dexbot 1.4.12 → 1.4.14

package/dist/market_adapter/core/strategies/dynamic_weight_series.js

@@ -0,0 +1,136 @@
+'use strict';
+/**
+ * Dynamic weight per-bar series — canonical implementation shared by the live
+ * market adapter service, the research test harness, and the browser-embedded
+ * dynamic-weight chart script.
+ *
+ * Computes the per-bar AMA/Kalman offset channels, the alpha-blended combined
+ * series, the pre-gain dead-band gate, the final gain/clamp, and the signal
+ * confirmation latch — the exact shape both the live `_computeDynamicWeights`
+ * and the interactive research chart render.
+ *
+ * This module is intentionally fully self-contained (no imports): the chart
+ * generator embeds its exact source into generated HTML via fn.toString(), so
+ * every consumer runs one logic path. The pure helper computeAverageAmaSlopePct
+ * is re-exported by strategies/ama_slope_model.ts so Node callers keep their
+ * existing import path.
+ */
+function computeAverageAmaSlopePct(current, past, lookbackBars) {
+    const safeLookbackBars = Number.isFinite(lookbackBars) && lookbackBars > 0
+        ? Math.ceil(lookbackBars)
+        : 1;
+    if (!Number.isFinite(current) || !Number.isFinite(past) || past === 0) {
+        return null;
+    }
+    return ((current - past) / past * 100) / safeLookbackBars;
+}
+function echoLatchSeries(appliedSeries, preGainSeries, confirmBars) {
+    const n = Array.isArray(appliedSeries) ? appliedSeries.length : 0;
+    const echoedAppliedSeries = new Array(n).fill(0);
+    const echoedPreGainSeries = new Array(n).fill(0);
+    const safeConfirmBars = Math.max(0, Math.min(5, Math.round(confirmBars)));
+    if (safeConfirmBars === 0) {
+        for (let i = 0; i < n; i++) {
+            echoedAppliedSeries[i] = appliedSeries[i];
+            echoedPreGainSeries[i] = preGainSeries?.[i];
+        }
+        return { echoedAppliedSeries, echoedPreGainSeries };
+    }
+    let latchedSign = 0;
+    let pendingSign = 0;
+    let pendingCount = 0;
+    let latchedOff = 0;
+    let latchedGatedOff = 0;
+    for (let i = 0; i < n; i++) {
+        const raw = appliedSeries[i];
+        const sign = raw > 0 ? 1 : raw < 0 ? -1 : 0;
+        if (sign === latchedSign) {
+            pendingSign = 0;
+            pendingCount = 0;
+            latchedOff = raw;
+            latchedGatedOff = preGainSeries?.[i];
+        }
+        else {
+            if (pendingSign !== sign) {
+                pendingSign = sign;
+                pendingCount = 1;
+            }
+            else {
+                pendingCount++;
+            }
+            if (pendingCount >= safeConfirmBars) {
+                latchedSign = sign;
+                pendingSign = 0;
+                pendingCount = 0;
+                latchedOff = raw;
+                latchedGatedOff = preGainSeries?.[i];
+            }
+        }
+        echoedAppliedSeries[i] = latchedOff;
+        echoedPreGainSeries[i] = latchedGatedOff;
+    }
+    return { echoedAppliedSeries, echoedPreGainSeries };
+}
+function roundToN(value, factor) {
+    if (!Number.isFinite(value))
+        return NaN;
+    return Math.round(value * factor) / factor;
+}
+function computeDynamicWeightSeries(inputs) {
+    const { amaValues, kalmanVelocityPct, kalmanDisplacementPct, kalmanIsReady, regimeMultipliers, lookbackBars, amaErPeriod, amaClipThreshold, kalClipThreshold, neutralZonePct, amaMaxSlopePct, kalmanMaxSlopePct, offsetClamp, dispScaleMinPct, alpha, dw, gain, minOutputThreshold, signalConfirmBars, clampFinalOutput = true, } = inputs;
+    const n = Array.isArray(amaValues) ? amaValues.length : 0;
+    const channelNorm = Math.max(Math.abs(offsetClamp), 1e-9);
+    const amaReadyBar = lookbackBars + Math.max(0, Math.ceil(amaErPeriod));
+    const amaOffsets = new Array(n).fill(0);
+    const kalmanOffsets = new Array(n).fill(0);
+    for (let i = 0; i < n; i++) {
+        if (i < amaReadyBar)
+            continue;
+        const last = amaValues[i];
+        const past = amaValues[i - lookbackBars];
+        const sp = computeAverageAmaSlopePct(last, past, lookbackBars);
+        if (sp == null)
+            continue;
+        const csp = Math.max(-amaClipThreshold, Math.min(amaClipThreshold, sp));
+        if (Math.abs(csp) < neutralZonePct)
+            continue;
+        amaOffsets[i] = Math.max(-offsetClamp, Math.min(offsetClamp, (csp / amaMaxSlopePct) * offsetClamp));
+    }
+    for (let i = 0; i < n; i++) {
+        const vp = kalmanVelocityPct?.[i];
+        const dp = kalmanDisplacementPct?.[i];
+        if (!kalmanIsReady?.[i] || vp == null || dp == null)
+            continue;
+        const clippedV = Math.max(-kalClipThreshold, Math.min(kalClipThreshold, vp));
+        if (Math.abs(clippedV) < neutralZonePct)
+            continue;
+        const dispScale = Math.max(1e-6, dispScaleMinPct);
+        const dispConf = Math.min(Math.abs(dp) / dispScale, 1.0);
+        const momAlign = Math.max(0, (clippedV * dp) / (Math.abs(clippedV) * Math.abs(dp) + 1e-10));
+        const composite = clippedV * (1 - dw + dw * dispConf * momAlign);
+        kalmanOffsets[i] = Math.max(-offsetClamp, Math.min(offsetClamp, (composite / kalmanMaxSlopePct) * offsetClamp));
+    }
+    const combinedOffSeries = new Array(n).fill(0);
+    const gatedOffSeries = new Array(n).fill(0);
+    for (let i = 0; i < n; i++) {
+        const blendedOff = (alpha * (amaOffsets[i] / channelNorm) + (1 - alpha) * (kalmanOffsets[i] / channelNorm));
+        const regimeAdjusted = blendedOff * (regimeMultipliers?.[i] ?? 1.0);
+        const gatedOff = Math.abs(regimeAdjusted) < minOutputThreshold ? 0 : regimeAdjusted;
+        const applied = clampFinalOutput
+            ? Math.max(-offsetClamp, Math.min(offsetClamp, gatedOff * gain))
+            : (gatedOff * gain);
+        gatedOffSeries[i] = gatedOff;
+        combinedOffSeries[i] = roundToN(applied, 1000);
+    }
+    const latched = echoLatchSeries(combinedOffSeries, gatedOffSeries, signalConfirmBars);
+    return {
+        amaOffsets,
+        kalmanOffsets,
+        combinedOffSeries,
+        gatedOffSeries,
+        echoedOffSeries: latched.echoedAppliedSeries,
+        echoedGatedOffSeries: latched.echoedPreGainSeries,
+    };
+}
+export { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN };
+//# sourceMappingURL=dynamic_weight_series.js.map

package/dist/market_adapter/core/strategies/dynamic_weight_series.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/core/strategies/regime_gate.d.ts

@@ -1,26 +1,11 @@
-declare function resolveHNodes(hurstZoneBand?: null): number[];
-declare function resolvePeNodes(peNodes?: any): any[];
-declare function classifyHurstRegime(h: any, hurstZoneBand?: any): "TRENDING" | "MEAN_REVERTING" | "RANDOM";
-declare function classifyPeRegime(pe: any, peNodes?: any): "STRUCTURED" | "NOISE" | "MIXED";
-/**
- * Bilinear interpolation over the 3×3 regime table.
- *
- * For a given (h, pe), find the enclosing cell in the node grid, compute the
- * fractional position within that cell, and blend the four corner values.
- * Inputs outside the node range are clamped to the table boundary.
- *
- * @param {number} h  - Hurst exponent [0, 1]
- * @param {number} pe - Normalized permutation entropy [0, 1]
- * @param {Array}  [regimeTable] - Optional override for regime table
- * @param {Object} [opts]        - Optional threshold overrides for interpolation
- * @param {number} [opts.hurstZoneBand] – Override Hurst neutral-zone width
- * @param {Array}  [opts.peNodes]       – Override entropy thresholds
- * @returns {number}  - Interpolated multiplier
- */
-declare function bilinearInterpolate(h: any, pe: any, regimeTable?: any, opts?: any): number;
+import { bilinearInterpolate } from './regime_interp.js';
 /**
  * Compute the Hurst+PE regime multiplier from a price series.
  *
+ * Bilinear interpolation over the 3×3 regime table is delegated to the
+ * canonical pure implementation in strategies/regime_interp.ts (shared with the
+ * browser-embedded chart scripts).
+ *
  * Feeds all prices through HurstAnalyzer and PermutationEntropyAnalyzer,
  * then bilinear-interpolates the regime table to produce a multiplier that
  * gates the AMA slope offset in production weight computation.
@@ -54,5 +39,5 @@ declare function computeRegimeMultiplier(closes: any, opts?: any): {
     isReady: boolean;
     series: number[];
 };
-export { computeRegimeMultiplier, bilinearInterpolate, classifyHurstRegime, classifyPeRegime, resolveHNodes, resolvePeNodes };
+export { computeRegimeMultiplier, bilinearInterpolate };
 //# sourceMappingURL=regime_gate.d.ts.map

package/dist/market_adapter/core/strategies/regime_gate.d.ts.map

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package/dist/market_adapter/core/strategies/regime_gate.js

@@ -1,7 +1,8 @@
-import { HurstAnalyzer } from '../../../analysis/trend_detection/hurst_analyzer.js';
-import { PermutationEntropyAnalyzer } from '../../../analysis/trend_detection/permutation_entropy_analyzer.js';
+import { HurstAnalyzer } from '../signals/hurst_analyzer.js';
+import { PermutationEntropyAnalyzer } from '../signals/permutation_entropy_analyzer.js';
 import { MARKET_ADAPTER } from '../../../modules/constants.js';
 import { roundTo } from '../../../modules/utils/math_utils.js';
+import { bilinearInterpolate } from './regime_interp.js';
 'use strict';
 const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
 const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
@@ -31,77 +32,13 @@ function classifyPeRegime(pe, peNodes = null) {
         return 'NOISE';
     return 'MIXED';
 }
-/**
- * Bilinear interpolation over the 3×3 regime table.
- *
- * For a given (h, pe), find the enclosing cell in the node grid, compute the
- * fractional position within that cell, and blend the four corner values.
- * Inputs outside the node range are clamped to the table boundary.
- *
- * @param {number} h  - Hurst exponent [0, 1]
- * @param {number} pe - Normalized permutation entropy [0, 1]
- * @param {Array}  [regimeTable] - Optional override for regime table
- * @param {Object} [opts]        - Optional threshold overrides for interpolation
- * @param {number} [opts.hurstZoneBand] – Override Hurst neutral-zone width
- * @param {Array}  [opts.peNodes]       – Override entropy thresholds
- * @returns {number}  - Interpolated multiplier
- */
-function bilinearInterpolate(h, pe, regimeTable = null, opts = {}) {
-    const table = regimeTable ?? MARKET_ADAPTER.REGIME_TABLE;
-    const H_NODES = resolveHNodes(opts.hurstZoneBand);
-    const PE_NODES = resolvePeNodes(opts.peNodes);
-    // --- Hurst axis (H_NODES derived from HURST_ZONE_BAND, decreasing) ---
-    // Find which interval h falls in: row r0, r1 = r0+1, fraction tRow toward r1
-    let r0, tRow;
-    if (h >= H_NODES[0]) {
-        r0 = 0;
-        tRow = 0; // at or above top node
-    }
-    else if (h <= H_NODES[2]) {
-        r0 = 1;
-        tRow = 1; // at or below bottom node
-    }
-    else if (h >= H_NODES[1]) {
-        r0 = 0;
-        tRow = (H_NODES[0] - h) / (H_NODES[0] - H_NODES[1]); // between nodes 0 and 1
-    }
-    else {
-        r0 = 1;
-        tRow = (H_NODES[1] - h) / (H_NODES[1] - H_NODES[2]); // between nodes 1 and 2
-    }
-    const r1 = Math.min(2, r0 + 1);
-    // --- PE axis (PE_NODES from constants, increasing) ---
-    // Find which interval pe falls in: col c0, c1 = c0+1, fraction tCol toward c1
-    let c0, tCol;
-    if (pe <= PE_NODES[0]) {
-        c0 = 0;
-        tCol = 0;
-    }
-    else if (pe >= PE_NODES[2]) {
-        c0 = 1;
-        tCol = 1;
-    }
-    else if (pe <= PE_NODES[1]) {
-        c0 = 0;
-        tCol = (pe - PE_NODES[0]) / (PE_NODES[1] - PE_NODES[0]);
-    }
-    else {
-        c0 = 1;
-        tCol = (pe - PE_NODES[1]) / (PE_NODES[2] - PE_NODES[1]);
-    }
-    const c1 = Math.min(2, c0 + 1);
-    // --- Bilinear blend ---
-    const v00 = table[r0][c0];
-    const v01 = table[r0][c1];
-    const v10 = table[r1][c0];
-    const v11 = table[r1][c1];
-    const top = v00 * (1 - tCol) + v01 * tCol;
-    const bottom = v10 * (1 - tCol) + v11 * tCol;
-    return top * (1 - tRow) + bottom * tRow;
-}
 /**
  * Compute the Hurst+PE regime multiplier from a price series.
  *
+ * Bilinear interpolation over the 3×3 regime table is delegated to the
+ * canonical pure implementation in strategies/regime_interp.ts (shared with the
+ * browser-embedded chart scripts).
+ *
  * Feeds all prices through HurstAnalyzer and PermutationEntropyAnalyzer,
  * then bilinear-interpolates the regime table to produce a multiplier that
  * gates the AMA slope offset in production weight computation.
@@ -120,9 +57,9 @@ function bilinearInterpolate(h, pe, regimeTable = null, opts = {}) {
  */
 function computeRegimeMultiplier(closes, opts = {}) {
     const sensitivity = Number.isFinite(opts.regimeSensitivity) ? opts.regimeSensitivity : 1.0;
-    const regimeTable = opts.regimeTable ?? null;
-    const hurstZoneBand = Number.isFinite(opts.hurstZoneBand) ? opts.hurstZoneBand : null;
-    const peNodes = Array.isArray(opts.peNodes) ? opts.peNodes : null;
+    const regimeTable = opts.regimeTable ?? MARKET_ADAPTER.REGIME_TABLE;
+    const hurstZoneBand = Number.isFinite(opts.hurstZoneBand) ? opts.hurstZoneBand : MARKET_ADAPTER.HURST_ZONE_BAND;
+    const peNodes = Array.isArray(opts.peNodes) ? opts.peNodes : MARKET_ADAPTER.PE_NODES;
     const hurstCfg = opts.hurstConfig ?? HURST_CONFIG;
     const peCfg = opts.peConfig ?? PE_CONFIG;
     const notReady = {
@@ -178,5 +115,5 @@ function computeRegimeMultiplier(closes, opts = {}) {
         series: series.map((value) => roundTo(value, 1000)),
     };
 }
-export { computeRegimeMultiplier, bilinearInterpolate, classifyHurstRegime, classifyPeRegime, resolveHNodes, resolvePeNodes };
+export { computeRegimeMultiplier, bilinearInterpolate };
 //# sourceMappingURL=regime_gate.js.map

package/dist/market_adapter/core/strategies/regime_gate.js.map

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package/dist/market_adapter/core/strategies/regime_interp.d.ts

@@ -0,0 +1,13 @@
+/**
+ * Regime bilinear interpolation — canonical implementation shared by the live
+ * regime gate (regime_gate.ts) and the browser-embedded dynamic-weight chart
+ * script (injected via fn.toString()).
+ *
+ * Self-contained on purpose so the chart generator can inject this exact source
+ * into generated HTML — do not add imports referenced from the function body.
+ * Node-side defaults below mirror MARKET_ADAPTER.REGIME_TABLE /
+ * HURST_ZONE_BAND / PE_NODES; callers may pass explicit hNodes/pNodes/table.
+ */
+declare function bilinearInterpolate(h: any, pe: any, regimeTable?: any, opts?: any): number;
+export { bilinearInterpolate };
+//# sourceMappingURL=regime_interp.d.ts.map

package/dist/market_adapter/core/strategies/regime_interp.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"regime_interp.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/regime_interp.ts"],"names":[],"mappings":"AAEA;;;;;;;;;GASG;AAEH,iBAAS,mBAAmB,CAAC,CAAC,EAAE,GAAG,EAAE,EAAE,EAAE,GAAG,EAAE,WAAW,GAAE,GAAU,EAAE,IAAI,GAAE,GAAQ,UAkDpF;AAED,OAAO,EAAE,mBAAmB,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/regime_interp.js

@@ -0,0 +1,74 @@
+'use strict';
+/**
+ * Regime bilinear interpolation — canonical implementation shared by the live
+ * regime gate (regime_gate.ts) and the browser-embedded dynamic-weight chart
+ * script (injected via fn.toString()).
+ *
+ * Self-contained on purpose so the chart generator can inject this exact source
+ * into generated HTML — do not add imports referenced from the function body.
+ * Node-side defaults below mirror MARKET_ADAPTER.REGIME_TABLE /
+ * HURST_ZONE_BAND / PE_NODES; callers may pass explicit hNodes/pNodes/table.
+ */
+function bilinearInterpolate(h, pe, regimeTable = null, opts = {}) {
+    const table = regimeTable ?? [
+        [1.0, 0.7, 0.3],
+        [0.6, 0.4, 0.15],
+        [0.3, 0.2, 0.05],
+    ];
+    const band = Number.isFinite(opts.hurstZoneBand) ? opts.hurstZoneBand : 0.05;
+    const H_NODES = (Array.isArray(opts.hNodes) && opts.hNodes.length === 3 && opts.hNodes.every(Number.isFinite))
+        ? opts.hNodes
+        : [0.5 + band, 0.5, 0.5 - band];
+    const PE_NODES = (Array.isArray(opts.peNodes) && opts.peNodes.length === 3 && opts.peNodes.every(Number.isFinite))
+        ? opts.peNodes
+        : [0.60, 0.725, 0.85];
+    // --- Hurst axis (H_NODES decreasing) ---
+    // Find which interval h falls in: row r0, r1 = r0+1, fraction tRow toward r1
+    let r0, tRow;
+    if (h >= H_NODES[0]) {
+        r0 = 0;
+        tRow = 0; // at or above top node
+    }
+    else if (h <= H_NODES[2]) {
+        r0 = 1;
+        tRow = 1; // at or below bottom node
+    }
+    else if (h >= H_NODES[1]) {
+        r0 = 0;
+        tRow = (H_NODES[0] - h) / (H_NODES[0] - H_NODES[1]); // between nodes 0 and 1
+    }
+    else {
+        r0 = 1;
+        tRow = (H_NODES[1] - h) / (H_NODES[1] - H_NODES[2]); // between nodes 1 and 2
+    }
+    const r1 = Math.min(2, r0 + 1);
+    // --- PE axis (PE_NODES increasing) ---
+    let c0, tCol;
+    if (pe <= PE_NODES[0]) {
+        c0 = 0;
+        tCol = 0;
+    }
+    else if (pe >= PE_NODES[2]) {
+        c0 = 1;
+        tCol = 1;
+    }
+    else if (pe <= PE_NODES[1]) {
+        c0 = 0;
+        tCol = (pe - PE_NODES[0]) / (PE_NODES[1] - PE_NODES[0]);
+    }
+    else {
+        c0 = 1;
+        tCol = (pe - PE_NODES[1]) / (PE_NODES[2] - PE_NODES[1]);
+    }
+    const c1 = Math.min(2, c0 + 1);
+    // --- Bilinear blend ---
+    const v00 = table[r0][c0];
+    const v01 = table[r0][c1];
+    const v10 = table[r1][c0];
+    const v11 = table[r1][c1];
+    const top = v00 * (1 - tCol) + v01 * tCol;
+    const bottom = v10 * (1 - tCol) + v11 * tCol;
+    return top * (1 - tRow) + bottom * tRow;
+}
+export { bilinearInterpolate };
+//# sourceMappingURL=regime_interp.js.map

package/dist/market_adapter/core/strategies/regime_interp.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/core/strategies/volatility_shift.d.ts

@@ -0,0 +1,22 @@
+/**
+ * Symmetric volatility shift — canonical implementation shared by the AMA slope
+ * model, the volatility research tool, and the browser-embedded chart scripts.
+ *
+ * Signal path (mirrors the live adapter):
+ *   rawDelta            = -weightVariance^exponent * scaleX
+ *   clampedRawDelta     = clamp(rawDelta, -clampValue, 0)
+ *   symmetricDelta      = |clampedRawDelta| < threshold ? 0 : clampedRawDelta
+ *   effectiveWeight     = clamp(baselineWeight + symmetricDelta, minWeight, maxWeight)
+ *
+ * Self-contained on purpose so the chart generators can inject this exact source
+ * into generated HTML — do not add imports referenced from the function body.
+ */
+declare function computeVolatilityShift(weightVariance: any, opts?: any): {
+    rawSymmetricDelta: number;
+    symmetricDelta: number;
+    effectiveWeight: number;
+    sellW: number;
+    buyW: number;
+};
+export { computeVolatilityShift };
+//# sourceMappingURL=volatility_shift.d.ts.map

package/dist/market_adapter/core/strategies/volatility_shift.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"volatility_shift.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/volatility_shift.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;GAYG;AAEH,iBAAS,sBAAsB,CAAC,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;EA+BlE;AAED,OAAO,EAAE,sBAAsB,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/volatility_shift.js

@@ -0,0 +1,37 @@
+'use strict';
+/**
+ * Symmetric volatility shift — canonical implementation shared by the AMA slope
+ * model, the volatility research tool, and the browser-embedded chart scripts.
+ *
+ * Signal path (mirrors the live adapter):
+ *   rawDelta            = -weightVariance^exponent * scaleX
+ *   clampedRawDelta     = clamp(rawDelta, -clampValue, 0)
+ *   symmetricDelta      = |clampedRawDelta| < threshold ? 0 : clampedRawDelta
+ *   effectiveWeight     = clamp(baselineWeight + symmetricDelta, minWeight, maxWeight)
+ *
+ * Self-contained on purpose so the chart generators can inject this exact source
+ * into generated HTML — do not add imports referenced from the function body.
+ */
+function computeVolatilityShift(weightVariance, opts = {}) {
+    const { exponent = 1.0, scaleX = 10.0, threshold = 0.1, clampValue = 0.5, minWeight = -1, maxWeight = 2, baselineWeight = 0.5, } = opts;
+    const safeVariance = Number.isFinite(weightVariance) && weightVariance > 0 ? weightVariance : 0;
+    const safeExponent = Number.isFinite(exponent) && exponent >= 0 ? exponent : 1.0;
+    const safeScaleX = Number.isFinite(scaleX) && scaleX >= 0 ? scaleX : 10.0;
+    const safeThreshold = Number.isFinite(threshold) && threshold >= 0 ? threshold : 0.1;
+    const safeClamp = Number.isFinite(clampValue) && clampValue >= 0 ? clampValue : 0.5;
+    const effectiveExponent = Math.max(0.5, Math.min(1.0, safeExponent));
+    const effectiveScaleX = Math.max(1.0, Math.min(100.0, safeScaleX));
+    const rawDelta = -Math.pow(safeVariance, effectiveExponent) * effectiveScaleX;
+    const clampedRawDelta = Math.max(safeClamp * -1, Math.min(0, rawDelta));
+    const symmetricDelta = Math.abs(clampedRawDelta) < safeThreshold ? 0 : clampedRawDelta;
+    const effectiveWeight = Math.max(minWeight, Math.min(maxWeight, baselineWeight + symmetricDelta));
+    return {
+        rawSymmetricDelta: clampedRawDelta,
+        symmetricDelta,
+        effectiveWeight,
+        sellW: effectiveWeight,
+        buyW: effectiveWeight,
+    };
+}
+export { computeVolatilityShift };
+//# sourceMappingURL=volatility_shift.js.map

package/dist/market_adapter/core/strategies/volatility_shift.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js

@@ -3,8 +3,8 @@ import { createRequire } from 'node:module';
 const require = createRequire(import.meta.url);
 'use strict';
 /**
- * Probe public CEX APIs for XRP/USDT and XAUT/USDT, then synthesize XRP/XAUT
- * candles from the two USDT legs.
+ * Probe public CEX APIs for a base/quote cross and synthesize candles from
+ * the two legs against a common quote (e.g. XRP/USDT + XAUT/USDT).
  *
  * This is intended as a seed generator for brand-new market_adapter files.
  * It does not rely on TradingView or Kibana.
@@ -21,7 +21,7 @@ const PROJECT_ROOT = PATHS.PROJECT_ROOT;
 const { MARKET_ADAPTER } = require('../../modules/constants');
 const { getAmaWarmupBars } = require('../core/strategies/ama');
 const { getErrorMessage } = require('../../modules/utils/errors');
-const { DEFAULTS: MARKET_ADAPTER_DEFAULTS, resolveAmaForBot, resolveBotCfg, } = require('../market_adapter');
+const { DEFAULTS: MARKET_ADAPTER_DEFAULTS, resolveAmaForBot, resolveBotCfg, } = require('../market_adapter/market_adapter');
 const DEFAULT_INTERVAL = '1h';
 const DEFAULT_LIMIT = 1000;
 const DEFAULT_BASE = 'XRP';
@@ -693,7 +693,6 @@ function parseArgs() {
         limit: DEFAULT_LIMIT,
         lookbackHours: null,
         botName: null,
-        botIndex: null,
         botsFile: DEFAULT_BOTS_FILE,
         base: DEFAULT_BASE,
         quote: DEFAULT_QUOTE,