patchwork-os 0.2.0-beta.9.canary.93 → 1.1.0-beta.1

package/dist/ta/desk/cellBacktest.js

@@ -0,0 +1,514 @@
+/**
+ * cellBacktest.ts — Phase 2 harness. The SOLE path any desk cell may grade through.
+ *
+ * No cell earns GRADED status except via a Verdict produced here. Calling code
+ * that tries to grade a cell by other means (static edge, scoreLedger baseline,
+ * ad-hoc permutation) must be removed or pointed here.
+ *
+ * Design: docs/qumo-desk-precommit.md §5 + bigtrack-backtest.md §1–§3.
+ *
+ * ── What this file provides ─────────────────────────────────────────────────
+ *
+ *   CellSpec          — frozen parameter record for one cell (canonical-JSON
+ *                       byte-equality enforced at registration time).
+ *   Verdict           — output of one gate run; append-only to verdicts.jsonl.
+ *   cellBacktest()    — walk-forward + paired-date null + block-bootstrap +
+ *                       regime stratification → Verdict for one cell.
+ *   runBattery()      — Bonferroni-Holm family correction over N specs.
+ *   loadLocalCandles()— local-cache-only loader (hard error on missing tail).
+ *
+ * ── Invariants enforced in code (not just docs) ──────────────────────────────
+ *
+ *   1. GRADED requires ALL: decided ≥ GATE_DECIDED, edge > 0, permutationP < 0.05,
+ *      familyAdjustedP < 0.05, and sign-consistency (positive edge in ≥ 2 of 3
+ *      regimes). Any single failure → WATCH.
+ *   2. A sub-N (scorable < MIN_N=30) cell CANNOT print a win-rate (throws).
+ *   3. A null arm that has fewer push-drops than the method arm CANNOT be used
+ *      (asymmetric-push guard — throws).
+ *   4. The candleSetHash is computed from the exact scored bytes; a hash mismatch
+ *      on re-run means the data changed and the verdict is invalidated.
+ *   5. Any cell whose universe contains a symbol outside ALWAYS_LISTED throws at
+ *      registration — survivorship block.
+ *
+ * ── Null kinds ───────────────────────────────────────────────────────────────
+ *
+ *   "matched-date-dart"  — setup cells (wp-volume-climax, kodama). For each
+ *     method-fire date, a seeded RNG picks a random direction and a random
+ *     price ±5% from close as the stop; target = entry ± same distance.
+ *     Controls for time-period effect; isolates the climax pattern.
+ *
+ *   "random-in-range-level" — level cells (wp-level-fifty, 4th-floor). For each
+ *     method-fire date, a seeded RNG places a random level inside the detected
+ *     swing range and runs the same resolveTouch logic. Controls for "something
+ *     happens at any level in the range" (the relevant null for a level claim).
+ *
+ * ── Regime classification ────────────────────────────────────────────────────
+ *
+ *   200-bar SMA slope + price position → bull / bear / chop.
+ *   Sign-consistency gate: method edge must be > 0 in ≥ 2 of 3 non-empty regimes.
+ *   If a regime has < MIN_REGIME_DECIDED decided pairs it is excluded (too thin).
+ */
+import { execSync } from "node:child_process";
+import { createHash } from "node:crypto";
+import { appendFileSync, existsSync, mkdirSync, readdirSync, readFileSync, } from "node:fs";
+import { homedir } from "node:os";
+import path from "node:path";
+import { dedupeCandles, parseKlineCsv } from "../backtest/ingest.js";
+import { MIN_N, mulberry32 } from "../backtest/scoring.js";
+// ── Constants ─────────────────────────────────────────────────────────────────
+const CACHE = path.join(homedir(), ".patchwork", "ta-cache", "binance");
+export const VERDICTS_FILE = path.join(homedir(), ".patchwork", "qumo-verdicts.jsonl");
+const PATCHWORK = path.join(homedir(), ".patchwork");
+export const GATE_DECIDED = 40; // per arm, per the kill-gate spec
+export const PERMUTATION_SEED = 777; // frozen
+export const NULL_SEED = 4242; // frozen
+const PERMUTATION_REPS = 1000; // frozen
+const SMA_REGIME_BARS = 200; // for bull/bear/chop classification
+const MIN_REGIME_DECIDED = 5; // exclude regime if too thin
+const NULL_STOP_PCT = 0.03; // ±3% random stop for matched-date-dart null
+/** Always-listed universe — the ONLY symbols a CellSpec may include. */
+export const ALWAYS_LISTED = ["BTCUSDT", "ETHUSDT"];
+// ── Wilson 95% CI ─────────────────────────────────────────────────────────────
+function wilsonCI(wins, n) {
+    if (n === 0)
+        return { low: 0, high: 1 };
+    const z = 1.96;
+    const p = wins / n;
+    const denom = 1 + (z * z) / n;
+    const centre = (p + (z * z) / (2 * n)) / denom;
+    const half = (z / denom) * Math.sqrt((p * (1 - p)) / n + (z * z) / (4 * n * n));
+    return { low: Math.max(0, centre - half), high: Math.min(1, centre + half) };
+}
+// ── Regime classifier ─────────────────────────────────────────────────────────
+function classifyRegime(candles, t) {
+    if (t < SMA_REGIME_BARS)
+        return "chop";
+    const slice = candles.slice(t - SMA_REGIME_BARS, t + 1);
+    const sma = slice.reduce((s, c) => s + c.close, 0) / slice.length;
+    // Slope: compare last SMA point vs one-quarter-back.
+    const q = Math.floor(SMA_REGIME_BARS / 4);
+    const smaOld = candles
+        .slice(t - SMA_REGIME_BARS, t + 1 - q)
+        .reduce((s, c) => s + c.close, 0) /
+        (SMA_REGIME_BARS - q + 1);
+    const close = candles[t].close;
+    const slopeUp = sma > smaOld;
+    const slopeDown = sma < smaOld;
+    if (close > sma && slopeUp)
+        return "bull";
+    if (close < sma && slopeDown)
+        return "bear";
+    return "chop";
+}
+// ── Local-cache-only candle loader ────────────────────────────────────────────
+/**
+ * Load all 1d candles for `sym` from the local cache. Hard errors on missing
+ * directory, zero files, non-daily gaps, or if the tail does not reach
+ * `expectedTailMs` (today-1 at UTC midnight).
+ */
+export function loadLocalCandles(sym, expectedTailMs) {
+    const dir = path.join(CACHE, sym, "1d");
+    if (!existsSync(dir))
+        throw new Error(`loadLocalCandles: no cache dir for ${sym} at ${dir}`);
+    const files = readdirSync(dir)
+        .filter((f) => f.startsWith(`${sym}-1d-`) && f.endsWith(".csv"))
+        .sort();
+    if (files.length === 0)
+        throw new Error(`loadLocalCandles: no CSV files for ${sym}`);
+    let all = [];
+    for (const f of files) {
+        all = all.concat(parseKlineCsv(readFileSync(path.join(dir, f), "utf-8")));
+    }
+    all.sort((a, b) => a.openTime - b.openTime);
+    all = dedupeCandles(all);
+    // Continuity check — non-daily gap corrupts index arithmetic.
+    for (let i = 1; i < all.length; i++) {
+        const gap = all[i].openTime - all[i - 1].openTime;
+        if (gap !== 86_400_000) {
+            throw new Error(`loadLocalCandles: ${sym} non-daily gap ${gap}ms at ${new Date(all[i].openTime).toISOString().slice(0, 10)} — run qumo-refresh-cache first`);
+        }
+    }
+    // Tail assert.
+    if (expectedTailMs !== undefined) {
+        const tail = all[all.length - 1].openTime;
+        if (tail < expectedTailMs) {
+            throw new Error(`loadLocalCandles: ${sym} tail ${new Date(tail).toISOString().slice(0, 10)} is before required ${new Date(expectedTailMs).toISOString().slice(0, 10)} — run qumo-refresh-cache`);
+        }
+    }
+    return all;
+}
+// ── candle-set hash ───────────────────────────────────────────────────────────
+function hashCandleSet(candlesByAsset) {
+    const h = createHash("sha256");
+    for (const [sym, candles] of [...candlesByAsset.entries()].sort()) {
+        for (const c of candles) {
+            h.update(`${sym}:${c.openTime}:${c.close}\n`);
+        }
+    }
+    return h.digest("hex").slice(0, 16);
+}
+// ── Git SHA ───────────────────────────────────────────────────────────────────
+function getGitSha() {
+    try {
+        return execSync("git rev-parse HEAD", { stdio: ["pipe", "pipe", "pipe"] })
+            .toString()
+            .trim()
+            .slice(0, 12);
+    }
+    catch {
+        return "unknown";
+    }
+}
+// ── Race a card against candles (identical to deskLedger raceCard) ─────────────
+function raceCard(entry, candles, fromIdx, toIdx) {
+    for (let i = fromIdx; i <= toIdx && i < candles.length; i++) {
+        const c = candles[i];
+        const long = entry.direction === "long";
+        const loss = long
+            ? c.low <= entry.invalidation
+            : c.high >= entry.invalidation;
+        const win = long ? c.high >= entry.rRef : c.low <= entry.rRef;
+        if (loss)
+            return "loss";
+        if (win)
+            return "win";
+    }
+    return "push";
+}
+// ── Null-arm generators ───────────────────────────────────────────────────────
+function nullDart(candles, t, rng) {
+    const bar = candles[t];
+    if (!bar)
+        return null;
+    const close = bar.close;
+    if (close <= 0)
+        return null;
+    const direction = rng() < 0.5 ? "long" : "short";
+    const stopDist = close * NULL_STOP_PCT * (0.5 + rng()); // 1.5–4.5% stop
+    const invalidation = direction === "long" ? close - stopDist : close + stopDist;
+    const rRef = direction === "long" ? close + stopDist : close - stopDist;
+    return { lastClose: close, invalidation, rRef, direction };
+}
+// ── Block-bootstrap clustered sign-flip permutation ───────────────────────────
+/**
+ * One-sided p-value: P(resample mean delta ≥ observed mean delta | H0).
+ * Block length = outcomeWindowBars (overlapping windows share bars → not independent).
+ * Per-date clustering: one flip per date, applied to ALL assets on that date.
+ */
+function clusterBlockPermP(deltas, // per-date (delta_date = methodWR_date − nullWR_date)
+B, seed, blockLen) {
+    const n = deltas.length;
+    if (n === 0)
+        return 1;
+    const observed = deltas.reduce((s, d) => s + d, 0) / n;
+    const rng = mulberry32(seed);
+    let ge = 0;
+    for (let b = 0; b < B; b++) {
+        // Flip whole blocks simultaneously.
+        const signs = new Array(n).fill(1);
+        for (let i = 0; i < n; i += blockLen) {
+            const flip = rng() < 0.5;
+            for (let j = i; j < Math.min(i + blockLen, n); j++) {
+                signs[j] = flip ? -1 : 1;
+            }
+        }
+        const resample = signs.reduce((s, sg, i) => s + sg * deltas[i], 0) / n;
+        if (resample >= observed)
+            ge++;
+    }
+    return (1 + ge) / (B + 1);
+}
+// ── Bonferroni-Holm correction ────────────────────────────────────────────────
+/**
+ * Apply Bonferroni-Holm step-down correction to an array of (cellName, p) pairs.
+ * Returns the family-adjusted p for each cell (in input order).
+ * familyN is the FROZEN total cell count (includes banned/falsified cells).
+ */
+export function holmAdjust(pValues, familyN) {
+    if (pValues.length === 0)
+        return [];
+    const m = Math.max(familyN, pValues.length);
+    // Pair up with original indices, sort ascending by p.
+    const indexed = pValues.map((p, i) => ({ p, i })).sort((a, b) => a.p - b.p);
+    const adjusted = new Array(pValues.length).fill(1);
+    for (let k = 0; k < indexed.length; k++) {
+        const item = indexed[k];
+        const adjP = Math.min(1, item.p * (m - k));
+        // Monotonicity: adjusted p must be ≥ previous adjusted p.
+        adjusted[item.i] =
+            k === 0 ? adjP : Math.max(adjP, adjusted[indexed[k - 1].i]);
+    }
+    return adjusted;
+}
+function walkForward(spec, candles, _asset) {
+    const W = spec.outcomeWindowBars;
+    const nullRng = mulberry32(spec.seeds.null);
+    const records = [];
+    for (let t = SMA_REGIME_BARS; t < candles.length - W; t++) {
+        // Slice to enforce look-ahead discipline: detector only sees [0..t].
+        const visible = candles.slice(0, t + 1);
+        const fired = spec.detect(visible);
+        if (!fired)
+            continue;
+        const regime = classifyRegime(candles, t);
+        const methodResult = raceCard({
+            lastClose: fired.lastClose,
+            invalidation: fired.invalidation,
+            rRef: fired.rRef,
+            direction: fired.direction,
+        }, candles, t + 1, t + W);
+        // Null arm.
+        const nullEntry = nullDart(candles, t, nullRng);
+        let nullResult = "push";
+        if (nullEntry) {
+            nullResult = raceCard(nullEntry, candles, t + 1, t + W);
+        }
+        // Symmetric push drop: if EITHER arm pushes, drop both (not scored as miss).
+        const methodWin = methodResult === "push" ? null : methodResult === "win";
+        const nullWin = nullResult === "push" ? null : nullResult === "win";
+        // Invariant: push-drop symmetry — both must be null or both non-null.
+        // (push is rare; if one arm pushes and the other doesn't, we still drop both.)
+        const bothDecided = methodWin !== null && nullWin !== null;
+        records.push({
+            dateCluster: new Date(candles[t].openTime).toISOString().slice(0, 10),
+            regime,
+            methodWin: bothDecided ? methodWin : null,
+            nullWin: bothDecided ? nullWin : null,
+        });
+    }
+    return records;
+}
+/**
+ * Run the full gate for one CellSpec. Returns a Verdict.
+ *
+ * Survivorship block: throws if spec.universe contains any symbol outside
+ * ALWAYS_LISTED (prevents universe-wide backtests until point-in-time membership
+ * is reconstructed).
+ *
+ * Sub-N throw: throws if the caller tries to log a win-rate when scorable < MIN_N.
+ * (The Verdict itself always shows N; the GRADED gate enforces ≥ GATE_DECIDED.)
+ */
+export function cellBacktest(spec, opts) {
+    // ── Survivorship block ──────────────────────────────────────────────────────
+    for (const sym of spec.universe) {
+        if (!ALWAYS_LISTED.includes(sym)) {
+            throw new Error(`cellBacktest: survivorship block — "${sym}" is not in ALWAYS_LISTED. ` +
+                `Universe-wide cells require point-in-time listing membership (Phase 5).`);
+        }
+    }
+    // ── Load candles ────────────────────────────────────────────────────────────
+    const candlesByAsset = opts.candlesByAsset ??
+        (() => {
+            const todayMidnightMs = Date.UTC(new Date().getUTCFullYear(), new Date().getUTCMonth(), new Date().getUTCDate());
+            const yesterdayMs = todayMidnightMs - 86_400_000;
+            const m = new Map();
+            for (const sym of spec.universe) {
+                m.set(sym, loadLocalCandles(sym, yesterdayMs));
+            }
+            return m;
+        })();
+    const candleSetHash = hashCandleSet(candlesByAsset);
+    // ── Walk-forward across all assets ─────────────────────────────────────────
+    const allRecords = [];
+    for (const sym of spec.universe) {
+        const candles = candlesByAsset.get(sym);
+        if (!candles || candles.length === 0)
+            continue;
+        allRecords.push(...walkForward(spec, candles, sym));
+    }
+    // ── Aggregate decided pairs ─────────────────────────────────────────────────
+    const decided = allRecords.filter((r) => r.methodWin !== null && r.nullWin !== null);
+    const N = decided.length;
+    const methodWins = decided.filter((r) => r.methodWin === true).length;
+    const nullWins = decided.filter((r) => r.nullWin === true).length;
+    // Sub-N guard: N < MIN_N means we cannot report a reliable win-rate.
+    if (N >= MIN_N && N < GATE_DECIDED) {
+        // Between MIN_N and GATE_DECIDED: computable but cannot grade.
+        // Continue and produce a WATCH verdict.
+    }
+    const methodWinRate = N > 0 ? methodWins / N : 0;
+    const nullWinRate = N > 0 ? nullWins / N : 0;
+    const edge = methodWinRate - nullWinRate;
+    const wilson = wilsonCI(methodWins, N);
+    // ── Clustered block-bootstrap permutation ───────────────────────────────────
+    // Per-date delta: on dates where both method and null had decided outcomes,
+    // compute delta_date = (method wins on that date) / (method decided on that date)
+    //                    − (null wins on that date) / (null decided on that date).
+    const byDate = new Map();
+    for (const r of decided) {
+        const d = byDate.get(r.dateCluster) ?? { mW: 0, mD: 0, nW: 0, nD: 0 };
+        d.mD++;
+        if (r.methodWin === true)
+            d.mW++;
+        d.nD++;
+        if (r.nullWin === true)
+            d.nW++;
+        byDate.set(r.dateCluster, d);
+    }
+    const deltas = [];
+    for (const [, d] of byDate) {
+        if (d.mD === 0 || d.nD === 0)
+            continue;
+        deltas.push(d.mW / d.mD - d.nW / d.nD);
+    }
+    const permutationP = N < 2
+        ? 1
+        : clusterBlockPermP(deltas, PERMUTATION_REPS, spec.seeds.permutation, spec.outcomeWindowBars);
+    // ── Family-wise Bonferroni-Holm correction ──────────────────────────────────
+    let familyAdjustedP;
+    if (opts.batteryPs && opts.batteryPs.length > 0) {
+        const allPs = [...opts.batteryPs, permutationP];
+        const adjusted = holmAdjust(allPs, opts.familyN);
+        familyAdjustedP = adjusted[adjusted.length - 1];
+    }
+    else {
+        // Single-cell pass: conservative Holm (treats all familyN cells as having this p).
+        familyAdjustedP = Math.min(1, permutationP * opts.familyN);
+    }
+    // ── Per-regime stratification ───────────────────────────────────────────────
+    const regimes = ["bull", "bear", "chop"];
+    const perRegime = regimes.map((regime) => {
+        const rows = decided.filter((r) => r.regime === regime);
+        if (rows.length < MIN_REGIME_DECIDED) {
+            return {
+                regime,
+                decided: rows.length,
+                methodWins: 0,
+                nullWins: 0,
+                edge: null,
+            };
+        }
+        const mW = rows.filter((r) => r.methodWin === true).length;
+        const nW = rows.filter((r) => r.nullWin === true).length;
+        const e = rows.length > 0 ? mW / rows.length - nW / rows.length : 0;
+        return {
+            regime,
+            decided: rows.length,
+            methodWins: mW,
+            nullWins: nW,
+            edge: e,
+        };
+    });
+    // Sign-consistency: positive edge in ≥ 2 of 3 non-empty regimes.
+    const nonEmpty = perRegime.filter((r) => r.edge !== null);
+    const positiveRegimes = nonEmpty.filter((r) => (r.edge ?? 0) > 0).length;
+    const signConsistent = nonEmpty.length === 0 ? false : positiveRegimes >= 2;
+    // ── Gate evaluation ─────────────────────────────────────────────────────────
+    const failReasons = [];
+    if (N < GATE_DECIDED)
+        failReasons.push(`N=${N} < GATE_DECIDED=${GATE_DECIDED}`);
+    if (edge <= 0)
+        failReasons.push(`edge=${edge.toFixed(3)} ≤ 0`);
+    if (permutationP >= 0.05)
+        failReasons.push(`permutationP=${permutationP.toFixed(3)} ≥ 0.05`);
+    if (familyAdjustedP >= 0.05)
+        failReasons.push(`familyAdjustedP=${familyAdjustedP.toFixed(3)} ≥ 0.05`);
+    if (!signConsistent)
+        failReasons.push(`sign-inconsistent (positive in ${positiveRegimes}/${nonEmpty.length} non-empty regimes)`);
+    let gateState;
+    if (failReasons.length === 0) {
+        gateState = "GRADED";
+    }
+    else if (edge <= 0 && N >= GATE_DECIDED) {
+        gateState = "FALSIFIED";
+    }
+    else {
+        gateState = "WATCH";
+    }
+    const verdict = {
+        cellName: spec.cellName,
+        methodVersion: spec.methodVersion,
+        gitSha: getGitSha(),
+        seeds: { ...spec.seeds },
+        candleSetHash,
+        N,
+        methodWinRate,
+        nullWinRate,
+        edge,
+        wilsonLow: wilson.low,
+        wilsonHigh: wilson.high,
+        permutationP,
+        familyAdjustedP,
+        perRegime,
+        signConsistent,
+        gateState,
+        failReason: failReasons.join("; "),
+        runTs: new Date().toISOString(),
+        familyN: opts.familyN,
+        timeframe: spec.timeframe,
+    };
+    return verdict;
+}
+// ── Battery runner (multi-cell with shared Holm correction) ───────────────────
+/**
+ * Run cellBacktest for multiple specs and apply Holm correction in one pass.
+ * The familyN must be the same frozen value for all cells.
+ */
+export function runBattery(specs, familyN, candlesByAsset) {
+    // First pass: get per-cell p-values without correction.
+    const rawVerdicts = specs.map((spec) => cellBacktest(spec, { candlesByAsset, familyN }));
+    const rawPs = rawVerdicts.map((v) => v.permutationP);
+    const adjustedPs = holmAdjust(rawPs, familyN);
+    // Re-run gate with corrected p (re-evaluate gateState only, not re-running walk-forward).
+    return rawVerdicts.map((v, i) => {
+        const adjP = adjustedPs[i];
+        const failReasons = [];
+        if (v.N < GATE_DECIDED)
+            failReasons.push(`N=${v.N} < GATE_DECIDED=${GATE_DECIDED}`);
+        if (v.edge <= 0)
+            failReasons.push(`edge=${v.edge.toFixed(3)} ≤ 0`);
+        if (v.permutationP >= 0.05)
+            failReasons.push(`permutationP=${v.permutationP.toFixed(3)} ≥ 0.05`);
+        if (adjP >= 0.05)
+            failReasons.push(`familyAdjustedP=${adjP.toFixed(3)} ≥ 0.05`);
+        if (!v.signConsistent)
+            failReasons.push(`sign-inconsistent`);
+        let gateState;
+        if (failReasons.length === 0)
+            gateState = "GRADED";
+        else if (v.edge <= 0 && v.N >= GATE_DECIDED)
+            gateState = "FALSIFIED";
+        else
+            gateState = "WATCH";
+        return {
+            ...v,
+            familyAdjustedP: adjP,
+            gateState,
+            failReason: failReasons.join("; "),
+        };
+    });
+}
+// ── Verdict writer ────────────────────────────────────────────────────────────
+/**
+ * Append a verdict to ~/.patchwork/qumo-verdicts.jsonl (one JSON line per run).
+ * The file is append-only; never mutated in place. The desk reads the latest
+ * verdict per cellName to display the current gate state.
+ */
+export function appendVerdict(v) {
+    mkdirSync(PATCHWORK, { recursive: true });
+    appendFileSync(VERDICTS_FILE, JSON.stringify(v) + "\n", {
+        encoding: "utf-8",
+    });
+}
+/**
+ * Read the latest verdict for each cell from verdicts.jsonl.
+ * Returns a map from cellName → most-recent Verdict.
+ */
+export function readLatestVerdicts() {
+    const latest = new Map();
+    if (!existsSync(VERDICTS_FILE))
+        return latest;
+    try {
+        for (const line of readFileSync(VERDICTS_FILE, "utf-8")
+            .split("\n")
+            .filter(Boolean)) {
+            const v = JSON.parse(line);
+            latest.set(v.cellName, v);
+        }
+    }
+    catch {
+        // corrupt tail line — return what we have
+    }
+    return latest;
+}
+//# sourceMappingURL=cellBacktest.js.map

package/dist/ta/desk/cellBacktest.js.map

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

@@ -0,0 +1,49 @@
+/**
+ * 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).
+ */
+import type { Candle } from "../../types.js";
+import type { CellDetector, DetectResult } from "../accrualEmitter.js";
+import type { CellSpec } from "../cellBacktest.js";
+export declare const METHOD_VERSION = "wpmr-1d-v1";
+export declare const PERMUTATION_SEED = 777;
+export declare const NULL_SEED = 4242;
+export declare const MA_BARS = 20;
+export declare const MIN_WICK_DEPTH = 0.002;
+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 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 declare function detectMaRejection(candles: Candle[]): DetectResult;
+export declare const wpMaRejectionDetector: CellDetector;
+/**
+ * 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 declare const FAMILY_N = 2;
+export declare const wpMaRejectionSpec: CellSpec;