dexbot 1.4.21 → 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 (595) hide show
  1. package/CHANGELOG.md +30 -0
  2. package/README.md +1 -1
  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 +7 -5
  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 +15 -9
  22. package/analysis/bot_key_utils.ts +13 -6
  23. package/analysis/bot_usage/discover_bot_accounts.ts +5 -3
  24. package/analysis/bot_usage/kibana_bot_queries.ts +1 -1
  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/price_sources.ts +8 -2
  30. package/analysis/resolve_source.ts +1 -1
  31. package/analysis/results/ama_sweep_results_lp_pool_133_1h.json +2455 -0
  32. package/analysis/results/bot_fitting_results_lp_pool_133_1h.json +218 -0
  33. package/analysis/trade_profitability.ts +61 -28
  34. package/analysis/tradingview/analyze_tradingview.ts +1 -1
  35. package/analysis/tradingview/h-bts_tradingview.html +1570 -0
  36. package/analysis/tradingview/t-bts_tradingview.html +1570 -0
  37. package/analysis/tradingview/tradingview_uplot_chart_generator.ts +302 -74
  38. package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +1 -1
  39. package/analysis/trend_detection/derivative_analyzer.ts +12 -3
  40. package/analysis/trend_detection/dynamic_weight_chart_generator.ts +25 -27
  41. package/analysis/trend_detection/hurst_analyzer.ts +1 -1
  42. package/analysis/trend_detection/kalman_chart_generator.ts +42 -14
  43. package/analysis/trend_detection/package.json +1 -1
  44. package/analysis/trend_detection/regime_chart_generator.ts +39 -19
  45. package/analysis/trend_detection/tests/test_kalman_trend.ts +1 -1
  46. package/analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts +1 -1
  47. package/analysis/trend_detection/volatility_chart_generator.ts +1 -1
  48. package/claw/index.ts +1 -1
  49. package/claw/modules/claw_bridge.ts +3 -3
  50. package/claw/modules/claw_catalog.ts +1 -1
  51. package/claw/modules/claw_launcher.ts +1 -1
  52. package/claw/modules/claw_skill_md.ts +7 -10
  53. package/claw/modules/credit_runtime_adapter.ts +1 -1
  54. package/claw/modules/decision_loop.ts +5 -9
  55. package/claw/modules/dexbot_bridge.ts +7 -7
  56. package/claw/modules/feed_price_source.ts +1 -1
  57. package/claw/modules/kibana_price_source.ts +1 -1
  58. package/claw/modules/launcher_mode_detector.ts +1 -1
  59. package/claw/modules/launcher_paths.ts +1 -1
  60. package/claw/modules/position_discovery.ts +1 -1
  61. package/claw/modules/position_health.ts +1 -1
  62. package/claw/package.json +3 -3
  63. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  64. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  65. package/claw/skills/launcher-ops/references/launcher-workflow.md +2 -2
  66. package/claw/tests/package.json +1 -1
  67. package/claw/tests/test_claw_bridge.ts +45 -21
  68. package/claw/tests/test_claw_catalog_and_credentials.ts +8 -4
  69. package/claw/tests/test_claw_chain_layer.ts +39 -19
  70. package/claw/tests/test_claw_data_flow.ts +28 -20
  71. package/claw/tests/test_claw_domain_logic.ts +25 -19
  72. package/claw/tests/test_claw_manifest_and_matrix.ts +23 -3
  73. package/claw/tests/test_claw_mcp_transport.ts +13 -8
  74. package/claw/tests/test_claw_regressions.ts +254 -128
  75. package/claw/tests/test_claw_skill_generation.ts +1 -1
  76. package/claw/tests/test_nullclaw_tmp_integration.ts +2 -3
  77. package/claw/tests/test_position_health.ts +1 -77
  78. package/claw/tests/test_position_manager.ts +20 -18
  79. package/claw/tests/test_position_manager_watch_health.ts +39 -43
  80. package/claw/tests/test_short_mpa_strategy.ts +20 -17
  81. package/claw/tsconfig.json +4 -3
  82. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +7 -3
  83. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -1
  84. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +3 -3
  85. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -1
  86. package/dist/analysis/ama_fitting/calibrate_convergence_er.js +7 -5
  87. package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -1
  88. package/dist/analysis/ama_fitting/fetch_lp_candles.js +8 -3
  89. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -1
  90. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +2 -2
  91. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -1
  92. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +31 -75
  93. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -1
  94. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -1
  95. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +21 -13
  96. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
  97. package/dist/analysis/analyze_derivatives.d.ts +0 -18
  98. package/dist/analysis/analyze_derivatives.d.ts.map +1 -1
  99. package/dist/analysis/analyze_derivatives.js +4 -4
  100. package/dist/analysis/analyze_derivatives.js.map +1 -1
  101. package/dist/analysis/analyze_dynamic_weight.d.ts +0 -11
  102. package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -1
  103. package/dist/analysis/analyze_dynamic_weight.js +19 -5
  104. package/dist/analysis/analyze_dynamic_weight.js.map +1 -1
  105. package/dist/analysis/analyze_kalman.d.ts +0 -10
  106. package/dist/analysis/analyze_kalman.d.ts.map +1 -1
  107. package/dist/analysis/analyze_kalman.js +51 -26
  108. package/dist/analysis/analyze_kalman.js.map +1 -1
  109. package/dist/analysis/analyze_regime.d.ts +0 -17
  110. package/dist/analysis/analyze_regime.d.ts.map +1 -1
  111. package/dist/analysis/analyze_regime.js +2 -2
  112. package/dist/analysis/analyze_regime.js.map +1 -1
  113. package/dist/analysis/analyze_regime_windows.d.ts +0 -16
  114. package/dist/analysis/analyze_regime_windows.d.ts.map +1 -1
  115. package/dist/analysis/analyze_regime_windows.js +28 -21
  116. package/dist/analysis/analyze_regime_windows.js.map +1 -1
  117. package/dist/analysis/analyze_risk_profile.js +3 -3
  118. package/dist/analysis/analyze_risk_profile.js.map +1 -1
  119. package/dist/analysis/analyze_trade_heatmap.js +3 -3
  120. package/dist/analysis/analyze_trade_heatmap.js.map +1 -1
  121. package/dist/analysis/analyze_volatility.d.ts +0 -19
  122. package/dist/analysis/analyze_volatility.d.ts.map +1 -1
  123. package/dist/analysis/analyze_volatility.js +2 -2
  124. package/dist/analysis/analyze_volatility.js.map +1 -1
  125. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +30 -14
  126. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -1
  127. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +330 -193
  128. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -1
  129. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +136 -1
  130. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -1
  131. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +527 -83
  132. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -1
  133. package/dist/analysis/bot_fitting/shared_utils.d.ts +1 -1
  134. package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -1
  135. package/dist/analysis/bot_fitting/shared_utils.js +14 -8
  136. package/dist/analysis/bot_fitting/shared_utils.js.map +1 -1
  137. package/dist/analysis/bot_key_utils.d.ts.map +1 -1
  138. package/dist/analysis/bot_key_utils.js +13 -6
  139. package/dist/analysis/bot_key_utils.js.map +1 -1
  140. package/dist/analysis/bot_usage/discover_bot_accounts.js +5 -3
  141. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
  142. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
  143. package/dist/analysis/bot_usage/kibana_bot_queries.js +1 -1
  144. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -1
  145. package/dist/analysis/chart_css.d.ts +3 -1
  146. package/dist/analysis/chart_css.d.ts.map +1 -1
  147. package/dist/analysis/chart_css.js +6 -3
  148. package/dist/analysis/chart_css.js.map +1 -1
  149. package/dist/analysis/chart_ui.d.ts.map +1 -1
  150. package/dist/analysis/chart_ui.js.map +1 -1
  151. package/dist/analysis/chart_utils.d.ts.map +1 -1
  152. package/dist/analysis/chart_utils.js +15 -2
  153. package/dist/analysis/chart_utils.js.map +1 -1
  154. package/dist/analysis/derivative_chart_generator.js +2 -2
  155. package/dist/analysis/derivative_chart_generator.js.map +1 -1
  156. package/dist/analysis/price_sources.d.ts +1 -0
  157. package/dist/analysis/price_sources.d.ts.map +1 -1
  158. package/dist/analysis/price_sources.js +8 -2
  159. package/dist/analysis/price_sources.js.map +1 -1
  160. package/dist/analysis/resolve_source.d.ts.map +1 -1
  161. package/dist/analysis/resolve_source.js +1 -1
  162. package/dist/analysis/resolve_source.js.map +1 -1
  163. package/dist/analysis/trade_profitability.d.ts.map +1 -1
  164. package/dist/analysis/trade_profitability.js +58 -29
  165. package/dist/analysis/trade_profitability.js.map +1 -1
  166. package/dist/analysis/tradingview/analyze_tradingview.js +1 -1
  167. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
  168. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  169. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +302 -74
  170. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  171. package/dist/analysis/trend_detection/derivative_analyzer.d.ts +1 -0
  172. package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -1
  173. package/dist/analysis/trend_detection/derivative_analyzer.js +12 -3
  174. package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -1
  175. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -1
  176. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +26 -27
  177. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -1
  178. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -1
  179. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
  180. package/dist/analysis/trend_detection/hurst_analyzer.js +1 -1
  181. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
  182. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -1
  183. package/dist/analysis/trend_detection/kalman_chart_generator.js +41 -13
  184. package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -1
  185. package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -1
  186. package/dist/analysis/trend_detection/regime_chart_generator.js +38 -19
  187. package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -1
  188. package/dist/analysis/trend_detection/tests/test_kalman_trend.js +1 -1
  189. package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -1
  190. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +1 -1
  191. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -1
  192. package/dist/analysis/trend_detection/volatility_chart_generator.js +1 -1
  193. package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -1
  194. package/dist/bot.js +1 -1
  195. package/dist/bot.js.map +1 -1
  196. package/dist/credential-daemon.d.ts +1 -1
  197. package/dist/credential-daemon.js +1 -1
  198. package/dist/dexbot.d.ts.map +1 -1
  199. package/dist/dexbot.js +7 -8
  200. package/dist/dexbot.js.map +1 -1
  201. package/dist/market_adapter/ama_signal_runner.js +3 -1
  202. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  203. package/dist/market_adapter/candle_utils.d.ts +1 -3
  204. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  205. package/dist/market_adapter/candle_utils.js +1 -11
  206. package/dist/market_adapter/candle_utils.js.map +1 -1
  207. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
  208. package/dist/market_adapter/core/asymmetric_bounds.js +33 -30
  209. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
  210. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
  211. package/dist/market_adapter/core/config_normalizers.js +10 -1
  212. package/dist/market_adapter/core/config_normalizers.js.map +1 -1
  213. package/dist/market_adapter/core/kibana_candles.d.ts +18 -42
  214. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  215. package/dist/market_adapter/core/kibana_candles.js +101 -7
  216. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  217. package/dist/market_adapter/core/kibana_client.d.ts +0 -14
  218. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  219. package/dist/market_adapter/core/kibana_client.js +39 -6
  220. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  221. package/dist/market_adapter/core/kibana_market_candles.d.ts +0 -27
  222. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
  223. package/dist/market_adapter/core/kibana_market_candles.js +1 -1
  224. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
  225. package/dist/market_adapter/core/market_adapter_service.d.ts +21 -11
  226. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  227. package/dist/market_adapter/core/market_adapter_service.js +95 -37
  228. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  229. package/dist/market_adapter/core/signals/hurst_analyzer.d.ts +10 -1
  230. package/dist/market_adapter/core/signals/hurst_analyzer.d.ts.map +1 -1
  231. package/dist/market_adapter/core/signals/hurst_analyzer.js +28 -17
  232. package/dist/market_adapter/core/signals/hurst_analyzer.js.map +1 -1
  233. package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts +5 -0
  234. package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts.map +1 -1
  235. package/dist/market_adapter/core/signals/kalman_trend_analyzer.js +24 -24
  236. package/dist/market_adapter/core/signals/kalman_trend_analyzer.js.map +1 -1
  237. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.d.ts.map +1 -1
  238. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js +5 -1
  239. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js.map +1 -1
  240. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.d.ts.map +1 -1
  241. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js +20 -3
  242. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js.map +1 -1
  243. package/dist/market_adapter/core/strategies/ama.js +1 -1
  244. package/dist/market_adapter/core/strategies/ama.js.map +1 -1
  245. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +2 -2
  246. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
  247. package/dist/market_adapter/core/strategies/ama_slope_model.js +16 -4
  248. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
  249. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +4 -3
  250. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
  251. package/dist/market_adapter/core/strategies/atr/calculator.js +16 -8
  252. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
  253. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
  254. package/dist/market_adapter/core/strategies/collateral_manager.js +8 -3
  255. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
  256. package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts +40 -1
  257. package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts.map +1 -1
  258. package/dist/market_adapter/core/strategies/dynamic_weight_series.js +116 -2
  259. package/dist/market_adapter/core/strategies/dynamic_weight_series.js.map +1 -1
  260. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
  261. package/dist/market_adapter/core/strategies/regime_gate.js +26 -20
  262. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
  263. package/dist/market_adapter/core/strategies/volatility_shift.d.ts.map +1 -1
  264. package/dist/market_adapter/core/strategies/volatility_shift.js +3 -0
  265. package/dist/market_adapter/core/strategies/volatility_shift.js.map +1 -1
  266. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +69 -55
  267. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  268. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +0 -26
  269. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  270. package/dist/market_adapter/inputs/fetch_lp_data.js +67 -14
  271. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  272. package/dist/market_adapter/inputs/kibana_source.d.ts +4 -28
  273. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  274. package/dist/market_adapter/inputs/kibana_source.js +5 -2
  275. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  276. package/dist/market_adapter/lp_chart_core.js +1 -1
  277. package/dist/market_adapter/lp_chart_core.js.map +1 -1
  278. package/dist/market_adapter/lp_chart_runner.d.ts +10 -1
  279. package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
  280. package/dist/market_adapter/lp_chart_runner.js +2 -2
  281. package/dist/market_adapter/lp_chart_runner.js.map +1 -1
  282. package/dist/market_adapter/lp_chart_strategy_loader.js +1 -1
  283. package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
  284. package/dist/market_adapter/market_adapter.d.ts +1 -2
  285. package/dist/market_adapter/market_adapter.d.ts.map +1 -1
  286. package/dist/market_adapter/market_adapter.js +3 -6
  287. package/dist/market_adapter/market_adapter.js.map +1 -1
  288. package/dist/market_adapter/test_helpers.d.ts +3 -3
  289. package/dist/market_adapter/test_helpers.d.ts.map +1 -1
  290. package/dist/market_adapter/test_helpers.js +3 -3
  291. package/dist/market_adapter/test_helpers.js.map +1 -1
  292. package/dist/market_adapter/utils/adapter_client.js +1 -1
  293. package/dist/market_adapter/utils/adapter_client.js.map +1 -1
  294. package/dist/market_adapter/utils/atomic_write.js +1 -1
  295. package/dist/market_adapter/utils/atomic_write.js.map +1 -1
  296. package/dist/market_adapter/utils/chain.d.ts +0 -2
  297. package/dist/market_adapter/utils/chain.d.ts.map +1 -1
  298. package/dist/market_adapter/utils/chain.js +2 -3
  299. package/dist/market_adapter/utils/chain.js.map +1 -1
  300. package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
  301. package/dist/market_adapter/utils/data_discovery.js +24 -8
  302. package/dist/market_adapter/utils/data_discovery.js.map +1 -1
  303. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
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@@ -1,14 +1,3 @@
1
1
  #!/usr/bin/env node
2
- /**
3
- * DYNAMIC WEIGHT RESEARCH TOOL
4
- *
5
- * Computes AMA slope + Kalman + Hurst + PE signals and generates an
6
- * interactive HTML chart for researching dynamic weight parameters.
7
- *
8
- * Usage:
9
- * tsx analysis/analyze_dynamic_weight.ts \
10
- * --source json \
11
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
12
- */
13
2
  export {};
14
3
  //# sourceMappingURL=analyze_dynamic_weight.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"analyze_dynamic_weight.d.ts","sourceRoot":"","sources":["../../analysis/analyze_dynamic_weight.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;GAUG"}
1
+ {"version":3,"file":"analyze_dynamic_weight.d.ts","sourceRoot":"","sources":["../../analysis/analyze_dynamic_weight.ts"],"names":[],"mappings":""}
@@ -1,4 +1,5 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * DYNAMIC WEIGHT RESEARCH TOOL
4
5
  *
@@ -6,7 +7,7 @@
6
7
  * interactive HTML chart for researching dynamic weight parameters.
7
8
  *
8
9
  * Usage:
9
- * tsx analysis/analyze_dynamic_weight.ts \
10
+ * node dist/analysis/analyze_dynamic_weight.js \
10
11
  * --source json \
11
12
  * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
12
13
  */
@@ -16,13 +17,12 @@ import { HurstAnalyzer } from './trend_detection/hurst_analyzer.js';
16
17
  import { PermutationEntropyAnalyzer } from './trend_detection/permutation_entropy_analyzer.js';
17
18
  import { generateHTML } from './trend_detection/dynamic_weight_chart_generator.js';
18
19
  import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
19
- import { computeAmaSlopeWeights } from '../market_adapter/core/strategies/ama_slope_model.js';
20
+ import { computeAmaSlopeWeights, createAmaSlopeClipTracker } from '../market_adapter/core/strategies/ama_slope_model.js';
20
21
  import { MARKET_ADAPTER } from '../modules/constants.js';
21
22
  import { PATHS } from '../modules/paths.js';
22
23
  import { writeChartFile } from './chart_utils.js';
23
24
  import { getCandleClose } from './math_utils.js';
24
25
  import { resolveSource, listAvailableBots } from './resolve_source.js';
25
- 'use strict';
26
26
  // AMA Slope weight calculation config — use DEFAULTS from market adapter
27
27
  const AMA_WEIGHT_CONFIG = {
28
28
  lookbackBars: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS,
@@ -130,14 +130,27 @@ async function main() {
130
130
  // ── AMA weight calculation ───────────────────────────────────────────
131
131
  const closes = candles.map(c => getCandleClose(c) ?? 0);
132
132
  const amaValues = calculateAMA(closes, AMA_CONFIG);
133
+ const lbBars = config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars;
134
+ const clipPercentile = config.clipPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE;
135
+ // Incremental percentile clip threshold (shared with the market adapter)
136
+ // so the research offset matches the live asymmetry. Feeding bar-by-bar
137
+ // keeps the pool prefix-only — no look-ahead, same thresholds the live
138
+ // service would have seen at each point in time.
139
+ const clipTracker = createAmaSlopeClipTracker(AMA_CONFIG.erPeriod, lbBars, clipPercentile);
140
+ // Minimal history window computeAmaSlopeWeights can act on (guard is
141
+ // erPeriod + lookbackBars + 1 and it only reads the last two sampled
142
+ // bars), so a rolling slice avoids O(n²) prefix copies.
143
+ const weightWindowBars = Math.ceil(AMA_CONFIG.erPeriod) + lbBars + 1;
133
144
  for (let i = 0; i < allResults.length; i++) {
134
145
  // The research chart keeps ATR out of the Kalman branch on purpose.
135
146
  // Production applies ATR later as a separate symmetric volatility penalty.
136
147
  const atr = 0;
137
148
  const weightVariance = 0;
138
- const weights = computeAmaSlopeWeights(amaValues.slice(0, i + 1), weightVariance, {
149
+ const amaClipThreshold = clipTracker.push(amaValues[i] ?? NaN);
150
+ const slice = amaValues.slice(Math.max(0, i + 1 - weightWindowBars), i + 1);
151
+ const weights = computeAmaSlopeWeights(slice, weightVariance, {
139
152
  erPeriod: AMA_CONFIG.erPeriod,
140
- lookbackBars: config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars,
153
+ lookbackBars: lbBars,
141
154
  maxSlopePct: AMA_WEIGHT_CONFIG.amaMaxSlopePct,
142
155
  neutralZonePct: AMA_WEIGHT_CONFIG.neutralZonePct,
143
156
  volatilityExponent: AMA_WEIGHT_CONFIG.volatilityExponent,
@@ -145,6 +158,7 @@ async function main() {
145
158
  volatilityThreshold: AMA_WEIGHT_CONFIG.volatilityThreshold,
146
159
  maxSlopeOffset: AMA_WEIGHT_CONFIG.maxSlopeOffset,
147
160
  maxVolatilityOffset: AMA_WEIGHT_CONFIG.maxVolatilityOffset,
161
+ clipThreshold: amaClipThreshold,
148
162
  });
149
163
  allResults[i].ama3Price = amaValues[i] ?? null;
150
164
  allResults[i].atr = atr;
@@ -1 +1 @@
1
- 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@@ -1,13 +1,3 @@
1
1
  #!/usr/bin/env node
2
- /**
3
- * KALMAN TREND ANALYSIS RUNNER
4
- *
5
- * Runs KalmanTrendAnalyzer over candle data and generates an interactive HTML chart.
6
- *
7
- * Usage:
8
- * tsx analysis/analyze_kalman.ts \
9
- * --source json \
10
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
11
- */
12
2
  export {};
13
3
  //# sourceMappingURL=analyze_kalman.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"analyze_kalman.d.ts","sourceRoot":"","sources":["../../analysis/analyze_kalman.ts"],"names":[],"mappings":";AAEA;;;;;;;;;GASG"}
1
+ {"version":3,"file":"analyze_kalman.d.ts","sourceRoot":"","sources":["../../analysis/analyze_kalman.ts"],"names":[],"mappings":""}
@@ -1,11 +1,12 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * KALMAN TREND ANALYSIS RUNNER
4
5
  *
5
6
  * Runs KalmanTrendAnalyzer over candle data and generates an interactive HTML chart.
6
7
  *
7
8
  * Usage:
8
- * tsx analysis/analyze_kalman.ts \
9
+ * node dist/analysis/analyze_kalman.js \
9
10
  * --source json \
10
11
  * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
11
12
  */
@@ -13,22 +14,23 @@ import path from 'node:path';
13
14
  import { KalmanTrendAnalyzer } from './trend_detection/kalman_trend_analyzer.js';
14
15
  import { generateHTML } from './trend_detection/kalman_chart_generator.js';
15
16
  import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
16
- import { computeAverageAmaSlopePct } from '../market_adapter/core/strategies/dynamic_weight_series.js';
17
+ import { computeAmaSlopeWeights, createAmaSlopeClipTracker } from '../market_adapter/core/strategies/ama_slope_model.js';
18
+ import { MARKET_ADAPTER } from '../modules/constants.js';
17
19
  import { getCandleClose } from './math_utils.js';
18
20
  import { writeChartFile } from './chart_utils.js';
19
21
  import { PATHS } from '../modules/paths.js';
20
22
  import { resolveSource, listAvailableBots } from './resolve_source.js';
21
- 'use strict';
22
- const LOOKBACK_BARS = 72;
23
- const NEUTRAL_ZONE = 0.15;
24
- const MAX_SLOPE_PCT = 3.0;
25
- const MAX_SLOPE_OFFSET = 0.5;
26
23
  function parseArgs() {
27
24
  const args = process.argv.slice(2);
28
25
  const config = {
29
26
  source: { type: 'market_adapter', config: { botKey: '' } },
30
- rNoise: 0.05,
31
- qNoise: 0.005,
27
+ // Defaults resolve to the live MARKET_ADAPTER Kalman constants so
28
+ // runs are directly comparable with production (qTactical 0.01,
29
+ // qModal 0.0001 — NOT a single shared Q for both filters).
30
+ rNoise: null,
31
+ qTactical: null,
32
+ qModal: null,
33
+ qNoise: null,
32
34
  chartFile: path.join(PATHS.ANALYSIS.CHARTS_DIR, 'kalman_chart.html'),
33
35
  quiet: false,
34
36
  listBots: false,
@@ -47,6 +49,10 @@ function parseArgs() {
47
49
  config.rNoise = parseFloat(args[++i]);
48
50
  else if (arg === '--q')
49
51
  config.qNoise = parseFloat(args[++i]);
52
+ else if (arg === '--q-tactical')
53
+ config.qTactical = parseFloat(args[++i]);
54
+ else if (arg === '--q-modal')
55
+ config.qModal = parseFloat(args[++i]);
50
56
  else if (arg === '--chart')
51
57
  config.chartFile = args[++i];
52
58
  else if (arg === '--list-bots')
@@ -71,9 +77,15 @@ async function main() {
71
77
  throw new Error('No candles returned from source');
72
78
  }
73
79
  // ── Kalman analysis ──────────────────────────────────────────────────
80
+ // Unset flags fall through to the live KalmanTrendAnalyzer defaults
81
+ // (MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_*_DEFAULT). --q still maps to
82
+ // both filters for quick what-ifs, but per-filter overrides
83
+ // (--q-tactical / --q-modal) exist so runs can mirror production
84
+ // exactly: Q = (0.01 tactical, 0.0001 modal).
74
85
  const analyzer = new KalmanTrendAnalyzer({
75
- rNoise: config.rNoise,
76
- qNoise: config.qNoise
86
+ rNoise: config.rNoise ?? undefined,
87
+ qTactical: config.qTactical ?? config.qNoise ?? undefined,
88
+ qModal: config.qModal ?? config.qNoise ?? undefined,
77
89
  });
78
90
  const allResults = [];
79
91
  for (let i = 0; i < candles.length; i++) {
@@ -83,30 +95,43 @@ async function main() {
83
95
  allResults.push(result);
84
96
  }
85
97
  // ── AMA weight offset (for comparison panel) ─────────────────────────
98
+ // Runs the production path (computeAmaSlopeWeights + percentile clip)
99
+ // so this panel is directly comparable to the live amaSlopeOffset.
86
100
  const closes = candles.map(c => getCandleClose(c) ?? 0);
87
101
  const amaValues = calculateAMA(closes, amaConfig);
88
- const warmup = amaConfig.erPeriod + LOOKBACK_BARS + 1;
102
+ const amaLb = MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS;
103
+ const clipPct = MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE;
104
+ // Ceil to match the readiness guard in computeAmaSlopeWeights
105
+ // (it uses Math.ceil(opts.erPeriod)), so fractional ER periods don't
106
+ // leave a 1-bar window that computes a weight where the model is not ready.
107
+ const warmup = Math.ceil(amaConfig.erPeriod) + amaLb + 1;
108
+ // Incremental, prefix-only clip pool (no look-ahead) — same thresholds
109
+ // the live service would have seen at each point in time.
110
+ const clipTracker = createAmaSlopeClipTracker(amaConfig.erPeriod, amaLb, clipPct);
111
+ const weightWindowBars = Math.ceil(amaConfig.erPeriod) + amaLb + 1;
89
112
  for (let i = 0; i < allResults.length; i++) {
113
+ const amaClipThreshold = clipTracker.push(amaValues[i] ?? NaN);
90
114
  if (i < warmup) {
91
115
  allResults[i].amaWeightOffset = null;
92
116
  continue;
93
117
  }
94
- const last = amaValues[i];
95
- const past = amaValues[i - LOOKBACK_BARS];
96
- if (!last || !past || past === 0) {
97
- allResults[i].amaWeightOffset = null;
98
- continue;
99
- }
100
- const slopePct = computeAverageAmaSlopePct(last, past, LOOKBACK_BARS) * LOOKBACK_BARS;
101
- if (Math.abs(slopePct) < NEUTRAL_ZONE) {
102
- allResults[i].amaWeightOffset = 0;
103
- }
104
- else {
105
- allResults[i].amaWeightOffset = Math.max(-MAX_SLOPE_OFFSET, Math.min(MAX_SLOPE_OFFSET, (slopePct / MAX_SLOPE_PCT) * MAX_SLOPE_OFFSET));
106
- }
118
+ const slice = amaValues.slice(Math.max(0, i + 1 - weightWindowBars), i + 1);
119
+ const weights = computeAmaSlopeWeights(slice, 0, {
120
+ erPeriod: amaConfig.erPeriod,
121
+ lookbackBars: amaLb,
122
+ maxSlopePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_MAX_SLOPE_PCT,
123
+ neutralZonePct: MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
124
+ volatilityExponent: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_EXPONENT,
125
+ volatilityScaleX: MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_SCALE_X_DEFAULT,
126
+ volatilityThreshold: MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_THRESHOLD,
127
+ maxSlopeOffset: MARKET_ADAPTER.DYNAMIC_WEIGHT_ASYMMETRIC_OFFSET_CLAMP,
128
+ maxVolatilityOffset: MARKET_ADAPTER.DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP,
129
+ clipThreshold: amaClipThreshold,
130
+ });
131
+ allResults[i].amaWeightOffset = weights.rawSlopeOffset;
107
132
  }
108
133
  // ── Generate chart ───────────────────────────────────────────────────
109
- const html = generateHTML({ allResults }, 'Kalman Trend Analysis');
134
+ const html = generateHTML({ allResults, amaConfig, clipPct: MARKET_ADAPTER.DYNAMIC_WEIGHT_CLIP_PERCENTILE }, 'Kalman Trend Analysis');
110
135
  writeChartFile(config.chartFile, html);
111
136
  if (!config.quiet)
112
137
  console.log(`[Kalman] ✓ Chart saved to ${config.chartFile}`);
@@ -1 +1 @@
1
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1
+ 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@@ -1,20 +1,3 @@
1
1
  #!/usr/bin/env node
2
- /**
3
- * REGIME ANALYSIS TOOL
4
- *
5
- * Computes Hurst Exponent and Permutation Entropy over historical candle data.
6
- *
7
- * Hurst H > 0.55 = trending (persistent) → trust trend-following signals
8
- * Hurst H ≈ 0.50 = random walk → no edge, stay flat
9
- * Hurst H < 0.45 = mean-reverting → suppress or invert trend signals
10
- *
11
- * Norm. PE < 0.60 = structured → signals are reliable
12
- * Norm. PE > 0.85 = noise → no exploitable structure
13
- *
14
- * Usage:
15
- * tsx analysis/analyze_regime.ts \
16
- * --source json \
17
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
18
- */
19
2
  export {};
20
3
  //# sourceMappingURL=analyze_regime.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"analyze_regime.d.ts","sourceRoot":"","sources":["../../analysis/analyze_regime.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;;GAgBG"}
1
+ {"version":3,"file":"analyze_regime.d.ts","sourceRoot":"","sources":["../../analysis/analyze_regime.ts"],"names":[],"mappings":""}
@@ -1,4 +1,5 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * REGIME ANALYSIS TOOL
4
5
  *
@@ -12,7 +13,7 @@
12
13
  * Norm. PE > 0.85 = noise → no exploitable structure
13
14
  *
14
15
  * Usage:
15
- * tsx analysis/analyze_regime.ts \
16
+ * node dist/analysis/analyze_regime.js \
16
17
  * --source json \
17
18
  * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
18
19
  */
@@ -28,7 +29,6 @@ import { getCandleClose } from './math_utils.js';
28
29
  import { resolveSource, listAvailableBots } from './resolve_source.js';
29
30
  const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
30
31
  const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
31
- 'use strict';
32
32
  function parseArgs() {
33
33
  const args = process.argv.slice(2);
34
34
  const config = {
@@ -1 +1 @@
1
- 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1
+ {"version":3,"file":"analyze_regime.js","sourceRoot":"","sources":["../../analysis/analyze_regime.ts"],"names":[],"mappings":";AACA,YAAY,CAAC;AAEb;;;;;;;;;;;;;;;;GAgBG;AAEH,OAAO,IAAI,MAAM,WAAW,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,MAAmB,yBAAyB,CAAC;AACtE,OAAO,EAAE,KAAK,EAAE,MAA4B,qBAAqB,CAAC;AAClE,OAAO,EAAE,aAAa,EAAE,MAAoB,qCAAqC,CAAC;AAClF,OAAO,EAAE,0BAA0B,EAAE,MAAO,mDAAmD,CAAC;AAChG,OAAO,EAAE,kBAAkB,EAAE,MAAe,6CAA6C,CAAC;AAC1F,OAAO,EAAE,YAAY,EAAE,MAAqB,0CAA0C,CAAC;AACvF,OAAO,EAAE,cAAc,EAAE,MAAmB,kBAAkB,CAAC;AAC/D,OAAO,EAAE,cAAc,EAAE,MAAmB,iBAAiB,CAAC;AAC9D,OAAO,EAAE,aAAa,EAAE,iBAAiB,EAAqB,MAAM,qBAAqB,CAAC;AAE1F,MAAM,YAAY,GAAG,cAAc,CAAC,YAAY,CAAC;AACjD,MAAM,SAAS,GAAG,cAAc,CAAC,SAAS,CAAC;AAG3C,SAAS,SAAS;IACd,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IACnC,MAAM,MAAM,GAQR;QACA,MAAM,EAAO,EAAE,IAAI,EAAE,gBAAgB,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE,EAAE;QAC/D,SAAS,EAAI,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,EAAE,mBAAmB,CAAC;QACtE,WAAW,EAAE,YAAY,CAAC,MAAM;QAChC,QAAQ,EAAK,SAAS,CAAC,MAAM;QAC7B,GAAG,EAAU,SAAS,CAAC,CAAC;QACxB,KAAK,EAAQ,KAAK;QAClB,QAAQ,EAAK,KAAK;KACrB,CAAC;IAEF,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACnC,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QACpB,IAAS,GAAG,KAAK,UAAU;YAAQ,MAAM,CAAC,MAAM,CAAC,IAAI,GAAgB,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;aAC1E,IAAI,GAAG,KAAK,WAAW;YAAO,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,GAAO,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;aAC1E,IAAI,GAAG,KAAK,QAAQ,EAAE,CAAC;YACxB,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,QAAQ,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;YAC1C,MAAM,CAAC,MAAM,CAAC,IAAI,GAAG,MAAM,CAAC;QAChC,CAAC;aACI,IAAI,GAAG,KAAK,SAAS;YAAS,MAAM,CAAC,SAAS,GAAkB,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;aAC1E,IAAI,GAAG,KAAK,gBAAgB;YAAE,MAAM,CAAC,WAAW,GAAgB,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;aACxF,IAAI,GAAG,KAAK,aAAa;YAAK,MAAM,CAAC,QAAQ,GAAmB,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;aACxF,IAAI,GAAG,KAAK,QAAQ;YAAU,MAAM,CAAC,GAAG,GAAwB,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;aACxF,IAAI,GAAG,KAAK,aAAa;YAAK,MAAM,CAAC,QAAQ,GAAmB,IAAI,CAAC;aACrE,IAAI,GAAG,KAAK,SAAS;YAAS,MAAM,CAAC,KAAK,GAAsB,IAAI,CAAC;IAC9E,CAAC;IAED,OAAO,MAAM,CAAC;AAClB,CAAC;AAED,KAAK,UAAU,IAAI;IACf,MAAM,MAAM,GAAG,SAAS,EAAE,CAAC;IAE3B,IAAI,CAAC;QACD,IAAI,MAAM,CAAC,QAAQ,EAAE,CAAC;YAClB,iBAAiB,EAAE,CAAC;YACpB,OAAO;QACX,CAAC;QAED,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,GAAG,aAAa,CAAC,EAAE,GAAG,MAAM,CAAC,MAAM,CAAC,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,EAAE,EAAE,KAAK,EAAE,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC;QAC5H,IAAI,CAAC,MAAM,CAAC,KAAK;YAAE,OAAO,CAAC,GAAG,CAAC,iCAAiC,MAAM,CAAC,IAAI,KAAK,CAAC,CAAC;QAElF,MAAM,OAAO,GAAG,MAAM,MAAM,CAAC,YAAY,EAAE,CAAC;QAC5C,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YAClD,MAAM,IAAI,KAAK,CAAC,iCAAiC,CAAC,CAAC;QACvD,CAAC;QAED,wEAAwE;QACxE,MAAM,aAAa,GAAG,IAAI,aAAa,CAAC;YACpC,MAAM,EAAE,MAAM,CAAC,WAAW;YAC1B,MAAM,EAAE,YAAY,CAAC,MAAM;SAC9B,CAAC,CAAC;QACH,MAAM,UAAU,GAAG,IAAI,0BAA0B,CAAC;YAC9C,CAAC,EAAO,MAAM,CAAC,GAAG;YAClB,KAAK,EAAG,SAAS,CAAC,KAAK;YACvB,MAAM,EAAE,MAAM,CAAC,QAAQ;SAC1B,CAAC,CAAC;QAEH,MAAM,UAAU,GAAU,EAAE,CAAC;QAC7B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACtC,MAAM,EAAE,WAAW,EAAE,SAAS,EAAE,GAAG,MAAM,CAAC,kBAAkB,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;YACzE,MAAM,KAAK,GAAG,aAAa,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;YAChD,MAAM,EAAE,GAAM,UAAU,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;YAE7C,UAAU,CAAC,IAAI,CAAC;gBACZ,SAAS;gBACT,KAAK,EAAgB,WAAW;gBAChC,KAAK,EAAgB,KAAK,CAAC,KAAK;gBAChC,WAAW,EAAU,KAAK,CAAC,MAAM;gBACjC,mBAAmB,EAAE,KAAK,CAAC,cAAc;gBACzC,UAAU,EAAW,KAAK,CAAC,OAAO;gBAClC,iBAAiB,EAAI,EAAE,CAAC,iBAAiB;gBACzC,OAAO,EAAc,EAAE,CAAC,OAAO;gBAC/B,QAAQ,EAAa,EAAE,CAAC,MAAM;gBAC9B,gBAAgB,EAAK,EAAE,CAAC,cAAc;gBACtC,OAAO,EAAc,EAAE,CAAC,OAAO;aAClC,CAAC,CAAC;QACP,CAAC;QAED,wEAAwE;QACxE,MAAM,MAAM,GAAM,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,cAAc,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;QAC3D,MAAM,UAAU,GAAG,YAAY,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC;QACnD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,UAAU,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACxC,UAAU,CAAC,CAAC,CAAS,CAAC,SAAS,GAAG,UAAU,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC;QAC7D,CAAC;QAED,wEAAwE;QACxE,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC;YAChB,MAAM,IAAI,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;YAC/C,OAAO,CAAC,GAAG,CAAC,YAAY,OAAO,CAAC,MAAM,iBAAiB,CAAC,CAAC;YACzD,OAAO,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;YAClC,OAAO,CAAC,GAAG,CAAC,oBAAoB,IAAI,CAAC,KAAK,YAAY,IAAI,CAAC,WAAW,EAAE,CAAC,CAAC;YAC1E,OAAO,CAAC,GAAG,CAAC,oBAAoB,IAAI,CAAC,iBAAiB,YAAY,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;QACvF,CAAC;QAED,wEAAwE;QACxE,MAAM,IAAI,GAAG,kBAAkB,CAAC;YAC5B,UAAU;YACV,WAAW,EAAE,EAAE,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE,MAAM,EAAE,YAAY,CAAC,MAAM,EAAE;YACxE,QAAQ,EAAK,EAAE,CAAC,EAAE,MAAM,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,CAAC,QAAQ,EAAE;SAC1D,EAAE,yDAAyD,CAAC,CAAC;QAE9D,cAAc,CAAC,MAAM,CAAC,SAAS,EAAE,IAAI,CAAC,CAAC;QAEvC,IAAI,CAAC,MAAM,CAAC,KAAK;YAAE,OAAO,CAAC,GAAG,CAAC,kCAAkC,MAAM,CAAC,SAAS,EAAE,CAAC,CAAC;IAEzF,CAAC;IAAC,OAAO,GAAY,EAAE,CAAC;QACpB,OAAO,CAAC,KAAK,CAAC,mBAAoB,GAAW,EAAE,OAAO,IAAI,GAAG,EAAE,CAAC,CAAC;QACjE,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@@ -1,19 +1,3 @@
1
1
  #!/usr/bin/env node
2
- /**
3
- * REGIME WINDOW OPTIMIZER
4
- *
5
- * Grid-searches optimal Hurst and Permutation Entropy window sizes to maximize
6
- * regime quality — a composite score of stability, directional accuracy, and
7
- * information content.
8
- *
9
- * Scoring:
10
- * - regimeStability: mean duration (bars) before regime switches
11
- * - entropyDefect: penalty for being stuck in the "random" band (H 0.45–0.55)
12
- *
13
- * Usage:
14
- * tsx analysis/analyze_regime_windows.ts \
15
- * --source json \
16
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
17
- */
18
2
  export {};
19
3
  //# sourceMappingURL=analyze_regime_windows.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"analyze_regime_windows.d.ts","sourceRoot":"","sources":["../../analysis/analyze_regime_windows.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;GAeG"}
1
+ {"version":3,"file":"analyze_regime_windows.d.ts","sourceRoot":"","sources":["../../analysis/analyze_regime_windows.ts"],"names":[],"mappings":""}
@@ -1,4 +1,5 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * REGIME WINDOW OPTIMIZER
4
5
  *
@@ -11,12 +12,12 @@
11
12
  * - entropyDefect: penalty for being stuck in the "random" band (H 0.45–0.55)
12
13
  *
13
14
  * Usage:
14
- * tsx analysis/analyze_regime_windows.ts \
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+ * node dist/analysis/analyze_regime_windows.js \
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  * --source json \
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  * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
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  */
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  import path from 'node:path';
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- import { HurstAnalyzer } from './trend_detection/hurst_analyzer.js';
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+ import { HurstAnalyzer, classifyHurst } from './trend_detection/hurst_analyzer.js';
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  import { PermutationEntropyAnalyzer } from './trend_detection/permutation_entropy_analyzer.js';
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  import { MARKET_ADAPTER } from '../modules/constants.js';
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  import { PATHS } from '../modules/paths.js';
@@ -26,7 +27,6 @@ import { roundTo } from '../modules/order/utils/math.js';
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  import { resolveSource, listAvailableBots } from './resolve_source.js';
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  const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
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  const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
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- 'use strict';
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  const HURST_CENTER = HURST_CONFIG.window;
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  const PE_CENTER = PE_CONFIG.window;
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  const RANGE_FACTOR = 2;
@@ -42,9 +42,9 @@ function geoRange(center, factor, n) {
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  }
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  const HURST_WINDOWS = geoRange(HURST_CENTER, RANGE_FACTOR, N_POINTS);
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  const PE_WINDOWS = geoRange(PE_CENTER, RANGE_FACTOR, N_POINTS);
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- const HURST_SCALES = [8, 16, 32, 64];
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- const PE_M = 5;
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- const PE_DELAY = 1;
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+ const HURST_SCALES = HURST_CONFIG.scales;
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+ const PE_M = PE_CONFIG.m;
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+ const PE_DELAY = PE_CONFIG.delay;
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  function parseArgs() {
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  const args = process.argv.slice(2);
50
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  const config = {
@@ -72,16 +72,16 @@ function parseArgs() {
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  }
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  return config;
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  }
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- const H_UPPER = 0.5 + MARKET_ADAPTER.HURST_ZONE_BAND;
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- const H_LOWER = 0.5 - MARKET_ADAPTER.HURST_ZONE_BAND;
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+ // Signal-quality bands from MARKET_ADAPTER.PE_NODES (structured / mixed / noise).
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+ const PE_STRUCTURED = MARKET_ADAPTER.PE_NODES[0];
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+ const PE_NOISE = MARKET_ADAPTER.PE_NODES[MARKET_ADAPTER.PE_NODES.length - 1];
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+ // Hurst band classification delegates to the production classifyHurst
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+ // (market_adapter/core/signals/hurst_analyzer.ts) so boundary semantics
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+ // (inclusive >=/<=) and zone width stay on one logic path.
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  function regimeBand(H) {
78
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  if (H === null)
79
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  return 'RANDOM';
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- if (H > H_UPPER)
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- return 'TRENDING';
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- if (H < H_LOWER)
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- return 'MEAN_REVERTING';
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- return 'RANDOM';
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+ return classifyHurst(H).regime;
85
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  }
86
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  function rankNormalize(arr) {
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  const sorted = arr.slice().sort((a, b) => a - b);
@@ -105,14 +105,21 @@ function scoreWindowPair(prices, hurstWindow, peWindow) {
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  const firstReady = hArr.findIndex(v => v !== null);
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  if (firstReady < 0)
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  return null;
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- const readyH = hArr.slice(firstReady);
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- const readyP = pArr.slice(firstReady).filter((v) => v !== null);
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- const m = readyH.length;
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+ // ── Regime sequences ──────────────────────────────────────────────────
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+ // Pair H and PE strictly per bar: both analyzers become ready on different
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+ // schedules (PE window vs Hurst window), so slicing from Hurst readiness
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+ // and independently null-filtering PE would index-shift the pairing.
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+ const hBands = [];
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+ const pBands = [];
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+ for (let i = 0; i < n; i++) {
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+ if (hArr[i] === null || pArr[i] === null)
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+ continue;
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+ hBands.push(regimeBand(hArr[i]));
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+ pBands.push(pArr[i] < PE_STRUCTURED ? 'STRUCTURED' : pArr[i] > PE_NOISE ? 'NOISE' : 'MIXED');
119
+ }
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+ const m = hBands.length;
111
121
  if (m < 50)
112
122
  return null;
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- // ── Regime sequences ──────────────────────────────────────────────────
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- const hBands = readyH.map(regimeBand);
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- const pBands = readyP.map(v => v < 0.60 ? 'STRUCTURED' : v > 0.85 ? 'NOISE' : 'MIXED');
116
123
  const combined = hBands.map((h, i) => `${h}|${pBands[i]}`);
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  // ── Stability: mean run-length of combined regime ───────────────────
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  let stabilitySum = 0, stabilityCount = 0;
@@ -355,8 +362,8 @@ noise=${(r.entropyDefect * 100).toFixed(1)}%">
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  <table class="params-table">
356
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  <tr><td>Hurst range</td><td>${Math.round(hurstVals[0])} – ${Math.round(hurstVals[hurstVals.length - 1])} (center=${defaultH})</td></tr>
357
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  <tr><td>PE range</td><td>${Math.round(peVals[0])} – ${Math.round(peVals[peVals.length - 1])} (center=${defaultP})</td></tr>
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- <tr><td>Hurst scales</td><td>[8, 16, 32, 64]</td></tr>
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- <tr><td>PE embedding</td><td>m=5, delay=1</td></tr>
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+ <tr><td>Hurst scales</td><td>[${HURST_SCALES.join(', ')}]</td></tr>
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+ <tr><td>PE embedding</td><td>m=${PE_M}, delay=${PE_DELAY}</td></tr>
360
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  <tr><td>Spacing</td><td>geometric (ratio=${geoRatio.toFixed(3)})</td></tr>
361
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  </table>
362
369
  </div>