hedgequantx 2.9.83 → 2.9.84

package/dist/lib/m/hqx-2b.js

@@ -65,10 +65,16 @@ var require_config = __commonJS({
         commissionPerSide: 2
         // $4 round-trip
       },
-      // Session (Futures Market Hours - Sunday 18:00 to Friday 17:00 EST)
+      // Session filter (US Regular Hours only - matches backtest)
       session: {
-        enabled: false,
-        // Trade anytime markets are open
+        enabled: true,
+        // MUST be enabled to match backtest results
+        startHour: 9,
+        // 9:30 AM EST
+        startMinute: 30,
+        endHour: 16,
+        // 4:00 PM EST
+        endMinute: 0,
         timezone: "America/New_York"
       }
     };
@@ -487,6 +493,31 @@ var require_core = __commonJS({
           message: `[HQX-2B] Params: Stop=${this.config.execution.stopTicks}t, Target=${this.config.execution.targetTicks}t, BE=${this.config.execution.breakevenTicks}t, Trail=${this.config.execution.trailTriggerTicks}/${this.config.execution.trailDistanceTicks}`
         });
       }
+      /**
+       * Check if current time is within trading session (9:30-16:00 EST)
+       */
+      isWithinSession(timestamp) {
+        if (!this.config.session.enabled) return true;
+        const date = new Date(timestamp);
+        const estOffset = this.isDST(date) ? -4 : -5;
+        const utcHours = date.getUTCHours();
+        const utcMinutes = date.getUTCMinutes();
+        const estHours = (utcHours + estOffset + 24) % 24;
+        const { startHour, startMinute, endHour, endMinute } = this.config.session;
+        const currentMins = estHours * 60 + utcMinutes;
+        const startMins = startHour * 60 + startMinute;
+        const endMins = endHour * 60 + endMinute;
+        return currentMins >= startMins && currentMins < endMins;
+      }
+      /**
+       * Check if date is in US Daylight Saving Time
+       */
+      isDST(date) {
+        const jan = new Date(date.getFullYear(), 0, 1);
+        const jul = new Date(date.getFullYear(), 6, 1);
+        const stdOffset = Math.max(jan.getTimezoneOffset(), jul.getTimezoneOffset());
+        return date.getTimezoneOffset() < stdOffset;
+      }
       /**
        * Process incoming tick and aggregate into 1-minute bars
        * Only calls processBar() when a bar closes (every 60 seconds)
@@ -495,6 +526,9 @@ var require_core = __commonJS({
         const { contractId, price, volume, timestamp } = tick;
         const ts = timestamp || Date.now();
         const vol = volume || 1;
+        if (!this.isWithinSession(ts)) {
+          return null;
+        }
         let bar = this.currentBar.get(contractId);
         const barStartTime = Math.floor(ts / this.barIntervalMs) * this.barIntervalMs;
         if (!bar || bar.startTime !== barStartTime) {

package/dist/lib/m/ultra-scalping.js

@@ -1 +1,705 @@
-const _0x371eb1=_0x4b27;(function(_0x507643,_0x538df8){const _0x563eca=_0x4b27,_0x3dfc41=_0x507643();while(!![]){try{const _0x42b617=-parseInt(_0x563eca(0x190))/0x1*(-parseInt(_0x563eca(0x156))/0x2)+parseInt(_0x563eca(0x183))/0x3+parseInt(_0x563eca(0x180))/0x4+-parseInt(_0x563eca(0x158))/0x5+parseInt(_0x563eca(0x15e))/0x6*(-parseInt(_0x563eca(0x189))/0x7)+parseInt(_0x563eca(0x137))/0x8+parseInt(_0x563eca(0x13f))/0x9*(-parseInt(_0x563eca(0x181))/0xa);if(_0x42b617===_0x538df8)break;else _0x3dfc41['push'](_0x3dfc41['shift']());}catch(_0xd4d426){_0x3dfc41['push'](_0x3dfc41['shift']());}}}(_0x411a,0x53323));const EventEmitter=require('events'),{v4:uuidv4}=require('uuid'),OrderSide={'BID':0x0,'ASK':0x1},SignalStrength={'WEAK':0x1,'MODERATE':0x2,'STRONG':0x3,'VERY_STRONG':0x4};function _0x411a(){const _0x27a23d=['2475448YZZsWq','kalman','price','kalmanStates','%\x20Kyle:','confidenceBonus','HQX_ULTRA_SCALPING_6MODELS','tickSize','694269rFwgpb','info','exports','BID','profitLockPct','split','ASK','stopMultiplier','trades','length','\x20VPIN:','onTick','\x20Regime:','stats','close','processTick','signal','getAnalysisState','lossStreak','barHistory','_generateSignal','lastSignalTime','getStats','470192mXQQiX','_detectVolatilityRegime','2511350svvQNF','estimate','[HQX-UltraScalping]\x20Initialized\x20for\x20','zscoreThreshold','weights','WEAK','204vdZvxj','now','sell','_computeVPIN','targetMultiplier','_applyKalmanFilter','kalmanProcessNoise',':\x20tick=','zscoreExitThreshold','signals',',\x20streak:\x20','pow','strategy','losses','winStreak','zscoreEntryThreshold','wins','symbol','_calculateATR','baseTargetTicks','filter','ofiLookback','generateSignal','abs','round','buy','initialize','push','reset','toFixed','composite','set','getModelValues','vpinToxicThreshold','1089760NgASxb','110shtkue','shift','2012835ylCsNd',',\x20value=','get','\x20@\x20','emit','Collecting\x20data...\x20','6468ehZsMS','getBarHistory','onTrade','_computeOrderFlowImbalance','high','reduce','breakevenTicks','2KorAWa','6\x20(Z-Score,\x20VPIN,\x20Kyle,\x20Kalman,\x20Vol,\x20OFI)','volumeBuffer','volume','minConfidence','pnl','log','recordTradeResult','long','kyleLambda','processBar','_computeKyleLambda','side','min','kalmanMeasurementNoise','priceBuffer','ofi','errorCovariance','max','short',',\x20VPIN=','slice','zscore','_computeZScore','atrHistory','volatility','low','baseStopTicks'];_0x411a=function(){return _0x27a23d;};return _0x411a();}class HQXUltraScalping extends EventEmitter{constructor(_0x36c01b={}){const _0x500d51=_0x4b27;super(),this[_0x500d51(0x13e)]=_0x36c01b[_0x500d51(0x13e)]||0.25,this['tickValue']=_0x36c01b['tickValue']||0x5,this[_0x500d51(0x16d)]=1.5,this['zscoreExitThreshold']=0.5,this['vpinWindow']=0x32,this['vpinToxicThreshold']=0.7,this[_0x500d51(0x164)]=0.01,this[_0x500d51(0x129)]=0.1,this['volatilityLookback']=0x64,this[_0x500d51(0x173)]=0x14,this['baseStopTicks']=0x8,this[_0x500d51(0x171)]=0x10,this[_0x500d51(0x18f)]=0x4,this['profitLockPct']=0.5,this['minConfidence']=0.55,this[_0x500d51(0x15c)]={'zscore':0.3,'ofi':0.2,'vpin':0.15,'kalman':0.15,'kyleLambda':0.1,'volatility':0.1},this['barHistory']=new Map(),this['priceBuffer']=new Map(),this['volumeBuffer']=new Map(),this[_0x500d51(0x13a)]=new Map(),this['atrHistory']=new Map(),this['recentTrades']=[],this['winStreak']=0x0,this['lossStreak']=0x0,this[_0x500d51(0x154)]=0x0,this['cooldownMs']=0x7530,this['minHoldTimeMs']=0x2710,this['stats']={'signals':0x0,'trades':0x0,'wins':0x0,'losses':0x0,'pnl':0x0};}[_0x371eb1(0x178)](_0x868a52,_0x4a1bf5=0.25,_0x27a4c2=0x5){const _0x4ddb38=_0x371eb1;this[_0x4ddb38(0x13e)]=_0x4a1bf5,this['tickValue']=_0x27a4c2,this[_0x4ddb38(0x152)][_0x4ddb38(0x17d)](_0x868a52,[]),this[_0x4ddb38(0x12a)]['set'](_0x868a52,[]),this[_0x4ddb38(0x192)]['set'](_0x868a52,[]),this[_0x4ddb38(0x133)]['set'](_0x868a52,[]),this[_0x4ddb38(0x13a)][_0x4ddb38(0x17d)](_0x868a52,{'estimate':0x0,'errorCovariance':0x1}),this['emit']('log',{'type':_0x4ddb38(0x140),'message':_0x4ddb38(0x15a)+_0x868a52+_0x4ddb38(0x165)+_0x4a1bf5+_0x4ddb38(0x184)+_0x27a4c2}),this[_0x4ddb38(0x187)](_0x4ddb38(0x121),{'type':_0x4ddb38(0x140),'message':'[HQX-UltraScalping]\x206\x20Models:\x20Z-Score(30%),\x20OFI(20%),\x20VPIN(15%),\x20Kalman(15%),\x20Kyle(10%),\x20Vol(10%)'});}[_0x371eb1(0x14e)](_0x16706f){const _0x4cbeda=_0x371eb1,{contractId:_0x27ef24,price:_0x53c926,volume:_0x388677,side:_0x3dff0d,timestamp:_0x1fd07f}=_0x16706f,_0x4bee87={'timestamp':_0x1fd07f||Date[_0x4cbeda(0x15f)](),'open':_0x53c926,'high':_0x53c926,'low':_0x53c926,'close':_0x53c926,'volume':_0x388677||0x1};return this[_0x4cbeda(0x125)](_0x27ef24,_0x4bee87);}['onTick'](_0x1328b5){const _0x5386f7=_0x371eb1;return this[_0x5386f7(0x14e)](_0x1328b5);}['onTrade'](_0xb54c4c){const _0x4d0ae5=_0x371eb1;return this[_0x4d0ae5(0x14e)]({'contractId':_0xb54c4c['contractId']||_0xb54c4c[_0x4d0ae5(0x16f)],'price':_0xb54c4c[_0x4d0ae5(0x139)],'volume':_0xb54c4c['size']||_0xb54c4c['volume']||0x1,'side':_0xb54c4c[_0x4d0ae5(0x127)],'timestamp':_0xb54c4c['timestamp']||Date[_0x4d0ae5(0x15f)]()});}[_0x371eb1(0x125)](_0x16055a,_0x283841){const _0x48a98e=_0x371eb1;let _0x4f34c0=this[_0x48a98e(0x152)]['get'](_0x16055a);!_0x4f34c0&&(this['initialize'](_0x16055a),_0x4f34c0=this[_0x48a98e(0x152)]['get'](_0x16055a));_0x4f34c0['push'](_0x283841);if(_0x4f34c0[_0x48a98e(0x148)]>0x1f4)_0x4f34c0[_0x48a98e(0x182)]();const _0x1254f0=this['priceBuffer']['get'](_0x16055a);_0x1254f0['push'](_0x283841['close']);if(_0x1254f0[_0x48a98e(0x148)]>0xc8)_0x1254f0[_0x48a98e(0x182)]();const _0x53a2b7=this['volumeBuffer']['get'](_0x16055a),_0x4eb2a6=_0x283841['high']-_0x283841[_0x48a98e(0x135)];let _0x473033=_0x283841[_0x48a98e(0x193)]*0.5,_0x13bb19=_0x283841['volume']*0.5;if(_0x4eb2a6>0x0){const _0x1c3017=(_0x283841['close']-_0x283841[_0x48a98e(0x135)])/_0x4eb2a6;_0x473033=_0x283841[_0x48a98e(0x193)]*_0x1c3017,_0x13bb19=_0x283841[_0x48a98e(0x193)]*(0x1-_0x1c3017);}_0x53a2b7['push']({'buy':_0x473033,'sell':_0x13bb19});if(_0x53a2b7['length']>0x64)_0x53a2b7[_0x48a98e(0x182)]();if(_0x4f34c0[_0x48a98e(0x148)]<0x32)return null;const _0x3dfcad=this['_computeZScore'](_0x1254f0),_0x1837a2=this[_0x48a98e(0x161)](_0x53a2b7),_0x74821=this[_0x48a98e(0x126)](_0x4f34c0),_0x25c8da=this[_0x48a98e(0x163)](_0x16055a,_0x283841['close']),{regime:_0x91e763,params:_0x24948f}=this[_0x48a98e(0x157)](_0x16055a,_0x4f34c0),_0x26a2b9=this[_0x48a98e(0x18c)](_0x4f34c0);return this['_generateSignal'](_0x16055a,_0x283841['close'],_0x3dfcad,_0x1837a2,_0x74821,_0x25c8da,_0x91e763,_0x24948f,_0x26a2b9,_0x4f34c0);}['_computeZScore'](_0x33dfb0,_0x2cf611=0x32){const _0x134efb=_0x371eb1;if(_0x33dfb0['length']<_0x2cf611)return 0x0;const _0x460593=_0x33dfb0[_0x134efb(0x130)](-_0x2cf611),_0x285e3f=_0x460593['reduce']((_0xd9a79b,_0x5d0d53)=>_0xd9a79b+_0x5d0d53,0x0)/_0x2cf611,_0x2cf47a=_0x460593[_0x134efb(0x18e)]((_0x442e16,_0x5b5e94)=>_0x442e16+Math[_0x134efb(0x169)](_0x5b5e94-_0x285e3f,0x2),0x0)/_0x2cf611,_0x42da2b=Math['sqrt'](_0x2cf47a);if(_0x42da2b<0.0001)return 0x0;const _0x4d38c3=_0x33dfb0[_0x33dfb0['length']-0x1];return(_0x4d38c3-_0x285e3f)/_0x42da2b;}[_0x371eb1(0x161)](_0x3b06d8){const _0x2eeedf=_0x371eb1;if(_0x3b06d8['length']<this['vpinWindow'])return 0.5;const _0x23f368=_0x3b06d8['slice'](-this['vpinWindow']);let _0x4031d1=0x0,_0x38689b=0x0;for(const _0x19a355 of _0x23f368){_0x4031d1+=_0x19a355[_0x2eeedf(0x177)],_0x38689b+=_0x19a355[_0x2eeedf(0x160)];}const _0x113023=_0x4031d1+_0x38689b;if(_0x113023<0x1)return 0.5;return Math['abs'](_0x4031d1-_0x38689b)/_0x113023;}['_computeKyleLambda'](_0xf4971c){const _0x813121=_0x371eb1;if(_0xf4971c['length']<0x14)return 0x0;const _0x33bf14=_0xf4971c['slice'](-0x14),_0x57317b=[],_0x34e3fd=[];for(let _0x56111a=0x1;_0x56111a<_0x33bf14[_0x813121(0x148)];_0x56111a++){_0x57317b['push'](_0x33bf14[_0x56111a][_0x813121(0x14d)]-_0x33bf14[_0x56111a-0x1]['close']),_0x34e3fd['push'](_0x33bf14[_0x56111a][_0x813121(0x193)]);}const _0x3d3b37=_0x57317b['reduce']((_0x738715,_0x3216f2)=>_0x738715+_0x3216f2,0x0)/_0x57317b[_0x813121(0x148)],_0x144ac9=_0x34e3fd[_0x813121(0x18e)]((_0x29a9b9,_0x2e41f7)=>_0x29a9b9+_0x2e41f7,0x0)/_0x34e3fd[_0x813121(0x148)];let _0x4b566e=0x0,_0x374f8d=0x0;for(let _0xa01cf4=0x0;_0xa01cf4<_0x57317b['length'];_0xa01cf4++){_0x4b566e+=(_0x57317b[_0xa01cf4]-_0x3d3b37)*(_0x34e3fd[_0xa01cf4]-_0x144ac9),_0x374f8d+=Math['pow'](_0x34e3fd[_0xa01cf4]-_0x144ac9,0x2);}_0x4b566e/=_0x57317b['length'],_0x374f8d/=_0x57317b[_0x813121(0x148)];if(_0x374f8d<0.0001)return 0x0;return Math['abs'](_0x4b566e/_0x374f8d);}[_0x371eb1(0x163)](_0x57d582,_0x3462ce){const _0x24cba8=_0x371eb1;let _0x486837=this[_0x24cba8(0x13a)]['get'](_0x57d582);if(!_0x486837)return _0x486837={'estimate':_0x3462ce,'errorCovariance':0x1},this['kalmanStates'][_0x24cba8(0x17d)](_0x57d582,_0x486837),_0x3462ce;const _0x2dd1da=_0x486837['estimate'],_0xc39734=_0x486837[_0x24cba8(0x12c)]+this['kalmanProcessNoise'],_0x56a97c=_0xc39734/(_0xc39734+this['kalmanMeasurementNoise']),_0x5a7c33=_0x2dd1da+_0x56a97c*(_0x3462ce-_0x2dd1da),_0x52d3e0=(0x1-_0x56a97c)*_0xc39734;return _0x486837[_0x24cba8(0x159)]=_0x5a7c33,_0x486837['errorCovariance']=_0x52d3e0,_0x5a7c33;}[_0x371eb1(0x157)](_0xc85bad,_0x8b120a){const _0x408ec8=_0x371eb1,_0x5aa785=this['_calculateATR'](_0x8b120a),_0x553dc3=_0x5aa785/this[_0x408ec8(0x13e)];let _0x5e843d=this[_0x408ec8(0x133)][_0x408ec8(0x185)](_0xc85bad);!_0x5e843d&&(_0x5e843d=[],this['atrHistory']['set'](_0xc85bad,_0x5e843d));_0x5e843d[_0x408ec8(0x179)](_0x5aa785);if(_0x5e843d[_0x408ec8(0x148)]>0x1f4)_0x5e843d[_0x408ec8(0x182)]();let _0x57b341=0.5;_0x5e843d['length']>=0x14&&(_0x57b341=_0x5e843d[_0x408ec8(0x172)](_0x5260f5=>_0x5260f5<=_0x5aa785)['length']/_0x5e843d['length']);let _0x2e01b2,_0x347a0e;if(_0x57b341<0.25)_0x2e01b2='low',_0x347a0e={'stopMultiplier':0.8,'targetMultiplier':0.9,'zscoreThreshold':1.2,'confidenceBonus':0.05};else _0x57b341<0.75?(_0x2e01b2='normal',_0x347a0e={'stopMultiplier':0x1,'targetMultiplier':0x1,'zscoreThreshold':1.5,'confidenceBonus':0x0}):(_0x2e01b2=_0x408ec8(0x18d),_0x347a0e={'stopMultiplier':1.3,'targetMultiplier':1.2,'zscoreThreshold':0x2,'confidenceBonus':-0.05});return{'regime':_0x2e01b2,'params':_0x347a0e};}[_0x371eb1(0x170)](_0x2d06a1,_0x169650=0xe){const _0x50f133=_0x371eb1;if(_0x2d06a1['length']<_0x169650+0x1)return 2.5;const _0x3d94b5=[];for(let _0x28cbae=_0x2d06a1['length']-_0x169650;_0x28cbae<_0x2d06a1['length'];_0x28cbae++){const _0x3038c5=_0x2d06a1[_0x28cbae],_0x4eb12b=_0x2d06a1[_0x28cbae-0x1]['close'],_0x1b7ea2=Math[_0x50f133(0x12d)](_0x3038c5[_0x50f133(0x18d)]-_0x3038c5[_0x50f133(0x135)],Math[_0x50f133(0x175)](_0x3038c5[_0x50f133(0x18d)]-_0x4eb12b),Math['abs'](_0x3038c5['low']-_0x4eb12b));_0x3d94b5[_0x50f133(0x179)](_0x1b7ea2);}return _0x3d94b5['reduce']((_0x39b5fd,_0xd20ab0)=>_0x39b5fd+_0xd20ab0,0x0)/_0x3d94b5['length'];}['_computeOrderFlowImbalance'](_0x582a89){const _0x4945c9=_0x371eb1;if(_0x582a89[_0x4945c9(0x148)]<this[_0x4945c9(0x173)])return 0x0;const _0x48d888=_0x582a89['slice'](-this['ofiLookback']);let _0x55edd9=0x0,_0x260a92=0x0;for(const _0x176c62 of _0x48d888){const _0x5b2d5a=_0x176c62['high']-_0x176c62[_0x4945c9(0x135)];if(_0x5b2d5a>0x0){const _0x54db25=(_0x176c62[_0x4945c9(0x14d)]-_0x176c62[_0x4945c9(0x135)])/_0x5b2d5a;_0x55edd9+=_0x54db25*_0x176c62[_0x4945c9(0x193)],_0x260a92+=(0x1-_0x54db25)*_0x176c62['volume'];}}const _0x5492ab=_0x55edd9+_0x260a92;if(_0x5492ab<0x1)return 0x0;return(_0x55edd9-_0x260a92)/_0x5492ab;}[_0x371eb1(0x153)](_0x317a32,_0x51668a,_0x1ee39d,_0x3b8899,_0x229d9c,_0x26fa8a,_0x22a87a,_0x38beeb,_0xd56043,_0x518297){const _0x184de5=_0x371eb1,_0x15d504=Math[_0x184de5(0x175)](_0x1ee39d);if(_0x15d504<_0x38beeb['zscoreThreshold'])return null;if(_0x3b8899>this[_0x184de5(0x17f)])return null;let _0x5759b5;if(_0x1ee39d<-_0x38beeb[_0x184de5(0x15b)])_0x5759b5='long';else{if(_0x1ee39d>_0x38beeb['zscoreThreshold'])_0x5759b5='short';else return null;}const _0x4a1fa1=_0x5759b5===_0x184de5(0x123)&&_0xd56043>0.1||_0x5759b5===_0x184de5(0x12e)&&_0xd56043<-0.1,_0x21e280=_0x51668a-_0x26fa8a,_0x493653=_0x5759b5===_0x184de5(0x123)&&_0x21e280<0x0||_0x5759b5===_0x184de5(0x12e)&&_0x21e280>0x0,_0x141172={'zscore':Math['min'](0x1,_0x15d504/0x4),'vpin':0x1-_0x3b8899,'kyleLambda':_0x229d9c>0.001?0.5:0.8,'kalman':_0x493653?0.8:0.4,'volatility':_0x22a87a==='normal'?0.8:_0x22a87a===_0x184de5(0x135)?0.7:0.6,'ofi':_0x4a1fa1?0.9:0.5,'composite':0x0};_0x141172[_0x184de5(0x17c)]=_0x141172['zscore']*this['weights'][_0x184de5(0x131)]+_0x141172['vpin']*this[_0x184de5(0x15c)]['vpin']+_0x141172['kyleLambda']*this['weights'][_0x184de5(0x124)]+_0x141172[_0x184de5(0x138)]*this['weights']['kalman']+_0x141172[_0x184de5(0x134)]*this[_0x184de5(0x15c)]['volatility']+_0x141172[_0x184de5(0x12b)]*this[_0x184de5(0x15c)]['ofi'];const _0x3b6c87=Math[_0x184de5(0x128)](0x1,_0x141172['composite']+_0x38beeb[_0x184de5(0x13c)]);if(_0x3b6c87<this[_0x184de5(0x11f)])return null;if(Date[_0x184de5(0x15f)]()-this[_0x184de5(0x154)]<this['cooldownMs'])return null;const _0x31f489=Math['round'](this[_0x184de5(0x136)]*_0x38beeb[_0x184de5(0x146)]),_0x2a44b6=Math[_0x184de5(0x176)](this[_0x184de5(0x171)]*_0x38beeb[_0x184de5(0x162)]),_0x422654=Math[_0x184de5(0x12d)](0x6,Math[_0x184de5(0x128)](0xc,_0x31f489)),_0x2353e7=Math['max'](_0x422654*1.5,Math[_0x184de5(0x128)](0x18,_0x2a44b6));let _0x1dcea3,_0x2cce06,_0x43e504,_0x495e95;_0x5759b5===_0x184de5(0x123)?(_0x1dcea3=_0x51668a-_0x422654*this[_0x184de5(0x13e)],_0x2cce06=_0x51668a+_0x2353e7*this['tickSize'],_0x43e504=_0x51668a+this['breakevenTicks']*this['tickSize'],_0x495e95=_0x51668a+_0x2353e7*this[_0x184de5(0x143)]*this[_0x184de5(0x13e)]):(_0x1dcea3=_0x51668a+_0x422654*this[_0x184de5(0x13e)],_0x2cce06=_0x51668a-_0x2353e7*this['tickSize'],_0x43e504=_0x51668a-this['breakevenTicks']*this[_0x184de5(0x13e)],_0x495e95=_0x51668a-_0x2353e7*this[_0x184de5(0x143)]*this['tickSize']);const _0x105cdf=_0x2353e7/_0x422654,_0x131f8c=Math[_0x184de5(0x176)](_0x2353e7*0.5),_0xe9a67d=Math[_0x184de5(0x176)](_0x422654*0.4);let _0x1d1787=SignalStrength['MODERATE'];if(_0x3b6c87>=0.85)_0x1d1787=SignalStrength['VERY_STRONG'];else{if(_0x3b6c87>=0.75)_0x1d1787=SignalStrength['STRONG'];else{if(_0x3b6c87<0.6)_0x1d1787=SignalStrength[_0x184de5(0x15d)];}}const _0x17213a=0.5+(_0x3b6c87-0.5)*0.4,_0x4e77a2=_0x17213a*Math[_0x184de5(0x175)](_0x2cce06-_0x51668a)-(0x1-_0x17213a)*Math['abs'](_0x51668a-_0x1dcea3);this['lastSignalTime']=Date['now'](),this['stats'][_0x184de5(0x167)]++;const _0x37f751={'id':uuidv4(),'timestamp':Date['now'](),'symbol':_0x317a32[_0x184de5(0x144)]('.')[0x0]||_0x317a32,'contractId':_0x317a32,'side':_0x5759b5===_0x184de5(0x123)?OrderSide[_0x184de5(0x142)]:OrderSide[_0x184de5(0x145)],'direction':_0x5759b5,'strategy':_0x184de5(0x13d),'strength':_0x1d1787,'edge':_0x4e77a2,'confidence':_0x3b6c87,'entry':_0x51668a,'entryPrice':_0x51668a,'stopLoss':_0x1dcea3,'takeProfit':_0x2cce06,'riskReward':_0x105cdf,'stopTicks':_0x422654,'targetTicks':_0x2353e7,'trailTriggerTicks':_0x131f8c,'trailDistanceTicks':_0xe9a67d,'beBreakeven':_0x43e504,'profitLockLevel':_0x495e95,'zScore':_0x1ee39d,'zScoreExit':this['zscoreExitThreshold'],'vpinValue':_0x3b8899,'kyleLambda':_0x229d9c,'kalmanEstimate':_0x26fa8a,'volatilityRegime':_0x22a87a,'ofiValue':_0xd56043,'models':_0x141172,'orderFlowConfirmed':_0x4a1fa1,'kalmanConfirmed':_0x493653,'expires':Date['now']()+0xea60};return this['emit'](_0x184de5(0x14f),{'side':_0x5759b5==='long'?'buy':'sell','action':'open','reason':'Z='+_0x1ee39d['toFixed'](0x2)+_0x184de5(0x12f)+(_0x3b8899*0x64)[_0x184de5(0x17b)](0x0)+'%,\x20OFI='+(_0xd56043*0x64)[_0x184de5(0x17b)](0x0)+'%,\x20cf='+(_0x3b6c87*0x64)[_0x184de5(0x17b)](0x0)+'%',..._0x37f751}),this['emit']('log',{'type':_0x184de5(0x140),'message':'[HQX]\x20SIGNAL:\x20'+_0x5759b5['toUpperCase']()+_0x184de5(0x186)+_0x51668a[_0x184de5(0x17b)](0x2)+'\x20|\x20Z:'+_0x1ee39d[_0x184de5(0x17b)](0x2)+_0x184de5(0x149)+(_0x3b8899*0x64)[_0x184de5(0x17b)](0x0)+'%\x20OFI:'+(_0xd56043*0x64)['toFixed'](0x0)+_0x184de5(0x13b)+_0x229d9c['toFixed'](0x5)+_0x184de5(0x14b)+_0x22a87a+'\x20|\x20Conf:'+(_0x3b6c87*0x64)['toFixed'](0x0)+'%'}),_0x37f751;}['shouldExitByZScore'](_0x18198d){const _0xe0018e=_0x371eb1,_0x9c72d7=this[_0xe0018e(0x12a)][_0xe0018e(0x185)](_0x18198d);if(!_0x9c72d7||_0x9c72d7[_0xe0018e(0x148)]<0x32)return![];const _0x287ecd=this[_0xe0018e(0x132)](_0x9c72d7);return Math[_0xe0018e(0x175)](_0x287ecd)<this[_0xe0018e(0x166)];}[_0x371eb1(0x17e)](_0x42ff12){const _0x453183=_0x371eb1,_0x4bc437=this[_0x453183(0x12a)][_0x453183(0x185)](_0x42ff12),_0x1d439f=this[_0x453183(0x192)][_0x453183(0x185)](_0x42ff12),_0xb50dc9=this['barHistory'][_0x453183(0x185)](_0x42ff12);if(!_0x4bc437||!_0x1d439f||!_0xb50dc9||_0xb50dc9['length']<0x32)return null;const _0x260c32=this['_computeZScore'](_0x4bc437),_0x276e0e=this[_0x453183(0x161)](_0x1d439f),_0x183dd3=this['_computeKyleLambda'](_0xb50dc9),_0x3df13c=this['_computeOrderFlowImbalance'](_0xb50dc9);return{'zscore':Math['min'](0x1,Math[_0x453183(0x175)](_0x260c32)/0x4),'vpin':0x1-_0x276e0e,'kyleLambda':_0x183dd3>0.001?0.5:0.8,'kalman':0.7,'volatility':0.7,'ofi':Math['abs'](_0x3df13c)>0.1?0.8:0.5,'composite':0.7,'raw':{'zscore':_0x260c32,'vpin':_0x276e0e,'kyleLambda':_0x183dd3,'ofi':_0x3df13c}};}[_0x371eb1(0x150)](_0x104d11,_0xe08a26){const _0x2a256e=_0x371eb1,_0xce6de4=this['barHistory'][_0x2a256e(0x185)](_0x104d11)||[];if(_0xce6de4['length']<0x32)return{'ready':![],'message':_0x2a256e(0x188)+_0xce6de4['length']+'/50\x20bars'};const _0x2b1fec=this[_0x2a256e(0x12a)][_0x2a256e(0x185)](_0x104d11)||[],_0x277c7d=this[_0x2a256e(0x192)]['get'](_0x104d11)||[],_0x529871=this[_0x2a256e(0x132)](_0x2b1fec),_0x34b9fc=this['_computeVPIN'](_0x277c7d),_0x2eab93=this['_computeOrderFlowImbalance'](_0xce6de4),_0x4e8e17=this[_0x2a256e(0x126)](_0xce6de4),{regime:_0x42fdf3,params:_0x14e667}=this[_0x2a256e(0x157)](_0x104d11,_0xce6de4);return{'ready':!![],'zScore':_0x529871,'vpin':_0x34b9fc,'ofi':_0x2eab93,'kyleLambda':_0x4e8e17,'regime':_0x42fdf3,'stopTicks':Math[_0x2a256e(0x176)](this[_0x2a256e(0x136)]*_0x14e667['stopMultiplier']),'targetTicks':Math[_0x2a256e(0x176)](this['baseTargetTicks']*_0x14e667['targetMultiplier']),'threshold':_0x14e667['zscoreThreshold'],'barsProcessed':_0xce6de4[_0x2a256e(0x148)],'models':_0x2a256e(0x191)};}[_0x371eb1(0x122)](_0x12a30f){const _0x9df8dc=_0x371eb1;this['recentTrades'][_0x9df8dc(0x179)]({'netPnl':_0x12a30f,'timestamp':Date['now']()});if(this['recentTrades'][_0x9df8dc(0x148)]>0x64)this['recentTrades']['shift']();_0x12a30f>0x0?(this['winStreak']++,this['lossStreak']=0x0,this[_0x9df8dc(0x14c)][_0x9df8dc(0x16e)]++):(this[_0x9df8dc(0x151)]++,this['winStreak']=0x0,this['stats'][_0x9df8dc(0x16b)]++),this[_0x9df8dc(0x14c)][_0x9df8dc(0x147)]++,this[_0x9df8dc(0x14c)][_0x9df8dc(0x120)]+=_0x12a30f,this[_0x9df8dc(0x187)]('log',{'type':'debug','message':'[HQX]\x20Trade\x20result:\x20'+(_0x12a30f>0x0?'WIN':'LOSS')+'\x20$'+_0x12a30f['toFixed'](0x2)+_0x9df8dc(0x168)+(_0x12a30f>0x0?this[_0x9df8dc(0x16c)]:-this['lossStreak'])});}[_0x371eb1(0x18a)](_0x48cb29){return this['barHistory']['get'](_0x48cb29)||[];}[_0x371eb1(0x155)](){return this['stats'];}[_0x371eb1(0x17a)](_0x2db903){const _0x29b967=_0x371eb1;this['barHistory']['set'](_0x2db903,[]),this[_0x29b967(0x12a)]['set'](_0x2db903,[]),this[_0x29b967(0x192)][_0x29b967(0x17d)](_0x2db903,[]),this[_0x29b967(0x133)]['set'](_0x2db903,[]),this['kalmanStates'][_0x29b967(0x17d)](_0x2db903,{'estimate':0x0,'errorCovariance':0x1}),this['emit'](_0x29b967(0x121),{'type':'info','message':'[HQX-UltraScalping]\x20Reset\x20state\x20for\x20'+_0x2db903});}}function _0x4b27(_0x5c3c89,_0x39f9b9){_0x5c3c89=_0x5c3c89-0x11f;const _0x411ae3=_0x411a();let _0x4b2782=_0x411ae3[_0x5c3c89];return _0x4b2782;}class UltraScalpingStrategy extends EventEmitter{constructor(_0x35d97c={}){const _0x594019=_0x371eb1;super(),this['config']=_0x35d97c,this[_0x594019(0x16a)]=new HQXUltraScalping(_0x35d97c),this['strategy']['on']('signal',_0x2742d2=>this['emit']('signal',_0x2742d2)),this['strategy']['on'](_0x594019(0x121),_0x3d29fb=>this['emit']('log',_0x3d29fb));}[_0x371eb1(0x14e)](_0x3b7fbe){return this['strategy']['processTick'](_0x3b7fbe);}[_0x371eb1(0x14a)](_0x56cfa0){return this['strategy']['onTick'](_0x56cfa0);}[_0x371eb1(0x18b)](_0xa016de){const _0x2f46cc=_0x371eb1;return this[_0x2f46cc(0x16a)][_0x2f46cc(0x18b)](_0xa016de);}['processBar'](_0x57a8c0,_0x277b59){const _0x126dbd=_0x371eb1;return this['strategy'][_0x126dbd(0x125)](_0x57a8c0,_0x277b59);}['initialize'](_0x23d70e,_0x18cd66,_0x2a4f00){const _0x2e7df3=_0x371eb1;return this[_0x2e7df3(0x16a)][_0x2e7df3(0x178)](_0x23d70e,_0x18cd66,_0x2a4f00);}['getAnalysisState'](_0x370971,_0x8ee12){return this['strategy']['getAnalysisState'](_0x370971,_0x8ee12);}[_0x371eb1(0x122)](_0x403f97){const _0x35f503=_0x371eb1;return this[_0x35f503(0x16a)][_0x35f503(0x122)](_0x403f97);}['reset'](_0x2adeff){const _0x3e03fc=_0x371eb1;return this['strategy'][_0x3e03fc(0x17a)](_0x2adeff);}['getStats'](){const _0x4c050e=_0x371eb1;return this[_0x4c050e(0x16a)][_0x4c050e(0x155)]();}[_0x371eb1(0x18a)](_0x3bc119){return this['strategy']['getBarHistory'](_0x3bc119);}['getModelValues'](_0x2e2674){const _0x30bb59=_0x371eb1;return this['strategy'][_0x30bb59(0x17e)](_0x2e2674);}['shouldExitByZScore'](_0x451471){const _0x2796fe=_0x371eb1;return this[_0x2796fe(0x16a)]['shouldExitByZScore'](_0x451471);}[_0x371eb1(0x174)](_0x32f693){return null;}}module[_0x371eb1(0x141)]={'HQXUltraScalping':HQXUltraScalping,'UltraScalpingStrategy':UltraScalpingStrategy,'M1':UltraScalpingStrategy,'S1':HQXUltraScalping,'OrderSide':OrderSide,'SignalStrength':SignalStrength};
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __commonJS = (cb, mod) => function __require() {
+  return mod || (0, cb[__getOwnPropNames(cb)[0]])((mod = { exports: {} }).exports, mod), mod.exports;
+};
+
+// ultra-scalping/config.js
+var require_config = __commonJS({
+  "ultra-scalping/config.js"(exports2, module2) {
+    var DEFAULT_CONFIG = {
+      // Model Parameters
+      zscoreEntryThreshold: 1.5,
+      // Live trading threshold (backtest: 2.5)
+      zscoreExitThreshold: 0.5,
+      vpinWindow: 50,
+      vpinToxicThreshold: 0.7,
+      // Skip if VPIN > 0.7
+      volatilityLookback: 100,
+      ofiLookback: 20,
+      // Trade Parameters
+      baseStopTicks: 8,
+      // $40
+      baseTargetTicks: 16,
+      // $80
+      breakevenTicks: 4,
+      // Move to BE at +4 ticks
+      profitLockPct: 0.5,
+      // Lock 50% of profit
+      minConfidence: 0.55,
+      // Minimum composite confidence
+      cooldownMs: 3e4,
+      // 30 seconds between signals
+      minHoldTimeMs: 1e4,
+      // Minimum 10 seconds hold
+      // Model Weights (from Python backtest)
+      weights: {
+        zscore: 0.3,
+        // 30%
+        ofi: 0.2,
+        // 20%
+        vpin: 0.15,
+        // 15%
+        kalman: 0.15,
+        // 15%
+        kyleLambda: 0.1,
+        // 10%
+        volatility: 0.1
+        // 10%
+      },
+      // Session (Futures Market Hours - Sunday 18:00 to Friday 17:00 EST)
+      session: {
+        enabled: false,
+        // Trade anytime markets are open
+        timezone: "America/New_York"
+      }
+    };
+    module2.exports = { DEFAULT_CONFIG };
+  }
+});
+
+// common/types.js
+var require_types = __commonJS({
+  "common/types.js"(exports2, module2) {
+    var OrderSide2 = { BID: 0, ASK: 1 };
+    var SignalStrength2 = { WEAK: 1, MODERATE: 2, STRONG: 3, VERY_STRONG: 4 };
+    module2.exports = { OrderSide: OrderSide2, SignalStrength: SignalStrength2 };
+  }
+});
+
+// ultra-scalping/signal.js
+var require_signal = __commonJS({
+  "ultra-scalping/signal.js"(exports2, module2) {
+    var { v4: uuidv4 } = require("uuid");
+    var { OrderSide: OrderSide2, SignalStrength: SignalStrength2 } = require_types();
+    function generateSignal(params) {
+      const {
+        contractId,
+        currentPrice,
+        zscore,
+        vpin,
+        kyleLambda,
+        kalmanEstimate,
+        regime,
+        volParams,
+        ofi,
+        config,
+        tickSize
+      } = params;
+      const absZscore = Math.abs(zscore);
+      if (absZscore < volParams.zscoreThreshold) {
+        return null;
+      }
+      if (vpin > config.vpinToxicThreshold) {
+        return null;
+      }
+      let direction;
+      if (zscore < -volParams.zscoreThreshold) {
+        direction = "long";
+      } else if (zscore > volParams.zscoreThreshold) {
+        direction = "short";
+      } else {
+        return null;
+      }
+      const ofiConfirms = direction === "long" && ofi > 0.1 || direction === "short" && ofi < -0.1;
+      const kalmanDiff = currentPrice - kalmanEstimate;
+      const kalmanConfirms = direction === "long" && kalmanDiff < 0 || direction === "short" && kalmanDiff > 0;
+      const scores = {
+        zscore: Math.min(1, absZscore / 4),
+        // Normalize to 0-1
+        vpin: 1 - vpin,
+        // Lower VPIN = better
+        kyleLambda: kyleLambda > 1e-3 ? 0.5 : 0.8,
+        // Moderate lambda is good
+        kalman: kalmanConfirms ? 0.8 : 0.4,
+        volatility: regime === "normal" ? 0.8 : regime === "low" ? 0.7 : 0.6,
+        ofi: ofiConfirms ? 0.9 : 0.5,
+        composite: 0
+        // Calculated below
+      };
+      scores.composite = scores.zscore * config.weights.zscore + // 30%
+      scores.vpin * config.weights.vpin + // 15%
+      scores.kyleLambda * config.weights.kyleLambda + // 10%
+      scores.kalman * config.weights.kalman + // 15%
+      scores.volatility * config.weights.volatility + // 10%
+      scores.ofi * config.weights.ofi;
+      const confidence = Math.min(1, scores.composite + volParams.confidenceBonus);
+      if (confidence < config.minConfidence) {
+        return null;
+      }
+      const stopTicks = Math.round(config.baseStopTicks * volParams.stopMultiplier);
+      const targetTicks = Math.round(config.baseTargetTicks * volParams.targetMultiplier);
+      const actualStopTicks = Math.max(6, Math.min(12, stopTicks));
+      const actualTargetTicks = Math.max(actualStopTicks * 1.5, Math.min(24, targetTicks));
+      let stopLoss, takeProfit, beBreakeven, profitLockLevel;
+      if (direction === "long") {
+        stopLoss = currentPrice - actualStopTicks * tickSize;
+        takeProfit = currentPrice + actualTargetTicks * tickSize;
+        beBreakeven = currentPrice + config.breakevenTicks * tickSize;
+        profitLockLevel = currentPrice + actualTargetTicks * config.profitLockPct * tickSize;
+      } else {
+        stopLoss = currentPrice + actualStopTicks * tickSize;
+        takeProfit = currentPrice - actualTargetTicks * tickSize;
+        beBreakeven = currentPrice - config.breakevenTicks * tickSize;
+        profitLockLevel = currentPrice - actualTargetTicks * config.profitLockPct * tickSize;
+      }
+      const riskReward = actualTargetTicks / actualStopTicks;
+      const trailTriggerTicks = Math.round(actualTargetTicks * 0.5);
+      const trailDistanceTicks = Math.round(actualStopTicks * 0.4);
+      let strength = SignalStrength2.MODERATE;
+      if (confidence >= 0.85) strength = SignalStrength2.VERY_STRONG;
+      else if (confidence >= 0.75) strength = SignalStrength2.STRONG;
+      else if (confidence < 0.6) strength = SignalStrength2.WEAK;
+      const winProb = 0.5 + (confidence - 0.5) * 0.4;
+      const edge = winProb * Math.abs(takeProfit - currentPrice) - (1 - winProb) * Math.abs(currentPrice - stopLoss);
+      return {
+        id: uuidv4(),
+        timestamp: Date.now(),
+        symbol: contractId.split(".")[0] || contractId,
+        contractId,
+        side: direction === "long" ? OrderSide2.BID : OrderSide2.ASK,
+        direction,
+        strategy: "HQX_ULTRA_SCALPING_6MODELS",
+        strength,
+        edge,
+        confidence,
+        entry: currentPrice,
+        entryPrice: currentPrice,
+        stopLoss,
+        takeProfit,
+        riskReward,
+        stopTicks: actualStopTicks,
+        targetTicks: actualTargetTicks,
+        trailTriggerTicks,
+        trailDistanceTicks,
+        beBreakeven,
+        profitLockLevel,
+        // Model values for debugging/monitoring
+        zScore: zscore,
+        zScoreExit: config.zscoreExitThreshold,
+        vpinValue: vpin,
+        kyleLambda,
+        kalmanEstimate,
+        volatilityRegime: regime,
+        ofiValue: ofi,
+        models: scores,
+        // Order flow confirmation flag
+        orderFlowConfirmed: ofiConfirms,
+        kalmanConfirmed: kalmanConfirms,
+        expires: Date.now() + 6e4
+      };
+    }
+    module2.exports = { generateSignal };
+  }
+});
+
+// ultra-scalping/models/zscore.js
+var require_zscore = __commonJS({
+  "ultra-scalping/models/zscore.js"(exports2, module2) {
+    function computeZScore(prices, window = 50) {
+      if (prices.length < window) return 0;
+      const recentPrices = prices.slice(-window);
+      const mean = recentPrices.reduce((a, b) => a + b, 0) / window;
+      const variance = recentPrices.reduce((sum, p) => sum + Math.pow(p - mean, 2), 0) / window;
+      const std = Math.sqrt(variance);
+      if (std < 1e-4) return 0;
+      const currentPrice = prices[prices.length - 1];
+      return (currentPrice - mean) / std;
+    }
+    module2.exports = { computeZScore };
+  }
+});
+
+// ultra-scalping/models/vpin.js
+var require_vpin = __commonJS({
+  "ultra-scalping/models/vpin.js"(exports2, module2) {
+    function computeVPIN(volumes, vpinWindow = 50) {
+      if (volumes.length < vpinWindow) return 0.5;
+      const recentVolumes = volumes.slice(-vpinWindow);
+      let totalBuy = 0;
+      let totalSell = 0;
+      for (const v of recentVolumes) {
+        totalBuy += v.buy;
+        totalSell += v.sell;
+      }
+      const totalVolume = totalBuy + totalSell;
+      if (totalVolume < 1) return 0.5;
+      return Math.abs(totalBuy - totalSell) / totalVolume;
+    }
+    module2.exports = { computeVPIN };
+  }
+});
+
+// ultra-scalping/models/kyle.js
+var require_kyle = __commonJS({
+  "ultra-scalping/models/kyle.js"(exports2, module2) {
+    function computeKyleLambda(bars) {
+      if (bars.length < 20) return 0;
+      const recentBars = bars.slice(-20);
+      const priceChanges = [];
+      const volumes = [];
+      for (let i = 1; i < recentBars.length; i++) {
+        priceChanges.push(recentBars[i].close - recentBars[i - 1].close);
+        volumes.push(recentBars[i].volume);
+      }
+      const meanPrice = priceChanges.reduce((a, b) => a + b, 0) / priceChanges.length;
+      const meanVol = volumes.reduce((a, b) => a + b, 0) / volumes.length;
+      let covariance = 0;
+      let varianceVol = 0;
+      for (let i = 0; i < priceChanges.length; i++) {
+        covariance += (priceChanges[i] - meanPrice) * (volumes[i] - meanVol);
+        varianceVol += Math.pow(volumes[i] - meanVol, 2);
+      }
+      covariance /= priceChanges.length;
+      varianceVol /= priceChanges.length;
+      if (varianceVol < 1e-4) return 0;
+      return Math.abs(covariance / varianceVol);
+    }
+    module2.exports = { computeKyleLambda };
+  }
+});
+
+// ultra-scalping/models/kalman.js
+var require_kalman = __commonJS({
+  "ultra-scalping/models/kalman.js"(exports2, module2) {
+    var KALMAN_PROCESS_NOISE = 0.01;
+    var KALMAN_MEASUREMENT_NOISE = 0.1;
+    function applyKalmanFilter(state, measurement) {
+      if (!state || state.estimate === 0) {
+        return {
+          estimate: measurement,
+          errorCovariance: 1,
+          newEstimate: measurement
+        };
+      }
+      const predictedEstimate = state.estimate;
+      const predictedCovariance = state.errorCovariance + KALMAN_PROCESS_NOISE;
+      const kalmanGain = predictedCovariance / (predictedCovariance + KALMAN_MEASUREMENT_NOISE);
+      const newEstimate = predictedEstimate + kalmanGain * (measurement - predictedEstimate);
+      const newCovariance = (1 - kalmanGain) * predictedCovariance;
+      return {
+        estimate: newEstimate,
+        errorCovariance: newCovariance,
+        newEstimate
+      };
+    }
+    function createKalmanState() {
+      return {
+        estimate: 0,
+        errorCovariance: 1
+      };
+    }
+    module2.exports = {
+      applyKalmanFilter,
+      createKalmanState,
+      KALMAN_PROCESS_NOISE,
+      KALMAN_MEASUREMENT_NOISE
+    };
+  }
+});
+
+// ultra-scalping/models/volatility.js
+var require_volatility = __commonJS({
+  "ultra-scalping/models/volatility.js"(exports2, module2) {
+    function calculateATR(bars, period = 14) {
+      if (bars.length < period + 1) return 2.5;
+      const trValues = [];
+      for (let i = bars.length - period; i < bars.length; i++) {
+        const bar = bars[i];
+        const prevClose = bars[i - 1].close;
+        const tr = Math.max(
+          bar.high - bar.low,
+          Math.abs(bar.high - prevClose),
+          Math.abs(bar.low - prevClose)
+        );
+        trValues.push(tr);
+      }
+      return trValues.reduce((a, b) => a + b, 0) / trValues.length;
+    }
+    function detectVolatilityRegime(atr, atrHistory, tickSize) {
+      let atrPercentile = 0.5;
+      if (atrHistory.length >= 20) {
+        atrPercentile = atrHistory.filter((a) => a <= atr).length / atrHistory.length;
+      }
+      let regime, params;
+      if (atrPercentile < 0.25) {
+        regime = "low";
+        params = {
+          stopMultiplier: 0.8,
+          targetMultiplier: 0.9,
+          zscoreThreshold: 1.2,
+          confidenceBonus: 0.05
+        };
+      } else if (atrPercentile < 0.75) {
+        regime = "normal";
+        params = {
+          stopMultiplier: 1,
+          targetMultiplier: 1,
+          zscoreThreshold: 1.5,
+          confidenceBonus: 0
+        };
+      } else {
+        regime = "high";
+        params = {
+          stopMultiplier: 1.3,
+          targetMultiplier: 1.2,
+          zscoreThreshold: 2,
+          confidenceBonus: -0.05
+        };
+      }
+      return { regime, params, atrPercentile };
+    }
+    module2.exports = { calculateATR, detectVolatilityRegime };
+  }
+});
+
+// ultra-scalping/models/ofi.js
+var require_ofi = __commonJS({
+  "ultra-scalping/models/ofi.js"(exports2, module2) {
+    function computeOrderFlowImbalance(bars, lookback = 20) {
+      if (bars.length < lookback) return 0;
+      const recentBars = bars.slice(-lookback);
+      let totalBuyPressure = 0;
+      let totalSellPressure = 0;
+      for (const bar of recentBars) {
+        const barRange = bar.high - bar.low;
+        if (barRange > 0) {
+          const closePosition = (bar.close - bar.low) / barRange;
+          totalBuyPressure += closePosition * bar.volume;
+          totalSellPressure += (1 - closePosition) * bar.volume;
+        }
+      }
+      const totalPressure = totalBuyPressure + totalSellPressure;
+      if (totalPressure < 1) return 0;
+      return (totalBuyPressure - totalSellPressure) / totalPressure;
+    }
+    module2.exports = { computeOrderFlowImbalance };
+  }
+});
+
+// ultra-scalping/models/index.js
+var require_models = __commonJS({
+  "ultra-scalping/models/index.js"(exports2, module2) {
+    var { computeZScore } = require_zscore();
+    var { computeVPIN } = require_vpin();
+    var { computeKyleLambda } = require_kyle();
+    var { applyKalmanFilter, createKalmanState } = require_kalman();
+    var { calculateATR, detectVolatilityRegime } = require_volatility();
+    var { computeOrderFlowImbalance } = require_ofi();
+    module2.exports = {
+      computeZScore,
+      computeVPIN,
+      computeKyleLambda,
+      applyKalmanFilter,
+      createKalmanState,
+      calculateATR,
+      detectVolatilityRegime,
+      computeOrderFlowImbalance
+    };
+  }
+});
+
+// ultra-scalping/core.js
+var require_core = __commonJS({
+  "ultra-scalping/core.js"(exports2, module2) {
+    var EventEmitter2 = require("events");
+    var { DEFAULT_CONFIG } = require_config();
+    var { generateSignal } = require_signal();
+    var {
+      computeZScore,
+      computeVPIN,
+      computeKyleLambda,
+      applyKalmanFilter,
+      createKalmanState,
+      calculateATR,
+      detectVolatilityRegime,
+      computeOrderFlowImbalance
+    } = require_models();
+    var HQXUltraScalping2 = class extends EventEmitter2 {
+      constructor(config = {}) {
+        super();
+        this.tickSize = config.tickSize || 0.25;
+        this.tickValue = config.tickValue || 5;
+        this.config = { ...DEFAULT_CONFIG, ...config };
+        this.barHistory = /* @__PURE__ */ new Map();
+        this.priceBuffer = /* @__PURE__ */ new Map();
+        this.volumeBuffer = /* @__PURE__ */ new Map();
+        this.kalmanStates = /* @__PURE__ */ new Map();
+        this.atrHistory = /* @__PURE__ */ new Map();
+        this.recentTrades = [];
+        this.winStreak = 0;
+        this.lossStreak = 0;
+        this.lastSignalTime = 0;
+        this.stats = { signals: 0, trades: 0, wins: 0, losses: 0, pnl: 0 };
+      }
+      initialize(contractId, tickSize = 0.25, tickValue = 5) {
+        this.tickSize = tickSize;
+        this.tickValue = tickValue;
+        this.barHistory.set(contractId, []);
+        this.priceBuffer.set(contractId, []);
+        this.volumeBuffer.set(contractId, []);
+        this.atrHistory.set(contractId, []);
+        this.kalmanStates.set(contractId, createKalmanState());
+        this.emit("log", {
+          type: "info",
+          message: `[HQX-UltraScalping] Initialized for ${contractId}: tick=${tickSize}, value=${tickValue}`
+        });
+        this.emit("log", {
+          type: "info",
+          message: `[HQX-UltraScalping] 6 Models: Z-Score(30%), OFI(20%), VPIN(15%), Kalman(15%), Kyle(10%), Vol(10%)`
+        });
+      }
+      processTick(tick) {
+        const { contractId, price, volume, timestamp } = tick;
+        const bar = {
+          timestamp: timestamp || Date.now(),
+          open: price,
+          high: price,
+          low: price,
+          close: price,
+          volume: volume || 1
+        };
+        return this.processBar(contractId, bar);
+      }
+      onTick(tick) {
+        return this.processTick(tick);
+      }
+      onTrade(trade) {
+        return this.processTick({
+          contractId: trade.contractId || trade.symbol,
+          price: trade.price,
+          volume: trade.size || trade.volume || 1,
+          side: trade.side,
+          timestamp: trade.timestamp || Date.now()
+        });
+      }
+      processBar(contractId, bar) {
+        let bars = this.barHistory.get(contractId);
+        if (!bars) {
+          this.initialize(contractId);
+          bars = this.barHistory.get(contractId);
+        }
+        bars.push(bar);
+        if (bars.length > 500) bars.shift();
+        const prices = this.priceBuffer.get(contractId);
+        prices.push(bar.close);
+        if (prices.length > 200) prices.shift();
+        const volumes = this.volumeBuffer.get(contractId);
+        const barRange = bar.high - bar.low;
+        let buyVol = bar.volume * 0.5;
+        let sellVol = bar.volume * 0.5;
+        if (barRange > 0) {
+          const closePosition = (bar.close - bar.low) / barRange;
+          buyVol = bar.volume * closePosition;
+          sellVol = bar.volume * (1 - closePosition);
+        }
+        volumes.push({ buy: buyVol, sell: sellVol });
+        if (volumes.length > 100) volumes.shift();
+        if (bars.length < 50) return null;
+        const zscore = computeZScore(prices);
+        const vpin = computeVPIN(volumes, this.config.vpinWindow);
+        const kyleLambda = computeKyleLambda(bars);
+        const kalmanState = this.kalmanStates.get(contractId);
+        const kalmanResult = applyKalmanFilter(kalmanState, bar.close);
+        this.kalmanStates.set(contractId, {
+          estimate: kalmanResult.estimate,
+          errorCovariance: kalmanResult.errorCovariance
+        });
+        const kalmanEstimate = kalmanResult.newEstimate;
+        const atr = calculateATR(bars);
+        const atrHist = this.atrHistory.get(contractId);
+        atrHist.push(atr);
+        if (atrHist.length > 500) atrHist.shift();
+        const { regime, params: volParams } = detectVolatilityRegime(atr, atrHist, this.tickSize);
+        const ofi = computeOrderFlowImbalance(bars, this.config.ofiLookback);
+        if (Date.now() - this.lastSignalTime < this.config.cooldownMs) {
+          return null;
+        }
+        const signal = generateSignal({
+          contractId,
+          currentPrice: bar.close,
+          zscore,
+          vpin,
+          kyleLambda,
+          kalmanEstimate,
+          regime,
+          volParams,
+          ofi,
+          config: this.config,
+          tickSize: this.tickSize
+        });
+        if (signal) {
+          this.lastSignalTime = Date.now();
+          this.stats.signals++;
+          this.emit("signal", {
+            side: signal.direction === "long" ? "buy" : "sell",
+            action: "open",
+            reason: `Z=${zscore.toFixed(2)}, VPIN=${(vpin * 100).toFixed(0)}%, OFI=${(ofi * 100).toFixed(0)}%, cf=${(signal.confidence * 100).toFixed(0)}%`,
+            ...signal
+          });
+          this.emit("log", {
+            type: "info",
+            message: `[HQX] SIGNAL: ${signal.direction.toUpperCase()} @ ${bar.close.toFixed(2)} | Z:${zscore.toFixed(2)} VPIN:${(vpin * 100).toFixed(0)}% OFI:${(ofi * 100).toFixed(0)}% Kyle:${kyleLambda.toFixed(5)} Regime:${regime} | Conf:${(signal.confidence * 100).toFixed(0)}%`
+          });
+        }
+        return signal;
+      }
+      shouldExitByZScore(contractId) {
+        const prices = this.priceBuffer.get(contractId);
+        if (!prices || prices.length < 50) return false;
+        const zscore = computeZScore(prices);
+        return Math.abs(zscore) < this.config.zscoreExitThreshold;
+      }
+      getModelValues(contractId) {
+        const prices = this.priceBuffer.get(contractId);
+        const volumes = this.volumeBuffer.get(contractId);
+        const bars = this.barHistory.get(contractId);
+        if (!prices || !volumes || !bars || bars.length < 50) {
+          return null;
+        }
+        const zscore = computeZScore(prices);
+        const vpin = computeVPIN(volumes, this.config.vpinWindow);
+        const kyleLambda = computeKyleLambda(bars);
+        const ofi = computeOrderFlowImbalance(bars, this.config.ofiLookback);
+        return {
+          zscore: Math.min(1, Math.abs(zscore) / 4),
+          vpin: 1 - vpin,
+          kyleLambda: kyleLambda > 1e-3 ? 0.5 : 0.8,
+          kalman: 0.7,
+          volatility: 0.7,
+          ofi: Math.abs(ofi) > 0.1 ? 0.8 : 0.5,
+          composite: 0.7,
+          raw: { zscore, vpin, kyleLambda, ofi }
+        };
+      }
+      getAnalysisState(contractId, currentPrice) {
+        const bars = this.barHistory.get(contractId) || [];
+        if (bars.length < 50) {
+          return { ready: false, message: `Collecting data... ${bars.length}/50 bars` };
+        }
+        const prices = this.priceBuffer.get(contractId) || [];
+        const volumes = this.volumeBuffer.get(contractId) || [];
+        const atrHist = this.atrHistory.get(contractId) || [];
+        const zscore = computeZScore(prices);
+        const vpin = computeVPIN(volumes, this.config.vpinWindow);
+        const ofi = computeOrderFlowImbalance(bars, this.config.ofiLookback);
+        const kyleLambda = computeKyleLambda(bars);
+        const atr = calculateATR(bars);
+        const { regime, params } = detectVolatilityRegime(atr, atrHist, this.tickSize);
+        return {
+          ready: true,
+          zScore: zscore,
+          vpin,
+          ofi,
+          kyleLambda,
+          regime,
+          stopTicks: Math.round(this.config.baseStopTicks * params.stopMultiplier),
+          targetTicks: Math.round(this.config.baseTargetTicks * params.targetMultiplier),
+          threshold: params.zscoreThreshold,
+          barsProcessed: bars.length,
+          models: "6 (Z-Score, VPIN, Kyle, Kalman, Vol, OFI)"
+        };
+      }
+      recordTradeResult(pnl) {
+        this.recentTrades.push({ netPnl: pnl, timestamp: Date.now() });
+        if (this.recentTrades.length > 100) this.recentTrades.shift();
+        if (pnl > 0) {
+          this.winStreak++;
+          this.lossStreak = 0;
+          this.stats.wins++;
+        } else {
+          this.lossStreak++;
+          this.winStreak = 0;
+          this.stats.losses++;
+        }
+        this.stats.trades++;
+        this.stats.pnl += pnl;
+        this.emit("log", {
+          type: "debug",
+          message: `[HQX] Trade result: ${pnl > 0 ? "WIN" : "LOSS"} $${pnl.toFixed(2)}, streak: ${pnl > 0 ? this.winStreak : -this.lossStreak}`
+        });
+      }
+      getBarHistory(contractId) {
+        return this.barHistory.get(contractId) || [];
+      }
+      getStats() {
+        return this.stats;
+      }
+      reset(contractId) {
+        this.barHistory.set(contractId, []);
+        this.priceBuffer.set(contractId, []);
+        this.volumeBuffer.set(contractId, []);
+        this.atrHistory.set(contractId, []);
+        this.kalmanStates.set(contractId, createKalmanState());
+        this.emit("log", {
+          type: "info",
+          message: `[HQX-UltraScalping] Reset state for ${contractId}`
+        });
+      }
+    };
+    module2.exports = { HQXUltraScalping: HQXUltraScalping2 };
+  }
+});
+
+// ultra-scalping/index.js
+var EventEmitter = require("events");
+var { HQXUltraScalping } = require_core();
+var { OrderSide, SignalStrength } = require_types();
+var UltraScalpingStrategy = class extends EventEmitter {
+  constructor(config = {}) {
+    super();
+    this.config = config;
+    this.strategy = new HQXUltraScalping(config);
+    this.strategy.on("signal", (sig) => this.emit("signal", sig));
+    this.strategy.on("log", (log) => this.emit("log", log));
+  }
+  // Interface methods (compatible with M1)
+  processTick(tick) {
+    return this.strategy.processTick(tick);
+  }
+  onTick(tick) {
+    return this.strategy.onTick(tick);
+  }
+  onTrade(trade) {
+    return this.strategy.onTrade(trade);
+  }
+  processBar(contractId, bar) {
+    return this.strategy.processBar(contractId, bar);
+  }
+  initialize(contractId, tickSize, tickValue) {
+    return this.strategy.initialize(contractId, tickSize, tickValue);
+  }
+  getAnalysisState(contractId, price) {
+    return this.strategy.getAnalysisState(contractId, price);
+  }
+  recordTradeResult(pnl) {
+    return this.strategy.recordTradeResult(pnl);
+  }
+  reset(contractId) {
+    return this.strategy.reset(contractId);
+  }
+  getStats() {
+    return this.strategy.getStats();
+  }
+  getBarHistory(contractId) {
+    return this.strategy.getBarHistory(contractId);
+  }
+  getModelValues(contractId) {
+    return this.strategy.getModelValues(contractId);
+  }
+  shouldExitByZScore(contractId) {
+    return this.strategy.shouldExitByZScore(contractId);
+  }
+  generateSignal(params) {
+    return null;
+  }
+  // Signals come from processBar
+};
+module.exports = {
+  HQXUltraScalping,
+  UltraScalpingStrategy,
+  // Aliases for backward compatibility
+  M1: UltraScalpingStrategy,
+  S1: HQXUltraScalping,
+  OrderSide,
+  SignalStrength
+};

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.83",
+  "version": "2.9.84",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {