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{ sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\ntype Tick={ts:number,event:string,age:number,rem:number,old:number|null,twap:number|null,up:number|null,dn:number|null,top:number|null,imb:number|null,fresh:boolean};\ntype Pos={event:string,seq:number,side:string,entryTs:number,entry:number,shares:number,cost:number,buyFee:number,rem:number,age:number,top:number,imb:number,old:number,twap:number,score:number,persistence:number};\nconst n=(x:any)=>{if(x==null||x==='n/a'||x==='?'||x==='None')return null;const v=Number(String(x).replace(/[^0-9eE+\\-.]/g,''));return Number.isFinite(v)?v:null};\nconst kv=(l:string)=>{const o:Record={};for(const m of l.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2];return o};\nconst tso=(l:string)=>{const m=l.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/);return m?Date.parse(m[1])/1000:0};\nconst fee=(q:number,p:number)=>.07*q*p*(1-p);\nfunction sig(t:Tick){if(!t.fresh||t.top==null||t.imb==null||t.old==null||t.twap==null)return null;if(Math.abs(t.old)<.01||Math.abs(t.twap)<.01)return null;if(t.top>=.30&&t.imb>=.08&&t.old>0&&t.twap>0)return 'Up';if(t.top<=-.30&&t.imb<=-.08&&t.old<0&&t.twap<0)return 'Down';return null}\nasync function init(){await sqlite.execute(`CREATE TABLE IF NOT EXISTS bsps_sim_trades(sim_key TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,variant TEXT,event TEXT,seq INTEGER,entry_ts REAL,side TEXT,entry_price REAL,shares REAL,total_cost REAL,buy_fee REAL,rem_s REAL,age_s REAL,top10w REAL,imb_delta REAL,old_d2s REAL,twap_d2s REAL,signal_score REAL,persistence INTEGER,exit_type TEXT,exit_price REAL,outcome TEXT,pnl REAL,roi REAL)`);await sqlite.execute(`CREATE TABLE IF NOT EXISTS sim_source_stats(source_variant TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,variant TEXT,bytes INTEGER,lines INTEGER,ticks INTEGER,resolutions INTEGER,trades INTEGER,pnl REAL,cost REAL,roi REAL,win_rate REAL,tp_rate REAL)`)}\nexport async function replaySource(asset:string,dataset:string,url:string){await init();const r=await fetch(url,{headers:{'cache-control':'no-cache'}});if(!r.ok||!r.body)throw new Error(`fetch ${r.status}`);\n const variants=[{name:'WHOLE_T300',max:300},{name:'T60',max:60}]; const pos=new Map(); const seq=new Map(); const hist=new Map(); const trades:any[]=[];let bytes=0,lines=0,ticks=0,resolutions=0;\n const close=(v:string,p:Pos,etype:string,px:number|null,outcome:string|null)=>{let payout=0,sellNet=0;if(etype==='TP'&&px!=null)sellNet=p.shares*px-fee(p.shares,px);else if(outcome&&outcome.toUpperCase()===p.side.toUpperCase())payout=p.shares;const pnl=sellNet+payout-p.cost;trades.push({asset,dataset,source:url,variant:v,event:p.event,seq:p.seq,entryTs:p.entryTs,side:p.side,entry:p.entry,shares:p.shares,cost:p.cost,buyFee:p.buyFee,rem:p.rem,age:p.age,top:p.top,imb:p.imb,old:p.old,twap:p.twap,score:p.score,persistence:p.persistence,exitType:etype,exitPx:px,outcome:outcome||'',pnl,roi:p.cost?pnl/p.cost:0});pos.delete(`${v}|${p.event}`)};\n const onTick=(t:Tick)=>{ticks++;const a=hist.get(t.event)||[];a.push(t);if(a.length>8)a.shift();hist.set(t.event,a);for(const V of variants){const k=`${V.name}|${t.event}`;const p=pos.get(k);if(p){const bid=p.side==='Up'?(t.dn==null?null:1-t.dn):(t.up==null?null:1-t.up);if(bid!=null&&bid>=p.entry+.05-1e-9){close(V.name,p,'TP',Math.max(0,Math.min(1,bid)),null);continue;}continue;}if(t.rem>V.max||t.rem<=2)continue;const side=sig(t);if(!side)continue;const ask=side==='Up'?t.up:t.dn;if(ask==null||ask<.50||ask>.90)continue;let persistence=0;for(let i=a.length-1;i>=0;i--){if(sig(a[i])===side)persistence++;else break;}const score=Math.min(Math.abs(t.top!)/.30,Math.abs(t.imb!)/.08);const q=20,bf=fee(q,ask),cost=q*ask+bf;const sk=`${V.name}|${t.event}`,s=(seq.get(sk)||0)+1;seq.set(sk,s);pos.set(k,{event:t.event,seq:s,side,entryTs:t.ts,entry:ask,shares:q,cost,buyFee:bf,rem:t.rem,age:t.age,top:t.top!,imb:t.imb!,old:t.old!,twap:t.twap!,score,persistence});}}\n const process=(l:string)=>{lines++;if(l.includes('[BSPS_TICK]')){const x=kv(l),bm=(x.book||'').match(/U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);const event=x.event;if(!event||!bm)return;onTick({ts:tso(l),event,age:n(x.age_s)??0,rem:n(x.rem_s)??0,old:n(x.old_d2s),twap:n(x.twap_d2s),up:n(bm[1]),dn:n(bm[2]),top:n(x.top10w),imb:n(x.imb_delta),fresh:x.feat_fresh==='True'});return}if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){resolutions++;const x=kv(l),event=x.event,out=x.outcome||'';for(const V of variants){const p=pos.get(`${V.name}|${event}`);if(p)close(V.name,p,'RESOLUTION',null,out)}}};\n const rd=r.body.getReader(),dec=new TextDecoder();let carry='';while(true){const z=await rd.read();if(z.done)break;bytes+=z.value.byteLength;carry+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=carry.indexOf('\\n',p);if(j<0){carry=carry.slice(p);break;}process(carry.slice(p,j));p=j+1}}carry+=dec.decode();if(carry)process(carry);\n const stmts:any[]=[];for(const t of trades){const key=`${t.asset}|${t.variant}|${t.event}|${t.seq}|${t.entryTs.toFixed(3)}`;stmts.push({sql:`INSERT OR IGNORE INTO bsps_sim_trades(sim_key,asset,dataset,source,variant,event,seq,entry_ts,side,entry_price,shares,total_cost,buy_fee,rem_s,age_s,top10w,imb_delta,old_d2s,twap_d2s,signal_score,persistence,exit_type,exit_price,outcome,pnl,roi) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[key,t.asset,t.dataset,t.source,t.variant,t.event,t.seq,t.entryTs,t.side,t.entry,t.shares,t.cost,t.buyFee,t.rem,t.age,t.top,t.imb,t.old,t.twap,t.score,t.persistence,t.exitType,t.exitPx,t.outcome,t.pnl,t.roi]})}for(let i=0;ix.variant===V.name),pnl=a.reduce((s,x)=>s+x.pnl,0),cost=a.reduce((s,x)=>s+x.cost,0),wins=a.filter(x=>x.pnl>0).length,tp=a.filter(x=>x.exitType==='TP').length;await sqlite.execute({sql:`INSERT OR REPLACE INTO sim_source_stats(source_variant,asset,dataset,source,variant,bytes,lines,ticks,resolutions,trades,pnl,cost,roi,win_rate,tp_rate) 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