diff --git "a/server.cjs.map" "b/server.cjs.map" deleted file mode 100644--- "a/server.cjs.map" +++ /dev/null @@ -1,7 +0,0 @@ -{ - "version": 3, - "sources": ["../server.ts", "../server/realMarketData.ts", "../server/market/marketCache.ts", "../server/market/exchangeClient.ts", "../server/market/candleService.ts", "../server/market/timeframeService.ts", "../server/market/marketSnapshotService.ts", "../server/indicators/technicalIndicators.ts", "../server/structure/swingDetection.ts", "../server/structure/marketStructure.ts", "../server/structure/smc.ts", "../server/derivatives/derivativesClient.ts", "../server/derivatives/derivativesAnalysis.ts", "../server/divergence/divergenceEngine.ts", "../server/gann/gannEngine.ts", "../server/wyckoff/wyckoffEngine.ts", "../server/confluence/confluenceEngine.ts", "../server/confluence/marketAnalysisService.ts", "../server/backtest/historicalDataService.ts", "../server/derivatives/historicalFundingService.ts", "../server/backtest/historicalBacktest.ts", "../server/signal/signalEngine.ts", "../server/ai/quantAnalyst.ts", "../server/paper/paperTradingEngine.ts", "../server/paper/paperTradingLoop.ts", "../server/quant/regimeAnalytics.ts", "../server/quant/statisticalAnalysis.ts", "../server/quant/robustnessAnalysis.ts", "../server/quant/timeSeriesAnalysis.ts", "../server/quant/robustParameterSelection.ts", "../server/quant/walkForwardAnalysis.ts", "../server/quant/stressTest.ts", "../server/quant/monteCarloAnalysis.ts", "../server/quant/quantitativeLab.ts", "../server/quant/multiRegimeAnalytics.ts", "../server/quant/parameterValidation.ts"], - "sourcesContent": ["import express from 'express';\nimport path from 'path';\nimport { fileURLToPath } from 'url';\nimport { createServer as createViteServer } from 'vite';\nimport { GoogleGenAI } from '@google/genai';\nimport dotenv from 'dotenv';\nimport { TradeSignal, SystemNotification } from './src/types.js';\nimport { fetchTop100Cryptos, syncRealTimePrices, getBrasiliaTimeStr } from './server/realMarketData.js';\nimport { getMarketSnapshot } from './server/market/marketSnapshotService.js';\nimport { analyzeMarket } from './server/confluence/marketAnalysisService.js';\nimport { fetchHistoricalBinanceCandles } from './server/backtest/historicalDataService.js';\nimport { fetchHistoricalBinanceFunding } from './server/derivatives/historicalFundingService.js';\nimport { runHistoricalBacktest } from './server/backtest/historicalBacktest.js';\nimport { generateTradeSignal } from './server/signal/signalEngine.js';\nimport { fetchRealCandles } from './server/market/candleService.js';\nimport { buildQuantAnalystPrompt, parseQuantAnalystResponse } from './server/ai/quantAnalyst.js';\nimport { paperTradingLoop } from './server/paper/paperTradingLoop.js';\nimport { buildQuantitativeLab } from './server/quant/quantitativeLab.js';\nimport { validateSelectedParameters } from './server/quant/parameterValidation.js';\n\ndotenv.config();\nconst __filename = fileURLToPath(import.meta.url); const __dirname = path.dirname(__filename); const app = express(); const PORT = 3000; app.use(express.json());\nlet genAI: GoogleGenAI | null = null;\nif (process.env.GEMINI_API_KEY) { try { genAI = new GoogleGenAI({ apiKey: process.env.GEMINI_API_KEY, httpOptions: { headers: { 'User-Agent': 'aistudio-build' } } }); } catch (err) { console.error('Error initializing GoogleGenAI:', err); } }\nlet cachedSignals: TradeSignal[] = []; let cachedNotifications: SystemNotification[] = []; let isRefreshing = false; let lastRefreshTime = 0; let lastSourceInfo = 'Iniciando varredura das 100 maiores criptos por Market Cap...';\nasync function refreshMarketData(): Promise { if (isRefreshing) return; isRefreshing = true; try { const signals = await fetchTop100Cryptos(); if (signals?.length) { cachedSignals = signals; lastRefreshTime = Date.now(); lastSourceInfo = 'Top 100 Criptomoedas por Market Cap (Tempo Real \u2022 CoinGecko + Binance)'; } const validSignals = cachedSignals.filter(s => s.passedFilter); validSignals.forEach(signal => { if (!cachedNotifications.some(n => n.symbol === signal.symbol && Date.now() - n.timestamp < 900000)) { const timeBrasilia = getBrasiliaTimeStr(Date.now(), true); cachedNotifications.unshift({ id: `notif-${Date.now()}-${Math.random().toString(36).substring(2, 7)}`, timestamp: Date.now(), timeStr: timeBrasilia, type: 'CRITICAL_SIGNAL', severity: 'high', symbol: signal.symbol, title: `Setup Quantitativo Confirmado: ${signal.symbol} (#${signal.marketCapRank || 0})`, message: `Conflu\u00EAncia institucional atingiu ${signal.confidence}%. Entrada em $${signal.entryPrice} e SL din\u00E2mico em $${signal.stopLoss} (R/R 1:${signal.riskReward}) \u2022 ${timeBrasilia} (Hor\u00E1rio de Bras\u00EDlia).`, read: false, actionable: true }); } }); cachedSignals.forEach(signal => { if (Math.abs(signal.change24h) >= 7 && !cachedNotifications.some(n => n.symbol === signal.symbol && n.type === 'FUNDING_ALERT' && Date.now() - n.timestamp < 1200000)) { const timeBrasilia = getBrasiliaTimeStr(Date.now(), true); cachedNotifications.unshift({ id: `notif-vol-${Date.now()}-${Math.random().toString(36).substring(2, 7)}`, timestamp: Date.now(), timeStr: timeBrasilia, type: 'FUNDING_ALERT', severity: 'medium', symbol: signal.symbol, title: `Alerta de Volatilidade: ${signal.symbol} (#${signal.marketCapRank || 0})`, message: `Varia\u00E7\u00E3o de 24h atingiu ${signal.change24h > 0 ? '+' : ''}${signal.change24h}% no ativo #${signal.marketCapRank || 0} \u2022 ${timeBrasilia} (Bras\u00EDlia).`, read: false }); } }); if (cachedNotifications.length > 50) cachedNotifications = cachedNotifications.slice(0, 50); } catch (err: any) { console.error('Failed to refresh real-time market data:', err.message); } finally { isRefreshing = false; } }\nrefreshMarketData(); setInterval(refreshMarketData, 35000); setInterval(async () => { if (cachedSignals.length > 0) { await syncRealTimePrices(); lastRefreshTime = Date.now(); } }, 6000);\n\napp.get('/api/market/candles/:symbol', async (req, res) => { try { const symbol = decodeURIComponent(req.params.symbol).toUpperCase(); if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(symbol)) return res.status(400).json({ error: 'S\u00EDmbolo inv\u00E1lido. Use o formato BTC/USDT.' }); const snapshot = await getMarketSnapshot(symbol, { forceRefresh: req.query.refresh === 'true' }); return res.json({ success: true, source: 'Binance/OKX real OHLCV', snapshot }); } catch (error: any) { console.error('Real market snapshot error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha ao carregar dados reais de mercado.' }); } });\napp.get('/api/market/analysis/:symbol', async (req, res) => { try { const symbol = decodeURIComponent(req.params.symbol).toUpperCase(); if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(symbol)) return res.status(400).json({ error: 'S\u00EDmbolo inv\u00E1lido. Use o formato BTC/USDT.' }); const analysis = await analyzeMarket(symbol, req.query.refresh === 'true'); return res.json({ success: true, source: 'Binance/OKX real OHLCV + indicadores + estrutura + SMC + diverg\u00EAncias + Gann + Wyckoff', analysis }); } catch (error: any) { console.error('Quantitative market analysis error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha ao executar an\u00E1lise quantitativa.' }); } });\napp.get('/api/signal/:symbol', async (req, res) => { try { const symbol = decodeURIComponent(req.params.symbol || 'BTC/USDT').toUpperCase().replace('-', '/'); if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(symbol)) return res.status(400).json({ success: false, error: 'S\u00EDmbolo inv\u00E1lido. Use BTC/USDT.' }); const riskPercent = Number(req.query.riskPercent ?? 1); const analysis = await analyzeMarket(symbol, req.query.refresh === 'true'); const series = await fetchRealCandles(symbol, '15m', 500); const signal = generateTradeSignal(analysis, series.candles, Number.isFinite(riskPercent) ? riskPercent : 1); return res.json({ success: true, source: 'Binance/OKX real OHLCV + quantitative signal engine', signal, generatedAt: Date.now() }); } catch (error: any) { console.error('Signal engine error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha ao gerar sinal.' }); } });\napp.get('/api/paper/status', (_req, res) => res.json({ success: true, ...paperTradingLoop.getStatus(), state: paperTradingLoop.getEngine().getState() })); app.post('/api/paper/start', (_req, res) => { paperTradingLoop.start(); res.json({ success: true, ...paperTradingLoop.getStatus() }); }); app.post('/api/paper/stop', (_req, res) => { paperTradingLoop.stop(); res.json({ success: true, ...paperTradingLoop.getStatus() }); }); app.post('/api/paper/tick', async (_req, res) => { await paperTradingLoop.tick(); const status = paperTradingLoop.getStatus(); const success = status.lastError === null; return res.status(success ? 200 : 502).json({ success, ...status, state: paperTradingLoop.getEngine().getState() }); }); app.post('/api/paper/reset', (_req, res) => { paperTradingLoop.stop(); const state = paperTradingLoop.getEngine().reset(); return res.json({ success: true, ...paperTradingLoop.getStatus(), state }); }); app.post('/api/paper/close/:positionId', (req, res) => { const price = Number(req.body?.price); const closed = paperTradingLoop.getEngine().close(req.params.positionId, price, 'MANUAL'); if (!closed) return res.status(404).json({ success: false, error: 'Posi\u00E7\u00E3o n\u00E3o encontrada ou pre\u00E7o inv\u00E1lido.' }); return res.json({ success: true, position: closed, state: paperTradingLoop.getEngine().getState() }); });\napp.get('/api/market/signals', async (_req, res) => { if (!cachedSignals.length) await refreshMarketData(); res.json({ timestamp: lastRefreshTime || Date.now(), version: 'The God Protocol v2026 (v4.0)', dataSource: lastSourceInfo, isRealTime: true, signals: cachedSignals, activeCount: cachedSignals.filter(s => s.passedFilter).length, monitoredCount: cachedSignals.length }); }); app.post('/api/market/refresh-prices', async (_req, res) => { const updatedSignals = await syncRealTimePrices(); lastRefreshTime = Date.now(); res.json({ success: true, timestamp: lastRefreshTime, signals: updatedSignals, activeCount: updatedSignals.filter(s => s.passedFilter).length }); }); app.post('/api/market/scan', async (_req, res) => { await refreshMarketData(); res.json({ success: true, message: 'Varredura quantitativa em tempo real via Binance.US + OKX conclu\u00EDda com sucesso.', dataSource: lastSourceInfo, signals: cachedSignals }); });\napp.post('/api/ai-analysis', async (req, res) => { try { const requestedSymbol = typeof req.body?.symbol === 'string' ? req.body.symbol.toUpperCase().replace('-', '/') : 'BTC/USDT'; if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(requestedSymbol)) return res.status(400).json({ error: 'S\u00EDmbolo inv\u00E1lido. Use BTC/USDT.' }); const riskPercent = Number(req.body?.riskPercent ?? 1); const analysis = await analyzeMarket(requestedSymbol, true); const series = await fetchRealCandles(requestedSymbol, '15m', 500); const signal = generateTradeSignal(analysis, series.candles, Number.isFinite(riskPercent) ? riskPercent : 1); const model = 'gemini-3.8-flash'; if (!genAI) return res.json({ success: true, aiAvailable: false, analysis: { decision: 'WEAKEN', rationale: 'GEMINI_API_KEY n\u00E3o configurada; an\u00E1lise determin\u00EDstica dispon\u00EDvel.', riskFlags: ['gemini_api_unavailable'], model: 'local-fallback' }, signal }); const prompt = buildQuantAnalystPrompt({ analysis, signal }); const response = await genAI.models.generateContent({ model, contents: prompt }); const quantAnalyst = parseQuantAnalystResponse(response.text || '', model); return res.json({ success: true, aiAvailable: true, analysis: quantAnalyst, signal, generatedAt: Date.now() }); } catch (error: any) { console.error('Gemini Quant Analyst error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha no Quant Analyst.' }); } });\napp.get('/api/backtest', async (req, res) => { try { const symbol = String(req.query.symbol || 'BTC/USDT').toUpperCase(); if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(symbol)) return res.status(400).json({ success: false, error: 'S\u00EDmbolo inv\u00E1lido. Use o formato BTC/USDT.' }); const requestedDays = Number.parseInt(String(req.query.days || '60'), 10); const days = Number.isFinite(requestedDays) ? Math.max(7, Math.min(requestedDays, 90)) : 60; const endTime = Date.now(); const startTime = endTime - days * 86_400_000; const [candles, historicalFunding] = await Promise.all([fetchHistoricalBinanceCandles(symbol, '15m', startTime, endTime), fetchHistoricalBinanceFunding(symbol, startTime, endTime)]); if (candles.length < 300) return res.status(422).json({ success: false, error: `Hist\u00F3rico insuficiente: ${candles.length} candles.` }); const result = runHistoricalBacktest({ symbol, candles, initialCapital: 10_000, riskPerTradePercent: 1, minScore: 35, minConfidence: 50, atrStopMultiple: 1.5, rewardRisk: 2, maxHoldingBars: 32, warmupBars: 220, historicalFunding }); return res.json({ success: true, source: 'Binance real OHLCV + Binance Futures historical funding', parameters: { symbol, timeframe: '15m', days, candles: candles.length, fundingEvents: historicalFunding.length, riskPerTradePercent: 1, rewardRisk: 2, maxHoldingBars: 32 }, ...result }); } catch (error: any) { console.error('Historical backtest error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha ao executar backtest hist\u00F3rico real.' }); } });\napp.get('/api/quant/lab', async (req, res) => { try { const symbol = String(req.query.symbol || 'BTC/USDT').toUpperCase(); const requestedDays = Number.parseInt(String(req.query.days || '30'), 10); const days = Number.isFinite(requestedDays) ? Math.max(7, Math.min(requestedDays, 90)) : 30; if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(symbol)) return res.status(400).json({ success: false, error: 'S\u00EDmbolo inv\u00E1lido. Use o formato BTC/USDT.' }); const endTime = Date.now(); const startTime = endTime - days * 86_400_000; const [candles, historicalFunding] = await Promise.all([fetchHistoricalBinanceCandles(symbol, '15m', startTime, endTime), fetchHistoricalBinanceFunding(symbol, startTime, endTime)]); if (candles.length < 300) return res.status(422).json({ success: false, error: `Hist\u00F3rico insuficiente: ${candles.length} candles.` }); const options = { symbol, candles, initialCapital: 10_000, riskPerTradePercent: 1, minScore: 35, minConfidence: 50, atrStopMultiple: 1.5, rewardRisk: 2, maxHoldingBars: 32, warmupBars: 220, historicalFunding } as const; const backtest = runHistoricalBacktest(options); const paperState = paperTradingLoop.getEngine().getState(); const lab = buildQuantitativeLab(backtest, paperState, candles); return res.json({ success: true, source: 'Binance real OHLCV + Binance Futures historical funding \u2022 Quant Lab completo', parameters: { symbol, timeframe: '15m', days, candles: candles.length, fundingEvents: historicalFunding.length, riskPerTradePercent: 1, rewardRisk: 2, maxHoldingBars: 32 }, ...lab }); } catch (error: any) { console.error('Quantitative lab error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha ao executar Quant Lab.' }); } });\napp.get('/api/quant/validate', async (req, res) => { try { const symbol = String(req.query.symbol || 'BTC/USDT').toUpperCase(); const requestedDays = Number.parseInt(String(req.query.days || '180'), 10); const days = Number.isFinite(requestedDays) ? Math.max(90, Math.min(requestedDays, 180)) : 180; const trainPercent = Number(req.query.trainPercent ?? 70); if (!/^[A-Z0-9]+\\/[A-Z0-9]+$/.test(symbol)) return res.status(400).json({ success: false, error: 'S\u00EDmbolo inv\u00E1lido. Use o formato BTC/USDT.' }); const endTime = Date.now(); const startTime = endTime - days * 86_400_000; const [candles, historicalFunding] = await Promise.all([fetchHistoricalBinanceCandles(symbol, '15m', startTime, endTime), fetchHistoricalBinanceFunding(symbol, startTime, endTime)]); if (candles.length < 5000) return res.status(422).json({ success: false, error: `Hist\u00F3rico insuficiente para OOS multi-regime: ${candles.length} candles. Recomenda-se pelo menos 5.000.` }); const baseOptions = { initialCapital: 10_000, riskPerTradePercent: 1, minScore: 35, minConfidence: 50, atrStopMultiple: 1.5, rewardRisk: 2, maxHoldingBars: 32, warmupBars: 220, historicalFunding }; const validation = validateSelectedParameters(symbol, candles, baseOptions, Number.isFinite(trainPercent) ? trainPercent : 70); return res.json({ success: true, source: 'Binance real OHLCV + Binance Futures historical funding \u2022 extended multi-regime OOS validation', parameters: { symbol, timeframe: '15m', days, candles: candles.length, fundingEvents: historicalFunding.length, trainPercent: validation.split.trainPercent, regimeWindowDays: days }, ...validation }); } catch (error: any) { console.error('Parameter OOS validation error:', error); return res.status(502).json({ success: false, error: error?.message || 'Falha na valida\u00E7\u00E3o OOS multi-regime.' }); } });\napp.get('/api/notifications', (_req, res) => res.json({ notifications: cachedNotifications, unreadCount: cachedNotifications.filter(n => !n.read).length })); app.post('/api/notifications/mark-read', (_req, res) => { cachedNotifications.forEach(n => { n.read = true; }); res.json({ success: true, unreadCount: 0 }); }); app.post('/api/notifications/clear', (_req, res) => { cachedNotifications = []; res.json({ success: true, count: 0 }); });\nasync function startServer() { if (process.env.NODE_ENV !== 'production') { const vite = await createViteServer({ server: { middlewareMode: true }, appType: 'spa' }); app.use(vite.middlewares); } else { const distPath = path.join(process.cwd(), 'dist'); app.use(express.static(distPath)); app.get('*', (_req, res) => res.sendFile(path.join(distPath, 'index.html'))); } app.listen(PORT, '0.0.0.0', () => console.log(`[The God Protocol v2026] Server running on http://0.0.0.0:${PORT}`)); }\nstartServer();", "import { \n TradeSignal, \n Candle, \n SignalDecision, \n WyckoffPhase,\n DailyBacktestMetrics,\n DailyBacktestTrade,\n FibonacciTarget\n} from '../src/types.js';\n\nexport interface MonitoredCoinConfig {\n symbol: string;\n binanceSymbol: string;\n okxInstId: string;\n coinbaseProduct?: string;\n name: string;\n decimals: number;\n}\n\nexport const MONITORED_PAIRS: MonitoredCoinConfig[] = [\n { symbol: 'BTC/USDT', binanceSymbol: 'BTCUSDT', okxInstId: 'BTC-USDT-SWAP', coinbaseProduct: 'BTC-USD', name: 'Bitcoin', decimals: 1 },\n { symbol: 'ETH/USDT', binanceSymbol: 'ETHUSDT', okxInstId: 'ETH-USDT-SWAP', coinbaseProduct: 'ETH-USD', name: 'Ethereum', decimals: 2 },\n { symbol: 'SOL/USDT', binanceSymbol: 'SOLUSDT', okxInstId: 'SOL-USDT-SWAP', coinbaseProduct: 'SOL-USD', name: 'Solana', decimals: 2 },\n { symbol: 'BNB/USDT', binanceSymbol: 'BNBUSDT', okxInstId: 'BNB-USDT-SWAP', name: 'BNB Chain', decimals: 2 },\n { symbol: 'XRP/USDT', binanceSymbol: 'XRPUSDT', okxInstId: 'XRP-USDT-SWAP', coinbaseProduct: 'XRP-USD', name: 'Ripple', decimals: 4 },\n { symbol: 'AVAX/USDT', binanceSymbol: 'AVAXUSDT', okxInstId: 'AVAX-USDT-SWAP', coinbaseProduct: 'AVAX-USD', name: 'Avalanche', decimals: 3 },\n { symbol: 'LINK/USDT', binanceSymbol: 'LINKUSDT', okxInstId: 'LINK-USDT-SWAP', coinbaseProduct: 'LINK-USD', name: 'Chainlink', decimals: 3 },\n { symbol: 'NEAR/USDT', binanceSymbol: 'NEARUSDT', okxInstId: 'NEAR-USDT-SWAP', coinbaseProduct: 'NEAR-USD', name: 'NEAR Protocol', decimals: 3 },\n { symbol: 'DOGE/USDT', binanceSymbol: 'DOGEUSDT', okxInstId: 'DOGE-USDT-SWAP', coinbaseProduct: 'DOGE-USD', name: 'Dogecoin', decimals: 4 },\n { symbol: 'ADA/USDT', binanceSymbol: 'ADAUSDT', okxInstId: 'ADA-USDT-SWAP', coinbaseProduct: 'ADA-USD', name: 'Cardano', decimals: 4 },\n];\n\n/**\n * Returns formatted time string in Hor\u00E1rio de Bras\u00EDlia (BRT / UTC-3).\n */\nexport function getBrasiliaTimeStr(timestamp: number = Date.now(), includeSeconds = true): string {\n try {\n return new Date(timestamp).toLocaleTimeString('pt-BR', {\n timeZone: 'America/Sao_Paulo',\n hour: '2-digit',\n minute: '2-digit',\n ...(includeSeconds ? { second: '2-digit' } : {})\n });\n } catch {\n const d = new Date(timestamp - 3 * 3600 * 1000);\n const h = String(d.getUTCHours()).padStart(2, '0');\n const m = String(d.getUTCMinutes()).padStart(2, '0');\n const s = String(d.getUTCSeconds()).padStart(2, '0');\n return includeSeconds ? `${h}:${m}:${s}` : `${h}:${m}`;\n }\n}\n\n/**\n * Returns formatted date-time string in Hor\u00E1rio de Bras\u00EDlia.\n */\nexport function getBrasiliaDateStr(timestamp: number = Date.now()): string {\n try {\n return new Date(timestamp).toLocaleDateString('pt-BR', {\n timeZone: 'America/Sao_Paulo',\n day: '2-digit',\n month: '2-digit',\n year: 'numeric'\n });\n } catch {\n const d = new Date(timestamp - 3 * 3600 * 1000);\n const day = String(d.getUTCDate()).padStart(2, '0');\n const month = String(d.getUTCMonth() + 1).padStart(2, '0');\n const year = d.getUTCFullYear();\n return `${day}/${month}/${year}`;\n }\n}\n\n/**\n * Returns formatted date with hour and minute in Hor\u00E1rio de Bras\u00EDlia (DD/MM/YYYY HH:mm).\n */\nexport function getBrasiliaDateTimeStr(timestamp: number = Date.now()): string {\n try {\n const datePart = new Date(timestamp).toLocaleDateString('pt-BR', {\n timeZone: 'America/Sao_Paulo',\n day: '2-digit',\n month: '2-digit',\n year: 'numeric'\n });\n const timePart = new Date(timestamp).toLocaleTimeString('pt-BR', {\n timeZone: 'America/Sao_Paulo',\n hour: '2-digit',\n minute: '2-digit'\n });\n return `${datePart} ${timePart}`;\n } catch {\n const d = new Date(timestamp - 3 * 3600 * 1000);\n const day = String(d.getUTCDate()).padStart(2, '0');\n const month = String(d.getUTCMonth() + 1).padStart(2, '0');\n const year = d.getUTCFullYear();\n const h = String(d.getUTCHours()).padStart(2, '0');\n const m = String(d.getUTCMinutes()).padStart(2, '0');\n return `${day}/${month}/${year} ${h}:${m}`;\n }\n}\n\nexport const FIBONACCI_TARGET_RATIOS = [\n { level: 1, ratio: 1.618, label: 'TP1 (1.618 Fibo Golden)' },\n { level: 2, ratio: 2.000, label: 'TP2 (2.000 Expans\u00E3o)' },\n { level: 3, ratio: 2.618, label: 'TP3 (2.618 Extens\u00E3o Maior)' },\n { level: 4, ratio: 3.618, label: 'TP4 (3.618 Proje\u00E7\u00E3o Institucional)' },\n { level: 5, ratio: 4.236, label: 'TP5 (4.236 Cl\u00EDmax M\u00E1ximo)' },\n];\n\n/**\n * Calculates 5 institutional Fibonacci take profit targets based on risk / impulse distance.\n */\nexport function calculateFibonacciTargets(\n entryPrice: number,\n stopLoss: number,\n direction: 'COMPRA' | 'VENDA' | 'LONG' | 'SHORT' | SignalDecision,\n currentPrice: number = entryPrice,\n decimals: number = 2\n): FibonacciTarget[] {\n const isLong = direction === 'COMPRA' || direction === 'LONG';\n const risk = Math.abs(entryPrice - stopLoss) || (entryPrice * 0.018);\n\n return FIBONACCI_TARGET_RATIOS.map((item) => {\n const targetPriceRaw = isLong \n ? entryPrice + (risk * item.ratio)\n : entryPrice - (risk * item.ratio);\n \n const targetPrice = Number(targetPriceRaw.toFixed(decimals));\n const pnlPercentRaw = isLong\n ? ((targetPrice - entryPrice) / (entryPrice || 1)) * 100\n : ((entryPrice - targetPrice) / (entryPrice || 1)) * 100;\n const pnlPercent = Number(pnlPercentRaw.toFixed(2));\n\n const isHit = isLong \n ? currentPrice >= targetPrice \n : currentPrice <= targetPrice;\n\n return {\n level: item.level,\n ratioLabel: item.label,\n ratio: item.ratio,\n price: targetPrice,\n pnlPercent,\n isHit,\n };\n });\n}\n\n// Technical analysis indicators\nexport function calculateEMA(prices: number[], period: number): number {\n if (prices.length === 0) return 0;\n if (prices.length < period) {\n const sum = prices.reduce((acc, p) => acc + p, 0);\n return Number((sum / prices.length).toFixed(4));\n }\n const k = 2 / (period + 1);\n let ema = prices.slice(0, period).reduce((acc, p) => acc + p, 0) / period;\n for (let i = period; i < prices.length; i++) {\n ema = prices[i] * k + ema * (1 - k);\n }\n return Number(ema.toFixed(4));\n}\n\nexport function calculateRSI(closes: number[], period = 14): number {\n if (closes.length < period + 1) return 50;\n let gains = 0;\n let losses = 0;\n for (let i = 1; i <= period; i++) {\n const change = closes[i] - closes[i - 1];\n if (change >= 0) gains += change;\n else losses -= change;\n }\n let avgGain = gains / period;\n let avgLoss = losses / period;\n for (let i = period + 1; i < closes.length; i++) {\n const change = closes[i] - closes[i - 1];\n if (change >= 0) {\n avgGain = (avgGain * (period - 1) + change) / period;\n avgLoss = (avgLoss * (period - 1)) / period;\n } else {\n avgGain = (avgGain * (period - 1)) / period;\n avgLoss = (avgLoss * (period - 1) - change) / period;\n }\n }\n if (avgLoss === 0) return 100;\n const rs = avgGain / avgLoss;\n return Math.round(100 - (100 / (1 + rs)));\n}\n\nexport function calculateATR(candles: Candle[], period = 14): number {\n if (candles.length < 2) return 0;\n const trs: number[] = [];\n for (let i = 1; i < candles.length; i++) {\n const current = candles[i];\n const prev = candles[i - 1];\n const tr = Math.max(\n current.high - current.low,\n Math.abs(current.high - prev.close),\n Math.abs(current.low - prev.close)\n );\n trs.push(tr);\n }\n if (trs.length === 0) return 0;\n const atr = trs.slice(-period).reduce((acc, v) => acc + v, 0) / Math.min(trs.length, period);\n return Number(atr.toFixed(4));\n}\n\n// Convert sparkline hourly prices into structured candles\nexport function generateCandlesFromSparkline(prices: number[], baseTime = Date.now()): {\n candles15m: Candle[];\n candles1h: Candle[];\n candles1d: Candle[];\n} {\n const candles1h: Candle[] = [];\n const count1h = Math.min(prices.length, 30);\n const startIdx = prices.length - count1h;\n\n for (let i = startIdx; i < prices.length; i++) {\n const p = prices[i];\n const prevP = i > 0 ? prices[i - 1] : p;\n const time = baseTime - (prices.length - 1 - i) * 3600 * 1000;\n const spread = Math.abs(p - prevP) * 0.4 || p * 0.003;\n\n candles1h.push({\n timestamp: time,\n timeStr: getBrasiliaTimeStr(time, false),\n open: prevP,\n high: Math.max(prevP, p) + spread * 0.6,\n low: Math.min(prevP, p) - spread * 0.6,\n close: p,\n volume: Math.round(p * 120),\n });\n }\n\n // 15m candles derived from recent 1h movement\n const candles15m: Candle[] = [];\n const latestPrice = prices[prices.length - 1] || 1;\n for (let i = 29; i >= 0; i--) {\n const time = baseTime - i * 15 * 60 * 1000;\n const offset = (Math.sin(i * 0.4) * 0.003) * latestPrice;\n const open = latestPrice + offset;\n const close = open + ((i % 2 === 0 ? 1 : -1) * 0.0015 * latestPrice);\n const high = Math.max(open, close) + 0.001 * latestPrice;\n const low = Math.min(open, close) - 0.001 * latestPrice;\n\n candles15m.push({\n timestamp: time,\n timeStr: getBrasiliaTimeStr(time, false),\n open: Number(open.toFixed(4)),\n high: Number(high.toFixed(4)),\n low: Number(low.toFixed(4)),\n close: Number(close.toFixed(4)),\n volume: Math.round(latestPrice * 45),\n });\n }\n\n // 1d candles grouped every 24 hourly points\n const candles1d: Candle[] = [];\n const daysCount = Math.floor(prices.length / 24);\n for (let d = daysCount - 1; d >= 0; d--) {\n const slice = prices.slice(d * 24, (d + 1) * 24);\n if (slice.length === 0) continue;\n const time = baseTime - (daysCount - 1 - d) * 86400 * 1000;\n const open = slice[0];\n const close = slice[slice.length - 1];\n const high = Math.max(...slice);\n const low = Math.min(...slice);\n\n candles1d.push({\n timestamp: time,\n timeStr: getBrasiliaDateStr(time).slice(0, 5),\n open,\n high,\n low,\n close,\n volume: Math.round(close * 2500),\n });\n }\n\n return { candles15m, candles1h, candles1d };\n}\n\n// In-memory cache of Top 100 signals\nlet cachedTop100Signals: TradeSignal[] = [];\nlet lastTop100FetchTime = 0;\n\n/**\n * Fetches the Top 100 cryptocurrencies by market capitalization in real-time.\n * Stablecoins (USDT, USDC, etc.) are excluded so exactly 100 tradeable assets are processed.\n */\nexport async function fetchTop100Cryptos(): Promise {\n const now = Date.now();\n // Return cache if fetched less than 30s ago\n if (cachedTop100Signals.length >= 80 && now - lastTop100FetchTime < 30000) {\n return cachedTop100Signals;\n }\n\n try {\n const url = 'https://api.coingecko.com/api/v3/coins/markets?vs_currency=usd&order=market_cap_desc&per_page=120&page=1&sparkline=true';\n const res = await fetch(url, {\n headers: { 'User-Agent': 'GodProtocol-Quantitative/4.0' },\n signal: AbortSignal.timeout(10000),\n });\n\n if (!res.ok) {\n throw new Error(`CoinGecko status: ${res.status}`);\n }\n\n const rawCoins: any[] = await res.json();\n const stableSymbols = new Set([\n 'USDT', 'USDC', 'USDS', 'DAI', 'FDUSD', 'USDE', 'PYUSD', \n 'TUSD', 'USDD', 'FRAX', 'USD0', 'BUSD', 'EURC', 'GUSD', 'USDG'\n ]);\n\n // Keep non-stablecoins and take exactly 100 top assets by market capitalization\n const filteredTop100 = rawCoins\n .filter((c: any) => !stableSymbols.has(c.symbol.toUpperCase()))\n .slice(0, 100);\n\n const generatedSignals: TradeSignal[] = [];\n\n // Process all 100 coins\n for (let index = 0; index < filteredTop100.length; index++) {\n const coin = filteredTop100[index];\n const symbol = `${coin.symbol.toUpperCase()}/USDT`;\n const name = coin.name;\n const currentPrice = Number(coin.current_price) || 0.0001;\n const change24h = Number(Number(coin.price_change_percentage_24h || 0).toFixed(2));\n const volume24h = Math.round(coin.total_volume || 0);\n const marketCap = coin.market_cap || 0;\n const marketCapRank = coin.market_cap_rank || (index + 1);\n\n // Decimals formatting rule\n let decimals = 2;\n if (currentPrice < 0.001) decimals = 6;\n else if (currentPrice < 1) decimals = 4;\n else if (currentPrice < 10) decimals = 3;\n\n // Extract sparkline prices\n const sparkPrices: number[] = coin.sparkline_in_7d?.price || [];\n const change7d = sparkPrices.length > 0 && sparkPrices[0] > 0\n ? Number((((currentPrice - sparkPrices[0]) / sparkPrices[0]) * 100).toFixed(2))\n : Number(Number(coin.price_change_percentage_7d_in_currency || (change24h * 2.8)).toFixed(2));\n const { candles15m, candles1h, candles1d } = generateCandlesFromSparkline(\n sparkPrices.length >= 10 ? sparkPrices : [currentPrice * 0.98, currentPrice * 0.99, currentPrice],\n now\n );\n\n // Technical Indicators\n const closes = sparkPrices.length >= 14 ? sparkPrices : [currentPrice];\n const ema9 = Number(calculateEMA(closes, 9).toFixed(decimals));\n const ema21 = Number(calculateEMA(closes, 21).toFixed(decimals));\n const ema50 = Number(calculateEMA(closes, 50).toFixed(decimals));\n const ema200 = Number(calculateEMA(closes, 200).toFixed(decimals));\n const isBullishCross = ema9 > ema21;\n const rsiValue = calculateRSI(closes, 14);\n const rawAtr = calculateATR(candles15m, 14);\n const atrValue = rawAtr > 0 ? Number(rawAtr.toFixed(decimals)) : Number((currentPrice * 0.018).toFixed(decimals));\n\n // Trend & Pattern\n const htfTrend: 'ALTA (BULLISH)' | 'BAIXA (BEARISH)' | 'LATERAL' = \n change24h > 1.0 && currentPrice >= ema50 ? 'ALTA (BULLISH)' :\n change24h < -1.0 && currentPrice <= ema50 ? 'BAIXA (BEARISH)' :\n 'LATERAL';\n\n const patterns = [\n 'Ombro-Cabe\u00E7a-Ombro Invertido (Bullish)',\n 'Fundo Duplo em Suporte Institucional',\n 'Canal de Reacumula\u00E7\u00E3o Rompendo para Cima',\n 'Ombro-Cabe\u00E7a-Ombro Tradicional (Bearish)',\n 'Topo Duplo com Exaust\u00E3o de Compradores',\n 'Tri\u00E2ngulo Ascendente em Compress\u00E3o de Volatilidade',\n 'Bandeira de Alta p\u00F3s-Impulso Institucional',\n ];\n const mtfPattern = isBullishCross ? patterns[0] : patterns[3];\n\n // Wyckoff Phase\n let currentPhase: WyckoffPhase = 'Consolida\u00E7\u00E3o Neutra';\n if (isBullishCross && htfTrend === 'ALTA (BULLISH)') currentPhase = 'Reexpans\u00E3o (Markup)';\n else if (rsiValue < 38) currentPhase = 'Acumula\u00E7\u00E3o (Spring/Test)';\n else if (!isBullishCross && htfTrend === 'BAIXA (BEARISH)') currentPhase = 'Markdown (Queda Livre)';\n else if (rsiValue > 68) currentPhase = 'Distribui\u00E7\u00E3o (UTAD)';\n\n // 4 Pillars Scoring\n let taScore = 60;\n if (isBullishCross) taScore += 16;\n if (currentPrice > ema50) taScore += 12;\n if (rsiValue >= 40 && rsiValue <= 60) taScore += 10;\n taScore = Math.min(95, Math.max(45, taScore));\n\n let smcScore = 65;\n const sweepDetected = rsiValue > 65 || rsiValue < 35;\n if (sweepDetected) smcScore += 15;\n smcScore = Math.min(95, Math.max(45, smcScore));\n\n let wyckoffScore = 62;\n if (currentPhase.includes('Acumula\u00E7\u00E3o') || currentPhase.includes('Reexpans\u00E3o')) wyckoffScore += 18;\n wyckoffScore = Math.min(95, Math.max(45, wyckoffScore));\n\n // Sentiment\n let fundingRate = 0.008; // neutral\n if (change24h > 4) fundingRate = 0.022; // euphoria\n else if (change24h < -4) fundingRate = -0.006; // panic / negative\n let sentimentScore = 65;\n if (fundingRate >= -0.005 && fundingRate <= 0.015) sentimentScore += 15;\n else if (fundingRate < -0.005) sentimentScore += 20;\n else sentimentScore -= 10;\n sentimentScore = Math.min(95, Math.max(45, sentimentScore));\n\n let rawConfluence = Math.round(\n (taScore * 0.25) + (smcScore * 0.3) + (wyckoffScore * 0.25) + (sentimentScore * 0.2)\n );\n\n // Boost top institutional setups where Triple Screen and indicators align perfectly\n if (rawConfluence >= 82 && (isBullishCross || currentPrice > ema50)) {\n if (index <= 5 || marketCapRank <= 10 || Math.abs(change24h) >= 3.0) {\n rawConfluence = Math.min(96, Math.max(90, rawConfluence + 8)); // Reaches 90% - 96%\n }\n }\n\n const confluenceAverage = Math.min(98, Math.max(45, rawConfluence));\n\n // Decision and Risk Management\n const isLongSetup = (htfTrend === 'ALTA (BULLISH)' || isBullishCross) && currentPrice >= ema50 * 0.99;\n const isShortSetup = (htfTrend === 'BAIXA (BEARISH)' || !isBullishCross) && currentPrice <= ema50 * 1.01;\n\n let decision: SignalDecision = 'AGUARDAR';\n let stopLoss = 0;\n let riskReward = 0;\n let breakevenTrigger = 0;\n\n const passesConfidence = confluenceAverage >= 75;\n\n if (passesConfidence && isLongSetup) {\n decision = 'COMPRA';\n stopLoss = Number((currentPrice - (atrValue * 1.5)).toFixed(decimals));\n const risk = Math.max(currentPrice - stopLoss, currentPrice * 0.005);\n \n // Expanded Risk/Reward spectrum (2:1, 3:1, 4:1, 5:1, 6:1 up to 10:1)\n let calculatedRR = 2.0;\n if (confluenceAverage >= 90) {\n const highRROptions = [5.0, 6.0, 7.5, 8.0, 10.0];\n calculatedRR = highRROptions[(marketCapRank || 1) % highRROptions.length];\n } else if (confluenceAverage >= 82) {\n const medRROptions = [3.0, 3.5, 4.0, 4.5, 5.0];\n calculatedRR = medRROptions[(marketCapRank || 1) % medRROptions.length];\n } else {\n calculatedRR = Number((2.0 + (((marketCapRank || 1) * 3) % 11) * 0.1).toFixed(1));\n }\n riskReward = calculatedRR;\n breakevenTrigger = Number((currentPrice + (risk * 1.0)).toFixed(decimals));\n } else if (passesConfidence && isShortSetup) {\n decision = 'VENDA';\n stopLoss = Number((currentPrice + (atrValue * 1.5)).toFixed(decimals));\n const risk = Math.max(stopLoss - currentPrice, currentPrice * 0.005);\n \n let calculatedRR = 2.0;\n if (confluenceAverage >= 90) {\n const highRROptions = [5.0, 6.0, 7.5, 8.0, 10.0];\n calculatedRR = highRROptions[(marketCapRank || 1) % highRROptions.length];\n } else if (confluenceAverage >= 82) {\n const medRROptions = [3.0, 3.5, 4.0, 4.5, 5.0];\n calculatedRR = medRROptions[(marketCapRank || 1) % medRROptions.length];\n } else {\n calculatedRR = Number((2.0 + (((marketCapRank || 1) * 5) % 11) * 0.1).toFixed(1));\n }\n riskReward = calculatedRR;\n breakevenTrigger = Number((currentPrice - (risk * 1.0)).toFixed(decimals));\n } else {\n decision = 'AGUARDAR';\n const waitRR = Number((1.2 + (((marketCapRank || 1) * 3) % 9) * 0.1).toFixed(2));\n riskReward = waitRR;\n stopLoss = Number((currentPrice * 0.98).toFixed(decimals));\n breakevenTrigger = Number((currentPrice * 1.015).toFixed(decimals));\n }\n\n // Calculate 5 Fibonacci targets (1.618, 2.000, 2.618, 3.618, 4.236)\n const fiboTargets = calculateFibonacciTargets(currentPrice, stopLoss, decision, currentPrice, decimals);\n const takeProfit1 = fiboTargets[0].price;\n const takeProfit2 = fiboTargets[1].price;\n const takeProfit3 = fiboTargets[2].price;\n const takeProfit4 = fiboTargets[3].price;\n const takeProfit5 = fiboTargets[4].price;\n\n const passedFilter = decision !== 'AGUARDAR' && confluenceAverage >= 75 && riskReward >= 2.0;\n\n generatedSignals.push({\n id: `sig-${coin.symbol.toUpperCase()}-${now}`,\n symbol,\n name,\n marketCapRank,\n marketCap,\n currentPrice,\n change24h,\n change7d,\n sparkline7d: sparkPrices.length >= 7 ? sparkPrices : candles1d.map(c => c.close),\n volume24h,\n timestamp: now,\n timeStr: getBrasiliaTimeStr(now, true),\n decision,\n confidence: confluenceAverage,\n riskReward,\n entryPrice: currentPrice,\n stopLoss,\n takeProfit1,\n takeProfit2,\n takeProfit3,\n takeProfit4,\n takeProfit5,\n fibonacciTargets: fiboTargets,\n breakevenTrigger,\n atrValue,\n passedFilter,\n tripleScreen: {\n htf: {\n timeframe: '1D (Di\u00E1rio)',\n trend: htfTrend,\n ema50,\n ema200,\n description: `Tend\u00EAncia ${htfTrend}. Rank #${marketCapRank} por Market Cap com varia\u00E7\u00E3o 24h de ${change24h > 0 ? '+' : ''}${change24h}%.`,\n candles: candles1d,\n },\n mtf: {\n timeframe: '1H (1 Hora)',\n pattern: mtfPattern,\n ema50,\n dynamicSupportResistance: currentPrice > ema50 ? 'Suporte na EMA 50' : 'Resist\u00EAncia na EMA 50',\n candles: candles1h,\n },\n ltf: {\n timeframe: '15m (15 Minutos)',\n ema9,\n ema21,\n emaCross: isBullishCross ? 'Cruzamento de Alta (9 > 21)' : 'Cruzamento de Baixa (9 < 21)',\n rsi: rsiValue,\n rsiStatus: rsiValue > 70 ? 'Sobrecomprado (>70)' : rsiValue < 30 ? 'Sobrevendido (<30)' : 'Momentum Neutro/Saud\u00E1vel',\n atr: atrValue,\n candles: candles15m,\n },\n },\n fourPillars: {\n classicTA: {\n score: taScore,\n status: taScore >= 75 ? 'Favor\u00E1vel' : taScore >= 60 ? 'Neutro' : 'Desfavor\u00E1vel',\n emaAlignment: isBullishCross ? 'Alta (9>21>50>200)' : 'Baixa (9<21<50<200)',\n rsiValue,\n rsiInterpretation: rsiValue > 60 ? 'Press\u00E3o compradora sem exaust\u00E3o' : 'Zona neutra de consolida\u00E7\u00E3o',\n patternDetected: mtfPattern,\n details: `EMA 9 ($${ema9}) e EMA 21 ($${ema21}) calculadas sobre hist\u00F3rico de pre\u00E7os hor\u00E1rio.`,\n },\n smc: {\n score: smcScore,\n status: smcScore >= 75 ? 'Favor\u00E1vel' : smcScore >= 60 ? 'Neutro' : 'Desfavor\u00E1vel',\n liquiditySweep: {\n detected: sweepDetected,\n type: sweepDetected ? 'Sell Side Liquidity (SSL) Capturada' : 'Nenhum Sweep Recente',\n priceLevel: Number((currentPrice * 0.985).toFixed(decimals)),\n },\n imbalanceFVG: {\n present: true,\n zone: `${(currentPrice * 0.992).toFixed(decimals)} - ${(currentPrice * 0.996).toFixed(decimals)}`,\n },\n orderBlock: {\n type: isLongSetup ? 'Bullish OB' : 'Bearish OB',\n zone: `${(currentPrice * 0.988).toFixed(decimals)} (1H Institucional)`,\n },\n details: 'Detec\u00E7\u00E3o institucional de Fair Value Gap e varredura de liquidez em n\u00EDveis chave.',\n },\n wyckoff: {\n score: wyckoffScore,\n status: wyckoffScore >= 75 ? 'Favor\u00E1vel' : wyckoffScore >= 60 ? 'Neutro' : 'Desfavor\u00E1vel',\n currentPhase,\n effortVsResult: 'Volume Alto com Absor\u00E7\u00E3o (Institucional Atuando)',\n volumeRatio: 1.45,\n details: `Fase de ${currentPhase} confirmada por fluxo e VSA institucional.`,\n },\n sentiment: {\n score: sentimentScore,\n status: sentimentScore >= 75 ? 'Favor\u00E1vel' : sentimentScore >= 60 ? 'Neutro' : 'Desfavor\u00E1vel',\n openInterest: Math.round(currentPrice * 180000),\n oi24hChange: Number((change24h * 1.2).toFixed(2)),\n oiInterpretation: change24h > 0 ? 'Dinheiro Novo Entrando (Confirma Tend\u00EAncia)' : 'Fechamento de Posi\u00E7\u00F5es (Exaust\u00E3o)',\n fundingRate,\n fundingSentiment: fundingRate > 0.02 ? 'Euforia Excessiva (Perigo de Queda)' : fundingRate < -0.005 ? 'P\u00E2nico / Negativo (Oportunidade de Compra)' : 'Taxa Neutra e Saud\u00E1vel',\n longShortRatio: 1.25,\n details: `Funding estimado em ${(fundingRate * 100).toFixed(3)}%. Sentimento do mercado de derivativos.`,\n },\n confluenceAverage,\n },\n aiThesis: {\n summary: passedFilter\n ? `Setup de ${decision} para ${symbol} (#${marketCapRank}) validado com ${confluenceAverage}% de conflu\u00EAncia institucional e R/R 1:${riskReward}.`\n : `Crit\u00E9rios do God Protocol v2026 pendentes (${confluenceAverage}% < 75% ou sem alinhamento R/R). Recomendado AGUARDAR.`,\n institutionalContext: `HTF Di\u00E1rio em ${htfTrend}. Moeda do Top 100 Market Cap (#${marketCapRank}). Stop ATR em $${stopLoss}.`,\n primaryCatalyst: `Estrutura de m\u00E9dias e RSI(${rsiValue}) em 15m alinhados \u00E0 sustenta\u00E7\u00E3o de EMA 50 em MTF (1H).`,\n riskWarning: `Controle r\u00EDgido: limitar exposi\u00E7\u00E3o a 1% do capital total. Alerta em Hor\u00E1rio de Bras\u00EDlia (BRT).`,\n verdict: passedFilter ? 'EXECUTAR' : 'AGUARDAR',\n source: 'Agente Quantitativo Local',\n },\n squeezeBreakout: (() => {\n const period = Math.min(sparkPrices.length, 20);\n const recentSpark = sparkPrices.length >= period ? sparkPrices.slice(-period) : [currentPrice];\n const sma20 = recentSpark.reduce((a, b) => a + b, 0) / (recentSpark.length || 1);\n const variance = recentSpark.reduce((a, b) => a + Math.pow(b - sma20, 2), 0) / (recentSpark.length || 1);\n const stdDev = Math.sqrt(variance) || (currentPrice * 0.015);\n const upperBB = sma20 + 2.0 * stdDev;\n const lowerBB = Math.max(0.0001, sma20 - 2.0 * stdDev);\n const bbWidth = Number((((upperBB - lowerBB) / sma20) * 100).toFixed(2));\n const upperKC = sma20 + 1.5 * atrValue;\n const lowerKC = Math.max(0.0001, sma20 - 1.5 * atrValue);\n const kcWidth = Number((((upperKC - lowerKC) / sma20) * 100).toFixed(2));\n const isSqueezeOn = upperBB < upperKC && lowerBB > lowerKC;\n const isSqueezeFired = (change24h >= 4.5 && bbWidth < 7.0) || (change24h >= 6.5);\n\n let squeezeState: 'SQUEEZE_ATIVO' | 'IGNICAO_DISPARADA' | 'EXPANSAO_ALTA' | 'NORMAL' = 'NORMAL';\n let stateLabel = 'VOLATILIDADE REGULAR';\n let urgency: 'CRITICA' | 'ALTA' | 'MODERADA' | 'BAIXA' = 'BAIXA';\n let explosionScore = 32;\n\n const catalysts: string[] = [];\n\n if (isSqueezeFired || change24h >= 7.0) {\n squeezeState = 'IGNICAO_DISPARADA';\n stateLabel = 'DISPARO DE EXPLOS\u00C3O (BREAKOUT 8%+)';\n urgency = 'CRITICA';\n explosionScore = Math.min(98, 88 + (marketCapRank % 11));\n catalysts.push('Expans\u00E3o violenta das Bandas de Bollinger com gatilho de breakout');\n catalysts.push(`Rompimento altista com varia\u00E7\u00E3o 24h de +${change24h}%`);\n } else if (isSqueezeOn) {\n squeezeState = 'SQUEEZE_ATIVO';\n stateLabel = 'COMPRESS\u00C3O M\u00C1XIMA (SQUEEZE ATIVO)';\n urgency = bbWidth < 3.5 ? 'ALTA' : 'MODERADA';\n explosionScore = Math.min(87, 72 + Math.round((10 - bbWidth) * 2));\n catalysts.push(`Bandas de Bollinger estranguladas dentro do Canal Keltner (BandWidth: ${bbWidth}%)`);\n catalysts.push('Ac\u00FAmulo intenso de volatilidade: energia prestes a ser liberada');\n } else if (change24h > 2.5) {\n squeezeState = 'EXPANSAO_ALTA';\n stateLabel = 'EXPANS\u00C3O DE MOMENTUM';\n urgency = 'MODERADA';\n explosionScore = Math.min(74, 58 + Math.round(change24h * 1.5));\n catalysts.push('Fluxo comprador dominante em andamento');\n }\n\n let shortSqueezeRisk: 'EXTREMO' | 'ALTO' | 'MODERADO' | 'BAIXO' = 'MODERADO';\n if (fundingRate <= 0.001) {\n shortSqueezeRisk = 'EXTREMO';\n catalysts.push(`Taxa de funding negativa/zerada (${(fundingRate * 100).toFixed(3)}%): Vendedores expostos a Short Squeeze`);\n } else if (fundingRate <= 0.006) {\n shortSqueezeRisk = 'ALTO';\n }\n\n return {\n isSqueezeOn,\n isSqueezeFired,\n squeezeBarsCount: isSqueezeOn ? Math.max(3, Math.min(18, Math.round(14 - bbWidth))) : 1,\n state: squeezeState,\n stateLabel,\n explosionScore,\n urgency,\n bollingerBandWidth: bbWidth,\n keltnerWidth: kcWidth,\n compressionPercent: Math.min(100, Math.max(10, Math.round((1 - (bbWidth / Math.max(kcWidth, 0.1))) * 100 + 50))),\n momentumDirection: currentPrice >= sma20 ? 'ALTA' : 'BAIXA',\n shortSqueezeRisk,\n estimatedTarget8Pct: Number((currentPrice * 1.082).toFixed(decimals)),\n estimatedTarget15Pct: Number((currentPrice * 1.154).toFixed(decimals)),\n recommendedStopLoss: Number((Math.min(lowerBB, currentPrice * 0.978)).toFixed(decimals)),\n catalysts,\n };\n })(),\n });\n }\n\n if (generatedSignals.length > 0) {\n cachedTop100Signals = generatedSignals;\n lastTop100FetchTime = now;\n // Immediately overlay live Binance.US pricing if available\n await syncRealTimePrices().catch(() => {});\n }\n return cachedTop100Signals;\n } catch (err: any) {\n console.warn('CoinGecko Top 100 fetch failed, returning cached signals:', err.message);\n // Even if CoinGecko failed, try updating cached signals with live Binance.US prices\n await syncRealTimePrices().catch(() => {});\n return cachedTop100Signals;\n }\n}\n\n/**\n * High-frequency real-time price synchronizer using Binance.US.\n * Updates currentPrice, timestamps, and recalculates Fibonacci target hits in milliseconds.\n */\nexport async function syncRealTimePrices(): Promise {\n if (!cachedTop100Signals || cachedTop100Signals.length === 0) {\n return cachedTop100Signals;\n }\n\n try {\n const res = await fetch('https://api.binance.us/api/v3/ticker/price', {\n headers: { 'User-Agent': 'GodProtocol-Ticker/4.0' },\n signal: AbortSignal.timeout(4000),\n });\n\n if (!res.ok) return cachedTop100Signals;\n\n const list: Array<{ symbol: string; price: string }> = await res.json();\n const priceMap = new Map();\n for (const item of list) {\n const p = parseFloat(item.price);\n if (!isNaN(p) && p > 0) {\n priceMap.set(item.symbol, p);\n }\n }\n\n const now = Date.now();\n const brasiliaTime = getBrasiliaTimeStr(now, true);\n\n for (const signal of cachedTop100Signals) {\n const cleanSym = signal.symbol.replace('/', '').toUpperCase();\n let livePrice = priceMap.get(cleanSym);\n\n // Also handle alternate mappings if necessary (e.g. BTCUSD vs BTCUSDT)\n if (!livePrice && cleanSym.endsWith('USDT')) {\n livePrice = priceMap.get(cleanSym.replace('USDT', 'USD'));\n }\n\n if (livePrice && livePrice > 0) {\n let decimals = 2;\n if (livePrice < 0.001) decimals = 6;\n else if (livePrice < 1) decimals = 4;\n else if (livePrice < 10) decimals = 3;\n\n signal.currentPrice = Number(livePrice.toFixed(decimals));\n signal.timestamp = now;\n signal.timeStr = brasiliaTime;\n\n // Recalculate Fibonacci targets with the updated live currentPrice to verify hits\n const entry = signal.entryPrice || signal.currentPrice;\n const stop = signal.stopLoss || (entry * 0.98);\n signal.fibonacciTargets = calculateFibonacciTargets(\n entry,\n stop,\n signal.decision,\n signal.currentPrice,\n decimals\n );\n signal.takeProfit1 = signal.fibonacciTargets[0].price;\n signal.takeProfit2 = signal.fibonacciTargets[1].price;\n signal.takeProfit3 = signal.fibonacciTargets[2].price;\n signal.takeProfit4 = signal.fibonacciTargets[3].price;\n signal.takeProfit5 = signal.fibonacciTargets[4].price;\n }\n }\n\n return cachedTop100Signals;\n } catch (err: any) {\n // Non-blocking catch\n return cachedTop100Signals;\n }\n}\n\n// Compatibility helper\nexport async function fetchLiveTickers(): Promise> {\n const result = new Map();\n for (const s of cachedTop100Signals) {\n result.set(s.symbol, {\n symbol: s.symbol,\n price: s.currentPrice,\n change24h: s.change24h,\n volume24h: s.volume24h,\n });\n }\n return result;\n}\n\n// Generate deterministic, mathematically sound backtest from top crypto assets\nexport function generateRealDailyBacktest(currentSignals: TradeSignal[], days: number = 60): DailyBacktestMetrics {\n const validDays = Math.max(7, Math.min(days, 730));\n const trades: DailyBacktestTrade[] = [];\n const now = Date.now();\n let equity = 10000;\n let peakEquity = equity;\n let maxDrawdown = 0;\n let winningTrades = 0;\n let losingTrades = 0;\n let grossProfit = 0;\n let grossLoss = 0;\n\n const pillarWins = {\n classicTA: 0,\n smc: 0,\n wyckoff: 0,\n sentiment: 0,\n };\n const pillarTotals = {\n classicTA: 0,\n smc: 0,\n wyckoff: 0,\n sentiment: 0,\n };\n\n const pool = (currentSignals && currentSignals.length >= 10) ? currentSignals : [\n { symbol: 'BTC/USDT', currentPrice: 87500 },\n { symbol: 'ETH/USDT', currentPrice: 2650 },\n { symbol: 'SOL/USDT', currentPrice: 165.2 },\n { symbol: 'BNB/USDT', currentPrice: 620.5 },\n { symbol: 'XRP/USDT', currentPrice: 2.35 },\n { symbol: 'AVAX/USDT', currentPrice: 32.4 },\n { symbol: 'LINK/USDT', currentPrice: 17.8 },\n { symbol: 'NEAR/USDT', currentPrice: 5.6 },\n { symbol: 'DOGE/USDT', currentPrice: 0.22 },\n { symbol: 'ADA/USDT', currentPrice: 0.78 },\n ] as any[];\n\n // Deterministic Pseudo-Random Number Generator (PRNG) to ensure consistent, stable backtest results\n let seed = 20260315 + validDays * 31;\n const prng = () => {\n seed = (seed * 9301 + 49297) % 233280;\n return seed / 233280;\n };\n\n const equityCurve: { date: string; equity: number; tradePnl: number; drawdown: number }[] = [];\n const returnsList: number[] = [];\n\n // Start with baseline day 0 equity curve point\n const startTimestamp = now - validDays * 86400 * 1000;\n const startDateStr = getBrasiliaDateStr(startTimestamp);\n const endDateStr = getBrasiliaDateStr(now);\n\n equityCurve.push({\n date: startDateStr,\n equity: 10000,\n tradePnl: 0,\n drawdown: 0,\n });\n\n interface ExtendedTrade extends DailyBacktestTrade {\n timestamp: number;\n }\n const allGeneratedTrades: ExtendedTrade[] = [];\n\n for (let i = validDays; i >= 0; i--) {\n const dayBaseTimestamp = now - i * 86400 * 1000;\n const dayDateOnly = getBrasiliaDateStr(dayBaseTimestamp);\n \n // Pick 1 to 2 setups per day based on institutional criteria\n const tradesToday = prng() > 0.45 ? 1 : 2;\n let dayReturn = 0;\n\n for (let t = 0; t < tradesToday; t++) {\n const coinIndex = Math.floor(prng() * pool.length);\n const signal = pool[coinIndex] || pool[0];\n const direction: 'LONG' | 'SHORT' = prng() > 0.46 ? 'LONG' : 'SHORT';\n const confidence = Math.floor(75 + prng() * 21); // 75 to 95%\n const rrRatio = Number((2.0 + prng() * 1.5).toFixed(2)); // 2.0 to 3.5\n \n const priceVariation = (prng() - 0.5) * 0.04;\n const entryPrice = signal.currentPrice * (1 + priceVariation);\n const stopDistance = entryPrice * 0.018;\n const stopLoss = direction === 'LONG' ? entryPrice - stopDistance : entryPrice + stopDistance;\n\n const decimals = entryPrice < 0.01 ? 6 : entryPrice < 1 ? 4 : entryPrice < 10 ? 3 : 2;\n\n // Calculate 5 Fibonacci Targets for this trade setup\n const fiboTargets = calculateFibonacciTargets(entryPrice, stopLoss, direction, entryPrice, decimals);\n\n // Distribute realistic trade hours (morning / afternoon sessions in Hor\u00E1rio de Bras\u00EDlia)\n const tradeHour = t === 0 ? Math.floor(8 + prng() * 5) : Math.floor(14 + prng() * 7);\n const tradeMinute = Math.floor(prng() * 60);\n const tradeExactTimestamp = dayBaseTimestamp + (tradeHour * 3600 + tradeMinute * 60) * 1000;\n const tradeDateTimeStr = getBrasiliaDateTimeStr(tradeExactTimestamp);\n\n // Calibrated win rate around 74%\n const isWin = prng() < 0.74;\n const pillars: ('Cl\u00E1ssica' | 'SMC' | 'Wyckoff' | 'Sentimento')[] = ['Cl\u00E1ssica', 'SMC', 'Wyckoff', 'Sentimento'];\n const topPillar = pillars[Math.floor(prng() * pillars.length)];\n if (topPillar === 'Cl\u00E1ssica') pillarTotals.classicTA++;\n else if (topPillar === 'SMC') pillarTotals.smc++;\n else if (topPillar === 'Wyckoff') pillarTotals.wyckoff++;\n else pillarTotals.sentiment++;\n\n let pnlPercent = 0;\n let exitPrice = 0;\n let status: 'TP ATINGIDO' | 'SL ATINGIDO' | 'BREAKEVEN' = 'TP ATINGIDO';\n let hitTargetLevel: number | undefined = undefined;\n let hitTargetLabel: string | undefined = undefined;\n\n if (isWin) {\n winningTrades++;\n status = 'TP ATINGIDO';\n\n // Choose which Fibonacci target was conquered\n const roll = prng();\n if (roll < 0.48) hitTargetLevel = 1; // TP1 (1.618 Fibo)\n else if (roll < 0.76) hitTargetLevel = 2; // TP2 (2.000 Fibo)\n else if (roll < 0.90) hitTargetLevel = 3; // TP3 (2.618 Fibo)\n else if (roll < 0.97) hitTargetLevel = 4; // TP4 (3.618 Fibo)\n else hitTargetLevel = 5; // TP5 (4.236 Fibo)\n\n const hitTarget = fiboTargets[hitTargetLevel - 1] || fiboTargets[0];\n exitPrice = hitTarget.price;\n hitTargetLabel = hitTarget.ratioLabel;\n\n // Exact asset percentage movement from Entry to Exit\n pnlPercent = direction === 'LONG'\n ? Number((((exitPrice - entryPrice) / (entryPrice || 1)) * 100).toFixed(2))\n : Number((((entryPrice - exitPrice) / (entryPrice || 1)) * 100).toFixed(2));\n\n // Portfolio impact: 1% account risk scaled with R/R multiplier\n const rrMultiplier = Math.max(1.8, Math.abs(pnlPercent) / 1.8);\n const dollarGain = equity * 0.01 * rrMultiplier;\n equity += dollarGain;\n grossProfit += dollarGain;\n dayReturn += pnlPercent;\n returnsList.push(pnlPercent);\n\n if (topPillar === 'Cl\u00E1ssica') pillarWins.classicTA++;\n else if (topPillar === 'SMC') pillarWins.smc++;\n else if (topPillar === 'Wyckoff') pillarWins.wyckoff++;\n else pillarWins.sentiment++;\n } else {\n losingTrades++;\n status = 'SL ATINGIDO';\n exitPrice = stopLoss;\n hitTargetLevel = 0;\n hitTargetLabel = 'Stop Loss (Prote\u00E7\u00E3o)';\n\n pnlPercent = direction === 'LONG'\n ? Number((((stopLoss - entryPrice) / (entryPrice || 1)) * 100).toFixed(2))\n : Number((((entryPrice - stopLoss) / (entryPrice || 1)) * 100).toFixed(2));\n\n const dollarLoss = equity * 0.01;\n equity -= dollarLoss;\n grossLoss += dollarLoss;\n dayReturn += pnlPercent;\n returnsList.push(pnlPercent);\n }\n\n if (equity > peakEquity) peakEquity = equity;\n const currentDd = ((peakEquity - equity) / (peakEquity || 1)) * 100;\n if (currentDd > maxDrawdown) maxDrawdown = currentDd;\n\n allGeneratedTrades.push({\n id: `bt-${i}-${t}-${signal.symbol.replace(/[^a-zA-Z0-9]/g, '')}`,\n date: tradeDateTimeStr,\n symbol: signal.symbol,\n direction,\n entryPrice: Number(entryPrice.toFixed(decimals)),\n exitPrice: Number(exitPrice.toFixed(decimals)),\n stopLoss: Number(stopLoss.toFixed(decimals)),\n takeProfit: Number(fiboTargets[0].price.toFixed(decimals)),\n rrRatio,\n confidence,\n pnlPercent,\n status,\n holdingBars: Math.floor(4 + prng() * 18),\n topPillar,\n hitTargetLevel,\n hitTargetLabel,\n fibonacciTargets: fiboTargets,\n timestamp: tradeExactTimestamp,\n });\n }\n\n const currentDd = ((peakEquity - equity) / (peakEquity || 1)) * 100;\n equityCurve.push({\n date: dayDateOnly,\n equity: Number(equity.toFixed(2)),\n tradePnl: Number(dayReturn.toFixed(2)),\n drawdown: Number(currentDd.toFixed(2)),\n });\n }\n\n // Exact metrics verification ensuring 0% divergence\n const totalTrades = allGeneratedTrades.length;\n const verifiedWinningTrades = allGeneratedTrades.filter(t => t.status === 'TP ATINGIDO').length;\n const verifiedLosingTrades = allGeneratedTrades.filter(t => t.status === 'SL ATINGIDO').length;\n const winRate = totalTrades > 0 ? Number(((verifiedWinningTrades / totalTrades) * 100).toFixed(1)) : 0;\n const profitFactor = grossLoss > 0 ? Number((grossProfit / grossLoss).toFixed(2)) : 3.85;\n const netProfitPercent = Number((((equity - 10000) / 10000) * 100).toFixed(1));\n\n // Compute mathematical Sharpe ratio from returns\n let sharpeRatio = 2.45;\n if (returnsList.length > 2) {\n const mean = returnsList.reduce((a, b) => a + b, 0) / returnsList.length;\n const variance = returnsList.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / returnsList.length;\n const stdDev = Math.sqrt(variance) || 1;\n sharpeRatio = Number(((mean / stdDev) * Math.sqrt(252)).toFixed(2));\n if (sharpeRatio <= 0 || isNaN(sharpeRatio)) sharpeRatio = 2.45;\n }\n\n // Sort trades with the most recent first for tabular and timeline inspection\n const sortedTrades = allGeneratedTrades.sort((a, b) => b.timestamp - a.timestamp);\n\n return {\n totalTrades,\n winningTrades: verifiedWinningTrades,\n losingTrades: verifiedLosingTrades,\n winRate,\n profitFactor,\n netProfitPercent,\n maxDrawdownPercent: Number(maxDrawdown.toFixed(1)),\n sharpeRatio,\n averageRR: 2.42,\n initialCapital: 10000,\n finalCapital: Number(equity.toFixed(2)),\n pillarWinRates: {\n classicTA: pillarTotals.classicTA > 0 ? Math.round((pillarWins.classicTA / (pillarTotals.classicTA || 1)) * 100) : 74,\n smc: pillarTotals.smc > 0 ? Math.round((pillarWins.smc / (pillarTotals.smc || 1)) * 100) : 78,\n wyckoff: pillarTotals.wyckoff > 0 ? Math.round((pillarWins.wyckoff / (pillarTotals.wyckoff || 1)) * 100) : 76,\n sentiment: pillarTotals.sentiment > 0 ? Math.round((pillarWins.sentiment / (pillarTotals.sentiment || 1)) * 100) : 72,\n },\n equityCurve,\n trades: sortedTrades,\n periodDays: validDays,\n startDate: startDateStr,\n endDate: endDateStr,\n };\n}\n", "import type { MultiTimeframeSnapshot } from './timeframeService.js';\n\ninterface CacheEntry {\n snapshot: MultiTimeframeSnapshot;\n expiresAt: number;\n}\n\nconst cache = new Map();\nconst DEFAULT_TTL_MS = 15_000;\nconst MAX_ENTRIES = 100;\n\nfunction normalizeSymbol(symbol: string): string {\n return symbol.trim().toUpperCase();\n}\n\nexport function getCachedMarketSnapshot(symbol: string): MultiTimeframeSnapshot | null {\n const key = normalizeSymbol(symbol);\n const entry = cache.get(key);\n if (!entry) return null;\n\n if (Date.now() >= entry.expiresAt) {\n cache.delete(key);\n return null;\n }\n\n return entry.snapshot;\n}\n\nexport function setCachedMarketSnapshot(\n symbol: string,\n snapshot: MultiTimeframeSnapshot,\n ttlMs = DEFAULT_TTL_MS,\n): void {\n const key = normalizeSymbol(symbol);\n cache.delete(key);\n cache.set(key, {\n snapshot,\n expiresAt: Date.now() + Math.max(ttlMs, 1_000),\n });\n\n while (cache.size > MAX_ENTRIES) {\n const oldestKey = cache.keys().next().value as string | undefined;\n if (!oldestKey) break;\n cache.delete(oldestKey);\n }\n}\n\nexport function invalidateMarketSnapshot(symbol?: string): void {\n if (symbol) {\n cache.delete(normalizeSymbol(symbol));\n return;\n }\n cache.clear();\n}\n\nexport function getMarketCacheStats(): { entries: number; symbols: string[] } {\n return {\n entries: cache.size,\n symbols: [...cache.keys()],\n };\n}\n", "export type ExchangeId = 'binance' | 'okx';\n\nexport interface RawCandle {\n timestamp: number;\n open: number;\n high: number;\n low: number;\n close: number;\n volume: number;\n}\n\nexport interface FetchCandlesOptions {\n symbol: string;\n interval: string;\n limit?: number;\n signal?: AbortSignal;\n}\n\nconst DEFAULT_TIMEOUT_MS = 10_000;\n\nfunction withTimeout(signal?: AbortSignal, timeoutMs = DEFAULT_TIMEOUT_MS): AbortSignal {\n if (signal) return signal;\n return AbortSignal.timeout(timeoutMs);\n}\n\nfunction normalizeBinanceSymbol(symbol: string): string {\n return symbol.replace('/', '').toUpperCase();\n}\n\nfunction normalizeOkxInstrument(symbol: string): string {\n return symbol.replace('/', '-').toUpperCase();\n}\n\nfunction normalizeOkxBar(interval: string): string {\n const bars: Record = {\n '15m': '15m',\n '1h': '1H',\n '4h': '4H',\n '1d': '1D',\n };\n return bars[interval] ?? interval;\n}\n\nasync function fetchJson(url: string, signal?: AbortSignal): Promise {\n const response = await fetch(url, {\n headers: { Accept: 'application/json' },\n signal: withTimeout(signal),\n });\n\n if (!response.ok) {\n throw new Error(`Exchange HTTP ${response.status}: ${response.statusText}`);\n }\n\n return response.json();\n}\n\nexport async function fetchBinanceCandles(options: FetchCandlesOptions): Promise {\n const symbol = normalizeBinanceSymbol(options.symbol);\n const limit = Math.min(Math.max(options.limit ?? 500, 1), 1000);\n const url = new URL('https://api.binance.com/api/v3/klines');\n url.searchParams.set('symbol', symbol);\n url.searchParams.set('interval', options.interval);\n url.searchParams.set('limit', String(limit));\n\n const data = await fetchJson(url.toString(), options.signal);\n if (!Array.isArray(data)) throw new Error('Binance returned an invalid kline payload');\n\n return data.map((row: unknown[]) => ({\n timestamp: Number(row[0]),\n open: Number(row[1]),\n high: Number(row[2]),\n low: Number(row[3]),\n close: Number(row[4]),\n volume: Number(row[5]),\n }));\n}\n\nexport async function fetchOkxCandles(options: FetchCandlesOptions): Promise {\n const instId = normalizeOkxInstrument(options.symbol);\n const limit = Math.min(Math.max(options.limit ?? 500, 1), 1000);\n const url = new URL('https://www.okx.com/api/v5/market/candles');\n url.searchParams.set('instId', instId);\n url.searchParams.set('bar', normalizeOkxBar(options.interval));\n url.searchParams.set('limit', String(limit));\n\n const payload = await fetchJson(url.toString(), options.signal) as { code?: string; data?: string[][]; msg?: string };\n if (payload.code !== '0' || !Array.isArray(payload.data)) {\n throw new Error(`OKX returned an invalid candle payload for ${instId}: ${payload.msg ?? 'unknown error'}`);\n }\n\n return payload.data\n .map((row) => ({\n timestamp: Number(row[0]),\n open: Number(row[1]),\n high: Number(row[2]),\n low: Number(row[3]),\n close: Number(row[4]),\n volume: Number(row[5]),\n }))\n .sort((a, b) => a.timestamp - b.timestamp);\n}\n\nexport async function fetchCandlesWithFallback(\n options: FetchCandlesOptions,\n preferred: ExchangeId = 'binance',\n): Promise<{ exchange: ExchangeId; candles: RawCandle[] }> {\n const order: ExchangeId[] = preferred === 'binance' ? ['binance', 'okx'] : ['okx', 'binance'];\n const errors: string[] = [];\n\n for (const exchange of order) {\n try {\n const candles = exchange === 'binance'\n ? await fetchBinanceCandles(options)\n : await fetchOkxCandles(options);\n if (candles.length === 0) throw new Error(`${exchange} returned no candles`);\n return { exchange, candles };\n } catch (error) {\n errors.push(`${exchange}: ${String(error)}`);\n }\n }\n\n throw new Error(`All candle providers failed. ${errors.join(' | ')}`);\n}\n", "import type { Candle } from '../../src/types.js';\nimport {\n fetchCandlesWithFallback,\n type ExchangeId,\n type RawCandle,\n} from './exchangeClient.js';\n\nexport type MarketTimeframe = '15m' | '1h' | '4h' | '1d';\n\nconst INTERVAL_MAP: Record = {\n '15m': '15m',\n '1h': '1h',\n '4h': '4h',\n '1d': '1d',\n};\n\nfunction toCandle(raw: RawCandle): Candle {\n return {\n timestamp: raw.timestamp,\n timeStr: new Date(raw.timestamp).toISOString(),\n open: raw.open,\n high: raw.high,\n low: raw.low,\n close: raw.close,\n volume: raw.volume,\n };\n}\n\nfunction validateCandle(candle: Candle): boolean {\n return Number.isFinite(candle.timestamp)\n && Number.isFinite(candle.open)\n && Number.isFinite(candle.high)\n && Number.isFinite(candle.low)\n && Number.isFinite(candle.close)\n && Number.isFinite(candle.volume)\n && candle.high >= Math.max(candle.open, candle.close, candle.low)\n && candle.low <= Math.min(candle.open, candle.close, candle.high)\n && candle.volume >= 0;\n}\n\nexport async function fetchRealCandles(\n symbol: string,\n timeframe: MarketTimeframe,\n limit = 500,\n preferredExchange: ExchangeId = 'binance',\n): Promise<{ exchange: ExchangeId; candles: Candle[] }> {\n const result = await fetchCandlesWithFallback({\n symbol,\n interval: INTERVAL_MAP[timeframe],\n limit,\n }, preferredExchange);\n\n const candles = result.candles\n .map(toCandle)\n .filter(validateCandle)\n .sort((a, b) => a.timestamp - b.timestamp);\n\n const deduplicated = candles.filter((candle, index) => (\n index === 0 || candle.timestamp !== candles[index - 1].timestamp\n ));\n\n return { exchange: result.exchange, candles: deduplicated };\n}\n\nexport async function fetchMultiTimeframeCandles(\n symbol: string,\n limits: Partial> = {},\n): Promise> {\n const timeframes: MarketTimeframe[] = ['15m', '1h', '4h', '1d'];\n const results = await Promise.all(\n timeframes.map(async (timeframe) => [\n timeframe,\n await fetchRealCandles(symbol, timeframe, limits[timeframe] ?? 500),\n ] as const),\n );\n\n return Object.fromEntries(results) as Record;\n}\n", "import type { Candle } from '../../src/types.js';\nimport { fetchMultiTimeframeCandles, type MarketTimeframe } from './candleService.js';\nimport type { ExchangeId } from './exchangeClient.js';\n\nexport interface TimeframeSeries {\n timeframe: MarketTimeframe;\n exchange: ExchangeId;\n candles: Candle[];\n latestTimestamp: number;\n}\n\nexport interface MultiTimeframeSnapshot {\n symbol: string;\n fetchedAt: number;\n series: Record;\n}\n\nexport async function loadMarketSnapshot(\n symbol: string,\n limits: Partial> = {},\n): Promise {\n const raw = await fetchMultiTimeframeCandles(symbol, limits);\n const series = {} as Record;\n\n for (const timeframe of ['15m', '1h', '4h', '1d'] as MarketTimeframe[]) {\n const candles = raw[timeframe].candles;\n series[timeframe] = {\n timeframe,\n exchange: raw[timeframe].exchange,\n candles,\n latestTimestamp: candles.at(-1)?.timestamp ?? 0,\n };\n }\n\n return {\n symbol,\n fetchedAt: Date.now(),\n series,\n };\n}\n", "import { getCachedMarketSnapshot, setCachedMarketSnapshot } from './marketCache.js';\nimport { loadMarketSnapshot, type MultiTimeframeSnapshot } from './timeframeService.js';\n\nexport async function getMarketSnapshot(\n symbol: string,\n options: {\n forceRefresh?: boolean;\n limits?: Parameters[1];\n } = {},\n): Promise {\n if (!options.forceRefresh) {\n const cached = getCachedMarketSnapshot(symbol);\n if (cached) return cached;\n }\n\n const snapshot = await loadMarketSnapshot(symbol, options.limits);\n setCachedMarketSnapshot(symbol, snapshot);\n return snapshot;\n}\n", "import type { Candle } from '../../src/types.js';\n\nexport interface IndicatorSnapshot {\n ema9: number;\n ema21: number;\n ema50: number;\n ema200: number;\n rsi14: number;\n atr14: number;\n bollinger: {\n middle: number;\n upper: number;\n lower: number;\n widthPercent: number;\n };\n volumeSma20: number;\n relativeVolume20: number;\n momentumPercent: number;\n}\n\nfunction closes(candles: Candle[]): number[] {\n return candles.map(c => c.close).filter(Number.isFinite);\n}\n\nexport function ema(values: number[], period: number): number {\n if (values.length === 0) return 0;\n const seed = values.slice(0, Math.min(period, values.length)).reduce((a, b) => a + b, 0) / Math.min(period, values.length);\n if (values.length <= period) return seed;\n const multiplier = 2 / (period + 1);\n let result = seed;\n for (let i = period; i < values.length; i++) result = (values[i] - result) * multiplier + result;\n return result;\n}\n\nexport function rsi(values: number[], period = 14): number {\n if (values.length <= period) return 50;\n let gains = 0;\n let losses = 0;\n for (let i = 1; i <= period; i++) {\n const change = values[i] - values[i - 1];\n if (change >= 0) gains += change; else losses -= change;\n }\n let avgGain = gains / period;\n let avgLoss = losses / period;\n for (let i = period + 1; i < values.length; i++) {\n const change = values[i] - values[i - 1];\n avgGain = (avgGain * (period - 1) + Math.max(change, 0)) / period;\n avgLoss = (avgLoss * (period - 1) + Math.max(-change, 0)) / period;\n }\n if (avgLoss === 0) return 100;\n if (avgGain === 0) return 0;\n const rs = avgGain / avgLoss;\n return 100 - 100 / (1 + rs);\n}\n\nexport function atr(candles: Candle[], period = 14): number {\n if (candles.length < 2) return 0;\n const ranges: number[] = [];\n for (let i = 1; i < candles.length; i++) {\n const c = candles[i];\n const prev = candles[i - 1].close;\n ranges.push(Math.max(c.high - c.low, Math.abs(c.high - prev), Math.abs(c.low - prev)));\n }\n const window = ranges.slice(-period);\n return window.length ? window.reduce((a, b) => a + b, 0) / window.length : 0;\n}\n\nexport function bollinger(values: number[], period = 20, deviations = 2) {\n const window = values.slice(-period);\n if (!window.length) return { middle: 0, upper: 0, lower: 0, widthPercent: 0 };\n const middle = window.reduce((a, b) => a + b, 0) / window.length;\n const variance = window.reduce((sum, value) => sum + (value - middle) ** 2, 0) / window.length;\n const std = Math.sqrt(variance);\n const upper = middle + deviations * std;\n const lower = middle - deviations * std;\n return { middle, upper, lower, widthPercent: middle ? ((upper - lower) / middle) * 100 : 0 };\n}\n\nexport function volumeSma(candles: Candle[], period = 20): number {\n const values = candles.slice(-period).map(c => c.volume).filter(Number.isFinite);\n return values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0;\n}\n\nexport function calculateIndicators(candles: Candle[]): IndicatorSnapshot {\n const values = closes(candles);\n const latest = values.at(-1) ?? 0;\n const previous = values.at(-2) ?? latest;\n const volumeAverage = volumeSma(candles, 20);\n const latestVolume = candles.at(-1)?.volume ?? 0;\n\n return {\n ema9: ema(values, 9),\n ema21: ema(values, 21),\n ema50: ema(values, 50),\n ema200: ema(values, 200),\n rsi14: rsi(values, 14),\n atr14: atr(candles, 14),\n bollinger: bollinger(values, 20, 2),\n volumeSma20: volumeAverage,\n relativeVolume20: volumeAverage > 0 ? latestVolume / volumeAverage : 0,\n momentumPercent: previous !== 0 ? ((latest - previous) / previous) * 100 : 0,\n };\n}\n", "import type { Candle } from '../../src/types.js';\n\nexport type SwingType = 'high' | 'low';\n\nexport interface SwingPoint {\n index: number;\n timestamp: number;\n price: number;\n type: SwingType;\n strength: number;\n}\n\nexport interface SwingDetectionOptions {\n leftBars?: number;\n rightBars?: number;\n minStrength?: number;\n}\n\nexport function detectSwings(\n candles: Candle[],\n options: SwingDetectionOptions = {},\n): SwingPoint[] {\n const leftBars = Math.max(1, options.leftBars ?? 3);\n const rightBars = Math.max(1, options.rightBars ?? 3);\n const minStrength = Math.max(0, options.minStrength ?? 0);\n const swings: SwingPoint[] = [];\n\n if (candles.length < leftBars + rightBars + 1) return swings;\n\n for (let i = leftBars; i < candles.length - rightBars; i += 1) {\n const candle = candles[i];\n let isHigh = true;\n let isLow = true;\n let highStrength = 0;\n let lowStrength = 0;\n\n for (let j = i - leftBars; j <= i + rightBars; j += 1) {\n if (j === i) continue;\n if (candles[j].high > candle.high) isHigh = false;\n if (candles[j].low < candle.low) isLow = false;\n }\n\n if (isHigh) {\n for (let j = i - leftBars; j <= i + rightBars; j += 1) {\n if (j !== i) highStrength += Math.max(0, candle.high - candles[j].high);\n }\n if (highStrength >= minStrength) {\n swings.push({ index: i, timestamp: candle.timestamp, price: candle.high, type: 'high', strength: highStrength });\n }\n }\n\n if (isLow) {\n for (let j = i - leftBars; j <= i + rightBars; j += 1) {\n if (j !== i) lowStrength += Math.max(0, candles[j].low - candle.low);\n }\n if (lowStrength >= minStrength) {\n swings.push({ index: i, timestamp: candle.timestamp, price: candle.low, type: 'low', strength: lowStrength });\n }\n }\n }\n\n return swings;\n}\n", "import type { Candle } from '../../src/types.js';\nimport { detectSwings, type SwingPoint } from './swingDetection.js';\n\nexport type StructureTrend = 'bullish' | 'bearish' | 'neutral';\nexport type StructureEventType = 'BOS' | 'CHoCH';\nexport type SweepType = 'high' | 'low';\n\nexport interface StructureEvent {\n type: StructureEventType;\n direction: 'bullish' | 'bearish';\n index: number;\n timestamp: number;\n level: number;\n swingIndex: number;\n}\n\nexport interface LiquiditySweep {\n type: SweepType;\n index: number;\n timestamp: number;\n level: number;\n wickExtreme: number;\n close: number;\n swingIndex: number;\n}\n\nexport interface EqualLevel {\n type: SweepType;\n price: number;\n swingIndices: number[];\n tolerance: number;\n}\n\nexport interface MarketStructureSnapshot {\n trend: StructureTrend;\n swings: SwingPoint[];\n events: StructureEvent[];\n sweeps: LiquiditySweep[];\n equalLevels: EqualLevel[];\n latestEvent: StructureEvent | null;\n latestSweep: LiquiditySweep | null;\n}\n\nfunction inferTrend(events: StructureEvent[]): StructureTrend {\n return events.at(-1)?.direction ?? 'neutral';\n}\n\nfunction detectStructureEvents(candles: Candle[], swings: SwingPoint[]): StructureEvent[] {\n const events: StructureEvent[] = [];\n let trend: StructureTrend = 'neutral';\n const broken = new Set();\n let highCursor = 0;\n let lowCursor = 0;\n\n for (let i = 0; i < candles.length; i += 1) {\n while (highCursor < swings.length && swings[highCursor].index < i) highCursor += 1;\n while (lowCursor < swings.length && swings[lowCursor].index < i) lowCursor += 1;\n\n const priorHighs = swings.slice(0, highCursor).filter(s => s.type === 'high' && !broken.has(s.index));\n const priorLows = swings.slice(0, lowCursor).filter(s => s.type === 'low' && !broken.has(s.index));\n const high = priorHighs.at(-1);\n const low = priorLows.at(-1);\n const candle = candles[i];\n\n if (high && candle.close > high.price) {\n const direction = 'bullish' as const;\n events.push({ type: trend === 'bearish' ? 'CHoCH' : 'BOS', direction, index: i, timestamp: candle.timestamp, level: high.price, swingIndex: high.index });\n trend = direction;\n broken.add(high.index);\n } else if (low && candle.close < low.price) {\n const direction = 'bearish' as const;\n events.push({ type: trend === 'bullish' ? 'CHoCH' : 'BOS', direction, index: i, timestamp: candle.timestamp, level: low.price, swingIndex: low.index });\n trend = direction;\n broken.add(low.index);\n }\n }\n return events;\n}\n\nfunction detectSweeps(candles: Candle[], swings: SwingPoint[], lookback = 80): LiquiditySweep[] {\n const sweeps: LiquiditySweep[] = [];\n for (let i = 0; i < candles.length; i += 1) {\n const candle = candles[i];\n const high = [...swings].reverse().find(s => s.type === 'high' && s.index < i && i - s.index <= lookback);\n const low = [...swings].reverse().find(s => s.type === 'low' && s.index < i && i - s.index <= lookback);\n\n if (high && candle.high > high.price && candle.close < high.price) {\n sweeps.push({ type: 'high', index: i, timestamp: candle.timestamp, level: high.price, wickExtreme: candle.high, close: candle.close, swingIndex: high.index });\n }\n if (low && candle.low < low.price && candle.close > low.price) {\n sweeps.push({ type: 'low', index: i, timestamp: candle.timestamp, level: low.price, wickExtreme: candle.low, close: candle.close, swingIndex: low.index });\n }\n }\n return sweeps;\n}\n\nfunction detectEqualLevels(swings: SwingPoint[], tolerancePercent = 0.0015): EqualLevel[] {\n const result: EqualLevel[] = [];\n for (let i = 0; i < swings.length; i += 1) {\n const base = swings[i];\n const matches = swings.slice(i + 1).filter(s => s.type === base.type && Math.abs(s.price - base.price) / base.price <= tolerancePercent);\n if (!matches.length) continue;\n const all = [base, ...matches];\n const price = all.reduce((sum, s) => sum + s.price, 0) / all.length;\n const swingIndices = all.map(s => s.index);\n if (!result.some(level => level.type === base.type && level.swingIndices.some(idx => swingIndices.includes(idx)))) {\n result.push({ type: base.type, price, swingIndices, tolerance: price * tolerancePercent });\n }\n }\n return result;\n}\n\nexport function analyzeMarketStructure(candles: Candle[]): MarketStructureSnapshot {\n const swings = detectSwings(candles, { leftBars: 3, rightBars: 3 });\n const events = detectStructureEvents(candles, swings);\n const sweeps = detectSweeps(candles, swings);\n const equalLevels = detectEqualLevels(swings);\n return {\n trend: inferTrend(events),\n swings,\n events,\n sweeps,\n equalLevels,\n latestEvent: events.at(-1) ?? null,\n latestSweep: sweeps.at(-1) ?? null,\n };\n}\n", "import type { Candle } from '../../src/types.js';\nimport type { IndicatorSnapshot } from '../indicators/technicalIndicators.js';\nimport type { MarketStructureSnapshot } from './marketStructure.js';\nimport type { LiquiditySweep } from './marketStructure.js';\nimport type { SwingPoint } from './swingDetection.js';\n\nexport type SMCZoneType = 'bullish' | 'bearish';\n\nexport interface FairValueGap {\n type: SMCZoneType;\n index: number;\n timestamp: number;\n low: number;\n high: number;\n midpoint: number;\n sizePercent: number;\n filled: boolean;\n quality: number;\n}\n\nexport interface OrderBlock {\n type: SMCZoneType;\n index: number;\n timestamp: number;\n low: number;\n high: number;\n midpoint: number;\n displacementPercent: number;\n mitigated: boolean;\n quality: number;\n sourceEvent: 'BOS' | 'CHoCH';\n}\n\nexport interface BreakerBlock {\n type: SMCZoneType;\n sourceIndex: number;\n timestamp: number;\n low: number;\n high: number;\n midpoint: number;\n}\n\nexport interface PremiumDiscount {\n swingHigh: number;\n swingLow: number;\n equilibrium: number;\n currentPrice: number;\n zone: 'premium' | 'discount' | 'equilibrium';\n positionPercent: number;\n}\n\nexport interface LiquidityPool {\n type: 'buy-side' | 'sell-side';\n price: number;\n source: 'equal-highs' | 'equal-lows' | 'swing-high' | 'swing-low';\n strength: number;\n}\n\nexport interface SMCAnalysis {\n fairValueGaps: FairValueGap[];\n orderBlocks: OrderBlock[];\n breakerBlocks: BreakerBlock[];\n premiumDiscount: PremiumDiscount | null;\n liquidityPools: LiquidityPool[];\n latestSweep: LiquiditySweep | null;\n bias: 'bullish' | 'bearish' | 'neutral';\n}\n\nfunction rangePercent(low: number, high: number): number {\n return low > 0 ? ((high - low) / low) * 100 : 0;\n}\n\nfunction displacementPercent(candle: Candle): number {\n const base = Math.max(Math.abs(candle.open), 1e-9);\n return Math.abs(candle.close - candle.open) / base * 100;\n}\n\nfunction detectFVGs(candles: Candle[], maxAge = 180): FairValueGap[] {\n const result: FairValueGap[] = [];\n const start = Math.max(2, candles.length - maxAge);\n for (let i = start; i < candles.length; i += 1) {\n const left = candles[i - 2];\n const middle = candles[i - 1];\n const right = candles[i];\n if (!left || !middle || !right) continue;\n\n if (right.low > left.high) {\n const low = left.high;\n const high = right.low;\n const gapSize = rangePercent(low, high);\n const filled = candles.slice(i + 1).some(c => c.low <= low);\n if (!filled && gapSize > 0) {\n result.push({\n type: 'bullish', index: i, timestamp: middle.timestamp, low, high,\n midpoint: (low + high) / 2, sizePercent: gapSize,\n filled, quality: Math.min(100, 35 + gapSize * 20),\n });\n }\n }\n\n if (right.high < left.low) {\n const low = right.high;\n const high = left.low;\n const gapSize = rangePercent(low, high);\n const filled = candles.slice(i + 1).some(c => c.high >= high);\n if (!filled && gapSize > 0) {\n result.push({\n type: 'bearish', index: i, timestamp: middle.timestamp, low, high,\n midpoint: (low + high) / 2, sizePercent: gapSize,\n filled, quality: Math.min(100, 35 + gapSize * 20),\n });\n }\n }\n }\n return result.slice(-20);\n}\n\nfunction detectOrderBlocks(candles: Candle[], structure: MarketStructureSnapshot, indicators: IndicatorSnapshot): OrderBlock[] {\n const result: OrderBlock[] = [];\n const atr = indicators.atr14;\n if (!Number.isFinite(atr) || atr <= 0) return result;\n\n for (const event of structure.events.slice(-30)) {\n if (event.type !== 'BOS' && event.type !== 'CHoCH') continue;\n const displacement = candles[event.index];\n if (!displacement) continue;\n const body = Math.abs(displacement.close - displacement.open);\n if (body < atr * 0.8) continue;\n\n let sourceIndex = -1;\n for (let i = event.index - 1; i >= Math.max(0, event.index - 8); i -= 1) {\n const c = candles[i];\n const opposite = event.direction === 'bullish' ? c.close < c.open : c.close > c.open;\n if (opposite) {\n sourceIndex = i;\n break;\n }\n }\n if (sourceIndex < 0) continue;\n\n const source = candles[sourceIndex];\n const low = source.low;\n const high = source.high;\n const mitigated = candles.slice(event.index + 1).some(c => c.low <= high && c.high >= low);\n if (mitigated) continue;\n\n const displacementAtr = body / atr;\n const quality = Math.min(100, Math.round(35 + displacementAtr * 18 + (event.type === 'CHoCH' ? 10 : 0)));\n result.push({\n type: event.direction,\n index: sourceIndex,\n timestamp: source.timestamp,\n low,\n high,\n midpoint: (low + high) / 2,\n displacementPercent: displacementPercent(displacement),\n mitigated: false,\n quality,\n sourceEvent: event.type,\n });\n }\n return result.filter((block, index, all) => all.findIndex(x => x.index === block.index && x.type === block.type) === index).slice(-15);\n}\n\nfunction detectBreakers(candles: Candle[], structure: MarketStructureSnapshot): BreakerBlock[] {\n return structure.events\n .filter(e => e.type === 'CHoCH')\n .slice(-10)\n .map(event => {\n const source = candles[event.swingIndex];\n return source ? {\n type: event.direction,\n sourceIndex: event.swingIndex,\n timestamp: source.timestamp,\n low: source.low,\n high: source.high,\n midpoint: (source.low + source.high) / 2,\n } : null;\n })\n .filter((x): x is BreakerBlock => x !== null);\n}\n\nfunction detectPremiumDiscount(candles: Candle[], swings: SwingPoint[]): PremiumDiscount | null {\n const recentHigh = [...swings].reverse().find(s => s.type === 'high');\n const recentLow = [...swings].reverse().find(s => s.type === 'low');\n const currentPrice = candles.at(-1)?.close ?? 0;\n if (!recentHigh || !recentLow || recentHigh.price <= recentLow.price || !currentPrice) return null;\n\n const equilibrium = (recentHigh.price + recentLow.price) / 2;\n const positionPercent = ((currentPrice - recentLow.price) / (recentHigh.price - recentLow.price)) * 100;\n return {\n swingHigh: recentHigh.price,\n swingLow: recentLow.price,\n equilibrium,\n currentPrice,\n zone: positionPercent > 55 ? 'premium' : positionPercent < 45 ? 'discount' : 'equilibrium',\n positionPercent,\n };\n}\n\nfunction detectLiquidityPools(structure: MarketStructureSnapshot): LiquidityPool[] {\n const pools: LiquidityPool[] = [];\n for (const level of structure.equalLevels) {\n pools.push({\n type: level.type === 'high' ? 'buy-side' : 'sell-side',\n price: level.price,\n source: level.type === 'high' ? 'equal-highs' : 'equal-lows',\n strength: level.swingIndices.length,\n });\n }\n for (const swing of structure.swings.slice(-20)) {\n pools.push({\n type: swing.type === 'high' ? 'buy-side' : 'sell-side',\n price: swing.price,\n source: swing.type === 'high' ? 'swing-high' : 'swing-low',\n strength: Math.max(1, swing.strength),\n });\n }\n return pools.slice(-30);\n}\n\nfunction inferBias(\n structure: MarketStructureSnapshot,\n pd: PremiumDiscount | null,\n fvg: FairValueGap[],\n blocks: OrderBlock[],\n latestSweep: LiquiditySweep | null,\n): 'bullish' | 'bearish' | 'neutral' {\n let score = 0;\n if (structure.trend === 'bullish') score += 2;\n if (structure.trend === 'bearish') score -= 2;\n if (pd?.zone === 'discount') score += 1;\n if (pd?.zone === 'premium') score -= 1;\n if (fvg.at(-1)?.type === 'bullish') score += 1;\n if (fvg.at(-1)?.type === 'bearish') score -= 1;\n if (blocks.at(-1)?.type === 'bullish') score += 2;\n if (blocks.at(-1)?.type === 'bearish') score -= 2;\n if (latestSweep?.type === 'low') score += 1;\n if (latestSweep?.type === 'high') score -= 1;\n return score >= 2 ? 'bullish' : score <= -2 ? 'bearish' : 'neutral';\n}\n\nexport function analyzeSMC(candles: Candle[], structure: MarketStructureSnapshot, indicators: IndicatorSnapshot): SMCAnalysis {\n const fairValueGaps = detectFVGs(candles);\n const orderBlocks = detectOrderBlocks(candles, structure, indicators);\n const breakerBlocks = detectBreakers(candles, structure);\n const premiumDiscount = detectPremiumDiscount(candles, structure.swings);\n const liquidityPools = detectLiquidityPools(structure);\n const latestSweep = structure.latestSweep;\n\n return {\n fairValueGaps,\n orderBlocks,\n breakerBlocks,\n premiumDiscount,\n liquidityPools,\n latestSweep,\n bias: inferBias(structure, premiumDiscount, fairValueGaps, orderBlocks, latestSweep),\n };\n}\n", "export interface DerivativesSnapshot {\n exchange: 'binance-futures' | 'okx-swap';\n symbol: string;\n timestamp: number;\n fundingRate: number | null;\n fundingTime: number | null;\n openInterest: number | null;\n openInterestValue: number | null;\n longShortRatio: number | null;\n longAccountRatio: number | null;\n shortAccountRatio: number | null;\n}\n\nconst TIMEOUT_MS = 10_000;\n\nfunction normalizeSymbol(symbol: string): string {\n return symbol.replace('/', '').toUpperCase();\n}\n\nfunction normalizeOkxSwapInstrument(symbol: string): string {\n const normalized = symbol.replace('/', '-').toUpperCase();\n return normalized.endsWith('-SWAP') ? normalized : `${normalized}-SWAP`;\n}\n\nasync function getJson(url: string): Promise {\n const response = await fetch(url, {\n headers: { Accept: 'application/json' },\n signal: AbortSignal.timeout(TIMEOUT_MS),\n });\n if (!response.ok) throw new Error(`HTTP ${response.status}: ${response.statusText}`);\n return response.json();\n}\n\nasync function fetchBinanceDerivativesSnapshot(symbol: string): Promise {\n const normalized = normalizeSymbol(symbol);\n const base = 'https://fapi.binance.com';\n const [funding, oi, ratio] = await Promise.all([\n getJson(`${base}/fapi/v1/premiumIndex?symbol=${normalized}`),\n getJson(`${base}/fapi/v1/openInterest?symbol=${normalized}`),\n getJson(`${base}/futures/data/globalLongShortAccountRatio?symbol=${normalized}&period=5m&limit=1`),\n ]);\n\n const ratioRow = Array.isArray(ratio) ? ratio[0] : null;\n const longShortRatio = ratioRow && Number.isFinite(Number(ratioRow.longShortRatio)) ? Number(ratioRow.longShortRatio) : null;\n const longAccountRatio = ratioRow && Number.isFinite(Number(ratioRow.longAccount)) ? Number(ratioRow.longAccount) : null;\n const shortAccountRatio = ratioRow && Number.isFinite(Number(ratioRow.shortAccount)) ? Number(ratioRow.shortAccount) : null;\n const fundingRate = Number.isFinite(Number(funding?.lastFundingRate)) ? Number(funding.lastFundingRate) : null;\n const openInterest = Number.isFinite(Number(oi?.openInterest)) ? Number(oi.openInterest) : null;\n const markPrice = Number.isFinite(Number(funding?.markPrice)) ? Number(funding.markPrice) : null;\n\n return {\n exchange: 'binance-futures',\n symbol: normalized,\n timestamp: Date.now(),\n fundingRate,\n fundingTime: Number.isFinite(Number(funding?.nextFundingTime)) ? Number(funding.nextFundingTime) : null,\n openInterest,\n openInterestValue: openInterest !== null && markPrice !== null ? openInterest * markPrice : null,\n longShortRatio,\n longAccountRatio,\n shortAccountRatio,\n };\n}\n\nasync function fetchOkxDerivativesSnapshot(symbol: string): Promise {\n const instId = normalizeOkxSwapInstrument(symbol);\n const base = 'https://www.okx.com';\n const [funding, openInterestResponse] = await Promise.all([\n getJson(`${base}/api/v5/public/funding-rate?instId=${encodeURIComponent(instId)}`),\n getJson(`${base}/api/v5/public/open-interest?instType=SWAP&instId=${encodeURIComponent(instId)}`),\n ]);\n\n if (funding?.code !== '0' || !Array.isArray(funding?.data) || !funding.data[0]) {\n throw new Error(`OKX funding-rate returned an invalid payload for ${instId}`);\n }\n if (openInterestResponse?.code !== '0' || !Array.isArray(openInterestResponse?.data) || !openInterestResponse.data[0]) {\n throw new Error(`OKX open-interest returned an invalid payload for ${instId}`);\n }\n\n const fundingRow = funding.data[0];\n const oiRow = openInterestResponse.data[0];\n const fundingRate = Number.isFinite(Number(fundingRow.fundingRate)) ? Number(fundingRow.fundingRate) : null;\n const openInterest = Number.isFinite(Number(oiRow.oi)) ? Number(oiRow.oi) : null;\n const openInterestValue = Number.isFinite(Number(oiRow.oiUsd)) ? Number(oiRow.oiUsd) : null;\n\n return {\n exchange: 'okx-swap',\n symbol: normalizeSymbol(symbol),\n timestamp: Date.now(),\n fundingRate,\n fundingTime: Number.isFinite(Number(fundingRow.fundingTime)) ? Number(fundingRow.fundingTime) : null,\n openInterest,\n openInterestValue,\n longShortRatio: null,\n longAccountRatio: null,\n shortAccountRatio: null,\n };\n}\n\nexport async function fetchDerivativesSnapshot(symbol: string): Promise {\n const errors: string[] = [];\n\n try {\n return await fetchBinanceDerivativesSnapshot(symbol);\n } catch (error) {\n errors.push(`Binance Futures: ${String(error)}`);\n }\n\n try {\n return await fetchOkxDerivativesSnapshot(symbol);\n } catch (error) {\n errors.push(`OKX SWAP: ${String(error)}`);\n }\n\n throw new Error(`All derivatives providers failed. ${errors.join(' | ')}`);\n}\n", "import type { DerivativesSnapshot } from './derivativesClient.js';\n\nexport type DerivativesBias = 'bullish' | 'bearish' | 'neutral';\n\nexport interface DerivativesAnalysis {\n bias: DerivativesBias;\n score: number;\n fundingState: 'positive' | 'negative' | 'neutral' | 'unavailable';\n positioningState: 'long-heavy' | 'short-heavy' | 'balanced' | 'unavailable';\n reasons: string[];\n}\n\nexport function analyzeDerivatives(data: DerivativesSnapshot): DerivativesAnalysis {\n let score = 0;\n const reasons: string[] = [];\n\n if (data.fundingRate === null) {\n reasons.push('Funding indispon\u00EDvel');\n } else if (data.fundingRate > 0.0003) {\n score -= 1;\n reasons.push('Funding positivo elevado, favorece risco de longs congestionados');\n } else if (data.fundingRate < -0.0003) {\n score += 1;\n reasons.push('Funding negativo elevado, favorece risco de shorts congestionados');\n } else {\n reasons.push('Funding pr\u00F3ximo do neutro');\n }\n\n if (data.longShortRatio === null) {\n reasons.push('Long/Short indispon\u00EDvel');\n } else if (data.longShortRatio > 1.2) {\n score -= 1;\n reasons.push('Contas posicionadas majoritariamente em long');\n } else if (data.longShortRatio < 0.83) {\n score += 1;\n reasons.push('Contas posicionadas majoritariamente em short');\n } else {\n reasons.push('Posicionamento Long/Short equilibrado');\n }\n\n const bias: DerivativesBias = score > 0 ? 'bullish' : score < 0 ? 'bearish' : 'neutral';\n const fundingState = data.fundingRate === null ? 'unavailable' : data.fundingRate > 0.0001 ? 'positive' : data.fundingRate < -0.0001 ? 'negative' : 'neutral';\n const positioningState = data.longShortRatio === null ? 'unavailable' : data.longShortRatio > 1.2 ? 'long-heavy' : data.longShortRatio < 0.83 ? 'short-heavy' : 'balanced';\n\n return { bias, score, fundingState, positioningState, reasons };\n}\n", "import type { Candle } from '../../src/types.js';\nimport type { IndicatorSnapshot } from '../indicators/technicalIndicators.js';\n\nexport type DivergenceType = 'bullish-regular' | 'bearish-regular' | 'bullish-hidden' | 'bearish-hidden';\n\nexport interface DivergenceSignal {\n type: DivergenceType;\n firstIndex: number;\n secondIndex: number;\n firstTimestamp: number;\n secondTimestamp: number;\n priceFirst: number;\n priceSecond: number;\n rsiFirst: number;\n rsiSecond: number;\n strength: number;\n invalidation: number;\n}\n\nexport interface DivergenceAnalysis {\n bullish: DivergenceSignal[];\n bearish: DivergenceSignal[];\n latest: DivergenceSignal | null;\n}\n\ninterface Pivot { index: number; price: number; oscillator: number; timestamp: number; }\n\nfunction localLow(values: number[], i: number, radius = 3): boolean {\n if (i < radius || i >= values.length - radius) return false;\n for (let j = 1; j <= radius; j++) if (values[i] >= values[i - j] || values[i] > values[i + j]) return false;\n return true;\n}\n\nfunction localHigh(values: number[], i: number, radius = 3): boolean {\n if (i < radius || i >= values.length - radius) return false;\n for (let j = 1; j <= radius; j++) if (values[i] <= values[i - j] || values[i] < values[i + j]) return false;\n return true;\n}\n\nfunction oscillatorSeries(candles: Candle[], fallback: number): number[] {\n const closes = candles.map(c => c.close);\n const result = closes.map(() => fallback);\n let gains = 0;\n let losses = 0;\n for (let i = 1; i < closes.length; i++) {\n const change = closes[i] - closes[i - 1];\n gains = (gains * 13 + Math.max(change, 0)) / 14;\n losses = (losses * 13 + Math.max(-change, 0)) / 14;\n result[i] = losses === 0 ? 100 : 100 - (100 / (1 + gains / losses));\n }\n return result;\n}\n\nfunction buildPivots(candles: Candle[], rsi: number[], kind: 'low' | 'high'): Pivot[] {\n const values = candles.map(c => kind === 'low' ? c.low : c.high);\n const pivots: Pivot[] = [];\n for (let i = 3; i < candles.length - 3; i++) {\n const pivot = kind === 'low' ? localLow(values, i) : localHigh(values, i);\n if (pivot) pivots.push({ index: i, price: values[i], oscillator: rsi[i], timestamp: candles[i].timestamp });\n }\n return pivots;\n}\n\nexport function detectDivergences(candles: Candle[], indicators?: IndicatorSnapshot): DivergenceAnalysis {\n if (candles.length < 30) return { bullish: [], bearish: [], latest: null };\n const fallbackRsi = indicators?.rsi14 ?? 50;\n const rsi = oscillatorSeries(candles, fallbackRsi);\n const lows = buildPivots(candles, rsi, 'low');\n const highs = buildPivots(candles, rsi, 'high');\n const bullish: DivergenceSignal[] = [];\n const bearish: DivergenceSignal[] = [];\n\n for (let i = 1; i < lows.length; i++) {\n const a = lows[i - 1], b = lows[i];\n const priceDelta = (b.price - a.price) / a.price;\n const rsiDelta = b.oscillator - a.oscillator;\n const regular = priceDelta < -0.001 && rsiDelta > 2;\n const hidden = priceDelta > 0.001 && rsiDelta < -2;\n if (regular || hidden) {\n const strength = Math.min(100, Math.round(Math.abs(priceDelta) * 2500 + Math.abs(rsiDelta) * 4));\n bullish.push({ type: regular ? 'bullish-regular' : 'bullish-hidden', firstIndex: a.index, secondIndex: b.index, firstTimestamp: a.timestamp, secondTimestamp: b.timestamp, priceFirst: a.price, priceSecond: b.price, rsiFirst: a.oscillator, rsiSecond: b.oscillator, strength, invalidation: b.price });\n }\n }\n\n for (let i = 1; i < highs.length; i++) {\n const a = highs[i - 1], b = highs[i];\n const priceDelta = (b.price - a.price) / a.price;\n const rsiDelta = b.oscillator - a.oscillator;\n const regular = priceDelta > 0.001 && rsiDelta < -2;\n const hidden = priceDelta < -0.001 && rsiDelta > 2;\n if (regular || hidden) {\n const strength = Math.min(100, Math.round(Math.abs(priceDelta) * 2500 + Math.abs(rsiDelta) * 4));\n bearish.push({ type: regular ? 'bearish-regular' : 'bearish-hidden', firstIndex: a.index, secondIndex: b.index, firstTimestamp: a.timestamp, secondTimestamp: b.timestamp, priceFirst: a.price, priceSecond: b.price, rsiFirst: a.oscillator, rsiSecond: b.oscillator, strength, invalidation: b.price });\n }\n }\n\n const all = [...bullish, ...bearish].sort((a, b) => b.secondTimestamp - a.secondTimestamp);\n return { bullish, bearish, latest: all[0] ?? null };\n}\n", "import type { Candle } from '../../src/types.js';\nimport type { MarketStructureSnapshot } from '../structure/marketStructure.js';\n\nexport interface GannLevel {\n ratio: number;\n price: number;\n relation: 'support' | 'resistance';\n}\n\nexport interface GannTimingWindow {\n bars: number;\n targetTimestamp: number;\n}\n\nexport interface GannAnalysis {\n anchorLow: number | null;\n anchorHigh: number | null;\n range: number | null;\n levels: GannLevel[];\n timingWindows: GannTimingWindow[];\n bias: 'bullish' | 'bearish' | 'neutral';\n score: number;\n reasons: string[];\n}\n\nconst RATIOS = [0.25, 0.382, 0.5, 0.618, 0.75, 1, 1.272, 1.618];\nconst TIMING_BARS = [9, 18, 27, 36, 45];\n\nexport function analyzeGann(candles: Candle[], structure: MarketStructureSnapshot): GannAnalysis {\n const swings = structure.swings;\n if (candles.length < 20 || swings.length < 2) {\n return { anchorLow: null, anchorHigh: null, range: null, levels: [], timingWindows: [], bias: 'neutral', score: 0, reasons: ['Dados insuficientes para an\u00E1lise Gann'] };\n }\n\n const highs = swings.filter(s => s.type === 'high');\n const lows = swings.filter(s => s.type === 'low');\n const anchorHigh = highs.length ? highs[highs.length - 1].price : Math.max(...candles.map(c => c.high));\n const anchorLow = lows.length ? lows[lows.length - 1].price : Math.min(...candles.map(c => c.low));\n const low = Math.min(anchorLow, anchorHigh);\n const high = Math.max(anchorLow, anchorHigh);\n const range = high - low;\n const price = candles[candles.length - 1].close;\n\n const levels = RATIOS.map(ratio => {\n const level = low + range * ratio;\n return { ratio, price: level, relation: level <= price ? 'support' : 'resistance' as 'support' | 'resistance' };\n });\n\n const interval = candles.length > 1 ? candles[candles.length - 1].timestamp - candles[candles.length - 2].timestamp : 0;\n const timingWindows = interval > 0 ? TIMING_BARS.map(bars => ({ bars, targetTimestamp: candles[candles.length - 1].timestamp + interval * bars })) : [];\n\n const midpoint = low + range * 0.5;\n let score = 0;\n const reasons: string[] = [];\n if (price > midpoint) { score += 1; reasons.push('Pre\u00E7o acima de 50% do range \u00E2ncora'); }\n else if (price < midpoint) { score -= 1; reasons.push('Pre\u00E7o abaixo de 50% do range \u00E2ncora'); }\n if (structure.trend === 'bullish') { score += 1; reasons.push('Estrutura confirma vi\u00E9s bullish'); }\n if (structure.trend === 'bearish') { score -= 1; reasons.push('Estrutura confirma vi\u00E9s bearish'); }\n\n return { anchorLow: low, anchorHigh: high, range, levels, timingWindows, bias: score > 0 ? 'bullish' : score < 0 ? 'bearish' : 'neutral', score, reasons };\n}\n", "import type { Candle } from '../../src/types.js';\nimport type { IndicatorSnapshot } from '../indicators/technicalIndicators.js';\nimport type { MarketStructureSnapshot } from '../structure/marketStructure.js';\n\nexport type WyckoffPhase =\n | 'accumulation'\n | 'markup'\n | 'distribution'\n | 'markdown'\n | 'neutral';\n\nexport type WyckoffEvent = 'SPRING' | 'TEST' | 'SOS' | 'UTAD' | 'SOW';\n\nexport interface WyckoffAnalysis {\n phase: WyckoffPhase;\n bias: 'bullish' | 'bearish' | 'neutral';\n score: number;\n volumeRatio: number;\n effortVsResult: 'absorption' | 'low-effort' | 'climax' | 'balanced';\n events: WyckoffEvent[];\n latestEvent: WyckoffEvent | null;\n rangeHigh: number | null;\n rangeLow: number | null;\n reasons: string[];\n}\n\nfunction average(values: number[]): number {\n return values.length ? values.reduce((sum, value) => sum + value, 0) / values.length : 0;\n}\n\nfunction body(candle: Candle): number {\n return Math.abs(candle.close - candle.open);\n}\n\nfunction range(candle: Candle): number {\n return Math.max(candle.high - candle.low, 0);\n}\n\nfunction detectEvents(candles: Candle[], rangeLow: number, rangeHigh: number, volumeAverage: number): WyckoffEvent[] {\n const events: WyckoffEvent[] = [];\n const start = Math.max(2, candles.length - 80);\n for (let i = start; i < candles.length; i += 1) {\n const c = candles[i];\n const previous = candles[i - 1];\n const previousPrevious = candles[i - 2];\n const volumeRatio = volumeAverage > 0 ? c.volume / volumeAverage : 1;\n const cRange = range(c);\n if (!cRange) continue;\n\n const spring = c.low < rangeLow && c.close > rangeLow && c.close > c.open && volumeRatio >= 1.15;\n const test = previous && previous.low < rangeLow && c.low >= previous.low && c.close > c.open && volumeRatio <= 1.1;\n const sos = c.close > rangeHigh && body(c) / cRange >= 0.55 && volumeRatio >= 1.2;\n const utad = c.high > rangeHigh && c.close < rangeHigh && c.close < c.open && volumeRatio >= 1.15;\n const sow = c.close < rangeLow && body(c) / cRange >= 0.55 && volumeRatio >= 1.2;\n\n if (spring) events.push('SPRING');\n if (test) events.push('TEST');\n if (sos) events.push('SOS');\n if (utad) events.push('UTAD');\n if (sow) events.push('SOW');\n void previousPrevious;\n }\n return events.slice(-10);\n}\n\nexport function analyzeWyckoff(\n candles: Candle[],\n structure: MarketStructureSnapshot,\n indicators: IndicatorSnapshot,\n): WyckoffAnalysis {\n if (candles.length < 40) {\n return {\n phase: 'neutral', bias: 'neutral', score: 0, volumeRatio: indicators.relativeVolume20,\n effortVsResult: 'balanced', events: [], latestEvent: null, rangeHigh: null, rangeLow: null,\n reasons: ['Dados insuficientes para an\u00E1lise Wyckoff'],\n };\n }\n\n const window = candles.slice(-60);\n const rangeHigh = Math.max(...window.map(c => c.high));\n const rangeLow = Math.min(...window.map(c => c.low));\n const latest = candles.at(-1)!;\n const averageVolume = average(window.map(c => c.volume));\n const volumeRatio = averageVolume > 0 ? latest.volume / averageVolume : 1;\n const latestRange = range(latest);\n const latestBody = body(latest);\n const effortResult = latestRange > 0 ? latestBody / latestRange : 0;\n\n const events = detectEvents(candles, rangeLow, rangeHigh, averageVolume);\n const latestEvent = events.at(-1) ?? null;\n let score = 0;\n const reasons: string[] = [];\n\n if (structure.trend === 'bullish') score += 1;\n if (structure.trend === 'bearish') score -= 1;\n\n if (latestEvent === 'SPRING' || latestEvent === 'TEST' || latestEvent === 'SOS') {\n score += latestEvent === 'SOS' ? 2 : 1;\n reasons.push(`Evento Wyckoff ${latestEvent}`);\n }\n if (latestEvent === 'UTAD' || latestEvent === 'SOW') {\n score -= latestEvent === 'SOW' ? 2 : 1;\n reasons.push(`Evento Wyckoff ${latestEvent}`);\n }\n\n const position = rangeHigh > rangeLow ? (latest.close - rangeLow) / (rangeHigh - rangeLow) : 0.5;\n let phase: WyckoffPhase = 'neutral';\n if (structure.trend === 'bullish' && position > 0.55) phase = 'markup';\n else if (structure.trend === 'bearish' && position < 0.45) phase = 'markdown';\n else if (latestEvent === 'SPRING' || latestEvent === 'TEST') phase = 'accumulation';\n else if (latestEvent === 'UTAD') phase = 'distribution';\n else if (position >= 0.4 && position <= 0.6) phase = score >= 0 ? 'accumulation' : 'distribution';\n\n if (phase === 'markup') reasons.push('Estrutura e posi\u00E7\u00E3o no range sugerem markup');\n if (phase === 'markdown') reasons.push('Estrutura e posi\u00E7\u00E3o no range sugerem markdown');\n if (phase === 'accumulation') reasons.push('Pre\u00E7o trabalhando a regi\u00E3o inferior do range');\n if (phase === 'distribution') reasons.push('Pre\u00E7o trabalhando a regi\u00E3o superior do range');\n\n let effortVsResult: WyckoffAnalysis['effortVsResult'] = 'balanced';\n if (volumeRatio >= 1.8) effortVsResult = 'climax';\n else if (volumeRatio >= 1.3 && effortResult < 0.45) effortVsResult = 'absorption';\n else if (volumeRatio <= 0.7 && effortResult >= 0.55) effortVsResult = 'low-effort';\n\n if (effortVsResult === 'absorption') reasons.push('Volume elevado com deslocamento relativamente pequeno, poss\u00EDvel absor\u00E7\u00E3o');\n if (effortVsResult === 'climax') reasons.push('Volume em n\u00EDvel de cl\u00EDmax, exige confirma\u00E7\u00E3o posterior');\n if (effortVsResult === 'low-effort') reasons.push('Deslocamento com volume reduzido, falta de oposi\u00E7\u00E3o aparente');\n\n const bias: WyckoffAnalysis['bias'] = score >= 2 ? 'bullish' : score <= -2 ? 'bearish' : 'neutral';\n return { phase, bias, score: Math.max(-3, Math.min(3, score)), volumeRatio, effortVsResult, events, latestEvent, rangeHigh, rangeLow, reasons };\n}\n", "import type { IndicatorSnapshot } from '../indicators/technicalIndicators.js';\nimport type { MarketStructureSnapshot } from '../structure/marketStructure.js';\nimport type { SMCAnalysis } from '../structure/smc.js';\nimport type { DerivativesAnalysis } from '../derivatives/derivativesAnalysis.js';\nimport type { DivergenceAnalysis } from '../divergence/divergenceEngine.js';\nimport type { GannAnalysis } from '../gann/gannEngine.js';\nimport type { WyckoffAnalysis } from '../wyckoff/wyckoffEngine.js';\n\nexport type ConfluenceBias = 'bullish' | 'bearish' | 'neutral';\n\nexport interface TimeframeConfluence {\n timeframe: '15m' | '1h' | '4h' | '1d';\n bias: ConfluenceBias;\n score: number;\n reasons: string[];\n}\n\nexport interface ConfluenceAnalysis {\n bias: ConfluenceBias;\n score: number;\n confidence: number;\n timeframes: TimeframeConfluence[];\n confirmations: string[];\n conflicts: string[];\n entryQuality: 'A+' | 'A' | 'B' | 'C' | 'avoid';\n derivatives: DerivativesAnalysis | null;\n divergenceScore: number;\n gannScore: number;\n wyckoffScore: number;\n}\n\nfunction signBias(bias: ConfluenceBias): number {\n return bias === 'bullish' ? 1 : bias === 'bearish' ? -1 : 0;\n}\n\nfunction indicatorBias(ind: IndicatorSnapshot): { bias: ConfluenceBias; reasons: string[] } {\n const reasons: string[] = [];\n let score = 0;\n if (ind.ema9 > ind.ema21) { score += 1; reasons.push('EMA9 acima da EMA21'); }\n else if (ind.ema9 < ind.ema21) { score -= 1; reasons.push('EMA9 abaixo da EMA21'); }\n if (ind.ema21 > ind.ema50) { score += 1; reasons.push('EMA21 acima da EMA50'); }\n else if (ind.ema21 < ind.ema50) { score -= 1; reasons.push('EMA21 abaixo da EMA50'); }\n if (ind.ema50 > ind.ema200) { score += 1; reasons.push('EMA50 acima da EMA200'); }\n else if (ind.ema50 < ind.ema200) { score -= 1; reasons.push('EMA50 abaixo da EMA200'); }\n if (ind.rsi14 >= 55 && ind.rsi14 <= 70) { score += 1; reasons.push('RSI em regime comprador'); }\n else if (ind.rsi14 <= 45 && ind.rsi14 >= 30) { score -= 1; reasons.push('RSI em regime vendedor'); }\n if (ind.relativeVolume20 >= 1.2) reasons.push('Volume relativo acima da m\u00E9dia');\n return { bias: score > 0 ? 'bullish' : score < 0 ? 'bearish' : 'neutral', reasons };\n}\n\nexport function calculateConfluence(\n inputs: Array<{ timeframe: '15m' | '1h' | '4h' | '1d'; indicators: IndicatorSnapshot; structure: MarketStructureSnapshot; smc: SMCAnalysis; divergences?: DivergenceAnalysis; gann?: GannAnalysis; wyckoff?: WyckoffAnalysis }>,\n derivatives: DerivativesAnalysis | null = null,\n): ConfluenceAnalysis {\n const weights: Record<'15m' | '1h' | '4h' | '1d', number> = { '15m': 1, '1h': 2, '4h': 3, '1d': 4 };\n const timeframes: TimeframeConfluence[] = [];\n let weightedScore = 0;\n let totalWeight = 0;\n const confirmations: string[] = [];\n const conflicts: string[] = [];\n let divergenceScore = 0;\n let gannScore = 0;\n let wyckoffScore = 0;\n\n for (const input of inputs) {\n const ib = indicatorBias(input.indicators);\n let score = signBias(input.structure.trend) * 2 + signBias(input.smc.bias) * 2 + signBias(ib.bias);\n const reasons = [...ib.reasons];\n if (input.structure.latestEvent?.type === 'BOS') { score += signBias(input.structure.latestEvent.direction); reasons.push(`BOS ${input.structure.latestEvent.direction}`); }\n if (input.structure.latestEvent?.type === 'CHoCH') { score += signBias(input.structure.latestEvent.direction); reasons.push(`CHoCH ${input.structure.latestEvent.direction}`); }\n if (input.structure.latestSweep) { const sweepBias = input.structure.latestSweep.type === 'low' ? 1 : -1; score += sweepBias; reasons.push(input.structure.latestSweep.type === 'low' ? 'Sweep de sell-side liquidity' : 'Sweep de buy-side liquidity'); }\n if (input.smc.premiumDiscount?.zone === 'discount') score += 1;\n if (input.smc.premiumDiscount?.zone === 'premium') score -= 1;\n\n const latestDivergence = input.divergences?.latest;\n if (latestDivergence && latestDivergence.strength >= 25) {\n const dScore = latestDivergence.type.startsWith('bullish') ? 2 : -2;\n score += dScore;\n divergenceScore += dScore * weights[input.timeframe];\n reasons.push(`Diverg\u00EAncia ${latestDivergence.type} (${latestDivergence.strength}/100)`);\n }\n if (input.gann) {\n const gScore = Math.max(-1, Math.min(1, input.gann.score));\n score += gScore;\n gannScore += gScore * weights[input.timeframe];\n if (gScore !== 0) reasons.push(`Gann ${input.gann.bias}`);\n }\n if (input.wyckoff) {\n const wScore = Math.max(-2, Math.min(2, input.wyckoff.score));\n score += wScore;\n wyckoffScore += wScore * weights[input.timeframe];\n if (input.wyckoff.latestEvent) reasons.push(`Wyckoff ${input.wyckoff.latestEvent}`);\n reasons.push(`Fase Wyckoff ${input.wyckoff.phase}`);\n }\n\n const bias: ConfluenceBias = score >= 2 ? 'bullish' : score <= -2 ? 'bearish' : 'neutral';\n const weight = weights[input.timeframe];\n weightedScore += score * weight;\n totalWeight += weight * 13;\n timeframes.push({ timeframe: input.timeframe, bias, score, reasons });\n if (score >= 5) confirmations.push(`${input.timeframe}: conflu\u00EAncia bullish forte`);\n if (score <= -5) confirmations.push(`${input.timeframe}: conflu\u00EAncia bearish forte`);\n }\n\n if (derivatives) {\n weightedScore += signBias(derivatives.bias) * 2;\n totalWeight += 2 * 13;\n if (derivatives.score > 0) confirmations.push('Derivativos favorecem cen\u00E1rio bullish');\n if (derivatives.score < 0) confirmations.push('Derivativos mostram excesso de posicionamento comprador');\n if (derivatives.score === 0) conflicts.push('Derivativos sem confirma\u00E7\u00E3o direcional');\n }\n\n const normalized = totalWeight ? weightedScore / totalWeight : 0;\n const score = Math.round(Math.max(-100, Math.min(100, normalized * 100)));\n const bias: ConfluenceBias = score >= 20 ? 'bullish' : score <= -20 ? 'bearish' : 'neutral';\n const confidence = Math.round(Math.min(99, Math.abs(score) + confirmations.length * 3));\n const bullishCount = timeframes.filter(t => t.bias === 'bullish').length;\n const bearishCount = timeframes.filter(t => t.bias === 'bearish').length;\n if (bullishCount > 0 && bearishCount > 0) conflicts.push('Timeframes apresentam conflito de dire\u00E7\u00E3o');\n if (timeframes.some(t => t.timeframe === '1d' && t.bias !== bias)) conflicts.push('Daily n\u00E3o confirma o vi\u00E9s dominante');\n const entryQuality = confidence >= 80 && conflicts.length === 0 ? 'A+' : confidence >= 70 ? 'A' : confidence >= 55 ? 'B' : confidence >= 35 ? 'C' : 'avoid';\n return { bias, score, confidence, timeframes, confirmations, conflicts, entryQuality, derivatives, divergenceScore, gannScore, wyckoffScore };\n}\n", "import { calculateIndicators } from '../indicators/technicalIndicators.js';\nimport { getMarketSnapshot } from '../market/marketSnapshotService.js';\nimport { analyzeMarketStructure } from '../structure/marketStructure.js';\nimport { analyzeSMC } from '../structure/smc.js';\nimport { fetchDerivativesSnapshot } from '../derivatives/derivativesClient.js';\nimport { analyzeDerivatives } from '../derivatives/derivativesAnalysis.js';\nimport { detectDivergences, type DivergenceAnalysis } from '../divergence/divergenceEngine.js';\nimport { analyzeGann, type GannAnalysis } from '../gann/gannEngine.js';\nimport { analyzeWyckoff, type WyckoffAnalysis } from '../wyckoff/wyckoffEngine.js';\nimport { calculateConfluence, type ConfluenceAnalysis } from './confluenceEngine.js';\nimport type { MarketTimeframe } from '../market/candleService.js';\n\nexport interface TimeframeMarketAnalysis {\n timeframe: MarketTimeframe;\n exchange: string;\n latestTimestamp: number;\n indicators: ReturnType;\n structure: ReturnType;\n smc: ReturnType;\n divergences: DivergenceAnalysis;\n gann: GannAnalysis;\n wyckoff: WyckoffAnalysis;\n}\n\nexport interface MarketAnalysis {\n symbol: string;\n fetchedAt: number;\n timeframes: TimeframeMarketAnalysis[];\n derivatives: ReturnType | null;\n confluence: ConfluenceAnalysis;\n}\n\nexport async function analyzeMarket(symbol: string, forceRefresh = false): Promise {\n const snapshot = await getMarketSnapshot(symbol, { forceRefresh });\n const timeframes = (['15m', '1h', '4h', '1d'] as MarketTimeframe[]).map((timeframe) => {\n const series = snapshot.series[timeframe];\n const indicators = calculateIndicators(series.candles);\n const structure = analyzeMarketStructure(series.candles);\n const smc = analyzeSMC(series.candles, structure, indicators);\n const divergences = detectDivergences(series.candles, indicators);\n const gann = analyzeGann(series.candles, structure);\n const wyckoff = analyzeWyckoff(series.candles, structure, indicators);\n return { timeframe, exchange: series.exchange, latestTimestamp: series.latestTimestamp, indicators, structure, smc, divergences, gann, wyckoff };\n });\n\n let derivatives: ReturnType | null = null;\n try {\n derivatives = analyzeDerivatives(await fetchDerivativesSnapshot(symbol));\n } catch (error) {\n console.warn(`Derivatives unavailable for ${symbol}:`, error);\n }\n\n return {\n symbol: snapshot.symbol,\n fetchedAt: snapshot.fetchedAt,\n timeframes,\n derivatives,\n confluence: calculateConfluence(timeframes, derivatives),\n };\n}\n", "import type { Candle } from '../../src/types.js';\n\nconst INTERVAL_MS: Record = {\n '15m': 15 * 60_000,\n '1h': 60 * 60_000,\n '4h': 4 * 60 * 60_000,\n '1d': 24 * 60 * 60_000,\n};\n\nconst OKX_BAR: Record = {\n '15m': '15m',\n '1h': '1H',\n '4h': '4H',\n '1d': '1Dutc',\n};\n\nconst TIMEOUT_MS = 10_000;\n\nfunction normalizeSymbol(symbol: string): string {\n return symbol.replace('/', '').toUpperCase();\n}\n\nfunction normalizeOkxSpotInstrument(symbol: string): string {\n return symbol.replace('/', '-').toUpperCase();\n}\n\nfunction parseCandle(row: unknown): Candle | null {\n if (!Array.isArray(row) || row.length < 6) return null;\n const timestamp = Number(row[0]);\n const open = Number(row[1]);\n const high = Number(row[2]);\n const low = Number(row[3]);\n const close = Number(row[4]);\n const volume = Number(row[5]);\n\n if (\n !Number.isFinite(timestamp) ||\n !Number.isFinite(open) ||\n !Number.isFinite(high) ||\n !Number.isFinite(low) ||\n !Number.isFinite(close) ||\n !Number.isFinite(volume) ||\n high < Math.max(open, close, low) ||\n low > Math.min(open, close, high) ||\n volume < 0\n ) return null;\n\n return {\n timestamp,\n timeStr: new Date(timestamp).toISOString(),\n open,\n high,\n low,\n close,\n volume,\n };\n}\n\nasync function fetchBinanceHistoricalCandles(\n symbol: string,\n interval: string,\n startTime: number,\n endTime: number,\n): Promise {\n const step = INTERVAL_MS[interval];\n if (!step) throw new Error(`Unsupported historical interval: ${interval}`);\n\n const result: Candle[] = [];\n let cursor = startTime;\n const maxPages = Math.ceil((endTime - startTime) / step / 1000) + 2;\n\n for (let page = 0; page < maxPages && cursor < endTime; page += 1) {\n const url = new URL('https://api.binance.com/api/v3/klines');\n url.searchParams.set('symbol', normalizeSymbol(symbol));\n url.searchParams.set('interval', interval);\n url.searchParams.set('limit', '1000');\n url.searchParams.set('startTime', String(cursor));\n url.searchParams.set('endTime', String(endTime));\n\n const response = await fetch(url, {\n headers: { Accept: 'application/json' },\n signal: AbortSignal.timeout(TIMEOUT_MS),\n });\n if (!response.ok) throw new Error(`Binance historical HTTP ${response.status}`);\n const data = await response.json() as unknown;\n if (!Array.isArray(data)) throw new Error('Binance historical payload is invalid');\n if (data.length === 0) break;\n\n for (const row of data) {\n const candle = parseCandle(row);\n if (candle && candle.timestamp >= startTime && candle.timestamp < endTime) result.push(candle);\n }\n\n const lastTimestamp = Number((data[data.length - 1] as unknown[])[0]);\n if (!Number.isFinite(lastTimestamp) || lastTimestamp < cursor) break;\n cursor = lastTimestamp + step;\n if (data.length < 1000) break;\n }\n\n return result;\n}\n\nasync function fetchOkxHistoricalCandles(\n symbol: string,\n interval: string,\n startTime: number,\n endTime: number,\n): Promise {\n const step = INTERVAL_MS[interval];\n const bar = OKX_BAR[interval];\n if (!step || !bar) throw new Error(`Unsupported OKX historical interval: ${interval}`);\n\n const instId = normalizeOkxSpotInstrument(symbol);\n const result: Candle[] = [];\n let after: number | null = null;\n const maxPages = Math.ceil((endTime - startTime) / step / 300) + 4;\n\n for (let page = 0; page < maxPages; page += 1) {\n const url = new URL('https://www.okx.com/api/v5/market/history-candles');\n url.searchParams.set('instId', instId);\n url.searchParams.set('bar', bar);\n url.searchParams.set('limit', '300');\n if (after !== null) url.searchParams.set('after', String(after));\n\n const response = await fetch(url, {\n headers: { Accept: 'application/json' },\n signal: AbortSignal.timeout(TIMEOUT_MS),\n });\n if (!response.ok) throw new Error(`OKX historical HTTP ${response.status}`);\n\n const payload = await response.json() as unknown;\n if (!payload || typeof payload !== 'object') throw new Error('OKX historical payload is invalid');\n const body = payload as { code?: string; msg?: string; data?: unknown[] };\n if (body.code !== '0' || !Array.isArray(body.data)) {\n throw new Error(`OKX historical returned code ${body.code ?? 'unknown'}: ${body.msg ?? 'invalid payload'}`);\n }\n if (body.data.length === 0) break;\n\n let oldestTimestamp = Number.POSITIVE_INFINITY;\n let added = 0;\n\n for (const row of body.data) {\n const candle = parseCandle(row);\n if (!candle) continue;\n oldestTimestamp = Math.min(oldestTimestamp, candle.timestamp);\n if (candle.timestamp >= startTime && candle.timestamp < endTime) {\n result.push(candle);\n added += 1;\n }\n }\n\n if (!Number.isFinite(oldestTimestamp) || oldestTimestamp <= startTime) break;\n if (added === 0 && oldestTimestamp < startTime) break;\n\n const nextAfter = oldestTimestamp;\n if (after !== null && nextAfter >= after) break;\n after = nextAfter;\n }\n\n return result;\n}\n\nfunction dedupeAndSort(candles: Candle[]): Candle[] {\n const unique = new Map();\n for (const candle of candles) unique.set(candle.timestamp, candle);\n return [...unique.values()].sort((a, b) => a.timestamp - b.timestamp);\n}\n\nexport async function fetchHistoricalBinanceCandles(\n symbol: string,\n interval = '15m',\n startTime: number,\n endTime: number,\n): Promise {\n const step = INTERVAL_MS[interval];\n if (!step) throw new Error(`Unsupported historical interval: ${interval}`);\n if (endTime <= startTime) throw new Error('Historical endTime must be greater than startTime');\n\n try {\n const binanceCandles = await fetchBinanceHistoricalCandles(symbol, interval, startTime, endTime);\n if (binanceCandles.length >= 300) return dedupeAndSort(binanceCandles);\n } catch (error) {\n console.warn(`Binance historical unavailable for ${symbol}:`, error);\n }\n\n const okxCandles = await fetchOkxHistoricalCandles(symbol, interval, startTime, endTime);\n const candles = dedupeAndSort(okxCandles);\n if (candles.length === 0) {\n throw new Error(`All historical providers failed for ${symbol}. Binance and OKX returned no usable candles.`);\n }\n return candles;\n}\n", "export interface HistoricalFundingRate {\n timestamp: number;\n fundingRate: number;\n symbol: string;\n source: 'binance-futures' | 'okx-swap';\n}\n\nconst TIMEOUT_MS = 10_000;\nconst PAGE_LIMIT_BINANCE = 1000;\nconst PAGE_LIMIT_OKX = 400;\nconst OKX_MAX_HISTORY_MS = 90 * 86_400_000;\nconst MAX_RATE = 0.01;\n\nfunction normalizeSymbol(symbol: string): string {\n return symbol.replace('/', '').toUpperCase();\n}\n\nfunction normalizeOkxSwap(symbol: string): string {\n const [base, quote] = symbol.toUpperCase().split('/');\n return `${base}-${quote}-SWAP`;\n}\n\nasync function getJson(url: string): Promise {\n const response = await fetch(url, {\n headers: { Accept: 'application/json' },\n signal: AbortSignal.timeout(TIMEOUT_MS),\n });\n if (!response.ok) throw new Error(`HTTP ${response.status}: ${response.statusText}`);\n return response.json();\n}\n\nfunction uniqueSorted(rows: HistoricalFundingRate[]): HistoricalFundingRate[] {\n const unique = new Map();\n for (const row of rows) unique.set(`${row.source}:${row.timestamp}`, row);\n return [...unique.values()].sort((a, b) => a.timestamp - b.timestamp);\n}\n\nasync function fetchBinanceHistoricalFunding(\n symbol: string,\n startTime: number,\n endTime: number,\n): Promise {\n const normalized = normalizeSymbol(symbol);\n if (!Number.isFinite(startTime) || !Number.isFinite(endTime) || endTime <= startTime) return [];\n\n const result: HistoricalFundingRate[] = [];\n let cursor = Math.max(0, Math.floor(startTime));\n const finalTime = Math.floor(endTime);\n\n while (cursor <= finalTime) {\n const url = `https://fapi.binance.com/fapi/v1/fundingRate?symbol=${normalized}&startTime=${cursor}&endTime=${finalTime}&limit=${PAGE_LIMIT_BINANCE}`;\n const rows = await getJson(url);\n if (!Array.isArray(rows) || rows.length === 0) break;\n\n let newest = cursor;\n for (const row of rows) {\n const timestamp = Number(row?.fundingTime);\n const fundingRate = Number(row?.fundingRate);\n if (!Number.isFinite(timestamp) || !Number.isFinite(fundingRate)) continue;\n if (timestamp < startTime || timestamp > finalTime) continue;\n result.push({\n timestamp,\n fundingRate: Math.max(-MAX_RATE, Math.min(MAX_RATE, fundingRate)),\n symbol: normalized,\n source: 'binance-futures',\n });\n newest = Math.max(newest, timestamp);\n }\n\n if (rows.length < PAGE_LIMIT_BINANCE || newest <= cursor) break;\n cursor = newest + 1;\n }\n\n return uniqueSorted(result);\n}\n\n/**\n * OKX fallback for environments where Binance historical endpoints are geo-blocked.\n * The public OKX API currently exposes roughly three months through this endpoint.\n */\nexport async function fetchHistoricalOkxFunding(\n symbol: string,\n startTime: number,\n endTime: number,\n): Promise {\n if (!Number.isFinite(startTime) || !Number.isFinite(endTime) || endTime <= startTime) return [];\n\n const instId = normalizeOkxSwap(symbol);\n const effectiveStart = Math.max(Math.floor(startTime), Math.floor(endTime) - OKX_MAX_HISTORY_MS);\n const finalTime = Math.floor(endTime);\n const result: HistoricalFundingRate[] = [];\n let after: number | null = null;\n\n for (let page = 0; page < 100; page += 1) {\n const params = new URLSearchParams({ instId, limit: String(PAGE_LIMIT_OKX) });\n if (after !== null) params.set('after', String(after));\n const payload = await getJson(`https://www.okx.com/api/v5/public/funding-rate-history?${params.toString()}`);\n if (String(payload?.code ?? '0') !== '0') throw new Error(`OKX funding history error: ${payload?.msg || payload?.code || 'unknown error'}`);\n const rows = Array.isArray(payload?.data) ? payload.data : [];\n if (!rows.length) break;\n\n let oldest = Number.POSITIVE_INFINITY;\n for (const row of rows) {\n const timestamp = Number(row?.fundingTime);\n const fundingRate = Number(row?.realizedRate ?? row?.fundingRate);\n if (!Number.isFinite(timestamp) || !Number.isFinite(fundingRate)) continue;\n oldest = Math.min(oldest, timestamp);\n if (timestamp < effectiveStart || timestamp > finalTime) continue;\n result.push({\n timestamp,\n fundingRate: Math.max(-MAX_RATE, Math.min(MAX_RATE, fundingRate)),\n symbol: instId,\n source: 'okx-swap',\n });\n }\n\n if (oldest === Number.POSITIVE_INFINITY || oldest <= effectiveStart || rows.length < PAGE_LIMIT_OKX) break;\n after = oldest;\n }\n\n return uniqueSorted(result);\n}\n\n/**\n * Backward-compatible entry point used by the server routes.\n * Binance remains canonical. If Binance returns an access error or no data,\n * use real OKX historical funding rather than failing the whole backtest.\n */\nexport async function fetchHistoricalBinanceFunding(\n symbol: string,\n startTime: number,\n endTime: number,\n): Promise {\n try {\n const binance = await fetchBinanceHistoricalFunding(symbol, startTime, endTime);\n if (binance.length) return binance;\n } catch (error) {\n console.warn(`Binance historical funding unavailable for ${symbol}:`, error);\n }\n\n try {\n const okx = await fetchHistoricalOkxFunding(symbol, startTime, endTime);\n if (okx.length) return okx;\n } catch (error) {\n console.warn(`OKX historical funding unavailable for ${symbol}:`, error);\n }\n\n return [];\n}\n\nexport const fetchHistoricalFunding = fetchHistoricalBinanceFunding;\n", "import type { Candle } from '../../src/types.js';\nimport type { HistoricalFundingRate } from '../derivatives/historicalFundingService.js';\nimport { calculateIndicators } from '../indicators/technicalIndicators.js';\nimport { analyzeMarketStructure } from '../structure/marketStructure.js';\nimport { analyzeSMC } from '../structure/smc.js';\nimport { detectDivergences } from '../divergence/divergenceEngine.js';\nimport { analyzeGann } from '../gann/gannEngine.js';\nimport { analyzeWyckoff } from '../wyckoff/wyckoffEngine.js';\nimport { calculateConfluence } from '../confluence/confluenceEngine.js';\n\nexport interface HistoricalBacktestOptions {\n symbol: string;\n candles: Candle[];\n initialCapital?: number;\n riskPerTradePercent?: number;\n minScore?: number;\n minConfidence?: number;\n atrStopMultiple?: number;\n rewardRisk?: number;\n maxHoldingBars?: number;\n warmupBars?: number;\n feeBpsPerSide?: number;\n slippageBpsPerSide?: number;\n latencySlippageBpsPerSide?: number;\n fundingRatePer8h?: number;\n historicalFunding?: HistoricalFundingRate[];\n}\n\nexport interface HistoricalBacktestTrade {\n id: string; timestamp: number; date: string; symbol: string; direction: 'LONG' | 'SHORT'; entryPrice: number; exitPrice: number; stopLoss: number; takeProfit: number; rrRatio: number; confidence: number; score: number; grossPnlPercent: number; feePercent: number; slippagePercent: number; pnlPercent: number; pnlR: number; grossPnlR: number; feesR: number; fundingPercent: number; fundingR: number; status: 'TP ATINGIDO' | 'SL ATINGIDO' | 'TIMEOUT'; holdingBars: number;\n}\n\nexport interface HistoricalBacktestResult {\n symbol: string; timeframe: string; startDate: string; endDate: string; periodDays: number; initialCapital: number; finalCapital: number; totalTrades: number; winningTrades: number; losingTrades: number; winRate: number; profitFactor: number; netProfitPercent: number; grossProfitPercent: number; totalFeesPercent: number; totalSlippagePercent: number; totalFundingPercent: number; maxDrawdownPercent: number; sharpeRatio: number; sortinoRatio: number; averageRR: number; expectancyR: number; grossExpectancyR: number; trades: HistoricalBacktestTrade[]; equityCurve: { date: string; equity: number; tradePnl: number; drawdown: number }[]; costModel: { feeBpsPerSide: number; slippageBpsPerSide: number; latencySlippageBpsPerSide: number; fundingRatePer8h: number; fundingIncluded: boolean; fundingSource: 'historical-binance' | 'proxy' | 'none' };\n}\n\nfunction mean(values: number[]): number { return values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0; }\nfunction std(values: number[]): number { if (values.length < 2) return 0; const m = mean(values); return Math.sqrt(mean(values.map(v => (v - m) ** 2))); }\nfunction calculateRatio(values: number[], downsideOnly = false): number { if (values.length < 2) return 0; const filtered = downsideOnly ? values.filter(v => v < 0) : values; const denominator = std(filtered); return denominator === 0 ? 0 : mean(values) / denominator * Math.sqrt(values.length); }\nfunction clampIndex(index: number, length: number): number { return Math.max(0, Math.min(index, length - 1)); }\n\nfunction historicalFundingSum(funding: HistoricalFundingRate[], entryTimestamp: number, exitTimestamp: number): number {\n if (!funding.length) return 0;\n let total = 0;\n for (const row of funding) {\n if (row.timestamp >= entryTimestamp && row.timestamp <= exitTimestamp) total += row.fundingRate;\n }\n return total;\n}\n\n/** Historical simulation uses only candles available at the signal timestamp. */\nexport function runHistoricalBacktest(options: HistoricalBacktestOptions): HistoricalBacktestResult {\n const candles = [...options.candles].sort((a, b) => a.timestamp - b.timestamp);\n const initialCapital = options.initialCapital ?? 10_000;\n const riskPerTradePercent = options.riskPerTradePercent ?? 1;\n const minScore = options.minScore ?? 35;\n const minConfidence = options.minConfidence ?? 50;\n const atrStopMultiple = options.atrStopMultiple ?? 1.5;\n const rewardRisk = options.rewardRisk ?? 2;\n const maxHoldingBars = options.maxHoldingBars ?? 32;\n const warmupBars = Math.max(options.warmupBars ?? 220, 220);\n const feeBpsPerSide = Math.max(0, options.feeBpsPerSide ?? 5);\n const baseSlippageBpsPerSide = Math.max(0, options.slippageBpsPerSide ?? 2);\n const latencySlippageBpsPerSide = Math.max(0, options.latencySlippageBpsPerSide ?? 1);\n const effectiveSlippageBpsPerSide = baseSlippageBpsPerSide + latencySlippageBpsPerSide;\n const proxyFundingRatePer8h = options.fundingRatePer8h ?? 0.0001;\n const feeRate = feeBpsPerSide / 10_000;\n const slippageRate = effectiveSlippageBpsPerSide / 10_000;\n const fundingRate = Number.isFinite(proxyFundingRatePer8h) ? Math.max(-0.01, Math.min(0.01, proxyFundingRatePer8h)) : 0;\n const historicalFunding = [...(options.historicalFunding ?? [])].filter(r => Number.isFinite(r.timestamp) && Number.isFinite(r.fundingRate)).sort((a, b) => a.timestamp - b.timestamp);\n const hasHistoricalFunding = historicalFunding.length > 0;\n\n const trades: HistoricalBacktestTrade[] = [];\n const equityCurve: HistoricalBacktestResult['equityCurve'] = [];\n let equity = initialCapital; let peak = equity; let maxDrawdownPercent = 0; let totalFees = 0; let totalSlippage = 0; let totalFunding = 0; let grossProfit = 0; let nextFreeIndex = warmupBars;\n\n for (let i = warmupBars; i < candles.length - 2; i += 1) {\n if (i < nextFreeIndex) continue;\n const history = candles.slice(0, i + 1);\n const indicators = calculateIndicators(history); const structure = analyzeMarketStructure(history); const smc = analyzeSMC(history, structure, indicators); const divergences = detectDivergences(history, indicators); const gann = analyzeGann(history, structure); const wyckoff = analyzeWyckoff(history, structure, indicators); const confluence = calculateConfluence([{ timeframe: '15m', indicators, structure, smc, divergences, gann, wyckoff }], null);\n if (Math.abs(confluence.score) < minScore || confluence.confidence < minConfidence || confluence.entryQuality === 'avoid') continue;\n const direction: 'LONG' | 'SHORT' = confluence.bias === 'bullish' ? 'LONG' : 'SHORT'; if (confluence.bias === 'neutral') continue;\n const entryIndex = i + 1; const entry = candles[entryIndex]; const atr = indicators.atr14; if (!Number.isFinite(atr) || atr <= 0 || !Number.isFinite(entry.open)) continue;\n const stopDistance = atr * atrStopMultiple; const rawEntryPrice = entry.open; const entryPrice = direction === 'LONG' ? rawEntryPrice * (1 + slippageRate) : rawEntryPrice * (1 - slippageRate); const stopLoss = direction === 'LONG' ? entryPrice - stopDistance : entryPrice + stopDistance; const takeProfit = direction === 'LONG' ? entryPrice + stopDistance * rewardRisk : entryPrice - stopDistance * rewardRisk;\n const lastIndex = clampIndex(entryIndex + maxHoldingBars, candles.length - 1); let rawExitPrice = candles[lastIndex].close; let status: HistoricalBacktestTrade['status'] = 'TIMEOUT'; let exitIndex = lastIndex;\n for (let j = entryIndex; j <= lastIndex; j += 1) { const candle = candles[j]; const hitStop = direction === 'LONG' ? candle.low <= stopLoss : candle.high >= stopLoss; const hitTarget = direction === 'LONG' ? candle.high >= takeProfit : candle.low <= takeProfit; if (hitStop) { rawExitPrice = stopLoss; status = 'SL ATINGIDO'; exitIndex = j; break; } if (hitTarget) { rawExitPrice = takeProfit; status = 'TP ATINGIDO'; exitIndex = j; break; } }\n const exitPrice = direction === 'LONG' ? rawExitPrice * (1 - slippageRate) : rawExitPrice * (1 + slippageRate);\n const units = (equity * (riskPerTradePercent / 100)) / stopDistance; const notionalEntry = units * entryPrice; const notionalExit = units * exitPrice; const grossPnl = direction === 'LONG' ? units * (exitPrice - entryPrice) : units * (entryPrice - exitPrice); const fees = (notionalEntry + notionalExit) * feeRate;\n const slippageCost = units * Math.abs(entryPrice - rawEntryPrice) + units * Math.abs(exitPrice - rawExitPrice);\n const holdingBars = exitIndex - entryIndex + 1;\n const fundingRateApplied = hasHistoricalFunding ? historicalFundingSum(historicalFunding, entry.timestamp, candles[exitIndex].timestamp) : fundingRate * (holdingBars / 32);\n const fundingSignedCost = (direction === 'LONG' ? 1 : -1) * notionalEntry * fundingRateApplied;\n const netPnl = grossPnl - fees - fundingSignedCost;\n const grossPnlPercent = notionalEntry > 0 ? grossPnl / notionalEntry * 100 : 0; const feePercent = notionalEntry > 0 ? fees / notionalEntry * 100 : 0; const slippagePercent = notionalEntry > 0 ? slippageCost / notionalEntry * 100 : 0; const fundingPercent = notionalEntry > 0 ? fundingSignedCost / notionalEntry * 100 : 0; const pnlPercent = notionalEntry > 0 ? netPnl / notionalEntry * 100 : 0;\n const riskCapital = equity * (riskPerTradePercent / 100); const grossPnlR = riskCapital > 0 ? grossPnl / riskCapital : 0; const feesR = riskCapital > 0 ? fees / riskCapital : 0; const fundingR = riskCapital > 0 ? fundingSignedCost / riskCapital : 0; const pnlR = riskCapital > 0 ? netPnl / riskCapital : 0;\n let worstIntratradeEquity = equity; const entryFee = notionalEntry * feeRate;\n for (let j = entryIndex; j <= exitIndex; j += 1) { const candle = candles[j]; const adversePrice = direction === 'LONG' ? candle.low : candle.high; const unrealizedPnl = direction === 'LONG' ? units * (adversePrice - entryPrice) : units * (entryPrice - adversePrice); worstIntratradeEquity = Math.min(worstIntratradeEquity, equity + unrealizedPnl - entryFee); }\n if (peak > 0) maxDrawdownPercent = Math.max(maxDrawdownPercent, Math.max(0, (peak - worstIntratradeEquity) / peak * 100));\n equity += netPnl; totalFees += fees; totalSlippage += slippageCost; totalFunding += fundingSignedCost; if (grossPnl > 0) grossProfit += grossPnl; peak = Math.max(peak, equity); const drawdown = peak > 0 ? (peak - equity) / peak * 100 : 0; maxDrawdownPercent = Math.max(maxDrawdownPercent, drawdown);\n const date = new Date(entry.timestamp).toISOString().slice(0, 10); trades.push({ id: `${options.symbol.replace('/', '')}-${entry.timestamp}`, timestamp: entry.timestamp, date, symbol: options.symbol, direction, entryPrice, exitPrice, stopLoss, takeProfit, rrRatio: rewardRisk, confidence: confluence.confidence, score: confluence.score, grossPnlPercent, feePercent, slippagePercent, pnlPercent, pnlR, grossPnlR, feesR, fundingPercent, fundingR, status, holdingBars }); equityCurve.push({ date, equity, tradePnl: netPnl, drawdown }); nextFreeIndex = exitIndex + 1;\n }\n const rValues = trades.map(t => t.pnlR); const grossRValues = trades.map(t => t.grossPnlR); const wins = trades.filter(t => t.pnlR > 0); const losses = trades.filter(t => t.pnlR < 0); const netRProfit = wins.reduce((sum, t) => sum + t.pnlR, 0); const netRLoss = Math.abs(losses.reduce((sum, t) => sum + t.pnlR, 0)); const start = candles[0]?.timestamp ?? Date.now(); const end = candles[candles.length - 1]?.timestamp ?? start; const periodDays = Math.max(0, (end - start) / 86_400_000);\n return { symbol: options.symbol, timeframe: '15m', startDate: new Date(start).toISOString(), endDate: new Date(end).toISOString(), periodDays, initialCapital, finalCapital: equity, totalTrades: trades.length, winningTrades: wins.length, losingTrades: losses.length, winRate: trades.length ? wins.length / trades.length * 100 : 0, profitFactor: netRLoss > 0 ? netRProfit / netRLoss : netRProfit > 0 ? Infinity : 0, netProfitPercent: (equity - initialCapital) / initialCapital * 100, grossProfitPercent: initialCapital > 0 ? grossProfit / initialCapital * 100 : 0, totalFeesPercent: initialCapital > 0 ? totalFees / initialCapital * 100 : 0, totalSlippagePercent: initialCapital > 0 ? totalSlippage / initialCapital * 100 : 0, totalFundingPercent: initialCapital > 0 ? totalFunding / initialCapital * 100 : 0, maxDrawdownPercent, sharpeRatio: calculateRatio(rValues), sortinoRatio: calculateRatio(rValues, true), averageRR: mean(rValues), expectancyR: mean(rValues), grossExpectancyR: mean(grossRValues), trades, equityCurve, costModel: { feeBpsPerSide, slippageBpsPerSide: baseSlippageBpsPerSide, latencySlippageBpsPerSide, fundingRatePer8h: hasHistoricalFunding ? 0 : fundingRate, fundingIncluded: hasHistoricalFunding || fundingRate !== 0, fundingSource: hasHistoricalFunding ? 'historical-binance' : fundingRate !== 0 ? 'proxy' : 'none' } };\n}\n", "import type { Candle } from '../../src/types.js';\nimport type { MarketAnalysis, TimeframeMarketAnalysis } from '../confluence/marketAnalysisService.js';\n\nexport type SignalDirection = 'LONG' | 'SHORT' | 'NO TRADE';\nexport type SignalStrength = 'A+' | 'A' | 'B' | 'C' | 'NONE';\n\nexport interface TradeSignal {\n symbol: string;\n timestamp: number;\n direction: SignalDirection;\n strength: SignalStrength;\n score: number;\n confidence: number;\n entryZone: { low: number; high: number; reference: number } | null;\n stopLoss: number | null;\n invalidation: number | null;\n takeProfits: { tp1: number; tp2: number; tp3: number } | null;\n riskReward: { tp1: number; tp2: number; tp3: number } | null;\n riskPercent: number;\n positionRiskDistance: number | null;\n reasons: string[];\n warnings: string[];\n}\n\nfunction round(value: number, decimals = 2): number {\n const factor = 10 ** decimals;\n return Math.round(value * factor) / factor;\n}\n\nfunction finite(value: number | null | undefined): value is number {\n return value !== null && value !== undefined && Number.isFinite(value);\n}\n\nfunction noTrade(symbol: string, timestamp: number, reasons: string[], confidence = 0, score = 0, warnings: string[] = []): TradeSignal {\n return {\n symbol,\n timestamp,\n direction: 'NO TRADE',\n strength: 'NONE',\n score: round(score),\n confidence,\n entryZone: null,\n stopLoss: null,\n invalidation: null,\n takeProfits: null,\n riskReward: null,\n riskPercent: 0,\n positionRiskDistance: null,\n reasons,\n warnings,\n };\n}\n\n/**\n * Deterministic signal layer. It converts the structured market analysis into\n * a trade plan without placing orders. The 15m chart is the execution context;\n * higher timeframes provide directional confirmation.\n */\nexport function generateTradeSignal(analysis: MarketAnalysis, candles: Candle[], riskPercent = 1): TradeSignal {\n const latest = candles.at(-1);\n const primary = analysis.timeframes.find(tf => tf.timeframe === '15m') ?? analysis.timeframes.at(-1);\n\n if (!latest || !primary) {\n return noTrade(analysis.symbol, Date.now(), ['Dados insuficientes para gerar o plano.']);\n }\n\n const rawScore = analysis.confluence.score;\n const confidence = analysis.confluence.confidence;\n const absScore = Math.abs(rawScore);\n const direction: SignalDirection = rawScore >= 20 ? 'LONG' : rawScore <= -20 ? 'SHORT' : 'NO TRADE';\n const higher = analysis.timeframes.filter(tf => tf.timeframe !== primary.timeframe);\n const alignedHigher = countAligned(higher, direction);\n const conflicts = countConflicts(higher, direction);\n\n const warnings: string[] = [];\n if (conflicts > 0) warnings.push(`${conflicts} timeframe(s) superior(es) em conflito.`);\n if (analysis.confluence.conflicts.length > 0) warnings.push(...analysis.confluence.conflicts.slice(0, 3));\n if (confidence < 60) warnings.push('Confian\u00E7a abaixo do n\u00EDvel operacional preferencial.');\n if (analysis.confluence.entryQuality === 'avoid') warnings.push('Conflu\u00EAncia classificou a entrada como evit\u00E1vel.');\n\n if (direction === 'NO TRADE' || absScore < 20 || confidence < 50 || analysis.confluence.entryQuality === 'avoid') {\n return noTrade(\n analysis.symbol,\n latest.timestamp,\n ['Conflu\u00EAncia insuficiente para um setup operacional de qualidade.'],\n confidence,\n rawScore,\n warnings,\n );\n }\n\n const atr = primary.indicators.atr14;\n if (!finite(atr) || atr <= 0 || latest.close <= 0) {\n return noTrade(analysis.symbol, latest.timestamp, ['ATR ou pre\u00E7o inv\u00E1lido.'], confidence, rawScore, warnings);\n }\n\n const reference = latest.close;\n const swings = primary.structure.swings;\n const swingLow = latestSwingPrice(swings, 'low');\n const swingHigh = latestSwingPrice(swings, 'high');\n\n const volatilityStop = direction === 'LONG' ? reference - atr * 1.5 : reference + atr * 1.5;\n const structureStop = direction === 'LONG'\n ? finite(swingLow) && swingLow < reference ? swingLow - atr * 0.15 : volatilityStop\n : finite(swingHigh) && swingHigh > reference ? swingHigh + atr * 0.15 : volatilityStop;\n const stopLoss = direction === 'LONG'\n ? Math.min(volatilityStop, structureStop)\n : Math.max(volatilityStop, structureStop);\n\n const distance = Math.abs(reference - stopLoss);\n if (!finite(distance) || distance <= 0 || distance > reference * 0.08) {\n return noTrade(analysis.symbol, latest.timestamp, ['Dist\u00E2ncia de stop fora do limite operacional.'], confidence, rawScore, warnings);\n }\n\n const entryBuffer = Math.min(atr * 0.25, reference * 0.0025);\n const entryZone = { low: reference - entryBuffer, high: reference + entryBuffer, reference };\n const tp1 = direction === 'LONG' ? reference + distance * 1.5 : reference - distance * 1.5;\n const tp2 = direction === 'LONG' ? reference + distance * 2.5 : reference - distance * 2.5;\n const tp3 = direction === 'LONG' ? reference + distance * 4 : reference - distance * 4;\n\n const strength: SignalStrength = absScore >= 70 && confidence >= 80 && alignedHigher >= 2 && conflicts === 0\n ? 'A+'\n : absScore >= 55 && confidence >= 70\n ? 'A'\n : absScore >= 40 && confidence >= 60\n ? 'B'\n : 'C';\n\n return {\n symbol: analysis.symbol,\n timestamp: latest.timestamp,\n direction,\n strength,\n score: round(rawScore),\n confidence,\n entryZone: { low: round(entryZone.low), high: round(entryZone.high), reference: round(reference) },\n stopLoss: round(stopLoss),\n invalidation: round(stopLoss),\n takeProfits: { tp1: round(tp1), tp2: round(tp2), tp3: round(tp3) },\n riskReward: { tp1: 1.5, tp2: 2.5, tp3: 4 },\n riskPercent: Math.max(0.1, Math.min(2, riskPercent)),\n positionRiskDistance: round(distance),\n reasons: buildReasons(direction, analysis, primary, alignedHigher),\n warnings,\n };\n}\n\nfunction latestSwingPrice(swings: TimeframeMarketAnalysis['structure']['swings'], type: 'high' | 'low'): number | null {\n for (let i = swings.length - 1; i >= 0; i -= 1) {\n if (swings[i].type === type && finite(swings[i].price)) return swings[i].price;\n }\n return null;\n}\n\nfunction countAligned(timeframes: TimeframeMarketAnalysis[], direction: SignalDirection): number {\n if (direction === 'LONG') return timeframes.filter(tf => tf.structure.trend === 'bullish').length;\n if (direction === 'SHORT') return timeframes.filter(tf => tf.structure.trend === 'bearish').length;\n return 0;\n}\n\nfunction countConflicts(timeframes: TimeframeMarketAnalysis[], direction: SignalDirection): number {\n if (direction === 'LONG') return timeframes.filter(tf => tf.structure.trend === 'bearish').length;\n if (direction === 'SHORT') return timeframes.filter(tf => tf.structure.trend === 'bullish').length;\n return 0;\n}\n\nfunction buildReasons(\n direction: SignalDirection,\n analysis: MarketAnalysis,\n primary: TimeframeMarketAnalysis,\n alignedHigher: number,\n): string[] {\n const reasons: string[] = [\n `Conflu\u00EAncia ${direction} com score ${round(Math.abs(analysis.confluence.score), 1)}.`,\n `Confian\u00E7a estrutural em ${analysis.confluence.confidence}%.`,\n ];\n if (primary.structure.trend === (direction === 'LONG' ? 'bullish' : 'bearish')) {\n reasons.push(`Estrutura ${direction === 'LONG' ? 'bullish' : 'bearish'} no 15m.`);\n }\n const latestFvg = primary.smc.fairValueGaps.at(-1);\n const latestOrderBlock = primary.smc.orderBlocks.at(-1);\n if (latestFvg) reasons.push(`FVG ${latestFvg.type} no contexto.`);\n if (latestOrderBlock) reasons.push(`Order Block ${latestOrderBlock.type} identificado.`);\n if (primary.wyckoff.latestEvent) reasons.push(`Evento Wyckoff ${primary.wyckoff.latestEvent} detectado.`);\n if (primary.divergences.latest) reasons.push(`Diverg\u00EAncia ${primary.divergences.latest.type} detectada.`);\n if (alignedHigher > 0) reasons.push(`${alignedHigher} timeframe(s) superior(es) alinhado(s).`);\n return reasons;\n}\n", "import type { MarketAnalysis } from '../confluence/marketAnalysisService.js';\nimport type { TradeSignal } from '../signal/signalEngine.js';\n\nexport type QuantAnalystDecision = 'CONFIRM' | 'WEAKEN' | 'REJECT';\n\nexport interface QuantAnalystInput { analysis: MarketAnalysis; signal: TradeSignal; }\nexport interface QuantAnalystResult { decision: QuantAnalystDecision; rationale: string; riskFlags: string[]; model: string; }\n\nfunction compactAnalysis(analysis: MarketAnalysis, signal: TradeSignal): string {\n const timeframes = analysis.timeframes.map(tf => ({\n timeframe: tf.timeframe,\n trend: tf.structure.trend,\n rsi: tf.indicators.rsi14,\n atr: tf.indicators.atr14,\n structure: tf.structure.events.slice(-4),\n smcBias: tf.smc.bias,\n latestFvg: tf.smc.fairValueGaps.at(-1) ?? null,\n latestOrderBlock: tf.smc.orderBlocks.at(-1) ?? null,\n divergence: tf.divergences.latest,\n gann: tf.gann,\n wyckoff: tf.wyckoff,\n }));\n return JSON.stringify({ symbol: analysis.symbol, fetchedAt: analysis.fetchedAt, confluence: analysis.confluence, derivatives: analysis.derivatives, signal, timeframes });\n}\n\nexport function buildQuantAnalystPrompt(input: QuantAnalystInput): string {\n return `Voc\u00EA \u00E9 o Quant Analyst de um sistema profissional de trading de criptomoedas.\\n\\nSua fun\u00E7\u00E3o \u00E9 auditar um sinal quantitativo j\u00E1 calculado. N\u00C3O invente pre\u00E7os, indicadores, n\u00EDveis, eventos ou dados ausentes. N\u00C3O substitua os c\u00E1lculos determin\u00EDsticos.\\n\\nRegras:\\n1. Use somente os dados JSON fornecidos.\\n2. Avalie alinhamento entre 15m, 1H, 4H e 1D.\\n3. D\u00EA peso especial \u00E0 estrutura, SMC, Wyckoff, diverg\u00EAncias e derivativos quando dispon\u00EDveis.\\n4. Procure conflitos, baixa qualidade, diverg\u00EAncias contra a dire\u00E7\u00E3o, aus\u00EAncia de confirma\u00E7\u00E3o e risco de contexto.\\n5. A decis\u00E3o deve ser exatamente uma de: CONFIRM, WEAKEN ou REJECT.\\n6. CONFIRM apoia o sinal. WEAKEN indica conflitos relevantes. REJECT indica conflito estrutural ou dados insuficientes.\\n7. Seja objetivo e n\u00E3o forne\u00E7a promessa de lucro.\\n\\nResponda SOMENTE em JSON v\u00E1lido: {\"decision\":\"CONFIRM|WEAKEN|REJECT\",\"rationale\":\"...\",\"riskFlags\":[\"...\"]}\\n\\nDADOS:\\n${compactAnalysis(input.analysis, input.signal)}`;\n}\n\nexport function parseQuantAnalystResponse(text: string, model: string): QuantAnalystResult {\n const fallback: QuantAnalystResult = { decision: 'WEAKEN', rationale: 'A resposta do modelo n\u00E3o p\u00F4de ser validada como JSON estruturado.', riskFlags: ['ai_response_invalid'], model };\n try {\n const parsed = JSON.parse(text) as Partial;\n if (!['CONFIRM', 'WEAKEN', 'REJECT'].includes(String(parsed.decision))) return fallback;\n return {\n decision: parsed.decision as QuantAnalystDecision,\n rationale: typeof parsed.rationale === 'string' ? parsed.rationale : 'Sem justificativa estruturada.',\n riskFlags: Array.isArray(parsed.riskFlags) ? parsed.riskFlags.filter((flag): flag is string => typeof flag === 'string').slice(0, 10) : [],\n model,\n };\n } catch { return fallback; }\n}\n", "import type { Candle } from '../../src/types.js';\nimport type { TradeSignal } from '../signal/signalEngine.js';\n\nexport type PaperPositionStatus = 'OPEN' | 'CLOSED';\nexport type PaperCloseReason = 'TP1' | 'TP2' | 'TP3' | 'STOP' | 'INVALIDATION' | 'MANUAL' | 'TIMEOUT';\n\nexport interface PaperAccount { initialCapital:number; equity:number; realizedPnl:number; unrealizedPnl:number; feesPaid:number; slippagePaid:number; peakEquity:number; maxDrawdownPercent:number; halted:boolean; lastMarkPrice:number|null; }\nexport interface PaperPosition { id:string; symbol:string; direction:'LONG'|'SHORT'; status:PaperPositionStatus; openedAt:number; closedAt:number|null; entryPrice:number; quantity:number; notional:number; stopLoss:number; initialStopLoss:number; takeProfits:{tp1:number;tp2:number;tp3:number}; remainingQuantity:number; realizedPnl:number; unrealizedPnl:number; feesPaid:number; slippagePaid:number; closeReason:PaperCloseReason|null; tp1Hit:boolean; tp2Hit:boolean; breakevenActivated:boolean; lastMarkPrice:number|null; }\nexport interface PaperTradingConfig { initialCapital?:number; feeBpsPerSide?:number; slippageBpsPerSide?:number; maxRiskPercent?:number; maxOpenPositions?:number; maxDrawdownPercent?:number; partialTpPercent?:number; }\nexport interface PaperTradingStats { totalTrades:number; winningTrades:number; losingTrades:number; breakevenTrades:number; winRatePercent:number; profitFactor:number; netPnl:number; netPnlPercent:number; averageTradePnl:number; averageR:number; bestTradePnl:number; worstTradePnl:number; tp1HitRatePercent:number; tp2HitRatePercent:number; halted:boolean; }\nexport interface PaperTradingState { account:PaperAccount; positions:PaperPosition[]; history:PaperPosition[]; stats:PaperTradingStats; }\nconst clamp=(v:number,a:number,b:number)=>Math.max(a,Math.min(b,v));\nconst positive=(v:number)=>Number.isFinite(v)&&v>0;\nconst round=(v:number,d=8)=>Math.round(v*10**d)/10**d;\nexport class PaperTradingEngine {\n private readonly config:Required; private state:PaperTradingState;\n constructor(config:PaperTradingConfig={}){this.config={initialCapital:positive(config.initialCapital??10000)?config.initialCapital??10000:10000,feeBpsPerSide:clamp(config.feeBpsPerSide??5,0,100),slippageBpsPerSide:clamp(config.slippageBpsPerSide??2,0,100),maxRiskPercent:clamp(config.maxRiskPercent??1,.1,2),maxOpenPositions:Math.max(1,Math.floor(config.maxOpenPositions??1)),maxDrawdownPercent:clamp(config.maxDrawdownPercent??10,1,100),partialTpPercent:clamp(config.partialTpPercent??33.333333,10,90)};this.state=this.emptyState();}\n private emptyStats():PaperTradingStats{return{totalTrades:0,winningTrades:0,losingTrades:0,breakevenTrades:0,winRatePercent:0,profitFactor:0,netPnl:0,netPnlPercent:0,averageTradePnl:0,averageR:0,bestTradePnl:0,worstTradePnl:0,tp1HitRatePercent:0,tp2HitRatePercent:0,halted:false};}\n private emptyState():PaperTradingState{const capital=this.config.initialCapital;return{account:{initialCapital:capital,equity:capital,realizedPnl:0,unrealizedPnl:0,feesPaid:0,slippagePaid:0,peakEquity:capital,maxDrawdownPercent:0,halted:false,lastMarkPrice:null},positions:[],history:[],stats:this.emptyStats()};}\n getState(){return structuredClone(this.state);}\n reset(){this.state=this.emptyState();return this.getState();}\n openFromSignal(signal:TradeSignal,timestamp=Date.now()){if(signal.direction==='NO TRADE'||!signal.entryZone||!signal.stopLoss||!signal.takeProfits||this.state.account.halted||this.state.positions.length>=this.config.maxOpenPositions)return null;const riskPct=Math.min(signal.riskPercent,this.config.maxRiskPercent),riskCash=this.state.account.equity*riskPct/100,entry=signal.entryZone.reference,distance=Math.abs(entry-signal.stopLoss);if(!positive(entry)||!positive(distance)||riskCash<=0)return null;const quantity=riskCash/distance,notional=quantity*entry,entrySlip=entry*this.config.slippageBpsPerSide/10000,executedEntry=signal.direction==='LONG'?entry+entrySlip:entry-entrySlip,fee=notional*this.config.feeBpsPerSide/10000,slippageCost=quantity*Math.abs(executedEntry-entry);const p:PaperPosition={id:`paper-${signal.symbol.replace('/','-')}-${timestamp}-${Math.random().toString(36).slice(2,8)}`,symbol:signal.symbol,direction:signal.direction,status:'OPEN',openedAt:timestamp,closedAt:null,entryPrice:round(executedEntry),quantity:round(quantity),notional:round(notional,4),stopLoss:signal.stopLoss,initialStopLoss:signal.stopLoss,takeProfits:signal.takeProfits,remainingQuantity:round(quantity),realizedPnl:round(-fee-slippageCost),unrealizedPnl:0,feesPaid:round(fee),slippagePaid:round(slippageCost),closeReason:null,tp1Hit:false,tp2Hit:false,breakevenActivated:false,lastMarkPrice:round(executedEntry)};this.state.positions.push(p);this.state.account.realizedPnl-=fee+slippageCost;this.state.account.feesPaid+=fee;this.state.account.slippagePaid+=slippageCost;this.markToMarket(executedEntry);return structuredClone(p);}\n processCandle(candle:Candle,timestamp=candle.timestamp){for(const p of [...this.state.positions]){const hit=this.firstHit(p,candle);if(!hit){if(timestamp-p.openedAt>=32*15*60_000)this.executeClose(p,candle.close,'TIMEOUT',timestamp);continue;}if(hit.reason==='STOP')this.executeClose(p,hit.price,'STOP',timestamp);else if(hit.reason==='TP1'&&!p.tp1Hit){this.executePartialClose(p,hit.price,'TP1',timestamp);p.tp1Hit=true;p.breakevenActivated=true;p.stopLoss=p.entryPrice;}else if(hit.reason==='TP2'&&p.tp1Hit&&!p.tp2Hit){this.executePartialClose(p,hit.price,'TP2',timestamp);p.tp2Hit=true;p.stopLoss=p.entryPrice;}else if(hit.reason==='TP3'&&p.tp2Hit)this.executeClose(p,hit.price,'TP3',timestamp);}this.markToMarket(candle.close,timestamp);}\n markToMarket(price:number,_timestamp=Date.now()){if(!positive(price))return;let unrealized=0;for(const p of this.state.positions){p.lastMarkPrice=round(price);p.unrealizedPnl=round(p.direction==='LONG'?(price-p.entryPrice)*p.remainingQuantity:(p.entryPrice-price)*p.remainingQuantity);unrealized+=p.unrealizedPnl;}this.state.account.unrealizedPnl=round(unrealized);this.state.account.equity=round(this.state.account.initialCapital+this.state.account.realizedPnl+unrealized,4);this.state.account.lastMarkPrice=round(price);this.state.account.peakEquity=Math.max(this.state.account.peakEquity,this.state.account.equity);const dd=this.state.account.peakEquity>0?(this.state.account.peakEquity-this.state.account.equity)/this.state.account.peakEquity*100:0;this.state.account.maxDrawdownPercent=Math.max(this.state.account.maxDrawdownPercent,dd);if(this.state.account.maxDrawdownPercent>=this.config.maxDrawdownPercent)this.state.account.halted=true;this.recalculateStats();}\n close(positionId:string,price:number,reason:PaperCloseReason='MANUAL',timestamp=Date.now()){const p=this.state.positions.find(x=>x.id===positionId);if(!p||!positive(price))return null;this.executeClose(p,price,reason,timestamp);this.markToMarket(price,timestamp);return structuredClone(p);}\n private firstHit(p:PaperPosition,c:Candle){if(p.direction==='LONG'){if(c.low<=p.stopLoss)return{price:p.stopLoss,reason:'STOP' as PaperCloseReason};if(!p.tp1Hit&&c.high>=p.takeProfits.tp1)return{price:p.takeProfits.tp1,reason:'TP1' as PaperCloseReason};if(p.tp1Hit&&!p.tp2Hit&&c.high>=p.takeProfits.tp2)return{price:p.takeProfits.tp2,reason:'TP2' as PaperCloseReason};if(p.tp2Hit&&c.high>=p.takeProfits.tp3)return{price:p.takeProfits.tp3,reason:'TP3' as PaperCloseReason};}else{if(c.high>=p.stopLoss)return{price:p.stopLoss,reason:'STOP' as PaperCloseReason};if(!p.tp1Hit&&c.low<=p.takeProfits.tp1)return{price:p.takeProfits.tp1,reason:'TP1' as PaperCloseReason};if(p.tp1Hit&&!p.tp2Hit&&c.low<=p.takeProfits.tp2)return{price:p.takeProfits.tp2,reason:'TP2' as PaperCloseReason};if(p.tp2Hit&&c.low<=p.takeProfits.tp3)return{price:p.takeProfits.tp3,reason:'TP3' as PaperCloseReason};}return null;}\n private executePartialClose(p:PaperPosition,price:number,_reason:PaperCloseReason,_timestamp:number){if(p.status==='CLOSED')return;const quantity=Math.min(p.remainingQuantity,p.quantity*this.config.partialTpPercent/100);this.executeQuantityClose(p,quantity,price);}\n private executeQuantityClose(p:PaperPosition,quantity:number,price:number){if(p.status==='CLOSED'||quantity<=0)return;const slip=price*this.config.slippageBpsPerSide/10000,executed=p.direction==='LONG'?price-slip:price+slip,gross=p.direction==='LONG'?(executed-p.entryPrice)*quantity:(p.entryPrice-executed)*quantity,fee=Math.abs(executed*quantity)*this.config.feeBpsPerSide/10000,slippageCost=quantity*Math.abs(executed-price),net=gross-fee-slippageCost;p.realizedPnl=round(p.realizedPnl+net);p.feesPaid=round(p.feesPaid+fee);p.slippagePaid=round(p.slippagePaid+slippageCost);p.remainingQuantity=round(Math.max(0,p.remainingQuantity-quantity));p.unrealizedPnl=0;this.state.account.realizedPnl+=net;this.state.account.feesPaid+=fee;this.state.account.slippagePaid+=slippageCost;}\n private executeClose(p:PaperPosition,price:number,reason:PaperCloseReason,timestamp:number){if(p.status==='CLOSED')return;if(p.remainingQuantity>0)this.executeQuantityClose(p,p.remainingQuantity,price);p.remainingQuantity=0;p.unrealizedPnl=0;p.status='CLOSED';p.closedAt=timestamp;p.closeReason=reason;this.state.positions=this.state.positions.filter(x=>x.id!==p.id);this.state.history.push(structuredClone(p));this.recalculateStats();}\n private recalculateStats(){const h=this.state.history,total=h.length,w=h.filter(p=>p.realizedPnl>0).length,l=h.filter(p=>p.realizedPnl<0).length,be=total-w-l,gp=h.reduce((s,p)=>s+Math.max(0,p.realizedPnl),0),gl=Math.abs(h.reduce((s,p)=>s+Math.min(0,p.realizedPnl),0)),net=this.state.account.realizedPnl;const avgR=total?h.reduce((s,p)=>{const risk=Math.abs(p.entryPrice-p.initialStopLoss)*p.quantity;return s+(risk>0?p.realizedPnl/risk:0)},0)/total:0;this.state.stats={totalTrades:total,winningTrades:w,losingTrades:l,breakevenTrades:be,winRatePercent:total?w/total*100:0,profitFactor:gl>0?gp/gl:gp>0?Infinity:0,netPnl:round(net,4),netPnlPercent:this.state.account.initialCapital>0?round(net/this.state.account.initialCapital*100,4):0,averageTradePnl:total?round(net/total,4):0,averageR:round(avgR,4),bestTradePnl:total?round(Math.max(...h.map(p=>p.realizedPnl)),4):0,worstTradePnl:total?round(Math.min(...h.map(p=>p.realizedPnl)),4):0,tp1HitRatePercent:total?h.filter(p=>p.tp1Hit).length/total*100:0,tp2HitRatePercent:total?h.filter(p=>p.tp2Hit).length/total*100:0,halted:this.state.account.halted};}\n}\nexport const createPaperTradingEngine=(config:PaperTradingConfig={})=>new PaperTradingEngine(config);\n", "import { fetchRealCandles } from '../market/candleService.js';\nimport { analyzeMarket } from '../confluence/marketAnalysisService.js';\nimport { generateTradeSignal } from '../signal/signalEngine.js';\nimport { PaperTradingEngine } from './paperTradingEngine.js';\n\nexport interface PaperLoopStatus { running:boolean; symbol:string; intervalMs:number; lastTickAt:number|null; lastCandleTimestamp:number|null; lastError:string|null; }\n\nexport class PaperTradingLoop {\n private readonly engine: PaperTradingEngine;\n private readonly symbol: string;\n private readonly intervalMs: number;\n private timer: ReturnType|null = null;\n private ticking = false;\n private lastCandleTimestamp:number|null = null;\n private lastTickAt:number|null = null;\n private lastError:string|null = null;\n\n constructor(engine=new PaperTradingEngine(),symbol='BTC/USDT',intervalMs=15_000){this.engine=engine;this.symbol=symbol;this.intervalMs=intervalMs;}\n getEngine(){return this.engine;}\n getStatus():PaperLoopStatus{return{running:this.timer!==null,symbol:this.symbol,intervalMs:this.intervalMs,lastTickAt:this.lastTickAt,lastCandleTimestamp:this.lastCandleTimestamp,lastError:this.lastError};}\n async tick(){if(this.ticking)return;this.ticking=true;try{const series=await fetchRealCandles(this.symbol,'15m',500);const candles=series.candles;if(candles.length<50)throw new Error('insufficient_closed_candles');const closed=candles.slice(0,-1);const candle=closed.at(-1);if(!candle)throw new Error('no_closed_candle');this.lastTickAt=Date.now();this.lastError=null;if(this.lastCandleTimestamp===candle.timestamp)return;this.engine.processCandle(candle);this.lastCandleTimestamp=candle.timestamp;if(this.engine.getState().positions.length===0&&!this.engine.getState().account.halted){const analysis=await analyzeMarket(this.symbol);const signal=generateTradeSignal(analysis,candles.slice(0,-1));if(signal.direction!=='NO TRADE')this.engine.openFromSignal(signal,Date.now());}}catch(error){this.lastError=error instanceof Error?error.message:'paper_loop_error';}finally{this.ticking=false;}}\n start(){if(this.timer)return;void this.tick();this.timer=setInterval(()=>void this.tick(),this.intervalMs);}\n stop(){if(this.timer){clearInterval(this.timer);this.timer=null;}}\n}\nexport const paperTradingLoop=new PaperTradingLoop();\n", "import type { Candle } from '../../src/types.js';\nimport type { HistoricalBacktestTrade } from '../backtest/historicalBacktest.js';\n\nexport type MarketRegime = 'TREND_BULL' | 'TREND_BEAR' | 'RANGE' | 'HIGH_VOLATILITY' | 'LOW_VOLATILITY' | 'NEUTRAL';\nexport interface RegimeBucket { regime: MarketRegime; trades: number; wins: number; losses: number; winRatePercent: number; netR: number; expectancyR: number; profitFactor: number; maxDrawdownR: number; }\nexport interface RegimeAnalyticsResult { buckets: RegimeBucket[]; dominantRegime: MarketRegime; strongestRegime: MarketRegime | null; weakestRegime: MarketRegime | null; warnings: string[]; }\nconst mean = (values: number[]) => values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0;\nconst round = (value: number, digits = 4) => Number((Number.isFinite(value) ? value : 0).toFixed(digits));\nfunction classifyRegime(candles: Candle[], index: number): MarketRegime { const start = Math.max(0, index - 49); const window = candles.slice(start, index + 1); if (window.length < 20) return 'NEUTRAL'; const closes = window.map(c => c.close); const returns = closes.slice(1).map((v, i) => v / closes[i] - 1); const meanReturn = mean(returns); const volatility = Math.sqrt(mean(returns.map(r => (r - meanReturn) ** 2))); const move = closes.at(-1)! / closes[0] - 1; const threshold = Math.max(volatility * 2, 0.0015); if (volatility > 0.008) return 'HIGH_VOLATILITY'; if (volatility < 0.0025) return 'LOW_VOLATILITY'; if (move > threshold * 2) return 'TREND_BULL'; if (move < -threshold * 2) return 'TREND_BEAR'; return 'RANGE'; }\nfunction drawdownR(values: number[]): number { let equity = 0; let peak = 0; let max = 0; for (const value of values) { equity += value; peak = Math.max(peak, equity); max = Math.max(max, peak - equity); } return max; }\nexport function analyzeRegimes(candles: Candle[], trades: HistoricalBacktestTrade[]): RegimeAnalyticsResult {\n const buckets = new Map();\n for (const trade of trades) {\n let entryIndex = candles.findIndex(c => c.timestamp === trade.timestamp);\n if (entryIndex < 0) entryIndex = candles.findIndex(c => c.timestamp >= trade.timestamp);\n if (entryIndex <= 0) continue;\n // Trade timestamps represent the next candle's entry. Classify the regime\n // using the signal candle immediately before entry to avoid look-ahead.\n const regime = classifyRegime(candles, entryIndex - 1);\n buckets.set(regime, [...(buckets.get(regime) ?? []), trade.pnlR]);\n }\n const allRegimes: MarketRegime[] = ['TREND_BULL', 'TREND_BEAR', 'RANGE', 'HIGH_VOLATILITY', 'LOW_VOLATILITY', 'NEUTRAL'];\n const result = allRegimes.map(regime => { const values = buckets.get(regime) ?? []; const wins = values.filter(v => v > 0).length; const losses = values.filter(v => v < 0).length; const grossWin = values.filter(v => v > 0).reduce((a, b) => a + b, 0); const grossLoss = Math.abs(values.filter(v => v < 0).reduce((a, b) => a + b, 0)); return { regime, trades: values.length, wins, losses, winRatePercent: round(values.length ? wins / values.length * 100 : 0, 2), netR: round(values.reduce((a, b) => a + b, 0)), expectancyR: round(mean(values)), profitFactor: round(grossLoss > 0 ? grossWin / grossLoss : grossWin > 0 ? Infinity : 0), maxDrawdownR: round(drawdownR(values)) }; });\n const active = result.filter(x => x.trades > 0); const strongest = active.filter(x => x.trades >= 5).sort((a, b) => b.expectancyR - a.expectancyR)[0]?.regime ?? null; const weakest = active.filter(x => x.trades >= 5).sort((a, b) => a.expectancyR - b.expectancyR)[0]?.regime ?? null; const dominant = active.sort((a, b) => b.trades - a.trades)[0]?.regime ?? 'NEUTRAL'; const warnings: string[] = [];\n for (const bucket of active) { if (bucket.trades < 5) warnings.push(`${bucket.regime}: amostra pequena (${bucket.trades} trades).`); if (bucket.expectancyR < 0) warnings.push(`${bucket.regime}: expectancy negativa.`); }\n return { buckets: result, dominantRegime: dominant, strongestRegime: strongest, weakestRegime: weakest, warnings };\n}\n", "import type { HistoricalBacktestTrade } from '../backtest/historicalBacktest.js';\n\nexport interface DirectionBucket {\n direction: 'LONG' | 'SHORT' | 'UNKNOWN';\n trades: number;\n wins: number;\n losses: number;\n winRatePercent: number;\n netR: number;\n expectancyR: number;\n medianR: number;\n stdDevR: number;\n profitFactor: number;\n payoffRatio: number;\n maxConsecutiveLosses: number;\n maxConsecutiveWins: number;\n}\n\nexport interface StatisticalAnalysisResult {\n sampleSize: number;\n meanR: number;\n medianR: number;\n stdDevR: number;\n standardErrorR: number;\n expectancyCi95R: { low: number; high: number } | null;\n positiveTradeRatePercent: number;\n payoffRatio: number;\n maxConsecutiveLosses: number;\n maxConsecutiveWins: number;\n directions: DirectionBucket[];\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\n\nfunction median(values: number[]): number {\n if (!values.length) return 0;\n const sorted = [...values].sort((a, b) => a - b);\n const mid = Math.floor(sorted.length / 2);\n return sorted.length % 2 ? sorted[mid] : (sorted[mid - 1] + sorted[mid]) / 2;\n}\n\nfunction stats(values: number[]) {\n const mean = values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0;\n const variance = values.length > 1\n ? values.reduce((sum, value) => sum + (value - mean) ** 2, 0) / (values.length - 1)\n : 0;\n const wins = values.filter(v => v > 0);\n const losses = values.filter(v => v < 0);\n const grossWin = wins.reduce((a, b) => a + b, 0);\n const grossLoss = Math.abs(losses.reduce((a, b) => a + b, 0));\n return {\n mean,\n median: median(values),\n stdDev: Math.sqrt(variance),\n wins: wins.length,\n losses: losses.length,\n profitFactor: grossLoss > 0 ? grossWin / grossLoss : grossWin > 0 ? Infinity : 0,\n payoffRatio: wins.length && losses.length ? (grossWin / wins.length) / (grossLoss / losses.length) : 0,\n };\n}\n\nfunction streak(values: number[]) {\n let wins = 0, losses = 0, maxWins = 0, maxLosses = 0;\n for (const value of values) {\n if (value > 0) { wins++; losses = 0; maxWins = Math.max(maxWins, wins); }\n else if (value < 0) { losses++; wins = 0; maxLosses = Math.max(maxLosses, losses); }\n else { wins = 0; losses = 0; }\n }\n return { maxWins, maxLosses };\n}\n\nfunction directionOf(trade: HistoricalBacktestTrade): DirectionBucket['direction'] {\n const candidate = trade as HistoricalBacktestTrade & { direction?: string; side?: string; signal?: { direction?: string } };\n const value = String(candidate.direction ?? candidate.side ?? candidate.signal?.direction ?? '').toUpperCase();\n if (value.includes('LONG') || value === 'BUY') return 'LONG';\n if (value.includes('SHORT') || value === 'SELL') return 'SHORT';\n return 'UNKNOWN';\n}\n\nfunction directionBucket(direction: DirectionBucket['direction'], trades: HistoricalBacktestTrade[]): DirectionBucket {\n const values = trades.map(t => t.pnlR);\n const s = stats(values);\n const streaks = streak(values);\n return {\n direction,\n trades: values.length,\n wins: s.wins,\n losses: s.losses,\n winRatePercent: round(values.length ? s.wins / values.length * 100 : 0, 2),\n netR: round(values.reduce((a, b) => a + b, 0)),\n expectancyR: round(s.mean),\n medianR: round(s.median),\n stdDevR: round(s.stdDev),\n profitFactor: round(s.profitFactor),\n payoffRatio: round(s.payoffRatio),\n maxConsecutiveLosses: streaks.maxLosses,\n maxConsecutiveWins: streaks.maxWins,\n };\n}\n\nexport function analyzeStatistics(trades: HistoricalBacktestTrade[]): StatisticalAnalysisResult {\n const values = trades.map(t => t.pnlR).filter(Number.isFinite);\n const s = stats(values);\n const streaks = streak(values);\n const standardError = values.length > 1 ? s.stdDev / Math.sqrt(values.length) : 0;\n const ci = values.length >= 30 ? { low: s.mean - 1.96 * standardError, high: s.mean + 1.96 * standardError } : null;\n const groups = new Map();\n for (const trade of trades) {\n const direction = directionOf(trade);\n groups.set(direction, [...(groups.get(direction) ?? []), trade]);\n }\n const directions = (['LONG', 'SHORT', 'UNKNOWN'] as const).map(direction => directionBucket(direction, groups.get(direction) ?? []));\n const warnings: string[] = [];\n if (values.length < 30) warnings.push(`Amostra estat\u00EDstica pequena: ${values.length} trades.`);\n if (values.length >= 30 && s.mean <= 0) warnings.push('Intervalo de confian\u00E7a da expectancy n\u00E3o parte de uma m\u00E9dia positiva.');\n if (s.stdDev > Math.abs(s.mean) * 3 && values.length >= 30) warnings.push('Alta dispers\u00E3o dos resultados em rela\u00E7\u00E3o \u00E0 expectancy.');\n if (streaks.maxLosses >= 6) warnings.push(`Sequ\u00EAncia m\u00E1xima de ${streaks.maxLosses} perdas consecutivas.`);\n for (const bucket of directions.filter(d => d.trades > 0)) {\n if (bucket.trades < 20) warnings.push(`${bucket.direction}: amostra abaixo de 20 trades.`);\n if (bucket.expectancyR < 0) warnings.push(`${bucket.direction}: expectancy negativa.`);\n }\n return {\n sampleSize: values.length,\n meanR: round(s.mean),\n medianR: round(s.median),\n stdDevR: round(s.stdDev),\n standardErrorR: round(standardError),\n expectancyCi95R: ci ? { low: round(ci.low), high: round(ci.high) } : null,\n positiveTradeRatePercent: round(values.length ? s.wins / values.length * 100 : 0, 2),\n payoffRatio: round(s.payoffRatio),\n maxConsecutiveLosses: streaks.maxLosses,\n maxConsecutiveWins: streaks.maxWins,\n directions,\n warnings,\n };\n}\n", "import type { HistoricalBacktestTrade } from '../backtest/historicalBacktest.js';\n\nexport interface RobustnessAnalysisResult {\n sampleSize: number;\n positiveExpectancy: boolean;\n profitFactorAboveOne: boolean;\n bootstrapExpectancy95: { low: number; high: number } | null;\n stabilityScore: number;\n grade: 'ROBUST' | 'MODERATE' | 'FRAGILE' | 'INSUFFICIENT_DATA';\n checks: string[];\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\n\nfunction mean(values: number[]): number {\n return values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0;\n}\n\nfunction seededRandom(seed: number): () => number {\n let state = seed >>> 0;\n return () => {\n state = (1664525 * state + 1013904223) >>> 0;\n return state / 4294967296;\n };\n}\n\nfunction bootstrap(values: number[], iterations = 2000, seed = 20260908): { low: number; high: number } | null {\n if (values.length < 30) return null;\n const random = seededRandom(seed + values.length);\n const samples = new Array(iterations);\n for (let i = 0; i < iterations; i++) {\n let total = 0;\n for (let j = 0; j < values.length; j++) total += values[Math.floor(random() * values.length)];\n samples[i] = total / values.length;\n }\n samples.sort((a, b) => a - b);\n return { low: samples[Math.floor(iterations * 0.025)], high: samples[Math.floor(iterations * 0.975)] };\n}\n\nexport function analyzeRobustness(trades: HistoricalBacktestTrade[]): RobustnessAnalysisResult {\n const values = trades.map(t => t.pnlR).filter(Number.isFinite);\n if (values.length < 30) {\n return {\n sampleSize: values.length,\n positiveExpectancy: mean(values) > 0,\n profitFactorAboveOne: false,\n bootstrapExpectancy95: null,\n stabilityScore: 0,\n grade: 'INSUFFICIENT_DATA',\n checks: [],\n warnings: ['S\u00E3o necess\u00E1rios pelo menos 30 trades para a an\u00E1lise de robustez.'],\n };\n }\n const wins = values.filter(v => v > 0).reduce((a, b) => a + b, 0);\n const losses = Math.abs(values.filter(v => v < 0).reduce((a, b) => a + b, 0));\n const pf = losses > 0 ? wins / losses : Infinity;\n const expectancy = mean(values);\n const bootstrapCi = bootstrap(values);\n const checks: string[] = [];\n const warnings: string[] = [];\n let score = 0;\n if (expectancy > 0) { score += 25; checks.push('Expectancy hist\u00F3rica positiva.'); } else warnings.push('Expectancy hist\u00F3rica negativa.');\n if (pf > 1.2) { score += 25; checks.push('Profit Factor acima de 1.20.'); } else warnings.push('Profit Factor n\u00E3o supera 1.20.');\n if (bootstrapCi && bootstrapCi.low > 0) { score += 30; checks.push('Bootstrap 95% da expectancy permanece acima de zero.'); } else warnings.push('Bootstrap 95% ainda inclui expectancy n\u00E3o positiva.');\n const median = [...values].sort((a, b) => a - b)[Math.floor(values.length / 2)];\n if (Math.sign(expectancy) === Math.sign(median) && median > 0) { score += 10; checks.push('Mediana e m\u00E9dia possuem sinal positivo.'); } else warnings.push('Distribui\u00E7\u00E3o n\u00E3o confirma claramente a vantagem pela mediana.');\n const firstHalf = mean(values.slice(0, Math.floor(values.length / 2)));\n const secondHalf = mean(values.slice(Math.floor(values.length / 2)));\n if (firstHalf > 0 && secondHalf > 0) { score += 10; checks.push('Expectancy positiva nas duas metades da amostra.'); } else warnings.push('Uma das metades da amostra apresenta expectancy n\u00E3o positiva.');\n const grade = score >= 80 ? 'ROBUST' : score >= 55 ? 'MODERATE' : 'FRAGILE';\n return {\n sampleSize: values.length,\n positiveExpectancy: expectancy > 0,\n profitFactorAboveOne: pf > 1,\n bootstrapExpectancy95: bootstrapCi ? { low: round(bootstrapCi.low), high: round(bootstrapCi.high) } : null,\n stabilityScore: score,\n grade,\n checks,\n warnings,\n };\n}\n", "import type { HistoricalBacktestTrade } from '../backtest/historicalBacktest.js';\n\nexport interface TimeBucket {\n period: string;\n trades: number;\n netR: number;\n expectancyR: number;\n winRatePercent: number;\n profitFactor: number;\n}\n\nexport interface TimeSeriesAnalysisResult {\n periods: TimeBucket[];\n positivePeriods: number;\n negativePeriods: number;\n consistencyPercent: number;\n bestPeriod: string | null;\n worstPeriod: string | null;\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\n\nfunction periodKey(timestamp: number): string {\n const date = new Date(timestamp);\n return `${date.getUTCFullYear()}-${String(date.getUTCMonth() + 1).padStart(2, '0')}`;\n}\n\nexport function analyzeTimeSeries(trades: HistoricalBacktestTrade[]): TimeSeriesAnalysisResult {\n const groups = new Map();\n for (const trade of trades) {\n const key = periodKey(trade.timestamp);\n groups.set(key, [...(groups.get(key) ?? []), trade]);\n }\n const periods = [...groups.entries()].sort((a, b) => a[0].localeCompare(b[0])).map(([period, items]) => {\n const values = items.map(t => t.pnlR).filter(Number.isFinite);\n const wins = values.filter(v => v > 0).reduce((a, b) => a + b, 0);\n const losses = Math.abs(values.filter(v => v < 0).reduce((a, b) => a + b, 0));\n return {\n period,\n trades: values.length,\n netR: round(values.reduce((a, b) => a + b, 0)),\n expectancyR: round(values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0),\n winRatePercent: round(values.length ? values.filter(v => v > 0).length / values.length * 100 : 0, 2),\n profitFactor: round(losses > 0 ? wins / losses : wins > 0 ? Infinity : 0),\n };\n });\n const active = periods.filter(p => p.trades > 0);\n const positive = active.filter(p => p.netR > 0).length;\n const negative = active.filter(p => p.netR < 0).length;\n const warnings: string[] = [];\n if (active.length < 3) warnings.push('Menos de tr\u00EAs per\u00EDodos dispon\u00EDveis para avaliar estabilidade temporal.');\n for (const period of active) if (period.trades < 10) warnings.push(`${period.period}: amostra pequena (${period.trades} trades).`);\n if (active.length && positive / active.length < 0.5) warnings.push('Menos da metade dos per\u00EDodos apresentou resultado l\u00EDquido positivo.');\n return {\n periods,\n positivePeriods: positive,\n negativePeriods: negative,\n consistencyPercent: round(active.length ? positive / active.length * 100 : 0, 2),\n bestPeriod: active.length ? [...active].sort((a, b) => b.expectancyR - a.expectancyR)[0].period : null,\n worstPeriod: active.length ? [...active].sort((a, b) => a.expectancyR - b.expectancyR)[0].period : null,\n warnings,\n };\n}\n", "import type { HistoricalBacktestOptions, HistoricalBacktestResult } from '../backtest/historicalBacktest.js';\nimport type { Candle } from '../../src/types.js';\nimport { runHistoricalBacktest } from '../backtest/historicalBacktest.js';\n\nexport interface ParameterCandidate { id: string; minScore: number; minConfidence: number; atrStopMultiple: number; rewardRisk: number; maxHoldingBars: number; trades: number; expectancyR: number; profitFactor: number; netProfitPercent: number; maxDrawdownPercent: number; stabilityScore: number; rankScore: number; }\nexport interface RobustParameterSelectionResult { candidates: ParameterCandidate[]; selected: ParameterCandidate | null; baseline: ParameterCandidate | null; stableRegion: { minScore: number[]; minConfidence: number[]; atrStopMultiple: number[]; rewardRisk: number[]; maxHoldingBars: number[] }; grade: 'ROBUST' | 'PROMISING' | 'FRAGILE' | 'INSUFFICIENT_DATA'; warnings: string[]; }\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\nconst pf = (r: HistoricalBacktestResult) => Number.isFinite(r.profitFactor) ? r.profitFactor : r.profitFactor > 0 ? 99 : 0;\nfunction score(r: HistoricalBacktestResult): number { if (r.totalTrades < 20) return 0; const expectancy = Math.max(-1, Math.min(2, r.expectancyR)); const profitFactor = Math.max(0, Math.min(3, pf(r))); const ddPenalty = Math.max(0, Math.min(1, r.maxDrawdownPercent / 20)); const sampleBonus = Math.min(1, r.totalTrades / 100); return round(Math.max(0, expectancy / 2) * 35 + Math.min(1, profitFactor / 2) * 30 + (1 - ddPenalty) * 20 + sampleBonus * 15, 2); }\nfunction candidate(id: string, options: Omit, r: HistoricalBacktestResult): ParameterCandidate { const rankScore = score(r); return { id, minScore: options.minScore ?? 35, minConfidence: options.minConfidence ?? 50, atrStopMultiple: options.atrStopMultiple ?? 1.5, rewardRisk: options.rewardRisk ?? 2, maxHoldingBars: options.maxHoldingBars ?? 32, trades: r.totalTrades, expectancyR: round(r.expectancyR), profitFactor: round(pf(r)), netProfitPercent: round(r.netProfitPercent, 2), maxDrawdownPercent: round(r.maxDrawdownPercent, 2), stabilityScore: rankScore, rankScore }; }\nfunction configKey(config: [number, number, number, number, number]) { return config.join('-'); }\n\n/** Bounded local search: 15 strategically spaced configurations instead of the previous 31 full backtests. */\nexport function selectRobustParameters(symbol: string, candles: Candle[], baseOptions: Omit = {}): RobustParameterSelectionResult {\n const base: [number, number, number, number, number] = [baseOptions.minScore ?? 35, baseOptions.minConfidence ?? 50, baseOptions.atrStopMultiple ?? 1.5, baseOptions.rewardRisk ?? 2, baseOptions.maxHoldingBars ?? 32];\n const configs: Array<[number, number, number, number, number]> = [base];\n const add = (config: [number, number, number, number, number]) => { if (!configs.some(existing => configKey(existing) === configKey(config))) configs.push(config); };\n add([30, base[1], base[2], base[3], base[4]]); add([40, base[1], base[2], base[3], base[4]]);\n add([base[0], 45, base[2], base[3], base[4]]); add([base[0], 55, base[2], base[3], base[4]]);\n add([base[0], base[1], 1.25, base[3], base[4]]); add([base[0], base[1], 1.75, base[3], base[4]]);\n add([base[0], base[1], base[2], 1.75, base[4]]); add([base[0], base[1], base[2], 2.25, base[4]]);\n add([base[0], base[1], base[2], base[3], 24]); add([base[0], base[1], base[2], base[3], 40]);\n add([30, 45, 1.25, 1.75, 24]); add([40, 55, 1.75, 2.25, 40]); add([30, 55, 1.75, 2.25, 32]); add([40, 45, 1.25, 2, 40]);\n\n const candidates: ParameterCandidate[] = [];\n for (const [s, c, a, r, h] of configs) {\n const options = { ...baseOptions, minScore: s, minConfidence: c, atrStopMultiple: a, rewardRisk: r, maxHoldingBars: h };\n candidates.push(candidate(`${s}-${c}-${a}-${r}-${h}`, options, runHistoricalBacktest({ ...options, symbol, candles })));\n }\n const baseline = candidates.find(c => c.minScore === base[0] && c.minConfidence === base[1] && c.atrStopMultiple === base[2] && c.rewardRisk === base[3] && c.maxHoldingBars === base[4]) ?? null;\n for (const c of candidates) {\n const nearby = candidates.filter(n => { const distance = Math.abs(n.minScore - c.minScore) / 10 + Math.abs(n.minConfidence - c.minConfidence) / 10 + Math.abs(n.atrStopMultiple - c.atrStopMultiple) / 0.25 + Math.abs(n.rewardRisk - c.rewardRisk) / 0.25 + Math.abs(n.maxHoldingBars - c.maxHoldingBars) / 8; return distance <= 2.01 && n.trades >= 30; });\n const viable = nearby.filter(n => n.expectancyR > 0 && n.profitFactor > 1).length;\n c.stabilityScore = round(c.rankScore * 0.7 + (nearby.length ? viable / nearby.length * 100 : 0) * 0.3, 2);\n }\n const eligible = candidates.filter(c => c.trades >= 30 && c.expectancyR > 0 && c.profitFactor > 1);\n eligible.sort((a, b) => b.stabilityScore - a.stabilityScore || b.rankScore - a.rankScore || b.trades - a.trades);\n const selected = eligible[0] ?? null;\n const stable = candidates.filter(c => selected && Math.abs(c.stabilityScore - selected.stabilityScore) <= 8 && c.trades >= 30 && c.expectancyR > 0 && c.profitFactor > 1);\n const warnings: string[] = [];\n if (selected && baseline && selected.id !== baseline.id) warnings.push('A configura\u00E7\u00E3o selecionada difere do baseline. Validar em OOS antes de qualquer uso operacional.');\n if (candles.length < 1500) warnings.push('Hist\u00F3rico curto para otimiza\u00E7\u00E3o robusta; aumentar a janela antes de concluir sobre par\u00E2metros.');\n if (!selected) warnings.push('Nenhuma configura\u00E7\u00E3o atingiu os crit\u00E9rios m\u00EDnimos de robustez.');\n warnings.push('Busca compacta de par\u00E2metros: valida\u00E7\u00E3o OOS e estabilidade regional continuam obrigat\u00F3rias.');\n const grade = selected === null ? 'INSUFFICIENT_DATA' : stable.length >= 7 ? 'ROBUST' : stable.length >= 3 ? 'PROMISING' : 'FRAGILE';\n return { candidates: candidates.sort((a, b) => b.stabilityScore - a.stabilityScore).slice(0, 30), selected, baseline, stableRegion: { minScore: [...new Set(stable.map(c => c.minScore))].sort((a, b) => a - b), minConfidence: [...new Set(stable.map(c => c.minConfidence))].sort((a, b) => a - b), atrStopMultiple: [...new Set(stable.map(c => c.atrStopMultiple))].sort((a, b) => a - b), rewardRisk: [...new Set(stable.map(c => c.rewardRisk))].sort((a, b) => a - b), maxHoldingBars: [...new Set(stable.map(c => c.maxHoldingBars))].sort((a, b) => a - b) }, grade, warnings };\n}\n", "import type { HistoricalBacktestOptions, HistoricalBacktestResult } from '../backtest/historicalBacktest.js';\nimport { runHistoricalBacktest } from '../backtest/historicalBacktest.js';\nimport { selectRobustParameters } from './robustParameterSelection.js';\nimport type { Candle } from '../../src/types.js';\n\nexport interface WalkForwardWindow {\n index: number;\n trainStart: string;\n trainEnd: string;\n testStart: string;\n testEnd: string;\n trainTrades: number;\n testTrades: number;\n trainExpectancyR: number;\n testExpectancyR: number;\n trainNetProfitPercent: number;\n testNetProfitPercent: number;\n testProfitFactor: number;\n testMaxDrawdownPercent: number;\n selectedParameters: { minScore: number; minConfidence: number; atrStopMultiple: number; rewardRisk: number; maxHoldingBars: number } | null;\n status: 'PASS' | 'FAIL' | 'INSUFFICIENT_DATA';\n}\n\nexport interface WalkForwardAnalysisResult {\n windows: WalkForwardWindow[];\n trainBars: number;\n testBars: number;\n stepBars: number;\n adaptive: boolean;\n outOfSampleTrades: number;\n outOfSampleExpectancyR: number;\n outOfSampleNetProfitPercent: number;\n outOfSampleWinRatePercent: number;\n outOfSampleProfitFactor: number;\n outOfSampleMaxDrawdownPercent: number;\n passedWindows: number;\n consistencyPercent: number;\n grade: 'ROBUST' | 'PROMISING' | 'FRAGILE' | 'INSUFFICIENT_DATA';\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\ntype BacktestParams = Omit;\n\nfunction runWindow(symbol: string, candles: Candle[], base: BacktestParams): HistoricalBacktestResult {\n return runHistoricalBacktest({ ...base, symbol, candles });\n}\n\nfunction calculateOosMetrics(trades: HistoricalBacktestResult['trades'], riskPerTradePercent: number) {\n let equity = 100;\n let peak = equity;\n let maxDrawdownPercent = 0;\n const riskFraction = Math.max(0.0001, riskPerTradePercent) / 100;\n for (const trade of trades) {\n equity *= Math.max(0, 1 + trade.pnlR * riskFraction);\n peak = Math.max(peak, equity);\n if (peak > 0) maxDrawdownPercent = Math.max(maxDrawdownPercent, (peak - equity) / peak * 100);\n }\n const wins = trades.filter(t => t.pnlR > 0).reduce((a, t) => a + t.pnlR, 0);\n const losses = Math.abs(trades.filter(t => t.pnlR < 0).reduce((a, t) => a + t.pnlR, 0));\n return { netProfitPercent: equity - 100, maxDrawdownPercent, profitFactor: losses > 0 ? wins / losses : wins > 0 ? Infinity : 0 };\n}\n\n/** Adaptive rolling walk-forward: each train window selects robust parameters and only then applies them to the following test window. */\nexport function runWalkForwardAnalysis(symbol: string, candles: Candle[], baseOptions: BacktestParams = {}, trainBars = 2_000, testBars = 500, stepBars = 500): WalkForwardAnalysisResult {\n const sorted = [...candles].sort((a, b) => a.timestamp - b.timestamp);\n const windows: WalkForwardWindow[] = [];\n const allTestTrades: HistoricalBacktestResult['trades'] = [];\n let windowIndex = 0;\n\n for (let trainStart = 0; trainStart + trainBars + testBars <= sorted.length; trainStart += stepBars) {\n const train = sorted.slice(trainStart, trainStart + trainBars);\n const test = sorted.slice(trainStart + trainBars, trainStart + trainBars + testBars);\n const selection = selectRobustParameters(symbol, train, baseOptions);\n const selected = selection.selected;\n const trainResult = selected\n ? runWindow(symbol, train, { ...baseOptions, minScore: selected.minScore, minConfidence: selected.minConfidence, atrStopMultiple: selected.atrStopMultiple, rewardRisk: selected.rewardRisk, maxHoldingBars: selected.maxHoldingBars })\n : runWindow(symbol, train, baseOptions);\n const testResult = selected\n ? runWindow(symbol, test, { ...baseOptions, minScore: selected.minScore, minConfidence: selected.minConfidence, atrStopMultiple: selected.atrStopMultiple, rewardRisk: selected.rewardRisk, maxHoldingBars: selected.maxHoldingBars })\n : runWindow(symbol, test, baseOptions);\n const enough = !!selected && trainResult.totalTrades >= 20 && testResult.totalTrades >= 10;\n const pass = enough && testResult.expectancyR > 0 && testResult.profitFactor > 1;\n windows.push({\n index: windowIndex++, trainStart: trainResult.startDate, trainEnd: trainResult.endDate, testStart: testResult.startDate, testEnd: testResult.endDate,\n trainTrades: trainResult.totalTrades, testTrades: testResult.totalTrades, trainExpectancyR: round(trainResult.expectancyR), testExpectancyR: round(testResult.expectancyR),\n trainNetProfitPercent: round(trainResult.netProfitPercent, 2), testNetProfitPercent: round(testResult.netProfitPercent, 2), testProfitFactor: round(testResult.profitFactor),\n testMaxDrawdownPercent: round(testResult.maxDrawdownPercent, 2),\n selectedParameters: selected ? { minScore: selected.minScore, minConfidence: selected.minConfidence, atrStopMultiple: selected.atrStopMultiple, rewardRisk: selected.rewardRisk, maxHoldingBars: selected.maxHoldingBars } : null,\n status: !enough ? 'INSUFFICIENT_DATA' : pass ? 'PASS' : 'FAIL',\n });\n allTestTrades.push(...testResult.trades);\n }\n\n const wins = allTestTrades.filter(t => t.pnlR > 0);\n const losses = allTestTrades.filter(t => t.pnlR < 0);\n const grossWin = wins.reduce((a, t) => a + t.pnlR, 0);\n const grossLoss = Math.abs(losses.reduce((a, t) => a + t.pnlR, 0));\n const oosExpectancy = allTestTrades.length ? allTestTrades.reduce((a, t) => a + t.pnlR, 0) / allTestTrades.length : 0;\n const passed = windows.filter(w => w.status === 'PASS').length;\n const evaluated = windows.filter(w => w.status !== 'INSUFFICIENT_DATA').length;\n const oosMetrics = calculateOosMetrics(allTestTrades, baseOptions.riskPerTradePercent ?? 1);\n const consistency = evaluated ? passed / evaluated * 100 : 0;\n const warnings: string[] = [];\n if (windows.length < 3) warnings.push('Menos de tr\u00EAs janelas walk-forward dispon\u00EDveis.');\n if (allTestTrades.length < 30) warnings.push(`Amostra OOS pequena: ${allTestTrades.length} trades.`);\n if (evaluated && consistency < 60) warnings.push('Menos de 60% das janelas adaptativas foram positivas.');\n if (oosExpectancy <= 0) warnings.push('Expectancy agregada OOS n\u00E3o \u00E9 positiva.');\n if (windows.some(w => w.selectedParameters === null)) warnings.push('Uma ou mais janelas n\u00E3o encontraram par\u00E2metros robustos no treino.');\n const grade = allTestTrades.length < 30 || evaluated < 3 ? 'INSUFFICIENT_DATA' : consistency >= 75 && oosExpectancy > 0 ? 'ROBUST' : consistency >= 60 && oosExpectancy > 0 ? 'PROMISING' : 'FRAGILE';\n\n return { windows, trainBars, testBars, stepBars, adaptive: true, outOfSampleTrades: allTestTrades.length, outOfSampleExpectancyR: round(oosExpectancy), outOfSampleNetProfitPercent: round(oosMetrics.netProfitPercent, 2), outOfSampleWinRatePercent: round(allTestTrades.length ? wins.length / allTestTrades.length * 100 : 0, 2), outOfSampleProfitFactor: round(grossLoss > 0 ? grossWin / grossLoss : grossWin > 0 ? Infinity : 0), outOfSampleMaxDrawdownPercent: round(oosMetrics.maxDrawdownPercent, 2), passedWindows: passed, consistencyPercent: round(consistency, 2), grade, warnings };\n}\n", "import type { HistoricalBacktestOptions, HistoricalBacktestResult } from '../backtest/historicalBacktest.js';\nimport { runHistoricalBacktest } from '../backtest/historicalBacktest.js';\nimport type { Candle } from '../../src/types.js';\n\nexport interface StressScenario {\n name: string;\n feeBpsPerSide: number;\n slippageBpsPerSide: number;\n latencySlippageBpsPerSide: number;\n fundingRatePer8h: number;\n result: { trades: number; netProfitPercent: number; expectancyR: number; profitFactor: number; maxDrawdownPercent: number; winRatePercent: number };\n deltaFromBase: { netProfitPercent: number; expectancyR: number; maxDrawdownPercent: number };\n status: 'PASS' | 'DEGRADED' | 'FAIL' | 'INSUFFICIENT_DATA';\n}\n\nexport interface StressTestResult {\n base: StressScenario;\n scenarios: StressScenario[];\n passedScenarios: number;\n grade: 'RESILIENT' | 'MODERATE' | 'FRAGILE' | 'INSUFFICIENT_DATA';\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\nconst displayProfitFactor = (v: number) => Number.isFinite(v) ? round(v) : v > 0 ? 99 : 0;\n\nfunction summarize(result: HistoricalBacktestResult, fee: number, slippage: number, latency: number, funding: number, base?: HistoricalBacktestResult): StressScenario {\n const netDelta = base ? result.netProfitPercent - base.netProfitPercent : 0;\n const expDelta = base ? result.expectancyR - base.expectancyR : 0;\n const ddDelta = base ? result.maxDrawdownPercent - base.maxDrawdownPercent : 0;\n const enough = result.totalTrades >= 30;\n const positive = result.expectancyR > 0 && result.profitFactor > 1;\n const baseExpectancy = base?.expectancyR ?? result.expectancyR;\n const expectancyThreshold = baseExpectancy > 0 ? baseExpectancy * 0.7 : 0;\n const status = !enough ? 'INSUFFICIENT_DATA' : !positive ? 'FAIL' : result.expectancyR >= expectancyThreshold ? 'PASS' : 'DEGRADED';\n return { name: `${fee}bps fee / ${slippage}bps slip / ${latency}bps latency / ${(funding * 100).toFixed(3)}% funding/8h`, feeBpsPerSide: fee, slippageBpsPerSide: slippage, latencySlippageBpsPerSide: latency, fundingRatePer8h: funding, result: { trades: result.totalTrades, netProfitPercent: round(result.netProfitPercent, 2), expectancyR: round(result.expectancyR), profitFactor: displayProfitFactor(result.profitFactor), maxDrawdownPercent: round(result.maxDrawdownPercent, 2), winRatePercent: round(result.winRate, 2) }, deltaFromBase: { netProfitPercent: round(netDelta, 2), expectancyR: round(expDelta), maxDrawdownPercent: round(ddDelta, 2) }, status };\n}\n\nexport function runStressTest(symbol: string, candles: Candle[], baseOptions: Omit = {}): StressTestResult {\n const baseResult = runHistoricalBacktest({ ...baseOptions, symbol, candles, feeBpsPerSide: 5, slippageBpsPerSide: 2, latencySlippageBpsPerSide: 1, fundingRatePer8h: 0.0001 });\n const scenarios = [\n [7, 3, 1, 0.0001],\n [10, 5, 2, 0.0002],\n [15, 8, 3, 0.0003],\n [20, 10, 5, 0.0005],\n ].map(([fee, slippage, latency, funding]) => summarize(\n runHistoricalBacktest({ ...baseOptions, symbol, candles, feeBpsPerSide: fee, slippageBpsPerSide: slippage, latencySlippageBpsPerSide: latency, fundingRatePer8h: funding }),\n fee, slippage, latency, funding, baseResult,\n ));\n const base = summarize(baseResult, 5, 2, 1, 0.0001);\n const passed = scenarios.filter(s => s.status === 'PASS').length;\n const evaluated = scenarios.filter(s => s.status !== 'INSUFFICIENT_DATA').length;\n const warnings: string[] = [];\n if (base.result.trades < 30) warnings.push('Amostra base inferior a 30 trades.');\n if (evaluated < scenarios.length) warnings.push('Alguns cen\u00E1rios n\u00E3o possuem amostra suficiente.');\n if (scenarios.some(s => s.status === 'FAIL')) warnings.push('A estrat\u00E9gia perde expectancy positiva em pelo menos um cen\u00E1rio de custos.');\n if (scenarios.some(s => s.result.maxDrawdownPercent > 15)) warnings.push('Drawdown acima de 15% em cen\u00E1rio de stress.');\n const grade = base.result.trades < 30 ? 'INSUFFICIENT_DATA' : passed === scenarios.length ? 'RESILIENT' : passed >= 2 ? 'MODERATE' : 'FRAGILE';\n return { base, scenarios, passedScenarios: passed, grade, warnings };\n}\n", "import type { HistoricalBacktestTrade } from '../backtest/historicalBacktest.js';\n\nexport interface MonteCarloAnalysisResult {\n simulations: number;\n sampleSize: number;\n expectancyR: number;\n medianFinalR: number;\n p05FinalR: number;\n p95FinalR: number;\n medianMaxDrawdownR: number;\n p95MaxDrawdownR: number;\n probabilityOfLossPercent: number;\n probabilityOfDrawdownOver10RPercent: number;\n grade: 'ROBUST' | 'MODERATE' | 'FRAGILE' | 'INSUFFICIENT_DATA';\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\n\nfunction rng(seed: number): () => number {\n let s = seed >>> 0;\n return () => { s = (1664525 * s + 1013904223) >>> 0; return s / 4294967296; };\n}\n\nfunction percentile(values: number[], p: number): number {\n if (!values.length) return 0;\n const index = (values.length - 1) * p;\n const lower = Math.floor(index);\n const upper = Math.ceil(index);\n if (lower === upper) return values[lower];\n return values[lower] + (values[upper] - values[lower]) * (index - lower);\n}\n\n/**\n * Bootstrap Monte Carlo using account-equity compounding.\n * pnlR remains the trade result in units of risk, while the simulated\n * account applies the configured risk percentage to each trade.\n */\nexport function analyzeMonteCarlo(\n trades: HistoricalBacktestTrade[],\n simulations = 3000,\n riskPerTradePercent = 1,\n): MonteCarloAnalysisResult {\n const values = trades.map(t => t.pnlR).filter(Number.isFinite);\n const safeRiskPercent = Number.isFinite(riskPerTradePercent) && riskPerTradePercent > 0 ? riskPerTradePercent : 1;\n const riskFraction = safeRiskPercent / 100;\n\n if (values.length < 30) return {\n simulations,\n sampleSize: values.length,\n expectancyR: round(values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0),\n medianFinalR: 0,\n p05FinalR: 0,\n p95FinalR: 0,\n medianMaxDrawdownR: 0,\n p95MaxDrawdownR: 0,\n probabilityOfLossPercent: 0,\n probabilityOfDrawdownOver10RPercent: 0,\n grade: 'INSUFFICIENT_DATA',\n warnings: ['S\u00E3o necess\u00E1rios pelo menos 30 trades para Monte Carlo.'],\n };\n\n const random = rng(20260908 + values.length + Math.round(safeRiskPercent * 100));\n const finals: number[] = [];\n const drawdowns: number[] = [];\n let losses = 0;\n let largeDrawdowns = 0;\n\n for (let i = 0; i < simulations; i++) {\n let equity = 1;\n let peak = 1;\n let maxDdFraction = 0;\n\n for (let j = 0; j < values.length; j++) {\n const tradeR = values[Math.floor(random() * values.length)];\n equity *= Math.max(0, 1 + tradeR * riskFraction);\n peak = Math.max(peak, equity);\n maxDdFraction = Math.max(maxDdFraction, peak > 0 ? (peak - equity) / peak : 0);\n }\n\n finals.push((equity - 1) / riskFraction);\n drawdowns.push(maxDdFraction / riskFraction);\n if (equity < 1) losses++;\n if (maxDdFraction / riskFraction > 10) largeDrawdowns++;\n }\n\n finals.sort((a, b) => a - b);\n drawdowns.sort((a, b) => a - b);\n const probabilityLoss = losses / simulations * 100;\n const probabilityLargeDd = largeDrawdowns / simulations * 100;\n const warnings: string[] = [];\n\n if (probabilityLoss > 25) warnings.push(`Monte Carlo: ${round(probabilityLoss, 2)}% das simula\u00E7\u00F5es terminaram abaixo do capital inicial.`);\n if (probabilityLargeDd > 25) warnings.push(`Monte Carlo: ${round(probabilityLargeDd, 2)}% das simula\u00E7\u00F5es excederam 10R de drawdown.`);\n\n const grade = probabilityLoss < 5 && probabilityLargeDd < 10\n ? 'ROBUST'\n : probabilityLoss < 15 && probabilityLargeDd < 25\n ? 'MODERATE'\n : 'FRAGILE';\n\n return {\n simulations,\n sampleSize: values.length,\n expectancyR: round(values.reduce((a, b) => a + b, 0) / values.length),\n medianFinalR: round(percentile(finals, 0.5)),\n p05FinalR: round(percentile(finals, 0.05)),\n p95FinalR: round(percentile(finals, 0.95)),\n medianMaxDrawdownR: round(percentile(drawdowns, 0.5)),\n p95MaxDrawdownR: round(percentile(drawdowns, 0.95)),\n probabilityOfLossPercent: round(probabilityLoss, 2),\n probabilityOfDrawdownOver10RPercent: round(probabilityLargeDd, 2),\n grade,\n warnings,\n };\n}\n", "import type { HistoricalBacktestResult } from '../backtest/historicalBacktest.js';\nimport type { PaperTradingState } from '../paper/paperTradingEngine.js';\nimport type { Candle } from '../../src/types.js';\nimport { analyzeRegimes, type RegimeAnalyticsResult } from './regimeAnalytics.js';\nimport { analyzeStatistics, type StatisticalAnalysisResult } from './statisticalAnalysis.js';\nimport { analyzeRobustness, type RobustnessAnalysisResult } from './robustnessAnalysis.js';\nimport { analyzeTimeSeries, type TimeSeriesAnalysisResult } from './timeSeriesAnalysis.js';\nimport { runWalkForwardAnalysis, type WalkForwardAnalysisResult } from './walkForwardAnalysis.js';\nimport { runStressTest, type StressTestResult } from './stressTest.js';\nimport { analyzeMonteCarlo, type MonteCarloAnalysisResult } from './monteCarloAnalysis.js';\nimport type { RobustParameterSelectionResult } from './robustParameterSelection.js';\n\nexport interface QuantMetricSet { trades: number; winRatePercent: number; profitFactor: number; netPnl: number; netPnlPercent: number; expectancyR: number; averageR: number; maxDrawdownPercent: number; bestTradePnl: number; worstTradePnl: number; tp1HitRatePercent: number; tp2HitRatePercent: number; fees: number; slippage: number; }\nexport interface QuantitativeLabResult {\n generatedAt: number; symbol: string;\n backtest: QuantMetricSet & { initialCapital: number; finalCapital: number; periodDays: number; sharpeRatio: number; sortinoRatio: number; grossExpectancyR: number; tradeDistribution: { wins: number; losses: number; breakevens: number }; equityCurve: HistoricalBacktestResult['equityCurve'] };\n paper: QuantMetricSet & { initialCapital: number; equity: number; openPositions: number; halted: boolean; history: PaperTradingState['history'] };\n comparison: { netPnlDeltaPercent: number; winRateDeltaPercent: number; expectancyDeltaR: number; drawdownDeltaPercent: number; profitFactorDelta: number; status: 'ALIGNED' | 'DIVERGENT' | 'INSUFFICIENT_DATA'; reasons: string[] };\n quality: { score: number; grade: 'A' | 'B' | 'C' | 'D' | 'INSUFFICIENT_DATA'; checks: string[]; warnings: string[] };\n regimes: RegimeAnalyticsResult; statistics: StatisticalAnalysisResult; robustness: RobustnessAnalysisResult; timeSeries: TimeSeriesAnalysisResult; walkForward: WalkForwardAnalysisResult; stressTest: StressTestResult; monteCarlo: MonteCarloAnalysisResult; parameterSelection: RobustParameterSelectionResult;\n}\nconst finite = (v: number, fallback = 0) => Number.isFinite(v) ? v : fallback;\nconst round = (v: number, d = 4) => Number(finite(v).toFixed(d));\nconst delta = (a: number, b: number) => round(a - b);\nfunction backtestMetrics(result: HistoricalBacktestResult): QuantitativeLabResult['backtest'] { const wins = result.trades.filter(t => t.pnlR > 0).length; const losses = result.trades.filter(t => t.pnlR < 0).length; return { trades: result.totalTrades, winRatePercent: round(result.winRate), profitFactor: finite(result.profitFactor), netPnl: round(result.finalCapital - result.initialCapital, 2), netPnlPercent: round(result.netProfitPercent), expectancyR: round(result.expectancyR), averageR: round(result.averageRR), maxDrawdownPercent: round(result.maxDrawdownPercent), bestTradePnl: result.trades.length ? round(Math.max(...result.trades.map(t => t.pnlPercent)), 4) : 0, worstTradePnl: result.trades.length ? round(Math.min(...result.trades.map(t => t.pnlPercent)), 4) : 0, tp1HitRatePercent: round(result.trades.filter(t => t.status === 'TP ATINGIDO').length / Math.max(1, result.totalTrades) * 100), tp2HitRatePercent: 0, fees: round(result.totalFeesPercent, 4), slippage: round(result.totalSlippagePercent, 4), initialCapital: result.initialCapital, finalCapital: result.finalCapital, periodDays: round(result.periodDays, 2), sharpeRatio: round(result.sharpeRatio), sortinoRatio: round(result.sortinoRatio), grossExpectancyR: round(result.grossExpectancyR), tradeDistribution: { wins, losses, breakevens: result.totalTrades - wins - losses }, equityCurve: result.equityCurve }; }\nfunction paperMetrics(state: PaperTradingState): QuantitativeLabResult['paper'] { return { trades: state.stats.totalTrades, winRatePercent: round(state.stats.winRatePercent), profitFactor: finite(state.stats.profitFactor), netPnl: round(state.account.realizedPnl, 2), netPnlPercent: round(state.stats.netPnlPercent), expectancyR: round(state.stats.averageR), averageR: round(state.stats.averageR), maxDrawdownPercent: round(state.account.maxDrawdownPercent), bestTradePnl: round(state.stats.bestTradePnl, 4), worstTradePnl: round(state.stats.worstTradePnl, 4), tp1HitRatePercent: round(state.stats.tp1HitRatePercent), tp2HitRatePercent: round(state.stats.tp2HitRatePercent), fees: round(state.account.feesPaid, 4), slippage: round(state.account.slippagePaid, 4), initialCapital: state.account.initialCapital, equity: state.account.equity, openPositions: state.positions.length, halted: state.account.halted, history: state.history }; }\nfunction buildComparison(backtest: QuantitativeLabResult['backtest'], paper: QuantitativeLabResult['paper']): QuantitativeLabResult['comparison'] { const common = { netPnlDeltaPercent: delta(paper.netPnlPercent, backtest.netPnlPercent), winRateDeltaPercent: delta(paper.winRatePercent, backtest.winRatePercent), expectancyDeltaR: delta(paper.expectancyR, backtest.expectancyR), drawdownDeltaPercent: delta(paper.maxDrawdownPercent, backtest.maxDrawdownPercent), profitFactorDelta: delta(paper.profitFactor, backtest.profitFactor) }; if (backtest.trades < 30 || paper.trades < 10) return { ...common, status: 'INSUFFICIENT_DATA', reasons: ['S\u00E3o necess\u00E1rios pelo menos 30 trades de backtest e 10 de Paper Trading para compara\u00E7\u00E3o robusta.'] }; const reasons: string[] = []; if (Math.abs(common.winRateDeltaPercent) > 15) reasons.push(`Win rate diverge ${round(Math.abs(common.winRateDeltaPercent), 2)} pontos percentuais.`); if (Math.abs(common.expectancyDeltaR) > 0.25) reasons.push(`Expectancy diverge ${round(Math.abs(common.expectancyDeltaR), 3)}R.`); if (Math.abs(common.drawdownDeltaPercent) > 5) reasons.push(`Drawdown m\u00E1ximo diverge ${round(Math.abs(common.drawdownDeltaPercent), 2)} pontos percentuais.`); return { ...common, status: reasons.length ? 'DIVERGENT' : 'ALIGNED', reasons: reasons.length ? reasons : ['M\u00E9tricas principais est\u00E3o dentro das bandas de alinhamento definidas.'] }; }\nfunction assessQuality(result: HistoricalBacktestResult): QuantitativeLabResult['quality'] { if (result.totalTrades < 30) return { score: 0, grade: 'INSUFFICIENT_DATA', checks: [`Amostra: ${result.totalTrades} trades.`], warnings: ['Menos de 30 trades.'] }; let score = 0; const checks: string[] = []; const warnings: string[] = []; if (result.expectancyR > 0) { score += 25; checks.push('Expectancy positiva.'); } else warnings.push('Expectancy n\u00E3o \u00E9 positiva.'); if (result.profitFactor > 1.2) { score += 20; checks.push('Profit Factor acima de 1.20.'); } else warnings.push('Profit Factor baixo.'); if (result.maxDrawdownPercent < 10) { score += 20; checks.push('Drawdown abaixo de 10%.'); } else warnings.push('Drawdown elevado.'); if (result.winRate >= 45) { score += 15; checks.push('Win rate >= 45%.'); } else warnings.push('Win rate abaixo de 45%.'); if (result.sharpeRatio > 1) { score += 10; checks.push('Sharpe acima de 1.'); } else warnings.push('Sharpe n\u00E3o supera 1.'); if (result.totalTrades >= 100) { score += 10; checks.push('Amostra >= 100 trades.'); } else warnings.push('Amostra ainda abaixo de 100 trades.'); const grade = score >= 85 ? 'A' : score >= 70 ? 'B' : score >= 50 ? 'C' : 'D'; return { score, grade, checks, warnings }; }\nconst baseOptions = { initialCapital: 10_000, riskPerTradePercent: 1, minScore: 35, minConfidence: 50, atrStopMultiple: 1.5, rewardRisk: 2, maxHoldingBars: 32, warmupBars: 220 } as const;\nconst emptySelection = (): RobustParameterSelectionResult => ({ candidates: [], selected: null, baseline: null, stableRegion: { minScore: [], minConfidence: [], atrStopMultiple: [], rewardRisk: [], maxHoldingBars: [] }, grade: 'INSUFFICIENT_DATA', warnings: ['Otimiza\u00E7\u00E3o de par\u00E2metros \u00E9 executada apenas pela valida\u00E7\u00E3o OOS.'] });\nexport function buildQuantitativeLab(result: HistoricalBacktestResult, paperState: PaperTradingState, candles: Candle[]): QuantitativeLabResult { const backtest = backtestMetrics(result); const paper = paperMetrics(paperState); return { generatedAt: Date.now(), symbol: result.symbol, backtest, paper, comparison: buildComparison(backtest, paper), quality: assessQuality(result), regimes: analyzeRegimes(candles, result.trades), statistics: analyzeStatistics(result.trades), robustness: analyzeRobustness(result.trades), timeSeries: analyzeTimeSeries(result.trades), walkForward: runWalkForwardAnalysis(result.symbol, candles, baseOptions), stressTest: runStressTest(result.symbol, candles, baseOptions), monteCarlo: analyzeMonteCarlo(result.trades, 3000, baseOptions.riskPerTradePercent), parameterSelection: emptySelection() }; }\n", "import type { Candle } from '../../src/types.js';\nimport type { HistoricalBacktestTrade } from '../backtest/historicalBacktest.js';\nimport type { HistoricalFundingRate } from '../derivatives/historicalFundingService.js';\n\nexport type TrendRegime = 'BULL' | 'BEAR' | 'RANGE';\nexport type VolatilityRegime = 'LOW' | 'NORMAL' | 'HIGH';\nexport type FundingRegime = 'FAVORABLE' | 'NEUTRAL' | 'ADVERSE' | 'UNAVAILABLE';\n\nexport interface MultiRegimeCell {\n key: string;\n trend: TrendRegime;\n volatility: VolatilityRegime;\n funding: FundingRegime;\n trades: number;\n wins: number;\n winRatePercent: number;\n netR: number;\n expectancyR: number;\n profitFactor: number;\n maxDrawdownR: number;\n}\n\nexport interface MultiRegimeValidationResult {\n totalCells: number;\n coveredCells: number;\n evaluatedCells: number;\n positiveCells: number;\n coveragePercent: number;\n consistencyPercent: number;\n worstExpectancyR: number;\n status: 'ROBUST' | 'MIXED' | 'FRAGILE' | 'INSUFFICIENT_DATA';\n minimumTradesPerCell: number;\n fundingEvents: number;\n fundingCoveragePercent: number;\n fundingSources: { binance: number; okx: number };\n firstFundingTimestamp: number | null;\n lastFundingTimestamp: number | null;\n warnings: string[];\n cells: MultiRegimeCell[];\n}\n\nconst round = (value: number, digits = 4) => Number((Number.isFinite(value) ? value : 0).toFixed(digits));\nconst mean = (values: number[]) => values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0;\n\nfunction profitFactor(values: number[]): number {\n const wins = values.filter(v => v > 0).reduce((a, b) => a + b, 0);\n const losses = Math.abs(values.filter(v => v < 0).reduce((a, b) => a + b, 0));\n return losses > 0 ? wins / losses : wins > 0 ? Infinity : 0;\n}\n\nfunction drawdownR(values: number[]): number {\n let equity = 0;\n let peak = 0;\n let max = 0;\n for (const value of values) {\n equity += value;\n peak = Math.max(peak, equity);\n max = Math.max(max, peak - equity);\n }\n return max;\n}\n\nfunction percentile(values: number[], p: number): number {\n if (!values.length) return 0;\n const sorted = [...values].sort((a, b) => a - b);\n return sorted[Math.min(sorted.length - 1, Math.max(0, Math.floor((sorted.length - 1) * p)))];\n}\n\nfunction latestFundingAtOrBefore(funding: HistoricalFundingRate[], timestamp: number): HistoricalFundingRate | null {\n let latest: HistoricalFundingRate | null = null;\n for (const row of funding) {\n if (row.timestamp > timestamp) break;\n latest = row;\n }\n return latest;\n}\n\nfunction classifyTrend(candles: Candle[], index: number): TrendRegime {\n const start = Math.max(0, index - 63);\n const window = candles.slice(start, index + 1);\n if (window.length < 32) return 'RANGE';\n const closes = window.map(c => c.close);\n const move = closes.at(-1)! / closes[0] - 1;\n const volatility = Math.sqrt(mean(closes.slice(1).map((v, i) => {\n const r = v / closes[i] - 1;\n return r * r;\n })));\n const threshold = Math.max(volatility * 2.5, 0.003);\n if (move >= threshold) return 'BULL';\n if (move <= -threshold) return 'BEAR';\n return 'RANGE';\n}\n\nfunction classifyVolatility(candles: Candle[], index: number): VolatilityRegime {\n const start = Math.max(0, index - 95);\n const window = candles.slice(start, index + 1);\n if (window.length < 32) return 'NORMAL';\n const returns = window.slice(1).map((c, i) => c.close / window[i].close - 1);\n const currentWindow = returns.slice(-31);\n const current = Math.sqrt(mean(currentWindow.map(r => r * r)));\n const history: number[] = [];\n for (let i = 31; i < returns.length; i += 1) {\n const sample = returns.slice(i - 31, i + 1);\n history.push(Math.sqrt(mean(sample.map(r => r * r))));\n }\n const low = percentile(history, 0.33);\n const high = percentile(history, 0.67);\n if (current <= low) return 'LOW';\n if (current >= high) return 'HIGH';\n return 'NORMAL';\n}\n\nfunction classifyFunding(\n funding: HistoricalFundingRate[],\n timestamp: number,\n direction: HistoricalBacktestTrade['direction'],\n): FundingRegime {\n const latest = latestFundingAtOrBefore(funding, timestamp);\n if (!latest) return 'UNAVAILABLE';\n const abs = Math.abs(latest.fundingRate);\n const neutralThreshold = 0.00005;\n if (abs <= neutralThreshold) return 'NEUTRAL';\n const favorable = direction === 'LONG' ? latest.fundingRate < 0 : latest.fundingRate > 0;\n return favorable ? 'FAVORABLE' : 'ADVERSE';\n}\n\nexport function validateMultiRegime(\n candles: Candle[],\n trades: HistoricalBacktestTrade[],\n historicalFunding: HistoricalFundingRate[] = [],\n minimumTradesPerCell = 10,\n): MultiRegimeValidationResult {\n const safeCandles = [...candles].sort((a, b) => a.timestamp - b.timestamp);\n const safeFunding = [...historicalFunding].filter(x => Number.isFinite(x.timestamp) && Number.isFinite(x.fundingRate)).sort((a, b) => a.timestamp - b.timestamp);\n const trendValues: TrendRegime[] = ['BULL', 'BEAR', 'RANGE'];\n const volatilityValues: VolatilityRegime[] = ['LOW', 'NORMAL', 'HIGH'];\n const fundingValues: FundingRegime[] = safeFunding.length ? ['FAVORABLE', 'NEUTRAL', 'ADVERSE'] : ['FAVORABLE', 'NEUTRAL', 'ADVERSE', 'UNAVAILABLE'];\n const buckets = new Map();\n\n for (const trade of trades) {\n let entryIndex = safeCandles.findIndex(c => c.timestamp === trade.timestamp);\n if (entryIndex < 0) entryIndex = safeCandles.findIndex(c => c.timestamp >= trade.timestamp);\n if (entryIndex <= 0) continue;\n const signalIndex = entryIndex - 1;\n const trend = classifyTrend(safeCandles, signalIndex);\n const volatility = classifyVolatility(safeCandles, signalIndex);\n const funding = classifyFunding(safeFunding, safeCandles[signalIndex].timestamp, trade.direction);\n const key = `${trend}|${volatility}|${funding}`;\n buckets.set(key, [...(buckets.get(key) ?? []), trade.pnlR]);\n }\n\n const cells: MultiRegimeCell[] = [];\n for (const trend of trendValues) {\n for (const volatility of volatilityValues) {\n for (const funding of fundingValues) {\n const key = `${trend}|${volatility}|${funding}`;\n const values = buckets.get(key) ?? [];\n const wins = values.filter(v => v > 0).length;\n cells.push({\n key,\n trend,\n volatility,\n funding,\n trades: values.length,\n wins,\n winRatePercent: round(values.length ? wins / values.length * 100 : 0, 2),\n netR: round(values.reduce((a, b) => a + b, 0)),\n expectancyR: round(mean(values)),\n profitFactor: round(profitFactor(values)),\n maxDrawdownR: round(drawdownR(values)),\n });\n }\n }\n }\n\n const covered = cells.filter(c => c.trades > 0);\n const evaluated = cells.filter(c => c.trades >= minimumTradesPerCell);\n const positive = evaluated.filter(c => c.expectancyR > 0);\n const coveragePercent = cells.length ? covered.length / cells.length * 100 : 0;\n const consistencyPercent = evaluated.length ? positive.length / evaluated.length * 100 : 0;\n const worstExpectancyR = evaluated.length ? Math.min(...evaluated.map(c => c.expectancyR)) : 0;\n const sourceCounts = {\n binance: safeFunding.filter(x => x.source === 'binance-futures').length,\n okx: safeFunding.filter(x => x.source === 'okx-swap').length,\n };\n const entryTimestamps = trades.map(t => t.timestamp).filter(Number.isFinite);\n const firstEntry = entryTimestamps.length ? Math.min(...entryTimestamps) : null;\n const lastEntry = entryTimestamps.length ? Math.max(...entryTimestamps) : null;\n const fundingAtEntries = trades.filter(t => latestFundingAtOrBefore(safeFunding, t.timestamp)).length;\n const fundingCoveragePercent = trades.length ? fundingAtEntries / trades.length * 100 : 0;\n const warnings: string[] = [];\n if (!safeFunding.length) warnings.push('Nenhum evento hist\u00F3rico de funding dispon\u00EDvel para classificar o eixo de funding.');\n if (fundingCoveragePercent < 95 && trades.length) warnings.push(`Cobertura de funding na entrada em ${round(fundingCoveragePercent, 1)}% dos trades.`);\n if (covered.length < Math.min(9, cells.length)) warnings.push('A matriz cobre poucas combina\u00E7\u00F5es de regimes; aumentar a janela pode melhorar a representatividade.');\n if (evaluated.some(c => c.expectancyR <= 0)) warnings.push('Existe pelo menos uma combina\u00E7\u00E3o de regime relevante com expectancy n\u00E3o positiva.');\n if (evaluated.length < 5) warnings.push(`Menos de cinco c\u00E9lulas atingiram o m\u00EDnimo de ${minimumTradesPerCell} trades.`);\n const status = evaluated.length < 5\n ? 'INSUFFICIENT_DATA'\n : consistencyPercent >= 75 && worstExpectancyR > 0\n ? 'ROBUST'\n : consistencyPercent >= 50\n ? 'MIXED'\n : 'FRAGILE';\n\n return {\n totalCells: cells.length,\n coveredCells: covered.length,\n evaluatedCells: evaluated.length,\n positiveCells: positive.length,\n coveragePercent: round(coveragePercent, 1),\n consistencyPercent: round(consistencyPercent, 1),\n worstExpectancyR: round(worstExpectancyR),\n status,\n minimumTradesPerCell,\n fundingEvents: safeFunding.length,\n fundingCoveragePercent: round(fundingCoveragePercent, 1),\n fundingSources: sourceCounts,\n firstFundingTimestamp: safeFunding[0]?.timestamp ?? null,\n lastFundingTimestamp: safeFunding.at(-1)?.timestamp ?? null,\n warnings,\n cells,\n };\n}\n", "import type { HistoricalBacktestOptions, HistoricalBacktestResult } from '../backtest/historicalBacktest.js';\nimport type { Candle } from '../../src/types.js';\nimport { runHistoricalBacktest } from '../backtest/historicalBacktest.js';\nimport { selectRobustParameters, type RobustParameterSelectionResult } from './robustParameterSelection.js';\nimport { analyzeMonteCarlo, type MonteCarloAnalysisResult } from './monteCarloAnalysis.js';\nimport { runStressTest, type StressTestResult } from './stressTest.js';\nimport { analyzeRegimes, type RegimeAnalyticsResult } from './regimeAnalytics.js';\nimport { validateMultiRegime, type MultiRegimeValidationResult } from './multiRegimeAnalytics.js';\nimport type { HistoricalFundingRate } from '../derivatives/historicalFundingService.js';\n\nexport interface OverfittingGuardResult { level: 'LOW' | 'MODERATE' | 'HIGH' | 'INSUFFICIENT_DATA'; score: number; trainExpectancyR: number; holdoutExpectancyR: number; expectancyRetentionPercent: number; trainProfitFactor: number; holdoutProfitFactor: number; profitFactorRetentionPercent: number; tradeCount: number; warnings: string[]; }\nexport interface OosSignificanceResult { sampleSize: number; meanR: number; bootstrapCi95R: { low: number; high: number } | null; probabilityPositiveExpectancyPercent: number; probabilityPositiveDeltaPercent: number; baselineDeltaCi95R: { low: number; high: number } | null; status: 'SIGNIFICANT' | 'WEAK' | 'INSUFFICIENT_DATA'; warnings: string[]; }\nexport interface RegimeValidationResult { coveredRegimes: number; evaluatedRegimes: number; positiveRegimes: number; coveragePercent: number; consistencyPercent: number; worstExpectancyR: number; status: 'ROBUST' | 'MIXED' | 'FRAGILE' | 'INSUFFICIENT_DATA'; warnings: string[]; buckets: RegimeAnalyticsResult['buckets']; }\n\nexport interface ParameterValidationResult {\n split: { trainCandles: number; holdoutCandles: number; trainPercent: number };\n optimization: RobustParameterSelectionResult;\n baselineHoldout: HistoricalBacktestResult;\n selectedHoldout: HistoricalBacktestResult | null;\n regimeWindow: HistoricalBacktestResult | null;\n monteCarlo: MonteCarloAnalysisResult | null;\n stressTest: StressTestResult | null;\n comparison: { expectancyDeltaR: number; netProfitDeltaPercent: number; drawdownDeltaPercent: number; selectedBeatsBaseline: boolean };\n overfittingGuard: OverfittingGuardResult;\n significance: OosSignificanceResult;\n regimeValidation: RegimeValidationResult;\n multiRegimeValidation: MultiRegimeValidationResult;\n verdict: 'PASS' | 'CAUTION' | 'REJECT' | 'INSUFFICIENT_DATA';\n warnings: string[];\n}\n\nconst round = (v: number, d = 4) => Number((Number.isFinite(v) ? v : 0).toFixed(d));\nconst displayPf = (v: number) => Number.isFinite(v) ? v : v > 0 ? 99 : 0;\n\nfunction assessOverfitting(trainResult: HistoricalBacktestResult, holdoutResult: HistoricalBacktestResult | null, selected: RobustParameterSelectionResult['selected']): OverfittingGuardResult {\n if (!holdoutResult || !selected || trainResult.totalTrades < 30 || holdoutResult.totalTrades < 30) return { level: 'INSUFFICIENT_DATA', score: 0, trainExpectancyR: round(trainResult.expectancyR), holdoutExpectancyR: round(holdoutResult?.expectancyR ?? 0), expectancyRetentionPercent: 0, trainProfitFactor: round(displayPf(trainResult.profitFactor)), holdoutProfitFactor: round(displayPf(holdoutResult?.profitFactor ?? 0)), profitFactorRetentionPercent: 0, tradeCount: holdoutResult?.totalTrades ?? 0, warnings: ['Amostra insuficiente para medir overfitting com confian\u00E7a.'] };\n const trainExpectancy = trainResult.expectancyR; const holdoutExpectancy = holdoutResult.expectancyR; const trainPf = displayPf(trainResult.profitFactor); const holdoutPf = displayPf(holdoutResult.profitFactor);\n const expectancyRetention = trainExpectancy > 0 ? holdoutExpectancy / trainExpectancy * 100 : holdoutExpectancy > 0 ? 100 : 0; const pfRetention = trainPf > 0 ? holdoutPf / trainPf * 100 : 0;\n const stableBonus = selected.stabilityScore >= selected.rankScore * 0.85 ? 10 : selected.stabilityScore >= selected.rankScore * 0.7 ? 5 : 0; const samplePenalty = holdoutResult.totalTrades < 50 ? 10 : 0; const expectancyPenalty = expectancyRetention < 30 ? 45 : expectancyRetention < 50 ? 30 : expectancyRetention < 70 ? 15 : 0; const pfPenalty = pfRetention < 40 ? 25 : pfRetention < 60 ? 15 : pfRetention < 80 ? 5 : 0;\n const score = Math.max(0, Math.min(100, 100 + stableBonus - samplePenalty - expectancyPenalty - pfPenalty)); const level = score >= 75 ? 'LOW' : score >= 50 ? 'MODERATE' : 'HIGH'; const warnings: string[] = [];\n if (expectancyRetention < 70) warnings.push(`Reten\u00E7\u00E3o de expectancy treino\u2192OOS em ${round(expectancyRetention, 1)}%.`); if (pfRetention < 80) warnings.push(`Reten\u00E7\u00E3o de Profit Factor treino\u2192OOS em ${round(pfRetention, 1)}%.`); if (holdoutResult.totalTrades < 50) warnings.push('Holdout tem menos de 50 trades; risco estat\u00EDstico maior.'); if (level === 'HIGH') warnings.push('Risco alto de overfitting: n\u00E3o liberar para uso operacional.');\n return { level, score: round(score, 1), trainExpectancyR: round(trainExpectancy), holdoutExpectancyR: round(holdoutExpectancy), expectancyRetentionPercent: round(expectancyRetention, 1), trainProfitFactor: round(trainPf), holdoutProfitFactor: round(holdoutPf), profitFactorRetentionPercent: round(pfRetention, 1), tradeCount: holdoutResult.totalTrades, warnings };\n}\n\nfunction bootstrapSignificance(values: number[], baselineValues: number[] | null, simulations = 3000): OosSignificanceResult {\n if (values.length < 30) return { sampleSize: values.length, meanR: round(values.length ? values.reduce((a, b) => a + b, 0) / values.length : 0), bootstrapCi95R: null, probabilityPositiveExpectancyPercent: 0, probabilityPositiveDeltaPercent: 0, baselineDeltaCi95R: null, status: 'INSUFFICIENT_DATA', warnings: ['S\u00E3o necess\u00E1rios pelo menos 30 trades OOS.'] };\n let seed = 20260908 + values.length; const random = () => { seed = (1664525 * seed + 1013904223) >>> 0; return seed / 4294967296; };\n const means: number[] = []; const deltas: number[] = []; let positive = 0; let positiveDelta = 0; const observed = values.reduce((a, b) => a + b, 0) / values.length;\n for (let s = 0; s < simulations; s++) { let sum = 0; let deltaSum = 0; for (let i = 0; i < values.length; i++) { const idx = Math.floor(random() * values.length); const v = values[idx]; sum += v; if (baselineValues?.length) deltaSum += v - baselineValues[Math.floor(random() * baselineValues.length)]; } const m = sum / values.length; means.push(m); if (m > 0) positive++; if (baselineValues?.length) { const d = deltaSum / values.length; deltas.push(d); if (d > 0) positiveDelta++; } }\n means.sort((a, b) => a - b); deltas.sort((a, b) => a - b); const percentile = (arr: number[], p: number) => arr.length ? arr[Math.min(arr.length - 1, Math.max(0, Math.floor((arr.length - 1) * p)))] : 0;\n const ci = { low: percentile(means, 0.025), high: percentile(means, 0.975) }; const deltaCi = deltas.length ? { low: percentile(deltas, 0.025), high: percentile(deltas, 0.975) } : null; const pPositive = positive / simulations * 100; const pDelta = baselineValues?.length ? positiveDelta / simulations * 100 : 0; const significant = ci.low > 0 && (!deltaCi || deltaCi.low > 0) && pPositive >= 97.5;\n const warnings: string[] = []; if (ci.low <= 0) warnings.push('IC bootstrap 95% da expectancy inclui zero.'); if (deltaCi && deltaCi.low <= 0) warnings.push('IC bootstrap da vantagem contra baseline inclui zero.');\n return { sampleSize: values.length, meanR: round(observed), bootstrapCi95R: { low: round(ci.low), high: round(ci.high) }, probabilityPositiveExpectancyPercent: round(pPositive, 2), probabilityPositiveDeltaPercent: round(pDelta, 2), baselineDeltaCi95R: deltaCi ? { low: round(deltaCi.low), high: round(deltaCi.high) } : null, status: significant ? 'SIGNIFICANT' : 'WEAK', warnings };\n}\n\nfunction validateRegimes(candles: Candle[], trades: HistoricalBacktestResult['trades']): RegimeValidationResult {\n const analysis = analyzeRegimes(candles, trades); const evaluated = analysis.buckets.filter(b => b.trades >= 10); const positive = evaluated.filter(b => b.expectancyR > 0); const covered = analysis.buckets.filter(b => b.trades > 0).length; const coverage = covered / analysis.buckets.length * 100; const consistency = evaluated.length ? positive.length / evaluated.length * 100 : 0; const worst = evaluated.length ? Math.min(...evaluated.map(b => b.expectancyR)) : 0; const warnings = [...analysis.warnings]; if (covered < 3) warnings.push('Menos de tr\u00EAs regimes tiveram opera\u00E7\u00F5es na janela ampliada.'); if (evaluated.some(b => b.expectancyR <= 0)) warnings.push('Existe pelo menos um regime relevante com expectancy n\u00E3o positiva.'); const status = evaluated.length < 3 ? 'INSUFFICIENT_DATA' : consistency >= 75 && worst > 0 ? 'ROBUST' : consistency >= 50 ? 'MIXED' : 'FRAGILE'; return { coveredRegimes: covered, evaluatedRegimes: evaluated.length, positiveRegimes: positive.length, coveragePercent: round(coverage, 1), consistencyPercent: round(consistency, 1), worstExpectancyR: round(worst), status, warnings, buckets: analysis.buckets };\n}\n\nexport function validateSelectedParameters(symbol: string, candles: Candle[], baseOptions: Omit = {}, trainPercent = 70): ParameterValidationResult {\n const safePercent = Math.max(60, Math.min(80, trainPercent)); const splitIndex = Math.floor(candles.length * safePercent / 100); const train = candles.slice(0, splitIndex); const holdout = candles.slice(splitIndex); const optimization = selectRobustParameters(symbol, train, baseOptions);\n const baselineHoldout = runHistoricalBacktest({ ...baseOptions, symbol, candles: holdout });\n const selectedHoldout = optimization.selected ? runHistoricalBacktest({ ...baseOptions, symbol, candles: holdout, minScore: optimization.selected.minScore, minConfidence: optimization.selected.minConfidence, atrStopMultiple: optimization.selected.atrStopMultiple, rewardRisk: optimization.selected.rewardRisk, maxHoldingBars: optimization.selected.maxHoldingBars }) : null;\n const trainSelected = optimization.selected ? runHistoricalBacktest({ ...baseOptions, symbol, candles: train, minScore: optimization.selected.minScore, minConfidence: optimization.selected.minConfidence, atrStopMultiple: optimization.selected.atrStopMultiple, rewardRisk: optimization.selected.rewardRisk, maxHoldingBars: optimization.selected.maxHoldingBars }) : null;\n const regimeWindow = optimization.selected ? runHistoricalBacktest({ ...baseOptions, symbol, candles, minScore: optimization.selected.minScore, minConfidence: optimization.selected.minConfidence, atrStopMultiple: optimization.selected.atrStopMultiple, rewardRisk: optimization.selected.rewardRisk, maxHoldingBars: optimization.selected.maxHoldingBars }) : null;\n const monteCarlo = selectedHoldout && selectedHoldout.totalTrades >= 30 ? analyzeMonteCarlo(selectedHoldout.trades, 3000, baseOptions.riskPerTradePercent ?? 1) : null;\n const stressTest = selectedHoldout && selectedHoldout.totalTrades >= 30 ? runStressTest(symbol, holdout, { ...baseOptions, minScore: optimization.selected?.minScore, minConfidence: optimization.selected?.minConfidence, atrStopMultiple: optimization.selected?.atrStopMultiple, rewardRisk: optimization.selected?.rewardRisk, maxHoldingBars: optimization.selected?.maxHoldingBars }) : null;\n const expectancyDeltaR = round((selectedHoldout?.expectancyR ?? 0) - baselineHoldout.expectancyR); const netProfitDeltaPercent = round((selectedHoldout?.netProfitPercent ?? 0) - baselineHoldout.netProfitPercent, 2); const drawdownDeltaPercent = round((selectedHoldout?.maxDrawdownPercent ?? 0) - baselineHoldout.maxDrawdownPercent, 2); const selectedBeatsBaseline = !!selectedHoldout && selectedHoldout.totalTrades >= 30 && selectedHoldout.expectancyR > 0 && selectedHoldout.profitFactor > 1 && selectedHoldout.expectancyR >= baselineHoldout.expectancyR;\n const overfittingGuard = assessOverfitting(trainSelected ?? runHistoricalBacktest({ ...baseOptions, symbol, candles: train }), selectedHoldout, optimization.selected); const significance = bootstrapSignificance(selectedHoldout?.trades.map(t => t.pnlR).filter(Number.isFinite) ?? [], baselineHoldout.trades.map(t => t.pnlR).filter(Number.isFinite)); const regimeValidation = validateRegimes(candles, regimeWindow?.trades ?? []);\n const historicalFunding = (baseOptions.historicalFunding ?? []) as HistoricalFundingRate[];\n const multiRegimeValidation = validateMultiRegime(candles, regimeWindow?.trades ?? [], historicalFunding, 10);\n const warnings: string[] = [...overfittingGuard.warnings, ...significance.warnings, ...regimeValidation.warnings, ...multiRegimeValidation.warnings]; if (train.length < 3000 || holdout.length < 1500) warnings.push('Janela inferior \u00E0 recomendada para valida\u00E7\u00E3o multi-regime estendida.'); if (!optimization.selected) warnings.push('Nenhum par\u00E2metro foi selecionado no treino.'); if (selectedHoldout && selectedHoldout.totalTrades < 30) warnings.push('O holdout selecionado tem menos de 30 trades.'); if (monteCarlo?.grade === 'FRAGILE') warnings.push('Monte Carlo classificou a distribui\u00E7\u00E3o como FRAGILE.'); if (stressTest?.grade === 'FRAGILE') warnings.push('Stress Test classificou a configura\u00E7\u00E3o como FRAGILE.');\n const enough = train.length >= 3000 && holdout.length >= 1500 && !!selectedHoldout && selectedHoldout.totalTrades >= 30; const riskChecksPass = !!monteCarlo && monteCarlo.grade !== 'FRAGILE' && !!stressTest && stressTest.grade !== 'FRAGILE'; const verdict = !enough ? 'INSUFFICIENT_DATA' : !selectedBeatsBaseline || overfittingGuard.level === 'HIGH' || significance.status !== 'SIGNIFICANT' || regimeValidation.status === 'FRAGILE' || regimeValidation.status === 'INSUFFICIENT_DATA' || multiRegimeValidation.status === 'FRAGILE' || multiRegimeValidation.status === 'INSUFFICIENT_DATA' ? 'REJECT' : selectedBeatsBaseline && riskChecksPass && overfittingGuard.level === 'LOW' && regimeValidation.status === 'ROBUST' && multiRegimeValidation.status === 'ROBUST' ? 'PASS' : 'CAUTION';\n return { split: { trainCandles: train.length, holdoutCandles: holdout.length, trainPercent: safePercent }, optimization, baselineHoldout, selectedHoldout, regimeWindow, monteCarlo, stressTest, comparison: { expectancyDeltaR, netProfitDeltaPercent, drawdownDeltaPercent, selectedBeatsBaseline }, overfittingGuard, significance, regimeValidation, multiRegimeValidation, verdict, warnings };\n}\n"], - "mappings": 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