85 lines
2.3 KiB
TypeScript
85 lines
2.3 KiB
TypeScript
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#!/usr/bin/env npx tsx
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/**
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* CLI: backtest GEX/VEX integrity by replaying chains as-of a timestamp.
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*
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* npx tsx scripts/dealer-map-replay.ts --symbol IREN --as-of 2026-08-07T13:14:00.000Z
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* npx tsx scripts/dealer-map-replay.ts --symbol IREN --from-snapshots --days 7
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*
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* Exit 1 if integrity incomplete or snapshot drift too large.
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*/
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import { DatabaseSync } from 'node:sqlite';
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import { resolve } from 'node:path';
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import { replayDealerMapAt, replayFromSnapshots } from '../src/analysis/dealerMapReplay.ts';
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function arg(name: string): string | undefined {
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const i = process.argv.indexOf(name);
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if (i < 0 || i + 1 >= process.argv.length) return undefined;
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return process.argv[i + 1];
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}
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function has(name: string): boolean {
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return process.argv.includes(name);
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}
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const symbol = (arg('--symbol') ?? 'IREN').toUpperCase();
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const asOf = arg('--as-of');
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const days = Number(arg('--days') ?? '7');
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const fromSnapshots = has('--from-snapshots');
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const dbPath =
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arg('--db') ??
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resolve(process.cwd(), 'data/investor-flow.db');
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const db = new DatabaseSync(dbPath, { readOnly: true });
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function printResult(r: ReturnType<typeof replayDealerMapAt>) {
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console.log('---');
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console.log(r.symbol, r.asOf);
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console.log(' ok:', r.ok, '|', r.integrity.status);
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console.log(' ', r.summary);
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if (r.map?.levels.king) {
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console.log(
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' king:',
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r.map.levels.king.strike,
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r.map.levels.king.expiry,
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`gex=${(r.map.levels.king.gex / 1000).toFixed(1)}K`,
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);
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}
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console.log(
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' metrics:',
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JSON.stringify(r.integrity.metrics),
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);
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const fails = r.integrity.checks.filter((c) => !c.ok);
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if (fails.length) {
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console.log(' failed checks:');
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for (const c of fails) {
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console.log(` [${c.level}] ${c.id}: ${c.detail}`);
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}
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}
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}
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let anyFail = false;
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if (fromSnapshots) {
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const results = replayFromSnapshots(db, symbol, days);
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if (results.length === 0) {
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console.error('No snapshots for', symbol);
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process.exit(2);
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}
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for (const r of results) {
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printResult(r);
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if (!r.ok) anyFail = true;
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}
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} else if (asOf) {
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const r = replayDealerMapAt(db, symbol, asOf);
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printResult(r);
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if (!r.ok) anyFail = true;
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} else {
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console.error('Usage: --symbol SYM --as-of ISO | --from-snapshots [--days N] [--db path]');
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process.exit(2);
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}
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db.close();
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process.exit(anyFail ? 1 : 0);
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