[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_325":326,"_327":328},"routes/_app.x.$handle.$name",{"_93":92,"_31":43,"_102":83,"_26":103,"_13":14,"_104":-5,"_11":105,"_106":107,"_108":109,"_110":111,"_112":113,"_20":-5,"_114":-5,"_115":-5,"_116":24,"_117":118,"_119":24,"_120":-5,"_121":-5,"_122":123},"routes/_app.x.$handle.$name.branch.$branch.version.$version.diff",{"_11":12,"_13":14,"_15":16,"_17":-5,"_18":-5},"project",{"_41":42,"_31":43,"_36":44,"_45":-5,"_46":24,"_47":48,"_49":48,"_50":51,"_52":-5,"_18":53,"_54":-5,"_55":24,"_56":-5,"_57":-5,"_58":59,"_60":61,"_62":-5,"_63":-5,"_64":-5,"_65":-5,"_66":67,"_68":67,"_69":70,"_71":70,"_72":70,"_73":67,"_74":67,"_75":76,"_77":78,"_79":80,"_81":24},"version",78,"changes",[19],"aiChatInfo","userId",{"_20":21,"_22":-7,"_23":24,"_25":24,"_26":27,"_28":27},"file",{"_29":30,"_31":27,"_32":33,"_34":35,"_36":37,"_38":14,"_39":40,"_23":24},"previous","deleted",false,"deletedHere","path","cs_touch_fill_calibration.ts","latestPath","fileId","bad1d482-9fb6-11f1-9ed7-1607ee4eb77e","name","fileType","script","content","const src=[['BTC_OLD','https://site6666.easycryptofiat.com/jjo3-fetch.log.old'],['BTC_CUR','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH_OLD','https://site7777.easycryptofiat.com/jjo4-fetch.log.old'],['ETH_CUR','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL_OLD','https://site8888.easycryptofiat.com/jjo5-fetch.log.old'],['SOL_CUR','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\ntype O={source:string,event:string,side:string,oid:string,armRem:number,target:number,cum:number,touched:boolean,firstTouch:number|null};\nconst armRe=/\\[CS_ARM\\].*event=([^\\s]+).*side=(Up|Down).*rem_s=([0-9.]+).*shares=([0-9.]+)/, orderRe=/\\[CS_ORDER\\].*event=([^\\s]+).*side=(Up|Down).*order_id=([^\\s]+).*shares=([0-9.]+)/, fillRe=/\\[CS_FILL\\].*event=([^\\s]+).*side=(Up|Down).*order_id=([^\\s]+).*cum=([0-9.]+)/, tickEv=/event=([^\\s]+)/, tickRem=/rem_s=([0-9.]+)/, bookRe=/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/;\nconst all:O[]=[];\nfor(const [name,url] of src){const txt=await(await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();const arms=new Map(),orders=new Map(),ticks=new Map();for(const l of txt.split(/\\r?\\n/)){let m;if((m=armRe.exec(l))){arms.set(m[1]+'|'+m[2],{rem:+m[3],target:+m[4]});continue}if((m=orderRe.exec(l))){const a=arms.get(m[1]+'|'+m[2]);orders.set(m[3],{source:name,event:m[1],side:m[2],oid:m[3],armRem:a?.rem??NaN,target:+m[4],cum:0,touched:false,firstTouch:null});continue}if((m=fillRe.exec(l))){const o=orders.get(m[3]);if(o)o.cum=Math.max(o.cum,+m[4]);continue}if(l.includes('[BSPS_TICK]')){const e=tickEv.exec(l),r=tickRem.exec(l),b=bookRe.exec(l);if(e&&r&&b){let a=ticks.get(e[1]);if(!a){a=[];ticks.set(e[1],a)}a.push({rem:+r[1],up:+b[1],dn:+b[2]})}}}\nfor(const o of orders.values()){const ts=ticks.get(o.event)||[];for(const t of ts){if(t.rem>o.armRem+.6||t.rem<49.4)continue;const ask=o.side==='Up'?t.up:t.dn;if(ask<=.011){o.touched=true;o.firstTouch=o.firstTouch===null?t.rem:Math.max(o.firstTouch,t.rem)}}all.push(o)}console.log('SRC',JSON.stringify({name,orders:orders.size,touched:[...orders.values()].filter(o=>o.touched).length,touchedFilled:[...orders.values()].filter(o=>o.touched&&o.cum>0).length}));}\nconst touched=all.filter(o=>o.touched), notouched=all.filter(o=>!o.touched);const frac=touched.map(o=>Math.min(1,o.cum/o.target));const filledTouch=touched.filter(o=>o.cum>0);const q=(a:number[],p:number)=>{const b=[...a].sort((x,y)=>x-y);return b.length?b[Math.min(b.length-1,Math.floor((b.length-1)*p))]:0};console.log('TOUCHED',JSON.stringify({n:touched.length,anyFill:filledTouch.length,anyFillRate:filledTouch.length/(touched.length||1),full:touched.filter(o=>o.cum>=.99*o.target).length,fullRate:touched.filter(o=>o.cum>=.99*o.target).length/(touched.length||1),avgFillFrac:frac.reduce((a,b)=>a+b,0)/(frac.length||1),median:q(frac,.5),p25:q(frac,.25),p75:q(frac,.75)}));console.log('NO_TOUCH',JSON.stringify({n:notouched.length,filled:notouched.filter(o=>o.cum>0).length}));console.log('TOUCH_ORDERS',JSON.stringify(touched.map(o=>({source:o.source,event:o.event,side:o.side,arm:o.armRem,touch:o.firstTouch,lead:o.firstTouch===null?null:o.armRem-o.firstTouch,cum:o.cum,frac:o.cum/o.target}))));","createdAt",["D",1787574259223],"branchVersion","branchId","5eff97cb-5e48-4c30-a73b-b1c752599a9b","id","b5d4c56e-87c0-4784-9dae-c73fce44b784","poly-bsps-log-analyzer",["D",1787398526510],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Temporary live BSPS log analyzer","imageUrl","b13d5b98-32fd-4204-bf50-fce395eb52e3","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","01a0186b-55d3-76bb-8f28-5e239a5e05cf","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_93":92,"_101":97},"org",{"_93":92,"_94":95,"_96":97,"_18":53,"_98":99,"_100":24},"branch",{"_13":82,"_31":83,"_41":40,"_84":42,"_85":-5,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":43,"_91":92},"isOwned",108,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","lorencetang","handle","displayName","Lorence Tang","avatar","https://lh3.googleusercontent.com/a/ACg8ocKXYNWn4Fg7SDJtPMUkccTZpjUdPW31lGVY1hyWwUNH-uR15Q=s96-c","tier","free","canRestrictVals","profileImageUrl","branchName","","adoptOrgId",{"_41":42,"_31":43,"_36":321,"_45":-5,"_46":24,"_47":48,"_49":48,"_50":51,"_52":-5,"_18":53,"_54":-5,"_55":24,"_56":-5,"_57":-5,"_58":59,"_60":61,"_62":-5,"_63":-5,"_64":-5,"_65":-5,"_66":67,"_68":67,"_69":70,"_71":70,"_72":70,"_73":67,"_74":67,"_75":322,"_77":323,"_79":324,"_81":24},"tree",[260,261,262,263,264,265,266,267,268,269,270,271,272,273,274],"files",[260,261,262,263,264,265,266,267,268,269,270,271,272,273,274],"counts",{"_250":59,"_251":223,"_252":59,"_253":254,"_255":256},"contents",[124,125,126,127,128,129,130,131,132,133,134,135,136,137,138],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_41":243,"_31":244,"_29":245,"_142":-5,"_39":40,"_38":246,"_144":145,"_36":247,"_13":163,"_32":33,"_34":248,"_23":24,"_148":-5,"_26":249},{"_41":236,"_31":237,"_29":238,"_142":-5,"_39":40,"_38":239,"_144":145,"_36":240,"_13":59,"_32":33,"_34":241,"_23":24,"_148":-5,"_26":242},{"_41":233,"_31":27,"_29":30,"_142":-5,"_39":40,"_38":14,"_144":145,"_36":234,"_13":59,"_32":33,"_34":35,"_23":24,"_148":-5,"_26":235},{"_41":226,"_31":227,"_29":228,"_142":-5,"_39":40,"_38":229,"_144":145,"_36":230,"_13":155,"_32":33,"_34":231,"_23":24,"_148":-5,"_26":232},{"_41":218,"_31":219,"_29":220,"_142":-5,"_39":40,"_38":221,"_144":145,"_36":222,"_13":223,"_32":33,"_34":224,"_23":24,"_148":-5,"_26":225},{"_41":211,"_31":212,"_29":213,"_142":-5,"_39":40,"_38":214,"_144":145,"_36":215,"_13":155,"_32":33,"_34":216,"_23":24,"_148":-5,"_26":217},{"_41":203,"_31":204,"_29":205,"_142":-5,"_39":40,"_38":206,"_144":145,"_36":207,"_13":208,"_32":33,"_34":209,"_23":24,"_148":-5,"_26":210},{"_41":195,"_31":196,"_29":197,"_142":-5,"_39":40,"_38":198,"_144":145,"_36":199,"_13":200,"_32":33,"_34":201,"_23":24,"_148":-5,"_26":202},{"_41":188,"_31":189,"_29":190,"_142":-5,"_39":40,"_38":191,"_144":145,"_36":192,"_13":59,"_32":33,"_34":193,"_23":24,"_148":-5,"_26":194},{"_41":181,"_31":182,"_29":183,"_142":-5,"_39":40,"_38":184,"_144":145,"_36":185,"_13":59,"_32":33,"_34":186,"_23":24,"_148":-5,"_26":187},{"_41":174,"_31":175,"_29":176,"_142":-5,"_39":40,"_38":177,"_144":145,"_36":178,"_13":59,"_32":33,"_34":179,"_23":24,"_148":-5,"_26":180},{"_41":166,"_31":167,"_29":168,"_142":-5,"_39":40,"_38":169,"_144":145,"_36":170,"_13":171,"_32":33,"_34":172,"_23":24,"_148":-5,"_26":173},{"_41":158,"_31":159,"_29":160,"_142":-5,"_39":40,"_38":161,"_144":145,"_36":162,"_13":163,"_32":33,"_34":164,"_23":24,"_148":-5,"_26":165},{"_41":150,"_31":151,"_29":152,"_142":-5,"_39":40,"_38":153,"_144":145,"_36":154,"_13":155,"_32":33,"_34":156,"_23":24,"_148":-5,"_26":157},{"_41":139,"_31":140,"_29":141,"_142":-5,"_39":40,"_38":143,"_144":145,"_36":146,"_13":59,"_32":33,"_34":147,"_23":24,"_148":-5,"_26":149},"f22727e8-68bf-4ce0-bfda-e54799c8da83","winner_fillability.ts","910579ea-9fb3-11f1-b9ee-1607ee4eb77e","parentId",76,"latest",true,["D",1787572900613],"const sources=[['BTC_OLD','https://site6666.easycryptofiat.com/jjo3-fetch.log.old'],['BTC_CUR','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH_OLD','https://site7777.easycryptofiat.com/jjo4-fetch.log.old'],['ETH_CUR','https://site7777.easycryptofiat.com/jjo4-fetch.log']] as const;\nconst targets:any={\n'btc-updown-5m-1787288400':'Down','btc-updown-5m-1787529900':'Up','btc-updown-5m-1787550600':'Up',\n'eth-updown-5m-1787247300':'Up','eth-updown-5m-1787410200':'Down','eth-updown-5m-1787536800':'Up'};\nconst er=/event=([^\\s]+)/, rr=/rem_s=([0-9.]+)/, br=/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/;\nfor(const [name,url] of sources){const txt=await(await fetch(url,{headers:{'cache-control':'no-cache'}})).text();const m=new Map>();for(const l of txt.split(/\\r?\\n/)){if(!l.includes('[BSPS_TICK]'))continue;const e=er.exec(l);if(!e||!targets[e[1]])continue;const r=rr.exec(l),b=br.exec(l);if(!r||!b)continue;const side=targets[e[1]],ask=side==='Up'?+b[1]:+b[2],rem=Math.round(+r[1]);let q=m.get(e[1]);if(!q){q=new Map();m.set(e[1],q)}q.set(rem,Math.min(q.get(rem)??99,ask))}for(const [ev,q] of m){const secs=[...q.keys()].sort((a,b)=>b-a),one=secs.filter(s=>(q.get(s)??99)<=.011);if(!one.length){console.log('DWELL',JSON.stringify({source:name,ev,side:targets[ev],none:true}));continue}const first=one[0];let cont=0,last=first;for(let s=first;s>=0;s--){if(!q.has(s))continue;const a=q.get(s)!;if(a<=.011){cont=first-s+1;last=s}else break}console.log('DWELL',JSON.stringify({source:name,ev,side:targets[ev],first1:first,lastCont1:last,contiguousSeconds:cont,totalOneCentSeconds:one.length,lastAny1:one[one.length-1]}))}}","label",[140],"6ea812fa-9523-4436-a56d-8aa16b190368","transition_rules.ts","4d826868-9fae-11f1-ad52-1607ee4eb77e",73,["D",1787570760129],3,"type T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};type E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\nconst cfg=[['BTC','https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL','https://site8888.easycryptofiat.com/jjo5-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\nconst R={ev:/event=([^\\s]+)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,out:/outcome=(UP|DOWN)/,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.]+)/};\nfunction get(m:Map,e:string){let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v}async function parse(url:string){const m=new Map(),txt=await(await fetch(url,{headers:{'cache-control':'no-cache'}})).text();console.log('FETCH',url,txt.length);for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(m,e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(m,e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(m,e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(m,e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}for(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const o:T[]=[];const s=new Set();for(const t of v.t){const k=[t.rem,t.old,t.tw,t.up,t.dn,t.w,t.id].join('|');if(!s.has(k)){s.add(k);o.push(t)}}v.t=o}return m}\nfunction ni(a:T[],rem:number){let bi=-1,d=1e9;for(let i=0;iq.dL5>0&&q.dT5>=0&&q.ask<=q.a5]] as const;\nfunction sim(asset:string,m:Map,maxAsk:number,rule:any){let sig=0,fill=0,win=0,loss=0,nf=0;const wins:any[]=[];for(const [ev,v] of m){if(v.sp===null||v.tsp===null||!v.out)continue;const off=v.sp-v.tsp;for(const side of ['Up','Down']){const s=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let arm:any=null,first1:T|null=null;for(let i=0;imaxAsk||t.w===null||t.id===null)continue;const i3=ni(v.t,t.rem+3),i5=ni(v.t,t.rem+5),i10=ni(v.t,t.rem+10);if(i3<0||i5<0||i10<0)continue;const h3=v.t[i3],h5=v.t[i5],h10=v.t[i10];if(h5.w===null)continue;const live=(x:T)=>s*(x.old+off)/v.sp!*1e4,tw=(x:T)=>s*x.tw/v.sp!*1e4,a=(x:T)=>(x as any)[k] as number;const q={ask,a5:a(h5),a10:a(h10),dL3:live(t)-live(h3),dL5:live(t)-live(h5),dL10:live(t)-live(h10),dT3:tw(t)-tw(h3),dT5:tw(t)-tw(h5),dT10:tw(t)-tw(h10),bp:s*t.w,dbp5:s*(t.w-h5.w),sid:s*t.id};if(rule(q))arm={rem:t.rem,ask,q}}if(!arm)continue;sig++;const touched=!!first1&&first1.rem(), 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",[159],"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;",[167],"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;",[175],"3006fe0f-a5d6-432d-99a4-dc5f283257ab","recovery_lr.ts","fae9f21a-9fad-11f1-975d-1607ee4eb77e",66,["D",1787570501182],"type T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};\ntype E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\ntype Row={asset:string,ep:number,ev:string,side:string,rem:number,ask:number,x:number[],touched:boolean,win:boolean,fill:number|null};\nconst cfg=[['BTC','https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL','https://site8888.easycryptofiat.com/jjo5-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\nconst R={ev:/event=([^\\s]+)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,out:/outcome=(UP|DOWN)/,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.]+)/};\nfunction get(m:Map,e:string){let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v}\nasync function parse(url:string){const m=new Map();const txt=await(await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();console.log('FETCH',url,txt.length);for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(m,e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(m,e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(m,e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(m,e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}for(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const out:T[]=[];const seen=new Set();for(const t of v.t){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)}}v.t=out}return m}\nfunction near(a:T[],rem:number){let z:T|null=null,d=1e9;for(const t of a){const q=Math.abs(t.rem-rem);if(q0;j--){const c=a[j],p=a[j-1];if(p.rem-now>window)break;const dt=p.rem-c.rem;if(dt<=0||dt>4)continue;const x0=(p.old+off)/sp*1e4,x1=(c.old+off)/sp*1e4;ss+=(x1-x0)**2;dtot+=dt}return dtot>=20?Math.sqrt(ss/dtot):null}\nfunction lockedAreaBps(a:T[],i:number,off:number,sp:number,s: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;const hi=Math.min(p.rem,60),lo=Math.max(c.rem,r);if(hi<=lo)continue;const xp=s*(p.old+off)/sp*1e4,xc=s*(c.old+off)/sp*1e4,den=p.rem-c.rem||1;const fhi=(p.rem-hi)/den,flo=(p.rem-lo)/den,xhi=xp+(xc-xp)*fhi,xlo=xp+(xc-xp)*flo;area+=(xhi+xlo)*.5*(hi-lo)}return area}\nfunction finalZ(a:T[],i:number,off:number,sp:number,s:number,sig:number){const t=a[i],r=Math.max(.1,t.rem),x=s*(t.old+off)/sp*1e4;if(r<=60){const area=lockedAreaBps(a,i,off,sp,s),mean=area+x*r,v=sig*sig*r*r*r/3;return v>0?mean/Math.sqrt(v):0}else{const mean=60*x,v=sig*sig*(3600*(r-60)+72000);return v>0?mean/Math.sqrt(v):0}}\nfunction rowsFrom(asset:string,m:Map,maxAsk:number){const rows:Row[]=[];for(const [ev,v] of m){if(v.sp===null||v.tsp===null||!v.out||!v.t.length)continue;const ep=+(ev.split('-').at(-1)||0),off=v.sp-v.tsp;for(const side of ['Up','Down']){const s=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let cidx=-1,first1:T|null=null;for(let i=0;i=.019&&ask<=maxAsk)cidx=i}if(cidx<0)continue;const c=v.t[cidx],h3=near(v.t,c.rem+3),h5=near(v.t,c.rem+5),h10=near(v.t,c.rem+10),h20=near(v.t,c.rem+20);if(!h3||!h5||!h10||!h20||c.w===null||c.id===null||h3.w===null||h5.w===null||h10.w===null)continue;const sig=sigBps(v.t,cidx,off,v.sp);if(sig===null||sig<=1e-9)continue;const live=(t:T)=>s*(t.old+off)/v.sp!*1e4,tw=(t:T)=>s*t.tw/v.sp!*1e4,ask=(t:T)=>(t as any)[k] as number;const lb=live(c),tb=tw(c);const exp=Math.max(sig*Math.sqrt(Math.max(c.rem,1)),1e-6);const z=finalZ(v.t,cidx,off,v.sp,s,sig);const bp3=(s*c.w+s*h3.w+s*h5.w)/3,bp10=(s*c.w+s*h5.w+s*h10.w)/3;const id3=(s*c.id+(h3.id===null?0:s*h3.id)+(h5.id===null?0:s*h5.id))/3;const x=[c.rem/300,c.rem<60?(60-c.rem)/60:0,c.ask??0,lb/10,tb/10,(lb-tb)/10,lb/exp,tb/exp,z,(lb-live(h3))/3,(lb-live(h5))/5,(lb-live(h10))/10,(tb-tw(h3))/3,(tb-tw(h5))/5,(tb-tw(h10))/10,s*c.w,bp3,bp10,s*c.id,id3,s*(c.w-h5.w),s*(c.w-h10.w),(ask(h3)-ask(c))/.03,(ask(h5)-ask(c))/.05,(ask(h10)-ask(c))/.10,(ask(h20)-ask(c))/.20,asset==='BTC'?1:0,asset==='ETH'?1:0];const touched=!!first1&&first1.remr.touched),d=t[0].x.length,n=t.length,mu=Array(d).fill(0),sd=Array(d).fill(0);for(const r of t)for(let j=0;jr.win).length/n;let b=Math.log(Math.max(1e-5,rate)/Math.max(1e-5,1-rate)),w=Array(d).fill(0);for(let step=0;step<2500;step++){let gb=0,gw=Array(d).fill(0);for(const r of t){let q=b;for(let j=0;j{let q=b;for(let j=0;ja.ep-b.ep);cur.sort((a,b)=>a.ep-b.ep);const cut=old[Math.floor(old.length*.7)].ep,train=old.filter(r=>r.epr.ep>=cut);for(const lam of [.1,1,10,50]){const mod=fit(train,lam),v=evalRows(val,mod),c=evalRows(cur,mod);console.log('GRID',JSON.stringify({maxAsk,lam,trainTouched:train.filter(r=>r.touched).length,trainWins:train.filter(r=>r.win).length,val:{...v,trades:undefined},current:{...c,trades:undefined}}))}}\n// Frozen final: choose only from OLD validation outside this script; print candidates for each grid after refit all old for inspection.\nfor(const maxAsk of [.03,.05]){let old:Row[]=[],cur:Row[]=[];for(const a of ['BTC','ETH','SOL']){old.push(...datasets[a][maxAsk].old);cur.push(...datasets[a][maxAsk].cur)}old.sort((a,b)=>a.ep-b.ep);cur.sort((a,b)=>a.ep-b.ep);for(const lam of [.1,1,10,50]){const mod=fit(old,lam),c=evalRows(cur,mod);console.log('FINALGRID',JSON.stringify({maxAsk,lam,oldTouched:old.filter(r=>r.touched).length,oldWins:old.filter(r=>r.win).length,current:{...c,trades:undefined}}));console.log('CURRENT_WINS',JSON.stringify(c.trades.filter((r:any)=>r.win).map((r:any)=>({asset:r.asset,ev:r.ev,side:r.side,rem:r.rem,ask:r.ask,fill:r.fill,p:r.p}))))}}\n",[182],"84c8012c-4243-4139-90bb-a665618b6f78","probe_rotations.ts","9d8b919c-9f75-11f1-ab26-1607ee4eb77e",50,["D",1787546292822],"const bases=[['btc','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['eth','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['sol','https://site8888.easycryptofiat.com/jjo5-fetch.log']];\nconst suff=['.1','.2','.3','.old.1','.old.2','.old.3','.bak','.prev','.previous','.old2','.old3','.old.old'];\nfor(const [a,b] of bases){for(const s of suff){try{const r=await fetch(b+s,{method:'HEAD',headers:{'cache-control':'no-cache'}});if(r.status===200)console.log(a,s,r.status,r.headers.get('content-length'),r.headers.get('last-modified'));}catch{}}}\n",[189],"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;",[196],"378680ac-c214-448e-996d-3a28ab6764d2","onecfv_backtest.ts","9977051a-9f74-11f1-8a74-1607ee4eb77e",57,["D",1787546510314],19,"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,prevP:number|null=null,prevAsk:number|null=null;for(let i=0;iask){active=true;armRem=t.rem;armAsk=ask;armP=p;}prevP=p;prevAsk=ask;}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)));\n// loss samples suppressed for batch runs\nconsole.log('CS_WINS',JSON.stringify(cs.filter(x=>x.win)));\nconsole.log('CS2_WINS',JSON.stringify(cs2.filter(x=>x.win)));\n\n// Diagnose every 1c side that actually won: maximum structural P before first touch and cheap-state details.\nconst diag:any[]=[];\nfor(const [event,v] of evs){if(v.sp===null||v.tsp===null||!v.out||!v.ticks.length)continue;v.ticks=dedupTicks(v.ticks);const offset=v.sp-v.tsp;const side=v.out==='UP'?'Up':'Down',k=side==='Up'?'up':'dn';let best:any=null,first1:number|null=null;for(let i=0;ibest.p))best={rem:t.rem,ask,p,old:t.old,tw:t.tw,w:t.w,id:t.id};}if(first1!==null)diag.push({event,side,first1,best});}\n// diagnostics suppressed\n\nconst diagNear:any[]=[];\nfor(const [event,v] of evs){if(v.sp===null||v.tsp===null||!v.out||!v.ticks.length)continue;v.ticks=dedupTicks(v.ticks);const offset=v.sp-v.tsp;const side=v.out==='UP'?'Up':'Down',k=side==='Up'?'up':'dn';let first=-1;for(let i=0;i();const get=(e:string)=>{let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v};return (async()=>{for(const url of urls){const txt=await(await fetch(url,{headers:{'cache-control':'no-cache'}})).text();console.log('FETCH',asset,url,txt.length);for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}}for(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const o:T[]=[];const s=new Set();for(const t of v.t){const k=[t.rem,t.old,t.tw,t.up,t.dn,t.w,t.id].join('|');if(!s.has(k)){s.add(k);o.push(t)}}v.t=o}\nconst rows:any[]=[];for(const [ev,v] of m){if(!v.out||v.sp===null||v.tsp===null)continue;const off=v.sp-v.tsp;for(const side of ['Up','Down']){const sg=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let first1:T|null=null;for(const t of v.t){if((t as any)[k]<=.011){first1=t;break}}if(!first1)continue;for(let i=0;i.05||t.ok!==1)continue;const h5=near(v.t,t.rem+5),h10=near(v.t,t.rem+10);if(!h5||!h10)continue;const live=sg*(t.old+off)/v.sp*10000,tw=sg*t.tw/v.sp*10000,live5=sg*(h5.old+off)/v.sp*10000,tw5=sg*h5.tw/v.sp*10000,live10=sg*(h10.old+off)/v.sp*10000,tw10=sg*h10.tw/v.sp*10000;const bp=t.w===null?null:sg*t.w;const bpa=h5.w===null||bp===null?null:bp-sg*h5.w;const id=t.id===null?null:sg*t.id;const fams:string[]=[];\nif(live>0&&tw>0)fams.push('A_BOTH_ALREADY_WINNING');\nif(live>0&&tw<=0&&tw>tw5&&tw5>=tw10)fams.push('B_SPOT_LED_TWAP_CATCHUP');\nif(live<=0&&tw<=0&&live>live5&&live5>=live10&&tw>tw5&&tw5>=tw10&&bp!==null&&bp>0)fams.push('C_JOINT_RECOVERY_PRESSURE');\nif(live>tw&&tw>tw5&&(live-tw)>(live5-tw5)&&bp!==null&&bp>0&&h5.w!==null&&sg*h5.w>0&&id!==null&&id>0&&ask<(h5 as any)[k])fams.push('E_WIDENING_LEAD_PERSISTENT_PRESSURE');\nif(live<0&&tw<0&&live>tw&&tw>tw5&&bp!==null&&bp>0&&id!==null&&id>0)fams.push('D_LIVE_LEADS_TWAP_MICRO');\nif(fams.length){const fam=fams[0];rows.push({asset,ev,side,fam,arm:t.rem,ask,live,tw,bp,bpa,id,fill:first1.rem,win:v.out===side.toUpperCase()});break}\n}}}\nconst by:any={};for(const r of rows){const z=by[r.fam]??={signals:0,wins:0,losses:0,pnl:0,events:[]};z.signals++;if(r.win){z.wins++;z.pnl+=990}else{z.losses++;z.pnl-=10}z.events.push(r)}console.log('RESULT',asset,JSON.stringify(Object.fromEntries(Object.entries(by).map(([k,v]:any)=>[k,{signals:v.signals,wins:v.wins,losses:v.losses,wr:v.wins/v.signals,pnl:v.pnl}]))));for(const [k,v] of Object.entries(by) as any)console.log('WINS',asset,k,JSON.stringify(v.events.filter((x:any)=>x.win)));return by})()}\nfor(const [a,u1,u2] of assets as any)await run(a,[u1,u2]);",[212],"27220bcc-e84a-4752-bd81-858b83ce7344","lifetime_backtest.ts","592c1cd6-9fb3-11f1-81f0-1607ee4eb77e",75,["D",1787572849621],1,"type T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};type E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\nconst cfg=[['BTC','https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL','https://site8888.easycryptofiat.com/jjo5-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\nconst R={ev:/event=([^\\s]+)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,out:/outcome=(UP|DOWN)/,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.]+)/};\nfunction get(m:Map,e:string){let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v}\nasync function parse(url:string){const m=new Map();const txt=await(await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(m,e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(m,e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(m,e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(m,e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}for(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const out:T[]=[];const seen=new Set();for(const t of v.t){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)}}v.t=out}const eps=[...m.keys()].map(e=>+(e.split('-').at(-1)||0)).filter(Boolean);const labeled=[...m.values()].filter(v=>v.out&&v.sp!==null&&v.tsp!==null&&v.t.length).length;console.log('FETCHMETA',JSON.stringify({url,bytes:txt.length,labeled,min:eps.length?Math.min(...eps):null,max:eps.length?Math.max(...eps):null}));return m}\nfunction ni(a:T[],rem:number){let bi=-1,d=1e9;for(let i=0;i){const out:any[]=[];for(const [ev,v] of m){if(v.sp===null||v.tsp===null||!v.out)continue;const off=v.sp-v.tsp;for(const side of ['Up','Down']){const s=side==='Up'?1:-1,k=side==='Up'?'up':'dn';let arm:any=null,first1:T|null=null;for(let i=0;i.05)continue;const i5=ni(v.t,t.rem+5);if(i5<0)continue;const h5=v.t[i5];const live=(x:T)=>s*(x.old+off)/v.sp!*1e4,tw=(x:T)=>s*x.tw/v.sp!*1e4,a=(x:T)=>(x as any)[k] as number;const dL5=live(t)-live(h5),dT5=tw(t)-tw(h5),a5=a(h5);if(dL5>0&&dT5>=0&&ask<=a5)arm={rem:t.rem,ask,dL5,dT5,a5}}if(arm)out.push({asset,ev,ep:+(ev.split('-').at(-1)||0),side,arm:arm.rem,ask:arm.ask,dL5:arm.dL5,dT5:arm.dT5,a5:arm.a5,first1:first1?.rem??null,lead:first1?arm.rem-first1.rem:null,win:!!first1&&v.out===side.toUpperCase()})}}return out}\nfunction stat(rows:any[],life:number){let fills=0,w=0,l=0,nf=0;const wr:any[]=[];for(const r of rows){const ok=r.first1!==null&&r.lead>=0&&(life===Infinity||r.lead<=life);if(ok){fills++;if(r.win){w++;wr.push(r)}else l++}else nf++}return {signals:rows.length,fills,wins:w,losses:l,nofill:nf,wr:fills?w/fills:0,pnl:w*990-l*10,winners:wr}}\nconst all:any={};for(const [asset,ou,cu] of cfg){const om=await parse(ou),cm=await parse(cu);const os=signals(asset,om),cs=signals(asset,cm);all[asset]={old:os,current:cs};for(const life of [5,10,15,20,30,45,60,90,Infinity]){const o=stat(os,life),c=stat(cs,life);console.log('LIFE',JSON.stringify({asset,life:life===Infinity?'INF':life,old:{...o,winners:undefined},current:{...c,winners:undefined}}));if(life===Infinity||life===30)console.log('WINNERS',JSON.stringify({asset,life:life===Infinity?'INF':life,old:o.winners,current:c.winners}))}}\nfor(const life of [60,70,75,80,90,105,120,Infinity]){let rowsOld:any[]=[],rowsCur:any[]=[];for(const a of ['BTC','ETH']){rowsOld.push(...all[a].old);rowsCur.push(...all[a].current)}const o=stat(rowsOld,life),c=stat(rowsCur,life);console.log('BTCETH',JSON.stringify({life:life===Infinity?'INF':life,old:{...o,winners:undefined},current:{...c,winners:undefined},combined:{fills:o.fills+c.fills,wins:o.wins+c.wins,losses:o.losses+c.losses,nofill:o.nofill+c.nofill,wr:(o.wins+c.wins)/(o.fills+c.fills||1),pnl:o.pnl+c.pnl}}))}",[219],"0eb8cc9e-c008-44a2-835c-67539a58ed0d","deep_rtfc.ts","1d0be0b0-9e46-11f1-a0e0-1607ee4eb77e",29,["D",1787417243343],"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;",[227],"b556a439-6b7e-46b3-ba69-c2ce1f517716",["D",1787574259223],[27],"03ee2100-c546-4b9c-b258-324a5635f3b5","cs_fill_calibration.ts","885be876-9fb6-11f1-8026-1607ee4eb77e",77,["D",1787574174565],"const src=[['BTC_OLD','https://site6666.easycryptofiat.com/jjo3-fetch.log.old'],['BTC_CUR','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH_OLD','https://site7777.easycryptofiat.com/jjo4-fetch.log.old'],['ETH_CUR','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL_OLD','https://site8888.easycryptofiat.com/jjo5-fetch.log.old'],['SOL_CUR','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\ntype O={source:string,event:string,side:string,oid:string,armRem:number,target:number,cum:number,firstWait:number|null,lastWait:number|null,fillEvents:number,cancelFinal:number|null};\nconst re={arm:/\\[CS_ARM\\].*event=([^\\s]+).*side=(Up|Down).*rem_s=([0-9.]+).*shares=([0-9.]+)/,order:/\\[CS_ORDER\\].*event=([^\\s]+).*side=(Up|Down).*order_id=([^\\s]+).*shares=([0-9.]+)/,fill:/\\[CS_FILL\\].*event=([^\\s]+).*side=(Up|Down).*order_id=([^\\s]+).*filled_shares=([0-9.]+).*cum=([0-9.]+).*arm_rem_s=([0-9.]+).*fill_rem_s=([0-9.]+).*wait_s=([0-9.]+)/,cancel:/\\[CS_T50_CANCEL_DONE\\].*event=([^\\s]+).*side=(Up|Down).*final_filled=([0-9.]+)/};\nconst all:O[]=[];\nfor(const [name,url] of src){const txt=await(await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();const byKey=new Map();const armTmp=new Map();for(const l of txt.split(/\\r?\\n/)){let m;if((m=re.arm.exec(l))){armTmp.set(m[1]+'|'+m[2],{rem:+m[3],target:+m[4]});continue}if((m=re.order.exec(l))){const a=armTmp.get(m[1]+'|'+m[2]);const o:O={source:name,event:m[1],side:m[2],oid:m[3],armRem:a?.rem??NaN,target:+m[4],cum:0,firstWait:null,lastWait:null,fillEvents:0,cancelFinal:null};byKey.set(m[3],o);continue}if((m=re.fill.exec(l))){let o=byKey.get(m[3]);if(!o){o={source:name,event:m[1],side:m[2],oid:m[3],armRem:+m[6],target:1000,cum:0,firstWait:null,lastWait:null,fillEvents:0,cancelFinal:null};byKey.set(m[3],o)}o.cum=Math.max(o.cum,+m[5]);const w=+m[8];o.firstWait=o.firstWait===null?w:Math.min(o.firstWait,w);o.lastWait=o.lastWait===null?w:Math.max(o.lastWait,w);o.fillEvents++;continue}if((m=re.cancel.exec(l))){for(const o of byKey.values())if(o.event===m[1]&&o.side===m[2])o.cancelFinal=+m[3]}}\nconst arr=[...byKey.values()];all.push(...arr);console.log('SOURCE',JSON.stringify({name,orders:arr.length,filledOrders:arr.filter(o=>o.cum>0).length,full:arr.filter(o=>o.target>0&&o.cum>=.99*o.target).length,partial:arr.filter(o=>o.cum>0&&o.cum<.99*o.target).length,zero:arr.filter(o=>o.cum===0).length}));}\nconst ord=all.filter(o=>o.target>0);const ratios=ord.map(o=>Math.min(1,o.cum/o.target)).sort((a,b)=>a-b);const filled=ord.filter(o=>o.cum>0);const q=(a:number[],p:number)=>a.length?a[Math.min(a.length-1,Math.floor((a.length-1)*p))]:0;console.log('ALL',JSON.stringify({orders:ord.length,filledOrders:filled.length,fillOrderRate:filled.length/(ord.length||1),full:ord.filter(o=>o.cum>=.99*o.target).length,avgFillFraction:ratios.reduce((a,b)=>a+b,0)/(ratios.length||1),medianFillFraction:q(ratios,.5),p75:q(ratios,.75),p90:q(ratios,.9),p95:q(ratios,.95)}));\nconst fr=filled.map(o=>Math.min(1,o.cum/o.target)).sort((a,b)=>a-b);console.log('FILLED_ONLY',JSON.stringify({n:fr.length,avg:fr.reduce((a,b)=>a+b,0)/(fr.length||1),median:q(fr,.5),p25:q(fr,.25),p75:q(fr,.75),fullRate:filled.filter(o=>o.cum>=.99*o.target).length/(filled.length||1)}));\nconsole.log('ORDERS',JSON.stringify(ord.filter(o=>o.cum>0).map(o=>({source:o.source,event:o.event,side:o.side,armRem:o.armRem,target:o.target,cum:o.cum,frac:o.cum/o.target,firstWait:o.firstWait,lastWait:o.lastWait,cancelFinal:o.cancelFinal}))));",[237],"068d4b01-2928-411c-bfad-4e3fff4311d2","analog_backtest.ts","d93555c4-9f9e-11f1-8a37-1607ee4eb77e",69,["D",1787570578225],"const urls=['https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'];\nconst asset='ETH';\ntype T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};\ntype E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\nconst m=new Map(); const get=(e:string)=>{let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v};\nconst R={ev:/event=([^\\s]+)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,out:/outcome=(UP|DOWN)/,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 url of urls){const txt=await(await fetch(url,{headers:{'cache-control':'no-cache'}})).text();console.log('FETCH',url,txt.length);for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}}\nfor(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const out:T[]=[];const seen=new Set();for(const t of v.t){const k=[t.rem,t.old,t.tw,t.up,t.dn,t.w,t.id].join('|');if(!seen.has(k)){seen.add(k);out.push(t)}}v.t=out}\nfunction near(a:T[],rem:number){let z:T|null=null,d=1e9;for(const t of a){const q=Math.abs(t.rem-rem);if(q=.019){c=t;break}}if(!c)continue;const h5=near(v.t,c.rem+5),h10=near(v.t,c.rem+10);if(!h5||!h10||c.w===null||c.id===null||h5.w===null||h10.w===null)continue;const ib=s*(c.old+off)/v.sp*10000,tb=s*c.tw/v.sp*10000;const i5=s*(h5.old+off)/v.sp*10000,t5=s*h5.tw/v.sp*10000,i10=s*(h10.old+off)/v.sp*10000,t10=s*h10.tw/v.sp*10000;const a5=(h5 as any)[k],a10=(h10 as any)[k];const f=[c.rem/300,ib/10,tb/10,(ib-tb)/10,(ib-i5)/5,(tb-t5)/5,(ib-i10)/10,(tb-t10)/10,s*c.w,s*c.id,s*(c.w-h5.w),((a5-(c as any)[k])/.01)/5,((a10-(c as any)[k])/.01)/10];const touched=!!first1&&first1.rema.ep-b.ep);return out}\nfunction evalCfg(maxAsk:number,K:number){const a=recs(maxAsk);let sig=0,fill=0,win=0,loss=0,nofill=0;const rows:any[]=[];for(let i=0;i({r,dist:r.f.reduce((q:number,z:number,d:number)=>q+((z-x.f[d])/sd[d])**2,0)})).sort((p,q)=>p.dist-q.dist).slice(0,K);const W=nn.filter(z=>z.r.win).length,L=nn.filter(z=>z.r.touched&&!z.r.win).length,NF=K-W-L;const ev=(W*990-L*10)/K;const touch=W+L;const wr=touch?W/touch:0;if(ev<=0)continue;sig++;if(x.touched){fill++;if(x.win)win++;else loss++}else nofill++;rows.push({ev:x.ev,side:x.side,rem:x.rem,ask:x.ask,fill:x.fillRem,actual:x.win?'W':x.touched?'L':'NF',nnW:W,nnL:L,nnNF:NF,nnWR:wr,nnEV:ev})}return {asset,maxAsk,K,candidates:a.length,signals:sig,fills:fill,wins:win,losses:loss,nofill,pnl:win*990-loss*10,rows}}\nfor(const maxAsk of [.03,.05,.10])for(const K of [25,50,100]){const z=evalCfg(maxAsk,K);console.log('SUMMARY',JSON.stringify({...z,rows:undefined}));console.log('WINS',JSON.stringify(z.rows.filter((r:any)=>r.actual==='W')))}\nconst ww=recs(.05).filter((x:any)=>x.win);console.log('ALL_WIN_CAND',JSON.stringify(ww));\nconsole.log('ALL_WIN_CAND3',JSON.stringify(recs(.03).filter((x:any)=>x.win)));",[244],"pulls","branches","forks","envVars",{"_257":59,"_259":59},"connections",{"_257":59,"_258":59},"count","unfilledCount","emptyCount",{"_41":243,"_31":244,"_29":245,"_142":-5,"_39":40,"_38":246,"_144":145,"_36":318,"_13":163,"_32":33,"_34":248,"_23":24,"_148":-5,"_276":319,"_26":320},{"_41":236,"_31":237,"_29":238,"_142":-5,"_39":40,"_38":239,"_144":145,"_36":315,"_13":59,"_32":33,"_34":241,"_23":24,"_148":-5,"_276":316,"_26":317},{"_41":233,"_31":27,"_29":30,"_142":-5,"_39":40,"_38":14,"_144":145,"_36":312,"_13":59,"_32":33,"_34":35,"_23":24,"_148":-5,"_276":313,"_26":314},{"_41":226,"_31":227,"_29":228,"_142":-5,"_39":40,"_38":229,"_144":145,"_36":309,"_13":155,"_32":33,"_34":231,"_23":24,"_148":-5,"_276":310,"_26":311},{"_41":218,"_31":219,"_29":220,"_142":-5,"_39":40,"_38":221,"_144":145,"_36":306,"_13":223,"_32":33,"_34":224,"_23":24,"_148":-5,"_276":307,"_26":308},{"_41":211,"_31":212,"_29":213,"_142":-5,"_39":40,"_38":214,"_144":145,"_36":303,"_13":155,"_32":33,"_34":216,"_23":24,"_148":-5,"_276":304,"_26":305},{"_41":203,"_31":204,"_29":205,"_142":-5,"_39":40,"_38":206,"_144":145,"_36":300,"_13":208,"_32":33,"_34":209,"_23":24,"_148":-5,"_276":301,"_26":302},{"_41":195,"_31":196,"_29":197,"_142":-5,"_39":40,"_38":198,"_144":145,"_36":297,"_13":200,"_32":33,"_34":201,"_23":24,"_148":-5,"_276":298,"_26":299},{"_41":188,"_31":189,"_29":190,"_142":-5,"_39":40,"_38":191,"_144":145,"_36":294,"_13":59,"_32":33,"_34":193,"_23":24,"_148":-5,"_276":295,"_26":296},{"_41":181,"_31":182,"_29":183,"_142":-5,"_39":40,"_38":184,"_144":145,"_36":291,"_13":59,"_32":33,"_34":186,"_23":24,"_148":-5,"_276":292,"_26":293},{"_41":174,"_31":175,"_29":176,"_142":-5,"_39":40,"_38":177,"_144":145,"_36":288,"_13":59,"_32":33,"_34":179,"_23":24,"_148":-5,"_276":289,"_26":290},{"_41":166,"_31":167,"_29":168,"_142":-5,"_39":40,"_38":169,"_144":145,"_36":285,"_13":171,"_32":33,"_34":172,"_23":24,"_148":-5,"_276":286,"_26":287},{"_41":158,"_31":159,"_29":160,"_142":-5,"_39":40,"_38":161,"_144":145,"_36":282,"_13":163,"_32":33,"_34":164,"_23":24,"_148":-5,"_276":283,"_26":284},{"_41":150,"_31":151,"_29":152,"_142":-5,"_39":40,"_38":153,"_144":145,"_36":279,"_13":155,"_32":33,"_34":156,"_23":24,"_148":-5,"_276":280,"_26":281},{"_41":139,"_31":140,"_29":141,"_142":-5,"_39":40,"_38":143,"_144":145,"_36":275,"_13":59,"_32":33,"_34":147,"_23":24,"_148":-5,"_276":277,"_26":278},["D",1787572900613],"children",[],[140],["D",1787570760129],[],[151],["D",1787504970053],[],[159],["D",1787417100771],[],[167],["D",1787417138713],[],[175],["D",1787570501182],[],[182],["D",1787546292822],[],[189],["D",1787414211432],[],[196],["D",1787546510314],[],[204],["D",1787564132635],[],[212],["D",1787572849621],[],[219],["D",1787417243343],[],[227],["D",1787574259223],[],[27],["D",1787574174565],[],[237],["D",1787570578225],[],[244],["D",1787398526510],{"_93":92,"_101":97},{"_93":92,"_94":95,"_96":97,"_18":53,"_98":99,"_100":24},{"_13":82,"_31":83,"_41":40,"_84":42,"_85":-5,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":43,"_91":92},"ctx",{"_75":-5,"_121":358,"_359":360,"_361":362,"_363":24,"_364":24,"_365":24,"_366":145,"_367":-5,"_368":-7,"_369":-7,"_370":59,"_371":24,"_372":24,"_373":-5,"_374":24,"_375":24,"_376":24,"_377":-5},"ENV",{"_329":330,"_331":332,"_333":83,"_334":335,"_336":337,"_338":339,"_340":341,"_342":343,"_344":345,"_346":347,"_348":349,"_350":351,"_352":353,"_354":355,"_356":357},"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"]

Diff · v78