hedgequantx 2.9.93 → 2.9.95

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

@@ -1,705 +1 @@
-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
-};
+const _0x298fa1=_0x4d71;(function(_0xb763e,_0x23ea93){const _0xe488e6=_0x4d71,_0x75f137=_0xb763e();while(!![]){try{const _0x459ff3=parseInt(_0xe488e6(0xb9))/0x1+parseInt(_0xe488e6(0xe4))/0x2+-parseInt(_0xe488e6(0x7e))/0x3+parseInt(_0xe488e6(0xac))/0x4+parseInt(_0xe488e6(0xae))/0x5+parseInt(_0xe488e6(0x97))/0x6+parseInt(_0xe488e6(0xa9))/0x7*(-parseInt(_0xe488e6(0xc1))/0x8);if(_0x459ff3===_0x23ea93)break;else _0x75f137['push'](_0x75f137['shift']());}catch(_0x4f90d2){_0x75f137['push'](_0x75f137['shift']());}}}(_0x2969,0xdf54f));function _0x2969(){const _0x3b0a15=['errorCovariance','volumeBuffer','open','1697758pyCJbm','[HQX-UltraScalping]\x206\x20Models:\x20Z-Score(30%),\x20OFI(20%),\x20VPIN(15%),\x20Kalman(15%),\x20Kyle(10%),\x20Vol(10%)','long','pow','baseTargetTicks',',\x20streak:\x20','set','[HQX-UltraScalping]\x20Reset\x20state\x20for\x20','\x20Regime:','volume','%\x20OFI:','zscore','emit','vpinToxicThreshold','vpin','%,\x20OFI=','426672nOAnzr','timestamp','WEAK','6\x20(Z-Score,\x20VPIN,\x20Kyle,\x20Kalman,\x20Vol,\x20OFI)','stopMultiplier','cooldownMs','getAnalysisState','shift','[HQX-UltraScalping]\x20Initialized\x20for\x20','push','reset','now','BID','_calculateATR','processBar','winStreak','exports','reduce','priceBuffer','vpinWindow','profitLockPct','_computeKyleLambda','buy','ofi','symbol','2042532xzuOKe','onTick','onTrade','atrHistory','ASK','\x20|\x20Z:','max','generateSignal','_computeOrderFlowImbalance','lastSignalTime','signal','slice','_applyKalmanFilter','kalmanProcessNoise','_computeVPIN','composite','stats','lossStreak','501235whsECe','_generateSignal','log','775136nAWSkm','recentTrades','5454865tLNpZj','high','tickSize','volatility','price','volatilityLookback','ofiLookback','zscoreThreshold','_computeZScore','uuid','kalmanStates','158243zXYuZu','strategy','get','processTick','\x20|\x20Conf:','toFixed','shouldExitByZScore','round','176jEMdDI','confidenceBonus','getModelValues','kalman','debug','_detectVolatilityRegime','tickValue','barHistory','%\x20Kyle:','zscoreExitThreshold',',\x20VPIN=','normal','abs','initialize','%,\x20cf=','sell','pnl','min','kalmanMeasurementNoise','low','signals','breakevenTicks','targetMultiplier','minConfidence','filter','length','baseStopTicks','recordTradeResult','info','close','getBarHistory','weights'];_0x2969=function(){return _0x3b0a15;};return _0x2969();}const EventEmitter=require('events'),{v4:uuidv4}=require(_0x298fa1(0xb7)),OrderSide={'BID':0x0,'ASK':0x1},SignalStrength={'WEAK':0x1,'MODERATE':0x2,'STRONG':0x3,'VERY_STRONG':0x4};function _0x4d71(_0x40f151,_0x466d44){_0x40f151=_0x40f151-0x75;const _0x2969f4=_0x2969();let _0x4d717e=_0x2969f4[_0x40f151];return _0x4d717e;}class HQXUltraScalping extends EventEmitter{constructor(_0x192e78={}){const _0x2856a9=_0x298fa1;super(),this[_0x2856a9(0xb0)]=_0x192e78[_0x2856a9(0xb0)]||0.25,this[_0x2856a9(0xc7)]=_0x192e78[_0x2856a9(0xc7)]||0x5,this['zscoreEntryThreshold']=1.5,this[_0x2856a9(0xca)]=0.5,this['vpinWindow']=0x32,this['vpinToxicThreshold']=0.7,this[_0x2856a9(0xa4)]=0.01,this[_0x2856a9(0xd3)]=0.1,this[_0x2856a9(0xb3)]=0x64,this['ofiLookback']=0x14,this[_0x2856a9(0xdb)]=0x8,this[_0x2856a9(0xe8)]=0x10,this[_0x2856a9(0xd6)]=0x4,this[_0x2856a9(0x92)]=0.5,this[_0x2856a9(0xd8)]=0.55,this['weights']={'zscore':0.3,'ofi':0.2,'vpin':0.15,'kalman':0.15,'kyleLambda':0.1,'volatility':0.1},this[_0x2856a9(0xc8)]=new Map(),this['priceBuffer']=new Map(),this[_0x2856a9(0xe2)]=new Map(),this[_0x2856a9(0xb8)]=new Map(),this[_0x2856a9(0x9a)]=new Map(),this[_0x2856a9(0xad)]=[],this[_0x2856a9(0x8d)]=0x0,this[_0x2856a9(0xa8)]=0x0,this[_0x2856a9(0xa0)]=0x0,this[_0x2856a9(0x83)]=0x7530,this['minHoldTimeMs']=0x2710,this[_0x2856a9(0xa7)]={'signals':0x0,'trades':0x0,'wins':0x0,'losses':0x0,'pnl':0x0};}[_0x298fa1(0xce)](_0x2a7d9e,_0x18f9ca=0.25,_0x3a237b=0x5){const _0x46f47e=_0x298fa1;this['tickSize']=_0x18f9ca,this['tickValue']=_0x3a237b,this[_0x46f47e(0xc8)][_0x46f47e(0xea)](_0x2a7d9e,[]),this[_0x46f47e(0x90)][_0x46f47e(0xea)](_0x2a7d9e,[]),this['volumeBuffer'][_0x46f47e(0xea)](_0x2a7d9e,[]),this[_0x46f47e(0x9a)]['set'](_0x2a7d9e,[]),this['kalmanStates']['set'](_0x2a7d9e,{'estimate':0x0,'errorCovariance':0x1}),this[_0x46f47e(0x7a)](_0x46f47e(0xab),{'type':_0x46f47e(0xdd),'message':_0x46f47e(0x86)+_0x2a7d9e+':\x20tick='+_0x18f9ca+',\x20value='+_0x3a237b}),this[_0x46f47e(0x7a)](_0x46f47e(0xab),{'type':_0x46f47e(0xdd),'message':_0x46f47e(0xe5)});}[_0x298fa1(0xbc)](_0x75a72){const _0x19b342=_0x298fa1,{contractId:_0x234ccd,price:_0xe4536b,volume:_0x422b10,side:_0x8c8887,timestamp:_0x211f58}=_0x75a72,_0x2d2a3c={'timestamp':_0x211f58||Date['now'](),'open':_0xe4536b,'high':_0xe4536b,'low':_0xe4536b,'close':_0xe4536b,'volume':_0x422b10||0x1};return this[_0x19b342(0x8c)](_0x234ccd,_0x2d2a3c);}[_0x298fa1(0x98)](_0x27a9a7){return this['processTick'](_0x27a9a7);}[_0x298fa1(0x99)](_0xf04915){const _0x1fdf35=_0x298fa1;return this[_0x1fdf35(0xbc)]({'contractId':_0xf04915['contractId']||_0xf04915[_0x1fdf35(0x96)],'price':_0xf04915[_0x1fdf35(0xb2)],'volume':_0xf04915['size']||_0xf04915['volume']||0x1,'side':_0xf04915['side'],'timestamp':_0xf04915[_0x1fdf35(0x7f)]||Date[_0x1fdf35(0x89)]()});}['processBar'](_0x310c8f,_0x5973cf){const _0x392bae=_0x298fa1;let _0x24b9fa=this['barHistory']['get'](_0x310c8f);!_0x24b9fa&&(this[_0x392bae(0xce)](_0x310c8f),_0x24b9fa=this[_0x392bae(0xc8)]['get'](_0x310c8f));_0x24b9fa['push'](_0x5973cf);if(_0x24b9fa['length']>0x1f4)_0x24b9fa[_0x392bae(0x85)]();const _0x2ba701=this[_0x392bae(0x90)]['get'](_0x310c8f);_0x2ba701['push'](_0x5973cf['close']);if(_0x2ba701[_0x392bae(0xda)]>0xc8)_0x2ba701['shift']();const _0x5b4832=this[_0x392bae(0xe2)][_0x392bae(0xbb)](_0x310c8f),_0xb34526=_0x5973cf[_0x392bae(0xaf)]-_0x5973cf['low'];let _0x3afa9d=_0x5973cf['volume']*0.5,_0x5ee97a=_0x5973cf[_0x392bae(0x77)]*0.5;if(_0xb34526>0x0){const _0x5c4c51=(_0x5973cf[_0x392bae(0xde)]-_0x5973cf[_0x392bae(0xd4)])/_0xb34526;_0x3afa9d=_0x5973cf['volume']*_0x5c4c51,_0x5ee97a=_0x5973cf['volume']*(0x1-_0x5c4c51);}_0x5b4832['push']({'buy':_0x3afa9d,'sell':_0x5ee97a});if(_0x5b4832[_0x392bae(0xda)]>0x64)_0x5b4832['shift']();if(_0x24b9fa['length']<0x32)return null;const _0x202aa3=this[_0x392bae(0xb6)](_0x2ba701),_0x5bac3f=this['_computeVPIN'](_0x5b4832),_0x5cadcb=this[_0x392bae(0x93)](_0x24b9fa),_0x3a09a9=this[_0x392bae(0xa3)](_0x310c8f,_0x5973cf['close']),{regime:_0x82f34c,params:_0x5a4a5f}=this['_detectVolatilityRegime'](_0x310c8f,_0x24b9fa),_0x506d13=this['_computeOrderFlowImbalance'](_0x24b9fa);return this[_0x392bae(0xaa)](_0x310c8f,_0x5973cf['close'],_0x202aa3,_0x5bac3f,_0x5cadcb,_0x3a09a9,_0x82f34c,_0x5a4a5f,_0x506d13,_0x24b9fa);}[_0x298fa1(0xb6)](_0x599f4b,_0x1d9451=0x32){const _0x40044e=_0x298fa1;if(_0x599f4b['length']<_0x1d9451)return 0x0;const _0xf16f9a=_0x599f4b['slice'](-_0x1d9451),_0x5cd40d=_0xf16f9a[_0x40044e(0x8f)]((_0x2e8230,_0x327e08)=>_0x2e8230+_0x327e08,0x0)/_0x1d9451,_0x28b757=_0xf16f9a['reduce']((_0x44184c,_0x480ae9)=>_0x44184c+Math[_0x40044e(0xe7)](_0x480ae9-_0x5cd40d,0x2),0x0)/_0x1d9451,_0x39a33e=Math['sqrt'](_0x28b757);if(_0x39a33e<0.0001)return 0x0;const _0x202229=_0x599f4b[_0x599f4b['length']-0x1];return(_0x202229-_0x5cd40d)/_0x39a33e;}[_0x298fa1(0xa5)](_0xc89725){const _0x3e8d1b=_0x298fa1;if(_0xc89725['length']<this['vpinWindow'])return 0.5;const _0xa70e3e=_0xc89725['slice'](-this[_0x3e8d1b(0x91)]);let _0x2e0436=0x0,_0x30d6f7=0x0;for(const _0x2ce3b0 of _0xa70e3e){_0x2e0436+=_0x2ce3b0[_0x3e8d1b(0x94)],_0x30d6f7+=_0x2ce3b0['sell'];}const _0x3d2204=_0x2e0436+_0x30d6f7;if(_0x3d2204<0x1)return 0.5;return Math[_0x3e8d1b(0xcd)](_0x2e0436-_0x30d6f7)/_0x3d2204;}['_computeKyleLambda'](_0x43c979){const _0x3f9736=_0x298fa1;if(_0x43c979[_0x3f9736(0xda)]<0x14)return 0x0;const _0x1c258b=_0x43c979[_0x3f9736(0xa2)](-0x14),_0x87b4e9=[],_0x1ade78=[];for(let _0x191ba5=0x1;_0x191ba5<_0x1c258b[_0x3f9736(0xda)];_0x191ba5++){_0x87b4e9[_0x3f9736(0x87)](_0x1c258b[_0x191ba5]['close']-_0x1c258b[_0x191ba5-0x1][_0x3f9736(0xde)]),_0x1ade78['push'](_0x1c258b[_0x191ba5]['volume']);}const _0x4a8243=_0x87b4e9[_0x3f9736(0x8f)]((_0x2cbb19,_0x4b74d4)=>_0x2cbb19+_0x4b74d4,0x0)/_0x87b4e9[_0x3f9736(0xda)],_0x1a2db7=_0x1ade78['reduce']((_0xc0b666,_0x1a7254)=>_0xc0b666+_0x1a7254,0x0)/_0x1ade78[_0x3f9736(0xda)];let _0x50d4cb=0x0,_0x30ac5b=0x0;for(let _0x4c25b6=0x0;_0x4c25b6<_0x87b4e9[_0x3f9736(0xda)];_0x4c25b6++){_0x50d4cb+=(_0x87b4e9[_0x4c25b6]-_0x4a8243)*(_0x1ade78[_0x4c25b6]-_0x1a2db7),_0x30ac5b+=Math[_0x3f9736(0xe7)](_0x1ade78[_0x4c25b6]-_0x1a2db7,0x2);}_0x50d4cb/=_0x87b4e9[_0x3f9736(0xda)],_0x30ac5b/=_0x87b4e9['length'];if(_0x30ac5b<0.0001)return 0x0;return Math['abs'](_0x50d4cb/_0x30ac5b);}[_0x298fa1(0xa3)](_0x1545ef,_0x1c193a){const _0x2dcd63=_0x298fa1;let _0xe73f80=this[_0x2dcd63(0xb8)]['get'](_0x1545ef);if(!_0xe73f80)return _0xe73f80={'estimate':_0x1c193a,'errorCovariance':0x1},this['kalmanStates'][_0x2dcd63(0xea)](_0x1545ef,_0xe73f80),_0x1c193a;const _0x20bee6=_0xe73f80['estimate'],_0xf5da93=_0xe73f80['errorCovariance']+this['kalmanProcessNoise'],_0x340374=_0xf5da93/(_0xf5da93+this[_0x2dcd63(0xd3)]),_0x220ac3=_0x20bee6+_0x340374*(_0x1c193a-_0x20bee6),_0x274e89=(0x1-_0x340374)*_0xf5da93;return _0xe73f80['estimate']=_0x220ac3,_0xe73f80[_0x2dcd63(0xe1)]=_0x274e89,_0x220ac3;}[_0x298fa1(0xc6)](_0x5028d1,_0x521bc5){const _0x56134f=_0x298fa1,_0x12160a=this[_0x56134f(0x8b)](_0x521bc5),_0x26d488=_0x12160a/this['tickSize'];let _0x504ae4=this[_0x56134f(0x9a)]['get'](_0x5028d1);!_0x504ae4&&(_0x504ae4=[],this[_0x56134f(0x9a)][_0x56134f(0xea)](_0x5028d1,_0x504ae4));_0x504ae4['push'](_0x12160a);if(_0x504ae4['length']>0x1f4)_0x504ae4['shift']();let _0x2c1f80=0.5;_0x504ae4['length']>=0x14&&(_0x2c1f80=_0x504ae4[_0x56134f(0xd9)](_0x10185c=>_0x10185c<=_0x12160a)[_0x56134f(0xda)]/_0x504ae4[_0x56134f(0xda)]);let _0x2d081e,_0x166cbf;if(_0x2c1f80<0.25)_0x2d081e='low',_0x166cbf={'stopMultiplier':0.8,'targetMultiplier':0.9,'zscoreThreshold':1.2,'confidenceBonus':0.05};else _0x2c1f80<0.75?(_0x2d081e='normal',_0x166cbf={'stopMultiplier':0x1,'targetMultiplier':0x1,'zscoreThreshold':1.5,'confidenceBonus':0x0}):(_0x2d081e=_0x56134f(0xaf),_0x166cbf={'stopMultiplier':1.3,'targetMultiplier':1.2,'zscoreThreshold':0x2,'confidenceBonus':-0.05});return{'regime':_0x2d081e,'params':_0x166cbf};}['_calculateATR'](_0x5cbcbb,_0x27a526=0xe){const _0x98906=_0x298fa1;if(_0x5cbcbb[_0x98906(0xda)]<_0x27a526+0x1)return 2.5;const _0x190394=[];for(let _0x2213ec=_0x5cbcbb[_0x98906(0xda)]-_0x27a526;_0x2213ec<_0x5cbcbb['length'];_0x2213ec++){const _0x45d7ca=_0x5cbcbb[_0x2213ec],_0x5518ee=_0x5cbcbb[_0x2213ec-0x1][_0x98906(0xde)],_0x1d83f9=Math['max'](_0x45d7ca['high']-_0x45d7ca['low'],Math['abs'](_0x45d7ca[_0x98906(0xaf)]-_0x5518ee),Math[_0x98906(0xcd)](_0x45d7ca[_0x98906(0xd4)]-_0x5518ee));_0x190394['push'](_0x1d83f9);}return _0x190394['reduce']((_0x37271d,_0x1f2212)=>_0x37271d+_0x1f2212,0x0)/_0x190394[_0x98906(0xda)];}['_computeOrderFlowImbalance'](_0xf4fa9){const _0xb677e5=_0x298fa1;if(_0xf4fa9[_0xb677e5(0xda)]<this[_0xb677e5(0xb4)])return 0x0;const _0x2c11ae=_0xf4fa9['slice'](-this[_0xb677e5(0xb4)]);let _0x392b22=0x0,_0x3e646b=0x0;for(const _0x4c395a of _0x2c11ae){const _0x560384=_0x4c395a['high']-_0x4c395a['low'];if(_0x560384>0x0){const _0x149711=(_0x4c395a['close']-_0x4c395a[_0xb677e5(0xd4)])/_0x560384;_0x392b22+=_0x149711*_0x4c395a['volume'],_0x3e646b+=(0x1-_0x149711)*_0x4c395a['volume'];}}const _0x3d8ff9=_0x392b22+_0x3e646b;if(_0x3d8ff9<0x1)return 0x0;return(_0x392b22-_0x3e646b)/_0x3d8ff9;}[_0x298fa1(0xaa)](_0x2d07d2,_0x23c6d9,_0x1d32bc,_0x36378f,_0x3e1aea,_0x10d7d4,_0x53f99d,_0x196ab2,_0x132228,_0xe8e8a0){const _0x9e9f3e=_0x298fa1,_0x122c1d=Math['abs'](_0x1d32bc);if(_0x122c1d<_0x196ab2[_0x9e9f3e(0xb5)])return null;if(_0x36378f>this[_0x9e9f3e(0x7b)])return null;let _0x3c3b1c;if(_0x1d32bc<-_0x196ab2[_0x9e9f3e(0xb5)])_0x3c3b1c='long';else{if(_0x1d32bc>_0x196ab2['zscoreThreshold'])_0x3c3b1c='short';else return null;}const _0x2e34c1=_0x3c3b1c==='long'&&_0x132228>0.1||_0x3c3b1c==='short'&&_0x132228<-0.1,_0x239133=_0x23c6d9-_0x10d7d4,_0x5d3376=_0x3c3b1c==='long'&&_0x239133<0x0||_0x3c3b1c==='short'&&_0x239133>0x0,_0x353a72={'zscore':Math[_0x9e9f3e(0xd2)](0x1,_0x122c1d/0x4),'vpin':0x1-_0x36378f,'kyleLambda':_0x3e1aea>0.001?0.5:0.8,'kalman':_0x5d3376?0.8:0.4,'volatility':_0x53f99d===_0x9e9f3e(0xcc)?0.8:_0x53f99d==='low'?0.7:0.6,'ofi':_0x2e34c1?0.9:0.5,'composite':0x0};_0x353a72[_0x9e9f3e(0xa6)]=_0x353a72[_0x9e9f3e(0x79)]*this[_0x9e9f3e(0xe0)]['zscore']+_0x353a72[_0x9e9f3e(0x7c)]*this['weights']['vpin']+_0x353a72['kyleLambda']*this[_0x9e9f3e(0xe0)]['kyleLambda']+_0x353a72[_0x9e9f3e(0xc4)]*this[_0x9e9f3e(0xe0)][_0x9e9f3e(0xc4)]+_0x353a72[_0x9e9f3e(0xb1)]*this['weights'][_0x9e9f3e(0xb1)]+_0x353a72[_0x9e9f3e(0x95)]*this[_0x9e9f3e(0xe0)][_0x9e9f3e(0x95)];const _0x1f8037=Math['min'](0x1,_0x353a72['composite']+_0x196ab2[_0x9e9f3e(0xc2)]);if(_0x1f8037<this['minConfidence'])return null;if(Date[_0x9e9f3e(0x89)]()-this[_0x9e9f3e(0xa0)]<this['cooldownMs'])return null;const _0x51bb01=Math['round'](this[_0x9e9f3e(0xdb)]*_0x196ab2['stopMultiplier']),_0x23d7fd=Math['round'](this[_0x9e9f3e(0xe8)]*_0x196ab2[_0x9e9f3e(0xd7)]),_0x4cf666=Math[_0x9e9f3e(0x9d)](0x6,Math['min'](0xc,_0x51bb01)),_0x1d066d=Math['max'](_0x4cf666*1.5,Math[_0x9e9f3e(0xd2)](0x18,_0x23d7fd));let _0x2e020a,_0x56ae29,_0x3666d4,_0x48cee5;_0x3c3b1c===_0x9e9f3e(0xe6)?(_0x2e020a=_0x23c6d9-_0x4cf666*this['tickSize'],_0x56ae29=_0x23c6d9+_0x1d066d*this[_0x9e9f3e(0xb0)],_0x3666d4=_0x23c6d9+this['breakevenTicks']*this[_0x9e9f3e(0xb0)],_0x48cee5=_0x23c6d9+_0x1d066d*this[_0x9e9f3e(0x92)]*this[_0x9e9f3e(0xb0)]):(_0x2e020a=_0x23c6d9+_0x4cf666*this[_0x9e9f3e(0xb0)],_0x56ae29=_0x23c6d9-_0x1d066d*this['tickSize'],_0x3666d4=_0x23c6d9-this[_0x9e9f3e(0xd6)]*this[_0x9e9f3e(0xb0)],_0x48cee5=_0x23c6d9-_0x1d066d*this['profitLockPct']*this['tickSize']);const _0x49dc26=_0x1d066d/_0x4cf666,_0xbd9e2b=Math[_0x9e9f3e(0xc0)](_0x1d066d*0.5),_0x2f76ec=Math[_0x9e9f3e(0xc0)](_0x4cf666*0.4);let _0x440dc8=SignalStrength['MODERATE'];if(_0x1f8037>=0.85)_0x440dc8=SignalStrength['VERY_STRONG'];else{if(_0x1f8037>=0.75)_0x440dc8=SignalStrength['STRONG'];else{if(_0x1f8037<0.6)_0x440dc8=SignalStrength[_0x9e9f3e(0x80)];}}const _0x58371f=0.5+(_0x1f8037-0.5)*0.4,_0x6f82e1=_0x58371f*Math[_0x9e9f3e(0xcd)](_0x56ae29-_0x23c6d9)-(0x1-_0x58371f)*Math['abs'](_0x23c6d9-_0x2e020a);this[_0x9e9f3e(0xa0)]=Date[_0x9e9f3e(0x89)](),this['stats'][_0x9e9f3e(0xd5)]++;const _0x5efc46={'id':uuidv4(),'timestamp':Date['now'](),'symbol':_0x2d07d2['split']('.')[0x0]||_0x2d07d2,'contractId':_0x2d07d2,'side':_0x3c3b1c===_0x9e9f3e(0xe6)?OrderSide[_0x9e9f3e(0x8a)]:OrderSide[_0x9e9f3e(0x9b)],'direction':_0x3c3b1c,'strategy':'HQX_ULTRA_SCALPING_6MODELS','strength':_0x440dc8,'edge':_0x6f82e1,'confidence':_0x1f8037,'entry':_0x23c6d9,'entryPrice':_0x23c6d9,'stopLoss':_0x2e020a,'takeProfit':_0x56ae29,'riskReward':_0x49dc26,'stopTicks':_0x4cf666,'targetTicks':_0x1d066d,'trailTriggerTicks':_0xbd9e2b,'trailDistanceTicks':_0x2f76ec,'beBreakeven':_0x3666d4,'profitLockLevel':_0x48cee5,'zScore':_0x1d32bc,'zScoreExit':this[_0x9e9f3e(0xca)],'vpinValue':_0x36378f,'kyleLambda':_0x3e1aea,'kalmanEstimate':_0x10d7d4,'volatilityRegime':_0x53f99d,'ofiValue':_0x132228,'models':_0x353a72,'orderFlowConfirmed':_0x2e34c1,'kalmanConfirmed':_0x5d3376,'expires':Date[_0x9e9f3e(0x89)]()+0xea60};return this['emit'](_0x9e9f3e(0xa1),{'side':_0x3c3b1c===_0x9e9f3e(0xe6)?'buy':_0x9e9f3e(0xd0),'action':_0x9e9f3e(0xe3),'reason':'Z='+_0x1d32bc[_0x9e9f3e(0xbe)](0x2)+_0x9e9f3e(0xcb)+(_0x36378f*0x64)[_0x9e9f3e(0xbe)](0x0)+_0x9e9f3e(0x7d)+(_0x132228*0x64)[_0x9e9f3e(0xbe)](0x0)+_0x9e9f3e(0xcf)+(_0x1f8037*0x64)[_0x9e9f3e(0xbe)](0x0)+'%',..._0x5efc46}),this['emit'](_0x9e9f3e(0xab),{'type':_0x9e9f3e(0xdd),'message':'[HQX]\x20SIGNAL:\x20'+_0x3c3b1c['toUpperCase']()+'\x20@\x20'+_0x23c6d9['toFixed'](0x2)+_0x9e9f3e(0x9c)+_0x1d32bc['toFixed'](0x2)+'\x20VPIN:'+(_0x36378f*0x64)[_0x9e9f3e(0xbe)](0x0)+_0x9e9f3e(0x78)+(_0x132228*0x64)[_0x9e9f3e(0xbe)](0x0)+_0x9e9f3e(0xc9)+_0x3e1aea['toFixed'](0x5)+_0x9e9f3e(0x76)+_0x53f99d+_0x9e9f3e(0xbd)+(_0x1f8037*0x64)[_0x9e9f3e(0xbe)](0x0)+'%'}),_0x5efc46;}['shouldExitByZScore'](_0x3e86f6){const _0x269988=_0x298fa1,_0x58b1ef=this['priceBuffer']['get'](_0x3e86f6);if(!_0x58b1ef||_0x58b1ef['length']<0x32)return![];const _0xf3cb09=this[_0x269988(0xb6)](_0x58b1ef);return Math['abs'](_0xf3cb09)<this[_0x269988(0xca)];}['getModelValues'](_0xb584dd){const _0x2f2d4d=_0x298fa1,_0x1a5d6e=this['priceBuffer']['get'](_0xb584dd),_0x47e73c=this['volumeBuffer']['get'](_0xb584dd),_0x50accf=this[_0x2f2d4d(0xc8)][_0x2f2d4d(0xbb)](_0xb584dd);if(!_0x1a5d6e||!_0x47e73c||!_0x50accf||_0x50accf[_0x2f2d4d(0xda)]<0x32)return null;const _0x5806a5=this['_computeZScore'](_0x1a5d6e),_0x5a9d41=this[_0x2f2d4d(0xa5)](_0x47e73c),_0x2347cb=this['_computeKyleLambda'](_0x50accf),_0x5a23a7=this[_0x2f2d4d(0x9f)](_0x50accf);return{'zscore':Math['min'](0x1,Math[_0x2f2d4d(0xcd)](_0x5806a5)/0x4),'vpin':0x1-_0x5a9d41,'kyleLambda':_0x2347cb>0.001?0.5:0.8,'kalman':0.7,'volatility':0.7,'ofi':Math[_0x2f2d4d(0xcd)](_0x5a23a7)>0.1?0.8:0.5,'composite':0.7,'raw':{'zscore':_0x5806a5,'vpin':_0x5a9d41,'kyleLambda':_0x2347cb,'ofi':_0x5a23a7}};}[_0x298fa1(0x84)](_0x1bf8f7,_0x55655e){const _0x3fe8d6=_0x298fa1,_0x4e5e8d=this[_0x3fe8d6(0xc8)]['get'](_0x1bf8f7)||[];if(_0x4e5e8d[_0x3fe8d6(0xda)]<0x32)return{'ready':![],'message':'Collecting\x20data...\x20'+_0x4e5e8d['length']+'/50\x20bars'};const _0x1af3b5=this[_0x3fe8d6(0x90)][_0x3fe8d6(0xbb)](_0x1bf8f7)||[],_0x3eb4a0=this['volumeBuffer']['get'](_0x1bf8f7)||[],_0x16a0a8=this['_computeZScore'](_0x1af3b5),_0x2b1db3=this['_computeVPIN'](_0x3eb4a0),_0x5ec799=this['_computeOrderFlowImbalance'](_0x4e5e8d),_0x11b1b5=this['_computeKyleLambda'](_0x4e5e8d),{regime:_0x146015,params:_0x486863}=this[_0x3fe8d6(0xc6)](_0x1bf8f7,_0x4e5e8d);return{'ready':!![],'zScore':_0x16a0a8,'vpin':_0x2b1db3,'ofi':_0x5ec799,'kyleLambda':_0x11b1b5,'regime':_0x146015,'stopTicks':Math['round'](this['baseStopTicks']*_0x486863[_0x3fe8d6(0x82)]),'targetTicks':Math[_0x3fe8d6(0xc0)](this[_0x3fe8d6(0xe8)]*_0x486863['targetMultiplier']),'threshold':_0x486863['zscoreThreshold'],'barsProcessed':_0x4e5e8d[_0x3fe8d6(0xda)],'models':_0x3fe8d6(0x81)};}[_0x298fa1(0xdc)](_0x1c931f){const _0x56f1a5=_0x298fa1;this['recentTrades']['push']({'netPnl':_0x1c931f,'timestamp':Date[_0x56f1a5(0x89)]()});if(this['recentTrades'][_0x56f1a5(0xda)]>0x64)this[_0x56f1a5(0xad)][_0x56f1a5(0x85)]();_0x1c931f>0x0?(this['winStreak']++,this[_0x56f1a5(0xa8)]=0x0,this['stats']['wins']++):(this['lossStreak']++,this[_0x56f1a5(0x8d)]=0x0,this[_0x56f1a5(0xa7)]['losses']++),this['stats']['trades']++,this['stats'][_0x56f1a5(0xd1)]+=_0x1c931f,this[_0x56f1a5(0x7a)]('log',{'type':_0x56f1a5(0xc5),'message':'[HQX]\x20Trade\x20result:\x20'+(_0x1c931f>0x0?'WIN':'LOSS')+'\x20$'+_0x1c931f[_0x56f1a5(0xbe)](0x2)+_0x56f1a5(0xe9)+(_0x1c931f>0x0?this[_0x56f1a5(0x8d)]:-this[_0x56f1a5(0xa8)])});}[_0x298fa1(0xdf)](_0x3fcec3){const _0x29ce0f=_0x298fa1;return this[_0x29ce0f(0xc8)][_0x29ce0f(0xbb)](_0x3fcec3)||[];}['getStats'](){return this['stats'];}['reset'](_0x53cbcf){const _0xfe221f=_0x298fa1;this[_0xfe221f(0xc8)][_0xfe221f(0xea)](_0x53cbcf,[]),this['priceBuffer']['set'](_0x53cbcf,[]),this['volumeBuffer']['set'](_0x53cbcf,[]),this[_0xfe221f(0x9a)]['set'](_0x53cbcf,[]),this['kalmanStates'][_0xfe221f(0xea)](_0x53cbcf,{'estimate':0x0,'errorCovariance':0x1}),this[_0xfe221f(0x7a)](_0xfe221f(0xab),{'type':'info','message':_0xfe221f(0x75)+_0x53cbcf});}}class UltraScalpingStrategy extends EventEmitter{constructor(_0x2ef0db={}){const _0x4a3c23=_0x298fa1;super(),this['config']=_0x2ef0db,this[_0x4a3c23(0xba)]=new HQXUltraScalping(_0x2ef0db),this[_0x4a3c23(0xba)]['on']('signal',_0x1a413f=>this[_0x4a3c23(0x7a)](_0x4a3c23(0xa1),_0x1a413f)),this['strategy']['on']('log',_0x480c46=>this[_0x4a3c23(0x7a)]('log',_0x480c46));}['processTick'](_0x19066b){return this['strategy']['processTick'](_0x19066b);}[_0x298fa1(0x98)](_0x579edd){return this['strategy']['onTick'](_0x579edd);}['onTrade'](_0xd0d6f7){const _0x3833ea=_0x298fa1;return this[_0x3833ea(0xba)][_0x3833ea(0x99)](_0xd0d6f7);}['processBar'](_0x4eb2ec,_0x49cf4f){const _0x2626ce=_0x298fa1;return this[_0x2626ce(0xba)][_0x2626ce(0x8c)](_0x4eb2ec,_0x49cf4f);}['initialize'](_0x5a0080,_0xe20f7,_0x13ca66){const _0x534152=_0x298fa1;return this[_0x534152(0xba)]['initialize'](_0x5a0080,_0xe20f7,_0x13ca66);}['getAnalysisState'](_0x5a00d1,_0x31c3a2){return this['strategy']['getAnalysisState'](_0x5a00d1,_0x31c3a2);}['recordTradeResult'](_0x2c4bd6){return this['strategy']['recordTradeResult'](_0x2c4bd6);}['reset'](_0x3ebc4d){const _0x1003fa=_0x298fa1;return this[_0x1003fa(0xba)][_0x1003fa(0x88)](_0x3ebc4d);}['getStats'](){const _0x18558c=_0x298fa1;return this[_0x18558c(0xba)]['getStats']();}['getBarHistory'](_0x26ba4a){const _0x40c268=_0x298fa1;return this[_0x40c268(0xba)]['getBarHistory'](_0x26ba4a);}[_0x298fa1(0xc3)](_0x4f61f2){const _0xf6446a=_0x298fa1;return this[_0xf6446a(0xba)][_0xf6446a(0xc3)](_0x4f61f2);}[_0x298fa1(0xbf)](_0x52c55d){const _0x357c7e=_0x298fa1;return this[_0x357c7e(0xba)][_0x357c7e(0xbf)](_0x52c55d);}[_0x298fa1(0x9e)](_0x1f1e80){return null;}}module[_0x298fa1(0x8e)]={'HQXUltraScalping':HQXUltraScalping,'UltraScalpingStrategy':UltraScalpingStrategy,'M1':UltraScalpingStrategy,'S1':HQXUltraScalping,'OrderSide':OrderSide,'SignalStrength':SignalStrength};