[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_178":179,"_180":181},"routes/_app.x.$handle.$name",{"_97":96,"_32":45,"_106":84,"_27":107,"_13":14,"_108":-5,"_11":109,"_110":111,"_112":113,"_114":115,"_116":117,"_20":-5,"_118":119,"_120":121,"_122":25,"_123":124,"_125":25,"_126":-5,"_127":-5,"_128":129},"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",7,"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","run.ts","latestPath","fileId","01a0a002-8f60-75cf-8ff5-9bf5b9836e3c","name","fileType","script","content","import { main } from \"./main.ts\";\nconst result = await main();\nconsole.log(JSON.stringify(result));","import { main } from \"./main.ts\";\nconst r=await main();\nconsole.log(JSON.stringify({method:r.method,results:r.results.map((x:any)=>({symbol:x.symbol,oosN:x.oosN,validationN:x.validationN,calibrationSelected:x.calibrationSelected,accuracy:x.calibrationSelected?x.calibratedValidation.accuracy:x.rawValidation.accuracy,brier:x.calibrationSelected?x.calibratedValidation.brier:x.rawValidation.brier,logloss:x.calibrationSelected?x.calibratedValidation.logloss:x.rawValidation.logloss,up:x.currentSelected.Up,flat:x.currentSelected.Flat,down:x.currentSelected.Down,featureDate:x.featureDate}))}));","createdAt",["D",1789391020659],"branchVersion","branchId","641e894a-c832-45d0-ad5d-f8d018b71339","id","f338f97e-5412-43e2-bbb1-116bedc6cd83","industry-5d-walkforward-backtest",["D",1789390917328],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Walk-forward validation for major US industry ETFs","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",{"_97":96,"_105":101},"org",{"_97":96,"_98":99,"_100":101,"_18":55,"_102":103,"_104":25},"branch",{"_13":14,"_32":84,"_43":42,"_85":44,"_86":87,"_88":89,"_90":50,"_91":92,"_93":63,"_94":45,"_95":96},"isOwned","main","projectId","forkedBranchId","1be1950f-e97d-4a0e-9311-d0e3655af759","forkedBranchVersion",5,"forkedProjectPrivacy","forkedProjectId","df5bf9bd-8d05-4d99-8a92-34f1b59bca96","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":174,"_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":175,"_79":176,"_81":177,"_83":25},"tree",[165,166],"files",[165,166],"counts",{"_155":61,"_156":145,"_157":145,"_158":159,"_160":161},"contents",[138,139],"upstreamProject",{"_43":92,"_32":135,"_52":136,"_54":-5,"_49":50,"_77":137},"upstreamBranch",{"_43":87,"_38":130,"_131":132,"_32":84,"_85":92,"_13":89,"_86":-5,"_88":-5,"_133":134,"_47":-5,"_83":25,"_49":50,"_95":96,"_62":63,"_94":135},"emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},["D",1789389977236],"updatedAt",["D",1789390245692],"lockfileKey","1789390245889-esm.town_v_samuelasabet_crypto-7d-walkforward-backtest@5-main","crypto-7d-walkforward-backtest","7-day crypto walk-forward probability validation",{"_97":96,"_105":101},{"_43":148,"_32":149,"_30":150,"_141":-5,"_41":42,"_40":151,"_142":143,"_38":152,"_13":89,"_33":34,"_35":153,"_24":25,"_146":-5,"_27":154},{"_43":140,"_32":28,"_30":31,"_141":-5,"_41":42,"_40":14,"_142":143,"_38":144,"_13":145,"_33":34,"_35":37,"_24":25,"_146":-5,"_27":147},"4b868070-9123-4156-afc2-2ba36b4ea2a9","parentId","latest",true,["D",1789391020659],1,"label",[28],"2e66fa2d-2dd9-4622-a3b5-4a10ae571b29","main.ts","01a0a002-8f60-75cf-8ff5-9641a20082f8",6,["D",1789391002721],"const SYMS=[\"XLK\",\"XLF\",\"XLE\",\"XLV\",\"XLI\",\"XLY\",\"XLP\",\"XLU\",\"XLB\",\"XLRE\",\"XLC\",\"SMH\",\"IBB\",\"IYT\"],CLS=[\"Down\",\"Flat\",\"Up\"];\nconst H=5,B=.02,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/${s}`);u.searchParams.set(\"period1\",String(Math.floor(Date.UTC(2018,0,1)/1000)));u.searchParams.set(\"period2\",String(Math.floor(Date.now()/1000)+86400));u.searchParams.set(\"interval\",\"1d\");const r=await fetch(u,{headers:{\"User-Agent\":\"Mozilla/5.0\"}});if(!r.ok)throw Error(`${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(252),bb[i].c/bb[i-7].c-1,bb[i].c/bb[i-30].c-1,sd(bl)*Math.sqrt(252),(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,\"SPY\"])A[s]=await get(s);const bench=A[\"SPY\"],out=[];for(const s of SYMS){const built=build(A[s],bench),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; 5-trading-session horizon; +/-2.0% flat; SPY benchmark features; chronological 60/40 calibration split; calibration only if Brier and logloss both improve\",results:out}}",[149],"pulls","branches","forks","envVars",{"_162":61,"_164":61},"connections",{"_162":61,"_163":61},"count","unfilledCount","emptyCount",{"_43":148,"_32":149,"_30":150,"_141":-5,"_41":42,"_40":151,"_142":143,"_38":171,"_13":89,"_33":34,"_35":153,"_24":25,"_146":-5,"_168":172,"_27":173},{"_43":140,"_32":28,"_30":31,"_141":-5,"_41":42,"_40":14,"_142":143,"_38":167,"_13":145,"_33":34,"_35":37,"_24":25,"_146":-5,"_168":169,"_27":170},["D",1789391020659],"children",[],[28],["D",1789391002721],[],[149],["D",1789390917328],{"_97":96,"_105":101},{"_97":96,"_98":99,"_100":101,"_18":55,"_102":103,"_104":25},{"_13":14,"_32":84,"_43":42,"_85":44,"_86":87,"_88":89,"_90":50,"_91":92,"_93":63,"_94":45,"_95":96},"ctx",{"_77":-5,"_127":211,"_212":213,"_214":215,"_216":25,"_217":25,"_218":25,"_219":143,"_220":-5,"_221":-7,"_222":-7,"_223":61,"_224":25,"_225":25,"_226":-5,"_227":25,"_228":25,"_229":25,"_230":-5},"ENV",{"_182":183,"_184":185,"_186":84,"_187":188,"_189":190,"_191":192,"_193":194,"_195":196,"_197":198,"_199":200,"_201":202,"_203":204,"_205":206,"_207":208,"_209":210},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","5015b8df46402d8bba4f485ecc37aec202b0e06b","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 · v7