import Semantics.SSMS import Mathlib.Data.Nat.Basic open Semantics.SSMS namespace Semantics /-! # Bitcoin RGFlow Analysis RGFlow analysis for Bitcoin price data with proper sigma computation from local price dynamics and RGFlow invariant lawfulness checking. Key invariant: σ_q > 1 + λ·μ_q where: - σ_q = scale stability (coherence) in Q16.16 - μ_q = drift rate in Q16.16 - λ = observer mass penalty in Q16.16 (typically 0.5 = 0x00008000) Per AGENTS.md §4: Expressed as informational_bind instance. -/ /-- Bitcoin price position with RGFlow metrics. -/ structure BitcoinPriceState where position : Nat -- Index in price series price : Q1616 -- Price value in Q16.16 sigma_q : Q1616 -- Scale stability mu_q : Q1616 -- Drift rate deriving Repr /-- Informational bind for Bitcoin RGFlow analysis. bind : (BitcoinPriceState × Q1616 × UInt32) → Bind BitcoinPriceState Q1616 -/ structure BitcoinRGFlowBind where lawful : Bool -- RGFlow invariant: σ_q > 1 + λ·μ_q cost : UInt32 -- Binding cost in Q16.16 invariant : String -- Extracted invariant description deriving Repr /-- Informational bind instance for Bitcoin RGFlow. Checks lawfulness, computes cost, extracts invariant. -/ def bitcoinInformationalBind (state : BitcoinPriceState) (_threshold : Q1616) (lambda : Q1616 := ⟨32768⟩) : BitcoinRGFlowBind := let lawful := state.sigma_q.raw > (Q1616.add Q1616.one (Q1616.mul lambda state.mu_q)).raw -- Cost function: penalize low sigma_q, reward high lawfulness let cost := if lawful then 0x00001000 else 0x00002000 let lawfulStr := if lawful then "true" else "false" let invariant := s!"σ_q={state.sigma_q.raw}, μ_q={state.mu_q.raw}, lawful={lawfulStr}" { lawful := lawful, cost := cost, invariant := invariant } /-- Rolling window computation for price series (List of Q16.16). -/ def rollingWindowQ16 (values : List Q1616) (i : Nat) (window : Nat) : List Q1616 := let start := if i + 1 ≥ window then i + 1 - window else 0 values.drop start |>.take (i + 1 - start) /-- Division for Q16.16 (manual implementation since recip is partial). -/ def Q1616.divManual (a b : Q1616) : Q1616 := if b.raw == 0 then Q1616.zero else ⟨(a.raw * 65536) / b.raw⟩ /-- Safe standard deviation computation for Q16.16 values. -/ def safeStdQ16 (xs : List Q1616) : Q1616 := if xs.length ≤ 1 then Q1616.zero else let mean := xs.foldl (λ acc x => Q1616.add acc x) Q1616.zero let meanScaled := ⟨mean.raw / xs.length⟩ let variance := xs.foldl (λ acc x => let diff := Q1616.sub x meanScaled let diffScaled := Q1616.mul diff diff Q1616.add acc diffScaled ) Q1616.zero let varianceScaled := ⟨variance.raw / xs.length⟩ -- sqrt approximation for Q16.16: sqrt(x) ≈ x * (1.5 - 0.5*x) for x near 1 let one := Q1616.one let oneHalf := ⟨32768⟩ -- 0.5 in Q16.16 let threeHalf := ⟨49152⟩ -- 1.5 in Q16.16 let varianceNorm := Q1616.divManual varianceScaled one let sqrtApprox := Q1616.mul varianceNorm (Q1616.sub threeHalf (Q1616.mul oneHalf varianceNorm)) sqrtApprox /-- Compute log returns from price series (Q16.16). -/ def logReturnsQ16 (prices : List Q1616) : List Q1616 := if prices.length < 2 then [] else let rec helper (i : Nat) (acc : List Q1616) : List Q1616 := if i + 1 ≥ prices.length then acc.reverse else let p0 : Q1616 := prices[i]! let p1 : Q1616 := prices[i+1]! if p0.raw > 0 ∧ p1.raw > 0 then -- log(p1/p0) approximation using Q16.16 let ratio := Q1616.divManual p1 p0 -- log(x) ≈ (x-1) - (x-1)²/2 for x near 1 let one := Q1616.one let diff := Q1616.sub ratio one let diffSquared := Q1616.mul diff diff let half := ⟨32768⟩ -- 0.5 in Q16.16 let logApprox := Q1616.sub diff (Q1616.mul half diffSquared) helper (i + 1) (logApprox :: acc) else helper (i + 1) acc helper 0 [] /-- Compute σ_q (scale stability) from local price dynamics in Q16.16. σ_q = 1.0 + 0.35·coherence - 8.0·volatility where coherence = |mean| / (volatility + ε) -/ def computeSigmaQQ16 (prices : List Q1616) (i : Nat) (window : Nat := 30) : Q1616 := let returns := logReturnsQ16 prices if returns.length < 2 then Q1616.one else let ri := if i == 0 then 0 else i - 1 let windowData := rollingWindowQ16 returns ri window if windowData.length < 2 then Q1616.one else let vol := safeStdQ16 windowData let mean := windowData.foldl (λ acc x => Q1616.add acc x) Q1616.zero let meanScaled := ⟨mean.raw / windowData.length⟩ let absMean := if meanScaled.raw < 0 then ⟨-meanScaled.raw⟩ else meanScaled let epsilon := ⟨1⟩ -- Small epsilon in Q16.16 let volPlusEpsilon := Q1616.add vol epsilon let coherence := Q1616.divManual absMean volPlusEpsilon let zero35 := ⟨22937⟩ -- 0.35 in Q16.16 let eight := ⟨524288⟩ -- 8.0 in Q16.16 let coherenceTerm := Q1616.mul zero35 coherence let volTerm := Q1616.mul eight vol let one := Q1616.one let raw := Q1616.sub (Q1616.add one coherenceTerm) volTerm -- Clamp to [0.25, 3.0] in Q16.16 let minVal := ⟨16384⟩ -- 0.25 in Q16.16 let maxVal := ⟨196608⟩ -- 3.0 in Q16.16 let clamped := if raw.raw < minVal.raw then minVal else if raw.raw > maxVal.raw then maxVal else raw clamped /-- RGFlow invariant check for lawfulness in Q16.16. A state is lawful iff σ_q > 1 + λ·μ_q where λ is observer mass penalty (typically 0.5 = 0x00008000) -/ def isLawfulRGFlowQ16 (sigma_q : Q1616) (mu_q : Q1616) (lambda : Q1616 := ⟨32768⟩) : Bool := let one := Q1616.one let lambdaMu := Q1616.mul lambda mu_q let threshold := Q1616.add one lambdaMu sigma_q.raw > threshold.raw /-- Compute μ_q (drift rate) from local price dynamics in Q16.16. μ_q = average log return over window -/ def computeMuQQ16 (prices : List Q1616) (i : Nat) (window : Nat := 30) : Q1616 := let returns := logReturnsQ16 prices if returns.length < 2 then Q1616.zero else let ri := if i == 0 then 0 else i - 1 let windowData := rollingWindowQ16 returns ri window if windowData.length < 2 then Q1616.zero else let sum := windowData.foldl (λ acc x => Q1616.add acc x) Q1616.zero ⟨sum.raw / windowData.length⟩ /-- Full RGFlow analysis for Bitcoin price at position i in Q16.16. Returns (sigma_q, mu_q, lawful) -/ def bitcoinRGFlowAnalysisQ16 (prices : List Q1616) (i : Nat) (window : Nat := 30) : (Q1616 × Q1616 × Bool) := let sigma_q := computeSigmaQQ16 prices i window let mu_q := computeMuQQ16 prices i window let lawful := isLawfulRGFlowQ16 sigma_q mu_q (sigma_q, mu_q, lawful) /-- Batch RGFlow analysis for all positions in price series in Q16.16. -/ def batchBitcoinRGFlowQ16 (prices : List Q1616) (window : Nat := 30) : List (Q1616 × Q1616 × Bool) := let n := prices.length let rec helper (i : Nat) (acc : List (Q1616 × Q1616 × Bool)) : List (Q1616 × Q1616 × Bool) := if i ≥ n then acc.reverse else helper (i + 1) ((bitcoinRGFlowAnalysisQ16 prices i window) :: acc) helper 0 [] /-- Theorem: Lawful check returns Bool type (reflexivity). -/ theorem lawfulReflexive (sigma_q mu_q lambda : Q1616) : (isLawfulRGFlowQ16 sigma_q mu_q lambda) = (isLawfulRGFlowQ16 sigma_q mu_q lambda) := by rfl end Semantics