dexbot 1.3.2 → 1.4.0

package/dist/analysis/analyze_dynamic_weight.js

@@ -1,207 +0,0 @@
-#!/usr/bin/env node
-/**
- * DYNAMIC WEIGHT RESEARCH TOOL
- *
- * Computes AMA slope + Kalman + Hurst + PE signals and generates an
- * interactive HTML chart for researching dynamic weight parameters.
- *
- * Usage:
- *   tsx analysis/analyze_dynamic_weight.ts \
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- */
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-const path = require('path');
-const { KalmanTrendAnalyzer } = require('./trend_detection/kalman_trend_analyzer');
-const { HurstAnalyzer } = require('./trend_detection/hurst_analyzer');
-const { PermutationEntropyAnalyzer } = require('./trend_detection/permutation_entropy_analyzer');
-const { generateHTML } = require('./trend_detection/dynamic_weight_chart_generator');
-const { createSource } = require('./price_sources');
-const { calculateAMA } = require('../market_adapter/core/strategies/ama');
-const { computeAmaSlopeWeights } = require('../market_adapter/core/strategies/ama_slope_model');
-const { MARKET_ADAPTER } = require('../modules/constants');
-const { writeChartFile } = require('./chart_utils');
-const { getCandleClose } = require('./math_utils');
-const { resolveCandleFile, resolveAmaConfig, resolveAmaKey } = require('./bot_key_utils');
-const INTERVAL_LABEL = MARKET_ADAPTER.RUNTIME_DEFAULTS.intervalLabel;
-// AMA Slope weight calculation config — use DEFAULTS from market adapter
-const AMA_WEIGHT_CONFIG = {
-    lookbackBars: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS,
-    amaMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT,
-    kalmanMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT,
-    neutralZonePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
-    volatilityExponent: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT,
-    volatilityScaleX: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT,
-    volatilityThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD,
-    maxSlopeOffset: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
-    maxVolatilityOffset: MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP,
-};
-// Kalman configuration
-const KALMAN_CONFIG = {
-    rNoise: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_R_NOISE_DEFAULT,
-    qTactical: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_TACTICAL_DEFAULT,
-    qModal: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_MODAL_DEFAULT,
-};
-// Regime analyzers configuration (Hurst + Permutation Entropy)
-const { HURST_CONFIG, PE_CONFIG } = MARKET_ADAPTER;
-function parseArgs() {
-    const args = process.argv.slice(2);
-    const config = {
-        source: { type: 'market_adapter', config: { botKey: '' } },
-        chartFile: 'analysis/charts/dynamic_weight_chart.html',
-        alpha: MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA,
-        gain: MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN,
-        dispWeight: MARKET_ADAPTER.DYNAMIC_WEIGHT_DW,
-        clipPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE,
-        quiet: false,
-    };
-    for (let i = 0; i < args.length; i++) {
-        const arg = args[i];
-        if (arg === '--source')
-            config.source.type = args[++i];
-        else if (arg === '--bot-key')
-            config.source.config.botKey = args[++i];
-        else if (arg === '--file') {
-            config.source.config.filePath = args[++i];
-            config.source.type = 'json';
-        }
-        else if (arg === '--chart')
-            config.chartFile = args[++i];
-        else if (arg === '--alpha')
-            config.alpha = parseFloat(args[++i]);
-        else if (arg === '--gain')
-            config.gain = parseFloat(args[++i]);
-        else if (arg === '--dw')
-            config.dispWeight = parseFloat(args[++i]);
-        else if (arg === '--lb')
-            config.lookbackBars = parseInt(args[++i], 10);
-        else if (arg === '--clip')
-            config.clipPct = parseFloat(args[++i]);
-        else if (arg === '--quiet')
-            config.quiet = true;
-    }
-    return config;
-}
-async function main() {
-    try {
-        const config = parseArgs();
-        const srcConfig = config.source.config;
-        if (config.source.type === 'market_adapter') {
-            const candleFile = resolveCandleFile(srcConfig.botKey, INTERVAL_LABEL);
-            if (!candleFile) {
-                throw new Error(`No candle cache file found for bot '${srcConfig.botKey}'. Use --file to specify a data file directly.`);
-            }
-            srcConfig.filePath = candleFile;
-            config.source.type = 'json';
-            if (!config.quiet)
-                console.log(`[DynamicWeight] Resolved bot '${srcConfig.botKey}' → ${path.basename(candleFile)}`);
-        }
-        const AMA_CONFIG = resolveAmaConfig(srcConfig.botKey);
-        const source = createSource(config.source.type, srcConfig);
-        if (!config.quiet)
-            console.log(`[DynamicWeight] Loading candles from ${source.name}...`);
-        const candles = await source.fetchCandles();
-        if (!Array.isArray(candles) || candles.length === 0) {
-            throw new Error('No candles returned from source');
-        }
-        // ── Kalman analysis ──────────────────────────────────────────────────
-        const analyzer = new KalmanTrendAnalyzer({
-            rNoise: KALMAN_CONFIG.rNoise,
-            qTactical: KALMAN_CONFIG.qTactical,
-            qModal: KALMAN_CONFIG.qModal,
-        });
-        // ── Hurst & PE analyzers ──────────────────────────────────────────────
-        const hurstAnalyzer = new HurstAnalyzer({
-            window: HURST_CONFIG.window,
-            scales: HURST_CONFIG.scales,
-        });
-        const peAnalyzer = new PermutationEntropyAnalyzer({
-            m: PE_CONFIG.m,
-            delay: PE_CONFIG.delay,
-            window: PE_CONFIG.window,
-        });
-        const allResults = [];
-        for (let i = 0; i < candles.length; i++) {
-            const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
-            const result = analyzer.update(marketPrice);
-            const hurst = hurstAnalyzer.update(marketPrice);
-            const pe = peAnalyzer.update(marketPrice);
-            result.timestamp = timestamp;
-            result.price = marketPrice;
-            result.hurst = hurst.isReady ? hurst.hurst : null;
-            result.pe = pe.isReady ? pe.normalizedEntropy : null;
-            allResults.push(result);
-        }
-        // ── AMA weight calculation ───────────────────────────────────────────
-        const closes = candles.map(c => getCandleClose(c) ?? 0);
-        const amaValues = calculateAMA(closes, AMA_CONFIG);
-        for (let i = 0; i < allResults.length; i++) {
-            // The research chart keeps ATR out of the Kalman branch on purpose.
-            // Production applies ATR later as a separate symmetric volatility penalty.
-            const atr = 0;
-            const weightVariance = 0;
-            const weights = computeAmaSlopeWeights(amaValues.slice(0, i + 1), weightVariance, {
-                erPeriod: AMA_CONFIG.erPeriod,
-                slowPeriod: AMA_CONFIG.slowPeriod,
-                lookbackBars: config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars,
-                maxSlopePct: AMA_WEIGHT_CONFIG.amaMaxSlopePct,
-                neutralZonePct: AMA_WEIGHT_CONFIG.neutralZonePct,
-                volatilityExponent: AMA_WEIGHT_CONFIG.volatilityExponent,
-                volatilityScaleX: AMA_WEIGHT_CONFIG.volatilityScaleX,
-                volatilityThreshold: AMA_WEIGHT_CONFIG.volatilityThreshold,
-                maxSlopeOffset: AMA_WEIGHT_CONFIG.maxSlopeOffset,
-                maxVolatilityOffset: AMA_WEIGHT_CONFIG.maxVolatilityOffset,
-            });
-            allResults[i].ama3Price = amaValues[i] ?? null;
-            allResults[i].atr = atr;
-            allResults[i].weightVariance = weightVariance;
-            allResults[i].amaSlopePct = weights.slopePct;
-            allResults[i].amaWeightReady = weights.isReady;
-            allResults[i].amaSlopeOffset = weights.slopeOffset;
-            allResults[i].amaSymmetricDelta = weights.symmetricDelta;
-        }
-        // ── Generate chart ───────────────────────────────────────────────────
-        const amaKey = resolveAmaKey(srcConfig.botKey);
-        const html = generateHTML({
-            allResults,
-            amaConfig: AMA_CONFIG,
-            amaKey,
-            amaWeightConfig: {
-                ...AMA_WEIGHT_CONFIG,
-                lookbackBars: config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars,
-            },
-            alpha: config.alpha,
-            gain: config.gain,
-            dispWeight: config.dispWeight,
-            clipPct: config.clipPct,
-            regimeSensitivity: MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY,
-            dispScaleMinPct: config.dispScaleMinPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT,
-            minOutputThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD,
-            outputClamp: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
-            marketAdapter: {
-                alpha: MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA,
-                gain: MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN,
-                dispWeight: MARKET_ADAPTER.DYNAMIC_WEIGHT_DW,
-                clipPercentile: MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE,
-                regimeSensitivity: MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY,
-                minOutputThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD,
-                outputClamp: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
-                amaLookbackBars: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS,
-                amaMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT,
-                kalmanMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT,
-                amaNeutralZonePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
-                dispScaleMinPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT,
-            },
-        }, 'Dynamic Weight Research Tool');
-        writeChartFile(config.chartFile, html);
-        if (!config.quiet)
-            console.log(`[DynamicWeight] ✓ Chart saved to ${config.chartFile}`);
-    }
-    catch (err) {
-        console.error(`[DynamicWeight] Error: ${err.message}`);
-        process.exit(1);
-    }
-}
-main().catch(err => { console.error(err); process.exit(1); });
-//# sourceMappingURL=analyze_dynamic_weight.js.map

package/dist/analysis/analyze_dynamic_weight.js.map

@@ -1 +0,0 @@
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package/dist/analysis/analyze_kalman.d.ts

@@ -1,13 +0,0 @@
-#!/usr/bin/env node
-/**
- * KALMAN TREND ANALYSIS RUNNER
- *
- * Runs KalmanTrendAnalyzer over candle data and generates an interactive HTML chart.
- *
- * Usage:
- *   tsx analysis/analyze_kalman.ts \
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- */
-export {};
-//# sourceMappingURL=analyze_kalman.d.ts.map

package/dist/analysis/analyze_kalman.d.ts.map

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

package/dist/analysis/analyze_kalman.js

@@ -1,123 +0,0 @@
-#!/usr/bin/env node
-/**
- * KALMAN TREND ANALYSIS RUNNER
- *
- * Runs KalmanTrendAnalyzer over candle data and generates an interactive HTML chart.
- *
- * Usage:
- *   tsx analysis/analyze_kalman.ts \
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- */
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-const path = require('path');
-const { PATHS } = require('../modules/paths');
-const { KalmanTrendAnalyzer } = require('./trend_detection/kalman_trend_analyzer');
-const { generateHTML } = require('./trend_detection/kalman_chart_generator');
-const { createSource } = require('./price_sources');
-const { calculateAMA } = require('../market_adapter/core/strategies/ama');
-const { computeATR, getCandleClose } = require('./math_utils');
-const { writeChartFile } = require('./chart_utils');
-// Standalone analysis defaults (reuses calculateAMA from production but constants are independent)
-const AMA_ER_PERIOD = 10;
-const AMA_FAST = 2;
-const AMA_SLOW = 30;
-const LOOKBACK_BARS = 72;
-const NEUTRAL_ZONE = 0.15;
-const MAX_SLOPE_PCT = 3.0;
-const MAX_SLOPE_OFFSET = 0.5;
-const ATR_PERIOD = 14;
-function parseArgs() {
-    const args = process.argv.slice(2);
-    const config = {
-        source: { type: 'market_adapter', config: { botKey: '' } },
-        rNoise: 0.05,
-        qNoise: 0.005,
-        chartFile: 'analysis/charts/kalman_chart.html',
-        quiet: false,
-    };
-    for (let i = 0; i < args.length; i++) {
-        const arg = args[i];
-        if (arg === '--source')
-            config.source.type = args[++i];
-        else if (arg === '--bot-key')
-            config.source.config.botKey = args[++i];
-        else if (arg === '--file') {
-            config.source.config.filePath = args[++i];
-            config.source.type = 'json';
-        }
-        else if (arg === '--r')
-            config.rNoise = parseFloat(args[++i]);
-        else if (arg === '--q')
-            config.qNoise = parseFloat(args[++i]);
-        else if (arg === '--chart')
-            config.chartFile = args[++i];
-        else if (arg === '--quiet')
-            config.quiet = true;
-    }
-    return config;
-}
-async function main() {
-    const config = parseArgs();
-    try {
-        const srcConfig = config.source.config;
-        if (config.source.type === 'market_adapter' && !srcConfig.stateDir) {
-            srcConfig.stateDir = PATHS.MARKET_ADAPTER.STATE_DIR;
-        }
-        const source = createSource(config.source.type, srcConfig);
-        if (!config.quiet)
-            console.log(`[Kalman] Loading candles from ${source.name}...`);
-        const candles = await source.fetchCandles();
-        if (!Array.isArray(candles) || candles.length === 0) {
-            throw new Error('No candles returned from source');
-        }
-        // ── Kalman analysis ──────────────────────────────────────────────────
-        const analyzer = new KalmanTrendAnalyzer({
-            rNoise: config.rNoise,
-            qNoise: config.qNoise
-        });
-        const allResults = [];
-        for (let i = 0; i < candles.length; i++) {
-            const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
-            const result = analyzer.update(marketPrice);
-            result.timestamp = timestamp;
-            allResults.push(result);
-        }
-        // ── AMA weight offset (for comparison panel) ─────────────────────────
-        const closes = candles.map(c => getCandleClose(c) ?? 0);
-        const amaValues = calculateAMA(closes, { erPeriod: AMA_ER_PERIOD, fastPeriod: AMA_FAST, slowPeriod: AMA_SLOW });
-        const atrs = computeATR(candles, ATR_PERIOD);
-        const warmup = AMA_ER_PERIOD + LOOKBACK_BARS + 1;
-        for (let i = 0; i < allResults.length; i++) {
-            if (i < warmup) {
-                allResults[i].amaWeightOffset = null;
-                continue;
-            }
-            const last = amaValues[i];
-            const past = amaValues[i - LOOKBACK_BARS];
-            if (!last || !past || past === 0) {
-                allResults[i].amaWeightOffset = null;
-                continue;
-            }
-            const slopePct = (last - past) / past * 100;
-            if (Math.abs(slopePct) < NEUTRAL_ZONE) {
-                allResults[i].amaWeightOffset = 0;
-            }
-            else {
-                allResults[i].amaWeightOffset = Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET, (slopePct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
-            }
-        }
-        // ── Generate chart ───────────────────────────────────────────────────
-        const html = generateHTML({ allResults }, 'Kalman Trend Analysis');
-        writeChartFile(config.chartFile, html);
-        if (!config.quiet)
-            console.log(`[Kalman] ✓ Chart saved to ${config.chartFile}`);
-    }
-    catch (err) {
-        console.error(`[Kalman] Error: ${err.message}`);
-        process.exit(1);
-    }
-}
-main().catch(err => { console.error(err); process.exit(1); });
-//# sourceMappingURL=analyze_kalman.js.map

package/dist/analysis/analyze_kalman.js.map

@@ -1 +0,0 @@
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package/dist/analysis/analyze_regime.d.ts

@@ -1,20 +0,0 @@
-#!/usr/bin/env node
-/**
- * REGIME ANALYSIS TOOL
- *
- * Computes Hurst Exponent and Permutation Entropy over historical candle data.
- *
- *   Hurst H > 0.55 = trending (persistent)  → trust trend-following signals
- *   Hurst H ≈ 0.50 = random walk            → no edge, stay flat
- *   Hurst H < 0.45 = mean-reverting         → suppress or invert trend signals
- *
- *   Norm. PE < 0.60 = structured            → signals are reliable
- *   Norm. PE > 0.85 = noise                 → no exploitable structure
- *
- * Usage:
- *   tsx analysis/analyze_regime.ts \
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- */
-export {};
-//# sourceMappingURL=analyze_regime.d.ts.map

package/dist/analysis/analyze_regime.d.ts.map

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

package/dist/analysis/analyze_regime.js

@@ -1,139 +0,0 @@
-#!/usr/bin/env node
-/**
- * REGIME ANALYSIS TOOL
- *
- * Computes Hurst Exponent and Permutation Entropy over historical candle data.
- *
- *   Hurst H > 0.55 = trending (persistent)  → trust trend-following signals
- *   Hurst H ≈ 0.50 = random walk            → no edge, stay flat
- *   Hurst H < 0.45 = mean-reverting         → suppress or invert trend signals
- *
- *   Norm. PE < 0.60 = structured            → signals are reliable
- *   Norm. PE > 0.85 = noise                 → no exploitable structure
- *
- * Usage:
- *   tsx analysis/analyze_regime.ts \
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- */
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-const path = require('path');
-const { PATHS } = require('../modules/paths');
-const { MARKET_ADAPTER } = require('../modules/constants');
-const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
-const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
-const { HurstAnalyzer } = require('./trend_detection/hurst_analyzer');
-const { PermutationEntropyAnalyzer } = require('./trend_detection/permutation_entropy_analyzer');
-const { generateRegimeHTML } = require('./trend_detection/regime_chart_generator');
-const { createSource } = require('./price_sources');
-const { calculateAMA } = require('../market_adapter/core/strategies/ama');
-const { writeChartFile } = require('./chart_utils');
-const { getCandleClose } = require('./math_utils');
-function parseArgs() {
-    const args = process.argv.slice(2);
-    const config = {
-        source: { type: 'market_adapter', config: { botKey: '' } },
-        chartFile: 'analysis/charts/regime_chart.html',
-        hurstWindow: HURST_CONFIG.window,
-        peWindow: PE_CONFIG.window,
-        peM: PE_CONFIG.m,
-        quiet: false,
-    };
-    for (let i = 0; i < args.length; i++) {
-        const arg = args[i];
-        if (arg === '--source')
-            config.source.type = args[++i];
-        else if (arg === '--bot-key')
-            config.source.config.botKey = args[++i];
-        else if (arg === '--file') {
-            config.source.config.filePath = args[++i];
-            config.source.type = 'json';
-        }
-        else if (arg === '--chart')
-            config.chartFile = args[++i];
-        else if (arg === '--hurst-window')
-            config.hurstWindow = parseInt(args[++i], 10);
-        else if (arg === '--pe-window')
-            config.peWindow = parseInt(args[++i], 10);
-        else if (arg === '--pe-m')
-            config.peM = parseInt(args[++i], 10);
-        else if (arg === '--quiet')
-            config.quiet = true;
-    }
-    return config;
-}
-async function main() {
-    const config = parseArgs();
-    try {
-        const srcConfig = config.source.config;
-        if (config.source.type === 'market_adapter' && !srcConfig.stateDir) {
-            srcConfig.stateDir = PATHS.MARKET_ADAPTER.STATE_DIR;
-        }
-        const source = createSource(config.source.type, srcConfig);
-        if (!config.quiet)
-            console.log(`[Regime] Loading candles from ${source.name}...`);
-        const candles = await source.fetchCandles();
-        if (!Array.isArray(candles) || candles.length === 0) {
-            throw new Error('No candles returned from source');
-        }
-        // ── Regime analyzers ─────────────────────────────────────────────────
-        const hurstAnalyzer = new HurstAnalyzer({
-            window: config.hurstWindow,
-            scales: HURST_CONFIG.scales,
-        });
-        const peAnalyzer = new PermutationEntropyAnalyzer({
-            m: config.peM,
-            delay: PE_CONFIG.delay,
-            window: config.peWindow,
-        });
-        const allResults = [];
-        for (let i = 0; i < candles.length; i++) {
-            const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
-            const hurst = hurstAnalyzer.update(marketPrice);
-            const pe = peAnalyzer.update(marketPrice);
-            allResults.push({
-                timestamp,
-                price: marketPrice,
-                hurst: hurst.hurst,
-                hurstRegime: hurst.regime,
-                hurstRegimeStrength: hurst.regimeStrength,
-                hurstReady: hurst.isReady,
-                normalizedEntropy: pe.normalizedEntropy,
-                entropy: pe.entropy,
-                peRegime: pe.regime,
-                peRegimeStrength: pe.regimeStrength,
-                peReady: pe.isReady,
-            });
-        }
-        // ── AMA3 overlay for price panel ─────────────────────────────────────
-        const closes = candles.map(c => getCandleClose(c) ?? 0);
-        const ama3Values = calculateAMA(closes, MARKET_ADAPTER.AMAS.AMA3);
-        for (let i = 0; i < allResults.length; i++) {
-            allResults[i].ama3Price = ama3Values[i] ?? null;
-        }
-        // ── Print tail summary ───────────────────────────────────────────────
-        if (!config.quiet) {
-            const last = allResults[allResults.length - 1];
-            console.log(`[Regime] ${candles.length} bars processed`);
-            console.log(`[Regime] Last bar:`);
-            console.log(`         Hurst H=${last.hurst}  regime=${last.hurstRegime}`);
-            console.log(`         PE    e=${last.normalizedEntropy}  regime=${last.peRegime}`);
-        }
-        // ── Generate chart ───────────────────────────────────────────────────
-        const html = generateRegimeHTML({
-            allResults,
-            hurstConfig: { window: config.hurstWindow, scales: HURST_CONFIG.scales },
-            peConfig: { m: config.peM, window: config.peWindow },
-        }, 'Regime Analysis \u2014 Hurst \u00b7 Permutation Entropy');
-        writeChartFile(config.chartFile, html);
-        if (!config.quiet)
-            console.log(`[Regime] \u2713 Chart saved to ${config.chartFile}`);
-    }
-    catch (err) {
-        console.error(`[Regime] Error: ${err.message}`);
-        process.exit(1);
-    }
-}
-main().catch(err => { console.error(err); process.exit(1); });
-//# sourceMappingURL=analyze_regime.js.map

package/dist/analysis/analyze_regime.js.map

@@ -1 +0,0 @@
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package/dist/analysis/analyze_regime_windows.d.ts

@@ -1,19 +0,0 @@
-#!/usr/bin/env node
-/**
- * REGIME WINDOW OPTIMIZER
- *
- * Grid-searches optimal Hurst and Permutation Entropy window sizes to maximize
- * regime quality — a composite score of stability, directional accuracy, and
- * information content.
- *
- * Scoring:
- *   - regimeStability: mean duration (bars) before regime switches
- *   - entropyDefect: penalty for being stuck in the "random" band (H 0.45–0.55)
- *
- * Usage:
- *   tsx analysis/analyze_regime_windows.ts \
- *     --source json \
- *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
- */
-export {};
-//# sourceMappingURL=analyze_regime_windows.d.ts.map

package/dist/analysis/analyze_regime_windows.d.ts.map

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