[{"_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","lifetime_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/lifetime_backtest.ts","extension","id","27220bcc-e84a-4752-bd81-858b83ce7344","fileId","592c1cd6-9fb3-11f1-81f0-1607ee4eb77e","parentId","branchId","5eff97cb-5e48-4c30-a73b-b1c752599a9b","branchVersion",75,"latest",true,"createdAt",["D",1787572849621],"version",1,"fileType","script","content","type T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};type E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\nconst cfg=[['BTC','https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL','https://site8888.easycryptofiat.com/jjo5-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\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.]+)/};\nfunction get(m:Map,e:string){let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v}\nasync function parse(url:string){const m=new Map();const txt=await(await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();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(m,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(m,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(m,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(m,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})}}}for(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.ok,t.up,t.dn,t.w,t.id].join('|');if(!seen.has(k)){seen.add(k);out.push(t)}}v.t=out}const eps=[...m.keys()].map(e=>+(e.split('-').at(-1)||0)).filter(Boolean);const labeled=[...m.values()].filter(v=>v.out&&v.sp!==null&&v.tsp!==null&&v.t.length).length;console.log('FETCHMETA',JSON.stringify({url,bytes:txt.length,labeled,min:eps.length?Math.min(...eps):null,max:eps.length?Math.max(...eps):null}));return m}\nfunction ni(a:T[],rem:number){let bi=-1,d=1e9;for(let i=0;i){const out:any[]=[];for(const [ev,v] of m){if(v.sp===null||v.tsp===null||!v.out)continue;const off=v.sp-v.tsp;for(const side of ['Up','Down']){const s=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let arm:any=null,first1:T|null=null;for(let i=0;i.05)continue;const i5=ni(v.t,t.rem+5);if(i5<0)continue;const h5=v.t[i5];const live=(x:T)=>s*(x.old+off)/v.sp!*1e4,tw=(x:T)=>s*x.tw/v.sp!*1e4,a=(x:T)=>(x as any)[k] as number;const dL5=live(t)-live(h5),dT5=tw(t)-tw(h5),a5=a(h5);if(dL5>0&&dT5>=0&&ask<=a5)arm={rem:t.rem,ask,dL5,dT5,a5}}if(arm)out.push({asset,ev,ep:+(ev.split('-').at(-1)||0),side,arm:arm.rem,ask:arm.ask,dL5:arm.dL5,dT5:arm.dT5,a5:arm.a5,first1:first1?.rem??null,lead:first1?arm.rem-first1.rem:null,win:!!first1&&v.out===side.toUpperCase()})}}return out}\nfunction stat(rows:any[],life:number){let fills=0,w=0,l=0,nf=0;const wr:any[]=[];for(const r of rows){const ok=r.first1!==null&&r.lead>=0&&(life===Infinity||r.lead<=life);if(ok){fills++;if(r.win){w++;wr.push(r)}else l++}else nf++}return {signals:rows.length,fills,wins:w,losses:l,nofill:nf,wr:fills?w/fills:0,pnl:w*990-l*10,winners:wr}}\nconst all:any={};for(const [asset,ou,cu] of cfg){const om=await parse(ou),cm=await parse(cu);const os=signals(asset,om),cs=signals(asset,cm);all[asset]={old:os,current:cs};for(const life of [5,10,15,20,30,45,60,90,Infinity]){const o=stat(os,life),c=stat(cs,life);console.log('LIFE',JSON.stringify({asset,life:life===Infinity?'INF':life,old:{...o,winners:undefined},current:{...c,winners:undefined}}));if(life===Infinity||life===30)console.log('WINNERS',JSON.stringify({asset,life:life===Infinity?'INF':life,old:o.winners,current:c.winners}))}}\nfor(const life of [60,70,75,80,90,105,120,Infinity]){let rowsOld:any[]=[],rowsCur:any[]=[];for(const a of ['BTC','ETH']){rowsOld.push(...all[a].old);rowsCur.push(...all[a].current)}const o=stat(rowsOld,life),c=stat(rowsCur,life);console.log('BTCETH',JSON.stringify({life:life===Infinity?'INF':life,old:{...o,winners:undefined},current:{...c,winners:undefined},combined:{fills:o.fills+c.fills,wins:o.wins+c.wins,losses:o.losses+c.losses,nofill:o.nofill+c.nofill,wr:(o.wins+c.wins)/(o.fills+c.fills||1),pnl:o.pnl+c.pnl}}))}","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","9e167d8120a57de5d747867e0b686da51bcc19a4","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"]