dexbot 1.4.17 → 1.4.18

package/dist/analysis/analyze_dynamic_weight.js

@@ -0,0 +1,197 @@
+#!/usr/bin/env node
+/**
+ * DYNAMIC WEIGHT RESEARCH TOOL
+ *
+ * Computes AMA slope + Kalman + Hurst + PE signals and generates an
+ * interactive HTML chart for researching dynamic weight parameters.
+ *
+ * Usage:
+ *   tsx analysis/analyze_dynamic_weight.ts \
+ *     --source json \
+ *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
+ */
+import { KalmanTrendAnalyzer } from './trend_detection/kalman_trend_analyzer.js';
+import { HurstAnalyzer } from './trend_detection/hurst_analyzer.js';
+import { PermutationEntropyAnalyzer } from './trend_detection/permutation_entropy_analyzer.js';
+import { generateHTML } from './trend_detection/dynamic_weight_chart_generator.js';
+import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
+import { computeAmaSlopeWeights } from '../market_adapter/core/strategies/ama_slope_model.js';
+import { MARKET_ADAPTER } from '../modules/constants.js';
+import { writeChartFile } from './chart_utils.js';
+import { getCandleClose } from './math_utils.js';
+import { resolveSource, listAvailableBots } from './resolve_source.js';
+'use strict';
+// AMA Slope weight calculation config — use DEFAULTS from market adapter
+const AMA_WEIGHT_CONFIG = {
+    lookbackBars: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS,
+    amaMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT,
+    kalmanMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT,
+    neutralZonePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
+    volatilityExponent: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT,
+    volatilityScaleX: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT,
+    volatilityThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD,
+    maxSlopeOffset: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
+    maxVolatilityOffset: MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP,
+};
+// Kalman configuration
+const KALMAN_CONFIG = {
+    rNoise: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_R_NOISE_DEFAULT,
+    qTactical: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_TACTICAL_DEFAULT,
+    qModal: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_MODAL_DEFAULT,
+};
+// Regime analyzers configuration (Hurst + Permutation Entropy)
+const { HURST_CONFIG, PE_CONFIG } = MARKET_ADAPTER;
+function parseArgs() {
+    const args = process.argv.slice(2);
+    const config = {
+        source: { type: 'market_adapter', config: { botKey: '' } },
+        chartFile: 'analysis/charts/dynamic_weight_chart.html',
+        alpha: MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA,
+        gain: MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN,
+        dispWeight: MARKET_ADAPTER.DYNAMIC_WEIGHT_DW,
+        clipPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE,
+        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 === '--alpha')
+            config.alpha = parseFloat(args[++i]);
+        else if (arg === '--gain')
+            config.gain = parseFloat(args[++i]);
+        else if (arg === '--dw')
+            config.dispWeight = parseFloat(args[++i]);
+        else if (arg === '--lb')
+            config.lookbackBars = parseInt(args[++i], 10);
+        else if (arg === '--clip')
+            config.clipPct = parseFloat(args[++i]);
+        else if (arg === '--list-bots')
+            config.listBots = true;
+        else if (arg === '--quiet')
+            config.quiet = true;
+    }
+    return config;
+}
+async function main() {
+    try {
+        const config = parseArgs();
+        if (config.listBots) {
+            listAvailableBots();
+            return;
+        }
+        const { source, amaConfig, amaKey } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
+        const AMA_CONFIG = amaConfig;
+        if (!config.quiet)
+            console.log(`[DynamicWeight] 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');
+        }
+        // ── Kalman analysis ──────────────────────────────────────────────────
+        const analyzer = new KalmanTrendAnalyzer({
+            rNoise: KALMAN_CONFIG.rNoise,
+            qTactical: KALMAN_CONFIG.qTactical,
+            qModal: KALMAN_CONFIG.qModal,
+        });
+        // ── Hurst & PE analyzers ──────────────────────────────────────────────
+        const hurstAnalyzer = new HurstAnalyzer({
+            window: HURST_CONFIG.window,
+            scales: HURST_CONFIG.scales,
+        });
+        const peAnalyzer = new PermutationEntropyAnalyzer({
+            m: PE_CONFIG.m,
+            delay: PE_CONFIG.delay,
+            window: PE_CONFIG.window,
+        });
+        const allResults = [];
+        for (let i = 0; i < candles.length; i++) {
+            const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
+            const result = analyzer.update(marketPrice);
+            const hurst = hurstAnalyzer.update(marketPrice);
+            const pe = peAnalyzer.update(marketPrice);
+            result.timestamp = timestamp;
+            result.price = marketPrice;
+            result.hurst = hurst.isReady ? hurst.hurst : null;
+            result.pe = pe.isReady ? pe.normalizedEntropy : null;
+            allResults.push(result);
+        }
+        // ── AMA weight calculation ───────────────────────────────────────────
+        const closes = candles.map(c => getCandleClose(c) ?? 0);
+        const amaValues = calculateAMA(closes, AMA_CONFIG);
+        for (let i = 0; i < allResults.length; i++) {
+            // The research chart keeps ATR out of the Kalman branch on purpose.
+            // Production applies ATR later as a separate symmetric volatility penalty.
+            const atr = 0;
+            const weightVariance = 0;
+            const weights = computeAmaSlopeWeights(amaValues.slice(0, i + 1), weightVariance, {
+                erPeriod: AMA_CONFIG.erPeriod,
+                lookbackBars: config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars,
+                maxSlopePct: AMA_WEIGHT_CONFIG.amaMaxSlopePct,
+                neutralZonePct: AMA_WEIGHT_CONFIG.neutralZonePct,
+                volatilityExponent: AMA_WEIGHT_CONFIG.volatilityExponent,
+                volatilityScaleX: AMA_WEIGHT_CONFIG.volatilityScaleX,
+                volatilityThreshold: AMA_WEIGHT_CONFIG.volatilityThreshold,
+                maxSlopeOffset: AMA_WEIGHT_CONFIG.maxSlopeOffset,
+                maxVolatilityOffset: AMA_WEIGHT_CONFIG.maxVolatilityOffset,
+            });
+            allResults[i].ama3Price = amaValues[i] ?? null;
+            allResults[i].atr = atr;
+            allResults[i].weightVariance = weightVariance;
+            allResults[i].amaSlopePct = weights.slopePct;
+            allResults[i].amaWeightReady = weights.isReady;
+            allResults[i].amaSlopeOffset = weights.slopeOffset;
+            allResults[i].amaSymmetricDelta = weights.symmetricDelta;
+        }
+        // ── Generate chart ───────────────────────────────────────────────────
+        const html = generateHTML({
+            allResults,
+            amaConfig: AMA_CONFIG,
+            amaKey,
+            amaWeightConfig: {
+                ...AMA_WEIGHT_CONFIG,
+                lookbackBars: config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars,
+            },
+            alpha: config.alpha,
+            gain: config.gain,
+            dispWeight: config.dispWeight,
+            clipPct: config.clipPct,
+            regimeSensitivity: MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY,
+            dispScaleMinPct: config.dispScaleMinPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT,
+            minOutputThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD,
+            outputClamp: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
+            marketAdapter: {
+                alpha: MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA,
+                gain: MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN,
+                dispWeight: MARKET_ADAPTER.DYNAMIC_WEIGHT_DW,
+                clipPercentile: MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE,
+                regimeSensitivity: MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY,
+                minOutputThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD,
+                outputClamp: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
+                amaLookbackBars: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS,
+                amaMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT,
+                kalmanMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT,
+                amaNeutralZonePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
+                dispScaleMinPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT,
+            },
+        }, 'Dynamic Weight Research Tool');
+        writeChartFile(config.chartFile, html);
+        if (!config.quiet)
+            console.log(`[DynamicWeight] ✓ Chart saved to ${config.chartFile}`);
+    }
+    catch (err) {
+        console.error(`[DynamicWeight] Error: ${err?.message ?? err}`);
+        process.exit(1);
+    }
+}
+main().catch((err) => { console.error(err); process.exit(1); });
+//# sourceMappingURL=analyze_dynamic_weight.js.map

package/dist/analysis/analyze_dynamic_weight.js.map

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package/dist/analysis/analyze_kalman.d.ts

@@ -0,0 +1,13 @@
+#!/usr/bin/env node
+/**
+ * KALMAN TREND ANALYSIS RUNNER
+ *
+ * Runs KalmanTrendAnalyzer over candle data and generates an interactive HTML chart.
+ *
+ * Usage:
+ *   tsx analysis/analyze_kalman.ts \
+ *     --source json \
+ *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
+ */
+export {};
+//# sourceMappingURL=analyze_kalman.d.ts.map

package/dist/analysis/analyze_kalman.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"analyze_kalman.d.ts","sourceRoot":"","sources":["../../analysis/analyze_kalman.ts"],"names":[],"mappings":";AAEA;;;;;;;;;GASG"}

package/dist/analysis/analyze_kalman.js

@@ -0,0 +1,118 @@
+#!/usr/bin/env node
+/**
+ * KALMAN TREND ANALYSIS RUNNER
+ *
+ * Runs KalmanTrendAnalyzer over candle data and generates an interactive HTML chart.
+ *
+ * Usage:
+ *   tsx analysis/analyze_kalman.ts \
+ *     --source json \
+ *     --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
+ */
+import { KalmanTrendAnalyzer } from './trend_detection/kalman_trend_analyzer.js';
+import { generateHTML } from './trend_detection/kalman_chart_generator.js';
+import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
+import { computeAverageAmaSlopePct } from '../market_adapter/core/strategies/dynamic_weight_series.js';
+import { getCandleClose } from './math_utils.js';
+import { writeChartFile } from './chart_utils.js';
+import { resolveSource, listAvailableBots } from './resolve_source.js';
+'use strict';
+const LOOKBACK_BARS = 72;
+const NEUTRAL_ZONE = 0.15;
+const MAX_SLOPE_PCT = 3.0;
+const MAX_SLOPE_OFFSET = 0.5;
+function parseArgs() {
+    const args = process.argv.slice(2);
+    const config = {
+        source: { type: 'market_adapter', config: { botKey: '' } },
+        rNoise: 0.05,
+        qNoise: 0.005,
+        chartFile: 'analysis/charts/kalman_chart.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 === '--r')
+            config.rNoise = parseFloat(args[++i]);
+        else if (arg === '--q')
+            config.qNoise = parseFloat(args[++i]);
+        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;
+}
+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(`[Kalman] 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');
+        }
+        // ── Kalman analysis ──────────────────────────────────────────────────
+        const analyzer = new KalmanTrendAnalyzer({
+            rNoise: config.rNoise,
+            qNoise: config.qNoise
+        });
+        const allResults = [];
+        for (let i = 0; i < candles.length; i++) {
+            const { marketPrice, timestamp } = source.extractMarketPrice(candles[i]);
+            const result = analyzer.update(marketPrice);
+            result.timestamp = timestamp;
+            allResults.push(result);
+        }
+        // ── AMA weight offset (for comparison panel) ─────────────────────────
+        const closes = candles.map(c => getCandleClose(c) ?? 0);
+        const amaValues = calculateAMA(closes, amaConfig);
+        const warmup = amaConfig.erPeriod + LOOKBACK_BARS + 1;
+        for (let i = 0; i < allResults.length; i++) {
+            if (i < warmup) {
+                allResults[i].amaWeightOffset = null;
+                continue;
+            }
+            const last = amaValues[i];
+            const past = amaValues[i - LOOKBACK_BARS];
+            if (!last || !past || past === 0) {
+                allResults[i].amaWeightOffset = null;
+                continue;
+            }
+            const slopePct = computeAverageAmaSlopePct(last, past, LOOKBACK_BARS) * LOOKBACK_BARS;
+            if (Math.abs(slopePct) < NEUTRAL_ZONE) {
+                allResults[i].amaWeightOffset = 0;
+            }
+            else {
+                allResults[i].amaWeightOffset = Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET, (slopePct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
+            }
+        }
+        // ── Generate chart ───────────────────────────────────────────────────
+        const html = generateHTML({ allResults }, 'Kalman Trend Analysis');
+        writeChartFile(config.chartFile, html);
+        if (!config.quiet)
+            console.log(`[Kalman] ✓ Chart saved to ${config.chartFile}`);
+    }
+    catch (err) {
+        console.error(`[Kalman] Error: ${err?.message ?? err}`);
+        process.exit(1);
+    }
+}
+main().catch((err) => { console.error(err); process.exit(1); });
+//# sourceMappingURL=analyze_kalman.js.map

package/dist/analysis/analyze_kalman.js.map

@@ -0,0 +1 @@
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package/dist/analysis/analyze_regime.d.ts

@@ -0,0 +1,20 @@
+#!/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
+ */
+export {};
+//# sourceMappingURL=analyze_regime.d.ts.map

package/dist/analysis/analyze_regime.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"analyze_regime.d.ts","sourceRoot":"","sources":["../../analysis/analyze_regime.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;;GAgBG"}

package/dist/analysis/analyze_regime.js

@@ -0,0 +1,139 @@
+#!/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 } 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: '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 = [];
+        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].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) {
+        console.error(`[Regime] Error: ${err?.message ?? err}`);
+        process.exit(1);
+    }
+}
+main().catch((err) => { console.error(err); process.exit(1); });
+//# sourceMappingURL=analyze_regime.js.map

package/dist/analysis/analyze_regime.js.map

@@ -0,0 +1 @@
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package/dist/analysis/analyze_regime_windows.d.ts

@@ -0,0 +1,19 @@
+#!/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
+ */
+export {};
+//# sourceMappingURL=analyze_regime_windows.d.ts.map

package/dist/analysis/analyze_regime_windows.d.ts.map

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