@alphafox/cli 0.3.10 → 0.3.12
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +5 -4
- package/dist/engine-backtest/coverage-notice.d.ts +5 -0
- package/dist/engine-backtest/coverage-notice.js +115 -0
- package/dist/engine-backtest/parse-args.d.ts +1 -1
- package/dist/engine-backtest/parse-args.js +3 -2
- package/dist/engine-backtest/persist.d.ts +3 -1
- package/dist/engine-backtest/persist.js +5 -0
- package/dist/engine-backtest/run-command.js +10 -1
- package/dist/engine-backtest/sweep-command.js +10 -1
- package/dist/engine-backtest/types.d.ts +24 -0
- package/dist/engine-backtest/types.js +3 -0
- package/dist/index.d.ts +1 -0
- package/dist/install/types.d.ts +2 -0
- package/dist/install/wizard.js +3 -26
- package/dist/skills/agent-links.d.ts +29 -0
- package/dist/skills/agent-links.js +217 -0
- package/dist/skills/manager.d.ts +8 -0
- package/dist/skills/manager.js +1 -0
- package/dist/skills/run-command.js +23 -6
- package/dist/skills-manifest.json +42 -42
- package/dist/version.d.ts +1 -1
- package/dist/version.js +1 -1
- package/docs/alphafox-cli-installation-guide.md +13 -2
- package/package.json +1 -1
- package/skills/account/SKILL.md +1 -1
- package/skills/admin/SKILL.md +1 -1
- package/skills/alphafox/SKILL.md +58 -4
- package/skills/alphafox-shared/SKILL.md +4 -2
- package/skills/auth/SKILL.md +1 -1
- package/skills/cache/SKILL.md +1 -1
- package/skills/engine-backtest/SKILL.md +4 -3
- package/skills/exchange/SKILL.md +1 -1
- package/skills/market/SKILL.md +1 -1
- package/skills/notification/SKILL.md +1 -1
- package/skills/strategy/SKILL.md +46 -9
- package/skills/trading/SKILL.md +1 -1
- package/vendor/backtest-runner/README.md +4 -4
- package/vendor/backtest-runner/index.d.ts +13 -0
- package/vendor/backtest-runner/index.mjs +3 -0
- package/vendor/backtest-runner/lib/coverage.mjs +37 -2
- package/vendor/backtest-runner/lib/tape-loader.mjs +6 -1
package/skills/alphafox/SKILL.md
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---
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name: alphafox
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description: AlphaFox CLI entry router. Use for any AlphaFox request — install, update, login, whoami, 回测, engine backtest, 清理回测缓存 / 历史数据, strategy definitions, create/list/start/stop a running strategy (trader), ticker/标的 resolve (美股 or crypto), market data, exchange connectors, wallet, subscriptions, notifications, or admin. If a CLI command prints `[alphafox] update available`, ask the user「检测到新的版本,是否需要我帮你升级?」and only then run `alphafox update --format json --no-input`. After a large backtest, if tape cache is large, ask「回测下载的历史数据比较大,要不要我帮你清理本地缓存?」then open `alphafox-cache`. Start here, then open the routed domain skill. Do not guess alphafox-engine-backtest vs alphafox-strategy vs alphafox-trading from memory.
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version: 0.3.
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description: AlphaFox CLI entry router. Use for any AlphaFox request — install, update, login, whoami, 回测, engine backtest, 清理回测缓存 / 历史数据, strategy definitions, create/list/start/stop a running strategy (trader), ticker/标的 resolve (美股 or crypto), market data, exchange connectors, wallet, subscriptions, notifications, or admin. After a successful install and login, present the 新人引导 in this file (Lite square 带单员 + classic strategies). If a CLI command prints `[alphafox] update available`, ask the user「检测到新的版本,是否需要我帮你升级?」and only then run `alphafox update --format json --no-input`. After a large backtest, if tape cache is large, ask「回测下载的历史数据比较大,要不要我帮你清理本地缓存?」then open `alphafox-cache`. Start here, then open the routed domain skill. Do not guess alphafox-engine-backtest vs alphafox-strategy vs alphafox-trading from memory.
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version: 0.3.12
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---
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# AlphaFox
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| User intent | Skill |
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|---|---|
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| Install, update, Skills status/sync, doctor, version, catalog, how to call the CLI | `alphafox-shared` |
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| 刚安装完 / 新人引导 / 热门带单员 / 经典策略介绍 | this file, **After install** |
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| Login, logout, whoami, profile, staging vs production | `alphafox-auth` |
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| Ticker / 标的 / 美股 / crypto / resolve a misspelled symbol | `alphafox-market` |
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| Engine WASM backtest, experiment, `engine-backtest run`, persist a local run | `alphafox-engine-backtest` |
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| Notification channels | `alphafox-notification` |
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| Admin-only operations | `alphafox-admin` |
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If several rows apply, load **all** of them (typical: `alphafox-shared` + `alphafox-market` + one domain skill).
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If several rows apply, load **all** of them (typical: `alphafox-shared` + `alphafox-market` + one domain skill).
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- “帮我配/建一个网格/DCA/跟单策略” → `alphafox-strategy` (pick definition, ask knobs, validate `{common, strategy}`) **and** `alphafox-market` (resolve tickers) **and** `alphafox-trading` (create the trader). Hidden copy variants still create through `alphafox-trading`.
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- “帮我回测这个配置” → `alphafox-strategy` (definition + config) **and** `alphafox-engine-backtest`.
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## Upgrade reminder
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The CLI may print this on **stderr** at most once every 24 hours:
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```text
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[alphafox] update available: 0.3.
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[alphafox] update available: 0.3.11 -> 0.3.12. After the user confirms, run: alphafox update --format json --no-input,
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```
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If you see that notice (or `updateAvailable: true` from `alphafox update --check`):
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Do not install Skills from GitHub. Details and dry-run / check commands live in `alphafox-shared`.
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## After install
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After CLI + Skills are installed, login is `session: active`, and the AI tool has restarted, present this welcome **once**. Fetch live data first. Do not invent 带单员 names, ROI, or strategy scenarios.
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Classic product names to introduce (match `trading.strategy_definitions.list` `display.label` zh-CN / `name`; then `byId.get` that row — do not hardcode definition ids):
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1. 组合跟单策略
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2. 轮动马丁策略
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3. 网格策略
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4. 拼盘策略
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5. 滚仓宝策略
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```bash
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alphafox lite catalog_config get --format json --no-input
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alphafox lite signal_sources list --format json --no-input
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alphafox trading strategy_definitions list --format json --no-input
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```
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Keep Lite catalog order from `featuredSourceIds`. Resolve `id` → `name` from `lite.signal_sources` `sources[]`. Take the first **3** named rows. Optional ROI:
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```bash
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alphafox lite signal_source_metrics list --sourceIds <id,id,id> --window all --mode scalars --format json --no-input
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```
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Print `roi` as returned. If the catalog or metrics call fails, skip that part and say the square catalog could not be loaded — do not substitute other signal sources.
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For each classic name that matched a definition, `byId.get` and use Chinese `display.description` (fallback English `description`) as the scenario. Then one live leaderboard example:
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```bash
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alphafox trader_leaderboard list --strategyDefinitionId <id> --sort roi --order desc --positiveRoi true --window 30d --limit 1 --includePaper false --format json --no-input
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```
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Use `items[0].traderName` + `roiPercent` when present. Omit the leaderboard clause when the list is empty.
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Present in the operator's language, this shape:
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```text
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安装完成!
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以下是最近热门的一些带单员:{name}{、name}{、name}。
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您可以直接通过组合跟单策略来跟随这些带单员,做实时自动化交易。
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如果您想配置自己的交易策略,推荐先了解这些内置的经典策略。
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{策略名}:{display.description}。排行榜上 {traderName} 近 30 日收益 {roiPercent}%。
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…
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想跟单或者运行策略,告诉我即可。或者您想先看看排行榜,也可以直接告诉我。
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```
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Do not create a trader from this welcome. When they pick 跟单 / a classic strategy, read `alphafox-strategy` + `alphafox-trading` (+ `alphafox-market` if they name a ticker). When they ask for 排行榜, list `trader_leaderboard` (same flags, no `strategyDefinitionId` unless they named a type) and summarize — do not dump the envelope.
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## Do not mix these backtest paths
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- Local Engine tape + wasm + optional persist → `alphafox-engine-backtest` (`alphafox engine-backtest run`, hyphen).
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---
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name: alphafox-shared
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description: Shared AlphaFox CLI rules for Agents — auth, profiles, envelopes, risk gates, and public operationIds only.
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version: 0.3.
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version: 0.3.12
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---
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# AlphaFox shared Agent contract
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Prefer the wizard (CLI + Agent Skills) or the Agent install guide. Do not treat
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`npm install -g @alphafox/cli` as enough for Agents — Skills must be registered
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with `alphafox skills sync
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with `alphafox skills sync` (canonical store plus `~/.claude/skills` links).
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```bash
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npx @alphafox/cli@latest install
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npx @alphafox/cli doctor --format json --no-input
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```
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After install, `auth status --verify` shows `session: active`, and the AI tool has restarted, follow skill `alphafox` **After install** (Lite square 带单员 + classic strategies). Do not skip that welcome.
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The CLI checks npm at most once every 24 hours and only prints a notice on
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**stderr**. It never auto-upgrades. If you see
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`[alphafox] update available` (or `updateAvailable: true`), ask the user:
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package/skills/auth/SKILL.md
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package/skills/cache/SKILL.md
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name: alphafox-engine-backtest
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description: Local Engine WASM backtest (alphafox engine-backtest run|sweep) vs catalog experiment CRUD.
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version: 0.3.
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version: 0.3.12
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---
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# Engine Backtest
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--format jsonl --no-input
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```
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Also valid: `--from` / `--to` instead of `--range`. `--create-experiment --name "..."` when there is no `--experiment` (needs `strategyDefinitionId` + `strategyDefinitionDisplay` `{zh,en}`; pass `--definition-label-zh` / `--definition-label-en` or the CLI falls back to the definition id). Persisted runs use the account tier from `subscriptions.me.get`; if `--tier` is supplied, it must match. With `--no-persist`, `runs.create` is skipped and `--tier` may simulate `free|pro|pro_max` (default `pro`). `--data-quality` defaults to `strict
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Also valid: `--from` / `--to` instead of `--range`. `--create-experiment --name "..."` when there is no `--experiment` (needs `strategyDefinitionId` + `strategyDefinitionDisplay` `{zh,en}`; pass `--definition-label-zh` / `--definition-label-en` or the CLI falls back to the definition id). Persisted runs use the account tier from `subscriptions.me.get`; if `--tier` is supplied, it must match. With `--no-persist`, `runs.create` is skipped and `--tier` may simulate `free|pro|pro_max` (default `pro`). `--data-quality` defaults to `basic` (soft gaps finish the run and appear as `coverageNotice`; `prefix_gap` is less severe than `internal_gap`). `--data-quality strict` still fails on any gap. `--replay-timeframe` defaults to `1m` (allowed `1m|3m|5m|15m|30m|1h|4h`); this is the replay/download bar and is merged with plan indicator timeframes so a 4h RSI grid still replays on 1m. `runs.create` is `write`, not `high-risk-write` — do not add `--yes`. Do not update or delete experiments through this command.
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`--format jsonl` writes one JSON object per progress line (`{event:"progress",stage,fraction}`), then a final `{ok:true,data:{...}}` envelope.
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1. Edit config JSON.
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2. `engine-backtest run` (reuse `--experiment` after the first create).
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3. Read `data.metrics` / `data.engineVersion` / `data.runId` / `data.experimentUrl`.
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3. Read `data.metrics` / `data.engineVersion` / `data.runId` / `data.experimentUrl`. After the run, also read `data.coverageNotice` (`warning` = mid-range candle gaps; `notice` = start / other soft gaps).
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4. Adjust parameters and run again. Do not invent a token flag if persist returns 401 — `alphafox auth login`.
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5. After a long-range or 1m run, follow `alphafox-cache`: `alphafox cache status`. If `data.tape.large` is true, ask **回测下载的历史数据比较大,要不要我帮你清理本地缓存?** and wait for yes.
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## Safety
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- Unauthenticated persist/create fails like `whoami` (HTTP 401, exit 77).
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- Default `basic` data quality: missing market / empty / corrupted tape **stops**; soft gaps complete the run and surface as `coverageNotice`. Do not silently switch to `strict` or hide those notices.
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- `strict` data quality: missing/gapped tape **stops**. Do not retry as `basic` unless the operator asks.
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- Catalog `engine_backtest.experiments.byId.update` / `.delete` / `.sweeps.byId.delete` are high-risk-write and are **not** this command's run/sweep path.
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description: Market data and ticker resolution for US equity perps, RWAs, and crypto on the same perp catalog. Use when the user names 美股, NVDA, AAPL, BTC, or any 标的. Keep the operator's asset class via symbolMetadata — do not rewrite NVDA into a crypto coin.
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# Market
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name: alphafox-strategy
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description: Strategy definitions — list types
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version: 0.3.
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description: Strategy definitions — list types, read a definition's contract, and validate config. Creating a running strategy is creating a trader; use alphafox-trading for that. Local Engine backtest is alphafox-engine-backtest.
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# Strategy definitions
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A **definition** is a strategy type
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A **definition** is a strategy type. A **trader** is one running instance. Instantiating is `alphafox-trading`. Local wasm backtest is `alphafox-engine-backtest`. This skill only discovers types and checks config.
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Human-named tickers go through `alphafox resolve-symbols` (`skills/market`) before they enter a config you later validate or hand to create. 美股 are equity perps in `binance_perp_usdt` (`NVDA/USDT:USDT`, `assetClass=equity_perp`).
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Do not enumerate engine strategy IDs in this file. Pick the definition from `list` / `byId.get`. Do not add a wizard command. Do not invent a second catalog.
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## Discover
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`trading.strategy_definitions.list` returns **active** rows only. Hidden types (including Hyperliquid / rebate copy) are absent from list; `byId.get` and `validate_config` still work when the operator named that id. Creation of those copy variants is `alphafox-trading` (`trading.hl_copy_traders.create` / `trading.rebate_copy_traders.create`).
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```bash
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```
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Match the name the operator used against list `id` / `name` / `display`. If they already gave an id that list omitted, `byId.get` that id. Copy / DCA / grid are catalog rows, not separate products.
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`byId.get` is the operator model. Read, in order:
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1. `id`, `category` (`COPY` / `DCA` / `GRID` / `TREND` / `OTHERS`), `status`
|
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32
|
+
2. English `description` (mechanism). Prefer it over marketing `display.description`
|
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33
|
+
3. `capabilities` and `commonModules` (event-driven vs polling, signal sources, manual sync)
|
|
34
|
+
4. `strategyConfigSchema` required fields and each field's `display` — including decision-logic enums inside this definition
|
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35
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+
5. `capabilities.actionDefinitions` (what a manual action changes)
|
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36
|
+
|
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37
|
+
Explain the type from those fields. Missing a layer → say unknown; do not fill from memory. Decision logic (`simple-long`, grid `mode` `neutral`/`long`/`short`) is an internal parameter, not a new definition id.
|
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38
|
+
|
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39
|
+
## Configure with the human
|
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40
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+
|
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41
|
+
The human answers knobs. You write JSON.
|
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+
|
|
43
|
+
1. Confirm the definition from `byId.get` in the operator's language (what it is, what drives it, how positions change).
|
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44
|
+
2. From `strategyConfigSchema` plus common required fields, ask **only** values the human must choose: symbols (resolve first), direction / mode, size, signal source, leverage. Do not walk every optional key.
|
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45
|
+
3. Write `strategy-config.json` as:
|
|
46
|
+
|
|
47
|
+
```json
|
|
48
|
+
{
|
|
49
|
+
"configSchemaVersion": 4,
|
|
50
|
+
"config": {
|
|
51
|
+
"common": {},
|
|
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|
+
"strategy": {}
|
|
53
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+
}
|
|
54
|
+
}
|
|
55
|
+
```
|
|
56
|
+
|
|
57
|
+
`configSchemaVersion` comes from the definition (`configSchemaVersion` on `byId.get` / list). Omit it only when the schema says it is optional; when present it must match the definition. `common` is shared risk / SLTP / execution / market. `strategy` is this type's parameters and decision logic. Do not use top-level `settings`, `policyId`, or `policyParams`.
|
|
58
|
+
|
|
59
|
+
4. Keys and enums come from the definition schema, not from this skill. Do not ship a default `grid.json` / `dca.json`.
|
|
24
60
|
|
|
25
61
|
## Validate config
|
|
26
62
|
|
|
27
|
-
Read `
|
|
63
|
+
Read `alphafox schema trading.strategy_definitions.byId.validate_config` first. Catalog `request.body` may look like a free `JsonObject`; still send the envelope above. The server checks the definition schema.
|
|
28
64
|
|
|
29
65
|
```bash
|
|
30
|
-
alphafox schema trading.strategy_definitions.byId.validate_config --format json --no-input
|
|
31
66
|
alphafox trading strategy_definitions byId validate_config --definitionId <id> --config @./strategy-config.json --format json --no-input
|
|
32
67
|
```
|
|
33
68
|
|
|
34
|
-
|
|
69
|
+
`body_schema` / `body_schema_missing` (exit `64`): re-read the operation schema. Server field-path errors: fix that path. Do not retry with a different envelope.
|
|
70
|
+
|
|
71
|
+
After it validates: create with `alphafox-trading`, or backtest with `alphafox-engine-backtest`. Do not create or backtest from this skill.
|
|
35
72
|
|
|
36
73
|
## operationIds
|
|
37
74
|
|
package/skills/trading/SKILL.md
CHANGED
|
@@ -33,13 +33,13 @@ import {
|
|
|
33
33
|
assembleScenario,
|
|
34
34
|
} from "@alphafoxai/backtest-runner";
|
|
35
35
|
|
|
36
|
-
const { tape, buffers, coverageWarnings } = await loadTape({
|
|
36
|
+
const { tape, buffers, coverageWarnings, coverageIssues } = await loadTape({
|
|
37
37
|
exchangeId: "binance_perp_usdt",
|
|
38
38
|
symbols: ["BTC/USDT:USDT"],
|
|
39
39
|
timeframes: ["1m", "1h"],
|
|
40
40
|
fromMs,
|
|
41
41
|
toMs,
|
|
42
|
-
dataQualityMode: "
|
|
42
|
+
dataQualityMode: "basic",
|
|
43
43
|
});
|
|
44
44
|
|
|
45
45
|
const scenario = assembleScenario({
|
|
@@ -82,8 +82,8 @@ const scenario = assembleScenario({
|
|
|
82
82
|
|
|
83
83
|
## 数据质量
|
|
84
84
|
|
|
85
|
-
- `
|
|
86
|
-
- `
|
|
85
|
+
- `basic`(默认):硬失败(缺市场、空序列、非法 K 线、拉数失败)仍抛错;软缺口进入 `coverageIssues` 与 `coverageWarnings`。起始缺口(`prefix_gap`)较轻,中间缺口(`internal_gap`)较重。
|
|
86
|
+
- `strict`:任何缺口 / 缺数 / 非法 K 线都抛 `TapeDataUnavailableError`。
|
|
87
87
|
- 禁止 mock 成功或静默降级。
|
|
88
88
|
|
|
89
89
|
## 已知限制(相对 alphafox-web)
|
|
@@ -109,6 +109,7 @@ export function createFileTapeCache(
|
|
|
109
109
|
export function createDisabledTapeCache(): FileTapeCache;
|
|
110
110
|
|
|
111
111
|
export type TapeDataQualityMode = "strict" | "basic";
|
|
112
|
+
export const DEFAULT_TAPE_DATA_QUALITY_MODE: TapeDataQualityMode;
|
|
112
113
|
export type TapeDataIssueCode =
|
|
113
114
|
| "market_missing"
|
|
114
115
|
| "ohlcv_missing"
|
|
@@ -140,6 +141,17 @@ export function isTapeDataUnavailableError(
|
|
|
140
141
|
value: unknown
|
|
141
142
|
): value is TapeDataUnavailableError;
|
|
142
143
|
|
|
144
|
+
export function summarizeTapeCoverageIssues(issues: readonly TapeDataIssue[]): {
|
|
145
|
+
readonly prefix: TapeDataIssue[];
|
|
146
|
+
readonly internal: TapeDataIssue[];
|
|
147
|
+
readonly other: TapeDataIssue[];
|
|
148
|
+
};
|
|
149
|
+
|
|
150
|
+
export function formatCoverageSoftWarning(
|
|
151
|
+
issues: readonly TapeDataIssue[],
|
|
152
|
+
coverageRatio: number
|
|
153
|
+
): string;
|
|
154
|
+
|
|
143
155
|
export type EngineBacktestPrecisionMode = "DECIMAL_PLACES" | "TICK_SIZE";
|
|
144
156
|
export type EngineBacktestSubscriptionTier = "free" | "pro" | "pro_max";
|
|
145
157
|
export type EngineBacktestPricePath = "ohlc_path_4" | "close_only";
|
|
@@ -334,6 +346,7 @@ export interface TapeLoadResult {
|
|
|
334
346
|
readonly tape: EngineBacktestTapeInput;
|
|
335
347
|
readonly buffers: Record<string, ArrayBuffer>;
|
|
336
348
|
readonly coverageWarnings: readonly string[];
|
|
349
|
+
readonly coverageIssues: readonly TapeDataIssue[];
|
|
337
350
|
readonly chartData?: {
|
|
338
351
|
readonly exchangeId: string;
|
|
339
352
|
readonly series: readonly TapeChartSeries[];
|
|
@@ -27,8 +27,11 @@ export {
|
|
|
27
27
|
export {
|
|
28
28
|
TapeDataUnavailableError,
|
|
29
29
|
isTapeDataUnavailableError,
|
|
30
|
+
DEFAULT_TAPE_DATA_QUALITY_MODE,
|
|
30
31
|
evaluateOhlcvCoverage,
|
|
31
32
|
analyzeOhlcvCoverage,
|
|
33
|
+
formatCoverageSoftWarning,
|
|
34
|
+
summarizeTapeCoverageIssues,
|
|
32
35
|
} from "./lib/coverage.mjs";
|
|
33
36
|
export {
|
|
34
37
|
TIMEFRAME_MS,
|
|
@@ -178,6 +178,8 @@ export function analyzeOhlcvCoverage(input) {
|
|
|
178
178
|
};
|
|
179
179
|
}
|
|
180
180
|
|
|
181
|
+
export const DEFAULT_TAPE_DATA_QUALITY_MODE = "basic";
|
|
182
|
+
|
|
181
183
|
export function evaluateOhlcvCoverage(input) {
|
|
182
184
|
const report = analyzeOhlcvCoverage(input);
|
|
183
185
|
|
|
@@ -210,12 +212,45 @@ export function evaluateOhlcvCoverage(input) {
|
|
|
210
212
|
};
|
|
211
213
|
}
|
|
212
214
|
|
|
215
|
+
export function summarizeTapeCoverageIssues(issues) {
|
|
216
|
+
const prefix = [];
|
|
217
|
+
const internal = [];
|
|
218
|
+
const other = [];
|
|
219
|
+
for (const item of issues) {
|
|
220
|
+
if (item.code === "prefix_gap") {
|
|
221
|
+
prefix.push(item);
|
|
222
|
+
} else if (item.code === "internal_gap") {
|
|
223
|
+
internal.push(item);
|
|
224
|
+
} else {
|
|
225
|
+
other.push(item);
|
|
226
|
+
}
|
|
227
|
+
}
|
|
228
|
+
return { prefix, internal, other };
|
|
229
|
+
}
|
|
230
|
+
|
|
213
231
|
export function formatCoverageSoftWarning(issues, coverageRatio) {
|
|
214
|
-
const codes = [...new Set(issues.map((item) => item.code))].join(", ");
|
|
215
232
|
const sample = issues[0];
|
|
216
233
|
const symbol = sample?.symbol ?? "unknown";
|
|
217
234
|
const timeframe = sample?.timeframe ?? "*";
|
|
218
|
-
|
|
235
|
+
const codes = [...new Set(issues.map((item) => item.code))];
|
|
236
|
+
const summary = summarizeTapeCoverageIssues(issues);
|
|
237
|
+
const parts = [];
|
|
238
|
+
if (summary.prefix.length > 0) {
|
|
239
|
+
parts.push("missing start candles (less severe)");
|
|
240
|
+
}
|
|
241
|
+
if (summary.internal.length > 0) {
|
|
242
|
+
parts.push("missing mid-range candles (more severe)");
|
|
243
|
+
}
|
|
244
|
+
if (summary.other.length > 0) {
|
|
245
|
+
parts.push(
|
|
246
|
+
`other soft gaps (${summary.other.map((item) => item.code).join(", ")})`
|
|
247
|
+
);
|
|
248
|
+
}
|
|
249
|
+
const detail =
|
|
250
|
+
parts.length > 0
|
|
251
|
+
? parts.join("; ")
|
|
252
|
+
: `accepted soft data issues (${codes.join(", ")})`;
|
|
253
|
+
return `${symbol} ${timeframe}: ${detail} with ${(coverageRatio * 100).toFixed(1)}% replay coverage`;
|
|
219
254
|
}
|
|
220
255
|
|
|
221
256
|
function issue(input, code, detail = {}) {
|
|
@@ -5,6 +5,7 @@ import {
|
|
|
5
5
|
DEFAULT_TAPE_CACHE_DIR,
|
|
6
6
|
} from "./cache.mjs";
|
|
7
7
|
import {
|
|
8
|
+
DEFAULT_TAPE_DATA_QUALITY_MODE,
|
|
8
9
|
formatCoverageSoftWarning,
|
|
9
10
|
isTapeDataUnavailableError,
|
|
10
11
|
TapeDataUnavailableError,
|
|
@@ -187,7 +188,8 @@ export async function loadTape(request, options = {}) {
|
|
|
187
188
|
const seriesConcurrency = resolveTapeSeriesConcurrency(
|
|
188
189
|
options.seriesConcurrency ?? request.seriesConcurrency
|
|
189
190
|
);
|
|
190
|
-
const dataQualityMode =
|
|
191
|
+
const dataQualityMode =
|
|
192
|
+
request.dataQualityMode ?? DEFAULT_TAPE_DATA_QUALITY_MODE;
|
|
191
193
|
const baseTimeframe = resolvePlanBaseTimeframe({
|
|
192
194
|
baseTimeframe: request.baseTimeframe,
|
|
193
195
|
timeframes: [
|
|
@@ -284,6 +286,7 @@ export async function loadTape(request, options = {}) {
|
|
|
284
286
|
const totalSeries = seriesJobs.length;
|
|
285
287
|
const dataIssues = [];
|
|
286
288
|
const coverageWarnings = [];
|
|
289
|
+
const coverageIssues = [];
|
|
287
290
|
const seriesFractions = new Array(totalSeries).fill(0);
|
|
288
291
|
let lastOhlcvDetail = "";
|
|
289
292
|
const reportOhlcv = (index, fraction, detail) => {
|
|
@@ -343,6 +346,7 @@ export async function loadTape(request, options = {}) {
|
|
|
343
346
|
continue;
|
|
344
347
|
}
|
|
345
348
|
if (result.loaded.softIssues.length > 0) {
|
|
349
|
+
coverageIssues.push(...result.loaded.softIssues);
|
|
346
350
|
coverageWarnings.push(
|
|
347
351
|
formatCoverageSoftWarning(
|
|
348
352
|
result.loaded.softIssues,
|
|
@@ -409,6 +413,7 @@ export async function loadTape(request, options = {}) {
|
|
|
409
413
|
},
|
|
410
414
|
buffers,
|
|
411
415
|
coverageWarnings,
|
|
416
|
+
coverageIssues,
|
|
412
417
|
chartData: {
|
|
413
418
|
exchangeId: exchangeDefinition.id,
|
|
414
419
|
series: chartSeries,
|