dexbot 1.3.3 → 1.4.0

package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map

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

@@ -1,6 +0,0 @@
-declare function generateHTML(data: any, title?: string): string;
-declare const _default: {
-    generateHTML: typeof generateHTML;
-};
-export = _default;
-//# sourceMappingURL=kalman_chart_generator.d.ts.map

package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"kalman_chart_generator.d.ts","sourceRoot":"","sources":["../../../analysis/trend_detection/kalman_chart_generator.ts"],"names":[],"mappings":"AAeA,iBAAS,YAAY,CAAC,IAAI,KAAA,EAAE,KAAK,SAA+B,UA+Y/D;;;;AAED,kBAA0B"}

package/dist/analysis/trend_detection/kalman_chart_generator.js

@@ -1,408 +0,0 @@
-'use strict';
-const { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } = require('../chart_utils');
-const NEUTRAL_ZONE_PCT = 0.15;
-const MAX_SLOPE_PCT = 3.0;
-const MAX_SLOPE_OFFSET = 0.5;
-function computeKalmanWeightOffset(velocityPct, isReady) {
-    if (!isReady || velocityPct == null)
-        return 0;
-    if (Math.abs(velocityPct) < NEUTRAL_ZONE_PCT)
-        return 0;
-    return Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET, (velocityPct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
-}
-function generateHTML(data, title = 'Kalman Trajectory Analysis') {
-    const results = data.allResults || [];
-    if (results.length === 0)
-        throw new Error('No analysis results in input');
-    const interval = results.length > 1 ?
-        (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000 : 3600;
-    const dates = results.map((r, idx) => toEpochSeconds(r.timestamp || Date.now(), idx));
-    const prices = results.map((r) => r.price);
-    const tacticalPrices = results.map((r) => r.kalmanPrice);
-    const modalPrices = results.map((r) => r.modalPrice);
-    const signals = results.map((r) => r.signal);
-    const trendUp = results.map((r) => r.kalmanPrice != null && r.modalPrice != null ? r.kalmanPrice > r.modalPrice : null);
-    const kalmanWeights = results.map((r) => computeKalmanWeightOffset(r.velocityFilteredPct ?? r.velocityPct, r.isReady));
-    const amaWeights = results.map((r) => r.amaWeightOffset ?? null);
-    // Future Projection (150 bars)
-    const lastDate = dates[dates.length - 1];
-    for (let i = 1; i <= 150; i++) {
-        dates.push(lastDate + (i * interval));
-        prices.push(null);
-        tacticalPrices.push(null);
-        modalPrices.push(null);
-        signals.push(null);
-        trendUp.push(null);
-        kalmanWeights.push(null);
-        amaWeights.push(null);
-    }
-    // Extract dense Beams
-    const allBeams = [];
-    results.forEach((r, idx) => {
-        if (idx % 15 === 0 || (r.beams && r.beams.length > 0 && r.beams[r.beams.length - 1].originX === idx)) {
-            allBeams.push({
-                x: dates[idx],
-                y: r.kalmanPrice,
-                v: r.velocity,
-                endX: dates[idx] + (150 * interval),
-                endY: r.kalmanPrice + (r.velocity * 150)
-            });
-        }
-    });
-    return `<!DOCTYPE html>
-<html lang="en">
-<head>
-    <meta charset="UTF-8">
-    <title>${escapeHtml(title)}</title>
-    <link rel="stylesheet" href="../uplot/uPlot.min.css">
-    <script src="../uplot/uPlot.iife.min.js"></script>
-    <style>
-        * { box-sizing: border-box; }
-        body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 0; overflow: hidden; }
-        #header { padding: 10px 20px; background: #161b22; border-bottom: 1px solid #30363d; display: flex; align-items: center; justify-content: space-between; height: 45px; z-index: 100; }
-        #panels { display: flex; flex-direction: column; height: calc(100vh - 45px); width: 100vw; }
-        #price-panel  { flex: 0 0 55%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
-        #kalman-panel { flex: 0 0 23%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
-        #ama-panel    { flex: 1 1 0;   min-height: 0; position: relative; }
-        .uplot { background: #0b0e14; }
-        .legend { position: absolute; top: 8px; left: 70px; font-size: 11px; pointer-events: none; z-index: 10; display: flex; gap: 18px; color: #8b949e; white-space: nowrap; }
-        .legend-item { display: flex; align-items: center; gap: 5px; }
-        .dot { width: 10px; height: 10px; border-radius: 2px; flex-shrink: 0; }
-        .u-cursor-x { border-left: 1px dashed rgba(255,255,255,0.3) !important; }
-        .u-cursor-y { border-top:  1px dashed rgba(255,255,255,0.3) !important; display: none; }
-        .is-hovered .u-cursor-y { display: block; }
-    </style>
-</head>
-<body>
-    <div id="header">
-        <div style="font-weight:bold;color:#fff;">${escapeHtml(title)}</div>
-        <div style="font-size:11px;color:#8b949e;text-transform:uppercase;">Log-Kinetic Trajectory Overlay &nbsp;·&nbsp; Scroll to zoom &nbsp;·&nbsp; Drag to pan &nbsp;·&nbsp; Ctrl+0 reset</div>
-    </div>
-
-    <div id="panels">
-        <div id="price-panel">
-            <div class="legend">
-                <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price">-</span></div>
-                <div class="legend-item"><div class="dot" style="background:#ff7b72;"></div>Tactical: <span id="l-tactical">-</span></div>
-                <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>Modal: <span id="l-modal">-</span></div>
-                <div class="legend-item" style="margin-left:8px;">Trend: <span id="l-trend" style="font-weight:bold;">-</span></div>
-            </div>
-            <div id="main-chart"></div>
-        </div>
-        <div id="kalman-panel">
-            <div class="legend">
-                <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#2ea043,#f85149);"></div>Kalman Weight: <span id="l-kalman-w" style="font-weight:bold;">-</span></div>
-                <span style="color:#8b949e;font-size:10px;">sell bias ↑ &nbsp;/&nbsp; buy bias ↓ &nbsp;·&nbsp; neutral=0</span>
-            </div>
-            <div id="kalman-chart"></div>
-        </div>
-        <div id="ama-panel">
-            <div class="legend">
-                <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#f0a000,#4a90d9);"></div>AMA Weight: <span id="l-ama-w" style="font-weight:bold;">-</span></div>
-                <span style="color:#8b949e;font-size:10px;">lookback 72 bars &nbsp;·&nbsp; er10/2/30</span>
-            </div>
-            <div id="ama-chart"></div>
-        </div>
-    </div>
-
-    <script id="payload" type="application/json">${serializeJsonForScript({ dates, prices, tacticalPrices, modalPrices, signals, allBeams, trendUp, kalmanWeights, amaWeights })}</script>
-
-    <script>
-        const data = JSON.parse(document.getElementById('payload').textContent);
-        const SYNC_KEY = "kalman";
-        // Fixed y-axis size so all plot areas share the same left edge → cursor lines align
-        const Y_AXIS_SIZE = 58;
-
-        // ── Zoom / Pan ────────────────────────────────────────────────────────
-        const xMin = data.dates[0];
-        const xMax = data.dates[data.dates.length - 1];
-        let pendingRange = null;
-        let pendingRangeRaf = 0;
-        let priceChart, kalmanChart, amaChart;
-        let charts;
-
-        ${UPLOT_SHARED_SCRIPT}
-
-        // ── Legend ────────────────────────────────────────────────────────────
-        let lastLiveIdx = data.prices.length - 151; // last real bar (before future nulls)
-
-        function updateLegend(idx) {
-            if (idx == null) return;
-            lastLiveIdx = idx;
-
-            document.getElementById('l-price').textContent    = data.prices[idx]?.toFixed(4)        ?? "-";
-            document.getElementById('l-tactical').textContent = data.tacticalPrices[idx]?.toFixed(4) ?? "-";
-            document.getElementById('l-modal').textContent    = data.modalPrices[idx]?.toFixed(4)    ?? "-";
-
-            const trend = data.trendUp[idx];
-            const tEl = document.getElementById('l-trend');
-            if (trend === null || trend === undefined) { tEl.textContent = '-'; tEl.style.color = '#8b949e'; }
-            else if (trend) { tEl.textContent = 'UP';   tEl.style.color = '#2ea043'; }
-            else             { tEl.textContent = 'DOWN'; tEl.style.color = '#f85149'; }
-
-            function setW(elId, v, posColor, negColor) {
-                const el = document.getElementById(elId);
-                if (v === null || v === undefined) { el.textContent = '-'; el.style.color = '#8b949e'; return; }
-                el.textContent = (v >= 0 ? '+' : '') + v.toFixed(3);
-                el.style.color = v > 0.01 ? posColor : v < -0.01 ? negColor : '#8b949e';
-            }
-            setW('l-kalman-w', data.kalmanWeights[idx], '#2ea043', '#f85149');
-            setW('l-ama-w',    data.amaWeights[idx],    '#f0a000', '#4a90d9');
-        }
-
-        // ── Draw hooks ────────────────────────────────────────────────────────
-        function makeTrendBgHook() {
-            return u => {
-                const { ctx, bbox } = u;
-                ctx.save();
-                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
-                ctx.globalCompositeOperation = 'destination-over';
-                let i = 0;
-                while (i < data.trendUp.length) {
-                    if (data.trendUp[i] === null) { i++; continue; }
-                    const trend = data.trendUp[i];
-                    let j = i + 1;
-                    while (j < data.trendUp.length && data.trendUp[j] === trend) j++;
-                    const x0 = u.valToPos(data.dates[i], 'x', true);
-                    const x1 = j < data.trendUp.length ? u.valToPos(data.dates[j], 'x', true) : bbox.left + bbox.width;
-                    ctx.fillStyle = trend ? 'rgba(46,160,67,0.08)' : 'rgba(248,81,73,0.08)';
-                    ctx.fillRect(x0, bbox.top, x1 - x0, bbox.height);
-                    i = j;
-                }
-                ctx.restore();
-            };
-        }
-
-        function makeBeamHook() {
-            return u => {
-                const { ctx } = u;
-                ctx.save();
-                data.allBeams.forEach(b => {
-                    const x0 = u.valToPos(b.x,    'x', true);
-                    const y0 = u.valToPos(b.y,    'y', true);
-                    const x1 = u.valToPos(b.endX, 'x', true);
-                    const y1 = u.valToPos(b.endY, 'y', true);
-                    if (x0 < u.bbox.left || x0 > u.bbox.left + u.bbox.width) return;
-                    ctx.lineWidth = 1;
-                    ctx.strokeStyle = b.v > 0 ? "rgba(46,160,67,0.15)" : "rgba(248,81,73,0.15)";
-                    ctx.beginPath(); ctx.moveTo(x0, y0); ctx.lineTo(x1, y1); ctx.stroke();
-                });
-                data.signals.forEach((s, i) => {
-                    if (!s || s === 'NEUTRAL' || s === 'EQUILIBRIUM') return;
-                    const x = u.valToPos(data.dates[i], 'x', true);
-                    if (x < u.bbox.left || x > u.bbox.left + u.bbox.width) return;
-                    const price = data.prices[i];
-                    if (price == null) return;
-                    const yPos = u.valToPos(price, 'y', true);
-                    ctx.fillStyle = s.includes('BULL') ? "#2ea043" : "#f85149";
-                    ctx.beginPath(); ctx.arc(x, s.includes('BULL') ? yPos - 15 : yPos + 15, 3.5, 0, Math.PI * 2); ctx.fill();
-                });
-                ctx.restore();
-            };
-        }
-
-        function makeWeightFillHook(values, scaleKey, posColor, negColor) {
-            return u => {
-                const { ctx, bbox } = u;
-                ctx.save();
-                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
-
-                const zeroY = u.valToPos(0, scaleKey, true);
-                const path = new Path2D();
-                let inSeg = false, lastX = 0;
-
-                for (let i = 0; i < values.length; i++) {
-                    const v = values[i];
-                    if (v === null) { if (inSeg) { path.lineTo(lastX, zeroY); inSeg = false; } continue; }
-                    const x = u.valToPos(data.dates[i], 'x', true);
-                    const y = u.valToPos(v, scaleKey, true);
-                    if (!inSeg) { path.moveTo(x, zeroY); path.lineTo(x, y); inSeg = true; }
-                    else path.lineTo(x, y);
-                    lastX = x;
-                }
-                if (inSeg) path.lineTo(lastX, zeroY);
-
-                ctx.save();
-                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, zeroY - bbox.top); ctx.clip();
-                ctx.fillStyle = posColor; ctx.fill(path);
-                ctx.restore();
-
-                ctx.save();
-                ctx.beginPath(); ctx.rect(bbox.left, zeroY, bbox.width, bbox.top + bbox.height - zeroY); ctx.clip();
-                ctx.fillStyle = negColor; ctx.fill(path);
-                ctx.restore();
-
-                ctx.strokeStyle = 'rgba(255,255,255,0.35)'; ctx.lineWidth = 1; ctx.stroke(path);
-
-                ctx.strokeStyle = 'rgba(255,255,255,0.15)'; ctx.lineWidth = 1;
-                ctx.beginPath(); ctx.moveTo(bbox.left, zeroY); ctx.lineTo(bbox.left + bbox.width, zeroY); ctx.stroke();
-
-                ctx.restore();
-            };
-        }
-
-        // ── Shared cursor config ──────────────────────────────────────────────
-        const cursorCfg = {
-            show: true,
-            x: true,
-            y: true,
-            points: { show: false },
-            drag: { x: false, y: false, setScale: false },
-            sync: { key: SYNC_KEY, setSeries: false, scales: ['x', null] },
-            focus: { prox: -1 },
-        };
-
-        // ── Shared weight chart opts ──────────────────────────────────────────
-        function makeWeightOpts(el, scaleKey, values, posColor, negColor, showXAxis) {
-            return {
-                width: el.offsetWidth,
-                height: el.offsetHeight,
-                padding: [4, 8, 0, 4],
-                select: { show: false },
-                legend: { show: false },
-                scales: {
-                    x: { time: true },
-                    [scaleKey]: { range: () => [-0.55, 0.55] }
-                },
-                series: [
-                    { label: 'Time' },
-                    { label: 'Weight', stroke: 'transparent', scale: scaleKey, points: { show: false } }
-                ],
-                axes: [
-                    {
-                        show: showXAxis,
-                        stroke: '#30363d',
-                        grid: { stroke: '#1c2128' },
-                        ticks: { stroke: '#30363d', width: 1 },
-                        size: 34,
-                        font: '11px Segoe UI, sans-serif',
-                    },
-                    {
-                        scale: scaleKey,
-                        stroke: '#30363d',
-                        grid: { stroke: '#1c2128', dash: [4, 4] },
-                        ticks: { stroke: '#30363d', width: 1 },
-                        size: Y_AXIS_SIZE,
-                        font: '11px Segoe UI, sans-serif',
-                        values: (u, v) => v.map(x => x != null ? (x >= 0 ? '+' : '') + x.toFixed(2) : ''),
-                        splits: () => [-0.5, -0.25, 0, 0.25, 0.5],
-                    }
-                ],
-                cursor: cursorCfg,
-                hooks: { draw: [makeWeightFillHook(values, scaleKey, posColor, negColor)] }
-            };
-        }
-
-        // ── Chart init ────────────────────────────────────────────────────────
-        function init() {
-            const priceEl  = document.getElementById('price-panel');
-            const kalmanEl = document.getElementById('kalman-panel');
-            const amaEl    = document.getElementById('ama-panel');
-
-            priceChart = new uPlot({
-                width: priceEl.offsetWidth,
-                height: priceEl.offsetHeight,
-                padding: [4, 8, 0, 4],
-                select: { show: false },
-                legend: { show: false },
-                scales: {
-                    x: { time: true },
-                    y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.9, max * 1.1] }
-                },
-                series: [
-                    { label: 'Time' },
-                    { label: 'Price',    stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
-                    { label: 'Tactical', stroke: '#ff7b72', width: 2.5, scale: 'y', points: { show: false } },
-                    { label: 'Modal',    stroke: '#d2a8ff', width: 2, dash: [8,4], scale: 'y', points: { show: false } }
-                ],
-                axes: [
-                    {
-                        show: false,
-                        stroke: '#30363d',
-                        grid: { stroke: '#1c2128' },
-                        ticks: { stroke: '#30363d', width: 1 },
-                        size: 34,
-                        font: '11px Segoe UI, sans-serif',
-                    },
-                    {
-                        scale: 'y',
-                        stroke: '#30363d',
-                        grid: { stroke: '#1c2128' },
-                        ticks: { stroke: '#30363d', width: 1 },
-                        size: Y_AXIS_SIZE,
-                        font: '11px Segoe UI, sans-serif',
-                        values: (u, v) => v.map(x => x != null ? x.toFixed(4) : ''),
-                    }
-                ],
-                cursor: cursorCfg,
-                hooks: { draw: [makeTrendBgHook(), makeBeamHook()] }
-            }, [data.dates, data.prices, data.tacticalPrices, data.modalPrices], document.getElementById('main-chart'));
-
-            kalmanChart = new uPlot(
-                makeWeightOpts(kalmanEl, 'kw', data.kalmanWeights,
-                    'rgba(46,160,67,0.30)', 'rgba(248,81,73,0.30)', false),
-                [data.dates, data.kalmanWeights],
-                document.getElementById('kalman-chart')
-            );
-
-            amaChart = new uPlot(
-                makeWeightOpts(amaEl, 'aw', data.amaWeights,
-                    'rgba(240,160,0,0.30)', 'rgba(74,144,217,0.30)', true),
-                [data.dates, data.amaWeights],
-                document.getElementById('ama-chart')
-            );
-
-            charts = [priceChart, kalmanChart, amaChart];
-
-            // Wire mousemove on all chart plot areas to update legend
-            let leavePending = null;
-            charts.forEach(chart => {
-                chart.over.addEventListener('mousemove', () => {
-                    if (leavePending !== null) { clearTimeout(leavePending); leavePending = null; }
-                    const idx = chart.cursor.idx;
-                    if (idx != null) updateLegend(idx);
-                });
-                chart.over.addEventListener('mouseleave', () => {
-                    leavePending = setTimeout(() => {
-                        leavePending = null;
-                        updateLegend(lastLiveIdx);
-                    }, 60);
-                });
-                // Show horizontal cursor line only on the actively hovered chart
-                chart.root.addEventListener('mouseenter', () => chart.root.classList.add('is-hovered'));
-                chart.root.addEventListener('mouseleave', () => chart.root.classList.remove('is-hovered'));
-                bindWheelZoom(chart);
-                bindPan(chart);
-            });
-        }
-
-        function sizeCharts() {
-            if (!priceChart || !kalmanChart || !amaChart) return;
-            [
-                [priceChart,  'price-panel'],
-                [kalmanChart, 'kalman-panel'],
-                [amaChart,    'ama-panel'],
-            ].forEach(([chart, id]) => {
-                const el = document.getElementById(id);
-                chart.setSize({ width: el.offsetWidth, height: el.offsetHeight });
-            });
-        }
-
-        window.addEventListener('resize', sizeCharts);
-        window.addEventListener('keydown', (e) => {
-            if ((e.ctrlKey || e.metaKey) && e.key === '0') syncXRange(xMin, xMax);
-        });
-
-        init();
-
-        // After layout settles: size charts correctly and seed legend with last real bar
-        requestAnimationFrame(() => {
-            sizeCharts();
-            updateLegend(lastLiveIdx);
-        });
-    </script>
-</body>
-</html>`;
-}
-module.exports = { generateHTML };
-//# sourceMappingURL=kalman_chart_generator.js.map

package/dist/analysis/trend_detection/kalman_chart_generator.js.map

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package/dist/analysis/trend_detection/regime_chart_generator.d.ts

@@ -1,6 +0,0 @@
-declare function generateRegimeHTML(data: any, title?: string): string;
-declare const _default: {
-    generateRegimeHTML: typeof generateRegimeHTML;
-};
-export = _default;
-//# sourceMappingURL=regime_chart_generator.d.ts.map

package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map

@@ -1 +0,0 @@
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