analytics

Analytics - Complete API Reference

Analyze trading performance with attribution by edge source, time-of-day analysis, and optimization insights.

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Chat Commands

Performance Overview

/analytics                          Performance summary
/analytics today                    Today's performance
/analytics week                     Weekly breakdown
/analytics month                    Monthly breakdown

Attribution

/analytics attribution              P&L by edge source
/analytics by-platform              P&L by platform
/analytics by-category              P&L by market category
/analytics by-strategy              P&L by strategy

Time Analysis

/analytics best-times               Best trading hours
/analytics by-hour                  Hourly performance
/analytics by-day                   Day of week analysis

Edge Analysis

/analytics edge-decay               How edge decays over time
/analytics edge-buckets             Performance by edge size
/analytics liquidity                Performance by liquidity

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TypeScript API Reference

Create Analytics Service

import { createAnalyticsService } from 'clodds/analytics';

const analytics = createAnalyticsService({
  // Data source
  tradesDb: './trades.db',

  // Time zone
  timezone: 'America/New_York',
});

Performance Summary

const summary = await analytics.getSummary({
  period: 'month',
  // or: from: '2024-01-01', to: '2024-01-31'
});

console.log('=== Performance ===');
console.log(`Total P&L: $${summary.totalPnl}`);
console.log(`Win Rate: ${summary.winRate}%`);
console.log(`Profit Factor: ${summary.profitFactor}`);
console.log(`Sharpe Ratio: ${summary.sharpeRatio}`);
console.log(`Total Trades: ${summary.totalTrades}`);
console.log(`Avg Trade: $${summary.avgTrade}`);
console.log(`Best Trade: $${summary.bestTrade}`);
console.log(`Worst Trade: $${summary.worstTrade}`);

Attribution by Edge Source

const attribution = await analytics.getAttribution('edgeSource');

for (const source of attribution) {
  console.log(`${source.name}:`);
  console.log(`  P&L: $${source.pnl}`);
  console.log(`  Trades: ${source.trades}`);
  console.log(`  Win Rate: ${source.winRate}%`);
  console.log(`  Contribution: ${source.contribution}%`);
}

// Example sources:
// - price_lag (stale prices)
// - liquidity_gap (thin orderbooks)
// - information (news/events)
// - model_edge (external models)
// - combinatorial (arbitrage)