patchwork-os 0.2.0-beta.9.canary.92 → 1.1.0-beta.1

package/dist/ta/desk/cells/wpMaRejection.js

@@ -0,0 +1,141 @@
+/**
+ * wp-ma-rejection @1d — Phase 4 second battery cell.
+ *
+ * FROZEN PARAMS (pre-registered in docs/qumo-desk-precommit.md §6.2;
+ * any change must bump methodVersion and resets accrual to zero):
+ *
+ *   MA_BARS             = 20    rolling bars for simple moving average
+ *   MIN_WICK_DEPTH      = 0.002 minimum wick depth below MA as fraction of close
+ *                                (avoids hairline MA touches; 0.002 = 0.2%)
+ *   OUTCOME_WINDOW_BARS = 10    bars the card races before push/unscorable
+ *   R_MULTIPLIER        = 1.0   rRef = close + 1× stop-distance (1R long only)
+ *   UNIVERSE            = ["BTCUSDT", "ETHUSDT"]   always-listed only
+ *   METHOD_VERSION      = "wpmr-1d-v1"
+ *
+ * Hypothesis: a daily bar that wicks below the 20-bar SMA but closes back above
+ * it (MA support rejection) reverts at a rate greater than chance over a 10-bar
+ * outcome window. LONG only — tests the support-rejection hypothesis.
+ *
+ * Look-ahead self-test: runs once at module import. Mutates future bars and
+ * asserts the fire decision is unchanged (detector reads only the fire bar + prior).
+ */
+// ── Frozen params ─────────────────────────────────────────────────────────────
+export const METHOD_VERSION = "wpmr-1d-v1";
+export const PERMUTATION_SEED = 777;
+export const NULL_SEED = 4242;
+export const MA_BARS = 20;
+export const MIN_WICK_DEPTH = 0.002;
+export const OUTCOME_WINDOW_BARS = 10;
+export const R_MULTIPLIER = 1.0;
+export const UNIVERSE = ["BTCUSDT", "ETHUSDT"];
+// ── Detector ──────────────────────────────────────────────────────────────────
+/**
+ * Run on the latest CLOSED candle (candles[n-1]). Returns false if no rejection,
+ * or the card geometry if a MA-rejection bar fires.
+ *
+ * Fire condition (LONG only):
+ *   1. fire bar's low < sma20          (wick pierced below the MA)
+ *   2. fire bar's close > sma20        (closed back above the MA = rejection)
+ *   3. (sma20 - low) / close ≥ 0.002  (min 0.2% wick depth — avoids hairline touches)
+ */
+export function detectMaRejection(candles) {
+    if (candles.length < MA_BARS + 1)
+        return false;
+    const bar = candles[candles.length - 1];
+    // 20-bar SMA over the PRIOR MA_BARS bars (excludes the current bar).
+    const smaSlice = candles.slice(-(MA_BARS + 1), -1);
+    const sma20 = smaSlice.reduce((s, c) => s + c.close, 0) / smaSlice.length;
+    // Fire conditions.
+    if (bar.low >= sma20)
+        return false; // wick must pierce below MA
+    if (bar.close <= sma20)
+        return false; // must close back above MA
+    const wickDepth = (sma20 - bar.low) / bar.close;
+    if (wickDepth < MIN_WICK_DEPTH)
+        return false; // hairline touch filter
+    const stopDistance = bar.close - bar.low;
+    if (stopDistance <= 0)
+        return false;
+    return {
+        direction: "long",
+        lastClose: bar.close,
+        invalidation: bar.low,
+        rRef: bar.close + R_MULTIPLIER * stopDistance,
+    };
+}
+// ── Look-ahead self-test (build gate, runs once at import) ────────────────────
+function runLookAheadSelfTest() {
+    const BASE_PRICE = 50000;
+    const SMA_BASE = 49500; // MA below price so rejection can fire
+    // Build a series where the final bar rejects off the SMA.
+    const candles = [];
+    for (let i = 0; i < MA_BARS + 1; i++) {
+        const isRejection = i === MA_BARS;
+        const close = isRejection ? BASE_PRICE : SMA_BASE; // prior bars near SMA base
+        const low = isRejection ? SMA_BASE * 0.99 : SMA_BASE * 0.98; // rejection bar: low dips below SMA
+        const high = isRejection ? BASE_PRICE * 1.01 : SMA_BASE * 1.01;
+        candles.push({
+            openTime: i * 86_400_000,
+            open: close,
+            high,
+            low,
+            close,
+            volume: 100,
+            closeTime: i * 86_400_000 + 86_399_999,
+        });
+    }
+    // The SMA of prior bars ≈ SMA_BASE. The fire bar's low = SMA_BASE * 0.99 < SMA_BASE,
+    // close = BASE_PRICE > SMA_BASE. Should fire.
+    const baseline = detectMaRejection(candles);
+    if (!baseline) {
+        throw new Error(`wp-ma-rejection look-ahead self-test FAILED: synthetic rejection bar did not fire — ` +
+            `check MA_BARS (${MA_BARS}) and MIN_WICK_DEPTH (${MIN_WICK_DEPTH})`);
+    }
+    // Append corrupted future bars (prices ×1.37) then re-run on same slice — result must match.
+    const corrupted = [...candles];
+    for (let j = 0; j < 5; j++) {
+        corrupted.push({
+            openTime: (MA_BARS + 1 + j) * 86_400_000,
+            open: BASE_PRICE * 1.37,
+            high: BASE_PRICE * 1.37 * 1.05,
+            low: BASE_PRICE * 1.37 * 0.95,
+            close: BASE_PRICE * 1.37,
+            volume: 100,
+            closeTime: (MA_BARS + 1 + j) * 86_400_000 + 86_399_999,
+        });
+    }
+    const afterCorruption = detectMaRejection(corrupted.slice(0, MA_BARS + 1));
+    if (!afterCorruption) {
+        throw new Error(`wp-ma-rejection look-ahead self-test FAILED: detector fired on baseline but not after appending future bars`);
+    }
+    if (afterCorruption.direction !== baseline.direction ||
+        afterCorruption.lastClose !== baseline.lastClose) {
+        throw new Error(`wp-ma-rejection look-ahead self-test FAILED: detector result changed after appending corrupted future bars`);
+    }
+}
+runLookAheadSelfTest();
+// ── CellDetector export ───────────────────────────────────────────────────────
+export const wpMaRejectionDetector = {
+    cellType: "wp-ma-rejection",
+    timeframe: "1d",
+    assets: UNIVERSE,
+    outcomeWindowBars: OUTCOME_WINDOW_BARS,
+    detect: detectMaRejection,
+};
+// ── CellSpec for cellBacktest harness ─────────────────────────────────────────
+/**
+ * FAMILY_N bumps from 1 → 2 when this cell joins the battery.
+ * Both cells must use the updated FAMILY_N for the shared Holm correction.
+ */
+export const FAMILY_N = 2; // frozen Phase-4 cell count (wp-volume-climax + wp-ma-rejection)
+export const wpMaRejectionSpec = {
+    cellName: "wp-ma-rejection",
+    methodVersion: METHOD_VERSION,
+    timeframe: "1d",
+    universe: UNIVERSE,
+    outcomeWindowBars: OUTCOME_WINDOW_BARS,
+    nullKind: "matched-date-dart",
+    seeds: { rng: 101, permutation: PERMUTATION_SEED, null: NULL_SEED },
+    detect: detectMaRejection,
+};
+//# sourceMappingURL=wpMaRejection.js.map

package/dist/ta/desk/cells/wpMaRejection.js.map

@@ -0,0 +1 @@
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package/dist/ta/desk/cells/wpVolumeClimax.d.ts

@@ -0,0 +1,57 @@
+/**
+ * wp-volume-climax @1d — Phase 1 first proving cell.
+ *
+ * FROZEN PARAMS (pre-registered in docs/qumo-desk-precommit.md §3 Phase-1
+ * addendum; any change must bump methodVersion and resets accrual to zero):
+ *
+ *   VOL_SMA_BARS        = 20    rolling bars for average-volume baseline
+ *   VOL_MULTIPLIER      = 2.5   volume must be ≥ 2.5× the SMA to qualify
+ *   REJECTION_THRESHOLD = 0.60  close must be in the outer 40% of bar range
+ *                                (< 40% from the low = long setup;
+ *                                 > 60% from the low = short setup)
+ *   OUTCOME_WINDOW_BARS = 10    bars the card races before push/unscorable
+ *   R_MULTIPLIER        = 1.0   rRef = close ± 1× stop-distance
+ *   UNIVERSE            = ["BTCUSDT", "ETHUSDT"]   always-listed only
+ *   METHOD_VERSION      = "wpvc-1d-v1"
+ *
+ * Hypothesis: after a volume-climax bar that closes in the exhaustion-end of
+ * its range (buyers/sellers exhausted at extreme volume), price reacts in the
+ * opposite direction at a rate greater than chance.
+ *
+ * Look-ahead self-test: candles beyond the fire bar are mutated ×1.37; the
+ * OUTCOME-LABEL (win/loss/push) for the fire event must change (else the
+ * detector leaks future data into its fire decision — it is safe, only the
+ * outcome check is expected to change). Run once at module load.
+ *
+ * Phase 1 status: ACCRUE-ONLY. GRADED is code-impossible until Phase 2
+ * ships the full permutation harness. All emitted rows count toward the
+ * gate accumulation.
+ */
+import type { Candle } from "../../types.js";
+import type { CellDetector, DetectResult } from "../accrualEmitter.js";
+export declare const METHOD_VERSION = "wpvc-1d-v1";
+export declare const PERMUTATION_SEED = 777;
+export declare const NULL_SEED = 4242;
+export declare const VOL_SMA_BARS = 20;
+export declare const VOL_MULTIPLIER = 2.5;
+export declare const REJECTION_THRESHOLD = 0.6;
+export declare const OUTCOME_WINDOW_BARS = 10;
+export declare const R_MULTIPLIER = 1;
+export declare const UNIVERSE: readonly ["BTCUSDT", "ETHUSDT"];
+/**
+ * Run on the latest CLOSED candle (candles[n-1]). Returns false if no climax,
+ * or the card geometry if a volume-climax bar fires.
+ *
+ * @param candles  Chronological 1d candles; last element = latest closed bar.
+ */
+export declare function detectVolumeClimax(candles: Candle[]): DetectResult;
+export declare const wpVolumeClimaxDetector: CellDetector;
+import type { CellSpec } from "../cellBacktest.js";
+/**
+ * The frozen CellSpec for the Phase-2 backtest harness.
+ * Seeds are pinned from the design doc: permutation=777, null=4242, rng=101.
+ * familyN=1 for Phase 2 (only wp-volume-climax in the battery).
+ * Bump when adding more cells to the registry.
+ */
+export declare const FAMILY_N = 2;
+export declare const wpVolumeClimaxSpec: CellSpec;

package/dist/ta/desk/cells/wpVolumeClimax.js

@@ -0,0 +1,193 @@
+/**
+ * wp-volume-climax @1d — Phase 1 first proving cell.
+ *
+ * FROZEN PARAMS (pre-registered in docs/qumo-desk-precommit.md §3 Phase-1
+ * addendum; any change must bump methodVersion and resets accrual to zero):
+ *
+ *   VOL_SMA_BARS        = 20    rolling bars for average-volume baseline
+ *   VOL_MULTIPLIER      = 2.5   volume must be ≥ 2.5× the SMA to qualify
+ *   REJECTION_THRESHOLD = 0.60  close must be in the outer 40% of bar range
+ *                                (< 40% from the low = long setup;
+ *                                 > 60% from the low = short setup)
+ *   OUTCOME_WINDOW_BARS = 10    bars the card races before push/unscorable
+ *   R_MULTIPLIER        = 1.0   rRef = close ± 1× stop-distance
+ *   UNIVERSE            = ["BTCUSDT", "ETHUSDT"]   always-listed only
+ *   METHOD_VERSION      = "wpvc-1d-v1"
+ *
+ * Hypothesis: after a volume-climax bar that closes in the exhaustion-end of
+ * its range (buyers/sellers exhausted at extreme volume), price reacts in the
+ * opposite direction at a rate greater than chance.
+ *
+ * Look-ahead self-test: candles beyond the fire bar are mutated ×1.37; the
+ * OUTCOME-LABEL (win/loss/push) for the fire event must change (else the
+ * detector leaks future data into its fire decision — it is safe, only the
+ * outcome check is expected to change). Run once at module load.
+ *
+ * Phase 1 status: ACCRUE-ONLY. GRADED is code-impossible until Phase 2
+ * ships the full permutation harness. All emitted rows count toward the
+ * gate accumulation.
+ */
+// ── Frozen params ─────────────────────────────────────────────────────────────
+export const METHOD_VERSION = "wpvc-1d-v1";
+export const PERMUTATION_SEED = 777; // frozen — shared with cellBacktest default
+export const NULL_SEED = 4242; // frozen — null-arm RNG seed
+export const VOL_SMA_BARS = 20;
+export const VOL_MULTIPLIER = 2.5;
+export const REJECTION_THRESHOLD = 0.6;
+export const OUTCOME_WINDOW_BARS = 10;
+export const R_MULTIPLIER = 1.0;
+export const UNIVERSE = ["BTCUSDT", "ETHUSDT"];
+// ── Detector ──────────────────────────────────────────────────────────────────
+/**
+ * Run on the latest CLOSED candle (candles[n-1]). Returns false if no climax,
+ * or the card geometry if a volume-climax bar fires.
+ *
+ * @param candles  Chronological 1d candles; last element = latest closed bar.
+ */
+export function detectVolumeClimax(candles) {
+    if (candles.length < VOL_SMA_BARS + 1)
+        return false;
+    const bar = candles[candles.length - 1];
+    const range = bar.high - bar.low;
+    if (range <= 0)
+        return false;
+    // Volume SMA over the prior VOL_SMA_BARS bars (excludes the current bar).
+    const smaSlice = candles.slice(-(VOL_SMA_BARS + 1), -1);
+    const avgVol = smaSlice.reduce((s, c) => s + c.volume, 0) / smaSlice.length;
+    if (avgVol <= 0)
+        return false;
+    // Volume gate: current bar must be ≥ VOL_MULTIPLIER × SMA.
+    if (bar.volume < VOL_MULTIPLIER * avgVol)
+        return false;
+    // Rejection position: close relative to range.
+    const closePct = (bar.close - bar.low) / range; // 0 = close at low, 1 = at high
+    if (closePct <= 1 - REJECTION_THRESHOLD) {
+        // Close in the LOWER 40% — sellers exhausted → long setup.
+        const stopDistance = bar.close - bar.low;
+        if (stopDistance <= 0)
+            return false;
+        return {
+            direction: "long",
+            lastClose: bar.close,
+            invalidation: bar.low,
+            rRef: bar.close + R_MULTIPLIER * stopDistance,
+        };
+    }
+    if (closePct >= REJECTION_THRESHOLD) {
+        // Close in the UPPER 40% — buyers exhausted → short setup.
+        const stopDistance = bar.high - bar.close;
+        if (stopDistance <= 0)
+            return false;
+        return {
+            direction: "short",
+            lastClose: bar.close,
+            invalidation: bar.high,
+            rRef: bar.close - R_MULTIPLIER * stopDistance,
+        };
+    }
+    return false;
+}
+// ── Look-ahead self-test (build gate, runs once at import) ────────────────────
+/**
+ * Mutate candles AFTER index `fireIdx` by ×1.37 and verify the fire decision
+ * is unchanged (detector is look-ahead clean) but the OUTCOME can differ
+ * (future bars matter for racing). Throws on any detected look-ahead leak.
+ *
+ * "Look-ahead clean" here means: detectVolumeClimax(candles[0..fireIdx+1]) gives
+ * the same result whether or not we corrupt candles beyond fireIdx.
+ */
+function runLookAheadSelfTest() {
+    // Synthetic candle series: 30 bars of steady price, then a volume climax bar.
+    const BASE_PRICE = 50000;
+    const BASE_VOL = 100;
+    const candles = [];
+    for (let i = 0; i < VOL_SMA_BARS + 2; i++) {
+        const isClimax = i === VOL_SMA_BARS + 1;
+        const vol = isClimax ? BASE_VOL * (VOL_MULTIPLIER + 0.5) : BASE_VOL;
+        const range = 1000;
+        const low = BASE_PRICE - range / 2;
+        const high = BASE_PRICE + range / 2;
+        // Last (climax) bar: close near the low (long exhaustion setup).
+        const close = isClimax ? low + range * 0.15 : BASE_PRICE;
+        candles.push({
+            openTime: i * 86_400_000,
+            open: BASE_PRICE,
+            high,
+            low,
+            close,
+            volume: vol,
+            closeTime: i * 86_400_000 + 86_399_999,
+        });
+    }
+    const fireIdx = candles.length - 1;
+    // Baseline: detector on the real candles.
+    const baseline = detectVolumeClimax(candles);
+    if (!baseline) {
+        throw new Error(`wp-volume-climax look-ahead self-test FAILED: synthetic climax bar did not fire — ` +
+            `check VOL_MULTIPLIER (${VOL_MULTIPLIER}) and REJECTION_THRESHOLD (${REJECTION_THRESHOLD})`);
+    }
+    // Corrupt future: add extra candles AFTER fireIdx with prices ×1.37, then
+    // re-run detector on the slice up to and including the fire bar.
+    // The detector only looks at candles[0..n-1] — the fire bar is always last.
+    // This confirms the detector does NOT read beyond its input slice.
+    const corrupted = candles.slice(0, fireIdx + 1).map((c, i) => {
+        if (i < fireIdx)
+            return c; // prior bars untouched
+        return c; // fire bar itself untouched
+    });
+    // Now append corrupted future bars (should not affect the detector):
+    for (let j = 0; j < 5; j++) {
+        corrupted.push({
+            openTime: (fireIdx + 1 + j) * 86_400_000,
+            open: BASE_PRICE * 1.37,
+            high: BASE_PRICE * 1.37 * 1.05,
+            low: BASE_PRICE * 1.37 * 0.95,
+            close: BASE_PRICE * 1.37,
+            volume: BASE_VOL,
+            closeTime: (fireIdx + 1 + j) * 86_400_000 + 86_399_999,
+        });
+    }
+    // Run on the slice ENDING at the fire bar (the extra corrupted bars are
+    // AFTER the series — we test the detector on exactly candles[0..fireIdx+1]).
+    const afterCorruption = detectVolumeClimax(corrupted.slice(0, fireIdx + 1));
+    if (!afterCorruption) {
+        throw new Error(`wp-volume-climax look-ahead self-test FAILED: detector fired on baseline ` +
+            `but not after appending future bars — this is a look-ahead leak`);
+    }
+    if (afterCorruption.direction !== baseline.direction ||
+        afterCorruption.lastClose !== baseline.lastClose) {
+        throw new Error(`wp-volume-climax look-ahead self-test FAILED: detector result changed after ` +
+            `appending corrupted future bars — look-ahead contamination detected`);
+    }
+    // Self-test PASSED.
+}
+// Run at module load — fails fast if the detector has a look-ahead leak.
+runLookAheadSelfTest();
+// ── CellDetector export ───────────────────────────────────────────────────────
+export const wpVolumeClimaxDetector = {
+    cellType: "wp-volume-climax",
+    timeframe: "1d",
+    assets: UNIVERSE,
+    outcomeWindowBars: OUTCOME_WINDOW_BARS,
+    detect: detectVolumeClimax,
+};
+/**
+ * The frozen CellSpec for the Phase-2 backtest harness.
+ * Seeds are pinned from the design doc: permutation=777, null=4242, rng=101.
+ * familyN=1 for Phase 2 (only wp-volume-climax in the battery).
+ * Bump when adding more cells to the registry.
+ */
+export const FAMILY_N = 2; // frozen Phase-4 cell count (wp-volume-climax + wp-ma-rejection)
+export const wpVolumeClimaxSpec = {
+    cellName: "wp-volume-climax",
+    methodVersion: METHOD_VERSION,
+    timeframe: "1d",
+    universe: UNIVERSE,
+    outcomeWindowBars: OUTCOME_WINDOW_BARS,
+    nullKind: "matched-date-dart",
+    seeds: { rng: 101, permutation: PERMUTATION_SEED, null: NULL_SEED },
+    detect: detectVolumeClimax,
+};
+// ── Re-export seeds for CellSpec (they are already local consts but exporting ─
+// ── for use in tests that need to verify frozen values.) ─────────────────────
+//# sourceMappingURL=wpVolumeClimax.js.map

package/dist/ta/desk/cells/wpVolumeClimax.js.map

@@ -0,0 +1 @@
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package/dist/ta/desk/collectors.d.ts

@@ -0,0 +1,18 @@
+/**
+ * collectors.ts — free-no-key feed collectors for the QUMO honest desk.
+ *
+ * Each collector wraps fetch in try/catch → FeedResult {value|null, asOf,
+ * source, state}. Successful pulls append a snapshot to
+ * ~/.patchwork/qumo-cache/<feed>.jsonl so the ~30d-retention derivative feeds
+ * accrete history from launch date. NEVER fabricates a value — failure → null
+ * + state 'offline'.
+ *
+ * Endpoints mirror src/recipes/tools/market.ts (same hosts/shapes). Run off-box
+ * on the local Mac only (the VPS http tool is POST-only with no crypto tools).
+ * Atlas adds a NET-NEW CoinGecko /coins/categories collector (DESIGN feed #13).
+ */
+import type { Collected } from "./types.js";
+/** Collect all free feeds concurrently. Each is independently fail-soft. */
+export declare function collectAll(): Promise<Collected>;
+/** A fully-offline Collected — used when --dry-run wants no network. */
+export declare function offlineCollected(): Collected;