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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;for(let i=0;iask){active=true;armRem=t.rem;armAsk=ask;armP=p;}}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)));\nconsole.log('FV_LOSSES_SAMPLE',JSON.stringify(fv.filter(x=>x.fill!==null&&!x.win).slice(0,20)));\nconsole.log('CS_WINS',JSON.stringify(cs.filter(x=>x.win)));\nconsole.log('CS2_WINS',JSON.stringify(cs2.filter(x=>x.win)));\n","const 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;for(let i=0;iask){active=true;armRem=t.rem;armAsk=ask;armP=p;}}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 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url='https://site8888.easycryptofiat.com/jjo5-fetch.log';\nconst asset='SOL_CURRENT';\nconst text=await (await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();\nconsole.log('FETCH',asset,text.length);\nconst parts=text.split(/(?=\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/);\ntype Tick={rem:number,old?:number,tw?:number,ok?:number,up:number,dn:number,w?:number,id?:number};\nconst out=new Map(), strike=new Map(), ticks=new Map();\nfor(const s of parts){let m;\n if(s.includes('[Event PnL]')&&(m=s.match(/event=([^\\s]+).*?outcome=(UP|DOWN)/)))out.set(m[1],m[2]);\n if(s.includes('[STRIKE]')&&s.includes('event_start_price=')){const a=s.match(/event_start_price=([-+0-9.eE]+)/),e=s.match(/event_slug=([^\\s]+)/),v=s.match(/valid=(True|False)/);if(a&&e&&(!v||v[1]=='True'))strike.set(e[1],+a[1]);}\n if(s.includes('[BSPS_TICK]')){const e=s.match(/event=([^\\s]+)/),r=s.match(/rem_s=([-+0-9.]+)/),o=s.match(/old_d2s=([-+0-9.]+)/),tw=s.match(/twap_d2s=([-+0-9.]+)/),ok=s.match(/twap_ok=(\\d+)/),b=s.match(/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/),w=s.match(/top10w=([-+0-9.]+)/),id=s.match(/imb_delta=([-+0-9.]+)/);if(e&&r&&b){const t:Tick={rem:+r[1],up:+b[1],dn:+b[2]};if(o)t.old=+o[1];if(tw)t.tw=+tw[1];if(ok)t.ok=+ok[1];if(w)t.w=+w[1];if(id)t.id=+id[1];const a=ticks.get(e[1])??[];a.push(t);ticks.set(e[1],a);}}\n}\nfor(const a of ticks.values())a.sort((x,y)=>y.rem-x.rem);\nfunction nearRem(a:Tick[],rem:number,tol=1.6){let best:any=null,err=1e9;for(const t of a){const d=Math.abs(t.rem-rem);if(d(t as any)[k]<=.011);if(!ones.length)continue;const first=ones.reduce((p,c)=>c.rem>p.rem?c:p);let dur=0,pr:any=null;for(const rr of ones.map(x=>x.rem).filter(r=>r<=first.rem+.51).sort((x,y)=>y-x)){if(pr===null||Math.abs(pr-rr-1)<=.6){dur++;pr=rr}else break;}const row:any={event:ev,side,win:out.get(ev)===side.toUpperCase(),first1c:first.rem,onecDur:dur,leads:{}};for(const lead of [1,3,5,10,20,30]){const t=nearRem(a,first.rem+lead);if(t)row.leads[lead]=feat(a,t,sgn,k,sp);}opp.push(row);}}\nconst wins=opp.filter(x=>x.win),loss=opp.filter(x=>!x.win);\nconsole.log('SUMMARY',JSON.stringify({opps:opp.length,wins:wins.length,losses:loss.length}));\nfor(const w of wins)console.log('WIN',JSON.stringify(w));\nfunction quant(xs:number[]){const a=xs.filter(Number.isFinite).sort((x,y)=>x-y);if(!a.length)return null;const q=(p:number)=>a[Math.min(a.length-1,Math.floor((a.length-1)*p))];return {n:a.length,p10:q(.1),p25:q(.25),p50:q(.5),p75:q(.75),p90:q(.9)};}\nfor(const lead of [1,3,5,10,20]){console.log('LOSS_Q_LEAD',lead,JSON.stringify({ask:quant(loss.map(x=>x.leads[lead]?.ask)),lb:quant(loss.map(x=>x.leads[lead]?.lb)),tb:quant(loss.map(x=>x.leads[lead]?.tb)),gap:quant(loss.map(x=>x.leads[lead]?.gap)),bp:quant(loss.map(x=>x.leads[lead]?.bp)),id:quant(loss.map(x=>x.leads[lead]?.id)),dL5:quant(loss.map(x=>x.leads[lead]?.dL5)),dT5:quant(loss.map(x=>x.leads[lead]?.dT5)),askD5:quant(loss.map(x=>x.leads[lead]?.askD5)),dBP5:quant(loss.map(x=>x.leads[lead]?.dBP5))}));}\n","label",[133],"bcc126b6-f3f6-4b67-8e0e-6981cacf0112","rtfc_flip_resolution.ts","bca66f08-9e48-11f1-99db-1607ee4eb77e",26,["D",1787417100771],2,"const urls:any={btc_old:'https://site6666.easycryptofiat.com/jjo3-fetch.log.old',btc:'https://site6666.easycryptofiat.com/jjo3-fetch.log',eth_old:'https://site7777.easycryptofiat.com/jjo4-fetch.log.old',eth:'https://site7777.easycryptofiat.com/jjo4-fetch.log',sol_old:'https://site8888.easycryptofiat.com/jjo5-fetch.log.old',sol:'https://site8888.easycryptofiat.com/jjo5-fetch.log'};\nconst num=(l:string,k:string)=>{const m=l.match(new RegExp(k+'=([^\\\\s|]+)'));return m?Number(m[1]):NaN};\nconst str=(l:string,k:string)=>l.match(new RegExp(k+'=([^\\\\s|]+)'))?.[1];\nconst tsms=(s:string)=>Date.parse(s.slice(0,24)); const feeRate=.072, CAP=20;\nconst all:any[]=[];\nfor(const [src,url] of Object.entries(urls)){\n const r=await fetch(url as string); const txt=await r.text(); const lines=txt.split('\\n'); console.log('FETCH',src,r.status,txt.length);\n const outs=new Map();\n for(const l of lines){ if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const e=str(l,'event'); if(e) outs.set(e,{outcome:str(l,'outcome'),base:num(l,'rtfc_pnl'),end:l.slice(0,24)});}}\n const rtfc=new Map(); const ticks=new Map();\n for(let i=0;iz.decision==='PASS')||rhs.at(-1)||{}; all.push({src,asset:src.split('_')[0],event:e,side,outcome:o.outcome,base:o.base,end:o.end,entryTs:l.slice(0,24),paid:num(l,'paid'),fee:num(l,'fee'),cost:num(l,'paid')+num(l,'fee'),pass,path:[]}); }\n }\n for(const x of all.filter((z:any)=>z.src===src&&z.path.length===0)){ const entryMs=tsms(x.entryTs); x.path=(ticks.get(x.event)||[]).filter((z:any)=>tsms(z.ts)>=entryMs); }\n\n}\nconst mm=new Map(); for(const x of all){const p=mm.get(x.event);if(!p||(!x.src.includes('_old')&&p.src.includes('_old'))||String(x.end)>String(p.end))mm.set(x.event,x);} const A=[...mm.values()].sort((a,b)=>String(a.end).localeCompare(String(b.end)));\nfunction favSign(side:string,g:number){return side==='Up'?g:-g;} // positive means target side is now winner, given current rTFC target convention\nfor(const x of A){\n x.win=x.side?.[0]?.toLowerCase()===x.outcome?.[0]?.toLowerCase(); x.scale=Math.min(1,CAP/x.cost); x.hold20=x.base*x.scale;\n const p=x.pass; x.r=p.rtfc; x.req=p.required; x.ratio=p.rtfc/p.required; x.proj=(p.twVel*p.rem-Math.abs(p.twap))/p.start*10000; x.gap=Math.abs(p.twap)/p.start*10000; x.spread=(x.path[0]?.ua+x.path[0]?.da-1); if(!Number.isFinite(x.spread)){x.spread=NaN;}\n const pts=x.path.filter((z:any)=>Number.isFinite(z.g)); x.npts=pts.length; x.crossPts=pts.filter((z:any)=>favSign(x.side,z.g)>=0); x.crossed=x.crossPts.length>0; x.firstCross=x.crossed?x.crossPts[0]:null; x.lastCross=x.crossed?x.crossPts.at(-1):null;\n x.firstCrossRem=x.firstCross?.rem; x.maxFavBps=pts.length?Math.max(...pts.map((z:any)=>favSign(x.side,z.g)/p.start*10000)):NaN; x.minFavBps=pts.length?Math.min(...pts.map((z:any)=>favSign(x.side,z.g)/p.start*10000)):NaN;\n let maxCon=0,cur=0,recross=false,seenCross=false; for(const z of pts){const good=favSign(x.side,z.g)>=0;if(good){cur++;seenCross=true;maxCon=Math.max(maxCon,cur);} else {if(seenCross)recross=true;cur=0;}} x.maxCrossCon=maxCon; x.recross=recross;\n x.lastFavBps=pts.length?favSign(x.side,pts.at(-1).g)/p.start*10000:NaN; x.endTargetSide=x.lastFavBps>=0;\n}\nfunction summary(q:any[]){return {n:q.length,w:q.filter(x=>x.win).length,wr:+(100*q.filter(x=>x.win).length/q.length).toFixed(1),hold20:+q.reduce((s,x)=>s+x.hold20,0).toFixed(2),crossed:q.filter(x=>x.crossed).length,crossRate:+(100*q.filter(x=>x.crossed).length/q.length).toFixed(1),crossWin:q.filter(x=>x.crossed&&x.win).length,crossLose:q.filter(x=>x.crossed&&!x.win).length,noCrossWin:q.filter(x=>!x.crossed&&x.win).length,noCrossLose:q.filter(x=>!x.crossed&&!x.win).length};}\nconsole.log('ALL_SUM',JSON.stringify(summary(A)));\nconsole.log('BY_ASSET'); for(const a of ['btc','eth','sol']) console.log(a,JSON.stringify(summary(A.filter(x=>x.asset===a))));\nconsole.log('DETAIL'); for(const x of A) console.log(JSON.stringify({event:x.event,asset:x.asset,side:x.side,win:x.win,hold20:+x.hold20.toFixed(2),r:+x.r?.toFixed?.(2),req:x.req,ratio:+x.ratio?.toFixed?.(2),proj:+x.proj?.toFixed?.(3),gap:+x.gap?.toFixed?.(3),spread:Number.isFinite(x.spread)?+x.spread.toFixed(3):null,crossed:x.crossed,firstCrossRem:x.firstCrossRem,maxCrossCon:x.maxCrossCon,recross:x.recross,maxFavBps:Number.isFinite(x.maxFavBps)?+x.maxFavBps.toFixed(3):null,lastFavBps:Number.isFinite(x.lastFavBps)?+x.lastFavBps.toFixed(3):null,endTargetSide:x.endTargetSide,npts:x.npts}));\n// Hold-to-resolution candidate entry gates. Keep universal only.\nconst gates:any[]=[]; const add=(name:string,f:(x:any)=>boolean)=>{const q=A.filter(f); gates.push({name,...summary(q),old:summary(q.filter(x=>x.src.includes('_old'))),current:summary(q.filter(x=>!x.src.includes('_old'))),btc:summary(q.filter(x=>x.asset==='btc')),eth:summary(q.filter(x=>x.asset==='eth')),sol:summary(q.filter(x=>x.asset==='sol'))});};\nadd('current',x=>true); for(const t of [.9,1,1.05,1.1,1.15,1.2,1.3,1.4,1.5]) add('r>='+t,x=>x.r>=t); for(const t of [1.1,1.2,1.3,1.4,1.5,1.6,1.75,2]) add('ratio>='+t,x=>x.ratio>=t); for(const t of [0,.1,.25,.5,1]) add('proj>='+t,x=>x.proj>=t); for(const s of [.01,.02,.03,.04,.05,.08,.1,.15]) add('spread<='+s,x=>x.spread<=s+1e-9);\nfor(const r of [1.0,1.1,1.2])for(const p of [0,.25])for(const s of [.02,.03,.04,.05]) add(`r>=${r}&proj>=${p}&sp<=${s}`,x=>x.r>=r&&x.proj>=p&&x.spread<=s+1e-9);\nconsole.log('HOLD_GATES'); for(const g of gates.filter(g=>g.n>=5).sort((a,b)=>b.hold20-a.hold20).slice(0,40))console.log(JSON.stringify(g));\n// Mechanism: among losses, did reversal happen but fail to persist?\nconst L=A.filter(x=>!x.win), W=A.filter(x=>x.win); console.log('MECH',JSON.stringify({losses:{n:L.length,crossed:L.filter(x=>x.crossed).length,recross:L.filter(x=>x.recross).length,noCross:L.filter(x=>!x.crossed).length},wins:{n:W.length,crossed:W.filter(x=>x.crossed).length,recross:W.filter(x=>x.recross).length,noCross:W.filter(x=>!x.crossed).length}}));\nexport default null;",[145],"be291038-2ea1-49c4-b4e4-6fc5afdfb556","rtfc_event_probe.ts","e7b17c56-9e48-11f1-92af-1607ee4eb77e",27,["D",1787417138713],"const tests=['eth-updown-5m-1787250900','btc-updown-5m-1787376600','sol-updown-5m-1787378700','eth-updown-5m-1787369700','btc-updown-5m-1787405700','eth-updown-5m-1787405700'];\nconst urls=['https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site6666.easycryptofiat.com/jjo3-fetch.log','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log','https://site8888.easycryptofiat.com/jjo5-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log'];\nfor(const url of urls){const r=await fetch(url);const lines=(await r.text()).split('\\n');for(const e of tests){const hits=lines.filter(l=>l.includes('event='+e));if(!hits.length)continue;console.log('EVENT',e,url);for(const l of hits.filter(l=>l.includes('[BSPS_BUY]')||l.includes('[RTFC]')&&l.includes('decision=PASS')||l.includes('[Event PnL]')))console.log(l);console.log('LAST_TICKS');for(const l of hits.filter(l=>l.includes('[BSPS_TICK]')).slice(-8))console.log(l);}}\nexport default null;",[153],"21095ff2-c110-4740-93e8-4c83ce13145e","probe.ts","91faa3b2-9e1d-11f1-a3ae-1607ee4eb77e",21,["D",1787414211432],20,"const urls:any={btc_old:'https://site6666.easycryptofiat.com/jjo3-fetch.log.old',btc:'https://site6666.easycryptofiat.com/jjo3-fetch.log',eth_old:'https://site7777.easycryptofiat.com/jjo4-fetch.log.old',eth:'https://site7777.easycryptofiat.com/jjo4-fetch.log',sol_old:'https://site8888.easycryptofiat.com/jjo5-fetch.log.old',sol:'https://site8888.easycryptofiat.com/jjo5-fetch.log'};\nconst feeRate=0.072; const CAP=20; const rows:any[]=[];\nconst num=(l:string,k:string)=>{const m=l.match(new RegExp(k+'=([^\\\\s|]+)'));return m?Number(m[1]):NaN}; const str=(l:string,k:string)=>l.match(new RegExp(k+'=([^\\\\s|]+)'))?.[1];\nconst rnd=(x:number)=>Math.max(.01,Math.min(.99,Math.round((x+1e-9)*100)/100)); const fee=(sh:number,p:number)=>sh*feeRate*p*(1-p);\nfor(const [src,url] of Object.entries(urls)){const r=await fetch(url as string);console.log('FETCH',src,r.status,r.headers.get('content-length'));if(!r.ok)continue;const lines=(await r.text()).split('\\n');const outs=new Map();for(const l of lines){if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const e=str(l,'event');if(e)outs.set(e,{outcome:str(l,'outcome'),base:num(l,'rtfc_pnl'),eventpnl:num(l,'pnl'),endts:l.slice(0,24)});}}\n let lastTick:any=null; const lastPass=new Map();\n for(let i=0;i();for(const x of rows){const prev=mm.get(x.event);if(!prev||String(x.endts)>String(prev.endts)||(!x.src.includes('_old')&&prev.src.includes('_old')))mm.set(x.event,x);}const a=[...mm.values()].sort((x,y)=>x.event.localeCompare(y.event));\nfunction enrich(x:any){x.win=(x.side?.[0]||'').toLowerCase()===(x.outcome?.[0]||'').toLowerCase();x.scale20=Math.min(1,CAP/Math.max(.0001,x.cost));x.base20=x.base*x.scale20;const target=rnd(x.raw+.05);const hit=x.path.find((p:any)=>p.bid>=target-1e-9);x.tp5hit=!!hit;x.tp5=hit?x.sh*target-x.cost-fee(x.sh,target):x.base;x.tp520=x.tp5*x.scale20;x.twapGapBps=Math.abs(x.twap_now)/x.es*10000;x.noiseRatio=x.raw_gap/x.noise;x.liveGapBps=Math.abs(x.old_now)/x.es*10000;x.liveTargetBps=x.dir*x.old_now/x.es*10000;x.liveVsTwapBps=x.dir*(x.old_now-x.twap_now)/x.es*10000;x.twapProgress8Bps=x.dir*(x.twap_now-x.twap_past)/x.es*10000;x.liveProgress8Bps=x.dir*(x.old_now-x.old_past)/x.es*10000;x.twapVelBpsS=x.twap_vel/x.es*10000;x.liveVelBpsS=x.live_vel/x.es*10000;x.rBalance=Math.min(x.Rt,x.Rl)/Math.max(x.Rt,x.Rl);x.scoreRatio=x.rtfc/x.required;x.twapProjectedMarginBps=(-x.raw_gap+x.twap_vel*x.rem)/x.es*10000;x.liveProjectedTargetBps=(x.dir*x.old_now+x.live_vel*x.rem)/x.es*10000;x.sameLeader=Math.sign(x.twap_now)===Math.sign(x.old_now);x.dirTop=x.dir*x.top;x.dirImb=x.dir*x.imb;}for(const x of a)enrich(x);\nconsole.log('CENSUS',JSON.stringify({n:a.length,w:a.filter(x=>x.win).length,l:a.filter(x=>!x.win).length,rawBase:+a.reduce((s,x)=>s+x.base,0).toFixed(2),rawTP5:+a.reduce((s,x)=>s+x.tp5,0).toFixed(2),cap20Base:+a.reduce((s,x)=>s+x.base20,0).toFixed(2),cap20TP5:+a.reduce((s,x)=>s+x.tp520,0).toFixed(2),tpHits:a.filter(x=>x.tp5hit).length,latest:a.at(-1)?.event,latestEnd:a.at(-1)?.endts}));\nconsole.log('NEWEST');for(const x of a.slice(-12))console.log(JSON.stringify({event:x.event,asset:x.asset,end:x.endts,side:x.side,win:x.win,cost:+x.cost.toFixed(2),base:+x.base.toFixed(2),tp5:+x.tp5.toFixed(2),rtfc:x.rtfc,Rt:x.Rt,Rl:x.Rl,twapGapBps:+x.twapGapBps.toFixed(3),liveTargetBps:+x.liveTargetBps.toFixed(3),spread:+x.spread.toFixed(3),top:+x.dirTop.toFixed(3),imb:+x.dirImb.toFixed(3)}));\nfunction metrics(q:any[]){let cb=0,pb=0,pt=0,peakb=0,peakt=0,ddb=0,ddt=0;for(const x of q){cb+=x.base20;pt+=x.tp520;peakb=Math.max(peakb,cb);peakt=Math.max(peakt,pt);ddb=Math.max(ddb,peakb-cb);ddt=Math.max(ddt,peakt-pt);}return {n:q.length,w:q.filter(x=>x.win).length,wr:q.length?100*q.filter(x=>x.win).length/q.length:0,base20:q.reduce((s,x)=>s+x.base20,0),tp520:q.reduce((s,x)=>s+x.tp520,0),tph:q.filter(x=>x.tp5hit).length,ddb,ddt,worstB:q.length?Math.min(...q.map(x=>x.base20)):0,worstT:q.length?Math.min(...q.map(x=>x.tp520)):0};}\nconst gates:any[]=[];function add(name:string,cat:string,f:(x:any)=>boolean){const q=a.filter(f),m=metrics(q);gates.push({name,cat,...m});}\nadd('ALL','baseline',x=>true);\nfor(const t of [.9,1,1.05,1.1,1.2,1.3,1.5,1.75,2])add('scoreRatio>='+t,'score',x=>x.scoreRatio>=t);\nfor(const t of [1,1.1,1.2,1.3,1.5,1.75,2])add('rTFC>='+t,'score',x=>x.rtfc>=t);\nfor(const t of [.8,1,1.2,1.5,2,2.5,3])add('R_twap>='+t,'twap',x=>x.Rt>=t);\nfor(const t of [.8,1,1.2,1.5,2,2.5,3])add('R_live>='+t,'live',x=>x.Rl>=t);\nfor(const t of [.25,.5,.75,1,1.5,2,3,5,8,10])add('TWAP_gap_bps<='+t,'twap',x=>x.twapGapBps<=t);\nfor(const t of [.5,1,1.5,2,3,5,8,10,15,20])add('TWAP_noise_ratio<='+t,'twap',x=>x.noiseRatio<=t);\nadd('TWAP_floor_active','twap',x=>x.floor_active);add('TWAP_floor_inactive','twap',x=>!x.floor_active);\nfor(const t of [0,.1,.25,.5,1,2,3])add('TWAP_projected_margin_bps>='+t,'twap',x=>x.twapProjectedMarginBps>=t);\nadd('LIVE_already_target_side','twap_live',x=>x.liveTargetBps>0);add('LIVE_same_leader_as_TWAP','twap_live',x=>x.sameLeader);add('LIVE_opposite_TWAP_target_side','twap_live',x=>!x.sameLeader);\nfor(const t of [0,.1,.25,.5,1,2,3,5])add('LIVE_ahead_of_TWAP_bps>='+t,'twap_live',x=>x.liveVsTwapBps>=t);\nfor(const t of [.25,.5,1,2,3,5,8,10])add('abs_LIVE_TWAP_div_bps<='+t,'twap_live',x=>Math.abs(x.liveVsTwapBps)<=t);\nfor(const t of [0,.1,.25,.5,1,2,3])add('LIVE_projected_target_bps>='+t,'twap_live',x=>x.liveProjectedTargetBps>=t);\nfor(const t of [.3,.5,.6,.7,.8,.9])add('R_balance>='+t,'confluence',x=>x.rBalance>=t);\nadd('binding=TWAP','confluence',x=>x.binding==='twap');add('binding=LIVE','confluence',x=>x.binding==='live');\nfor(const t of [.01,.02,.03,.04,.05,.06,.08,.10,.12,.15,.20,.25])add('spread<='+t,'book',x=>x.spread<=t+1e-9);\nfor(const t of [0,.05,.1,.2,.3,.4,.5,.6])add('dir_top10w>='+t,'flow',x=>x.dirTop>=t);\nfor(const t of [0,.01,.02,.05,.08,.1,.15,.2,.3])add('dir_imb_delta>='+t,'flow',x=>x.dirImb>=t);\nfor(const t of [.70,.75,.80,.85,.90])add('effective_fill>='+t,'price',x=>x.efffill>=t);for(const t of [.60,.65,.70,.75,.80,.85,.90])add('effective_fill<='+t,'price',x=>x.efffill<=t);\nfor(const t of [10,15,20,22,25,27,30])add('rem_s<='+t,'time',x=>x.rem<=t);for(const t of [10,15,20,22,25])add('rem_s>='+t,'time',x=>x.rem>=t);\n// simple universal combinations motivated by independent features\nfor(const g of [.5,1,1.5,2,3])for(const r of [1,1.2,1.5])add(`TWAPgap<=${g}&scoreRatio>=${r}`,'combo',x=>x.twapGapBps<=g&&x.scoreRatio>=r);\nfor(const g of [.5,1,1.5,2,3])for(const s of [.02,.03,.04,.05])add(`TWAPgap<=${g}&spread<=${s}`,'combo',x=>x.twapGapBps<=g&&x.spread<=s);\nfor(const pm of [0,.25,.5,1])for(const s of [.03,.04,.05])add(`TWAPproj>=${pm}&spread<=${s}`,'combo',x=>x.twapProjectedMarginBps>=pm&&x.spread<=s);\nfor(const r of [1,1.2,1.5])for(const s of [.03,.04,.05])add(`scoreRatio>=${r}&spread<=${s}`,'combo',x=>x.scoreRatio>=r&&x.spread<=s);\nfor(const t of [0,.1,.2])for(const s of [.03,.04,.05])add(`dirTop>=${t}&spread<=${s}`,'combo',x=>x.dirTop>=t&&x.spread<=s);\nfor(const i of [0,.02,.05])for(const s of [.03,.04,.05])add(`dirImb>=${i}&spread<=${s}`,'combo',x=>x.dirImb>=i&&x.spread<=s);\nconsole.log('TOP_TP5_MIN5');for(const g of gates.filter(g=>g.n>=5).sort((x,y)=>y.tp520-x.tp520).slice(0,30))console.log(JSON.stringify({...g,wr:+g.wr.toFixed(1),base20:+g.base20.toFixed(2),tp520:+g.tp520.toFixed(2),ddb:+g.ddb.toFixed(2),ddt:+g.ddt.toFixed(2),worstB:+g.worstB.toFixed(2),worstT:+g.worstT.toFixed(2)}));\nconsole.log('TOP_HOLD_MIN5');for(const g of gates.filter(g=>g.n>=5).sort((x,y)=>y.base20-x.base20).slice(0,25))console.log(JSON.stringify({...g,wr:+g.wr.toFixed(1),base20:+g.base20.toFixed(2),tp520:+g.tp520.toFixed(2),ddb:+g.ddb.toFixed(2),ddt:+g.ddt.toFixed(2),worstB:+g.worstB.toFixed(2),worstT:+g.worstT.toFixed(2)}));\nconsole.log('CATEGORY_BEST');for(const cat of [...new Set(gates.map(g=>g.cat))]){const q=gates.filter(g=>g.cat===cat&&g.n>=5).sort((x,y)=>y.tp520-x.tp520).slice(0,8);console.log('CAT',cat);for(const g of q)console.log(JSON.stringify({name:g.name,n:g.n,w:g.w,wr:+g.wr.toFixed(1),base20:+g.base20.toFixed(2),tp520:+g.tp520.toFixed(2),ddt:+g.ddt.toFixed(2),worstT:+g.worstT.toFixed(2)}));}\n\n// Robustness drill on promising universal gates: old/current + each asset + chronological halves.\nconst chosen:any[]=[\n ['ALL',(x:any)=>true],\n ['rTFC>=1.10',(x:any)=>x.rtfc>=1.10],\n ['rTFC>=1.20',(x:any)=>x.rtfc>=1.20],\n ['scoreRatio>=1.50',(x:any)=>x.scoreRatio>=1.50],\n ['TWAPproj>=0',(x:any)=>x.twapProjectedMarginBps>=0],\n ['TWAPproj>=0.25',(x:any)=>x.twapProjectedMarginBps>=.25],\n ['TWAPproj>=0.50',(x:any)=>x.twapProjectedMarginBps>=.50],\n ['R_twap>=1.20',(x:any)=>x.Rt>=1.20],\n ['TWAPgap<=1bps',(x:any)=>x.twapGapBps<=1],\n ['TWAPgap<=3bps',(x:any)=>x.twapGapBps<=3],\n ['spread<=.02',(x:any)=>x.spread<=.02+1e-9],\n ['spread<=.03',(x:any)=>x.spread<=.03+1e-9],\n ['spread<=.04',(x:any)=>x.spread<=.04+1e-9],\n ['dirImb>=.01',(x:any)=>x.dirImb>=.01],\n ['TWAPproj>=0 & spread<=.05',(x:any)=>x.twapProjectedMarginBps>=0&&x.spread<=.05+1e-9],\n ['TWAPproj>=0 & spread<=.04',(x:any)=>x.twapProjectedMarginBps>=0&&x.spread<=.04+1e-9],\n ['TWAPproj>=0 & spread<=.03',(x:any)=>x.twapProjectedMarginBps>=0&&x.spread<=.03+1e-9],\n ['TWAPgap<=3 & spread<=.04',(x:any)=>x.twapGapBps<=3&&x.spread<=.04+1e-9],\n];\nfunction mini(q:any[]){const m=metrics(q);return {n:m.n,w:m.w,wr:+m.wr.toFixed(1),hold:+m.base20.toFixed(2),tp5:+m.tp520.toFixed(2),dd5:+m.ddt.toFixed(2),worst5:+m.worstT.toFixed(2)};}\nconst chrono=[...a].sort((x,y)=>String(x.endts).localeCompare(String(y.endts)));const cut=Math.floor(chrono.length/2),H1=new Set(chrono.slice(0,cut).map(x=>x.event)),H2=new Set(chrono.slice(cut).map(x=>x.event));\nconsole.log('ROBUSTNESS');for(const [name,f] of chosen){const q=a.filter(f);console.log(JSON.stringify({name,all:mini(q),old:mini(q.filter(x=>x.src.includes('_old'))),current:mini(q.filter(x=>!x.src.includes('_old'))),btc:mini(q.filter(x=>x.asset==='btc')),eth:mini(q.filter(x=>x.asset==='eth')),sol:mini(q.filter(x=>x.asset==='sol')),H1:mini(q.filter(x=>H1.has(x.event))),H2:mini(q.filter(x=>H2.has(x.event)))}));}\nconsole.log('CHRONO_NEW');for(const x of chrono.slice(-10))console.log(JSON.stringify({event:x.event,src:x.src,end:x.endts,asset:x.asset,win:x.win,cost:+x.cost.toFixed(2),rtfc:x.rtfc,Rt:x.Rt,Rl:x.Rl,twapProj:+x.twapProjectedMarginBps.toFixed(3),twapGap:+x.twapGapBps.toFixed(3),spread:+x.spread.toFixed(3),tp5hit:x.tp5hit,base20:+x.base20.toFixed(2),tp520:+x.tp520.toFixed(2)}));\n// Additional universal gates available from current telemetry.\nfor(const t of [.005,.01,.015,.02,.025,.03,.04,.05,.075,.10])add('walk_slippage<='+t,'liquidity',x=>(x.efffill-x.target_ask)<=t+1e-9);\nfor(const t of [.01,.02,.03,.04,.05,.075,.10])add('target_ask_eff_gap<='+t,'liquidity',x=>Math.abs(x.efffill-x.target_ask)<=t+1e-9);\nconsole.log('LIQUIDITY_GATES');for(const g of gates.filter(g=>g.cat==='liquidity'&&g.n>=5).sort((x,y)=>y.tp520-x.tp520))console.log(JSON.stringify({name:g.name,n:g.n,w:g.w,wr:+g.wr.toFixed(1),hold:+g.base20.toFixed(2),tp5:+g.tp520.toFixed(2),dd5:+g.ddt.toFixed(2),worst5:+g.worstT.toFixed(2)}));\nconsole.log('FINAL_COMBOS');const finalCombos:any[]=[\n ['r1.1', (x:any)=>x.rtfc>=1.1],\n ['r1.1 & TWAPproj>=0',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=0],\n ['r1.1 & TWAPproj>=.25',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=.25],\n ['r1.1 & spread<=.05',(x:any)=>x.rtfc>=1.1&&x.spread<=.05+1e-9],\n ['r1.1 & spread<=.04',(x:any)=>x.rtfc>=1.1&&x.spread<=.04+1e-9],\n ['r1.1 & spread<=.03',(x:any)=>x.rtfc>=1.1&&x.spread<=.03+1e-9],\n ['r1.1 & spread<=.02',(x:any)=>x.rtfc>=1.1&&x.spread<=.02+1e-9],\n ['r1.1 & TWAPproj>=0 & spread<=.05',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=0&&x.spread<=.05+1e-9],\n ['r1.1 & TWAPproj>=0 & spread<=.04',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=0&&x.spread<=.04+1e-9],\n ['scoreRatio>=1.5 & spread<=.05',(x:any)=>x.scoreRatio>=1.5&&x.spread<=.05+1e-9],\n ['scoreRatio>=1.5 & TWAPproj>=0',(x:any)=>x.scoreRatio>=1.5&&x.twapProjectedMarginBps>=0],\n ['spread<=.02 & TWAPproj>=0',(x:any)=>x.spread<=.02+1e-9&&x.twapProjectedMarginBps>=0],\n];for(const [n,f] of finalCombos){const q=a.filter(f);console.log(JSON.stringify({name:n,...mini(q),old:mini(q.filter(x=>x.src.includes('_old'))),current:mini(q.filter(x=>!x.src.includes('_old'))),H1:mini(q.filter(x=>H1.has(x.event))),H2:mini(q.filter(x=>H2.has(x.event)))}));}\nexport default null;",[160],"ae50977a-786e-466c-948f-185038c29aec",["D",1787545895445],1,[28],"0eb8cc9e-c008-44a2-835c-67539a58ed0d","deep_rtfc.ts","1d0be0b0-9e46-11f1-a0e0-1607ee4eb77e",29,["D",1787417243343],3,"const urls:any={btc_old:'https://site6666.easycryptofiat.com/jjo3-fetch.log.old',btc:'https://site6666.easycryptofiat.com/jjo3-fetch.log',eth_old:'https://site7777.easycryptofiat.com/jjo4-fetch.log.old',eth:'https://site7777.easycryptofiat.com/jjo4-fetch.log',sol_old:'https://site8888.easycryptofiat.com/jjo5-fetch.log.old',sol:'https://site8888.easycryptofiat.com/jjo5-fetch.log'};\nconst num=(l:string,k:string)=>{const m=l.match(new RegExp(k+'=([^\\\\s|]+)'));return m?Number(m[1]):NaN}; const str=(l:string,k:string)=>l.match(new RegExp(k+'=([^\\\\s|]+)'))?.[1];\nconst feeRate=.072, CAP=20; const fee=(sh:number,p:number)=>sh*feeRate*p*(1-p); const rnd=(x:number)=>Math.max(.01,Math.min(.99,Math.round((x+1e-9)*100)/100));\nconst all:any[]=[];\nfor(const [src,url] of Object.entries(urls)){\n const r=await fetch(url as string); console.log('FETCH',src,r.status); if(!r.ok)continue; const lines=(await r.text()).split('\\n');\n const outs=new Map(); for(const l of lines){if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const e=str(l,'event');if(e)outs.set(e,{outcome:str(l,'outcome'),base:num(l,'rtfc_pnl'),end:l.slice(0,24)});}}\n const rtfcHist=new Map(); const tickHist=new Map();\n for(let i=0;i50)a.shift();}\n }\n if(l.includes('[BSPS_TICK]')){const e=str(l,'event'),m=l.match(/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(e&&m){let a=tickHist.get(e);if(!a)tickHist.set(e,a=[]);a.push({ts:l.slice(0,24),rem:num(l,'rem_s'),ua:+m[1],da:+m[2],top:num(l,'top10w'),imb:num(l,'imb_delta'),twap_d2s:num(l,'twap_d2s'),twap_ok:num(l,'twap_ok')});if(a.length>50)a.shift();}}\n if(l.includes('[BSPS_BUY]')&&l.includes('purpose=bsps_rtfc')){const e=str(l,'event');if(!e)continue;const side=str(l,'side')||'',raw=num(l,'raw'),cost=num(l,'paid')+num(l,'fee'),sh=num(l,'net'),o=outs.get(e)||{};const rh=[...(rtfcHist.get(e)||[])],th=[...(tickHist.get(e)||[])];const path:any[]=[];for(let j=i+1;j();for(const x of all){const p=mm.get(x.event);if(!p||String(x.end)>String(p.end)||(!x.src.includes('_old')&&p.src.includes('_old')))mm.set(x.event,x);}const A=[...mm.values()].sort((a,b)=>String(a.end).localeCompare(String(b.end)));\nfunction enrich(x:any){x.win=(x.side?.[0]||'').toLowerCase()===(x.outcome?.[0]||'').toLowerCase();x.scale=Math.min(1,CAP/x.cost);x.base20=x.base*x.scale;const target=rnd(x.raw+.05),hit=x.path.find((p:any)=>p.bid>=target-1e-9);x.tp5hit=!!hit;x.tp5=(hit?x.sh*target-x.cost-fee(x.sh,target):x.base)*x.scale;const h=x.rh.filter((r:any)=>Number.isFinite(r.rtfc)||r.decision);const pass=h.filter((r:any)=>r.decision==='PASS');x.last=pass.at(-1)||h.at(-1)||{};const pre=h.slice(0,-1);const vals=pre.filter((r:any)=>Number.isFinite(r.rtfc));x.preN=vals.length;x.prev=vals.at(-1)||{};x.prev2=vals.at(-2)||{};x.prev3=vals.at(-3)||{};x.prevRtfc=x.prev.rtfc;x.prevReq=x.prev.required;x.prevRatio=Number.isFinite(x.prev.rtfc)&&Number.isFinite(x.prev.required)?x.prev.rtfc/x.prev.required:NaN;x.deltaRtfc=Number.isFinite(x.last.rtfc)&&Number.isFinite(x.prev.rtfc)?x.last.rtfc-x.prev.rtfc:NaN;x.deltaRt=Number.isFinite(x.last.Rt)&&Number.isFinite(x.prev.Rt)?x.last.Rt-x.prev.Rt:NaN;x.deltaRl=Number.isFinite(x.last.Rl)&&Number.isFinite(x.prev.Rl)?x.last.Rl-x.prev.Rl:NaN;x.sameTargetPrev=x.prev.target===x.last.target;x.targetStable2=x.prev.target===x.last.target&&x.prev2.target===x.last.target;x.targetStable3=x.prev.target===x.last.target&&x.prev2.target===x.last.target&&x.prev3.target===x.last.target;x.prePassCount=vals.filter((r:any)=>Number.isFinite(r.required)&&r.rtfc>=r.required).length;x.preNearCount=vals.filter((r:any)=>Number.isFinite(r.required)&&r.rtfc>=.75*r.required).length;x.preRatioMax=vals.length?Math.max(...vals.map((r:any)=>r.rtfc/r.required).filter(Number.isFinite)):-Infinity;x.preRatioAvg=vals.length?vals.map((r:any)=>r.rtfc/r.required).filter(Number.isFinite).reduce((a:number,b:number)=>a+b,0)/vals.length:NaN;x.passRatio=x.last.rtfc/x.last.required;const ticks=x.th;const t=ticks.at(-1)||{},p=ticks.at(-2)||{},p2=ticks.at(-3)||{};const dir=x.side==='Up'?1:-1;x.spread=t.ua+t.da-1;x.prevSpread=p.ua+p.da-1;x.spreadDelta=x.spread-x.prevSpread;x.dirTop=dir*t.top;x.prevDirTop=dir*p.top;x.dirTopDelta=x.dirTop-x.prevDirTop;x.dirImb=dir*t.imb;x.prevDirImb=dir*p.imb;x.dirImbDelta=x.dirImb-x.prevDirImb;x.bookTargetAsk=x.side==='Up'?t.ua:t.da;x.prevBookTargetAsk=x.side==='Up'?p.ua:p.da;x.askMomentum=x.bookTargetAsk-x.prevBookTargetAsk;x.askMomentum2=x.bookTargetAsk-(x.side==='Up'?p2.ua:p2.da);}\nfor(const x of A)enrich(x);\nfunction met(q:any[],pnl:(x:any)=>number){let c=0,peak=0,dd=0;for(const x of q){c+=pnl(x);peak=Math.max(peak,c);dd=Math.max(dd,peak-c);}return {n:q.length,w:q.filter(x=>x.win).length,wr:q.length?100*q.filter(x=>x.win).length/q.length:0,p:+q.reduce((s,x)=>s+pnl(x),0).toFixed(2),dd:+dd.toFixed(2),worst:q.length?+Math.min(...q.map(pnl)).toFixed(2):0};}\nconsole.log('CENSUS',JSON.stringify({n:A.length,w:A.filter(x=>x.win).length,hold:met(A,x=>x.base20),tp5:met(A,x=>x.tp5)}));\nconsole.log('LOSS_PRE');for(const x of A.filter(x=>!x.win))console.log(JSON.stringify({event:x.event,asset:x.asset,side:x.side,base20:+x.base20.toFixed(2),tp5:+x.tp5.toFixed(2),rtfc:x.last.rtfc,req:x.last.required,ratio:+x.passRatio.toFixed(2),prevRtfc:x.prevRtfc,prevReq:x.prevReq,prevRatio:Number.isFinite(x.prevRatio)?+x.prevRatio.toFixed(2):null,dRtfc:Number.isFinite(x.deltaRtfc)?+x.deltaRtfc.toFixed(2):null,dRt:Number.isFinite(x.deltaRt)?+x.deltaRt.toFixed(2):null,dRl:Number.isFinite(x.deltaRl)?+x.deltaRl.toFixed(2):null,samePrev:x.sameTargetPrev,stable2:x.targetStable2,preNear:x.preNearCount,preMax:Number.isFinite(x.preRatioMax)?+x.preRatioMax.toFixed(2):null,spread:+x.spread.toFixed(3),dSpread:+x.spreadDelta.toFixed(3),dirTop:+x.dirTop.toFixed(3),dTop:+x.dirTopDelta.toFixed(3),dirImb:+x.dirImb.toFixed(3),dImb:+x.dirImbDelta.toFixed(3),askMom:+x.askMomentum.toFixed(3)}));\nconst gates:any[]=[];function add(name:string,f:(x:any)=>boolean){const q=A.filter(f);gates.push({name,hold:met(q,x=>x.base20),tp5:met(q,x=>x.tp5)});}add('ALL',x=>true);\nfor(const t of [.8,.9,1,1.05,1.1,1.2,1.3,1.5])add('passRatio>='+t,x=>x.passRatio>=t);\nfor(const t of [-.5,-.25,-.1,0,.1,.25,.5,1])add('delta_rTFC>='+t,x=>x.deltaRtfc>=t);\nfor(const t of [-.5,-.25,-.1,0,.1,.25,.5,1])add('delta_Rtwap>='+t,x=>x.deltaRt>=t);\nfor(const t of [-1,-.5,-.25,0,.25,.5,1])add('delta_Rlive>='+t,x=>x.deltaRl>=t);\nadd('same_target_prev',x=>x.sameTargetPrev);add('target_stable_2prev',x=>x.targetStable2);add('target_stable_3prev',x=>x.targetStable3);\nfor(const t of [0,.25,.5,.75,1])add('prevRatio>='+t,x=>x.prevRatio>=t);\nfor(const n of [1,2,3,4,5])add('preNearCount>='+n,x=>x.preNearCount>=n);\nfor(const t of [.75,1,1.25,1.5])add('preRatioMax>='+t,x=>x.preRatioMax>=t);\nfor(const t of [-.05,-.02,-.01,0,.01,.02,.05])add('spreadDelta<='+t,x=>x.spreadDelta<=t);\nfor(const t of [-.3,-.2,-.1,0,.1,.2,.3])add('dirTopDelta>='+t,x=>x.dirTopDelta>=t);\nfor(const t of [-.3,-.2,-.1,0,.1,.2,.3])add('dirImbDelta>='+t,x=>x.dirImbDelta>=t);\nfor(const t of [-.1,-.05,-.02,-.01,0,.01,.02,.05,.1])add('askMomentum>='+t,x=>x.askMomentum>=t);\nconsole.log('PRE_GATES_TOP_HOLD');for(const g of gates.filter(g=>g.hold.n>=5).sort((a,b)=>b.hold.p-a.hold.p).slice(0,30))console.log(JSON.stringify(g));\nconsole.log('PRE_GATES_TOP_TP5');for(const g of gates.filter(g=>g.tp5.n>=5).sort((a,b)=>b.tp5.p-a.tp5.p).slice(0,30))console.log(JSON.stringify(g));\n// Hybrid exit: select entry by a gate; then strong subset holds, rest take +5. Test one-dimensional strength choices only.\nconst entryGates:any[]=[['current',(x:any)=>true],['r>=1.1',(x:any)=>x.last.rtfc>=1.1],['ratio>=1.5',(x:any)=>x.passRatio>=1.5],['spread<=.04',(x:any)=>x.spread<=.04+1e-9],['r>=1.1&spread<=.04',(x:any)=>x.last.rtfc>=1.1&&x.spread<=.04+1e-9]];\nconst strongDefs:any[]=[];for(const t of [1.1,1.2,1.3,1.5,1.75,2,2.25])strongDefs.push(['rtfc>='+t,(x:any)=>x.last.rtfc>=t]);for(const t of [1.2,1.5,1.75,2])strongDefs.push(['ratio>='+t,(x:any)=>x.passRatio>=t]);for(const s of [.01,.02,.03,.04])strongDefs.push(['spread<='+s,(x:any)=>x.spread<=s+1e-9]);\nconsole.log('HYBRID');for(const [en,ef] of entryGates){for(const [sn,sf] of strongDefs){const q=A.filter(ef);const m=met(q,x=>sf(x)?x.base20:x.tp5);console.log(JSON.stringify({entry:en,strong:sn,...m}));}}\n// Robustness for the most promising alternative designs.\nconst chrono=[...A].sort((a,b)=>String(a.end).localeCompare(String(b.end))),cut=Math.floor(A.length/2),H1=new Set(chrono.slice(0,cut).map(x=>x.event)),H2=new Set(chrono.slice(cut).map(x=>x.event));\nfunction splitReport(name:string,ef:(x:any)=>boolean,pf:(x:any)=>number){const q=A.filter(ef);const S=(z:any[])=>met(z,pf);console.log('ROB',JSON.stringify({name,all:S(q),btc:S(q.filter(x=>x.asset==='btc')),eth:S(q.filter(x=>x.asset==='eth')),sol:S(q.filter(x=>x.asset==='sol')),old:S(q.filter(x=>x.src.includes('_old'))),current:S(q.filter(x=>!x.src.includes('_old'))),H1:S(q.filter(x=>H1.has(x.event))),H2:S(q.filter(x=>H2.has(x.event)))}));}\nsplitReport('current_entry_hybrid_spread02',x=>true,x=>x.spread<=.02+1e-9?x.base20:x.tp5);\nsplitReport('r1.1_entry_TP5',x=>x.last.rtfc>=1.1,x=>x.tp5);\nsplitReport('r1.1_entry_hybrid_spread02',x=>x.last.rtfc>=1.1,x=>x.spread<=.02+1e-9?x.base20:x.tp5);\nsplitReport('stable2_entry_TP5',x=>x.targetStable2,x=>x.tp5);\nsplitReport('stable2_entry_hybrid_spread02',x=>x.targetStable2,x=>x.spread<=.02+1e-9?x.base20:x.tp5);\nsplitReport('deltaRtfc01_entry_TP5',x=>x.deltaRtfc>=.1,x=>x.tp5);\nsplitReport('current_entry_hybrid_ratio15',x=>true,x=>x.passRatio>=1.5?x.base20:x.tp5);\nconsole.log('BEST_HYBRID_DETAIL');for(const x of A.filter(x=>x.last.rtfc>=1.1))console.log(JSON.stringify({event:x.event,asset:x.asset,win:x.win,rtfc:x.last.rtfc,ratio:+x.passRatio.toFixed(2),spread:+x.spread.toFixed(3),exit:x.spread<=.02+1e-9?'HOLD':'TP5',tp5hit:x.tp5hit,hold:+x.base20.toFixed(2),tp5:+x.tp5.toFixed(2),chosen:+(x.spread<=.02+1e-9?x.base20:x.tp5).toFixed(2),stable2:x.targetStable2,dRtfc:Number.isFinite(x.deltaRtfc)?+x.deltaRtfc.toFixed(2):null}));\nconsole.log('RATIO_SWEEP_HOLD');for(let t=1.30;t<=1.51;t+=.01){const q=A.filter(x=>x.passRatio>=t-1e-9);if(q.length<5)continue;console.log(JSON.stringify({t:+t.toFixed(2),...met(q,x=>x.base20),old:met(q.filter(x=>x.src.includes('_old')),x=>x.base20),current:met(q.filter(x=>!x.src.includes('_old')),x=>x.base20),H1:met(q.filter(x=>H1.has(x.event)),x=>x.base20),H2:met(q.filter(x=>H2.has(x.event)),x=>x.base20),btc:met(q.filter(x=>x.asset==='btc'),x=>x.base20),eth:met(q.filter(x=>x.asset==='eth'),x=>x.base20),sol:met(q.filter(x=>x.asset==='sol'),x=>x.base20)}));}\nconsole.log('OUTCOME_FEATURES');for(const win of [true,false]){const q=A.filter(x=>x.win===win);const avg=(f:(x:any)=>number)=>{const v=q.map(f).filter(Number.isFinite);return v.length?+(v.reduce((a,b)=>a+b,0)/v.length).toFixed(3):null};console.log(JSON.stringify({win,n:q.length,rtfc:avg(x=>x.last.rtfc),ratio:avg(x=>x.passRatio),spread:avg(x=>x.spread),dRtfc:avg(x=>x.deltaRtfc),dirTop:avg(x=>x.dirTop),dirImb:avg(x=>x.dirImb)}));}\nconsole.log('RATIO_140_DETAIL');for(const x of A.filter(x=>x.passRatio>=1.4))console.log(JSON.stringify({event:x.event,asset:x.asset,win:x.win,rtfc:x.last.rtfc,required:x.last.required,ratio:+x.passRatio.toFixed(3),spread:+x.spread.toFixed(3),hold:+x.base20.toFixed(2)}));\nconsole.log('HOLD_PERSISTENCE_COMBOS');const pc:any[]=[];const padd=(name:string,f:(x:any)=>boolean)=>{const q=A.filter(f);pc.push({name,all:met(q,x=>x.base20),old:met(q.filter(x=>x.src.includes('_old')),x=>x.base20),current:met(q.filter(x=>!x.src.includes('_old')),x=>x.base20),H1:met(q.filter(x=>H1.has(x.event)),x=>x.base20),H2:met(q.filter(x=>H2.has(x.event)),x=>x.base20),btc:met(q.filter(x=>x.asset==='btc'),x=>x.base20),eth:met(q.filter(x=>x.asset==='eth'),x=>x.base20),sol:met(q.filter(x=>x.asset==='sol'),x=>x.base20)});};for(const rr of [1.1,1.2,1.3,1.4,1.5])for(const dt of [0,.05,.1,.2])padd(`ratio>=${rr}&dirTop>=${dt}`,x=>x.passRatio>=rr&&x.dirTop>=dt);for(const rr of [1.1,1.2,1.3,1.4])for(const sd of [.02,.03,.04,.05])padd(`ratio>=${rr}&spread<=${sd}`,x=>x.passRatio>=rr&&x.spread<=sd+1e-9);for(const dt of [0,.05,.1,.2])for(const sd of [.02,.03,.04])padd(`dirTop>=${dt}&spread<=${sd}`,x=>x.dirTop>=dt&&x.spread<=sd+1e-9);for(const g of pc.filter(g=>g.all.n>=5).sort((a,b)=>b.all.p-a.all.p).slice(0,30))console.log(JSON.stringify(g));\nexport default null;",[172],"pulls","branches","forks","envVars",{"_186":61,"_188":61},"connections",{"_186":61,"_187":61},"count","unfilledCount","emptyCount",{"_43":171,"_32":172,"_30":173,"_135":-5,"_41":42,"_40":174,"_137":138,"_38":211,"_13":176,"_33":34,"_35":177,"_24":25,"_142":-5,"_196":212,"_27":213},{"_43":167,"_32":28,"_30":31,"_135":-5,"_41":42,"_40":14,"_137":25,"_38":208,"_13":169,"_33":34,"_35":37,"_24":25,"_142":-5,"_196":209,"_27":210},{"_43":159,"_32":160,"_30":161,"_135":-5,"_41":42,"_40":162,"_137":138,"_38":205,"_13":164,"_33":34,"_35":165,"_24":25,"_142":-5,"_196":206,"_27":207},{"_43":152,"_32":153,"_30":154,"_135":-5,"_41":42,"_40":155,"_137":138,"_38":202,"_13":61,"_33":34,"_35":157,"_24":25,"_142":-5,"_196":203,"_27":204},{"_43":144,"_32":145,"_30":146,"_135":-5,"_41":42,"_40":147,"_137":138,"_38":199,"_13":149,"_33":34,"_35":150,"_24":25,"_142":-5,"_196":200,"_27":201},{"_43":132,"_32":133,"_30":134,"_135":-5,"_41":42,"_40":136,"_137":138,"_38":195,"_13":140,"_33":34,"_35":141,"_24":25,"_142":-5,"_196":197,"_27":198},["D",1787504970053],"children",[],[133],["D",1787417100771],[],[145],["D",1787417138713],[],[153],["D",1787414211432],[],[160],["D",1787545895445],[],[28],["D",1787417243343],[],[172],["D",1787398526510],{"_95":94,"_103":99},{"_95":94,"_96":97,"_98":99,"_18":55,"_100":101,"_102":25},{"_13":84,"_32":85,"_43":42,"_86":44,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":45,"_93":94},"ctx",{"_77":-5,"_123":251,"_252":253,"_254":255,"_256":25,"_257":25,"_258":25,"_259":138,"_260":-5,"_261":-7,"_262":-7,"_263":61,"_264":25,"_265":25,"_266":-5,"_267":25,"_268":25,"_269":25,"_270":-5},"ENV",{"_222":223,"_224":225,"_226":85,"_227":228,"_229":230,"_231":232,"_233":234,"_235":236,"_237":238,"_239":240,"_241":242,"_243":244,"_245":246,"_247":248,"_249":250},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","fdb67791413f4386b4dbf18f354029a617f6160f","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"]

Diff · v38