dexbot 1.4.13 → 1.4.14

package/dist/{analysis/trend_detection → market_adapter/core/signals}/kalman_velocity_smoothing.js

@@ -1,23 +1,45 @@
-import { clamp } from '../../modules/order/utils/math.js';
-import { MARKET_ADAPTER } from '../../modules/constants.js';
 'use strict';
-const KALMAN_SMOOTHING_BUDGET = MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTHING_BUDGET;
-const KALMAN_SMOOTHING_FLOOR = MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTHING_FLOOR;
-function resolveKalmanVelocitySmoothingConfig(config = {}) {
-    const blend = clamp(config.kalmanSmoothPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_PCT_DEFAULT, 0, 200) / 100;
-    const dispScale = clamp(config.kalmanDispScaleMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_SCALE_MULT_DEFAULT, 1.0, 3.0);
-    const dispThreshold = clamp(config.kalmanDispThresholdMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_THRESHOLD_MULT_DEFAULT, 0.25, 3.0);
-    const spanPct = clamp(config.kalmanSmoothSpanPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_SPAN_PCT_DEFAULT, 20, 200);
+import { MARKET_ADAPTER } from '../../../modules/constants.js';
+/**
+ * Kalman velocity smoothing — canonical implementation shared by the live
+ * market adapter service, analysis research charts, and the browser-embedded
+ * chart scripts (injected via fn.toString()).
+ *
+ * The public functions below are intentionally self-contained (no module
+ * imports referenced inside function bodies) so the chart generators can embed
+ * their exact source into generated HTML and keep every consumer on one logic
+ * path. Node-side defaults resolve from MARKET_ADAPTER constants; embedded
+ * browser callers pass explicit config values from the chart payload.
+ */
+const KALMAN_VELOCITY_DEFAULTS = {
+    kalmanSmoothPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_PCT_DEFAULT,
+    kalmanDispScaleMult: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_SCALE_MULT_DEFAULT,
+    kalmanDispThresholdMult: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_THRESHOLD_MULT_DEFAULT,
+    kalmanSmoothSpanPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_SPAN_PCT_DEFAULT,
+    smoothingBudget: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTHING_BUDGET,
+    smoothingFloor: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTHING_FLOOR,
+};
+function resolveKalmanVelocitySmoothingConfig(config = {}, defaults = {}) {
+    const blend = Math.max(0, Math.min(200, config.kalmanSmoothPct ?? defaults.kalmanSmoothPct ?? 100)) / 100;
+    const dispScale = Math.max(1.0, Math.min(3.0, config.kalmanDispScaleMult ?? defaults.kalmanDispScaleMult ?? 1.8));
+    const dispThreshold = Math.max(0.25, Math.min(3.0, config.kalmanDispThresholdMult ?? defaults.kalmanDispThresholdMult ?? 1.5));
+    const spanPct = Math.max(20, Math.min(200, config.kalmanSmoothSpanPct ?? defaults.kalmanSmoothSpanPct ?? 100));
+    const smoothingBudget = Number.isFinite(config.smoothingBudget)
+        ? config.smoothingBudget
+        : (Number.isFinite(defaults.smoothingBudget) ? defaults.smoothingBudget : 0.60);
+    const smoothingFloor = Number.isFinite(config.smoothingFloor)
+        ? config.smoothingFloor
+        : (Number.isFinite(defaults.smoothingFloor) ? defaults.smoothingFloor : 0);
     return {
         blend,
         dispScale,
         dispThreshold,
-        smoothingFloor: KALMAN_SMOOTHING_FLOOR,
-        smoothingBudget: KALMAN_SMOOTHING_BUDGET,
-        smoothingSpan: KALMAN_SMOOTHING_BUDGET * spanPct / 100,
+        smoothingFloor,
+        smoothingBudget,
+        smoothingSpan: smoothingBudget * spanPct / 100,
     };
 }
-function smoothKalmanVelocityPoint(rawVelocityPct, displacementPct, prevAdaptiveVelocity, config = {}) {
+function smoothKalmanVelocityPoint(rawVelocityPct, displacementPct, prevAdaptiveVelocity, config = {}, defaults = {}) {
     if (rawVelocityPct == null || displacementPct == null) {
         return {
             adaptiveVelocityPct: null,
@@ -26,8 +48,8 @@ function smoothKalmanVelocityPoint(rawVelocityPct, displacementPct, prevAdaptive
             smoothingAlpha: null,
         };
     }
-    const resolved = resolveKalmanVelocitySmoothingConfig(config);
-    const trendConfidence = clamp(Math.abs(displacementPct) / (resolved.dispScale * resolved.dispThreshold), 0, 1);
+    const resolved = resolveKalmanVelocitySmoothingConfig(config, defaults);
+    const trendConfidence = Math.max(0, Math.min(1, Math.abs(displacementPct) / (resolved.dispScale * resolved.dispThreshold)));
     const smoothingAlpha = Math.min(resolved.smoothingBudget, resolved.smoothingFloor + (resolved.smoothingSpan * trendConfidence));
     const adaptiveVelocityPct = prevAdaptiveVelocity == null
         ? rawVelocityPct
@@ -42,10 +64,10 @@ function smoothKalmanVelocityPoint(rawVelocityPct, displacementPct, prevAdaptive
         smoothingAlpha,
     };
 }
-function buildKalmanVelocitySeries(kalmanHistory, config = {}) {
+function buildKalmanVelocitySeries(kalmanHistory, config = {}, defaults = {}) {
     if (!Array.isArray(kalmanHistory) || kalmanHistory.length === 0)
         return [];
-    const resolved = resolveKalmanVelocitySmoothingConfig(config);
+    const resolved = resolveKalmanVelocitySmoothingConfig(config, defaults);
     if (resolved.blend === 0) {
         const rawSeries = new Array(kalmanHistory.length).fill(null);
         for (let i = 0; i < kalmanHistory.length; i++) {
@@ -60,7 +82,7 @@ function buildKalmanVelocitySeries(kalmanHistory, config = {}) {
     let prevAdaptiveVelocity = null;
     for (let i = 0; i < kalmanHistory.length; i++) {
         const point = kalmanHistory[i];
-        const result = smoothKalmanVelocityPoint(point?.velocityPct ?? null, point?.displacementPct ?? null, prevAdaptiveVelocity, config);
+        const result = smoothKalmanVelocityPoint(point?.velocityPct ?? null, point?.displacementPct ?? null, prevAdaptiveVelocity, config, defaults);
         series[i] = result.smoothedVelocityPct;
         prevAdaptiveVelocity = result.adaptiveVelocityPct ?? null;
     }
@@ -80,5 +102,5 @@ function computeAbsolutePercentileThreshold(series, clipPercentile, fallback = I
     const idx = Math.min(Math.floor((100 - clipPercentile) / 100 * magnitudes.length), magnitudes.length - 1);
     return magnitudes[idx];
 }
-export { buildKalmanVelocitySeries, computeAbsolutePercentileThreshold, resolveKalmanVelocitySmoothingConfig, smoothKalmanVelocityPoint };
+export { buildKalmanVelocitySeries, computeAbsolutePercentileThreshold, resolveKalmanVelocitySmoothingConfig, smoothKalmanVelocityPoint, KALMAN_VELOCITY_DEFAULTS };
 //# sourceMappingURL=kalman_velocity_smoothing.js.map

package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js.map

@@ -0,0 +1 @@
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package/dist/market_adapter/core/signals/permutation_entropy_analyzer.d.ts.map

@@ -0,0 +1 @@
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package/dist/{analysis/trend_detection → market_adapter/core/signals}/permutation_entropy_analyzer.js

@@ -1,6 +1,6 @@
-import { MARKET_ADAPTER } from '../../modules/constants.js';
-import { roundTo } from '../../modules/utils/math_utils.js';
 'use strict';
+import { MARKET_ADAPTER } from '../../../modules/constants.js';
+import { roundTo } from '../../../modules/utils/math_utils.js';
 /**
  * Permutation Entropy Analyzer
  *

package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"permutation_entropy_analyzer.js","sourceRoot":"","sources":["../../../../market_adapter/core/signals/permutation_entropy_analyzer.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;AAEb,OAAO,EAAE,cAAc,EAAE,MAAM,+BAA+B,CAAC;AAC/D,OAAO,EAAE,OAAO,EAAE,MAAM,sCAAsC,CAAC;AAG/D;;;;;;;;;;;;;;;;GAgBG;AAEH;;;;GAIG;AACH,SAAS,cAAc,CAAC,MAAgB,EAAE,KAAa,EAAE,CAAS,EAAE,KAAa;IAC7E,MAAM,IAAI,GAAG,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC;IAC1B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,IAAI,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,CAAC,KAAK,GAAG,CAAC,GAAG,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC;IAC1E,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;IACzD,IAAI,GAAG,GAAG,EAAE,CAAC;IACb,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7C,OAAO,GAAG,CAAC;AACf,CAAC;AAWD,MAAM,0BAA0B;IAC5B,CAAC,CAAS;IACV,KAAK,CAAS;IACd,MAAM,CAAS;IACf,QAAQ,CAAS;IACjB,WAAW,CAAS;IACpB,OAAO,CAAW;IAClB,YAAY,CAAS;IACrB,OAAO,CAAS;IAChB,iBAAiB,CAAS;IAC1B,OAAO,CAAU;IAEjB;;;;;OAKG;IACH,YAAY,SAAiC,EAAE;QAC3C,IAAI,CAAC,CAAC,GAAQ,MAAM,CAAC,CAAC,IAAS,CAAC,CAAC;QACjC,IAAI,CAAC,KAAK,GAAI,MAAM,CAAC,KAAK,IAAK,CAAC,CAAC;QACjC,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM,IAAI,GAAG,CAAC;QAEnC,+EAA+E;QAC/E,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC;QAExD,IAAI,CAAC,GAAG,CAAC,CAAC;QACV,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,EAAE,CAAC,EAAE;YAAE,CAAC,IAAI,CAAC,CAAC;QACzC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,UAAU;QAE1C,IAAI,CAAC,OAAO,GAAG,EAAE,CAAC;QAClB,IAAI,CAAC,YAAY,GAAG,CAAC,CAAC;QACtB,IAAI,CAAC,OAAO,GAAG,CAAC,CAAC;QACjB,IAAI,CAAC,iBAAiB,GAAG,CAAC,CAAC;QAC3B,IAAI,CAAC,OAAO,GAAG,KAAK,CAAC;IACzB,CAAC;IAED;;;;OAIG;IACH,MAAM,CAAC,KAAa;QAChB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAC,EAAE,CAAC;YACxC,MAAM,IAAI,KAAK,CAAC,wCAAwC,CAAC,CAAC;QAC9D,CAAC;QACD,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QACzB,IAAI,IAAI,CAAC,OAAO,CAAC,MAAM,GAAG,IAAI,CAAC,QAAQ;YAAE,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;QAC9D,IAAI,CAAC,YAAY,EAAE,CAAC;QAEpB,IAAI,IAAI,CAAC,OAAO,CAAC,MAAM,GAAG,IAAI,CAAC,QAAQ,EAAE,CAAC;YACtC,IAAI,CAAC,OAAO,GAAG,KAAK,CAAC;YACrB,OAAO,IAAI,CAAC,WAAW,EAAE,CAAC;QAC9B,CAAC;QAED,mDAAmD;QACnD,MAAM,MAAM,GAAG,IAAI,GAAG,EAAE,CAAC;QACzB,qEAAqE;QACrE,MAAM,WAAW,GAAG,IAAI,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC;QAEpE,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,WAAW,EAAE,CAAC,EAAE,EAAE,CAAC;YACnC,MAAM,GAAG,GAAG,cAAc,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;YAChE,MAAM,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAChD,CAAC;QAED,yCAAyC;QACzC,IAAI,OAAO,GAAG,CAAC,CAAC;QAChB,KAAK,MAAM,KAAK,IAAI,MAAM,CAAC,MAAM,EAAE,EAAE,CAAC;YAClC,MAAM,CAAC,GAAG,KAAK,GAAG,WAAW,CAAC;YAC9B,OAAO,IAAI,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QAC/B,CAAC;QAED,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;QACvB,IAAI,CAAC,iBAAiB,GAAG,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;QAC/E,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC;QACpB,OAAO,IAAI,CAAC,WAAW,EAAE,CAAC;IAC9B,CAAC;IAED,WAAW;QACP,MAAM,EAAE,GAAG,IAAI,CAAC,iBAAiB,CAAC;QAClC,MAAM,CAAC,MAAM,EAAE,AAAD,EAAG,OAAO,CAAC,GAAG,cAAc,CAAC,QAAoC,CAAC;QAChF,IAAI,MAAc,EAAE,cAAsB,CAAC;QAC3C,IAAI,EAAE,GAAG,MAAM,EAAE,CAAC;YACd,MAAM,GAAG,YAAY,CAAC;YACtB,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,MAAM,GAAG,EAAE,CAAC,GAAG,MAAM,CAAC,CAAC;QACzD,CAAC;aAAM,IAAI,EAAE,GAAG,OAAO,EAAE,CAAC;YACtB,MAAM,GAAG,OAAO,CAAC;YACjB,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC;QACjE,CAAC;aAAM,CAAC;YACJ,MAAM,GAAG,OAAO,CAAC;YACjB,cAAc,GAAG,CAAC,CAAC;QACvB,CAAC;QAED,OAAO;YACH,OAAO,EAAE,IAAI,CAAC,OAAO;YACrB,OAAO,EAAE,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,KAAK,CAAC;YACrC,iBAAiB,EAAE,OAAO,CAAC,IAAI,CAAC,iBAAiB,EAAE,KAAK,CAAC;YACzD,MAAM;YACN,cAAc,EAAE,OAAO,CAAC,cAAc,EAAE,GAAG,CAAC;YAC5C,WAAW,EAAE,IAAI,CAAC,YAAY;SACjC,CAAC;IACN,CAAC;CACJ;AAED,OAAO,EAAE,0BAA0B,EAAE,CAAA"}

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

@@ -1,22 +1,4 @@
-/**
- * Kaufman's Adaptive Moving Average (KAMA/AMA).
- */
-declare class AMA {
-    erPeriod: any;
-    erSmoothPeriod: any;
-    erSmoothAlpha: any;
-    erSmoothValue: any;
-    fastSC: any;
-    slowSC: any;
-    prevAMA: any;
-    history: any;
-    warmedUp: any;
-    smaSum: any;
-    smaCount: any;
-    constructor(erPeriod: any, fastPeriod: any, slowPeriod: any, erSmoothPeriod: any);
-    update(price: any): any;
-}
 declare function getAmaWarmupBars(erPeriod: any, slowPeriod: any, lookbackBars: any, fastPeriod: any, erSmoothPeriod?: number): number;
 declare function calculateAMA(closes: any, params: any): any[];
-export { AMA, calculateAMA, getAmaWarmupBars };
+export { calculateAMA, getAmaWarmupBars };
 //# sourceMappingURL=ama.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"ama.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama.ts"],"names":[],"mappings":"AAKA;;GAEG;AACH,cAAM,GAAG;IACL,QAAQ,EAAE,GAAG,CAAC;IACd,cAAc,EAAE,GAAG,CAAC;IACpB,aAAa,EAAE,GAAG,CAAC;IACnB,aAAa,EAAE,GAAG,CAAC;IACnB,MAAM,EAAE,GAAG,CAAC;IACZ,MAAM,EAAE,GAAG,CAAC;IACZ,OAAO,EAAE,GAAG,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;IACb,QAAQ,EAAE,GAAG,CAAC;IACd,MAAM,EAAE,GAAG,CAAC;IACZ,QAAQ,EAAE,GAAG,CAAC;gBAEF,QAAQ,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG;IA0BhF,MAAM,CAAC,KAAK,EAAE,GAAG;CA+CpB;AAED,iBAAS,gBAAgB,CAAC,QAAQ,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,cAAc,SAAI,UAoC/G;AAED,iBAAS,YAAY,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,SAmB7C;AAED,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}
+{"version":3,"file":"ama.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama.ts"],"names":[],"mappings":"AAgGA,iBAAS,gBAAgB,CAAC,QAAQ,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,cAAc,SAAI,UAoC/G;AAED,iBAAS,YAAY,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,SAmB7C;AAED,OAAO,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}

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

@@ -129,5 +129,5 @@ function calculateAMA(closes, params) {
     const indicator = new AMA(params.erPeriod, params.fastPeriod, params.slowPeriod, params.erSmoothPeriod);
     return closes.map(price => indicator.update(price));
 }
-export { AMA, calculateAMA, getAmaWarmupBars };
+export { calculateAMA, getAmaWarmupBars };
 //# sourceMappingURL=ama.js.map

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

@@ -1 +1 @@
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package/dist/market_adapter/core/strategies/ama_slope_model.d.ts

@@ -1,4 +1,4 @@
-declare function computeAverageAmaSlopePct(current: any, past: any, lookbackBars: any): number | null;
+import { computeAverageAmaSlopePct } from './dynamic_weight_series.js';
 /**
  * Compute AMA slope and volatility offsets from the AMA series.
  *
@@ -16,23 +16,12 @@ declare function computeAverageAmaSlopePct(current: any, past: any, lookbackBars
  * @param {number}   [opts.volatilityScaleX=10.0]       Scale factor penalty (10.0 = normal start)
  * @param {number}   [opts.volatilityThreshold=0.1]      Minimum |symmetricDelta| before penalty applies
  * @param {number}   [opts.erPeriod=DEFAULT_ER_PERIOD]  AMA warm-up bars to skip in isReady guard
- * @param {number}   [opts.slowPeriod=DEFAULT_SLOW_PERIOD]  AMA slow period used for warm-up guard
- * @param {number}   [opts.fastPeriod=DEFAULT_FAST_PERIOD]  AMA fast period used for warm-up guard
  * @param {number}   [opts.maxSlopeOffset=MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP]  Per-bot cap on buy/sell asymmetry offset
  * @param {number}   [opts.maxVolatilityOffset=MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP]  Per-bot cap on volatility shift
- * @param {number}   [opts.clipPercentile=0]             Percentile clip on slope (0=off, 10=clip top 10%)
- * @param {number}   [opts.clipThreshold]                Pre-computed clip threshold from slope history
+ * @param {number}   [opts.clipThreshold=Infinity]      Pre-computed clip threshold from slope history (percentile clipping is done by the caller)
  * @returns {{ slopeOffset, rawSlopeOffset, symmetricDelta, slopePct, clippedSlopePct, confidence, trend, isReady }}
  */
 declare function computeAmaSlopeWeights(amaValues: any, weightVariance: any, opts?: any): {
-    isReady: boolean;
-    slopeOffset: number;
-    symmetricDelta: number;
-    slopePct: number;
-    clippedSlopePct: number;
-    confidence: number;
-    trend: string;
-} | {
     slopeOffset: number;
     rawSlopeOffset: number;
     symmetricDelta: number;

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

@@ -1 +1 @@
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+{"version":3,"file":"ama_slope_model.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama_slope_model.ts"],"names":[],"mappings":"AAWA,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AAOvE;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,iBAAS,sBAAsB,CAAC,SAAS,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;EAiGlF;AAED,OAAO,EAAE,sBAAsB,EAAE,yBAAyB,EAAE,CAAA"}

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

@@ -2,17 +2,12 @@ import { clamp } from '../../../modules/order/utils/math.js';
 import { MARKET_ADAPTER } from '../../../modules/constants.js';
 import { roundTo } from '../../../modules/utils/math_utils.js';
 import { normalizeMaxVolatilityOffset, normalizeVolatilityThreshold, } from '../config_normalizers.js';
+import { computeVolatilityShift } from './volatility_shift.js';
+// Canonical AMA slope % lives in dynamic_weight_series.ts (self-contained so the
+// chart generators can embed its exact source); re-exported here for compat.
+import { computeAverageAmaSlopePct } from './dynamic_weight_series.js';
 const _DEFAULT_AMA_KEY = MARKET_ADAPTER.DEFAULT_AMA_KEY;
 const DEFAULT_ER_PERIOD = MARKET_ADAPTER.AMAS[_DEFAULT_AMA_KEY].erPeriod;
-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;
-}
 /**
  * Compute AMA slope and volatility offsets from the AMA series.
  *
@@ -30,12 +25,9 @@ function computeAverageAmaSlopePct(current, past, lookbackBars) {
  * @param {number}   [opts.volatilityScaleX=10.0]       Scale factor penalty (10.0 = normal start)
  * @param {number}   [opts.volatilityThreshold=0.1]      Minimum |symmetricDelta| before penalty applies
  * @param {number}   [opts.erPeriod=DEFAULT_ER_PERIOD]  AMA warm-up bars to skip in isReady guard
- * @param {number}   [opts.slowPeriod=DEFAULT_SLOW_PERIOD]  AMA slow period used for warm-up guard
- * @param {number}   [opts.fastPeriod=DEFAULT_FAST_PERIOD]  AMA fast period used for warm-up guard
  * @param {number}   [opts.maxSlopeOffset=MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP]  Per-bot cap on buy/sell asymmetry offset
  * @param {number}   [opts.maxVolatilityOffset=MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP]  Per-bot cap on volatility shift
- * @param {number}   [opts.clipPercentile=0]             Percentile clip on slope (0=off, 10=clip top 10%)
- * @param {number}   [opts.clipThreshold]                Pre-computed clip threshold from slope history
+ * @param {number}   [opts.clipThreshold=Infinity]      Pre-computed clip threshold from slope history (percentile clipping is done by the caller)
  * @returns {{ slopeOffset, rawSlopeOffset, symmetricDelta, slopePct, clippedSlopePct, confidence, trend, isReady }}
  */
 function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
@@ -64,6 +56,7 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
     const notReady = {
         isReady: false,
         slopeOffset: 0,
+        rawSlopeOffset: 0,
         symmetricDelta: 0,
         slopePct: 0,
         clippedSlopePct: 0,
@@ -105,19 +98,15 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
         ? Math.round((Math.abs(slopeOffset) / maxSlopeOffset) * 100)
         : 0;
     // 5. Volatility penalty — symmetric downward shift from ATR/price ratio.
-    //    Formula: symmetricDelta = -weightVariance^exponent * scaleX
-    // Sync clamps with research tools:
-    // Exponent: 0.5 to 1.0 (prevents over-aggressive scaling on low ATR)
-    // ScaleX: 1.0 to 100.0
-    const effectiveExponent = Math.max(0.5, Math.min(1.0, safeVolatilityExponent));
-    const effectiveScaleX = Math.max(1.0, Math.min(100.0, safeVolatilityScaleX));
-    let symmetricDelta = 0;
-    if (safeWeightVariance > 0 && maxVolatilityOffset > 0) {
-        const volDelta = -Math.pow(safeWeightVariance, effectiveExponent) * effectiveScaleX;
-        const rawSymmetricDelta = clamp(volDelta, -maxVolatilityOffset, 0);
-        symmetricDelta = Math.abs(rawSymmetricDelta) < volatilityThreshold ? 0 : rawSymmetricDelta;
-    }
-    const roundedSymmetricDelta = (roundTo(symmetricDelta, 100)) || 0;
+    //    Canonical implementation shared with the volatility research tool and
+    //    the browser-embedded chart scripts (see strategies/volatility_shift.ts).
+    const shift = computeVolatilityShift(safeWeightVariance, {
+        exponent: safeVolatilityExponent,
+        scaleX: safeVolatilityScaleX,
+        threshold: volatilityThreshold,
+        clampValue: maxVolatilityOffset,
+    });
+    const roundedSymmetricDelta = (roundTo(shift.symmetricDelta, 100)) || 0;
     return {
         slopeOffset: roundedSlopeOffset,
         rawSlopeOffset: slopeOffset,

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

@@ -1 +1 @@
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package/dist/market_adapter/core/strategies/atr/calculator.d.ts

@@ -1,13 +1,48 @@
 /**
  * Average True Range (ATR) Service
  * Computes market volatility for symmetrical weight shifts.
+ *
+ * computeATRSeries is the canonical series implementation — it is shared by the
+ * live market adapter (via calculateATR), analysis tooling (re-exported through
+ * analysis/math_utils.ts), and the browser-embedded chart scripts (injected via
+ * fn.toString()). calculateATR is a thin single-value wrapper that preserves the
+ * production edge-case guards on top of the same series.
  */
+/**
+ * ATR series over candles (High, Low, Close).
+ *
+ * Chain-breaking semantics: an invalid row resets the previous-close reference so
+ * a single bad candle never synthesizes a multi-bar gap into the next true range.
+ * Positions before `period` valid true ranges resolve to 0 (insufficient data).
+ *
+ * Candles may be rows ([timestamp, open, high, low, close, volume]) or objects
+ * ({ open, high, low, close, ... }); the getter logic is inlined so the function
+ * stays self-contained and can be injected into generated HTML verbatim.
+ *
+ * @param {Array}   candles - Array of candle rows or candle objects
+ * @param {number}  period  - ATR period
+ * @param {Object}  [stats] - Optional mutable object; when provided, the number of
+ *                 valid true ranges computed is written to `stats.validRanges`
+ *                 and the final running ATR value to `stats.atr` (useful for
+ *                 callers that need to distinguish "no valid data" from "warmup 0"
+ *                 without re-scanning the input, or to read the last computed ATR
+ *                 even when the final row is missing/invalid).
+ * @returns {number[]} Per-candle ATR values (0 during warmup / across breaks)
+ */
+declare function computeATRSeries(candles: any, period?: number, stats?: any): number[];
 /**
  * Calculates ATR from candles (High, Low, Close).
- * @param {Array} candles - Array of [timestamp, open, high, low, close, volume]
+ *
+ * Edge-case guards preserved on top of the shared series: all-invalid input
+ * yields NaN (so callers can detect a failed ATR and disable the volatility
+ * penalty) rather than a silent 0; fewer valid true ranges than the period
+ * remains a warmup 0. The final ATR is the last computed running value, so a
+ * trailing missing/invalid candle does not collapse a valid ATR to 0.
+ *
+ * @param {Array} candles - Array of candle rows or candle objects
  * @param {number} period - ATR period
  * @returns {number} Average True Range value
  */
-declare function calculateATR(candles: any, period?: number): number;
-export { calculateATR };
+declare function calculateATR(candles: any, period?: number): any;
+export { calculateATR, computeATRSeries };
 //# sourceMappingURL=calculator.d.ts.map

package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"calculator.d.ts","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAMH;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,iBAAS,gBAAgB,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,EAAE,KAAK,GAAE,GAAU,YA0CrE;AAED;;;;;;;;;;;;GAYG;AACH,iBAAS,YAAY,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,OAe9C;AAED,OAAO,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/atr/calculator.js

@@ -1,47 +1,107 @@
 /**
  * Average True Range (ATR) Service
  * Computes market volatility for symmetrical weight shifts.
+ *
+ * computeATRSeries is the canonical series implementation — it is shared by the
+ * live market adapter (via calculateATR), analysis tooling (re-exported through
+ * analysis/math_utils.ts), and the browser-embedded chart scripts (injected via
+ * fn.toString()). calculateATR is a thin single-value wrapper that preserves the
+ * production edge-case guards on top of the same series.
  */
 import { normalizeAtrPeriod } from '../../config_normalizers.js';
 'use strict';
 /**
- * Calculates ATR from candles (High, Low, Close).
- * @param {Array} candles - Array of [timestamp, open, high, low, close, volume]
- * @param {number} period - ATR period
- * @returns {number} Average True Range value
+ * ATR series over candles (High, Low, Close).
+ *
+ * Chain-breaking semantics: an invalid row resets the previous-close reference so
+ * a single bad candle never synthesizes a multi-bar gap into the next true range.
+ * Positions before `period` valid true ranges resolve to 0 (insufficient data).
+ *
+ * Candles may be rows ([timestamp, open, high, low, close, volume]) or objects
+ * ({ open, high, low, close, ... }); the getter logic is inlined so the function
+ * stays self-contained and can be injected into generated HTML verbatim.
+ *
+ * @param {Array}   candles - Array of candle rows or candle objects
+ * @param {number}  period  - ATR period
+ * @param {Object}  [stats] - Optional mutable object; when provided, the number of
+ *                 valid true ranges computed is written to `stats.validRanges`
+ *                 and the final running ATR value to `stats.atr` (useful for
+ *                 callers that need to distinguish "no valid data" from "warmup 0"
+ *                 without re-scanning the input, or to read the last computed ATR
+ *                 even when the final row is missing/invalid).
+ * @returns {number[]} Per-candle ATR values (0 during warmup / across breaks)
  */
-function calculateATR(candles, period = 14) {
-    const safePeriod = normalizeAtrPeriod(period);
+function computeATRSeries(candles, period = 14, stats = null) {
+    const atrs = [];
     if (!Array.isArray(candles))
-        return Number.NaN;
-    if (candles.length < safePeriod + 1)
-        return 0;
-    let tr = [];
+        return atrs;
+    const safePeriod = Math.max(1, Math.round(period));
+    let trSum = 0;
+    let trCount = 0;
     let prevClose = null;
+    let atrVal = 0;
     for (let i = 0; i < candles.length; i++) {
-        const high = Number(candles[i]?.[2]);
-        const low = Number(candles[i]?.[3]);
-        const close = Number(candles[i]?.[4]);
+        const c = candles[i];
+        const high = Array.isArray(c) ? Number(c?.[2]) : Number(c?.high);
+        const low = Array.isArray(c) ? Number(c?.[3]) : Number(c?.low);
+        const close = Array.isArray(c) ? Number(c?.[4]) : Number(c?.close);
         if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
-            // Break the ATR chain across missing/invalid rows so a single bad candle
-            // does not synthesize a multi-bar gap into the next valid true range.
+            // Break the ATR chain across missing/invalid rows so a single bad
+            // candle does not synthesize a multi-bar gap into the next valid true range.
             prevClose = null;
+            atrs.push(0);
             continue;
         }
         if (prevClose != null) {
-            tr.push(Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose)));
+            const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+            trCount++;
+            if (trCount <= safePeriod) {
+                trSum += tr;
+                atrVal = trSum / trCount;
+            }
+            else {
+                atrVal = (atrVal * (safePeriod - 1) + tr) / safePeriod;
+            }
         }
         prevClose = close;
+        atrs.push(trCount < safePeriod ? 0 : atrVal);
+    }
+    if (stats && typeof stats === 'object') {
+        stats.validRanges = trCount;
+        stats.atr = atrVal;
     }
-    if (tr.length === 0)
+    return atrs;
+}
+/**
+ * Calculates ATR from candles (High, Low, Close).
+ *
+ * Edge-case guards preserved on top of the shared series: all-invalid input
+ * yields NaN (so callers can detect a failed ATR and disable the volatility
+ * penalty) rather than a silent 0; fewer valid true ranges than the period
+ * remains a warmup 0. The final ATR is the last computed running value, so a
+ * trailing missing/invalid candle does not collapse a valid ATR to 0.
+ *
+ * @param {Array} candles - Array of candle rows or candle objects
+ * @param {number} period - ATR period
+ * @returns {number} Average True Range value
+ */
+function calculateATR(candles, period = 14) {
+    const safePeriod = normalizeAtrPeriod(period);
+    if (!Array.isArray(candles))
         return Number.NaN;
-    if (tr.length < safePeriod)
+    if (candles.length < safePeriod + 1)
         return 0;
-    let atr = tr.slice(0, safePeriod).reduce((a, b) => a + b, 0) / safePeriod;
-    for (let i = safePeriod; i < tr.length; i++) {
-        atr = (atr * (safePeriod - 1) + tr[i]) / safePeriod;
-    }
-    return atr;
+    const stats = {};
+    const series = computeATRSeries(candles, safePeriod, stats);
+    if (series.length === 0)
+        return Number.NaN;
+    // No valid true ranges at all (all rows missing/invalid) → NaN, not 0.
+    if (stats.validRanges === 0)
+        return Number.NaN;
+    // Fewer valid true ranges than the period → warmup 0.
+    if (stats.validRanges < safePeriod)
+        return 0;
+    return Number.isFinite(stats.atr) ? stats.atr : 0;
 }
-export { calculateATR };
+export { calculateATR, computeATRSeries };
 //# sourceMappingURL=calculator.js.map

package/dist/market_adapter/core/strategies/atr/calculator.js.map

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

@@ -15,7 +15,7 @@
  * and any CR adjustment should trigger a grid rebuild from fresh on-chain state.
  */
 /**
- * @param {Object}  trendData           - TrendAnalyzer output ({ trend, confidence, isReady })
+ * @param {Object}  trendData           - AMA slope model output ({ trend, confidence, isReady })
  * @param {number}  minRatio            - Floor collateral ratio (e.g. 1.5)
  * @param {number}  maxRatio            - Ceiling collateral ratio (e.g. 2.0)
  * @returns {{ targetRatio: number, action: string, adjustment: number }}

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

@@ -17,7 +17,7 @@ import { roundTo, roundToDecimals } from '../../../modules/utils/math_utils.js';
  * and any CR adjustment should trigger a grid rebuild from fresh on-chain state.
  */
 /**
- * @param {Object}  trendData           - TrendAnalyzer output ({ trend, confidence, isReady })
+ * @param {Object}  trendData           - AMA slope model output ({ trend, confidence, isReady })
  * @param {number}  minRatio            - Floor collateral ratio (e.g. 1.5)
  * @param {number}  maxRatio            - Ceiling collateral ratio (e.g. 2.0)
  * @returns {{ targetRatio: number, action: string, adjustment: number }}

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

@@ -0,0 +1,32 @@
+/**
+ * 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.
+ */
+declare function computeAverageAmaSlopePct(current: any, past: any, lookbackBars: any): number | null;
+declare function echoLatchSeries(appliedSeries: any[], preGainSeries: any[], confirmBars: any): {
+    echoedAppliedSeries: any[];
+    echoedPreGainSeries: any[];
+};
+declare function roundToN(value: any, factor: any): number;
+declare function computeDynamicWeightSeries(inputs: any): {
+    amaOffsets: any[];
+    kalmanOffsets: any[];
+    combinedOffSeries: any[];
+    gatedOffSeries: any[];
+    echoedOffSeries: any[];
+    echoedGatedOffSeries: any[];
+};
+export { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN };
+//# sourceMappingURL=dynamic_weight_series.d.ts.map

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

@@ -0,0 +1 @@
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