npm - dexbot - Versions diffs - 1.4.17 → 1.4.19 - Mend

dexbot 1.4.17 → 1.4.19

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

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+import { escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } from '../chart_utils.js';
+import { sharedChartCSS } from '../chart_css.js';
+import { Y_AXIS_SIZE, makeCursorConfig, bindHoverStateFn, wireChartEvents, zoomResetScript, sizeChartsFn, fmtDateFn } from '../chart_ui.js';
+'use strict';
+/**
+ * Build background-shading segments for a value array.
+ * greenFn/redFn return true when the value falls in that zone.
+ * Returns an array of { from, to, color } objects (null-color segments omitted).
+ */
+function buildSegments(values, greenFn, redFn) {
+    const segments = [];
+    let start = 0, color = null;
+    for (let i = 0; i < values.length; i++) {
+        const v = values[i];
+        let next = null;
+        if (v != null) {
+            if (greenFn(v))
+                next = 'rgba(46,160,67,0.13)';
+            else if (redFn(v))
+                next = 'rgba(248,81,73,0.13)';
+        }
+        if (next !== color) {
+            if (color !== null)
+                segments.push({ from: start, to: i - 1, color });
+            color = next;
+            start = i;
+        }
+    }
+    if (color !== null)
+        segments.push({ from: start, to: values.length - 1, color });
+    return segments;
+}
+function generateRegimeHTML(data, title = 'Regime Analysis') {
+    const results = data.allResults || [];
+    if (results.length === 0)
+        throw new Error('No analysis results in input');
+    const hurstConfig = data.hurstConfig || {};
+    const peConfig = data.peConfig || {};
+    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, i));
+    const prices = results.map((r) => r.price);
+    const ama3Prices = results.map((r) => r.ama3Price ?? null);
+    const hurstArr = results.map((r) => r.hurstReady ? r.hurst : null);
+    const peArr = results.map((r) => r.peReady ? r.normalizedEntropy : null);
+    const realBarCount = results.length;
+    // Extend arrays with null padding so the last real bar is not glued to chart right edge
+    const lastDate = dates[dates.length - 1];
+    for (let i = 1; i <= 80; i++) {
+        dates.push(lastDate + i * interval);
+        prices.push(null);
+        ama3Prices.push(null);
+        hurstArr.push(null);
+        peArr.push(null);
+    }
+    // Background shading segments (server-side, passed to browser via JSON payload)
+    const hurstSegments = buildSegments(hurstArr.slice(0, realBarCount), (v) => v > 0.55, (v) => v < 0.45);
+    const peSegments = buildSegments(peArr.slice(0, realBarCount), (v) => v < 0.60, (v) => v > 0.85);
+    const payload = {
+        dates, prices, ama3Prices, hurstArr, peArr,
+        hurstSegments, peSegments,
+        realBarCount,
+        hurstWindow: hurstConfig.window ?? 128,
+        peM: peConfig.m ?? 5,
+        peWindow: peConfig.window ?? 100,
+    };
+    return `<!DOCTYPE html>
+<html lang="en">
+<head>
+    <meta charset="UTF-8">
+    <title>${escapeHtml(title)}</title>
+    <link rel="stylesheet" href="../uplot/uPlot.min.css">
+    <script src="../uplot/uPlot.iife.min.js"></script>
+    <style>
+        ${sharedChartCSS()}
+        #price-panel  { flex: 0 0 34%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
+        #hurst-panel  { flex: 0 0 28%; min-height: 0; position: relative; border-bottom: 1px solid #30363d; }
+        #pe-panel     { flex: 1 1 0;   min-height: 0; position: relative; }
+        .badge { display: inline-block; padding: 1px 7px; border-radius: 3px; font-size: 10px; font-weight: bold; }
+        .badge-green  { background: rgba(46,160,67,0.25); color: #3fb950; }
+        .badge-red    { background: rgba(248,81,73,0.25); color: #ff7b72; }
+        .badge-grey   { background: rgba(110,118,129,0.2); color: #adbac7; }
+    </style>
+</head>
+<body>
+    <div id="header">
+        <div style="font-weight:bold;color:#fff;">${escapeHtml(title)}</div>
+        <div style="display:flex;align-items:center;gap:16px;">
+            <span style="font-size:10px;color:#8b949e;font-family:monospace;">
+                Hurst: window=${escapeHtml(String(hurstConfig.window ?? 128))}&thinsp;bars &middot; scales=[${escapeHtml((hurstConfig.scales ?? [8, 16, 32, 64]).join(','))}]
+                &nbsp;&nbsp;|&nbsp;&nbsp;
+                PE: m=${escapeHtml(String(peConfig.m ?? 5))} &middot; window=${escapeHtml(String(peConfig.window ?? 100))}&thinsp;bars
+            </span>
+            <span style="font-size:11px;color:#adbac7;text-transform:uppercase;">
+                H&gt;0.55=trend &middot; H&lt;0.45=revert &middot; PE&lt;0.60=structured &middot; PE&gt;0.85=noise
+                &nbsp;&nbsp;|&nbsp;&nbsp; Scroll &middot; Drag &middot; Ctrl+0
+            </span>
+        </div>
+    </div>
+    <div id="panels">
+        <div id="price-panel">
+            <div class="section-label">PRICE (LOG)</div>
+            <div class="legend">
+                <div class="legend-item" style="color:#555;"><span id="l-date">-</span></div>
+                <div class="legend-item"><div class="dot" style="background:#58a6ff;"></div>Price: <span id="l-price" style="font-weight:bold;color:#58a6ff;">-</span></div>
+                <div class="legend-item"><div class="dot" style="background:#e3b341;"></div>AMA3: <span id="l-ama3" style="color:#e3b341;">-</span></div>
+            </div>
+            <div id="price-chart"></div>
+        </div>
+        <div id="hurst-panel">
+            <div class="section-label">HURST EXPONENT</div>
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:#4dc3ff;"></div>H: <span id="l-hurst" style="font-weight:bold;color:#4dc3ff;">-</span></div>
+                <div class="legend-item">Regime: <span id="l-hurst-regime" style="font-weight:bold;">-</span></div>
+                <div class="legend-item" style="color:#555;font-size:10px;">window=${escapeHtml(String(hurstConfig.window ?? 128))} bars</div>
+            </div>
+            <div id="hurst-chart"></div>
+        </div>
+        <div id="pe-panel">
+            <div class="section-label">PERMUTATION ENTROPY (NORM.)</div>
+            <div class="legend">
+                <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>PE: <span id="l-pe" style="font-weight:bold;color:#d2a8ff;">-</span></div>
+                <div class="legend-item">Regime: <span id="l-pe-regime" style="font-weight:bold;">-</span></div>
+                <div class="legend-item" style="color:#555;font-size:10px;">m=${escapeHtml(String(peConfig.m ?? 5))}, window=${escapeHtml(String(peConfig.window ?? 100))} bars</div>
+            </div>
+            <div id="pe-chart"></div>
+        </div>
+    </div>
+    <script id="payload" type="application/json">${serializeJsonForScript(payload)}</script>
+    <script>
+    (function () {
+        const data = JSON.parse(document.getElementById('payload').textContent);
+        const SYNC_KEY = 'regime-v1';
+        const X_AXIS_CFG = { show: false, stroke: '#ffffff', grid: { stroke: '#1c2128' }, ticks: { stroke: '#30363d', width: 1 }, size: 28, font: '11px Segoe UI, sans-serif' };
+        const cursorCfg = ${makeCursorConfig()};
+        // ── helpers ──────────────────────────────────────────────────────────
+        function fmtPrice(v) {
+            if (v == null) return '-';
+            return v < 0.01 ? v.toPrecision(4) : v < 100 ? v.toFixed(4) : v.toFixed(2);
+        }
+        function fmtH(v)  { return v == null ? '-' : v.toFixed(3); }
+        function fmtPE(v) { return v == null ? '-' : v.toFixed(3); }
+        ${fmtDateFn()}
+        ${bindHoverStateFn()}
+        function hurstRegimeLabel(v) {
+            if (v == null) return '<span class="badge badge-grey">-</span>';
+            if (v > 0.55) return '<span class="badge badge-green">TRENDING</span>';
+            if (v < 0.45) return '<span class="badge badge-red">MEAN REV</span>';
+            return '<span class="badge badge-grey">RANDOM</span>';
+        }
+        function peRegimeLabel(v) {
+            if (v == null) return '<span class="badge badge-grey">-</span>';
+            if (v < 0.60) return '<span class="badge badge-green">STRUCTURED</span>';
+            if (v > 0.85) return '<span class="badge badge-red">NOISE</span>';
+            return '<span class="badge badge-grey">MIXED</span>';
+        }
+        // ── background-shading + reference-lines draw hook ───────────────────
+        // Uses valToPos(..., true) = CSS pixels, matching how u.bbox works in draw hooks.
+        function makeBgHook(segments, refLines, yScaleKey) {
+            return (u) => {
+                const { ctx, bbox } = u;
+                ctx.save();
+                ctx.beginPath(); ctx.rect(bbox.left, bbox.top, bbox.width, bbox.height); ctx.clip();
+                for (const seg of segments) {
+                    if (!seg.color) continue;
+                    const x0 = u.valToPos(data.dates[seg.from], 'x', true);
+                    const toIdx = Math.min(seg.to + 1, data.dates.length - 1);
+                    const x1 = u.valToPos(data.dates[toIdx], 'x', true);
+                    ctx.fillStyle = seg.color;
+                    ctx.fillRect(x0, bbox.top, x1 - x0, bbox.height);
+                }
+                for (const rl of refLines) {
+                    const yPos = u.valToPos(rl.y, yScaleKey, true);
+                    ctx.strokeStyle = rl.color;
+                    ctx.lineWidth = 1;
+                    ctx.setLineDash([4, 4]);
+                    ctx.beginPath();
+                    ctx.moveTo(bbox.left, yPos);
+                    ctx.lineTo(bbox.left + bbox.width, yPos);
+                    ctx.stroke();
+                    ctx.setLineDash([]);
+                }
+                ctx.restore();
+            };
+        }
+        function yAxis(scaleKey) {
+            return { side: 1, scale: scaleKey, stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30363d', width: 1 }, size: ${Y_AXIS_SIZE}, font: '11px Segoe UI, sans-serif' };
+        }
+        // ── x-range sync (shared across all panels) ─────────────────────────
+        const xMin = data.dates[0];
+        const xMax = data.dates[data.dates.length - 1];
+        let pendingRange = null, pendingRangeRaf = 0;
+        let priceChart, hurstChart, peChart;
+        let charts;
+        ${UPLOT_SHARED_SCRIPT}
+        // ── chart instances ──────────────────────────────────────────────────
+        const hurstRefLines = [
+            { y: 0.55, color: 'rgba(46,160,67,0.5)'   },
+            { y: 0.50, color: 'rgba(110,118,129,0.3)'  },
+            { y: 0.45, color: 'rgba(248,81,73,0.5)'    },
+        ];
+        const peRefLines = [
+            { y: 0.85, color: 'rgba(248,81,73,0.5)'  },
+            { y: 0.60, color: 'rgba(46,160,67,0.5)'  },
+        ];
+        const hurstBgFn = makeBgHook(data.hurstSegments, hurstRefLines, 'h');
+        const peBgFn    = makeBgHook(data.peSegments,    peRefLines,    'p');
+        function init() {
+            const priceEl = document.getElementById('price-panel');
+            const hurstEl = document.getElementById('hurst-panel');
+            const peEl    = document.getElementById('pe-panel');
+            priceChart = new uPlot({
+                width: priceEl.offsetWidth, height: priceEl.offsetHeight,
+                padding: [4, 4, 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,   scale: 'y', points: { show: false } },
+                ],
+                axes: [
+                    X_AXIS_CFG,
+                    { ...yAxis('y'), values: (u, v) => v.map(x => x != null ? fmtPrice(x) : '') },
+                ],
+                cursor: cursorCfg,
+                hooks: { draw: [(u) => { updateLegend(u.cursor.idx); }] },
+            }, [data.dates, data.prices, data.ama3Prices], document.getElementById('price-chart'));
+            hurstChart = new uPlot({
+                width: hurstEl.offsetWidth, height: hurstEl.offsetHeight,
+                padding: [4, 4, 2, 4], select: { show: false }, legend: { show: false },
+                scales: { x: { time: true }, h: { auto: true } },
+                series: [
+                    { label: 'Time' },
+                    { label: 'Hurst', stroke: '#4dc3ff', width: 1.5, scale: 'h', points: { show: false } },
+                ],
+                axes: [
+                    X_AXIS_CFG,
+                    { ...yAxis('h'), values: (u, v) => v.map(x => x != null ? x.toFixed(2) : '') },
+                ],
+                cursor: cursorCfg,
+                hooks: { draw: [hurstBgFn] },
+            }, [data.dates, data.hurstArr], document.getElementById('hurst-chart'));
+            peChart = new uPlot({
+                width: peEl.offsetWidth, height: peEl.offsetHeight,
+                padding: [4, 4, 4, 4], select: { show: false }, legend: { show: false },
+                scales: { x: { time: true }, p: { range: [0, 1] } },
+                series: [
+                    { label: 'Time' },
+                    { label: 'PE', stroke: '#d2a8ff', width: 1.5, scale: 'p', points: { show: false } },
+                ],
+                axes: [
+                    { ...X_AXIS_CFG, show: true },
+                    { ...yAxis('p'), values: (u, v) => v.map(x => x != null ? x.toFixed(2) : '') },
+                ],
+                cursor: cursorCfg,
+                hooks: { draw: [peBgFn] },
+            }, [data.dates, data.peArr], document.getElementById('pe-chart'));
+            charts = [priceChart, hurstChart, peChart];
+            ${wireChartEvents('charts', 'updateLegend', 'null')}
+        }
+        // ── cursor legend update ─────────────────────────────────────────────
+        function updateLegend(idx) {
+            if (idx == null || idx >= data.realBarCount) return;
+            document.getElementById('l-date').textContent  = fmtDate(data.dates[idx]);
+            document.getElementById('l-price').textContent = fmtPrice(data.prices[idx]);
+            document.getElementById('l-ama3').textContent  = fmtPrice(data.ama3Prices[idx]);
+            document.getElementById('l-hurst').textContent = fmtH(data.hurstArr[idx]);
+            document.getElementById('l-pe').textContent    = fmtPE(data.peArr[idx]);
+            document.getElementById('l-hurst-regime').innerHTML = hurstRegimeLabel(data.hurstArr[idx]);
+            document.getElementById('l-pe-regime').innerHTML    = peRegimeLabel(data.peArr[idx]);
+        }
+        // ── resize ───────────────────────────────────────────────────────────
+        ${sizeChartsFn([['priceChart', 'price-panel'], ['hurstChart', 'hurst-panel'], ['peChart', 'pe-panel']])}
+        window.addEventListener('resize', sizeCharts);
+        ${zoomResetScript()}
+        init();
+        requestAnimationFrame(() => requestAnimationFrame(() => sizeCharts()));
+    })();
+    </script>
+</body>
+</html>`;
+}
+export { generateRegimeHTML };
+//# sourceMappingURL=regime_chart_generator.js.map

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

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package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts ADDED Viewed

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1	+ export {};
2	+ //# sourceMappingURL=test_kalman_trend.d.ts.map

package/dist/analysis/trend_detection/tests/test_kalman_trend.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"test_kalman_trend.d.ts","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_trend.ts"],"names":[],"mappings":""}

package/dist/analysis/trend_detection/tests/test_kalman_trend.js ADDED Viewed

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+import assert from 'node:assert';
+import { KalmanTrendAnalyzer, KalmanFilter } from '../kalman_trend_analyzer.js';
+'use strict';
+/**
+ * Test Suite for Kalman Trend Detection
+ */
+async function runTests() {
+    console.log('Running Kalman Trend Analyzer tests...');
+    testFilterInitialization();
+    testConstantTrendConvergence();
+    testNoiseFiltering();
+    testTrajectoryProjection();
+    testTrendDetectionSign();
+    testResetPreservesFilterConfig();
+    testFilterRejectsInvalidMeasurements();
+    testInitialCovarianceScalesWithPrice();
+    testNearZeroModalPriceDoesNotExplodePercentages();
+    console.log('All Kalman tests passed!');
+}
+function testFilterInitialization() {
+    console.log(' - Testing initialization');
+    const kf = new KalmanFilter();
+    const state = kf.update(100);
+    assert.strictEqual(state.x, 100);
+    assert.strictEqual(state.v, 0);
+}
+function testConstantTrendConvergence() {
+    console.log(' - Testing constant trend convergence');
+    const analyzer = new KalmanTrendAnalyzer({ rNoise: 0.01, qNoise: 0.01 });
+    // Simulate price moving from 100 to 200 in 100 steps (velocity = 1.0)
+    let price = 100;
+    let lastAnalysis;
+    for (let i = 0; i < 100; i++) {
+        price += 1.0;
+        lastAnalysis = analyzer.update(price);
+    }
+    // Velocity should be very close to 1.0
+    assert.ok(Math.abs(lastAnalysis.velocity - 1.0) < 0.05, `Velocity ${lastAnalysis.velocity} should be near 1.0`);
+    assert.strictEqual(lastAnalysis.trend, 'UP');
+}
+function testNoiseFiltering() {
+    console.log(' - Testing noise filtering (wicks)');
+    const analyzer = new KalmanTrendAnalyzer({ rNoise: 10.0, qNoise: 0.01 }); // High R = ignore noise
+    // 50 steps of steady price
+    for (let i = 0; i < 50; i++)
+        analyzer.update(100);
+    // One big "wick" to 150
+    const noisyAnalysis = analyzer.update(150);
+    // Kalman price should NOT jump to 150 immediately due to high R
+    assert.ok(noisyAnalysis.kalmanPrice < 115, `Kalman price ${noisyAnalysis.kalmanPrice} should stay low despite noise`);
+}
+function testTrajectoryProjection() {
+    console.log(' - Testing trajectory projection (beams)');
+    const analyzer = new KalmanTrendAnalyzer();
+    // Upward trend: velocity 2.0
+    for (let i = 0; i < 50; i++)
+        analyzer.update(100 + (i * 2.0));
+    const analysis = analyzer.getAnalysis();
+    // Current price is ~200. The built-in projections field covers forward projection.
+    // project() method does not exist; use the projections object instead.
+    assert.ok(analysis.projections != null, 'Projections should be present');
+    assert.ok(Number.isFinite(analysis.projections.tactical), 'Tactical projection should be finite');
+    assert.ok(Number.isFinite(analysis.projections.modal), 'Modal projection should be finite');
+}
+function testTrendDetectionSign() {
+    console.log(' - Testing trend detection signs');
+    const analyzer = new KalmanTrendAnalyzer();
+    for (let i = 0; i < 20; i++)
+        analyzer.update(100 - i); // Downward
+    assert.strictEqual(analyzer.getAnalysis().trend, 'DOWN');
+    analyzer.reset();
+    for (let i = 0; i < 20; i++)
+        analyzer.update(100 + i); // Upward
+    assert.strictEqual(analyzer.getAnalysis().trend, 'UP');
+}
+function testResetPreservesFilterConfig() {
+    console.log(' - Testing reset preserves filter config');
+    const analyzer = new KalmanTrendAnalyzer({
+        rNoise: 0.25,
+        qTactical: 0.02,
+        qModal: 0.0002,
+        dt: 2
+    });
+    analyzer.update(100);
+    analyzer.reset();
+    assert.strictEqual(analyzer.tacticalKf.R, 0.25);
+    assert.strictEqual(analyzer.tacticalKf.Q, 0.02);
+    assert.strictEqual(analyzer.tacticalKf.dt, 2);
+    assert.strictEqual(analyzer.modalKf.R, 0.25);
+    assert.strictEqual(analyzer.modalKf.Q, 0.0002);
+    assert.strictEqual(analyzer.modalKf.dt, 2);
+}
+function testFilterRejectsInvalidMeasurements() {
+    console.log(' - Testing invalid measurement guard');
+    const kf = new KalmanFilter();
+    const initial = kf.update(100);
+    const state = kf.update(Number.NaN);
+    assert.deepStrictEqual(state, initial);
+    assert.strictEqual(kf.x, 100);
+    assert.strictEqual(kf.v, 0);
+    assert.strictEqual(kf.isInitialized, true);
+}
+function testInitialCovarianceScalesWithPrice() {
+    console.log(' - Testing price-scaled covariance initialization');
+    const kf = new KalmanFilter();
+    kf.update(0.0001);
+    assert.strictEqual(kf.P00, 0.0001 * 0.0001 * 100);
+    assert.strictEqual(kf.P11, 0.0001 * 0.0001);
+}
+function testNearZeroModalPriceDoesNotExplodePercentages() {
+    console.log(' - Testing near-zero percentage guard');
+    const analyzer = new KalmanTrendAnalyzer({ warmupBars: 0 });
+    analyzer.currPrice = 1;
+    analyzer.modal = { x: 1e-12, v: 0 };
+    analyzer.tactical = { x: 1, v: 1 };
+    analyzer.velocityFilteredPct = Number.NaN;
+    const analysis = analyzer.getAnalysis();
+    assert.strictEqual(analysis.velocityRawPct, 0);
+    assert.strictEqual(analysis.displacementRawPct, 0);
+    assert.ok(Number.isFinite(analysis.velocityPct));
+    assert.ok(Number.isFinite(analysis.displacementPct));
+}
+runTests().catch(err => {
+    console.error('Tests failed!');
+    console.error(err);
+    process.exit(1);
+});
+//# sourceMappingURL=test_kalman_trend.js.map

package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map ADDED Viewed

@@ -0,0 +1 @@

+ 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package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts ADDED Viewed

	@@ -0,0 +1,2 @@
1	+ export {};
2	+ //# sourceMappingURL=test_kalman_velocity_smoothing.d.ts.map

package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"test_kalman_velocity_smoothing.d.ts","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts"],"names":[],"mappings":""}

package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js ADDED Viewed

@@ -0,0 +1,37 @@
+import assert from 'node:assert';
+import { buildKalmanVelocitySeries, smoothKalmanVelocityPoint, } from '../kalman_velocity_smoothing.js';
+'use strict';
+const baseline = smoothKalmanVelocityPoint(0, 1, 10, {
+    kalmanSmoothPct: 100,
+    kalmanDispScaleMult: 1.5,
+    kalmanDispThresholdMult: 1.5,
+    kalmanSmoothSpanPct: 100,
+});
+const maxed = smoothKalmanVelocityPoint(0, 1, 10, {
+    kalmanSmoothPct: 200,
+    kalmanDispScaleMult: 1.5,
+    kalmanDispThresholdMult: 1.5,
+    kalmanSmoothSpanPct: 100,
+});
+const clamped = smoothKalmanVelocityPoint(0, 1, 10, {
+    kalmanSmoothPct: 300,
+    kalmanDispScaleMult: 1.5,
+    kalmanDispThresholdMult: 1.5,
+    kalmanSmoothSpanPct: 100,
+});
+assert.ok(baseline.smoothedVelocityPct > 0 && baseline.smoothedVelocityPct < 10);
+assert.strictEqual(clamped.smoothedVelocityPct, maxed.smoothedVelocityPct);
+assert.ok(clamped.smoothedVelocityPct > baseline.smoothedVelocityPct);
+const rawSeries = buildKalmanVelocitySeries([
+    { velocityPct: 1.25, displacementPct: 0.4 },
+    { velocityPct: -0.5, displacementPct: -0.3 },
+    { velocityPct: null, displacementPct: 0.1 },
+], {
+    kalmanSmoothPct: 0,
+    kalmanDispScaleMult: 1.5,
+    kalmanDispThresholdMult: 1.5,
+    kalmanSmoothSpanPct: 100,
+});
+assert.deepStrictEqual(rawSeries, [1.25, -0.5, null], 'zero Kalman smoothing should short-circuit to the raw velocity series');
+console.log('kalman_velocity_smoothing tests passed');
+//# sourceMappingURL=test_kalman_velocity_smoothing.js.map

package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"test_kalman_velocity_smoothing.js","sourceRoot":"","sources":["../../../../analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts"],"names":[],"mappings":"AAAA,OAAO,MAAM,MAAM,aAAa,CAAC;AACjC,OAAO,EACH,yBAAyB,EACzB,yBAAyB,GAC5B,MAAM,iCAAiC,CAAC;AAEzC,YAAY,CAAC;AAEb,MAAM,QAAQ,GAAG,yBAAyB,CACtC,CAAC,EACD,CAAC,EACD,EAAE,EACF;IACI,eAAe,EAAE,GAAG;IACpB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AAEF,MAAM,KAAK,GAAG,yBAAyB,CACnC,CAAC,EACD,CAAC,EACD,EAAE,EACF;IACI,eAAe,EAAE,GAAG;IACpB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AAEF,MAAM,OAAO,GAAG,yBAAyB,CACrC,CAAC,EACD,CAAC,EACD,EAAE,EACF;IACI,eAAe,EAAE,GAAG;IACpB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AAEF,MAAM,CAAC,EAAE,CAAC,QAAQ,CAAC,mBAAoB,GAAG,CAAC,IAAI,QAAQ,CAAC,mBAAoB,GAAG,EAAE,CAAC,CAAC;AACnF,MAAM,CAAC,WAAW,CAAC,OAAO,CAAC,mBAAoB,EAAE,KAAK,CAAC,mBAAoB,CAAC,CAAC;AAC7E,MAAM,CAAC,EAAE,CAAC,OAAO,CAAC,mBAAoB,GAAG,QAAQ,CAAC,mBAAoB,CAAC,CAAC;AAExE,MAAM,SAAS,GAAG,yBAAyB,CACvC;IACI,EAAE,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,GAAG,EAAE;IAC3C,EAAE,WAAW,EAAE,CAAC,GAAG,EAAE,eAAe,EAAE,CAAC,GAAG,EAAE;IAC5C,EAAE,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,GAAG,EAAE;CAC9C,EACD;IACI,eAAe,EAAE,CAAC;IAClB,mBAAmB,EAAE,GAAG;IACxB,uBAAuB,EAAE,GAAG;IAC5B,mBAAmB,EAAE,GAAG;CAC3B,CACJ,CAAC;AACF,MAAM,CAAC,eAAe,CAAC,SAAS,EAAE,CAAC,IAAI,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,EAAE,uEAAuE,CAAC,CAAC;AAE/H,OAAO,CAAC,GAAG,CAAC,wCAAwC,CAAC,CAAC"}

package/dist/analysis/trend_detection/volatility_chart_generator.d.ts ADDED Viewed

@@ -0,0 +1,3 @@
+declare function generateHTML(data: any, title?: string): string;
+export { generateHTML };
+//# sourceMappingURL=volatility_chart_generator.d.ts.map

package/dist/analysis/trend_detection/volatility_chart_generator.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"volatility_chart_generator.d.ts","sourceRoot":"","sources":["../../../analysis/trend_detection/volatility_chart_generator.ts"],"names":[],"mappings":"AAYA,iBAAS,YAAY,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,SAA4B,UA+nBjE;AAED,OAAO,EAAE,YAAY,EAAE,CAAA"}