hedgequantx 2.9.203 → 2.9.205

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.203",
+  "version": "2.9.205",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/lib/smart-logs-engine.js

@@ -169,40 +169,75 @@ class SmartLogsEngine {
     const events = this._detectEvents(state, this.lastState);
     this.lastState = { ...state };
 
-    // For QUANT strategy: use rich smart-logs messages
-    if (this.strategyId === 'ultra-scalping' && state.bars >= 5) {
+    // For QUANT strategy: ALWAYS use rich QUANT-specific smart-logs with metrics
+    if (this.strategyId === 'ultra-scalping') {
       const timeSinceLastLog = now - this.lastLogTime;
       
       // Log every 5 seconds with quant metrics
       if (timeSinceLastLog >= CONFIG.LOG_INTERVAL_SECONDS * 1000) {
         this.lastLogTime = now;
         
-        // Use getLiveAnalysisLog for rich contextual messages
-        const trend = zScore > 0.5 ? 'bullish' : zScore < -0.5 ? 'bearish' : 'neutral';
-        const liveMessage = smartLogs.getLiveAnalysisLog({
-          trend,
-          bars: state.bars || 0,
-          swings: state.swings || 0,
-          zones: state.zones || 0,
-          nearZone: state.nearZone || false,
-          setupForming: Math.abs(zScore) >= 1.5,
-        });
+        // Still warming up - use building messages from QUANT pool
+        if (state.bars < 50) {
+          const d = { sym, ticks: state.bars || 0, price };
+          return {
+            type: 'system',
+            message: QUANT.building(d),
+            logToSession: this.counter % CONFIG.SESSION_LOG_INTERVAL === 0
+          };
+        }
         
-        // Add quant metrics suffix
-        const zStr = zScore.toFixed(2);
+        // Ready - use rich QUANT context messages
+        // Determine market context from QUANT metrics
+        // zScore: mean reversion indicator (-3 to +3)
+        // vpin: toxicity 0-1 (higher = more informed trading)
+        // ofi: order flow imbalance -1 to +1 (positive = buying pressure)
+        const absZ = Math.abs(zScore);
+        const ofiAbs = Math.abs(ofi);
+        const zScoreAbs = absZ.toFixed(1);
         const vpinPct = (vpin * 100).toFixed(0);
-        const ofiPct = (ofi * 100).toFixed(0);
-        const metrics = chalk.gray(` | Z:${zStr} VPIN:${vpinPct}% OFI:${ofiPct}%`);
+        const ofiPct = (ofi > 0 ? '+' : '') + (ofi * 100).toFixed(0) + '%';
+        
+        // Build data object for QUANT message pools
+        const d = { 
+          sym, price, 
+          zScore: zScore.toFixed(1), 
+          zScoreAbs, 
+          rawZScore: zScore,
+          vpin: vpinPct, 
+          ofi: ofiPct, 
+          ticks: state.bars || 0 
+        };
+        
+        let logType = 'analysis';
+        let message;
+        
+        if (absZ >= 2.0) {
+          // Strong signal zone - use bull/bear messages
+          logType = 'signal';
+          message = zScore < 0 ? QUANT.bull(d) : QUANT.bear(d);
+        } else if (absZ >= 1.5) {
+          // Approaching threshold - use ready messages
+          logType = 'signal';
+          message = QUANT.ready(d);
+        } else if (absZ >= 1.0 || ofiAbs >= 0.2) {
+          // Building edge - use zones messages
+          message = QUANT.zones(d);
+        } else {
+          // Normal market - use neutral messages
+          message = QUANT.neutral(d);
+        }
         
         return { 
-          type: 'analysis', 
-          message: `[${sym}] ${liveMessage}${metrics}`,
+          type: logType, 
+          message,
           logToSession: this.counter % CONFIG.SESSION_LOG_INTERVAL === 0 
         };
       }
       return null;
     }
 
+    // HQX-2B strategy: event-based logging
     // No events = no log (SILENCE)
     if (events.length === 0) {
       return null;