dexbot 1.6.5 → 1.6.7

package/analysis/trend_detection/derivative_analyzer.ts

@@ -1,1059 +0,0 @@
-'use strict';
-
-import { roundTo } from '../../modules/order/utils/math.js';
-
-/**
- * Derivative Analyzer
- *
- * Trend detection from the sign (and magnitude) of the slow SMA derivative.
- *
- * The analyzer intentionally stays narrow:
- *   - SMA for direction / regime
- *   - MACD for momentum
- *   - RSI for exhaustion and counter-trend filtering
- */
-
-// ─── Simple Moving Average ───────────────────────────────────────────────────
-
-class SMA {
-    period: number;
-    values: number[];
-
-    constructor(period: number) {
-        this.period = period;
-        this.values = [];
-    }
-
-    update(price: number): number | null {
-        this.values.push(price);
-        if (this.values.length > this.period) this.values.shift();
-        if (this.values.length < this.period) return null;
-        return this.values.reduce((a, b) => a + b, 0) / this.period;
-    }
-
-    isReady(): boolean { return this.values.length >= this.period; }
-
-    reset(period: number): void { this.period = period; this.values = []; }
-}
-
-// ─── Exponential Moving Average ──────────────────────────────────────────────
-
-class EMA {
-    period: number;
-    multiplier: number;
-    value: number | null;
-    count: number;
-    _sum: number;
-
-    constructor(period: number) {
-        this.period = period;
-        this.multiplier = 2 / (period + 1);
-        this.value = null;
-        this.count = 0;
-        this._sum = 0;
-    }
-
-    update(price: number): number | null {
-        this.count++;
-        if (this.count < this.period) {
-            this._sum += price;
-            return null;
-        }
-        if (this.count === this.period) {
-            this._sum += price;
-            this.value = this._sum / this.period;
-            return this.value;
-        }
-        this.value = price * this.multiplier + this.value! * (1 - this.multiplier);
-        return this.value;
-    }
-
-    isReady(): boolean { return this.count >= this.period; }
-
-    reset(period?: number): void {
-        this.period = period ?? this.period;
-        this.multiplier = 2 / (this.period + 1);
-        this.value = null;
-        this.count = 0;
-        this._sum = 0;
-    }
-}
-
-// ─── MACD ─────────────────────────────────────────────────────────────────────
-
-class MACD {
-    fastPeriod: number;
-    slowPeriod: number;
-    signalPeriod: number;
-    fastEma: EMA;
-    slowEma: EMA;
-    signalEma: EMA;
-
-    /**
-     * Moving Average Convergence Divergence
-     * macdLine  = EMA(fast) - EMA(slow)
-     * signal    = EMA(signalPeriod) of macdLine
-     * histogram = macdLine - signal
-     */
-    constructor(fastPeriod: number = 12, slowPeriod: number = 26, signalPeriod: number = 9) {
-        this.fastPeriod   = fastPeriod;
-        this.slowPeriod   = slowPeriod;
-        this.signalPeriod = signalPeriod;
-        this.fastEma   = new EMA(fastPeriod);
-        this.slowEma   = new EMA(slowPeriod);
-        this.signalEma = new EMA(signalPeriod);
-    }
-
-    update(price: number): { macd: number; signal: number; histogram: number } | null {
-        const fast = this.fastEma.update(price);
-        const slow = this.slowEma.update(price);
-        if (fast === null || slow === null) return null;
-        const macdLine = fast - slow;
-        const signal   = this.signalEma.update(macdLine);
-        if (signal === null) return null;
-        return { macd: macdLine, signal, histogram: macdLine - signal };
-    }
-
-    isReady(): boolean { return this.slowEma.isReady() && this.signalEma.isReady(); }
-
-    reset(fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): void {
-        this.fastPeriod   = fastPeriod   ?? this.fastPeriod;
-        this.slowPeriod   = slowPeriod   ?? this.slowPeriod;
-        this.signalPeriod = signalPeriod ?? this.signalPeriod;
-        this.fastEma.reset(this.fastPeriod);
-        this.slowEma.reset(this.slowPeriod);
-        this.signalEma.reset(this.signalPeriod);
-    }
-}
-
-// ─── RSI ──────────────────────────────────────────────────────────────────────
-
-class RSI {
-    period: number;
-    count: number;
-    prevPrice: number | null;
-    avgGain: number;
-    avgLoss: number;
-
-    /**
-     * Relative Strength Index (Wilder smoothing)
-     * Overbought > 70, Oversold < 30
-     */
-    constructor(period: number = 14) {
-        this.period    = period;
-        this.count     = 0;
-        this.prevPrice = null;
-        this.avgGain   = 0;
-        this.avgLoss   = 0;
-    }
-
-    update(price: number): number | null {
-        if (this.prevPrice === null) { this.prevPrice = price; return null; }
-        const change = price - this.prevPrice;
-        this.prevPrice = price;
-        const gain = change > 0 ?  change : 0;
-        const loss = change < 0 ? -change : 0;
-        this.count++;
-        if (this.count < this.period) {
-            this.avgGain += gain;
-            this.avgLoss += loss;
-            return null;
-        }
-        if (this.count === this.period) {
-            this.avgGain = (this.avgGain + gain) / this.period;
-            this.avgLoss = (this.avgLoss + loss) / this.period;
-        } else {
-            this.avgGain = (this.avgGain * (this.period - 1) + gain) / this.period;
-            this.avgLoss = (this.avgLoss * (this.period - 1) + loss) / this.period;
-        }
-        if (this.avgLoss === 0) return 100;
-        return 100 - (100 / (1 + this.avgGain / this.avgLoss));
-    }
-
-    isReady(): boolean { return this.count >= this.period; }
-
-    reset(period?: number): void {
-        this.period    = period ?? this.period;
-        this.count     = 0;
-        this.prevPrice = null;
-        this.avgGain   = 0;
-        this.avgLoss   = 0;
-    }
-}
-
-// ─── Derivative Analyzer ─────────────────────────────────────────────────────
-
-type DerivativeAnalyzerConfig = {
-    slowSmaPeriod?: number;
-    fastSmaPeriod?: number;
-    minBarsForConfirmation?: number;
-    macdFastPeriod?: number;
-    macdSlowPeriod?: number;
-    macdSignalPeriod?: number;
-    rsiPeriod?: number;
-    interpConfirmBars?: number;
-    interpHoldBars?: number;
-    rsiOverboughtLevel?: number;
-    rsiOversoldLevel?: number;
-    rsiBullThreshold?: number;
-    rsiBearThreshold?: number;
-    macdMinHist?: number;
-    fastSmaCommitmentBars?: number;
-    trendFilterEnabled?: boolean;
-    trendFilterMinBars?: number;
-    momentumGateEnabled?: boolean;
-    momentumGateMinBars?: number;
-    momentumGateRsiZone?: number;
-    priceRegimeGateEnabled?: boolean;
-    priceRegimeMinDistancePct?: number;
-};
-
-type MacdValues = {
-    macd: number;
-    signal: number;
-    histogram: number;
-};
-
-class DerivativeAnalyzer {
-    minBarsForConfirmation: number;
-    slowSmaPeriod: number;
-    sma: SMA | null;
-    fastSmaPeriod: number;
-    fastSma: SMA | null;
-    macdConfig: { fastPeriod: number; slowPeriod: number; signalPeriod: number };
-    macd: MACD;
-    currMacd: MacdValues | null;
-    prevMacd: MacdValues | null;
-    rsiPeriod: number;
-    rsi: RSI;
-    currRsi: number | null;
-    prevRsi: number | null;
-    interpConfirmBars: number;
-    interpHoldBars: number;
-    rsiOverboughtLevel: number;
-    rsiOversoldLevel: number;
-    rsiBullThreshold: number;
-    rsiBearThreshold: number;
-    macdMinHist: number;
-    // Resolved threshold for the MACD-line gates: falls back to the historical
-    // 0.02 default only when unset/NaN, so an explicit 0 (strict sign test)
-    // stays expressible via the API.
-    macdLineGateThreshold: number;
-    fastSmaCommitmentBars: number;
-    trendFilterEnabled: boolean;
-    trendFilterMinBars: number;
-    momentumGateEnabled: boolean;
-    momentumGateMinBars: number;
-    momentumGateRsiZone: number;
-    barsInMacdDivergence: number;
-    barsInRsiDivergence: number;
-    priceRegimeGateEnabled: boolean;
-    priceRegimeMinDistancePct: number;
-    prevRawInterp: string | null;
-    barsInRawInterp: number;
-    currInterpretation: string;
-    currInterpretationRaw: string;
-    pendingInterp: string | null;
-    pendingInterpBars: number;
-    entryBias: string;
-    isBullWeakEntry: boolean;
-    isBullConfirmation: boolean;
-    isLateBullWithoutWeak: boolean;
-    isBearWeakEntry: boolean;
-    isBearConfirmation: boolean;
-    isLateBearWithoutWeak: boolean;
-    bullEntrySetupActive: boolean;
-    bullEntrySetupConfirmed: boolean;
-    bearEntrySetupActive: boolean;
-    bearEntrySetupConfirmed: boolean;
-    prevSma: number | null;
-    currSma: number | null;
-    prevFastSma: number | null;
-    currFastSma: number | null;
-    prevPrice: number | null;
-    currPrice: number | null;
-    prevRawSmaTrend: string | null;
-    barsInSmaTrend: number;
-    prevRawFastSmaTrend: string | null;
-    barsInFastSmaTrend: number;
-    barsAboveFastSma: number;
-    barsBelowFastSma: number;
-    updateCount: number;
-
-    constructor(config: DerivativeAnalyzerConfig = {}) {
-        this.minBarsForConfirmation = config.minBarsForConfirmation || 3;
-
-        // SMA (slow)
-        this.slowSmaPeriod = config.slowSmaPeriod ?? 500;
-        this.sma = this.slowSmaPeriod ? new SMA(this.slowSmaPeriod) : null;
-
-        // SMA (fast)
-        this.fastSmaPeriod = config.fastSmaPeriod ?? 100;
-        this.fastSma = this.fastSmaPeriod ? new SMA(this.fastSmaPeriod) : null;
-
-        // MACD
-        this.macdConfig = {
-            fastPeriod:   config.macdFastPeriod   ?? 12,
-            slowPeriod:   config.macdSlowPeriod   ?? 26,
-            signalPeriod: config.macdSignalPeriod ?? 9,
-        };
-        this.macd = new MACD(this.macdConfig.fastPeriod, this.macdConfig.slowPeriod, this.macdConfig.signalPeriod);
-        this.currMacd = null;
-        this.prevMacd = null;
-
-        // RSI
-        this.rsiPeriod = config.rsiPeriod ?? 14;
-        this.rsi = new RSI(this.rsiPeriod);
-        this.currRsi = null;
-        this.prevRsi = null;
-
-        // Interpretation state
-        this.interpConfirmBars   = config.interpConfirmBars ?? 3;
-        this.interpHoldBars      = config.interpHoldBars    ?? 0;
-        this.rsiOverboughtLevel  = config.rsiOverboughtLevel ?? 70;
-        this.rsiOversoldLevel    = config.rsiOversoldLevel   ?? 30;
-        this.rsiBullThreshold    = config.rsiBullThreshold   ?? 55;
-        this.rsiBearThreshold    = config.rsiBearThreshold   ?? 45;
-        this.macdMinHist         = config.macdMinHist        ?? 0;
-        // Unset/NaN → historical 0.02 gate default; explicit 0 → strict sign test.
-        // (`this.macdMinHist || 0.02` at the gates made explicit 0 unreachable.)
-        this.macdLineGateThreshold = config.macdMinHist != null && Number.isFinite(config.macdMinHist)
-            ? config.macdMinHist
-            : 0.02;
-        this.fastSmaCommitmentBars = config.fastSmaCommitmentBars ?? 2;
-        this.trendFilterEnabled  = config.trendFilterEnabled ?? false;
-        this.trendFilterMinBars  = config.trendFilterMinBars ?? 3;
-        this.momentumGateEnabled = config.momentumGateEnabled ?? false;
-        this.momentumGateMinBars = config.momentumGateMinBars ?? 3;
-        this.momentumGateRsiZone = config.momentumGateRsiZone ?? 35;
-        this.barsInMacdDivergence = 0;
-        this.barsInRsiDivergence  = 0;
-        this.priceRegimeGateEnabled = config.priceRegimeGateEnabled ?? true;
-        this.priceRegimeMinDistancePct = config.priceRegimeMinDistancePct ?? 0.35;
-        this.prevRawInterp       = null;
-        this.barsInRawInterp     = 0;
-        this.currInterpretation    = 'NEUTRAL';
-        this.currInterpretationRaw = 'NEUTRAL';
-        this.pendingInterp         = null;
-        this.pendingInterpBars     = 0;
-        this.entryBias            = 'NONE';
-        this.isBullWeakEntry      = false;
-        this.isBullConfirmation   = false;
-        this.isLateBullWithoutWeak = false;
-        this.isBearWeakEntry      = false;
-        this.isBearConfirmation   = false;
-        this.isLateBearWithoutWeak = false;
-        this.bullEntrySetupActive = false;
-        this.bullEntrySetupConfirmed = false;
-        this.bearEntrySetupActive = false;
-        this.bearEntrySetupConfirmed = false;
-
-        // Previous / current SMA values (for derivative)
-        this.prevSma     = null;
-        this.currSma     = null;
-        this.prevFastSma = null;
-        this.currFastSma = null;
-        this.prevPrice = null;
-        this.currPrice = null;
-
-        // Independent trend states
-        this.prevRawSmaTrend = null;
-        this.barsInSmaTrend = 0;
-        this.prevRawFastSmaTrend = null;
-        this.barsInFastSmaTrend = 0;
-        this.barsAboveFastSma = 0;
-        this.barsBelowFastSma = 0;
-
-        this.updateCount = 0;
-    }
-
-    update(price: number, timestamp: number | null = null): ReturnType<DerivativeAnalyzer['getAnalysis']> {
-        if (!Number.isFinite(price) || price <= 0) {
-            throw new Error('price must be a positive finite number');
-        }
-
-        // Update current price at the start of the bar (before interpretation)
-        this.prevPrice = this.currPrice;
-        this.currPrice = price;
-
-        // SMA (slow)
-        if (this.sma) {
-            this.prevSma = this.currSma;
-            this.currSma = this.sma.update(price);
-        }
-
-        // SMA (fast)
-        if (this.fastSma) {
-            this.prevFastSma = this.currFastSma;
-            this.currFastSma = this.fastSma.update(price);
-        }
-
-        // MACD — normalized as % of price so scale is comparable across all price levels
-        if (this.macd) {
-            this.prevMacd = this.currMacd;
-            const raw = this.macd.update(price);
-            if (raw !== null && price > 0) {
-                this.currMacd = {
-                    macd:      (raw.macd      / price) * 100,
-                    signal:    (raw.signal    / price) * 100,
-                    histogram: (raw.histogram / price) * 100,
-                };
-            } else {
-                this.currMacd = null;
-            }
-        }
-
-        // RSI
-        if (this.rsi) {
-            this.prevRsi = this.currRsi;
-            this.currRsi = this.rsi.update(price);
-        }
-
-        // Advance momentum divergence counters (for Momentum Gate optimization)
-        this._advanceMomentumDivergence();
-
-        // Fast-SMA commitment tracking: price vs fast MA position
-        this._advancePriceFastSmaPosition();
-
-        // Interpretation (computed after MACD + RSI are updated)
-        if (this.macd || this.rsi) {
-            const prevInterpretation = this.currInterpretation;
-            this._resetEntryBias();
-            let rawInterp = this.trendFilterEnabled
-                ? this._applyTrendFilter(this._computeInterpretation())
-                : this._computeInterpretation();
-
-            // Opt 13 — Post-filter MACD line gate (bull/bear trap suppression)
-            // The MACD line is the authoritative momentum regime indicator:
-            //   line > threshold → bullish regime; line < -threshold → bearish regime.
-            // Any signal that contradicts the confirmed regime is suppressed to NEUTRAL.
-            // This ignores marginal crossings at ~0 and ensures signals only start when
-            // momentum is clearly confirmed.
-            if (this.macd && this.currMacd !== null) {
-                const threshold = this.macdLineGateThreshold;
-                if ((rawInterp === 'BEAR' || rawInterp === 'BEAR_WEAK') && this.currMacd.macd > -threshold)
-                    rawInterp = 'NEUTRAL';
-                if ((rawInterp === 'BULL' || rawInterp === 'BULL_WEAK') && this.currMacd.macd < threshold)
-                    rawInterp = 'NEUTRAL';
-            }
-
-            this.currInterpretationRaw = rawInterp;
-            // BULL/BEAR require confirmation bars; other states are immediate
-            if (rawInterp === 'BULL' || rawInterp === 'BEAR') {
-                // Check if fast-SMA commitment is met (required before counting confirmation)
-                let fastSmaPassesCommitment = true;
-                if (this.fastSma && this.currFastSma !== null && this.currPrice !== null) {
-                    if (rawInterp === 'BULL') {
-                        fastSmaPassesCommitment = this.barsAboveFastSma >= this.fastSmaCommitmentBars;
-                    } else if (rawInterp === 'BEAR') {
-                        fastSmaPassesCommitment = this.barsBelowFastSma >= this.fastSmaCommitmentBars;
-                    }
-                }
-
-                // Only count confirmation bars if the fast-SMA commitment passes
-                if (fastSmaPassesCommitment) {
-                    if (rawInterp === this.prevRawInterp) {
-                        this.barsInRawInterp++;
-                    } else {
-                        this.prevRawInterp   = rawInterp;
-                        this.barsInRawInterp = 1;
-                    }
-                } else {
-                    // Commitment not met — reset confirmation counter
-                    this.prevRawInterp   = rawInterp === 'BULL' ? 'BEAR' : 'BULL';
-                    this.barsInRawInterp = 0;
-                }
-
-                const confirmed = this.barsInRawInterp >= this.interpConfirmBars
-                    ? rawInterp : 'NEUTRAL';
-                this._applyWithHysteresis(confirmed);
-            } else {
-                this.prevRawInterp   = rawInterp;
-                this.barsInRawInterp = 0;
-                this._applyWithHysteresis(rawInterp);
-            }
-            this._advanceEntryBias(prevInterpretation);
-        }
-
-        this.updateCount++;
-
-        // Update trend states
-        const smaRaw     = this._rawSmaTrend();
-        const fastSmaRaw = this._rawFastSmaTrend();
-        this._advanceTrend(smaRaw,     'Sma');
-        this._advanceTrend(fastSmaRaw, 'FastSma');
-
-        const result = this.getAnalysis();
-        if (timestamp !== null) result.timestamp = timestamp;
-        return result;
-    }
-
-    _advanceTrend(raw: string, key: string): void {
-        const prevKey = `prevRaw${key}Trend` as keyof this;
-        const barsKey = `barsIn${key}Trend` as keyof this;
-        if (raw !== (this as any)[prevKey]) {
-            (this as any)[prevKey] = raw;
-            (this as any)[barsKey] = 1;
-        } else {
-            (this as any)[barsKey]++;
-        }
-    }
-
-    // ── Derivative signs ───────────────────────────────────────
-
-    _rawSmaTrend(): string {
-        if (!this.sma || this.prevSma === null || this.currSma === null) return 'NEUTRAL';
-        if (this.currSma > this.prevSma) return 'UP';
-        if (this.currSma < this.prevSma) return 'DOWN';
-        return 'NEUTRAL';
-    }
-
-    _rawFastSmaTrend(): string {
-        if (!this.fastSma || this.prevFastSma === null || this.currFastSma === null) return 'NEUTRAL';
-        if (this.currFastSma > this.prevFastSma) return 'UP';
-        if (this.currFastSma < this.prevFastSma) return 'DOWN';
-        return 'NEUTRAL';
-    }
-
-    _advancePriceFastSmaPosition(): void {
-        if (!this.fastSma || this.currFastSma === null || this.currPrice === null) {
-            this.barsAboveFastSma = 0;
-            this.barsBelowFastSma = 0;
-            return;
-        }
-        if (this.currPrice > this.currFastSma) {
-            this.barsAboveFastSma++;
-            this.barsBelowFastSma = 0;
-        } else {
-            this.barsBelowFastSma++;
-            this.barsAboveFastSma = 0;
-        }
-    }
-
-    _advanceMomentumDivergence(): void {
-        if (!this.momentumGateEnabled || !this.macd || !this.rsi || !this.sma) return;
-        if (this.currMacd === null || this.currRsi === null) return;
-
-        const slowDir = this._rawSmaTrend();
-        if (slowDir === 'NEUTRAL') {
-            this.barsInMacdDivergence = 0;
-            this.barsInRsiDivergence  = 0;
-            return;
-        }
-
-        const macdOpposes =
-            (slowDir === 'UP'   && this.currMacd.histogram < -this.macdMinHist) ||
-            (slowDir === 'DOWN' && this.currMacd.histogram >  this.macdMinHist);
-
-        const rsiOpposes =
-            (slowDir === 'UP'   && this.currRsi < this.momentumGateRsiZone) ||
-            (slowDir === 'DOWN' && this.currRsi > (100 - this.momentumGateRsiZone));
-
-        this.barsInMacdDivergence = macdOpposes ? this.barsInMacdDivergence + 1 : 0;
-        this.barsInRsiDivergence  = rsiOpposes  ? this.barsInRsiDivergence  + 1 : 0;
-    }
-
-    // ── Trend filter ─────────────────────────────────────────
-
-    _applyTrendFilter(interp: string): string {
-        // OB/OS are exit signals — not suppressed by trend direction
-        if (interp === 'OVERBOUGHT' || interp === 'OVERSOLD') return interp;
-
-        // Compute fast MA direction and sustained bars count
-        let fastDir: string, fastBarsInDir: number;
-        if (this.fastSma) {
-            fastDir       = this._rawFastSmaTrend();
-            fastBarsInDir = (fastDir === this.prevRawFastSmaTrend ? this.barsInFastSmaTrend + 1 : 1);
-        } else if (this.sma) {
-            fastDir       = this._rawSmaTrend();
-            fastBarsInDir = (fastDir === this.prevRawSmaTrend ? this.barsInSmaTrend + 1 : 1);
-        } else {
-            return interp;
-        }
-
-        if (fastDir === 'NEUTRAL') return interp;
-
-        // Primary gate: fast MA sustained in opposite direction → suppress to NEUTRAL
-        let suppressedByTrendFilter = false;
-        if (fastBarsInDir >= this.trendFilterMinBars) {
-            if (fastDir === 'UP'   && (interp === 'BEAR' || interp === 'BEAR_WEAK')) {
-                interp = 'NEUTRAL';
-                suppressedByTrendFilter = true;
-            }
-            if (fastDir === 'DOWN' && (interp === 'BULL' || interp === 'BULL_WEAK')) {
-                interp = 'NEUTRAL';
-                suppressedByTrendFilter = true;
-            }
-        }
-
-        // Momentum Gate (Opt 11): if MACD + RSI both diverge from SMA(500) for
-        // >= momentumGateMinBars, allow signal through as WEAK instead of suppressing to NEUTRAL.
-        if (suppressedByTrendFilter && this.momentumGateEnabled && this.sma) {
-            const slowDir  = this._rawSmaTrend();
-            const macdConf = this.barsInMacdDivergence >= this.momentumGateMinBars;
-            const rsiConf  = this.barsInRsiDivergence  >= this.momentumGateMinBars;
-
-            if (macdConf && rsiConf && slowDir !== 'NEUTRAL') {
-                if (slowDir === 'UP' && (this.currMacd?.histogram ?? 0) < -this.macdMinHist) {
-                    interp = 'BEAR_WEAK';
-                }
-                if (slowDir === 'DOWN' && (this.currMacd?.histogram ?? 0) > this.macdMinHist) {
-                    interp = 'BULL_WEAK';
-                }
-            }
-        }
-
-        // Macro regime gate: when fastSMA and SMA(slow) are both present and disagree,
-        // cap full BULL/BEAR to WEAK — a short-term dip/bounce against the macro trend
-        // does not warrant a confirmed directional signal.
-        if (this._violatesMacroDisagreeGate(interp, fastDir)) {
-            if (interp === 'BULL') return 'BULL_WEAK';
-            if (interp === 'BEAR') return 'BEAR_WEAK';
-        }
-
-        // Fast-SMA commitment gate — price vs fast MA cross-check (N-bar commitment required)
-        if (this.fastSma && this.currFastSma !== null && this.currPrice !== null) {
-            if (interp === 'BULL' && this.barsAboveFastSma < this.fastSmaCommitmentBars) return 'BULL_WEAK';
-            if (interp === 'BEAR' && this.barsBelowFastSma < this.fastSmaCommitmentBars) return 'BEAR_WEAK';
-        }
-
-        // Opt 12 — MACD Line & Histogram regime check
-        if (this.macd && this.currMacd !== null) {
-            if (interp === 'BULL' && this.currMacd.macd <= 0) return 'BULL_WEAK';
-            if (interp === 'BEAR' && this.currMacd.macd >= 0) return 'BEAR_WEAK';
-            if (interp === 'BEAR' && this.currMacd.histogram > 0) return 'BEAR_WEAK';
-        }
-
-        // Macro price regime gate: require a minimum clearance beyond slow SMA.
-        if (this._violatesPriceRegimeGate(interp)) return 'NEUTRAL';
-
-        return interp;
-    }
-
-    // ── Hysteresis ────────────────────────────────────────────
-
-    _applyWithHysteresis(newInterp: string): void {
-        // OB/OS are exit signals — always immediate, bypass hold
-        if (newInterp === 'OVERBOUGHT' || newInterp === 'OVERSOLD') {
-            this.currInterpretation = newInterp;
-            this.pendingInterp      = null;
-            this.pendingInterpBars  = 0;
-            return;
-        }
-
-        const curr = this.currInterpretation;
-        const isDowngrade = (curr === 'BULL' && newInterp !== 'BULL')
-                         || (curr === 'BEAR' && newInterp !== 'BEAR');
-
-        // Hard regime gates define when a confirmed signal is no longer valid at all.
-        // In those cases hysteresis must not keep a stale BULL/BEAR alive after invalidation.
-        const hardInvalidation = this._isHardInvalidation(curr);
-
-        if (!isDowngrade || this.interpHoldBars <= 0 || hardInvalidation) {
-            this.currInterpretation = newInterp;
-            this.pendingInterp      = null;
-            this.pendingInterpBars  = 0;
-            return;
-        }
-
-        // Debounce the downgrade — must hold for interpHoldBars bars
-        if (newInterp === this.pendingInterp) {
-            this.pendingInterpBars++;
-            if (this.pendingInterpBars >= this.interpHoldBars) {
-                this.currInterpretation = newInterp;
-                this.pendingInterp      = null;
-                this.pendingInterpBars  = 0;
-            }
-        } else {
-            this.pendingInterp     = newInterp;
-            this.pendingInterpBars = 1;
-        }
-    }
-
-    _resetEntryBias(): void {
-        this.entryBias = 'NONE';
-        this.isBullWeakEntry = false;
-        this.isBullConfirmation = false;
-        this.isLateBullWithoutWeak = false;
-        this.isBearWeakEntry = false;
-        this.isBearConfirmation = false;
-        this.isLateBearWithoutWeak = false;
-    }
-
-    _advanceEntryBias(prevInterpretation: string): void {
-        const curr = this.currInterpretation;
-        const slowDir = this._rawSmaTrend();
-        const fastDir = this.fastSma ? this._rawFastSmaTrend() : slowDir;
-        const prevBullish = prevInterpretation === 'BULL' || prevInterpretation === 'BULL_WEAK';
-        const currBullish = curr === 'BULL' || curr === 'BULL_WEAK';
-        const prevBearish = prevInterpretation === 'BEAR' || prevInterpretation === 'BEAR_WEAK';
-        const currBearish = curr === 'BEAR' || curr === 'BEAR_WEAK';
-        const bullMacroAligned = slowDir === 'UP';
-        const bearMacroAligned = slowDir === 'DOWN';
-        const bullEntryAligned = bullMacroAligned && fastDir === 'UP';
-        const bearEntryAligned = bearMacroAligned && fastDir === 'DOWN';
-
-        if (!currBullish) {
-            this.bullEntrySetupActive = false;
-            this.bullEntrySetupConfirmed = false;
-        }
-
-        // Keep weak bullish states visible on the chart, but do not emit long
-        // entry events until both slow and fast SMA trends are aligned up.
-        if (!bullEntryAligned) {
-            this.bullEntrySetupActive = false;
-            this.bullEntrySetupConfirmed = false;
-        } else if (curr === 'BULL_WEAK' && (!prevBullish || !this.bullEntrySetupActive)) {
-            this.bullEntrySetupActive = true;
-            this.bullEntrySetupConfirmed = false;
-            this.entryBias = 'EARLY_LONG';
-            this.isBullWeakEntry = true;
-            return;
-        }
-
-        if (curr === 'BULL' && prevInterpretation !== 'BULL') {
-            if (this.bullEntrySetupActive && !this.bullEntrySetupConfirmed) {
-                this.bullEntrySetupConfirmed = true;
-                this.entryBias = 'CONFIRM_LONG';
-                this.isBullConfirmation = true;
-            }
-        }
-
-        if (!currBearish) {
-            this.bearEntrySetupActive = false;
-            this.bearEntrySetupConfirmed = false;
-        }
-
-        // Keep weak bearish states visible on the chart, but do not emit short
-        // entry events until both slow and fast SMA trends are aligned down.
-        if (!bearEntryAligned) {
-            this.bearEntrySetupActive = false;
-            this.bearEntrySetupConfirmed = false;
-            return;
-        }
-
-        if (curr === 'BEAR_WEAK' && (!prevBearish || !this.bearEntrySetupActive)) {
-            this.bearEntrySetupActive = true;
-            this.bearEntrySetupConfirmed = false;
-            this.entryBias = 'EARLY_SHORT';
-            this.isBearWeakEntry = true;
-            return;
-        }
-
-        if (curr === 'BEAR' && prevInterpretation !== 'BEAR') {
-            if (this.bearEntrySetupActive && !this.bearEntrySetupConfirmed) {
-                this.bearEntrySetupConfirmed = true;
-                this.entryBias = 'CONFIRM_SHORT';
-                this.isBearConfirmation = true;
-            }
-        }
-    }
-
-    _isHardInvalidation(interp: string): boolean {
-        if (interp !== 'BULL' && interp !== 'BEAR') return false;
-
-        if (this.macd && this.currMacd !== null) {
-            const threshold = this.macdLineGateThreshold;
-            if (interp === 'BULL' && this.currMacd.macd < threshold) return true;
-            if (interp === 'BEAR' && this.currMacd.macd > -threshold) return true;
-        }
-
-        if (this._violatesMacroDisagreeGate(interp)) return true;
-        if (this._violatesPriceRegimeGate(interp)) return true;
-
-        return false;
-    }
-
-    _violatesMacroDisagreeGate(interp: string, fastDirOverride: string | null = null): boolean {
-        if (!this.trendFilterEnabled || !this.fastSma || !this.sma) return false;
-        if (interp !== 'BULL' && interp !== 'BEAR') return false;
-
-        const fastDir = fastDirOverride ?? this._rawFastSmaTrend();
-        const slowDir = this._rawSmaTrend();
-        const slowBarsInDir = (slowDir === this.prevRawSmaTrend ? this.barsInSmaTrend + 1 : 1);
-
-        if (fastDir === 'NEUTRAL' || slowDir === 'NEUTRAL') return false;
-        if (slowBarsInDir < this.trendFilterMinBars) return false;
-        if (fastDir === slowDir) return false;
-
-        return fastDir !== slowDir;
-    }
-
-    _violatesPriceRegimeGate(interp: string): boolean {
-        if (!this.priceRegimeGateEnabled || !this.sma || this.currSma === null || this.currPrice === null) {
-            return false;
-        }
-        if (!['BULL', 'BULL_WEAK', 'BEAR', 'BEAR_WEAK'].includes(interp)) return false;
-
-        const distanceMultiplier = this.priceRegimeMinDistancePct / 100;
-        const bullFloor = this.currSma * (1 + distanceMultiplier);
-        const bearCeiling = this.currSma * (1 - distanceMultiplier);
-
-        if ((interp === 'BULL' || interp === 'BULL_WEAK') && this.currPrice < bullFloor) return true;
-        if ((interp === 'BEAR' || interp === 'BEAR_WEAK') && this.currPrice > bearCeiling) return true;
-        return false;
-    }
-
-    // ── Interpretation ────────────────────────────────────────
-
-    _computeInterpretation(): string {
-        const hist     = this.currMacd?.histogram ?? null;
-        const macdLine = this.currMacd?.macd      ?? null;
-        const prevHist     = this.prevMacd?.histogram ?? null;
-        const prevMacdLine = this.prevMacd?.macd      ?? null;
-        const rsi = this.currRsi;
-
-        if (hist === null && rsi === null) return 'NEUTRAL';
-
-        // 1. MACD histogram sign with minimum magnitude filter
-        const histBull = hist !== null && hist >  this.macdMinHist;
-        const histBear = hist !== null && hist < -this.macdMinHist;
-
-        // 2. MACD histogram momentum
-        const histMom           = (hist !== null && prevHist !== null) ? hist - prevHist : null;
-        const histWeakeningBull = histBull && histMom !== null && histMom < 0;
-        const histWeakeningBear = histBear && histMom !== null && histMom > 0;
-
-        // 3. MACD zero-line position
-        const macdAboveZero = macdLine !== null && macdLine > 0;
-        const macdBelowZero = macdLine !== null && macdLine < 0;
-
-        // 5. MACD line slope — is the MACD line itself rising or falling?
-        const macdLineSlope   = (macdLine !== null && prevMacdLine !== null) ? macdLine - prevMacdLine : null;
-        const macdLineRising  = macdLineSlope !== null && macdLineSlope > 0;
-        const macdLineFalling = macdLineSlope !== null && macdLineSlope < 0;
-
-        // 6. RSI extremes (highest priority — exit signals)
-        const rsiOverbought = rsi !== null && rsi > this.rsiOverboughtLevel;
-        const rsiOversold   = rsi !== null && rsi < this.rsiOversoldLevel;
-
-        // 7. RSI direction — rising or falling?
-        const rsiSlope   = (rsi !== null && this.prevRsi !== null) ? rsi - this.prevRsi : null;
-        const rsiRising  = rsiSlope !== null && rsiSlope > 0;
-        const rsiFalling = rsiSlope !== null && rsiSlope < 0;
-
-        // 8. RSI counter-trend: in opposing zone AND not recovering (direction confirms divergence)
-        const rsiCounterBull = rsi !== null && rsi < this.rsiBearThreshold && !rsiRising;
-        const rsiCounterBear = rsi !== null && rsi > this.rsiBullThreshold && !rsiFalling;
-
-        // Base signal driven by MACD histogram (RSI no longer hard-gates)
-        let raw = 'NEUTRAL';
-        if (histBull) raw = 'BULL';
-        if (histBear) raw = 'BEAR';
-
-        // RSI extreme exit — override immediately
-        if (raw === 'BULL' && rsiOverbought) return 'OVERBOUGHT';
-        if (raw === 'BEAR' && rsiOversold)   return 'OVERSOLD';
-
-        // Weak conditions:
-        //   histFading:  histogram shrinking AND MACD line not supporting (any zero position)
-        //   dualWeak:    histogram positive but MACD line still on wrong side of zero AND not recovering
-        //   rsiCounter:  RSI in counter-trend territory AND direction confirms (standalone)
-        //
-        // Note: histogram = MACD line − Signal line, so macdBelowSignal is always false when
-        // histBull is true. Signal line crossover is not a valid structural check here.
-        const histFadingBull = histWeakeningBull && !macdLineRising;
-        const histFadingBear = histWeakeningBear && !macdLineFalling;
-        const dualWeakBull   = histBull && macdBelowZero && !macdLineRising;
-        const dualWeakBear   = histBear && macdAboveZero && !macdLineFalling;
-
-        const bullWeak = histFadingBull || dualWeakBull || rsiCounterBull;
-        const bearWeak = histFadingBear || dualWeakBear || rsiCounterBear;
-
-        if (raw === 'BULL' && bullWeak) return 'BULL_WEAK';
-        if (raw === 'BEAR' && bearWeak) return 'BEAR_WEAK';
-
-        return raw;
-    }
-
-    // ── Analysis ───────────────────────────────────────────────
-
-    getAnalysis(): {
-        isReady: boolean;
-        reason?: string;
-        trend: string;
-        confidence: number;
-        isConfirmed: boolean;
-        rawTrend?: string;
-        barsInTrend?: number;
-        smaRawTrend: string;
-        smaTrend: string;
-        smaBarsInTrend: number;
-        smaConfidence: number;
-        fastSmaRawTrend: string;
-        fastSmaTrend: string;
-        fastSmaBarsInTrend: number;
-        fastSmaConfidence: number;
-        fastSmaValue: number | null;
-        slowSma: number | null;
-        macdLine: number | null;
-        macdSignal: number | null;
-        macdHistogram: number | null;
-        macdTrend: string | null;
-        rsi: number | null;
-        rsiZone: string | null;
-        interpretation: string;
-        interpretationRaw: string;
-        interpretationBars: number;
-        entryBias: string;
-        isBullWeakEntry: boolean;
-        isBullConfirmation: boolean;
-        isLateBullWithoutWeak: boolean;
-        isBearWeakEntry: boolean;
-        isBearConfirmation: boolean;
-        isLateBearWithoutWeak: boolean;
-        price: number | null;
-        updateCount: number;
-        timestamp?: number;
-    } {
-        const warmupNeeded = Math.max(
-            this.sma     ? this.slowSmaPeriod : 0,
-            this.fastSma ? this.fastSmaPeriod : 0,
-            this.macd    ? this.macdConfig.slowPeriod + this.macdConfig.signalPeriod : 0,
-            this.rsi     ? this.rsiPeriod + 1 : 0
-        );
-
-        if (this.updateCount < warmupNeeded) {
-            return {
-                isReady: false,
-                reason:  `Warming up: ${this.updateCount}/${warmupNeeded} candles`,
-                trend: 'NEUTRAL', confidence: 0, isConfirmed: false,
-                ...this._emptySignals(),
-                price: this.currPrice, updateCount: this.updateCount,
-            };
-        }
-
-        const smaRaw     = this._rawSmaTrend();
-        const fastSmaRaw = this._rawFastSmaTrend();
-        const smaConf     = this._conf(smaRaw,     this.barsInSmaTrend);
-        const fastSmaConf = this._conf(fastSmaRaw, this.barsInFastSmaTrend);
-
-        const smaConfirmed     = smaRaw     !== 'NEUTRAL' && this.barsInSmaTrend     >= this.minBarsForConfirmation;
-        const fastSmaConfirmed = fastSmaRaw !== 'NEUTRAL' && this.barsInFastSmaTrend >= this.minBarsForConfirmation;
-
-        // Primary: fastSMA > SMA
-        const primary     = this.fastSma ? fastSmaRaw  : smaRaw;
-        const primConf    = this.fastSma ? fastSmaConf : smaConf;
-        const primConfirm = this.fastSma ? fastSmaConfirmed : smaConfirmed;
-
-        return {
-            isReady: true,
-            trend:       primConfirm ? primary : 'NEUTRAL',
-            confidence:  primConf,
-            isConfirmed: primConfirm,
-            rawTrend:    primary,
-            barsInTrend: this.fastSma ? this.barsInFastSmaTrend : this.barsInSmaTrend,
-            // SMA (slow)
-            smaRawTrend:    smaRaw,
-            smaTrend:       smaConfirmed ? smaRaw : 'NEUTRAL',
-            smaBarsInTrend: this.barsInSmaTrend,
-            smaConfidence:  smaConf,
-            // SMA (fast)
-            fastSmaRawTrend:    fastSmaRaw,
-            fastSmaTrend:       fastSmaConfirmed ? fastSmaRaw : 'NEUTRAL',
-            fastSmaBarsInTrend: this.barsInFastSmaTrend,
-            fastSmaConfidence:  fastSmaConf,
-            fastSmaValue:       this.currFastSma !== null ? roundTo(this.currFastSma, 1e6) : null,
-            // MACD
-            macdLine:      this.currMacd ? roundTo(this.currMacd.macd, 1e8) : null,
-            macdSignal:    this.currMacd ? roundTo(this.currMacd.signal, 1e8) : null,
-            macdHistogram: this.currMacd ? roundTo(this.currMacd.histogram, 1e8) : null,
-            macdTrend: this.currMacd
-                ? (this.currMacd.histogram > 0 ? 'BULL' : this.currMacd.histogram < 0 ? 'BEAR' : 'NEUTRAL')
-                : null,
-            // RSI
-            rsi: this.currRsi !== null ? roundTo(this.currRsi, 100) : null,
-            rsiZone: this.currRsi !== null
-                ? (this.currRsi > this.rsiOverboughtLevel ? 'OVERBOUGHT' : this.currRsi < this.rsiOversoldLevel ? 'OVERSOLD' : 'NEUTRAL')
-                : null,
-            // Combined interpretation
-            interpretation:    this.currInterpretation,
-            interpretationRaw: this.currInterpretationRaw,
-            interpretationBars: this.barsInRawInterp,
-            entryBias: this.entryBias,
-            isBullWeakEntry: this.isBullWeakEntry,
-            isBullConfirmation: this.isBullConfirmation,
-            isLateBullWithoutWeak: this.isLateBullWithoutWeak,
-            isBearWeakEntry: this.isBearWeakEntry,
-            isBearConfirmation: this.isBearConfirmation,
-            isLateBearWithoutWeak: this.isLateBearWithoutWeak,
-            // Values
-            price:       this.currPrice,
-            slowSma:     this.currSma     !== null ? roundTo(this.currSma, 1e6) : null,
-            updateCount: this.updateCount,
-        };
-    }
-
-    _conf(raw: string, bars: number): number {
-        return raw !== 'NEUTRAL' ? Math.min(100, Math.round((bars / 20) * 100)) : 0;
-    }
-
-    _emptySignals(): {
-        smaRawTrend: string; smaTrend: string; smaBarsInTrend: number; smaConfidence: number;
-        fastSmaRawTrend: string; fastSmaTrend: string; fastSmaBarsInTrend: number; fastSmaConfidence: number; fastSmaValue: null;
-        slowSma: null;
-        macdLine: null; macdSignal: null; macdHistogram: null; macdTrend: null;
-        rsi: null; rsiZone: null;
-        interpretation: string; interpretationRaw: string; interpretationBars: number;
-        entryBias: string;
-        isBullWeakEntry: boolean; isBullConfirmation: boolean; isLateBullWithoutWeak: boolean;
-        isBearWeakEntry: boolean; isBearConfirmation: boolean; isLateBearWithoutWeak: boolean;
-    } {
-        return {
-            smaRawTrend: 'NEUTRAL', smaTrend: 'NEUTRAL', smaBarsInTrend: 0, smaConfidence: 0,
-            fastSmaRawTrend: 'NEUTRAL', fastSmaTrend: 'NEUTRAL', fastSmaBarsInTrend: 0, fastSmaConfidence: 0, fastSmaValue: null,
-            slowSma: null,
-            macdLine: null, macdSignal: null, macdHistogram: null, macdTrend: null,
-            rsi: null, rsiZone: null,
-            interpretation: 'NEUTRAL', interpretationRaw: 'NEUTRAL', interpretationBars: 0,
-            entryBias: 'NONE',
-            isBullWeakEntry: false,
-            isBullConfirmation: false,
-            isLateBullWithoutWeak: false,
-            isBearWeakEntry: false,
-            isBearConfirmation: false,
-            isLateBearWithoutWeak: false,
-        };
-    }
-
-    reset(): void {
-        if (this.sma)     this.sma.reset(this.slowSmaPeriod);
-        if (this.fastSma) this.fastSma.reset(this.fastSmaPeriod);
-        if (this.macd)    this.macd.reset(this.macdConfig.fastPeriod, this.macdConfig.slowPeriod, this.macdConfig.signalPeriod);
-        if (this.rsi)     this.rsi.reset(this.rsiPeriod);
-        this.currMacd = null; this.prevMacd = null;
-        this.currRsi  = null;
-        this.prevRawInterp = null; this.barsInRawInterp = 0;
-        this.currInterpretation = 'NEUTRAL'; this.currInterpretationRaw = 'NEUTRAL';
-        this.pendingInterp      = null;
-        this.pendingInterpBars  = 0;
-        this.entryBias = 'NONE';
-        this.isBullWeakEntry = false;
-        this.isBullConfirmation = false;
-        this.isLateBullWithoutWeak = false;
-        this.isBearWeakEntry = false;
-        this.isBearConfirmation = false;
-        this.isLateBearWithoutWeak = false;
-        this.bullEntrySetupActive = false;
-        this.bullEntrySetupConfirmed = false;
-        this.bearEntrySetupActive = false;
-        this.bearEntrySetupConfirmed = false;
-        this.prevSma     = null;
-        this.currSma     = null;
-        this.prevFastSma = null;
-        this.currFastSma = null;
-        this.currPrice = null;
-        this.prevRawSmaTrend = null;
-        this.barsInSmaTrend = 0;
-        this.prevRawFastSmaTrend = null;
-        this.barsInFastSmaTrend = 0;
-        this.barsAboveFastSma = 0;
-        this.barsBelowFastSma = 0;
-        this.updateCount = 0;
-    }
-
-    getUpdateCount(): number { return this.updateCount; }
-}
-
-export { DerivativeAnalyzer }
-