dexbot 1.4.21 → 1.4.23

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 (601) hide show
  1. package/CHANGELOG.md +52 -0
  2. package/README.md +8 -5
  3. package/analysis/ama_fitting/analyze_ama_price_changes.ts +7 -3
  4. package/analysis/ama_fitting/analyze_lambda_vs_slow.ts +6 -6
  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 +26 -17
  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/trade_profitability.ts +61 -28
  32. package/analysis/tradingview/README.md +24 -4
  33. package/analysis/tradingview/analyze_tradingview.ts +1 -1
  34. package/analysis/tradingview/tradingview_uplot_chart_generator.ts +356 -86
  35. package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md +1 -1
  36. package/analysis/trend_detection/derivative_analyzer.ts +12 -3
  37. package/analysis/trend_detection/dynamic_weight_chart_generator.ts +25 -27
  38. package/analysis/trend_detection/hurst_analyzer.ts +1 -1
  39. package/analysis/trend_detection/kalman_chart_generator.ts +42 -14
  40. package/analysis/trend_detection/package.json +1 -1
  41. package/analysis/trend_detection/regime_chart_generator.ts +39 -19
  42. package/analysis/trend_detection/tests/test_kalman_trend.ts +1 -1
  43. package/analysis/trend_detection/tests/test_kalman_velocity_smoothing.ts +1 -1
  44. package/analysis/trend_detection/volatility_chart_generator.ts +1 -1
  45. package/claw/index.ts +1 -1
  46. package/claw/modules/claw_bridge.ts +3 -3
  47. package/claw/modules/claw_catalog.ts +1 -1
  48. package/claw/modules/claw_launcher.ts +1 -1
  49. package/claw/modules/claw_skill_md.ts +7 -10
  50. package/claw/modules/credit_runtime_adapter.ts +1 -1
  51. package/claw/modules/decision_loop.ts +5 -9
  52. package/claw/modules/dexbot_bridge.ts +7 -7
  53. package/claw/modules/feed_price_source.ts +1 -1
  54. package/claw/modules/kibana_price_source.ts +1 -1
  55. package/claw/modules/launcher_mode_detector.ts +1 -1
  56. package/claw/modules/launcher_paths.ts +1 -1
  57. package/claw/modules/position_discovery.ts +1 -1
  58. package/claw/modules/position_health.ts +1 -1
  59. package/claw/package.json +3 -3
  60. package/claw/runtimes/openclaw-plugin/openclaw.plugin.json +1 -1
  61. package/claw/runtimes/openclaw-plugin/package.json +1 -1
  62. package/claw/skills/launcher-ops/references/launcher-workflow.md +2 -2
  63. package/claw/tests/package.json +1 -1
  64. package/claw/tests/test_claw_bridge.ts +45 -21
  65. package/claw/tests/test_claw_catalog_and_credentials.ts +8 -4
  66. package/claw/tests/test_claw_chain_layer.ts +39 -19
  67. package/claw/tests/test_claw_data_flow.ts +28 -20
  68. package/claw/tests/test_claw_domain_logic.ts +25 -19
  69. package/claw/tests/test_claw_manifest_and_matrix.ts +23 -3
  70. package/claw/tests/test_claw_mcp_transport.ts +13 -8
  71. package/claw/tests/test_claw_regressions.ts +254 -128
  72. package/claw/tests/test_claw_skill_generation.ts +1 -1
  73. package/claw/tests/test_nullclaw_tmp_integration.ts +2 -3
  74. package/claw/tests/test_position_health.ts +1 -77
  75. package/claw/tests/test_position_manager.ts +20 -18
  76. package/claw/tests/test_position_manager_watch_health.ts +39 -43
  77. package/claw/tests/test_short_mpa_strategy.ts +20 -17
  78. package/claw/tsconfig.json +4 -3
  79. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js +7 -3
  80. package/dist/analysis/ama_fitting/analyze_ama_price_changes.js.map +1 -1
  81. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js +6 -6
  82. package/dist/analysis/ama_fitting/analyze_lambda_vs_slow.js.map +1 -1
  83. package/dist/analysis/ama_fitting/calibrate_convergence_er.js +7 -5
  84. package/dist/analysis/ama_fitting/calibrate_convergence_er.js.map +1 -1
  85. package/dist/analysis/ama_fitting/fetch_lp_candles.js +8 -3
  86. package/dist/analysis/ama_fitting/fetch_lp_candles.js.map +1 -1
  87. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts +2 -2
  88. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.d.ts.map +1 -1
  89. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js +31 -75
  90. package/dist/analysis/ama_fitting/generate_unified_comparison_chart.js.map +1 -1
  91. package/dist/analysis/ama_fitting/optimizer_high_resolution.d.ts.map +1 -1
  92. package/dist/analysis/ama_fitting/optimizer_high_resolution.js +25 -17
  93. package/dist/analysis/ama_fitting/optimizer_high_resolution.js.map +1 -1
  94. package/dist/analysis/analyze_derivatives.d.ts +0 -18
  95. package/dist/analysis/analyze_derivatives.d.ts.map +1 -1
  96. package/dist/analysis/analyze_derivatives.js +4 -4
  97. package/dist/analysis/analyze_derivatives.js.map +1 -1
  98. package/dist/analysis/analyze_dynamic_weight.d.ts +0 -11
  99. package/dist/analysis/analyze_dynamic_weight.d.ts.map +1 -1
  100. package/dist/analysis/analyze_dynamic_weight.js +19 -5
  101. package/dist/analysis/analyze_dynamic_weight.js.map +1 -1
  102. package/dist/analysis/analyze_kalman.d.ts +0 -10
  103. package/dist/analysis/analyze_kalman.d.ts.map +1 -1
  104. package/dist/analysis/analyze_kalman.js +51 -26
  105. package/dist/analysis/analyze_kalman.js.map +1 -1
  106. package/dist/analysis/analyze_regime.d.ts +0 -17
  107. package/dist/analysis/analyze_regime.d.ts.map +1 -1
  108. package/dist/analysis/analyze_regime.js +2 -2
  109. package/dist/analysis/analyze_regime.js.map +1 -1
  110. package/dist/analysis/analyze_regime_windows.d.ts +0 -16
  111. package/dist/analysis/analyze_regime_windows.d.ts.map +1 -1
  112. package/dist/analysis/analyze_regime_windows.js +28 -21
  113. package/dist/analysis/analyze_regime_windows.js.map +1 -1
  114. package/dist/analysis/analyze_risk_profile.js +3 -3
  115. package/dist/analysis/analyze_risk_profile.js.map +1 -1
  116. package/dist/analysis/analyze_trade_heatmap.js +3 -3
  117. package/dist/analysis/analyze_trade_heatmap.js.map +1 -1
  118. package/dist/analysis/analyze_volatility.d.ts +0 -19
  119. package/dist/analysis/analyze_volatility.d.ts.map +1 -1
  120. package/dist/analysis/analyze_volatility.js +2 -2
  121. package/dist/analysis/analyze_volatility.js.map +1 -1
  122. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts +30 -14
  123. package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts.map +1 -1
  124. package/dist/analysis/bot_fitting/backtest_ama_sweep.js +330 -193
  125. package/dist/analysis/bot_fitting/backtest_ama_sweep.js.map +1 -1
  126. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts +136 -1
  127. package/dist/analysis/bot_fitting/backtest_bot_fitting.d.ts.map +1 -1
  128. package/dist/analysis/bot_fitting/backtest_bot_fitting.js +527 -83
  129. package/dist/analysis/bot_fitting/backtest_bot_fitting.js.map +1 -1
  130. package/dist/analysis/bot_fitting/shared_utils.d.ts +1 -1
  131. package/dist/analysis/bot_fitting/shared_utils.d.ts.map +1 -1
  132. package/dist/analysis/bot_fitting/shared_utils.js +14 -8
  133. package/dist/analysis/bot_fitting/shared_utils.js.map +1 -1
  134. package/dist/analysis/bot_key_utils.d.ts.map +1 -1
  135. package/dist/analysis/bot_key_utils.js +13 -6
  136. package/dist/analysis/bot_key_utils.js.map +1 -1
  137. package/dist/analysis/bot_usage/discover_bot_accounts.js +5 -3
  138. package/dist/analysis/bot_usage/discover_bot_accounts.js.map +1 -1
  139. package/dist/analysis/bot_usage/kibana_bot_queries.d.ts.map +1 -1
  140. package/dist/analysis/bot_usage/kibana_bot_queries.js +1 -1
  141. package/dist/analysis/bot_usage/kibana_bot_queries.js.map +1 -1
  142. package/dist/analysis/chart_css.d.ts +3 -1
  143. package/dist/analysis/chart_css.d.ts.map +1 -1
  144. package/dist/analysis/chart_css.js +6 -3
  145. package/dist/analysis/chart_css.js.map +1 -1
  146. package/dist/analysis/chart_ui.d.ts.map +1 -1
  147. package/dist/analysis/chart_ui.js.map +1 -1
  148. package/dist/analysis/chart_utils.d.ts.map +1 -1
  149. package/dist/analysis/chart_utils.js +15 -2
  150. package/dist/analysis/chart_utils.js.map +1 -1
  151. package/dist/analysis/derivative_chart_generator.js +2 -2
  152. package/dist/analysis/derivative_chart_generator.js.map +1 -1
  153. package/dist/analysis/price_sources.d.ts +1 -0
  154. package/dist/analysis/price_sources.d.ts.map +1 -1
  155. package/dist/analysis/price_sources.js +8 -2
  156. package/dist/analysis/price_sources.js.map +1 -1
  157. package/dist/analysis/resolve_source.d.ts.map +1 -1
  158. package/dist/analysis/resolve_source.js +1 -1
  159. package/dist/analysis/resolve_source.js.map +1 -1
  160. package/dist/analysis/trade_profitability.d.ts.map +1 -1
  161. package/dist/analysis/trade_profitability.js +58 -29
  162. package/dist/analysis/trade_profitability.js.map +1 -1
  163. package/dist/analysis/tradingview/analyze_tradingview.js +1 -1
  164. package/dist/analysis/tradingview/analyze_tradingview.js.map +1 -1
  165. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  166. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +356 -86
  167. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  168. package/dist/analysis/trend_detection/derivative_analyzer.d.ts +1 -0
  169. package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map +1 -1
  170. package/dist/analysis/trend_detection/derivative_analyzer.js +12 -3
  171. package/dist/analysis/trend_detection/derivative_analyzer.js.map +1 -1
  172. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.d.ts.map +1 -1
  173. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js +26 -27
  174. package/dist/analysis/trend_detection/dynamic_weight_chart_generator.js.map +1 -1
  175. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -1
  176. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
  177. package/dist/analysis/trend_detection/hurst_analyzer.js +1 -1
  178. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
  179. package/dist/analysis/trend_detection/kalman_chart_generator.d.ts.map +1 -1
  180. package/dist/analysis/trend_detection/kalman_chart_generator.js +41 -13
  181. package/dist/analysis/trend_detection/kalman_chart_generator.js.map +1 -1
  182. package/dist/analysis/trend_detection/regime_chart_generator.d.ts.map +1 -1
  183. package/dist/analysis/trend_detection/regime_chart_generator.js +38 -19
  184. package/dist/analysis/trend_detection/regime_chart_generator.js.map +1 -1
  185. package/dist/analysis/trend_detection/tests/test_kalman_trend.js +1 -1
  186. package/dist/analysis/trend_detection/tests/test_kalman_trend.js.map +1 -1
  187. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js +1 -1
  188. package/dist/analysis/trend_detection/tests/test_kalman_velocity_smoothing.js.map +1 -1
  189. package/dist/analysis/trend_detection/volatility_chart_generator.js +1 -1
  190. package/dist/analysis/trend_detection/volatility_chart_generator.js.map +1 -1
  191. package/dist/bot.js +1 -1
  192. package/dist/bot.js.map +1 -1
  193. package/dist/credential-daemon.d.ts +1 -1
  194. package/dist/credential-daemon.js +1 -1
  195. package/dist/dexbot.d.ts.map +1 -1
  196. package/dist/dexbot.js +7 -8
  197. package/dist/dexbot.js.map +1 -1
  198. package/dist/market_adapter/ama_signal_runner.js +3 -1
  199. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  200. package/dist/market_adapter/candle_utils.d.ts +1 -3
  201. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  202. package/dist/market_adapter/candle_utils.js +1 -11
  203. package/dist/market_adapter/candle_utils.js.map +1 -1
  204. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
  205. package/dist/market_adapter/core/asymmetric_bounds.js +33 -30
  206. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
  207. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
  208. package/dist/market_adapter/core/config_normalizers.js +10 -1
  209. package/dist/market_adapter/core/config_normalizers.js.map +1 -1
  210. package/dist/market_adapter/core/kibana_candles.d.ts +18 -42
  211. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  212. package/dist/market_adapter/core/kibana_candles.js +101 -7
  213. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  214. package/dist/market_adapter/core/kibana_client.d.ts +0 -14
  215. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  216. package/dist/market_adapter/core/kibana_client.js +39 -6
  217. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  218. package/dist/market_adapter/core/kibana_market_candles.d.ts +0 -27
  219. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
  220. package/dist/market_adapter/core/kibana_market_candles.js +1 -1
  221. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
  222. package/dist/market_adapter/core/market_adapter_service.d.ts +21 -11
  223. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  224. package/dist/market_adapter/core/market_adapter_service.js +95 -37
  225. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  226. package/dist/market_adapter/core/signals/hurst_analyzer.d.ts +10 -1
  227. package/dist/market_adapter/core/signals/hurst_analyzer.d.ts.map +1 -1
  228. package/dist/market_adapter/core/signals/hurst_analyzer.js +28 -17
  229. package/dist/market_adapter/core/signals/hurst_analyzer.js.map +1 -1
  230. package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts +5 -0
  231. package/dist/market_adapter/core/signals/kalman_trend_analyzer.d.ts.map +1 -1
  232. package/dist/market_adapter/core/signals/kalman_trend_analyzer.js +24 -24
  233. package/dist/market_adapter/core/signals/kalman_trend_analyzer.js.map +1 -1
  234. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.d.ts.map +1 -1
  235. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js +5 -1
  236. package/dist/market_adapter/core/signals/kalman_velocity_smoothing.js.map +1 -1
  237. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.d.ts.map +1 -1
  238. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js +20 -3
  239. package/dist/market_adapter/core/signals/permutation_entropy_analyzer.js.map +1 -1
  240. package/dist/market_adapter/core/strategies/ama.js +1 -1
  241. package/dist/market_adapter/core/strategies/ama.js.map +1 -1
  242. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +2 -2
  243. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
  244. package/dist/market_adapter/core/strategies/ama_slope_model.js +16 -4
  245. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
  246. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +4 -3
  247. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
  248. package/dist/market_adapter/core/strategies/atr/calculator.js +16 -8
  249. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
  250. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
  251. package/dist/market_adapter/core/strategies/collateral_manager.js +8 -3
  252. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
  253. package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts +40 -1
  254. package/dist/market_adapter/core/strategies/dynamic_weight_series.d.ts.map +1 -1
  255. package/dist/market_adapter/core/strategies/dynamic_weight_series.js +116 -2
  256. package/dist/market_adapter/core/strategies/dynamic_weight_series.js.map +1 -1
  257. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
  258. package/dist/market_adapter/core/strategies/regime_gate.js +26 -20
  259. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
  260. package/dist/market_adapter/core/strategies/volatility_shift.d.ts.map +1 -1
  261. package/dist/market_adapter/core/strategies/volatility_shift.js +3 -0
  262. package/dist/market_adapter/core/strategies/volatility_shift.js.map +1 -1
  263. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +69 -55
  264. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  265. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +0 -26
  266. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  267. package/dist/market_adapter/inputs/fetch_lp_data.js +67 -14
  268. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  269. package/dist/market_adapter/inputs/kibana_source.d.ts +4 -28
  270. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  271. package/dist/market_adapter/inputs/kibana_source.js +5 -2
  272. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  273. package/dist/market_adapter/lp_chart_core.js +1 -1
  274. package/dist/market_adapter/lp_chart_core.js.map +1 -1
  275. package/dist/market_adapter/lp_chart_runner.d.ts +10 -1
  276. package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
  277. package/dist/market_adapter/lp_chart_runner.js +2 -2
  278. package/dist/market_adapter/lp_chart_runner.js.map +1 -1
  279. package/dist/market_adapter/lp_chart_strategy_loader.js +1 -1
  280. package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
  281. package/dist/market_adapter/market_adapter.d.ts +1 -2
  282. package/dist/market_adapter/market_adapter.d.ts.map +1 -1
  283. package/dist/market_adapter/market_adapter.js +9 -8
  284. package/dist/market_adapter/market_adapter.js.map +1 -1
  285. package/dist/market_adapter/test_helpers.d.ts +3 -3
  286. package/dist/market_adapter/test_helpers.d.ts.map +1 -1
  287. package/dist/market_adapter/test_helpers.js +3 -3
  288. package/dist/market_adapter/test_helpers.js.map +1 -1
  289. package/dist/market_adapter/utils/adapter_client.js +1 -1
  290. package/dist/market_adapter/utils/adapter_client.js.map +1 -1
  291. package/dist/market_adapter/utils/atomic_write.js +1 -1
  292. package/dist/market_adapter/utils/atomic_write.js.map +1 -1
  293. package/dist/market_adapter/utils/chain.d.ts +0 -2
  294. package/dist/market_adapter/utils/chain.d.ts.map +1 -1
  295. package/dist/market_adapter/utils/chain.js +2 -3
  296. package/dist/market_adapter/utils/chain.js.map +1 -1
  297. package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
  298. package/dist/market_adapter/utils/data_discovery.js +24 -8
  299. package/dist/market_adapter/utils/data_discovery.js.map +1 -1
  300. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
  301. package/dist/market_adapter/utils/dynamic_grid_snapshot.js +2 -5
  302. package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -1
  303. package/dist/market_adapter/utils/file_lock.d.ts +4 -1
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package/dist/analysis/analyze_risk_profile.js CHANGED
@@ -1,4 +1,5 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * RISK PROFILE ANALYZER
4
5
  *
@@ -9,8 +10,8 @@
9
10
  * (σ_ama_delta) for calibrating AMA_DELTA_THRESHOLD_PERCENT.
10
11
  *
11
12
  * Usage:
12
- * tsx analysis/analyze_risk_profile.ts --source market_adapter --bot-key <key> [options]
13
- * tsx analysis/analyze_risk_profile.ts --file <path_to_json> [options]
13
+ * node dist/analysis/analyze_risk_profile.js --source market_adapter --bot-key <key> [options]
14
+ * node dist/analysis/analyze_risk_profile.js --file <path_to_json> [options]
14
15
  */
15
16
  import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
16
17
  import { MARKET_ADAPTER } from '../modules/constants.js';
@@ -18,7 +19,6 @@ import { generateHTML } from '../market_adapter/lp_chart_core.js';
18
19
  import { calcStdDev, getCandleClose } from './math_utils.js';
19
20
  import { writeChartFile } from './chart_utils.js';
20
21
  import { resolveSource, listAvailableBots } from './resolve_source.js';
21
- 'use strict';
22
22
  function normSInv(p) {
23
23
  if (p <= 0 || p >= 1)
24
24
  return p <= 0 ? -Infinity : Infinity;
package/dist/analysis/analyze_risk_profile.js.map CHANGED
@@ -1 +1 @@
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1
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package/dist/analysis/analyze_trade_heatmap.js CHANGED
@@ -1,4 +1,5 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * TRADE HEATMAP ANALYZER
4
5
  *
@@ -7,8 +8,8 @@
7
8
  * a summed volume histogram with threshold annotations.
8
9
  *
9
10
  * Usage:
10
- * tsx analysis/analyze_trade_heatmap.ts --source market_adapter --bot-key <key> [options]
11
- * tsx analysis/analyze_trade_heatmap.ts --file <path> [options]
11
+ * node dist/analysis/analyze_trade_heatmap.js --source market_adapter --bot-key <key> [options]
12
+ * node dist/analysis/analyze_trade_heatmap.js --file <path> [options]
12
13
  *
13
14
  * Output:
14
15
  * Self-contained HTML file with inline CSS (no JS dependencies).
@@ -19,7 +20,6 @@ import { MARKET_ADAPTER } from '../modules/constants.js';
19
20
  import { calcStdDev, getCandleClose } from './math_utils.js';
20
21
  import { writeChartFile } from './chart_utils.js';
21
22
  import { resolveSource, listAvailableBots } from './resolve_source.js';
22
- 'use strict';
23
23
  function parseArgs() {
24
24
  const args = process.argv.slice(2);
25
25
  const config = {
package/dist/analysis/analyze_trade_heatmap.js.map CHANGED
@@ -1 +1 @@
1
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package/dist/analysis/analyze_volatility.d.ts CHANGED
@@ -1,22 +1,3 @@
1
1
  #!/usr/bin/env node
2
- /**
3
- * VOLATILITY / SYMMETRIC SHIFT RESEARCH TOOL
4
- *
5
- * Computes the symmetric volatility shift used by the market adapter.
6
- *
7
- * Signal path:
8
- * ATR(period, default 14) -> weightVariance = atr / amaPrice
9
- * rawSymmetricDelta = -pow(weightVariance, volatilityExponent) * volatilityScaleX
10
- * clampedRawDelta = clamp(rawSymmetricDelta, -DYNAMIC_WEIGHT_SYMMETRIC_SHIFT_CLAMP, 0)
11
- * symmetricDelta = |clampedRawDelta| < volatilityThreshold ? 0 : clampedRawDelta
12
- *
13
- * The live adapter adds this penalty to both sides after the trend term is built.
14
- * This runner intentionally omits the directional trend branch so the volatility
15
- * effect can be researched in isolation.
16
- *
17
- * Usage:
18
- * tsx analysis/analyze_volatility.ts \
19
- * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
20
- */
21
2
  export {};
22
3
  //# sourceMappingURL=analyze_volatility.d.ts.map
package/dist/analysis/analyze_volatility.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"analyze_volatility.d.ts","sourceRoot":"","sources":["../../analysis/analyze_volatility.ts"],"names":[],"mappings":";AAEA;;;;;;;;;;;;;;;;;;GAkBG"}
1
+ {"version":3,"file":"analyze_volatility.d.ts","sourceRoot":"","sources":["../../analysis/analyze_volatility.ts"],"names":[],"mappings":""}
package/dist/analysis/analyze_volatility.js CHANGED
@@ -1,4 +1,5 @@
1
1
  #!/usr/bin/env node
2
+ 'use strict';
2
3
  /**
3
4
  * VOLATILITY / SYMMETRIC SHIFT RESEARCH TOOL
4
5
  *
@@ -15,7 +16,7 @@
15
16
  * effect can be researched in isolation.
16
17
  *
17
18
  * Usage:
18
- * tsx analysis/analyze_volatility.ts \
19
+ * node dist/analysis/analyze_volatility.js \
19
20
  * --file market_adapter/data/lp/<path>/<to>/<lp-candles>.json
20
21
  */
21
22
  import path from 'node:path';
@@ -29,7 +30,6 @@ import { PATHS } from '../modules/paths.js';
29
30
  import { getCandleClose } from './math_utils.js';
30
31
  import { writeChartFile } from './chart_utils.js';
31
32
  import { resolveSource, listAvailableBots } from './resolve_source.js';
32
- 'use strict';
33
33
  const DEFAULT_ATR_PERIOD = MARKET_ADAPTER.DYNAMIC_WEIGHT_ATR_PERIOD_DEFAULT;
34
34
  const MIN_WEIGHT = MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT;
35
35
  const MAX_WEIGHT = MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT;
package/dist/analysis/analyze_volatility.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/analysis/bot_fitting/backtest_ama_sweep.d.ts CHANGED
@@ -17,39 +17,52 @@ declare const WEIGHT_PROFILES: {
17
17
  */
18
18
  declare function allocateFundsByWeights(totalFunds: number, n: number, weight: number, incrementFactor: number): number[];
19
19
  /**
20
- * Build a fresh grid centered at `center`.
21
- *
22
- * Grid placement (matches real bot):
23
- * Level k (1-based):
24
- * offset_k = spreadPct/2/100 + (k-1) * incrementPct
25
- * buyPrice = center * (1 - offset_k)
26
- * sellPrice = center * (1 + offset_k)
27
- *
28
- * So spread controls the dead zone around center (no orders within spread/2),
29
- * and increment is the gap between successive orders on the same side.
20
+ * Build a fresh grid centered at `center` using the SHARED production
21
+ * geometry (buildProductionGrid from backtest_bot_fitting — createOrderGrid
22
+ * port): master rail at √(1±inc) offsets bounded by [center/ratio,
23
+ * center*ratio] with a calculateGapSlots spread zone. This guarantees the
24
+ * sweep and bot_fitting build byte-identical grids for identical params
25
+ * (#12). Weight-profile sizing is applied over the capped nearest-to-gap
26
+ * levels, index 0 = closest to the gap.
30
27
  *
31
28
  * Returns arrays of buy and sell order objects with fixed chain prices and sizes.
32
29
  */
33
30
  declare function buildGrid(center: number, params: any, capitalPerSide: number, weightFactor: number): {
34
31
  buys: any[];
35
32
  sells: any[];
33
+ rail: number[];
36
34
  };
37
- declare function closeFilledInventoryAtPrice(openBuys: Map<any, any>, openSells: Map<any, any>, exitPrice: number, feeRoundtripPct: number): {
35
+ /**
36
+ * Mark the held inventory position to `markPrice` in capital units.
37
+ *
38
+ * Carried bags are a REAL risk the drawdown tracker should see bar-by-bar,
39
+ * but their mark is informational for scoring: realized rotation profit plus
40
+ * op fees drive netProfit, and the end-of-run position is reported separately
41
+ * instead of being dumped into totals.
42
+ */
43
+ declare function markInventoryAtPrice(inventory: {
44
+ units: number;
45
+ cost: number;
46
+ }, exitPrice: number, feeRoundtripPct: number): {
38
47
  grossUnits: number;
39
48
  profitUnits: number;
40
- closedOrders: number;
41
49
  };
42
- declare function countCancelableOrders(openBuys: Map<any, any>, openSells: Map<any, any>): number;
43
50
  declare function simulatePersistentGrid(candles: any[], amaValues: number[], params: any, weightName: string, weightFactor: number): {
44
51
  weightName: string;
45
52
  spreadPct: any;
46
53
  incrementPct: number;
47
54
  maxMinRatio: any;
48
55
  matchedPairs: number;
56
+ cyclesTotal: number;
57
+ rotationCount: number;
58
+ inventorySaleCount: number;
49
59
  touchedOrders: number;
50
60
  fillEfficiency: number;
51
61
  totalProfitUnits: number;
52
62
  totalGrossUnits: number;
63
+ finalInventoryUnits: number;
64
+ finalInventoryAvgEntry: number;
65
+ finalInventoryMarkUnits: number;
53
66
  profitPerCapital: number;
54
67
  pairsPerDay: number;
55
68
  avgOpenDurationBars: number;
@@ -58,6 +71,8 @@ declare function simulatePersistentGrid(candles: any[], amaValues: number[], par
58
71
  avgImbalance: number;
59
72
  canceledOnReposition: number;
60
73
  repositionCount: number;
74
+ driftTriggerCount: number;
75
+ slopeTriggerCount: number;
61
76
  maxDrawdown: number;
62
77
  maxDrawdownPct: number;
63
78
  maxInventoryExposure: number;
@@ -67,6 +82,7 @@ declare function simulatePersistentGrid(candles: any[], amaValues: number[], par
67
82
  maxCenterDriftPct: number;
68
83
  nearThresholdBarsPct: number;
69
84
  avgTriggerDriftPct: number;
85
+ offsetAppliedCount: number;
70
86
  makerCreateFeeBts: number;
71
87
  btsCancelFee: any;
72
88
  avgCancelOrdersPerReposition: number;
@@ -87,5 +103,5 @@ declare function sweepOneAma(strategy: any, candles: any[], closes: number[], we
87
103
  allSims: any[];
88
104
  evaluated: number;
89
105
  };
90
- export { WEIGHT_PROFILES, allocateFundsByWeights, buildGrid, closeFilledInventoryAtPrice, countCancelableOrders, simulatePersistentGrid, sweepOneAma };
106
+ export { WEIGHT_PROFILES, allocateFundsByWeights, buildGrid, markInventoryAtPrice, simulatePersistentGrid, sweepOneAma };
91
107
  //# sourceMappingURL=backtest_ama_sweep.d.ts.map
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