[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_104":105,"_106":107},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","kannsai22","name","gbpjpy-oos-audit-v13","path","prestate.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":63,"_64":65,"_66":-5,"_67":-5,"_68":-5,"_69":-5,"_70":71,"_72":71,"_73":74,"_75":74,"_76":74,"_77":71,"_78":71,"_79":80,"_81":82,"_83":84,"_85":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/kannsai22/gbpjpy-oos-audit-v13/code/prestate.ts","extension","id","502fd3ba-c4e8-4405-8eee-4346cf3c00bd","fileId","aa755104-ab2d-11f1-a326-1607ee4eb77e","parentId","branchId","6bbdbea8-513d-480c-97fc-7ab636748a74","branchVersion",4,"latest",true,"createdAt",["D",1788834838395],"version",1,"fileType","script","content","import { getHistoricalRates } from \"npm:dukascopy-node@1.50.0\";\n\ntype Bar = { timestamp: number; open: number; high: number; low: number; close: number; volume?: number };\ntype Pivot = { type: \"H\" | \"L\"; timestamp: number; price: number; index: number };\n\nconst samples = [\"2014-06-10\", \"2014-06-24\", \"2014-06-26\"];\n\nfunction emaSeries(closes: number[], period: number): (number | null)[] {\n const out: (number | null)[] = Array(closes.length).fill(null);\n if (closes.length < period) return out;\n let seed = 0;\n for (let i = 0; i < period; i++) seed += closes[i];\n let ema = seed / period;\n out[period - 1] = ema;\n const alpha = 2 / (period + 1);\n for (let i = period; i < closes.length; i++) {\n ema = closes[i] * alpha + ema * (1 - alpha);\n out[i] = ema;\n }\n return out;\n}\n\nfunction pivots(bars: Bar[]): Pivot[] {\n const result: Pivot[] = [];\n for (let i = 2; i <= bars.length - 3; i++) {\n const b = bars[i];\n const isHigh = b.high > bars[i-1].high && b.high > bars[i-2].high && b.high >= bars[i+1].high && b.high >= bars[i+2].high;\n const isLow = b.low < bars[i-1].low && b.low < bars[i-2].low && b.low <= bars[i+1].low && b.low <= bars[i+2].low;\n // OHLC alone cannot order a same-bar outside pivot. Exclude dual H+L bars from geometry.\n if (isHigh && isLow) continue;\n if (isHigh) result.push({ type: \"H\", timestamp: b.timestamp, price: b.high, index: i });\n if (isLow) result.push({ type: \"L\", timestamp: b.timestamp, price: b.low, index: i });\n }\n result.sort((a,b) => a.timestamp - b.timestamp || (a.type === \"L\" ? -1 : 1));\n return result;\n}\n\nfunction latestN(ps: Pivot[], regime: string) {\n const wanted = regime === \"Up\" ? [\"L\",\"H\",\"L\"] : regime === \"Down\" ? [\"H\",\"L\",\"H\"] : [];\n if (!wanted.length) return null;\n for (let i = ps.length - 3; i >= 0; i--) {\n const tri = [ps[i], ps[i+1], ps[i+2]];\n if (tri[0].type === wanted[0] && tri[1].type === wanted[1] && tri[2].type === wanted[2]) return tri;\n }\n return null;\n}\n\nfunction iso(ts: number | null | undefined) { return ts == null ? null : new Date(ts).toISOString(); }\n\nconst results: any[] = [];\nfor (const sample of samples) {\n const t0 = new Date(`${sample}T00:00:00Z`);\n const from = new Date(t0.getTime() - 16 * 24 * 60 * 60 * 1000);\n const h1All = await getHistoricalRates({ instrument: \"gbpjpy\", dates: { from, to: t0 }, timeframe: \"h1\", format: \"json\", priceType: \"bid\" } as any) as Bar[];\n const m15All = await getHistoricalRates({ instrument: \"gbpjpy\", dates: { from, to: t0 }, timeframe: \"m15\", format: \"json\", priceType: \"bid\" } as any) as Bar[];\n const h1Filtered = h1All.filter((b:any) => Number(b.timestamp) < t0.getTime()).sort((a:any,b:any)=>a.timestamp-b.timestamp);\n const m15Filtered = m15All.filter((b:any) => Number(b.timestamp) < t0.getTime()).sort((a:any,b:any)=>a.timestamp-b.timestamp);\n const h1 = h1Filtered.slice(-225);\n const m15 = m15Filtered.slice(-384);\n if (h1.length < 225 || m15.length < 384) throw new Error(`${sample}: insufficient pre-t0 bars h1=${h1.length} m15=${m15.length}`);\n const closes = h1.map((b:any)=>Number(b.close));\n const ema25 = emaSeries(closes,25);\n const ema75 = emaSeries(closes,75);\n const last = h1.length-1;\n const lastClose = closes[last];\n const e25 = ema25[last]!;\n const e75 = ema75[last]!;\n const e75m6 = ema75[last-6]!;\n let regime = \"Mixed\";\n if (lastClose > e25 && e25 > e75 && e75 > e75m6) regime = \"Up\";\n else if (lastClose < e25 && e25 < e75 && e75 < e75m6) regime = \"Down\";\n const h1P = pivots(h1);\n const channelType = regime === \"Up\" ? \"L\" : regime === \"Down\" ? \"H\" : null;\n const channelPivots = channelType ? h1P.filter(p=>p.type===channelType).slice(-2) : [];\n const eligible = regime !== \"Mixed\" && channelPivots.length === 2;\n let slopePerHour: number | null = null;\n if (channelPivots.length===2) {\n const dtHours=(channelPivots[1].timestamp-channelPivots[0].timestamp)/3600000;\n slopePerHour=(channelPivots[1].price-channelPivots[0].price)/dtHours;\n }\n const m15P=pivots(m15);\n const n=latestN(m15P,regime);\n const wTarget=n ? n[2].price + (n[1].price-n[0].price) : null;\n results.push({\n sample,\n t0: t0.toISOString(),\n requestFrom: from.toISOString(),\n maxH1Timestamp: iso(Math.max(...h1Filtered.map((b:any)=>Number(b.timestamp)))),\n maxM15Timestamp: iso(Math.max(...m15Filtered.map((b:any)=>Number(b.timestamp)))),\n h1CountUsed:h1.length,\n m15CountUsed:m15.length,\n lastH1Timestamp:iso(h1[last].timestamp),\n lastClose, ema25:e25, ema75:e75, ema75Minus6h:e75m6,\n regime, eligible,\n h1Pivot1:channelPivots[0] ? 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