@alphafox/cli 0.3.21 → 0.3.22

package/dist/commands/run.js

@@ -101,8 +101,8 @@ async function runCli(argv, env = process.env) {
                 "alphafox schema [operationId]",
                 "alphafox catalog",
                 "alphafox api METHOD PATH [--body JSON|--config @file]",
-                "alphafox engine-backtest run --experiment <uuid> --definition <id> --config @file --exchange <id> --range FROM..TO --initial-equity N",
-                "alphafox engine-backtest sweep --experiment <uuid> --definition <id> --config @file --axes @file --exchange <id> --range FROM..TO --initial-equity N --no-persist",
+                "alphafox engine-backtest run --experiment <uuid> --definition <id> --config @file --exchange <id> --range FROM..TO --initial-equity N [--verbose]",
+                "alphafox engine-backtest sweep --experiment <uuid> --definition <id> --config @file --axes @file --exchange <id> --range FROM..TO --initial-equity N --no-persist [--verbose]",
                 "alphafox cache status|clean [--tape|--runtime|--all]",
                 "alphafox resolve-symbols <query...> [--exchange binance] [--asset-class equity_perp]",
                 "alphafox <domain> <resource> <action> [flags]",

package/dist/engine-backtest/parse-args.js

@@ -16,11 +16,11 @@ const TIERS = new Set(["free", "pro", "pro_max"]);
 const DATA_QUALITY = new Set(["strict", "basic"]);
 const PRICE_PATHS = new Set(["ohlc_path_4", "close_only"]);
 exports.ENGINE_BACKTEST_RUN_USAGE = [
-    "alphafox engine-backtest run --experiment <uuid> --definition <id> --config @file.json --exchange <id> --range YYYY-MM-DD..YYYY-MM-DD --initial-equity N [--replay-timeframe 1m]",
+    "alphafox engine-backtest run --experiment <uuid> --definition <id> --config @file.json --exchange <id> --range YYYY-MM-DD..YYYY-MM-DD --initial-equity N [--replay-timeframe 1m] [--verbose]",
     "alphafox engine-backtest run --create-experiment --name <name> --definition <id> --config @file.json --exchange <id> --from YYYY-MM-DD --to YYYY-MM-DD --initial-equity N",
 ];
 exports.ENGINE_BACKTEST_SWEEP_USAGE = [
-    "alphafox engine-backtest sweep --experiment <uuid> --definition <id> --config @file.json --axes @axes.json --exchange <id> --range YYYY-MM-DD..YYYY-MM-DD --initial-equity N [--no-persist] [--mode neighborhood|range] [--search-mode standard|fast] [--concurrency N]",
+    "alphafox engine-backtest sweep --experiment <uuid> --definition <id> --config @file.json --axes @axes.json --exchange <id> --range YYYY-MM-DD..YYYY-MM-DD --initial-equity N [--no-persist] [--mode neighborhood|range] [--search-mode standard|fast] [--concurrency N] [--verbose]",
 ];
 const SWEEP_MODES = new Set(["neighborhood", "range"]);
 const SEARCH_MODES = new Set(["standard", "fast"]);
@@ -112,6 +112,7 @@ function parseEngineBacktestRunArgs(args) {
     let configSchemaVersion;
     let executionModelOverride;
     let persist = true;
+    let verbose = false;
     let help = false;
     let replayTimeframe = replay_timeframe_1.ENGINE_BACKTEST_DEFAULT_REPLAY_TIMEFRAME;
     for (let i = 0; i < args.length; i += 1) {
@@ -128,6 +129,10 @@ function parseEngineBacktestRunArgs(args) {
             persist = false;
             continue;
         }
+        if (a === "--verbose") {
+            verbose = true;
+            continue;
+        }
         if (!a.startsWith("--")) {
             usage(`Unexpected argument: ${a}`, "unexpected_arg");
         }
@@ -227,6 +232,7 @@ function parseEngineBacktestRunArgs(args) {
             tier,
             dataQualityMode,
             persist,
+            verbose,
             replayTimeframe,
         };
     }
@@ -284,6 +290,7 @@ function parseEngineBacktestRunArgs(args) {
         configSchemaVersion,
         executionModelOverride,
         persist,
+        verbose,
         replayTimeframe,
     };
 }
@@ -346,6 +353,7 @@ function parseEngineBacktestSweepArgs(args) {
             createExperiment: false,
             dataQualityMode: types_1.DEFAULT_DATA_QUALITY_MODE,
             persist: true,
+            verbose: false,
             replayTimeframe: replay_timeframe_1.ENGINE_BACKTEST_DEFAULT_REPLAY_TIMEFRAME,
             axesRaw,
             mode,

package/dist/engine-backtest/run-command.js

@@ -222,7 +222,9 @@ async function executeEngineBacktestRun(args, flags, env = process.env, deps = {
         wasm = wasmLoaded.module;
         runner = runnerLoaded.module;
     }
-    const client = wasm.createNodeBacktestClient();
+    const client = wasm.createNodeBacktestClient({
+        verbose: args.verbose,
+    });
     try {
         if (typeof client.init === "function") {
             await client.init();
@@ -449,6 +451,7 @@ function engineBacktestHelpData() {
             "runs.create is write (not high-risk-write); --yes is not required",
             "Do not pass --token; use alphafox auth login",
             "--replay-timeframe defaults to 1m (min 1m). Indicator series still download their native plan timeframes.",
+            "Raw Engine worker logs, including per-trade output, are hidden by default. Use --verbose to forward them.",
             "--data-quality defaults to basic: hard tape failures still stop, soft gaps finish the run and appear as coverageNotice (prefix_gap less severe, internal_gap more severe). Use --data-quality strict to fail on any gap.",
         ],
     };

package/dist/engine-backtest/sweep-command.js

@@ -85,7 +85,7 @@ async function executeEngineBacktestSweep(args, flags, env = process.env, deps =
     const { wasm, runner } = await loadRuntime(deps, env);
     const clients = [];
     try {
-        const client = wasm.createNodeBacktestClient();
+        const client = wasm.createNodeBacktestClient({ verbose: args.verbose });
         clients.push(client);
         if (typeof client.init === "function") {
             await client.init();
@@ -221,7 +221,7 @@ async function executeEngineBacktestSweep(args, flags, env = process.env, deps =
         }
         emitProgress("tape", 1);
         while (clients.length < concurrency) {
-            const extra = wasm.createNodeBacktestClient();
+            const extra = wasm.createNodeBacktestClient({ verbose: args.verbose });
             clients.push(extra);
             if (typeof extra.init === "function") {
                 await extra.init();

package/dist/engine-backtest/types.d.ts

@@ -50,6 +50,8 @@ export interface EngineBacktestRunArgs {
     readonly configSchemaVersion?: number;
     readonly executionModelOverride?: Partial<ExecutionModel>;
     readonly persist: boolean;
+    /** Forward raw Engine WASM worker stdout/stderr. Disabled by default. */
+    readonly verbose: boolean;
     /** Replay/download bar. Defaults to 1m; never finer. */
     readonly replayTimeframe: string;
 }
@@ -256,7 +258,9 @@ export interface BacktestClientLike {
     terminate(): void;
 }
 export interface BacktestWasmModule {
-    createNodeBacktestClient(options?: unknown): BacktestClientLike;
+    createNodeBacktestClient(options?: {
+        readonly verbose?: boolean;
+    }): BacktestClientLike;
 }
 export interface BacktestRunnerModule {
     loadTape(request: {

package/dist/skills-manifest.json

@@ -1,153 +1,153 @@
 {
   "schemaVersion": 1,
   "packageName": "@alphafox/cli",
-  "packageVersion": "0.3.21",
+  "packageVersion": "0.3.22",
   "contractVersion": "2026-08-31",
-  "bundleHash": "3b1e1c9968daa5b78e782cdb9a3e824b9fd69dfe20c90fd81fe457dd5b051f53",
+  "bundleHash": "0ff8e818dd5a2f06d7d0df63d681bdf04163b9b09d8626da99c033a97aa8d438",
   "skills": [
     {
       "name": "alphafox",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "2152cddf61791a680d9a12e561afa858f70ae862fe938ffdda8c9224f186664e",
+          "sha256": "454ddd309258874eb35bf567cd9ac3f524ecd212cd0a76599b8ae96ca50b9658",
           "size": 7950
         }
       ],
-      "hash": "1cebc25d526364cf90f859407485d7431fb04921e7b7f2102c3f2cc1c52ae1f6"
+      "hash": "10dc9fcb503d2e09dda7284818fcebd1223d97fb3c8e95e7757ea6db86a239b2"
     },
     {
       "name": "alphafox-account",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "9897b6cdc67bc3b439d0ee8d20a73b1b195f434282f443cdd4b386da64926148",
+          "sha256": "ab83a22f7960d1b94d1f3874cd464c705c9eafb77b3b132ad3d2c092b343227b",
           "size": 784
         }
       ],
-      "hash": "c11aaaa4a6fff64003f2ed6f842eb2879da9de82d90bb86e7b95224b958621f0"
+      "hash": "b0de2c06865dd85be5655358e2fe20bd54dd2db29af73c225e43e3e5c4464649"
     },
     {
       "name": "alphafox-admin",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "bc94cab7004cb17c8b87c4af22d3dfe95bf51c4bdde3bd84cdaebbc056584322",
+          "sha256": "a30aa7f40d67e32068f909481906a548da713f05dfb8562eebb05bc09d90bca7",
           "size": 2078
         }
       ],
-      "hash": "073a7e1cc246b0c77a376e279ba09d7e049639c8e63074415fcfe26198ee1903"
+      "hash": "e0aa20827c3299dc996c74ef27b7708bd32275e3a61362b07be367fc565e735a"
     },
     {
       "name": "alphafox-auth",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "c576ef7a5ac20933def1bc334e3347b0951ad0692ff4b4ea92fe89a4052b5ee4",
+          "sha256": "eab220c69f31de56f7bdfde7722723c2bc9a667539f62bc8faae7234642412be",
           "size": 2371
         }
       ],
-      "hash": "41c831e8be2311f3abf393a9a502b2bbe6f79a383dfa9ee125a6b6f70e38e2f4"
+      "hash": "02c24ece7d90d42afd81c249184925ec970602e0226deafd290ff1d7d2e2dfa9"
     },
     {
       "name": "alphafox-cache",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "7b068ca3e06f221ea9306d441c56468852dfbb965e07f1675f1c423587520ca8",
+          "sha256": "ebdf0007dfb04f2e2285b2e4cf738e6b70c46b40f67b22f2ec024be79e1ff895",
           "size": 1530
         }
       ],
-      "hash": "8d97f1d8c423dbdabdf6aaf66e2d129d76319b0d4b803690cfe454239e237088"
+      "hash": "7ebf4b0457e8c61fdd28601dbd95ef3b36eb2d4935e1f38448273e329ae69013"
     },
     {
       "name": "alphafox-engine-backtest",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "a957f0785e76a077b6d1f9f1fa80d43e4a1474ea65d7b2960677c42cdb6f66e2",
+          "sha256": "2a30ee16622c6a4cf1f9f40519be544d0f089a62eba4ffdd48d726f153760de3",
           "size": 9792
         }
       ],
-      "hash": "a046f3ef1386b5649d4a019458a790adc978c5e9a69b03a58e64a262bf545f1b"
+      "hash": "1aecca4608c0253089e69c1d58746984c2621ab5eccbb45c4e962a7530936663"
     },
     {
       "name": "alphafox-exchange",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "9d11b9c68da4d6948c00b1f2449e170a3ef387f07ccce36db1037d0871b0842a",
+          "sha256": "a065c2af77150a140838580053d688defaafa2c1093c565f9759b2e4f211e3cd",
           "size": 744
         }
       ],
-      "hash": "53b02a31ef1891bbcbb513dae2af48e8978003f3c41585ebab62d940bd8bad07"
+      "hash": "0dd29f8547bdbcfe89789877b32e84f130e88c886cd07cab2785d515ff807a3c"
     },
     {
       "name": "alphafox-market",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "3131b98faddf4a85c87a2a4b0b7fb9c0b6c97159bf38dfc61a1c2a2367fc0020",
+          "sha256": "ca9d73c21724cf2e9b2f4ab9128f5ca883c70530ee4dc7268ea05c3a9d226083",
           "size": 3079
         }
       ],
-      "hash": "df030475f2d0c4b53312bc1be8f1c3555062076074c0c207e3d8cd7a223d4f05"
+      "hash": "e5582689e8c8ca0e2ffcb334ba454b12400e9591070c9728b31e39db42c276a0"
     },
     {
       "name": "alphafox-notification",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "163a697d7c107152dc0a20dcabd06f1d9eb5b9395289e940b228cf599e7e901e",
+          "sha256": "05485ee0d3bec411583f57ecb711555a5353d50fbf76ab92aaa45e2de4abdf20",
           "size": 699
         }
       ],
-      "hash": "eab1329002b3e97d8a71800de23595a1df35cd0db3e7751382820df5244c9865"
+      "hash": "a139b26ee840f4f6c3bf46e92809ef5db1af29b446e572b5254808a639f86f27"
     },
     {
       "name": "alphafox-shared",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "95c311b9b091d5c6c21928c499568bba7d78bbf48ffc78204f54560c828213b8",
+          "sha256": "b7bbdf683b12975538c26e38a05dce89d0c0f1a19a5cc73569e2c709fbb5d04b",
           "size": 6920
         }
       ],
-      "hash": "5b84d0c16f8d1e0b2b5caefa6a5683650450249615fe186d48e987d42eebd264"
+      "hash": "7c7750ba8bf2d2dbf51c8fb134ac958076773f9572f9082497925bb8b255de13"
     },
     {
       "name": "alphafox-strategy",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "b61a5d3b32c0caaa29280676d0a38c32d895b13991056b8adbde584baeb751d2",
+          "sha256": "01540ff5e1076eab22515991199be407263d942bc7608628c377b81eb0157cd7",
           "size": 7185
         }
       ],
-      "hash": "fa63c05d477ffb58e32c8c8e301189135d78e1a80bcb57cd7997a8533869f5f7"
+      "hash": "e2e0e0a6bae21e5f97ed6ba42d66e90cf51c76b6601cdad606630c3743441909"
     },
     {
       "name": "alphafox-trading",
-      "version": "0.3.21",
+      "version": "0.3.22",
       "files": [
         {
           "path": "SKILL.md",
-          "sha256": "2142e880981ec69bcc4e2605e1f7fd950b0b058ea70d47e7f67b5147c0e6313b",
+          "sha256": "4b862b2f01534e0fda2c6667bc39a972f2cd9692f8967a0496b941411b745967",
           "size": 4921
         }
       ],
-      "hash": "cd4386cd59f54ca31eac44cc6fa17eb9b74d0be925f06087d083d9d2370481bd"
+      "hash": "d8c0388da25fd4964d6ca8d4668ec0a0778669e0fbc22e85952b7eca80869205"
     }
   ]
 }

package/dist/version.d.ts

@@ -1,4 +1,4 @@
 export declare const CLI_NAME = "alphafox";
 export declare const CLI_PACKAGE = "@alphafox/cli";
-export declare const CLI_VERSION = "0.3.21";
+export declare const CLI_VERSION = "0.3.22";
 export { CATALOG_VERSION as CLI_CONTRACT_VERSION } from "./catalog/operations";

package/dist/version.js

@@ -3,6 +3,6 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.CLI_CONTRACT_VERSION = exports.CLI_VERSION = exports.CLI_PACKAGE = exports.CLI_NAME = void 0;
 exports.CLI_NAME = "alphafox";
 exports.CLI_PACKAGE = "@alphafox/cli";
-exports.CLI_VERSION = "0.3.21";
+exports.CLI_VERSION = "0.3.22";
 var operations_1 = require("./catalog/operations");
 Object.defineProperty(exports, "CLI_CONTRACT_VERSION", { enumerable: true, get: function () { return operations_1.CATALOG_VERSION; } });

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@alphafox/cli",
-  "version": "0.3.21",
+  "version": "0.3.22",
   "description": "AlphaFox CLI — Agent/Human entry for the public Application API.",
   "type": "commonjs",
   "bin": {

package/skills/account/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-account
 description: Account, wallet, and subscription read paths.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Account / wallet

package/skills/admin/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-admin
 description: Admin-only operations reusing Web role authorization.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Admin

package/skills/alphafox/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox
 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 回测 or 运行策略, include the dashboard URL from the domain skill. When the user asks 排行榜, include https://www.alphafox.app/zh/dashboard/leaderboard. 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.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # AlphaFox

package/skills/alphafox-shared/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-shared
 description: Shared AlphaFox CLI rules for Agents — auth, profiles, envelopes, risk gates, public operationIds, and dashboard links after 回测 / 运行策略 / 排行榜.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # AlphaFox shared Agent contract

package/skills/auth/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-auth
 description: Login, status, logout, whoami, and environment isolation for AlphaFox CLI.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Auth Skill

package/skills/cache/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-cache
 description: Inspect and clean local Engine backtest caches (downloaded OHLCV tape and wasm runtime). Use when the user asks to 清理缓存, free disk, or after a large historical backtest.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Cache

package/skills/engine-backtest/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-engine-backtest
 description: Local Engine WASM backtest (alphafox engine-backtest run|sweep) vs catalog experiment CRUD. After a persisted run, include https://www.alphafox.app/zh/dashboard/traders/backtest/{experimentId}.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Engine Backtest

package/skills/exchange/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-exchange
 description: Exchange connectors list and connection management via Public API.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Exchange connectors

package/skills/market/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-market
 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.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Market

package/skills/notification/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-notification
 description: Notification channels and subscriptions.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Notification

package/skills/strategy/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-strategy
 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.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Strategy definitions

package/skills/trading/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-trading
 description: Running strategies (traders) — create, list, start, and stop. A trader is a live or paper strategy instance (grid, dca, copy, …), not a person. Default Engine create uses autoStart true (创建即开始). Use autoStart false only when the user asks to create without starting. After create or start, include https://www.alphafox.app/zh/dashboard/traders/{traderId}.
-version: 0.3.21
+version: 0.3.22
 ---
 
 # Running strategies (traders)

package/vendor/backtest-runner/README.md

@@ -80,6 +80,8 @@ const scenario = assembleScenario({
 
 与 web `tape-loader.series.ts` 对齐：Binance 1500、OKX 100、Bybit / Bitget 1000、Hyperliquid 5000。Bitget 另受约 89 天请求跨度限制；Hyperliquid 分页带 `until` 窗口。
 
+长区间会拆成最多 8 个可独立下载的时间窗口；不同 `symbol × timeframe` 与同一序列的时间窗口共用一个全局 8 请求池，避免嵌套并发放大。相邻窗口保留一根重叠 K 线，合并时按时间去重；同时间戳内容不一致会抛出 `invalid_ohlcv`，不会静默选取其中一份。
+
 ## 数据质量
 
 - `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。

package/vendor/backtest-runner/index.d.ts

@@ -316,7 +316,7 @@ export interface TapeProxyOptions {
 export interface TapeLoadOptions extends TapeProxyOptions {
   readonly cache?: FileTapeCache | false | "disable";
   readonly cacheDir?: string;
-  /** Independent series fetches; default 4, hard cap 8. Pagination stays serial. */
+  /** Shared series and time-window request budget; default and hard cap are 8. */
   readonly seriesConcurrency?: number;
   readonly nowMs?: number;
   readonly onProgress?: (progress: TapeLoadProgress) => void;
@@ -353,7 +353,7 @@ export interface TapeLoadResult {
   };
 }
 
-export const DEFAULT_TAPE_SERIES_CONCURRENCY: 4;
+export const DEFAULT_TAPE_SERIES_CONCURRENCY: 8;
 export const MAX_TAPE_SERIES_CONCURRENCY: 8;
 
 export function resolveTapeSeriesConcurrency(value?: number): number;
@@ -364,6 +364,12 @@ export function mapWithConcurrency<T, R>(
   worker: (item: T, index: number) => Promise<R>
 ): Promise<R[]>;
 
+export function limitTapeOhlcvConcurrency(
+  exchange: Pick<TapeRuntimeExchange, "fetchOHLCV">,
+  concurrency: number,
+  signal?: AbortSignal
+): Pick<TapeRuntimeExchange, "fetchOHLCV">;
+
 export function loadTape(
   request: TapeLoadRequest,
   options?: TapeLoadOptions

package/vendor/backtest-runner/index.mjs

@@ -55,10 +55,13 @@ export {
 export {
   DEFAULT_TAPE_SERIES_CONCURRENCY,
   MAX_TAPE_SERIES_CONCURRENCY,
-  loadTape,
+  limitTapeOhlcvConcurrency,
   mapWithConcurrency,
-  resolveTapeCache,
   resolveTapeSeriesConcurrency,
+} from "./lib/tape-loader-concurrency.mjs";
+export {
+  loadTape,
+  resolveTapeCache,
   effectiveTapeEndMs,
   inferFundingIntervals,
   classifyTapeSymbolsForPreflight,

package/vendor/backtest-runner/lib/series.mjs

@@ -12,19 +12,14 @@ import {
   ENGINE_BACKTEST_WARMUP_CANDLES,
   TIMEFRAME_MS,
 } from "./timeframes.mjs";
+import {
+  fetchClosedOhlcvRange,
+  isClosedCandle,
+} from "./tape-loader-range.mjs";
 
 const WARMUP_CANDLES = ENGINE_BACKTEST_WARMUP_CANDLES;
-const BITGET_OHLCV_MAX_REQUEST_SPAN_MS = 89 * 86_400_000;
-
-export { TIMEFRAME_MS };
 
-export function isClosedCandle(timestampMs, timeframe, toMs) {
-  const stepMs = TIMEFRAME_MS[timeframe];
-  if (!stepMs) {
-    throw new Error(`不支持的 timeframe：${timeframe}`);
-  }
-  return timestampMs + stepMs <= toMs;
-}
+export { fetchClosedOhlcvRange, isClosedCandle, TIMEFRAME_MS };
 
 export function ohlcvSeriesStartMs(fromMs, timeframe, market) {
   const stepMs = TIMEFRAME_MS[timeframe];
@@ -207,164 +202,3 @@ function concatMonotonicRows(head, tail) {
   const lastHeadTimestamp = head[head.length - 1][0];
   return [...head, ...tail.filter((row) => row[0] > lastHeadTimestamp)];
 }
-
-export async function fetchClosedOhlcvRange(request) {
-  const stepMs = TIMEFRAME_MS[request.timeframe];
-  if (!stepMs) {
-    throw new Error(`不支持的 timeframe：${request.timeframe}`);
-  }
-  const pageLimit = ohlcvPageLimitForTimeframe(
-    request.exchangeDefinition,
-    request.runtimeConfig,
-    request.timeframe
-  );
-  const rows = [];
-  const totalSpan = Math.max(1, request.toMs - request.sinceMs);
-  let cursor = request.sinceMs;
-  let emptyPrefixLowerMs = null;
-  let nonEmptyPrefixUpperMs = null;
-  let prefixResolved = false;
-
-  while (cursor < request.toMs) {
-    request.signal?.throwIfAborted();
-    const fetchSinceMs =
-      request.exchangeDefinition.ccxtId === "bitget"
-        ? Math.max(0, cursor - 1)
-        : cursor;
-    const requestParams = {
-      ...request.runtimeConfig.requestParams,
-    };
-    if (request.exchangeDefinition.ccxtId === "hyperliquid") {
-      requestParams.until = Math.min(
-        request.toMs,
-        fetchSinceMs + (pageLimit - 1) * stepMs
-      );
-    }
-    const page = await abortable(
-      request.exchange.fetchOHLCV(
-        request.symbol,
-        request.timeframe,
-        fetchSinceMs,
-        pageLimit,
-        requestParams
-      ),
-      request.signal
-    );
-    request.signal?.throwIfAborted();
-
-    if (!prefixResolved && rows.length === 0 && emptyPrefixLowerMs !== null) {
-      if (page.length === 0) {
-        emptyPrefixLowerMs = cursor;
-        if (cursor >= request.fromMs) break;
-      } else {
-        nonEmptyPrefixUpperMs = cursor;
-      }
-      const upperMs = nonEmptyPrefixUpperMs ?? request.fromMs;
-      if (
-        nonEmptyPrefixUpperMs !== null &&
-        upperMs - emptyPrefixLowerMs <= stepMs
-      ) {
-        cursor = upperMs;
-        prefixResolved = true;
-        continue;
-      }
-      cursor = midpointCursorMs(emptyPrefixLowerMs, upperMs, stepMs);
-      continue;
-    }
-
-    if (page.length === 0) {
-      if (!prefixResolved && rows.length === 0 && cursor < request.fromMs) {
-        emptyPrefixLowerMs = cursor;
-        cursor = midpointCursorMs(cursor, request.fromMs, stepMs);
-        continue;
-      }
-      break;
-    }
-    prefixResolved = true;
-
-    for (const raw of page) {
-      if (raw.length < 6) {
-        throw new TapeDataUnavailableError([
-          {
-            code: "invalid_ohlcv",
-            symbol: request.symbol,
-            timeframe: request.timeframe,
-          },
-        ]);
-      }
-      const timestamp = Number(raw[0]);
-      if (!Number.isFinite(timestamp)) {
-        throw new TapeDataUnavailableError([
-          {
-            code: "invalid_ohlcv",
-            symbol: request.symbol,
-            timeframe: request.timeframe,
-          },
-        ]);
-      }
-      if (!isClosedCandle(timestamp, request.timeframe, request.toMs)) {
-        continue;
-      }
-      if (rows.length > 0 && timestamp <= rows[rows.length - 1][0]) {
-        throw new TapeDataUnavailableError([
-          {
-            code: "non_monotonic",
-            symbol: request.symbol,
-            timeframe: request.timeframe,
-            expected: rows[rows.length - 1][0] + stepMs,
-            actual: timestamp,
-            timestamp,
-          },
-        ]);
-      }
-      rows.push([
-        timestamp,
-        Number(raw[1]),
-        Number(raw[2]),
-        Number(raw[3]),
-        Number(raw[4]),
-        Number(raw[5]),
-      ]);
-    }
-    const lastTimestamp = Number(page[page.length - 1][0]);
-    const nextCursor = lastTimestamp + stepMs;
-    if (nextCursor <= cursor) {
-      break;
-    }
-    cursor = nextCursor;
-    request.onFraction?.(Math.min(1, (cursor - request.sinceMs) / totalSpan));
-  }
-  if (rows.length === 0 && !request.allowEmpty) {
-    throw new TapeDataUnavailableError([
-      {
-        code: "ohlcv_missing",
-        symbol: request.symbol,
-        timeframe: request.timeframe,
-      },
-    ]);
-  }
-  return rows;
-}
-
-function ohlcvPageLimitForTimeframe(exchange, runtimeConfig, timeframe) {
-  if (exchange.ccxtId !== "bitget") {
-    return runtimeConfig.ohlcvPageLimit;
-  }
-  const stepMs = TIMEFRAME_MS[timeframe];
-  return Math.max(
-    1,
-    Math.min(
-      runtimeConfig.ohlcvPageLimit,
-      Math.floor(BITGET_OHLCV_MAX_REQUEST_SPAN_MS / stepMs)
-    )
-  );
-}
-
-function midpointCursorMs(lowerMs, upperMs, stepMs) {
-  if (upperMs - lowerMs <= stepMs) {
-    return upperMs;
-  }
-  const midpointMs = lowerMs + Math.floor((upperMs - lowerMs) / 2);
-  const alignedMs = Math.floor(midpointMs / stepMs) * stepMs;
-  return Math.min(upperMs, Math.max(lowerMs + 1, alignedMs));
-}

package/vendor/backtest-runner/lib/tape-loader-concurrency.mjs

@@ -0,0 +1,72 @@
+export const DEFAULT_TAPE_SERIES_CONCURRENCY = 8;
+export const MAX_TAPE_SERIES_CONCURRENCY = 8;
+
+export function resolveTapeSeriesConcurrency(value) {
+  if (typeof value === "number" && Number.isFinite(value) && value >= 1) {
+    return Math.min(
+      MAX_TAPE_SERIES_CONCURRENCY,
+      Math.max(1, Math.floor(value))
+    );
+  }
+  return DEFAULT_TAPE_SERIES_CONCURRENCY;
+}
+
+export async function mapWithConcurrency(items, concurrency, worker) {
+  const list = [...items];
+  if (list.length === 0) return [];
+
+  const limit = Math.min(
+    list.length,
+    Math.max(1, Math.floor(Number(concurrency)) || 1)
+  );
+  const results = new Array(list.length);
+  let nextIndex = 0;
+  async function runWorker() {
+    while (true) {
+      const index = nextIndex;
+      nextIndex += 1;
+      if (index >= list.length) return;
+      results[index] = await worker(list[index], index);
+    }
+  }
+  await Promise.all(Array.from({ length: limit }, () => runWorker()));
+  return results;
+}
+
+/** Shares one request budget across series workers and their time windows. */
+export function limitTapeOhlcvConcurrency(exchange, concurrency, signal) {
+  const limit = resolveTapeSeriesConcurrency(concurrency);
+  const queue = [];
+  let active = 0;
+
+  const drain = () => {
+    while (active < limit) {
+      const task = queue.shift();
+      if (!task) return;
+      active += 1;
+      void task().finally(() => {
+        active -= 1;
+        drain();
+      });
+    }
+  };
+  const schedule = (operation) =>
+    new Promise((resolve, reject) => {
+      queue.push(async () => {
+        try {
+          signal?.throwIfAborted();
+          resolve(await operation());
+        } catch (error) {
+          reject(error);
+        }
+      });
+      drain();
+    });
+
+  return {
+    fetchOHLCV: (symbol, timeframe, since, pageLimit, params) =>
+      schedule(() =>
+        exchange.fetchOHLCV(symbol, timeframe, since, pageLimit, params)
+      ),
+  };
+}

package/vendor/backtest-runner/lib/tape-loader-range-plan.mjs

@@ -0,0 +1,77 @@
+import { TapeDataUnavailableError } from "./coverage.mjs";
+import { MAX_TAPE_SERIES_CONCURRENCY } from "./tape-loader-concurrency.mjs";
+
+export function planOhlcvTimeSegments(request, stepMs, pageLimit) {
+  const candleCount = Math.max(
+    0,
+    Math.ceil((request.toMs - request.sinceMs) / stepMs)
+  );
+  const segmentCount = Math.min(
+    MAX_TAPE_SERIES_CONCURRENCY,
+    Math.max(1, Math.ceil(candleCount / pageLimit))
+  );
+  if (segmentCount === 1) {
+    return [{ sinceMs: request.sinceMs, untilMs: request.toMs }];
+  }
+
+  const candlesPerSegment = Math.ceil(candleCount / segmentCount);
+  return Array.from({ length: segmentCount }, (_, index) => {
+    const logicalStartMs = request.sinceMs + index * candlesPerSegment * stepMs;
+    return {
+      // Overlap preserves bars whose exchange open time is not split-aligned.
+      sinceMs:
+        index === 0
+          ? request.sinceMs
+          : Math.max(request.sinceMs, logicalStartMs - stepMs),
+      untilMs: Math.min(
+        request.toMs,
+        request.sinceMs + (index + 1) * candlesPerSegment * stepMs
+      ),
+    };
+  }).filter((segment) => segment.untilMs > segment.sinceMs);
+}
+
+export function createSegmentRequest(request, segment, onFraction) {
+  return {
+    ...request,
+    sinceMs: segment.sinceMs,
+    toMs: segment.untilMs,
+    fromMs: Math.min(
+      segment.untilMs,
+      Math.max(segment.sinceMs, request.fromMs)
+    ),
+    allowEmpty: true,
+    onFraction,
+  };
+}
+
+export function mergeOhlcvTimeSegments(request, segments) {
+  const rowsByTimestamp = new Map();
+  for (const rows of segments) {
+    for (const row of rows) {
+      if (row[0] < request.sinceMs) continue;
+      const existing = rowsByTimestamp.get(row[0]);
+      if (existing && !sameOhlcvRow(existing, row)) {
+        throw new TapeDataUnavailableError([
+          {
+            code: "invalid_ohlcv",
+            symbol: request.symbol,
+            timeframe: request.timeframe,
+            timestamp: row[0],
+            message: "concurrent OHLCV windows returned conflicting candles",
+          },
+        ]);
+      }
+      rowsByTimestamp.set(row[0], row);
+    }
+  }
+  return [...rowsByTimestamp.values()].sort((left, right) => left[0] - right[0]);
+}
+
+export function averageProgress(values) {
+  return values.reduce((sum, value) => sum + value, 0) / values.length;
+}
+
+function sameOhlcvRow(left, right) {
+  return left.every((value, index) => value === right[index]);
+}

package/vendor/backtest-runner/lib/tape-loader-range.mjs

@@ -0,0 +1,222 @@
+import { abortable } from "./abortable.mjs";
+import { TapeDataUnavailableError } from "./coverage.mjs";
+import {
+  averageProgress,
+  createSegmentRequest,
+  mergeOhlcvTimeSegments,
+  planOhlcvTimeSegments,
+} from "./tape-loader-range-plan.mjs";
+import { TIMEFRAME_MS } from "./timeframes.mjs";
+
+const BITGET_OHLCV_MAX_REQUEST_SPAN_MS = 89 * 86_400_000;
+
+export function isClosedCandle(timestampMs, timeframe, toMs) {
+  return timestampMs + timeframeStepMs(timeframe) <= toMs;
+}
+
+export async function fetchClosedOhlcvRange(request) {
+  const stepMs = timeframeStepMs(request.timeframe);
+  const pageLimit = ohlcvPageLimitForTimeframe(
+    request.exchangeDefinition,
+    request.runtimeConfig,
+    request.timeframe
+  );
+  const segments = planOhlcvTimeSegments(request, stepMs, pageLimit);
+  if (segments.length === 1) {
+    return fetchClosedOhlcvTimeSegment(request, pageLimit);
+  }
+
+  const progress = new Array(segments.length).fill(0);
+  const segmentRows = await Promise.all(
+    segments.map((segment, index) =>
+      fetchClosedOhlcvTimeSegment(
+        createSegmentRequest(request, segment, (fraction) => {
+          progress[index] = fraction;
+          request.onFraction?.(averageProgress(progress));
+        }),
+        pageLimit
+      )
+    )
+  );
+  const rows = mergeOhlcvTimeSegments(request, segmentRows);
+  if (rows.length === 0 && !request.allowEmpty) {
+    throw missingOhlcvError(request);
+  }
+  request.onFraction?.(1);
+  return rows;
+}
+
+async function fetchClosedOhlcvTimeSegment(request, pageLimit) {
+  const stepMs = timeframeStepMs(request.timeframe);
+  const rows = [];
+  const totalSpan = Math.max(1, request.toMs - request.sinceMs);
+  let cursor = request.sinceMs;
+  let emptyPrefixLowerMs = null;
+  let nonEmptyPrefixUpperMs = null;
+  let prefixResolved = false;
+
+  while (cursor < request.toMs) {
+    request.signal?.throwIfAborted();
+    const fetchSinceMs = resolveFetchSinceMs(request, cursor);
+    const page = await fetchOhlcvPage(request, fetchSinceMs, pageLimit, stepMs);
+    request.signal?.throwIfAborted();
+
+    const prefix = resolveEmptyPrefix({
+      request,
+      page,
+      rows,
+      cursor,
+      stepMs,
+      emptyPrefixLowerMs,
+      nonEmptyPrefixUpperMs,
+      prefixResolved,
+    });
+    if (prefix) {
+      ({ cursor, emptyPrefixLowerMs, nonEmptyPrefixUpperMs, prefixResolved } =
+        prefix);
+      if (prefix.done) break;
+      continue;
+    }
+    if (page.length === 0) break;
+    prefixResolved = true;
+    appendPageRows(request, rows, page, stepMs);
+    const nextCursor = Number(page[page.length - 1][0]) + stepMs;
+    if (nextCursor <= cursor) break;
+    cursor = nextCursor;
+    request.onFraction?.(Math.min(1, (cursor - request.sinceMs) / totalSpan));
+  }
+  if (rows.length === 0 && !request.allowEmpty) {
+    throw missingOhlcvError(request);
+  }
+  return rows;
+}
+
+function resolveEmptyPrefix(input) {
+  if (input.prefixResolved || input.rows.length > 0) return null;
+  if (input.page.length === 0 && input.cursor >= input.request.fromMs) {
+    return { ...input, done: true };
+  }
+  if (input.page.length > 0 && input.emptyPrefixLowerMs === null) return null;
+
+  const emptyPrefixLowerMs =
+    input.page.length === 0 ? input.cursor : input.emptyPrefixLowerMs;
+  const nonEmptyPrefixUpperMs =
+    input.page.length > 0 ? input.cursor : input.nonEmptyPrefixUpperMs;
+  const upperMs = nonEmptyPrefixUpperMs ?? input.request.fromMs;
+  const prefixResolved =
+    nonEmptyPrefixUpperMs !== null &&
+    upperMs - (emptyPrefixLowerMs ?? upperMs) <= input.stepMs;
+  return {
+    cursor: prefixResolved
+      ? upperMs
+      : midpointCursorMs(
+          emptyPrefixLowerMs ?? input.cursor,
+          upperMs,
+          input.stepMs
+        ),
+    emptyPrefixLowerMs,
+    nonEmptyPrefixUpperMs,
+    prefixResolved,
+    done: false,
+  };
+}
+
+async function fetchOhlcvPage(request, fetchSinceMs, pageLimit, stepMs) {
+  const params = { ...request.runtimeConfig.requestParams };
+  if (request.exchangeDefinition.ccxtId === "hyperliquid") {
+    params.until = Math.min(
+      request.toMs,
+      fetchSinceMs + (pageLimit - 1) * stepMs
+    );
+  }
+  return abortable(
+    request.exchange.fetchOHLCV(
+      request.symbol,
+      request.timeframe,
+      fetchSinceMs,
+      pageLimit,
+      params
+    ),
+    request.signal
+  );
+}
+
+function appendPageRows(request, rows, page, stepMs) {
+  for (const raw of page) {
+    const timestamp = Number(raw[0]);
+    if (raw.length < 6 || !Number.isFinite(timestamp)) {
+      throw invalidOhlcvError(request);
+    }
+    if (!isClosedCandle(timestamp, request.timeframe, request.toMs)) continue;
+    if (rows.length > 0 && timestamp <= rows[rows.length - 1][0]) {
+      throw new TapeDataUnavailableError([
+        {
+          code: "non_monotonic",
+          symbol: request.symbol,
+          timeframe: request.timeframe,
+          expected: rows[rows.length - 1][0] + stepMs,
+          actual: timestamp,
+          timestamp,
+        },
+      ]);
+    }
+    rows.push([
+      timestamp,
+      Number(raw[1]),
+      Number(raw[2]),
+      Number(raw[3]),
+      Number(raw[4]),
+      Number(raw[5]),
+    ]);
+  }
+}
+
+function resolveFetchSinceMs(request, cursor) {
+  return request.exchangeDefinition.ccxtId === "bitget"
+    ? Math.max(0, cursor - 1)
+    : cursor;
+}
+
+function ohlcvPageLimitForTimeframe(exchange, runtimeConfig, timeframe) {
+  if (exchange.ccxtId !== "bitget") return runtimeConfig.ohlcvPageLimit;
+  return Math.max(
+    1,
+    Math.min(
+      runtimeConfig.ohlcvPageLimit,
+      Math.floor(BITGET_OHLCV_MAX_REQUEST_SPAN_MS / timeframeStepMs(timeframe))
+    )
+  );
+}
+
+function timeframeStepMs(timeframe) {
+  const stepMs = TIMEFRAME_MS[timeframe];
+  if (!stepMs) throw new Error(`不支持的 timeframe：${timeframe}`);
+  return stepMs;
+}
+
+function midpointCursorMs(lowerMs, upperMs, stepMs) {
+  if (upperMs - lowerMs <= stepMs) return upperMs;
+  const midpointMs = lowerMs + Math.floor((upperMs - lowerMs) / 2);
+  const alignedMs = Math.floor(midpointMs / stepMs) * stepMs;
+  return Math.min(upperMs, Math.max(lowerMs + 1, alignedMs));
+}
+
+function invalidOhlcvError(request) {
+  return new TapeDataUnavailableError([
+    {
+      code: "invalid_ohlcv",
+      symbol: request.symbol,
+      timeframe: request.timeframe,
+    },
+  ]);
+}
+
+function missingOhlcvError(request) {
+  return new TapeDataUnavailableError([
+    {
+      code: "ohlcv_missing",
+      symbol: request.symbol,
+      timeframe: request.timeframe,
+    },
+  ]);
+}

package/vendor/backtest-runner/lib/tape-loader.mjs

@@ -19,9 +19,15 @@ import {
   buildCcxtConstructorOptions,
   ccxtExchangeClientCacheKey,
 } from "./proxy.mjs";
-import { loadSeriesWithCache, TIMEFRAME_MS } from "./series.mjs";
+import { loadSeriesWithCache } from "./series.mjs";
+import {
+  limitTapeOhlcvConcurrency,
+  mapWithConcurrency,
+  resolveTapeSeriesConcurrency,
+} from "./tape-loader-concurrency.mjs";
 import {
   ENGINE_BACKTEST_BASE_TIMEFRAME,
+  TIMEFRAME_MS,
   baseTimeframeStepMs,
   resolvePlanBaseTimeframe,
 } from "./timeframes.mjs";
@@ -40,47 +46,8 @@ const FUNDING_INTERVALS = [
   { interval: "8h", spacingMs: 28_800_000 },
 ];
 
-/** Independent symbol×timeframe (and funding) fetches. Pagination stays serial. */
-export const DEFAULT_TAPE_SERIES_CONCURRENCY = 4;
-export const MAX_TAPE_SERIES_CONCURRENCY = 8;
-
 const exchangePromises = new Map();
 
-export function resolveTapeSeriesConcurrency(value) {
-  if (typeof value === "number" && Number.isFinite(value) && value >= 1) {
-    return Math.min(
-      MAX_TAPE_SERIES_CONCURRENCY,
-      Math.max(1, Math.floor(value))
-    );
-  }
-  return DEFAULT_TAPE_SERIES_CONCURRENCY;
-}
-
-export async function mapWithConcurrency(items, concurrency, worker) {
-  const list = [...items];
-  if (list.length === 0) {
-    return [];
-  }
-  const limit = Math.min(
-    list.length,
-    Math.max(1, Math.floor(Number(concurrency)) || 1)
-  );
-  const results = new Array(list.length);
-  let nextIndex = 0;
-  async function runWorker() {
-    while (true) {
-      const index = nextIndex;
-      nextIndex += 1;
-      if (index >= list.length) {
-        return;
-      }
-      results[index] = await worker(list[index], index);
-    }
-  }
-  await Promise.all(Array.from({ length: limit }, () => runWorker()));
-  return results;
-}
-
 export function effectiveTapeEndMs(
   requestedToMs,
   nowMs = Date.now(),
@@ -287,6 +254,11 @@ export async function loadTape(request, options = {}) {
   const dataIssues = [];
   const coverageWarnings = [];
   const coverageIssues = [];
+  const ohlcvExchange = limitTapeOhlcvConcurrency(
+    exchange,
+    seriesConcurrency,
+    request.signal
+  );
   const seriesFractions = new Array(totalSeries).fill(0);
   let lastOhlcvDetail = "";
   const reportOhlcv = (index, fraction, detail) => {
@@ -311,7 +283,7 @@ export async function loadTape(request, options = {}) {
       const detail = `${symbol} ${timeframe}`;
       try {
         const loaded = await loadSeriesWithCache(
-          exchange,
+          ohlcvExchange,
           exchangeDefinition,
           runtimeConfig,
           symbol,