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(isBuy ? 1 : -1) * (exitPrice - currentTrade.entry!) / risk : 0;\n \n const trade: BacktestTrade = {\n entryTime: currentTrade.entryTime!,\n exitTime: candle.timestamp,\n direction: currentTrade.direction!,\n entry: currentTrade.entry!,\n exit: exitPrice,\n stop: currentTrade.stop!,\n size: currentTrade.size || 1,\n pnl,\n rMultiple,\n reason: exitReason,\n };\n trades.push(trade);\n \n equity += pnl;\n equityCurve.push(Math.round(equity * 100) / 100);\n peakEquity = Math.max(peakEquity, equity);\n const dd = ((peakEquity - equity) / peakEquity) * 100;\n maxDD = Math.max(maxDD, dd);\n\n if (pnl > 0) { wins++; consecutiveLosses = 0; }\n else { losses++; consecutiveLosses++; }\n\n inPosition = false;\n partialFilled = false;\n currentTrade = {};\n continue;\n }\n continue;\n }\n\n // Entry logic — EMA crossover + RSI + MACD confirmation\n const emaCross = emaFast[i] > emaSlow[i] && emaFast[i - 1] <= emaSlow[i - 1];\n const emaCrossDown = emaFast[i] < emaSlow[i] && emaFast[i - 1] >= emaSlow[i - 1];\n const rsiBullish = rsiVals[i] > 50 && rsiVals[i] < 70;\n const rsiBearish = rsiVals[i] < 50 && rsiVals[i] > 30;\n const macdBullish = macdData.histogram[i] > 0 && macdData.histogram[i] > macdData.histogram[i - 1];\n const macdBearish = macdData.histogram[i] < 0 && macdData.histogram[i] < macdData.histogram[i - 1];\n const adxStrong = adxVals[i] > 22;\n\n let direction: \"BUY\" | \"SELL\" | null = null;\n let reason = \"\";\n\n if (emaCross && rsiBullish && macdBullish && adxStrong) {\n direction = \"BUY\";\n reason = \"EMA9>21 cross + RSI bullish + MACD + ADX trending\";\n } else if (emaCrossDown && rsiBearish && macdBearish && adxStrong) {\n direction = \"SELL\";\n reason = \"EMA9<21 cross + RSI bearish + MACD + ADX trending\";\n }\n\n if (direction) {\n const entry = candles[i].close;\n const stopDist = atrVals[i] * decree.STOP_LOSS_ATR_MULT;\n stopLoss = direction === \"BUY\" ? entry - stopDist : entry + stopDist;\n const riskDollars = equity * (riskPct / 100);\n const size = Math.min(riskDollars / (stopDist * 100), decree.MAX_LOTS_PER_TRADE);\n targets = direction === \"BUY\"\n ? [entry + atrVals[i] * decree.TP1_ATR_MULT, entry + atrVals[i] * decree.TP2_ATR_MULT, entry + atrVals[i] * decree.TP3_ATR_MULT]\n : [entry - atrVals[i] * decree.TP1_ATR_MULT, entry - atrVals[i] * decree.TP2_ATR_MULT, entry - atrVals[i] * decree.TP3_ATR_MULT];\n\n currentTrade = {\n entryTime: candles[i].timestamp,\n direction,\n entry,\n stop: stopLoss,\n size,\n };\n inPosition = true;\n }\n }\n\n // Close any remaining position\n if (inPosition) {\n const lastCandle = candles[candles.length - 1];\n const exitPrice = lastCandle.close;\n const pnl = (currentTrade.direction === \"BUY\" ? 1 : -1) * (exitPrice - currentTrade.entry!) * (currentTrade.size || 1) * 100;\n const risk = Math.abs(currentTrade.entry! - (currentTrade.stop || currentTrade.entry!));\n const rMultiple = risk > 0 ? (currentTrade.direction === \"BUY\" ? 1 : -1) * (exitPrice - currentTrade.entry!) / risk : 0;\n trades.push({\n entryTime: currentTrade.entryTime!, exitTime: lastCandle.timestamp,\n direction: currentTrade.direction!, entry: currentTrade.entry!, exit: exitPrice,\n stop: currentTrade.stop!, size: currentTrade.size || 1, pnl, rMultiple, reason: \"EOD close\",\n });\n equity += pnl;\n equityCurve.push(Math.round(equity * 100) / 100);\n if (pnl > 0) wins++; else losses++;\n }\n\n const totalTrades = trades.length;\n const winRate = totalTrades > 0 ? (wins / totalTrades) * 100 : 0;\n const grossProfit = trades.filter(t => t.pnl > 0).reduce((s, t) => s + t.pnl, 0);\n const grossLoss = Math.abs(trades.filter(t => t.pnl < 0).reduce((s, t) => s + t.pnl, 0));\n const profitFactor = grossLoss > 0 ? grossProfit / grossLoss : grossProfit > 0 ? 99 : 0;\n const totalReturn = ((equity - 10000) / 10000) * 100;\n const avgR = totalTrades > 0 ? trades.reduce((s, t) => s + t.rMultiple, 0) / totalTrades : null;\n \n // p-value via t-test approximation\n const rValues = trades.map(t => t.rMultiple).filter(r => !isNaN(r));\n const pValue = rValues.length > 5 ? calculatePValue(rValues) : null;\n\n return {\n totalTrades, wins, losses, winRate, profitFactor, totalReturn,\n maxDrawdown: maxDD, avgR, pValue, halted, equityCurve, trades,\n };\n}\n\nfunction calculatePValue(rMultiples: number[]): number {\n const n = rMultiples.length;\n const mean = rMultiples.reduce((s, r) => s + r, 0) / n;\n const variance = rMultiples.reduce((s, r) => s + (r - mean) 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─── King's Backtester v3 — Shared Types ───\n\nexport interface Candle {\n timestamp: number;\n open: number;\n high: number;\n low: number;\n close: number;\n volume: number;\n}\n\nexport type Timeframe = \"5min\" | \"15min\" | \"1h\" | \"4h\" | \"1day\";\n\nexport type RoyalMode = \"HUNTING\" | \"STALKING\" | \"STRIKING\" | \"HOLDING\" | \"RETREATING\";\n\nexport interface RoyalState {\n mode: RoyalMode;\n crownConfidence: number;\n marketRegime: string;\n activeStrategies: Set;\n bannedStrategies: Set;\n portfolioHeat: number;\n dailyPnl: number;\n consecutiveLosses: number;\n winStreak: number;\n totalTrades: number;\n lastCouncil: Record;\n decree: any;\n}\n\nexport interface Prophecy {\n direction: \"BUY\" | \"SELL\" | \"NEUTRAL\";\n confidence: number;\n edge: number;\n reasoning: string;\n signals: string[];\n}\n\nexport interface CouncilResult {\n regime: string;\n votes: Record;\n consensus: \"BUY\" | \"SELL\" | \"NEUTRAL\";\n agreement: number;\n}\n\nexport interface CouncilVote {\n indicator: string;\n vote: \"BUY\" | \"SELL\" | \"NEUTRAL\";\n weight: number;\n detail: string;\n confidence: number;\n}\n\nexport interface Decree {\n action: \"STRIKE\" | \"RETREAT\" | \"WAIT\" | \"BAN_STRATEGY\";\n direction?: \"BUY\" | \"SELL\";\n entry?: number;\n stop?: number;\n targets?: number[];\n size?: number;\n reason: string;\n}\n\nexport interface ShieldResult {\n clear: boolean;\n reason: string;\n adjustments?: any;\n}\n\nexport interface ExecutionResult {\n filled: boolean;\n direction: \"BUY\" | \"SELL\";\n entry: number;\n stop: number;\n targets: number[];\n size: number;\n timestamp: number;\n}\n\nexport interface BacktestReport {\n totalTrades: number;\n wins: number;\n losses: number;\n winRate: number;\n profitFactor: number;\n totalReturn: number;\n maxDrawdown: number;\n avgR: number | null;\n pValue: number | null;\n halted: boolean;\n equityCurve: number[];\n trades: BacktestTrade[];\n}\n\nexport interface BacktestTrade {\n entryTime: number;\n exitTime: number;\n direction: \"BUY\" | \"SELL\";\n entry: number;\n exit: number;\n stop: number;\n size: number;\n pnl: number;\n rMultiple: number;\n reason: string;\n}\n\nexport interface MonteCarloReport {\n runs: number;\n medianMaxDD: number;\n worstDrawdown5pct: number;\n probOfProfit: number;\n probOfRuin: number;\n equityPaths: number[][];\n}\n\nexport interface BenchmarkReport {\n strategy: { totalReturn: number; maxDrawdown: number; winRate: number };\n buyAndHold: { totalReturn: number; maxDrawdown: number; winRate: number };\n randomEntry: { totalReturn: number; maxDrawdown: number; winRate: number };\n alwaysInMarket: { totalReturn: number; maxDrawdown: number; winRate: number };\n winner: string;\n}\n\nexport type ReportType = \"backtest\" | \"monte-carlo\" | \"benchmark\" | \"stress\";\n\nexport interface Job {\n jobId: string;\n userId: number;\n botToken: string;\n chatId: string;\n symbol: string;\n type: ReportType;\n config?: any;\n}\n","children",[],[138,172],"24f88e52-c11d-4140-a3d7-8594f83e3aa0","telegram.ts","10b9e632-836f-11f1-a866-1607ee4eb77e",5,["D",1784464846953],"// ─── Telegram Messaging ───\n\nexport async function sendTelegramMessage(botToken: string, chatId: string, text: string): Promise {\n try {\n const res = await fetch(`https://api.telegram.org/bot${botToken}/sendMessage`, {\n method: \"POST\",\n headers: { \"Content-Type\": \"application/json\" },\n body: JSON.stringify({ chat_id: chatId, text, parse_mode: \"Markdown\", disable_web_page_preview: true }),\n });\n if (!res.ok) console.error(`Telegram send failed: ${res.status} ${await res.text()}`);\n } catch (e: any) {\n console.error(`Telegram error: ${e.message}`);\n }\n}\n\nconst rateLimitMap = new Map();\n\nexport function isRateLimited(key: string): boolean {\n const now = Date.now();\n const entry = rateLimitMap.get(key);\n if (!entry || now > entry.resetAt) {\n rateLimitMap.set(key, { count: 1, resetAt: now + 60_000 });\n return false;\n }\n entry.count++;\n return entry.count > 20;\n}\n",[],[138,181],"ef0abebd-0c1e-4777-bead-8e88e62a93fe","state.ts","2b67a8f2-836f-11f1-bb66-1607ee4eb77e",10,["D",1784464891632],"// ─── Royal State Manager ───\nimport type { RoyalState, RoyalMode } from \"./types.ts\";\nimport { getDecree } from \"./decree.ts\";\n\nlet state: RoyalState = {\n mode: \"HUNTING\",\n crownConfidence: 0,\n marketRegime: \"UNKNOWN\",\n activeStrategies: new Set(),\n bannedStrategies: new Set(),\n portfolioHeat: 0,\n dailyPnl: 0,\n consecutiveLosses: 0,\n winStreak: 0,\n totalTrades: 0,\n lastCouncil: {},\n decree: getDecree(),\n};\n\nexport function getRoyalState(): RoyalState {\n return state;\n}\n\nexport function setRoyalState(updates: Partial): void {\n state = { ...state, ...updates };\n}\n\nexport function resetDailyState(): void {\n state = { ...state, dailyPnl: 0, consecutiveLosses: 0, winStreak: 0 };\n}\n\nexport function recordTradeResult(pnlPct: number): void {\n state.totalTrades++;\n state.dailyPnl += pnlPct;\n if (pnlPct > 0) {\n state.winStreak++;\n state.consecutiveLosses = 0;\n } else {\n state.consecutiveLosses++;\n state.winStreak = 0;\n }\n}\n",[],[138,189],"697a7f33-da73-47ec-903b-6b9e89acc589","shield.ts","2b53e218-836f-11f1-a4c8-1607ee4eb77e",8,["D",1784464891623],"// ─── Royal Shield — Defense & Risk Checks ───\nimport type { Candle, Decree, RoyalState, ShieldResult } from \"./types.ts\";\nimport { getDecree } from \"./decree.ts\";\nimport { atr } from \"./indicators.ts\";\n\ninterface ShieldInput {\n decree: Decree;\n state: RoyalState;\n data: { m5: Candle[]; m15: Candle[]; h1: Candle[] };\n}\n\nexport async function raiseShield(input: ShieldInput): Promise {\n const { decree, state, data } = input;\n const config = getDecree();\n\n // ── 1. Consecutive Loss Circuit Breaker ──\n if (state.consecutiveLosses >= config.MAX_CONSECUTIVE_LOSSES) {\n return { clear: false, reason: `🛡️ Circuit breaker: ${state.consecutiveLosses} consecutive losses (max ${config.MAX_CONSECUTIVE_LOSSES})` };\n }\n\n // ── 2. Daily Loss Limit ──\n if (state.dailyPnl < 0 && Math.abs(state.dailyPnl) >= config.DAILY_LOSS_LIMIT_PCT) {\n return { clear: false, reason: `🛡️ Daily loss limit hit: ${state.dailyPnl.toFixed(2)}% (limit ${config.DAILY_LOSS_LIMIT_PCT}%)` };\n }\n\n // ── 3. Portfolio Heat Check ──\n if (state.portfolioHeat >= config.MAX_PORTFOLIO_HEAT) {\n return { clear: false, reason: `🛡️ Portfolio heat ${state.portfolioHeat.toFixed(2)}% exceeds max ${config.MAX_PORTFOLIO_HEAT}%` };\n }\n\n // ── 4. ATR Volatility Filter ──\n const atrM15 = atr(data.m15);\n const lastATR = atrM15[atrM15.length - 1];\n const lastClose = data.m15[data.m15.length - 1].close;\n const atrPct = (lastATR / lastClose) * 100;\n if (atrPct > 2.0) {\n return { clear: false, reason: `🛡️ Extreme volatility: ATR ${atrPct.toFixed(2)}% of price` };\n }\n\n // ── 5. Spread / Slippage Proxy ──\n const m5Spread = data.m5[data.m5.length - 1].high - data.m5[data.m5.length - 1].low;\n const avgM5Range = data.m5.slice(-20).reduce((s, c) => s + (c.high - c.low), 0) / 20;\n if (m5Spread > avgM5Range * 2.5) {\n return { clear: false, reason: `🛡️ Abnormal spread: ${(m5Spread / avgM5Range).toFixed(1)}x average` };\n }\n\n // ── 6. News Blackout (temporal) ──\n const minute = new Date().getUTCMinutes();\n const hour = new Date().getUTCHours();\n // Simulate NFP/FOMC blackout windows\n if ((hour === 12 && minute < 30) || (hour === 18 && minute < 30)) {\n if (decree.action === \"STRIKE\") {\n return { clear: false, reason: \"🛡️ News blackout window — high impact event risk\" };\n }\n }\n\n // ── 7. Drawdown Circuit Breaker ──\n if (config.ENABLE_CIRCUIT_BREAKER && state.dailyPnl < -config.MAX_DRAWDOWN_PCT) {\n return { clear: false, reason: `🛡️ Max drawdown breached: ${state.dailyPnl.toFixed(2)}%` };\n }\n\n // ── 8. Winning Streak Euphoria Check ──\n if (state.winStreak >= 5) {\n return { clear: false, reason: `🛡️ Euphoria filter: ${state.winStreak} win streak — forced cooldown` };\n }\n\n return { clear: true, reason: \"All defenses clear\", adjustments: { atrPct, lastClose } };\n}\n",[],[138,197],"a7b8db9b-7e4b-443c-83e0-e0ed2e912407","oracle.ts","2b4e0f82-836f-11f1-9a29-1607ee4eb77e",7,["D",1784464891608],"// ─── The Oracle — AI Confidence Aggregation ───\nimport type { Candle, CouncilResult, Prophecy, RoyalState } from \"./types.ts\";\n\ninterface OracleInput {\n council: CouncilResult;\n data: { m5: Candle[]; m15: Candle[]; h1: Candle[]; h4: Candle[]; d1: Candle[] };\n state: RoyalState;\n}\n\nexport async function queryOracle(input: OracleInput): Promise {\n const { council, data } = input;\n const votes = Object.values(council.votes);\n \n // Weighted vote aggregation\n let buyScore = 0, sellScore = 0, totalWeight = 0;\n const signals: string[] = [];\n \n for (const v of votes) {\n const effectiveWeight = v.weight * (v.confidence / 100);\n totalWeight += effectiveWeight;\n if (v.vote === \"BUY\") {\n buyScore += effectiveWeight;\n signals.push(`+${v.indicator}: ${v.detail}`);\n } else if (v.vote === \"SELL\") {\n sellScore += effectiveWeight;\n signals.push(`-${v.indicator}: ${v.detail}`);\n }\n }\n\n const buyRatio = buyScore / totalWeight;\n const sellRatio = sellScore / totalWeight;\n const dominantRatio = Math.max(buyRatio, sellRatio);\n \n // Direction\n const direction: Prophecy[\"direction\"] = \n buyRatio > sellRatio * 1.2 ? \"BUY\" : \n sellRatio > buyRatio * 1.2 ? \"SELL\" : \"NEUTRAL\";\n\n // Confidence — calibrated with agreement and regime alignment\n const baseConfidence = dominantRatio * 100;\n const agreementBoost = council.agreement > 70 ? 8 : council.agreement > 60 ? 4 : 0;\n const regimeAlign = \n (direction === \"BUY\" && council.regime.includes(\"UPTREND\")) ||\n (direction === \"SELL\" && council.regime.includes(\"DOWNTREND\"));\n const regimeBoost = regimeAlign ? 6 : -4;\n const wyckoffAlign =\n (direction === \"BUY\" && council.votes.wyckoff?.vote === \"BUY\") ||\n (direction === \"SELL\" && council.votes.wyckoff?.vote === \"SELL\");\n const wyckoffBoost = wyckoffAlign ? 5 : 0;\n \n let confidence = Math.min(98, baseConfidence + agreementBoost + regimeBoost + wyckoffBoost);\n if (direction === \"NEUTRAL\") confidence = Math.min(confidence, 50);\n\n // Edge estimation — simplified Kelly fraction proxy\n const winProb = dominantRatio;\n const lossProb = 1 - winProb;\n const avgRR = 1.8; // assumed reward:risk\n const edge = winProb * avgRR - lossProb;\n const clampedEdge = Math.max(-0.05, Math.min(0.15, edge));\n\n // Reasoning chain\n const topSignals = signals.slice(0, 5);\n const reasoning = `Council consensus: ${council.consensus} (${council.agreement.toFixed(0)}% agreement) | Regime: ${council.regime} | ${direction} @ ${confidence.toFixed(1)}%`;\n\n return {\n direction,\n confidence: Math.round(confidence * 10) / 10,\n edge: Math.round(clampedEdge * 10000) / 10000,\n reasoning,\n signals: topSignals,\n };\n}\n",[],[138,205],"a95b5bf4-e37e-4e37-934a-9ed9993b6d08","monte-carlo.ts","493bd89e-836f-11f1-ad71-1607ee4eb77e",12,["D",1784464941826],"// ─── Monte Carlo Simulation ───\nimport type { BacktestTrade, MonteCarloReport } from \"./types.ts\";\n\nexport async function runMonteCarlo(trades: BacktestTrade[], runs = 1000): Promise {\n const pnls = trades.map(t => t.pnl);\n if (pnls.length < 5) {\n return { runs, medianMaxDD: 0, worstDrawdown5pct: 0, probOfProfit: 0, probOfRuin: 0, equityPaths: [] };\n }\n\n const startingEquity = 10000;\n const ruinThreshold = startingEquity * 0.5; // 50% drawdown = ruin\n const maxDDs: number[] = [];\n let profitableRuns = 0;\n let ruinRuns = 0;\n const samplePaths: number[][] = [];\n\n for (let run = 0; run < runs; run++) {\n // Shuffle trade sequence\n const shuffled = [...pnls].sort(() => Math.random() - 0.5);\n let equity = startingEquity;\n let peak = equity;\n let maxDD = 0;\n const path = [equity];\n\n for (const pnl of shuffled) {\n equity += pnl;\n peak = Math.max(peak, equity);\n const dd = ((peak - equity) / peak) * 100;\n maxDD = Math.max(maxDD, dd);\n path.push(Math.round(equity * 100) / 100);\n\n if (equity <= ruinThreshold) {\n ruinRuns++;\n break;\n }\n }\n\n maxDDs.push(maxDD);\n if (equity > startingEquity) profitableRuns++;\n if (run < 50) samplePaths.push(path); // Keep 50 sample paths for visualization\n }\n\n maxDDs.sort((a, b) => a - b);\n const medianMaxDD = maxDDs[Math.floor(maxDDs.length / 2)];\n const worst5pctIdx = Math.floor(maxDDs.length * 0.95);\n const worstDrawdown5pct = maxDDs[worst5pctIdx] || maxDDs[maxDDs.length - 1];\n\n return {\n runs,\n medianMaxDD: Math.round(medianMaxDD * 100) / 100,\n worstDrawdown5pct: Math.round(worstDrawdown5pct * 100) / 100,\n probOfProfit: Math.round((profitableRuns / runs) * 10000) / 10000,\n probOfRuin: Math.round((ruinRuns / runs) * 10000) / 10000,\n equityPaths: samplePaths,\n };\n}\n",[],[138,213],"31b09151-319e-4461-930d-51461b927022","market.ts","10b2ebb6-836f-11f1-9431-1607ee4eb77e",4,["D",1784464846945],"// ─── Market Data Fetcher ───\nimport type { Candle, Timeframe } from \"./types.ts\";\n\n// Generate realistic gold candle data using geometric brownian motion\n// In production, replace with real API calls (TwelveData, AlphaVantage, etc.)\nfunction generateCandles(symbol: string, timeframe: Timeframe, count: number): Candle[] {\n const tfMinutes: Record = {\n \"5min\": 5, \"15min\": 15, \"1h\": 60, \"4h\": 240, \"1day\": 1440,\n };\n const intervalMs = tfMinutes[timeframe] * 60 * 1000;\n const now = Date.now();\n const basePrice = symbol.includes(\"XAU\") || symbol.includes(\"GOLD\") ? 2385 : 29.5;\n \n // Seed-based pseudo-random for reproducibility within a session\n let seed = Math.floor(now / intervalMs) * count;\n const rand = () => {\n seed = (seed * 1103515245 + 12345) & 0x7fffffff;\n return seed / 0x7fffffff;\n };\n \n const candles: Candle[] = [];\n let price = basePrice - (count * 0.3);\n const volatility = symbol.includes(\"XAU\") ? 0.012 : 0.018;\n const drift = 0.0002;\n \n for (let i = 0; i < count; i++) {\n const timestamp = now - (count - i) * intervalMs;\n const z = (rand() + rand() + rand() + rand() + rand() + rand() - 3) / 0.866; // approx normal\n const change = price * (drift + volatility * z);\n const open = price;\n const close = Math.max(0.01, price + change);\n const range = Math.abs(change) + price * volatility * 0.5 * rand();\n const high = Math.max(open, close) + range * 0.3 * rand();\n const low = Math.min(open, close) - range * 0.3 * rand();\n const volume = Math.floor(50000 + 200000 * rand()) + Math.floor(100000 * Math.abs(z));\n \n candles.push({ timestamp, open, high, low, close, volume });\n price = close;\n }\n return candles;\n}\n\nexport async function fetchGoldData(timeframe: Timeframe, count: number): Promise {\n // Simulate network latency\n await new Promise(r => setTimeout(r, 50 + Math.random() * 100));\n return generateCandles(\"XAU/USD\", timeframe, count);\n}\n\nexport async function fetchData(symbol: string, timeframe: Timeframe, count: number): Promise {\n await new Promise(r => setTimeout(r, 50 + Math.random() * 100));\n return generateCandles(symbol, timeframe, count);\n}\n\nexport function getLatestPrice(candles: Candle[]): number {\n return candles[candles.length - 1]?.close ?? 0;\n}\n\nexport function getPriceChange(candles: Candle[]): { abs: number; pct: number } {\n if (candles.length < 2) return { abs: 0, pct: 0 };\n const first = candles[0].close;\n const last = candles[candles.length - 1].close;\n return { abs: last - first, pct: ((last - first) / first) * 100 };\n}\n",[],[138,221],"ebd91a7d-3cf3-4ea9-bc05-7915eb85cc51","indicators.ts","10ad2514-836f-11f1-9a29-1607ee4eb77e",3,["D",1784464846944],"// ─── Technical Indicators Engine ───\nimport type { Candle } from \"./types.ts\";\n\nexport function sma(data: number[], period: number): number[] {\n const result: number[] = [];\n for (let i = 0; i < data.length; i++) {\n if (i < period - 1) { result.push(NaN); continue; }\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) sum += data[j];\n result.push(sum / period);\n }\n return result;\n}\n\nexport function ema(data: number[], period: number): number[] {\n const result: number[] = [];\n const k = 2 / (period + 1);\n let prev = data[0];\n result.push(prev);\n for (let i = 1; i < data.length; i++) {\n prev = data[i] * k + prev * (1 - k);\n result.push(prev);\n }\n return result;\n}\n\nexport function rsi(candles: Candle[], period = 14): number[] {\n const result: number[] = [50];\n let avgGain = 0, avgLoss = 0;\n for (let i = 1; i <= period && i < candles.length; i++) {\n const change = candles[i].close - candles[i - 1].close;\n if (change > 0) avgGain += change; else avgLoss -= change;\n }\n avgGain /= period; avgLoss /= period;\n result.push(100 - 100 / (1 + (avgLoss === 0 ? 100 : avgGain / avgLoss)));\n for (let i = period + 1; i < candles.length; i++) {\n const change = candles[i].close - candles[i - 1].close;\n const gain = change > 0 ? change : 0;\n const loss = change < 0 ? -change : 0;\n avgGain = (avgGain * (period - 1) + gain) / period;\n avgLoss = (avgLoss * (period - 1) + loss) / period;\n const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n result.push(100 - 100 / (1 + rs));\n }\n return result;\n}\n\nexport function atr(candles: Candle[], period = 14): number[] {\n const trs: number[] = [];\n for (let i = 0; i < candles.length; i++) {\n if (i === 0) { trs.push(candles[i].high - candles[i].low); continue; }\n const tr = Math.max(\n candles[i].high - candles[i].low,\n Math.abs(candles[i].high - candles[i - 1].close),\n Math.abs(candles[i].low - candles[i - 1].close)\n );\n trs.push(tr);\n }\n return ema(trs, period);\n}\n\nexport function macd(data: number[], fast = 12, slow = 26, signal = 9) {\n const emaFast = ema(data, fast);\n const emaSlow = ema(data, slow);\n const macdLine = emaFast.map((v, i) => v - emaSlow[i]);\n const signalLine = ema(macdLine, signal);\n const histogram = macdLine.map((v, i) => v - signalLine[i]);\n return { macdLine, signalLine, histogram };\n}\n\nexport function bollingerBands(data: number[], period = 20, mult = 2) {\n const smaData = sma(data, period);\n const upper: number[] = [], lower: number[] = [];\n for (let i = 0; i < data.length; i++) {\n if (i < period - 1) { upper.push(NaN); lower.push(NaN); continue; }\n let variance = 0;\n for (let j = i - period + 1; j <= i; j++) variance += (data[j] - smaData[i]) ** 2;\n const std = Math.sqrt(variance / period);\n upper.push(smaData[i] + mult * std);\n lower.push(smaData[i] - mult * std);\n }\n return { upper, middle: smaData, lower };\n}\n\nexport function vwap(candles: Candle[]): number {\n let pv = 0, vol = 0;\n for (const c of candles) {\n const tp = (c.high + c.low + c.close) / 3;\n pv += tp * c.volume;\n vol += c.volume;\n }\n return vol > 0 ? pv / vol : candles[candles.length - 1].close;\n}\n\nexport function adx(candles: Candle[], period = 14): number[] {\n const result: number[] = [];\n const plusDM: number[] = [0], minusDM: number[] = [0], trs: number[] = [0];\n for (let i = 1; i < candles.length; i++) {\n const up = candles[i].high - candles[i - 1].high;\n const down = candles[i - 1].low - candles[i].low;\n plusDM.push(up > down && up > 0 ? up : 0);\n minusDM.push(down > up && down > 0 ? down : 0);\n trs.push(Math.max(\n candles[i].high - candles[i].low,\n Math.abs(candles[i].high - candles[i - 1].close),\n Math.abs(candles[i].low - candles[i - 1].close)\n ));\n }\n const smoothTR = ema(trs, period);\n const smoothPlus = ema(plusDM, period);\n const smoothMinus = ema(minusDM, period);\n const dx: number[] = [];\n for (let i = 0; i < candles.length; i++) {\n if (smoothTR[i] === 0) { dx.push(0); continue; }\n const plusDI = 100 * smoothPlus[i] / smoothTR[i];\n const minusDI = 100 * smoothMinus[i] / smoothTR[i];\n const sum = plusDI + minusDI;\n dx.push(sum === 0 ? 0 : 100 * Math.abs(plusDI - minusDI) / sum);\n }\n return ema(dx, period);\n}\n\nexport function stochastic(candles: Candle[], kPeriod = 14, dPeriod = 3) {\n const kValues: number[] = [];\n for (let i = 0; i < candles.length; i++) {\n if (i < kPeriod - 1) { kValues.push(50); continue; }\n let highest = -Infinity, lowest = Infinity;\n for (let j = i - kPeriod + 1; j <= i; j++) {\n highest = Math.max(highest, candles[j].high);\n lowest = Math.min(lowest, candles[j].low);\n }\n const range = highest - lowest || 1;\n kValues.push(100 * (candles[i].close - lowest) / range);\n }\n const dValues = sma(kValues, dPeriod);\n return { k: kValues, d: dValues };\n}\n\nexport function detectStructure(candles: Candle[], lookback = 20) {\n const recent = candles.slice(-lookback);\n const highs = recent.map(c => c.high);\n const lows = recent.map(c => c.low);\n const highestHigh = Math.max(...highs);\n const lowestLow = Math.min(...lows);\n const lastClose = recent[recent.length - 1].close;\n const midpoint = (highestHigh + lowestLow) / 2;\n \n if (lastClose > midpoint) {\n const higherHighs = recent.slice(-5).every((c, i, arr) => i === 0 || c.high >= arr[i - 1].high);\n if (higherHighs) return { structure: \"UPTREND\", higherHighs: true, higherLows: true };\n return { structure: \"BULLISH_RANGE\", higherHighs: false, higherLows: true };\n } else {\n const lowerLows = recent.slice(-5).every((c, i, arr) => i === 0 || c.low <= arr[i - 1].low);\n if (lowerLows) return { structure: \"DOWNTREND\", higherHighs: false, higherLows: false };\n return { structure: \"BEARISH_RANGE\", higherHighs: true, higherLows: false };\n }\n}\n\nexport function obv(candles: Candle[]): number[] {\n const result: number[] = [0];\n for (let i = 1; i < candles.length; i++) {\n const prev = result[i - 1];\n if (candles[i].close > candles[i - 1].close) result.push(prev + candles[i].volume);\n else if (candles[i].close < candles[i - 1].close) result.push(prev - candles[i].volume);\n else result.push(prev);\n }\n return result;\n}\n",[],[138,229],"b434b24b-d0e4-4113-8d77-4c8abceef099","decree.ts","04907d44-836a-11f1-a254-1607ee4eb77e",["D",1784462679139],"// ─── Royal Decree — Trading Parameters & Risk Rules ───\n\nexport function getDecree() {\n return {\n // ── Core Confidence Gates ──\n MIN_CONFIDENCE: 72,\n MIN_EDGE: 0.005, // 0.5% minimum edge\n ROYAL_MANDATE_CONFIDENCE: 90,\n\n // ── Session Controls ──\n ASIAN_SESSION_MAX_CONFIDENCE: 80,\n KILLZONE_START_UTC: 7,\n KILLZONE_END_UTC: 22,\n\n // ── Risk Management ──\n RISK_PER_TRADE_PCT: 1.0,\n MAX_LOTS_PER_TRADE: 2.0,\n MAX_PORTFOLIO_HEAT: 3.0, // max total risk across open positions\n MAX_CONSECUTIVE_LOSSES: 4,\n DAILY_LOSS_LIMIT_PCT: 3.0,\n\n // ── Trade Management ──\n BREAKEVEN_AFTER_TP1: true,\n TRAIL_STOP_AFTER_TP2: true,\n PARTIAL_CLOSE_TP1_PCT: 50,\n PARTIAL_CLOSE_TP2_PCT: 25,\n\n // ── Stop Loss / Take Profit ──\n STOP_LOSS_ATR_MULT: 1.5,\n TP1_ATR_MULT: 1.0,\n TP2_ATR_MULT: 2.0,\n TP3_ATR_MULT: 3.0,\n\n // ── Circuit Breakers ──\n ENABLE_CIRCUIT_BREAKER: true,\n MAX_DRAWDOWN_PCT: 15,\n HALT_AFTER_CONSECUTIVE_LOSSES: 5,\n\n // ── Strategy Bans ──\n BAN_DURATION_TRADES: 10,\n BAN_AFTER_FAILURES: 3,\n };\n}\n\nexport type DecreeConfig = ReturnType;\n",[],[138,237],"0af22da0-9a4a-4511-8a66-2c22e4f3d64c","db.ts","10c6b3e4-836f-11f1-9fcf-1607ee4eb77e",6,["D",1784464846955],"// ─── SQLite Database Layer ───\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\nexport async function initDb(): Promise {\n await sqlite.execute(`\n CREATE TABLE IF NOT EXISTS users (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n bot_token TEXT NOT NULL UNIQUE,\n chat_id TEXT NOT NULL,\n created_at INTEGER NOT NULL DEFAULT (strftime('%s','now') * 1000)\n )\n `);\n await sqlite.execute(`\n CREATE TABLE IF NOT EXISTS reports (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n job_id TEXT NOT NULL UNIQUE,\n user_id INTEGER NOT NULL,\n report_type TEXT NOT NULL,\n status TEXT NOT NULL DEFAULT 'queued',\n report_json TEXT,\n error TEXT,\n created_at INTEGER NOT NULL DEFAULT (strftime('%s','now') * 1000),\n completed_at INTEGER\n )\n `);\n await sqlite.execute(`\n CREATE TABLE IF NOT EXISTS chronicle (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n user_id INTEGER,\n action TEXT NOT NULL,\n direction TEXT,\n entry REAL,\n stop REAL,\n targets TEXT,\n size REAL,\n reason TEXT,\n pnl REAL,\n timestamp INTEGER NOT NULL DEFAULT (strftime('%s','now') * 1000)\n )\n `);\n await sqlite.execute(`CREATE INDEX IF NOT EXISTS idx_reports_user ON reports(user_id)`);\n await sqlite.execute(`CREATE INDEX IF NOT EXISTS idx_reports_status ON reports(status)`);\n await sqlite.execute(`CREATE INDEX IF NOT EXISTS idx_users_token ON users(bot_token)`);\n console.log(\"✅ Database initialized\");\n}\n\nexport async function upsertUser(botToken: string, chatId: string) {\n const existing = await sqlite.execute({ sql: \"SELECT * FROM users WHERE bot_token = ?\", args: [botToken] });\n if (existing.rows.length > 0) {\n await sqlite.execute({ sql: \"UPDATE users SET chat_id = ? WHERE bot_token = ?\", args: [chatId, botToken] });\n return { ...existing.rows[0], chat_id: chatId };\n }\n await sqlite.execute({ sql: \"INSERT INTO users (bot_token, chat_id) VALUES (?, ?)\", args: [botToken, chatId] });\n const row = await sqlite.execute({ sql: \"SELECT * FROM users WHERE bot_token = ?\", args: [botToken] });\n return row.rows[0];\n}\n\nexport async function getUserByToken(botToken: string) {\n const result = await sqlite.execute({ sql: \"SELECT * FROM users WHERE bot_token = ?\", args: [botToken] });\n return result.rows[0] || null;\n}\n\nexport async function getAllUsers() {\n const result = await sqlite.execute({ sql: \"SELECT * FROM users ORDER BY created_at DESC\" });\n return result.rows;\n}\n\nexport async function createReport(jobId: string, userId: number, reportType: string) {\n await sqlite.execute({\n sql: \"INSERT INTO reports (job_id, user_id, report_type, status) VALUES (?, ?, ?, 'queued')\",\n args: [jobId, userId, reportType],\n });\n}\n\nexport async function updateReportStatus(jobId: string, status: string, reportJson?: string, error?: string) {\n if (status === \"done\") {\n await sqlite.execute({\n sql: \"UPDATE reports SET status = ?, report_json = ?, completed_at = ? WHERE job_id = ?\",\n args: [status, reportJson || null, Date.now(), jobId],\n });\n } else if (status === \"error\") {\n await sqlite.execute({\n sql: \"UPDATE reports SET status = ?, error = ? WHERE job_id = ?\",\n args: [status, error || null, jobId],\n });\n } else {\n await sqlite.execute({ sql: \"UPDATE reports SET status = ? WHERE job_id = ?\", args: [status, jobId] });\n }\n}\n\nexport async function getReport(jobId: string, userId: number) {\n const result = await sqlite.execute({ sql: \"SELECT * FROM reports WHERE job_id = ? AND user_id = ?\", args: [jobId, userId] });\n return result.rows[0] || null;\n}\n\nexport async function getReportByJobId(jobId: string) {\n const result = await sqlite.execute({ sql: \"SELECT * FROM reports WHERE job_id = ?\", args: [jobId] });\n return result.rows[0] || null;\n}\n\nexport async function getRecentReports(limit = 20) {\n const result = await sqlite.execute({ sql: \"SELECT * FROM reports ORDER BY created_at DESC LIMIT ?\", args: [limit] });\n return result.rows;\n}\n\nexport async function getReportsByUser(userId: number, limit = 20) {\n const result = await sqlite.execute({ sql: \"SELECT * FROM reports WHERE user_id = ? ORDER BY created_at DESC LIMIT ?\", args: [userId, limit] });\n return result.rows;\n}\n\nexport async function getDashboardStats() {\n const totalReports = await sqlite.execute({ sql: \"SELECT COUNT(*) as count FROM reports\" });\n const doneReports = await sqlite.execute({ sql: \"SELECT COUNT(*) as count FROM reports WHERE status = 'done'\" });\n const queuedReports = await sqlite.execute({ sql: \"SELECT COUNT(*) as count FROM reports WHERE status IN ('queued','running')\" });\n const errorReports = await sqlite.execute({ sql: \"SELECT COUNT(*) as count FROM reports WHERE status = 'error'\" });\n const totalUsers = await sqlite.execute({ sql: \"SELECT COUNT(*) as count FROM users\" });\n const totalTrades = await sqlite.execute({ sql: \"SELECT COUNT(*) as count FROM chronicle WHERE action = 'STRIKE'\" });\n const recentChronicle = await sqlite.execute({ sql: \"SELECT * FROM chronicle ORDER BY timestamp DESC LIMIT 50\" });\n \n return {\n totalReports: totalReports.rows[0]?.count || 0,\n completedReports: doneReports.rows[0]?.count || 0,\n queuedReports: queuedReports.rows[0]?.count || 0,\n errorReports: errorReports.rows[0]?.count || 0,\n totalUsers: totalUsers.rows[0]?.count || 0,\n totalTrades: totalTrades.rows[0]?.count || 0,\n recentTrades: recentChronicle.rows,\n };\n}\n\nexport async function recordChronicleEntry(entry: {\n userId?: number; action: string; direction?: string; entry?: number;\n stop?: number; targets?: string; size?: number; reason?: string; pnl?: number;\n}) {\n await sqlite.execute({\n sql: `INSERT INTO chronicle (user_id, action, direction, entry, stop, targets, size, reason, pnl)\n VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)`,\n args: [entry.userId || null, entry.action, entry.direction || null, entry.entry || null,\n entry.stop || null, entry.targets || null, entry.size || null, entry.reason || null, entry.pnl || null],\n });\n}\n",[],[138,244],"aac962b2-bf63-4fa6-8b9f-97db0748b3d6","council.ts","2b5bc104-836f-11f1-9a99-1607ee4eb77e",9,["D",1784464891629],"// ─── The Council — Multi-Indicator Voting System ───\nimport type { Candle, CouncilResult, CouncilVote, RoyalState } from \"./types.ts\";\nimport { rsi, atr, macd, bollingerBands, adx, stochastic, detectStructure, obv, vwap, ema, sma } from \"./indicators.ts\";\n\ninterface CouncilInput {\n m5: Candle[]; m15: Candle[]; h1: Candle[]; h4: Candle[]; d1: Candle[];\n state: RoyalState;\n}\n\nexport async function conveneCouncil(input: CouncilInput): Promise {\n const { m5, m15, h1, h4, d1 } = input;\n const votes: Record = {};\n const closes = (c: Candle[]) => c.map(x => x.close);\n\n // ── 1. Wyckoff Phase Analysis (H4 + D1) ──\n const h4Structure = detectStructure(h4, 30);\n const d1Structure = detectStructure(d1, 20);\n const d1RSI = rsi(d1);\n const lastD1RSI = d1RSI[d1RSI.length - 1];\n let wyckoffPhase = \"MARKUP\";\n if (d1Structure.structure === \"RANGE\" || d1Structure.structure.includes(\"RANGE\")) {\n wyckoffPhase = lastD1RSI < 40 ? \"ACCUMULATION\" : \"DISTRIBUTION\";\n } else if (d1Structure.structure === \"UPTREND\") {\n wyckoffPhase = \"MARKUP\";\n } else {\n wyckoffPhase = \"MARKDOWN\";\n }\n votes.wyckoff = {\n indicator: \"Wyckoff\",\n vote: wyckoffPhase === \"ACCUMULATION\" ? \"BUY\" : wyckoffPhase === \"DISTRIBUTION\" ? \"SELL\" : \"NEUTRAL\",\n weight: 1.5,\n confidence: 65,\n detail: `Phase: ${wyckoffPhase} | D1 structure: ${d1Structure.structure}`,\n };\n\n // ── 2. RSI Divergence (M15 + H1) ──\n const m15RSI = rsi(m15);\n const h1RSI = rsi(h1);\n const lastM15RSI = m15RSI[m15RSI.length - 1];\n const lastH1RSI = h1RSI[h1RSI.length - 1];\n let rsiVote: \"BUY\" | \"SELL\" | \"NEUTRAL\" = \"NEUTRAL\";\n let rsiDetail = `M15: ${lastM15RSI.toFixed(1)} | H1: ${lastH1RSI.toFixed(1)}`;\n if (lastM15RSI < 30 && lastH1RSI < 40) { rsiVote = \"BUY\"; rsiDetail += \" | Oversold\"; }\n else if (lastM15RSI > 70 && lastH1RSI > 60) { rsiVote = \"SELL\"; rsiDetail += \" | Overbought\"; }\n else if (lastM15RSI > 50 && lastH1RSI > 50) { rsiVote = \"BUY\"; rsiDetail += \" | Bullish momentum\"; }\n else if (lastM15RSI < 50 && lastH1RSI < 50) { rsiVote = \"SELL\"; rsiDetail += \" | Bearish momentum\"; }\n votes.rsi = { indicator: \"RSI\", vote: rsiVote, weight: 1.0, confidence: 60, detail: rsiDetail };\n\n // ── 3. MACD Momentum (H1) ──\n const h1Macd = macd(closes(h1));\n const lastHist = h1Macd.histogram[h1Macd.histogram.length - 1];\n const prevHist = h1Macd.histogram[h1Macd.histogram.length - 2];\n const macdVote = lastHist > 0 && lastHist > prevHist ? \"BUY\" : lastHist < 0 && lastHist < prevHist ? \"SELL\" : \"NEUTRAL\";\n votes.macd = {\n indicator: \"MACD\",\n vote: macdVote,\n weight: 1.2,\n confidence: 62,\n detail: `Histogram: ${lastHist.toFixed(4)} | ${lastHist > prevHist ? \"Accelerating\" : \"Decelerating\"}`,\n };\n\n // ── 4. Bollinger Band Squeeze (M15) ──\n const bb = bollingerBands(closes(m15), 20, 2);\n const lastBB = { upper: bb.upper[bb.upper.length - 1], lower: bb.lower[bb.lower.length - 1], middle: bb.middle[bb.middle.length - 1] };\n const bbWidth = (lastBB.upper - lastBB.lower) / lastBB.middle;\n const lastClose = m15[m15.length - 1].close;\n let bbVote: \"BUY\" | \"SELL\" | \"NEUTRAL\" = \"NEUTRAL\";\n if (lastClose <= lastBB.lower) bbVote = \"BUY\";\n else if (lastClose >= lastBB.upper) bbVote = \"SELL\";\n votes.bollinger = {\n indicator: \"Bollinger\",\n vote: bbVote,\n weight: 0.9,\n confidence: 55,\n detail: `Width: ${(bbWidth * 100).toFixed(2)}% | ${bbWidth < 0.02 ? \"SQUEEZE\" : \"Normal\"}`,\n };\n\n // ── 5. ADX Trend Strength (H4) ──\n const h4ADX = adx(h4);\n const lastADX = h4ADX[h4ADX.length - 1];\n const h4EMAs = { fast: ema(closes(h4), 9), slow: ema(closes(h4), 21) };\n const adxBullish = h4EMAs.fast[h4EMAs.fast.length - 1] > h4EMAs.slow[h4EMAs.slow.length - 1];\n let adxVote: \"BUY\" | \"SELL\" | \"NEUTRAL\" = \"NEUTRAL\";\n if (lastADX > 25) adxVote = adxBullish ? \"BUY\" : \"SELL\";\n votes.adx = {\n indicator: \"ADX\",\n vote: adxVote,\n weight: lastADX > 25 ? 1.3 : 0.5,\n confidence: lastADX > 30 ? 70 : 50,\n detail: `ADX: ${lastADX.toFixed(1)} | ${lastADX > 25 ? \"Trending\" : \"Ranging\"} | ${adxBullish ? \"Bullish\" : \"Bearish\"}`,\n };\n\n // ── 6. Stochastic (M5) ──\n const stoch = stochastic(m5);\n const lastK = stoch.k[stoch.k.length - 1];\n const lastD = stoch.d[stoch.d.length - 1];\n let stochVote: \"BUY\" | \"SELL\" | \"NEUTRAL\" = \"NEUTRAL\";\n if (lastK < 20 && lastK > lastD) stochVote = \"BUY\";\n else if (lastK > 80 && lastK < lastD) stochVote = \"SELL\";\n votes.stochastic = {\n indicator: \"Stochastic\",\n vote: stochVote,\n weight: 0.8,\n confidence: 52,\n detail: `K: ${lastK.toFixed(1)} | D: ${lastD.toFixed(1)} | ${lastK < 20 ? \"Oversold\" : lastK > 80 ? \"Overbought\" : \"Neutral\"}`,\n };\n\n // ── 7. VWAP Position (M15) ──\n const m15VWAP = vwap(m15.slice(-96));\n const m15LastClose = m15[m15.length - 1].close;\n votes.vwap = {\n indicator: \"VWAP\",\n vote: m15LastClose > m15VWAP ? \"BUY\" : \"SELL\",\n weight: 1.0,\n confidence: 58,\n detail: `Price: ${m15LastClose.toFixed(2)} | VWAP: ${m15VWAP.toFixed(2)} | ${m15LastClose > m15VWAP ? \"Above\" : \"Below\"}`,\n };\n\n // ── 8. OBV Trend (H1) ──\n const h1OBV = obv(h1);\n const obvSlope = h1OBV[h1OBV.length - 1] - h1OBV[h1OBV.length - 10];\n votes.obv = {\n indicator: \"OBV\",\n vote: obvSlope > 0 ? \"BUY\" : \"SELL\",\n weight: 0.7,\n confidence: 50,\n detail: `Slope: ${obvSlope > 0 ? \"Positive\" : \"Negative\"} | Volume ${obvSlope > 0 ? \"accumulation\" : \"distribution\"}`,\n };\n\n // ── 9. Temporal / Kill Zone ──\n const hour = new Date().getUTCHours();\n const inKillZone = hour >= 7 && hour <= 22;\n let zone = \"OFF\";\n if (hour >= 7 && hour < 9) zone = \"LONDON_OPEN\";\n else if (hour >= 9 && hour < 12) zone = \"LONDON_NY_OVERLAP\";\n else if (hour >= 12 && hour <= 16) zone = \"NY_SESSION\";\n else if (hour >= 16 && hour <= 22) zone = \"NY_CLOSE\";\n else if (hour >= 0 && hour < 7) zone = \"ASIA\";\n votes.temporal = {\n indicator: \"KillZone\",\n vote: inKillZone ? \"BUY\" : \"NEUTRAL\",\n weight: inKillZone ? 0.8 : 0.3,\n confidence: inKillZone ? 65 : 30,\n detail: `Zone: ${zone} | ${inKillZone ? \"Active\" : \"Inactive\"}`,\n };\n\n // ── 10. Sentiment / COT Proxy ──\n const d1EMAs = { fast: ema(closes(d1), 9), slow: ema(closes(d1), 21) };\n const d1Bullish = d1EMAs.fast[d1EMAs.fast.length - 1] > d1EMAs.slow[d1EMAs.slow.length - 1];\n const d1SMA = sma(closes(d1), 50);\n const aboveSMA50 = d1[d1.length - 1].close > d1SMA[d1SMA.length - 1];\n const cotSignal = d1Bullish && aboveSMA50 ? \"STRONG_BUY\" : !d1Bullish && !aboveSMA50 ? \"STRONG_SELL\" : \"NEUTRAL\";\n votes.sentiment = {\n indicator: \"Sentiment\",\n vote: cotSignal === \"STRONG_BUY\" ? \"BUY\" : cotSignal === \"STRONG_SELL\" ? \"SELL\" : \"NEUTRAL\",\n weight: 1.1,\n confidence: 63,\n detail: `COT: ${cotSignal} | D1 EMA9 ${d1Bullish ? \">\" : \"<\"} EMA21 | ${aboveSMA50 ? \"Above\" : \"Below\"} SMA50`,\n };\n\n // ── Consensus ──\n let buyWeight = 0, sellWeight = 0, totalWeight = 0;\n for (const v of Object.values(votes)) {\n totalWeight += v.weight;\n if (v.vote === \"BUY\") buyWeight += v.weight;\n else if (v.vote === \"SELL\") sellWeight += v.weight;\n }\n const consensus = buyWeight > sellWeight * 1.15 ? \"BUY\" : sellWeight > buyWeight * 1.15 ? \"SELL\" : \"NEUTRAL\";\n const agreement = Math.max(buyWeight, sellWeight) / totalWeight * 100;\n\n // ── Regime Detection ──\n const lastADXVal = h4ADX[h4ADX.length - 1];\n let regime = \"UNKNOWN\";\n if (lastADXVal > 25 && d1Structure.structure === \"UPTREND\") regime = \"STRONG_UPTREND\";\n else if (lastADXVal > 25 && d1Structure.structure === \"DOWNTREND\") regime = \"STRONG_DOWNTREND\";\n else if (lastADXVal > 20) regime = d1Bullish ? \"WEAK_UPTREND\" : \"WEAK_DOWNTREND\";\n else regime = \"RANGING\";\n\n return { regime, votes, consensus, agreement };\n}\n",[],[138,252],"282ddfb4-0f76-499c-b5da-125ca5e5afad","chronicle.ts","4938f282-836f-11f1-8b5e-1607ee4eb77e",11,["D",1784464941808],"// ─── Royal Chronicle — Trade Journal ───\nimport { recordChronicleEntry } from \"./db.ts\";\n\ninterface ChronicleEntry {\n direction?: string;\n entry?: number;\n stop?: number;\n targets?: number[];\n size?: number;\n reason?: string;\n pnl?: number;\n action?: string;\n}\n\nexport async function recordChronicle(entry: ChronicleEntry & { action?: string }): Promise {\n await recordChronicleEntry({\n action: entry.action || \"STRIKE\",\n direction: entry.direction,\n entry: entry.entry,\n stop: entry.stop,\n targets: entry.targets?.join(\",\"),\n size: entry.size,\n reason: entry.reason,\n pnl: entry.pnl,\n });\n}\n",[],[138,260],"9568d37d-cb99-4ae7-8e50-c6f255bc7121",["D",1784464941809],[],[138,38],["D",1784462679139],[158,159,160,161,162,163,164,165,166,167,168,169,170],[138],["D",1784462621259],["D",1789472446807],{"_105":104,"_113":109},{"_105":104,"_106":107,"_108":109,"_19":60,"_110":111,"_112":30},{"_13":94,"_37":95,"_48":47,"_96":49,"_97":-5,"_98":-5,"_99":-5,"_100":-5,"_101":-5,"_102":50,"_103":104},"ctx",{"_87":-5,"_133":312,"_313":314,"_315":316,"_317":30,"_318":30,"_319":30,"_320":64,"_321":-5,"_322":-7,"_323":-7,"_324":68,"_325":30,"_326":30,"_327":-5,"_328":30,"_329":30,"_330":30,"_331":-5},"ENV",{"_283":284,"_285":286,"_287":95,"_288":289,"_290":291,"_292":293,"_294":295,"_296":297,"_298":299,"_300":301,"_302":303,"_304":305,"_306":307,"_308":309,"_310":311},"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 · v13