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urls:any={btc_old:'https://site6666.easycryptofiat.com/jjo3-fetch.log.old',btc:'https://site6666.easycryptofiat.com/jjo3-fetch.log',eth_old:'https://site7777.easycryptofiat.com/jjo4-fetch.log.old',eth:'https://site7777.easycryptofiat.com/jjo4-fetch.log',sol_old:'https://site8888.easycryptofiat.com/jjo5-fetch.log.old',sol:'https://site8888.easycryptofiat.com/jjo5-fetch.log'};\nconst num=(l:string,k:string)=>{const m=l.match(new RegExp(k+'=([^\\\\s|]+)'));return m?Number(m[1]):NaN}; const str=(l:string,k:string)=>l.match(new RegExp(k+'=([^\\\\s|]+)'))?.[1];\nconst feeRate=.072, CAP=20; const fee=(sh:number,p:number)=>sh*feeRate*p*(1-p); const rnd=(x:number)=>Math.max(.01,Math.min(.99,Math.round((x+1e-9)*100)/100));\nconst all:any[]=[];\nfor(const [src,url] of Object.entries(urls)){\n const r=await fetch(url as string); console.log('FETCH',src,r.status); if(!r.ok)continue; const lines=(await r.text()).split('\\n');\n const outs=new Map(); for(const l of lines){if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const e=str(l,'event');if(e)outs.set(e,{outcome:str(l,'outcome'),base:num(l,'rtfc_pnl'),end:l.slice(0,24)});}}\n const rtfcHist=new Map(); const tickHist=new Map();\n for(let i=0;i50)a.shift();}\n }\n if(l.includes('[BSPS_TICK]')){const e=str(l,'event'),m=l.match(/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(e&&m){let a=tickHist.get(e);if(!a)tickHist.set(e,a=[]);a.push({ts:l.slice(0,24),rem:num(l,'rem_s'),ua:+m[1],da:+m[2],top:num(l,'top10w'),imb:num(l,'imb_delta'),twap_d2s:num(l,'twap_d2s'),twap_ok:num(l,'twap_ok')});if(a.length>50)a.shift();}}\n if(l.includes('[BSPS_BUY]')&&l.includes('purpose=bsps_rtfc')){const e=str(l,'event');if(!e)continue;const side=str(l,'side')||'',raw=num(l,'raw'),cost=num(l,'paid')+num(l,'fee'),sh=num(l,'net'),o=outs.get(e)||{};const rh=[...(rtfcHist.get(e)||[])],th=[...(tickHist.get(e)||[])];const path:any[]=[];for(let j=i+1;j();for(const x of all){const p=mm.get(x.event);if(!p||String(x.end)>String(p.end)||(!x.src.includes('_old')&&p.src.includes('_old')))mm.set(x.event,x);}const A=[...mm.values()].sort((a,b)=>String(a.end).localeCompare(String(b.end)));\nfunction enrich(x:any){x.win=(x.side?.[0]||'').toLowerCase()===(x.outcome?.[0]||'').toLowerCase();x.scale=Math.min(1,CAP/x.cost);x.base20=x.base*x.scale;const target=rnd(x.raw+.05),hit=x.path.find((p:any)=>p.bid>=target-1e-9);x.tp5hit=!!hit;x.tp5=(hit?x.sh*target-x.cost-fee(x.sh,target):x.base)*x.scale;const h=x.rh.filter((r:any)=>Number.isFinite(r.rtfc)||r.decision);const pass=h.filter((r:any)=>r.decision==='PASS');x.last=pass.at(-1)||h.at(-1)||{};const pre=h.slice(0,-1);const vals=pre.filter((r:any)=>Number.isFinite(r.rtfc));x.preN=vals.length;x.prev=vals.at(-1)||{};x.prev2=vals.at(-2)||{};x.prev3=vals.at(-3)||{};x.prevRtfc=x.prev.rtfc;x.prevReq=x.prev.required;x.prevRatio=Number.isFinite(x.prev.rtfc)&&Number.isFinite(x.prev.required)?x.prev.rtfc/x.prev.required:NaN;x.deltaRtfc=Number.isFinite(x.last.rtfc)&&Number.isFinite(x.prev.rtfc)?x.last.rtfc-x.prev.rtfc:NaN;x.deltaRt=Number.isFinite(x.last.Rt)&&Number.isFinite(x.prev.Rt)?x.last.Rt-x.prev.Rt:NaN;x.deltaRl=Number.isFinite(x.last.Rl)&&Number.isFinite(x.prev.Rl)?x.last.Rl-x.prev.Rl:NaN;x.sameTargetPrev=x.prev.target===x.last.target;x.targetStable2=x.prev.target===x.last.target&&x.prev2.target===x.last.target;x.targetStable3=x.prev.target===x.last.target&&x.prev2.target===x.last.target&&x.prev3.target===x.last.target;x.prePassCount=vals.filter((r:any)=>Number.isFinite(r.required)&&r.rtfc>=r.required).length;x.preNearCount=vals.filter((r:any)=>Number.isFinite(r.required)&&r.rtfc>=.75*r.required).length;x.preRatioMax=vals.length?Math.max(...vals.map((r:any)=>r.rtfc/r.required).filter(Number.isFinite)):-Infinity;x.preRatioAvg=vals.length?vals.map((r:any)=>r.rtfc/r.required).filter(Number.isFinite).reduce((a:number,b:number)=>a+b,0)/vals.length:NaN;x.passRatio=x.last.rtfc/x.last.required;const ticks=x.th;const t=ticks.at(-1)||{},p=ticks.at(-2)||{},p2=ticks.at(-3)||{};const dir=x.side==='Up'?1:-1;x.spread=t.ua+t.da-1;x.prevSpread=p.ua+p.da-1;x.spreadDelta=x.spread-x.prevSpread;x.dirTop=dir*t.top;x.prevDirTop=dir*p.top;x.dirTopDelta=x.dirTop-x.prevDirTop;x.dirImb=dir*t.imb;x.prevDirImb=dir*p.imb;x.dirImbDelta=x.dirImb-x.prevDirImb;x.bookTargetAsk=x.side==='Up'?t.ua:t.da;x.prevBookTargetAsk=x.side==='Up'?p.ua:p.da;x.askMomentum=x.bookTargetAsk-x.prevBookTargetAsk;x.askMomentum2=x.bookTargetAsk-(x.side==='Up'?p2.ua:p2.da);}\nfor(const x of A)enrich(x);\nfunction met(q:any[],pnl:(x:any)=>number){let c=0,peak=0,dd=0;for(const x of q){c+=pnl(x);peak=Math.max(peak,c);dd=Math.max(dd,peak-c);}return {n:q.length,w:q.filter(x=>x.win).length,wr:q.length?100*q.filter(x=>x.win).length/q.length:0,p:+q.reduce((s,x)=>s+pnl(x),0).toFixed(2),dd:+dd.toFixed(2),worst:q.length?+Math.min(...q.map(pnl)).toFixed(2):0};}\nconsole.log('CENSUS',JSON.stringify({n:A.length,w:A.filter(x=>x.win).length,hold:met(A,x=>x.base20),tp5:met(A,x=>x.tp5)}));\nconsole.log('LOSS_PRE');for(const x of A.filter(x=>!x.win))console.log(JSON.stringify({event:x.event,asset:x.asset,side:x.side,base20:+x.base20.toFixed(2),tp5:+x.tp5.toFixed(2),rtfc:x.last.rtfc,req:x.last.required,ratio:+x.passRatio.toFixed(2),prevRtfc:x.prevRtfc,prevReq:x.prevReq,prevRatio:Number.isFinite(x.prevRatio)?+x.prevRatio.toFixed(2):null,dRtfc:Number.isFinite(x.deltaRtfc)?+x.deltaRtfc.toFixed(2):null,dRt:Number.isFinite(x.deltaRt)?+x.deltaRt.toFixed(2):null,dRl:Number.isFinite(x.deltaRl)?+x.deltaRl.toFixed(2):null,samePrev:x.sameTargetPrev,stable2:x.targetStable2,preNear:x.preNearCount,preMax:Number.isFinite(x.preRatioMax)?+x.preRatioMax.toFixed(2):null,spread:+x.spread.toFixed(3),dSpread:+x.spreadDelta.toFixed(3),dirTop:+x.dirTop.toFixed(3),dTop:+x.dirTopDelta.toFixed(3),dirImb:+x.dirImb.toFixed(3),dImb:+x.dirImbDelta.toFixed(3),askMom:+x.askMomentum.toFixed(3)}));\nconst gates:any[]=[];function add(name:string,f:(x:any)=>boolean){const q=A.filter(f);gates.push({name,hold:met(q,x=>x.base20),tp5:met(q,x=>x.tp5)});}add('ALL',x=>true);\nfor(const t of [.8,.9,1,1.05,1.1,1.2,1.3,1.5])add('passRatio>='+t,x=>x.passRatio>=t);\nfor(const t of [-.5,-.25,-.1,0,.1,.25,.5,1])add('delta_rTFC>='+t,x=>x.deltaRtfc>=t);\nfor(const t of [-.5,-.25,-.1,0,.1,.25,.5,1])add('delta_Rtwap>='+t,x=>x.deltaRt>=t);\nfor(const t of [-1,-.5,-.25,0,.25,.5,1])add('delta_Rlive>='+t,x=>x.deltaRl>=t);\nadd('same_target_prev',x=>x.sameTargetPrev);add('target_stable_2prev',x=>x.targetStable2);add('target_stable_3prev',x=>x.targetStable3);\nfor(const t of [0,.25,.5,.75,1])add('prevRatio>='+t,x=>x.prevRatio>=t);\nfor(const n of [1,2,3,4,5])add('preNearCount>='+n,x=>x.preNearCount>=n);\nfor(const t of [.75,1,1.25,1.5])add('preRatioMax>='+t,x=>x.preRatioMax>=t);\nfor(const t of [-.05,-.02,-.01,0,.01,.02,.05])add('spreadDelta<='+t,x=>x.spreadDelta<=t);\nfor(const t of [-.3,-.2,-.1,0,.1,.2,.3])add('dirTopDelta>='+t,x=>x.dirTopDelta>=t);\nfor(const t of [-.3,-.2,-.1,0,.1,.2,.3])add('dirImbDelta>='+t,x=>x.dirImbDelta>=t);\nfor(const t of [-.1,-.05,-.02,-.01,0,.01,.02,.05,.1])add('askMomentum>='+t,x=>x.askMomentum>=t);\nconsole.log('PRE_GATES_TOP_HOLD');for(const g of gates.filter(g=>g.hold.n>=5).sort((a,b)=>b.hold.p-a.hold.p).slice(0,30))console.log(JSON.stringify(g));\nconsole.log('PRE_GATES_TOP_TP5');for(const g of gates.filter(g=>g.tp5.n>=5).sort((a,b)=>b.tp5.p-a.tp5.p).slice(0,30))console.log(JSON.stringify(g));\n// Hybrid exit: select entry by a gate; then strong subset holds, rest take +5. Test one-dimensional strength choices only.\nconst entryGates:any[]=[['current',(x:any)=>true],['r>=1.1',(x:any)=>x.last.rtfc>=1.1],['ratio>=1.5',(x:any)=>x.passRatio>=1.5],['spread<=.04',(x:any)=>x.spread<=.04+1e-9],['r>=1.1&spread<=.04',(x:any)=>x.last.rtfc>=1.1&&x.spread<=.04+1e-9]];\nconst strongDefs:any[]=[];for(const t of [1.1,1.2,1.3,1.5,1.75,2,2.25])strongDefs.push(['rtfc>='+t,(x:any)=>x.last.rtfc>=t]);for(const t of [1.2,1.5,1.75,2])strongDefs.push(['ratio>='+t,(x:any)=>x.passRatio>=t]);for(const s of [.01,.02,.03,.04])strongDefs.push(['spread<='+s,(x:any)=>x.spread<=s+1e-9]);\nconsole.log('HYBRID');for(const [en,ef] of entryGates){for(const [sn,sf] of strongDefs){const q=A.filter(ef);const m=met(q,x=>sf(x)?x.base20:x.tp5);console.log(JSON.stringify({entry:en,strong:sn,...m}));}}\n// Robustness for the most promising alternative designs.\nconst chrono=[...A].sort((a,b)=>String(a.end).localeCompare(String(b.end))),cut=Math.floor(A.length/2),H1=new Set(chrono.slice(0,cut).map(x=>x.event)),H2=new Set(chrono.slice(cut).map(x=>x.event));\nfunction splitReport(name:string,ef:(x:any)=>boolean,pf:(x:any)=>number){const q=A.filter(ef);const S=(z:any[])=>met(z,pf);console.log('ROB',JSON.stringify({name,all:S(q),btc:S(q.filter(x=>x.asset==='btc')),eth:S(q.filter(x=>x.asset==='eth')),sol:S(q.filter(x=>x.asset==='sol')),old:S(q.filter(x=>x.src.includes('_old'))),current:S(q.filter(x=>!x.src.includes('_old'))),H1:S(q.filter(x=>H1.has(x.event))),H2:S(q.filter(x=>H2.has(x.event)))}));}\nsplitReport('current_entry_hybrid_spread02',x=>true,x=>x.spread<=.02+1e-9?x.base20:x.tp5);\nsplitReport('r1.1_entry_TP5',x=>x.last.rtfc>=1.1,x=>x.tp5);\nsplitReport('r1.1_entry_hybrid_spread02',x=>x.last.rtfc>=1.1,x=>x.spread<=.02+1e-9?x.base20:x.tp5);\nsplitReport('stable2_entry_TP5',x=>x.targetStable2,x=>x.tp5);\nsplitReport('stable2_entry_hybrid_spread02',x=>x.targetStable2,x=>x.spread<=.02+1e-9?x.base20:x.tp5);\nsplitReport('deltaRtfc01_entry_TP5',x=>x.deltaRtfc>=.1,x=>x.tp5);\nsplitReport('current_entry_hybrid_ratio15',x=>true,x=>x.passRatio>=1.5?x.base20:x.tp5);\nconsole.log('BEST_HYBRID_DETAIL');for(const x of A.filter(x=>x.last.rtfc>=1.1))console.log(JSON.stringify({event:x.event,asset:x.asset,win:x.win,rtfc:x.last.rtfc,ratio:+x.passRatio.toFixed(2),spread:+x.spread.toFixed(3),exit:x.spread<=.02+1e-9?'HOLD':'TP5',tp5hit:x.tp5hit,hold:+x.base20.toFixed(2),tp5:+x.tp5.toFixed(2),chosen:+(x.spread<=.02+1e-9?x.base20:x.tp5).toFixed(2),stable2:x.targetStable2,dRtfc:Number.isFinite(x.deltaRtfc)?+x.deltaRtfc.toFixed(2):null}));\nconsole.log('RATIO_SWEEP_HOLD');for(let t=1.30;t<=1.51;t+=.01){const q=A.filter(x=>x.passRatio>=t-1e-9);if(q.length<5)continue;console.log(JSON.stringify({t:+t.toFixed(2),...met(q,x=>x.base20),old:met(q.filter(x=>x.src.includes('_old')),x=>x.base20),current:met(q.filter(x=>!x.src.includes('_old')),x=>x.base20),H1:met(q.filter(x=>H1.has(x.event)),x=>x.base20),H2:met(q.filter(x=>H2.has(x.event)),x=>x.base20),btc:met(q.filter(x=>x.asset==='btc'),x=>x.base20),eth:met(q.filter(x=>x.asset==='eth'),x=>x.base20),sol:met(q.filter(x=>x.asset==='sol'),x=>x.base20)}));}\nconsole.log('OUTCOME_FEATURES');for(const win of [true,false]){const q=A.filter(x=>x.win===win);const avg=(f:(x:any)=>number)=>{const v=q.map(f).filter(Number.isFinite);return v.length?+(v.reduce((a,b)=>a+b,0)/v.length).toFixed(3):null};console.log(JSON.stringify({win,n:q.length,rtfc:avg(x=>x.last.rtfc),ratio:avg(x=>x.passRatio),spread:avg(x=>x.spread),dRtfc:avg(x=>x.deltaRtfc),dirTop:avg(x=>x.dirTop),dirImb:avg(x=>x.dirImb)}));}\nconsole.log('RATIO_140_DETAIL');for(const x of A.filter(x=>x.passRatio>=1.4))console.log(JSON.stringify({event:x.event,asset:x.asset,win:x.win,rtfc:x.last.rtfc,required:x.last.required,ratio:+x.passRatio.toFixed(3),spread:+x.spread.toFixed(3),hold:+x.base20.toFixed(2)}));\nconsole.log('HOLD_PERSISTENCE_COMBOS');const pc:any[]=[];const padd=(name:string,f:(x:any)=>boolean)=>{const q=A.filter(f);pc.push({name,all:met(q,x=>x.base20),old:met(q.filter(x=>x.src.includes('_old')),x=>x.base20),current:met(q.filter(x=>!x.src.includes('_old')),x=>x.base20),H1:met(q.filter(x=>H1.has(x.event)),x=>x.base20),H2:met(q.filter(x=>H2.has(x.event)),x=>x.base20),btc:met(q.filter(x=>x.asset==='btc'),x=>x.base20),eth:met(q.filter(x=>x.asset==='eth'),x=>x.base20),sol:met(q.filter(x=>x.asset==='sol'),x=>x.base20)});};for(const rr of [1.1,1.2,1.3,1.4,1.5])for(const dt of [0,.05,.1,.2])padd(`ratio>=${rr}&dirTop>=${dt}`,x=>x.passRatio>=rr&&x.dirTop>=dt);for(const rr of [1.1,1.2,1.3,1.4])for(const sd of 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