dexbot 1.4.20 → 1.4.22

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 (674) hide show
  1. package/CHANGELOG.md +53 -0
  2. package/README.md +23 -13
  3. package/analysis/ama_fitting/analyze_ama_price_changes.ts +7 -3
  4. package/analysis/ama_fitting/analyze_lambda_vs_slow.ts +3 -3
  5. package/analysis/ama_fitting/calibrate_convergence_er.ts +8 -6
  6. package/analysis/ama_fitting/fetch_lp_candles.ts +8 -3
  7. package/analysis/ama_fitting/generate_unified_comparison_chart.ts +30 -67
  8. package/analysis/ama_fitting/optimizer_high_resolution.ts +22 -13
  9. package/analysis/ama_fitting/package.json +1 -1
  10. package/analysis/analyze_derivatives.ts +4 -4
  11. package/analysis/analyze_dynamic_weight.ts +21 -5
  12. package/analysis/analyze_kalman.ts +54 -25
  13. package/analysis/analyze_regime.ts +2 -2
  14. package/analysis/analyze_regime_windows.ts +27 -19
  15. package/analysis/analyze_risk_profile.ts +3 -3
  16. package/analysis/analyze_trade_heatmap.ts +3 -3
  17. package/analysis/analyze_volatility.ts +2 -2
  18. package/analysis/bot_fitting/README.md +93 -19
  19. package/analysis/bot_fitting/backtest_ama_sweep.ts +316 -199
  20. package/analysis/bot_fitting/backtest_bot_fitting.ts +520 -85
  21. package/analysis/bot_fitting/shared_utils.ts +16 -10
  22. package/analysis/bot_key_utils.ts +14 -11
  23. package/analysis/bot_usage/discover_bot_accounts.ts +5 -3
  24. package/analysis/bot_usage/kibana_bot_queries.ts +2 -257
  25. package/analysis/chart_css.ts +6 -4
  26. package/analysis/chart_ui.ts +0 -1
  27. package/analysis/chart_utils.ts +11 -2
  28. package/analysis/derivative_chart_generator.ts +2 -2
  29. package/analysis/math_utils.ts +1 -8
  30. package/analysis/price_sources.ts +8 -2
  31. package/analysis/resolve_source.ts +1 -1
  32. package/analysis/results/ama_sweep_results_lp_pool_133_1h.json +2455 -0
  33. package/analysis/results/bot_fitting_results_lp_pool_133_1h.json +218 -0
  34. package/analysis/trade_profitability.ts +61 -28
  35. package/analysis/tradingview/analyze_tradingview.ts +1 -1
  36. package/analysis/tradingview/h-bts_tradingview.html +1570 -0
  37. package/analysis/tradingview/t-bts_tradingview.html +1570 -0
  38. package/analysis/tradingview/tradingview_uplot_chart_generator.ts +302 -74
  39. package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +1 -1
  40. package/analysis/trend_detection/derivative_analyzer.ts +12 -3
  41. package/analysis/trend_detection/dynamic_weight_chart_generator.ts +25 -27
  42. package/analysis/trend_detection/hurst_analyzer.ts +1 -1
  43. package/analysis/trend_detection/kalman_chart_generator.ts +42 -14
  44. package/analysis/trend_detection/package.json +1 -1
  45. package/analysis/trend_detection/regime_chart_generator.ts +39 -19
  46. package/analysis/trend_detection/tests/test_kalman_trend.ts +1 -1
  47. package/analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts +1 -1
  48. package/analysis/trend_detection/volatility_chart_generator.ts +1 -1
  49. package/claw/ecosystem.config.cjs +2 -3
  50. package/claw/examples/memu_integration_example.ts +17 -17
  51. package/claw/index.ts +1 -1
  52. package/claw/modules/chain_actions.ts +51 -54
  53. package/claw/modules/chain_broadcast.ts +66 -104
  54. package/claw/modules/claw_bridge.ts +63 -83
  55. package/claw/modules/claw_catalog.ts +48 -17
  56. package/claw/modules/claw_infra.ts +1 -5
  57. package/claw/modules/claw_launcher.ts +48 -50
  58. package/claw/modules/claw_skill_md.ts +15 -21
  59. package/claw/modules/credit_runtime_adapter.ts +3 -19
  60. package/claw/modules/decision_loop.ts +9 -9
  61. package/claw/modules/dexbot_bridge.ts +8 -8
  62. package/claw/modules/dexbot_profiles.ts +5 -21
  63. package/claw/modules/feed_price_source.ts +1 -1
  64. package/claw/modules/honest_ecosystem.ts +24 -8
  65. package/claw/modules/kibana_price_source.ts +1 -1
  66. package/claw/modules/launcher_mode_detector.ts +1 -1
  67. package/claw/modules/launcher_paths.ts +1 -1
  68. package/claw/modules/liquidity_pools.ts +10 -3
  69. package/claw/modules/mcp_utils.ts +109 -0
  70. package/claw/modules/memu_bridge.ts +76 -54
  71. package/claw/modules/mpa_utils.ts +26 -3
  72. package/claw/modules/position_discovery.ts +17 -28
  73. package/claw/modules/position_health.ts +1 -1
  74. package/claw/modules/position_manager.ts +32 -41
  75. package/claw/modules/position_manager_watch.ts +3 -2
  76. package/claw/modules/short_mpa_strategy.ts +1 -9
  77. package/claw/modules/skill_utils.ts +5 -3
  78. package/claw/modules/utils.ts +9 -1
  79. package/claw/package.json +3 -3
  80. package/claw/runtimes/openclaw-plugin/index.ts +27 -10
  81. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  82. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  83. package/claw/scripts/claw_bridge.ts +1 -1
  84. package/claw/scripts/claw_mcp_server.ts +19 -78
  85. package/claw/scripts/honest_assets_report.ts +19 -84
  86. package/claw/scripts/memu_mcp_server.ts +57 -155
  87. package/claw/skills/launcher-ops/references/launcher-workflow.md +2 -2
  88. package/claw/tests/package.json +1 -1
  89. package/claw/tests/test_claw_bridge.ts +47 -19
  90. package/claw/tests/test_claw_catalog_and_credentials.ts +8 -4
  91. package/claw/tests/test_claw_chain_layer.ts +39 -19
  92. package/claw/tests/test_claw_data_flow.ts +28 -20
  93. package/claw/tests/test_claw_domain_logic.ts +25 -19
  94. package/claw/tests/test_claw_manifest_and_matrix.ts +23 -3
  95. package/claw/tests/test_claw_mcp_transport.ts +13 -8
  96. package/claw/tests/test_claw_regressions.ts +254 -128
  97. package/claw/tests/test_claw_skill_generation.ts +1 -1
  98. package/claw/tests/test_nullclaw_tmp_integration.ts +2 -3
  99. package/claw/tests/test_position_health.ts +1 -77
  100. package/claw/tests/test_position_manager.ts +20 -18
  101. package/claw/tests/test_position_manager_watch_health.ts +39 -43
  102. package/claw/tests/test_short_mpa_strategy.ts +20 -17
  103. package/claw/tsconfig.json +4 -3
  104. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +7 -3
  105. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -1
  106. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +3 -3
  107. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -1
  108. package/dist/analysis/ama_fitting/calibrate_convergence_er.js +8 -6
  109. package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -1
  110. package/dist/analysis/ama_fitting/fetch_lp_candles.js +8 -3
  111. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -1
  112. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +2 -2
  113. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -1
  114. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +31 -75
  115. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -1
  116. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -1
  117. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +21 -13
  118. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
  119. package/dist/analysis/analyze_derivatives.d.ts +0 -18
  120. package/dist/analysis/analyze_derivatives.d.ts.map +1 -1
  121. package/dist/analysis/analyze_derivatives.js +4 -4
  122. package/dist/analysis/analyze_derivatives.js.map +1 -1
  123. package/dist/analysis/analyze_dynamic_weight.d.ts +0 -11
  124. package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -1
  125. package/dist/analysis/analyze_dynamic_weight.js +19 -5
  126. package/dist/analysis/analyze_dynamic_weight.js.map +1 -1
  127. package/dist/analysis/analyze_kalman.d.ts +0 -10
  128. package/dist/analysis/analyze_kalman.d.ts.map +1 -1
  129. package/dist/analysis/analyze_kalman.js +51 -26
  130. package/dist/analysis/analyze_kalman.js.map +1 -1
  131. package/dist/analysis/analyze_regime.d.ts +0 -17
  132. package/dist/analysis/analyze_regime.d.ts.map +1 -1
  133. package/dist/analysis/analyze_regime.js +2 -2
  134. package/dist/analysis/analyze_regime.js.map +1 -1
  135. package/dist/analysis/analyze_regime_windows.d.ts +0 -16
  136. package/dist/analysis/analyze_regime_windows.d.ts.map +1 -1
  137. package/dist/analysis/analyze_regime_windows.js +28 -21
  138. package/dist/analysis/analyze_regime_windows.js.map +1 -1
  139. package/dist/analysis/analyze_risk_profile.js +3 -3
  140. package/dist/analysis/analyze_risk_profile.js.map +1 -1
  141. package/dist/analysis/analyze_trade_heatmap.js +3 -3
  142. package/dist/analysis/analyze_trade_heatmap.js.map +1 -1
  143. package/dist/analysis/analyze_volatility.d.ts +0 -19
  144. package/dist/analysis/analyze_volatility.d.ts.map +1 -1
  145. package/dist/analysis/analyze_volatility.js +2 -2
  146. package/dist/analysis/analyze_volatility.js.map +1 -1
  147. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +30 -14
  148. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -1
  149. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +330 -193
  150. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -1
  151. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +136 -1
  152. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -1
  153. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +527 -83
  154. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -1
  155. package/dist/analysis/bot_fitting/shared_utils.d.ts +2 -13
  156. package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -1
  157. package/dist/analysis/bot_fitting/shared_utils.js +15 -9
  158. package/dist/analysis/bot_fitting/shared_utils.js.map +1 -1
  159. package/dist/analysis/bot_key_utils.d.ts +1 -1
  160. package/dist/analysis/bot_key_utils.d.ts.map +1 -1
  161. package/dist/analysis/bot_key_utils.js +14 -11
  162. package/dist/analysis/bot_key_utils.js.map +1 -1
  163. package/dist/analysis/bot_usage/discover_bot_accounts.js +5 -3
  164. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
  165. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts +1 -337
  166. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
  167. package/dist/analysis/bot_usage/kibana_bot_queries.js +2 -242
  168. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -1
  169. package/dist/analysis/chart_css.d.ts +2 -14
  170. package/dist/analysis/chart_css.d.ts.map +1 -1
  171. package/dist/analysis/chart_css.js +6 -3
  172. package/dist/analysis/chart_css.js.map +1 -1
  173. package/dist/analysis/chart_ui.d.ts.map +1 -1
  174. package/dist/analysis/chart_ui.js.map +1 -1
  175. package/dist/analysis/chart_utils.d.ts.map +1 -1
  176. package/dist/analysis/chart_utils.js +15 -2
  177. package/dist/analysis/chart_utils.js.map +1 -1
  178. package/dist/analysis/derivative_chart_generator.js +2 -2
  179. package/dist/analysis/derivative_chart_generator.js.map +1 -1
  180. package/dist/analysis/math_utils.d.ts +3 -5
  181. package/dist/analysis/math_utils.d.ts.map +1 -1
  182. package/dist/analysis/math_utils.js +3 -5
  183. package/dist/analysis/math_utils.js.map +1 -1
  184. package/dist/analysis/price_sources.d.ts +1 -0
  185. package/dist/analysis/price_sources.d.ts.map +1 -1
  186. package/dist/analysis/price_sources.js +8 -2
  187. package/dist/analysis/price_sources.js.map +1 -1
  188. package/dist/analysis/resolve_source.d.ts.map +1 -1
  189. package/dist/analysis/resolve_source.js +1 -1
  190. package/dist/analysis/resolve_source.js.map +1 -1
  191. package/dist/analysis/trade_profitability.d.ts.map +1 -1
  192. package/dist/analysis/trade_profitability.js +58 -29
  193. package/dist/analysis/trade_profitability.js.map +1 -1
  194. package/dist/analysis/tradingview/analyze_tradingview.js +1 -1
  195. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
  196. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  197. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +302 -74
  198. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  199. package/dist/analysis/trend_detection/derivative_analyzer.d.ts +1 -0
  200. package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -1
  201. package/dist/analysis/trend_detection/derivative_analyzer.js +12 -3
  202. package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -1
  203. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -1
  204. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +26 -27
  205. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -1
  206. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -1
  207. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
  208. package/dist/analysis/trend_detection/hurst_analyzer.js +1 -1
  209. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
  210. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -1
  211. package/dist/analysis/trend_detection/kalman_chart_generator.js +41 -13
  212. package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -1
  213. package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -1
  214. package/dist/analysis/trend_detection/regime_chart_generator.js +38 -19
  215. package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -1
  216. package/dist/analysis/trend_detection/tests/test_kalman_trend.js +1 -1
  217. package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -1
  218. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +1 -1
  219. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -1
  220. package/dist/analysis/trend_detection/volatility_chart_generator.js +1 -1
  221. package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -1
  222. package/dist/bot.js +3 -3
  223. package/dist/bot.js.map +1 -1
  224. package/dist/credential-daemon.d.ts +1 -1
  225. package/dist/credential-daemon.js +2 -2
  226. package/dist/credential-daemon.js.map +1 -1
  227. package/dist/dexbot.d.ts.map +1 -1
  228. package/dist/dexbot.js +25 -22
  229. package/dist/dexbot.js.map +1 -1
  230. package/dist/market_adapter/ama_signal_runner.js +6 -4
  231. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  232. package/dist/market_adapter/candle_utils.d.ts +1 -3
  233. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  234. package/dist/market_adapter/candle_utils.js +1 -11
  235. package/dist/market_adapter/candle_utils.js.map +1 -1
  236. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
  237. package/dist/market_adapter/core/asymmetric_bounds.js +33 -30
  238. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
  239. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
  240. package/dist/market_adapter/core/config_normalizers.js +10 -1
  241. package/dist/market_adapter/core/config_normalizers.js.map +1 -1
  242. package/dist/market_adapter/core/kibana_candles.d.ts +18 -42
  243. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  244. package/dist/market_adapter/core/kibana_candles.js +101 -7
  245. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  246. package/dist/market_adapter/core/kibana_client.d.ts +1 -17
  247. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  248. package/dist/market_adapter/core/kibana_client.js +40 -7
  249. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  250. package/dist/market_adapter/core/kibana_market_candles.d.ts +0 -27
  251. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
  252. package/dist/market_adapter/core/kibana_market_candles.js +1 -1
  253. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
  254. package/dist/market_adapter/core/market_adapter_service.d.ts +22 -13
  255. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  256. package/dist/market_adapter/core/market_adapter_service.js +96 -38
  257. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  258. package/dist/market_adapter/core/signals/hurst_analyzer.d.ts +10 -1
  259. package/dist/market_adapter/core/signals/hurst_analyzer.d.ts.map +1 -1
  260. package/dist/market_adapter/core/signals/hurst_analyzer.js +28 -17
  261. package/dist/market_adapter/core/signals/hurst_analyzer.js.map +1 -1
  262. package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts +5 -0
  263. package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts.map +1 -1
  264. package/dist/market_adapter/core/signals/kalman_trend_analyzer.js +24 -24
  265. package/dist/market_adapter/core/signals/kalman_trend_analyzer.js.map +1 -1
  266. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.d.ts.map +1 -1
  267. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js +5 -1
  268. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js.map +1 -1
  269. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.d.ts.map +1 -1
  270. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js +20 -3
  271. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js.map +1 -1
  272. package/dist/market_adapter/core/strategies/ama.js +1 -1
  273. package/dist/market_adapter/core/strategies/ama.js.map +1 -1
  274. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +2 -2
  275. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
  276. package/dist/market_adapter/core/strategies/ama_slope_model.js +16 -4
  277. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
  278. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +4 -3
  279. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
  280. package/dist/market_adapter/core/strategies/atr/calculator.js +16 -8
  281. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
  282. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
  283. package/dist/market_adapter/core/strategies/collateral_manager.js +8 -3
  284. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
  285. package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts +40 -1
  286. package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts.map +1 -1
  287. package/dist/market_adapter/core/strategies/dynamic_weight_series.js +116 -2
  288. package/dist/market_adapter/core/strategies/dynamic_weight_series.js.map +1 -1
  289. package/dist/market_adapter/core/strategies/regime_gate.d.ts +1 -2
  290. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
  291. package/dist/market_adapter/core/strategies/regime_gate.js +27 -21
  292. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
  293. package/dist/market_adapter/core/strategies/volatility_shift.d.ts.map +1 -1
  294. package/dist/market_adapter/core/strategies/volatility_shift.js +3 -0
  295. package/dist/market_adapter/core/strategies/volatility_shift.js.map +1 -1
  296. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +71 -57
  297. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  298. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +0 -26
  299. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  300. package/dist/market_adapter/inputs/fetch_lp_data.js +72 -19
  301. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  302. package/dist/market_adapter/inputs/kibana_source.d.ts +5 -30
  303. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  304. package/dist/market_adapter/inputs/kibana_source.js +6 -3
  305. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  306. package/dist/market_adapter/lp_chart_core.js +1 -1
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  645. package/docs/COPY_ON_WRITE_MASTER_PLAN.md +14 -23
  646. package/docs/COW_INVARIANTS.md +4 -4
  647. package/docs/CREDENTIAL_SECURITY.md +0 -11
  648. package/docs/DEXBOT_COMPARISON.md +12 -12
  649. package/docs/EVOLUTION.md +17 -43
  650. package/docs/FUND_MOVEMENT_AND_ACCOUNTING.md +27 -83
  651. package/docs/GRID_RECALCULATION.md +1 -13
  652. package/docs/GRID_RECONCILE.md +24 -24
  653. package/docs/LIFECYCLE.md +4 -4
  654. package/docs/LOGGING.md +1 -1
  655. package/docs/MPA_CREDIT_USAGE.md +3 -3
  656. package/docs/README.md +2 -2
  657. package/docs/WORKFLOW.md +2 -2
  658. package/docs/architecture.md +48 -43
  659. package/docs/developer_guide.md +22 -24
  660. package/market_adapter/README.md +0 -2
  661. package/modules/README.md +2 -1
  662. package/package.json +22 -14
  663. package/scripts/README.md +34 -8
  664. package/scripts/clean-dist.js +10 -2
  665. package/tests/README.md +4 -3
  666. package/claw/openclaw.plugin.json +0 -13
  667. package/dist/market_adapter/merge_lp_data.d.ts +0 -3
  668. package/dist/market_adapter/merge_lp_data.d.ts.map +0 -1
  669. package/dist/market_adapter/merge_lp_data.js +0 -125
  670. package/dist/market_adapter/merge_lp_data.js.map +0 -1
  671. package/dist/market_adapter/utils/paths.d.ts +0 -3
  672. package/dist/market_adapter/utils/paths.d.ts.map +0 -1
  673. package/dist/market_adapter/utils/paths.js +0 -5
  674. package/dist/market_adapter/utils/paths.js.map +0 -1
@@ -1,4 +1,5 @@
1
1
  'use strict';
2
+ import { MARKET_ADAPTER } from '../../../modules/constants.js';
2
3
  import { smoothKalmanVelocityPoint } from './kalman_velocity_smoothing.js';
3
4
  import { roundTo } from '../../../modules/order/utils/math.js';
4
5
  class KalmanFilter {
@@ -105,10 +106,26 @@ class KalmanTrendAnalyzer {
105
106
  velocityFilteredPct;
106
107
  constructor(config = {}) {
107
108
  this.config = { ...config };
108
- const rNoise = config.rNoise ?? 0.05;
109
- const qTactical = config.qTactical ?? config.qNoise ?? 0.01;
110
- const qModal = config.qModal ?? config.qNoise ?? 0.0001;
111
- const _dt = config.dt;
109
+ this._initState();
110
+ this.beams = [];
111
+ this.maxBeams = config.beamCount ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_BEAM_COUNT_DEFAULT;
112
+ const wb = config.warmupBars;
113
+ this.warmupBars = wb != null && Number.isInteger(wb) && wb >= 0
114
+ ? wb
115
+ : MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_WARMUP_BARS_DEFAULT;
116
+ this.updateCount = 0;
117
+ this.currPrice = null;
118
+ this.velocityFilteredPct = null;
119
+ }
120
+ /**
121
+ * Shared constructor/reset wiring so tuning defaults live in exactly one
122
+ * place (MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_*_DEFAULT).
123
+ */
124
+ _initState() {
125
+ const rNoise = this.config.rNoise ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_R_NOISE_DEFAULT;
126
+ const qTactical = this.config.qTactical ?? this.config.qNoise ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_TACTICAL_DEFAULT;
127
+ const qModal = this.config.qModal ?? this.config.qNoise ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_Q_MODAL_DEFAULT;
128
+ const _dt = this.config.dt;
112
129
  const dt = _dt != null && Number.isFinite(_dt) && _dt > 0 ? _dt : 1;
113
130
  // Tactical Filter: For short-term heading and inflections
114
131
  this.tacticalKf = new KalmanFilter({
@@ -122,17 +139,8 @@ class KalmanTrendAnalyzer {
122
139
  Q: qModal,
123
140
  dt
124
141
  });
125
- this.beams = [];
126
- this.maxBeams = config.beamCount ?? 100;
127
- const wb = config.warmupBars;
128
- this.warmupBars = wb != null && Number.isInteger(wb) && wb >= 0
129
- ? wb
130
- : 20;
131
- this.updateCount = 0;
132
- this.currPrice = null;
133
142
  this.tactical = { x: 0, v: 0 };
134
143
  this.modal = { x: 0, v: 0 };
135
- this.velocityFilteredPct = null;
136
144
  }
137
145
  /**
138
146
  * Update with a new market price
@@ -169,7 +177,7 @@ class KalmanTrendAnalyzer {
169
177
  return this.getAnalysis();
170
178
  }
171
179
  getAnalysis() {
172
- const displacement = this.currPrice - this.modal.x;
180
+ const displacement = (this.currPrice ?? 0) - this.modal.x;
173
181
  const displacementPct = safePct(displacement, this.modal.x);
174
182
  const rawVelocityPct = safePct(this.tactical.v, this.modal.x);
175
183
  // Signal Regime Logic
@@ -204,7 +212,7 @@ class KalmanTrendAnalyzer {
204
212
  trend,
205
213
  confidence,
206
214
  updateCount: this.updateCount,
207
- beams: this.beams,
215
+ beams: this.beams.slice(),
208
216
  projections: {
209
217
  modal: this.modal.x + (this.modal.v * 50),
210
218
  tactical: this.tactical.x + (this.tactical.v * 50)
@@ -212,18 +220,10 @@ class KalmanTrendAnalyzer {
212
220
  };
213
221
  }
214
222
  reset() {
215
- const rNoise = this.config.rNoise ?? 0.05;
216
- const qTactical = this.config.qTactical ?? this.config.qNoise ?? 0.01;
217
- const qModal = this.config.qModal ?? this.config.qNoise ?? 0.0001;
218
- const _resetDt = this.config.dt;
219
- const dt = _resetDt != null && Number.isFinite(_resetDt) && _resetDt > 0 ? _resetDt : 1;
220
- this.tacticalKf = new KalmanFilter({ R: rNoise, Q: qTactical, dt });
221
- this.modalKf = new KalmanFilter({ R: rNoise, Q: qModal, dt });
223
+ this._initState();
222
224
  this.beams = [];
223
225
  this.updateCount = 0;
224
226
  this.currPrice = null;
225
- this.tactical = { x: 0, v: 0 };
226
- this.modal = { x: 0, v: 0 };
227
227
  this.velocityFilteredPct = null;
228
228
  }
229
229
  }
@@ -1 +1 @@
1
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@@ -1 +1 @@
1
- {"version":3,"file":"kalman_velocity_smoothing.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/signals/kalman_velocity_smoothing.ts"],"names":[],"mappings":"AAKA;;;;;;;;;;GAUG;AAEH,QAAA,MAAM,wBAAwB;;;;;;;CAO7B,CAAC;AAEF,UAAU,oBAAoB;IAC1B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,cAAc,CAAC,EAAE,MAAM,CAAC;CAC3B;AAED,UAAU,kBAAkB;IACxB,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,eAAe,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CACnC;AAED,iBAAS,oCAAoC,CAAC,MAAM,GAAE,oBAAyB,EAAE,QAAQ,GAAE,OAAO,CAAC,oBAAoB,CAAM;;;;;;;EAoB5H;AAED,iBAAS,yBAAyB,CAAC,cAAc,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,eAAe,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,oBAAoB,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,MAAM,GAAE,oBAAyB,EAAE,QAAQ,GAAE,OAAO,CAAC,oBAAoB,CAAM;;;;;;;;;;EA6BzP;AAED,iBAAS,yBAAyB,CAAC,aAAa,EAAE,kBAAkB,EAAE,GAAG,IAAI,GAAG,SAAS,EAAE,MAAM,GAAE,oBAAyB,EAAE,QAAQ,GAAE,OAAO,CAAC,oBAAoB,CAAM,SAgCzK;AAED,iBAAS,kCAAkC,CAAC,MAAM,EAAE,CAAC,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC,EAAE,EAAE,cAAc,EAAE,MAAM,EAAE,QAAQ,SAAW,UAe7H;AAED,OAAO,EAAE,yBAAyB,EAAE,kCAAkC,EAAE,oCAAoC,EAAE,yBAAyB,EAAE,wBAAwB,EAAE,CAAA"}
1
+ {"version":3,"file":"kalman_velocity_smoothing.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/signals/kalman_velocity_smoothing.ts"],"names":[],"mappings":"AAKA;;;;;;;;;;GAUG;AAEH,QAAA,MAAM,wBAAwB;;;;;;;CAO7B,CAAC;AAEF,UAAU,oBAAoB;IAC1B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,cAAc,CAAC,EAAE,MAAM,CAAC;CAC3B;AAED,UAAU,kBAAkB;IACxB,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,eAAe,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CACnC;AAED,iBAAS,oCAAoC,CAAC,MAAM,GAAE,oBAAyB,EAAE,QAAQ,GAAE,OAAO,CAAC,oBAAoB,CAAM;;;;;;;EAoB5H;AAED,iBAAS,yBAAyB,CAAC,cAAc,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,eAAe,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,oBAAoB,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAAE,MAAM,GAAE,oBAAyB,EAAE,QAAQ,GAAE,OAAO,CAAC,oBAAoB,CAAM;;;;;;;;;;EA6BzP;AAED,iBAAS,yBAAyB,CAAC,aAAa,EAAE,kBAAkB,EAAE,GAAG,IAAI,GAAG,SAAS,EAAE,MAAM,GAAE,oBAAyB,EAAE,QAAQ,GAAE,OAAO,CAAC,oBAAoB,CAAM,SAgCzK;AAED,iBAAS,kCAAkC,CAAC,MAAM,EAAE,CAAC,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC,EAAE,EAAE,cAAc,EAAE,MAAM,EAAE,QAAQ,SAAW,UAmB7H;AAED,OAAO,EAAE,yBAAyB,EAAE,kCAAkC,EAAE,oCAAoC,EAAE,yBAAyB,EAAE,wBAAwB,EAAE,CAAA"}
@@ -99,7 +99,11 @@ function computeAbsolutePercentileThreshold(series, clipPercentile, fallback = I
99
99
  if (magnitudes.length === 0)
100
100
  return fallback;
101
101
  magnitudes.sort((a, b) => a - b);
102
- const idx = Math.min(Math.floor((100 - clipPercentile) / 100 * magnitudes.length), magnitudes.length - 1);
102
+ // Clamp both the percentile and the resulting index: a misconfigured
103
+ // clipPercentile above 100 would otherwise produce a negative index
104
+ // (undefined threshold -> NaN propagation into offsets).
105
+ const pct = Math.min(clipPercentile, 100);
106
+ const idx = Math.max(0, Math.min(Math.floor((100 - pct) / 100 * magnitudes.length), magnitudes.length - 1));
103
107
  return magnitudes[idx];
104
108
  }
105
109
  export { buildKalmanVelocitySeries, computeAbsolutePercentileThreshold, resolveKalmanVelocitySmoothingConfig, smoothKalmanVelocityPoint, KALMAN_VELOCITY_DEFAULTS };
@@ -1 +1 @@
1
- {"version":3,"file":"kalman_velocity_smoothing.js","sourceRoot":"","sources":["../../../../market_adapter/core/signals/kalman_velocity_smoothing.ts"],"names":[],"mappings":"AACA,YAAY,CAAC;AAEb,OAAO,EAAE,cAAc,EAAE,MAAM,+BAA+B,CAAC;AAE/D;;;;;;;;;;GAUG;AAEH,MAAM,wBAAwB,GAAG;IAC7B,eAAe,EAAE,cAAc,CAAC,wCAAwC;IACxE,mBAAmB,EAAE,cAAc,CAAC,6CAA6C;IACjF,uBAAuB,EAAE,cAAc,CAAC,iDAAiD;IACzF,mBAAmB,EAAE,cAAc,CAAC,6CAA6C;IACjF,eAAe,EAAE,cAAc,CAAC,sCAAsC;IACtE,cAAc,EAAE,cAAc,CAAC,qCAAqC;CACvE,CAAC;AAgBF,SAAS,oCAAoC,CAAC,SAA+B,EAAE,EAAE,WAA0C,EAAE;IACzH,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,eAAe,IAAI,QAAQ,CAAC,eAAe,IAAI,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC;IAC1G,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,mBAAmB,IAAI,QAAQ,CAAC,mBAAmB,IAAI,GAAG,CAAC,CAAC,CAAC;IAClH,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,uBAAuB,IAAI,QAAQ,CAAC,uBAAuB,IAAI,GAAG,CAAC,CAAC,CAAC;IAC/H,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,mBAAmB,IAAI,QAAQ,CAAC,mBAAmB,IAAI,GAAG,CAAC,CAAC,CAAC;IAC/G,MAAM,eAAe,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,eAAe,CAAC;QAC3D,CAAC,CAAC,MAAM,CAAC,eAAyB;QAClC,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,eAAyB,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IAC9F,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAC;QACzD,CAAC,CAAC,MAAM,CAAC,cAAwB;QACjC,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,cAAwB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAEzF,OAAO;QACH,KAAK;QACL,SAAS;QACT,aAAa;QACb,cAAc;QACd,eAAe;QACf,aAAa,EAAE,eAAe,GAAG,OAAO,GAAG,GAAG;KACjD,CAAC;AACN,CAAC;AAED,SAAS,yBAAyB,CAAC,cAAyC,EAAE,eAA0C,EAAE,oBAA+C,EAAE,SAA+B,EAAE,EAAE,WAA0C,EAAE;IACtP,IAAI,cAAc,IAAI,IAAI,IAAI,eAAe,IAAI,IAAI,EAAE,CAAC;QACpD,OAAO;YACH,mBAAmB,EAAE,IAAI;YACzB,mBAAmB,EAAE,IAAI;YACzB,eAAe,EAAE,IAAI;YACrB,cAAc,EAAE,IAAI;SACvB,CAAC;IACN,CAAC;IAED,MAAM,QAAQ,GAAG,oCAAoC,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACxE,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,eAAe,CAAC,GAAG,CAAC,QAAQ,CAAC,SAAS,GAAG,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC;IAC5H,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAC3B,QAAQ,CAAC,eAAe,EACxB,QAAQ,CAAC,cAAc,GAAG,CAAC,QAAQ,CAAC,aAAa,GAAG,eAAe,CAAC,CACvE,CAAC;IACF,MAAM,mBAAmB,GAAG,oBAAoB,IAAI,IAAI;QACpD,CAAC,CAAC,cAAc;QAChB,CAAC,CAAC,CAAC,cAAc,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,cAAc,CAAC,GAAG,oBAAoB,CAAC,CAAC;IACxF,MAAM,mBAAmB,GAAG,QAAQ,CAAC,KAAK,KAAK,CAAC;QAC5C,CAAC,CAAC,cAAc;QAChB,CAAC,CAAC,CAAC,cAAc,GAAG,CAAC,CAAC,mBAAmB,GAAG,cAAc,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC;IAEnF,OAAO;QACH,mBAAmB;QACnB,mBAAmB;QACnB,eAAe;QACf,cAAc;KACjB,CAAC;AACN,CAAC;AAED,SAAS,yBAAyB,CAAC,aAAsD,EAAE,SAA+B,EAAE,EAAE,WAA0C,EAAE;IACtK,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,aAAa,CAAC,IAAI,aAAa,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,EAAE,CAAC;IAE3E,MAAM,QAAQ,GAAG,oCAAoC,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACxE,IAAI,QAAQ,CAAC,KAAK,KAAK,CAAC,EAAE,CAAC;QACvB,MAAM,SAAS,GAAG,IAAI,KAAK,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QAC7D,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,aAAa,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC5C,MAAM,KAAK,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC;YAC/B,MAAM,cAAc,GAAG,KAAK,EAAE,WAAW,IAAI,IAAI,CAAC;YAClD,MAAM,eAAe,GAAG,KAAK,EAAE,eAAe,IAAI,IAAI,CAAC;YACvD,SAAS,CAAC,CAAC,CAAC,GAAG,cAAc,IAAI,IAAI,IAAI,eAAe,IAAI,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,cAAc,CAAC;QAC7F,CAAC;QACD,OAAO,SAAS,CAAC;IACrB,CAAC;IAED,MAAM,MAAM,GAAsB,IAAI,KAAK,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAC7E,IAAI,oBAAoB,GAAkB,IAAI,CAAC;IAE/C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,aAAa,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC5C,MAAM,KAAK,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,MAAM,GAAG,yBAAyB,CACpC,KAAK,EAAE,WAAW,IAAI,IAAI,EAC1B,KAAK,EAAE,eAAe,IAAI,IAAI,EAC9B,oBAAoB,EACpB,MAAM,EACN,QAAQ,CACX,CAAC;QACF,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,mBAAmB,CAAC;QACvC,oBAAoB,GAAG,MAAM,CAAC,mBAAmB,IAAI,IAAI,CAAC;IAC9D,CAAC;IAED,OAAO,MAAM,CAAC;AAClB,CAAC;AAED,SAAS,kCAAkC,CAAC,MAAqC,EAAE,cAAsB,EAAE,QAAQ,GAAG,QAAQ;IAC1H,IAAI,CAAC,CAAC,cAAc,GAAG,CAAC,CAAC;QAAE,OAAO,QAAQ,CAAC;IAE3C,MAAM,UAAU,GAAa,EAAE,CAAC;IAChC,KAAK,MAAM,KAAK,IAAI,MAAM,IAAI,EAAE,EAAE,CAAC;QAC/B,IAAI,KAAK,IAAI,IAAI,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;IAClF,CAAC;IACD,IAAI,UAAU,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,QAAQ,CAAC;IAE7C,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACjC,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAChB,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,GAAG,cAAc,CAAC,GAAG,GAAG,GAAG,UAAU,CAAC,MAAM,CAAC,EAC5D,UAAU,CAAC,MAAM,GAAG,CAAC,CACxB,CAAC;IACF,OAAO,UAAU,CAAC,GAAG,CAAC,CAAC;AAC3B,CAAC;AAED,OAAO,EAAE,yBAAyB,EAAE,kCAAkC,EAAE,oCAAoC,EAAE,yBAAyB,EAAE,wBAAwB,EAAE,CAAA"}
1
+ {"version":3,"file":"kalman_velocity_smoothing.js","sourceRoot":"","sources":["../../../../market_adapter/core/signals/kalman_velocity_smoothing.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;AAGb,OAAO,EAAE,cAAc,EAAE,MAAM,+BAA+B,CAAC;AAE/D;;;;;;;;;;GAUG;AAEH,MAAM,wBAAwB,GAAG;IAC7B,eAAe,EAAE,cAAc,CAAC,wCAAwC;IACxE,mBAAmB,EAAE,cAAc,CAAC,6CAA6C;IACjF,uBAAuB,EAAE,cAAc,CAAC,iDAAiD;IACzF,mBAAmB,EAAE,cAAc,CAAC,6CAA6C;IACjF,eAAe,EAAE,cAAc,CAAC,sCAAsC;IACtE,cAAc,EAAE,cAAc,CAAC,qCAAqC;CACvE,CAAC;AAgBF,SAAS,oCAAoC,CAAC,SAA+B,EAAE,EAAE,WAA0C,EAAE;IACzH,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,eAAe,IAAI,QAAQ,CAAC,eAAe,IAAI,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC;IAC1G,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,mBAAmB,IAAI,QAAQ,CAAC,mBAAmB,IAAI,GAAG,CAAC,CAAC,CAAC;IAClH,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,uBAAuB,IAAI,QAAQ,CAAC,uBAAuB,IAAI,GAAG,CAAC,CAAC,CAAC;IAC/H,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,mBAAmB,IAAI,QAAQ,CAAC,mBAAmB,IAAI,GAAG,CAAC,CAAC,CAAC;IAC/G,MAAM,eAAe,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,eAAe,CAAC;QAC3D,CAAC,CAAC,MAAM,CAAC,eAAyB;QAClC,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,eAAyB,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IAC9F,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAC;QACzD,CAAC,CAAC,MAAM,CAAC,cAAwB;QACjC,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,cAAwB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAEzF,OAAO;QACH,KAAK;QACL,SAAS;QACT,aAAa;QACb,cAAc;QACd,eAAe;QACf,aAAa,EAAE,eAAe,GAAG,OAAO,GAAG,GAAG;KACjD,CAAC;AACN,CAAC;AAED,SAAS,yBAAyB,CAAC,cAAyC,EAAE,eAA0C,EAAE,oBAA+C,EAAE,SAA+B,EAAE,EAAE,WAA0C,EAAE;IACtP,IAAI,cAAc,IAAI,IAAI,IAAI,eAAe,IAAI,IAAI,EAAE,CAAC;QACpD,OAAO;YACH,mBAAmB,EAAE,IAAI;YACzB,mBAAmB,EAAE,IAAI;YACzB,eAAe,EAAE,IAAI;YACrB,cAAc,EAAE,IAAI;SACvB,CAAC;IACN,CAAC;IAED,MAAM,QAAQ,GAAG,oCAAoC,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACxE,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,eAAe,CAAC,GAAG,CAAC,QAAQ,CAAC,SAAS,GAAG,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC;IAC5H,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAC3B,QAAQ,CAAC,eAAe,EACxB,QAAQ,CAAC,cAAc,GAAG,CAAC,QAAQ,CAAC,aAAa,GAAG,eAAe,CAAC,CACvE,CAAC;IACF,MAAM,mBAAmB,GAAG,oBAAoB,IAAI,IAAI;QACpD,CAAC,CAAC,cAAc;QAChB,CAAC,CAAC,CAAC,cAAc,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,cAAc,CAAC,GAAG,oBAAoB,CAAC,CAAC;IACxF,MAAM,mBAAmB,GAAG,QAAQ,CAAC,KAAK,KAAK,CAAC;QAC5C,CAAC,CAAC,cAAc;QAChB,CAAC,CAAC,CAAC,cAAc,GAAG,CAAC,CAAC,mBAAmB,GAAG,cAAc,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC;IAEnF,OAAO;QACH,mBAAmB;QACnB,mBAAmB;QACnB,eAAe;QACf,cAAc;KACjB,CAAC;AACN,CAAC;AAED,SAAS,yBAAyB,CAAC,aAAsD,EAAE,SAA+B,EAAE,EAAE,WAA0C,EAAE;IACtK,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,aAAa,CAAC,IAAI,aAAa,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,EAAE,CAAC;IAE3E,MAAM,QAAQ,GAAG,oCAAoC,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACxE,IAAI,QAAQ,CAAC,KAAK,KAAK,CAAC,EAAE,CAAC;QACvB,MAAM,SAAS,GAAG,IAAI,KAAK,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QAC7D,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,aAAa,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC5C,MAAM,KAAK,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC;YAC/B,MAAM,cAAc,GAAG,KAAK,EAAE,WAAW,IAAI,IAAI,CAAC;YAClD,MAAM,eAAe,GAAG,KAAK,EAAE,eAAe,IAAI,IAAI,CAAC;YACvD,SAAS,CAAC,CAAC,CAAC,GAAG,cAAc,IAAI,IAAI,IAAI,eAAe,IAAI,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,cAAc,CAAC;QAC7F,CAAC;QACD,OAAO,SAAS,CAAC;IACrB,CAAC;IAED,MAAM,MAAM,GAAsB,IAAI,KAAK,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAC7E,IAAI,oBAAoB,GAAkB,IAAI,CAAC;IAE/C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,aAAa,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC5C,MAAM,KAAK,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,MAAM,GAAG,yBAAyB,CACpC,KAAK,EAAE,WAAW,IAAI,IAAI,EAC1B,KAAK,EAAE,eAAe,IAAI,IAAI,EAC9B,oBAAoB,EACpB,MAAM,EACN,QAAQ,CACX,CAAC;QACF,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,mBAAmB,CAAC;QACvC,oBAAoB,GAAG,MAAM,CAAC,mBAAmB,IAAI,IAAI,CAAC;IAC9D,CAAC;IAED,OAAO,MAAM,CAAC;AAClB,CAAC;AAED,SAAS,kCAAkC,CAAC,MAAqC,EAAE,cAAsB,EAAE,QAAQ,GAAG,QAAQ;IAC1H,IAAI,CAAC,CAAC,cAAc,GAAG,CAAC,CAAC;QAAE,OAAO,QAAQ,CAAC;IAE3C,MAAM,UAAU,GAAa,EAAE,CAAC;IAChC,KAAK,MAAM,KAAK,IAAI,MAAM,IAAI,EAAE,EAAE,CAAC;QAC/B,IAAI,KAAK,IAAI,IAAI,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;IAClF,CAAC;IACD,IAAI,UAAU,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,QAAQ,CAAC;IAE7C,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACjC,qEAAqE;IACrE,oEAAoE;IACpE,yDAAyD;IACzD,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,GAAG,CAAC,CAAC;IAC1C,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAC5B,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,UAAU,CAAC,MAAM,CAAC,EACjD,UAAU,CAAC,MAAM,GAAG,CAAC,CACxB,CAAC,CAAC;IACH,OAAO,UAAU,CAAC,GAAG,CAAC,CAAC;AAC3B,CAAC;AAED,OAAO,EAAE,yBAAyB,EAAE,kCAAkC,EAAE,oCAAoC,EAAE,yBAAyB,EAAE,wBAAwB,EAAE,CAAA"}
@@ -1 +1 @@
1
- {"version":3,"file":"permutation_entropy_analyzer.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/signals/permutation_entropy_analyzer.ts"],"names":[],"mappings":"AAsCA,UAAU,0BAA0B;IAChC,OAAO,EAAE,OAAO,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,WAAW,EAAE,MAAM,CAAC;CACvB;AAED,cAAM,0BAA0B;IAC5B,CAAC,EAAE,MAAM,CAAC;IACV,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,YAAY,EAAE,MAAM,CAAC;IACrB,OAAO,EAAE,MAAM,CAAC;IAChB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,OAAO,EAAE,OAAO,CAAC;IAEjB;;;;;OAKG;gBACS,MAAM,GAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAM;IAmB/C;;;;OAIG;IACH,MAAM,CAAC,KAAK,EAAE,MAAM,GAAG,0BAA0B;IAoCjD,WAAW,IAAI,0BAA0B;CAwB5C;AAED,OAAO,EAAE,0BAA0B,EAAE,CAAA"}
1
+ {"version":3,"file":"permutation_entropy_analyzer.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/signals/permutation_entropy_analyzer.ts"],"names":[],"mappings":"AAsCA,UAAU,0BAA0B;IAChC,OAAO,EAAE,OAAO,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,WAAW,EAAE,MAAM,CAAC;CACvB;AAED,cAAM,0BAA0B;IAC5B,CAAC,EAAE,MAAM,CAAC;IACV,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,YAAY,EAAE,MAAM,CAAC;IACrB,OAAO,EAAE,MAAM,CAAC;IAChB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,OAAO,EAAE,OAAO,CAAC;IAEjB;;;;;OAKG;gBACS,MAAM,GAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAM;IAoC/C;;;;OAIG;IACH,MAAM,CAAC,KAAK,EAAE,MAAM,GAAG,0BAA0B;IAoCjD,WAAW,IAAI,0BAA0B;CAwB5C;AAED,OAAO,EAAE,0BAA0B,EAAE,CAAA"}
@@ -51,9 +51,26 @@ class PermutationEntropyAnalyzer {
51
51
  * @param {number} config.window - Rolling window of ordinal patterns (default 100)
52
52
  */
53
53
  constructor(config = {}) {
54
- this.m = config.m ?? 5;
55
- this.delay = config.delay ?? 1;
56
- this.window = config.window ?? 100;
54
+ // Validate embedding parameters against MARKET_ADAPTER.PE_ANALYZER_LIMITS:
55
+ // out-of-range values silently produce degenerate output (ambiguous
56
+ // ordinal keys, collapsed patterns -> permanent 'STRUCTURED', or too
57
+ // few pattern samples for a meaningful entropy estimate).
58
+ const limits = MARKET_ADAPTER.PE_ANALYZER_LIMITS;
59
+ const m = Math.round(Number(config.m ?? 5));
60
+ if (!Number.isFinite(m) || m < limits.M_MIN || m > limits.M_MAX) {
61
+ throw new Error(`PermutationEntropyAnalyzer: m must be an integer in [${limits.M_MIN}, ${limits.M_MAX}] (got ${config.m})`);
62
+ }
63
+ const delay = Math.round(Number(config.delay ?? 1));
64
+ if (!Number.isFinite(delay) || delay < limits.DELAY_MIN) {
65
+ throw new Error(`PermutationEntropyAnalyzer: delay must be an integer >= ${limits.DELAY_MIN} (got ${config.delay})`);
66
+ }
67
+ const window = Math.round(Number(config.window ?? 100));
68
+ if (!Number.isFinite(window) || window < limits.WINDOW_MIN) {
69
+ throw new Error(`PermutationEntropyAnalyzer: window must be an integer >= ${limits.WINDOW_MIN} (got ${config.window})`);
70
+ }
71
+ this.m = m;
72
+ this.delay = delay;
73
+ this.window = window;
57
74
  // Buffer must hold `window` patterns; each pattern spans (m-1)*delay+1 prices.
58
75
  this._bufSize = this.window + (this.m - 1) * this.delay;
59
76
  let f = 1;
@@ -1 +1 @@
1
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1
+ 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@@ -1,5 +1,5 @@
1
- import { MARKET_ADAPTER } from '../../../modules/constants.js';
2
1
  'use strict';
2
+ import { MARKET_ADAPTER } from '../../../modules/constants.js';
3
3
  /**
4
4
  * Kaufman's Adaptive Moving Average (KAMA/AMA).
5
5
  */
@@ -1 +1 @@
1
- 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@@ -1,4 +1,4 @@
1
- import { computeAverageAmaSlopePct } from './dynamic_weight_series.js';
1
+ import { computeAverageAmaSlopePct, computeAmaSlopeClipThreshold, createAmaSlopeClipTracker } from './dynamic_weight_series.js';
2
2
  /**
3
3
  * Compute AMA slope and volatility offsets from the AMA series.
4
4
  *
@@ -31,5 +31,5 @@ declare function computeAmaSlopeWeights(amaValues: any, weightVariance: any, opt
31
31
  trend: string;
32
32
  isReady: boolean;
33
33
  };
34
- export { computeAmaSlopeWeights, computeAverageAmaSlopePct };
34
+ export { computeAmaSlopeWeights, computeAverageAmaSlopePct, computeAmaSlopeClipThreshold, createAmaSlopeClipTracker, };
35
35
  //# sourceMappingURL=ama_slope_model.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"ama_slope_model.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama_slope_model.ts"],"names":[],"mappings":"AAWA,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AAOvE;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,iBAAS,sBAAsB,CAAC,SAAS,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;EAiGlF;AAED,OAAO,EAAE,sBAAsB,EAAE,yBAAyB,EAAE,CAAA"}
1
+ {"version":3,"file":"ama_slope_model.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama_slope_model.ts"],"names":[],"mappings":"AAYA,OAAO,EACH,yBAAyB,EACzB,4BAA4B,EAC5B,yBAAyB,EAC5B,MAAM,4BAA4B,CAAC;AAOpC;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,iBAAS,sBAAsB,CAAC,SAAS,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;EAyGlF;AAKD,OAAO,EACH,sBAAsB,EACtB,yBAAyB,EACzB,4BAA4B,EAC5B,yBAAyB,GAC5B,CAAA"}
@@ -1,3 +1,4 @@
1
+ 'use strict';
1
2
  import { clamp } from '../../../modules/order/utils/math.js';
2
3
  import { MARKET_ADAPTER } from '../../../modules/constants.js';
3
4
  import { roundTo } from '../../../modules/order/utils/math.js';
@@ -5,7 +6,7 @@ import { normalizeMaxVolatilityOffset, normalizeVolatilityThreshold, } from '../
5
6
  import { computeVolatilityShift } from './volatility_shift.js';
6
7
  // Canonical AMA slope % lives in dynamic_weight_series.ts (self-contained so the
7
8
  // chart generators can embed its exact source); re-exported here for compat.
8
- import { computeAverageAmaSlopePct } from './dynamic_weight_series.js';
9
+ import { computeAverageAmaSlopePct, computeAmaSlopeClipThreshold, createAmaSlopeClipTracker, } from './dynamic_weight_series.js';
9
10
  const _DEFAULT_AMA_KEY = MARKET_ADAPTER.DEFAULT_AMA_KEY;
10
11
  const DEFAULT_ER_PERIOD = MARKET_ADAPTER.AMAS[_DEFAULT_AMA_KEY].erPeriod;
11
12
  /**
@@ -42,7 +43,12 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
42
43
  const erPeriod = Number.isFinite(opts.erPeriod) && opts.erPeriod > 0
43
44
  ? Math.ceil(opts.erPeriod)
44
45
  : DEFAULT_ER_PERIOD;
45
- const maxSlopeOffset = opts.maxSlopeOffset ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
46
+ // Reject negative caps outright (a negative cap would silently invert the
47
+ // trend-bias sign); fall back to the default like other invalid values.
48
+ const rawMaxSlopeOffset = opts.maxSlopeOffset ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
49
+ const maxSlopeOffset = Number.isFinite(rawMaxSlopeOffset) && rawMaxSlopeOffset >= 0
50
+ ? rawMaxSlopeOffset
51
+ : MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP;
46
52
  const maxVolatilityOffset = normalizeMaxVolatilityOffset(opts.maxVolatilityOffset);
47
53
  const clipThreshold = opts.clipThreshold ?? Infinity;
48
54
  const hasDirectionalOffset = Number.isFinite(maxSlopeOffset) && maxSlopeOffset > 0;
@@ -81,7 +87,10 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
81
87
  }
82
88
  // 2b. Percentile clip — symmetric clip on slope magnitude
83
89
  const clippedSlopePct = Math.max(-clipThreshold, Math.min(clipThreshold, slopePct));
84
- // 3. Slope offset (asymmetric) — based on clipped slope
90
+ // 3. Slope offset (asymmetric) — based on clipped slope.
91
+ // Inclusive boundary (<=) matches the canonical per-bar series in
92
+ // dynamic_weight_series.ts, and with the default neutralZonePct of 0
93
+ // it keeps exact-zero slopes NEUTRAL instead of flipping to DOWN.
85
94
  let slopeOffset;
86
95
  let trend;
87
96
  if (Math.abs(clippedSlopePct) <= neutralZonePct) {
@@ -118,5 +127,8 @@ function computeAmaSlopeWeights(amaValues, weightVariance, opts = {}) {
118
127
  isReady: true,
119
128
  };
120
129
  }
121
- export { computeAmaSlopeWeights, computeAverageAmaSlopePct };
130
+ // computeAmaSlopeClipThreshold and createAmaSlopeClipTracker live in
131
+ // dynamic_weight_series.ts (self-contained so the chart generators can embed
132
+ // their exact source); re-exported here so Node callers keep this import path.
133
+ export { computeAmaSlopeWeights, computeAverageAmaSlopePct, computeAmaSlopeClipThreshold, createAmaSlopeClipTracker, };
122
134
  //# sourceMappingURL=ama_slope_model.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"ama_slope_model.js","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama_slope_model.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,KAAK,EAAE,MAAM,sCAAsC,CAAC;AAC7D,OAAO,EAAE,cAAc,EAAE,MAAM,+BAA+B,CAAC;AAC/D,OAAO,EAAE,OAAO,EAAE,MAAM,sCAAsC,CAAC;AAC/D,OAAO,EACH,4BAA4B,EAC5B,4BAA4B,GAC/B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,uBAAuB,CAAC;AAC/D,iFAAiF;AACjF,6EAA6E;AAC7E,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AAIvE,MAAM,gBAAgB,GAAG,cAAc,CAAC,eAAmD,CAAC;AAC5F,MAAM,iBAAiB,GAAG,cAAc,CAAC,IAAI,CAAC,gBAAgB,CAAC,CAAC,QAAQ,CAAC;AAEzE;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,SAAS,sBAAsB,CAAC,SAAc,EAAE,cAAmB,EAAE,OAAY,EAAE;IAC/E,MAAM,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,YAAY,CAAC,IAAI,IAAI,CAAC,YAAY,IAAI,CAAC;QAC7E,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,YAAY,CAAC;QAC9B,CAAC,CAAC,cAAc,CAAC,gCAAgC,CAAC;IACtD,MAAM,WAAW,GAAG,IAAI,CAAC,WAAW,IAAI,cAAc,CAAC,gCAAgC,CAAC;IACxF,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,cAAc,CAAC,mCAAmC,CAAC;IACjG,MAAM,kBAAkB,GAAG,IAAI,CAAC,kBAAkB,IAAI,cAAc,CAAC,kCAAkC,CAAC;IACxG,MAAM,gBAAgB,GAAG,IAAI,CAAC,gBAAgB,IAAI,cAAc,CAAC,yCAAyC,CAAC;IAC3G,MAAM,mBAAmB,GAAG,4BAA4B,CAAC,IAAI,CAAC,mBAAmB,CAAC,CAAC;IACnF,MAAM,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,QAAQ,GAAG,CAAC;QAChE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC;QAC1B,CAAC,CAAC,iBAAiB,CAAC;IACxB,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,cAAc,CAAC,sCAAsC,CAAC;IACpG,MAAM,mBAAmB,GAAG,4BAA4B,CAAC,IAAI,CAAC,mBAAmB,CAAC,CAAC;IACnF,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,QAAQ,CAAC;IACrD,MAAM,oBAAoB,GAAG,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC,IAAI,cAAc,GAAG,CAAC,CAAC;IACnF,MAAM,kBAAkB,GAAG,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC,IAAI,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC;IACtG,MAAM,sBAAsB,GAAG,MAAM,CAAC,QAAQ,CAAC,kBAAkB,CAAC,IAAI,kBAAkB,IAAI,CAAC;QACzF,CAAC,CAAC,kBAAkB;QACpB,CAAC,CAAC,cAAc,CAAC,kCAAkC,CAAC;IACxD,MAAM,oBAAoB,GAAG,MAAM,CAAC,QAAQ,CAAC,gBAAgB,CAAC,IAAI,gBAAgB,IAAI,CAAC;QACnF,CAAC,CAAC,gBAAgB;QAClB,CAAC,CAAC,cAAc,CAAC,yCAAyC,CAAC;IAE/D,MAAM,QAAQ,GAAG;QACb,OAAO,EAAE,KAAK;QACd,WAAW,EAAE,CAAC;QACd,cAAc,EAAE,CAAC;QACjB,cAAc,EAAE,CAAC;QACjB,QAAQ,EAAE,CAAC;QACX,eAAe,EAAE,CAAC;QAClB,UAAU,EAAE,CAAC;QACb,KAAK,EAAE,SAAS;KACnB,CAAC;IAEF,qEAAqE;IACrE,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,SAAS,CAAC,IAAI,SAAS,CAAC,MAAM,GAAG,QAAQ,GAAG,YAAY,GAAG,CAAC,EAAE,CAAC;QAC9E,OAAO,QAAQ,CAAC;IACpB,CAAC;IAED,MAAM,CAAC,GAAG,SAAS,CAAC,MAAM,CAAC;IAC3B,MAAM,IAAI,GAAG,SAAS,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC9B,MAAM,IAAI,GAAG,SAAS,CAAC,CAAC,GAAG,CAAC,GAAG,YAAY,CAAC,CAAC;IAE7C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,IAAI,KAAK,CAAC,EAAE,CAAC;QACjE,OAAO,QAAQ,CAAC;IACpB,CAAC;IAED,wEAAwE;IACxE,+EAA+E;IAC/E,MAAM,QAAQ,GAAG,yBAAyB,CAAC,IAAI,EAAE,IAAI,EAAE,YAAY,CAAC,CAAC;IACrE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC7B,OAAO,QAAQ,CAAC;IACpB,CAAC;IAED,0DAA0D;IAC1D,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,CAAE,aAAwB,EAAE,IAAI,CAAC,GAAG,CAAE,aAAwB,EAAE,QAAkB,CAAC,CAAC,CAAC;IAEtH,wDAAwD;IACxD,IAAI,WAAW,CAAC;IAChB,IAAI,KAAK,CAAC;IACV,IAAI,IAAI,CAAC,GAAG,CAAC,eAAe,CAAC,IAAI,cAAc,EAAE,CAAC;QAC9C,WAAW,GAAG,CAAC,CAAC;QAChB,KAAK,GAAG,SAAS,CAAC;IACtB,CAAC;SAAM,CAAC;QACJ,WAAW,GAAG,KAAK,CAAC,eAAe,GAAG,WAAW,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,cAAc,CAAC;QAC3E,KAAK,GAAG,eAAe,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC;IAChD,CAAC;IAED,4DAA4D;IAC5D,MAAM,kBAAkB,GAAG,OAAO,CAAC,WAAW,EAAE,GAAG,CAAC,CAAC;IACrD,MAAM,UAAU,GAAG,oBAAoB;QACnC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,GAAG,cAAc,CAAC,GAAG,GAAG,CAAC;QAC5D,CAAC,CAAC,CAAC,CAAC;IAER,yEAAyE;IACzE,2EAA2E;IAC3E,8EAA8E;IAC9E,MAAM,KAAK,GAAG,sBAAsB,CAAC,kBAAkB,EAAE;QACrD,QAAQ,EAAE,sBAAsB;QAChC,MAAM,EAAE,oBAAoB;QAC5B,SAAS,EAAE,mBAAmB;QAC9B,UAAU,EAAE,mBAAmB;KAClC,CAAC,CAAC;IAEH,MAAM,qBAAqB,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,cAAc,EAAE,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC;IAExE,OAAO;QACH,WAAW,EAAE,kBAAkB;QAC/B,cAAc,EAAE,WAAW;QAC3B,cAAc,EAAE,qBAAqB;QACrC,QAAQ;QACR,eAAe;QACf,UAAU;QACV,KAAK;QACL,OAAO,EAAE,IAAI;KAChB,CAAC;AACN,CAAC;AAED,OAAO,EAAE,sBAAsB,EAAE,yBAAyB,EAAE,CAAA"}
1
+ {"version":3,"file":"ama_slope_model.js","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama_slope_model.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;AAEb,OAAO,EAAE,KAAK,EAAE,MAAM,sCAAsC,CAAC;AAC7D,OAAO,EAAE,cAAc,EAAE,MAAM,+BAA+B,CAAC;AAC/D,OAAO,EAAE,OAAO,EAAE,MAAM,sCAAsC,CAAC;AAC/D,OAAO,EACH,4BAA4B,EAC5B,4BAA4B,GAC/B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,uBAAuB,CAAC;AAC/D,iFAAiF;AACjF,6EAA6E;AAC7E,OAAO,EACH,yBAAyB,EACzB,4BAA4B,EAC5B,yBAAyB,GAC5B,MAAM,4BAA4B,CAAC;AAIpC,MAAM,gBAAgB,GAAG,cAAc,CAAC,eAAmD,CAAC;AAC5F,MAAM,iBAAiB,GAAG,cAAc,CAAC,IAAI,CAAC,gBAAgB,CAAC,CAAC,QAAQ,CAAC;AAEzE;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,SAAS,sBAAsB,CAAC,SAAc,EAAE,cAAmB,EAAE,OAAY,EAAE;IAC/E,MAAM,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,YAAY,CAAC,IAAI,IAAI,CAAC,YAAY,IAAI,CAAC;QAC7E,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,YAAY,CAAC;QAC9B,CAAC,CAAC,cAAc,CAAC,gCAAgC,CAAC;IACtD,MAAM,WAAW,GAAG,IAAI,CAAC,WAAW,IAAI,cAAc,CAAC,gCAAgC,CAAC;IACxF,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,cAAc,CAAC,mCAAmC,CAAC;IACjG,MAAM,kBAAkB,GAAG,IAAI,CAAC,kBAAkB,IAAI,cAAc,CAAC,kCAAkC,CAAC;IACxG,MAAM,gBAAgB,GAAG,IAAI,CAAC,gBAAgB,IAAI,cAAc,CAAC,yCAAyC,CAAC;IAC3G,MAAM,mBAAmB,GAAG,4BAA4B,CAAC,IAAI,CAAC,mBAAmB,CAAC,CAAC;IACnF,MAAM,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,QAAQ,GAAG,CAAC;QAChE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC;QAC1B,CAAC,CAAC,iBAAiB,CAAC;IACxB,0EAA0E;IAC1E,wEAAwE;IACxE,MAAM,iBAAiB,GAAG,IAAI,CAAC,cAAc,IAAI,cAAc,CAAC,sCAAsC,CAAC;IACvG,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,iBAAiB,IAAI,CAAC;QAC/E,CAAC,CAAC,iBAAiB;QACnB,CAAC,CAAC,cAAc,CAAC,sCAAsC,CAAC;IAC5D,MAAM,mBAAmB,GAAG,4BAA4B,CAAC,IAAI,CAAC,mBAAmB,CAAC,CAAC;IACnF,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,QAAQ,CAAC;IACrD,MAAM,oBAAoB,GAAG,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC,IAAI,cAAc,GAAG,CAAC,CAAC;IACnF,MAAM,kBAAkB,GAAG,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC,IAAI,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC;IACtG,MAAM,sBAAsB,GAAG,MAAM,CAAC,QAAQ,CAAC,kBAAkB,CAAC,IAAI,kBAAkB,IAAI,CAAC;QACzF,CAAC,CAAC,kBAAkB;QACpB,CAAC,CAAC,cAAc,CAAC,kCAAkC,CAAC;IACxD,MAAM,oBAAoB,GAAG,MAAM,CAAC,QAAQ,CAAC,gBAAgB,CAAC,IAAI,gBAAgB,IAAI,CAAC;QACnF,CAAC,CAAC,gBAAgB;QAClB,CAAC,CAAC,cAAc,CAAC,yCAAyC,CAAC;IAE/D,MAAM,QAAQ,GAAG;QACb,OAAO,EAAE,KAAK;QACd,WAAW,EAAE,CAAC;QACd,cAAc,EAAE,CAAC;QACjB,cAAc,EAAE,CAAC;QACjB,QAAQ,EAAE,CAAC;QACX,eAAe,EAAE,CAAC;QAClB,UAAU,EAAE,CAAC;QACb,KAAK,EAAE,SAAS;KACnB,CAAC;IAEF,qEAAqE;IACrE,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,SAAS,CAAC,IAAI,SAAS,CAAC,MAAM,GAAG,QAAQ,GAAG,YAAY,GAAG,CAAC,EAAE,CAAC;QAC9E,OAAO,QAAQ,CAAC;IACpB,CAAC;IAED,MAAM,CAAC,GAAG,SAAS,CAAC,MAAM,CAAC;IAC3B,MAAM,IAAI,GAAG,SAAS,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC9B,MAAM,IAAI,GAAG,SAAS,CAAC,CAAC,GAAG,CAAC,GAAG,YAAY,CAAC,CAAC;IAE7C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,IAAI,KAAK,CAAC,EAAE,CAAC;QACjE,OAAO,QAAQ,CAAC;IACpB,CAAC;IAED,wEAAwE;IACxE,+EAA+E;IAC/E,MAAM,QAAQ,GAAG,yBAAyB,CAAC,IAAI,EAAE,IAAI,EAAE,YAAY,CAAC,CAAC;IACrE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC7B,OAAO,QAAQ,CAAC;IACpB,CAAC;IAED,0DAA0D;IAC1D,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,CAAE,aAAwB,EAAE,IAAI,CAAC,GAAG,CAAE,aAAwB,EAAE,QAAkB,CAAC,CAAC,CAAC;IAEtH,yDAAyD;IACzD,qEAAqE;IACrE,wEAAwE;IACxE,qEAAqE;IACrE,IAAI,WAAW,CAAC;IAChB,IAAI,KAAK,CAAC;IACV,IAAI,IAAI,CAAC,GAAG,CAAC,eAAe,CAAC,IAAI,cAAc,EAAE,CAAC;QAC9C,WAAW,GAAG,CAAC,CAAC;QAChB,KAAK,GAAG,SAAS,CAAC;IACtB,CAAC;SAAM,CAAC;QACJ,WAAW,GAAG,KAAK,CAAC,eAAe,GAAG,WAAW,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,cAAc,CAAC;QAC3E,KAAK,GAAG,eAAe,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC;IAChD,CAAC;IAED,4DAA4D;IAC5D,MAAM,kBAAkB,GAAG,OAAO,CAAC,WAAW,EAAE,GAAG,CAAC,CAAC;IACrD,MAAM,UAAU,GAAG,oBAAoB;QACnC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,GAAG,cAAc,CAAC,GAAG,GAAG,CAAC;QAC5D,CAAC,CAAC,CAAC,CAAC;IAER,yEAAyE;IACzE,2EAA2E;IAC3E,8EAA8E;IAC9E,MAAM,KAAK,GAAG,sBAAsB,CAAC,kBAAkB,EAAE;QACrD,QAAQ,EAAE,sBAAsB;QAChC,MAAM,EAAE,oBAAoB;QAC5B,SAAS,EAAE,mBAAmB;QAC9B,UAAU,EAAE,mBAAmB;KAClC,CAAC,CAAC;IAEH,MAAM,qBAAqB,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,cAAc,EAAE,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC;IAExE,OAAO;QACH,WAAW,EAAE,kBAAkB;QAC/B,cAAc,EAAE,WAAW;QAC3B,cAAc,EAAE,qBAAqB;QACrC,QAAQ;QACR,eAAe;QACf,UAAU;QACV,KAAK;QACL,OAAO,EAAE,IAAI;KAChB,CAAC;AACN,CAAC;AAED,qEAAqE;AACrE,6EAA6E;AAC7E,+EAA+E;AAC/E,OAAO,EACH,sBAAsB,EACtB,yBAAyB,EACzB,4BAA4B,EAC5B,yBAAyB,GAC5B,CAAA"}
@@ -11,9 +11,10 @@
11
11
  /**
12
12
  * ATR series over candles (High, Low, Close).
13
13
  *
14
- * Chain-breaking semantics: an invalid row resets the previous-close reference so
15
- * a single bad candle never synthesizes a multi-bar gap into the next true range.
16
- * Positions before `period` valid true ranges resolve to 0 (insufficient data).
14
+ * Chain-breaking semantics: an invalid row resets the previous-close reference
15
+ * and re-arms warmup, so a single bad candle never synthesizes a multi-bar gap
16
+ * into the next true range. Positions before `period` valid true ranges within
17
+ * the current chain segment resolve to 0 (insufficient data).
17
18
  *
18
19
  * Candles may be rows ([timestamp, open, high, low, close, volume]) or objects
19
20
  * ({ open, high, low, close, ... }); the getter logic is inlined so the function
@@ -1 +1 @@
1
- {"version":3,"file":"calculator.d.ts","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAMH;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,iBAAS,gBAAgB,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,EAAE,KAAK,GAAE,GAAU,YA0CrE;AAED;;;;;;;;;;;;GAYG;AACH,iBAAS,YAAY,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,OAe9C;AAED,OAAO,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}
1
+ {"version":3,"file":"calculator.d.ts","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAIA;;;;;;;;;GASG;AAGH;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,iBAAS,gBAAgB,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,EAAE,KAAK,GAAE,GAAU,YAiDrE;AAED;;;;;;;;;;;;GAYG;AACH,iBAAS,YAAY,CAAC,OAAO,EAAE,GAAG,EAAE,MAAM,SAAK,OAe9C;AAED,OAAO,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}
@@ -1,3 +1,5 @@
1
+ 'use strict';
2
+ import { normalizeAtrPeriod } from '../../config_normalizers.js';
1
3
  /**
2
4
  * Average True Range (ATR) Service
3
5
  * Computes market volatility for symmetrical weight shifts.
@@ -8,14 +10,13 @@
8
10
  * fn.toString()). calculateATR is a thin single-value wrapper that preserves the
9
11
  * production edge-case guards on top of the same series.
10
12
  */
11
- import { normalizeAtrPeriod } from '../../config_normalizers.js';
12
- 'use strict';
13
13
  /**
14
14
  * ATR series over candles (High, Low, Close).
15
15
  *
16
- * Chain-breaking semantics: an invalid row resets the previous-close reference so
17
- * a single bad candle never synthesizes a multi-bar gap into the next true range.
18
- * Positions before `period` valid true ranges resolve to 0 (insufficient data).
16
+ * Chain-breaking semantics: an invalid row resets the previous-close reference
17
+ * and re-arms warmup, so a single bad candle never synthesizes a multi-bar gap
18
+ * into the next true range. Positions before `period` valid true ranges within
19
+ * the current chain segment resolve to 0 (insufficient data).
19
20
  *
20
21
  * Candles may be rows ([timestamp, open, high, low, close, volume]) or objects
21
22
  * ({ open, high, low, close, ... }); the getter logic is inlined so the function
@@ -38,6 +39,7 @@ function computeATRSeries(candles, period = 14, stats = null) {
38
39
  const safePeriod = Math.max(1, Math.round(period));
39
40
  let trSum = 0;
40
41
  let trCount = 0;
42
+ let segmentTrCount = 0;
41
43
  let prevClose = null;
42
44
  let atrVal = 0;
43
45
  for (let i = 0; i < candles.length; i++) {
@@ -49,22 +51,28 @@ function computeATRSeries(candles, period = 14, stats = null) {
49
51
  // Break the ATR chain across missing/invalid rows so a single bad
50
52
  // candle does not synthesize a multi-bar gap into the next valid true range.
51
53
  prevClose = null;
54
+ segmentTrCount = 0;
55
+ trSum = 0;
52
56
  atrs.push(0);
53
57
  continue;
54
58
  }
55
59
  if (prevClose != null) {
56
60
  const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
57
61
  trCount++;
58
- if (trCount <= safePeriod) {
62
+ segmentTrCount++;
63
+ if (segmentTrCount <= safePeriod) {
64
+ // SMA warmup within the current chain segment
59
65
  trSum += tr;
60
- atrVal = trSum / trCount;
66
+ atrVal = trSum / segmentTrCount;
61
67
  }
62
68
  else {
63
69
  atrVal = (atrVal * (safePeriod - 1) + tr) / safePeriod;
64
70
  }
65
71
  }
66
72
  prevClose = close;
67
- atrs.push(trCount < safePeriod ? 0 : atrVal);
73
+ // Stay at 0 until the CURRENT segment has enough valid ranges — a
74
+ // post-break row must not emit the stale pre-break ATR.
75
+ atrs.push(segmentTrCount < safePeriod ? 0 : atrVal);
68
76
  }
69
77
  if (stats && typeof stats === 'object') {
70
78
  stats.validRanges = trCount;
@@ -1 +1 @@
1
- {"version":3,"file":"calculator.js","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,EAAE,kBAAkB,EAAE,MAAM,6BAA6B,CAAC;AACjE,YAAY,CAAC;AAGb;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,SAAS,gBAAgB,CAAC,OAAY,EAAE,MAAM,GAAG,EAAE,EAAE,QAAa,IAAI;IAClE,MAAM,IAAI,GAAa,EAAE,CAAC;IAC1B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC;QAAE,OAAO,IAAI,CAAC;IAEzC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;IACnD,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,IAAI,SAAS,GAAkB,IAAI,CAAC;IACpC,IAAI,MAAM,GAAG,CAAC,CAAC;IAEf,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QACrB,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;QACjE,MAAM,GAAG,GAAG,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;QAC/D,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC;QACnE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;YAC7E,kEAAkE;YAClE,6EAA6E;YAC7E,SAAS,GAAG,IAAI,CAAC;YACjB,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YACb,SAAS;QACb,CAAC;QACD,IAAI,SAAS,IAAI,IAAI,EAAE,CAAC;YACpB,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC;YACvF,OAAO,EAAE,CAAC;YACV,IAAI,OAAO,IAAI,UAAU,EAAE,CAAC;gBACxB,KAAK,IAAI,EAAE,CAAC;gBACZ,MAAM,GAAG,KAAK,GAAG,OAAO,CAAC;YAC7B,CAAC;iBAAM,CAAC;gBACJ,MAAM,GAAG,CAAC,MAAM,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,UAAU,CAAC;YAC3D,CAAC;QACL,CAAC;QACD,SAAS,GAAG,KAAK,CAAC;QAClB,IAAI,CAAC,IAAI,CAAC,OAAO,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC;IACjD,CAAC;IAED,IAAI,KAAK,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QACrC,KAAK,CAAC,WAAW,GAAG,OAAO,CAAC;QAC5B,KAAK,CAAC,GAAG,GAAG,MAAM,CAAC;IACvB,CAAC;IAED,OAAO,IAAI,CAAC;AAChB,CAAC;AAED;;;;;;;;;;;;GAYG;AACH,SAAS,YAAY,CAAC,OAAY,EAAE,MAAM,GAAG,EAAE;IAC3C,MAAM,UAAU,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC;IAC9C,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC/C,IAAI,OAAO,CAAC,MAAM,GAAG,UAAU,GAAG,CAAC;QAAE,OAAO,CAAC,CAAC;IAE9C,MAAM,KAAK,GAAQ,EAAE,CAAC;IACtB,MAAM,MAAM,GAAG,gBAAgB,CAAC,OAAO,EAAE,UAAU,EAAE,KAAK,CAAC,CAAC;IAC5D,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAE3C,uEAAuE;IACvE,IAAI,KAAK,CAAC,WAAW,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC/C,sDAAsD;IACtD,IAAI,KAAK,CAAC,WAAW,GAAG,UAAU;QAAE,OAAO,CAAC,CAAC;IAE7C,OAAO,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;AACtD,CAAC;AAED,OAAO,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}
1
+ {"version":3,"file":"calculator.js","sourceRoot":"","sources":["../../../../../market_adapter/core/strategies/atr/calculator.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;AAEb,OAAO,EAAE,kBAAkB,EAAE,MAAM,6BAA6B,CAAC;AAEjE;;;;;;;;;GASG;AAGH;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,SAAS,gBAAgB,CAAC,OAAY,EAAE,MAAM,GAAG,EAAE,EAAE,QAAa,IAAI;IAClE,MAAM,IAAI,GAAa,EAAE,CAAC;IAC1B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC;QAAE,OAAO,IAAI,CAAC;IAEzC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;IACnD,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,IAAI,cAAc,GAAG,CAAC,CAAC;IACvB,IAAI,SAAS,GAAkB,IAAI,CAAC;IACpC,IAAI,MAAM,GAAG,CAAC,CAAC;IAEf,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QACrB,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;QACjE,MAAM,GAAG,GAAG,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;QAC/D,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC;QACnE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;YAC7E,kEAAkE;YAClE,6EAA6E;YAC7E,SAAS,GAAG,IAAI,CAAC;YACjB,cAAc,GAAG,CAAC,CAAC;YACnB,KAAK,GAAG,CAAC,CAAC;YACV,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YACb,SAAS;QACb,CAAC;QACD,IAAI,SAAS,IAAI,IAAI,EAAE,CAAC;YACpB,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC;YACvF,OAAO,EAAE,CAAC;YACV,cAAc,EAAE,CAAC;YACjB,IAAI,cAAc,IAAI,UAAU,EAAE,CAAC;gBAC/B,8CAA8C;gBAC9C,KAAK,IAAI,EAAE,CAAC;gBACZ,MAAM,GAAG,KAAK,GAAG,cAAc,CAAC;YACpC,CAAC;iBAAM,CAAC;gBACJ,MAAM,GAAG,CAAC,MAAM,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,UAAU,CAAC;YAC3D,CAAC;QACL,CAAC;QACD,SAAS,GAAG,KAAK,CAAC;QAClB,kEAAkE;QAClE,wDAAwD;QACxD,IAAI,CAAC,IAAI,CAAC,cAAc,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC;IACxD,CAAC;IAED,IAAI,KAAK,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QACrC,KAAK,CAAC,WAAW,GAAG,OAAO,CAAC;QAC5B,KAAK,CAAC,GAAG,GAAG,MAAM,CAAC;IACvB,CAAC;IAED,OAAO,IAAI,CAAC;AAChB,CAAC;AAED;;;;;;;;;;;;GAYG;AACH,SAAS,YAAY,CAAC,OAAY,EAAE,MAAM,GAAG,EAAE;IAC3C,MAAM,UAAU,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC;IAC9C,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC/C,IAAI,OAAO,CAAC,MAAM,GAAG,UAAU,GAAG,CAAC;QAAE,OAAO,CAAC,CAAC;IAE9C,MAAM,KAAK,GAAQ,EAAE,CAAC;IACtB,MAAM,MAAM,GAAG,gBAAgB,CAAC,OAAO,EAAE,UAAU,EAAE,KAAK,CAAC,CAAC;IAC5D,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAE3C,uEAAuE;IACvE,IAAI,KAAK,CAAC,WAAW,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC/C,sDAAsD;IACtD,IAAI,KAAK,CAAC,WAAW,GAAG,UAAU;QAAE,OAAO,CAAC,CAAC;IAE7C,OAAO,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;AACtD,CAAC;AAED,OAAO,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}
@@ -1 +1 @@
1
- {"version":3,"file":"collateral_manager.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":"AAIA;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,iBAAS,qBAAqB,CAAC,SAAS,EAAE,GAAG,EAAE,QAAQ,SAAM,EAAE,QAAQ,SAAM;;;;EAgD5E;AAED,OAAO,EAAE,qBAAqB,EAAE,CAAA"}
1
+ {"version":3,"file":"collateral_manager.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":"AAUA;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,iBAAS,qBAAqB,CAAC,SAAS,EAAE,GAAG,EAAE,QAAQ,SAAM,EAAE,QAAQ,SAAM;;;;EAgD5E;AAED,OAAO,EAAE,qBAAqB,EAAE,CAAA"}
@@ -1,5 +1,10 @@
1
- import { roundTo, roundToDecimals } from '../../../modules/order/utils/math.js';
2
1
  'use strict';
2
+ import { roundTo, roundToDecimals } from '../../../modules/order/utils/math.js';
3
+ /**
4
+ * Minimum |adjustment| (in CR units) before an INCREASE/DECREASE action is
5
+ * reported instead of HOLD — below this the move is considered noise.
6
+ */
7
+ const MIN_ACTION_ADJUSTMENT = 0.01;
3
8
  /**
4
9
  * Collateral Ratio Recommendation Service
5
10
  *
@@ -42,12 +47,12 @@ function adjustCollateralRatio(trendData, minRatio = 1.5, maxRatio = 2.0) {
42
47
  case 'UP':
43
48
  // Price rising → less risk → can run with lower collateral
44
49
  targetRatio = midpoint - scale;
45
- action = scale > 0.01 ? 'DECREASE' : 'HOLD';
50
+ action = scale > MIN_ACTION_ADJUSTMENT ? 'DECREASE' : 'HOLD';
46
51
  break;
47
52
  case 'DOWN':
48
53
  // Price falling → more risk → increase collateral cushion
49
54
  targetRatio = midpoint + scale;
50
- action = scale > 0.01 ? 'INCREASE' : 'HOLD';
55
+ action = scale > MIN_ACTION_ADJUSTMENT ? 'INCREASE' : 'HOLD';
51
56
  break;
52
57
  default: // NEUTRAL
53
58
  targetRatio = midpoint;
@@ -1 +1 @@
1
- {"version":3,"file":"collateral_manager.js","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,MAAM,sCAAsC,CAAC;AAChF,YAAY,CAAC;AAEb;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,SAAS,qBAAqB,CAAC,SAAc,EAAE,QAAQ,GAAG,GAAG,EAAE,QAAQ,GAAG,GAAG;IACzE,MAAM,GAAG,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC;IACvE,MAAM,GAAG,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,GAAG,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC;IAC/E,MAAM,QAAQ,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IACjC,MAAM,SAAS,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IAElC,IAAI,CAAC,SAAS,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QACnC,OAAO;YACH,WAAW,EAAE,QAAQ;YACrB,MAAM,EAAE,MAAM;YACd,UAAU,EAAE,CAAC;SAChB,CAAC;IACN,CAAC;IAED,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjF,MAAM,KAAK,GAAG,CAAC,UAAU,GAAG,GAAG,CAAC,GAAG,SAAS,CAAC;IAE7C,IAAI,WAAW,CAAC;IAChB,IAAI,MAAM,CAAC;IAEX,QAAQ,SAAS,CAAC,KAAK,EAAE,CAAC;QACtB,KAAK,IAAI;YACL,2DAA2D;YAC3D,WAAW,GAAG,QAAQ,GAAG,KAAK,CAAC;YAC/B,MAAM,GAAG,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;YAC5C,MAAM;QAEV,KAAK,MAAM;YACP,0DAA0D;YAC1D,WAAW,GAAG,QAAQ,GAAG,KAAK,CAAC;YAC/B,MAAM,GAAG,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;YAC5C,MAAM;QAEV,SAAS,UAAU;YACf,WAAW,GAAG,QAAQ,CAAC;YACvB,MAAM,GAAG,MAAM,CAAC;YAChB,MAAM;IACd,CAAC;IAED,kBAAkB;IAClB,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,WAAW,CAAC,CAAC,CAAC;IACxD,WAAW,GAAG,OAAO,CAAC,WAAW,EAAE,IAAI,CAAC,CAAC;IAEzC,OAAO;QACH,WAAW;QACX,MAAM;QACN,UAAU,EAAE,eAAe,CAAC,WAAW,GAAG,QAAQ,EAAE,CAAC,CAAC;KACzD,CAAC;AACN,CAAC;AAED,OAAO,EAAE,qBAAqB,EAAE,CAAA"}
1
+ {"version":3,"file":"collateral_manager.js","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/collateral_manager.ts"],"names":[],"mappings":"AAAA,YAAY,CAAC;AAEb,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,MAAM,sCAAsC,CAAC;AAEhF;;;GAGG;AACH,MAAM,qBAAqB,GAAG,IAAI,CAAC;AAEnC;;;;;;;;;;;;;;;GAeG;AAEH;;;;;GAKG;AACH,SAAS,qBAAqB,CAAC,SAAc,EAAE,QAAQ,GAAG,GAAG,EAAE,QAAQ,GAAG,GAAG;IACzE,MAAM,GAAG,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC;IACvE,MAAM,GAAG,GAAG,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,GAAG,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC;IAC/E,MAAM,QAAQ,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IACjC,MAAM,SAAS,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IAElC,IAAI,CAAC,SAAS,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QACnC,OAAO;YACH,WAAW,EAAE,QAAQ;YACrB,MAAM,EAAE,MAAM;YACd,UAAU,EAAE,CAAC;SAChB,CAAC;IACN,CAAC;IAED,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjF,MAAM,KAAK,GAAG,CAAC,UAAU,GAAG,GAAG,CAAC,GAAG,SAAS,CAAC;IAE7C,IAAI,WAAW,CAAC;IAChB,IAAI,MAAM,CAAC;IAEX,QAAQ,SAAS,CAAC,KAAK,EAAE,CAAC;QACtB,KAAK,IAAI;YACL,2DAA2D;YAC3D,WAAW,GAAG,QAAQ,GAAG,KAAK,CAAC;YAC/B,MAAM,GAAG,KAAK,GAAG,qBAAqB,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;YAC7D,MAAM;QAEV,KAAK,MAAM;YACP,0DAA0D;YAC1D,WAAW,GAAG,QAAQ,GAAG,KAAK,CAAC;YAC/B,MAAM,GAAG,KAAK,GAAG,qBAAqB,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;YAC7D,MAAM;QAEV,SAAS,UAAU;YACf,WAAW,GAAG,QAAQ,CAAC;YACvB,MAAM,GAAG,MAAM,CAAC;YAChB,MAAM;IACd,CAAC;IAED,kBAAkB;IAClB,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,WAAW,CAAC,CAAC,CAAC;IACxD,WAAW,GAAG,OAAO,CAAC,WAAW,EAAE,IAAI,CAAC,CAAC;IAEzC,OAAO;QACH,WAAW;QACX,MAAM;QACN,UAAU,EAAE,eAAe,CAAC,WAAW,GAAG,QAAQ,EAAE,CAAC,CAAC;KACzD,CAAC;AACN,CAAC;AAED,OAAO,EAAE,qBAAqB,EAAE,CAAA"}
@@ -28,5 +28,44 @@ declare function computeDynamicWeightSeries(inputs: any): {
28
28
  echoedOffSeries: any[];
29
29
  echoedGatedOffSeries: any[];
30
30
  };
31
- export { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN };
31
+ /**
32
+ * Canonical AMA slope clip threshold used to bound `rawSlopeOffset` in
33
+ * `computeAmaSlopeWeights` — one logic path shared by the live market adapter
34
+ * service, the research runners, and the browser-embedded chart script.
35
+ *
36
+ * The threshold is the `(100 - clipPercentile)`-th percentile of
37
+ * `|average AMA slope %|` over the AMA history (skipping the ER + lookback
38
+ * warmup window). Returns `Infinity` when clipping is disabled or there is
39
+ * insufficient history.
40
+ *
41
+ * Embedding note: lives in this import-free module so fn.toString() injection
42
+ * into generated research charts stays valid after transpilation.
43
+ *
44
+ * For per-bar research loops prefer {@link createAmaSlopeClipTracker}, which
45
+ * yields identical thresholds while maintaining a single sorted pool
46
+ * incrementally (O(n) per push for the sorted insertion, O(n²) total) instead
47
+ * of re-deriving and re-sorting the whole slope history each bar.
48
+ *
49
+ * @param amaValues Full AMA series for the cycle.
50
+ * @param erPeriod AMA ER period (defines the warmup window with lookbackBars).
51
+ * @param lookbackBars Bars averaged per slope sample.
52
+ * @param clipPercentile Percentile to clip at (e.g. 10 → use 90th pct). 0 disables.
53
+ */
54
+ declare function computeAmaSlopeClipThreshold(amaValues: any, erPeriod: number, lookbackBars: number, clipPercentile: number): number;
55
+ /**
56
+ * Incremental equivalent of calling {@link computeAmaSlopeClipThreshold} on
57
+ * every growing prefix of the AMA series. Feed exactly one AMA value per bar
58
+ * via `push`; it returns the same threshold the batch function would return
59
+ * for `amaValues.slice(0, consumed)`, without re-deriving the whole slope pool
60
+ * each call. Maintains one sorted pool with binary-search insertion: O(log n)
61
+ * search + O(n) array shift per push, O(n²) total — a constant-factor win over
62
+ * the batch-per-bar loop's O(n² log n), and the same bound at research scale.
63
+ *
64
+ * Non-finite values keep their position in the sequence (they invalidate only
65
+ * the pairs they belong to), matching the batch function's per-pair guards.
66
+ */
67
+ declare function createAmaSlopeClipTracker(erPeriod: number, lookbackBars: number, clipPercentile: number): {
68
+ push(value: number): number;
69
+ };
70
+ export { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN, computeAmaSlopeClipThreshold, createAmaSlopeClipTracker, };
32
71
  //# sourceMappingURL=dynamic_weight_series.d.ts.map
@@ -1 +1 @@
1
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