hedgequantx 2.9.232 → 2.9.234

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Files changed (2) hide show
  1. package/package.json +1 -1
  2. package/src/lib/smart-logs-engine.js +83 -48
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
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  "name": "hedgequantx",
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- "version": "2.9.232",
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+ "version": "2.9.234",
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  "description": "HedgeQuantX - Prop Futures Trading CLI",
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  "main": "src/app.js",
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  "bin": {
package/src/lib/smart-logs-engine.js CHANGED
@@ -15,22 +15,44 @@
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  const chalk = require('chalk');
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17
 
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- // Color helpers for consistent styling
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+ // Rich color helpers for professional HF display
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  const C = {
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- sym: (s) => chalk.cyan.bold(s),
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- price: (p) => chalk.white.bold(p),
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- long: (s) => chalk.green.bold(s),
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- short: (s) => chalk.red.bold(s),
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- bull: (s) => chalk.green(s),
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- bear: (s) => chalk.red(s),
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- val: (v) => chalk.blue(v),
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- valHigh: (v) => chalk.magenta.bold(v),
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- ok: (s) => chalk.green(s),
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- warn: (s) => chalk.yellow(s),
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- danger: (s) => chalk.red.bold(s),
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- dim: (s) => chalk.dim(s),
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- info: (s) => chalk.gray(s),
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- signal: (s) => chalk.yellow.bold(s),
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+ // Symbol - bright cyan
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+ sym: (s) => chalk.hex('#00FFFF').bold(s),
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+
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+ // Price - bright white/yellow
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+ price: (p) => chalk.hex('#FFFFFF').bold(p),
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+ priceUp: (p) => chalk.hex('#00FF00').bold(p),
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+ priceDown: (p) => chalk.hex('#FF4444').bold(p),
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+
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+ // Direction
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+ long: (s) => chalk.hex('#00FF00').bold(s),
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+ short: (s) => chalk.hex('#FF4444').bold(s),
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+ bull: (s) => chalk.hex('#00DD00')(s),
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+ bear: (s) => chalk.hex('#FF6666')(s),
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+
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+ // Values & metrics
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+ val: (v) => chalk.hex('#00BFFF')(v), // Deep sky blue
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+ valHigh: (v) => chalk.hex('#FF00FF').bold(v), // Magenta for extreme
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+ zscore: (v) => chalk.hex('#FFD700')(v), // Gold for Z-score
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+
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+ // Status indicators
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+ ok: (s) => chalk.hex('#00FF00')(s),
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+ warn: (s) => chalk.hex('#FFA500').bold(s), // Orange warning
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+ danger: (s) => chalk.hex('#FF0000').bold(s), // Red danger
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+
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+ // Neutral/info
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+ dim: (s) => chalk.hex('#888888')(s),
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+ info: (s) => chalk.hex('#AAAAAA')(s),
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+ muted: (s) => chalk.hex('#666666')(s),
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+
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+ // Special states
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+ signal: (s) => chalk.hex('#FFFF00').bold(s), // Bright yellow signal
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+ toxic: (s) => chalk.hex('#FF0000').bgHex('#330000').bold(s),
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+
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+ // Labels
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+ label: (s) => chalk.hex('#888888')(s),
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+ separator: () => chalk.hex('#444444')('|'),
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  };
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57
 
36
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  const CONFIG = {
@@ -86,8 +108,9 @@ class SmartLogsEngine {
86
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  const priceNum = state.price || 0;
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  const lastPrice = this._lastPrice || priceNum;
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  const priceDiff = priceNum - lastPrice;
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- const priceDir = priceDiff > 0.01 ? '▲' : priceDiff < -0.01 ? '▼' : '•';
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- const priceDirColor = priceDiff > 0 ? C.bull : priceDiff < 0 ? C.bear : C.dim;
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+ const priceDir = priceDiff > 0.01 ? '▲' : priceDiff < -0.01 ? '▼' : '─';
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+ const priceDirColor = priceDiff > 0 ? C.bull : priceDiff < 0 ? C.bear : C.muted;
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+ const priceDisplay = priceDiff > 0 ? C.priceUp(price) : priceDiff < 0 ? C.priceDown(price) : C.price(price);
91
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  this._lastPrice = priceNum;
92
115
 
93
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  // Track tick velocity
@@ -96,13 +119,17 @@ class SmartLogsEngine {
96
119
  this._lastTicks = tickCount || bars || 0;
97
120
 
98
121
  // Not enough data - still warming up
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- const dataPoints = bars || tickCount || 0;
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- if (dataPoints < 50 || !price) {
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- const pct = Math.min(100, Math.round((dataPoints / 50) * 100));
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- const remaining = 50 - dataPoints;
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+ // HQX Scalping is a TICK strategy - needs minimum ticks for QUANT models
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+ const tickTotal = tickCount || 0;
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+ const minTicks = 500; // Minimum ticks needed for Z-score, VPIN, OFI calculations
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+
126
+ if (tickTotal < minTicks || !price) {
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+ const pct = Math.min(100, Math.round((tickTotal / minTicks) * 100));
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+ const remaining = minTicks - tickTotal;
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+ const pctColor = pct < 30 ? C.warn : pct < 70 ? C.val : C.ok;
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130
  return {
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  type: 'system',
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- message: `[${C.sym(sym)}] ${price ? C.price(price) : '-.--'} | Calibrating ${C.val(pct + '%')} | ${remaining} samples to ready | +${tickVelocity}/s`,
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+ message: `[${C.sym(sym)}] ${price ? C.price(price) : C.dim('-.--')} ${C.separator()} ${C.label('Calibrating')} ${pctColor(pct + '%')} ${C.separator()} ${C.val(tickTotal + '/' + minTicks)} ${C.label('ticks')} ${C.separator()} ${C.val('+' + tickVelocity + '/s')}`,
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  logToSession: false
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134
  };
108
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  }
@@ -114,38 +141,46 @@ class SmartLogsEngine {
114
141
  const buyPctRound = Math.round(buyPct || 50);
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142
  const deltaRound = Math.round(delta || 0);
116
143
 
117
- // Z-Score color based on level
144
+ // Z-Score color based on level - more vivid
118
145
  const zColor = absZ >= CONFIG.Z_EXTREME ? C.valHigh :
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- absZ >= CONFIG.Z_HIGH ? C.warn :
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- absZ >= CONFIG.Z_BUILDING ? C.val : C.dim;
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+ absZ >= CONFIG.Z_HIGH ? C.signal :
147
+ absZ >= CONFIG.Z_BUILDING ? C.zscore : C.muted;
121
148
  const zStr = zColor(`${zScore.toFixed(2)}σ`);
122
149
 
123
- // OFI color based on direction
124
- const ofiColor = ofi > CONFIG.OFI_THRESHOLD ? C.bull :
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- ofi < -CONFIG.OFI_THRESHOLD ? C.bear : C.dim;
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+ // OFI color based on direction - more vivid
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+ const ofiColor = ofi > CONFIG.OFI_STRONG ? C.long :
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+ ofi > CONFIG.OFI_THRESHOLD ? C.bull :
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+ ofi < -CONFIG.OFI_STRONG ? C.short :
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+ ofi < -CONFIG.OFI_THRESHOLD ? C.bear : C.muted;
126
155
  const ofiStr = ofiColor(`${ofi >= 0 ? '+' : ''}${ofiPct}%`);
127
156
 
128
- // VPIN color based on toxicity
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- const vpinColor = vpin > CONFIG.VPIN_TOXIC ? C.danger :
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+ // VPIN color based on toxicity - more vivid
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+ const vpinColor = vpin > CONFIG.VPIN_TOXIC ? C.toxic :
130
159
  vpin > CONFIG.VPIN_ELEVATED ? C.warn : C.ok;
131
160
  const vpinStr = vpinColor(`${vpinPct}%`);
132
161
 
133
- // Delta (buy-sell imbalance) display
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- const deltaColor = deltaRound > 0 ? C.bull : deltaRound < 0 ? C.bear : C.dim;
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+ // Delta (buy-sell imbalance) display - more vivid
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+ const deltaAbs = Math.abs(deltaRound);
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+ const deltaColor = deltaRound > 50 ? C.long : deltaRound > 0 ? C.bull :
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+ deltaRound < -50 ? C.short : deltaRound < 0 ? C.bear : C.muted;
135
166
  const deltaStr = deltaColor(`${deltaRound > 0 ? '+' : ''}${deltaRound}`);
136
167
 
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+ // Buy percentage color
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+ const buyColor = buyPctRound > 60 ? C.bull : buyPctRound < 40 ? C.bear : C.muted;
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+ const buyStr = buyColor(`${buyPctRound}%`);
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+
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  // Active position - show position management with unique data
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  if (position !== 0) {
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  const isLong = position > 0;
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- const side = isLong ? C.long('LONG') : C.short('SHORT');
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+ const side = isLong ? C.long('● LONG') : C.short('● SHORT');
141
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  const flowFavor = (isLong && ofi > 0) || (!isLong && ofi < 0);
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- const flowLabel = flowFavor ? C.ok('aligned') : C.warn('adverse');
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+ const flowLabel = flowFavor ? C.ok('✓ aligned') : C.warn('⚠ adverse');
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178
  const exitClose = absZ < 0.5;
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- const exitInfo = exitClose ? C.warn('EXIT ZONE') : 'holding';
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+ const exitInfo = exitClose ? C.warn('⚡ EXIT ZONE') : C.ok('holding');
145
180
 
146
181
  return {
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  type: 'trade',
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- message: `[${C.sym(sym)}] ${side} ${priceDirColor(priceDir)} ${C.price(price)} | Z:${zStr} ${exitInfo} | Δ:${deltaStr} | Flow:${flowLabel}`,
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+ message: `[${C.sym(sym)}] ${side} ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('Z:')}${zStr} ${exitInfo} ${C.separator()} ${C.label('Δ:')}${deltaStr} ${C.separator()} ${flowLabel}`,
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  logToSession: false
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  };
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  }
@@ -159,31 +194,31 @@ class SmartLogsEngine {
159
194
 
160
195
  // VPIN toxic - highest priority blocker
161
196
  if (vpin > CONFIG.VPIN_TOXIC) {
162
- message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${C.price(price)} | VPIN:${vpinStr} ${C.danger('TOXIC')} | Z:${zStr} | Δ:${deltaStr} | Hold`;
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+ message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('VPIN:')}${vpinStr} ${C.toxic('☠ TOXIC')} ${C.separator()} ${C.label('Z:')}${zStr} ${C.separator()} ${C.label('Δ:')}${deltaStr} ${C.separator()} ${C.danger('NO ENTRY')}`;
163
198
  logType = 'risk';
164
199
  }
165
200
  // Z-Score extreme + OFI confirms = SIGNAL
166
201
  else if (absZ >= CONFIG.Z_EXTREME &&
167
202
  ((zScore < 0 && ofi > CONFIG.OFI_THRESHOLD) || (zScore > 0 && ofi < -CONFIG.OFI_THRESHOLD))) {
168
- message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${C.price(price)} | Z:${zStr} ${C.signal('EXTREME')} | OFI:${ofiStr} ${C.ok('✓')} | ${dirColor(direction)} SIGNAL`;
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+ message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('Z:')}${zStr} ${C.signal('★ EXTREME')} ${C.separator()} ${C.label('OFI:')}${ofiStr} ${C.ok('✓')} ${C.separator()} ${dirColor('► ' + direction + ' SIGNAL')}`;
169
204
  logType = 'signal';
170
205
  }
171
206
  // Z-Score extreme but OFI doesn't confirm
172
207
  else if (absZ >= CONFIG.Z_EXTREME) {
173
- const ofiNeed = zScore < 0 ? `need >${15}%` : `need <-${15}%`;
174
- message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${C.price(price)} | Z:${zStr} ${C.signal('!')} | OFI:${ofiStr} ${ofiNeed} | ${C.warn('pending')}`;
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+ const ofiNeed = zScore < 0 ? C.dim('need >15%') : C.dim('need <-15%');
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+ message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('Z:')}${zStr} ${C.signal('!')} ${C.separator()} ${C.label('OFI:')}${ofiStr} ${ofiNeed} ${C.separator()} ${C.warn('◐ PENDING')}`;
175
210
  logType = 'signal';
176
211
  }
177
212
  // Z-Score high - setup forming
178
213
  else if (absZ >= CONFIG.Z_HIGH) {
179
214
  const needed = (CONFIG.Z_EXTREME - absZ).toFixed(2);
180
- message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${C.price(price)} | Z:${zStr} +${needed}σ to signal | OFI:${ofiStr} | Δ:${deltaStr}`;
215
+ message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('Z:')}${zStr} ${C.val('+' + needed + 'σ')} ${C.label('to signal')} ${C.separator()} ${C.label('OFI:')}${ofiStr} ${C.separator()} ${C.label('Δ:')}${deltaStr}`;
181
216
  }
182
217
  // Z-Score building
183
218
  else if (absZ >= CONFIG.Z_BUILDING) {
184
219
  const needed = (CONFIG.Z_HIGH - absZ).toFixed(2);
185
- const bias = zScore < 0 ? 'bid' : 'ask';
186
- message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${C.price(price)} | Z:${zStr} ${bias} pressure | +${needed}σ to setup | Δ:${deltaStr}`;
220
+ const bias = zScore < 0 ? C.bull('bid ↑') : C.bear('ask ↓');
221
+ message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('Z:')}${zStr} ${bias} ${C.separator()} ${C.val('+' + needed + 'σ')} ${C.label('to setup')} ${C.separator()} ${C.label('Δ:')}${deltaStr}`;
187
222
  }
188
223
  // Z-Score neutral - scanning
189
224
  else {
@@ -192,18 +227,18 @@ class SmartLogsEngine {
192
227
  let context;
193
228
  switch (infoType) {
194
229
  case 0:
195
- context = `Δ:${deltaStr} | Buy:${buyPctRound}%`;
230
+ context = `${C.label('Δ:')}${deltaStr} ${C.separator()} ${C.label('Buy:')}${buyStr}`;
196
231
  break;
197
232
  case 1:
198
- context = `VPIN:${vpinStr} | OFI:${ofiStr}`;
233
+ context = `${C.label('VPIN:')}${vpinStr} ${C.separator()} ${C.label('OFI:')}${ofiStr}`;
199
234
  break;
200
235
  case 2:
201
- context = `${tickVelocity} ticks/s | Δ:${deltaStr}`;
236
+ context = `${C.val(tickVelocity)} ${C.label('ticks/s')} ${C.separator()} ${C.label('Δ:')}${deltaStr}`;
202
237
  break;
203
238
  default:
204
- context = `OFI:${ofiStr} | Buy:${buyPctRound}%`;
239
+ context = `${C.label('OFI:')}${ofiStr} ${C.separator()} ${C.label('Buy:')}${buyStr}`;
205
240
  }
206
- message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${C.price(price)} | Z:${zStr} scanning | ${context}`;
241
+ message = `[${C.sym(sym)}] ${priceDirColor(priceDir)} ${priceDisplay} ${C.separator()} ${C.label('Z:')}${zStr} ${C.muted('scanning')} ${C.separator()} ${context}`;
207
242
  }
208
243
 
209
244
  return { type: logType, message, logToSession: logType === 'signal' };