Bitcoin Volatility Expansion Predictor

// === Setup ===
describe_indicator('BTC Volatility Forecast', 'lower', { shortName: 'BTC_vol_forecast' });

// === Helpers ===
function isoToUnix(iso) {
  const m = iso.match(/^(\d{4})-(\d{2})-(\d{2})T(\d{2}):(\d{2})(?::(\d{2}))?(Z|[+\-]\d{2}:\d{2})$/);
  if (!m) return null;
  const [, Y, M, D, h, mi, s = '0', tz] = m;
  const utcMs = Date.UTC(+Y, +M - 1, +D, +h, +mi, +s);
  if (tz === 'Z') return Math.floor(utcMs / 1000);
  const sign = tz[0] === '+' ? 1 : -1;
  const offH = +tz.slice(1, 3), offM = +tz.slice(4, 6);
  return Math.floor((utcMs - sign * ((offH * 60 + offM) * 60 * 1000)) / 1000);
}

const toStart = (u, sec) => Math.floor(u / sec) * sec;
function detectResolutionSec() { return time.length < 2 ? 60 : (time[1] - time[0]); }

// === Settings (UI) ===
const API_KEY = 'YOUR_API_KEY_HERE';
const LIMIT   = 10000;

// Показ горизонтов – boolean чекбоксы
const SHOW_H24 = input.boolean('Show h24', true);
const SHOW_H48 = input.boolean('Show h48', true);
const SHOW_H96 = input.boolean('Show h96', true);

// Пороги HIGH / LOW – без step
const TH_HIGH_24 = Number(input('HIGH h24 (0..1)', 0.65, { min: 0, max: 1 }));
const TH_HIGH_48 = Number(input('HIGH h48 (0..1)', 0.65, { min: 0, max: 1 }));
const TH_HIGH_96 = Number(input('HIGH h96 (0..1)', 0.65, { min: 0, max: 1 }));

const TH_LOW_24  = Number(input('LOW h24 (0..1)', 0.35, { min: 0, max: 1 }));
const TH_LOW_48  = Number(input('LOW h48 (0..1)', 0.35, { min: 0, max: 1 }));
const TH_LOW_96  = Number(input('LOW h96 (0..1)', 0.35, { min: 0, max: 1 }));

const PALETTE = ['#ff6b6b', '#feca57', '#48dbfb', '#1dd1a1', '#5f27cd', '#ff9ff3', '#54a0ff', '#00d2d3'];

// Пресеты цветов – без step
const COL_24_IDX = Number(input('Color h24 preset', 0, { min: 0, max: PALETTE.length - 1 }));
const COL_48_IDX = Number(input('Color h48 preset', 1, { min: 0, max: PALETTE.length - 1 }));
const COL_96_IDX = Number(input('Color h96 preset', 2, { min: 0, max: PALETTE.length - 1 }));

const COLOR = {
  24: PALETTE[COL_24_IDX],
  48: PALETTE[COL_48_IDX],
  96: PALETTE[COL_96_IDX]
};

// Shade zones – boolean чекбокс
const SHADE_ZONES = input.boolean('Shade zones', true);

// === Fetch ===
const headers = { 'Authorization': `Bearer ${API_KEY}` };

function endpointFor(h) {
  const map = {
    24: 'btc-volatility-1h-h24',
    48: 'btc-volatility-1h-h48',
    96: 'btc-volatility-1h-h96',
  };
  return map[h];
}

async function fetchRows(h) {
  const url = \`https://ts.marbell.com/\${endpointFor(h)}?limit=\${LIMIT}&expand=false\`;
  const resp = await request.http(url, 300, headers);
  assert(!resp.error, \`Error fetching BTC volatility (h=\${h}): \${resp.error}\`);
  assert(Array.isArray(resp), \`Unexpected response format for h=\${h}\`);
  return resp;
}

// === Indexing ===
const resSec = detectResolutionSec();
const idxByUnix = {};
for (let i = 0; i < time.length; i++) {
  idxByUnix[time[i]] = i;
}

// === Containers per horizon ===
function makeSeries() { return Array(close.length).fill(null); }

const prob    = { 24: makeSeries(), 48: makeSeries(), 96: makeSeries() };
const aboveHi = { 24: makeSeries(), 48: makeSeries(), 96: makeSeries() };
const belowLo = { 24: makeSeries(), 48: makeSeries(), 96: makeSeries() };

const TH_HIGH = { 24: TH_HIGH_24, 48: TH_HIGH_48, 96: TH_HIGH_96 };
const TH_LOW  = { 24: TH_LOW_24,  48: TH_LOW_48,  96: TH_LOW_96 };

// Фиксированный набор горизонтов
const HORIZONS = [24, 48, 96];

// === TF helpers ===
const isLowerTF  = (intervalSec) => resSec < intervalSec;
const isEqualTF  = (intervalSec) => resSec === intervalSec;
const isHigherTF = (intervalSec) => resSec > intervalSec;

// === Load & map ===
const TO_FETCH = HORIZONS.filter((H) =>
  (H === 24 && SHOW_H24) ||
  (H === 48 && SHOW_H48) ||
  (H === 96 && SHOW_H96)
);

// Параллельные запросы к API
const tasks = TO_FETCH.map(async (H) => {
  const rows = await fetchRows(H);

  for (const r of rows) {
    const u = isoToUnix(r.timestamp);
    if (u == null) continue;

    const intervalSec = 3600;
    const uStart = toStart(u, intervalSec);
    const p = Number(r.probability);
    if (!isFinite(p)) continue;

    const writeAt = (idx) => {
      if (idx === undefined) return;
      prob[H][idx] = p;

      if (SHADE_ZONES) {
        if (p >= TH_HIGH[H]) {
          aboveHi[H][idx] = p;
          belowLo[H][idx] = null;
        } else if (p <= TH_LOW[H]) {
          belowLo[H][idx] = p;
          aboveHi[H][idx] = null;
        } else {
          aboveHi[H][idx] = null;
          belowLo[H][idx] = null;
        }
      }
    };

    if (isLowerTF(intervalSec)) {
      const pointsPerInterval = Math.max(1, Math.floor(intervalSec / resSec));
      for (let k = 0; k < pointsPerInterval; k++) {
        writeAt(idxByUnix[uStart + k * resSec]);
      }
    } else if (isEqualTF(intervalSec)) {
      writeAt(idxByUnix[uStart]);
    } else {
      if (uStart % resSec === 0) {
        writeAt(idxByUnix[uStart]);
      }
    }
  }
});

await Promise.all(tasks);

// === Static guides ===
const g0  = Array(close.length).fill(0);
const g05 = Array(close.length).fill(0.5);
const g1  = Array(close.length).fill(1);

plot(g0,  '0',   '#808080');
plot(g05, '0.5', '#808080');
plot(g1,  '1',   '#808080');

// === Plots ===
for (const H of HORIZONS) {
  plot(prob[H], \`P vol↑ h\${H}\`, COLOR[H]);

  const hHigh = Array(close.length).fill(TH_HIGH[H]);
  const hLow  = Array(close.length).fill(TH_LOW[H]);
  plot(hHigh, \`HIGH h\${H}\`, '#ff6b6b');
  plot(hLow,  \`LOW h\${H}\`,  '#1dd1a1');

  plot(aboveHi[H], \`Zone HIGH h\${H}\`, '#ff6b6b');
  plot(belowLo[H], \`Zone LOW h\${H}\`,  '#1dd1a1');
}