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{ sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\ntype Tick={ts:number,event:string,age:number|null,rem:number|null,old:number|null,twap:number|null,upAsk:number|null,dnAsk:number|null,top:number|null,imb:number|null};\ntype Lot={key:string,asset:string,dataset:string,source:string,event:string,entryTs:number,side:string,entryPrice:number,shares:number,paid:number,buyFee:number,totalCost:number,rem:number|null,age:number|null,top:number|null,imb:number|null,old:number|null,twap:number|null,upAsk:number|null,dnAsk:number|null,score:number|null,persistence:number,soldShares:number,sellProceeds:number,sellFee:number,sellLastPx:number|null};\n\nconst num=(s:any)=>{if(s==null||s===\"n/a\"||s===\"?\"||s===\"None\")return null;const v=Number(String(s).replace(/[^0-9eE+\\-.]/g,\"\"));return Number.isFinite(v)?v:null};\nconst kv=(line:string)=>{const o:Record={}; for(const m of line.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2]; return o};\nconst tsOf=(line:string)=>{const m=line.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/); return m?Date.parse(m[1])/1000:0};\nconst qualify=(t:Tick,side:string)=>{if(t.top==null||t.imb==null||t.old==null||t.twap==null)return false; if(side===\"Up\")return t.top>=.30&&t.imb>=.08&&t.old>0&&t.twap>0; return t.top<=-.30&&t.imb<=-.08&&t.old<0&&t.twap<0};\n\nasync function init(){\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS bsps_trades(\n trade_key TEXT PRIMARY KEY, asset TEXT,dataset TEXT,source TEXT,event TEXT,entry_ts REAL,side TEXT,entry_price REAL,shares REAL,paid REAL,buy_fee REAL,total_cost REAL,rem_s REAL,age_s REAL,top10w REAL,imb_delta REAL,old_d2s REAL,twap_d2s REAL,up_ask REAL,dn_ask REAL,signal_score REAL,persistence INTEGER,exit_type TEXT,sell_price REAL,sell_proceeds REAL,sell_fee REAL,outcome TEXT,pnl REAL,roi REAL)`);\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS source_stats(source TEXT PRIMARY KEY,asset TEXT,dataset TEXT,bytes INTEGER,lines INTEGER,ticks INTEGER,buys INTEGER,sells INTEGER,resolutions INTEGER,finalized INTEGER,unresolved INTEGER,first_ts REAL,last_ts REAL)`);\n}\n\nexport async function analyzeSource(asset:string,dataset:string,url:string){\n await init();\n const r=await fetch(url,{headers:{\"cache-control\":\"no-cache\"}}); if(!r.ok||!r.body)throw new Error(`fetch ${r.status} ${url}`);\n const lastTicks=new Map(); const open=new Map(); const out:any[]=[];\n let bytes=0,lines=0,ticks=0,buys=0,sells=0,resolutions=0,firstTs=0,lastTs=0;\n const finalize=(lot:Lot,outcome:string|null,etype:string)=>{\n const remShares=Math.max(0,lot.shares-lot.soldShares); const payout=(outcome&&outcome.toUpperCase()===lot.side.toUpperCase())?remShares:0;\n const pnl=lot.sellProceeds-lot.sellFee+payout-lot.totalCost; const roi=lot.totalCost>0?pnl/lot.totalCost:null;\n out.push({...lot,outcome:outcome||\"\",exitType:etype,pnl,roi}); open.delete(lot.event);\n };\n const processLine=(line:string)=>{\n lines++; const ts=tsOf(line); if(ts){if(!firstTs)firstTs=ts; lastTs=ts;}\n if(line.includes(\"[BSPS_TICK]\")){\n ticks++; const x=kv(line); const event=x.event; if(!event)return;\n const bm=(x.book||\"\").match(/U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);\n const t:Tick={ts,event,age:num(x.age_s),rem:num(x.rem_s),old:num(x.old_d2s),twap:num(x.twap_d2s),upAsk:bm?num(bm[1]):null,dnAsk:bm?num(bm[2]):null,top:num(x.top10w),imb:num(x.imb_delta)};\n const a=lastTicks.get(event)||[]; a.push(t); if(a.length>8)a.shift(); lastTicks.set(event,a); return;\n }\n if(line.includes(\"[BSPS_BUY]\")&&line.includes(\"purpose=bsps_entry\")){\n buys++; const x=kv(line); if(x.status!==\"filled\"&&x.status!==\"partial\")return; const event=x.event,side=x.side; if(!event||!side)return;\n const prior=open.get(event); if(prior) finalize(prior,null,\"ORPHANED_BY_NEXT_BUY\");\n const hist=lastTicks.get(event)||[]; const t=hist.length?hist[hist.length-1]:null; let persistence=0; for(let i=hist.length-1;i>=0;i--){if(qualify(hist[i],side))persistence++;else break;}\n const top=t?.top??null,imb=t?.imb??null; const score=(top!=null&&imb!=null)?Math.min(Math.abs(top)/.30,Math.abs(imb)/.08):null;\n const entryPrice=num(x.raw)??0,shares=num(x.net)??num(x.req)??0,paid=num(x.paid)??0,buyFee=num(x.fee)??0;\n const entryTs=ts||t?.ts||0; const key=`${asset}|${event}|${entryTs.toFixed(3)}|${side}|${entryPrice.toFixed(4)}`;\n const lot:Lot={key,asset,dataset,source:url,event,entryTs,side,entryPrice,shares,paid,buyFee,totalCost:paid+buyFee,rem:num(x.rem_s)??t?.rem??null,age:t?.age??null,top,imb,old:num(x.old_d2s)??t?.old??null,twap:num(x.twap_d2s)??t?.twap??null,upAsk:t?.upAsk??null,dnAsk:t?.dnAsk??null,score,persistence,soldShares:0,sellProceeds:0,sellFee:0,sellLastPx:null}; open.set(event,lot); return;\n }\n if(line.includes(\"[BSPS_SELL]\")){\n sells++; const x=kv(line),event=x.event; const lot=open.get(event); if(!lot)return; const sold=num(x.net)??num(x.req)??0; lot.soldShares+=sold; lot.sellProceeds+=num(x.proceeds)??0; lot.sellFee+=num(x.fee)??0; lot.sellLastPx=num(x.px);\n if(lot.soldShares>=lot.shares*.97 || x.status===\"filled\"){ finalize(lot,null,\"TP_SELL\"); } return;\n }\n if(line.includes(\"[Event PnL]\")&&line.includes(\"strategy=bs_prespike\")){\n resolutions++; const x=kv(line),event=x.event,outcome=x.outcome||\"\"; const lot=open.get(event); if(lot) finalize(lot,outcome,\"RESOLUTION\"); return;\n }\n };\n const reader=r.body.getReader(); const dec=new TextDecoder(); let carry=\"\";\n while(true){const z=await reader.read(); if(z.done)break; bytes+=z.value.byteLength; carry+=dec.decode(z.value,{stream:true}); let p=0; while(true){const n=carry.indexOf(\"\\n\",p); if(n<0){carry=carry.slice(p);break;} processLine(carry.slice(p,n)); p=n+1;}}\n carry+=dec.decode(); if(carry)processLine(carry);\n for(const lot of [...open.values()]) finalize(lot,null,\"UNRESOLVED_EOF\");\n const stmts:any[]=[]; for(const t of out){ if(t.exitType===\"UNRESOLVED_EOF\"||t.exitType===\"ORPHANED_BY_NEXT_BUY\")continue; stmts.push({sql:`INSERT OR IGNORE INTO bsps_trades(trade_key,asset,dataset,source,event,entry_ts,side,entry_price,shares,paid,buy_fee,total_cost,rem_s,age_s,top10w,imb_delta,old_d2s,twap_d2s,up_ask,dn_ask,signal_score,persistence,exit_type,sell_price,sell_proceeds,sell_fee,outcome,pnl,roi) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[t.key,t.asset,t.dataset,t.source,t.event,t.entryTs,t.side,t.entryPrice,t.shares,t.paid,t.buyFee,t.totalCost,t.rem,t.age,t.top,t.imb,t.old,t.twap,t.upAsk,t.dnAsk,t.score,t.persistence,t.exitType,t.sellLastPx,t.sellProceeds,t.sellFee,t.outcome,t.pnl,t.roi]}); }\n if(stmts.length){for(let i=0;ix.exitType===\"UNRESOLVED_EOF\"||x.exitType===\"ORPHANED_BY_NEXT_BUY\").length;\n await sqlite.execute({sql:`INSERT OR REPLACE INTO source_stats(source,asset,dataset,bytes,lines,ticks,buys,sells,resolutions,finalized,unresolved,first_ts,last_ts) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[url,asset,dataset,bytes,lines,ticks,buys,sells,resolutions,out.length-unresolved,unresolved,firstTs,lastTs]});\n const valid=out.filter(x=>x.exitType!==\"UNRESOLVED_EOF\"&&x.exitType!==\"ORPHANED_BY_NEXT_BUY\"); const pnl=valid.reduce((a,x)=>a+x.pnl,0),cost=valid.reduce((a,x)=>a+x.totalCost,0),wins=valid.filter(x=>x.pnl>0).length,tp=valid.filter(x=>x.exitType===\"TP_SELL\").length;\n console.log(JSON.stringify({asset,dataset,url,status:r.status,bytes,lines,ticks,buys,sells,resolutions,finalized:valid.length,unresolved,trade_pnl:pnl,cost,roi:cost?pnl/cost:null,wins,win_rate:valid.length?wins/valid.length:null,tp,tp_rate:valid.length?tp/valid.length:null,first:new Date(firstTs*1000).toISOString(),last:new 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{ sqlite } from 'https://esm.town/v/std/sqlite/main.ts';\nconst r=await sqlite.execute(`SELECT t.* FROM bsps_sim_trades t JOIN audit_events a ON a.source=t.source AND a.event=t.event WHERE t.variant='T60' AND a.resolved=1 AND a.full_t60=1 AND t.signal_score>=1.5 ORDER BY t.entry_ts,t.asset`);\nconst rows:any[]=r.rows as any[];\nfunction clusters(scope:string){const seen=new Set(),m=new Map();for(const x of rows){if(scope!=='all'&&x.dataset!==scope)continue;const ev=`${x.source}|${x.event}`;let q=20;if(Number(x.signal_score)>=3&&!seen.has(ev)){q=100;seen.add(ev)}const z=m.get(`${x.dataset}|${String(x.event).slice(-10)}`)||{p:0,c:0};z.p+=Number(x.pnl)*(q/20);z.c+=Number(x.total_cost)*(q/20);m.set(`${x.dataset}|${String(x.event).slice(-10)}`,z)}return [...m.values()]}\nlet seed=246813579;const rand=()=>{seed=(1664525*seed+1013904223)>>>0;return seed/4294967296};\nfor(const scope of ['old','current','all']){const a=clusters(scope), B=20000, rois:number[]=[],pnls:number[]=[];let pos=0;for(let b=0;b0)pos++}rois.sort((x,y)=>x-y);pnls.sort((x,y)=>x-y);const q=(v:number[],f:number)=>v[Math.floor((v.length-1)*f)];console.log(JSON.stringify({scope,clusters:a.length,bootstrap:B,p_positive:pos/B,pnl_p05:q(pnls,.05),pnl_p50:q(pnls,.5),pnl_p95:q(pnls,.95),roi_p05:q(rois,.05),roi_p50:q(rois,.5),roi_p95:q(rois,.95)}))}","children",[],[204],"536da22a-75b8-45d1-af7c-8161689d8a63","tiers.ts","b3200ed2-a08f-11f1-ba10-1607ee4eb77e",19,["D",1787667447094],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\nconst rr=await sqlite.execute(`SELECT asset,dataset,entry_ts,signal_score,pnl,total_cost FROM bsps_sim_trades WHERE variant='T60' ORDER BY entry_ts,asset`); const rows:any[]=rr.rows as any[];\nfor(const mid of [20,40,60,80]){for(const hi of [60,80,100,120,150]){if(hix.dataset===ds);let pnl=0,cost=0,eq=0,peak=0,mdd=0,n=0,sh=0,w=0;for(const x of a){const s=Number(x.signal_score);const q=s<1.5?0:(s>=3?hi:mid);if(!q)continue;const m=q/20,pp=Number(x.pnl)*m,cc=Number(x.total_cost)*m;pnl+=pp;cost+=cc;eq+=pp;peak=Math.max(peak,eq);mdd=Math.max(mdd,peak-eq);n++;sh+=q;if(pp>0)w++;}console.log(JSON.stringify({ds,mid,hi,n,avg_sh:n?sh/n:0,pnl:+pnl.toFixed(3),roi:cost?+(pnl/cost).toFixed(4):null,mdd:+mdd.toFixed(3),wr:n?+(w/n).toFixed(4):null}));}}}",[],[213],"b5685683-51e1-402f-97e4-6ad3898be718","sol_old.ts","4a007618-a08e-11f1-a8c1-1607ee4eb77e",8,["D",1787666841235],"import { analyzeSource } from './lib.ts'; await analyzeSource('SOL','old','https://site8888.easycryptofiat.com/jjo5-fetch.log.old');",[],[221],"9303fe73-cc10-4d42-95d3-80c715c2d624","sol_current.ts","4e4c0ed0-a08e-11f1-85c0-1607ee4eb77e",9,["D",1787666848447],"import { analyzeSource } from './lib.ts'; await analyzeSource('SOL','current','https://site8888.easycryptofiat.com/jjo5-fetch.log');",[],[229],"68f4f04d-51fa-4f7a-bd52-22a2a672ad65","sizing.ts","71bb6f04-a08f-11f1-801e-1607ee4eb77e",17,["D",1787667337398],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\nconst r=await sqlite.execute(`SELECT asset,dataset,entry_ts,entry_price,signal_score,pnl,total_cost FROM bsps_sim_trades WHERE variant='T60' ORDER BY entry_ts,asset`); const rows:any[]=r.rows as any[];\nconst rules:any={\n baseline20:(x:any)=>20,\n uniform100:(x:any)=>100,\n boost_score3_100:(x:any)=>Number(x.signal_score)>=3?100:20,\n boost_score3_60:(x:any)=>Number(x.signal_score)>=3?60:20,\n boost_score2_100:(x:any)=>Number(x.signal_score)>=2?100:20,\n boost_score15_100:(x:any)=>Number(x.signal_score)>=1.5?100:20,\n gate_weak_boost3:(x:any)=>Number(x.signal_score)<1.5?0:(Number(x.signal_score)>=3?100:20),\n only_score3_100:(x:any)=>Number(x.signal_score)>=3?100:0,\n exploratory_bimodal:(x:any)=>{const s=Number(x.signal_score);return s>=3?100:(s>=1.5&&s<2?40:0)}\n};\nfor(const ds of ['old','current','all']){const a=rows.filter(x=>ds==='all'||x.dataset===ds);for(const [name,fn] of Object.entries(rules)){let pnl=0,cost=0,peak=0,equity=0,mdd=0,n=0,wins=0,shares=0;const byAsset:any={};for(const x of a){const q=(fn as any)(x);if(!q)continue;const m=q/20,pp=Number(x.pnl)*m,cc=Number(x.total_cost)*m;n++;shares+=q;pnl+=pp;cost+=cc;equity+=pp;peak=Math.max(peak,equity);mdd=Math.max(mdd,peak-equity);if(pp>0)wins++;const z=byAsset[x.asset]||(byAsset[x.asset]={pnl:0,cost:0,n:0});z.pnl+=pp;z.cost+=cc;z.n++;}for(const z of Object.values(byAsset) as any[])z.roi=z.cost?z.pnl/z.cost:null;console.log(JSON.stringify({dataset:ds,rule:name,n,avg_shares:n?shares/n:0,pnl:+pnl.toFixed(4),cost:+cost.toFixed(4),roi:cost?+(pnl/cost).toFixed(5):null,win_rate:n?+(wins/n).toFixed(4):null,max_drawdown:+mdd.toFixed(4),byAsset}));}}\n",[],[237],"2a1299bc-77fb-4d4c-91d3-5dae3b3db810","rr_sol_old.ts","4eafcb0c-a0a5-11f1-869e-1607ee4eb77e",41,["D",1787676727519],"import { realisticReplay } from './realistic_replaylib.ts'; await realisticReplay('SOL','old','https://site8888.easycryptofiat.com/jjo5-fetch.log.old');",[],[245],"81a68f14-3ba1-490d-b4a8-df6fcdec16b6","rr_sol_current.ts","5227102e-a0a5-11f1-8b12-1607ee4eb77e",["D",1787676733347],"import { realisticReplay } from './realistic_replaylib.ts'; await realisticReplay('SOL','current','https://site8888.easycryptofiat.com/jjo5-fetch.log');",[],[253],"6f7798e1-f3e1-43c2-a1df-08c612f04f4e","rr_eth_old.ts","446142fc-a0a5-11f1-92cc-1607ee4eb77e",39,["D",1787676710212],"import { realisticReplay } from './realistic_replaylib.ts'; await realisticReplay('ETH','old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old');",[],[260],"f267a2ab-c8d4-4d4d-9931-822e91cc2ae2","rr_eth_current.ts","486882a2-a0a5-11f1-9b73-1607ee4eb77e",40,["D",1787676716990],"import { realisticReplay } from './realistic_replaylib.ts'; await realisticReplay('ETH','current','https://site7777.easycryptofiat.com/jjo4-fetch.log');",[],[268],"04825231-150e-4197-8c75-f0a878d6d666","rr_btc_old.ts","3b33a6fc-a0a5-11f1-9357-1607ee4eb77e",37,["D",1787676694834],"import { realisticReplay } from './realistic_replaylib.ts'; await realisticReplay('BTC','old','https://site6666.easycryptofiat.com/jjo3-fetch.log.old');",[],[276],"e6c1fa4f-2ef1-463f-8ade-d0a6b50c7782","rr_btc_current.ts","3f26def0-a0a5-11f1-9f6e-1607ee4eb77e",38,["D",1787676701465],"import { realisticReplay } from './realistic_replaylib.ts'; await realisticReplay('BTC','current','https://site6666.easycryptofiat.com/jjo3-fetch.log');",[],[284],"3662c3af-5d39-44dc-8f45-b4dccf94b55c","replaylib.ts","bd9aca88-a08e-11f1-868c-1607ee4eb77e",10,["D",1787667035191],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\ntype Tick={ts:number,event:string,age:number,rem:number,old:number|null,twap:number|null,up:number|null,dn:number|null,top:number|null,imb:number|null,fresh:boolean};\ntype Pos={event:string,seq:number,side:string,entryTs:number,entry:number,shares:number,cost:number,buyFee:number,rem:number,age:number,top:number,imb:number,old:number,twap:number,score:number,persistence:number};\nconst n=(x:any)=>{if(x==null||x==='n/a'||x==='?'||x==='None')return null;const v=Number(String(x).replace(/[^0-9eE+\\-.]/g,''));return Number.isFinite(v)?v:null};\nconst kv=(l:string)=>{const o:Record={};for(const m of l.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2];return o};\nconst tso=(l:string)=>{const m=l.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/);return m?Date.parse(m[1])/1000:0};\nconst fee=(q:number,p:number)=>.07*q*p*(1-p);\nfunction sig(t:Tick){if(!t.fresh||t.top==null||t.imb==null||t.old==null||t.twap==null)return null;if(Math.abs(t.old)<.01||Math.abs(t.twap)<.01)return null;if(t.top>=.30&&t.imb>=.08&&t.old>0&&t.twap>0)return 'Up';if(t.top<=-.30&&t.imb<=-.08&&t.old<0&&t.twap<0)return 'Down';return null}\nasync function init(){await sqlite.execute(`CREATE TABLE IF NOT EXISTS bsps_sim_trades(sim_key TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,variant TEXT,event TEXT,seq INTEGER,entry_ts REAL,side TEXT,entry_price REAL,shares REAL,total_cost REAL,buy_fee REAL,rem_s REAL,age_s REAL,top10w REAL,imb_delta REAL,old_d2s REAL,twap_d2s REAL,signal_score REAL,persistence INTEGER,exit_type TEXT,exit_price REAL,outcome TEXT,pnl REAL,roi REAL)`);await sqlite.execute(`CREATE TABLE IF NOT EXISTS sim_source_stats(source_variant TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,variant TEXT,bytes INTEGER,lines INTEGER,ticks INTEGER,resolutions INTEGER,trades INTEGER,pnl REAL,cost REAL,roi REAL,win_rate REAL,tp_rate REAL)`)}\nexport async function replaySource(asset:string,dataset:string,url:string){await init();const r=await fetch(url,{headers:{'cache-control':'no-cache'}});if(!r.ok||!r.body)throw new Error(`fetch ${r.status}`);\n const variants=[{name:'WHOLE_T300',max:300},{name:'T60',max:60}]; const pos=new Map(); const seq=new Map(); const hist=new Map(); const trades:any[]=[];let bytes=0,lines=0,ticks=0,resolutions=0;\n const close=(v:string,p:Pos,etype:string,px:number|null,outcome:string|null)=>{let payout=0,sellNet=0;if(etype==='TP'&&px!=null)sellNet=p.shares*px-fee(p.shares,px);else if(outcome&&outcome.toUpperCase()===p.side.toUpperCase())payout=p.shares;const pnl=sellNet+payout-p.cost;trades.push({asset,dataset,source:url,variant:v,event:p.event,seq:p.seq,entryTs:p.entryTs,side:p.side,entry:p.entry,shares:p.shares,cost:p.cost,buyFee:p.buyFee,rem:p.rem,age:p.age,top:p.top,imb:p.imb,old:p.old,twap:p.twap,score:p.score,persistence:p.persistence,exitType:etype,exitPx:px,outcome:outcome||'',pnl,roi:p.cost?pnl/p.cost:0});pos.delete(`${v}|${p.event}`)};\n const onTick=(t:Tick)=>{ticks++;const a=hist.get(t.event)||[];a.push(t);if(a.length>8)a.shift();hist.set(t.event,a);for(const V of variants){const k=`${V.name}|${t.event}`;const p=pos.get(k);if(p){const bid=p.side==='Up'?(t.dn==null?null:1-t.dn):(t.up==null?null:1-t.up);if(bid!=null&&bid>=p.entry+.05-1e-9){close(V.name,p,'TP',Math.max(0,Math.min(1,bid)),null);continue;}continue;}if(t.rem>V.max||t.rem<=2)continue;const side=sig(t);if(!side)continue;const ask=side==='Up'?t.up:t.dn;if(ask==null||ask<.50||ask>.90)continue;let persistence=0;for(let i=a.length-1;i>=0;i--){if(sig(a[i])===side)persistence++;else break;}const score=Math.min(Math.abs(t.top!)/.30,Math.abs(t.imb!)/.08);const q=20,bf=fee(q,ask),cost=q*ask+bf;const sk=`${V.name}|${t.event}`,s=(seq.get(sk)||0)+1;seq.set(sk,s);pos.set(k,{event:t.event,seq:s,side,entryTs:t.ts,entry:ask,shares:q,cost,buyFee:bf,rem:t.rem,age:t.age,top:t.top!,imb:t.imb!,old:t.old!,twap:t.twap!,score,persistence});}}\n const process=(l:string)=>{lines++;if(l.includes('[BSPS_TICK]')){const x=kv(l),bm=(x.book||'').match(/U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);const event=x.event;if(!event||!bm)return;onTick({ts:tso(l),event,age:n(x.age_s)??0,rem:n(x.rem_s)??0,old:n(x.old_d2s),twap:n(x.twap_d2s),up:n(bm[1]),dn:n(bm[2]),top:n(x.top10w),imb:n(x.imb_delta),fresh:x.feat_fresh==='True'});return}if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){resolutions++;const x=kv(l),event=x.event,out=x.outcome||'';for(const V of variants){const p=pos.get(`${V.name}|${event}`);if(p)close(V.name,p,'RESOLUTION',null,out)}}};\n const rd=r.body.getReader(),dec=new TextDecoder();let carry='';while(true){const z=await rd.read();if(z.done)break;bytes+=z.value.byteLength;carry+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=carry.indexOf('\\n',p);if(j<0){carry=carry.slice(p);break;}process(carry.slice(p,j));p=j+1}}carry+=dec.decode();if(carry)process(carry);\n const stmts:any[]=[];for(const t of trades){const key=`${t.asset}|${t.variant}|${t.event}|${t.seq}|${t.entryTs.toFixed(3)}`;stmts.push({sql:`INSERT OR IGNORE INTO bsps_sim_trades(sim_key,asset,dataset,source,variant,event,seq,entry_ts,side,entry_price,shares,total_cost,buy_fee,rem_s,age_s,top10w,imb_delta,old_d2s,twap_d2s,signal_score,persistence,exit_type,exit_price,outcome,pnl,roi) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[key,t.asset,t.dataset,t.source,t.variant,t.event,t.seq,t.entryTs,t.side,t.entry,t.shares,t.cost,t.buyFee,t.rem,t.age,t.top,t.imb,t.old,t.twap,t.score,t.persistence,t.exitType,t.exitPx,t.outcome,t.pnl,t.roi]})}for(let i=0;ix.variant===V.name),pnl=a.reduce((s,x)=>s+x.pnl,0),cost=a.reduce((s,x)=>s+x.cost,0),wins=a.filter(x=>x.pnl>0).length,tp=a.filter(x=>x.exitType==='TP').length;await sqlite.execute({sql:`INSERT OR REPLACE INTO sim_source_stats(source_variant,asset,dataset,source,variant,bytes,lines,ticks,resolutions,trades,pnl,cost,roi,win_rate,tp_rate) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[`${url}|${V.name}`,asset,dataset,url,V.name,bytes,lines,ticks,resolutions,a.length,pnl,cost,cost?pnl/cost:null,a.length?wins/a.length:null,a.length?tp/a.length:null]});console.log(JSON.stringify({asset,dataset,variant:V.name,bytes,lines,ticks,resolutions,trades:a.length,pnl,cost,roi:cost?pnl/cost:null,win_rate:a.length?wins/a.length:null,tp_rate:a.length?tp/a.length:null}))}}\n",[],[292],"98978c94-e560-41a9-8a8d-df7b27cb0edd","replay_sol_old.ts","cb789d10-a08e-11f1-9fef-1607ee4eb77e",13,["D",1787667058455],"import { replaySource } from './replaylib.ts'; await replaySource('SOL','old','https://site8888.easycryptofiat.com/jjo5-fetch.log.old');",[],[300],"f715bc1c-46df-4d7f-a14e-b1e463b65c37","replay_sol_current.ts","d93d0d28-a08e-11f1-a9e2-1607ee4eb77e",16,["D",1787667081534],"import { replaySource } from './replaylib.ts'; await replaySource('SOL','current','https://site8888.easycryptofiat.com/jjo5-fetch.log');",[],[308],"f72d74a5-aa3f-464a-bca1-9531ffb426d9","replay_eth_old.ts","c6ffc470-a08e-11f1-ad56-1607ee4eb77e",12,["D",1787667050957],"import { replaySource } from './replaylib.ts'; await replaySource('ETH','old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old');",[],[316],"9085335d-5ee7-4b45-82e8-801f1b1cb298","replay_eth_current.ts","d588417a-a08e-11f1-9dfb-1607ee4eb77e",15,["D",1787667075327],"import { replaySource } from './replaylib.ts'; await replaySource('ETH','current','https://site7777.easycryptofiat.com/jjo4-fetch.log');",[],[324],"16681696-7552-44c3-bd75-9ae966ee286e","replay_btc_old.ts","c2cf6270-a08e-11f1-a791-1607ee4eb77e",11,["D",1787667043930],"import { replaySource } from './replaylib.ts'; await replaySource('BTC','old','https://site6666.easycryptofiat.com/jjo3-fetch.log.old');",[],[332],"38b46764-9bf6-4d54-851b-4977df54a439","replay_btc_current.ts","d09799d6-a08e-11f1-a5c7-1607ee4eb77e",14,["D",1787667067049],"import { replaySource } from './replaylib.ts'; await replaySource('BTC','current','https://site6666.easycryptofiat.com/jjo3-fetch.log');",[],[340],"951d6bb1-bf51-440f-9056-83e0c0840374","reentry_guard.ts","3c9a60e0-a090-11f1-a5c4-1607ee4eb77e",22,["D",1787667677746],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";const rr=await sqlite.execute(`SELECT asset,dataset,event,entry_ts,signal_score,pnl,total_cost FROM bsps_sim_trades WHERE variant='T60' ORDER BY entry_ts,asset`);const rows:any[]=rr.rows as any[];for(const mode of ['all_high100','first_high100_then20','first_high100_then0'])for(const ds of ['old','current']){const a=rows.filter(x=>x.dataset===ds);const seen=new Set();let pnl=0,cost=0,eq=0,peak=0,mdd=0,n=0,w=0,sh=0;for(const x of a){const s=Number(x.signal_score);if(s<1.5)continue;let q=20;if(s>=3){const k=`${x.asset}|${x.event}`;if(!seen.has(k)){seen.add(k);q=100}else q=mode==='all_high100'?100:(mode==='first_high100_then20'?20:0)}if(!q)continue;const m=q/20,pp=Number(x.pnl)*m,cc=Number(x.total_cost)*m;pnl+=pp;cost+=cc;eq+=pp;peak=Math.max(peak,eq);mdd=Math.max(mdd,peak-eq);n++;sh+=q;if(pp>0)w++;}console.log(JSON.stringify({mode,ds,n,avg_sh:n?sh/n:0,pnl:+pnl.toFixed(4),cost:+cost.toFixed(4),roi:+(pnl/cost).toFixed(4),mdd:+mdd.toFixed(4),wr:+(w/n).toFixed(4)}));}",[],[348],"05ec1836-76c6-456e-a8cd-2ea5f91b486e","realistic_replaylib.ts","36c50048-a0a5-11f1-83fb-1607ee4eb77e",36,["D",1787676687398],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\ntype Tick={ts:number,event:string,rem:number,old:number|null,twap:number|null,up:number|null,dn:number|null,top:number|null,imb:number|null,fresh:boolean};\ntype Pos={event:string,side:string,entry:number,q:number,cost:number,score:number,seq:number};\nconst slipByAsset:Record={BTC:0.00371,ETH:0.006646153846153848,SOL:0.0036444444444444363};\nconst scenarios=[{name:'BASE_QUOTE',slip:(a:string)=>0,exit:'bid'},{name:'CAL_ENTRY',slip:(a:string)=>slipByAsset[a]||0,exit:'bid'},{name:'CAL_CONSERVATIVE',slip:(a:string)=>slipByAsset[a]||0,exit:'target'},{name:'STRESS_2C',slip:(a:string)=>0.02,exit:'target'}];\nconst n=(x:any)=>{if(x==null||x==='n/a'||x==='?'||x==='None')return null;const v=Number(String(x).replace(/[^0-9eE+\\-.]/g,''));return Number.isFinite(v)?v:null};\nconst kv=(l:string)=>{const o:Record={};for(const m of l.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2];return o};\nconst tso=(l:string)=>{const m=l.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/);return m?Date.parse(m[1])/1000:0};\nconst fee=(q:number,p:number)=>.07*q*p*(1-p);\nfunction sig(t:Tick){if(!t.fresh||t.top==null||t.imb==null||t.old==null||t.twap==null)return null;if(Math.abs(t.old)<.01||Math.abs(t.twap)<.01)return null;if(t.top>=.30&&t.imb>=.08&&t.old>0&&t.twap>0)return 'Up';if(t.top<=-.30&&t.imb<=-.08&&t.old<0&&t.twap<0)return 'Down';return null}\nexport async function realisticReplay(asset:string,dataset:string,url:string){\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS realistic_sim_trades(k TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,scenario TEXT,event TEXT,seq INTEGER,entry_ts REAL,side TEXT,entry_price REAL,shares REAL,score REAL,exit_type TEXT,exit_price REAL,outcome TEXT,pnl REAL,cost REAL)`);\n const r=await fetch(url,{headers:{'cache-control':'no-cache'}});if(!r.ok||!r.body)throw new Error(`fetch ${r.status}`);\n const pos=new Map(), seq=new Map(), highUsed=new Set(), trades:any[]=[]; const evStats=new Map(); let bytes=0,lines=0;\n const stat=(e:string)=>{let s=evStats.get(e);if(!s){s={t60:0,resolved:false};evStats.set(e,s)}return s};\n const close=(sc:any,p:Pos,etype:string,px:number|null,outcome:string)=>{let proceeds=0,payout=0;if(etype==='TP'&&px!=null)proceeds=p.q*px-fee(p.q,px);else if(outcome.toLowerCase()===p.side.toLowerCase())payout=p.q;const pnl=proceeds+payout-p.cost;trades.push({asset,dataset,source:url,scenario:sc.name,event:p.event,seq:p.seq,entryTs:0,side:p.side,entry:p.entry,q:p.q,score:p.score,exitType:etype,exitPx:px,outcome,pnl,cost:p.cost});pos.delete(`${sc.name}|${p.event}`)};\n const onTick=(t:Tick)=>{if(t.rem>2&&t.rem<=60)stat(t.event).t60++;for(const sc of scenarios){const key=`${sc.name}|${t.event}`,p=pos.get(key);if(p){const bid=p.side==='Up'?(t.dn==null?null:1-t.dn):(t.up==null?null:1-t.up);const target=p.entry+.05;if(bid!=null&&bid>=target-1e-9){const sellPx=sc.exit==='target'?target:bid;close(sc,p,'TP',Math.min(.999,Math.max(0,sellPx)),'');}continue;}if(t.rem>60||t.rem<=2)continue;const side=sig(t);if(!side)continue;const ask=side==='Up'?t.up:t.dn;if(ask==null||ask<.50||ask>.90)continue;const score=Math.min(Math.abs(t.top!)/.30,Math.abs(t.imb!)/.08);if(score<1.5)continue;let q=20;if(score>=3&&!highUsed.has(key)){q=100;highUsed.add(key)}const entry=Math.min(.999,ask+sc.slip(asset));const cost=q*entry+fee(q,entry);const sk=`${sc.name}|${t.event}`,s=(seq.get(sk)||0)+1;seq.set(sk,s);pos.set(key,{event:t.event,side,entry,q,cost,score,seq:s});}}\n const process=(l:string)=>{lines++;if(l.includes('[BSPS_TICK]')){const x=kv(l),bm=(x.book||'').match(/U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(!x.event||!bm)return;onTick({ts:tso(l),event:x.event,rem:n(x.rem_s)??0,old:n(x.old_d2s),twap:n(x.twap_d2s),up:n(bm[1]),dn:n(bm[2]),top:n(x.top10w),imb:n(x.imb_delta),fresh:x.feat_fresh==='True'});return;}if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const x=kv(l),e=x.event,out=x.outcome||'';if(!e)return;stat(e).resolved=true;for(const sc of scenarios){const p=pos.get(`${sc.name}|${e}`);if(p)close(sc,p,'RESOLUTION',null,out);}}};\n const rd=r.body.getReader(),dec=new TextDecoder();let carry='';while(true){const z=await rd.read();if(z.done)break;bytes+=z.value.byteLength;carry+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=carry.indexOf('\\n',p);if(j<0){carry=carry.slice(p);break;}process(carry.slice(p,j));p=j+1}}carry+=dec.decode();if(carry)process(carry);\n const usable=(e:string)=>{const s=evStats.get(e);return !!s&&s.resolved&&s.t60>=45}; const kept=trades.filter(t=>usable(t.event));\n const stmts=kept.map(t=>({sql:`INSERT OR REPLACE INTO realistic_sim_trades(k,asset,dataset,source,scenario,event,seq,entry_ts,side,entry_price,shares,score,exit_type,exit_price,outcome,pnl,cost) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[`${t.source}|${t.scenario}|${t.event}|${t.seq}`,t.asset,t.dataset,t.source,t.scenario,t.event,t.seq,t.entryTs,t.side,t.entry,t.q,t.score,t.exitType,t.exitPx,t.outcome,t.pnl,t.cost]}));for(let i=0;it.scenario===sc.name),pnl=a.reduce((s,x)=>s+x.pnl,0),cost=a.reduce((s,x)=>s+x.cost,0),wins=a.filter(x=>x.pnl>0).length,tp=a.filter(x=>x.exitType==='TP').length;console.log(JSON.stringify({asset,dataset,scenario:sc.name,trades:a.length,pnl,cost,roi:cost?pnl/cost:null,win_rate:a.length?wins/a.length:null,tp_rate:a.length?tp/a.length:null,bytes,lines,usable_events:[...evStats.values()].filter(s=>s.resolved&&s.t60>=45).length}))}\n}\n",[],[356],"cf908b13-3ad1-4e2c-ac2c-d8d2b47a5d9e","probe.ts","e5d1ed20-a08d-11f1-a14e-1607ee4eb77e",2,["D",1787666673164],"const u='https://site6666.easycryptofiat.com/jjo3-fetch.log.old'; const r=await fetch(u,{headers:{Range:'bytes=0-999999'}}); console.log(JSON.stringify({status:r.status,len:r.headers.get('content-length'),range:r.headers.get('content-range'),accept:r.headers.get('accept-ranges')})); const b=await r.arrayBuffer(); console.log('bytes',b.byteLength);",[],[364],"0e32f889-8fea-402e-94b1-a91ef9c90d33","main.ts","a5c20d50-a08d-11f1-aaeb-1607ee4eb77e",["D",1787666565681],"console.log('BSPS replay analysis worker');",[],[372],["D",1787666797159],[],[18],"f70fd561-cb53-4529-aa18-9014af6f30be","inspect_depth.ts","db2e9826-a08f-11f1-9924-1607ee4eb77e",20,["D",1787667514310],"const u='https://site7777.easycryptofiat.com/jjo4-fetch.log.old';const r=await fetch(u);const rd=r.body!.getReader(),dec=new TextDecoder();let c='',out:string[]=[];while(out.length<60){const z=await rd.read();if(z.done)break;c+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=c.indexOf('\\n',p);if(j<0){c=c.slice(p);break;}const l=c.slice(p,j);p=j+1;if(/book_walk|CLOB|ORDERBOOK|depth|best_ask|levels|asks=|bids=/.test(l)&&!l.includes('BSPS_TICK')){out.push(l.slice(0,1200));if(out.length>=60)break;}}}console.log(out.join('\\n---\\n'));",[],[382],"1f7df1d7-a316-4f60-b5f7-089173350ebe","eth_old.ts","3ff33f66-a08e-11f1-bdbb-1607ee4eb77e",6,["D",1787666824367],"import { analyzeSource } from './lib.ts'; await analyzeSource('ETH','old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old');",[],[390],"cc7c3091-8ad5-4e21-95f9-0c4ed99f2b32","eth_current.ts","45a4ad0a-a08e-11f1-a4ab-1607ee4eb77e",7,["D",1787666833932],"import { analyzeSource } from './lib.ts'; await analyzeSource('ETH','current','https://site7777.easycryptofiat.com/jjo4-fetch.log');",[],[398],"c2610eb6-6f84-4573-9989-f7c31f8b4048","dircheck.ts","962bc942-a08f-11f1-8314-1607ee4eb77e",18,["D",1787667398531],"for(const base of ['https://site6666.easycryptofiat.com/','https://site7777.easycryptofiat.com/','https://site8888.easycryptofiat.com/']){const t=await (await fetch(base)).text(); const names=[...t.matchAll(/href=\"([^\"]*(?:jjo3|jjo4|jjo5)-fetch[^\"<]*)\"/g)].map(x=>x[1]); console.log(base,JSON.stringify([...new Set(names)]));}",[],[406],"027c99b3-9950-43c3-84c3-b837c800ab74","btc_old.ts","351fb45c-a08e-11f1-b866-1607ee4eb77e",4,["D",1787666806215],"import { analyzeSource } from './lib.ts'; await analyzeSource('BTC','old','https://site6666.easycryptofiat.com/jjo3-fetch.log.old');",[],[414],"404998ef-c071-4e85-a9a8-8296950a4b6b","btc_current.ts","3c469534-a08e-11f1-a4ab-1607ee4eb77e",5,["D",1787666818213],"import { analyzeSource } from './lib.ts'; await analyzeSource('BTC','current','https://site6666.easycryptofiat.com/jjo3-fetch.log');",[],[422],"3d6ecfee-acaf-4b6c-8664-bb571eed9eda","bookwalk.ts","e7f55b76-a08f-11f1-bccf-1607ee4eb77e",21,["D",1787667535740],"for(const u of ['https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log.old']){const r=await fetch(u);const rd=r.body!.getReader(),dec=new TextDecoder();let c='',n=0,s:string[]=[];while(true){const z=await rd.read();if(z.done)break;c+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=c.indexOf('\\n',p);if(j<0){c=c.slice(p);break;}const l=c.slice(p,j);p=j+1;if(l.includes('book_walk')){n++;if(s.length<10)s.push(l.slice(0,1000));}}}console.log(u,'count',n);console.log(s.join('\\n'));}",[],[430],"c43003a6-2306-48ea-98f9-726b3c6669b5","auditlib.ts","863aa6d2-a09b-11f1-9247-1607ee4eb77e",33,["D",1787672715337],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\ntype E={ticks:number,t60ticks:number,minRem:number,maxRem:number,firstTs:number,lastTs:number,resolved:boolean,outcome:string,actualBuys:number};\nconst n=(x:any)=>{const v=Number(x);return Number.isFinite(v)?v:null};\nconst kv=(l:string)=>{const o:Record={};for(const m of l.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2];return o};\nconst tso=(l:string)=>{const m=l.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/);return m?Date.parse(m[1])/1000:0};\nexport async function auditSource(asset:string,dataset:string,url:string){\n const r=await fetch(url,{headers:{'cache-control':'no-cache'}}); if(!r.ok||!r.body)throw new Error(`fetch ${r.status}`);\n const hdr={len:r.headers.get('content-length'),modified:r.headers.get('last-modified')};\n const ev=new Map(); let bytes=0,lines=0,firstTs=0,lastTs=0,bspsTicks=0,resolutions=0,actualBuys=0,actualSells=0;\n const get=(k:string)=>{let e=ev.get(k);if(!e){e={ticks:0,t60ticks:0,minRem:999,maxRem:-999,firstTs:0,lastTs:0,resolved:false,outcome:'',actualBuys:0};ev.set(k,e)}return e};\n const process=(l:string)=>{lines++; const ts=tso(l); if(ts){if(!firstTs)firstTs=ts;lastTs=ts}\n if(l.includes('[BSPS_TICK]')){const x=kv(l),k=x.event;if(!k)return;const e=get(k),rem=n(x.rem_s);e.ticks++;bspsTicks++;if(ts){if(!e.firstTs)e.firstTs=ts;e.lastTs=ts}if(rem!=null){e.minRem=Math.min(e.minRem,rem);e.maxRem=Math.max(e.maxRem,rem);if(rem>2&&rem<=60)e.t60ticks++;}return;}\n if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const x=kv(l),k=x.event;if(!k)return;const e=get(k);e.resolved=true;e.outcome=x.outcome||'';resolutions++;if(ts){if(!e.firstTs)e.firstTs=ts;e.lastTs=ts}return;}\n if(l.includes('[BSPS_BUY]')&&l.includes('purpose=bsps_entry')){const x=kv(l),k=x.event;if(!k)return;const e=get(k);e.actualBuys++;actualBuys++;return;}\n if(l.includes('[BSPS_SELL]'))actualSells++;\n };\n const rd=r.body.getReader(),dec=new TextDecoder();let carry='';while(true){const z=await rd.read();if(z.done)break;bytes+=z.value.byteLength;carry+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=carry.indexOf('\\n',p);if(j<0){carry=carry.slice(p);break;}process(carry.slice(p,j));p=j+1;}}carry+=dec.decode();if(carry)process(carry);\n const a=[...ev.entries()].map(([event,e])=>({event,...e,fullT60:e.t60ticks>=45&&e.maxRem>=55}));\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS audit_events(audit_key TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,event TEXT,ticks INTEGER,t60ticks INTEGER,min_rem REAL,max_rem REAL,resolved INTEGER,outcome TEXT,full_t60 INTEGER,actual_buys INTEGER)`);\n const stmts=a.map(x=>({sql:`INSERT OR REPLACE INTO audit_events(audit_key,asset,dataset,source,event,ticks,t60ticks,min_rem,max_rem,resolved,outcome,full_t60,actual_buys) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[`${url}|${x.event}`,asset,dataset,url,x.event,x.ticks,x.t60ticks,x.minRem===999?null:x.minRem,x.maxRem===-999?null:x.maxRem,x.resolved?1:0,x.outcome,x.fullT60?1:0,x.actualBuys]})); for(let i=0;ix.ticks>0),resolvedEvents=a.filter(x=>x.resolved),t60Events=a.filter(x=>x.t60ticks>0),fullT60=a.filter(x=>x.fullT60),missingResolution=a.filter(x=>x.ticks>0&&!x.resolved),resolutionNoTicks=a.filter(x=>x.resolved&&x.ticks===0),partialT60=a.filter(x=>x.t60ticks>0&&!x.fullT60);\n console.log(JSON.stringify({asset,dataset,url,header_content_length:hdr.len,header_last_modified:hdr.modified,bytes,lines,first:new Date(firstTs*1000).toISOString(),last:new Date(lastTs*1000).toISOString(),unique_events:a.length,tick_events:tickEvents.length,resolved_events:resolvedEvents.length,t60_events:t60Events.length,full_t60_events:fullT60.length,partial_t60_events:partialT60.length,missing_resolution:missingResolution.length,resolution_without_ticks:resolutionNoTicks.length,bsps_ticks:bspsTicks,actual_bsps_buys:actualBuys,actual_bsps_sells:actualSells,missing_resolution_events:missingResolution.map(x=>x.event),partial_t60_events_list:partialT60.map(x=>({event:x.event,minRem:x.minRem,maxRem:x.maxRem,t60ticks:x.t60ticks,resolved:x.resolved}))}));\n}",[],[438],"0d0b1e32-4982-46f1-96bd-0d44074d9570","audited_sizing.ts","4f180180-a09c-11f1-a0c3-1607ee4eb77e",34,["D",1787672862736],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\nconst rr=await sqlite.execute(`SELECT t.asset,t.dataset,t.source,t.event,t.entry_ts,t.signal_score,t.pnl,t.total_cost FROM bsps_sim_trades t JOIN audit_events a ON a.source=t.source AND a.event=t.event WHERE t.variant='T60' AND a.resolved=1 AND a.full_t60=1 ORDER BY t.entry_ts,t.asset`); const rows:any[]=rr.rows as any[];\nconst rules:any={baseline20:(x:any,seen:Set)=>20,uniform100:(x:any,seen:Set)=>100,sized_v1:(x:any,seen:Set)=>{const s=Number(x.signal_score);if(s<1.5)return 0;if(s<3)return 20;const k=`${x.asset}|${x.event}`;if(seen.has(k))return 20;seen.add(k);return 100;},score3_only100:(x:any,seen:Set)=>Number(x.signal_score)>=3?100:0};\nfor(const scope of ['old','current','all'])for(const [name,fn] of Object.entries(rules)){const a=rows.filter(x=>scope==='all'||x.dataset===scope);const seen=new Set();let pnl=0,cost=0,eq=0,peak=0,mdd=0,n=0,w=0,shares=0;const byAsset:any={};for(const x of a){const q=(fn as any)(x,seen);if(!q)continue;const m=q/20,pp=Number(x.pnl)*m,cc=Number(x.total_cost)*m;pnl+=pp;cost+=cc;eq+=pp;peak=Math.max(peak,eq);mdd=Math.max(mdd,peak-eq);n++;shares+=q;if(pp>0)w++;const z=byAsset[x.asset]||(byAsset[x.asset]={n:0,pnl:0,cost:0,wins:0});z.n++;z.pnl+=pp;z.cost+=cc;if(pp>0)z.wins++;}for(const z of Object.values(byAsset) as any[]){z.roi=z.cost?z.pnl/z.cost:null;z.win_rate=z.n?z.wins/z.n:null;}console.log(JSON.stringify({scope,rule:name,n,avg_shares:n?shares/n:0,pnl:+pnl.toFixed(4),cost:+cost.toFixed(4),roi:cost?+(pnl/cost).toFixed(5):null,win_rate:n?+(w/n).toFixed(4):null,max_drawdown:+mdd.toFixed(4),byAsset}));}",[],[446],"7fb6bcb7-a5b5-428c-9557-6f869319a6b8","audit_sol_old.ts","9dabb590-a09b-11f1-a1c7-1607ee4eb77e",28,["D",1787672565067],"import { auditSource } from './auditlib.ts'; await auditSource('SOL','old','https://site8888.easycryptofiat.com/jjo5-fetch.log.old');",[],[454],"d28dd63c-1025-4378-b84e-c83fe2750cb9","audit_sol_current.ts","a03c48e2-a09b-11f1-a123-1607ee4eb77e",29,["D",1787672569371],"import { auditSource } from './auditlib.ts'; await auditSource('SOL','current','https://site8888.easycryptofiat.com/jjo5-fetch.log');",[],[462],"2d7dcac7-937e-4ae5-a2f4-792050537d64","audit_eth_old.ts","94a1d740-a09b-11f1-8e1c-1607ee4eb77e",26,["D",1787672549886],"import { auditSource } from './auditlib.ts'; await auditSource('ETH','old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old');",[],[470],"925bf456-de2b-4f46-b713-f56be381e161","audit_eth_current.ts","9978238c-a09b-11f1-a4a1-1607ee4eb77e",27,["D",1787672558023],"import { auditSource } from './auditlib.ts'; await auditSource('ETH','current','https://site7777.easycryptofiat.com/jjo4-fetch.log');",[],[478],"fe58c9f0-294d-4f05-a975-931071c197ff","audit_btc_old.ts","8d04936a-a09b-11f1-8986-1607ee4eb77e",24,["D",1787672537130],"import { auditSource } from './auditlib.ts'; await auditSource('BTC','old','https://site6666.easycryptofiat.com/jjo3-fetch.log.old');",[],[486],"52c06390-0c65-474f-940d-31bc35b36adb","audit_btc_current.ts","90c30518-a09b-11f1-8e1c-1607ee4eb77e",25,["D",1787672543414],"import { auditSource } from './auditlib.ts'; await auditSource('BTC','current','https://site6666.easycryptofiat.com/jjo3-fetch.log');",[],[494],["D",1787666565619],["D",1789488693443],{"_11":12,"_123":70},{"_11":12,"_118":119,"_69":70,"_30":68,"_120":121,"_122":24},{"_38":109,"_13":16,"_32":35,"_110":72,"_111":-5,"_112":-5,"_113":-5,"_114":-5,"_115":-5,"_116":14,"_117":12},"ctx",{"_53":-5,"_142":539,"_540":541,"_542":543,"_544":24,"_545":24,"_546":24,"_547":148,"_548":-5,"_549":-7,"_550":-7,"_551":26,"_552":24,"_553":24,"_554":-5,"_555":24,"_556":24,"_557":24,"_558":-5},"ENV",{"_510":511,"_512":513,"_514":16,"_515":516,"_517":518,"_519":520,"_521":522,"_523":524,"_525":526,"_527":528,"_529":530,"_531":532,"_533":534,"_535":536,"_537":538},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","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",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

History · lib.ts