dexbot 1.4.16 → 1.4.18

package/README.md

@@ -36,8 +36,6 @@ npm i -g dexbot
 dexbot key                 # Set up master password and import keys
 dexbot bot                 # Create and manage bot configurations
 dexbot start               # Start DEXBot2
-
-# Developing on DEXBot2? See Install from source below — same commands, same data.
 ```
 
 Detailed setup: [Installation](#-installation).
@@ -107,18 +105,18 @@ brew install node git
    ```
    All three should display version numbers.
 
-### Install from npm
+### Install DEXBot2 from npm (recommended)
 
 ```bash
-npm i -g dexbot   # stable release from the npm registry
+npm i -g dexbot
 ```
 
-### Install from source (developers)
+### Install DEXBot2 from source (developers)
 
 ```bash
 git clone https://github.com/froooze/DEXBot2.git && cd DEXBot2
 npm install
-npm link          # optional: exposes `dexbot` from your checkout
+npm link
 ```
 
 ### Where your data lives

package/analysis/README.md

@@ -0,0 +1,468 @@
+# Analysis
+
+Tools that inspect DEXBot trading behavior and the market data it operates on. Output is interactive HTML charts written to `charts/` (regenerated on each run, not committed); none of this runs in production.
+
+## Contents
+
+- [Which tool should I use?](#which-tool-should-i-use)
+- [Key Terms](#key-terms)
+- [Quick Start](#quick-start)
+- [Data Prerequisites](#data-prerequisites)
+- [Trade & Portfolio Analysis](#trade--portfolio-analysis)
+- [Charts & Visualization](#charts--visualization)
+- [Trend & Price Analysis](#trend--price-analysis)
+- [Subarea Reference](#subarea-reference)
+- [Shared Helpers](#shared-helpers)
+- [npm Script Shortcuts](#npm-script-shortcuts)
+- [Related Docs](#related-docs)
+
+## Which tool should I use?
+
+| Tool | Ask this when… | One-line command |
+|------|----------------|------------------|
+| [`trade_profitability.ts`](#trade-profitability-analyzer-trade_profitabilityts) | "Is my bot making money?" — PnL, R-multiples, drawdown | `npm run analysis:trade-pnl -- <account-id>` |
+| [`analyze_risk_profile.ts`](#risk-profile-analyzer-analyze_risk_profilets) | "How wide should my Safe Range clamps be?" | `node dist/analysis/analyze_risk_profile.js --bot-key <bot-key>` |
+| [`analyze_trade_heatmap.ts`](#trade-heatmap-analyze_trade_heatmapts) | "Where did trade volume cluster vs the AMA?" | `node dist/analysis/analyze_trade_heatmap.js --bot-key <bot-key>` |
+| [`tradingview/analyze_tradingview.ts`](#tradingview-chart-tradingviewanalyze_tradingviewts) | "Just give me a candle chart" | `npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>` |
+| [`analyze_dynamic_weight.ts`](#dynamic-weight-research-analyze_dynamic_weightts) | "Are buy/sell weights tuned for this regime?" | `node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>` |
+| [`analyze_volatility.ts`](#volatility-analyze_volatilityts) | "Both weights clipped too hard / not enough?" | `node dist/analysis/analyze_volatility.js --bot-key <bot-key>` |
+| [`analyze_regime.ts`](#supporting-sub-signals) | "Is the trend/chaos gate too aggressive?" | `node dist/analysis/analyze_regime.js --bot-key <bot-key>` |
+| [`analyze_kalman.ts`](#supporting-sub-signals) | "Is Kalman's contribution to the blend right?" | `node dist/analysis/analyze_kalman.js --bot-key <bot-key>` |
+| [`ama_fitting/`](#ama-fitting) | "Which AMA preset fits this market?" | `node dist/analysis/ama_fitting/optimizer_high_resolution.js --data <lp-file>` |
+| [`bot_fitting/`](#bot-fitting) | "What spread / increment / ratio for my grid?" | `node dist/analysis/bot_fitting/backtest_ama_sweep.js --data <lp-file>` |
+
+> `analyze_derivatives.ts` (SMA / MACD / RSI derivative layer, uses `derivative_chart_generator.ts`) is a legacy tool surfaced via `npm run analysis:derivatives` — kept for reference.
+
+> `<account-id>` = a BitShares `1.2.x` account ID or name. `<bot-key>` = a key from `profiles/bots.json`. `<lp-file>` = a JSON file under `market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json`.
+
+## Key Terms
+
+Common abbreviations used throughout: OHLC, AMA, ER, ATR, Kalman, Hurst, PE, R, LIFO, FIFO, PnL, SMA, VWMA. Full definitions below.
+
+<details><summary>Abbreviation glossary (click to expand)</summary>
+
+| Term | Full name | Plain English |
+|------|-----------|---------------|
+| **OHLC** | Open, High, Low, Close | The four price points that describe each candle (bar) on a chart |
+| **AMA** | Adaptive Moving Average | A trend line that speeds up in trending markets and slows down in choppy ones. AMA1–AMA4 are presets with different speeds. |
+| **ER** | Efficiency Ratio | How directional price movement was in a period (0 = pure noise, 1 = straight line) |
+| **ATR** | Average True Range | How much the price typically moves per bar — a volatility measure |
+| **Kalman** | Kalman Filter | A mathematical filter that estimates the true trend by separating signal from noise |
+| **Hurst** | Hurst Exponent | A number (0–1) that tells you if the market is trending (>0.5), mean-reverting (<0.5), or random (=0.5) |
+| **PE** | Permutation Entropy | How unpredictable the price pattern is — low PE = orderly trend, high PE = chaos |
+| **R** | Risk multiple | A trade's return measured in "average losing trade" units. A +3R trade earned 3× what a typical loser costs you. |
+| **LIFO** | Last In, First Out | Sell the most recently bought asset first (matches grid-bot cycles) |
+| **FIFO** | First In, First Out | Sell the oldest purchased asset first (conservative, reflects holding cost) |
+| **PnL** | Profit and Loss | Net earnings from trading |
+| **SMA** | Simple Moving Average | Average price over N bars — the basic trend line |
+| **VWMA** | Volume-Weighted Moving Average | Like SMA but gives more weight to bars with higher volume |
+
+</details>
+
+## Quick Start
+
+Two entry points, depending on what you're asking:
+
+**"What's my bot doing right now?"** — pass a bot key from `profiles/bots.json`:
+
+```bash
+npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>
+node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>
+```
+
+**"How much money did my bot make?"** — pass a BitShares account ID or name:
+
+```bash
+npm run analysis:trade-pnl -- 1.2.123456 --hours 168
+```
+
+> The market adapter source reads from `market_adapter/state/market_adapter_centers.json` — run the bot first to populate state.
+> Prefer the `npm run analysis:*` shortcuts; they wrap the compiled runners with the same flags (see [npm Script Shortcuts](#npm-script-shortcuts) for the full mapping).
+
+## Data Prerequisites
+
+Most runners expect candle data. Two paths to get it:
+
+**Market adapter source** (default for most runners) — reads from `market_adapter/state/market_adapter_centers.json`. No setup needed; just run the bot first to populate state.
+
+**LP candle files** — for deeper analysis with full OHLC data:
+
+```bash
+# Via the market adapter LP exporter (recommended for blockchain-backed candles)
+node dist/market_adapter/inputs/fetch_lp_data.js --pool 133 --precA 4 --precB 5 --interval 1h --lookback 26280h
+
+# Via the analysis fetcher (uses Kibana source directly)
+node dist/analysis/ama_fitting/fetch_lp_candles.js --pool 1.19.133 \
+  --assetA <ASSET_A> --assetAId <asset_a_id> --assetAPrecision <n> \
+  --assetB <ASSET_B> --assetBId <asset_b_id> --assetBPrecision <n>
+```
+
+Placeholder key:
+
+- `<pair>` — the asset-pair folder name under `market_adapter/data/lp/`.
+- `<id>` — LP pool number you fetched with `--pool`.
+- `<interval>` — candle interval, e.g. `1h`.
+- `<ASSET_A>` / `<ASSET_B>` — asset symbols; `<asset_a_id>` / `<asset_b_id>` their `1.3.x` IDs; `<n>` their on-chain precision.
+
+See [ama_fitting/README.md](ama_fitting/README.md) for full fetch options and data format.
+
+## Trade & Portfolio Analysis
+
+### Risk Profile Analyzer (`analyze_risk_profile.ts`)
+
+Measures inventory risk by calculating empirical divergence quantiles (based on price-to-AMA deviation). Use this to calibrate 'Safe Range' clamping tiers for your liquidity strategy.
+
+```bash
+node dist/analysis/analyze_risk_profile.js --bot-key <bot-key>
+
+# From explicit LP candle file
+node dist/analysis/analyze_risk_profile.js \
+  --file market_adapter/data/lp/<pair>/lp_pool_<id>_1h.json \
+  --ama AMA3 \
+  --output analysis/charts/risk_report.html
+```
+
+Metrics include:
+- **Max Divergence:** Structural risk limit of the AMA preset.
+- **Quantiles (99.9%, 99.99%, 99.999%):** Safe Range bounds for clamping tiers.
+- **σ_ama_delta:** Std dev of per-bar AMA movement — use this to calibrate `AMA_DELTA_THRESHOLD_PERCENT`.
+
+### Trade Profitability Analyzer (`trade_profitability.ts`)
+
+Fetches `fill_order` operations for a BitShares account from Kibana within a specified time range, then computes realized PnL via sequential (LIFO) or FIFO inventory tracking per asset pair.
+
+**Pipeline:** Kibana fill query → on-chain asset precision resolution → buy/sell classification → chronological matching (sequential LIFO by default) → per-pair summary + optional per-match detail.
+
+```bash
+# Account by ID, last 7 days (default)
+node dist/analysis/trade_profitability.js 1.2.123456
+
+# Account by name with on-chain resolution
+node dist/analysis/trade_profitability.js "my-account-name" --lookup --hours 720
+
+# Absolute window with asset filter
+node dist/analysis/trade_profitability.js 1.2.123456 \
+  --start 2026-07-01 --end 2026-07-07 --asset 1.3.3291
+
+# Export trade log and full analysis
+node dist/analysis/trade_profitability.js 1.2.123456 \
+  --hours 168 --csv trades.csv --json results.json
+
+# Conservative accounting (FIFO)
+node dist/analysis/trade_profitability.js 1.2.123456 \
+  --hours 168 --match-mode fifo
+```
+
+<details><summary>Options (click to expand)</summary>
+
+| Flag | Default | Description |
+|------|---------|-------------|
+| `--start <iso>` | — | Start time (ISO 8601) |
+| `--end <iso>` | — | End time |
+| `--hours <n>` | `168` (7d) | Lookback hours (alternative to start/end) |
+| `--asset <id>` | all | Filter to one base asset ID |
+| `--lookup` | off | Resolve account name to 1.2.x ID via BitShares node |
+| `--node <url>` | first healthy from built-in pool (10 nodes) | BitShares node for account + asset resolution |
+| `--csv <file>` | — | Export chronologically sorted trade list |
+| `--json <file>` | — | Export full analysis with per-pair PnL data |
+| `--match-mode <mode>` | `sequential` | Matching mode: `sequential` (LIFO, default) or `fifo` |
+| `--trades` | off | Show per-order PnL detail (hidden by default) |
+| `--fee-per-order <bts>` | `0.09652` | Blockchain fee per limit_order_create op (BTS); approximate |
+| `--verbose` | off | Print per-pair trade counts during processing |
+
+</details>
+
+**Asset precision handling:**
+
+1. Assets listed in the static `ASSETS` table (BTS, TWENTIX, XBTSX.*, HONEST.*, IOB.*, etc.) resolve instantly.
+2. Unknown assets are resolved on-chain via `get_assets` when `--node` is provided, with results cached at runtime.
+3. If no `--node` is given and an asset is unknown, the fill is **skipped** with a warning (no abort).
+
+**PnL methodology:**
+
+- **Ordering:** Trades within each pair are sorted chronologically (block number + operation index).
+- **Lot tracking:** Buys add lots to an inventory queue.
+- **LIFO (default):** Sells consume the newest lots first — matching the actual grid cycle where a buy at one level is sold at the next tick up.
+- **FIFO:** Sells consume the oldest lots first, reflecting the real cost of carrying inventory through a trend.
+- **Per-match PnL:** `(sellPrice − buyPrice) × matchedAmount`, reported in quote-asset units and as a percentage of the buy price.
+- **Summary PnL%:** Uses volume-weighted average prices from matched lots only.
+- **Unmatched sells:** Sells without a preceding buy in the window are surfaced in the pair summary.
+- **Maker/taker flags:** The per-match detail table includes these for both the entry (buy) and exit (sell) legs, sourced from the blockchain operation.
+- **Cross pairs:** For non-BTS pairs, assets are normalised by ordering the lower asset ID as base so buy/sell direction is consistent. PnL is reported in the pair's quote asset — a warning is shown when non-BTS quotes are present.
+- **Programmatic use:** The script exports `analyzePair`, `classifyFills`, `computeMetrics`, and their TypeScript types.
+
+**Metrics glossary** — `R` = the size of the average losing trade. A +3R trade earned 3× what a typical loser costs you.
+
+<details><summary>Per-metric definitions (click to expand)</summary>
+
+| Output line | Meaning |
+|-------------|---------|
+| `Win Rate` | % of trades that made money. Higher is better, but above 90% with small wins can hide tail risk. |
+| `Profit Factor` | Total BTS won ÷ total BTS lost. Above 1.0 means you're profitable; above 2.0 is strong. |
+| `Fee Drag` | % of gross profit eaten by blockchain order-creation fees. Lower = more efficient. |
+| `Avg Win / Avg Loss` | Ratio of average winner size to average loser size. Above 1.0 means winners are bigger. |
+| `Expectancy (gross)` | How much one trade is expected to earn before fees. Positive = edge exists. The `R` version normalises this by the average loss size (reports in R-multiples instead of BTS). The `net` version subtracts fees. |
+| `Median R` | The middle R-multiple value (half of trades are above, half below). `>1R` / `>2R` = % of trades that earned more than 1× or 2× the average loss. `<-1R` = % that lost more than 1× the average loss. |
+| `PnL distribution` | Median, P25, P75, Best, Worst — the centre, spread, and extremes of per-trade return %. Not annualised, just per cycle. |
+| `Sharpe (ann)` | How consistent your daily net PnL is per unit of volatility. Dimensionful (based on absolute daily PnL, not % returns) — use for ranking your own runs, not comparing across account sizes. |
+| `Sortino (ann)` | Same method but only penalises days where you lost money (downside volatility). Higher than the Sharpe is normal; a big gap means most volatility came from winning days. |
+| `Max Drawdown` | Largest peak-to-trough equity decline as a % of the peak. How bad things got. |
+| `Max Recovery Time` | Longest time (in days) from the deepest point of a drawdown back to a new equity high. |
+| `Max Consecutive W/L` | Longest streak of winning or losing round-trips. Grouped by sell order, so one order covering multiple buy lots counts as one result. Grid bots naturally cluster wins during trends — streaks of 100-200 are not alarming. |
+| `Avg hold time` | Average time (hours) between buying an asset and selling it. |
+| `Maker / Taker` | % of trade legs (buys + sells combined) where the bot provided liquidity (maker, resting on the book) vs took it (taker). Higher maker % = lower fees. |
+| `Sell orders filled` | Number of distinct sell orders that were filled in the period. |
+| `Partial fills/order` | How many buy lots each sell order consumed (mean, median, max). For a grid bot: 2.0 median means half the orders clear 2 grid levels; 18 max means one big sweep. |
+| `One-shot orders` | % of orders that matched exactly 1 buy lot. Low % = your grid is thick enough that orders routinely cover multiple levels. |
+| `Fills/day` | Average matched lots per calendar day. Raw activity speed. |
+| `Avg vol/day` | Average daily trading volume in the quote asset. |
+
+</details>
+
+## Charts & Visualization
+
+### Trade Heatmap (`analyze_trade_heatmap.ts`)
+
+Generates a 2D heatmap + summed histogram showing where trade volume concentrates relative to AMA deviation. Time-slice rows show how the distribution evolved; the bottom histogram shows the aggregate bell-curve shape with threshold annotations.
+
+```bash
+node dist/analysis/analyze_trade_heatmap.js --bot-key <bot-key>
+
+# From explicit LP candle file
+node dist/analysis/analyze_trade_heatmap.js \
+  --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
+  --ama AMA3 \
+  --output analysis/charts/trade_heatmap.html \
+  --bin-size 5 \
+  --max-neg 50 \
+  --max-pos 60 \
+  --slice-months 6
+```
+
+<details><summary>Options (click to expand)</summary>
+
+| Flag | Default | Description |
+|------|---------|-------------|
+| `--source` | `market_adapter` | Data source: `market_adapter` or `json` |
+| `--bot-key` | — | Bot key from `profiles/bots.json` (required for `market_adapter` source) |
+| `--file` | — | Path to LP candle JSON (for `json` source) |
+| `--ama` | `AMA3` | AMA preset (AMA1–AMA4) |
+| `--output` | `analysis/charts/trade_heatmap.html` | Output path |
+| `--bin-size` | `5` | Percentage points per bin |
+| `--max-neg` | `bin-size × 10` | Max negative deviation % |
+| `--max-pos` | `bin-size × 10` | Max positive deviation % |
+| `--buckets` | — | Total bins (symmetric, overrides `--max-neg/--max-pos`) |
+| `--warmup` | AMA erPeriod | Bars to skip for AMA warmup |
+| `--slice-months` | `12` | Months per time-slice row |
+| `--thresholds` | `1,2,3,5,10,20` | Deviation % thresholds for volume concentration table |
+| `--list-bots` | off | List available bot keys and exit |
+| `--quiet` | off | Suppress log output |
+
+</details>
+
+### TradingView Chart (`tradingview/analyze_tradingview.ts`)
+
+Generates a standalone TradingView-style HTML chart with candle OHLC, SMA, AMA, VWMA, and volume panel. See [tradingview/README.md](tradingview/README.md) for full documentation.
+
+```bash
+# Bot-key (auto-resolves candle file and AMA settings)
+npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>
+
+# From an explicit candle file
+node dist/analysis/tradingview/analyze_tradingview.js \
+  --file market_adapter/data/market_adapter_<bot-key>_1h.json \
+  --chart analysis/charts/<pair>_tradingview.html
+```
+
+## Trend & Price Analysis
+
+Two weight-tuning paths feed into the market adapter:
+
+- **Asymmetric** — AMA slope + Kalman, gated by Hurst/PE regime. Shifts buy/sell weight bias.
+- **Symmetric** — ATR volatility penalty. Reduces both weights equally in volatile markets.
+
+### Dynamic Weight Research (`analyze_dynamic_weight.ts`)
+
+Interactive 4-panel chart for the asymmetric path: AMA slope plus Kalman confirmation, gated by Hurst Exponent and Permutation Entropy. Use this when tuning buy/sell weight bias, AMA slope offset behavior, and regime damping.
+
+```bash
+node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>
+
+# From LP candle file with custom parameters
+node dist/analysis/analyze_dynamic_weight.js \
+  --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
+  --alpha 0.6 --gain 0.25 --clip 20
+```
+
+Full research docs: [DYNAMIC_WEIGHT_RESEARCH.md](trend_detection/DYNAMIC_WEIGHT_RESEARCH.md)
+
+### Volatility (`analyze_volatility.ts`)
+
+ATR-based symmetric volatility penalty. Use when both buy and sell weights are being reduced too much or too little.
+
+```bash
+node dist/analysis/analyze_volatility.js --bot-key <bot-key>
+```
+
+### Supporting sub-signals
+
+The asymmetric path depends on three more filters; each ships as a standalone analyzer so you can diagnose the combined chart's sub-signals in isolation.
+
+| Analyzer | Focus | Use when |
+|----------|-------|----------|
+| `analyze_regime.ts` | Hurst + PE regime classification | Trend signals need more or less regime damping |
+| `analyze_regime_windows.ts` | Alternate Hurst / PE window configs | Regime gate is too slow or too noisy |
+| `analyze_kalman.ts` | Kalman velocity / displacement | Isolating the Kalman side of the AMA / Kalman blend |
+
+```bash
+node dist/analysis/analyze_regime.js --bot-key <bot-key>
+node dist/analysis/analyze_regime_windows.js --bot-key <bot-key>
+node dist/analysis/analyze_kalman.js --bot-key <bot-key>
+
+# All also accept explicit LP candle files
+node dist/analysis/analyze_volatility.js \
+  --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
+node dist/analysis/analyze_regime.js \
+  --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
+node dist/analysis/analyze_kalman.js \
+  --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
+```
+
+## Subarea Reference
+
+### `trend_detection/`
+
+Shared analyzers and chart renderers for the dynamic-weight signal path. Core engines: Kalman filter, Hurst Exponent, Permutation Entropy, ATR volatility.
+
+**Research docs:**
+- [README.md](trend_detection/README.md) — directory overview and module index
+- [DYNAMIC_WEIGHT_RESEARCH.md](trend_detection/DYNAMIC_WEIGHT_RESEARCH.md) — AMA+Kalman blend with Hurst/PE regime gating, formula reference, knob guide
+- [SIGNAL_DOCUMENTATION.md](trend_detection/SIGNAL_DOCUMENTATION.md) — legacy SMA/MACD/RSI derivative signal layer
+
+<details><summary>Modules (click to expand)</summary>
+
+| Module | Purpose |
+|--------|---------|
+| `dynamic_weight_chart_generator.ts` | 4-panel uPlot chart with interactive knobs for dynamic weight tuning |
+| `kalman_trend_analyzer.ts` | Kalman filter with tactical (velocity) and modal (displacement) states |
+| `kalman_velocity_smoothing.ts` | Adaptive EMA smoothing for Kalman velocity (kf/kfd/kdt/kfs knobs) |
+| `kalman_chart_generator.ts` | Kalman signal chart generator |
+| `hurst_analyzer.ts` | Hurst Exponent via R/S analysis (rolling 256-bar window) |
+| `permutation_entropy_analyzer.ts` | Permutation Entropy via ordinal pattern counting (m=5, window=54) |
+| `volatility_chart_generator.ts` | ATR volatility / symmetric shift chart generator |
+| `regime_chart_generator.ts` | Regime classification chart generator |
+
+</details>
+
+**Tests:**
+
+```bash
+node dist/analysis/trend_detection/tests/test_kalman_trend.js
+node dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js
+```
+
+**Note:** `trend_detection/` has no external dependencies — runs directly from the compiled build (`node dist/...`).
+
+### `ama_fitting/`
+
+AMA parameter optimization and comparison tools.
+
+| Script | Purpose |
+|--------|---------|
+| `optimizer_high_resolution.ts` | AMA parameter optimizer (erPeriod, fast/slow bounds) |
+| `generate_unified_comparison_chart.ts` | AMA comparison chart (defaults from constants, use optimizer for fitted params) |
+| `analyze_ama_price_changes.ts` | AMA price-change analysis |
+| `fetch_lp_candles.ts` | LP candle data fetcher |
+| `calibrate_convergence_er.ts` | Calibrate AMA_CONVERGENCE_ER_AVG from LP data |
+
+The AMA implementation itself lives at `market_adapter/core/strategies/ama.ts`.
+
+**Calibration workflow (ER convergence):**
+
+`calibrate_convergence_er.ts` computes the Efficiency Ratio that reproduces the real average smoothing constant (SC) from LP candle data.
+
+Averaging ER first and then applying the SC formula gives a smaller number than applying the formula bar-by-bar and averaging — so the simple mean ER undersells true convergence speed. The tool computes the value the right way.
+
+The current fetched 3-year pool 133 1h dataset calibrates `AMA_CONVERGENCE_ER_AVG` to `0.151`.
+
+```bash
+# Default data file (pool 133 1h)
+node dist/analysis/ama_fitting/calibrate_convergence_er.js
+
+# Custom data, specific AMAs
+node dist/analysis/ama_fitting/calibrate_convergence_er.js \
+  --data market_adapter/data/lp/<path>/<file>.json \
+  --amas AMA1,AMA3
+```
+
+**Note:** `ama_fitting/` has no external dependencies — runs directly from the compiled build (`node dist/...`).
+
+### `bot_fitting/`
+
+Parameter sweep backtests that simulate grid fills for the AMA winners from `ama_fitting/`. Optimizes spread, increment, and max/min ratio for each AMA strategy.
+
+| Script | Purpose |
+|--------|---------|
+| `backtest_bot_fitting.ts` | Lightweight sweep across spread / increment / ratio with basic risk scoring |
+| `backtest_ama_sweep.ts` | Persistent grid simulation with fixed-chain-price mechanics, reposition thresholds, and worker-thread parallelization |
+| `shared_utils.ts` | Candle normalization and shared backtest utilities |
+
+```bash
+node dist/analysis/bot_fitting/backtest_bot_fitting.js \
+  --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
+```
+
+```bash
+node dist/analysis/bot_fitting/backtest_ama_sweep.js \
+  --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json \
+  --spread 4:16:1 --increment 0.5:4:0.25
+```
+
+Details: [bot_fitting/README.md](bot_fitting/README.md)
+
+### `bot_usage/`
+
+| Script | Purpose |
+|--------|---------|
+| `discover_bot_accounts.ts` | Discover DEXBot accounts on-chain |
+| `kibana_bot_queries.ts` | Kibana query helpers for bot activity |
+
+## Shared Helpers
+
+| File | Purpose |
+|------|---------|
+| `resolve_source.ts` | Shared source resolution: bot-key → candle file, AMA config, `--list-bots` |
+| `price_sources.ts` | Unified candle source abstraction (`json`, `market_adapter`) |
+| `chart_utils.ts` | Shared chart rendering utilities |
+| `math_utils.ts` | Shared math utilities |
+| `bot_key_utils.ts` | Bot-key resolution and candle file lookup |
+
+## npm Script Shortcuts
+
+These npm scripts wrap common analysis runners:
+
+| Script | Command |
+|--------|---------|
+| `npm run analysis:tradingview` | `node dist/analysis/tradingview/analyze_tradingview.js` |
+| `npm run analysis:trade-pnl` | `node dist/analysis/trade_profitability.js` |
+| `npm run analysis:derivatives` | `node dist/analysis/analyze_derivatives.js` (legacy SMA/MACD/RSI layer, reference only) |
+| `npm run ama:chart:lp-local` | `node dist/analysis/ama_fitting/generate_unified_comparison_chart.js` (chart also auto-generated by optimizer) |
+
+All accept `--` forwarded flags.
+
+```bash
+# Bot-key shortcuts
+npm run analysis:tradingview -- --source market_adapter --bot-key <bot-key>
+
+# Trade PnL
+npm run analysis:trade-pnl -- 1.2.123456 --hours 720
+
+# File-based
+npm run analysis:tradingview -- --file market_adapter/data/market_adapter_<bot-key>_1h.json
+npm run ama:chart:lp-local -- --data market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
+```
+
+## Related Docs
+
+- [Market Adapter](../market_adapter/README.md) — live AMA pricing, grid triggers, dynamic weights, and recalc triggers
+- [DEXBot2 Tuning Cheat Sheet](../claw/docs/DEXBOT2_TUNING_CHEAT_SHEET.md) — grid tuning reference for live bots