[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_165":166,"_167":168},"routes/_app.x.$handle.$name",{"_94":93,"_32":45,"_103":84,"_27":104,"_13":14,"_105":-5,"_11":106,"_107":108,"_109":110,"_111":112,"_113":114,"_20":-5,"_115":-5,"_116":-5,"_117":25,"_118":119,"_120":25,"_121":-5,"_122":-5,"_123":124},"routes/_app.x.$handle.$name.branch.$branch.version.$version.diff",{"_11":12,"_13":14,"_15":16,"_17":-5,"_18":-5},"project",{"_43":44,"_32":45,"_38":46,"_47":-5,"_48":25,"_49":50,"_51":50,"_52":53,"_54":-5,"_18":55,"_56":-5,"_57":25,"_58":-5,"_59":-5,"_60":61,"_62":63,"_64":-5,"_65":-5,"_66":-5,"_67":-5,"_68":69,"_70":69,"_71":72,"_73":72,"_74":72,"_75":69,"_76":69,"_77":78,"_79":80,"_81":82,"_83":25},"version",5,"changes",[19],"aiChatInfo","userId",{"_20":21,"_22":23,"_24":25,"_26":25,"_27":28,"_29":28},"file",{"_30":31,"_32":28,"_33":34,"_35":37,"_38":39,"_40":14,"_41":42,"_24":25},"previous",{"_30":31,"_32":28,"_33":34,"_35":36},"deleted",false,"deletedHere","path","main.ts","latestPath","fileId","472502cc-b03a-11f1-82bd-1607ee4eb77e","name","fileType","script","content","const SYMS=[\"BTC-USD\",\"ETH-USD\",\"SOL-USD\",\"BNB-USD\",\"XRP-USD\"],CLS=[\"Down\",\"Flat\",\"Up\"];\nconst H=7,B=.025,I=500,S=60,K=50;\ntype R={t:number,c:number,q:number};\nconst avg=(a:number[])=>a.reduce((x,y)=>x+y,0)/a.length;\nconst sd=(a:number[])=>{const m=avg(a);return Math.sqrt(avg(a.map(x=>(x-m)**2)))||1};\nasync function get(s:string){\n const u=new URL(`https://query1.finance.yahoo.com/v8/finance/chart/${s}`);\n u.searchParams.set(\"period1\",String(Math.floor(Date.UTC(2021,0,1)/1000)));\n u.searchParams.set(\"period2\",String(Math.floor(Date.now()/1000)+86400));\n u.searchParams.set(\"interval\",\"1d\");\n const r=await fetch(u,{headers:{\"User-Agent\":\"Mozilla/5.0\"}});\n if(!r.ok) throw Error(`${s}:${r.status}`);\n const j=await r.json(); const z=j?.chart?.result?.[0];\n if(!z) throw Error(`${s}:no-data`);\n const ts:number[]=z.timestamp||[], q=z.indicators?.quote?.[0]||{};\n const out:R[]=[];\n for(let i=0;i0) out.push({t:ts[i]*1000,c,q:Number.isFinite(v)&&v>0?v:1});\n }\n return out;\n}\nfunction met(y:string[],p:number[][]){let ok=0,br=0,ll=0;y.forEach((v,i)=>{let k=p[i].indexOf(Math.max(...p[i]));if(CLS[k]===v)ok++;p[i].forEach((z,j)=>br+=(z-(CLS[j]===v?1:0))**2);ll-=Math.log(Math.max(1e-12,p[i][CLS.indexOf(v)]))});return{accuracy:ok/y.length,brier:br/y.length,logloss:ll/y.length}}\nfunction feat(a:R[],b:R[]){\n const mb=new Map(b.map(r=>[r.t,r])); const aa=a.filter(r=>mb.has(r.t)); const bb=aa.map(r=>mb.get(r.t)!); let o:any[]=[];\n for(let i=30;ij?Math.log(r.c/aa[i-30+j].c):Math.log(r.c/aa[i-1].c));\n const bl=bb.slice(i-29,i+1).map((r,j)=>j?Math.log(r.c/bb[i-30+j].c):Math.log(r.c/bb[i-1].c));\n const q=aa.slice(i-29,i+1).map(r=>Math.log(Math.max(1,r.q))); const f=aa[i+H].c/aa[i].c-1;\n o.push({t:aa[i].t,y:f>B?\"Up\":f< -B?\"Down\":\"Flat\",x:[aa[i].c/aa[i-1].c-1,aa[i].c/aa[i-7].c-1,aa[i].c/aa[i-30].c-1,sd(lr)*Math.sqrt(365),bb[i].c/bb[i-7].c-1,bb[i].c/bb[i-30].c-1,sd(bl)*Math.sqrt(365),(q.at(-1)!-avg(q))/sd(q)]});\n }\n return o;\n}\nfunction pr(tr:any[],x:number[]){\n const m=x.map((_,j)=>avg(tr.map(r=>r.x[j]))),s=x.map((_,j)=>sd(tr.map(r=>r.x[j])));\n const 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,Math.min(K,tr.length));\n const c=[1,1,1]; d.forEach(z=>c[CLS.indexOf(tr[z.i].y)]++); const n=c.reduce((a,b)=>a+b,0); return c.map(v=>v/n);\n}\nexport async function main(){\n const A:any={}; for(const s of SYMS) A[s]=await get(s); const btc=A[\"BTC-USD\"]; const out=[];\n for(const s of SYMS){\n const v=feat(A[s],btc),p:number[][]=[],y:string[]=[];\n for(let i=I;iMath.max(1,yt.filter(x=>x===c).length));\n const fn=fq.reduce((a,b)=>a+b,0),freq=fq.map(x=>x/fn); let ba=0,bs=1e9;\n for(let n=0;n<=20;n++){const a=n/20,mm=met(yt,pt.map(q=>q.map((x,j)=>(1-a)*x+a*freq[j])));if(mm.brierq.map((x,j)=>(1-ba)*x+ba*freq[j])),cal=met(yv,calp),use=cal.brier(1-ba)*x+ba*freq[j]),sp=use?cp:rp;\n out.push({symbol:s,historyStart:new Date(A[s][0].t).toISOString().slice(0,10),historyEnd:new Date(A[s].at(-1).t).toISOString().slice(0,10),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)});\n }\n return{source:\"Yahoo Finance chart API\",method:\"purged expanding-window KNN; 7-day horizon; +/-2.5% flat; chronological 60/40 calibration split; calibration only if Brier and logloss both improve\",results:out};\n}","const SYMS=[\"BTC-USD\",\"ETH-USD\",\"SOL-USD\",\"BNB-USD\",\"XRP-USD\"],CLS=[\"Down\",\"Flat\",\"Up\"];\nconst H=7,B=.025,I=500,S=60,K=50;\ntype R={t:number,c:number,q:number};\nconst avg=(a:number[])=>a.reduce((x,y)=>x+y,0)/a.length;\nconst sd=(a:number[])=>{const m=avg(a);return Math.sqrt(avg(a.map(x=>(x-m)**2)))||1};\nasync function get(s:string){const u=new URL(`https://query1.finance.yahoo.com/v8/finance/chart/${s}`);u.searchParams.set(\"period1\",String(Math.floor(Date.UTC(2021,0,1)/1000)));u.searchParams.set(\"period2\",String(Math.floor(Date.now()/1000)+86400));u.searchParams.set(\"interval\",\"1d\");const r=await fetch(u,{headers:{\"User-Agent\":\"Mozilla/5.0\"}});if(!r.ok)throw Error(`${s}:${r.status}`);const j=await r.json(),z=j?.chart?.result?.[0];if(!z)throw Error(`${s}:no-data`);const ts:number[]=z.timestamp||[],q=z.indicators?.quote?.[0]||{},out:R[]=[];for(let i=0;i0)out.push({t:ts[i]*1000,c,q:Number.isFinite(v)&&v>0?v:1})}return out}\nfunction met(y:string[],p:number[][]){let ok=0,br=0,ll=0;y.forEach((v,i)=>{let k=p[i].indexOf(Math.max(...p[i]));if(CLS[k]===v)ok++;p[i].forEach((z,j)=>br+=(z-(CLS[j]===v?1:0))**2);ll-=Math.log(Math.max(1e-12,p[i][CLS.indexOf(v)]))});return{accuracy:ok/y.length,brier:br/y.length,logloss:ll/y.length}}\nfunction build(a:R[],b:R[]){const mb=new Map(b.map(r=>[r.t,r])),aa=a.filter(r=>mb.has(r.t)),bb=aa.map(r=>mb.get(r.t)!);const all:any[]=[];for(let i=30;ij?Math.log(r.c/aa[i-30+j].c):Math.log(r.c/aa[i-1].c)),bl=bb.slice(i-29,i+1).map((r,j)=>j?Math.log(r.c/bb[i-30+j].c):Math.log(r.c/bb[i-1].c)),q=aa.slice(i-29,i+1).map(r=>Math.log(Math.max(1,r.q))),f=i+HB?\"Up\":f< -B?\"Down\":\"Flat\";all.push({t:aa[i].t,y,x:[aa[i].c/aa[i-1].c-1,aa[i].c/aa[i-7].c-1,aa[i].c/aa[i-30].c-1,sd(lr)*Math.sqrt(365),bb[i].c/bb[i-7].c-1,bb[i].c/bb[i-30].c-1,sd(bl)*Math.sqrt(365),(q.at(-1)!-avg(q))/sd(q)]})}return{labeled:all.filter(r=>r.y!==null),latest:all.at(-1)}}\nfunction pr(tr:any[],x:number[]){const 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,Math.min(K,tr.length)),c=[1,1,1];d.forEach(z=>c[CLS.indexOf(tr[z.i].y)]++);const n=c.reduce((a,b)=>a+b,0);return c.map(v=>v/n)}\nexport async function main(){const A:any={};for(const s of SYMS)A[s]=await get(s);const btc=A[\"BTC-USD\"],out=[];for(const s of SYMS){const built=build(A[s],btc),v=built.labeled,latest=built.latest,p:number[][]=[],y:string[]=[];for(let i=I;iMath.max(1,yt.filter(x=>x===c).length)),fn=fq.reduce((a,b)=>a+b,0),freq=fq.map(x=>x/fn);let ba=0,bs=1e9;for(let n=0;n<=20;n++){const a=n/20,mm=met(yt,pt.map(q=>q.map((x,j)=>(1-a)*x+a*freq[j])));if(mm.brierq.map((x,j)=>(1-ba)*x+ba*freq[j]))),use=cal.brier(1-ba)*x+ba*freq[j]),sp=use?cp:rp;out.push({symbol:s,historyStart:new Date(A[s][0].t).toISOString().slice(0,10),historyEnd:new Date(A[s].at(-1).t).toISOString().slice(0,10),oosN:y.length,validationN:yv.length,calibrationAlpha:ba,calibrationSelected:use,rawValidation:raw,calibratedValidation:cal,currentRaw:Object.fromEntries(CLS.map((c,j)=>[c,rp[j]])),currentSelected:Object.fromEntries(CLS.map((c,j)=>[c,sp[j]])),featureDate:new Date(latest.t).toISOString().slice(0,10),horizonEnd:new Date(latest.t+H*86400000).toISOString().slice(0,10)});}return{source:\"Yahoo Finance chart API\",method:\"purged expanding-window KNN; 7-day horizon; +/-2.5% flat; chronological 60/40 calibration split; calibration only if Brier and logloss both improve\",results:out}}","createdAt",["D",1789390245692],"branchVersion","branchId","1be1950f-e97d-4a0e-9311-d0e3655af759","id","df5bf9bd-8d05-4d99-8a92-34f1b59bca96","crypto-7d-walkforward-backtest",["D",1789389977236],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","7-day crypto walk-forward probability validation","imageUrl","4ed17ae8-d37b-4c3e-99cc-477057d44494","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","01a0844a-58f8-722f-adaf-20f0e0b3b881","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_94":93,"_102":98},"org",{"_94":93,"_95":96,"_97":98,"_18":55,"_99":100,"_101":25},"branch",{"_13":14,"_32":84,"_43":42,"_85":44,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":45,"_92":93},"isOwned","main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","samuelasabet","handle","displayName","mojobadshah","avatar","https://avatars.githubusercontent.com/u/20908167?v=4","tier","free","canRestrictVals","profileImageUrl","branchName","","adoptOrgId",{"_43":44,"_32":45,"_38":161,"_47":-5,"_48":25,"_49":50,"_51":50,"_52":53,"_54":-5,"_18":55,"_56":-5,"_57":25,"_58":-5,"_59":-5,"_60":61,"_62":63,"_64":-5,"_65":-5,"_66":-5,"_67":-5,"_68":69,"_70":69,"_71":72,"_73":72,"_74":72,"_75":69,"_76":69,"_77":162,"_79":163,"_81":164,"_83":25},"tree",[152,153],"files",[152,153],"counts",{"_141":61,"_142":143,"_144":143,"_145":146,"_147":148},"contents",[125,126],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_43":138,"_32":28,"_30":31,"_130":-5,"_41":42,"_40":14,"_132":133,"_38":139,"_13":131,"_33":34,"_35":37,"_24":25,"_136":-5,"_27":140},{"_43":127,"_32":128,"_30":129,"_130":-5,"_41":42,"_40":131,"_132":133,"_38":134,"_13":61,"_33":34,"_35":135,"_24":25,"_136":-5,"_27":137},"1c1eac5c-2596-48aa-a6c9-c9bbcdd0d6e1","run.ts","9879ec50-b03a-11f1-ab6c-1607ee4eb77e","parentId",3,"latest",true,["D",1789390113735],"import { main } from \"./main.ts\";\nconst result = await main();\nconsole.log(JSON.stringify(result));","label",[128],"490905ac-38bf-44f6-85b3-97973170b4cc",["D",1789390245692],[28],"pulls","branches",1,"forks","envVars",{"_149":61,"_151":61},"connections",{"_149":61,"_150":61},"count","unfilledCount","emptyCount",{"_43":138,"_32":28,"_30":31,"_130":-5,"_41":42,"_40":14,"_132":133,"_38":158,"_13":131,"_33":34,"_35":37,"_24":25,"_136":-5,"_155":159,"_27":160},{"_43":127,"_32":128,"_30":129,"_130":-5,"_41":42,"_40":131,"_132":133,"_38":154,"_13":61,"_33":34,"_35":135,"_24":25,"_136":-5,"_155":156,"_27":157},["D",1789390113735],"children",[],[128],["D",1789390245692],[],[28],["D",1789389977236],{"_94":93,"_102":98},{"_94":93,"_95":96,"_97":98,"_18":55,"_99":100,"_101":25},{"_13":14,"_32":84,"_43":42,"_85":44,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":45,"_92":93},"ctx",{"_77":-5,"_122":198,"_199":200,"_201":202,"_203":25,"_204":25,"_205":25,"_206":133,"_207":-5,"_208":-7,"_209":-7,"_210":61,"_211":25,"_212":25,"_213":-5,"_214":25,"_215":25,"_216":25,"_217":-5},"ENV",{"_169":170,"_171":172,"_173":84,"_174":175,"_176":177,"_178":179,"_180":181,"_182":183,"_184":185,"_186":187,"_188":189,"_190":191,"_192":193,"_194":195,"_196":197},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","811aa22498c9b0b5a47e8d778de579cdb990f332","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 · v5