npm - dexbot - Versions diffs - 1.4.16 → 1.4.17 - Mend

dexbot 1.4.16 → 1.4.17

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 (1525) hide show

package/analysis/trend_detection/hurst_analyzer.ts ADDED Viewed

@@ -0,0 +1,7 @@
+'use strict';
+/**
+ * Re-export shim — canonical implementation lives in
+ * market_adapter/core/signals/hurst_analyzer.ts.
+ */
+export { HurstAnalyzer } from '../../market_adapter/core/signals/hurst_analyzer.js';

package/analysis/trend_detection/kalman_chart_generator.ts ADDED Viewed

@@ -0,0 +1,371 @@
+import { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } from '../chart_utils.js';
+import { sharedChartCSS } from '../chart_css.js';
+import { Y_AXIS_SIZE, makeCursorConfig, bindHoverStateFn, wireChartEvents, zoomResetScript, sizeChartsFn } from '../chart_ui.js';
+'use strict';
+const NEUTRAL_ZONE_PCT = 0.15;
+const MAX_SLOPE_PCT    = 3.0;
+const MAX_SLOPE_OFFSET = 0.5;
+function computeKalmanWeightOffset(velocityPct: any, isReady: any) {
+    if (!isReady || velocityPct == null) return 0;
+    if (Math.abs(velocityPct) < NEUTRAL_ZONE_PCT) return 0;
+    return Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET,
+        (velocityPct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
+}
+function generateHTML(data: any, title = 'Kalman Trajectory Analysis') {
+    const results = data.allResults || [];
+    if (results.length === 0) throw new Error('No analysis results in input');
+    const interval = results.length > 1 ?
+        (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000 : 3600;
+    const dates          = results.map((r: any, idx: number) => toEpochSeconds(r.timestamp || Date.now(), idx));
+    const prices         = results.map((r: any) => r.price);
+    const tacticalPrices = results.map((r: any) => r.kalmanPrice);
+    const modalPrices    = results.map((r: any) => r.modalPrice);
+    const signals        = results.map((r: any) => r.signal);
+    const trendUp        = results.map((r: any) =>
+        r.kalmanPrice != null && r.modalPrice != null ? r.kalmanPrice > r.modalPrice : null
+    );
+    const kalmanWeights  = results.map((r: any) => computeKalmanWeightOffset(r.velocityFilteredPct ?? r.velocityPct, r.isReady));
+    const amaWeights     = results.map((r: any) => r.amaWeightOffset ?? null);
+    // Future Projection (150 bars)
+    const lastDate = dates[dates.length - 1];
+    for (let i = 1; i <= 150; i++) {
+        dates.push(lastDate + (i * interval));
+        prices.push(null);
+        tacticalPrices.push(null);
+        modalPrices.push(null);
+        signals.push(null);
+        trendUp.push(null);
+        kalmanWeights.push(null);
+        amaWeights.push(null);
+    }
+    // Extract dense Beams
+    const allBeams: any[] = [];
+    results.forEach((r: any, idx: number) => {
+        if (idx % 15 === 0 || (r.beams && r.beams.length > 0 && r.beams[r.beams.length-1].originX === idx)) {
+            allBeams.push({
+                x: dates[idx],
+                y: r.kalmanPrice,
+                v: r.velocity,
+                endX: dates[idx] + (150 * interval),
+                endY: r.kalmanPrice + (r.velocity * 150)
+            });
+        }
+    });
+    return `<!DOCTYPE html>
+<html lang="en">
+<head>
+    <meta charset="UTF-8">
+    <title>${escapeHtml(title)}</title>
+    <link rel="stylesheet" href="../uplot/uPlot.min.css">
+    <script src="../uplot/uPlot.iife.min.js"></script>
+    <style>
+        ${sharedChartCSS()}
+        #price-panel  { flex: 0 0 55%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
+        #kalman-panel { flex: 0 0 23%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
+        #ama-panel    { flex: 1 1 0;   min-height: 0; position: relative; }
+    </style>
+</head>
+<body>
+    <div id="header">
+        <div style="font-weight:bold;color:#fff;">${escapeHtml(title)}</div>
+        <div style="font-size:11px;color:#8b949e;text-transform:uppercase;">Log-Kinetic Trajectory Overlay &nbsp;·&nbsp; Scroll to zoom &nbsp;·&nbsp; Drag to pan &nbsp;·&nbsp; Ctrl+0 reset</div>
+    </div>
+    <div id="panels">
+        <div id="price-panel">
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price">-</span></div>
+                <div class="legend-item"><div class="dot" style="background:#ff7b72;"></div>Tactical: <span id="l-tactical">-</span></div>
+                <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>Modal: <span id="l-modal">-</span></div>
+                <div class="legend-item" style="margin-left:8px;">Trend: <span id="l-trend" style="font-weight:bold;">-</span></div>
+            </div>
+            <div id="main-chart"></div>
+        </div>
+        <div id="kalman-panel">
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#2ea043,#f85149);"></div>Kalman Weight: <span id="l-kalman-w" style="font-weight:bold;">-</span></div>
+                <span style="color:#8b949e;font-size:10px;">sell bias ↑ &nbsp;/&nbsp; buy bias ↓ &nbsp;·&nbsp; neutral=0</span>
+            </div>
+            <div id="kalman-chart"></div>
+        </div>
+        <div id="ama-panel">
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#f0a000,#4a90d9);"></div>AMA Weight: <span id="l-ama-w" style="font-weight:bold;">-</span></div>
+                <span style="color:#8b949e;font-size:10px;">lookback 72 bars &nbsp;·&nbsp; er10/2/30</span>
+            </div>
+            <div id="ama-chart"></div>
+        </div>
+    </div>
+    <script id="payload" type="application/json">${serializeJsonForScript({ dates, prices, tacticalPrices, modalPrices, signals, allBeams, trendUp, kalmanWeights, amaWeights })}</script>
+    <script>
+        const data = JSON.parse(document.getElementById('payload').textContent);
+        const SYNC_KEY = "kalman";
+        // ── Zoom / Pan ────────────────────────────────────────────────────────
+        const xMin = data.dates[0];
+        const xMax = data.dates[data.dates.length - 1];
+        let pendingRange = null;
+        let pendingRangeRaf = 0;
+        let priceChart, kalmanChart, amaChart;
+        let charts;
+        ${UPLOT_SHARED_SCRIPT}
+        // ── Legend ────────────────────────────────────────────────────────────
+        let lastLiveIdx = data.prices.length - 151; // last real bar (before future nulls)
+        function updateLegend(idx) {
+            if (idx == null) return;
+            lastLiveIdx = idx;
+            document.getElementById('l-price').textContent    = data.prices[idx]?.toFixed(4)        ?? "-";
+            document.getElementById('l-tactical').textContent = data.tacticalPrices[idx]?.toFixed(4) ?? "-";
+            document.getElementById('l-modal').textContent    = data.modalPrices[idx]?.toFixed(4)    ?? "-";
+            const trend = data.trendUp[idx];
+            const tEl = document.getElementById('l-trend');
+            if (trend === null || trend === undefined) { tEl.textContent = '-'; tEl.style.color = '#8b949e'; }
+            else if (trend) { tEl.textContent = 'UP';   tEl.style.color = '#2ea043'; }
+            else             { tEl.textContent = 'DOWN'; tEl.style.color = '#f85149'; }
+            function setW(elId, v, posColor, negColor) {
+                const el = document.getElementById(elId);
+                if (v === null || v === undefined) { el.textContent = '-'; el.style.color = '#8b949e'; return; }
+                el.textContent = (v >= 0 ? '+' : '') + v.toFixed(3);
+                el.style.color = v > 0.01 ? posColor : v < -0.01 ? negColor : '#8b949e';
+            }
+            setW('l-kalman-w', data.kalmanWeights[idx], '#2ea043', '#f85149');
+            setW('l-ama-w',    data.amaWeights[idx],    '#f0a000', '#4a90d9');
+        }
+        // ── Draw hooks ────────────────────────────────────────────────────────
+        function makeTrendBgHook() {
+            return u => {
+                const { ctx, bbox } = u;
+                ctx.save();
+                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
+                ctx.globalCompositeOperation = 'destination-over';
+                let i = 0;
+                while (i < data.trendUp.length) {
+                    if (data.trendUp[i] === null) { i++; continue; }
+                    const trend = data.trendUp[i];
+                    let j = i + 1;
+                    while (j < data.trendUp.length && data.trendUp[j] === trend) j++;
+                    const x0 = u.valToPos(data.dates[i], 'x', true);
+                    const x1 = j < data.trendUp.length ? u.valToPos(data.dates[j], 'x', true) : bbox.left + bbox.width;
+                    ctx.fillStyle = trend ? 'rgba(46,160,67,0.08)' : 'rgba(248,81,73,0.08)';
+                    ctx.fillRect(x0, bbox.top, x1 - x0, bbox.height);
+                    i = j;
+                }
+                ctx.restore();
+            };
+        }
+        function makeBeamHook() {
+            return u => {
+                const { ctx } = u;
+                ctx.save();
+                data.allBeams.forEach(b => {
+                    const x0 = u.valToPos(b.x,    'x', true);
+                    const y0 = u.valToPos(b.y,    'y', true);
+                    const x1 = u.valToPos(b.endX, 'x', true);
+                    const y1 = u.valToPos(b.endY, 'y', true);
+                    if (x0 < u.bbox.left || x0 > u.bbox.left + u.bbox.width) return;
+                    ctx.lineWidth = 1;
+                    ctx.strokeStyle = b.v > 0 ? "rgba(46,160,67,0.15)" : "rgba(248,81,73,0.15)";
+                    ctx.beginPath(); ctx.moveTo(x0, y0); ctx.lineTo(x1, y1); ctx.stroke();
+                });
+                data.signals.forEach((s, i) => {
+                    if (!s || s === 'NEUTRAL' || s === 'EQUILIBRIUM') return;
+                    const x = u.valToPos(data.dates[i], 'x', true);
+                    if (x < u.bbox.left || x > u.bbox.left + u.bbox.width) return;
+                    const price = data.prices[i];
+                    if (price == null) return;
+                    const yPos = u.valToPos(price, 'y', true);
+                    ctx.fillStyle = s.includes('BULL') ? "#2ea043" : "#f85149";
+                    ctx.beginPath(); ctx.arc(x, s.includes('BULL') ? yPos - 15 : yPos + 15, 3.5, 0, Math.PI * 2); ctx.fill();
+                });
+                ctx.restore();
+            };
+        }
+        function makeWeightFillHook(values, scaleKey, posColor, negColor) {
+            return u => {
+                const { ctx, bbox } = u;
+                ctx.save();
+                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
+                const zeroY = u.valToPos(0, scaleKey, true);
+                const path = new Path2D();
+                let inSeg = false, lastX = 0;
+                for (let i = 0; i < values.length; i++) {
+                    const v = values[i];
+                    if (v === null) { if (inSeg) { path.lineTo(lastX, zeroY); inSeg = false; } continue; }
+                    const x = u.valToPos(data.dates[i], 'x', true);
+                    const y = u.valToPos(v, scaleKey, true);
+                    if (!inSeg) { path.moveTo(x, zeroY); path.lineTo(x, y); inSeg = true; }
+                    else path.lineTo(x, y);
+                    lastX = x;
+                }
+                if (inSeg) path.lineTo(lastX, zeroY);
+                ctx.save();
+                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, zeroY - bbox.top); ctx.clip();
+                ctx.fillStyle = posColor; ctx.fill(path);
+                ctx.restore();
+                ctx.save();
+                ctx.beginPath(); ctx.rect(bbox.left, zeroY, bbox.width, bbox.top + bbox.height - zeroY); ctx.clip();
+                ctx.fillStyle = negColor; ctx.fill(path);
+                ctx.restore();
+                ctx.strokeStyle = 'rgba(255,255,255,0.35)'; ctx.lineWidth = 1; ctx.stroke(path);
+                ctx.strokeStyle = 'rgba(255,255,255,0.15)'; ctx.lineWidth = 1;
+                ctx.beginPath(); ctx.moveTo(bbox.left, zeroY); ctx.lineTo(bbox.left + bbox.width, zeroY); ctx.stroke();
+                ctx.restore();
+            };
+        }
+        // ── Shared cursor config ──────────────────────────────────────────────
+        const cursorCfg = ${makeCursorConfig()};
+        // ── Shared weight chart opts ──────────────────────────────────────────
+        function makeWeightOpts(el, scaleKey, values, posColor, negColor, showXAxis) {
+            return {
+                width: el.offsetWidth,
+                height: el.offsetHeight,
+                padding: [4, 8, 0, 4],
+                select: { show: false },
+                legend: { show: false },
+                scales: {
+                    x: { time: true },
+                    [scaleKey]: { range: () => [-0.55, 0.55] }
+                },
+                series: [
+                    { label: 'Time' },
+                    { label: 'Weight', stroke: 'transparent', scale: scaleKey, points: { show: false } }
+                ],
+                axes: [
+                    {
+                        show: showXAxis,
+                        stroke: '#ffffff',
+                        grid: { stroke: '#1c2128' },
+                        ticks: { stroke: '#30363d', width: 1 },
+                        size: 34,
+                        font: '11px Segoe UI, sans-serif',
+                    },
+                    {
+                        scale: scaleKey,
+                        stroke: '#ffffff',
+                        grid: { stroke: '#1c2128', dash: [4, 4] },
+                        ticks: { stroke: '#30363d', width: 1 },
+                        size: ${Y_AXIS_SIZE},
+                        font: '11px Segoe UI, sans-serif',
+                        values: (u, v) => v.map(x => x != null ? (x >= 0 ? '+' : '') + x.toFixed(2) : ''),
+                        splits: () => [-0.5, -0.25, 0, 0.25, 0.5],
+                    }
+                ],
+                cursor: cursorCfg,
+                hooks: { draw: [makeWeightFillHook(values, scaleKey, posColor, negColor)] }
+            };
+        }
+        // ── Chart init ────────────────────────────────────────────────────────
+        function init() {
+            const priceEl  = document.getElementById('price-panel');
+            const kalmanEl = document.getElementById('kalman-panel');
+            const amaEl    = document.getElementById('ama-panel');
+            priceChart = new uPlot({
+                width: priceEl.offsetWidth,
+                height: priceEl.offsetHeight,
+                padding: [4, 8, 0, 4],
+                select: { show: false },
+                legend: { show: false },
+                scales: {
+                    x: { time: true },
+                    y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.9, max * 1.1] }
+                },
+                series: [
+                    { label: 'Time' },
+                    { label: 'Price',    stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
+                    { label: 'Tactical', stroke: '#ff7b72', width: 2.5, scale: 'y', points: { show: false } },
+                    { label: 'Modal',    stroke: '#d2a8ff', width: 2, dash: [8,4], scale: 'y', points: { show: false } }
+                ],
+                axes: [
+                    {
+                        show: false,
+                        stroke: '#ffffff',
+                        grid: { stroke: '#1c2128' },
+                        ticks: { stroke: '#30363d', width: 1 },
+                        size: 34,
+                        font: '11px Segoe UI, sans-serif',
+                    },
+                    {
+                        scale: 'y',
+                        stroke: '#ffffff',
+                        grid: { stroke: '#1c2128' },
+                        ticks: { stroke: '#30363d', width: 1 },
+                        size: ${Y_AXIS_SIZE},
+                        font: '11px Segoe UI, sans-serif',
+                        values: (u, v) => v.map(x => x != null ? x.toFixed(4) : ''),
+                    }
+                ],
+                cursor: cursorCfg,
+                hooks: { draw: [makeTrendBgHook(), makeBeamHook()] }
+            }, [data.dates, data.prices, data.tacticalPrices, data.modalPrices], document.getElementById('main-chart'));
+            kalmanChart = new uPlot(
+                makeWeightOpts(kalmanEl, 'kw', data.kalmanWeights,
+                    'rgba(46,160,67,0.30)', 'rgba(248,81,73,0.30)', false),
+                [data.dates, data.kalmanWeights],
+                document.getElementById('kalman-chart')
+            );
+            amaChart = new uPlot(
+                makeWeightOpts(amaEl, 'aw', data.amaWeights,
+                    'rgba(240,160,0,0.30)', 'rgba(74,144,217,0.30)', true),
+                [data.dates, data.amaWeights],
+                document.getElementById('ama-chart')
+            );
+            charts = [priceChart, kalmanChart, amaChart];
+            ${bindHoverStateFn()}
+            ${wireChartEvents('charts', 'updateLegend', 'lastLiveIdx')}
+        }
+        ${sizeChartsFn([['priceChart', 'price-panel'], ['kalmanChart', 'kalman-panel'], ['amaChart', 'ama-panel']])}
+        window.addEventListener('resize', sizeCharts);
+        ${zoomResetScript()}
+        init();
+        // After layout settles: size charts correctly and seed legend with last real bar
+        requestAnimationFrame(() => {
+            sizeCharts();
+            updateLegend(lastLiveIdx);
+        });
+    </script>
+</body>
+</html>`;
+}
+export { generateHTML }

package/analysis/trend_detection/kalman_trend_analyzer.ts ADDED Viewed

@@ -0,0 +1,9 @@
+'use strict';
+/**
+ * Re-export shim — canonical implementation lives in
+ * market_adapter/core/signals/kalman_trend_analyzer.ts so production, analysis
+ * tooling, and tests all resolve to one shared module.
+ */
+export { KalmanTrendAnalyzer, KalmanFilter } from '../../market_adapter/core/signals/kalman_trend_analyzer.js';
+export type { TrendAnalysis } from '../../market_adapter/core/signals/kalman_trend_analyzer.js';

package/analysis/trend_detection/kalman_velocity_smoothing.ts ADDED Viewed

@@ -0,0 +1,7 @@
+'use strict';
+/**
+ * Re-export shim — canonical implementation lives in
+ * market_adapter/core/signals/kalman_velocity_smoothing.ts.
+ */
+export { buildKalmanVelocitySeries, computeAbsolutePercentileThreshold, resolveKalmanVelocitySmoothingConfig, smoothKalmanVelocityPoint, KALMAN_VELOCITY_DEFAULTS } from '../../market_adapter/core/signals/kalman_velocity_smoothing.js';

package/analysis/trend_detection/package.json ADDED Viewed

@@ -0,0 +1,23 @@
+{
+  "name": "trend-detection",
+  "version": "1.4.17",
+  "description": "Kalman filter trend detection with tactical/modal state tracking",
+  "main": "../../dist/analysis/trend_detection/kalman_trend_analyzer.js",
+  "scripts": {
+    "test": "npm --prefix ../.. run build && node ../../dist/analysis/trend_detection/tests/test_kalman_trend.js && node ../../dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js"
+  },
+  "keywords": [
+    "trend-detection",
+    "kalman",
+    "trading",
+    "indicator"
+  ],
+  "author": "",
+  "license": "ISC",
+  "dependencies": {},
+  "devDependencies": {},
+  "engines": {
+    "node": ">=14.0.0"
+  },
+  "type": "module"
+}

package/analysis/trend_detection/permutation_entropy_analyzer.ts ADDED Viewed

@@ -0,0 +1,7 @@
+'use strict';
+/**
+ * Re-export shim — canonical implementation lives in
+ * market_adapter/core/signals/permutation_entropy_analyzer.ts.
+ */
+export { PermutationEntropyAnalyzer } from '../../market_adapter/core/signals/permutation_entropy_analyzer.js';