@alphafox/cli 0.3.9 → 0.3.11

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. 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: 0.3.9
+version: 0.3.11
 ---
 
 # AlphaFox
@@ -37,7 +37,7 @@ If several rows apply, load **all** of them (typical: `alphafox-shared` + `alpha
 The CLI may print this on **stderr** at most once every 24 hours:
 
 ```text
-[alphafox] update available: 0.3.8 -> 0.3.9. After the user confirms, run: alphafox update --format json --no-input,
+[alphafox] update available: 0.3.10 -> 0.3.11. After the user confirms, run: alphafox update --format json --no-input,
 ```
 
 If you see that notice (or `updateAvailable: true` from `alphafox update --check`):

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, and public operationIds only.
-version: 0.3.9
+version: 0.3.11
 ---
 
 # 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: 0.3.9
+version: 0.3.11
 ---
 
 # 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: 0.3.9
+version: 0.3.11
 ---
 
 # 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.
-version: 0.3.9
+version: 0.3.11
 ---
 
 # Engine Backtest
@@ -52,7 +52,7 @@ alphafox engine-backtest run \
   --format jsonl --no-input
 ```
 
-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`. `--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.
+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.
 
 `--format jsonl` writes one JSON object per progress line (`{event:"progress",stage,fraction}`), then a final `{ok:true,data:{...}}` envelope.
 
@@ -92,13 +92,14 @@ Owner isolation and 7-day expiry are enforced by the server. Applying a coordina
 
 1. Edit config JSON.
 2. `engine-backtest run` (reuse `--experiment` after the first create).
-3. Read `data.metrics` / `data.engineVersion` / `data.runId` / `data.experimentUrl`.
+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).
 4. Adjust parameters and run again. Do not invent a token flag if persist returns 401 — `alphafox auth login`.
 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.
 
 ## Safety
 
 - Unauthenticated persist/create fails like `whoami` (HTTP 401, exit 77).
+- 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.
 - `strict` data quality: missing/gapped tape **stops**. Do not retry as `basic` unless the operator asks.
 - `planBacktest` unsupported → fail with the plan reason. Do not degrade to a guessed universe.
 - Catalog `engine_backtest.experiments.byId.update` / `.delete` / `.sweeps.byId.delete` are high-risk-write and are **not** this command's run/sweep path.

package/skills/exchange/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-exchange
 description: Exchange connectors list and connection management via Public API.
-version: 0.3.9
+version: 0.3.11
 ---
 
 # 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: 0.3.9
+version: 0.3.11
 ---
 
 # Market

package/skills/notification/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-notification
 description: Notification channels and subscriptions.
-version: 0.3.9
+version: 0.3.11
 ---
 
 # Notification

package/skills/strategy/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: alphafox-strategy
 description: Strategy definitions — list types (grid, dca, copy, …) and validate config. Creating a running strategy is creating a trader; use alphafox-trading for that.
-version: 0.3.9
+version: 0.3.11
 ---
 
 # 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.
-version: 0.3.9
+version: 0.3.11
 ---
 
 # Running strategies (traders)

package/vendor/backtest-runner/README.md

@@ -33,13 +33,13 @@ import {
   assembleScenario,
 } from "@alphafoxai/backtest-runner";
 
-const { tape, buffers, coverageWarnings } = await loadTape({
+const { tape, buffers, coverageWarnings, coverageIssues } = await loadTape({
   exchangeId: "binance_perp_usdt",
   symbols: ["BTC/USDT:USDT"],
   timeframes: ["1m", "1h"],
   fromMs,
   toMs,
-  dataQualityMode: "strict",
+  dataQualityMode: "basic",
 });
 
 const scenario = assembleScenario({
@@ -82,8 +82,8 @@ const scenario = assembleScenario({
 
 ## 数据质量
 
-- `strict`（默认）：任何缺口 / 缺数 / 非法 K 线都抛 `TapeDataUnavailableError`。
-- `basic`：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 `coverageWarnings`。
+- `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。
+- `strict`：任何缺口 / 缺数 / 非法 K 线都抛 `TapeDataUnavailableError`。
 - 禁止 mock 成功或静默降级。
 
 ## 已知限制（相对 alphafox-web）

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

@@ -109,6 +109,7 @@ export function createFileTapeCache(
 export function createDisabledTapeCache(): FileTapeCache;
 
 export type TapeDataQualityMode = "strict" | "basic";
+export const DEFAULT_TAPE_DATA_QUALITY_MODE: TapeDataQualityMode;
 export type TapeDataIssueCode =
   | "market_missing"
   | "ohlcv_missing"
@@ -140,6 +141,17 @@ export function isTapeDataUnavailableError(
   value: unknown
 ): value is TapeDataUnavailableError;
 
+export function summarizeTapeCoverageIssues(issues: readonly TapeDataIssue[]): {
+  readonly prefix: TapeDataIssue[];
+  readonly internal: TapeDataIssue[];
+  readonly other: TapeDataIssue[];
+};
+
+export function formatCoverageSoftWarning(
+  issues: readonly TapeDataIssue[],
+  coverageRatio: number
+): string;
+
 export type EngineBacktestPrecisionMode = "DECIMAL_PLACES" | "TICK_SIZE";
 export type EngineBacktestSubscriptionTier = "free" | "pro" | "pro_max";
 export type EngineBacktestPricePath = "ohlc_path_4" | "close_only";
@@ -334,6 +346,7 @@ export interface TapeLoadResult {
   readonly tape: EngineBacktestTapeInput;
   readonly buffers: Record<string, ArrayBuffer>;
   readonly coverageWarnings: readonly string[];
+  readonly coverageIssues: readonly TapeDataIssue[];
   readonly chartData?: {
     readonly exchangeId: string;
     readonly series: readonly TapeChartSeries[];

package/vendor/backtest-runner/index.mjs

@@ -27,8 +27,11 @@ export {
 export {
   TapeDataUnavailableError,
   isTapeDataUnavailableError,
+  DEFAULT_TAPE_DATA_QUALITY_MODE,
   evaluateOhlcvCoverage,
   analyzeOhlcvCoverage,
+  formatCoverageSoftWarning,
+  summarizeTapeCoverageIssues,
 } from "./lib/coverage.mjs";
 export {
   TIMEFRAME_MS,

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

@@ -178,6 +178,8 @@ export function analyzeOhlcvCoverage(input) {
   };
 }
 
+export const DEFAULT_TAPE_DATA_QUALITY_MODE = "basic";
+
 export function evaluateOhlcvCoverage(input) {
   const report = analyzeOhlcvCoverage(input);
 
@@ -210,12 +212,45 @@ export function evaluateOhlcvCoverage(input) {
   };
 }
 
+export function summarizeTapeCoverageIssues(issues) {
+  const prefix = [];
+  const internal = [];
+  const other = [];
+  for (const item of issues) {
+    if (item.code === "prefix_gap") {
+      prefix.push(item);
+    } else if (item.code === "internal_gap") {
+      internal.push(item);
+    } else {
+      other.push(item);
+    }
+  }
+  return { prefix, internal, other };
+}
+
 export function formatCoverageSoftWarning(issues, coverageRatio) {
-  const codes = [...new Set(issues.map((item) => item.code))].join(", ");
   const sample = issues[0];
   const symbol = sample?.symbol ?? "unknown";
   const timeframe = sample?.timeframe ?? "*";
-  return `${symbol} ${timeframe}: accepted soft data issues (${codes}) with ${(coverageRatio * 100).toFixed(1)}% replay coverage`;
+  const codes = [...new Set(issues.map((item) => item.code))];
+  const summary = summarizeTapeCoverageIssues(issues);
+  const parts = [];
+  if (summary.prefix.length > 0) {
+    parts.push("missing start candles (less severe)");
+  }
+  if (summary.internal.length > 0) {
+    parts.push("missing mid-range candles (more severe)");
+  }
+  if (summary.other.length > 0) {
+    parts.push(
+      `other soft gaps (${summary.other.map((item) => item.code).join(", ")})`
+    );
+  }
+  const detail =
+    parts.length > 0
+      ? parts.join("; ")
+      : `accepted soft data issues (${codes.join(", ")})`;
+  return `${symbol} ${timeframe}: ${detail} with ${(coverageRatio * 100).toFixed(1)}% replay coverage`;
 }
 
 function issue(input, code, detail = {}) {

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

@@ -5,6 +5,7 @@ import {
   DEFAULT_TAPE_CACHE_DIR,
 } from "./cache.mjs";
 import {
+  DEFAULT_TAPE_DATA_QUALITY_MODE,
   formatCoverageSoftWarning,
   isTapeDataUnavailableError,
   TapeDataUnavailableError,
@@ -187,7 +188,8 @@ export async function loadTape(request, options = {}) {
   const seriesConcurrency = resolveTapeSeriesConcurrency(
     options.seriesConcurrency ?? request.seriesConcurrency
   );
-  const dataQualityMode = request.dataQualityMode ?? "strict";
+  const dataQualityMode =
+    request.dataQualityMode ?? DEFAULT_TAPE_DATA_QUALITY_MODE;
   const baseTimeframe = resolvePlanBaseTimeframe({
     baseTimeframe: request.baseTimeframe,
     timeframes: [
@@ -284,6 +286,7 @@ export async function loadTape(request, options = {}) {
   const totalSeries = seriesJobs.length;
   const dataIssues = [];
   const coverageWarnings = [];
+  const coverageIssues = [];
   const seriesFractions = new Array(totalSeries).fill(0);
   let lastOhlcvDetail = "";
   const reportOhlcv = (index, fraction, detail) => {
@@ -343,6 +346,7 @@ export async function loadTape(request, options = {}) {
       continue;
     }
     if (result.loaded.softIssues.length > 0) {
+      coverageIssues.push(...result.loaded.softIssues);
       coverageWarnings.push(
         formatCoverageSoftWarning(
           result.loaded.softIssues,
@@ -409,6 +413,7 @@ export async function loadTape(request, options = {}) {
     },
     buffers,
     coverageWarnings,
+    coverageIssues,
     chartData: {
       exchangeId: exchangeDefinition.id,
       series: chartSeries,