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url='https://site6666.easycryptofiat.com/jjo3-fetch.log.old';\nconst asset='BTC_OLD';\nconst txt=await (await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();\nconsole.log('FETCH',asset,txt.length);\n\ntype Tick={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};\ntype Ev={sp:number|null,tsp:number|null,out:string|null,ticks:Tick[]};\nconst evs=new Map();\nconst get=(e:string)=>{let v=evs.get(e);if(!v){v={sp:null,tsp:null,out:null,ticks:[]};evs.set(e,v);}return v;};\nconst re={event:/event=([^\\s]+)/,out:/outcome=(UP|DOWN)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,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 line of txt.split(/\\r?\\n/)){\n if(line.includes('[Event PnL]')){const e=re.event.exec(line),o=re.out.exec(line);if(e&&o)get(e[1]).out=o[1];}\n else if(line.includes('[TWAP_STRIKE]')){const e=re.slug.exec(line),p=re.tsp.exec(line);if(e&&p)get(e[1]).tsp=+p[1];}\n else if(line.includes('[STRIKE]')&&line.includes('event_start_price=')){const e=re.slug.exec(line),p=re.sp.exec(line);if(e&&p)get(e[1]).sp=+p[1];}\n else if(line.includes('[BSPS_TICK]')){const e=re.event.exec(line),r=re.rem.exec(line),o=re.old.exec(line),t=re.tw.exec(line),k=re.ok.exec(line),b=re.book.exec(line);if(!(e&&r&&o&&t&&k&&b))continue;const w=re.w.exec(line),id=re.id.exec(line);get(e[1]).ticks.push({rem:+r[1],old:+o[1],tw:+t[1],ok:+k[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null});}\n}\nfunction phi(z:number){if(z>=8)return 1;if(z<=-8)return 0;const s=z<0?-1:1;z=Math.abs(z)/Math.SQRT2;const t=1/(1+0.3275911*z);const erf=s*(1-(((((1.061405429*t-1.453152027)*t+1.421413741)*t-0.284496736)*t+0.254829592)*t)*Math.exp(-z*z));return .5*(1+erf);}\nfunction dedupTicks(a:Tick[]){a.sort((x,y)=>y.rem-x.rem);const out:Tick[]=[];const seen=new Set();for(const t of a){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);}}return out;}\nfunction sigma60(a:Tick[],i:number,offset:number){const now=a[i].rem;let sumdt=0,sumdx2=0;for(let j=i;j>0;j--){const cur=a[j],prev=a[j-1];if(prev.rem-now>60)break;const dt=prev.rem-cur.rem;if(dt<=0||dt>5)continue;const x0=prev.old+offset,x1=cur.old+offset;sumdt+=dt;sumdx2+=(x1-x0)*(x1-x0);}if(sumdt<45)return null;return Math.sqrt(sumdx2/sumdt);}\nfunction lockedIntegral(a:Tick[],i:number,offset:number){const r=a[i].rem;if(r>=60)return 0;let area=0;for(let j=1;j<=i;j++){const p=a[j-1],c=a[j];if(c.rem>=60)continue;if(p.rem<=r)break;let hi=Math.min(p.rem,60),lo=Math.max(c.rem,r);if(hi<=lo)continue;const xp=p.old+offset,xc=c.old+offset;const den=p.rem-c.rem||1;const fracHi=(p.rem-hi)/den,fracLo=(p.rem-lo)/den;const xhi=xp+(xc-xp)*fracHi,xlo=xp+(xc-xp)*fracLo;area+=(xhi+xlo)*0.5*(hi-lo);}return area;}\nfunction pResolve(a:Tick[],i:number,side:string,offset:number){const t=a[i];if(t.ok!==1)return null;const sig=sigma60(a,i,offset);if(sig===null)return null;const s=side==='Up'?1:-1;const x0=s*(t.old+offset),r=Math.max(0,t.rem);let mean=0,v=0;if(r<=60){mean=s*lockedIntegral(a,i,offset)+x0*r;v=sig*sig*r*r*r/3;}else{mean=60*x0;v=sig*sig*(3600*(r-60)+72000);}if(v<=1e-12)return mean>0?1:mean<0?0:.5;return phi(mean/Math.sqrt(v));}\n\ntype Trade={event:string,side:string,arm:number,armAsk:number,armP:number,fill:number|null,out:string,win:boolean};\nconst fv:Trade[]=[],cs:Trade[]=[],cs2:Trade[]=[];let labeled=0,minEv=1e20,maxEv=0;\nfor(const [event,v] of evs){if(v.sp===null||v.tsp===null||!v.out||!v.ticks.length)continue;v.ticks=dedupTicks(v.ticks);labeled++;const ep=+(event.split('-').at(-1)||0);if(ep){minEv=Math.min(minEv,ep);maxEv=Math.max(maxEv,ep);}const offset=v.sp-v.tsp;\n for(const side of ['Up','Down']){const k=side==='Up'?'up':'dn';let active=false,filled=false,armRem=0,armAsk=0,armP=0,prevP:number|null=null,prevAsk:number|null=null;for(let i=0;iask){active=true;armRem=t.rem;armAsk=ask;armP=p;}prevP=p;prevAsk=ask;}if(active&&!filled)fv.push({event,side,arm:armRem,armAsk,armP,fill:null,out:v.out!,win:false});}\n for(const side of ['Up','Down']){const s=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let seen1=false,arm:any=null;const hist:{rem:number,val:number}[]=[];for(const t of v.ticks){const ask=(t as any)[k] as number;if(ask<=.011)seen1=true;if(t.id!==null){hist.push({rem:t.rem,val:s*t.id});while(hist.length&&hist[0].rem>t.rem+10.5)hist.shift();}if(arm||seen1)continue;if(!(t.rem>50&&t.rem<=80&&ask>=.019&&ask<=.041&&t.ok===1))continue;const lb=s*t.old/v.sp*10000,tb=s*t.tw/v.sp*10000;if(lb< -7.5||tb< -6.5)continue;const dmax=hist.length?Math.max(...hist.map(x=>x.val)):-Infinity;if(tb>=-1.5&&dmax<.15)arm={rem:t.rem,ask};}if(arm){const f=v.ticks.find(t=>t.rem<=arm.rem+.51&&t.rem>=49.49&&(t as any)[k]<=.011);cs.push({event,side,arm:arm.rem,armAsk:arm.ask,armP:0,fill:f?.rem??null,out:v.out!,win:!!f&&v.out===side.toUpperCase()});}}\n for(const side of ['Up','Down']){const s=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let seen1=false,prevP:number|null=null,arm:any=null;for(const t of v.ticks){const ask=(t as any)[k] as number;if(ask<=.011)seen1=true;const bp=t.w===null?null:s*t.w,acc=(bp!==null&&prevP!==null)?bp-prevP:null;if(!arm&&!seen1&&t.rem>30&&t.rem<=65&&ask>=.019&&ask<=.031&&t.ok===1&&bp!==null&&acc!==null){const lb=s*t.old/v.sp*10000,tb=s*t.tw/v.sp*10000,g=Math.abs(lb-tb);if(lb>=-6&&lb<=-3&&tb>=-6&&tb<=-3&&g>=.2&&g<=.6&&bp>=.5&&acc>=0)arm={rem:t.rem,ask};}if(bp!==null)prevP=bp;}if(arm){const f=v.ticks.find(t=>t.rem<=arm.rem+.51&&t.rem>=19.49&&(t as any)[k]<=.011);cs2.push({event,side,arm:arm.rem,armAsk:arm.ask,armP:0,fill:f?.rem??null,out:v.out!,win:!!f&&v.out===side.toUpperCase()});}}\n}\nfunction sum(rows:Trade[]){const fills=rows.filter(x=>x.fill!==null),wins=fills.filter(x=>x.win),loss=fills.filter(x=>!x.win),nofill=rows.filter(x=>x.fill===null);return {signals:rows.length,fills:fills.length,wins:wins.length,losses:loss.length,nofill:nofill.length,pnl:wins.length*990-loss.length*10};}\nconsole.log('RANGE',minEv,maxEv,'LABELED',labeled);\nconsole.log('SUMMARY',JSON.stringify({asset,fv:sum(fv),cs:sum(cs),cs2:sum(cs2)}));\nconsole.log('FV_WINS',JSON.stringify(fv.filter(x=>x.fill!==null&&x.win)));\n// loss samples suppressed for batch runs\nconsole.log('CS_WINS',JSON.stringify(cs.filter(x=>x.win)));\nconsole.log('CS2_WINS',JSON.stringify(cs2.filter(x=>x.win)));\n\n// Diagnose every 1c side that actually won: maximum structural P before first touch and cheap-state details.\nconst diag:any[]=[];\nfor(const [event,v] of evs){if(v.sp===null||v.tsp===null||!v.out||!v.ticks.length)continue;v.ticks=dedupTicks(v.ticks);const offset=v.sp-v.tsp;const side=v.out==='UP'?'Up':'Down',k=side==='Up'?'up':'dn';let best:any=null,first1:number|null=null;for(let i=0;ibest.p))best={rem:t.rem,ask,p,old:t.old,tw:t.tw,w:t.w,id:t.id};}if(first1!==null)diag.push({event,side,first1,best});}\n// diagnostics suppressed\n\nconst diagNear:any[]=[];\nfor(const [event,v] of evs){if(v.sp===null||v.tsp===null||!v.out||!v.ticks.length)continue;v.ticks=dedupTicks(v.ticks);const offset=v.sp-v.tsp;const side=v.out==='UP'?'Up':'Down',k=side==='Up'?'up':'dn';let first=-1;for(let i=0;i