[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_103":104,"_105":106},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","lorencetang","name","poly-bsps-log-analyzer","path","analog_backtest.ts","project",{"_22":45,"_11":12,"_33":46,"_47":-5,"_48":42,"_49":50,"_51":50,"_52":53,"_54":-5,"_55":56,"_57":-5,"_58":42,"_59":-5,"_60":-5,"_61":62,"_63":64,"_65":-5,"_66":-5,"_67":-5,"_68":-5,"_69":70,"_71":70,"_72":73,"_74":73,"_75":73,"_76":70,"_77":70,"_78":79,"_80":81,"_82":83,"_84":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/lorencetang/poly-bsps-log-analyzer/code/analog_backtest.ts","extension","id","068d4b01-2928-411c-bfad-4e3fff4311d2","fileId","d93555c4-9f9e-11f1-8a37-1607ee4eb77e","parentId","branchId","5eff97cb-5e48-4c30-a73b-b1c752599a9b","branchVersion",69,"latest",true,"createdAt",["D",1787570578225],"version",6,"fileType","script","content","const urls=['https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'];\nconst asset='ETH';\ntype T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};\ntype E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\nconst m=new Map(); const get=(e:string)=>{let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v};\nconst R={ev:/event=([^\\s]+)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,out:/outcome=(UP|DOWN)/,rem:/rem_s=([-+0-9.]+)/,old:/old_d2s=([-+0-9.eE]+)/,tw:/twap_d2s=([-+0-9.eE]+)/,ok:/twap_ok=(\\d+)/,book:/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/,w:/top10w=([-+0-9.]+)/,id:/imb_delta=([-+0-9.]+)/};\nfor(const url of urls){const txt=await(await fetch(url,{headers:{'cache-control':'no-cache'}})).text();console.log('FETCH',url,txt.length);for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}}\nfor(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const out:T[]=[];const seen=new Set();for(const t of v.t){const k=[t.rem,t.old,t.tw,t.up,t.dn,t.w,t.id].join('|');if(!seen.has(k)){seen.add(k);out.push(t)}}v.t=out}\nfunction near(a:T[],rem:number){let z:T|null=null,d=1e9;for(const t of a){const q=Math.abs(t.rem-rem);if(q=.019){c=t;break}}if(!c)continue;const h5=near(v.t,c.rem+5),h10=near(v.t,c.rem+10);if(!h5||!h10||c.w===null||c.id===null||h5.w===null||h10.w===null)continue;const ib=s*(c.old+off)/v.sp*10000,tb=s*c.tw/v.sp*10000;const i5=s*(h5.old+off)/v.sp*10000,t5=s*h5.tw/v.sp*10000,i10=s*(h10.old+off)/v.sp*10000,t10=s*h10.tw/v.sp*10000;const a5=(h5 as any)[k],a10=(h10 as any)[k];const f=[c.rem/300,ib/10,tb/10,(ib-tb)/10,(ib-i5)/5,(tb-t5)/5,(ib-i10)/10,(tb-t10)/10,s*c.w,s*c.id,s*(c.w-h5.w),((a5-(c as any)[k])/.01)/5,((a10-(c as any)[k])/.01)/10];const touched=!!first1&&first1.rema.ep-b.ep);return out}\nfunction evalCfg(maxAsk:number,K:number){const a=recs(maxAsk);let sig=0,fill=0,win=0,loss=0,nofill=0;const rows:any[]=[];for(let i=0;i({r,dist:r.f.reduce((q:number,z:number,d:number)=>q+((z-x.f[d])/sd[d])**2,0)})).sort((p,q)=>p.dist-q.dist).slice(0,K);const W=nn.filter(z=>z.r.win).length,L=nn.filter(z=>z.r.touched&&!z.r.win).length,NF=K-W-L;const ev=(W*990-L*10)/K;const touch=W+L;const wr=touch?W/touch:0;if(ev<=0)continue;sig++;if(x.touched){fill++;if(x.win)win++;else loss++}else nofill++;rows.push({ev:x.ev,side:x.side,rem:x.rem,ask:x.ask,fill:x.fillRem,actual:x.win?'W':x.touched?'L':'NF',nnW:W,nnL:L,nnNF:NF,nnWR:wr,nnEV:ev})}return {asset,maxAsk,K,candidates:a.length,signals:sig,fills:fill,wins:win,losses:loss,nofill,pnl:win*990-loss*10,rows}}\nfor(const maxAsk of [.03,.05,.10])for(const K of [25,50,100]){const z=evalCfg(maxAsk,K);console.log('SUMMARY',JSON.stringify({...z,rows:undefined}));console.log('WINS',JSON.stringify(z.rows.filter((r:any)=>r.actual==='W')))}\nconst ww=recs(.05).filter((x:any)=>x.win);console.log('ALL_WIN_CAND',JSON.stringify(ww));\nconsole.log('ALL_WIN_CAND3',JSON.stringify(recs(.03).filter((x:any)=>x.win)));","deleted",false,"label",[14],"b5d4c56e-87c0-4784-9dae-c73fce44b784",["D",1787398526510],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Temporary live BSPS log analyzer","imageUrl","userId","b13d5b98-32fd-4204-bf50-fce395eb52e3","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","01a0186b-55d3-76bb-8f28-5e239a5e05cf","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_9":10,"_102":98},"org",{"_9":10,"_95":96,"_97":98,"_55":56,"_99":100,"_101":42},"branch",{"_35":85,"_11":86,"_22":28,"_87":45,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":-5,"_93":12,"_94":10},"isOwned",108,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","displayName","Lorence Tang","avatar","https://lh3.googleusercontent.com/a/ACg8ocKXYNWn4Fg7SDJtPMUkccTZpjUdPW31lGVY1hyWwUNH-uR15Q=s96-c","tier","free","canRestrictVals","profileImageUrl","ctx",{"_78":-5,"_136":137,"_138":139,"_140":141,"_142":42,"_143":42,"_144":42,"_145":32,"_146":-5,"_147":-7,"_148":-7,"_149":62,"_150":42,"_151":42,"_152":-5,"_153":42,"_154":42,"_155":42,"_156":-5},"ENV",{"_107":108,"_109":110,"_111":86,"_112":113,"_114":115,"_116":117,"_118":119,"_120":121,"_122":123,"_124":125,"_126":127,"_128":129,"_130":131,"_132":133,"_134":135},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town","orgs",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]