dexbot 1.4.20 → 1.4.22

package/analysis/trend_detection/dynamic_weight_chart_generator.ts

@@ -1,8 +1,9 @@
+'use strict';
 
 import { DEFAULT_CONFIG, MARKET_ADAPTER } from '../../modules/constants.js';
 import { getAmaWarmupBars } from '../../market_adapter/core/strategies/ama.js';
 import { bilinearInterpolate } from '../../market_adapter/core/strategies/regime_interp.js';
-import { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN } from '../../market_adapter/core/strategies/dynamic_weight_series.js';
+import { computeDynamicWeightSeries, computeAverageAmaSlopePct, computeAmaSlopeClipThreshold, echoLatchSeries, roundToN } from '../../market_adapter/core/strategies/dynamic_weight_series.js';
 import {
     buildKalmanVelocitySeries,
     computeAbsolutePercentileThreshold,
@@ -12,12 +13,12 @@ import {
 import { embedFunctionSources, escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } from '../chart_utils.js';
 import { sharedChartCSS } from '../chart_css.js';
 import { Y_AXIS_SIZE, makeCursorConfig, bindHoverStateFn, wireChartEvents, zoomResetScript, sizeChartsFn } from '../chart_ui.js';
-'use strict';
 
 // Browser-embedded shared functions — the interactive chart runs the exact same
 // pure logic as the live market adapter service instead of a hand-copied copy.
 const EMBEDDED_SHARED_FUNCS = embedFunctionSources([
     computeAverageAmaSlopePct,
+    computeAmaSlopeClipThreshold,
     bilinearInterpolate,
     echoLatchSeries,
     buildKalmanVelocitySeries,
@@ -36,7 +37,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
     // payload transport, and client paste-clamp bounds.
     const LB_MIN = 1,         LB_MAX = 32;
     const GAIN_MIN = 0.5,     GAIN_MAX = 2.0;
-    const AMA_MS_MIN = 0.04,  AMA_MS_MAX = 0.12;
+    const AMA_MS_MIN = 0.06,  AMA_MS_MAX = 0.12;
     const KAL_MS_MIN = 0.5,   KAL_MS_MAX = 1.5;
     const CLIP_PCT_MAX = 20;
     const TH_MIN = 0,         TH_MAX = 0.5;
@@ -204,10 +205,14 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         const sorted: number[] = [];
         for (let i = safeStartIndex; i < realBarCount; i++) { if (arr[i] != null) sorted.push(Math.abs(arr[i])); }
         sorted.sort((a, b) => a - b);
+        // Empty pool → Infinity: the live percentile lookup treats an empty
+        // history as "no clipping" (percentileFromSorted returns Infinity);
+        // collapsing to 0 here would clip every slope to ±0 instead.
+        if (sorted.length === 0) return new Array(101).fill(Infinity);
         const pcts: number[] = [];
         for (let p = 0; p <= 100; p++) {
             const idx = Math.min(Math.floor(sorted.length * p / 100), sorted.length - 1);
-            pcts.push(sorted[idx] || 0);
+            pcts.push(sorted[idx]);
         }
         return pcts;
     }
@@ -437,8 +442,11 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         const gainValToSlider = (val) => Math.round((Math.log(Math.max(Math.exp(GAIN_LOG_MIN), val)) - GAIN_LOG_MIN) / (GAIN_LOG_MAX - GAIN_LOG_MIN) * 1000);
 
         let currentClipPct = data.clipPct ?? ${JSON.stringify(defaultClipPct)};
+        // Only the clipPct===0 branch value is ever read (recalcWeights reads
+        // currentAmaClipThreshold solely when clipping is disabled; otherwise
+        // it uses the canonical dynamicClipThreshold from computeAmaSlopeClipThreshold).
         const maxAmaSlope = data.amaPercentiles[data.amaPercentiles.length - 1];
-        let currentAmaClipThreshold = currentClipPct === 0 ? maxAmaSlope : data.amaPercentiles[100 - currentClipPct];
+        let currentAmaClipThreshold = currentClipPct === 0 ? maxAmaSlope : Infinity;
         let currentKalClipThreshold = currentClipPct === 0 ? Infinity : data.kalPercentiles[100 - currentClipPct];
 
         // Regime table and axis nodes from payload — sourced from MARKET_ADAPTER in constants.ts
@@ -589,22 +597,11 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             const amaErWarmup = Math.max(0, Number.isFinite(data.amaErPeriod) ? Math.ceil(data.amaErPeriod) : ${JSON.stringify(MARKET_ADAPTER.AMAS[MARKET_ADAPTER.DEFAULT_AMA_KEY as keyof typeof MARKET_ADAPTER.AMAS].erPeriod)});
             const amaReadyBar = Math.max(lb, amaErWarmup + lb);
 
-            // Recompute clip threshold based on current lookback
-            dynamicClipThreshold = Infinity;
-            if (currentClipPct > 0) {
-                const slopes = [];
-                for (let i = amaReadyBar; i < data.realBarCount; i++) {
-                    // Keep every finite slope (zeros included) — matches the live
-                    // market adapter service clip pool exactly.
-                    const s = computeAverageAmaSlopePct(data.ama3Prices[i], data.ama3Prices[i - lb], lb);
-                    if (Number.isFinite(s)) slopes.push(Math.abs(s));
-                }
-                if (slopes.length > 0) {
-                    slopes.sort((a, b) => a - b);
-                    const idx = Math.min(Math.floor((100 - currentClipPct) / 100 * slopes.length), slopes.length - 1);
-                    dynamicClipThreshold = slopes[idx];
-                }
-            }
+            // Recompute clip threshold based on current lookback — canonical
+            // implementation (computeAmaSlopeClipThreshold injected above),
+            // shared with the live market adapter service. Trailing padded
+            // nulls beyond realBarCount are skipped by its finiteness guards.
+            dynamicClipThreshold = computeAmaSlopeClipThreshold(data.ama3Prices, amaErWarmup, lb, currentClipPct);
 
             for (let i = 0; i < data.realBarCount; i++) {
                 // AMA raw slope % for the display panel (offsets computed in recalcWeights)
@@ -790,7 +787,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             const cRaw = combinedOff[idx];
             const cRawEl = document.getElementById('l-combined-raw');
             if (cRaw == null) { cRawEl.textContent = '-'; cRawEl.style.color = '#8b949e'; }
-            else { cRawEl.textContent = (cRaw >= 0 ? '+' : '') + cRaw.toFixed(3); cRawEl.style.color = cRaw > 0.01 ? '#8b949e' : cRaw < -0.01 ? '#8b949e' : '#8b949e'; }
+            else { cRawEl.textContent = (cRaw >= 0 ? '+' : '') + cRaw.toFixed(3); cRawEl.style.color = '#8b949e'; }
 
             const cEcho = echoCombinedOff[idx];
             const cEchoEl = document.getElementById('l-combined-echo');
@@ -1018,7 +1015,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 ],
                 axes: [
                     makeTimeAxis(false),
-                    { scale: 'p', stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30303d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
+                    { scale: 'p', stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
                       values: (u, v) => v.map(x => x != null ? (x >= 0 ? '+' : '') + (x * 10).toFixed(2) + '‰' : '') }
                 ],
                 cursor: cursorCfg,
@@ -1036,7 +1033,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 ],
                 axes: [
                     makeTimeAxis(false),
-                    { scale: 'v', stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30303d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
+                    { scale: 'v', stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
                       values: (u, v) => v.map(x => x != null ? (x >= 0 ? '+' : '') + x.toFixed(1) + '%' : '') }
                 ],
                 cursor: cursorCfg,
@@ -1061,7 +1058,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 ],
                 axes: [
                     makeTimeAxis(true),
-                    { scale: 'ow', stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30303d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
+                    { scale: 'ow', stroke: '#ffffff', grid: { stroke: '#1c2128', dash: [4, 4] }, ticks: { stroke: '#30363d', width: 1 }, size: Y_AXIS_SIZE, font: '11px Segoe UI, sans-serif',
                       values: (u, v) => v.map(x => x != null ? (x >= 0 ? '+' : '') + x.toFixed(2) : ''),
                       splits: () => { const m = Math.max(0.5, currentOutputAxisMax || 0.5); return [-m, -m/2, 0, m/2, m]; } }
                 ],
@@ -1163,7 +1160,9 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                     currentAmaClipThreshold = data.amaPercentiles[data.amaPercentiles.length - 1];
                     currentKalClipThreshold = Infinity;
                 } else {
-                    currentAmaClipThreshold = data.amaPercentiles[100 - currentClipPct];
+                    // AMA clip threshold for clipPct>0 comes from the canonical
+                    // computeAmaSlopeClipThreshold inside recalcInputs() —
+                    // no percentile-table store needed here.
                     recalcKalmanClipThreshold();
                 }
                 document.getElementById('clip-value').textContent = currentClipPct + '%';
@@ -1260,7 +1259,6 @@ function applyParams(p, btn) {
                         currentAmaClipThreshold = data.amaPercentiles[data.amaPercentiles.length - 1];
                         currentKalClipThreshold = Infinity;
                     } else {
-                        currentAmaClipThreshold = data.amaPercentiles[100 - currentClipPct];
                         recalcKalmanClipThreshold();
                     }
                 }

package/analysis/trend_detection/hurst_analyzer.ts

@@ -4,4 +4,4 @@
  * Re-export shim — canonical implementation lives in
  * market_adapter/core/signals/hurst_analyzer.ts.
  */
-export { HurstAnalyzer } from '../../market_adapter/core/signals/hurst_analyzer.js';
+export { HurstAnalyzer, classifyHurst } from '../../market_adapter/core/signals/hurst_analyzer.js';

package/analysis/trend_detection/kalman_chart_generator.ts

@@ -1,21 +1,13 @@
+'use strict';
 
+import { MARKET_ADAPTER } from '../../modules/constants.js';
+import { computeDynamicWeightSeries } from '../../market_adapter/core/strategies/dynamic_weight_series.js';
+import { computeAbsolutePercentileThreshold } from '../../market_adapter/core/signals/kalman_velocity_smoothing.js';
 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 } from '../chart_ui.js';
-'use strict';
 
 
-const NEUTRAL_ZONE_PCT = 0.15;
-const MAX_SLOPE_PCT    = 3.0;
-const MAX_SLOPE_OFFSET = 0.5;
-
-function computeKalmanWeightOffset(velocityPct: any, isReady: any) {
-    if (!isReady || velocityPct == null) return 0;
-    if (Math.abs(velocityPct) < NEUTRAL_ZONE_PCT) return 0;
-    return Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET,
-        (velocityPct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
-}
-
 function generateHTML(data: any, title = 'Kalman Trajectory Analysis') {
     const results = data.allResults || [];
     if (results.length === 0) throw new Error('No analysis results in input');
@@ -31,7 +23,43 @@ function generateHTML(data: any, title = 'Kalman Trajectory Analysis') {
     const trendUp        = results.map((r: any) =>
         r.kalmanPrice != null && r.modalPrice != null ? r.kalmanPrice > r.modalPrice : null
     );
-    const kalmanWeights  = results.map((r: any) => computeKalmanWeightOffset(r.velocityFilteredPct ?? r.velocityPct, r.isReady));
+
+    // Kalman weight channel — canonical implementation shared with the live
+    // market adapter (computeDynamicWeightSeries), including the percentile
+    // clip threshold and the displacement-confidence/momentum-alignment
+    // composite the previous hand-rolled copy omitted.
+    const amaLb           = MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS;
+    const defaultAmaKey   = MARKET_ADAPTER.DEFAULT_AMA_KEY as keyof typeof MARKET_ADAPTER.AMAS;
+    const amaErPeriod     = data.amaConfig?.erPeriod ?? MARKET_ADAPTER.AMAS[defaultAmaKey].erPeriod;
+    const clipPct         = data.clipPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE;
+    const velocityPct     = results.map((r: any) => r.velocityFilteredPct ?? r.velocityPct ?? null);
+    const displacementPct = results.map((r: any) => r.displacementRawPct ?? r.displacementPct ?? null);
+    const isReady         = results.map((r: any) => !!r.isReady);
+    const kalClipThreshold = clipPct > 0
+        ? computeAbsolutePercentileThreshold(velocityPct, clipPct, Infinity)
+        : Infinity;
+    const dwSeries = computeDynamicWeightSeries({
+        amaValues: prices, // AMA channel unused here; length driver only
+        kalmanVelocityPct: velocityPct,
+        kalmanDisplacementPct: displacementPct,
+        kalmanIsReady: isReady,
+        regimeMultipliers: undefined,
+        lookbackBars: amaLb,
+        amaErPeriod,
+        amaClipThreshold: Infinity,
+        kalClipThreshold,
+        neutralZonePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
+        amaMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT,
+        kalmanMaxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_MAX_SLOPE_PCT,
+        offsetClamp: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
+        dispScaleMinPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT,
+        alpha: MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA,
+        dw: MARKET_ADAPTER.DYNAMIC_WEIGHT_DW,
+        gain: MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN,
+        minOutputThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_TREND_THRESHOLD,
+        signalConfirmBars: MARKET_ADAPTER.DYNAMIC_WEIGHT_SIGNAL_CONFIRM_BARS_DEFAULT,
+    });
+    const kalmanWeights  = dwSeries.kalmanOffsets;
     const amaWeights     = results.map((r: any) => r.amaWeightOffset ?? null);
 
     // Future Projection (150 bars)
@@ -101,7 +129,7 @@ function generateHTML(data: any, title = 'Kalman Trajectory Analysis') {
         <div id="ama-panel">
             <div class="legend">
                 <div class="legend-item"><div class="dot" style="background:linear-gradient(to bottom,#f0a000,#4a90d9);"></div>AMA Weight: <span id="l-ama-w" style="font-weight:bold;">-</span></div>
-                <span style="color:#8b949e;font-size:10px;">lookback 72 bars &nbsp;·&nbsp; er10/2/30</span>
+                <span style="color:#8b949e;font-size:10px;">lookback ${amaLb} bars &nbsp;·&nbsp; er${escapeHtml(String(data.amaConfig?.erPeriod ?? amaErPeriod))}/${escapeHtml(String(data.amaConfig?.fastPeriod ?? MARKET_ADAPTER.AMAS[defaultAmaKey].fastPeriod))}/${escapeHtml(String(data.amaConfig?.slowPeriod ?? MARKET_ADAPTER.AMAS[defaultAmaKey].slowPeriod))}</span>
             </div>
             <div id="ama-chart"></div>
         </div>

package/analysis/trend_detection/package.json

@@ -1,6 +1,6 @@
 {
   "name": "trend-detection",
-  "version": "1.4.20",
+  "version": "1.4.22",
   "description": "Kalman filter trend detection with tactical/modal state tracking",
   "main": "../../dist/analysis/trend_detection/kalman_trend_analyzer.js",
   "scripts": {

package/analysis/trend_detection/regime_chart_generator.ts

@@ -1,8 +1,21 @@
+'use strict';
 
+import { MARKET_ADAPTER } from '../../modules/constants.js';
 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';
+
+// Zone boundaries sourced from MARKET_ADAPTER (single source of truth shared
+// with the live adapter) instead of hardcoded copies. Hurst classification
+// uses inclusive >=/<= bounds matching market_adapter/core/signals/hurst_analyzer.ts.
+const HURST_WINDOW_DEFAULT = MARKET_ADAPTER.HURST_CONFIG.window;
+const HURST_SCALES_DEFAULT = MARKET_ADAPTER.HURST_CONFIG.scales;
+const PE_M_DEFAULT = MARKET_ADAPTER.PE_CONFIG.m;
+const PE_WINDOW_DEFAULT = MARKET_ADAPTER.PE_CONFIG.window;
+const H_UPPER = 0.5 + MARKET_ADAPTER.HURST_ZONE_BAND;
+const H_LOWER = 0.5 - MARKET_ADAPTER.HURST_ZONE_BAND;
+const PE_STRUCTURED = MARKET_ADAPTER.PE_NODES[0];
+const PE_NOISE = MARKET_ADAPTER.PE_NODES[MARKET_ADAPTER.PE_NODES.length - 1];
 
 
 /**
@@ -61,16 +74,16 @@ function generateRegimeHTML(data: any, title = 'Regime Analysis') {
     }
 
     // Background shading segments (server-side, passed to browser via JSON payload)
-    const hurstSegments = buildSegments(hurstArr.slice(0, realBarCount), (v: any) => v > 0.55, (v: any) => v < 0.45);
-    const peSegments    = buildSegments(peArr.slice(0, realBarCount),    (v: any) => v < 0.60, (v: any) => v > 0.85);
+    const hurstSegments = buildSegments(hurstArr.slice(0, realBarCount), (v: any) => v >= H_UPPER, (v: any) => v <= H_LOWER);
+    const peSegments    = buildSegments(peArr.slice(0, realBarCount),    (v: any) => v < PE_STRUCTURED, (v: any) => v > PE_NOISE);
 
     const payload = {
         dates, prices, ama3Prices, hurstArr, peArr,
         hurstSegments, peSegments,
         realBarCount,
-        hurstWindow: hurstConfig.window ?? 128,
-        peM:         peConfig.m         ?? 5,
-        peWindow:    peConfig.window    ?? 100,
+        hurstWindow: hurstConfig.window ?? HURST_WINDOW_DEFAULT,
+        peM:         peConfig.m         ?? PE_M_DEFAULT,
+        peWindow:    peConfig.window    ?? PE_WINDOW_DEFAULT,
     };
 
     return `<!DOCTYPE html>
@@ -96,12 +109,12 @@ function generateRegimeHTML(data: any, title = 'Regime Analysis') {
         <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=[${escapeHtml((hurstConfig.scales ?? [8,16,32,64]).join(','))}]
+                Hurst: window=${escapeHtml(String(hurstConfig.window ?? HURST_WINDOW_DEFAULT))}&thinsp;bars &middot; scales=[${escapeHtml((hurstConfig.scales ?? HURST_SCALES_DEFAULT).join(','))}]
                 &nbsp;&nbsp;|&nbsp;&nbsp;
-                PE: m=${escapeHtml(String(peConfig.m ?? 5))} &middot; window=${escapeHtml(String(peConfig.window ?? 100))}&thinsp;bars
+                PE: m=${escapeHtml(String(peConfig.m ?? PE_M_DEFAULT))} &middot; window=${escapeHtml(String(peConfig.window ?? PE_WINDOW_DEFAULT))}&thinsp;bars
             </span>
             <span style="font-size:11px;color:#adbac7;text-transform:uppercase;">
-                H&gt;0.55=trend &middot; H&lt;0.45=revert &middot; PE&lt;0.60=structured &middot; PE&gt;0.85=noise
+                H&ge;${H_UPPER.toFixed(2)}=trend &middot; H&le;${H_LOWER.toFixed(2)}=revert &middot; PE&lt;${PE_STRUCTURED.toFixed(2)}=structured &middot; PE&gt;${PE_NOISE.toFixed(2)}=noise
                 &nbsp;&nbsp;|&nbsp;&nbsp; Scroll &middot; Drag &middot; Ctrl+0
             </span>
         </div>
@@ -122,7 +135,7 @@ function generateRegimeHTML(data: any, title = 'Regime Analysis') {
             <div class="legend">
                 <div class="legend-item"><div class="dot" style="background:#4dc3ff;"></div>H: <span id="l-hurst" style="font-weight:bold;color:#4dc3ff;">-</span></div>
                 <div class="legend-item">Regime: <span id="l-hurst-regime" style="font-weight:bold;">-</span></div>
-                <div class="legend-item" style="color:#555;font-size:10px;">window=${escapeHtml(String(hurstConfig.window ?? 128))} bars</div>
+                <div class="legend-item" style="color:#555;font-size:10px;">window=${escapeHtml(String(hurstConfig.window ?? HURST_WINDOW_DEFAULT))} bars</div>
             </div>
             <div id="hurst-chart"></div>
         </div>
@@ -131,7 +144,7 @@ function generateRegimeHTML(data: any, title = 'Regime Analysis') {
             <div class="legend">
                 <div class="legend-item"><div class="dot" style="background:#d2a8ff;"></div>PE: <span id="l-pe" style="font-weight:bold;color:#d2a8ff;">-</span></div>
                 <div class="legend-item">Regime: <span id="l-pe-regime" style="font-weight:bold;">-</span></div>
-                <div class="legend-item" style="color:#555;font-size:10px;">m=${escapeHtml(String(peConfig.m ?? 5))}, window=${escapeHtml(String(peConfig.window ?? 100))} bars</div>
+                <div class="legend-item" style="color:#555;font-size:10px;">m=${escapeHtml(String(peConfig.m ?? PE_M_DEFAULT))}, window=${escapeHtml(String(peConfig.window ?? PE_WINDOW_DEFAULT))} bars</div>
             </div>
             <div id="pe-chart"></div>
         </div>
@@ -156,16 +169,23 @@ function generateRegimeHTML(data: any, title = 'Regime Analysis') {
         ${fmtDateFn()}
         ${bindHoverStateFn()}
 
+        // Inclusive zone boundaries — same semantics as the live classifier
+        // (market_adapter/core/signals/hurst_analyzer.ts classifyHurst).
+        const H_UPPER = ${JSON.stringify(H_UPPER)};
+        const H_LOWER = ${JSON.stringify(H_LOWER)};
+        const PE_STRUCTURED = ${JSON.stringify(PE_STRUCTURED)};
+        const PE_NOISE = ${JSON.stringify(PE_NOISE)};
+
         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>';
+            if (v >= H_UPPER) return '<span class="badge badge-green">TRENDING</span>';
+            if (v <= H_LOWER) 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>';
+            if (v < PE_STRUCTURED) return '<span class="badge badge-green">STRUCTURED</span>';
+            if (v > PE_NOISE) return '<span class="badge badge-red">NOISE</span>';
             return '<span class="badge badge-grey">MIXED</span>';
         }
 
@@ -218,13 +238,13 @@ function generateRegimeHTML(data: any, title = 'Regime Analysis') {
         // ── chart instances ──────────────────────────────────────────────────
 
         const hurstRefLines = [
-            { y: 0.55, color: 'rgba(46,160,67,0.5)'   },
+            { y: H_UPPER, 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)'    },
+            { y: H_LOWER, 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)'  },
+            { y: PE_NOISE, color: 'rgba(248,81,73,0.5)'  },
+            { y: PE_STRUCTURED, color: 'rgba(46,160,67,0.5)'  },
         ];
 
         const hurstBgFn = makeBgHook(data.hurstSegments, hurstRefLines, 'h');

package/analysis/trend_detection/tests/test_kalman_trend.ts

@@ -1,7 +1,7 @@
+'use strict';
 import assert from 'node:assert';
 import { KalmanTrendAnalyzer, KalmanFilter } from '../kalman_trend_analyzer.js';
 
-'use strict';
 
 /**
  * Test Suite for Kalman Trend Detection

package/analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts

@@ -1,10 +1,10 @@
+'use strict';
 import assert from 'node:assert';
 import {
     buildKalmanVelocitySeries,
     smoothKalmanVelocityPoint,
 } from '../kalman_velocity_smoothing.js';
 
-'use strict';
 
 const baseline = smoothKalmanVelocityPoint(
     0,

package/analysis/trend_detection/volatility_chart_generator.ts

@@ -1,3 +1,4 @@
+'use strict';
 
 import { MARKET_ADAPTER } from '../../modules/constants.js';
 import { computeATRSeries } from '../../market_adapter/core/strategies/atr/calculator.js';
@@ -5,7 +6,6 @@ import { computeVolatilityShift } from '../../market_adapter/core/strategies/vol
 import { embedFunctionSources, escapeHtml, serializeJsonForScript, toEpochSeconds, UPLOT_SHARED_SCRIPT } from '../chart_utils.js';
 import { sharedChartCSS } from '../chart_css.js';
 import { Y_AXIS_SIZE, makeCursorConfig, bindHoverStateFn, wireChartEvents, zoomResetScript, sizeChartsFn } from '../chart_ui.js';
-'use strict';
 
 const EMBEDDED_SHARED_FUNCS = embedFunctionSources([computeATRSeries, computeVolatilityShift]);
 

package/claw/ecosystem.config.cjs

@@ -2,9 +2,8 @@
 
 const path = require('node:path');
 
-// The compiled ecosystem config (claw/ecosystem.config.ts → dist/claw/) anchors
-// all paths to the dist/claw build output. This committed .cjs mirrors that
-// layout so `pm2 start ecosystem.config.cjs` works from the claw/ package root.
+// This ecosystem config anchors all paths to the dist/claw build output so
+// `pm2 start ecosystem.config.cjs` works from the claw/ package root.
 const DIST_CLAW = path.join(__dirname, '..', 'dist', 'claw');
 
 module.exports = {

package/claw/examples/memu_integration_example.ts

@@ -6,26 +6,26 @@ const { createMemuBridge } = require('../modules/memu_bridge');
 async function main() {
   console.log('=== memU + DEXBot2 Integration Example ===\n');
 
-  const memu = createMemuBridge({
-    memuDir: process.env.MEMU_DIR || undefined,
-    llmProfiles: process.env.OPENAI_API_KEY
-      ? {
-          default: {
-            base_url: process.env.OPENAI_BASE_URL || 'https://api.openai.com/v1',
-            api_key: process.env.OPENAI_API_KEY,
-            chat_model: process.env.OPENAI_CHAT_MODEL || 'gpt-4o',
-            embed_model: process.env.OPENAI_EMBED_MODEL || 'text-embedding-3-small',
-            client_backend: 'sdk'
+  try {
+    const memu = createMemuBridge({
+      memuDir: process.env.MEMU_DIR || undefined,
+      llmProfiles: process.env.OPENAI_API_KEY
+        ? {
+            default: {
+              base_url: process.env.OPENAI_BASE_URL || 'https://api.openai.com/v1',
+              api_key: process.env.OPENAI_API_KEY,
+              chat_model: process.env.OPENAI_CHAT_MODEL || 'gpt-4o',
+              embed_model: process.env.OPENAI_EMBED_MODEL || 'text-embedding-3-small',
+              client_backend: 'sdk'
+            }
           }
-        }
-      : undefined
-  });
+        : undefined
+    });
 
-  console.log('memU bridge created');
-  console.log(`  memuDir: ${memu.memuDir}`);
-  console.log(`  stateDir: ${memu.stateDir}\n`);
+    console.log('memU bridge created');
+    console.log(`  memuDir: ${memu.memuDir}`);
+    console.log(`  stateDir: ${memu.stateDir}\n`);
 
-  try {
     console.log('--- Step 1: Check memU status ---');
     const status = await memu.getStatus();
     console.log('Status:', JSON.stringify(status, null, 2));

package/claw/index.ts

@@ -59,6 +59,6 @@ const _default = {
   resolveSigningAccountName: chainBroadcast.resolveAccountName
 };
 export default _default;
-// CJS compatibility - tsx/require gets the object directly
+// CJS compatibility - require() gets the object directly
 
 

package/claw/modules/chain_actions.ts

@@ -3,11 +3,12 @@ import * as client from './bitshares_client.js';
 const { BitShares } = client;
 import { executeOperations } from './chain_broadcast.js';
 import { loadDexbotOrderUtils, requireDexbot2Module, loadDexbotOrderConstants } from './dexbot_bridge.js';
-import { requireBtsBackedMpa, CORE_SYMBOL } from './mpa_utils.js';
-import { getAsset, getBackingAsset, getFullAccount, readOpenOrders, resolveAccountId, resolveAccountName } from './chain_queries.js';
+import { requireBtsBackedMpa } from './mpa_utils.js';
+import { getAsset, getFullAccount, readOpenOrders, resolveAccountId, resolveAccountName } from './chain_queries.js';
 import { getErrorMessage } from '../../modules/utils/errors.js';
 
-// Graphene protocol constant: operation type 4 = limit_order_create (fill events carry op[0] = 4 for matched orders)
+// Graphene protocol constant: operation type 4 = fill_order (limit_order_create
+// is type 1). Account history subscriptions emit op[0] = 4 for matched fills.
 const FILL_ORDER_OPERATION_TYPE = 4;
 const accountSubscriptions = new Map();
 
@@ -134,18 +135,7 @@ async function buildBorrowMpaOperation({
     throw new Error(`Account not found: ${accountName}`);
   }
 
-  const mpaMeta = await resolveAssetMeta(mpaAsset);
-  if (!mpaMeta.bitasset_data_id) {
-    throw new Error(`${mpaAsset} is not a market-issued asset`);
-  }
-
-  const backingAsset = await getBackingAsset(mpaAsset);
-  if (!backingAsset) {
-    throw new Error(`Could not resolve backing asset for ${mpaAsset}`);
-  }
-  if (backingAsset.symbol !== CORE_SYMBOL) {
-    throw new Error(`${mpaAsset} is backed by ${backingAsset.symbol}, not ${CORE_SYMBOL}; use short_mpa_strategy for non-BTS MPAs`);
-  }
+  const { backingAsset, mpaAsset: mpaMeta } = await requireBtsBackedMpa(mpaAsset, 'use short_mpa_strategy for non-BTS MPAs');
 
   const floatToBlockchainInt = getFloatToBlockchainInt();
   const debtInt = floatToBlockchainInt(debtDelta, mpaMeta.precision);
@@ -179,18 +169,7 @@ async function buildSettleMpaOperation({ accountName, mpaAsset, amount }: any) {
     throw new Error(`Account not found: ${accountName}`);
   }
 
-  const mpaMeta = await resolveAssetMeta(mpaAsset);
-  if (!mpaMeta.bitasset_data_id) {
-    throw new Error(`${mpaAsset} is not a market-issued asset`);
-  }
-
-  const backingAsset = await getBackingAsset(mpaAsset);
-  if (!backingAsset) {
-    throw new Error(`Could not resolve backing asset for ${mpaAsset}`);
-  }
-  if (backingAsset.symbol !== CORE_SYMBOL) {
-    throw new Error(`${mpaAsset} is backed by ${backingAsset.symbol}, not ${CORE_SYMBOL}`);
-  }
+  const { mpaAsset: mpaMeta } = await requireBtsBackedMpa(mpaAsset);
 
   const floatToBlockchainInt = getFloatToBlockchainInt();
   const settleAmountInt = floatToBlockchainInt(amount, mpaMeta.precision);
@@ -304,36 +283,19 @@ async function listenForFills(accountNameOrId: any, callback: any) {
 
   if (!accountSubscriptions.has(accountName)) {
     const callbacks: Set<Function> = new Set();
-    const bsCallback = (updates: any[] = []) => {
-      const fills = updates.filter((update) => update?.op && update.op[0] === FILL_ORDER_OPERATION_TYPE);
-      if (fills.length === 0) {
-        return;
-      }
-
-      for (const fn of Array.from(callbacks)) {
-        // The callback may be async. Run it synchronously so sync throws are
-        // caught here, and attach a catch for async rejections so a rejected
-        // handler cannot become an unhandled promise rejection (crash on
-        // Node >= 15).
-        try {
-          const result = fn(fills);
-          if (result && typeof result.then === 'function') {
-            result.catch((err: any) => {
-              console.error('listenForFills callback error:', getErrorMessage(err));
-            });
-          }
-        } catch (err: any) {
-          console.error('listenForFills callback error:', getErrorMessage(err));
-        }
-      }
-    };
-
-    BitShares.subscribe('account', bsCallback, accountName);
+    let bsCallback: Function | null = null;
+    try {
+      bsCallback = await subscribeAccountFills(accountName, callbacks);
+    } catch (err: any) {
+      throw new Error(`Failed to subscribe to account updates for ${accountName}: ${getErrorMessage(err)}`);
+    }
+    // Register only after the remote subscription succeeded so callers never
+    // believe they are subscribed when setup actually failed.
     accountSubscriptions.set(accountName, { callbacks, bsCallback });
   }
 
   const entry = accountSubscriptions.get(accountName);
-  if (!entry) {
+  if (!entry || !entry.bsCallback) {
     throw new Error(`Subscription entry not found for ${accountName}`);
   }
   entry.callbacks.add(callback);
@@ -357,5 +319,40 @@ async function listenForFills(accountNameOrId: any, callback: any) {
   };
 }
 
-export { adjustMpaCollateral, borrowMpa, buildBorrowMpaOperation, buildCancelLimitOrderOperation, buildCreateLimitOrderOperation, buildUpdateLimitOrderOperation, buildSettleMpaOperation, cancelLimitOrder, createLimitOrder, executeBatch, getMpaPosition, getOpenOrders, listenForFills, repayMpaDebt, updateLimitOrder, settleMpa }
+/**
+ * Subscribe to account history fills and fan them out to every registered
+ * callback. The underlying subscription call is async and can reject (network
+ * error, unknown account); the promise is awaited by listenForFills so a
+ * failure surfaces instead of becoming an unhandled rejection.
+ */
+async function subscribeAccountFills(accountName: string, callbacks: Set<Function>) {
+  const bsCallback = (updates: any[] = []) => {
+    const fills = updates.filter((update) => update?.op && update.op[0] === FILL_ORDER_OPERATION_TYPE);
+    if (fills.length === 0) {
+      return;
+    }
+
+    for (const fn of Array.from(callbacks)) {
+      // The callback may be async. Run it synchronously so sync throws are
+      // caught here, and attach a catch for async rejections so a rejected
+      // handler cannot become an unhandled promise rejection (crash on
+      // Node >= 15).
+      try {
+        const result = fn(fills);
+        if (result && typeof result.then === 'function') {
+          result.catch((err: any) => {
+            console.error('listenForFills callback error:', getErrorMessage(err));
+          });
+        }
+      } catch (err: any) {
+        console.error('listenForFills callback error:', getErrorMessage(err));
+      }
+    }
+  };
+
+  await BitShares.subscribe('account', bsCallback, accountName);
+  return bsCallback;
+}
+
+export { adjustMpaCollateral, borrowMpa, buildBorrowMpaOperation, buildCreateLimitOrderOperation, buildUpdateLimitOrderOperation, buildSettleMpaOperation, cancelLimitOrder, createLimitOrder, executeBatch, getMpaPosition, getOpenOrders, listenForFills, repayMpaDebt, updateLimitOrder, settleMpa }