dexbot 1.4.17 → 1.4.18

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 (209) hide show
  1. package/CHANGELOG.md +6 -0
  2. package/analysis/README.md +43 -43
  3. package/analysis/ama_fitting/README.md +8 -8
  4. package/analysis/ama_fitting/package.json +1 -1
  5. package/analysis/bot_fitting/README.md +4 -4
  6. package/analysis/bot_fitting/backtest_ama_sweep.ts +1 -1
  7. package/analysis/bot_usage/discover_bot_accounts.ts +11 -11
  8. package/analysis/tradingview/README.md +4 -4
  9. package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +2 -2
  10. package/analysis/trend_detection/SIGNAL_DOCUMENTATION.md +1 -1
  11. package/analysis/trend_detection/package.json +1 -1
  12. package/claw/README.md +45 -45
  13. package/claw/docs/AI_BOT_LIBRARY_API.md +6 -6
  14. package/claw/examples/short_mpa_bts_strategy.ts +3 -3
  15. package/claw/package.json +21 -21
  16. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  17. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  18. package/claw/scripts/claw_bridge.ts +2 -2
  19. package/claw/scripts/claw_skill_md.ts +1 -1
  20. package/claw/skills/launcher-ops/references/launcher-workflow.md +5 -5
  21. package/claw/skills/margin-trading/references/honest-asset-list.md +1 -1
  22. package/claw/skills/memu-memory/SKILL.md +3 -3
  23. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  24. package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts +3 -0
  25. package/dist/analysis/ama_fitting/analyze_ama_price_changes.d.ts.map +1 -0
  26. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +148 -0
  27. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -0
  28. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts +12 -0
  29. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.d.ts.map +1 -0
  30. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +389 -0
  31. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -0
  32. package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts +3 -0
  33. package/dist/analysis/ama_fitting/calibrate_convergence_er.d.ts.map +1 -0
  34. package/dist/analysis/ama_fitting/calibrate_convergence_er.js +200 -0
  35. package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -0
  36. package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts +3 -0
  37. package/dist/analysis/ama_fitting/fetch_lp_candles.d.ts.map +1 -0
  38. package/dist/analysis/ama_fitting/fetch_lp_candles.js +213 -0
  39. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -0
  40. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +25 -0
  41. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -0
  42. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +247 -0
  43. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -0
  44. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts +35 -0
  45. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -0
  46. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +782 -0
  47. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -0
  48. package/dist/analysis/analyze_derivatives.d.ts +86 -0
  49. package/dist/analysis/analyze_derivatives.d.ts.map +1 -0
  50. package/dist/analysis/analyze_derivatives.js +285 -0
  51. package/dist/analysis/analyze_derivatives.js.map +1 -0
  52. package/dist/analysis/analyze_dynamic_weight.d.ts +14 -0
  53. package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -0
  54. package/dist/analysis/analyze_dynamic_weight.js +197 -0
  55. package/dist/analysis/analyze_dynamic_weight.js.map +1 -0
  56. package/dist/analysis/analyze_kalman.d.ts +13 -0
  57. package/dist/analysis/analyze_kalman.d.ts.map +1 -0
  58. package/dist/analysis/analyze_kalman.js +118 -0
  59. package/dist/analysis/analyze_kalman.js.map +1 -0
  60. package/dist/analysis/analyze_regime.d.ts +20 -0
  61. package/dist/analysis/analyze_regime.d.ts.map +1 -0
  62. package/dist/analysis/analyze_regime.js +139 -0
  63. package/dist/analysis/analyze_regime.js.map +1 -0
  64. package/dist/analysis/analyze_regime_windows.d.ts +19 -0
  65. package/dist/analysis/analyze_regime_windows.d.ts.map +1 -0
  66. package/dist/analysis/analyze_regime_windows.js +414 -0
  67. package/dist/analysis/analyze_regime_windows.js.map +1 -0
  68. package/dist/analysis/analyze_risk_profile.d.ts +3 -0
  69. package/dist/analysis/analyze_risk_profile.d.ts.map +1 -0
  70. package/dist/analysis/analyze_risk_profile.js +186 -0
  71. package/dist/analysis/analyze_risk_profile.js.map +1 -0
  72. package/dist/analysis/analyze_trade_heatmap.d.ts +3 -0
  73. package/dist/analysis/analyze_trade_heatmap.d.ts.map +1 -0
  74. package/dist/analysis/analyze_trade_heatmap.js +358 -0
  75. package/dist/analysis/analyze_trade_heatmap.js.map +1 -0
  76. package/dist/analysis/analyze_volatility.d.ts +22 -0
  77. package/dist/analysis/analyze_volatility.d.ts.map +1 -0
  78. package/dist/analysis/analyze_volatility.js +165 -0
  79. package/dist/analysis/analyze_volatility.js.map +1 -0
  80. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +91 -0
  81. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -0
  82. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +792 -0
  83. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -0
  84. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +2 -0
  85. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -0
  86. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +380 -0
  87. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -0
  88. package/dist/analysis/bot_fitting/shared_utils.d.ts +26 -0
  89. package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -0
  90. package/dist/analysis/bot_fitting/shared_utils.js +42 -0
  91. package/dist/analysis/bot_fitting/shared_utils.js.map +1 -0
  92. package/dist/analysis/bot_key_utils.d.ts +11 -0
  93. package/dist/analysis/bot_key_utils.d.ts.map +1 -0
  94. package/dist/analysis/bot_key_utils.js +153 -0
  95. package/dist/analysis/bot_key_utils.js.map +1 -0
  96. package/dist/analysis/bot_usage/discover_bot_accounts.d.ts +3 -0
  97. package/dist/analysis/bot_usage/discover_bot_accounts.d.ts.map +1 -0
  98. package/dist/analysis/bot_usage/discover_bot_accounts.js +499 -0
  99. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -0
  100. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +531 -0
  101. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -0
  102. package/dist/analysis/bot_usage/kibana_bot_queries.js +399 -0
  103. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -0
  104. package/dist/analysis/chart_css.d.ts +17 -0
  105. package/dist/analysis/chart_css.d.ts.map +1 -0
  106. package/dist/analysis/chart_css.js +49 -0
  107. package/dist/analysis/chart_css.js.map +1 -0
  108. package/dist/analysis/chart_ui.d.ts +45 -0
  109. package/dist/analysis/chart_ui.d.ts.map +1 -0
  110. package/dist/analysis/chart_ui.js +97 -0
  111. package/dist/analysis/chart_ui.js.map +1 -0
  112. package/dist/analysis/chart_utils.d.ts +27 -0
  113. package/dist/analysis/chart_utils.d.ts.map +1 -0
  114. package/dist/analysis/chart_utils.js +153 -0
  115. package/dist/analysis/chart_utils.js.map +1 -0
  116. package/dist/analysis/derivative_chart_generator.d.ts +12 -0
  117. package/dist/analysis/derivative_chart_generator.d.ts.map +1 -0
  118. package/dist/analysis/derivative_chart_generator.js +891 -0
  119. package/dist/analysis/derivative_chart_generator.js.map +1 -0
  120. package/dist/analysis/math_utils.d.ts +22 -0
  121. package/dist/analysis/math_utils.d.ts.map +1 -0
  122. package/dist/analysis/math_utils.js +43 -0
  123. package/dist/analysis/math_utils.js.map +1 -0
  124. package/dist/analysis/price_sources.d.ts +40 -0
  125. package/dist/analysis/price_sources.d.ts.map +1 -0
  126. package/dist/analysis/price_sources.js +94 -0
  127. package/dist/analysis/price_sources.js.map +1 -0
  128. package/dist/analysis/resolve_source.d.ts +25 -0
  129. package/dist/analysis/resolve_source.d.ts.map +1 -0
  130. package/dist/analysis/resolve_source.js +69 -0
  131. package/dist/analysis/resolve_source.js.map +1 -0
  132. package/dist/analysis/trade_profitability.d.ts +115 -0
  133. package/dist/analysis/trade_profitability.d.ts.map +1 -0
  134. package/dist/analysis/trade_profitability.js +1240 -0
  135. package/dist/analysis/trade_profitability.js.map +1 -0
  136. package/dist/analysis/tradingview/analyze_tradingview.d.ts +31 -0
  137. package/dist/analysis/tradingview/analyze_tradingview.d.ts.map +1 -0
  138. package/dist/analysis/tradingview/analyze_tradingview.js +146 -0
  139. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -0
  140. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +5 -0
  141. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -0
  142. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +1714 -0
  143. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -0
  144. package/dist/analysis/trend_detection/derivative_analyzer.d.ts +247 -0
  145. package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -0
  146. package/dist/analysis/trend_detection/derivative_analyzer.js +901 -0
  147. package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -0
  148. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts +3 -0
  149. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -0
  150. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +1361 -0
  151. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -0
  152. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +6 -0
  153. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -0
  154. package/dist/analysis/trend_detection/hurst_analyzer.js +7 -0
  155. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -0
  156. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts +3 -0
  157. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -0
  158. package/dist/analysis/trend_detection/kalman_chart_generator.js +360 -0
  159. package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -0
  160. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +8 -0
  161. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -0
  162. package/dist/analysis/trend_detection/kalman_trend_analyzer.js +8 -0
  163. package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -0
  164. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +6 -0
  165. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -0
  166. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +7 -0
  167. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -0
  168. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +6 -0
  169. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -0
  170. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +7 -0
  171. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -0
  172. package/dist/analysis/trend_detection/regime_chart_generator.d.ts +3 -0
  173. package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -0
  174. package/dist/analysis/trend_detection/regime_chart_generator.js +310 -0
  175. package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -0
  176. package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts +2 -0
  177. package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map +1 -0
  178. package/dist/analysis/trend_detection/tests/test_kalman_trend.js +128 -0
  179. package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -0
  180. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts +2 -0
  181. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map +1 -0
  182. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +37 -0
  183. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -0
  184. package/dist/analysis/trend_detection/volatility_chart_generator.d.ts +3 -0
  185. package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map +1 -0
  186. package/dist/analysis/trend_detection/volatility_chart_generator.js +646 -0
  187. package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -0
  188. package/dist/bot.js +1 -1
  189. package/dist/bot.js.map +1 -1
  190. package/dist/market_adapter/ama_signal_runner.js +1 -1
  191. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  192. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +1 -1
  193. package/dist/scripts/generate_lp_chart.js +1 -1
  194. package/dist/scripts/test-credit-renewal.js +1 -1
  195. package/docs/DEXBOT_COMPARISON.md +3 -3
  196. package/docs/EVOLUTION.md +5 -4
  197. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
  198. package/docs/GRID_RECALCULATION.md +2 -2
  199. package/docs/README.md +1 -1
  200. package/market_adapter/README.md +23 -23
  201. package/package.json +17 -21
  202. package/scripts/README.md +12 -12
  203. package/scripts/bots +5 -7
  204. package/scripts/clear-market-adapter.sh +1 -1
  205. package/scripts/dexbot +5 -7
  206. package/scripts/keys +5 -7
  207. package/scripts/pm2 +5 -7
  208. package/scripts/unlock +5 -7
  209. package/scripts/update.js +6 -7
@@ -0,0 +1,414 @@
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+ #!/usr/bin/env node
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+ /**
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+ * REGIME WINDOW OPTIMIZER
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+ *
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+ * Grid-searches optimal Hurst and Permutation Entropy window sizes to maximize
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+ * regime quality — a composite score of stability, directional accuracy, and
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+ * information content.
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+ *
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+ * Scoring:
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+ * - regimeStability: mean duration (bars) before regime switches
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+ * - entropyDefect: penalty for being stuck in the "random" band (H 0.45–0.55)
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+ *
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+ * Usage:
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+ * tsx analysis/analyze_regime_windows.ts \
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+ * --source json \
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+ * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
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+ */
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+ import { HurstAnalyzer } from './trend_detection/hurst_analyzer.js';
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+ import { PermutationEntropyAnalyzer } from './trend_detection/permutation_entropy_analyzer.js';
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+ import { MARKET_ADAPTER } from '../modules/constants.js';
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+ import { writeChartFile } from './chart_utils.js';
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+ import { getCandleClose } from './math_utils.js';
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+ import { roundTo } from '../modules/order/utils/math.js';
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+ import { resolveSource, listAvailableBots } from './resolve_source.js';
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+ const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
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+ const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
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+ 'use strict';
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+ const HURST_CENTER = HURST_CONFIG.window;
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+ const PE_CENTER = PE_CONFIG.window;
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+ const RANGE_FACTOR = 2;
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+ const N_POINTS = 20;
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+ function geoRange(center, factor, n) {
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+ const lo = center / factor;
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+ const hi = center * factor;
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+ const r = Math.pow(hi / lo, 1 / (n - 1));
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+ const vals = [];
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+ for (let i = 0; i < n; i++)
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+ vals.push(lo * Math.pow(r, i));
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+ return vals;
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+ }
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+ const HURST_WINDOWS = geoRange(HURST_CENTER, RANGE_FACTOR, N_POINTS);
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+ const PE_WINDOWS = geoRange(PE_CENTER, RANGE_FACTOR, N_POINTS);
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+ const HURST_SCALES = [8, 16, 32, 64];
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+ const PE_M = 5;
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+ const PE_DELAY = 1;
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+ function parseArgs() {
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+ const args = process.argv.slice(2);
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+ const config = {
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+ source: { type: 'market_adapter', config: { botKey: '' } },
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+ chartFile: 'analysis/charts/regime_windows_heatmap.html',
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+ quiet: false,
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+ listBots: false,
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+ };
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+ for (let i = 0; i < args.length; i++) {
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+ const arg = args[i];
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+ if (arg === '--source')
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+ config.source.type = args[++i];
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+ else if (arg === '--bot-key')
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+ config.source.config.botKey = args[++i];
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+ else if (arg === '--file') {
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+ config.source.config.filePath = args[++i];
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+ config.source.type = 'json';
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+ }
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+ else if (arg === '--chart')
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+ config.chartFile = args[++i];
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+ else if (arg === '--list-bots')
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+ config.listBots = true;
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+ else if (arg === '--quiet')
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+ config.quiet = true;
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+ }
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+ return config;
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+ }
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+ const H_UPPER = 0.5 + MARKET_ADAPTER.HURST_ZONE_BAND;
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+ const H_LOWER = 0.5 - MARKET_ADAPTER.HURST_ZONE_BAND;
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+ function regimeBand(H) {
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+ if (H === null)
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+ return 'RANDOM';
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+ if (H > H_UPPER)
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+ return 'TRENDING';
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+ if (H < H_LOWER)
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+ return 'MEAN_REVERTING';
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+ return 'RANDOM';
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+ }
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+ function rankNormalize(arr) {
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+ const sorted = arr.slice().sort((a, b) => a - b);
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+ return arr.map((v) => {
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+ const idx = sorted.findIndex((x) => x === v);
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+ return idx / (sorted.length - 1);
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+ });
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+ }
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+ function scoreWindowPair(prices, hurstWindow, peWindow) {
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+ const n = prices.length;
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+ const hurstAnalyzer = new HurstAnalyzer({ window: hurstWindow, scales: HURST_SCALES });
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+ const peAnalyzer = new PermutationEntropyAnalyzer({ m: PE_M, delay: PE_DELAY, window: peWindow });
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+ const hArr = [];
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+ const pArr = [];
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+ for (let i = 0; i < n; i++) {
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+ const h = hurstAnalyzer.update(prices[i]);
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+ const p = peAnalyzer.update(prices[i]);
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+ hArr.push(h.isReady ? h.hurst : null);
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+ pArr.push(p.isReady ? p.normalizedEntropy : null);
102
+ }
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+ const firstReady = hArr.findIndex(v => v !== null);
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+ if (firstReady < 0)
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+ return null;
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+ const readyH = hArr.slice(firstReady);
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+ const readyP = pArr.slice(firstReady).filter((v) => v !== null);
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+ const m = readyH.length;
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+ if (m < 50)
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+ return null;
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+ // ── Regime sequences ──────────────────────────────────────────────────
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+ const hBands = readyH.map(regimeBand);
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+ const pBands = readyP.map(v => v < 0.60 ? 'STRUCTURED' : v > 0.85 ? 'NOISE' : 'MIXED');
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+ const combined = hBands.map((h, i) => `${h}|${pBands[i]}`);
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+ // ── Stability: mean run-length of combined regime ───────────────────
116
+ let stabilitySum = 0, stabilityCount = 0;
117
+ let runLen = 1;
118
+ for (let i = 1; i < combined.length; i++) {
119
+ if (combined[i] === combined[i - 1]) {
120
+ runLen++;
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+ }
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+ else {
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+ stabilitySum += runLen;
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+ stabilityCount++;
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+ runLen = 1;
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+ }
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+ }
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+ stabilitySum += runLen;
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+ stabilityCount++;
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+ const meanStability = stabilitySum / stabilityCount;
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+ // ── Entropy defect: how often stuck in random band ───────────────────
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+ const randomCount = hBands.filter(b => b === 'RANDOM').length;
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+ const entropyDefect = randomCount / m;
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+ // ── Structured fraction: how often PE is structured ───────────────────
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+ const structuredCount = pBands.filter(b => b === 'STRUCTURED').length;
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+ const structuredFrac = structuredCount / m;
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+ // ── Lag score: inverse window size — smaller windows respond faster ─────
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+ const minH = HURST_WINDOWS[0];
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+ const minP = PE_WINDOWS[0];
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+ const lagScore = 0.5 * (minH / hurstWindow) + 0.5 * (minP / peWindow);
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+ return {
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+ hurstWindow,
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+ peWindow,
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+ meanStability,
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+ entropyDefect,
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+ structuredFrac,
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+ lagScore,
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+ _stabilityRaw: meanStability,
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+ _entropyRaw: 1 - entropyDefect,
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+ _structuredRaw: structuredFrac,
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+ _lagRaw: lagScore,
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+ n: m,
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+ };
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+ }
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+ function computeComposite(allResults) {
156
+ const n = allResults.length;
157
+ if (n === 0)
158
+ return allResults;
159
+ const stabilityVals = allResults.map((r) => r._stabilityRaw);
160
+ const entropyVals = allResults.map((r) => r._entropyRaw);
161
+ const structuredVals = allResults.map((r) => r._structuredRaw);
162
+ const lagVals = allResults.map((r) => r._lagRaw);
163
+ const [rnStability, rnEntropy, rnStructured, rnLag] = [stabilityVals, entropyVals, structuredVals, lagVals].map(rankNormalize);
164
+ // Weights: lag=30%, stability=30%, entropy=25%, structured=15%
165
+ const W = { lag: 0.30, stability: 0.30, entropy: 0.25, structured: 0.15 };
166
+ return allResults.map((r, i) => {
167
+ const composite = W.lag * rnLag[i] +
168
+ W.stability * rnStability[i] +
169
+ W.entropy * rnEntropy[i] +
170
+ W.structured * rnStructured[i];
171
+ return {
172
+ ...r,
173
+ stabilityScore: roundTo(rnStability[i], 1000),
174
+ entropyScore: roundTo(rnEntropy[i], 1000),
175
+ structuredScore: roundTo(rnStructured[i], 1000),
176
+ lagScore: roundTo(rnLag[i], 1000),
177
+ composite: roundTo(composite, 1000),
178
+ };
179
+ });
180
+ }
181
+ function generateHeatmapHTML(results, hurstVals, peVals) {
182
+ const maxComposite = Math.max(...results.map((r) => r.composite));
183
+ const minComposite = Math.min(...results.map((r) => r.composite));
184
+ const range = maxComposite - minComposite || 1;
185
+ const grid = {};
186
+ results.forEach((r) => { grid[`${r.hurstWindow},${r.peWindow}`] = r; });
187
+ const defaultH = HURST_CENTER;
188
+ const defaultP = PE_CENTER;
189
+ const geoRatio = Math.pow(RANGE_FACTOR, 1 / (N_POINTS - 1));
190
+ const epsH = Math.abs(HURST_WINDOWS[HURST_WINDOWS.length - 1] - HURST_WINDOWS[0]) / (N_POINTS - 1) * 0.6;
191
+ const epsP = Math.abs(PE_WINDOWS[PE_WINDOWS.length - 1] - PE_WINDOWS[0]) / (N_POINTS - 1) * 0.6;
192
+ const best = results.reduce((a, b) => a.composite > b.composite ? a : b);
193
+ const top10 = results.slice().sort((a, b) => b.composite - a.composite).slice(0, 10);
194
+ const currentResult = results.find((r) => Math.abs(r.hurstWindow - defaultH) < epsH && Math.abs(r.peWindow - defaultP) < epsP);
195
+ function cell(r, h, p) {
196
+ if (!r)
197
+ return '<td class="empty"></td>';
198
+ const norm = (r.composite - minComposite) / range; // 0 = worst, 1 = best
199
+ // Color ramp: red (worst) → orange → yellow → green (best)
200
+ // norm 0.0 → rgb(248,81,73) red
201
+ // norm 0.5 → rgb(240,140,0) orange
202
+ // norm 1.0 → rgb(46,160,67) green
203
+ const rr = norm < 0.5
204
+ ? Math.round(248 - (248 - 240) * norm * 2)
205
+ : Math.round(240 - (240 - 46) * (norm - 0.5) * 2);
206
+ const rg = norm < 0.5
207
+ ? Math.round(81 + (140 - 81) * norm * 2)
208
+ : Math.round(140 + (160 - 140) * (norm - 0.5) * 2);
209
+ const rb = norm < 0.5
210
+ ? Math.round(73 + (0 - 73) * norm * 2)
211
+ : Math.round(0 + (67 - 0) * (norm - 0.5) * 2);
212
+ const bg = `rgb(${rr},${rg},${rb})`;
213
+ const isCenter = Math.abs(h - defaultH) < epsH && Math.abs(p - defaultP) < epsP;
214
+ const isBest = r === best;
215
+ let border = isBest ? '2px solid #fff' : isCenter ? '2px solid #58a6ff' : '1px solid #1c2128';
216
+ return `<td class="cell" style="background:${bg};${border}"
217
+ title="H=${Math.round(h)} PE=${Math.round(p)}
218
+ composite=${r.composite} (${(norm * 100).toFixed(1)}% of range)
219
+ stability=${r.meanStability.toFixed(1)}b lag=${r.lagScore.toFixed(3)}
220
+ noise=${(r.entropyDefect * 100).toFixed(1)}%">
221
+ <span class="val" style="color:${norm > 0.7 ? '#fff' : norm > 0.35 ? '#0b0e14' : 'rgba(255,255,255,0.75)'}">${r.composite.toFixed(3)}</span>
222
+ </td>`;
223
+ }
224
+ // PE on Y axis (rows), Hurst on X axis (columns)
225
+ const colHeaders = hurstVals.map((h) => `<th>${Math.round(h)}</th>`).join('');
226
+ const rows = peVals.map((p) => `<tr><td class="row-label">${Math.round(p)}</td>${hurstVals.map((h) => cell(grid[`${h},${p}`], h, p)).join('')}</tr>`).join('\n');
227
+ const top10Bars = top10.map((r, i) => {
228
+ const isCenter = Math.abs(r.hurstWindow - defaultH) < epsH && Math.abs(r.peWindow - defaultP) < epsP;
229
+ const isBest = r === best;
230
+ const barNorm = (r.composite - minComposite) / range;
231
+ const rr = barNorm < 0.5
232
+ ? Math.round(248 - (248 - 240) * barNorm * 2)
233
+ : Math.round(240 - (240 - 46) * (barNorm - 0.5) * 2);
234
+ const rg = barNorm < 0.5
235
+ ? Math.round(81 + (140 - 81) * barNorm * 2)
236
+ : Math.round(140 + (160 - 140) * (barNorm - 0.5) * 2);
237
+ const rb = barNorm < 0.5
238
+ ? Math.round(73 + (0 - 73) * barNorm * 2)
239
+ : Math.round(0 + (67 - 0) * (barNorm - 0.5) * 2);
240
+ const barColor = `rgb(${rr},${rg},${rb})`;
241
+ return `<div class="bar-row" title="H=${Math.round(r.hurstWindow)} PE=${Math.round(r.peWindow)} stability=${r.meanStability.toFixed(1)}b lag=${r.lagScore.toFixed(3)}">
242
+ <span class="bar-label" style="color:${isBest ? '#3fb950' : isCenter ? '#58a6ff' : '#8b949e'}">#${i + 1} H=${Math.round(r.hurstWindow)} PE=${Math.round(r.peWindow)}</span>
243
+ <div class="bar-track"><div class="bar-fill" style="width:${(barNorm * 100).toFixed(1)}%;background:${barColor}"></div></div>
244
+ <span class="bar-score" style="color:${barColor}">${r.composite.toFixed(3)}</span>
245
+ <span class="bar-meta">${r.meanStability.toFixed(1)}b lag=${r.lagScore.toFixed(2)} ${(r.entropyDefect * 100).toFixed(0)}%noise</span>
246
+ </div>`;
247
+ }).join('\n');
248
+ return `<!DOCTYPE html>
249
+ <html lang="en">
250
+ <head>
251
+ <meta charset="UTF-8">
252
+ <title>Regime Window Optimization</title>
253
+ <style>
254
+ * { box-sizing: border-box; }
255
+ body { background: #0b0e14; color: #d1d5db; font-family: 'Segoe UI', sans-serif; margin: 0; padding: 20px; }
256
+ h1 { color: #fff; font-size: 16px; margin: 0 0 4px 0; }
257
+ .subtitle { color: #8b949e; font-size: 11px; margin: 0 0 12px 0; }
258
+ .topline { display: flex; gap: 32px; margin-bottom: 14px; font-size: 12px; }
259
+ .topline span { color: #8b949e; }
260
+ .topline .highlight { color: #3fb950; font-weight: bold; }
261
+ .topline .current { color: #58a6ff; }
262
+ .layout { display: flex; gap: 24px; align-items: flex-start; flex-wrap: wrap; }
263
+ .col-label { font-size: 11px; color: #8b949e; margin-bottom: 4px; }
264
+ table { border-collapse: collapse; }
265
+ th, td { padding: 0; text-align: center; }
266
+ th { color: #8b949e; font-size: 10px; font-weight: normal; height: 20px; line-height: 20px; }
267
+ td.cell { width: 36px; height: 26px; cursor: default; }
268
+ td.cell .val { display: block; font-size: 9px; font-weight: bold; line-height: 26px; }
269
+ td.row-label { color: #8b949e; font-size: 10px; text-align: right; padding-right: 8px; width: 40px; }
270
+ td.empty { background: #161b22; }
271
+ .legend { display: flex; gap: 10px; align-items: center; font-size: 10px; color: #8b949e; margin-top: 8px; }
272
+ .legend-bar { width: 100px; height: 6px; border-radius: 2px; background: linear-gradient(to right, #f85149, #f08c00, #3fb950); }
273
+ .section-title { color: #8b949e; font-size: 10px; text-transform: uppercase; letter-spacing: 1px; margin: 0 0 10px 0; border-bottom: 1px solid #30363d; padding-bottom: 4px; }
274
+ .top10-chart { display: flex; flex-direction: column; gap: 6px; min-width: 380px; }
275
+ .bar-row { display: flex; align-items: center; gap: 10px; }
276
+ .bar-label { font-size: 10px; color: #8b949e; min-width: 100px; text-align: right; font-family: monospace; }
277
+ .bar-track { flex: 1; height: 18px; background: #161b22; border-radius: 2px; overflow: hidden; }
278
+ .bar-fill { height: 100%; border-radius: 2px; transition: width 0.3s ease; }
279
+ .bar-score { font-size: 11px; font-weight: bold; min-width: 44px; text-align: right; font-family: monospace; }
280
+ .bar-meta { font-size: 9px; color: #555; min-width: 140px; }
281
+ .bottom-row { display: flex; gap: 32px; align-items: flex-start; flex-wrap: wrap; margin-top: 24px; }
282
+ .score-breakdown { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; }
283
+ .score-card { background: #161b22; border: 1px solid #30363d; border-radius: 6px; padding: 10px 14px; }
284
+ .score-card h3 { color: #8b949e; font-size: 9px; text-transform: uppercase; letter-spacing: 1px; margin: 0 0 4px 0; font-weight: normal; }
285
+ .score-card .value { font-size: 18px; font-weight: bold; color: #3fb950; }
286
+ .score-card .desc { font-size: 10px; color: #8b949e; margin-top: 2px; }
287
+ .params-table { font-size: 11px; color: #8b949e; }
288
+ .params-table td { padding: 3px 0; }
289
+ .params-table td:first-child { color: #555; padding-right: 16px; }
290
+ </style>
291
+ </head>
292
+ <body>
293
+ <h1>Regime Window Optimization</h1>
294
+ <p class="subtitle">
295
+ Composite = 0.30×lag + 0.30×stability + 0.25×entropy + 0.15×structured
296
+ &nbsp;&middot;&nbsp; ${hurstVals.length}×${peVals.length} grid (${hurstVals.length * peVals.length} combos)
297
+ &nbsp;&middot;&nbsp; ${results[0]?.n ?? 0} usable bars
298
+ </p>
299
+
300
+ <div class="topline">
301
+ <span>Best: <span class="highlight">H=${Math.round(best.hurstWindow)} PE=${Math.round(best.peWindow)}</span> score=${best.composite}</span>
302
+ <span>Current: <span class="current">H=${defaultH} PE=${defaultP}</span> score=${currentResult ? currentResult.composite : '—'}</span>
303
+ <span>Ratio: <span class="highlight">${(best.composite / (currentResult?.composite || 1)).toFixed(3)}</span></span>
304
+ <span>&Delta;: <span class="highlight">+${((best.composite - (currentResult?.composite || 0)) * 100).toFixed(1)}%</span></span>
305
+ </div>
306
+
307
+ <div class="layout">
308
+ <div>
309
+ <div class="col-label">Hurst window &rarr;</div>
310
+ <table class="heatmap">
311
+ <thead><tr><th></th>${colHeaders}</tr></thead>
312
+ <tbody>${rows}</tbody>
313
+ </table>
314
+ <div class="legend">
315
+ <span style="color:#f85149">bad</span>
316
+ <div class="legend-bar"></div>
317
+ <span style="color:#3fb950">good</span>
318
+ <span style="margin-left:12px;border-left:2px solid #58a6ff;padding-left:6px;">current</span>
319
+ <span style="border-left:2px solid #fff;padding-left:6px;">best</span>
320
+ </div>
321
+ </div>
322
+
323
+ <div>
324
+ <p class="section-title">Top 10 — Best combinations</p>
325
+ <div class="top10-chart">${top10Bars}</div>
326
+ </div>
327
+ </div>
328
+
329
+ <div class="bottom-row">
330
+ <div class="score-breakdown">
331
+ <div class="score-card">
332
+ <h3>Lag</h3>
333
+ <div class="value">30%</div>
334
+ <div class="desc">Responsiveness (inverse window size)</div>
335
+ </div>
336
+ <div class="score-card">
337
+ <h3>Stability</h3>
338
+ <div class="value">30%</div>
339
+ <div class="desc">Mean regime run-length</div>
340
+ </div>
341
+ <div class="score-card">
342
+ <h3>Entropy</h3>
343
+ <div class="value">25%</div>
344
+ <div class="desc">1 − random-band fraction</div>
345
+ </div>
346
+ <div class="score-card">
347
+ <h3>Structured</h3>
348
+ <div class="value">15%</div>
349
+ <div class="desc">PE structured fraction</div>
350
+ </div>
351
+ </div>
352
+
353
+ <table class="params-table">
354
+ <tr><td>Hurst range</td><td>${Math.round(hurstVals[0])} – ${Math.round(hurstVals[hurstVals.length - 1])} (center=${defaultH})</td></tr>
355
+ <tr><td>PE range</td><td>${Math.round(peVals[0])} – ${Math.round(peVals[peVals.length - 1])} (center=${defaultP})</td></tr>
356
+ <tr><td>Hurst scales</td><td>[8, 16, 32, 64]</td></tr>
357
+ <tr><td>PE embedding</td><td>m=5, delay=1</td></tr>
358
+ <tr><td>Spacing</td><td>geometric (ratio=${geoRatio.toFixed(3)})</td></tr>
359
+ </table>
360
+ </div>
361
+ </body>
362
+ </html>`;
363
+ }
364
+ async function main() {
365
+ const config = parseArgs();
366
+ try {
367
+ if (config.listBots) {
368
+ listAvailableBots();
369
+ return;
370
+ }
371
+ const { source } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
372
+ if (!config.quiet)
373
+ console.log(`[RegimeWindows] Loading candles from ${source.name}...`);
374
+ const candles = await source.fetchCandles();
375
+ if (!Array.isArray(candles) || candles.length === 0) {
376
+ throw new Error('No candles returned from source');
377
+ }
378
+ const prices = candles.map(c => getCandleClose(c) ?? 0);
379
+ if (!config.quiet)
380
+ console.log(`[RegimeWindows] ${prices.length} candles — running grid search...`);
381
+ const rawResults = [];
382
+ for (const hW of HURST_WINDOWS) {
383
+ for (const pW of PE_WINDOWS) {
384
+ if (!config.quiet)
385
+ process.stdout.write(` H=${hW.toFixed(1)} PE=${pW.toFixed(1)} ... `);
386
+ const r = scoreWindowPair(prices, hW, pW);
387
+ if (r) {
388
+ rawResults.push(r);
389
+ if (!config.quiet)
390
+ console.log(`stab=${r._stabilityRaw.toFixed(1)}b entr=${(r._entropyRaw * 100).toFixed(1)}% lag=${r._lagRaw.toFixed(3)}`);
391
+ }
392
+ else {
393
+ if (!config.quiet)
394
+ console.log('skip (not enough data)');
395
+ }
396
+ }
397
+ }
398
+ const results = computeComposite(rawResults);
399
+ if (!config.quiet) {
400
+ const best = results.reduce((a, b) => a.composite > b.composite ? a : b);
401
+ console.log(`\n[RegimeWindows] Best: H=${Math.round(best.hurstWindow)} PE=${Math.round(best.peWindow)} score=${best.composite} (stab=${best.stabilityScore} entr=${best.entropyScore} lag=${best.lagScore})`);
402
+ }
403
+ const html = generateHeatmapHTML(results, HURST_WINDOWS, PE_WINDOWS);
404
+ writeChartFile(config.chartFile, html);
405
+ if (!config.quiet)
406
+ console.log(`[RegimeWindows] ✓ Chart saved to ${config.chartFile}`);
407
+ }
408
+ catch (err) {
409
+ console.error(`[RegimeWindows] Error: ${err?.message ?? err}`);
410
+ process.exit(1);
411
+ }
412
+ }
413
+ main().catch((err) => { console.error(err); process.exit(1); });
414
+ //# sourceMappingURL=analyze_regime_windows.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,3 @@
1
+ #!/usr/bin/env node
2
+ export {};
3
+ //# sourceMappingURL=analyze_risk_profile.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"analyze_risk_profile.d.ts","sourceRoot":"","sources":["../../analysis/analyze_risk_profile.ts"],"names":[],"mappings":""}
@@ -0,0 +1,186 @@
1
+ #!/usr/bin/env node
2
+ /**
3
+ * RISK PROFILE ANALYZER
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+ *
5
+ * Unified utility to measure historical inventory drift (divergence quantiles
6
+ * and max divergence) to characterize risk bounds and establish safe ranges.
7
+ *
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+ * Also computes the empirical standard deviation of per-bar AMA movement
9
+ * (σ_ama_delta) for calibrating AMA_DELTA_THRESHOLD_PERCENT.
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+ *
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+ * Usage:
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+ * tsx analysis/analyze_risk_profile.ts --source market_adapter --bot-key <key> [options]
13
+ * tsx analysis/analyze_risk_profile.ts --file <path_to_json> [options]
14
+ */
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+ import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
16
+ import { MARKET_ADAPTER } from '../modules/constants.js';
17
+ import { generateHTML } from '../market_adapter/lp_chart_core.js';
18
+ import { calcStdDev, getCandleClose } from './math_utils.js';
19
+ import { writeChartFile } from './chart_utils.js';
20
+ import { resolveSource, listAvailableBots } from './resolve_source.js';
21
+ 'use strict';
22
+ function normSInv(p) {
23
+ if (p <= 0 || p >= 1)
24
+ return p <= 0 ? -Infinity : Infinity;
25
+ const a = [-3.969683028665376e1, 2.209460984245205e2, -2.759285104469687e2, 1.383577518672690e2, -3.066479806614716e1, 2.506628277459239];
26
+ const b = [-5.447609879822406e1, 1.615858368580409e2, -1.556989798598866e2, 6.680131188771972e1, -1.328068155288572e1];
27
+ const c = [-7.784894002430293e-3, -3.223964580411365e-1, -2.400758277161838e0, -2.549732539343734e0, 4.374664141464968e0, 2.938163982698783e0];
28
+ const d = [7.784695709041462e-3, 3.224671290700398e-1, 2.445134137142996e0, 3.754408661907416e0];
29
+ const p_low = 0.02425;
30
+ const p_high = 1 - p_low;
31
+ if (p < p_low) {
32
+ const q = Math.sqrt(-2 * Math.log(p));
33
+ return (((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) / ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1);
34
+ }
35
+ else if (p <= p_high) {
36
+ const q = p - 0.5;
37
+ const r = q * q;
38
+ return (((((a[0] * r + a[1]) * r + a[2]) * r + a[3]) * r + a[4]) * r + a[5]) * q / (((((b[0] * r + b[1]) * r + b[2]) * r + b[3]) * r + b[4]) * r + 1);
39
+ }
40
+ else {
41
+ const q = Math.sqrt(-2 * Math.log(1 - p));
42
+ return -((((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) / ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1));
43
+ }
44
+ }
45
+ function quantileToSigma(q) {
46
+ return normSInv((1 + q) / 2);
47
+ }
48
+ function getAmaDeltaStdDev(closes, amaConfig, warmup) {
49
+ const amaValues = calculateAMA(closes, amaConfig);
50
+ const deltas = [];
51
+ for (let i = warmup + 1; i < closes.length; i++) {
52
+ const prev = amaValues[i - 1];
53
+ const cur = amaValues[i];
54
+ if (!prev || !cur)
55
+ continue;
56
+ deltas.push((cur - prev) / prev);
57
+ }
58
+ return deltas.length ? calcStdDev(deltas) : null;
59
+ }
60
+ function getDivergenceDist(closes, amaConfig) {
61
+ const amaValues = calculateAMA(closes, amaConfig);
62
+ const dists = [];
63
+ for (let i = 1600; i < closes.length; i++) {
64
+ const ama = amaValues[i];
65
+ if (!ama)
66
+ continue;
67
+ dists.push(Math.abs(closes[i] - ama) / ama);
68
+ }
69
+ return dists.sort((a, b) => a - b);
70
+ }
71
+ function parseArgs() {
72
+ const args = process.argv.slice(2);
73
+ const config = {
74
+ source: { type: 'market_adapter', config: { botKey: '' } },
75
+ ama: 'AMA3',
76
+ output: null,
77
+ quiet: false,
78
+ listBots: false,
79
+ };
80
+ for (let i = 0; i < args.length; i++) {
81
+ const arg = args[i];
82
+ if (arg === '--source')
83
+ config.source.type = args[++i];
84
+ else if (arg === '--bot-key')
85
+ config.source.config.botKey = args[++i];
86
+ else if (arg === '--file') {
87
+ config.source.config.filePath = args[++i];
88
+ config.source.type = 'json';
89
+ }
90
+ else if (arg === '--ama')
91
+ config.ama = args[++i];
92
+ else if (arg === '--output')
93
+ config.output = args[++i];
94
+ else if (arg === '--list-bots')
95
+ config.listBots = true;
96
+ else if (arg === '--quiet')
97
+ config.quiet = true;
98
+ }
99
+ return config;
100
+ }
101
+ async function main() {
102
+ try {
103
+ const config = parseArgs();
104
+ if (config.listBots) {
105
+ listAvailableBots();
106
+ return;
107
+ }
108
+ const { source, botKey } = resolveSource({ ...config.source.config, type: config.source.type }, { quiet: config.quiet });
109
+ if (!config.quiet)
110
+ console.log(`[RiskProfile] Loading candles from ${source.name}...`);
111
+ const candles = await source.fetchCandles();
112
+ if (!Array.isArray(candles) || candles.length === 0) {
113
+ throw new Error('No candles returned from source');
114
+ }
115
+ const closes = candles.map(c => getCandleClose(c) ?? Number(c?.[4] ?? 0));
116
+ const warmup = 1600;
117
+ const presets = ['AMA1', 'AMA2', 'AMA3', 'AMA4'];
118
+ const quantiles = [0.999, 0.9999, 0.99999];
119
+ if (!config.quiet)
120
+ console.log(`[RiskProfile] Analyzing ${closes.length} candles from ${source.name}`);
121
+ const sigmaLabels = quantiles.map(q => `${(q * 100).toFixed(3)}% — ${quantileToSigma(q).toFixed(2)}σ`);
122
+ console.log('Preset, Max_Divergence(x), ' + sigmaLabels.map((l, i) => `${l} (${['Soft', 'Hard', 'Emergency'][i]})`).join(', '));
123
+ presets.forEach(name => {
124
+ const cfg = MARKET_ADAPTER.AMAS[name];
125
+ const allDists = getDivergenceDist(closes, cfg);
126
+ if (allDists.length === 0) {
127
+ console.log(`${name}, N/A, N/A, N/A, N/A`);
128
+ return;
129
+ }
130
+ const maxDist = allDists[allDists.length - 1];
131
+ const meanDist = allDists.reduce((a, b) => a + b, 0) / allDists.length;
132
+ const stdDist = calcStdDev(allDists);
133
+ const amaDeltaSigma = getAmaDeltaStdDev(closes, cfg, warmup);
134
+ const quantileResults = quantiles.map(q => {
135
+ const val = allDists[Math.min(Math.floor(allDists.length * q), allDists.length - 1)];
136
+ const sigma = quantileToSigma(q);
137
+ const empSigma = (val - meanDist) / stdDist;
138
+ return `${(1 + val).toFixed(3)}x (${sigma.toFixed(2)}σt, ${empSigma.toFixed(2)}σe)`;
139
+ });
140
+ console.log(`${name}, ${(1 + maxDist).toFixed(3)}x, ${quantileResults.join(', ')}`);
141
+ console.log(` σ_div: ${(stdDist * 100).toFixed(3)}% | mean_div: ${(meanDist * 100).toFixed(3)}% | σ_ama_delta: ${amaDeltaSigma !== null ? (amaDeltaSigma * 100).toFixed(3) : 'N/A'}%`);
142
+ });
143
+ if (config.output) {
144
+ if (!MARKET_ADAPTER.AMAS[config.ama]) {
145
+ console.error(`Invalid AMA preset for output: ${config.ama}. Choose from: ${Object.keys(MARKET_ADAPTER.AMAS).join(', ')}`);
146
+ process.exit(1);
147
+ }
148
+ const amaCfg = MARKET_ADAPTER.AMAS[config.ama];
149
+ const amaValues = calculateAMA(closes, amaCfg);
150
+ const candleArrays = candles.map(c => [c?.timestamp ?? c?.[0] ?? 0, c?.open ?? c?.[1] ?? 0, c?.high ?? c?.[2] ?? 0, c?.low ?? c?.[3] ?? 0, c?.close ?? c?.[4] ?? 0, c?.volume ?? c?.[5] ?? 0]);
151
+ const allDists = getDivergenceDist(closes, amaCfg);
152
+ const amaDeltaSigma = getAmaDeltaStdDev(closes, amaCfg, warmup);
153
+ const thresholds = quantiles.map(q => {
154
+ const val = allDists[Math.min(Math.floor(allDists.length * q), allDists.length - 1)];
155
+ return { quantile: q, multiplier: (1 + val).toFixed(3) };
156
+ });
157
+ const amaResult = {
158
+ name: config.ama,
159
+ values: amaValues,
160
+ color: '#e3b341',
161
+ lineWidth: 2,
162
+ erPeriod: amaCfg.erPeriod,
163
+ fastPeriod: amaCfg.fastPeriod,
164
+ slowPeriod: amaCfg.slowPeriod
165
+ };
166
+ const pairName = botKey || 'Market';
167
+ const meta = {
168
+ pool: `${pairName} ${config.ama} Risk Analysis`,
169
+ assetA: { symbol: 'Base' },
170
+ assetB: { symbol: 'Quote' },
171
+ intervalSeconds: candles.length > 1 ? ((candles[1]?.timestamp ?? candles[1]?.[0] ?? 0) - (candles[0]?.timestamp ?? candles[0]?.[0] ?? 0)) / 1000 : 3600,
172
+ thresholds: thresholds,
173
+ sigmaAmaDelta: amaDeltaSigma !== null ? +((amaDeltaSigma * 100).toFixed(3)) : null
174
+ };
175
+ const html = generateHTML(meta, candleArrays, [amaResult]);
176
+ writeChartFile(config.output, html);
177
+ console.log(`\n[RiskProfile] ✓ Risk report generated: ${config.output}`);
178
+ }
179
+ }
180
+ catch (err) {
181
+ console.error(`[RiskProfile] Error: ${err?.message ?? err}`);
182
+ process.exit(1);
183
+ }
184
+ }
185
+ main().catch((err) => { console.error(err); process.exit(1); });
186
+ //# sourceMappingURL=analyze_risk_profile.js.map