dexbot 1.4.18 → 1.4.20

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 (131) hide show
  1. package/CHANGELOG.md +24 -0
  2. package/README.md +1 -0
  3. package/analysis/ama_fitting/analyze_lambda_vs_slow.ts +2 -2
  4. package/analysis/ama_fitting/optimizer_high_resolution.ts +2 -1
  5. package/analysis/ama_fitting/package.json +1 -1
  6. package/analysis/analyze_derivatives.ts +4 -2
  7. package/analysis/analyze_dynamic_weight.ts +3 -1
  8. package/analysis/analyze_kalman.ts +3 -1
  9. package/analysis/analyze_regime.ts +3 -1
  10. package/analysis/analyze_regime_windows.ts +3 -1
  11. package/analysis/analyze_volatility.ts +2 -2
  12. package/analysis/bot_fitting/backtest_ama_sweep.ts +2 -1
  13. package/analysis/bot_fitting/backtest_bot_fitting.ts +17 -12
  14. package/analysis/chart_utils.ts +24 -0
  15. package/analysis/derivative_chart_generator.ts +3 -2
  16. package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +1 -1
  17. package/analysis/trend_detection/dynamic_weight_chart_generator.ts +91 -55
  18. package/analysis/trend_detection/package.json +1 -1
  19. package/claw/examples/claw_profiles_example.ts +4 -1
  20. package/claw/modules/claw_catalog.ts +1 -1
  21. package/claw/modules/claw_skill_md.ts +6 -5
  22. package/claw/modules/dexbot_profiles.ts +3 -1
  23. package/claw/modules/launcher_paths.ts +4 -2
  24. package/claw/package.json +1 -1
  25. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  26. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  27. package/claw/tests/test_claw_mcp_transport.ts +2 -2
  28. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +2 -2
  29. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -1
  30. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -1
  31. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +2 -1
  32. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
  33. package/dist/analysis/analyze_derivatives.d.ts.map +1 -1
  34. package/dist/analysis/analyze_derivatives.js +4 -2
  35. package/dist/analysis/analyze_derivatives.js.map +1 -1
  36. package/dist/analysis/analyze_dynamic_weight.js +3 -1
  37. package/dist/analysis/analyze_dynamic_weight.js.map +1 -1
  38. package/dist/analysis/analyze_kalman.js +3 -1
  39. package/dist/analysis/analyze_kalman.js.map +1 -1
  40. package/dist/analysis/analyze_regime.js +3 -1
  41. package/dist/analysis/analyze_regime.js.map +1 -1
  42. package/dist/analysis/analyze_regime_windows.js +3 -1
  43. package/dist/analysis/analyze_regime_windows.js.map +1 -1
  44. package/dist/analysis/analyze_volatility.js +2 -2
  45. package/dist/analysis/analyze_volatility.js.map +1 -1
  46. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -1
  47. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +2 -1
  48. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -1
  49. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +18 -13
  50. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -1
  51. package/dist/analysis/chart_utils.d.ts +0 -3
  52. package/dist/analysis/chart_utils.d.ts.map +1 -1
  53. package/dist/analysis/chart_utils.js +25 -0
  54. package/dist/analysis/chart_utils.js.map +1 -1
  55. package/dist/analysis/derivative_chart_generator.d.ts.map +1 -1
  56. package/dist/analysis/derivative_chart_generator.js +3 -2
  57. package/dist/analysis/derivative_chart_generator.js.map +1 -1
  58. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -1
  59. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +82 -50
  60. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -1
  61. package/dist/dexbot.d.ts.map +1 -1
  62. package/dist/dexbot.js +2 -3
  63. package/dist/dexbot.js.map +1 -1
  64. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  65. package/dist/market_adapter/core/market_adapter_service.js +8 -3
  66. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  67. package/dist/modules/account_bots.d.ts +1 -0
  68. package/dist/modules/account_bots.d.ts.map +1 -1
  69. package/dist/modules/account_bots.js +27 -5
  70. package/dist/modules/account_bots.js.map +1 -1
  71. package/dist/modules/config.d.ts +2 -0
  72. package/dist/modules/config.d.ts.map +1 -1
  73. package/dist/modules/config.js +2 -0
  74. package/dist/modules/config.js.map +1 -1
  75. package/dist/modules/constants.d.ts +1 -0
  76. package/dist/modules/constants.d.ts.map +1 -1
  77. package/dist/modules/constants.js +13 -4
  78. package/dist/modules/constants.js.map +1 -1
  79. package/dist/modules/dexbot_class.d.ts +22 -0
  80. package/dist/modules/dexbot_class.d.ts.map +1 -1
  81. package/dist/modules/dexbot_class.js +27 -1
  82. package/dist/modules/dexbot_class.js.map +1 -1
  83. package/dist/modules/dexbot_cow_runtime.d.ts +48 -8
  84. package/dist/modules/dexbot_cow_runtime.d.ts.map +1 -1
  85. package/dist/modules/dexbot_cow_runtime.js +263 -4
  86. package/dist/modules/dexbot_cow_runtime.js.map +1 -1
  87. package/dist/modules/dexbot_state_recovery.d.ts.map +1 -1
  88. package/dist/modules/dexbot_state_recovery.js +20 -1
  89. package/dist/modules/dexbot_state_recovery.js.map +1 -1
  90. package/dist/modules/order/grid.d.ts.map +1 -1
  91. package/dist/modules/order/grid.js +146 -32
  92. package/dist/modules/order/grid.js.map +1 -1
  93. package/dist/modules/order/grid_reconcile_internal.d.ts.map +1 -1
  94. package/dist/modules/order/grid_reconcile_internal.js +6 -27
  95. package/dist/modules/order/grid_reconcile_internal.js.map +1 -1
  96. package/dist/modules/order/manager.d.ts +13 -0
  97. package/dist/modules/order/manager.d.ts.map +1 -1
  98. package/dist/modules/order/manager.js +75 -2
  99. package/dist/modules/order/manager.js.map +1 -1
  100. package/dist/modules/order/strategy.d.ts.map +1 -1
  101. package/dist/modules/order/strategy.js +6 -15
  102. package/dist/modules/order/strategy.js.map +1 -1
  103. package/dist/modules/order/utils/math.d.ts +102 -1
  104. package/dist/modules/order/utils/math.d.ts.map +1 -1
  105. package/dist/modules/order/utils/math.js +165 -2
  106. package/dist/modules/order/utils/math.js.map +1 -1
  107. package/dist/modules/order/utils/system.d.ts +2 -0
  108. package/dist/modules/order/utils/system.d.ts.map +1 -1
  109. package/dist/modules/order/utils/system.js +30 -2
  110. package/dist/modules/order/utils/system.js.map +1 -1
  111. package/dist/modules/paths.d.ts +26 -1
  112. package/dist/modules/paths.d.ts.map +1 -1
  113. package/dist/modules/paths.js +39 -6
  114. package/dist/modules/paths.js.map +1 -1
  115. package/dist/modules/runtime_settings.d.ts +1 -0
  116. package/dist/modules/runtime_settings.d.ts.map +1 -1
  117. package/dist/modules/runtime_settings.js +13 -2
  118. package/dist/modules/runtime_settings.js.map +1 -1
  119. package/dist/scripts/analyze-git.js +2 -1
  120. package/dist/scripts/analyze-git.js.map +1 -1
  121. package/dist/scripts/analyze-orders.js +2 -2
  122. package/dist/scripts/analyze-orders.js.map +1 -1
  123. package/docs/DEXBOT_COMPARISON.md +3 -3
  124. package/docs/EVOLUTION.md +27 -96
  125. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +1 -1
  126. package/docs/LIFECYCLE.md +207 -0
  127. package/docs/README.md +9 -1
  128. package/docs/developer_guide.md +4 -3
  129. package/package.json +3 -3
  130. package/scripts/lib/dexbot-paths.sh +20 -11
  131. package/scripts/repo-stats.html +0 -480
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package/dist/market_adapter/core/market_adapter_service.js CHANGED
@@ -589,7 +589,6 @@ class MarketAdapterService {
589
589
  kalmanHistory.push(kr);
590
590
  }
591
591
  const kalmanResult = kalmanHistory[kalmanHistory.length - 1];
592
- const kalmanWarmupBars = kalman.warmupBars ?? 20;
593
592
  // Regime gate (Hurst + PE bilinear multiplier)
594
593
  const regimeSensitivity = cfg.regimeSensitivity ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_REGIME_SENSITIVITY;
595
594
  const absoluteThreshold = cfg.absoluteThreshold ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ABSOLUTE_THRESHOLD_DEFAULT;
@@ -630,14 +629,20 @@ class MarketAdapterService {
630
629
  const useClipThreshold = clipPercentile > 0;
631
630
  let kalmanSmoothedVelocityPct = new Array(kalmanHistory.length).fill(null);
632
631
  if (useKalmanBlend) {
633
- kalmanSmoothedVelocityPct = buildKalmanVelocitySeries(kalmanHistory, {
632
+ // Feed the smoothing pipeline unrounded velocity/displacement (matches
633
+ // the research chart payload, which prefers velocityRawPct).
634
+ const kalmanRawPoints = kalmanHistory.map((kr) => ({
635
+ velocityPct: kr.velocityRawPct ?? kr.velocityPct,
636
+ displacementPct: kr.displacementRawPct ?? kr.displacementPct,
637
+ }));
638
+ kalmanSmoothedVelocityPct = buildKalmanVelocitySeries(kalmanRawPoints, {
634
639
  kalmanSmoothPct,
635
640
  kalmanDispScaleMult,
636
641
  kalmanDispThresholdMult,
637
642
  kalmanSmoothSpanPct,
638
643
  });
639
644
  kalClipThreshold = useClipThreshold
640
- ? computeAbsolutePercentileThreshold(kalmanSmoothedVelocityPct.slice(kalmanWarmupBars), clipPercentile, Infinity)
645
+ ? computeAbsolutePercentileThreshold(kalmanSmoothedVelocityPct, clipPercentile, Infinity)
641
646
  : Infinity;
642
647
  }
643
648
  const offsetClamp = cfg.maxSlopeOffset ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;