[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_105":106,"_107":108},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","kamibaba","name","hyperliquid-market-bridge","path","pivot216_roleflip_engine_v2.ts","project",{"_22":45,"_11":12,"_33":46,"_47":-5,"_48":42,"_49":50,"_51":50,"_52":53,"_54":-5,"_55":56,"_57":58,"_59":32,"_60":-5,"_61":-5,"_62":36,"_63":64,"_65":66,"_67":68,"_69":70,"_71":-5,"_72":73,"_74":73,"_75":76,"_77":76,"_78":76,"_79":73,"_80":73,"_81":82,"_83":84,"_85":86,"_87":42},"file",{"_22":23,"_11":14,"_24":25,"_26":-5,"_27":28,"_29":30,"_31":32,"_33":34,"_35":36,"_37":38,"_39":40,"_41":42,"_43":-5,"_13":44},"permalink","https://www.val.town/x/kamibaba/hyperliquid-market-bridge/code/pivot216_roleflip_engine_v2.ts","extension","id","2cfc5b5b-2958-4ae9-b878-2f6b96bc8d55","fileId","e27648dc-ab24-11f1-9890-1607ee4eb77e","parentId","branchId","9b5029ed-e69a-483d-8cb3-234853c9a254","branchVersion",162,"latest",true,"createdAt",["D",1788831033130],"version",0,"fileType","script","content","// Research only: pure deterministic price-history simulation. No network or exchange writes.\nexport type Bar={t:number,o:number,h:number,l:number,c:number,v:number};\nexport type Level={p:number,name:string,period:string,key:number,id:string,range:number};\nconst DAY=86400000,HOUR=3600000;\nexport const defaults={interval:900000,mode:'HYBRID',scope:'DWM',direction:'BOTH',cash:false,rthOnly:false,tick:0.01,body:0.5,breakBuffer:0.25,near:1,stop:0.5,overlap:0.2,touch:0.2,rejectBack:0.1,retreat:0.5,attemptHours:6,attemptCount:2,pendingHours:1,holdHours:6,minNetRR:0,selectionCostBps:6,seed:0};\nexport function date(t:number){return new Date(t).toISOString().slice(0,10)}\nexport function key(t:number,p:string){return p==='D'?Math.floor(t/DAY):p==='W'?Math.floor((t+3*DAY)/(7*DAY)):new Date(t).getUTCFullYear()*12+new Date(t).getUTCMonth()}\nconst fmt=new Intl.DateTimeFormat('en-CA',{timeZone:'America/New_York',year:'numeric',month:'2-digit',day:'2-digit',hour:'2-digit',minute:'2-digit',hourCycle:'h23'});\nexport function ny(t:number){const a:any={};for(const x of fmt.formatToParts(t))a[x.type]=x.value;return {date:a.year+'-'+a.month+'-'+a.day,minute:+a.hour*60+(+a.minute)}}\nexport function formulas(h:number,l:number,c:number){const p=(h+l+c)/3;return {P:p,R1:2*p-l,S1:2*p-h,R2:p+h-l,S2:p-h+l,R3:2*p+h-2*l,S3:2*p-2*h+l,R4:3*p+h-3*l,S4:3*p-3*h+l,R5:4*p+h-4*l,S5:4*p-4*h+l}}\nfunction hash(s:string){let h=2166136261;for(const c of s){h^=c.charCodeAt(0);h=Math.imul(h,16777619)}return h>>>0}\nfunction rng(seed:number){let a=seed>>>0;return()=>{a^=a<<13;a^=a>>>17;a^=a<<5;return(a>>>0)/4294967296}}\nexport function atr(b:Bar[],n=14){let s=0;const a=Array(b.length).fill(NaN);for(let i=0;i=n)a[i]=(a[i-1]*(n-1)+tr)/n}return a}\nexport function validate(b:Bar[],interval:number,cash=false){if(!b.length)throw Error('Empty candles');let gaps=0;for(let i=0;iMath.min(x.o,x.c)+1e-8||x.hx.h||x.l<=0||x.v<0)throw Error('Invalid OHLC '+i);if(i&&x.t<=b[i-1].t)throw Error('Unsorted/duplicate timestamps');if(i&&x.t-b[i-1].t!==interval&&(!cash||date(x.t)===date(b[i-1].t)))gaps++}return {n:b.length,first:new Date(b[0].t).toISOString(),last:new Date(b.at(-1)!.t).toISOString(),gaps}}\nexport function cleanCash(b:Bar[]){return b.filter(x=>{const n=ny(x.t);return n.minute>=570&&n.minute<960&&x.v>0})}\nexport function resample(b:Bar[],interval:number){const m=new Map();for(const x of b){const t=Math.floor(x.t/interval)*interval;const old=m.get(t);if(old){old.h=Math.max(old.h,x.h);old.l=Math.min(old.l,x.l);old.c=x.c;old.v+=x.v}else m.set(t,{...x,t})}return [...m.values()]}\nexport function sources(daily:Bar[]){const out:any={};for(const p of ['D','W','M']){const m=new Map();for(const b of daily){const k=key(b.t,p),o=m.get(k);if(o){o.h=Math.max(o.h,b.h);o.l=Math.min(o.l,b.l);o.c=b.c;o.last=b.t}else m.set(k,{key:k,h:b.h,l:b.l,c:b.c,last:b.t})}const a=[...m.values()].sort((a,b)=>a.key-b.key);out[p]=p==='D'?a:a.slice(1)}return out}\nexport function levelsAt(t:number,src:any,seed=0){const out:Level[]=[];for(const p of ['D','W','M']){const k=key(t,p),v=src[p];let a:any;for(let j=v.length-1;j>=0;j--)if(v[j].key'R'+(i+1)),...Array.from({length:depth},(_,i)=>'S'+(i+1))])out.push({p:f[name]+shift,name:p+' '+name,period:p,key:a.key,id:p+':'+a.key+':'+name,range:a.h-a.l})}return out}\nfunction visible(all:Level[],last:number){const base=all.filter(l=>l.period==='D'&&['D P','D R1','D R2','D S1','D S2'].includes(l.name)||l.period==='W'&&['W P','W R1','W S1'].includes(l.name));const m=all.filter(l=>l.period==='M');const lo=m.filter(l=>l.p<=last).sort((a,b)=>b.p-a.p)[0],hi=m.filter(l=>l.p>=last).sort((a,b)=>a.p-b.p)[0];if(lo)base.push(lo);if(hi&&hi!==lo)base.push(hi);return base}\nexport function prepare(b:Bar[],daily:Bar[],cashDaily:Bar[],options:any={}){const cfg={...defaults,...options};const src=sources(daily),days=new Set(cashDaily.map(x=>date(x.t))),cache=new Map(),all:Level[][]=[],session:string[]=[];for(const x of b){const d=date(x.t);if(!cache.has(d))cache.set(d,levelsAt(x.t,src,cfg.seed));all.push(cache.get(d)!);const n=ny(x.t);session.push(days.has(n.date)?n.minute>=570&&n.minute<960?'RTH':'outside_RTH':'cash_closed')}return {bars:b,all,session,atr:atr(b),quality:validate(b,cfg.interval,cfg.cash),cfg}}\nexport function strong(b:Bar,prev:Bar,p:number,A:number,cfg:any){const span=b.h-b.l;if(span<=0)return 0;const buffer=Math.max(cfg.breakBuffer*A,2*cfg.tick);if(prev.c<=p&&b.c>=p+buffer&&b.c-b.o>=cfg.body*A&&(b.c-b.l)/span>=0.75)return 1;if(prev.c>=p&&b.c<=p-buffer&&b.o-b.c>=cfg.body*A&&(b.h-b.c)/span>=0.75)return -1;return 0}\nfunction rounded(x:number,tick:number,up:boolean){return Number(((up?Math.ceil(x/tick-1e-9):Math.floor(x/tick+1e-9))*tick).toFixed(10))}\nexport function geometry(l:Level,side:number,A:number,all:Level[],cfg:any,extreme?:number){const zone=Math.max(cfg.overlap*A,2*cfg.tick);const target=all.filter(x=>side*(x.p-l.p)>zone).sort((a,b)=>side*(a.p-b.p))[0];if(!target)return null;let sl=l.p-side*Math.max(cfg.stop*A,2*cfg.tick);if(extreme!==undefined)sl=side===1?Math.min(sl,extreme-Math.max(0.1*A,2*cfg.tick)):Math.max(sl,extreme+Math.max(0.1*A,2*cfg.tick));return {sl:rounded(sl,cfg.tick,side===-1),tp:rounded(target.p,cfg.tick,side===-1),targetName:target.name,targetRaw:target.p}}\nexport function makeSignals(data:any,config:any={}){const cfg={...data.cfg,...config},b:Bar[]=data.bars,out:any[][]=b.map(()=>[]),states=new Map();let rawBreaks=0,rawRejects=0;for(let i=50;i0))continue;const all:Level[]=data.all[i],vis=visible(all,prev.c),priorIds=new Set(data.all[i-1].map((x:Level)=>x.id));const breaks:any[]=[],rejects:any[]=[];for(const l of vis){if(!priorIds.has(l.id))continue;const side=strong(q,prev,l.p,A,cfg);if(side){rawBreaks++;breaks.push({i,l,side,A,kind:'BREAK',...geometry(l,side,A,all,cfg)})}\nfor(const s of [1,-1]){const id=l.id+':'+s;let st=states.get(id);if(!st){st={attempts:[],last:-Infinity,retreated:true};states.set(id,st)}st.attempts=st.attempts.filter((x:any)=>q.t-x.t<=cfg.attemptHours*HOUR);if(s*(q.c-l.p)<-Math.max(cfg.breakBuffer*A,2*cfg.tick)){st.attempts=[];st.last=-Infinity;st.retreated=true;continue}if(i-st.last>=2&&s*(prev.c-l.p)>=Math.max(cfg.retreat*A,2*cfg.tick))st.retreated=true;\nconst touch=Math.max(cfg.touch*A,2*cfg.tick),back=Math.max(cfg.rejectBack*A,2*cfg.tick);const failed=s*(prev.c-l.p)>0&&q.l<=l.p+touch&&q.h>=l.p-touch&&s*(q.c-l.p)>=back;if(failed&&i-st.last>=2&&st.retreated){st.attempts.push({i,t:q.t,extreme:s===1?q.l:q.h});st.last=i;st.retreated=false;if(st.attempts.length>=cfg.attemptCount){const e=s===1?Math.min(...st.attempts.map((x:any)=>x.extreme)):Math.max(...st.attempts.map((x:any)=>x.extreme));rawRejects++;rejects.push({i,l,side:s,A,kind:'REJECT',attempts:st.attempts.length,...geometry(l,s,A,all,cfg,e)});st.attempts=[]}}}}\nconst eligible=(x:any)=>x.tp!==undefined&&x.sl!==undefined&&(cfg.scope!=='DP'||x.l.name==='D P')&&(cfg.direction==='BOTH'||x.side===(cfg.direction==='LONG'?1:-1))&&(!cfg.rthOnly||data.session[i]==='RTH');let selected:any[]=[];if(['BREAK_NEAR','BREAK_NEXT','RETEST_LIMIT'].includes(cfg.mode))selected=breaks;else if(cfg.mode==='REJECT_2')selected=breaks.length?[]:rejects;else selected=breaks.length?breaks:rejects;\nselected=selected.filter(eligible).sort((a,c)=>Math.abs(q.c-a.l.p)-Math.abs(q.c-c.l.p));out[i]=selected.map(x=>({...x,execution:x.kind==='REJECT'?'NEAR':cfg.mode==='RETEST_LIMIT'?'LIMIT':cfg.mode==='BREAK_NEXT'?'NEXT':cfg.mode==='HYBRID'&&Math.abs(q.c-x.l.p)>cfg.near*x.A?'LIMIT':'NEAR'}));if(i%96===0){const ids=new Set(all.map(x=>x.id));for(const k of states.keys())if(!ids.has(k.slice(0,k.lastIndexOf(':'))))states.delete(k)}}return {events:out,rawBreaks,rawRejects}}\nfunction entryValid(entry:number,s:any,cfg:any){const risk=s.side*(entry-s.sl),reward=s.side*(s.tp-entry),cost=entry*cfg.selectionCostBps/10000;return risk>0&&reward>cost&&(reward-cost)/(risk+cost)>=cfg.minNetRR}\nexport function exitOnBar(q:Bar,side:number,sl:number,tp:number,allowTP=true){const os=side===1?q.o<=sl:q.o>=sl,ot=side===1?q.o>=tp:q.o<=tp,hs=side===1?q.l<=sl:q.h>=sl,ht=side===1?q.h>=tp:q.l<=tp;if(os)return {exit:q.o,reason:'SL_GAP',ambiguous:false};if(ot&&allowTP)return {exit:tp,reason:'TP',ambiguous:false};if(hs)return {exit:sl,reason:'SL',ambiguous:ht};if(ht&&allowTP)return {exit:tp,reason:'TP',ambiguous:false};return null}\nexport function simulate(data:any,options:any={}){const cfg={...data.cfg,...options},b:Bar[]=data.bars,sg=makeSignals(data,cfg),trades:any[]=[],orders:any[]=[],end=b.at(-1)!.t+cfg.interval;let i=50,filtered=0,censored=0,ambiguousEntryBars=0;while(iend){i++;continue}let chosen:any=null,entry=NaN,ei=-1,intrabar=false,skipTo=i+1;\nfor(const s of setup){const start=i+1;if(b[start].t-b[i].t!==cfg.interval||(cfg.cash&&date(b[start].t)!==date(b[i].t))){filtered++;continue}if(s.execution!=='LIMIT'){const e=b[start].o;if(s.side*(e-s.l.p)<=0||s.execution==='NEAR'&&Math.abs(e-s.l.p)>cfg.near*s.A||!entryValid(e,s,cfg)){filtered++;continue}chosen=s;entry=e;ei=start;orders.push({signal:b[i].t,anchor:s.l.name,kind:s.execution,status:'FILLED',entryAt:b[start].t});break}\nconst lim=rounded(s.l.p+s.side*0.1*s.A,cfg.tick,s.side===-1);if(!entryValid(lim,s,cfg)||s.side*(b[i].c-lim)<=0){filtered++;continue}const order:any={signal:b[i].t,anchor:s.l.name,kind:'LIMIT',limit:lim,status:'EXPIRED'};const expiry=b[i].t+cfg.interval+cfg.pendingHours*HOUR;let j=start;for(;jl.id===s.l.id)||(cfg.cash&&date(q.t)!==date(b[i].t))){order.status='PERIOD_OR_SESSION';break}if(q.t-b[j-1].t!==cfg.interval){order.status='DATA_GAP';break}const atOpen=s.side===1?q.o<=lim:q.o>=lim;const touched=s.side===1?q.l<=lim-cfg.tick:q.h>=lim+cfg.tick;if(atOpen||touched){chosen=s;entry=lim;ei=j;intrabar=!atOpen;order.status='FILLED';order.entryAt=q.t;if(intrabar&&(s.side===1?q.h>=s.tp:q.l<=s.tp))ambiguousEntryBars++;break}if(s.side===1?q.h>=s.tp:q.l<=s.tp){order.status='TARGET_BEFORE_FILL';break}}orders.push(order);break}\nif(!chosen){i=skipTo;continue}const s=chosen,deadline=b[ei].t+cfg.holdHours*HOUR;let exit=NaN,reason='',ambiguous=false,j=ei,bad=false;for(;jei&&cfg.cash&&date(q.t)!==date(b[ei].t)){j--;exit=b[j].c;reason='SESSION';break}if(j>ei&&q.t-b[j-1].t!==cfg.interval){bad=true;break}const fill=exitOnBar(q,s.side,s.sl,s.tp,!(j===ei&&intrabar));if(fill){({exit,reason,ambiguous}=fill);break}if(q.t+cfg.interval>=deadline){exit=q.c;reason='TIME';break}}\nif(bad||!Number.isFinite(exit)){censored++;i=Math.max(ei+1,j+1);continue}const risk=Math.abs(entry-s.sl),gross=s.side*(exit-entry);trades.push({signal:b[i].t,entryTime:b[ei].t,exitTime:b[j].t+cfg.interval,side:s.side,kind:s.kind,execution:s.execution,label:s.l.name,period:s.l.period,anchor:s.l.p,targetName:s.targetName,entry,sl:s.sl,tp:s.tp,exit,reason,ambiguous,intrabarEntry:intrabar,atr:s.A,risk,riskBps:risk/entry*10000,rr:s.side*(s.tp-entry)/risk,grossR:gross/risk,grossBps:gross/entry*10000,session:data.session[i],holdingHours:(b[j].t+cfg.interval-b[ei].t)/HOUR});i=j+1}return {trades,orders,filtered,censored,ambiguousEntryBars,rawBreaks:sg.rawBreaks,rawRejects:sg.rawRejects}}\nexport const mean=(x:number[])=>x.length?x.reduce((a,b)=>a+b,0)/x.length:null;\nexport function quant(x:number[],q:number){if(!x.length)return null;const a=[...x].sort((a,b)=>a-b),n=(a.length-1)*q,i=Math.floor(n);return a[i]+(a[Math.min(i+1,a.length-1)]-a[i])*(n-i)}\nfunction pf(a:number[]){const pos=a.filter(x=>x>0).reduce((x,y)=>x+y,0),neg=-a.filter(x=>x<0).reduce((x,y)=>x+y,0);return neg?pos/neg:null}\nexport function stats(t:any[],cost=6,ci=false){const r=t.map(x=>x.grossR-cost/x.riskBps),bps=t.map(x=>x.grossBps-cost);let s=0,peak=0,dd=0;for(const a of r){s+=a;peak=Math.max(peak,s);dd=Math.max(dd,peak-s)}const out:any={n:t.length,tp:t.filter(x=>x.reason==='TP').length,sl:t.filter(x=>x.reason.startsWith('SL')).length,time:t.filter(x=>['TIME','SESSION'].includes(x.reason)).length,ambiguous:t.filter(x=>x.ambiguous).length,winPct:t.length?r.filter(x=>x>0).length/t.length*100:null,meanGrossR:mean(t.map(x=>x.grossR)),meanR:mean(r),meanBps:mean(bps),pfR:pf(r),pfBps:pf(bps),totalR:s,maxDrawdownR:dd,meanRR:mean(t.map(x=>x.rr)),medianRR:quant(t.map(x=>x.rr),.5),meanHoldHours:mean(t.map(x=>x.holdingHours)),equalNotionalBreakEvenBps:mean(t.map(x=>x.grossBps)),equalRiskBreakEvenBps:t.length?(mean(t.map(x=>x.grossR))! /mean(t.map(x=>1/x.riskBps))!):null};if(ci&&t.length){const groups=new Map();t.forEach((x,i)=>{const k=key(x.entryTime,'W');if(!groups.has(k))groups.set(k,[]);groups.get(k)!.push(r[i])});const a=[...groups.values()],random=rng(21602),samples:number[]=[];for(let k=0;k<1000;k++){let sum=0,n=0;for(let j=0;jx.exitTimex.entryTime>=split);const by:any={};for(const p of ['D','W','M'])by[p]=stats(r.trades.filter(x=>x.period===p));for(const side of [1,-1])by[side===1?'LONG':'SHORT']=stats(r.trades.filter(x=>x.side===side));for(const s of ['RTH','outside_RTH','cash_closed'])by[s]=stats(r.trades.filter(x=>x.session===s));for(const k of ['BREAK','REJECT'])by[k]=stats(r.trades.filter(x=>x.kind===k));return {version:'roleflip-v2.1',config:cfg,quality:data.quality,splitAt:new Date(split).toISOString(),overall:stats(r.trades,6,true),early:stats(early,6,true),late:stats(late,6,true),crossers:r.trades.length-early.length-late.length,sensitivity:[0,6,12,20].map(c=>({costBps:c,...stats(r.trades,c)})),by,orderCounts:{accepted:r.orders.length,limit:r.orders.filter(x=>x.kind==='LIMIT').length,limitFilled:r.orders.filter(x=>x.kind==='LIMIT'&&x.status==='FILLED').length,unfilled:r.orders.filter(x=>x.status!=='FILLED').length},filtered:r.filtered,censored:r.censored,ambiguousEntryBars:r.ambiguousEntryBars,trades:r.trades,orders:r.orders}}\nexport function selfTest(){const a=formulas(110,90,100);if(a.P!==100||a.R1!==110||a.S1!==90||a.R5!==150||a.S5!==50)throw Error('FORMULA');const b=Array.from({length:60},(_,i)=>({t:Date.parse('2026-08-24')+i*900000,o:99,h:100,l:98,c:99,v:1}));const at=atr(b);if(at[13]!==2||at[59]!==2)throw Error('ATR');const l:Level={p:100,name:'D P',period:'D',key:1,id:'D:1:P',range:10},t:Level={...l,p:104,name:'D R1',id:'D:1:R1'};const cfg={...defaults,mode:'BREAK_NEXT',holdHours:1,pendingHours:0};b[50]={...b[50],o:99,h:101.6,l:98.9,c:101.5};b[51]={...b[51],o:101.6,h:104.1,l:101,c:104};const data={bars:b,all:b.map(()=>[l,t]),session:b.map(()=>'RTH'),atr:b.map(()=>2),cfg};const sim=simulate(data);if(sim.trades.length!==1||sim.trades[0].side!==1||sim.trades[0].entry!==101.6||sim.trades[0].sl!==99||sim.trades[0].tp!==104||sim.trades[0].reason!=='TP')throw Error('BREAK_ROLE_FLIP_NEXT_OPEN '+JSON.stringify(sim.trades));const both=exitOnBar({t:0,o:100,h:104,l:98,c:101,v:1},1,99,103);if(!both?.ambiguous||both?.reason!=='SL')throw Error('STOP_FIRST');const gap=exitOnBar({t:0,o:98,h:101,l:97,c:99,v:1},1,99,103);if(gap?.exit!==98)throw Error('ADVERSE_GAP');const noTP=exitOnBar({t:0,o:101,h:105,l:100,c:104,v:1},1,99,104,false);if(noTP!==null)throw Error('INTRABAR_LIMIT_TP');const src=sources([{t:Date.parse('2026-01-01'),o:100,h:110,l:90,c:100,v:1},{t:Date.parse('2026-01-02'),o:100,h:999,l:1,c:500,v:1}]);if(levelsAt(Date.parse('2026-01-02T12:00Z'),src).find(x=>x.name==='D P')?.p!==100)throw Error('LOOKAHEAD');return ['Traditional D/W/M formulas','Wilder ATR','upward DP break creates LONG','entry is next open, not past pivot','SL is below pivot and TP is next pivot','same-bar SL before TP','adverse open gap','no intrabar limit-entry TP credit','previous completed source period']}\n","deleted",false,"label",[14],"87f5b472-21e5-4767-9ac3-e191e3944e56",["D",1788584474524],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Public market data only; on demand; no 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