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Bar = { t:number; ts:string; o:number; h:number; l:number; c:number };\ntype PairSnapshot = Record & { _returns24?: {t:number;r:number}[] };\n\nconst PAIRS = [\"GBPJPY\",\"EURJPY\",\"USDJPY\"] as const;\nconst WINDOWS = [\n [1,\"2015-01-13\",\"2015-01-13 01:00:00\",\"CET\"],\n [2,\"2015-01-22\",\"2015-01-22 01:00:00\",\"CET\"],\n [3,\"2015-02-10\",\"2015-02-10 01:00:00\",\"CET\"],\n [4,\"2015-02-26\",\"2015-02-26 01:00:00\",\"CET\"],\n [5,\"2015-03-10\",\"2015-03-10 01:00:00\",\"CET\"],\n [6,\"2015-03-26\",\"2015-03-26 01:00:00\",\"CET\"],\n [7,\"2015-04-14\",\"2015-04-14 02:00:00\",\"CEST\"],\n [8,\"2015-04-23\",\"2015-04-23 02:00:00\",\"CEST\"],\n [9,\"2015-05-12\",\"2015-05-12 02:00:00\",\"CEST\"],\n [10,\"2015-05-21\",\"2015-05-21 02:00:00\",\"CEST\"],\n [11,\"2015-06-16\",\"2015-06-16 02:00:00\",\"CEST\"],\n [12,\"2015-06-25\",\"2015-06-25 02:00:00\",\"CEST\"],\n] as const;\n\nfunction naiveMs(s:string):number { return Date.parse(s.replace(\" \",\"T\")+\"Z\"); }\nfunction round(x:number|null, d=3):number|null { return x==null || !Number.isFinite(x) ? null : Number(x.toFixed(d)); }\nfunction pips(x:number|null):number|null { return x==null ? null : x*100; }\nfunction median(a:number[]):number|null { if(!a.length) return null; const b=[...a].sort((x,y)=>x-y); const m=Math.floor(b.length/2); return b.length%2?b[m]:(b[m-1]+b[m])/2; }\nfunction corr(a:number[], b:number[]):number|null { if(a.length!==b.length||a.length<3) return null; const ma=a.reduce((s,x)=>s+x,0)/a.length, mb=b.reduce((s,x)=>s+x,0)/b.length; let num=0,da=0,db=0; for(let i=0;i0&&db>0?num/Math.sqrt(da*db):null; }\nfunction linR2(vals:number[]):number|null { if(vals.length<3) return null; const n=vals.length, mx=(n-1)/2, my=vals.reduce((s,x)=>s+x,0)/n; let sxx=0,syy=0,sxy=0; for(let i=0;is+x,0)/period; for(let i=0;i=0;i--) if(bars[i].t<=target) return bars[i].c; return null; }\nfunction pivots(rows:Bar[]) { const hi:{t:number;p:number;ts:string}[]=[], lo:{t:number;p:number;ts:string}[]=[]; for(let i=2;irows[i-1].h&&b.h>rows[i-2].h&&b.h>rows[i+1].h&&b.h>rows[i+2].h)hi.push({t:b.t,p:b.h,ts:b.ts}); if(b.la.p+slope*((t-a.t)/3600000); const res=ps.map(x=>Math.abs(x.p-pred(x.t))*100); const tol=(atrPips??0)*0.35; const touches=res.filter(x=>x<=tol).length; const med=median(res)??0; const touchRatio=ps.length?touches/ps.length:0; const residScore=atrPips&&atrPips>0?Math.max(0,1-med/atrPips):0; const evidence=Math.min(1,Math.max(0,ps.length-1)/3); const score=evidence*(0.5*touchRatio+0.5*residScore); const line=pred(cutoff); return {pivot_count:ps.length,slope_pips_per_hour:round(slope*100,2),line_at_t0:round(line,3),distance_pips:round((lastClose-line)*100,2),touch_count:touches,median_residual_pips:round(med,2),line_function_score:round(score,3)}; }\n\nfunction snapshot(pair:string, cutoff:number, cutoffLabel:string, zone:string, bars:Bar[]):PairSnapshot {\n const geom=bars.filter(b=>b.t>=cutoff-72*3600000 && b.tb.c); const e25s=emaSeries(closes,25), e75s=emaSeries(closes,75); const e25=e25s.length?e25s[e25s.length-1]:NaN, e75=e75s.length?e75s[e75s.length-1]:NaN; const e25Prev6=e25s.length>=7?e25s[e25s.length-7]:NaN;\n const last=bars[bars.length-1]; const trs:number[]=[]; for(let i=Math.max(0,bars.length-15);i0?bars[i-1].c:b.c; trs.push(Math.max(b.h-b.l,Math.abs(b.h-pc),Math.abs(b.l-pc)));} const atr=trs.slice(-14).reduce((s,x)=>s+x,0)/Math.max(1,Math.min(14,trs.length)); const atrP=atr*100;\n const ret=(h:number)=>{const c0=closeAtOrBefore(bars,cutoff-h*3600000);return c0==null?null:(last.c-c0)*100}; const ret6=ret(6),ret12=ret(12),ret24=ret(24),ret48=ret(48),ret72=ret(72);\n const last25=bars.slice(-25).map(b=>b.c); let er24:number|null=null; if(last25.length===25){let den=0;for(let i=1;i0?Math.abs(last25[24]-last25[0])/den:0;}\n const r2=linR2(bars.slice(-24).map(b=>b.c)); const upVotes=[last.c>e25,e25>e75,e25>e25Prev6,(ret12??0)>0].filter(Boolean).length; const downVotes=[last.c=3?\"UP\":downVotes>=3?\"DOWN\":\"MIXED\";\n const pv=pivots(geom); const hiLine=lineStats(pv.hi,cutoff,last.c,atrP), loLine=lineStats(pv.lo,cutoff,last.c,atrP); const chosen=flow===\"UP\"?loLine:flow===\"DOWN\"?hiLine:(Number(loLine.line_function_score??-1)>=Number(hiLine.line_function_score??-1)?loLine:hiLine); const dirMag=Math.min(1,Math.abs(ret24??0)/Math.max(atrP*3,1e-9)); const structure=((er24??0)+(r2??0)+dirMag)/3; const lineScore=Number(chosen.line_function_score??0); const tradability=0.6*structure+0.4*lineScore;\n const rr=bars.slice(-25); const returns24:{t:number;r:number}[]=[]; for(let i=1;ix.h))-Math.min(...geom.map(x=>x.l)))*100,2):null,position72:geom.length?round((last.c-Math.min(...geom.map(x=>x.l)))/(Math.max(...geom.map(x=>x.h))-Math.min(...geom.map(x=>x.l))),3):null,efficiency_ratio_24bars:round(er24,3),linear_r2_24bars:round(r2,3),flow_h1_proxy:flow,swing_highs_72h:pv.hi.length,swing_lows_72h:pv.lo.length,recency_line_role:flow===\"UP\"?\"LOW_SUPPORT\":flow===\"DOWN\"?\"HIGH_RESISTANCE\":\"BEST_OF_BOTH\",recency_line_pivot_count:chosen.pivot_count,recency_line_slope_pips_per_hour:chosen.slope_pips_per_hour,recency_line_distance_pips:chosen.distance_pips,recency_line_touch_count:chosen.touch_count,recency_line_median_residual_pips:chosen.median_residual_pips,line_function_score:chosen.line_function_score,structure_score:round(structure,3),tradability_proxy_score:round(tradability,3),_returns24:returns24};\n}\n\nasync function pairSnapshots(pair:string):Promise {\n const url=`https://raw.githubusercontent.com/ejtraderLabs/historical-data/main/${pair}/${pair}h1.csv`; const res=await fetch(url); if(!res.ok||!res.body)throw new Error(`${pair} fetch ${res.status}`); const cutoffs=WINDOWS.map(w=>({idx:w[0],date:w[1],label:w[2],zone:w[3],ms:naiveMs(w[2])})); let ci=0; const snaps:PairSnapshot[]=[]; const bars:Bar[]=[]; const reader=res.body.getReader(), dec=new TextDecoder(); let buf=\"\", stop=false;\n while(!stop){const {value,done}=await reader.read(); if(done)break; buf+=dec.decode(value,{stream:true}); let nl=-1; while((nl=buf.indexOf(\"\\n\"))>=0){const line=buf.slice(0,nl).trim();buf=buf.slice(nl+1); if(!line||line.startsWith(\"Date,\"))continue; const ts=line.slice(0,19), t=naiveMs(ts); while(ci=cutoffs[ci].ms){const c=cutoffs[ci];const s=snapshot(pair,c.ms,c.label,c.zone,bars);s.window_index=c.idx;s.frozen_date=c.date;snaps.push(s);ci++; if(ci>=cutoffs.length){stop=true;break;}} if(stop)break; const p=line.split(\",\"); const o=Number(p[1])/1000,h=Number(p[2])/1000,l=Number(p[3])/1000,c=Number(p[4])/1000; bars.push({t,ts,o,h,l,c}); if(bars.length>450)bars.shift(); }\n }\n try{await reader.cancel();}catch(_e){}\n if(ci={}; for(const pair of PAIRS)byPair[pair]=await pairSnapshots(pair);\n const rows:any[]=[], cross:any[]=[];\n for(let wi=0;wibyPair[p][wi]);\n for(const s of ss){const clean={...s};delete clean._returns24;rows.push(clean);}\n const corrs:number[]=[]; for(let a=0;a<3;a++)for(let b=a+1;b<3;b++){const A=ss[a]._returns24??[],B=ss[b]._returns24??[];const mb=new Map(B.map(x=>[x.t,x.r]));const xa:number[]=[],xb:number[]=[];for(const x of A){const y=mb.get(x.t);if(y!==undefined){xa.push(x.r);xb.push(y);}}const cc=corr(xa,xb);if(cc!=null)corrs.push(cc);} const mc=corrs.length?corrs.reduce((s,x)=>s+x,0)/corrs.length:null;\n const r6=ss.map(s=>Number(s.ret6h_pips??0)), r24=ss.map(s=>Number(s.ret24h_pips??0)); const pos6=r6.filter(x=>x>0).length,neg6=r6.filter(x=>x<0).length,pos24=r24.filter(x=>x>0).length,neg24=r24.filter(x=>x<0).length; let xs=\"MIXED\"; if(pos6===3&&pos24===3&&(mc??-1)>=0.5)xs=\"STRONG_UP\"; else if(neg6===3&&neg24===3&&(mc??-1)>=0.5)xs=\"STRONG_DOWN\"; else if(pos6>=2&&pos24>=2&&(mc??-1)>=0.3)xs=\"ALIGNED_UP\"; else if(neg6>=2&&neg24>=2&&(mc??-1)>=0.3)xs=\"ALIGNED_DOWN\";\n const rank=[...ss].sort((a,b)=>Number(b.tradability_proxy_score??0)-Number(a.tradability_proxy_score??0)); const m=Number(rank[0].tradability_proxy_score??0)-Number(rank[1].tradability_proxy_score??0);\n cross.push({window_index:WINDOWS[wi][0],frozen_date:WINDOWS[wi][1],xsync_h1_proxy:xs,mean_pairwise_return_corr_24bars:round(mc,3),ret6_signs:ss.map(s=>`${s.pair}:${Number(s.ret6h_pips)>=0?\"+\":\"-\"}`).join(\" / \"),ret24_signs:ss.map(s=>`${s.pair}:${Number(s.ret24h_pips)>=0?\"+\":\"-\"}`).join(\" / 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Diff · v1