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i=30;ij?Math.log(r.c/a[i-30+j].c):Math.log(r.c/a[i-1].c)),bl=b.slice(i-29,i+1).map((r,j)=>j?Math.log(r.c/b[i-30+j].c):Math.log(r.c/b[i-1].c)),q=a.slice(i-29,i+1).map(r=>Math.log(Math.max(1,r.q))),f=a[i+H].c/a[i].c-1;o.push({t:a[i].t,y:f>B?\"Up\":f< -B?\"Down\":\"Flat\",x:[a[i].c/a[i-1].c-1,a[i].c/a[i-7].c-1,a[i].c/a[i-30].c-1,sd(lr)*Math.sqrt(365),b[i].c/b[i-7].c-1,b[i].c/b[i-30].c-1,sd(bl)*Math.sqrt(365),(q.at(-1)!-avg(q))/sd(q)]})}return o}function pr(tr:any[],x:number[]){let m=x.map((_,j)=>avg(tr.map(r=>r.x[j]))),s=x.map((_,j)=>sd(tr.map(r=>r.x[j]))),d=tr.map((r,i)=>({i,d:x.reduce((z,v,j)=>z+((v-m[j])/s[j]-(r.x[j]-m[j])/s[j])**2,0)})).sort((a,b)=>a.d-b.d).slice(0,K),c=[1,1,1];d.forEach(z=>c[CLS.indexOf(tr[z.i].y)]++);let n=c.reduce((a,b)=>a+b);return c.map(v=>v/n)}export async function main(){let A:any={};for(let s of SYMS)A[s]=await get(s);let out=[];for(let s of SYMS){let v=feat(A[s],A.BTCUSDT),p:number[][]=[],y:string[]=[];for(let i=I;iMath.max(1,yt.filter(x=>x===c).length));let fn=fq.reduce((a,b)=>a+b);fq=fq.map(x=>x/fn);let ba=0,bs=1e9;for(let n=0;n<=20;n++){let a=n/20,mm=met(yt,pt.map(q=>q.map((x,j)=>(1-a)*x+a*fq[j])));if(mm.brierq.map((x,j)=>(1-ba)*x+ba*fq[j])),cal=met(yv,calp),use=cal.brier(1-ba)*x+ba*fq[j]),sp=use?cp:rp;out.push({symbol:s,oosN:y.length,validationN:yv.length,calibrationAlpha:ba,calibrationSelected:use,rawValidation:raw,calibratedValidation:cal,currentSelected:Object.fromEntries(CLS.map((c,j)=>[c,sp[j]])),featureDate:new Date(last.t).toISOString().slice(0,10)})}return{method:\"purged expanding-window KNN; 7-day horizon; +/-2.5% flat; calibration only if Brier and logloss 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Diff · v3