    }
-    return total;
-}
-// ── Informational: area above/below AMA ──────────────────────────────────────
-function calcArea(amaValues, candles, erPeriod) {
-    const skip = erPeriod + 1;
-    let above = 0, below = 0, maxUp = 0, maxDown = 0;
-    for (let i = skip; i < candles.length; i++) {
-        const ama = amaValues[i];
-        if (candles[i].high > ama) {
-            const d = (candles[i].high - ama) / ama;
-            above += d;
-            if (d > maxUp)
-                maxUp = d;
-        }
-        if (candles[i].low < ama) {
-            const d = (ama - candles[i].low) / ama;
-            below += d;
-            if (d > maxDown)
-                maxDown = d;
-        }
-    }
-    const total = above + below;
-    const maxDist = Math.max(maxUp, maxDown);
-    return { above, below, total, maxUp, maxDown, maxDist };
-}
-function calcTotalRelativeDistance(amaValues, candles, erPeriod) {
-    const skip = erPeriod + 1;
-    let total = 0;
-    for (let i = skip; i < candles.length; i++) {
-        const ama = amaValues[i];
-        const close = candles[i].close;
-        total += Math.abs(close - ama) / ama;
-    }
-    return total;
-}
-function runSearchShard(payload, onProgress = null) {
-    const { workerId, erShard, fastValues, slowValues, candles, closes, } = payload;
-    const totalCombos = erShard.length * fastValues.length * slowValues.length;
-    const progressStep = Math.max(2000, Math.floor(totalCombos / 20));
-    let checked = 0;
-    let valid = 0;
-    const entries = [];
-    const startMs = Date.now();
-    for (const er of erShard) {
-        for (const fast of fastValues) {
-            for (const slow of slowValues) {
-                checked++;
-                if (fast >= slow) {
-                    if (onProgress && (checked % progressStep === 0 || checked === totalCombos)) {
-                        const elapsedSec = (Date.now() - startMs) / 1000;
-                        onProgress({ workerId, checked, total: totalCombos, elapsedSec });
-                    }
-                    continue;
-                }
-                valid++;
-                const ama = calculateAMA(closes, { erPeriod: er, fastPeriod: fast, slowPeriod: slow });
-                const area = calcArea(ama, candles, er);
-                const amaMovementTotal = calcTotalAmaMovement(ama, er);
-                const distanceTotal = calcTotalRelativeDistance(ama, candles, er);
-                const bandFactorPct = area.maxDist * 200;
-                const entry = {
-                    er, fast, slow,
-                    area,
-                    amaMovementTotal,
-                    bandFactorPct,
-                    distanceTotal,
-                };
-                entries.push(entry);
-                if (onProgress && (checked % progressStep === 0 || checked === totalCombos)) {
-                    const elapsedSec = (Date.now() - startMs) / 1000;
-                    onProgress({ workerId, checked, total: totalCombos, elapsedSec });
-                }
-            }
-        }
-    }
-    return { workerId, entries, totalCombos, validCombos: valid };
-}
-function spawnShardWorker(payload, onProgress) {
-    return new Promise((resolve, reject) => {
-        const worker = new Worker(__filename, { workerData: { type: 'search_shard', payload } });
-        worker.on('message', (msg) => {
-            if (!msg || typeof msg !== 'object')
-                return;
-            if (msg.type === 'progress') {
-                if (onProgress)
-                    onProgress(msg);
-                return;
-            }
-            if (msg.type === 'done')
-                resolve(msg.result);
-        });
-        worker.on('error', reject);
-        worker.on('exit', (code) => {
-            if (code !== 0)
-                reject(new Error(`Worker exited with code ${code}`));
-        });
-    });
-}
-function splitIntoShards(values, shardCount) {
-    const out = [];
-    const size = Math.ceil(values.length / shardCount);
-    for (let i = 0; i < values.length; i += size) {
-        out.push(values.slice(i, i + size));
-    }
-    return out.filter((s) => s.length > 0);
-}
-// ── Main ───────────────────────────────────────────────────────────────────────
-async function run() {
-    const args = parseArgs();
-    let dataFile = args.dataFile;
-    const objectives = getAmaObjectivesFromArgs(args);
-    ensureValidRange('ER', args.er);
-    ensureValidRange('Fast', args.fast);
-    ensureValidRange('Slow', args.slow);
-    const erDim = buildDimension('ER', args.er);
-    const fastDim = buildDimension('Fast', args.fast);
-    const slowDim = buildDimension('Slow', args.slow);
-    const ER_VALUES = Number.isFinite(args.fixedEr) ? [args.fixedEr] : erDim.values;
-    const FAST_VALUES = Number.isFinite(args.fixedFast) ? [args.fixedFast] : fastDim.values;
-    const SLOW_VALUES_AREA = slowDim.values;
-    const totalCombos = ER_VALUES.length * FAST_VALUES.length * SLOW_VALUES_AREA.length;
-    const startMs = Date.now();
-    const erLabel = Number.isFinite(args.fixedEr) ? `fixed(${args.fixedEr})` : `${ER_VALUES[0]}–${ER_VALUES[ER_VALUES.length - 1]}`;
-    const fastLabel = Number.isFinite(args.fixedFast) ? `fixed(${args.fixedFast})` : `${FAST_VALUES[0]}–${FAST_VALUES[FAST_VALUES.length - 1]}`;
-    console.log('================================================================================');
-    console.log(' AMA GEOMETRIC OPTIMIZER');
-    console.log('================================================================================');
-    console.log(`  4 AMAs — pure geometric, no grid or bot settings`);
-    console.log('  Objective: minimise movement + λ·distance under per-AMA max distance caps');
-    for (const o of objectives) {
-        console.log(`  ${o.key}: distance cap q=${o.distanceCapQuantile.toFixed(2)}  λ=${o.distanceWeight.toFixed(6)}`);
-    }
-    console.log(`  Ranges:     ER ${erLabel}  Fast ${fastLabel}  Slow ${SLOW_VALUES_AREA[0]}–${SLOW_VALUES_AREA[SLOW_VALUES_AREA.length - 1]}`);
-    if (!Number.isFinite(args.fixedEr) && !Number.isFinite(args.fixedFast)) {
-        console.log(`  Sampling:   ER ${erDim.meta.mode}(${erDim.meta.count}${erDim.meta.ratio ? `,x${erDim.meta.ratio.toFixed(3)}` : ''})  Fast ${fastDim.meta.mode}(${fastDim.meta.count}${fastDim.meta.ratio ? `,x${fastDim.meta.ratio.toFixed(3)}` : ''})  Slow ${slowDim.meta.mode}(${slowDim.meta.count}${slowDim.meta.ratio ? `,x${slowDim.meta.ratio.toFixed(3)}` : ''})`);
-    }
-    console.log(`  Combos:     ${totalCombos}\n`);
-    // Load data
-    let candles, dataLabel, dataMeta = null;
-    if (!dataFile) {
-        throw new Error('Optimizer requires --data <lp_pool_*.json>. Use --write-profiles to also update profiles/market_profiles.json.');
-    }
-    const loaded = loadLpDataFile(path.resolve(dataFile));
-    candles = loaded.candleObjects;
-    const m = loaded.meta;
-    dataMeta = m;
-    dataLabel = m ? `LP Pool ${m.pool} (${m.assetA?.symbol}/${m.assetB?.symbol})` : path.basename(dataFile);
-    const closes = candles.map(c => c.close);
-    console.log(`  Data:       ${dataLabel}  (${candles.length} candles)\n`);
-    // ── Run: core-parallel full-grid scan split by ER shards ──────────────────
-    const cpuCount = Math.max(1, os.cpus().length);
-    const requestedWorkers = Number.isFinite(args.workers) && args.workers > 0 ? Math.floor(args.workers) : cpuCount;
-    const workerCount = Math.max(1, Math.min(requestedWorkers, ER_VALUES.length));
-    const erShards = splitIntoShards(ER_VALUES, workerCount);
-    const shardTotals = erShards.map((shard) => shard.length * FAST_VALUES.length * SLOW_VALUES_AREA.length);
-    const shardProgress = new Map();
-    console.log(`  Parallel workers: ${erShards.length} shard workers (CPU cores available: ${cpuCount})`);
-    const shardResults = await Promise.all(erShards.map((erShard, idx) => {
-        const workerPayload = {
-            workerId: idx + 1,
-            erShard,
-            fastValues: FAST_VALUES,
-            slowValues: SLOW_VALUES_AREA,
-            candles,
-            closes,
-        };
-        return spawnShardWorker(workerPayload, (msg) => {
-            shardProgress.set(msg.workerId, msg.checked);
-            const done = shardTotals.reduce((acc, total, i) => acc + Math.min(total, shardProgress.get(i + 1) || 0), 0);
-            const pct = ((done / totalCombos) * 100).toFixed(1);
-            console.log(`  [scan] ${pct}%  (${done}/${totalCombos})  w${msg.workerId} ${msg.elapsedSec.toFixed(1)}s`);
-        });
-    }));
-    const entries = shardResults.flatMap((r) => r.entries);
-    const validCombos = shardResults.reduce((acc, r) => acc + r.validCombos, 0);
-    const maxDistVals = entries.map((e) => e.area.maxDist);
-    // When both ER and Fast are fixed, the search is 1D over Slow only. Slow
-    // variation rarely produces maxDist outliers, so the distance cap filter adds
-    // no value here — λ alone cleanly separates the candidates.
-    const skipCap = Number.isFinite(args.fixedEr) && Number.isFinite(args.fixedFast);
-    const objectiveResults = objectives.map((objective) => {
-        const distanceWeight = objective.distanceWeight;
-        const computedCap = skipCap ? null : percentile(maxDistVals, objective.distanceCapQuantile);
-        const cappedEntries = skipCap ? entries : entries.filter((e) => e.area.maxDist <= computedCap);
-        let best = null;
-        for (const e of cappedEntries) {
-            const score = e.amaMovementTotal + (distanceWeight * e.distanceTotal);
-            const bestScore = best ? best.weightedScore : Infinity;
-            if (!best || score < bestScore || (score === bestScore && e.amaMovementTotal < best.amaMovementTotal) || (score === bestScore && e.amaMovementTotal === best.amaMovementTotal && e.distanceTotal < best.distanceTotal)) {
-                best = {
-                    ...e,
-                    weightedScore: score,
-                    normDistance: null,
-                    normMovement: null,
-                    key: objective.key,
-                    label: objective.name,
-                };
-            }
-        }
-        return {
-            objective,
-            distanceWeight,
-            best,
-            totalCombos,
-            validCombos,
-            candidatesUnderCap: cappedEntries.length,
-            maxDistanceCap: computedCap,
-        };
-    });
-    const elapsedSec = (Date.now() - startMs) / 1000;
-    console.log(`  Completed parallel search in ${elapsedSec.toFixed(1)}s  (valid combos: ${validCombos})\n`);
-    const selected = objectiveResults.map((r) => r.best).filter(Boolean);
-    const failed = objectiveResults.filter((r) => !r.best).map((r) => r.objective?.key || '?');
-    if (failed.length > 0) {
-        throw new Error(`No candidate under distance cap for: ${failed.join(', ')}. Increase corresponding cap (e.g. --ama4Cap 0.35).`);
-    }
-    const ama1 = selected.find((s) => s.key === 'AMA1') || null;
-    const ama2 = selected.find((s) => s.key === 'AMA2') || null;
-    const ama3 = selected.find((s) => s.key === 'AMA3') || null;
-    const ama4 = selected.find((s) => s.key === 'AMA4') || null;
-    function detail(label, r, optimisedFor) {
-        if (!r) {
-            console.log(`  ${label}`);
-            console.log('  └─ No valid candidate under constraint\n');
-            return;
-        }
-        const asymmetry = Math.abs(r.area.above - r.area.below);
-        const bias = r.area.above > r.area.below ? 'AMA below price' : 'AMA above price';
-        console.log(`  ${label}`);
-        console.log(`  ├─ Optimised for:  ${optimisedFor}`);
-        console.log(`  ├─ Params:         ER=${r.er}  Fast=${r.fast}  Slow=${r.slow}`);
-        console.log(`  ├─ Area total:     ${r.area.total.toFixed(2)}  (above ${r.area.above.toFixed(2)}  below ${r.area.below.toFixed(2)})`);
-        console.log(`  ├─ Asymmetry:      ${asymmetry.toFixed(2)}  (${bias})`);
-        console.log(`  └─ Movement:       ${r.amaMovementTotal.toFixed(4)}\n`);
-    }
-    console.log('================================================================================');
-    console.log(` 4 AMAs  —  pure geometric  (${ER_VALUES.length}×${FAST_VALUES.length}×${SLOW_VALUES_AREA.length} combinations)`);
-    console.log('================================================================================\n');
-    for (const w of selected) {
-        detail(w.label, w, `score=${w.weightedScore.toFixed(6)}  λ=${objectiveResults.find((r) => r.objective?.key === w.key)?.distanceWeight?.toFixed(4) || 'n/a'}  rawDist=${w.distanceTotal.toFixed(2)}  rawMove=${w.amaMovementTotal.toFixed(2)}`);
-    }
-    for (const r of objectiveResults) {
-        if (Number.isFinite(r.maxDistanceCap)) {
-            console.log(`  ${r.objective.key} cap value: ${r.maxDistanceCap.toFixed(4)}  (candidates under cap: ${r.candidatesUnderCap})`);
-        }
-    }
-    console.log();
-    // ── Side-by-side summary ───────────────────────────────────────────────────
-    console.log('================================================================================');
-    console.log(' SUMMARY');
-    console.log('================================================================================\n');
-    console.log('                |  ER  | Fast | Slow | Dist    | Move    | Area    | MaxDist');
-    console.log('────────────────┼──────┼──────┼──────┼─────────┼─────────┼─────────┼─────────');
-    for (const r of selected) {
-        const name = r.key;
-        if (!r)
-            continue;
-        console.log(`${name.padEnd(15)} | ` +
-            `${r.er.toString().padStart(4)} | ` +
-            `${r.fast.toFixed(1).padStart(4)} | ` +
-            `${r.slow.toFixed(1).padStart(4)} | ` +
-            `${r.distanceTotal.toFixed(2).padStart(7)} | ` +
-            `${r.amaMovementTotal.toFixed(2).padStart(7)} | ` +
-            `${r.area.total.toFixed(2).padStart(7)} | ` +
-            `${(r.area.maxDist * 100).toFixed(1).padStart(7)}%`);
-    }
-    console.log();
-    const boundarySummary = {
-        AMA1: boundaryFlags(ama1, ER_VALUES, FAST_VALUES, SLOW_VALUES_AREA, args.fixedEr, args.fixedFast),
-        AMA2: boundaryFlags(ama2, ER_VALUES, FAST_VALUES, SLOW_VALUES_AREA, args.fixedEr, args.fixedFast),
-        AMA3: boundaryFlags(ama3, ER_VALUES, FAST_VALUES, SLOW_VALUES_AREA, args.fixedEr, args.fixedFast),
-        AMA4: boundaryFlags(ama4, ER_VALUES, FAST_VALUES, SLOW_VALUES_AREA, args.fixedEr, args.fixedFast),
-    };
-    console.log(' Boundary Check');
-    console.log('────────────────────────────────────────────────────────────────────────────────');
-    for (const [name, b] of Object.entries(boundarySummary)) {
-        const txt = b.any ? `ER:${b.er || '-'} Fast:${b.fast || '-'} Slow:${b.slow || '-'}` : 'none';
-        console.log(`${name.padEnd(24)} ${txt}`);
-    }
-    console.log();
-    // ── Chart ─────────────────────────────────────────────────────────────────
-    const ws = (v) => String(v).replace('.', '_');
-    const lambdaSuffix = `_w${objectives.map((o) => ws(String(o.distanceWeight))).join('_')}`;
-    const COLOR_CYCLE = ['#26a69a', '#fb8c00', '#5c9ee6', '#ef5350'];
-    const DASH_CYCLE = ['dot', 'solid', 'dash', 'dashdot'];
-    const candleArrays = candles.map(c => [c.timestamp, c.open, c.high, c.low, c.close, c.volume]);
-    const chartMeta = {
-        ...(dataMeta || {}),
-        assetA: dataMeta?.assetA || { symbol: '?' },
-        assetB: dataMeta?.assetB || { symbol: '?' },
-        intervalSeconds: dataMeta?.intervalSeconds || 3600,
-        fetchedAt: dataMeta?.fetchedAt || new Date().toISOString(),
-    };
-    const amaResults = selected.map((w, i) => {
-        const ama = calculateAMA(closes, { erPeriod: w.er, fastPeriod: w.fast, slowPeriod: w.slow });
-        return {
-            name: w.label,
-            erPeriod: w.er,
-            fastPeriod: w.fast,
-            slowPeriod: w.slow,
-            color: COLOR_CYCLE[i % COLOR_CYCLE.length],
-            dash: DASH_CYCLE[i % DASH_CYCLE.length],
-            lineWidth: i === 0 ? 2 : 1.5,
-            values: ama,
-        };
-    });
-    const chartName = dataFile
-        ? `optimization_chart_${path.basename(dataFile, '.json')}${lambdaSuffix}.html`
-        : `optimization_chart_high_resolution${lambdaSuffix}.html`;
-    const chartPath = path.join(PATHS.ANALYSIS.CHARTS_DIR, chartName);
-    ensureDir(path.dirname(chartPath));
-    const html = generateHTML(chartMeta, candleArrays, amaResults);
-    fs.writeFileSync(chartPath, html, 'utf8');
-    console.log(`  Chart:       ${path.relative(process.cwd(), chartPath)}\n`);
-    // ── Save ──────────────────────────────────────────────────────────────────
-    const outName = dataFile
-        ? `optimization_results_${path.basename(dataFile, '.json')}${lambdaSuffix}.json`
-        : `optimization_results_high_resolution${lambdaSuffix}.json`;
-    const outPath = path.join(__dirname, outName);
-    writeJSON(outPath, {
-        meta: {
-            dataLabel,
-            candles: candles.length,
-            totalCombos,
-            ranges: {
-                er: { ...erDim.meta },
-                fast: { ...fastDim.meta },
-                slow: { ...slowDim.meta },
-                fixedEr: Number.isFinite(args.fixedEr) ? args.fixedEr : null,
-                fixedFast: Number.isFinite(args.fixedFast) ? args.fixedFast : null,
-            },
-            boundaryFlags: boundarySummary,
-            objective: {
-                type: 'per_ama_distance_weights',
-                distanceMetric: 'sum(abs(close-ama)/ama)',
-                movementMetric: 'sum(abs(ama_t-ama_t-1)/ama_t-1)',
-                distanceWeightByAma: Object.fromEntries(objectiveResults.map((r) => [r.objective.key, r.distanceWeight])),
-                weights: objectives,
-                maxDistanceCap: {
-                    value: null,
-                    quantileByAma: Object.fromEntries(objectives.map((o) => [o.key, o.distanceCapQuantile])),
-                    appliedValueByAma: Object.fromEntries(objectiveResults.map((r) => [r.objective.key, r.maxDistanceCap])),
-                },
-            },
-            amas: {
-                AMA1: ama1,
-                AMA2: ama2,
-                AMA3: ama3,
-                AMA4: ama4,
-            },
-        },
-    });
-    if (args.writeProfiles && dataFile && ama1 && ama2 && ama3 && ama4) {
-        updateAmaProfilesFile({
-            dataFile,
-            meta: dataMeta,
-            winners: { ama1, ama2, ama3, ama4 },
-            sourceResultsFile: outName,
-        });
-    }
-    console.log(`================================================================================`);
-    console.log(`  Saved: ${outName}\n`);
-    if (args.writeProfiles && dataFile) {
-        console.log(`  Updated: ${path.relative(process.cwd(), AMA_PROFILES_FILE)}\n`);
-    }
-    else {
-        console.log(`  Profiles unchanged. Add --write-profiles to update ${path.relative(process.cwd(), AMA_PROFILES_FILE)}.\n`);
-    }
-}
-if (!isMainThread) {
-    if (workerData?.type === 'search_shard') {
-        const result = runSearchShard(workerData.payload, (p) => {
-            parentPort.postMessage({ type: 'progress', ...p });
-        });
-        parentPort.postMessage({ type: 'done', result });
-    }
-    else {
-        throw new Error('Unknown worker task type');
-    }
-}
-else if (require.main === module) {
-    run().catch((err) => {
-        console.error('Fatal:', err);
-        process.exit(1);
-    });
-}
-module.exports = {
-    parseArgs,
-};
-//# sourceMappingURL=optimizer_high_resolution.js.map