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Emit structure flow packets with full evidence

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dirtydishes 2026-01-28 20:36:43 -05:00
parent f08abec68a
commit fe6aef5fbc
6 changed files with 538 additions and 54 deletions
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99
services/compute/src/classifiers.ts
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@ -749,66 +749,75 @@ export const evaluateClassifiers = (
packet: FlowPacket,
config: ClassifierConfig
): ClassifierHit[] => {
const packetKind = getStringFeature(packet, "packet_kind");
const structureOnly = packetKind === "structure";
const contractId = typeof packet.features.option_contract_id === "string"
? packet.features.option_contract_id
: "";
const contract = parseContractId(contractId);
const contract = structureOnly ? null : parseContractId(contractId);
const hits: ClassifierHit[] = [];
if (contract?.right === "C") {
const hit = buildSweepHit(packet, contract, "bullish", config);
if (hit) {
hits.push(hit);
}
}
if (contract?.right === "P") {
const hit = buildSweepHit(packet, contract, "bearish", config);
if (hit) {
hits.push(hit);
}
}
const spikeHit = buildSpikeHit(packet, config);
if (spikeHit) {
hits.push(spikeHit);
}
if (contract) {
const overwriteHit = buildOverwriteHit(packet, contract, config);
if (overwriteHit) {
hits.push(overwriteHit);
if (structureOnly) {
const structureHit = buildStraddleStrangleHit(packet, config);
if (structureHit) {
hits.push(structureHit);
}
const putWriteHit = buildPutWriteHit(packet, contract, config);
if (putWriteHit) {
hits.push(putWriteHit);
const verticalHit = buildVerticalSpreadHit(packet, config);
if (verticalHit) {
hits.push(verticalHit);
}
const farDatedHit = buildFarDatedHit(packet, contract, config);
if (farDatedHit) {
hits.push(farDatedHit);
const ladderHit = buildLadderHit(packet, config);
if (ladderHit) {
hits.push(ladderHit);
}
const zeroDteHit = buildZeroDteGammaPunchHit(packet, contract, config);
if (zeroDteHit) {
hits.push(zeroDteHit);
return hits;
}
if (!structureOnly) {
if (contract?.right === "C") {
const hit = buildSweepHit(packet, contract, "bullish", config);
if (hit) {
hits.push(hit);
}
}
}
const structureHit = buildStraddleStrangleHit(packet, config);
if (structureHit) {
hits.push(structureHit);
}
if (contract?.right === "P") {
const hit = buildSweepHit(packet, contract, "bearish", config);
if (hit) {
hits.push(hit);
}
}
const verticalHit = buildVerticalSpreadHit(packet, config);
if (verticalHit) {
hits.push(verticalHit);
}
const spikeHit = buildSpikeHit(packet, config);
if (spikeHit) {
hits.push(spikeHit);
}
const ladderHit = buildLadderHit(packet, config);
if (ladderHit) {
hits.push(ladderHit);
if (contract) {
const overwriteHit = buildOverwriteHit(packet, contract, config);
if (overwriteHit) {
hits.push(overwriteHit);
}
const putWriteHit = buildPutWriteHit(packet, contract, config);
if (putWriteHit) {
hits.push(putWriteHit);
}
const farDatedHit = buildFarDatedHit(packet, contract, config);
if (farDatedHit) {
hits.push(farDatedHit);
}
const zeroDteHit = buildZeroDteGammaPunchHit(packet, contract, config);
if (zeroDteHit) {
hits.push(zeroDteHit);
}
}
}
return hits;