dexbot 1.3.3 → 1.4.1

package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js

@@ -1,387 +0,0 @@
-#!/usr/bin/env node
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-/**
- * LAMBDA vs SLOW ANALYSIS
- *
- * Fixes ER and Fast, then scans lambda values over a linear range.
- * For each lambda, finds the optimal Slow period that minimizes
- * score = amaMovementTotal + lambda * distanceTotal.
- *
- * The start lambda is derived from --maxSlow: finds the lambda at
- * which the optimal slow first drops below maxSlow. Only --lambdaEnd
- * needs to be set as the upper bound.
- *
- * Output: console table + interactive HTML chart (uPlot).
- *
- * Defaults: ER/Fast from MARKET_ADAPTER.AMAS.AMA1 (constants.ts).
- *
- * Usage:
- *   tsx analysis/ama_fitting/analyze_lambda_vs_slow.ts \
- *     --data market_adapter/data/lp/1_3_5537_1_3_0/lp_pool_133_1h_3y.json \
- *     --maxSlow 1000 --lambdaEnd 0.0045 --lambdaSteps 50
- */
-const fs = require('fs');
-const path = require('path');
-const { calculateAMA } = require('../../market_adapter/core/strategies/ama');
-const { loadLpDataFile } = require('../../market_adapter/lp_chart_runner');
-const { ensureDir } = require('../../modules/order/utils/system');
-const { PATHS } = require('../../modules/paths');
-const { MARKET_ADAPTER } = require('../../modules/constants');
-const DEFAULT_ER = MARKET_ADAPTER.AMAS.AMA1.erPeriod;
-const DEFAULT_FAST = MARKET_ADAPTER.AMAS.AMA1.fastPeriod;
-// ── CLI ────────────────────────────────────────────────────────────────────────
-function parseArgs(argv = process.argv.slice(2)) {
-    const out = {
-        dataFile: null,
-        fixEr: DEFAULT_ER,
-        fixFast: DEFAULT_FAST,
-        maxSlow: 1000,
-        lambdaEnd: 0.0045,
-        lambdaSteps: 50,
-        outFile: null,
-    };
-    for (let i = 0; i < argv.length; i++) {
-        const a = argv[i], v = argv[i + 1];
-        switch (a) {
-            case '--data':
-                out.dataFile = v;
-                i++;
-                break;
-            case '--fixEr':
-                out.fixEr = Number(v);
-                i++;
-                break;
-            case '--fixFast':
-                out.fixFast = Number(v);
-                i++;
-                break;
-            case '--maxSlow':
-                out.maxSlow = Number(v);
-                i++;
-                break;
-            case '--lambdaEnd':
-                out.lambdaEnd = Number(v);
-                i++;
-                break;
-            case '--lambdaSteps':
-                out.lambdaSteps = Math.floor(Number(v));
-                i++;
-                break;
-            case '--out':
-            case '--output':
-                out.outFile = v;
-                i++;
-                break;
-            case '--help':
-            case '-h':
-                showHelp();
-                process.exit(0);
-        }
-    }
-    if (!out.dataFile)
-        throw new Error('--data <file> is required');
-    return out;
-}
-function showHelp() {
-    console.log(`
-Lambda vs Slow Analysis
-  Fixes ER + Fast, varies lambda, finds optimal Slow per lambda.
-  Start lambda derived from --maxSlow; only --lambdaEnd is the upper bound.
-
-Usage:
-  tsx analysis/ama_fitting/analyze_lambda_vs_slow.ts --data <lp-file.json> [options]
-
-Options:
-  --data FILE          LP candle JSON file (required)
-  --fixEr N            Fixed ER period (default: ${DEFAULT_ER})
-  --fixFast N          Fixed Fast period (default: ${DEFAULT_FAST})
-  --maxSlow N          Max slow value; start lambda derived from it (default: 1000)
-  --lambdaEnd N        End lambda / distanceWeight (default: 0.0045)
-  --lambdaSteps N      Number of lambda steps (default: 50)
-  --output FILE        Output HTML chart path (optional)
-  --help               Show this help
-`);
-}
-// ── Metrics ─────────────────────────────────────────────────────────────────────
-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;
-}
-function calcTotalRelativeDistance(amaValues, candles, erPeriod) {
-    const skip = erPeriod + 1;
-    let total = 0;
-    for (let i = skip; i < candles.length; i++) {
-        const ama = amaValues[i];
-        total += Math.abs(candles[i].close - ama) / ama;
-    }
-    return total;
-}
-// ── Geometric range ─────────────────────────────────────────────────────────────
-function geometricRange(min, max, count) {
-    const ratio = Math.pow(max / min, 1 / (count - 1));
-    const out = [];
-    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;
-        out.push(parseFloat(v.toFixed(10)));
-    }
-    return [...new Set(out)].sort((a, b) => a - b);
-}
-// ── Precompute (movement, distance) per slow ───────────────────────────────────
-function precomputeMetrics(closes, candles, erPeriod, fastPeriod, slowValues) {
-    const cache = [];
-    for (const slow of slowValues) {
-        if (fastPeriod >= slow)
-            continue;
-        const ama = calculateAMA(closes, { erPeriod, fastPeriod, slowPeriod: slow });
-        const movement = calcTotalAmaMovement(ama, erPeriod);
-        const distance = calcTotalRelativeDistance(ama, candles, erPeriod);
-        cache.push({ slow, movement, distance });
-    }
-    return cache;
-}
-function findBestForLambda(lambda, metricCache) {
-    let best = null;
-    for (const m of metricCache) {
-        const score = m.movement + lambda * m.distance;
-        if (!best || score < best.score) {
-            best = { slow: m.slow, movement: m.movement, distance: m.distance, score, lambda };
-        }
-    }
-    return best;
-}
-// ── Derive start lambda from maxSlow ───────────────────────────────────────────
-// Binary search: find the smallest lambda where optimal slow < maxSlow.
-function findStartLambda(metricCache, maxSlow, lambdaEnd) {
-    let lo = 0;
-    let hi = 1;
-    // Expand hi until the best slow drops below maxSlow
-    while (findBestForLambda(hi, metricCache).slow >= maxSlow && hi < 1e6)
-        hi *= 2;
-    if (hi >= 1e6)
-        return null;
-    for (let i = 0; i < 60; i++) {
-        const mid = (lo + hi) / 2;
-        const best = findBestForLambda(mid, metricCache);
-        if (best.slow < maxSlow)
-            hi = mid;
-        else
-            lo = mid;
-    }
-    // When cache max equals maxSlow, hi converges near 0 — ensure a minimum gap
-    if (hi < lambdaEnd / 1e6)
-        hi = lambdaEnd / 1000;
-    return hi;
-}
-// ── HTML Chart (λ → Slow) ──────────────────────────────────────────────────────
-function generateChartHtml(results, metricCache, fixEr, fixFast, dataLabel, chartOutPath) {
-    const xs = results.map(r => r.lambda);
-    const ys = results.map(r => r.slow);
-    const dist = results.map(r => r.distance);
-    const move = results.map(r => r.movement);
-    const cacheSlow = metricCache.map(m => m.slow);
-    const cacheMove = metricCache.map(m => m.movement);
-    const uplotCode = fs.readFileSync(path.resolve(__dirname, '..', 'uplot', 'uPlot.iife.min.js'), 'utf8');
-    const uplotCSS = fs.readFileSync(path.resolve(__dirname, '..', 'uplot', 'uPlot.min.css'), 'utf8');
-    const amaAnnotations = [
-        { label: 'AMA1', lambda: 0.0031, slow: 62.1, color: '#ef5350' },
-        { label: 'AMA2', lambda: 0.0025, slow: 71.7, color: '#fb8c00' },
-        { label: 'AMA3', lambda: 0.00185, slow: 82.7, color: '#5c9ee6' },
-        { label: 'AMA4', lambda: 0.0013, slow: 95.5, color: '#26a69a' },
-    ].filter(a => a.lambda >= xs[0] && a.lambda <= xs[xs.length - 1]);
-    return `<!DOCTYPE html>
-<html lang="en">
-<head>
-<meta charset="UTF-8">
-<meta name="viewport" content="width=device-width, initial-scale=1.0">
-<title>λ → Slow — ER=${fixEr} Fast=${fixFast}</title>
-<style>
-  ${uplotCSS}
-  body { font-family: system-ui, sans-serif; margin: 20px; background: #1e1e2e; color: #cdd6f4; }
-  h1 { font-size: 16px; margin: 0 0 2px 0; }
-  .subtitle { color: #a6adc8; font-size: 12px; margin-bottom: 12px; }
-  .chart-wrap { background: #181825; padding: 20px; border-radius: 8px; display: inline-block; min-width: 1140px; }
-  .chart-row { display: flex; gap: 8px; flex-direction: column; }
-  .legend { display: flex; gap: 20px; margin: 10px 0; font-size: 12px; }
-  .legend-item { display: flex; align-items: center; gap: 4px; }
-  .legend-dot { width: 8px; height: 8px; border-radius: 50%; display: inline-block; }
-  .legend-line { width: 16px; height: 2px; display: inline-block; }
-</style>
-</head>
-<body>
-<div class="chart-wrap">
-  <h1>λ (distanceWeight) Analysis</h1>
-  <div class="subtitle">${dataLabel} · ER=${fixEr} · Fast=${fixFast} · ${results.length} λ steps</div>
-  <div class="chart-row">
-    <div id="chart-slow"></div>
-    <div id="chart-dist"></div>
-    <div id="chart-compare"></div>
-  </div>
-  <div class="legend">
-    <span class="legend-item"><span class="legend-line" style="background:#26a69a"></span> Slow</span>
-    <span class="legend-item"><span class="legend-line" style="background:#fb8c00"></span> Movement (λ)</span>
-<span class="legend-item"><span class="legend-line" style="background:#5c9ee6"></span> Movement (Slow)</span>
-${amaAnnotations.map(a => `<span class="legend-item"><span class="legend-dot" style="background:${a.color}"></span> ${a.label}</span>`).join('\n')}
-  </div>
-</div>
-<script>${uplotCode}</script>
-<script>
-(function() {
-  const xs = ${JSON.stringify(xs)};
-  const slow = ${JSON.stringify(ys)};
-  const dist = ${JSON.stringify(dist)};
-  const move = ${JSON.stringify(move)};
-  const amaPts = ${JSON.stringify(amaAnnotations)};
-  const cacheSlow = ${JSON.stringify(cacheSlow)};
-  const cacheMove = ${JSON.stringify(cacheMove)};
-  const revSlow = slow.slice().reverse();
-  const revMove = move.slice().reverse();
-  const revDist = dist.slice().reverse();
-
-  const slowOpts = {
-    width: 1100, height: 440,
-    cursor: { drag: { x: true, y: true } },
-    select: { show: true },
-    legend: { show: true },
-    axes: [
-      { label: "λ", stroke: "#cdd6f4", grid: { stroke: "rgba(205,214,244,0.06)" }, size: 50 },
-      { label: "Slow Period", stroke: "#cdd6f4", grid: { stroke: "rgba(205,214,244,0.06)" }, size: 50 },
-    ],
-    series: [
-      { label: "λ" },
-      { label: "Slow", stroke: "#26a69a", width: 2, fill: "rgba(38,166,154,0.06)", points: { show: false } },
-    ],
-    scales: { x: { time: false }, y: { range: [10, null] } },
-  };
-  new uPlot(slowOpts, [xs, slow], document.getElementById('chart-slow'));
-
-  const moveOpts = {
-    width: 1100, height: 280,
-    cursor: { drag: { x: true, y: true } },
-    select: { show: true },
-    legend: { show: true },
-    axes: [
-      { label: "λ", stroke: "#cdd6f4", grid: { stroke: "rgba(205,214,244,0.06)" }, size: 50 },
-      { label: "AMA Movement (path length)", stroke: "#cdd6f4", grid: { stroke: "rgba(205,214,244,0.06)" }, size: 50 },
-    ],
-    series: [
-      { label: "λ" },
-      { label: "Movement", stroke: "#fb8c00", width: 2, points: { show: false } },
-    ],
-    scales: { x: { time: false }, y: { range: [0, null] } },
-  };
-  new uPlot(moveOpts, [xs, move], document.getElementById('chart-dist'));
-
-  try {
-    new uPlot({
-      width: 1100, height: 300,
-      cursor: { drag: { x: true, y: true } },
-      select: { show: true },
-      legend: { show: true },
-      axes: [
-        { label: "Slow Period", stroke: "#cdd6f4", grid: { stroke: "rgba(205,214,244,0.06)" }, size: 50 },
-        { label: "AMA Movement (path length)", stroke: "#cdd6f4", grid: { stroke: "rgba(205,214,244,0.06)" }, size: 50 },
-      ],
-      series: [
-        { label: "Slow" },
-      { label: "Movement", stroke: "#5c9ee6", width: 2, points: { show: false } },
-      ],
-      scales: { x: { time: false }, y: { range: [0, null] } },
-    }, [cacheSlow, cacheMove], document.getElementById('chart-compare'));
-  } catch(e) {
-    const el = document.getElementById('chart-compare');
-    el.textContent = 'Chart error: ' + e.message;
-    el.style.color = '#ef5350';
-  }
-})();
-</script>
-</body>
-</html>`;
-}
-// ── Main ────────────────────────────────────────────────────────────────────────
-async function run() {
-    const cfg = parseArgs();
-    // Load data
-    const loaded = loadLpDataFile(path.resolve(cfg.dataFile));
-    const candles = loaded.candleObjects;
-    const meta = loaded.meta;
-    const dataLabel = meta
-        ? `LP Pool ${meta.pool} (${meta.assetA?.symbol || '?'}/${meta.assetB?.symbol || '?'})`
-        : path.basename(cfg.dataFile);
-    const closes = candles.map(c => c.close);
-    console.log('══════════════════════════════════════════════════════════');
-    console.log(' Lambda vs Slow Analysis');
-    console.log('══════════════════════════════════════════════════════════');
-    console.log(`  Data:        ${cfg.dataFile} (${candles.length} candles)`);
-    console.log(`  Fixed:       ER=${cfg.fixEr}  Fast=${cfg.fixFast}`);
-    console.log(`  MaxSlow:     ${cfg.maxSlow}`);
-    console.log(`  Lambda end:  ${cfg.lambdaEnd}  (${cfg.lambdaSteps} steps)`);
-    console.log('');
-    // Build internal slow range (geometric, extends past maxSlow)
-    const internalSlowMax = cfg.maxSlow;
-    const internalSlowCount = Math.max(200, Math.ceil(internalSlowMax / 2.5));
-    const slowValues = geometricRange(10, internalSlowMax, internalSlowCount);
-    // Precompute movement + distance per slow (once)
-    console.log('  Precomputing AMA metrics per slow value...');
-    const metricCache = precomputeMetrics(closes, candles, cfg.fixEr, cfg.fixFast, slowValues);
-    console.log(`  Cached ${metricCache.length} slow profiles`);
-    // Derive start lambda from maxSlow
-    const lambdaStart = findStartLambda(metricCache, cfg.maxSlow, cfg.lambdaEnd);
-    if (lambdaStart === null) {
-        console.log('  Could not determine start lambda — maxSlow too low.');
-        process.exit(1);
-    }
-    if (lambdaStart >= cfg.lambdaEnd) {
-        console.log(`  Start lambda (${lambdaStart.toFixed(6)}) >= end lambda (${cfg.lambdaEnd}) — increase --lambdaEnd or decrease --maxSlow.`);
-        process.exit(1);
-    }
-    console.log(`  Derived start λ: ${lambdaStart.toFixed(6)}  (optimal slow first drops below ${cfg.maxSlow})`);
-    // Verify start lambda produces slow ~= maxSlow
-    const checkStart = findBestForLambda(lambdaStart, metricCache);
-    console.log(`  At start λ:      slow=${checkStart.slow.toFixed(1)}  (should be near ${cfg.maxSlow})\n`);
-    // Build geometric lambda range
-    const lambdaValues = geometricRange(lambdaStart, cfg.lambdaEnd, cfg.lambdaSteps);
-    // Score each lambda against the cache — no AMA recalculation
-    const results = [];
-    for (let idx = 0; idx < lambdaValues.length; idx++) {
-        const lambda = lambdaValues[idx];
-        const best = findBestForLambda(lambda, metricCache);
-        if (!best) {
-            console.log(`  λ=${lambda.toFixed(6)}  →  NO VALID`);
-            continue;
-        }
-        results.push(best);
-        const pct = ((idx + 1) / lambdaValues.length * 100).toFixed(0);
-        console.log(`  [${pct}%] λ=${best.lambda.toFixed(6)}  →  slow=${best.slow.toFixed(1)}  move=${best.movement.toFixed(4)}  dist=${best.distance.toFixed(4)}  score=${best.score.toFixed(4)}`);
-    }
-    console.log('\n═══ Summary ═══');
-    console.log('  λ (input)     | Slow (output) | Movement | Distance | Score');
-    console.log('  ──────────────┼───────────────┼──────────┼──────────┼────────');
-    for (const r of results) {
-        console.log(`  ${r.lambda.toFixed(8).padStart(12)} | ${r.slow.toFixed(1).padStart(13)} | ${r.movement.toFixed(4).padStart(8)} | ${r.distance.toFixed(4).padStart(8)} | ${r.score.toFixed(4).padStart(8)}`);
-    }
-    // Generate chart
-    const chartName = cfg.outFile || path.join(PATHS.ANALYSIS.CHARTS_DIR, `lambda_vs_slow_er${cfg.fixEr}_fast${cfg.fixFast}_${cfg.lambdaSteps}steps.html`);
-    const chartPath = path.resolve(chartName);
-    ensureDir(path.dirname(chartPath));
-    const html = generateChartHtml(results, metricCache, cfg.fixEr, cfg.fixFast, dataLabel, chartPath);
-    fs.writeFileSync(chartPath, html, 'utf8');
-    console.log(`\n  Chart: ${path.relative(process.cwd(), chartPath)}`);
-    console.log('');
-}
-if (require.main === module) {
-    run().catch(err => {
-        console.error('Fatal:', err.message);
-        process.exit(1);
-    });
-}
-module.exports = { parseArgs };
-//# sourceMappingURL=analyze_lambda_vs_slow.js.map

package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map

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

@@ -1,3 +0,0 @@
-#!/usr/bin/env node
-export {};
-//# sourceMappingURL=calibrate_convergence_er.d.ts.map

package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts.map

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

package/dist/analysis/ama_fitting/calibrate_convergence_er.js

@@ -1,200 +0,0 @@
-#!/usr/bin/env node
-'use strict';
-Object.defineProperty(exports, "__esModule", { value: true });
-/**
- * AMA CONVERGENCE ER CALIBRATION
- *
- * Computes the correct AMA_CONVERGENCE_ER_AVG from real LP candle data.
- *
- * The formula `(ER_avg × deltaSC + slowSC)²` suffers from Jensen's inequality:
- * E[f(ER)] ≠ f(E[ER]) when f is convex (x²). The arithmetic mean ER
- * underestimates the true average SC because high-ER periods contribute
- * quadratically more to convergence.
- *
- * This script computes the implied ER — the value that, when plugged into
- * the formula, reproduces the empirical arithmetic SC_avg — and prints
- * the recommended constant for modules/constants.ts.
- *
- * Usage:
- *   tsx analysis/ama_fitting/calibrate_convergence_er.ts
- *   tsx analysis/ama_fitting/calibrate_convergence_er.ts --data <lp-file.json>
- *   tsx analysis/ama_fitting/calibrate_convergence_er.ts --data <lp-file.json> --amas AMA3
- */
-const fs = require('fs');
-const path = require('path');
-const { MARKET_ADAPTER } = require('../../modules/constants');
-const { readJSON } = require('../../modules/utils/fs_utils');
-const { PATHS } = require('../../modules/paths');
-const { roundTo } = require('../../modules/utils/math_utils');
-const DEFAULT_DATA = path.join(PATHS.MARKET_ADAPTER.LP_DATA_DIR, '1_3_5537_1_3_0', 'lp_pool_133_1h.json');
-const FALLBACK_ER_PERIOD = 781;
-function parseArgs() {
-    const args = process.argv.slice(2);
-    const opts = { data: DEFAULT_DATA, amas: null };
-    for (let i = 0; i < args.length; i++) {
-        if (args[i] === '--data' && args[i + 1])
-            opts.data = args[++i];
-        if (args[i] === '--amas' && args[i + 1])
-            opts.amas = args[++i].split(',');
-    }
-    return opts;
-}
-/**
- * Compute per-bar SC values and return { scAvg, erValues, avgER }.
- * scAvg = mean of (ER × deltaSC + slowSC)² across all bars.
- */
-function computeSCstats(closes, erPeriod, fastPeriod, slowPeriod) {
-    const fastSC = 2 / (fastPeriod + 1);
-    const slowSC = 2 / (slowPeriod + 1);
-    const deltaSC = fastSC - slowSC;
-    let sumSC = 0;
-    const erValues = [];
-    for (let i = erPeriod; i < closes.length; i++) {
-        const dir = Math.abs(closes[i] - closes[i - erPeriod]);
-        let vol = 0;
-        for (let j = i - erPeriod + 1; j <= i; j++) {
-            vol += Math.abs(closes[j] - closes[j - 1]);
-        }
-        const er = vol === 0 ? 0 : dir / vol;
-        erValues.push(er);
-        sumSC += (er * deltaSC + slowSC) ** 2;
-    }
-    const count = erValues.length;
-    const scAvg = count > 0 ? sumSC / count : 0;
-    const avgER = count > 0 ? erValues.reduce((a, b) => a + b) / count : 0;
-    return { scAvg, erValues, avgER, count };
-}
-/**
- * Format a column-aligned markdown table row.
- */
-function row(cells, widths) {
-    const parts = cells.map((c, i) => {
-        const s = String(c);
-        return i < widths.length ? s.padEnd(widths[i]) : s;
-    });
-    return `| ${parts.join(' | ')} |`;
-}
-function main() {
-    const opts = parseArgs();
-    // ── Load and validate data ──────────────────────────────────────────
-    let data;
-    try {
-        data = readJSON(opts.data);
-    }
-    catch (err) {
-        if (err.code === 'ENOENT') {
-            console.error(`Data file not found: ${opts.data}`);
-            console.error('Export LP candles first, or point --data at an existing file.');
-            console.error('  tsx market_adapter/inputs/fetch_lp_data.ts --pool 133 --precA 4 --precB 5 --interval 1h --lookback 26280h');
-        }
-        else if (err instanceof SyntaxError) {
-            console.error(`Failed to parse JSON from: ${opts.data}`);
-            console.error(err.message);
-        }
-        else {
-            console.error(`Error reading data file: ${err.message}`);
-        }
-        process.exit(1);
-    }
-    const closes = (data.candles || []).map(c => Number(c[4]))
-        .filter(v => Number.isFinite(v) && v > 0);
-    if (closes.length < 100) {
-        console.error(`Not enough candles (need > 100, got ${closes.length})`);
-        process.exit(1);
-    }
-    const amas = MARKET_ADAPTER.AMAS;
-    const keys = opts.amas || Object.keys(amas);
-    const eps = MARKET_ADAPTER.AMA_CONVERGENCE_EPSILON;
-    console.log(`Data:    ${opts.data}`);
-    console.log(`Candles: ${closes.length}  |  EPSILON: ${eps}`);
-    console.log('');
-    // ── ER distribution display (using first AMA's erPeriod) ──────────
-    const refKey = keys[0];
-    const refCfg = amas[refKey];
-    const erP = refCfg?.erPeriod || FALLBACK_ER_PERIOD;
-    const { erValues, avgER: refAvgER } = computeSCstats(closes, erP, refCfg.fastPeriod, refCfg.slowPeriod);
-    erValues.sort((a, b) => a - b);
-    const n = erValues.length;
-    const p5 = erValues[Math.floor(0.05 * n)].toFixed(4);
-    const p50 = erValues[Math.floor(0.50 * n)].toFixed(4);
-    const p95 = erValues[Math.floor(0.95 * n)].toFixed(4);
-    console.log(`--- ER distribution (erPeriod=${erP}) ---`);
-    console.log(`  p5 ${p5}  p50 ${p50}  p95 ${p95}  avg ${refAvgER.toFixed(4)}`);
-    console.log('');
-    // ── Per-AMA analysis (compute once, cache results) ─────────────────
-    const results = [];
-    // Validate erPeriod / fastPeriod consistency for meaningful naiveSC comparison
-    const erPeriods = new Set();
-    const fastPeriods = new Set();
-    for (const key of keys) {
-        if (amas[key]) {
-            erPeriods.add(amas[key].erPeriod);
-            fastPeriods.add(amas[key].fastPeriod);
-        }
-    }
-    const consistentER = erPeriods.size === 1 && fastPeriods.size === 1;
-    for (const key of keys) {
-        const cfg = amas[key];
-        if (!cfg)
-            continue;
-        const { scAvg, avgER, count } = computeSCstats(closes, cfg.erPeriod, cfg.fastPeriod, cfg.slowPeriod);
-        const fastSC = 2 / (cfg.fastPeriod + 1);
-        const slowSC = 2 / (cfg.slowPeriod + 1);
-        const deltaSC = fastSC - slowSC;
-        const naiveSC = (avgER * deltaSC + slowSC) ** 2;
-        const impliedER = Math.max(0, Math.min(1, (Math.sqrt(scAvg) - slowSC) / deltaSC));
-        const convBars = Math.ceil(Math.log(eps) / Math.log(1 - scAvg));
-        results.push({ key, cfg, fastSC, slowSC, deltaSC, scAvg, avgER, naiveSC, impliedER, convBars, count });
-    }
-    // ── Print analysis table ───────────────────────────────────────────
-    console.log('--- Per-AMA SC analysis ---');
-    if (!consistentER) {
-        console.log('(note: selected AMAs have different erPeriod/fastPeriod — naiveSC column is per-AMA)');
-    }
-    const hdr = row(['AMA', 'fastSC', 'slowSC', 'emp SC_avg', 'naive SC (E[ER])', 'implied ER', 'conv bars'], [5, 8, 8, 11, 17, 11, 10]);
-    const sep = row(['-----', '--------', '--------', '-----------', '-----------------', '-----------', '----------'], [5, 8, 8, 11, 17, 11, 10]);
-    console.log(hdr);
-    console.log(sep);
-    for (const r of results) {
-        console.log(row([
-            r.key,
-            r.fastSC.toFixed(4),
-            r.slowSC.toFixed(4),
-            r.scAvg.toExponential(4),
-            r.naiveSC.toExponential(4),
-            r.impliedER.toFixed(4),
-            r.convBars,
-        ], [5, 8, 8, 11, 17, 11, 10]));
-    }
-    // ── Recommended constant ───────────────────────────────────────────
-    const avgImpliedER = results.reduce((a, r) => a + r.impliedER, 0) / results.length;
-    const recRounded = roundTo(avgImpliedER, 1000);
-    console.log('');
-    console.log('--- Recommended constant ---');
-    console.log(`  Average implied ER: ${avgImpliedER.toFixed(4)}`);
-    console.log(`  Rounded:            ${recRounded.toFixed(3)}`);
-    console.log('');
-    console.log(`  Current in constants.ts: AMA_CONVERGENCE_ER_AVG = ${MARKET_ADAPTER.AMA_CONVERGENCE_ER_AVG}`);
-    console.log(`  Suggested update:        AMA_CONVERGENCE_ER_AVG = ${recRounded.toFixed(3)}`);
-    // ── Convergence bars comparison (using cached results) ─────────────
-    console.log('');
-    console.log('--- Convergence bars comparison (current vs recommended ER) ---');
-    const cmpHdr = row(['AMA', `curr ER=${MARKET_ADAPTER.AMA_CONVERGENCE_ER_AVG}`, `rec ER=${recRounded.toFixed(3)}`, 'empirical'], [5, 14, 14, 10]);
-    const cmpSep = row(['-----', '--------------', '--------------', '----------'], [5, 14, 14, 10]);
-    console.log(cmpHdr);
-    console.log(cmpSep);
-    for (const r of results) {
-        const curSC = (MARKET_ADAPTER.AMA_CONVERGENCE_ER_AVG * r.deltaSC + r.slowSC) ** 2;
-        const curBars = Math.ceil(Math.log(eps) / Math.log(1 - curSC));
-        const recSC = (recRounded * r.deltaSC + r.slowSC) ** 2;
-        const recBars = Math.ceil(Math.log(eps) / Math.log(1 - recSC));
-        console.log(row([
-            r.key,
-            curBars + r.cfg.erPeriod,
-            recBars + r.cfg.erPeriod,
-            r.convBars + r.cfg.erPeriod,
-        ], [5, 14, 14, 10]));
-    }
-}
-main();
-//# sourceMappingURL=calibrate_convergence_er.js.map

package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map

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

@@ -1,3 +0,0 @@
-#!/usr/bin/env node
-export {};
-//# sourceMappingURL=fetch_lp_candles.d.ts.map

package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts.map

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