hedgequantx 2.6.161 → 2.6.162

package/src/pages/algo/smart-logs-data.js

@@ -0,0 +1,218 @@
+/**
+ * Smart Logs Message Pools and State
+ * @module pages/algo/smart-logs-data
+ * 
+ * HF-grade message pools for institutional logging.
+ */
+
+'use strict';
+
+// State tracking
+const recentMessages = new Map();
+const MAX_RECENT = 5;
+
+// Market microstructure state
+const microstructure = {
+  ofi: 0,
+  cumDelta: 0,
+  delta: 0,
+  zscore: 0,
+  momentum: 0,
+  acceleration: 0,
+  spread: 0,
+  bidDepth: 0,
+  askDepth: 0,
+  imbalance: 0,
+  vwap: 0,
+  poc: 0,
+  atr: 0,
+  tps: 0,
+  buyVol: 0,
+  sellVol: 0,
+  lastUpdate: Date.now(),
+};
+
+// Position state
+const position = {
+  side: null,
+  symbol: '',
+  size: 0,
+  entryPrice: 0,
+  currentPrice: 0,
+  stopLoss: 0,
+  takeProfit: 0,
+  entryTime: 0,
+  unrealizedPnl: 0,
+  tickSize: 0.25,
+  tickValue: 12.50,
+};
+
+// Message pools - HF Grade
+const FLOW_AGGRESSIVE_BUY = [
+  'Aggressive lifting offers',
+  'Heavy buy-side absorption',
+  'Institutional accumulation',
+  'Delta surge positive',
+  'Bid stacking detected',
+  'Buy programs sweeping',
+];
+
+const FLOW_AGGRESSIVE_SELL = [
+  'Aggressive hitting bids',
+  'Heavy sell-side distribution',
+  'Institutional liquidation',
+  'Delta surge negative',
+  'Offer stacking detected',
+  'Sell programs sweeping',
+];
+
+const FLOW_BALANCED = [
+  'Two-sided flow equilibrium',
+  'Balanced book rotation',
+  'Fair value discovery',
+  'Neutral order flow',
+  'Market making zone',
+];
+
+const MR_OVERBOUGHT = [
+  'Extended above VWAP band',
+  'Z-score overbought extreme',
+  'Mean reversion fade setup',
+  'Exhaustion at upper band',
+  'Stretched deviation short',
+];
+
+const MR_OVERSOLD = [
+  'Extended below VWAP band',
+  'Z-score oversold extreme',
+  'Mean reversion bounce setup',
+  'Capitulation at lower band',
+  'Stretched deviation long',
+];
+
+const MOM_ACCELERATING_UP = [
+  'Momentum acceleration +',
+  'Velocity vector bullish',
+  'Trend thrust positive',
+  'Breakout momentum confirmed',
+  'Impulse wave up',
+];
+
+const MOM_ACCELERATING_DOWN = [
+  'Momentum acceleration -',
+  'Velocity vector bearish',
+  'Trend thrust negative',
+  'Breakdown momentum confirmed',
+  'Impulse wave down',
+];
+
+const VOL_EXPANSION = [
+  'Volatility expansion cycle',
+  'ATR breakout detected',
+  'Range expansion phase',
+  'Vol regime shift high',
+  'Gamma event potential',
+];
+
+const VOL_COMPRESSION = [
+  'Volatility compression cycle',
+  'ATR contraction detected',
+  'Range compression phase',
+  'Vol regime shift low',
+  'Coiling for breakout',
+];
+
+const POS_PROFIT_RUNNING = [
+  'P&L positive running',
+  'Trade thesis confirmed',
+  'Alpha capture in progress',
+  'Edge realization phase',
+  'Position working target',
+];
+
+const POS_LOSS_MANAGING = [
+  'Adverse excursion mgmt',
+  'Drawdown within params',
+  'Risk budget consuming',
+  'Position under pressure',
+  'Defending stop level',
+];
+
+const POS_NEAR_TARGET = [
+  'Approaching profit target',
+  'Near TP execution zone',
+  'Exit liquidity scanning',
+  'Target strike imminent',
+  'Profit capture pending',
+];
+
+const POS_NEAR_STOP = [
+  'Near stop execution zone',
+  'SL liquidity scanning',
+  'Risk threshold proximity',
+  'Stop strike imminent',
+  'Loss containment pending',
+];
+
+const SCANNING_ACTIVE = [
+  'Scanning microstructure',
+  'Analyzing order book',
+  'Evaluating flow signals',
+  'Pattern recognition active',
+  'Setup detection running',
+];
+
+// Helper functions
+function getVariedMessage(category, pool, defaultMsg) {
+  const recent = recentMessages.get(category) || [];
+  const available = pool.filter(msg => !recent.includes(msg));
+  if (available.length === 0) {
+    recentMessages.set(category, []);
+    return pool[Math.floor(Math.random() * pool.length)] || defaultMsg;
+  }
+  const chosen = available[Math.floor(Math.random() * available.length)] || defaultMsg;
+  recent.push(chosen);
+  if (recent.length > MAX_RECENT) recent.shift();
+  recentMessages.set(category, recent);
+  return chosen;
+}
+
+function formatNumber(n, decimals = 2) {
+  if (n === undefined || n === null || isNaN(n)) return '--';
+  const num = parseFloat(n);
+  const sign = num >= 0 ? '+' : '';
+  return sign + num.toFixed(decimals);
+}
+
+function formatPnl(pnl) {
+  if (pnl === undefined || pnl === null) return '--';
+  return pnl >= 0 ? `+$${pnl.toFixed(2)}` : `-$${Math.abs(pnl).toFixed(2)}`;
+}
+
+module.exports = {
+  // State
+  microstructure,
+  position,
+  recentMessages,
+  
+  // Pools
+  FLOW_AGGRESSIVE_BUY,
+  FLOW_AGGRESSIVE_SELL,
+  FLOW_BALANCED,
+  MR_OVERBOUGHT,
+  MR_OVERSOLD,
+  MOM_ACCELERATING_UP,
+  MOM_ACCELERATING_DOWN,
+  VOL_EXPANSION,
+  VOL_COMPRESSION,
+  POS_PROFIT_RUNNING,
+  POS_LOSS_MANAGING,
+  POS_NEAR_TARGET,
+  POS_NEAR_STOP,
+  SCANNING_ACTIVE,
+  
+  // Helpers
+  getVariedMessage,
+  formatNumber,
+  formatPnl,
+};

package/src/pages/algo/smart-logs.js

@@ -1,222 +1,17 @@
 /**
- * =============================================================================
- * HQX INSTITUTIONAL SMART LOGGING SYSTEM
- * =============================================================================
- * HedgeFund-grade execution logs with full market microstructure context
- * 
- * SHOWS:
- * - Order Flow Imbalance (OFI) with directional bias
- * - Cumulative Delta & Volume Profile
- * - Z-Score deviation from fair value
- * - Momentum vectors & acceleration
- * - Liquidity depth & spread dynamics
- * - Position Greeks: Ticks to SL/TP, R-multiple, hold time
- * - Flow alignment score (position vs market flow)
- * - Tick-by-tick execution latency
+ * HQX Institutional Smart Logging System
+ * HedgeFund-grade execution logs with market microstructure context
  */
 
 'use strict';
 
-// =============================================================================
-// STATE TRACKING
-// =============================================================================
-
-const recentMessages = new Map();
-const MAX_RECENT = 5;
-
-// Market microstructure state
-const microstructure = {
-  ofi: 0,                    // Order Flow Imbalance (-1 to +1)
-  cumDelta: 0,               // Cumulative Delta
-  delta: 0,                  // Current bar delta
-  zscore: 0,                 // Z-Score from VWAP/mean
-  momentum: 0,               // Price momentum
-  acceleration: 0,           // Momentum change rate
-  spread: 0,                 // Bid-ask spread in ticks
-  bidDepth: 0,               // Bid side liquidity
-  askDepth: 0,               // Ask side liquidity
-  imbalance: 0,              // Book imbalance ratio
-  vwap: 0,                   // Volume Weighted Avg Price
-  poc: 0,                    // Point of Control
-  atr: 0,                    // Average True Range
-  tps: 0,                    // Ticks per second
-  buyVol: 0,                 // Buy volume
-  sellVol: 0,                // Sell volume
-  lastUpdate: Date.now(),
-};
-
-// Position state for Greeks calculation
-const position = {
-  side: null,                // 'LONG' | 'SHORT'
-  symbol: '',
-  size: 0,
-  entryPrice: 0,
-  currentPrice: 0,
-  stopLoss: 0,
-  takeProfit: 0,
-  entryTime: 0,
-  unrealizedPnl: 0,
-  tickSize: 0.25,
-  tickValue: 12.50,
-};
-
-// =============================================================================
-// HELPER FUNCTIONS
-// =============================================================================
-
-function getVariedMessage(category, pool, defaultMsg) {
-  const recent = recentMessages.get(category) || [];
-  const available = pool.filter(msg => !recent.includes(msg));
-  if (available.length === 0) {
-    recentMessages.set(category, []);
-    return pool[Math.floor(Math.random() * pool.length)] || defaultMsg;
-  }
-  const chosen = available[Math.floor(Math.random() * available.length)] || defaultMsg;
-  recent.push(chosen);
-  if (recent.length > MAX_RECENT) recent.shift();
-  recentMessages.set(category, recent);
-  return chosen;
-}
-
-function formatNumber(n, decimals = 2) {
-  if (n === undefined || n === null || isNaN(n)) return '--';
-  const num = parseFloat(n);
-  const sign = num >= 0 ? '+' : '';
-  return sign + num.toFixed(decimals);
-}
-
-function formatPnl(pnl) {
-  if (pnl === undefined || pnl === null) return '--';
-  return pnl >= 0 ? `+$${pnl.toFixed(2)}` : `-$${Math.abs(pnl).toFixed(2)}`;
-}
-
-// =============================================================================
-// INSTITUTIONAL MESSAGE POOLS
-// =============================================================================
-
-// Flow Analysis - HF Grade
-const FLOW_AGGRESSIVE_BUY = [
-  'Aggressive lifting offers',
-  'Heavy buy-side absorption',
-  'Institutional accumulation',
-  'Delta surge positive',
-  'Bid stacking detected',
-  'Buy programs sweeping',
-];
-
-const FLOW_AGGRESSIVE_SELL = [
-  'Aggressive hitting bids',
-  'Heavy sell-side distribution',
-  'Institutional liquidation',
-  'Delta surge negative',
-  'Offer stacking detected',
-  'Sell programs sweeping',
-];
-
-const FLOW_BALANCED = [
-  'Two-sided flow equilibrium',
-  'Balanced book rotation',
-  'Fair value discovery',
-  'Neutral order flow',
-  'Market making zone',
-];
-
-// Mean Reversion - HF Grade
-const MR_OVERBOUGHT = [
-  'Extended above VWAP band',
-  'Z-score overbought extreme',
-  'Mean reversion fade setup',
-  'Exhaustion at upper band',
-  'Stretched deviation short',
-];
-
-const MR_OVERSOLD = [
-  'Extended below VWAP band',
-  'Z-score oversold extreme',
-  'Mean reversion bounce setup',
-  'Capitulation at lower band',
-  'Stretched deviation long',
-];
-
-// Momentum - HF Grade
-const MOM_ACCELERATING_UP = [
-  'Momentum acceleration +',
-  'Velocity vector bullish',
-  'Trend thrust positive',
-  'Breakout momentum confirmed',
-  'Impulse wave up',
-];
-
-const MOM_ACCELERATING_DOWN = [
-  'Momentum acceleration -',
-  'Velocity vector bearish',
-  'Trend thrust negative',
-  'Breakdown momentum confirmed',
-  'Impulse wave down',
-];
-
-// Volatility - HF Grade
-const VOL_EXPANSION = [
-  'Volatility expansion cycle',
-  'ATR breakout detected',
-  'Range expansion phase',
-  'Vol regime shift high',
-  'Gamma event potential',
-];
-
-const VOL_COMPRESSION = [
-  'Volatility compression cycle',
-  'ATR contraction detected',
-  'Range compression phase',
-  'Vol regime shift low',
-  'Coiling for breakout',
-];
-
-// Position Status - HF Grade
-const POS_PROFIT_RUNNING = [
-  'P&L positive running',
-  'Trade thesis confirmed',
-  'Alpha capture in progress',
-  'Edge realization phase',
-  'Position working target',
-];
-
-const POS_LOSS_MANAGING = [
-  'Adverse excursion mgmt',
-  'Drawdown within params',
-  'Risk budget consuming',
-  'Position under pressure',
-  'Defending stop level',
-];
-
-const POS_NEAR_TARGET = [
-  'Approaching profit target',
-  'Near TP execution zone',
-  'Exit liquidity scanning',
-  'Target strike imminent',
-  'Profit capture pending',
-];
-
-const POS_NEAR_STOP = [
-  'Near stop execution zone',
-  'SL liquidity scanning',
-  'Risk threshold proximity',
-  'Stop strike imminent',
-  'Loss containment pending',
-];
-
-// Scanning - HF Grade
-const SCANNING_ACTIVE = [
-  'Scanning microstructure',
-  'Analyzing order book',
-  'Evaluating flow signals',
-  'Pattern recognition active',
-  'Setup detection running',
-];
-
-// =============================================================================
-// MAIN LOG GENERATORS - HF GRADE
-// =============================================================================
+const {
+  microstructure, position, getVariedMessage, formatNumber, formatPnl,
+  FLOW_AGGRESSIVE_BUY, FLOW_AGGRESSIVE_SELL, FLOW_BALANCED,
+  MR_OVERBOUGHT, MR_OVERSOLD, MOM_ACCELERATING_UP, MOM_ACCELERATING_DOWN,
+  VOL_EXPANSION, VOL_COMPRESSION, POS_PROFIT_RUNNING, POS_LOSS_MANAGING,
+  POS_NEAR_TARGET, POS_NEAR_STOP, SCANNING_ACTIVE,
+} = require('./smart-logs-data');
 
 /**
  * Update microstructure state from strategy model values

package/src/pages/algo/ui-constants.js

@@ -0,0 +1,144 @@
+/**
+ * @fileoverview Algo UI Constants and Helpers
+ * Box drawing, colors, icons, and utility functions
+ */
+
+const chalk = require('chalk');
+
+// Box drawing characters
+const BOX = {
+  TOP: '\u2554', BOT: '\u255A', V: '\u2551', H: '\u2550',
+  TR: '\u2557', BR: '\u255D', ML: '\u2560', MR: '\u2563',
+  TM: '\u2564', BM: '\u2567', MM: '\u256A', VS: '\u2502'
+};
+
+// Spinner characters
+const SPINNER = ['\u280B', '\u2819', '\u2839', '\u2838', '\u283C', '\u2834', '\u2826', '\u2827', '\u2807', '\u280F'];
+
+// Log type colors - HF grade BOLD (FIXED colors - no variation)
+const LOG_COLORS = {
+  fill_buy: chalk.green,
+  fill_sell: chalk.red,
+  fill_win: chalk.green,
+  fill_loss: chalk.red,
+  win: chalk.green,
+  loss: chalk.red,
+  be: chalk.yellow,
+  entry: chalk.cyan,
+  filled: chalk.green,
+  connected: chalk.cyan,
+  ready: chalk.green,
+  error: chalk.red,
+  reject: chalk.red,
+  info: chalk.gray,
+  system: chalk.magenta,
+  signal: chalk.yellow,
+  trade: chalk.green,
+  warning: chalk.yellow,
+  success: chalk.green,
+  analysis: chalk.magenta
+};
+
+// Log type icons - Unicode icons (ALL 8 chars wide for alignment)
+const LOG_ICONS = {
+  fill_buy: '⬆ BUY  ',
+  fill_sell: '⬇ SELL ',
+  fill_win: '✔ WIN  ',
+  fill_loss: '✘ LOSS ',
+  win: '✔ WIN  ',
+  loss: '✘ LOSS ',
+  be: '★ BE   ',
+  entry: '➡ ENTRY',
+  filled: '✔ FILL ',
+  connected: '✔ CONN ',
+  ready: '✔ READY',
+  error: '✘ ERROR',
+  reject: '✘ REJCT',
+  info: '➡ INFO ',
+  system: '★ SYSTM',
+  signal: '★ SIGNL',
+  trade: '✔ TRADE',
+  success: '✔ SUCCS',
+  warning: '⬅ WARNG',
+  analysis: '★ ANLYS'
+};
+
+/** Strip ANSI codes from string */
+const stripAnsi = (str) => str.replace(/\x1B\[[0-9;]*m/g, '');
+
+/** Colorize message: positive numbers=cyan, negative=red, symbols=yellow */
+const colorizeMessage = (msg) => {
+  if (!msg) return '';
+  if (msg.includes('\x1B[')) return msg;
+  
+  return msg
+    .replace(/\+\$[\d,]+\.?\d*/g, (m) => chalk.cyan.bold(m))
+    .replace(/-\$[\d,]+\.?\d*/g, (m) => chalk.red.bold(m))
+    .replace(/\+\d+\.?\d*/g, (m) => chalk.cyan(m))
+    .replace(/-\d+\.?\d*/g, (m) => chalk.red(m))
+    .replace(/\b(NQ|ES|MNQ|MES|RTY|M2K|YM|MYM|CL|GC|SI)[A-Z]\d\b/g, (m) => chalk.yellow.bold(m))
+    .replace(/\d+\.?\d*%/g, (m) => chalk.cyan(m))
+    .replace(/\b\d{4,5}\.\d{2}\b/g, (m) => chalk.white.bold(m));
+};
+
+/** Center text in width */
+const center = (text, width) => {
+  const pad = Math.floor((width - text.length) / 2);
+  return ' '.repeat(pad) + text + ' '.repeat(width - pad - text.length);
+};
+
+/** Fit text to exact width (truncate or pad) */
+const fitToWidth = (text, width) => {
+  const plain = stripAnsi(text);
+  if (plain.length > width) {
+    let count = 0, cut = 0;
+    for (let i = 0; i < text.length && count < width - 3; i++) {
+      if (text[i] === '\x1B') { while (i < text.length && text[i] !== 'm') i++; }
+      else { count++; cut = i + 1; }
+    }
+    return text.substring(0, cut) + '...';
+  }
+  return text + ' '.repeat(width - plain.length);
+};
+
+/** Build a labeled cell for grid - UPPERCASE BOLD style */
+const buildCell = (label, value, color, width) => {
+  const upperLabel = label.toUpperCase();
+  const upperValue = String(value).toUpperCase();
+  const text = ` ${chalk.bold(upperLabel)}: ${color.bold(upperValue)}`;
+  const plain = ` ${upperLabel}: ${upperValue}`;
+  return { text, plain, padded: text + ' '.repeat(Math.max(0, width - plain.length)) };
+};
+
+/** Check market hours */
+const checkMarketStatus = () => {
+  const now = new Date();
+  const utcDay = now.getUTCDay();
+  const utcHour = now.getUTCHours();
+  const isDST = now.getTimezoneOffset() < Math.max(
+    new Date(now.getFullYear(), 0, 1).getTimezoneOffset(),
+    new Date(now.getFullYear(), 6, 1).getTimezoneOffset()
+  );
+  const ctOffset = isDST ? 5 : 6;
+  const ctHour = (utcHour - ctOffset + 24) % 24;
+  const ctDay = utcHour < ctOffset ? (utcDay + 6) % 7 : utcDay;
+
+  if (ctDay === 6) return { isOpen: false, message: 'Market closed (Saturday)' };
+  if (ctDay === 0 && ctHour < 17) return { isOpen: false, message: 'Market opens Sunday 5:00 PM CT' };
+  if (ctDay === 5 && ctHour >= 16) return { isOpen: false, message: 'Market closed (Friday after 4PM CT)' };
+  if (ctHour === 16 && ctDay >= 1 && ctDay <= 4) return { isOpen: false, message: 'Daily maintenance' };
+  return { isOpen: true, message: 'Market OPEN' };
+};
+
+module.exports = {
+  BOX,
+  SPINNER,
+  LOG_COLORS,
+  LOG_ICONS,
+  stripAnsi,
+  colorizeMessage,
+  center,
+  fitToWidth,
+  buildCell,
+  checkMarketStatus,
+};