npm - dexbot - Versions diffs - 1.4.17 → 1.4.18 - Mend

dexbot 1.4.17 → 1.4.18

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Files changed (209) hide show

package/dist/analysis/trend_detection/volatility_chart_generator.js ADDED Viewed

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+import { MARKET_ADAPTER } from '../../modules/constants.js';
+import { computeATRSeries } from '../../market_adapter/core/strategies/atr/calculator.js';
+import { computeVolatilityShift } from '../../market_adapter/core/strategies/volatility_shift.js';
+import { embedFunctionSources, 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 EMBEDDED_SHARED_FUNCS = embedFunctionSources([computeATRSeries, computeVolatilityShift]);
+function generateHTML(data, title = 'ATR Volatility Research') {
+    const results = data.allResults || [];
+    if (results.length === 0)
+        throw new Error('No analysis results in input');
+    const volatilityCfg = data.volatilityConfig || {};
+    const defaultThreshold = data.volatilityThreshold ?? volatilityCfg.volatilityThreshold
+        ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD;
+    const defaultAtrPeriod = data.atrPeriod ?? volatilityCfg.atrPeriod ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_DEFAULT;
+    const defaultExponent = data.volatilityExponent ?? volatilityCfg.volatilityExponent ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT;
+    const defaultScaleX = data.volatilityScaleX ?? volatilityCfg.volatilityScaleX ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT;
+    const defaultClamp = data.volatilityClamp ?? volatilityCfg.volatilityClamp ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP;
+    const defaultMinWeight = data.minWeight ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
+    const defaultMaxWeight = data.maxWeight ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
+    const interval = results.length > 1
+        ? (new Date(results[1].timestamp).getTime() - new Date(results[0].timestamp).getTime()) / 1000
+        : 3600;
+    const dates = results.map((r, i) => toEpochSeconds(r.timestamp || Date.now(), i));
+    const prices = results.map((r) => r.price);
+    const ama3Prices = results.map((r) => r.ama3Price ?? null);
+    const baseVarianceSeries = results.map((r) => r.weightVariance ?? null);
+    const candleRows = Array.isArray(data.candles) ? data.candles : [];
+    const realBarCount = results.length;
+    const lastDate = dates[dates.length - 1];
+    for (let i = 1; i <= 120; i++) {
+        dates.push(lastDate + (i * interval));
+        prices.push(null);
+        ama3Prices.push(null);
+        baseVarianceSeries.push(null);
+    }
+    const payload = {
+        dates,
+        prices,
+        ama3Prices,
+        candles: candleRows,
+        atrPeriod: defaultAtrPeriod,
+        varianceSeries: baseVarianceSeries,
+        realBarCount,
+        volatilityThreshold: defaultThreshold,
+        volatilityExponent: defaultExponent,
+        volatilityScaleX: defaultScaleX,
+        volatilityClamp: defaultClamp,
+        minWeight: defaultMinWeight,
+        maxWeight: defaultMaxWeight,
+        marketAdapter: MARKET_ADAPTER,
+    };
+    return `<!DOCTYPE html>
+<html lang="en">
+<head>
+    <meta charset="UTF-8">
+    <meta name="color-scheme" content="dark">
+    <meta name="darkreader-lock">
+    <title>${escapeHtml(title)}</title>
+    <link rel="stylesheet" href="../uplot/uPlot.min.css">
+    <script src="../uplot/uPlot.iife.min.js"></script>
+    <style>
+        ${sharedChartCSS()}
+        :root { color-scheme: dark; }
+        #header-left { font-weight: bold; color: #fff; }
+        #hint { font-size: 11px; color: #8b949e; text-transform: uppercase; letter-spacing: 0.4px; white-space: nowrap; }
+        #price-panel { flex: 0 0 33%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
+        #variance-panel { flex: 0 0 27%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
+        #variance-panel .legend { top: 10px; }
+        #variance-chart { margin-top: 0; height: 100%; }
+        #shift-panel { flex: 0 0 40%; min-height: 0; position: relative; }
+        #shift-panel .legend { top: 18px; }
+        #shift-chart { margin-top: 0; height: calc(100% - 30px); }
+        .legend { position: absolute; top: 8px; left: 12px; right: 12px; font-size: 11px; pointer-events: none; z-index: 10; display: flex; gap: 12px; color: #adbac7; white-space: nowrap; align-items: center; flex-wrap: wrap; }
+        .legend-val { font-family: monospace; font-weight: bold; }
+        .ctrl { pointer-events: auto; display: inline-flex; align-items: center; gap: 3px; margin-left: 0; }
+        .ctrl label { color: #8b949e; font-size: 11px; min-width: 34px; text-align: right; }
+        .ctrl input[type="range"] { width: 138px; height: 3px; margin-right: 0; }
+        .ctrl .val { font-weight: bold; font-size: 11px; min-width: 36px; display: inline-block; text-align: right; margin-left: 0; }
+        .ctrl.thr label { min-width: 26px; }
+        .ctrl.atr label { min-width: 28px; }
+        .ctrl.exp label { min-width: 24px; }
+        .ctrl.scale label { min-width: 38px; }
+        .ctrl.clamp label { min-width: 36px; }
+        .ctrl.thr input[type="range"] { accent-color: #8b949e; }
+        .ctrl.thr .val { color: #8b949e; }
+        .ctrl.atr input[type="range"] { accent-color: #3fb950; }
+        .ctrl.atr .val { color: #3fb950; }
+        .ctrl.atr input[type="range"] { margin-right: -6px; }
+        .ctrl.exp input[type="range"] { accent-color: #58a6ff; }
+        .ctrl.exp .val { color: #58a6ff; }
+        .ctrl.thr input[type="range"],
+        .ctrl.atr input[type="range"],
+        .ctrl.exp input[type="range"],
+        .ctrl.scale input[type="range"],
+        .ctrl.clamp input[type="range"] { width: 138px; }
+        .ctrl.scale input[type="range"] { accent-color: #f0883e; }
+        .ctrl.scale input[type="range"] { margin-right: 8px; }
+        .ctrl.scale .val { color: #f0883e; }
+        .ctrl.clamp input[type="range"] { accent-color: #a371f7; }
+        .ctrl.clamp .val { color: #a371f7; }
+        .group-sep { border-left: 1px solid #30363d; margin-left: 2px; padding-left: 2px; display: inline-flex; align-items: center; height: 18px; }
+        .signal-summary { margin-left: 8px; min-width: 313px; max-width: 450px; flex: 0 0 338px; display: flex; flex-direction: column; gap: 4px; align-items: flex-start; justify-content: center; }
+        .signal-bar { display: flex; width: 100%; height: 15px; overflow: hidden; border-radius: 999px; background: #10151d; border: 1px solid #30363d; box-shadow: inset 0 0 0 1px rgba(255,255,255,0.03), 0 0 10px rgba(88,166,255,0.08); }
+        .signal-seg { position: relative; height: 100%; min-width: 1px; transition: width 0.18s ease; box-shadow: inset 0 0 8px rgba(255,255,255,0.14), 0 0 8px currentColor; }
+        .signal-seg:not(:last-child) { border-right: 1px solid rgba(255,255,255,0.34); }
+        .signal-seg.below { color: #58a6ff; background: linear-gradient(90deg, #3b82f6 0%, #7dd3fc 100%); box-shadow: inset 0 0 4px rgba(255,255,255,0.14); }
+        .signal-seg.mid { color: #ffd24a; background: linear-gradient(90deg, #ffe066 0%, #fff3a0 100%); box-shadow: inset 0 0 4px rgba(255,255,255,0.18); }
+        .signal-seg.over { color: #f85149; background: linear-gradient(90deg, #ff4d4d 0%, #ff8a8a 100%); box-shadow: inset 0 0 4px rgba(255,255,255,0.12); }
+        .signal-labels { position: relative; width: 100%; height: 12px; font-size: 10px; color: #8b949e; white-space: nowrap; }
+        .signal-labels span { position: absolute; top: 0; transform: translateY(0); pointer-events: none; }
+        .signal-labels span:nth-child(1) { left: 2px; color: #58a6ff; }
+        .signal-labels span:nth-child(2) { left: 50%; transform: translate(-50%, 0); color: #ffd24a; }
+        .signal-labels span:nth-child(3) { right: 2px; color: #f85149; }
+    </style>
+</head>
+<body>
+    <div id="header">
+        <div id="header-left">${escapeHtml(title)}</div>
+        <div id="hint">Log price only · weight variance · symmetric shift · wheel zoom · drag pan · Ctrl+0 reset</div>
+    </div>
+    <div id="panels">
+        <div id="price-panel">
+            <div class="section-label">PRICE (LOG)</div>
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price" class="legend-val" style="color:#58a6ff;">-</span></div>
+                <div class="legend-item"><div class="dot" style="background:#e3b341;"></div>AMA3: <span id="l-ama3" class="legend-val" style="color:#e3b341;">-</span></div>
+            </div>
+            <div id="price-chart"></div>
+        </div>
+        <div id="variance-panel">
+            <div class="section-label">WEIGHT VARIANCE</div>
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>Weight variance: <span id="l-var" class="legend-val" style="color:#d2a8ff;">-</span></div>
+            </div>
+            <div id="variance-chart"></div>
+        </div>
+            <div id="shift-panel">
+            <div class="section-label">SYMMETRIC SHIFT</div>
+            <div class="legend" style="gap: 10px;">
+                <div class="legend-item"><div class="dot" style="background:#f85149;"></div>Δ: <span id="l-delta" class="legend-val" style="color:#f85149;">-</span></div>
+                <div class="legend-item">Weff: <span id="l-weff" class="legend-val" style="color:#3fb950;">-</span></div>
+                <div class="group-sep"></div>
+                <div class="ctrl thr"><label for="threshold-slider">thr</label><input type="range" id="threshold-slider" min="0" max="500" step="1" value="${Math.round(defaultThreshold * 1000)}"><span class="val" id="threshold-value">${defaultThreshold.toFixed(3)}</span></div>
+                <div class="ctrl atr"><label for="atr-slider">atr</label><input type="range" id="atr-slider" min="${MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MIN}" max="${MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MAX}" step="1" value="${Math.round(defaultAtrPeriod)}"><span class="val" id="atr-value">${Math.round(defaultAtrPeriod)}</span></div>
+                <div class="ctrl clamp"><label for="clamp-slider">clamp</label><input type="range" id="clamp-slider" min="100" max="1000" step="1" value="${Math.round(defaultClamp * 1000)}"><span class="val" id="clamp-value">${defaultClamp.toFixed(3)}</span></div>
+                <div class="ctrl exp"><label for="exponent-slider">exp</label><input type="range" id="exponent-slider" min="500" max="1000" step="1" value="${Math.round(defaultExponent * 1000)}"><span class="val" id="exponent-value">${defaultExponent.toFixed(3)}</span></div>
+                <div class="ctrl scale"><label for="scale-slider">scaleX</label><input type="range" id="scale-slider" min="100" max="10000" step="1" value="${Math.round(defaultScaleX * 100)}"><span class="val" id="scale-value">${defaultScaleX.toFixed(2)}x</span></div>
+                <div class="signal-summary">
+                    <div class="signal-bar" id="signal-bar" title="Signal distribution">
+                        <div id="signal-below" class="signal-seg below" style="width:0%"></div>
+                        <div id="signal-mid" class="signal-seg mid" style="width:0%"></div>
+                        <div id="signal-over" class="signal-seg over" style="width:0%"></div>
+                    </div>
+                    <div class="signal-labels">
+                        <span id="signal-below-label">below 0%</span>
+                        <span id="signal-mid-label">in 0%</span>
+                        <span id="signal-over-label">over 0%</span>
+                    </div>
+                </div>
+            </div>
+            <div id="shift-chart"></div>
+        </div>
+    </div>
+    <script id="payload" type="application/json">${serializeJsonForScript(payload)}</script>
+    <script>
+    (function () {
+        const data = JSON.parse(document.getElementById('payload').textContent);
+        ${EMBEDDED_SHARED_FUNCS}
+        const SYNC_KEY = 'volatility-det-v1';
+        const Y_AXIS_SIZE = ${Y_AXIS_SIZE};
+        const MARKET_ADAPTER = data.marketAdapter || {};
+        const MIN_WEIGHT = data.minWeight ?? ${JSON.stringify(defaultMinWeight)};
+        const MAX_WEIGHT = data.maxWeight ?? ${JSON.stringify(defaultMaxWeight)};
+        const BASELINE_WEIGHT = 0.5;
+        const EXP_LOG_MIN = Math.log(0.5);
+        const EXP_LOG_MAX = Math.log(1.0);
+        const SCALE_LOG_MIN = Math.log(1.0);
+        const SCALE_LOG_MAX = Math.log(100.0);
+        const candleRows = Array.isArray(data.candles) ? data.candles : [];
+        const baseVarianceSeries = Array.isArray(data.varianceSeries) ? data.varianceSeries : [];
+        let currentAtrPeriod = Math.max(${MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MIN}, Math.min(${MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MAX}, Math.round(data.atrPeriod ?? ${JSON.stringify(defaultAtrPeriod)})));
+        let currentThreshold = data.volatilityThreshold;
+        let currentExponent = data.volatilityExponent;
+        let currentScaleX = data.volatilityScaleX;
+        let currentClamp = Math.max(0.1, data.volatilityClamp ?? ${JSON.stringify(defaultClamp)});
+        const xMin = data.dates[0];
+        const xMax = data.dates[data.dates.length - 1];
+        let pendingRange = null;
+        let pendingRangeRaf = 0;
+        let priceChart, varianceChart, shiftChart;
+        let charts;
+        ${UPLOT_SHARED_SCRIPT}
+        function fmtNum(v, digits = 4) {
+            if (v == null || !Number.isFinite(v)) return '-';
+            const abs = Math.abs(v);
+            if (abs >= 1000) return v.toFixed(2);
+            if (abs >= 1) return v.toFixed(Math.min(4, digits));
+            return v.toPrecision(Math.min(6, digits + 2));
+        }
+        function fmtSigned(v, digits = 3) {
+            if (v == null || !Number.isFinite(v)) return '-';
+            const s = v >= 0 ? '+' : '';
+            return s + v.toFixed(digits);
+        }
+        function expSliderToVal(pos) {
+            return Math.exp(EXP_LOG_MIN + (pos / 1000) * (EXP_LOG_MAX - EXP_LOG_MIN));
+        }
+        function expValToSlider(val) {
+            const clamped = Math.max(Math.exp(EXP_LOG_MIN), Math.min(Math.exp(EXP_LOG_MAX), val));
+            return Math.round((Math.log(clamped) - EXP_LOG_MIN) / (EXP_LOG_MAX - EXP_LOG_MIN) * 1000);
+        }
+        function scaleSliderToVal(pos) {
+            return Math.exp(SCALE_LOG_MIN + (pos / 1000) * (SCALE_LOG_MAX - SCALE_LOG_MIN));
+        }
+        function scaleValToSlider(val) {
+            const clamped = Math.max(Math.exp(SCALE_LOG_MIN), Math.min(Math.exp(SCALE_LOG_MAX), val));
+            return Math.round((Math.log(clamped) - SCALE_LOG_MIN) / (SCALE_LOG_MAX - SCALE_LOG_MIN) * 1000);
+        }
+        function clampValToSlider(val) {
+            const clamped = Math.max(0.1, Math.min(1.0, val));
+            return Math.round(clamped * 1000);
+        }
+        function clampSliderToVal(pos) {
+            return Math.max(0.1, Math.min(1.0, pos / 1000));
+        }
+        /* Sync with market_adapter/core/strategies/atr/calculator.ts computeATRSeries() — injected above */
+        function rebuildVarianceSeries() {
+            if (!candleRows.length) return baseVarianceSeries.slice();
+            const atrSeries = computeATRSeries(candleRows, currentAtrPeriod);
+            const next = new Array(data.dates.length).fill(null);
+            for (let i = 0; i < data.realBarCount; i++) {
+                const amaPrice = data.ama3Prices[i];
+                const atr = atrSeries[i] ?? 0;
+                next[i] = amaPrice > 0 ? atr / amaPrice : 0;
+            }
+            return next;
+        }
+        function toPlotLog(values) {
+            return values.map((v) => (v != null && v > 0 ? v : null));
+        }
+        let varianceSeries = rebuildVarianceSeries();
+        const variancePlot = toPlotLog(varianceSeries);
+        let rawDeltaArr = new Array(data.dates.length).fill(null);
+        let deltaArr = new Array(data.dates.length).fill(null);
+        let weffArr = new Array(data.dates.length).fill(null);
+        let signalSummary = { below: 0, mid: 0, over: 0, total: 0 };
+        function calcShift(weightVariance) {
+            const r = computeVolatilityShift(weightVariance, {
+                exponent: currentExponent,
+                scaleX: currentScaleX,
+                threshold: currentThreshold,
+                clampValue: currentClamp,
+                minWeight: MIN_WEIGHT,
+                maxWeight: MAX_WEIGHT,
+                baselineWeight: BASELINE_WEIGHT,
+            });
+            return { raw: r.rawSymmetricDelta, rawAbs: Math.abs(r.rawSymmetricDelta), delta: r.symmetricDelta, weff: r.effectiveWeight, sellW: r.sellW, buyW: r.buyW };
+        }
+        function recalcShift() {
+            varianceSeries = rebuildVarianceSeries();
+            const effectiveClamp = Number.isFinite(currentClamp) && currentClamp >= 0.1 ? currentClamp : ${JSON.stringify(defaultClamp)};
+            let below = 0;
+            let mid = 0;
+            let over = 0;
+            let total = 0;
+            for (let i = 0; i < data.dates.length; i++) {
+                if (i >= data.realBarCount) {
+                    rawDeltaArr[i] = null;
+                    deltaArr[i] = null;
+                    weffArr[i] = null;
+                    continue;
+                }
+                const r = calcShift(varianceSeries[i]);
+                rawDeltaArr[i] = r.raw;
+                deltaArr[i] = r.delta;
+                weffArr[i] = r.weff;
+                if (Number.isFinite(r.rawAbs)) {
+                    total++;
+                    if (r.rawAbs >= effectiveClamp) over++;
+                    else if (r.rawAbs < currentThreshold) below++;
+                    else mid++;
+                }
+            }
+            signalSummary = { below, mid, over, total };
+        }
+        function updateSignalSummary() {
+            const total = signalSummary.total || 0;
+            const belowPct = total > 0 ? (signalSummary.below / total) * 100 : 0;
+            const midPct = total > 0 ? (signalSummary.mid / total) * 100 : 0;
+            const overPct = total > 0 ? (signalSummary.over / total) * 100 : 0;
+            const belowEl = document.getElementById('signal-below');
+            const midEl = document.getElementById('signal-mid');
+            const overEl = document.getElementById('signal-over');
+            belowEl.style.width = belowPct + '%';
+            midEl.style.width = midPct + '%';
+            overEl.style.width = overPct + '%';
+            belowEl.title = 'below: ' + signalSummary.below + '/' + total + ' (' + belowPct.toFixed(1) + '%)';
+            midEl.title = 'in: ' + signalSummary.mid + '/' + total + ' (' + midPct.toFixed(1) + '%)';
+            overEl.title = 'over: ' + signalSummary.over + '/' + total + ' (' + overPct.toFixed(1) + '%)';
+            const title = 'below: ' + signalSummary.below + '/' + total + ' (' + belowPct.toFixed(1) + '%) | in: ' + signalSummary.mid + '/' + total + ' (' + midPct.toFixed(1) + '%) | over: ' + signalSummary.over + '/' + total + ' (' + overPct.toFixed(1) + '%)';
+            document.getElementById('signal-bar').title = title;
+            document.getElementById('signal-below-label').textContent = 'below ' + belowPct.toFixed(1) + '%';
+            document.getElementById('signal-mid-label').textContent = 'in ' + midPct.toFixed(1) + '%';
+            document.getElementById('signal-over-label').textContent = 'over ' + overPct.toFixed(1) + '%';
+        }
+        function rangeFrom(values, fallbackMin, fallbackMax, padFrac = 0.12) {
+            let min = Infinity;
+            let max = -Infinity;
+            for (let i = 0; i < values.length; i++) {
+                const v = values[i];
+                if (v == null || !Number.isFinite(v)) continue;
+                if (v < min) min = v;
+                if (v > max) max = v;
+            }
+            if (!Number.isFinite(min) || !Number.isFinite(max)) return [fallbackMin, fallbackMax];
+            if (min === max) {
+                const pad = Math.max(Math.abs(min) * padFrac, 0.02);
+                return [min - pad, max + pad];
+            }
+            const span = max - min;
+            const pad = span * padFrac;
+            return [min - pad, max + pad];
+        }
+        function buildRawDeltaSplits(u) {
+            const scale = u.scales.d || {};
+            const r = rangeFrom(rawDeltaArr, -0.5, 0.04);
+            const min = Number.isFinite(scale.min) ? scale.min : r[0];
+            const max = Number.isFinite(scale.max) ? scale.max : r[1];
+            const lo = Math.min(min, max);
+            const hi = Math.max(min, max);
+            const step = 0.05;
+            const start = Math.floor(lo / step) * step;
+            const end = Math.ceil(hi / step) * step;
+            const splits = [];
+            for (let v = start; v <= end + 1e-9; v += step) {
+                const rounded = Math.round(v * 100) / 100;
+                if (!splits.includes(rounded)) splits.push(rounded);
+            }
+            if (!splits.includes(0)) splits.push(0);
+            if (!splits.includes(-currentThreshold)) splits.push(-currentThreshold);
+            return splits.sort((a, b) => a - b);
+        }
+        function makeDeltaHook(values, scaleKey, thresholdGetter) {
+            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 thresholdY = u.valToPos(-thresholdGetter(), scaleKey, true);
+                ctx.strokeStyle = '#ffd24a';
+                ctx.shadowColor = 'rgba(255,210,74,0.85)';
+                ctx.shadowBlur = 6;
+                ctx.lineWidth = 2.5;
+                ctx.setLineDash([4, 3]);
+                ctx.beginPath();
+                ctx.moveTo(bbox.left, thresholdY);
+                ctx.lineTo(bbox.left + bbox.width, thresholdY);
+                ctx.stroke();
+                ctx.shadowBlur = 0;
+                ctx.shadowColor = 'transparent';
+                ctx.font = 'bold 10px Segoe UI, sans-serif';
+                ctx.textBaseline = 'middle';
+                const label = 'threshold';
+                const labelX = Math.max(bbox.left + 4, bbox.left + bbox.width - 60);
+                const labelY = thresholdY - 8;
+                const labelW = ctx.measureText(label).width + 8;
+                ctx.fillStyle = 'rgba(11,14,20,0.82)';
+                ctx.fillRect(labelX - 4, labelY - 7, labelW, 14);
+                ctx.fillStyle = '#ffd24a';
+                ctx.fillText(label, labelX, labelY);
+                const clampY = u.valToPos(-currentClamp, scaleKey, true);
+                ctx.strokeStyle = '#a371f7';
+                ctx.shadowColor = 'rgba(163,113,247,0.85)';
+                ctx.shadowBlur = 6;
+                ctx.lineWidth = 2;
+                ctx.setLineDash([4, 3]);
+                ctx.beginPath();
+                ctx.moveTo(bbox.left, clampY);
+                ctx.lineTo(bbox.left + bbox.width, clampY);
+                ctx.stroke();
+                ctx.shadowBlur = 0;
+                ctx.shadowColor = 'transparent';
+                ctx.font = 'bold 10px Segoe UI, sans-serif';
+                ctx.textBaseline = 'middle';
+                const clampLabel = 'clamp';
+                const clampLabelX = Math.max(bbox.left + 4, bbox.left + bbox.width - 52);
+                const clampLabelY = clampY - 8;
+                const clampLabelW = ctx.measureText(clampLabel).width + 8;
+                ctx.fillStyle = 'rgba(11,14,20,0.82)';
+                ctx.fillRect(clampLabelX - 4, clampLabelY - 7, clampLabelW, 14);
+                ctx.fillStyle = '#a371f7';
+                ctx.fillText(clampLabel, clampLabelX, clampLabelY);
+                ctx.strokeStyle = 'rgba(139,148,158,0.4)';
+                ctx.setLineDash([4, 4]);
+                ctx.beginPath();
+                ctx.moveTo(bbox.left, zeroY);
+                ctx.lineTo(bbox.left + bbox.width, zeroY);
+                ctx.stroke();
+                ctx.setLineDash([]);
+                const path = new Path2D();
+                let started = false;
+                let lastX = 0;
+                for (let i = 0; i < values.length; i++) {
+                    const v = values[i];
+                    if (v == null) { if (started) { path.lineTo(lastX, zeroY); started = false; } continue; }
+                    const x = u.valToPos(data.dates[i], 'x', true);
+                    const y = u.valToPos(v, scaleKey, true);
+                    if (!started) {
+                        path.moveTo(x, zeroY);
+                        path.lineTo(x, y);
+                        started = true;
+                    } else {
+                        path.lineTo(x, y);
+                    }
+                    lastX = x;
+                }
+                if (started) path.lineTo(lastX, zeroY);
+                ctx.save();
+                ctx.beginPath();
+                ctx.rect(bbox.left, zeroY, bbox.width, bbox.top + bbox.height - zeroY);
+                ctx.clip();
+                ctx.fillStyle = 'rgba(248,81,73,0.16)';
+                ctx.fill(path);
+                ctx.restore();
+                ctx.strokeStyle = 'rgba(248,81,73,0.9)';
+                ctx.lineWidth = 1.7;
+                ctx.stroke(path);
+                ctx.restore();
+            };
+        }
+        const cursorCfg = ${makeCursorConfig()};
+        function updateLegend(idx) {
+            if (idx == null || idx >= data.realBarCount) return;
+            document.getElementById('l-price').textContent = fmtNum(data.prices[idx], 6);
+            document.getElementById('l-ama3').textContent = fmtNum(data.ama3Prices[idx], 6);
+            const variance = varianceSeries[idx];
+            document.getElementById('l-var').textContent = variance == null ? '-' : fmtNum(variance, 6) + ' (' + fmtNum(variance * 100, 4) + '%)';
+            document.getElementById('l-delta').textContent = fmtSigned(deltaArr[idx], 3);
+            document.getElementById('l-weff').textContent = fmtNum(weffArr[idx], 3);
+        }
+        function init() {
+            currentAtrPeriod = Math.max(${MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MIN}, Math.min(${MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_MAX}, Math.round(currentAtrPeriod)));
+            currentExponent = Math.max(Math.exp(EXP_LOG_MIN), Math.min(Math.exp(EXP_LOG_MAX), currentExponent));
+            currentScaleX = Math.max(Math.exp(SCALE_LOG_MIN), Math.min(Math.exp(SCALE_LOG_MAX), currentScaleX));
+            currentClamp = Math.max(0.1, Math.min(1.0, currentClamp));
+            document.getElementById('atr-slider').value = currentAtrPeriod;
+            document.getElementById('atr-value').textContent = String(currentAtrPeriod);
+            document.getElementById('threshold-slider').value = Math.round(currentThreshold * 1000);
+            document.getElementById('exponent-slider').value = expValToSlider(currentExponent);
+            document.getElementById('scale-slider').value = scaleValToSlider(currentScaleX);
+            document.getElementById('clamp-slider').value = clampValToSlider(currentClamp);
+            document.getElementById('exponent-value').textContent = currentExponent.toFixed(3);
+            document.getElementById('scale-value').textContent = currentScaleX.toFixed(2) + 'x';
+            document.getElementById('clamp-value').textContent = currentClamp.toFixed(3);
+            const priceEl = document.getElementById('price-panel');
+            const varianceEl = document.getElementById('variance-panel');
+            const shiftEl = document.getElementById('shift-panel');
+            recalcShift();
+            updateSignalSummary();
+            priceChart = new uPlot({
+                width: priceEl.offsetWidth,
+                height: priceEl.offsetHeight,
+                padding: [4, 8, 2, 4],
+                select: { show: false },
+                legend: { show: false },
+                scales: {
+                    x: { time: true },
+                    y: { auto: true, distr: 3, log: 10, range: (u, min, max) => [min * 0.95, max * 1.05] },
+                },
+                series: [
+                    { label: 'Time' },
+                    { label: 'Price', stroke: '#58a6ff', width: 1.5, scale: 'y', points: { show: false } },
+                    { label: 'AMA3', stroke: '#e3b341', width: 1.5, scale: 'y', points: { show: false } },
+                ],
+                axes: [
+                    { show: false, stroke: '#ffffff', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, 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 ? fmtNum(x, 6) : '') },
+                ],
+                cursor: cursorCfg,
+            }, [data.dates, data.prices, data.ama3Prices], document.getElementById('price-chart'));
+            varianceChart = new uPlot({
+                width: varianceEl.offsetWidth,
+                height: varianceEl.offsetHeight,
+                padding: [14, 8, 2, 4],
+                select: { show: false },
+                legend: { show: false },
+                scales: {
+                    x: { time: true },
+                    v: { auto: true, range: (u, min, max) => [min * 0.95, max * 1.05] },
+                },
+                series: [
+                    { label: 'Time' },
+                    { label: 'Weight variance', stroke: '#d2a8ff', width: 1.5, scale: 'v', points: { show: false } },
+                ],
+                axes: [
+                    { show: false, stroke: '#ffffff', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' },
+                    { scale: 'v', 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 ? fmtNum(x, 6) : '') },
+                ],
+                cursor: cursorCfg,
+            }, [data.dates, variancePlot], document.getElementById('variance-chart'));
+            shiftChart = new uPlot({
+                width: shiftEl.offsetWidth,
+                height: shiftEl.offsetHeight,
+                padding: [26, 8, 4, 4],
+                select: { show: false },
+                legend: { show: false },
+                scales: {
+                    x: { time: true },
+                    d: { auto: true, range: () => rangeFrom(rawDeltaArr, -0.5, 0.04) },
+                },
+                series: [
+                    { label: 'Time' },
+                    { label: 'Raw Δ', stroke: '#8b949e', width: 1.2, dash: [5, 4], scale: 'd', points: { show: false } },
+                    { label: 'Δ', stroke: '#f85149', width: 1.7, scale: 'd', points: { show: false } },
+                ],
+                axes: [
+                    { show: true, stroke: '#ffffff', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' },
+                    { scale: 'd', 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 ? fmtSigned(x, 3) : ''),
+                      splits: buildRawDeltaSplits },
+                ],
+                cursor: cursorCfg,
+                hooks: {
+                    draw: [makeDeltaHook(deltaArr, 'd', () => currentThreshold)],
+                },
+            }, [data.dates, rawDeltaArr, deltaArr], document.getElementById('shift-chart'));
+            ${bindHoverStateFn()}
+            charts = [priceChart, varianceChart, shiftChart];
+            ${wireChartEvents('charts', 'updateLegend', 'shiftChart.cursor.idx ?? data.realBarCount - 1')}
+            function refreshChartsPreservingZoom() {
+                const xs = shiftChart.scales.x;
+                const savedX = xs ? { min: Number.isFinite(xs.min) ? xs.min : xMin, max: Number.isFinite(xs.max) ? xs.max : xMax } : null;
+                varianceChart.setData([data.dates, toPlotLog(varianceSeries)], false);
+                shiftChart.setData([data.dates, rawDeltaArr, deltaArr], false);
+                if (savedX) {
+                    [varianceChart, shiftChart].forEach((chart) => chart.batch(() => chart.setScale('x', savedX)));
+                }
+            }
+            function applyShiftFromSliders() {
+                recalcShift();
+                updateSignalSummary();
+                refreshChartsPreservingZoom();
+                updateLegend(shiftChart.cursor.idx ?? data.realBarCount - 1);
+            }
+            document.getElementById('atr-slider').addEventListener('input', (e) => {
+                currentAtrPeriod = parseInt(e.target.value, 10);
+                document.getElementById('atr-value').textContent = String(currentAtrPeriod);
+                applyShiftFromSliders();
+            });
+            document.getElementById('threshold-slider').addEventListener('input', (e) => {
+                currentThreshold = parseInt(e.target.value, 10) / 1000;
+                document.getElementById('threshold-value').textContent = currentThreshold.toFixed(3);
+                applyShiftFromSliders();
+            });
+            document.getElementById('exponent-slider').addEventListener('input', (e) => {
+                currentExponent = expSliderToVal(parseInt(e.target.value, 10));
+                document.getElementById('exponent-value').textContent = currentExponent.toFixed(3);
+                applyShiftFromSliders();
+            });
+            document.getElementById('scale-slider').addEventListener('input', (e) => {
+                currentScaleX = scaleSliderToVal(parseInt(e.target.value, 10));
+                document.getElementById('scale-value').textContent = currentScaleX.toFixed(2) + 'x';
+                applyShiftFromSliders();
+            });
+            document.getElementById('clamp-slider').addEventListener('input', (e) => {
+                currentClamp = clampSliderToVal(parseInt(e.target.value, 10));
+                document.getElementById('clamp-value').textContent = currentClamp.toFixed(3);
+                applyShiftFromSliders();
+            });
+        }
+        ${sizeChartsFn([['priceChart', 'price-panel'], ['varianceChart', 'variance-panel'], ['shiftChart', 'shift-panel']])}
+        window.addEventListener('resize', sizeCharts);
+        ${zoomResetScript()}
+        init();
+        requestAnimationFrame(() => requestAnimationFrame(() => {
+            sizeCharts();
+            updateLegend(data.realBarCount - 1);
+        }));
+    })();
+    </script>
+</body>
+</html>`;
+}
+export { generateHTML };
+//# sourceMappingURL=volatility_chart_generator.js.map

package/dist/analysis/trend_detection/volatility_chart_generator.js.map ADDED Viewed

@@ -0,0 +1 @@

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