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8 commits

Author SHA1 Message Date
8ab054cf67 timeframe trendline interactions 2026-08-14 04:58:08 -05:00
0a56d56261 reposition price level lines 2026-08-13 06:44:01 -05:00
2efcec6a76 Price trendlines across bars, add one-shot alerts, collapse layers, drop 1h MAs
The trendline bug: a line continued past its second anchor at a different
slope. Two conventions were fighting, and both were wrong.

Lightweight Charts spaces bars evenly however much time separates them — a
weekend is forty-nine hours and one bar wide. The renderer extended the line by
interpolating between bar indices, which looked straight but disagreed with the
server, since price_at() advances per second. Measured on real bars that reached
147 points: the chart drew a level the alerts did not believe in. Making the
renderer match price_at() fixed the disagreement and made the visible kick worse,
because now the line really did climb an hour's worth of slope across a one-bar
maintenance break.

Neither convention is what a person means by drawing a line. A trendline advances
per bar, so both sides now evaluate in bar space: a new bar_space module the
runtime uses to position sloped levels, mirrored by indexAt() in the chart. The
line is straight on screen and the alert fires where it is drawn.

Also, from testing against the live chart:

- A plain click with the trendline tool armed did nothing and left the tool
  armed, so the next click began a new line — which is how the slope change was
  first noticed. Click-click and press-drag-release are both supported now, with
  the rubber band following the cursor between clicks.
- Hand-placed levels are armed, fire once, then disarm themselves, and can be
  re-armed from the sidebar. Verified end to end: created armed, tripped within
  thirty seconds, disarmed, re-armed.
- Layers is collapsible.
- The 1h moving averages are gone; only the daily set remains.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-10 04:15:05 -05:00
8ca624d435 Add prior-day levels and session VWAP; fix alert repetition they exposed
The confluence engine had nothing to work with. Daily moving averages were the
only level source, and they sat 163 to 697 points from price, so every cluster
had exactly one member and no alert could ever fire.

Two new sources, chosen for having a real following — the engine is a bet that
many participants watch the same price, which is what makes a level hold:

- Prior day high/low/close, from the last *closed* daily bar so mid-session the
  levels do not silently switch to today's own developing range. Full daily
  weight rather than the 0.75 average discount: a traded high is structure, not
  a derived average.
- Session VWAP, anchored to the 18:00 ET open like the daily bars. Institutional
  execution is benchmarked against it, and zero-volume overnight minutes are
  skipped rather than dividing by zero.

Both are stamped 1d, so they get their own colours to stay distinguishable from
the daily averages. Prior-day levels draw as price lines, which span the chart
and label the axis instead of relying on bar-index interpolation.

VWAP re-prices every minute while a daily average carries hundreds of points and
changes once a session, so broadcasting the whole level set on the VWAP cadence
would have pushed the entire history every minute. Levels now go out as a delta
that clients merge by id.

Adding the levels then exposed two defects that had been invisible while nothing
could cluster:

- Cluster identity was sha1(side + round(center / tolerance)), and tolerance
  derives from ATR, so it changed every bar. The same zone was continually
  issued a new id, never matched the cooldown table, and the cooldown did
  nothing. Identity is now the set of converging levels.
- Alert suppression keyed on that identity, so a level drifting in or out of a
  group read as a new zone. It now suppresses by proximity: two zones within an
  ATR are the same zone, and the strongest is the one reported.

Over six replayed sessions at threshold 28 that is 247 alerts, then 54, then 40;
raising the cooldown to 4h — which only affects repeats of the same area, never
a genuinely new zone — gives 17 total with a worst session of 9.

calibrate_alerts.py now sweeps threshold and cooldown together in one pass,
since the threshold turns out to be quantised and nearly useless as a control.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-10 00:36:21 -05:00
45802c1a2f Fix trendline deletion while typing, audio leak, prefs drift, cluster payload
Five defects found by exercising the running app rather than reading it:

- Backspace inside the sidebar rename field deleted the trendline instead of
  a character. The window keydown handler never checked what was focused, so
  correcting a typo in a line's name destroyed the line.
- playAlert() built a new AudioContext per alert and never closed it. Browsers
  cap a document at roughly six, after which alerts stop making any sound.
  One shared context now, with nodes released on end and a resume() for the
  autoplay policy.
- Stored layer preferences were used verbatim, so any key added to
  defaultPrefs later would be missing for existing visitors. A missing
  enabled.ma is a crash rather than a cosmetic gap. They are now deep-merged
  onto the defaults, and unparseable state falls back instead of throwing.
- The alert log keyed rows on a second-resolution timestamp, so two alerts in
  the same second collided.
- Clusters embedded whole Level objects, including a moving average's entire
  point history — hundreds of entries reaching back years. Because clusters
  are re-sent on every closed 1m bar, this shipped the whole levels payload
  once a minute. Members are now compact summaries and the client joins on
  id; Cluster.to_dict() also stops round-tripping through asdict(), which was
  deep-copying those arrays before discarding them.

/api/confluence drops from 61,838 to 1,245 bytes with five clusters live.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-10 00:17:40 -05:00
9777188a43 end trendline here possible 2026-08-09 23:28:23 -05:00
6599c3cd77 trendlines namable deleteable 2026-08-09 23:00:46 -05:00
7f2fcc2020 Implement M3 projected daily moving averages 2026-08-09 20:44:11 -05:00