dexbot 1.3.3 → 1.4.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (736) hide show
  1. package/dist/analysis/chart_utils.d.ts +11 -9
  2. package/dist/analysis/chart_utils.d.ts.map +1 -1
  3. package/dist/analysis/chart_utils.js +21 -16
  4. package/dist/analysis/chart_utils.js.map +1 -1
  5. package/dist/analysis/math_utils.d.ts +4 -13
  6. package/dist/analysis/math_utils.d.ts.map +1 -1
  7. package/dist/analysis/math_utils.js +16 -18
  8. package/dist/analysis/math_utils.js.map +1 -1
  9. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +3 -7
  10. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  11. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +38 -34
  12. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  13. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -4
  14. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
  15. package/dist/analysis/trend_detection/hurst_analyzer.js +10 -7
  16. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
  17. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +6 -6
  18. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -1
  19. package/dist/analysis/trend_detection/kalman_trend_analyzer.js +23 -15
  20. package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -1
  21. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +12 -13
  22. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -1
  23. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +16 -16
  24. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -1
  25. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +1 -4
  26. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -1
  27. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +10 -7
  28. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -1
  29. package/dist/bot.d.ts.map +1 -1
  30. package/dist/bot.js +6 -13
  31. package/dist/bot.js.map +1 -1
  32. package/dist/credential-daemon.d.ts.map +1 -1
  33. package/dist/credential-daemon.js +21 -22
  34. package/dist/credential-daemon.js.map +1 -1
  35. package/dist/dexbot.d.ts.map +1 -1
  36. package/dist/dexbot.js +16 -15
  37. package/dist/dexbot.js.map +1 -1
  38. package/dist/market_adapter/ama_signal_runner.d.ts +1 -1
  39. package/dist/market_adapter/ama_signal_runner.d.ts.map +1 -1
  40. package/dist/market_adapter/ama_signal_runner.js +8 -20
  41. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  42. package/dist/market_adapter/candle_utils.d.ts +2 -10
  43. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  44. package/dist/market_adapter/candle_utils.js +7 -8
  45. package/dist/market_adapter/candle_utils.js.map +1 -1
  46. package/dist/market_adapter/core/asymmetric_bounds.d.ts +12 -7
  47. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
  48. package/dist/market_adapter/core/asymmetric_bounds.js +4 -5
  49. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
  50. package/dist/market_adapter/core/config_normalizers.d.ts +4 -9
  51. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
  52. package/dist/market_adapter/core/config_normalizers.js +9 -9
  53. package/dist/market_adapter/core/config_normalizers.js.map +1 -1
  54. package/dist/market_adapter/core/kibana_candles.d.ts +16 -20
  55. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  56. package/dist/market_adapter/core/kibana_candles.js +16 -15
  57. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  58. package/dist/market_adapter/core/kibana_client.d.ts +8 -11
  59. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  60. package/dist/market_adapter/core/kibana_client.js +13 -11
  61. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  62. package/dist/market_adapter/core/kibana_market_candles.d.ts +5 -12
  63. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
  64. package/dist/market_adapter/core/kibana_market_candles.js +12 -21
  65. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
  66. package/dist/market_adapter/core/market_adapter_service.d.ts +75 -53
  67. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  68. package/dist/market_adapter/core/market_adapter_service.js +102 -98
  69. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  70. package/dist/market_adapter/core/strategies/ama.d.ts +21 -1
  71. package/dist/market_adapter/core/strategies/ama.d.ts.map +1 -1
  72. package/dist/market_adapter/core/strategies/ama.js +10 -10
  73. package/dist/market_adapter/core/strategies/ama.js.map +1 -1
  74. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +7 -11
  75. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
  76. package/dist/market_adapter/core/strategies/ama_slope_model.js +23 -30
  77. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
  78. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +5 -4
  79. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
  80. package/dist/market_adapter/core/strategies/atr/calculator.js +5 -3
  81. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
  82. package/dist/market_adapter/core/strategies/collateral_manager.d.ts +4 -7
  83. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
  84. package/dist/market_adapter/core/strategies/collateral_manager.js +5 -4
  85. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
  86. package/dist/market_adapter/core/strategies/regime_gate.d.ts +11 -19
  87. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
  88. package/dist/market_adapter/core/strategies/regime_gate.js +22 -22
  89. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
  90. package/dist/market_adapter/index.d.ts +24 -2
  91. package/dist/market_adapter/index.d.ts.map +1 -1
  92. package/dist/market_adapter/index.js +82 -56
  93. package/dist/market_adapter/index.js.map +1 -1
  94. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +26 -37
  95. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  96. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +4 -12
  97. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  98. package/dist/market_adapter/inputs/fetch_lp_data.js +100 -66
  99. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  100. package/dist/market_adapter/inputs/kibana_source.d.ts +4 -9
  101. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  102. package/dist/market_adapter/inputs/kibana_source.js +17 -18
  103. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  104. package/dist/market_adapter/interval_utils.d.ts +1 -4
  105. package/dist/market_adapter/interval_utils.d.ts.map +1 -1
  106. package/dist/market_adapter/interval_utils.js +2 -3
  107. package/dist/market_adapter/interval_utils.js.map +1 -1
  108. package/dist/market_adapter/log_format.d.ts +1 -9
  109. package/dist/market_adapter/log_format.d.ts.map +1 -1
  110. package/dist/market_adapter/log_format.js +7 -8
  111. package/dist/market_adapter/log_format.js.map +1 -1
  112. package/dist/market_adapter/lp_chart_core.d.ts +1 -4
  113. package/dist/market_adapter/lp_chart_core.d.ts.map +1 -1
  114. package/dist/market_adapter/lp_chart_core.js +22 -20
  115. package/dist/market_adapter/lp_chart_core.js.map +1 -1
  116. package/dist/market_adapter/lp_chart_runner.d.ts +13 -24
  117. package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
  118. package/dist/market_adapter/lp_chart_runner.js +58 -56
  119. package/dist/market_adapter/lp_chart_runner.js.map +1 -1
  120. package/dist/market_adapter/lp_chart_strategy_loader.d.ts +4 -17
  121. package/dist/market_adapter/lp_chart_strategy_loader.d.ts.map +1 -1
  122. package/dist/market_adapter/lp_chart_strategy_loader.js +36 -36
  123. package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
  124. package/dist/market_adapter/market_adapter.d.ts +51 -72
  125. package/dist/market_adapter/market_adapter.d.ts.map +1 -1
  126. package/dist/market_adapter/market_adapter.js +227 -192
  127. package/dist/market_adapter/market_adapter.js.map +1 -1
  128. package/dist/market_adapter/merge_lp_data.js +17 -16
  129. package/dist/market_adapter/merge_lp_data.js.map +1 -1
  130. package/dist/market_adapter/test_helpers.d.ts +9 -13
  131. package/dist/market_adapter/test_helpers.d.ts.map +1 -1
  132. package/dist/market_adapter/test_helpers.js +14 -14
  133. package/dist/market_adapter/test_helpers.js.map +1 -1
  134. package/dist/market_adapter/utils/adapter_client.d.ts +6 -14
  135. package/dist/market_adapter/utils/adapter_client.d.ts.map +1 -1
  136. package/dist/market_adapter/utils/adapter_client.js +16 -15
  137. package/dist/market_adapter/utils/adapter_client.js.map +1 -1
  138. package/dist/market_adapter/utils/atomic_write.d.ts +2 -5
  139. package/dist/market_adapter/utils/atomic_write.d.ts.map +1 -1
  140. package/dist/market_adapter/utils/atomic_write.js +5 -5
  141. package/dist/market_adapter/utils/atomic_write.js.map +1 -1
  142. package/dist/market_adapter/utils/chain.d.ts +19 -21
  143. package/dist/market_adapter/utils/chain.d.ts.map +1 -1
  144. package/dist/market_adapter/utils/chain.js +15 -16
  145. package/dist/market_adapter/utils/chain.js.map +1 -1
  146. package/dist/market_adapter/utils/data_discovery.d.ts +1 -4
  147. package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
  148. package/dist/market_adapter/utils/data_discovery.js +10 -10
  149. package/dist/market_adapter/utils/data_discovery.js.map +1 -1
  150. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts +1 -6
  151. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
  152. package/dist/market_adapter/utils/dynamic_grid_snapshot.js +14 -14
  153. package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -1
  154. package/dist/market_adapter/utils/file_lock.d.ts +1 -7
  155. package/dist/market_adapter/utils/file_lock.d.ts.map +1 -1
  156. package/dist/market_adapter/utils/file_lock.js +21 -25
  157. package/dist/market_adapter/utils/file_lock.js.map +1 -1
  158. package/dist/market_adapter/utils/native_history.d.ts +12 -12
  159. package/dist/market_adapter/utils/native_history.d.ts.map +1 -1
  160. package/dist/market_adapter/utils/native_history.js +15 -15
  161. package/dist/market_adapter/utils/native_history.js.map +1 -1
  162. package/dist/market_adapter/utils/paths.d.ts +2 -4
  163. package/dist/market_adapter/utils/paths.d.ts.map +1 -1
  164. package/dist/market_adapter/utils/paths.js +6 -5
  165. package/dist/market_adapter/utils/paths.js.map +1 -1
  166. package/dist/modules/account_bots.d.ts +7 -8
  167. package/dist/modules/account_bots.d.ts.map +1 -1
  168. package/dist/modules/account_bots.js +92 -114
  169. package/dist/modules/account_bots.js.map +1 -1
  170. package/dist/modules/account_orders.d.ts +5 -9
  171. package/dist/modules/account_orders.d.ts.map +1 -1
  172. package/dist/modules/account_orders.js +69 -32
  173. package/dist/modules/account_orders.js.map +1 -1
  174. package/dist/modules/authority_resolver.d.ts +32 -1
  175. package/dist/modules/authority_resolver.d.ts.map +1 -1
  176. package/dist/modules/authority_resolver.js +18 -12
  177. package/dist/modules/authority_resolver.js.map +1 -1
  178. package/dist/modules/bitshares-native/chain_client.d.ts +3 -8
  179. package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -1
  180. package/dist/modules/bitshares-native/chain_client.js +21 -16
  181. package/dist/modules/bitshares-native/chain_client.js.map +1 -1
  182. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts +21 -29
  183. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts.map +1 -1
  184. package/dist/modules/bitshares-native/crypto/ecc.browser.js +72 -38
  185. package/dist/modules/bitshares-native/crypto/ecc.browser.js.map +1 -1
  186. package/dist/modules/bitshares-native/crypto/ecc.d.ts +9 -36
  187. package/dist/modules/bitshares-native/crypto/ecc.d.ts.map +1 -1
  188. package/dist/modules/bitshares-native/crypto/ecc.js +40 -83
  189. package/dist/modules/bitshares-native/crypto/ecc.js.map +1 -1
  190. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts +14 -1
  191. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts.map +1 -1
  192. package/dist/modules/bitshares-native/crypto/ecc_selector.js +5 -3
  193. package/dist/modules/bitshares-native/crypto/ecc_selector.js.map +1 -1
  194. package/dist/modules/bitshares-native/index.d.ts +10 -2
  195. package/dist/modules/bitshares-native/index.d.ts.map +1 -1
  196. package/dist/modules/bitshares-native/index.js +68 -31
  197. package/dist/modules/bitshares-native/index.js.map +1 -1
  198. package/dist/modules/bitshares-native/lru_cache.d.ts +1 -4
  199. package/dist/modules/bitshares-native/lru_cache.d.ts.map +1 -1
  200. package/dist/modules/bitshares-native/lru_cache.js +6 -3
  201. package/dist/modules/bitshares-native/lru_cache.js.map +1 -1
  202. package/dist/modules/bitshares-native/resolvers.d.ts +3 -6
  203. package/dist/modules/bitshares-native/resolvers.d.ts.map +1 -1
  204. package/dist/modules/bitshares-native/resolvers.js +11 -9
  205. package/dist/modules/bitshares-native/resolvers.js.map +1 -1
  206. package/dist/modules/bitshares-native/serial/chain_constants.d.ts +53 -55
  207. package/dist/modules/bitshares-native/serial/chain_constants.d.ts.map +1 -1
  208. package/dist/modules/bitshares-native/serial/chain_constants.js +28 -27
  209. package/dist/modules/bitshares-native/serial/chain_constants.js.map +1 -1
  210. package/dist/modules/bitshares-native/serial/index.d.ts +5 -9
  211. package/dist/modules/bitshares-native/serial/index.d.ts.map +1 -1
  212. package/dist/modules/bitshares-native/serial/index.js +46 -12
  213. package/dist/modules/bitshares-native/serial/index.js.map +1 -1
  214. package/dist/modules/bitshares-native/serial/operations.d.ts +102 -100
  215. package/dist/modules/bitshares-native/serial/operations.d.ts.map +1 -1
  216. package/dist/modules/bitshares-native/serial/operations.js +473 -471
  217. package/dist/modules/bitshares-native/serial/operations.js.map +1 -1
  218. package/dist/modules/bitshares-native/serial/serializer.d.ts +2 -7
  219. package/dist/modules/bitshares-native/serial/serializer.d.ts.map +1 -1
  220. package/dist/modules/bitshares-native/serial/serializer.js +8 -3
  221. package/dist/modules/bitshares-native/serial/serializer.js.map +1 -1
  222. package/dist/modules/bitshares-native/serial/types.d.ts +26 -41
  223. package/dist/modules/bitshares-native/serial/types.d.ts.map +1 -1
  224. package/dist/modules/bitshares-native/serial/types.js +76 -42
  225. package/dist/modules/bitshares-native/serial/types.js.map +1 -1
  226. package/dist/modules/bitshares-native/signing_client.d.ts +1 -5
  227. package/dist/modules/bitshares-native/signing_client.d.ts.map +1 -1
  228. package/dist/modules/bitshares-native/signing_client.js +49 -11
  229. package/dist/modules/bitshares-native/signing_client.js.map +1 -1
  230. package/dist/modules/bitshares-native/subscriptions.d.ts +1 -4
  231. package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
  232. package/dist/modules/bitshares-native/subscriptions.js +47 -84
  233. package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
  234. package/dist/modules/bitshares-native/transport.d.ts +1 -8
  235. package/dist/modules/bitshares-native/transport.d.ts.map +1 -1
  236. package/dist/modules/bitshares-native/transport.js +22 -15
  237. package/dist/modules/bitshares-native/transport.js.map +1 -1
  238. package/dist/modules/bitshares-native/tx/builder.d.ts +3 -8
  239. package/dist/modules/bitshares-native/tx/builder.d.ts.map +1 -1
  240. package/dist/modules/bitshares-native/tx/builder.js +61 -23
  241. package/dist/modules/bitshares-native/tx/builder.js.map +1 -1
  242. package/dist/modules/bitshares-native/tx/tx_cache.d.ts +1 -8
  243. package/dist/modules/bitshares-native/tx/tx_cache.d.ts.map +1 -1
  244. package/dist/modules/bitshares-native/tx/tx_cache.js +21 -17
  245. package/dist/modules/bitshares-native/tx/tx_cache.js.map +1 -1
  246. package/dist/modules/bitshares_client.d.ts +12 -23
  247. package/dist/modules/bitshares_client.d.ts.map +1 -1
  248. package/dist/modules/bitshares_client.js +109 -56
  249. package/dist/modules/bitshares_client.js.map +1 -1
  250. package/dist/modules/bot_settings.d.ts +1 -13
  251. package/dist/modules/bot_settings.d.ts.map +1 -1
  252. package/dist/modules/bot_settings.js +34 -34
  253. package/dist/modules/bot_settings.js.map +1 -1
  254. package/dist/modules/bots_file_lock.d.ts +3 -9
  255. package/dist/modules/bots_file_lock.d.ts.map +1 -1
  256. package/dist/modules/bots_file_lock.js +8 -9
  257. package/dist/modules/bots_file_lock.js.map +1 -1
  258. package/dist/modules/chain_keys.d.ts +7 -39
  259. package/dist/modules/chain_keys.d.ts.map +1 -1
  260. package/dist/modules/chain_keys.js +126 -90
  261. package/dist/modules/chain_keys.js.map +1 -1
  262. package/dist/modules/chain_orders.d.ts +46 -52
  263. package/dist/modules/chain_orders.d.ts.map +1 -1
  264. package/dist/modules/chain_orders.js +152 -104
  265. package/dist/modules/chain_orders.js.map +1 -1
  266. package/dist/modules/config.d.ts +50 -57
  267. package/dist/modules/config.d.ts.map +1 -1
  268. package/dist/modules/config.js +28 -24
  269. package/dist/modules/config.js.map +1 -1
  270. package/dist/modules/constants.d.ts +492 -494
  271. package/dist/modules/constants.d.ts.map +1 -1
  272. package/dist/modules/constants.js +69 -39
  273. package/dist/modules/constants.js.map +1 -1
  274. package/dist/modules/cr_planner.d.ts +1 -13
  275. package/dist/modules/cr_planner.d.ts.map +1 -1
  276. package/dist/modules/cr_planner.js +28 -28
  277. package/dist/modules/cr_planner.js.map +1 -1
  278. package/dist/modules/credential_policy.d.ts +18 -33
  279. package/dist/modules/credential_policy.d.ts.map +1 -1
  280. package/dist/modules/credential_policy.js +114 -87
  281. package/dist/modules/credential_policy.js.map +1 -1
  282. package/dist/modules/credential_runtime.d.ts +11 -21
  283. package/dist/modules/credential_runtime.d.ts.map +1 -1
  284. package/dist/modules/credential_runtime.js +40 -40
  285. package/dist/modules/credential_runtime.js.map +1 -1
  286. package/dist/modules/credential_session_cache.d.ts +8 -8
  287. package/dist/modules/credential_session_cache.d.ts.map +1 -1
  288. package/dist/modules/credential_session_cache.js +41 -8
  289. package/dist/modules/credential_session_cache.js.map +1 -1
  290. package/dist/modules/credit_runtime.d.ts +51 -316
  291. package/dist/modules/credit_runtime.d.ts.map +1 -1
  292. package/dist/modules/credit_runtime.js +257 -183
  293. package/dist/modules/credit_runtime.js.map +1 -1
  294. package/dist/modules/crypto/browser_provider.js +6 -6
  295. package/dist/modules/crypto/browser_provider.js.map +1 -1
  296. package/dist/modules/crypto/index.d.ts.map +1 -1
  297. package/dist/modules/crypto/index.js +2 -0
  298. package/dist/modules/crypto/index.js.map +1 -1
  299. package/dist/modules/crypto/sync.js +3 -3
  300. package/dist/modules/crypto/sync.js.map +1 -1
  301. package/dist/modules/dexbot_class.d.ts +262 -81
  302. package/dist/modules/dexbot_class.d.ts.map +1 -1
  303. package/dist/modules/dexbot_class.js +156 -123
  304. package/dist/modules/dexbot_class.js.map +1 -1
  305. package/dist/modules/dexbot_cow_runtime.d.ts +12 -9
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@@ -1,367 +0,0 @@
1
- #!/usr/bin/env node
2
- /**
3
- * TRADE HEATMAP ANALYZER
4
- *
5
- * Generates an HTML heatmap showing where trade volume concentrates relative
6
- * to AMA deviation. Produces a 2D grid (time slices × deviation buckets) and
7
- * a summed volume histogram with threshold annotations.
8
- *
9
- * Usage:
10
- * tsx analysis/analyze_trade_heatmap.ts --data <path> [options]
11
- *
12
- * Data:
13
- * Expects LP candle JSON with { candles: [[ts, o, h, l, c, v], ...] }
14
- *
15
- * Requires:
16
- * - calculateAMA from market_adapter/core/strategies/ama
17
- * - MARKET_ADAPTER.AMAS presets from ../modules/constants
18
- *
19
- * Output:
20
- * Self-contained HTML file with inline CSS (no JS dependencies).
21
- *
22
- * Options — see --help for full list.
23
- */
24
- 'use strict';
25
- Object.defineProperty(exports, "__esModule", { value: true });
26
- const fs = require('fs');
27
- const path = require('path');
28
- const { calculateAMA } = require('../market_adapter/core/strategies/ama');
29
- const { MARKET_ADAPTER } = require('../modules/constants');
30
- /**
31
- * Parse CLI arguments. Unknown flags are silently ignored.
32
- * Supports --flag value and --flag (boolean) conventions.
33
- */
34
- function parseArgs() {
35
- const args = process.argv.slice(2);
36
- const idx = (f) => { const i = args.indexOf(`--${f}`); return i !== -1 ? args[i + 1] : null; };
37
- const has = (f) => args.includes(`--${f}`);
38
- const rawBuckets = idx('buckets');
39
- const rawWarmup = idx('warmup');
40
- const rawBinSize = idx('bin-size');
41
- const rawSliceMonths = idx('slice-months');
42
- const rawThresholds = idx('thresholds');
43
- const rawMaxNeg = idx('max-neg');
44
- const rawMaxPos = idx('max-pos');
45
- return {
46
- data: idx('data') || (args.length > 0 && !args[0].startsWith('--') ? args[0] : null),
47
- ama: idx('ama') || 'AMA3',
48
- output: idx('output') || 'analysis/charts/trade_heatmap.html',
49
- buckets: rawBuckets !== null ? parseInt(rawBuckets, 10) : null,
50
- maxNeg: rawMaxNeg !== null ? parseFloat(rawMaxNeg) : null,
51
- maxPos: rawMaxPos !== null ? parseFloat(rawMaxPos) : null,
52
- warmup: rawWarmup !== null ? parseInt(rawWarmup, 10) : null,
53
- binSize: rawBinSize !== null ? parseFloat(rawBinSize) : 5,
54
- sliceMonths: rawSliceMonths !== null ? parseInt(rawSliceMonths, 10) : 12,
55
- thresholds: rawThresholds !== null ? rawThresholds.split(',').map(Number) : [1, 2, 3, 5, 10, 20],
56
- verbose: has('verbose'),
57
- };
58
- }
59
- const { calcStdDev } = require('./math_utils');
60
- const { ensureDir, readJSON } = require('../modules/utils/fs_utils');
61
- /**
62
- * Main entry point.
63
- * 1. Parse config, load candles, compute AMA
64
- * 2. Build deviation records with volume
65
- * 3. Compute distribution stats, bucket into bins
66
- * 4. Build time-slice heatmap grid + summed histogram
67
- * 5. Write self-contained HTML output
68
- */
69
- function main() {
70
- const cfg = parseArgs();
71
- if (!cfg.data) {
72
- console.error('Usage: tsx analysis/analyze_trade_heatmap.ts --data <path> [options]');
73
- console.error('');
74
- console.error('Options:');
75
- console.error(' --data <path> Path to LP candle JSON file (required)');
76
- console.error(' --ama <preset> AMA preset (AMA1-AMA4, default: AMA3)');
77
- console.error(' --output <path> Output HTML path (default: analysis/charts/trade_heatmap.html)');
78
- console.error(' --bin-size <n> Percentage points per bin (default: 5)');
79
- console.error(' --max-neg <n> Max negative deviation % (default: derived from --buckets, or --bin-size*10)');
80
- console.error(' --max-pos <n> Max positive deviation % (default: derived from --buckets, or --bin-size*10)');
81
- console.error(' --buckets <n> Total bins (used with --bin-size for symmetric range, overrides --max-neg/--max-pos)');
82
- console.error(' --warmup <n> Bars to skip for AMA warmup (default: erPeriod of selected AMA)');
83
- console.error(' --slice-months <n> Months per time slice (default: 12)');
84
- console.error(' --thresholds <list> Comma-separated deviation thresholds for volume concentration table (default: 1,2,3,5,10,20)');
85
- console.error(' --verbose Print detailed processing info');
86
- process.exit(1);
87
- }
88
- if (!fs.existsSync(cfg.data)) {
89
- console.error(`Data file not found: ${cfg.data}`);
90
- process.exit(1);
91
- }
92
- const raw = readJSON(cfg.data);
93
- if (!raw.candles || !Array.isArray(raw.candles)) {
94
- console.error('Invalid data: expected "candles" array');
95
- process.exit(1);
96
- }
97
- const amaCfg = MARKET_ADAPTER.AMAS[cfg.ama];
98
- if (!amaCfg) {
99
- console.error(`Unknown AMA preset: ${cfg.ama}. Choose: ${Object.keys(MARKET_ADAPTER.AMAS).join(', ')}`);
100
- process.exit(1);
101
- }
102
- const candles = raw.candles;
103
- const closes = candles.map(c => Number(c[4]));
104
- const volumes = candles.map(c => Number(c[5]) || 0);
105
- const timestamps = candles.map(c => Number(c[0]));
106
- if (cfg.warmup === null) {
107
- cfg.warmup = Math.ceil(amaCfg.erPeriod);
108
- }
109
- if (cfg.verbose)
110
- console.log(`Computing ${cfg.ama} on ${closes.length} candles (warmup=${cfg.warmup})...`);
111
- const amaValues = calculateAMA(closes, amaCfg);
112
- const records = [];
113
- for (let i = cfg.warmup; i < closes.length; i++) {
114
- const ama = amaValues[i];
115
- if (!Number.isFinite(ama) || ama === 0)
116
- continue;
117
- const devPct = ((closes[i] - ama) / ama) * 100;
118
- const vol = volumes[i];
119
- if (vol <= 0)
120
- continue;
121
- records.push({ devPct, vol, ts: timestamps[i] });
122
- }
123
- if (records.length === 0) {
124
- console.error('No valid records after filtering');
125
- process.exit(1);
126
- }
127
- if (cfg.verbose)
128
- console.log(`${records.length} volume-bearing candles after warmup`);
129
- const devs = records.map(r => r.devPct);
130
- const vols = records.map(r => r.vol);
131
- const totalVol = vols.reduce((a, b) => a + b, 0);
132
- const meanDev = devs.reduce((a, b) => a + b, 0) / devs.length;
133
- const stdDev = calcStdDev(devs);
134
- const sortedDevs = devs.slice().sort((a, b) => a - b);
135
- const medianDev = sortedDevs[Math.floor(sortedDevs.length / 2)];
136
- let weightedSum = 0;
137
- for (let i = 0; i < devs.length; i++)
138
- weightedSum += devs[i] * vols[i];
139
- const volWeightedMeanDev = weightedSum / totalVol;
140
- const binSize = cfg.binSize;
141
- let leftBins, rightBins;
142
- if (cfg.buckets !== null) {
143
- const half = Math.floor(cfg.buckets / 2);
144
- leftBins = half;
145
- rightBins = half;
146
- }
147
- else {
148
- leftBins = Math.ceil((cfg.maxNeg !== null ? cfg.maxNeg : binSize * 10) / binSize);
149
- rightBins = Math.ceil((cfg.maxPos !== null ? cfg.maxPos : binSize * 10) / binSize);
150
- }
151
- const maxNegDev = leftBins * binSize;
152
- const maxPosDev = rightBins * binSize;
153
- const binLabels = [];
154
- for (let i = -leftBins; i <= rightBins; i++) {
155
- binLabels.push((i * binSize).toFixed(1));
156
- }
157
- const nBins = binLabels.length;
158
- const binKey = (dev) => {
159
- const idx = Math.round(dev / binSize) + leftBins;
160
- return Math.max(0, Math.min(nBins - 1, idx));
161
- };
162
- const minTs = timestamps[cfg.warmup];
163
- const maxTs = timestamps[timestamps.length - 1];
164
- const minDate = new Date(minTs);
165
- const maxDate = new Date(maxTs);
166
- const sliceMonths = cfg.sliceMonths;
167
- const slices = [];
168
- let sliceStart = new Date(minDate.getFullYear(), minDate.getMonth(), 1);
169
- while (sliceStart <= maxDate) {
170
- const sliceEnd = new Date(sliceStart);
171
- sliceEnd.setMonth(sliceEnd.getMonth() + sliceMonths);
172
- slices.push({
173
- label: `${sliceStart.getFullYear()}-${String(sliceStart.getMonth() + 1).padStart(2, '0')}`,
174
- start: sliceStart.getTime(),
175
- end: sliceEnd.getTime(),
176
- });
177
- sliceStart = sliceEnd;
178
- }
179
- const sliceBuckets = slices.map(() => new Array(nBins).fill(0));
180
- const sliceTotals = new Array(slices.length).fill(0);
181
- for (const r of records) {
182
- const si = slices.findIndex(s => r.ts >= s.start && r.ts < s.end);
183
- if (si === -1)
184
- continue;
185
- const bi = binKey(r.devPct);
186
- sliceBuckets[si][bi] += r.vol;
187
- sliceTotals[si] += r.vol;
188
- }
189
- while (slices.length > 0 && sliceTotals[sliceTotals.length - 1] === 0) {
190
- slices.pop();
191
- sliceBuckets.pop();
192
- sliceTotals.pop();
193
- }
194
- const totalBins = new Array(nBins).fill(0);
195
- for (const r of records) {
196
- totalBins[binKey(r.devPct)] += r.vol;
197
- }
198
- const maxBinVol = Math.max(...totalBins);
199
- const pctWithin = cfg.thresholds.map(t => {
200
- const volIn = records.filter(r => Math.abs(r.devPct) <= t).reduce((s, r) => s + r.vol, 0);
201
- return (volIn / totalVol * 100).toFixed(2);
202
- });
203
- const peakBinIdx = totalBins.indexOf(maxBinVol);
204
- const peakDev = binLabels[peakBinIdx];
205
- // Compute color cap from data: 95th percentile of slice-cell percentages
206
- const allCellPcts = [];
207
- for (let si = 0; si < slices.length; si++) {
208
- for (let bi = 0; bi < nBins; bi++) {
209
- if (sliceTotals[si] > 0) {
210
- allCellPcts.push((sliceBuckets[si][bi] / sliceTotals[si]) * 100);
211
- }
212
- }
213
- }
214
- allCellPcts.sort((a, b) => a - b);
215
- const colorCap = allCellPcts.length > 0
216
- ? allCellPcts[Math.floor(allCellPcts.length * 0.95)]
217
- : 30;
218
- function heatColor(pct) {
219
- if (pct <= 0)
220
- return '#0d1117';
221
- const n = Math.min(pct / colorCap, 1);
222
- const r = Math.round(13 + n * (255 - 13));
223
- const g = Math.round(17 + n * (160 - 17));
224
- const b = Math.round(23 + n * (70 - 23));
225
- return `rgb(${r},${g},${b})`;
226
- }
227
- function histColor(pct, maxPct) {
228
- const n = maxPct > 0 ? pct / maxPct : 0;
229
- const r = Math.round(56 + n * (255 - 56));
230
- const g = Math.round(178 + n * (160 - 178));
231
- const b = Math.round(73 + n * (70 - 73));
232
- return `rgb(${r},${g},${b})`;
233
- }
234
- const heatRows = slices.map((sl, si) => {
235
- const rowPcts = sliceBuckets[si].map(v => sliceTotals[si] > 0 ? (v / sliceTotals[si]) * 100 : 0);
236
- const cells = rowPcts.map((p, bi) => {
237
- const pctStr = p > 0 ? p.toFixed(1) : '';
238
- return `<td class="hm-cell" style="background:${heatColor(p)}" title="dev=${binLabels[bi]}% vol=${(sliceBuckets[si][bi]).toFixed(2)} (${p.toFixed(1)}% of ${sl.label})">${pctStr}</td>`;
239
- }).join('');
240
- return `<tr><td class="yl">${sl.label}</td>${cells}</tr>`;
241
- }).join('\n');
242
- const maxBarPct = Math.max(...totalBins);
243
- const barRows = totalBins.map((v, i) => {
244
- const barPct = maxBarPct > 0 ? (v / maxBarPct) * 100 : 0;
245
- const color = histColor(v, maxBarPct);
246
- const barH = Math.max(barPct * 0.7, 0.5);
247
- return `<div class="bar" style="height:${barH}px;background:${color}" title="Deviation: ${binLabels[i]}% Volume: ${v.toFixed(2)}"></div>`;
248
- }).join('');
249
- const xLabelInterval = Math.max(1, Math.floor(nBins / 11));
250
- const xLabelsHtml = binLabels.map((l, i) => {
251
- if (i === 0 || i === nBins - 1 || i % xLabelInterval === 0) {
252
- return `<span>${l}%</span>`;
253
- }
254
- return '<span></span>';
255
- }).join('');
256
- const threshHtml = cfg.thresholds.map(t => {
257
- const pct = ((leftBins + t / binSize) / nBins) * 100;
258
- return `<div class="thresh-line" style="left:${Math.min(Math.max(pct, 0), 100)}%"><span class="thresh-label">±${t}%</span></div>`;
259
- }).join('');
260
- const html = `<!DOCTYPE html>
261
- <html lang="en">
262
- <head>
263
- <meta charset="UTF-8">
264
- <title>Trade Heatmap — ${cfg.ama} Deviation</title>
265
- <style>
266
- * { box-sizing: border-box; }
267
- body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 24px; }
268
- h1 { color: #fff; font-size: 18px; margin: 0 0 2px 0; }
269
- .subtitle { color: #8b949e; font-size: 12px; margin: 0 0 16px 0; }
270
- .stats-grid { display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr)); gap: 10px; margin-bottom: 24px; }
271
- .stat-card { background: #161b22; border: 1px solid #30363d; border-radius: 6px; padding: 10px 12px; }
272
- .stat-card .lbl { color: #8b949e; font-size: 9px; text-transform: uppercase; letter-spacing: 0.8px; }
273
- .stat-card .val { color: #f0f6fc; font-size: 16px; font-weight: bold; margin-top: 2px; }
274
- .stat-card .val.green { color: #3fb950; }
275
- .stat-card .val.orange { color: #f08c00; }
276
- .stat-card .val.blue { color: #58a6ff; }
277
- .hm-wrap { overflow-x: auto; margin-bottom: 28px; }
278
- table.heatmap { border-collapse: collapse; font-size: 10px; }
279
- table.heatmap th { color: #8b949e; font-size: 9px; font-weight: normal; padding: 2px 0; min-width: 32px; text-align: center; }
280
- table.heatmap td.hm-cell { width: 30px; height: 22px; text-align: center; font-size: 8px; color: rgba(255,255,255,0.6); cursor: default; border: 1px solid #161b22; border-radius: 1px; }
281
- table.heatmap td.yl { color: #8b949e; font-size: 10px; text-align: right; padding-right: 8px; white-space: nowrap; }
282
- .legend-row { display: flex; align-items: center; gap: 12px; font-size: 10px; color: #8b949e; margin-bottom: 20px; }
283
- .legend-bar { width: 160px; height: 8px; border-radius: 3px; background: linear-gradient(to right, #0d1117, #1f6f2f, #3fb950, #ffa03e, #f85149); }
284
- .section-title { color: #8b949e; font-size: 10px; text-transform: uppercase; letter-spacing: 1px; margin: 0 0 10px 0; border-bottom: 1px solid #30363d; padding-bottom: 4px; }
285
- .hist-wrap { position: relative; margin-bottom: 36px; }
286
- .hist-bar-container { display: flex; align-items: flex-end; gap: 1px; height: 180px; }
287
- .hist-bar-container .bar { flex: 1; min-height: 1px; border-radius: 1px; cursor: pointer; transition: opacity 0.15s; }
288
- .hist-bar-container .bar:hover { opacity: 0.8; }
289
- .hist-overlay { position: absolute; top: 0; left: 0; right: 0; height: 180px; pointer-events: none; }
290
- .thresh-line { position: absolute; top: 0; bottom: 0; width: 0; border-left: 1px dashed rgba(248,81,73,0.5); }
291
- .thresh-label { position: absolute; top: 2px; left: 50%; transform: translateX(-50%); font-size: 8px; color: #f85149; white-space: nowrap; background: rgba(11,14,20,0.8); padding: 0 3px; line-height: 12px; }
292
- .x-labels { display: flex; font-size: 9px; color: #8b949e; margin-top: 4px; }
293
- .x-labels span { flex: 1; text-align: center; white-space: nowrap; }
294
- .pct-table { font-size: 11px; color: #8b949e; margin-bottom: 24px; }
295
- .pct-table td { padding: 3px 12px 3px 0; }
296
- .pct-table td:first-child { color: #d1d5db; }
297
- .pct-table .val-col { text-align: right; font-weight: bold; color: #3fb950; font-family: monospace; }
298
- .bottom { display: flex; gap: 32px; align-items: flex-start; flex-wrap: wrap; margin-top: 8px; }
299
- .params-table { font-size: 11px; color: #8b949e; }
300
- .params-table td { padding: 2px 16px 2px 0; }
301
- .params-table td:first-child { color: #555; }
302
- </style>
303
- </head>
304
- <body>
305
- <h1>Trade Heatmap — ${cfg.ama} Deviation</h1>
306
- <p class="subtitle">
307
- ${closes.length} candles &middot; ${records.length} with volume &middot;
308
- ${(totalVol).toFixed(1)} total volume units &middot;
309
- ${binSize}% bins &middot;
310
- ${slices.length} time slices &middot;
311
- ${raw.meta && raw.meta.pool ? raw.meta.pool : path.basename(path.dirname(cfg.data))}
312
- </p>
313
- <div class="stats-grid">
314
- <div class="stat-card"><div class="lbl">Mean Deviation</div><div class="val">${meanDev.toFixed(2)}%</div></div>
315
- <div class="stat-card"><div class="lbl">Median Deviation</div><div class="val">${medianDev.toFixed(2)}%</div></div>
316
- <div class="stat-card"><div class="lbl">Std Deviation</div><div class="val blue">${stdDev.toFixed(2)}%</div></div>
317
- <div class="stat-card"><div class="lbl">Vol-Weighted Mean</div><div class="val">${volWeightedMeanDev.toFixed(2)}%</div></div>
318
- <div class="stat-card"><div class="lbl">Peak Bucket</div><div class="val green">${peakDev}%</div></div>
319
- <div class="stat-card"><div class="lbl">Max |Dev|</div><div class="val orange">${Math.max(...devs.map(Math.abs)).toFixed(2)}%</div></div>
320
- </div>
321
- <div class="section-title">Volume Distribution by Time Slice &mdash; % of slice volume per deviation bucket</div>
322
- <div class="hm-wrap">
323
- <table class="heatmap">
324
- <thead><tr><th></th>${binLabels.map(l => `<th>${l}</th>`).join('')}</tr></thead>
325
- <tbody>${heatRows}</tbody>
326
- </table>
327
- </div>
328
- <div class="legend-row">
329
- <span>0%</span>
330
- <div class="legend-bar"></div>
331
- <span>≥${colorCap.toFixed(0)}% of slice</span>
332
- </div>
333
- <div class="section-title">Summed Volume Distribution &mdash; total volume per deviation bucket</div>
334
- <div class="hist-wrap">
335
- <div class="hist-bar-container">
336
- ${cfg.thresholds.length > 0 ? `<div class="hist-overlay">${threshHtml}</div>` : ''}
337
- ${barRows}
338
- </div>
339
- <div class="x-labels">${xLabelsHtml}</div>
340
- </div>
341
- <div class="section-title">Volume Concentration</div>
342
- <table class="pct-table">
343
- ${cfg.thresholds.map((t, i) => `<tr><td>Within ±${t}% of AMA</td><td class="val-col">${pctWithin[i]}%</td></tr>`).join('')}
344
- </table>
345
- <div class="bottom">
346
- <table class="params-table">
347
- <tr><td>AMA Preset</td><td>${cfg.ama}</td></tr>
348
- <tr><td>ER Period</td><td>${amaCfg.erPeriod}</td></tr>
349
- <tr><td>Fast SC (period)</td><td>${amaCfg.fastPeriod}</td></tr>
350
- <tr><td>Slow SC (period)</td><td>${amaCfg.slowPeriod}</td></tr>
351
- <tr><td>Bin size</td><td>${binSize}%</td></tr>
352
- <tr><td>Total bins</td><td>${nBins} (${(-maxNegDev).toFixed(0)}% to +${maxPosDev.toFixed(0)}%)</td></tr>
353
- <tr><td>Warmup bars skipped</td><td>${cfg.warmup}</td></tr>
354
- <tr><td>Slice months</td><td>${cfg.sliceMonths}</td></tr>
355
- <tr><td>Data range</td><td>${minDate.toISOString().split('T')[0]} &ndash; ${maxDate.toISOString().split('T')[0]}</td></tr>
356
- </table>
357
- </div>
358
- </body>
359
- </html>`;
360
- const outDir = path.dirname(cfg.output);
361
- if (!fs.existsSync(outDir))
362
- ensureDir(outDir);
363
- fs.writeFileSync(cfg.output, html, 'utf8');
364
- console.log(`✓ Heatmap saved to ${cfg.output}`);
365
- }
366
- main();
367
- //# sourceMappingURL=analyze_trade_heatmap.js.map
@@ -1 +0,0 @@
1
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@@ -1,22 +0,0 @@
1
- #!/usr/bin/env node
2
- /**
3
- * VOLATILITY / SYMMETRIC SHIFT RESEARCH TOOL
4
- *
5
- * Computes the symmetric volatility shift used by the market adapter.
6
- *
7
- * Signal path:
8
- * ATR(period, default 14) -> weightVariance = atr / amaPrice
9
- * rawSymmetricDelta = -pow(weightVariance, volatilityExponent) * volatilityScaleX
10
- * clampedRawDelta = clamp(rawSymmetricDelta, -DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP, 0)
11
- * symmetricDelta = |clampedRawDelta| < volatilityThreshold ? 0 : clampedRawDelta
12
- *
13
- * The live adapter adds this penalty to both sides after the trend term is built.
14
- * This runner intentionally omits the directional trend branch so the volatility
15
- * effect can be researched in isolation.
16
- *
17
- * Usage:
18
- * tsx analysis/analyze_volatility.ts \
19
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
20
- */
21
- export {};
22
- //# sourceMappingURL=analyze_volatility.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"analyze_volatility.d.ts","sourceRoot":"","sources":["../../analysis/analyze_volatility.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;;;;GAkBG"}
@@ -1,172 +0,0 @@
1
- #!/usr/bin/env node
2
- /**
3
- * VOLATILITY / SYMMETRIC SHIFT RESEARCH TOOL
4
- *
5
- * Computes the symmetric volatility shift used by the market adapter.
6
- *
7
- * Signal path:
8
- * ATR(period, default 14) -> weightVariance = atr / amaPrice
9
- * rawSymmetricDelta = -pow(weightVariance, volatilityExponent) * volatilityScaleX
10
- * clampedRawDelta = clamp(rawSymmetricDelta, -DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP, 0)
11
- * symmetricDelta = |clampedRawDelta| < volatilityThreshold ? 0 : clampedRawDelta
12
- *
13
- * The live adapter adds this penalty to both sides after the trend term is built.
14
- * This runner intentionally omits the directional trend branch so the volatility
15
- * effect can be researched in isolation.
16
- *
17
- * Usage:
18
- * tsx analysis/analyze_volatility.ts \
19
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
20
- */
21
- 'use strict';
22
- Object.defineProperty(exports, "__esModule", { value: true });
23
- const path = require('path');
24
- const { PATHS } = require('../modules/paths');
25
- const { createSource } = require('./price_sources');
26
- const { calculateAMA } = require('../market_adapter/core/strategies/ama');
27
- const { generateHTML } = require('./trend_detection/volatility_chart_generator');
28
- const { MARKET_ADAPTER } = require('../modules/constants');
29
- const { computeATR, getCandleClose } = require('./math_utils');
30
- const { writeChartFile } = require('./chart_utils');
31
- const AMA_CONFIG = MARKET_ADAPTER.AMAS.AMA3;
32
- const DEFAULT_ATR_PERIOD = MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_DEFAULT;
33
- const MIN_WEIGHT = MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
34
- const MAX_WEIGHT = MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
35
- const DEFAULT_THRESHOLD = MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD;
36
- const DEFAULT_CLAMP = MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP;
37
- const MIN_ATR_PERIOD = 3;
38
- const MAX_ATR_PERIOD = 30;
39
- const DEFAULT_CHART_DIR = path.join(__dirname, 'charts');
40
- const DEFAULT_CHART_FILE = path.join(DEFAULT_CHART_DIR, 'volatility_chart.html');
41
- function normalizeAtrPeriod(period) {
42
- const n = Math.round(Number(period));
43
- if (!Number.isFinite(n))
44
- return DEFAULT_ATR_PERIOD;
45
- return Math.max(MIN_ATR_PERIOD, Math.min(MAX_ATR_PERIOD, n));
46
- }
47
- function computeATRSeries(candles, period = DEFAULT_ATR_PERIOD) {
48
- return computeATR(candles, normalizeAtrPeriod(period));
49
- }
50
- function parseArgs() {
51
- const args = process.argv.slice(2);
52
- const config = {
53
- source: { type: 'market_adapter', config: { botKey: '' } },
54
- chartFile: DEFAULT_CHART_FILE,
55
- threshold: DEFAULT_THRESHOLD,
56
- atrPeriod: DEFAULT_ATR_PERIOD,
57
- exponent: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT,
58
- scaleX: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT,
59
- clamp: DEFAULT_CLAMP,
60
- quiet: false,
61
- };
62
- for (let i = 0; i < args.length; i++) {
63
- const arg = args[i];
64
- if (arg === '--source')
65
- config.source.type = args[++i];
66
- else if (arg === '--bot-key')
67
- config.source.config.botKey = args[++i];
68
- else if (arg === '--file') {
69
- config.source.config.filePath = args[++i];
70
- config.source.type = 'json';
71
- }
72
- else if (arg === '--chart')
73
- config.chartFile = args[++i];
74
- else if (arg === '--threshold')
75
- config.threshold = parseFloat(args[++i]);
76
- else if (arg === '--atr-period') {
77
- const next = parseInt(args[++i], 10);
78
- if (Number.isFinite(next))
79
- config.atrPeriod = normalizeAtrPeriod(next);
80
- }
81
- else if (arg === '--exp')
82
- config.exponent = parseFloat(args[++i]);
83
- else if (arg === '--scale-x')
84
- config.scaleX = parseFloat(args[++i]);
85
- else if (arg === '--clamp')
86
- config.clamp = parseFloat(args[++i]);
87
- else if (arg === '--quiet')
88
- config.quiet = true;
89
- }
90
- return config;
91
- }
92
- function computeShift(weightVariance, exponent, scaleX, threshold, clampValue) {
93
- const safeVariance = Number.isFinite(weightVariance) && weightVariance > 0 ? weightVariance : 0;
94
- const safeExponent = Number.isFinite(exponent) && exponent >= 0 ? exponent : MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
95
- const safeScaleX = Number.isFinite(scaleX) && scaleX >= 0 ? scaleX : MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
96
- const safeThreshold = Number.isFinite(threshold) && threshold >= 0 ? threshold : DEFAULT_THRESHOLD;
97
- const safeClamp = Number.isFinite(clampValue) && clampValue >= 0 ? clampValue : DEFAULT_CLAMP;
98
- const effectiveExponent = Math.max(0.5, Math.min(1.0, safeExponent));
99
- const effectiveScaleX = Math.max(1.0, Math.min(100.0, safeScaleX));
100
- const rawDelta = -Math.pow(safeVariance, effectiveExponent) * effectiveScaleX;
101
- const clampedRawDelta = Math.max(safeClamp * -1, Math.min(0, rawDelta));
102
- const symmetricDelta = Math.abs(clampedRawDelta) < safeThreshold ? 0 : clampedRawDelta;
103
- const effectiveWeight = Math.max(MIN_WEIGHT, Math.min(MAX_WEIGHT, 0.5 + symmetricDelta));
104
- return {
105
- rawSymmetricDelta: clampedRawDelta,
106
- symmetricDelta,
107
- effectiveWeight,
108
- sellW: effectiveWeight,
109
- buyW: effectiveWeight,
110
- };
111
- }
112
- async function main() {
113
- try {
114
- const config = parseArgs();
115
- const srcConfig = config.source.config;
116
- if (config.source.type === 'market_adapter' && !srcConfig.stateDir) {
117
- srcConfig.stateDir = PATHS.MARKET_ADAPTER.STATE_DIR;
118
- }
119
- const source = createSource(config.source.type, srcConfig);
120
- if (!config.quiet)
121
- console.log(`[Volatility] Loading candles from ${source.name}...`);
122
- const candles = await source.fetchCandles();
123
- if (!Array.isArray(candles) || candles.length === 0) {
124
- throw new Error('No candles returned from source');
125
- }
126
- const closes = candles.map(c => getCandleClose(c) ?? 0);
127
- const ama3Values = calculateAMA(closes, AMA_CONFIG);
128
- const atrPeriod = normalizeAtrPeriod(config.atrPeriod);
129
- const atrs = computeATRSeries(candles, atrPeriod);
130
- const allResults = [];
131
- for (let i = 0; i < candles.length; i++) {
132
- const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
133
- const amaPrice = ama3Values[i] ?? null;
134
- const atr = atrs[i] ?? 0;
135
- const weightVariance = amaPrice > 0 ? atr / amaPrice : 0;
136
- const shift = computeShift(weightVariance, config.exponent, config.scaleX, config.threshold, config.clamp);
137
- allResults.push({
138
- timestamp,
139
- price: marketPrice,
140
- ama3Price: amaPrice,
141
- atr,
142
- weightVariance,
143
- rawSymmetricDelta: shift.rawSymmetricDelta,
144
- symmetricDelta: shift.symmetricDelta,
145
- effectiveWeight: shift.effectiveWeight,
146
- sellW: shift.sellW,
147
- buyW: shift.buyW,
148
- });
149
- }
150
- const html = generateHTML({
151
- allResults,
152
- candles,
153
- volatilityThreshold: config.threshold,
154
- volatilityExponent: config.exponent,
155
- volatilityScaleX: config.scaleX,
156
- volatilityClamp: config.clamp,
157
- atrPeriod,
158
- minWeight: MIN_WEIGHT,
159
- maxWeight: MAX_WEIGHT,
160
- marketAdapter: MARKET_ADAPTER,
161
- }, 'ATR Volatility Research');
162
- writeChartFile(config.chartFile, html);
163
- if (!config.quiet)
164
- console.log(`[Volatility] ✓ Chart saved to ${config.chartFile}`);
165
- }
166
- catch (err) {
167
- console.error(`[Volatility] Error: ${err.message}`);
168
- process.exit(1);
169
- }
170
- }
171
- main().catch(err => { console.error(err); process.exit(1); });
172
- //# sourceMappingURL=analyze_volatility.js.map
@@ -1 +0,0 @@
1
- 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