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return Number(s); }\nconst r=await fetch(URL,{headers:{'accept-encoding':'identity'}}); if(!r.ok||!r.body) throw Error('fetch '+r.status);\nconst rd=r.body.getReader(), dec=new TextDecoder(); let buf='';\nwhile(true){const {value,done}=await rd.read(); if(done)break; buf+=dec.decode(value,{stream:true}); let i;\n while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);\n if(line.includes('[BSPS_TICK] event=btc-updown-5m-')){\n const m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-(\\d+)).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\].*?top10w=([+\\-0-9.]+).*?imb_delta=([+\\-0-9.]+)/);\n if(m){const old=num(m[5]),twap=num(m[6]); if(Number.isFinite(old)&&Number.isFinite(twap)){\n const t:Tick={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[4],old,twap:+m[6],u:+m[7],d:+m[8],top:+m[9],imb:+m[10]};\n if(!ticks.has(t.slug))ticks.set(t.slug,[]); ticks.get(t.slug)!.push(t); eventTs.set(t.slug,+m[3]);\n }}\n }\n if(line.includes('[Event PnL]')&&line.includes('event=btc-updown-5m-')){\n const m=line.match(/event=(btc-updown-5m-(\\d+)).*?outcome=(UP|DOWN)/); if(m){outcomes.set(m[1],m[3]==='UP'?1:0);eventTs.set(m[1],+m[2]);}\n }\n }}\nconst slugs=[...outcomes.keys()].filter(s=>ticks.has(s)).sort((a,b)=>(eventTs.get(a)!-eventTs.get(b)!));\nconsole.log('events',slugs.length,'first',slugs[0],'last',slugs.at(-1));\nconst remTargets=[240,180,120,90,60,30];\nfunction nearest(arr:Tick[],target:number){let best=arr[0],bd=1e9;for(const t of arr){const d=Math.abs(t.rem-target);if(dtrainSlugs.has(r.slug)), test=rows.filter(r=>testSlugs.has(r.slug));\nconsole.log('trainEvents',split,'testEvents',slugs.length-split,'trainRows',train.length,'testRows',test.length);\n\nfunction stats(data:Row[],idx:number[]){const mu=idx.map(j=>data.reduce((a,r)=>a+r.x[j],0)/data.length);const sd=idx.map((j,k)=>Math.sqrt(data.reduce((a,r)=>a+(r.x[j]-mu[k])**2,0)/data.length)||1);return{mu,sd};}\nfunction sig(z:number){if(z>30)return 1;if(z<-30)return 0;return 1/(1+Math.exp(-z));}\nfunction fit(data:Row[],idx:number[]){const st=stats(data,idx);let w=new Array(idx.length+1).fill(0);const lr=.05,lam=.002;\n for(let it=0;it<3500;it++){let g=new Array(w.length).fill(0);for(const r of data){let z=w[0];for(let k=0;k{let z=w[0];for(let k=0;knumber){let br=0,ll=0,acc=0;const ps:{p:number,y:number}[]=[];for(const r of data){const p=clamp(pred(r));br+=(p-r.y)**2;ll+=-(r.y*Math.log(p)+(1-r.y)*Math.log(1-p));acc+=((p>=.5?1:0)===r.y)?1:0;ps.push({p,y:r.y});} // AUC rank\n ps.sort((a,b)=>a.p-b.p);let pos=ps.reduce((a,z)=>a+z.y,0),neg=ps.length-pos,rankSum=0;for(let i=0;ir.pm),'test',metrics(test,r=>r.pm));continue;}const m=fit(train,[...idx]);const mt=metrics(test,m.pred);console.log(name,'w',m.w.map((x:number)=>+x.toFixed(4)),'train',metrics(train,m.pred),'test',mt);if(!best||mt.loglossMath.abs(r.rem-rt)<=3);if(!z.length)continue;const a=metrics(z,r=>r.pm),b=metrics(z,best.m.pred);console.log('REM',rt,'n',z.length,'market',a,'best',b);}\n\n// Natural taker-EV simulation on TEST: at most one new trade per event, scan from rem<=240 to >=30, first |edge| after taker fee > 0.\n// fee/share for crypto: 0.07*p*(1-p); buy cost uses ask + fee/share.\nconst bySlug=new Map();for(const s of slugs.slice(split)){bySlug.set(s,ticks.get(s)!.slice().sort((a,b)=>b.rem-a.rem));}\nfunction rowFromTick(t:Tick):Row{const f=feat(t);return{slug:t.slug,y:outcomes.get(t.slug)!,x:f.x,pm:f.pm,rem:t.rem,uask:t.u,dask:t.d};}\nfunction fee(p:number){return .07*p*(1-p);}\nconst sims:any[]=[];\nfor(const [s,arr] of bySlug){let chosen:any=null;for(const t of arr){if(t.rem>240||t.rem<30)continue;const rr=rowFromTick(t),pf=best.m.pred(rr);const upCost=t.u+fee(t.u),dnCost=t.d+fee(t.d);const evU=pf-upCost,evD=(1-pf)-dnCost;if(evU>0||evD>0){const side=evU>=evD?'UP':'DOWN',ev=Math.max(evU,evD),px=side==='UP'?t.u:t.d,cost=side==='UP'?upCost:dnCost;chosen={slug:s,y:rr.y,side,rem:t.rem,pfair:pf,pm:rr.pm,px,cost,ev,win:(side==='UP'?rr.y===1:rr.y===0)};break;}}\n if(chosen)sims.push(chosen);\n}\nlet pnl=0,spent=0,wins=0;for(const z of sims){spent+=z.cost;pnl+=(z.win?1:0)-z.cost;wins+=z.win?1:0;}console.log('SIM_EV_GT_0',{trades:sims.length,wins,losses:sims.length-wins,winRate:wins/Math.max(1,sims.length),spent,pnl,roi:pnl/Math.max(.0001,spent)});console.log('SIM_SAMPLE',sims.slice(-12));\n","createdAt",["D",1787637012611],"branchVersion","branchId","9d40217d-c61c-40ef-8c38-7b3d9418280a","id","be8d73ba-65d5-43f6-a82f-cf6d74f2b655","bonereaper-research",["D",1787635928982],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Stream BoneReaper and BTC log analysis","imageUrl","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",{"_93":92,"_101":97},"org",{"_93":92,"_94":95,"_96":97,"_18":53,"_98":99,"_100":24},"branch",{"_13":82,"_31":83,"_41":40,"_84":42,"_85":-5,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":43,"_91":92},"isOwned",28,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","lorencetang","handle","displayName","Lorence Tang","avatar","https://lh3.googleusercontent.com/a/ACg8ocKXYNWn4Fg7SDJtPMUkccTZpjUdPW31lGVY1hyWwUNH-uR15Q=s96-c","tier","free","canRestrictVals","profileImageUrl","branchName","","adoptOrgId",{"_41":42,"_31":43,"_36":161,"_45":-5,"_46":24,"_47":48,"_49":48,"_50":51,"_52":-5,"_18":53,"_54":-5,"_55":24,"_56":-5,"_57":-5,"_58":59,"_60":61,"_62":-5,"_63":-5,"_64":-5,"_65":-5,"_66":67,"_68":67,"_69":70,"_71":70,"_72":70,"_73":67,"_74":67,"_75":162,"_77":163,"_79":164,"_81":24},"tree",[152,153],"files",[152,153],"counts",{"_141":59,"_142":143,"_144":59,"_145":146,"_147":148},"contents",[124,125],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_41":138,"_31":27,"_29":30,"_129":-5,"_39":40,"_38":14,"_131":132,"_36":139,"_13":59,"_32":33,"_34":35,"_23":24,"_136":-5,"_26":140},{"_41":126,"_31":127,"_29":128,"_129":-5,"_39":40,"_38":130,"_131":132,"_36":133,"_13":134,"_32":33,"_34":135,"_23":24,"_136":-5,"_26":137},"2321527f-1fd0-4476-8ecb-0451eb174b6d","main.ts","50e25aca-a046-11f1-8342-1607ee4eb77e","parentId",3,"latest",true,["D",1787636027917],2,"const url='https://site6666.easycryptofiat.com/jjo3-fetch.log';\nconst events = [\n {slug:'btc-updown-5m-1787632500', start:1787632500, fillTs:[1787632473,1787632489,1787632491,1787632503,1787632560,1787632609,1787632612,1787632653,1787632672,1787632686,1787632696,1787632731]},\n {slug:'btc-updown-5m-1787634600', start:1787634600, fillTs:[1787634619,1787634651,1787634655,1787634670,1787634672,1787634673,1787634684,1787634688,1787634690,1787634714,1787634724,1787634733,1787634744,1787634745,1787634748,1787634753,1787634754,1787634757,1787634763,1787634771,1787634774,1787634786,1787634787,1787634795,1787634796,1787634798,1787634799,1787634801,1787634810,1787634813,1787634817,1787634826,1787634829,1787634831,1787634837,1787634840,1787634846,1787634847,1787634850,1787634855,1787634856,1787634858,1787634864,1787634867,1787634870,1787634871]}\n];\nconst wanted = new Map>();\nfor (const e of events) {\n const s=new Set();\n for (const ts of e.fillTs) {\n const age=ts-e.start;\n for(let d=-2;d<=2;d++) s.add(age+d);\n }\n wanted.set(e.slug,s);\n}\nconst r=await fetch(url,{headers:{'accept-encoding':'identity'}});\nif(!r.ok||!r.body) throw new Error('fetch '+r.status);\nconst reader=r.body.getReader(), dec=new TextDecoder(); 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Diff · v4