dexbot 1.4.15 → 1.4.17

package/analysis/analyze_regime.ts

@@ -0,0 +1,156 @@
+#!/usr/bin/env node
+
+/**
+ * REGIME ANALYSIS TOOL
+ *
+ * Computes Hurst Exponent and Permutation Entropy over historical candle data.
+ *
+ *   Hurst H > 0.55 = trending (persistent)  → trust trend-following signals
+ *   Hurst H ≈ 0.50 = random walk            → no edge, stay flat
+ *   Hurst H < 0.45 = mean-reverting         → suppress or invert trend signals
+ *
+ *   Norm. PE < 0.60 = structured            → signals are reliable
+ *   Norm. PE > 0.85 = noise                 → no exploitable structure
+ *
+ * Usage:
+ *   tsx analysis/analyze_regime.ts \
+ *     --source json \
+ *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
+ */
+
+import { MARKET_ADAPTER }              from '../modules/constants.js';
+import { HurstAnalyzer }               from './trend_detection/hurst_analyzer.js';
+import { PermutationEntropyAnalyzer }  from './trend_detection/permutation_entropy_analyzer.js';
+import { generateRegimeHTML }          from './trend_detection/regime_chart_generator.js';
+import { calculateAMA }                from '../market_adapter/core/strategies/ama.js';
+import { writeChartFile }              from './chart_utils.js';
+import { getCandleClose }              from './math_utils.js';
+import { resolveSource, listAvailableBots, type SourceConfig } from './resolve_source.js';
+
+const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
+const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
+
+'use strict';
+
+function parseArgs() {
+    const args = process.argv.slice(2);
+    const config: {
+        source:      { type: string; config: SourceConfig };
+        chartFile:   string;
+        hurstWindow: number;
+        peWindow:    number;
+        peM:         number;
+        quiet:       boolean;
+        listBots:    boolean;
+    } = {
+        source:      { type: 'market_adapter', config: { botKey: '' } },
+        chartFile:   'analysis/charts/regime_chart.html',
+        hurstWindow: HURST_CONFIG.window,
+        peWindow:    PE_CONFIG.window,
+        peM:         PE_CONFIG.m,
+        quiet:       false,
+        listBots:    false,
+    };
+
+    for (let i = 0; i < args.length; i++) {
+        const arg = args[i];
+        if      (arg === '--source')       config.source.type              = args[++i];
+        else if (arg === '--bot-key')      config.source.config.botKey     = args[++i];
+        else if (arg === '--file') {
+            config.source.config.filePath = args[++i];
+            config.source.type = 'json';
+        }
+        else if (arg === '--chart')        config.chartFile                = args[++i];
+        else if (arg === '--hurst-window') config.hurstWindow              = parseInt(args[++i], 10);
+        else if (arg === '--pe-window')    config.peWindow                 = parseInt(args[++i], 10);
+        else if (arg === '--pe-m')         config.peM                      = parseInt(args[++i], 10);
+        else if (arg === '--list-bots')    config.listBots                 = true;
+        else if (arg === '--quiet')        config.quiet                    = true;
+    }
+
+    return config;
+}
+
+async function main() {
+    const config = parseArgs();
+
+    try {
+        if (config.listBots) {
+            listAvailableBots();
+            return;
+        }
+
+        const { source, amaConfig } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
+        if (!config.quiet) console.log(`[Regime] Loading candles from ${source.name}...`);
+
+        const candles = await source.fetchCandles();
+        if (!Array.isArray(candles) || candles.length === 0) {
+            throw new Error('No candles returned from source');
+        }
+
+        // ── Regime analyzers ─────────────────────────────────────────────────
+        const hurstAnalyzer = new HurstAnalyzer({
+            window: config.hurstWindow,
+            scales: HURST_CONFIG.scales,
+        });
+        const peAnalyzer = new PermutationEntropyAnalyzer({
+            m:      config.peM,
+            delay:  PE_CONFIG.delay,
+            window: config.peWindow,
+        });
+
+        const allResults: any[] = [];
+        for (let i = 0; i < candles.length; i++) {
+            const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
+            const hurst = hurstAnalyzer.update(marketPrice);
+            const pe    = peAnalyzer.update(marketPrice);
+
+            allResults.push({
+                timestamp,
+                price:               marketPrice,
+                hurst:               hurst.hurst,
+                hurstRegime:         hurst.regime,
+                hurstRegimeStrength: hurst.regimeStrength,
+                hurstReady:          hurst.isReady,
+                normalizedEntropy:   pe.normalizedEntropy,
+                entropy:             pe.entropy,
+                peRegime:            pe.regime,
+                peRegimeStrength:    pe.regimeStrength,
+                peReady:             pe.isReady,
+            });
+        }
+
+        // ── AMA3 overlay for price panel ─────────────────────────────────────
+        const closes    = candles.map(c => getCandleClose(c) ?? 0);
+        const ama3Values = calculateAMA(closes, amaConfig);
+        for (let i = 0; i < allResults.length; i++) {
+            (allResults[i] as any).ama3Price = ama3Values[i] ?? null;
+        }
+
+        // ── Print tail summary ───────────────────────────────────────────────
+        if (!config.quiet) {
+            const last = allResults[allResults.length - 1];
+            console.log(`[Regime] ${candles.length} bars processed`);
+            console.log(`[Regime] Last bar:`);
+            console.log(`         Hurst H=${last.hurst}  regime=${last.hurstRegime}`);
+            console.log(`         PE    e=${last.normalizedEntropy}  regime=${last.peRegime}`);
+        }
+
+        // ── Generate chart ───────────────────────────────────────────────────
+        const html = generateRegimeHTML({
+            allResults,
+            hurstConfig: { window: config.hurstWindow, scales: HURST_CONFIG.scales },
+            peConfig:    { m: config.peM, window: config.peWindow },
+        }, 'Regime Analysis \u2014 Hurst \u00b7 Permutation Entropy');
+
+        writeChartFile(config.chartFile, html);
+
+        if (!config.quiet) console.log(`[Regime] \u2713 Chart saved to ${config.chartFile}`);
+
+    } catch (err: unknown) {
+        console.error(`[Regime] Error: ${(err as any)?.message ?? err}`);
+        process.exit(1);
+    }
+}
+
+main().catch((err: unknown) => { console.error(err); process.exit(1); });

package/analysis/analyze_regime_windows.ts

@@ -0,0 +1,460 @@
+#!/usr/bin/env node
+
+/**
+ * REGIME WINDOW OPTIMIZER
+ *
+ * Grid-searches optimal Hurst and Permutation Entropy window sizes to maximize
+ * regime quality — a composite score of stability, directional accuracy, and
+ * information content.
+ *
+ * Scoring:
+ *   - regimeStability: mean duration (bars) before regime switches
+ *   - entropyDefect: penalty for being stuck in the "random" band (H 0.45–0.55)
+ *
+ * Usage:
+ *   tsx analysis/analyze_regime_windows.ts \
+ *     --source json \
+ *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
+ */
+
+import { HurstAnalyzer }              from './trend_detection/hurst_analyzer.js';
+import { PermutationEntropyAnalyzer } from './trend_detection/permutation_entropy_analyzer.js';
+import { MARKET_ADAPTER } from '../modules/constants.js';
+import { writeChartFile }            from './chart_utils.js';
+import { getCandleClose }            from './math_utils.js';
+import { roundTo } from '../modules/order/utils/math.js';
+import { resolveSource, listAvailableBots, type SourceConfig } from './resolve_source.js';
+
+const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
+const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
+
+'use strict';
+
+const HURST_CENTER   = HURST_CONFIG.window;
+const PE_CENTER      = PE_CONFIG.window;
+const RANGE_FACTOR   = 2;
+const N_POINTS       = 20;
+
+function geoRange(center: number, factor: number, n: number) {
+    const lo = center / factor;
+    const hi = center * factor;
+    const r  = Math.pow(hi / lo, 1 / (n - 1));
+    const vals: number[] = [];
+    for (let i = 0; i < n; i++) vals.push(lo * Math.pow(r, i));
+    return vals;
+}
+
+const HURST_WINDOWS  = geoRange(HURST_CENTER, RANGE_FACTOR, N_POINTS);
+const PE_WINDOWS     = geoRange(PE_CENTER, RANGE_FACTOR, N_POINTS);
+const HURST_SCALES   = [8, 16, 32, 64];
+const PE_M           = 5;
+const PE_DELAY       = 1;
+
+function parseArgs() {
+    const args = process.argv.slice(2);
+    const config: {
+        source:    { type: string; config: SourceConfig };
+        chartFile: string;
+        quiet:     boolean;
+        listBots:  boolean;
+    } = {
+        source:    { type: 'market_adapter', config: { botKey: '' } },
+        chartFile: 'analysis/charts/regime_windows_heatmap.html',
+        quiet:     false,
+        listBots:  false,
+    };
+
+    for (let i = 0; i < args.length; i++) {
+        const arg = args[i];
+        if      (arg === '--source')      config.source.type             = args[++i];
+        else if (arg === '--bot-key')     config.source.config.botKey    = args[++i];
+        else if (arg === '--file') {
+            config.source.config.filePath = args[++i];
+            config.source.type = 'json';
+        }
+        else if (arg === '--chart')       config.chartFile               = args[++i];
+        else if (arg === '--list-bots')   config.listBots                = true;
+        else if (arg === '--quiet')       config.quiet                   = true;
+    }
+
+    return config;
+}
+
+const H_UPPER = 0.5 + MARKET_ADAPTER.HURST_ZONE_BAND;
+const H_LOWER = 0.5 - MARKET_ADAPTER.HURST_ZONE_BAND;
+
+function regimeBand(H: number | null): string {
+    if (H === null) return 'RANDOM';
+    if (H > H_UPPER) return 'TRENDING';
+    if (H < H_LOWER) return 'MEAN_REVERTING';
+    return 'RANDOM';
+}
+
+function rankNormalize(arr: number[]) {
+    const sorted = arr.slice().sort((a: number, b: number) => a - b);
+    return arr.map((v: number) => {
+        const idx = sorted.findIndex((x: number) => x === v);
+        return idx / (sorted.length - 1);
+    });
+}
+
+function scoreWindowPair(prices: number[], hurstWindow: number, peWindow: number) {
+    const n = prices.length;
+
+    const hurstAnalyzer = new HurstAnalyzer({ window: hurstWindow, scales: HURST_SCALES });
+    const peAnalyzer    = new PermutationEntropyAnalyzer({ m: PE_M, delay: PE_DELAY, window: peWindow });
+
+    const hArr: (number | null)[] = [];
+    const pArr: (number | null)[] = [];
+
+    for (let i = 0; i < n; i++) {
+        const h = hurstAnalyzer.update(prices[i]);
+        const p = peAnalyzer.update(prices[i]);
+        hArr.push(h.isReady ? h.hurst : null);
+        pArr.push(p.isReady ? p.normalizedEntropy : null);
+    }
+
+    const firstReady = hArr.findIndex(v => v !== null);
+    if (firstReady < 0) return null;
+
+    const readyH = hArr.slice(firstReady);
+    const readyP = pArr.slice(firstReady).filter((v): v is number => v !== null);
+    const m = readyH.length;
+    if (m < 50) return null;
+
+    // ── Regime sequences ──────────────────────────────────────────────────
+    const hBands = readyH.map(regimeBand);
+    const pBands = readyP.map(v => v < 0.60 ? 'STRUCTURED' : v > 0.85 ? 'NOISE' : 'MIXED');
+    const combined = hBands.map((h, i) => `${h}|${pBands[i]}`);
+
+    // ── Stability: mean run-length of combined regime ───────────────────
+    let stabilitySum = 0, stabilityCount = 0;
+    let runLen = 1;
+    for (let i = 1; i < combined.length; i++) {
+        if (combined[i] === combined[i - 1]) {
+            runLen++;
+        } else {
+            stabilitySum += runLen;
+            stabilityCount++;
+            runLen = 1;
+        }
+    }
+    stabilitySum += runLen;
+    stabilityCount++;
+    const meanStability = stabilitySum / stabilityCount;
+
+
+
+    // ── Entropy defect: how often stuck in random band ───────────────────
+    const randomCount = hBands.filter(b => b === 'RANDOM').length;
+    const entropyDefect = randomCount / m;
+
+    // ── Structured fraction: how often PE is structured ───────────────────
+    const structuredCount = pBands.filter(b => b === 'STRUCTURED').length;
+    const structuredFrac = structuredCount / m;
+
+    // ── Lag score: inverse window size — smaller windows respond faster ─────
+    const minH = HURST_WINDOWS[0];
+    const minP = PE_WINDOWS[0];
+    const lagScore = 0.5 * (minH / hurstWindow) + 0.5 * (minP / peWindow);
+
+    return {
+        hurstWindow,
+        peWindow,
+        meanStability,
+        entropyDefect,
+        structuredFrac,
+        lagScore,
+        _stabilityRaw:   meanStability,
+        _entropyRaw:     1 - entropyDefect,
+        _structuredRaw:  structuredFrac,
+        _lagRaw:         lagScore,
+        n: m,
+    };
+}
+
+function computeComposite(allResults: any[]) {
+    const n = allResults.length;
+    if (n === 0) return allResults;
+
+    const stabilityVals   = allResults.map((r: any) => r._stabilityRaw);
+    const entropyVals     = allResults.map((r: any) => r._entropyRaw);
+    const structuredVals  = allResults.map((r: any) => r._structuredRaw);
+    const lagVals         = allResults.map((r: any) => r._lagRaw);
+
+    const [rnStability, rnEntropy, rnStructured, rnLag] =
+        [stabilityVals, entropyVals, structuredVals, lagVals].map(rankNormalize);
+
+    // Weights: lag=30%, stability=30%, entropy=25%, structured=15%
+    const W = { lag: 0.30, stability: 0.30, entropy: 0.25, structured: 0.15 };
+
+    return allResults.map((r: any, i: number) => {
+        const composite =
+            W.lag        * rnLag[i] +
+            W.stability  * rnStability[i] +
+            W.entropy    * rnEntropy[i] +
+            W.structured * rnStructured[i];
+
+        return {
+            ...r,
+            stabilityScore:    roundTo(rnStability[i], 1000),
+            entropyScore:       roundTo(rnEntropy[i], 1000),
+            structuredScore:    roundTo(rnStructured[i], 1000),
+            lagScore:           roundTo(rnLag[i], 1000),
+            composite:          roundTo(composite, 1000),
+        };
+    });
+}
+
+function generateHeatmapHTML(results: any[], hurstVals: number[], peVals: number[]) {
+    const maxComposite = Math.max(...results.map((r: any) => r.composite));
+    const minComposite = Math.min(...results.map((r: any) => r.composite));
+    const range = maxComposite - minComposite || 1;
+
+    const grid: Record<string, any> = {};
+    results.forEach((r: any) => { grid[`${r.hurstWindow},${r.peWindow}`] = r; });
+
+    const defaultH = HURST_CENTER;
+    const defaultP = PE_CENTER;
+    const geoRatio = Math.pow(RANGE_FACTOR, 1 / (N_POINTS - 1));
+    const epsH = Math.abs(HURST_WINDOWS[HURST_WINDOWS.length - 1] - HURST_WINDOWS[0]) / (N_POINTS - 1) * 0.6;
+    const epsP = Math.abs(PE_WINDOWS[PE_WINDOWS.length - 1] - PE_WINDOWS[0]) / (N_POINTS - 1) * 0.6;
+
+    const best = results.reduce((a: any, b: any) => a.composite > b.composite ? a : b);
+    const top10 = results.slice().sort((a: any, b: any) => b.composite - a.composite).slice(0, 10);
+
+    const currentResult = results.find((r: any) =>
+        Math.abs(r.hurstWindow - defaultH) < epsH && Math.abs(r.peWindow - defaultP) < epsP
+    );
+
+    function cell(r: any, h: number, p: number) {
+        if (!r) return '<td class="empty"></td>';
+        const norm = (r.composite - minComposite) / range; // 0 = worst, 1 = best
+
+        // Color ramp: red (worst) → orange → yellow → green (best)
+        // norm 0.0 → rgb(248,81,73)   red
+        // norm 0.5 → rgb(240,140,0)   orange
+        // norm 1.0 → rgb(46,160,67)   green
+        const rr = norm < 0.5
+            ? Math.round(248 - (248 - 240) * norm * 2)
+            : Math.round(240 - (240 - 46) * (norm - 0.5) * 2);
+        const rg = norm < 0.5
+            ? Math.round(81 + (140 - 81) * norm * 2)
+            : Math.round(140 + (160 - 140) * (norm - 0.5) * 2);
+        const rb = norm < 0.5
+            ? Math.round(73 + (0 - 73) * norm * 2)
+            : Math.round(0 + (67 - 0) * (norm - 0.5) * 2);
+        const bg = `rgb(${rr},${rg},${rb})`;
+
+        const isCenter = Math.abs(h - defaultH) < epsH && Math.abs(p - defaultP) < epsP;
+        const isBest   = r === best;
+        let border = isBest ? '2px solid #fff' : isCenter ? '2px solid #58a6ff' : '1px solid #1c2128';
+
+        return `<td class="cell" style="background:${bg};${border}"
+            title="H=${Math.round(h)} PE=${Math.round(p)}
+composite=${r.composite} (${(norm * 100).toFixed(1)}% of range)
+stability=${r.meanStability.toFixed(1)}b  lag=${r.lagScore.toFixed(3)}
+noise=${(r.entropyDefect*100).toFixed(1)}%">
+            <span class="val" style="color:${norm > 0.7 ? '#fff' : norm > 0.35 ? '#0b0e14' : 'rgba(255,255,255,0.75)'}">${r.composite.toFixed(3)}</span>
+        </td>`;
+    }
+
+    // PE on Y axis (rows), Hurst on X axis (columns)
+    const colHeaders = hurstVals.map((h: number) => `<th>${Math.round(h)}</th>`).join('');
+    const rows = peVals.map((p: number) =>
+        `<tr><td class="row-label">${Math.round(p)}</td>${hurstVals.map((h: number) => cell(grid[`${h},${p}`], h, p)).join('')}</tr>`
+    ).join('\n');
+
+    const top10Bars = top10.map((r: any, i: number) => {
+        const isCenter = Math.abs(r.hurstWindow - defaultH) < epsH && Math.abs(r.peWindow - defaultP) < epsP;
+        const isBest = r === best;
+        const barNorm = (r.composite - minComposite) / range;
+        const rr = barNorm < 0.5
+            ? Math.round(248 - (248 - 240) * barNorm * 2)
+            : Math.round(240 - (240 - 46) * (barNorm - 0.5) * 2);
+        const rg = barNorm < 0.5
+            ? Math.round(81 + (140 - 81) * barNorm * 2)
+            : Math.round(140 + (160 - 140) * (barNorm - 0.5) * 2);
+        const rb = barNorm < 0.5
+            ? Math.round(73 + (0 - 73) * barNorm * 2)
+            : Math.round(0 + (67 - 0) * (barNorm - 0.5) * 2);
+        const barColor = `rgb(${rr},${rg},${rb})`;
+        return `<div class="bar-row" title="H=${Math.round(r.hurstWindow)} PE=${Math.round(r.peWindow)}  stability=${r.meanStability.toFixed(1)}b  lag=${r.lagScore.toFixed(3)}">
+            <span class="bar-label" style="color:${isBest ? '#3fb950' : isCenter ? '#58a6ff' : '#8b949e'}">#${i+1}  H=${Math.round(r.hurstWindow)} PE=${Math.round(r.peWindow)}</span>
+            <div class="bar-track"><div class="bar-fill" style="width:${(barNorm * 100).toFixed(1)}%;background:${barColor}"></div></div>
+            <span class="bar-score" style="color:${barColor}">${r.composite.toFixed(3)}</span>
+            <span class="bar-meta">${r.meanStability.toFixed(1)}b  lag=${r.lagScore.toFixed(2)}  ${(r.entropyDefect*100).toFixed(0)}%noise</span>
+        </div>`;
+    }).join('\n');
+
+    return `<!DOCTYPE html>
+<html lang="en">
+<head>
+    <meta charset="UTF-8">
+    <title>Regime Window Optimization</title>
+    <style>
+        * { box-sizing: border-box; }
+        body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 20px; }
+        h1 { color: #fff; font-size: 16px; margin: 0 0 4px 0; }
+        .subtitle { color: #8b949e; font-size: 11px; margin: 0 0 12px 0; }
+        .topline { display: flex; gap: 32px; margin-bottom: 14px; font-size: 12px; }
+        .topline span { color: #8b949e; }
+        .topline .highlight { color: #3fb950; font-weight: bold; }
+        .topline .current { color: #58a6ff; }
+        .layout { display: flex; gap: 24px; align-items: flex-start; flex-wrap: wrap; }
+        .col-label { font-size: 11px; color: #8b949e; margin-bottom: 4px; }
+        table { border-collapse: collapse; }
+        th, td { padding: 0; text-align: center; }
+        th { color: #8b949e; font-size: 10px; font-weight: normal; height: 20px; line-height: 20px; }
+        td.cell { width: 36px; height: 26px; cursor: default; }
+        td.cell .val { display: block; font-size: 9px; font-weight: bold; line-height: 26px; }
+        td.row-label { color: #8b949e; font-size: 10px; text-align: right; padding-right: 8px; width: 40px; }
+        td.empty { background: #161b22; }
+        .legend { display: flex; gap: 10px; align-items: center; font-size: 10px; color: #8b949e; margin-top: 8px; }
+        .legend-bar { width: 100px; height: 6px; border-radius: 2px; background: linear-gradient(to right, #f85149, #f08c00, #3fb950); }
+        .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; }
+        .top10-chart { display: flex; flex-direction: column; gap: 6px; min-width: 380px; }
+        .bar-row { display: flex; align-items: center; gap: 10px; }
+        .bar-label { font-size: 10px; color: #8b949e; min-width: 100px; text-align: right; font-family: monospace; }
+        .bar-track { flex: 1; height: 18px; background: #161b22; border-radius: 2px; overflow: hidden; }
+        .bar-fill { height: 100%; border-radius: 2px; transition: width 0.3s ease; }
+        .bar-score { font-size: 11px; font-weight: bold; min-width: 44px; text-align: right; font-family: monospace; }
+        .bar-meta { font-size: 9px; color: #555; min-width: 140px; }
+        .bottom-row { display: flex; gap: 32px; align-items: flex-start; flex-wrap: wrap; margin-top: 24px; }
+        .score-breakdown { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; }
+        .score-card { background: #161b22; border: 1px solid #30363d; border-radius: 6px; padding: 10px 14px; }
+        .score-card h3 { color: #8b949e; font-size: 9px; text-transform: uppercase; letter-spacing: 1px; margin: 0 0 4px 0; font-weight: normal; }
+        .score-card .value { font-size: 18px; font-weight: bold; color: #3fb950; }
+        .score-card .desc { font-size: 10px; color: #8b949e; margin-top: 2px; }
+        .params-table { font-size: 11px; color: #8b949e; }
+        .params-table td { padding: 3px 0; }
+        .params-table td:first-child { color: #555; padding-right: 16px; }
+    </style>
+</head>
+<body>
+    <h1>Regime Window Optimization</h1>
+    <p class="subtitle">
+        Composite = 0.30×lag + 0.30×stability + 0.25×entropy + 0.15×structured
+        &nbsp;&middot;&nbsp; ${hurstVals.length}×${peVals.length} grid (${hurstVals.length * peVals.length} combos)
+        &nbsp;&middot;&nbsp; ${results[0]?.n ?? 0} usable bars
+    </p>
+
+    <div class="topline">
+        <span>Best: <span class="highlight">H=${Math.round(best.hurstWindow)} PE=${Math.round(best.peWindow)}</span> score=${best.composite}</span>
+        <span>Current: <span class="current">H=${defaultH} PE=${defaultP}</span> score=${currentResult ? currentResult.composite : '—'}</span>
+        <span>Ratio: <span class="highlight">${(best.composite / (currentResult?.composite || 1)).toFixed(3)}</span></span>
+        <span>&Delta;: <span class="highlight">+${((best.composite - (currentResult?.composite || 0)) * 100).toFixed(1)}%</span></span>
+    </div>
+
+    <div class="layout">
+        <div>
+            <div class="col-label">Hurst window &rarr;</div>
+            <table class="heatmap">
+                <thead><tr><th></th>${colHeaders}</tr></thead>
+                <tbody>${rows}</tbody>
+            </table>
+            <div class="legend">
+                <span style="color:#f85149">bad</span>
+                <div class="legend-bar"></div>
+                <span style="color:#3fb950">good</span>
+                <span style="margin-left:12px;border-left:2px solid #58a6ff;padding-left:6px;">current</span>
+                <span style="border-left:2px solid #fff;padding-left:6px;">best</span>
+            </div>
+        </div>
+
+        <div>
+            <p class="section-title">Top 10 — Best combinations</p>
+            <div class="top10-chart">${top10Bars}</div>
+        </div>
+    </div>
+
+    <div class="bottom-row">
+        <div class="score-breakdown">
+            <div class="score-card">
+                <h3>Lag</h3>
+                <div class="value">30%</div>
+                <div class="desc">Responsiveness (inverse window size)</div>
+            </div>
+            <div class="score-card">
+                <h3>Stability</h3>
+                <div class="value">30%</div>
+                <div class="desc">Mean regime run-length</div>
+            </div>
+            <div class="score-card">
+                <h3>Entropy</h3>
+                <div class="value">25%</div>
+                <div class="desc">1 − random-band fraction</div>
+            </div>
+            <div class="score-card">
+                <h3>Structured</h3>
+                <div class="value">15%</div>
+                <div class="desc">PE structured fraction</div>
+            </div>
+        </div>
+
+        <table class="params-table">
+            <tr><td>Hurst range</td><td>${Math.round(hurstVals[0])} – ${Math.round(hurstVals[hurstVals.length-1])} (center=${defaultH})</td></tr>
+            <tr><td>PE range</td><td>${Math.round(peVals[0])} – ${Math.round(peVals[peVals.length-1])} (center=${defaultP})</td></tr>
+            <tr><td>Hurst scales</td><td>[8, 16, 32, 64]</td></tr>
+            <tr><td>PE embedding</td><td>m=5, delay=1</td></tr>
+            <tr><td>Spacing</td><td>geometric (ratio=${geoRatio.toFixed(3)})</td></tr>
+        </table>
+    </div>
+</body>
+</html>`;
+}
+
+async function main() {
+    const config = parseArgs();
+
+    try {
+        if (config.listBots) {
+            listAvailableBots();
+            return;
+        }
+
+        const { source } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
+        if (!config.quiet) console.log(`[RegimeWindows] Loading candles from ${source.name}...`);
+
+        const candles = await source.fetchCandles();
+        if (!Array.isArray(candles) || candles.length === 0) {
+            throw new Error('No candles returned from source');
+        }
+
+        const prices = candles.map(c => getCandleClose(c) ?? 0);
+
+        if (!config.quiet) console.log(`[RegimeWindows] ${prices.length} candles — running grid search...`);
+
+        const rawResults: any[] = [];
+        for (const hW of HURST_WINDOWS) {
+            for (const pW of PE_WINDOWS) {
+                if (!config.quiet) process.stdout.write(`  H=${hW.toFixed(1)} PE=${pW.toFixed(1)} ... `);
+                const r = scoreWindowPair(prices, hW, pW);
+                if (r) {
+                    rawResults.push(r);
+                    if (!config.quiet) console.log(`stab=${r._stabilityRaw.toFixed(1)}b  entr=${(r._entropyRaw*100).toFixed(1)}%  lag=${r._lagRaw.toFixed(3)}`);
+                } else {
+                    if (!config.quiet) console.log('skip (not enough data)');
+                }
+            }
+        }
+
+        const results = computeComposite(rawResults);
+
+        if (!config.quiet) {
+            const best = results.reduce((a: any, b: any) => a.composite > b.composite ? a : b);
+            console.log(`\n[RegimeWindows] Best: H=${Math.round(best.hurstWindow)} PE=${Math.round(best.peWindow)}  score=${best.composite}  (stab=${best.stabilityScore}  entr=${best.entropyScore}  lag=${best.lagScore})`);
+        }
+
+        const html = generateHeatmapHTML(results, HURST_WINDOWS, PE_WINDOWS);
+        writeChartFile(config.chartFile, html);
+
+        if (!config.quiet) console.log(`[RegimeWindows] ✓ Chart saved to ${config.chartFile}`);
+
+    } catch (err: unknown) {
+        console.error(`[RegimeWindows] Error: ${(err as any)?.message ?? err}`);
+        process.exit(1);
+    }
+}
+
+main().catch((err: unknown) => { console.error(err); process.exit(1); });