XAU/USD Gold Terminal

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${code}

Mã có hiệu lực trong 5 phút. Không chia sẻ mã này với bất kỳ ai.

`;\n\n // 1) Resend (can deliver to ANY recipient)\n if (resendKey) {\n try {\n const r = await fetch(\"https://api.resend.com/emails\", {\n method: \"POST\",\n headers: { Authorization: `Bearer ${resendKey}`, \"Content-Type\": \"application/json\" },\n body: JSON.stringify({\n from: \"Gold Terminal \",\n to: [email],\n subject,\n html,\n }),\n });\n if (r.ok) return { delivered: true };\n } catch {\n // fall through\n }\n }\n\n // 2) Val Town std/email (delivers to the val owner's account email only)\n try {\n const { email: sendEmail } = await import(\"https://esm.town/v/std/email\");\n await sendEmail({ subject: `${subject} (cho ${email})`, text, html });\n // Still surface the code for dev convenience since it only reaches the owner.\n return { delivered: true, devOtp: code };\n } catch {\n // 3) Dev mode\n return { delivered: false, devOtp: code };\n }\n}\n",[],[80,142],"c4a7efbc-5b2f-11f1-9115-ee650bb23af1","db.ts","019e72a1-0081-757e-91be-066497328c7b",["D",1780039614533],"// Data layer backed by Val Town SQLite (replaces Deno KV from the original spec).\n// Handles users, OTPs, sessions, and backtest closed-trade history.\n// Password hashing uses PBKDF2 (100k rounds, SHA-256) via Web Crypto.\n\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\nconst PBKDF2_ROUNDS = 100_000;\n\nlet initialized = false;\nexport async function initDb() {\n if (initialized) return;\n await sqlite.batch([\n {\n sql: `CREATE TABLE IF NOT EXISTS gt_users (\n email TEXT PRIMARY KEY,\n salt TEXT NOT NULL,\n hash TEXT NOT NULL,\n verified INTEGER NOT NULL DEFAULT 0,\n created_at INTEGER NOT NULL\n )`,\n },\n {\n sql: `CREATE TABLE IF NOT EXISTS gt_otps (\n email TEXT PRIMARY KEY,\n code TEXT NOT NULL,\n expires_at INTEGER NOT NULL\n )`,\n },\n {\n sql: `CREATE TABLE IF NOT EXISTS gt_sessions (\n session_id TEXT PRIMARY KEY,\n email TEXT NOT NULL,\n expires_at INTEGER NOT NULL\n )`,\n },\n {\n sql: `CREATE TABLE IF NOT EXISTS gt_closed_trades (\n id TEXT PRIMARY KEY,\n timeframe TEXT NOT NULL,\n side TEXT NOT NULL,\n entry REAL NOT NULL,\n exit REAL NOT NULL,\n stop_loss REAL NOT NULL,\n tp1 REAL NOT NULL,\n tp2 REAL NOT NULL,\n result TEXT NOT NULL,\n pips REAL NOT NULL,\n profit_usd REAL NOT NULL,\n lot REAL NOT NULL,\n opened_at INTEGER NOT NULL,\n closed_at INTEGER NOT NULL\n )`,\n },\n { sql: `CREATE INDEX IF NOT EXISTS idx_trades_tf ON gt_closed_trades(timeframe, closed_at DESC)` },\n ]);\n initialized = true;\n}\n\n// ---------- password hashing ----------\nexport function generateSalt(): string {\n const bytes = new Uint8Array(16);\n crypto.getRandomValues(bytes);\n return [...bytes].map((b) => b.toString(16).padStart(2, \"0\")).join(\"\");\n}\n\nexport async function hashPassword(password: string, salt: string): Promise {\n const enc = new TextEncoder();\n const keyMaterial = await crypto.subtle.importKey(\n \"raw\", enc.encode(password), { name: \"PBKDF2\" }, false, [\"deriveBits\"],\n );\n const bits = await crypto.subtle.deriveBits(\n { name: \"PBKDF2\", salt: enc.encode(salt), iterations: PBKDF2_ROUNDS, hash: \"SHA-256\" },\n keyMaterial, 256,\n );\n return [...new Uint8Array(bits)].map((b) => b.toString(16).padStart(2, \"0\")).join(\"\");\n}\n\nexport async function verifyPassword(password: string, salt: string, hash: string): Promise {\n const computed = await hashPassword(password, salt);\n // constant-time-ish compare\n if (computed.length !== hash.length) return false;\n let diff = 0;\n for (let i = 0; i < computed.length; i++) diff |= computed.charCodeAt(i) ^ hash.charCodeAt(i);\n return diff === 0;\n}\n\n// ---------- users ----------\nexport interface User {\n email: string;\n salt: string;\n hash: string;\n verified: boolean;\n createdAt: number;\n}\n\nexport async function getUser(email: string): Promise {\n await initDb();\n const r = await sqlite.execute({ sql: \"SELECT * FROM gt_users WHERE email = ?\", args: [email] });\n const row = r.rows[0] as any;\n if (!row) return null;\n return { email: row.email, salt: row.salt, hash: row.hash, verified: !!row.verified, createdAt: row.created_at };\n}\n\nexport async function createUser(email: string, salt: string, hash: string): Promise {\n await initDb();\n await sqlite.execute({\n sql: \"INSERT INTO gt_users (email, salt, hash, verified, created_at) VALUES (?, ?, ?, 0, ?)\",\n args: [email, salt, hash, Date.now()],\n });\n}\n\nexport async function setUserVerified(email: string): Promise {\n await initDb();\n await sqlite.execute({ sql: \"UPDATE gt_users SET verified = 1 WHERE email = ?\", args: [email] });\n}\n\n// ---------- OTPs (auto-expire after 5 min) ----------\nexport async function saveOtp(email: string, code: string, expiresAfterMs = 5 * 60 * 1000): Promise {\n await initDb();\n await sqlite.execute({\n sql: \"INSERT INTO gt_otps (email, code, expires_at) VALUES (?, ?, ?) ON CONFLICT(email) DO UPDATE SET code=excluded.code, expires_at=excluded.expires_at\",\n args: [email, code, Date.now() + expiresAfterMs],\n });\n}\n\nexport async function getOtp(email: string): Promise {\n await initDb();\n const r = await sqlite.execute({ sql: \"SELECT code, expires_at FROM gt_otps WHERE email = ?\", args: [email] });\n const row = r.rows[0] as any;\n if (!row) return null;\n if (Date.now() > row.expires_at) {\n await sqlite.execute({ sql: \"DELETE FROM gt_otps WHERE email = ?\", args: [email] });\n return null;\n }\n return row.code;\n}\n\nexport async function deleteOtp(email: string): Promise {\n await initDb();\n await sqlite.execute({ sql: \"DELETE FROM gt_otps WHERE email = ?\", args: [email] });\n}\n\n// ---------- sessions (auto-expire after 7 days) ----------\nexport async function createSession(email: string): Promise {\n await initDb();\n const sessionId = crypto.randomUUID();\n const expiresAt = Date.now() + 7 * 24 * 3600 * 1000;\n await sqlite.execute({\n sql: \"INSERT INTO gt_sessions (session_id, email, expires_at) VALUES (?, ?, ?)\",\n args: [sessionId, email, expiresAt],\n });\n return sessionId;\n}\n\nexport async function getSession(sessionId: string): Promise<{ email: string } | null> {\n await initDb();\n const r = await sqlite.execute({ sql: \"SELECT email, expires_at FROM gt_sessions WHERE session_id = ?\", args: [sessionId] });\n const row = r.rows[0] as any;\n if (!row) return null;\n if (Date.now() > row.expires_at) {\n await deleteSession(sessionId);\n return null;\n }\n return { email: row.email };\n}\n\nexport async function deleteSession(sessionId: string): Promise {\n await initDb();\n await sqlite.execute({ sql: \"DELETE FROM gt_sessions WHERE session_id = ?\", args: [sessionId] });\n}\n\n// ---------- backtest closed trades ----------\nexport interface ClosedTrade {\n id: string;\n timeframe: string;\n side: \"BUY\" | \"SELL\";\n entry: number;\n exit: number;\n stopLoss: number;\n tp1: number;\n tp2: number;\n result: \"SL\" | \"TP1\" | \"TP2\";\n pips: number;\n profitUsd: number;\n lot: number;\n openedAt: number;\n closedAt: number;\n}\n\nexport async function saveClosedTrade(t: ClosedTrade): Promise {\n await initDb();\n await sqlite.execute({\n sql: `INSERT OR REPLACE INTO gt_closed_trades\n (id, timeframe, side, entry, exit, stop_loss, tp1, tp2, result, pips, profit_usd, lot, opened_at, closed_at)\n VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`,\n args: [t.id, t.timeframe, t.side, t.entry, t.exit, t.stopLoss, t.tp1, t.tp2, t.result, t.pips, t.profitUsd, t.lot, t.openedAt, t.closedAt],\n });\n}\n\nexport async function getClosedTrades(timeframe?: string): Promise {\n await initDb();\n const r = timeframe\n ? await sqlite.execute({ sql: \"SELECT * FROM gt_closed_trades WHERE timeframe = ? ORDER BY closed_at DESC\", args: [timeframe] })\n : await sqlite.execute(\"SELECT * FROM gt_closed_trades ORDER BY closed_at DESC\");\n return (r.rows as any[]).map((row) => ({\n id: row.id, timeframe: row.timeframe, side: row.side, entry: row.entry, exit: row.exit,\n stopLoss: row.stop_loss, tp1: row.tp1, tp2: row.tp2, result: row.result, pips: row.pips,\n profitUsd: row.profit_usd, lot: row.lot, openedAt: row.opened_at, closedAt: row.closed_at,\n }));\n}\n\nexport async function clearClosedTrades(): Promise {\n await initDb();\n await sqlite.execute(\"DELETE FROM gt_closed_trades\");\n}\n\nexport async function countClosedTrades(): Promise {\n await initDb();\n const r = await sqlite.execute(\"SELECT COUNT(*) as n FROM gt_closed_trades\");\n return (r.rows[0] as any).n;\n}\n",[],[80,149],"c4a7cc4e-5b2f-11f1-9115-ee650bb23af1","api.ts","019e72a1-0081-757e-91be-006abc92beeb",["D",1780039614533],"// Market data layer for XAU/USD — verified working from Val Town.\n// Sources:\n// - Chart OHLC candles: Yahoo Finance (GC=F gold futures), normalized to spot\n// - Realtime price + indicators: TradingView Scanner (FOREXCOM:XAUUSD spot)\n// - Fallback spot price: gold-api.com\n// NOTE: Binance/PAXGUSDT is geo-blocked (HTTP 451) from Val Town infra, so the\n// PAXG path from the original spec is replaced by Yahoo futures + spread delta.\n\nimport type { Candle, RealtimeQuote, Timeframe } from \"./types.ts\";\n\nconst UA = \"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/120 Safari/537.36\";\n\n// ---- timeframe mapping (terminal tf -> yahoo range/interval) ----\nfunction yahooParams(tf: Timeframe): { range: string; interval: string } {\n switch (tf) {\n case \"1\": return { range: \"1d\", interval: \"1m\" };\n case \"5\": return { range: \"5d\", interval: \"5m\" };\n case \"15\": return { range: \"5d\", interval: \"15m\" };\n case \"60\": return { range: \"1mo\", interval: \"1h\" };\n case \"1D\": return { range: \"1y\", interval: \"1d\" };\n default: return { range: \"1mo\", interval: \"1h\" };\n }\n}\n\n// candle open-time bucket length in seconds (for cache-boundary bypass)\nfunction tfSeconds(tf: Timeframe): number {\n switch (tf) {\n case \"1\": return 60;\n case \"5\": return 300;\n case \"15\": return 900;\n case \"60\": return 3600;\n case \"1D\": return 86400;\n default: return 3600;\n }\n}\n\n// ---------- in-memory caches ----------\ninterface ChartCacheEntry { candles: Candle[]; boundary: number; }\nconst chartCache = new Map();\n\nlet quoteCache: { quote: RealtimeQuote; ts: number } | null = null;\n\n// ---------- realtime spot price (used for normalization + quote) ----------\nconst TV_FIELDS = [\n \"close\", \"change\", \"high\", \"low\",\n \"RSI\", \"EMA10\", \"EMA20\", \"EMA50\", \"EMA100\", \"EMA200\", \"SMA20\",\n \"ADX\", \"CCI20\", \"Stoch.K\", \"Stoch.D\", \"ATR\",\n \"MACD.macd\", \"MACD.signal\", \"Recommend.All\",\n];\n\nasync function fetchTradingView(): Promise {\n const url = `https://scanner.tradingview.com/symbol?symbol=FOREXCOM%3AXAUUSD&fields=${TV_FIELDS.join(\",\")}&no_404=true`;\n try {\n const r = await fetch(url, { headers: { \"User-Agent\": UA, Accept: \"application/json\" } });\n if (!r.ok) return null;\n const d = await r.json();\n if (typeof d.close !== \"number\") return null;\n return {\n price: d.close,\n change: d.change ?? 0,\n changePercent: d.close && d.change ? (d.change / (d.close - d.change)) * 100 : 0,\n high: d.high ?? d.close,\n low: d.low ?? d.close,\n rsi: d.RSI,\n ema10: d.EMA10, ema20: d.EMA20, ema50: d.EMA50, ema100: d.EMA100, ema200: d.EMA200,\n sma20: d.SMA20, adx: d.ADX, cci20: d.CCI20,\n stochK: d[\"Stoch.K\"], stochD: d[\"Stoch.D\"], atr: d.ATR,\n macd: d[\"MACD.macd\"], macdSignal: d[\"MACD.signal\"],\n recommendation: d[\"Recommend.All\"],\n };\n } catch {\n return null;\n }\n}\n\nasync function fetchGoldApiSpot(): Promise {\n try {\n const r = await fetch(\"https://api.gold-api.com/price/XAU\");\n if (!r.ok) return null;\n const d = await r.json();\n return typeof d.price === \"number\" ? d.price : null;\n } catch {\n return null;\n }\n}\n\n/** Realtime quote with indicators. Cached 1s to protect upstream IP. */\nexport async function getGoldRealtimePrice(): Promise {\n const now = Date.now();\n if (quoteCache && now - quoteCache.ts < 1000) return quoteCache.quote;\n\n let quote = await fetchTradingView();\n if (!quote) {\n const spot = await fetchGoldApiSpot();\n quote = {\n price: spot ?? 0,\n change: 0,\n changePercent: 0,\n high: spot ?? 0,\n low: spot ?? 0,\n };\n }\n quoteCache = { quote, ts: now };\n return quote;\n}\n\n/** Lightweight price-only probe for ultra-fast polling (500ms). */\nexport async function getGoldPriceOnly(): Promise<{ price: number; changePercent: number }> {\n const q = await getGoldRealtimePrice();\n return { price: q.price, changePercent: q.changePercent };\n}\n\n/**\n * Apply micro-fluctuations (-0.15..+0.15) to simulate a live ticker,\n * clamped within the day's high/low.\n */\nexport function applyWiggle(q: RealtimeQuote): number {\n const wiggle = (Math.random() - 0.5) * 0.3; // -0.15 .. +0.15\n let p = q.price + wiggle;\n if (q.high && p > q.high) p = q.high;\n if (q.low && p < q.low) p = q.low;\n return Math.round(p * 100) / 100;\n}\n\n// ---------- chart candles ----------\nasync function fetchYahooCandles(tf: Timeframe): Promise {\n const { range, interval } = yahooParams(tf);\n const url = `https://query1.finance.yahoo.com/v8/finance/chart/GC%3DF?range=${range}&interval=${interval}`;\n const r = await fetch(url, { headers: { \"User-Agent\": UA } });\n if (!r.ok) throw new Error(`Yahoo HTTP ${r.status}`);\n const data = await r.json();\n const result = data?.chart?.result?.[0];\n if (!result?.timestamp) throw new Error(\"Yahoo: no data\");\n const ts: number[] = result.timestamp;\n const q = result.indicators.quote[0];\n const candles: Candle[] = [];\n for (let i = 0; i < ts.length; i++) {\n const o = q.open[i], h = q.high[i], l = q.low[i], c = q.close[i];\n if (o == null || h == null || l == null || c == null) continue;\n candles.push({\n time: ts[i],\n open: o, high: h, low: l, close: c,\n volume: q.volume?.[i] ?? 0,\n });\n }\n return candles;\n}\n\n/**\n * Get normalized gold chart candles.\n * Yahoo GC=F is futures (carries a premium vs spot), so we shift the whole\n * series by the spread delta (live spot - last futures close) to align with\n * the FOREXCOM:XAUUSD spot price the rest of the terminal uses.\n */\nexport async function getGoldChartData(tf: Timeframe): Promise {\n const now = Math.floor(Date.now() / 1000);\n const bucket = tfSeconds(tf);\n const currentBoundary = Math.floor(now / bucket) * bucket;\n\n const cached = chartCache.get(tf);\n if (cached && cached.boundary === currentBoundary) {\n return cached.candles;\n }\n\n const [raw, quote] = await Promise.all([fetchYahooCandles(tf), getGoldRealtimePrice()]);\n\n // spread normalization\n let candles = raw;\n if (quote.price && raw.length) {\n const lastFutures = raw[raw.length - 1].close;\n const delta = quote.price - lastFutures;\n if (Math.abs(delta) > 0.01 && Math.abs(delta) < 200) {\n candles = raw.map((cd) => ({\n time: cd.time,\n open: round2(cd.open + delta),\n high: round2(cd.high + delta),\n low: round2(cd.low + delta),\n close: round2(cd.close + delta),\n volume: cd.volume,\n }));\n }\n }\n\n chartCache.set(tf, { candles, boundary: currentBoundary });\n return candles;\n}\n\nfunction round2(n: number): number {\n return Math.round(n * 100) / 100;\n}\n",[],[80,156],"c4a7a3fe-5b2f-11f1-9115-ee650bb23af1","advanced_analysis.ts","019e72a1-0081-757e-91bd-fe979ea609ea",["D",1780039614533],"// Smart Money Concepts + Price Action engine.\n// Pure functions over a closed-candle array. No network calls.\n\nimport type {\n Candle, CandlePattern, FVG, LiquiditySweep, OrderBlock,\n SMCAnalysis, StructureBreak, SwingPoint,\n} from \"./types.ts\";\n\n// ---- 1. Swing highs / lows (5-candle window: 2 left, center, 2 right) ----\nexport function findSwings(candles: Candle[]): SwingPoint[] {\n const swings: SwingPoint[] = [];\n for (let i = 2; i < candles.length - 2; i++) {\n const c = candles[i];\n const isHigh =\n c.high > candles[i - 1].high && c.high > candles[i - 2].high &&\n c.high > candles[i + 1].high && c.high > candles[i + 2].high;\n const isLow =\n c.low < candles[i - 1].low && c.low < candles[i - 2].low &&\n c.low < candles[i + 1].low && c.low < candles[i + 2].low;\n if (isHigh) swings.push({ index: i, time: c.time, price: c.high, type: \"high\" });\n if (isLow) swings.push({ index: i, time: c.time, price: c.low, type: \"low\" });\n }\n return swings;\n}\n\n// ---- 2. Structure breaks: BOS / CHoCH ----\nexport function findStructureBreaks(candles: Candle[], swings: SwingPoint[]): StructureBreak[] {\n const breaks: StructureBreak[] = [];\n let lastDirection: \"bullish\" | \"bearish\" | null = null;\n\n // track the most recent confirmed swing high & low as the candles advance\n for (let i = 0; i < candles.length; i++) {\n const close = candles[i].close;\n\n // most recent swing high/low that occurred strictly before candle i\n let activeHigh: SwingPoint | undefined;\n let activeLow: SwingPoint | undefined;\n for (const s of swings) {\n if (s.index >= i) break;\n if (s.type === \"high\") activeHigh = s;\n else activeLow = s;\n }\n\n if (activeHigh && close > activeHigh.price) {\n const direction = \"bullish\";\n const kind = lastDirection === \"bearish\" ? \"CHoCH\" : \"BOS\";\n breaks.push({ index: i, time: candles[i].time, price: activeHigh.price, kind, direction });\n lastDirection = direction;\n // prevent duplicate detection on the same swing: bump it out\n activeHigh.price = Infinity;\n } else if (activeLow && close < activeLow.price) {\n const direction = \"bearish\";\n const kind = lastDirection === \"bullish\" ? \"CHoCH\" : \"BOS\";\n breaks.push({ index: i, time: candles[i].time, price: activeLow.price, kind, direction });\n lastDirection = direction;\n activeLow.price = -Infinity;\n }\n }\n return breaks;\n}\n\n// ---- 3. Fair Value Gaps ----\nexport function findFVGs(candles: Candle[]): FVG[] {\n const fvgs: FVG[] = [];\n for (let i = 2; i < candles.length; i++) {\n const c1 = candles[i - 2], c3 = candles[i];\n // bullish FVG: 3rd low > 1st high\n if (c3.low > c1.high) {\n const fvg: FVG = {\n index: i - 1, time: candles[i - 1].time,\n top: c3.low, bottom: c1.high, direction: \"bullish\", mitigated: false,\n };\n for (let j = i + 1; j < candles.length; j++) {\n if (candles[j].low <= fvg.bottom) { fvg.mitigated = true; break; }\n }\n fvgs.push(fvg);\n } else if (c3.high < c1.low) {\n // bearish FVG: 3rd high < 1st low\n const fvg: FVG = {\n index: i - 1, time: candles[i - 1].time,\n top: c1.low, bottom: c3.high, direction: \"bearish\", mitigated: false,\n };\n for (let j = i + 1; j < candles.length; j++) {\n if (candles[j].high >= fvg.top) { fvg.mitigated = true; break; }\n }\n fvgs.push(fvg);\n }\n }\n return fvgs;\n}\n\n// ---- 4. Order Blocks ----\nexport function findOrderBlocks(candles: Candle[]): OrderBlock[] {\n const obs: OrderBlock[] = [];\n for (let i = 1; i < candles.length; i++) {\n const prev = candles[i - 1], cur = candles[i];\n const prevBody = Math.abs(prev.close - prev.open);\n const curBody = Math.abs(cur.close - cur.open);\n const curRange = cur.high - cur.low;\n const impulsive = curBody > prevBody * 1.8 || curRange > 4.5;\n if (!impulsive) continue;\n\n const bullishImpulse = cur.close > cur.open;\n // opposite-color candle immediately before the impulse\n if (bullishImpulse && prev.close < prev.open) {\n const ob: OrderBlock = {\n index: i - 1, time: prev.time,\n top: prev.high, bottom: prev.low, direction: \"bullish\", mitigated: false,\n };\n for (let j = i + 1; j < candles.length; j++) {\n if (candles[j].low <= ob.top && candles[j].low >= ob.bottom) { ob.mitigated = true; break; }\n }\n obs.push(ob);\n } else if (!bullishImpulse && prev.close > prev.open) {\n const ob: OrderBlock = {\n index: i - 1, time: prev.time,\n top: prev.high, bottom: prev.low, direction: \"bearish\", mitigated: false,\n };\n for (let j = i + 1; j < candles.length; j++) {\n if (candles[j].high >= ob.bottom && candles[j].high <= ob.top) { ob.mitigated = true; break; }\n }\n obs.push(ob);\n }\n }\n return obs;\n}\n\n// ---- 5. Liquidity sweeps (stop hunts) ----\nexport function findSweeps(candles: Candle[]): LiquiditySweep[] {\n const sweeps: LiquiditySweep[] = [];\n const lookback = 20;\n for (let i = lookback; i < candles.length; i++) {\n const window = candles.slice(i - lookback, i);\n const highestHigh = Math.max(...window.map((c) => c.high));\n const lowestLow = Math.min(...window.map((c) => c.low));\n const c = candles[i];\n // BSL swept: wick above prior high but closes back below it\n if (c.high > highestHigh && c.close < highestHigh) {\n sweeps.push({ index: i, time: c.time, price: c.high, kind: \"BSL\" });\n }\n // SSL swept: wick below prior low but closes back above it\n if (c.low < lowestLow && c.close > lowestLow) {\n sweeps.push({ index: i, time: c.time, price: c.low, kind: \"SSL\" });\n }\n }\n return sweeps;\n}\n\n// ---- 6. Candle patterns ----\nexport function findPatterns(candles: Candle[]): CandlePattern[] {\n const patterns: CandlePattern[] = [];\n for (let i = 1; i < candles.length; i++) {\n const c = candles[i], p = candles[i - 1];\n const range = c.high - c.low;\n if (range <= 0) continue;\n const body = Math.abs(c.close - c.open);\n const upperWick = c.high - Math.max(c.open, c.close);\n const lowerWick = Math.min(c.open, c.close) - c.low;\n\n // Hammer\n if (lowerWick >= range * 0.6 && body <= range * 0.3) {\n patterns.push({ index: i, time: c.time, name: \"Hammer (Búa)\", direction: \"bullish\" });\n } // Shooting Star\n else if (upperWick >= range * 0.6 && body <= range * 0.3) {\n patterns.push({ index: i, time: c.time, name: \"Shooting Star (Sao băng)\", direction: \"bearish\" });\n }\n\n // Engulfing\n const pBody = Math.abs(p.close - p.open);\n if (c.close > c.open && p.close < p.open && c.close >= p.open && c.open <= p.close && body > pBody) {\n patterns.push({ index: i, time: c.time, name: \"Bullish Engulfing (Nhấn chìm tăng)\", direction: \"bullish\" });\n } else if (c.close < c.open && p.close > p.open && c.open >= p.close && c.close <= p.open && body > pBody) {\n patterns.push({ index: i, time: c.time, name: \"Bearish Engulfing (Nhấn chìm giảm)\", direction: \"bearish\" });\n }\n\n // Inside Bar\n if (c.high < p.high && c.low > p.low) {\n patterns.push({ index: i, time: c.time, name: \"Inside Bar (Nén lò xo)\", direction: \"neutral\" });\n }\n }\n return patterns;\n}\n\nexport function analyzeAdvanced(candles: Candle[]): SMCAnalysis {\n const swings = findSwings(candles);\n // clone swings for break detection (it mutates prices)\n const swingsForBreaks = swings.map((s) => ({ ...s }));\n return {\n swings,\n structureBreaks: findStructureBreaks(candles, swingsForBreaks),\n fvgs: findFVGs(candles),\n orderBlocks: findOrderBlocks(candles),\n sweeps: findSweeps(candles),\n patterns: findPatterns(candles),\n };\n}\n",[],[80,163],"c4a796c0-5b2f-11f1-9115-ee650bb23af1","_test_api.ts","019e72a1-0081-757e-91bd-fb56790331e1",["D",1780039614533],"import { getGoldChartData } from \"./api.ts\";\nimport { buildMarketOutlook } from \"./market_outlook.ts\";\nimport { computeStats, runBacktest } from \"./backtest/engine.ts\";\nimport { getClosedTrades } from \"./db.ts\";\n\n// market outlook\nconst h1 = await getGoldChartData(\"60\");\nconst outlook = buildMarketOutlook(h1);\nconsole.log(\"OUTLOOK Dow:\", outlook.dow.primaryTrend, \"| score:\", outlook.summary.score, \"| bias:\", outlook.summary.bias);\nconsole.log(\" PA sentiment:\", outlook.priceAction.sentiment, \"| patterns:\", outlook.priceAction.patterns.length);\n\n// backtest (real simulation over historical candles)\nconsole.log(\"\\nRunning backtest...\");\nconst r = await runBacktest();\nconsole.log(\"Backtest total trades:\", r.total, \"perTf:\", JSON.stringify(r.perTf));\nconst trades = await getClosedTrades();\nconst stats = computeStats(trades);\nconsole.log(`Stats: winRate=${stats.winRate}% wins=${stats.wins} losses=${stats.losses} pips=${stats.totalPips} usd=$${stats.totalProfitUsd}`);\nif (trades[0]) console.log(\"Sample trade:\", JSON.stringify(trades[0]));\nconsole.log(\"--- ok ---\");\n",[],[80,170],"c4a791d4-5b2f-11f1-9115-ee650bb23af1","backtest","019e72a1-0081-757e-91bd-f67e0cafa369",["D",1780039614533],[182],[80,177],{"_34":183,"_13":184,"_63":185,"_65":178,"_66":67,"_68":42,"_69":70,"_36":186,"_17":31,"_72":109,"_74":187,"_76":51,"_77":-5,"_88":188,"_18":189},"c4a75444-5b2f-11f1-9115-ee650bb23af1","engine.ts","019e72a1-0081-757e-91bd-f38e7164d2e0",["D",1780039614533],"// Chronological backtest engine using a sliding window (no look-ahead bias).\n// Persists closed trades to SQLite. (The original CSV/JSON file export is\n// replaced by DB storage since Val Town has no writable filesystem; the\n// /backtest endpoints can serialize to CSV/JSON on demand.)\n\nimport type { Candle, Timeframe } from \"../types.ts\";\nimport { analyzeSignals } from \"../signals.ts\";\nimport { getGoldChartData } from \"../api.ts\";\nimport { type ClosedTrade, clearClosedTrades, getClosedTrades, saveClosedTrade } from \"../db.ts\";\n\nconst LOT_BY_TF: Record = {\n \"1\": 0.1, \"5\": 0.2, \"15\": 0.5, \"60\": 1.0, \"1D\": 2.0,\n};\n\n// 1 lot of gold moving $1 == $100 P/L (standard 100oz contract).\nconst USD_PER_DOLLAR_PER_LOT = 100;\n\nconst TIMEFRAMES: Timeframe[] = [\"1\", \"5\", \"15\", \"60\", \"1D\"];\n\nfunction simulateTimeframe(candles: Candle[], tf: Timeframe): ClosedTrade[] {\n const trades: ClosedTrade[] = [];\n const lot = LOT_BY_TF[tf];\n let i = 50;\n\n while (i < candles.length - 1) {\n const window = candles.slice(0, i + 1); // trader stands at candle i\n const sig = analyzeSignals(window, tf);\n\n if (sig.type === \"NEUTRAL\") { i++; continue; }\n\n const side = sig.type;\n const entry = sig.entry;\n const openedAt = candles[i].time;\n\n // walk forward to resolve the trade\n let resolved: ClosedTrade | null = null;\n let stop = sig.stopLoss;\n let tp1Hit = false;\n\n for (let j = i + 1; j < candles.length; j++) {\n const c = candles[j];\n if (side === \"BUY\") {\n // SL first check\n if (!tp1Hit && c.low <= stop) {\n resolved = mkTrade(tf, side, entry, stop, sig, \"SL\", lot, openedAt, c.time); break;\n }\n if (tp1Hit && c.low <= stop) { // breakeven hit after tp1\n resolved = mkTrade(tf, side, entry, stop, sig, \"TP1\", lot, openedAt, c.time); break;\n }\n if (!tp1Hit && c.high >= sig.takeProfit1) {\n tp1Hit = true; stop = entry; // move to breakeven\n if (c.high >= sig.takeProfit2) {\n resolved = mkTrade(tf, side, entry, sig.takeProfit2, sig, \"TP2\", lot, openedAt, c.time); break;\n }\n continue;\n }\n if (tp1Hit && c.high >= sig.takeProfit2) {\n resolved = mkTrade(tf, side, entry, sig.takeProfit2, sig, \"TP2\", lot, openedAt, c.time); break;\n }\n } else { // SELL\n if (!tp1Hit && c.high >= stop) {\n resolved = mkTrade(tf, side, entry, stop, sig, \"SL\", lot, openedAt, c.time); break;\n }\n if (tp1Hit && c.high >= stop) {\n resolved = mkTrade(tf, side, entry, stop, sig, \"TP1\", lot, openedAt, c.time); break;\n }\n if (!tp1Hit && c.low <= sig.takeProfit1) {\n tp1Hit = true; stop = entry;\n if (c.low <= sig.takeProfit2) {\n resolved = mkTrade(tf, side, entry, sig.takeProfit2, sig, \"TP2\", lot, openedAt, c.time); break;\n }\n continue;\n }\n if (tp1Hit && c.low <= sig.takeProfit2) {\n resolved = mkTrade(tf, side, entry, sig.takeProfit2, sig, \"TP2\", lot, openedAt, c.time); break;\n }\n }\n }\n\n if (resolved) {\n trades.push(resolved);\n // jump past the trade close to avoid overlapping positions\n const closeIdx = candles.findIndex((c) => c.time === resolved!.closedAt);\n i = closeIdx > i ? closeIdx + 1 : i + 1;\n } else {\n i++;\n }\n }\n return trades;\n}\n\nfunction mkTrade(\n tf: Timeframe, side: \"BUY\" | \"SELL\", entry: number, exit: number,\n sig: { stopLoss: number; takeProfit1: number; takeProfit2: number },\n result: \"SL\" | \"TP1\" | \"TP2\", lot: number, openedAt: number, closedAt: number,\n): ClosedTrade {\n // For a partial TP1 close we book half the position to TP1 and exit is entry (breakeven on rest)\n let priceMove: number;\n if (result === \"TP1\") {\n // half position reached TP1, the rest closed at breakeven\n priceMove = side === \"BUY\"\n ? (sig.takeProfit1 - entry) * 0.5\n : (entry - sig.takeProfit1) * 0.5;\n } else {\n priceMove = side === \"BUY\" ? exit - entry : entry - exit;\n }\n const pips = priceMove * 10; // $1 gold == 10 pips\n const profitUsd = priceMove * lot * USD_PER_DOLLAR_PER_LOT;\n return {\n id: `${tf}-${openedAt}-${crypto.randomUUID().slice(0, 8)}`,\n timeframe: tf, side, entry: round2(entry), exit: round2(exit),\n stopLoss: round2(sig.stopLoss), tp1: round2(sig.takeProfit1), tp2: round2(sig.takeProfit2),\n result, pips: round2(pips), profitUsd: round2(profitUsd), lot, openedAt, closedAt,\n };\n}\n\n/** Run a full backtest across all timeframes, persisting results. */\nexport async function runBacktest(): Promise<{ total: number; perTf: Record }> {\n await clearClosedTrades();\n const perTf: Record = {};\n let total = 0;\n\n for (const tf of TIMEFRAMES) {\n let candles: Candle[];\n try {\n candles = await getGoldChartData(tf);\n } catch {\n perTf[tf] = 0;\n continue;\n }\n const trades = simulateTimeframe(candles, tf);\n for (const t of trades) await saveClosedTrade(t);\n perTf[tf] = trades.length;\n total += trades.length;\n }\n return { total, perTf };\n}\n\nexport interface BacktestStats {\n trades: ClosedTrade[];\n winRate: number;\n totalPips: number;\n totalProfitUsd: number;\n wins: number;\n losses: number;\n}\n\nexport function computeStats(trades: ClosedTrade[]): BacktestStats {\n let wins = 0, losses = 0, totalPips = 0, totalProfitUsd = 0;\n for (const t of trades) {\n if (t.result === \"SL\") losses++; else wins++;\n totalPips += t.pips;\n totalProfitUsd += t.profitUsd;\n }\n const n = trades.length || 1;\n return {\n trades,\n winRate: Math.round((wins / n) * 1000) / 10,\n totalPips: round2(totalPips),\n totalProfitUsd: round2(totalProfitUsd),\n wins, losses,\n };\n}\n\nexport function tradesToCsv(trades: ClosedTrade[]): string {\n const header = \"id,timeframe,side,entry,exit,stopLoss,tp1,tp2,result,pips,profitUsd,lot,openedAt,closedAt\";\n const lines = 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