@backtest-kit/ollama 0.1.3 → 0.2.0
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/build/index.cjs +2306 -109
- package/build/index.mjs +2300 -113
- package/package.json +1 -1
- package/types.d.ts +1353 -1
package/build/index.cjs
CHANGED
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@@ -3,16 +3,19 @@
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var agentSwarmKit = require('agent-swarm-kit');
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var diScoped = require('di-scoped');
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var diKit = require('di-kit');
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var backtestKit = require('backtest-kit');
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var path = require('path');
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var MarkdownIt = require('markdown-it');
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var sanitizeHtml = require('sanitize-html');
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var promise = require('markdownlint/promise');
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var markdownlint = require('markdownlint');
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var functoolsKit = require('functools-kit');
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var module$1 = require('module');
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var fs = require('fs/promises');
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var OpenAI = require('openai');
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var messages = require('@langchain/core/messages');
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var xai = require('@langchain/xai');
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var jsonrepair = require('jsonrepair');
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-
var fs = require('fs/promises');
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var inference = require('@huggingface/inference');
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var openai = require('@langchain/openai');
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var lodashEs = require('lodash-es');
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@@ -20,6 +23,7 @@ var ollama$1 = require('ollama');
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var zod$1 = require('openai/helpers/zod');
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var zod = require('zod');
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var _documentCurrentScript = typeof document !== 'undefined' ? document.currentScript : null;
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/**
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* Enumeration of completion strategy types.
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*
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@@ -253,6 +257,19 @@ const publicServices$1 = {
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/** Outline public service for simplified structured completions */
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outlinePublicService: Symbol('outlinePublicService'),
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};
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const promptServices$1 = {
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signalPromptService: Symbol('signalPromptService'),
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};
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const markdownServices$1 = {
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outlineMarkdownService: Symbol('outlineMarkdownService'),
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};
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const optimizerServices$1 = {
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optimizerTemplateService: Symbol('optimizerTemplateService'),
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optimizerSchemaService: Symbol('optimizerSchemaService'),
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optimizerValidationService: Symbol('optimizerValidationService'),
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optimizerConnectionService: Symbol('optimizerConnectionService'),
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optimizerGlobalService: Symbol('optimizerGlobalService'),
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};
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/**
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* Service type identifier registry for dependency injection.
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*
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@@ -271,10 +288,169 @@ const publicServices$1 = {
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const TYPES = {
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...commonServices$1,
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...baseServices$1,
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...promptServices$1,
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...markdownServices$1,
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...optimizerServices$1,
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...privateServices$1,
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...publicServices$1,
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};
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/**
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* Warning threshold for message size in kilobytes.
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* Messages exceeding this size trigger console warnings.
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*/
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const WARN_KB = 30;
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/**
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* Internal function for dumping signal data to markdown files.
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* Creates a directory structure with system prompts, user messages, and LLM output.
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*
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* @param signalId - Unique identifier for the result
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* @param history - Array of message models from LLM conversation
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* @param signal - Signal DTO with trade parameters
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* @param outputDir - Output directory path (default: "./dump/strategy")
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* @returns Promise that resolves when all files are written
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*/
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const DUMP_SIGNAL_FN = async (signalId, history, signal, outputDir = "./dump/outline") => {
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// Extract system messages and system reminders from existing data
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const systemMessages = history.filter((m) => m.role === "system");
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const userMessages = history.filter((m) => m.role === "user");
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const subfolderPath = path.join(outputDir, String(signalId));
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// Generate system prompt markdown
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{
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let summary = "# Outline Result Summary\n";
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{
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summary += "\n";
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summary += `**ResultId**: ${String(signalId)}\n`;
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summary += "\n";
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}
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if (signal) {
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summary += "## Output Data\n\n";
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summary += "```json\n";
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summary += JSON.stringify(signal, null, 2);
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summary += "\n```\n\n";
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}
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// Add system messages to summary
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if (systemMessages.length > 0) {
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summary += "## System Messages\n\n";
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systemMessages.forEach((msg, idx) => {
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summary += `### System Message ${idx + 1}\n\n`;
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summary += msg.content;
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summary += "\n";
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});
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}
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await backtestKit.Markdown.writeData("outline", summary, {
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path: subfolderPath,
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file: "00_system_prompt.md",
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symbol: "",
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signalId: String(signalId),
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strategyName: "",
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exchangeName: "",
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frameName: ""
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});
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}
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// Generate user messages
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{
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await Promise.all(Array.from(userMessages.entries()).map(async ([idx, message]) => {
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const messageNum = String(idx + 1).padStart(2, "0");
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const contentFileName = `${messageNum}_user_message.md`;
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{
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const messageSizeBytes = Buffer.byteLength(message.content, "utf8");
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const messageSizeKb = Math.floor(messageSizeBytes / 1024);
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if (messageSizeKb > WARN_KB) {
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console.warn(`User message ${idx + 1} is ${messageSizeBytes} bytes (${messageSizeKb}kb), which exceeds warning limit`);
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}
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}
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let content = `# User Input ${idx + 1}\n\n`;
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content += `**ResultId**: ${String(signalId)}\n\n`;
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content += message.content;
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content += "\n";
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await backtestKit.Markdown.writeData("outline", content, {
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path: subfolderPath,
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file: contentFileName,
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signalId: String(signalId),
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symbol: "",
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strategyName: "",
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exchangeName: "",
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frameName: ""
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});
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}));
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}
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// Generate LLM output
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{
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const messageNum = String(userMessages.length + 1).padStart(2, "0");
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const contentFileName = `${messageNum}_llm_output.md`;
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let content = "# Full Outline Result\n\n";
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content += `**ResultId**: ${String(signalId)}\n\n`;
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if (signal) {
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content += "## Output Data\n\n";
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content += "```json\n";
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content += JSON.stringify(signal, null, 2);
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content += "\n```\n";
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}
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await backtestKit.Markdown.writeData("outline", content, {
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path: subfolderPath,
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file: contentFileName,
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symbol: "",
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signalId: String(signalId),
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strategyName: "",
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exchangeName: "",
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frameName: ""
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});
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}
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};
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/**
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* Service for generating markdown documentation from LLM outline results.
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* Used by AI Strategy Optimizer to save debug logs and conversation history.
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*
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* Creates directory structure:
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* - ./dump/strategy/{signalId}/00_system_prompt.md - System messages and output data
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* - ./dump/strategy/{signalId}/01_user_message.md - First user input
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* - ./dump/strategy/{signalId}/02_user_message.md - Second user input
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* - ./dump/strategy/{signalId}/XX_llm_output.md - Final LLM output
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*/
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class OutlineMarkdownService {
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constructor() {
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/** Logger service injected via DI */
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this.loggerService = inject(TYPES.loggerService);
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/**
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* Dumps signal data and conversation history to markdown files.
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* Skips if directory already exists to avoid overwriting previous results.
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*
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* Generated files:
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* - 00_system_prompt.md - System messages and output summary
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* - XX_user_message.md - Each user message in separate file (numbered)
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* - XX_llm_output.md - Final LLM output with signal data
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*
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* @param signalId - Unique identifier for the result (used as directory name)
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* @param history - Array of message models from LLM conversation
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* @param signal - Signal DTO with trade parameters (priceOpen, TP, SL, etc.)
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* @param outputDir - Output directory path (default: "./dump/strategy")
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* @returns Promise that resolves when all files are written
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*
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* @example
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* ```typescript
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* await outlineService.dumpSignal(
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* "strategy-1",
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* conversationHistory,
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* { position: "long", priceTakeProfit: 51000, priceStopLoss: 49000, minuteEstimatedTime: 60 }
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* );
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* // Creates: ./dump/strategy/strategy-1/00_system_prompt.md
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* // ./dump/strategy/strategy-1/01_user_message.md
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* // ./dump/strategy/strategy-1/02_llm_output.md
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* ```
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*/
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this.dumpSignal = async (signalId, history, signal, outputDir = "./dump/strategy") => {
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this.loggerService.log("outlineMarkdownService dumpSignal", {
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signalId,
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history,
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signal,
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outputDir,
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});
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return await DUMP_SIGNAL_FN(signalId, history, signal, outputDir);
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};
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}
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}
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/**
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* Enumeration of supported JSON schema outlines.
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*
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@@ -592,6 +768,111 @@ class RunnerPrivateService {
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}
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}
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const require$1 = module$1.createRequire((typeof document === 'undefined' ? require('u' + 'rl').pathToFileURL(__filename).href : (_documentCurrentScript && _documentCurrentScript.tagName.toUpperCase() === 'SCRIPT' && _documentCurrentScript.src || new URL('index.cjs', document.baseURI).href)));
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/**
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* Default fallback prompt configuration.
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* Used when signal.prompt.cjs file is not found.
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*/
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const DEFAULT_PROMPT = {
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user: "",
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system: [],
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};
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/**
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* Lazy-loads and caches signal prompt configuration.
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* Attempts to load from config/prompt/signal.prompt.cjs, falls back to DEFAULT_PROMPT if not found.
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* Uses singleshot pattern to ensure configuration is loaded only once.
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* @returns Prompt configuration with system and user prompts
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*/
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const GET_PROMPT_FN = functoolsKit.singleshot(() => {
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try {
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const modulePath = require$1.resolve(path.join(process.cwd(), `./config/prompt/signal.prompt.cjs`));
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console.log(`Using ${modulePath} implementation as signal.prompt.cjs`);
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return require$1(modulePath);
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}
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catch (error) {
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console.log(`Using empty fallback for signal.prompt.cjs`, error);
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return DEFAULT_PROMPT;
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}
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});
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/**
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* Service for managing signal prompts for AI/LLM integrations.
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*
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* Provides access to system and user prompts configured in signal.prompt.cjs.
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* Supports both static prompt arrays and dynamic prompt functions.
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*
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* Key responsibilities:
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* - Lazy-loads prompt configuration from config/prompt/signal.prompt.cjs
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* - Resolves system prompts (static arrays or async functions)
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* - Provides user prompt strings
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* - Falls back to empty prompts if configuration is missing
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*
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* Used for AI-powered signal analysis and strategy recommendations.
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*/
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class SignalPromptService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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/**
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* Retrieves system prompts for AI context.
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*
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* System prompts can be:
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* - Static array of strings (returned directly)
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* - Async/sync function returning string array (executed and awaited)
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* - Undefined (returns empty array)
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*
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* @param symbol - Trading symbol (e.g., "BTCUSDT")
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Timeframe identifier
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* @param backtest - Whether running in backtest mode
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* @returns Promise resolving to array of system prompt strings
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*/
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this.getSystemPrompt = async (symbol, strategyName, exchangeName, frameName, backtest) => {
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this.loggerService.log("signalPromptService getSystemPrompt", {
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symbol,
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strategyName,
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exchangeName,
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frameName,
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backtest,
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});
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const { system } = GET_PROMPT_FN();
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if (Array.isArray(system)) {
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return system;
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}
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if (typeof system === "function") {
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return await system(symbol, strategyName, exchangeName, frameName, backtest);
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}
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return [];
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};
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/**
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847
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* Retrieves user prompt string for AI input.
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*
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* @param symbol - Trading symbol (e.g., "BTCUSDT")
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Timeframe identifier
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853
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* @param backtest - Whether running in backtest mode
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854
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* @returns Promise resolving to user prompt string
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855
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*/
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856
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this.getUserPrompt = async (symbol, strategyName, exchangeName, frameName, backtest) => {
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857
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this.loggerService.log("signalPromptService getUserPrompt", {
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+
symbol,
|
|
859
|
+
strategyName,
|
|
860
|
+
exchangeName,
|
|
861
|
+
frameName,
|
|
862
|
+
backtest,
|
|
863
|
+
});
|
|
864
|
+
const { user } = GET_PROMPT_FN();
|
|
865
|
+
if (typeof user === "string") {
|
|
866
|
+
return user;
|
|
867
|
+
}
|
|
868
|
+
if (typeof user === "function") {
|
|
869
|
+
return await user(symbol, strategyName, exchangeName, frameName, backtest);
|
|
870
|
+
}
|
|
871
|
+
return "";
|
|
872
|
+
};
|
|
873
|
+
}
|
|
874
|
+
}
|
|
875
|
+
|
|
595
876
|
/**
|
|
596
877
|
* Public-facing service for structured AI outline completions.
|
|
597
878
|
*
|
|
@@ -719,98 +1000,1456 @@ class OutlinePublicService {
|
|
|
719
1000
|
* }, context);
|
|
720
1001
|
* ```
|
|
721
1002
|
*/
|
|
722
|
-
class RunnerPublicService {
|
|
1003
|
+
class RunnerPublicService {
|
|
1004
|
+
constructor() {
|
|
1005
|
+
/** Private service handling AI provider operations */
|
|
1006
|
+
this.runnerPrivateService = inject(TYPES.runnerPrivateService);
|
|
1007
|
+
/** Logger service for operation tracking */
|
|
1008
|
+
this.loggerService = inject(TYPES.loggerService);
|
|
1009
|
+
/**
|
|
1010
|
+
* Executes a standard AI completion within the specified context.
|
|
1011
|
+
*
|
|
1012
|
+
* @param params - Completion parameters including messages and options
|
|
1013
|
+
* @param context - Execution context with inference provider, model, and API key
|
|
1014
|
+
* @returns Promise resolving to AI response message
|
|
1015
|
+
*
|
|
1016
|
+
* @example
|
|
1017
|
+
* ```typescript
|
|
1018
|
+
* const result = await runnerPublicService.getCompletion({
|
|
1019
|
+
* messages: [
|
|
1020
|
+
* { role: "system", content: "You are a trading analyst" },
|
|
1021
|
+
* { role: "user", content: "Analyze BTC/USDT" }
|
|
1022
|
+
* ]
|
|
1023
|
+
* }, {
|
|
1024
|
+
* inference: InferenceName.ClaudeInference,
|
|
1025
|
+
* model: "claude-3-5-sonnet-20240620",
|
|
1026
|
+
* apiKey: "sk-ant-..."
|
|
1027
|
+
* });
|
|
1028
|
+
* ```
|
|
1029
|
+
*/
|
|
1030
|
+
this.getCompletion = async (params, context) => {
|
|
1031
|
+
this.loggerService.log("runnerPublicService getCompletion");
|
|
1032
|
+
return await ContextService.runInContext(async () => {
|
|
1033
|
+
return await this.runnerPrivateService.getCompletion(params);
|
|
1034
|
+
}, context);
|
|
1035
|
+
};
|
|
1036
|
+
/**
|
|
1037
|
+
* Executes a streaming AI completion within the specified context.
|
|
1038
|
+
*
|
|
1039
|
+
* Similar to getCompletion but enables streaming mode where supported by the provider.
|
|
1040
|
+
* The response is accumulated and returned as a complete message once streaming finishes.
|
|
1041
|
+
*
|
|
1042
|
+
* @param params - Completion parameters including messages and options
|
|
1043
|
+
* @param context - Execution context with inference provider, model, and API key
|
|
1044
|
+
* @returns Promise resolving to accumulated AI response message
|
|
1045
|
+
*
|
|
1046
|
+
* @example
|
|
1047
|
+
* ```typescript
|
|
1048
|
+
* const result = await runnerPublicService.getStreamCompletion({
|
|
1049
|
+
* messages: [
|
|
1050
|
+
* { role: "user", content: "Generate trading signal for ETH/USDT" }
|
|
1051
|
+
* ]
|
|
1052
|
+
* }, {
|
|
1053
|
+
* inference: InferenceName.GPT5Inference,
|
|
1054
|
+
* model: "gpt-5o-mini",
|
|
1055
|
+
* apiKey: "sk-..."
|
|
1056
|
+
* });
|
|
1057
|
+
* ```
|
|
1058
|
+
*/
|
|
1059
|
+
this.getStreamCompletion = async (params, context) => {
|
|
1060
|
+
this.loggerService.log("runnerPublicService getStreamCompletion");
|
|
1061
|
+
return await ContextService.runInContext(async () => {
|
|
1062
|
+
return await this.runnerPrivateService.getStreamCompletion(params);
|
|
1063
|
+
}, context);
|
|
1064
|
+
};
|
|
1065
|
+
/**
|
|
1066
|
+
* Executes a structured outline completion within the specified context.
|
|
1067
|
+
*
|
|
1068
|
+
* Uses structured output (JSON schema validation) to ensure the AI response
|
|
1069
|
+
* conforms to a predefined format. Ideal for extracting structured data
|
|
1070
|
+
* from AI responses (e.g., trading signals with specific fields).
|
|
1071
|
+
*
|
|
1072
|
+
* @param params - Outline completion parameters including messages and schema
|
|
1073
|
+
* @param context - Execution context with inference provider, model, and API key
|
|
1074
|
+
* @returns Promise resolving to structured AI response
|
|
1075
|
+
*
|
|
1076
|
+
* @example
|
|
1077
|
+
* ```typescript
|
|
1078
|
+
* const signal = await runnerPublicService.getOutlineCompletion({
|
|
1079
|
+
* messages: [
|
|
1080
|
+
* { role: "user", content: "Decide position for BTC/USDT" }
|
|
1081
|
+
* ]
|
|
1082
|
+
* }, {
|
|
1083
|
+
* inference: InferenceName.DeepseekInference,
|
|
1084
|
+
* model: "deepseek-chat",
|
|
1085
|
+
* apiKey: "sk-..."
|
|
1086
|
+
* });
|
|
1087
|
+
* // Returns: { position: "long", price_open: 50000, ... }
|
|
1088
|
+
* ```
|
|
1089
|
+
*/
|
|
1090
|
+
this.getOutlineCompletion = async (params, context) => {
|
|
1091
|
+
this.loggerService.log("runnerPublicService getOutlineCompletion");
|
|
1092
|
+
return await ContextService.runInContext(async () => {
|
|
1093
|
+
return await this.runnerPrivateService.getOutlineCompletion(params);
|
|
1094
|
+
}, context);
|
|
1095
|
+
};
|
|
1096
|
+
}
|
|
1097
|
+
}
|
|
1098
|
+
|
|
1099
|
+
/**
|
|
1100
|
+
* Default template service for generating optimizer code snippets.
|
|
1101
|
+
* Implements all IOptimizerTemplate methods with Ollama LLM integration.
|
|
1102
|
+
*
|
|
1103
|
+
* Features:
|
|
1104
|
+
* - Multi-timeframe analysis (1m, 5m, 15m, 1h)
|
|
1105
|
+
* - JSON structured output for signals
|
|
1106
|
+
* - Debug logging to ./dump/strategy
|
|
1107
|
+
* - CCXT exchange integration
|
|
1108
|
+
* - Walker-based strategy comparison
|
|
1109
|
+
*
|
|
1110
|
+
* Can be partially overridden in optimizer schema configuration.
|
|
1111
|
+
*/
|
|
1112
|
+
class OptimizerTemplateService {
|
|
1113
|
+
constructor() {
|
|
1114
|
+
this.loggerService = inject(TYPES.loggerService);
|
|
1115
|
+
/**
|
|
1116
|
+
* Generates the top banner with imports and constants.
|
|
1117
|
+
*
|
|
1118
|
+
* @param symbol - Trading pair symbol
|
|
1119
|
+
* @returns Shebang, imports, and WARN_KB constant
|
|
1120
|
+
*/
|
|
1121
|
+
this.getTopBanner = async (symbol) => {
|
|
1122
|
+
this.loggerService.log("optimizerTemplateService getTopBanner", {
|
|
1123
|
+
symbol,
|
|
1124
|
+
});
|
|
1125
|
+
return [
|
|
1126
|
+
"#!/usr/bin/env node",
|
|
1127
|
+
"",
|
|
1128
|
+
`import { Ollama } from "ollama";`,
|
|
1129
|
+
`import ccxt from "ccxt";`,
|
|
1130
|
+
`import {`,
|
|
1131
|
+
` addExchangeSchema,`,
|
|
1132
|
+
` addStrategySchema,`,
|
|
1133
|
+
` addFrameSchema,`,
|
|
1134
|
+
` addWalkerSchema,`,
|
|
1135
|
+
` Walker,`,
|
|
1136
|
+
` Backtest,`,
|
|
1137
|
+
` getCandles,`,
|
|
1138
|
+
` listenSignalBacktest,`,
|
|
1139
|
+
` listenWalkerComplete,`,
|
|
1140
|
+
` listenDoneBacktest,`,
|
|
1141
|
+
` listenBacktestProgress,`,
|
|
1142
|
+
` listenWalkerProgress,`,
|
|
1143
|
+
` listenError,`,
|
|
1144
|
+
` Markdown,`,
|
|
1145
|
+
`} from "backtest-kit";`,
|
|
1146
|
+
`import { promises as fs } from "fs";`,
|
|
1147
|
+
`import { v4 as uuid } from "uuid";`,
|
|
1148
|
+
`import path from "path";`,
|
|
1149
|
+
``,
|
|
1150
|
+
`const WARN_KB = 100;`,
|
|
1151
|
+
``,
|
|
1152
|
+
`Markdown.enable()`,
|
|
1153
|
+
].join("\n");
|
|
1154
|
+
};
|
|
1155
|
+
/**
|
|
1156
|
+
* Generates default user message for LLM conversation.
|
|
1157
|
+
* Simple prompt to read and acknowledge data.
|
|
1158
|
+
*
|
|
1159
|
+
* @param symbol - Trading pair symbol
|
|
1160
|
+
* @param data - Fetched data array
|
|
1161
|
+
* @param name - Source name
|
|
1162
|
+
* @returns User message with JSON data
|
|
1163
|
+
*/
|
|
1164
|
+
this.getUserMessage = async (symbol, data, name) => {
|
|
1165
|
+
this.loggerService.log("optimizerTemplateService getUserMessage", {
|
|
1166
|
+
symbol,
|
|
1167
|
+
data,
|
|
1168
|
+
name,
|
|
1169
|
+
});
|
|
1170
|
+
return ["Прочитай данные и скажи ОК", "", JSON.stringify(data)].join("\n");
|
|
1171
|
+
};
|
|
1172
|
+
/**
|
|
1173
|
+
* Generates default assistant message for LLM conversation.
|
|
1174
|
+
* Simple acknowledgment response.
|
|
1175
|
+
*
|
|
1176
|
+
* @param symbol - Trading pair symbol
|
|
1177
|
+
* @param data - Fetched data array
|
|
1178
|
+
* @param name - Source name
|
|
1179
|
+
* @returns Assistant acknowledgment message
|
|
1180
|
+
*/
|
|
1181
|
+
this.getAssistantMessage = async (symbol, data, name) => {
|
|
1182
|
+
this.loggerService.log("optimizerTemplateService getAssistantMessage", {
|
|
1183
|
+
symbol,
|
|
1184
|
+
data,
|
|
1185
|
+
name,
|
|
1186
|
+
});
|
|
1187
|
+
return "ОК";
|
|
1188
|
+
};
|
|
1189
|
+
/**
|
|
1190
|
+
* Generates Walker configuration code.
|
|
1191
|
+
* Compares multiple strategies on test frame.
|
|
1192
|
+
*
|
|
1193
|
+
* @param walkerName - Unique walker identifier
|
|
1194
|
+
* @param exchangeName - Exchange to use for backtesting
|
|
1195
|
+
* @param frameName - Test frame name
|
|
1196
|
+
* @param strategies - Array of strategy names to compare
|
|
1197
|
+
* @returns Generated addWalker() call
|
|
1198
|
+
*/
|
|
1199
|
+
this.getWalkerTemplate = async (walkerName, exchangeName, frameName, strategies) => {
|
|
1200
|
+
this.loggerService.log("optimizerTemplateService getWalkerTemplate", {
|
|
1201
|
+
walkerName,
|
|
1202
|
+
exchangeName,
|
|
1203
|
+
frameName,
|
|
1204
|
+
strategies,
|
|
1205
|
+
});
|
|
1206
|
+
// Escape special characters to prevent code injection
|
|
1207
|
+
const escapedWalkerName = String(walkerName)
|
|
1208
|
+
.replace(/\\/g, '\\\\')
|
|
1209
|
+
.replace(/"/g, '\\"');
|
|
1210
|
+
const escapedExchangeName = String(exchangeName)
|
|
1211
|
+
.replace(/\\/g, '\\\\')
|
|
1212
|
+
.replace(/"/g, '\\"');
|
|
1213
|
+
const escapedFrameName = String(frameName)
|
|
1214
|
+
.replace(/\\/g, '\\\\')
|
|
1215
|
+
.replace(/"/g, '\\"');
|
|
1216
|
+
const escapedStrategies = strategies.map((s) => String(s).replace(/\\/g, '\\\\').replace(/"/g, '\\"'));
|
|
1217
|
+
return [
|
|
1218
|
+
`addWalkerSchema({`,
|
|
1219
|
+
` walkerName: "${escapedWalkerName}",`,
|
|
1220
|
+
` exchangeName: "${escapedExchangeName}",`,
|
|
1221
|
+
` frameName: "${escapedFrameName}",`,
|
|
1222
|
+
` strategies: [${escapedStrategies.map((s) => `"${s}"`).join(", ")}],`,
|
|
1223
|
+
`});`
|
|
1224
|
+
].join("\n");
|
|
1225
|
+
};
|
|
1226
|
+
/**
|
|
1227
|
+
* Generates Strategy configuration with LLM integration.
|
|
1228
|
+
* Includes multi-timeframe analysis and signal generation.
|
|
1229
|
+
*
|
|
1230
|
+
* @param strategyName - Unique strategy identifier
|
|
1231
|
+
* @param interval - Signal throttling interval (e.g., "5m")
|
|
1232
|
+
* @param prompt - Strategy logic from getPrompt()
|
|
1233
|
+
* @returns Generated addStrategy() call with getSignal() function
|
|
1234
|
+
*/
|
|
1235
|
+
this.getStrategyTemplate = async (strategyName, interval, prompt) => {
|
|
1236
|
+
this.loggerService.log("optimizerTemplateService getStrategyTemplate", {
|
|
1237
|
+
strategyName,
|
|
1238
|
+
interval,
|
|
1239
|
+
prompt,
|
|
1240
|
+
});
|
|
1241
|
+
// Convert prompt to plain text first
|
|
1242
|
+
const plainPrompt = await toPlainString(prompt);
|
|
1243
|
+
// Escape special characters to prevent code injection
|
|
1244
|
+
const escapedStrategyName = String(strategyName)
|
|
1245
|
+
.replace(/\\/g, '\\\\')
|
|
1246
|
+
.replace(/"/g, '\\"');
|
|
1247
|
+
const escapedInterval = String(interval)
|
|
1248
|
+
.replace(/\\/g, '\\\\')
|
|
1249
|
+
.replace(/"/g, '\\"');
|
|
1250
|
+
const escapedPrompt = String(plainPrompt)
|
|
1251
|
+
.replace(/\\/g, '\\\\')
|
|
1252
|
+
.replace(/`/g, '\\`')
|
|
1253
|
+
.replace(/\$/g, '\\$');
|
|
1254
|
+
return [
|
|
1255
|
+
`addStrategySchema({`,
|
|
1256
|
+
` strategyName: "${escapedStrategyName}",`,
|
|
1257
|
+
` interval: "${escapedInterval}",`,
|
|
1258
|
+
` getSignal: async (symbol) => {`,
|
|
1259
|
+
` const messages = [];`,
|
|
1260
|
+
``,
|
|
1261
|
+
` // Загружаем данные всех таймфреймов`,
|
|
1262
|
+
` const microTermCandles = await getCandles(symbol, "1m", 30);`,
|
|
1263
|
+
` const mainTermCandles = await getCandles(symbol, "5m", 24);`,
|
|
1264
|
+
` const shortTermCandles = await getCandles(symbol, "15m", 24);`,
|
|
1265
|
+
` const mediumTermCandles = await getCandles(symbol, "1h", 24);`,
|
|
1266
|
+
``,
|
|
1267
|
+
` function formatCandles(candles, timeframe) {`,
|
|
1268
|
+
` return candles.map((c) =>`,
|
|
1269
|
+
` \`\${new Date(c.timestamp).toISOString()}[\${timeframe}]: O:\${c.open} H:\${c.high} L:\${c.low} C:\${c.close} V:\${c.volume}\``,
|
|
1270
|
+
` ).join("\\n");`,
|
|
1271
|
+
` }`,
|
|
1272
|
+
``,
|
|
1273
|
+
` // Сообщение 1: Среднесрочный тренд`,
|
|
1274
|
+
` messages.push(`,
|
|
1275
|
+
` {`,
|
|
1276
|
+
` role: "user",`,
|
|
1277
|
+
` content: [`,
|
|
1278
|
+
` \`\${symbol}\`,`,
|
|
1279
|
+
` "Проанализируй свечи 1h:",`,
|
|
1280
|
+
` "",`,
|
|
1281
|
+
` formatCandles(mediumTermCandles, "1h")`,
|
|
1282
|
+
` ].join("\\n"),`,
|
|
1283
|
+
` },`,
|
|
1284
|
+
` {`,
|
|
1285
|
+
` role: "assistant",`,
|
|
1286
|
+
` content: "Тренд 1h проанализирован",`,
|
|
1287
|
+
` }`,
|
|
1288
|
+
` );`,
|
|
1289
|
+
``,
|
|
1290
|
+
` // Сообщение 2: Краткосрочный тренд`,
|
|
1291
|
+
` messages.push(`,
|
|
1292
|
+
` {`,
|
|
1293
|
+
` role: "user",`,
|
|
1294
|
+
` content: [`,
|
|
1295
|
+
` "Проанализируй свечи 15m:",`,
|
|
1296
|
+
` "",`,
|
|
1297
|
+
` formatCandles(shortTermCandles, "15m")`,
|
|
1298
|
+
` ].join("\\n"),`,
|
|
1299
|
+
` },`,
|
|
1300
|
+
` {`,
|
|
1301
|
+
` role: "assistant",`,
|
|
1302
|
+
` content: "Тренд 15m проанализирован",`,
|
|
1303
|
+
` }`,
|
|
1304
|
+
` );`,
|
|
1305
|
+
``,
|
|
1306
|
+
` // Сообщение 3: Основной таймфрейм`,
|
|
1307
|
+
` messages.push(`,
|
|
1308
|
+
` {`,
|
|
1309
|
+
` role: "user",`,
|
|
1310
|
+
` content: [`,
|
|
1311
|
+
` "Проанализируй свечи 5m:",`,
|
|
1312
|
+
` "",`,
|
|
1313
|
+
` formatCandles(mainTermCandles, "5m")`,
|
|
1314
|
+
` ].join("\\n")`,
|
|
1315
|
+
` },`,
|
|
1316
|
+
` {`,
|
|
1317
|
+
` role: "assistant",`,
|
|
1318
|
+
` content: "Таймфрейм 5m проанализирован",`,
|
|
1319
|
+
` }`,
|
|
1320
|
+
` );`,
|
|
1321
|
+
``,
|
|
1322
|
+
` // Сообщение 4: Микро-структура`,
|
|
1323
|
+
` messages.push(`,
|
|
1324
|
+
` {`,
|
|
1325
|
+
` role: "user",`,
|
|
1326
|
+
` content: [`,
|
|
1327
|
+
` "Проанализируй свечи 1m:",`,
|
|
1328
|
+
` "",`,
|
|
1329
|
+
` formatCandles(microTermCandles, "1m")`,
|
|
1330
|
+
` ].join("\\n")`,
|
|
1331
|
+
` },`,
|
|
1332
|
+
` {`,
|
|
1333
|
+
` role: "assistant",`,
|
|
1334
|
+
` content: "Микроструктура 1m проанализирована",`,
|
|
1335
|
+
` }`,
|
|
1336
|
+
` );`,
|
|
1337
|
+
``,
|
|
1338
|
+
` // Сообщение 5: Запрос сигнала`,
|
|
1339
|
+
` messages.push(`,
|
|
1340
|
+
` {`,
|
|
1341
|
+
` role: "user",`,
|
|
1342
|
+
` content: [`,
|
|
1343
|
+
` "Проанализируй все таймфреймы и сгенерируй торговый сигнал согласно этой стратегии. Открывай позицию ТОЛЬКО при четком сигнале.",`,
|
|
1344
|
+
` "",`,
|
|
1345
|
+
` \`${escapedPrompt}\`,`,
|
|
1346
|
+
` "",`,
|
|
1347
|
+
` "Если сигналы противоречивы или тренд слабый то position: wait"`,
|
|
1348
|
+
` ].join("\\n"),`,
|
|
1349
|
+
` }`,
|
|
1350
|
+
` );`,
|
|
1351
|
+
``,
|
|
1352
|
+
` const resultId = uuid();`,
|
|
1353
|
+
``,
|
|
1354
|
+
` const result = await json(messages);`,
|
|
1355
|
+
``,
|
|
1356
|
+
` await dumpJson(resultId, messages, result);`,
|
|
1357
|
+
``,
|
|
1358
|
+
` result.id = resultId;`,
|
|
1359
|
+
``,
|
|
1360
|
+
` return result;`,
|
|
1361
|
+
` },`,
|
|
1362
|
+
`});`
|
|
1363
|
+
].join("\n");
|
|
1364
|
+
};
|
|
1365
|
+
/**
|
|
1366
|
+
* Generates Exchange configuration code.
|
|
1367
|
+
* Uses CCXT Binance with standard formatters.
|
|
1368
|
+
*
|
|
1369
|
+
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
1370
|
+
* @param exchangeName - Unique exchange identifier
|
|
1371
|
+
* @returns Generated addExchange() call with CCXT integration
|
|
1372
|
+
*/
|
|
1373
|
+
this.getExchangeTemplate = async (symbol, exchangeName) => {
|
|
1374
|
+
this.loggerService.log("optimizerTemplateService getExchangeTemplate", {
|
|
1375
|
+
exchangeName,
|
|
1376
|
+
symbol,
|
|
1377
|
+
});
|
|
1378
|
+
// Escape special characters to prevent code injection
|
|
1379
|
+
const escapedExchangeName = String(exchangeName)
|
|
1380
|
+
.replace(/\\/g, '\\\\')
|
|
1381
|
+
.replace(/"/g, '\\"');
|
|
1382
|
+
return [
|
|
1383
|
+
`addExchangeSchema({`,
|
|
1384
|
+
` exchangeName: "${escapedExchangeName}",`,
|
|
1385
|
+
` getCandles: async (symbol, interval, since, limit) => {`,
|
|
1386
|
+
` const exchange = new ccxt.binance();`,
|
|
1387
|
+
` const ohlcv = await exchange.fetchOHLCV(symbol, interval, since.getTime(), limit);`,
|
|
1388
|
+
` return ohlcv.map(([timestamp, open, high, low, close, volume]) => ({`,
|
|
1389
|
+
` timestamp, open, high, low, close, volume`,
|
|
1390
|
+
` }));`,
|
|
1391
|
+
` },`,
|
|
1392
|
+
` formatPrice: async (symbol, price) => price.toFixed(2),`,
|
|
1393
|
+
` formatQuantity: async (symbol, quantity) => quantity.toFixed(8),`,
|
|
1394
|
+
`});`
|
|
1395
|
+
].join("\n");
|
|
1396
|
+
};
|
|
1397
|
+
/**
|
|
1398
|
+
* Generates Frame (timeframe) configuration code.
|
|
1399
|
+
*
|
|
1400
|
+
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
1401
|
+
* @param frameName - Unique frame identifier
|
|
1402
|
+
* @param interval - Candle interval (e.g., "1m")
|
|
1403
|
+
* @param startDate - Frame start date
|
|
1404
|
+
* @param endDate - Frame end date
|
|
1405
|
+
* @returns Generated addFrame() call
|
|
1406
|
+
*/
|
|
1407
|
+
this.getFrameTemplate = async (symbol, frameName, interval, startDate, endDate) => {
|
|
1408
|
+
this.loggerService.log("optimizerTemplateService getFrameTemplate", {
|
|
1409
|
+
symbol,
|
|
1410
|
+
frameName,
|
|
1411
|
+
interval,
|
|
1412
|
+
startDate,
|
|
1413
|
+
endDate,
|
|
1414
|
+
});
|
|
1415
|
+
// Escape special characters to prevent code injection
|
|
1416
|
+
const escapedFrameName = String(frameName)
|
|
1417
|
+
.replace(/\\/g, '\\\\')
|
|
1418
|
+
.replace(/"/g, '\\"');
|
|
1419
|
+
const escapedInterval = String(interval)
|
|
1420
|
+
.replace(/\\/g, '\\\\')
|
|
1421
|
+
.replace(/"/g, '\\"');
|
|
1422
|
+
return [
|
|
1423
|
+
`addFrameSchema({`,
|
|
1424
|
+
` frameName: "${escapedFrameName}",`,
|
|
1425
|
+
` interval: "${escapedInterval}",`,
|
|
1426
|
+
` startDate: new Date("${startDate.toISOString()}"),`,
|
|
1427
|
+
` endDate: new Date("${endDate.toISOString()}"),`,
|
|
1428
|
+
`});`
|
|
1429
|
+
].join("\n");
|
|
1430
|
+
};
|
|
1431
|
+
/**
|
|
1432
|
+
* Generates launcher code to run Walker with event listeners.
|
|
1433
|
+
* Includes progress tracking and completion handlers.
|
|
1434
|
+
*
|
|
1435
|
+
* @param symbol - Trading pair symbol
|
|
1436
|
+
* @param walkerName - Walker name to launch
|
|
1437
|
+
* @returns Generated Walker.background() call with listeners
|
|
1438
|
+
*/
|
|
1439
|
+
this.getLauncherTemplate = async (symbol, walkerName) => {
|
|
1440
|
+
this.loggerService.log("optimizerTemplateService getLauncherTemplate", {
|
|
1441
|
+
symbol,
|
|
1442
|
+
walkerName,
|
|
1443
|
+
});
|
|
1444
|
+
// Escape special characters to prevent code injection
|
|
1445
|
+
const escapedSymbol = String(symbol)
|
|
1446
|
+
.replace(/\\/g, '\\\\')
|
|
1447
|
+
.replace(/"/g, '\\"');
|
|
1448
|
+
const escapedWalkerName = String(walkerName)
|
|
1449
|
+
.replace(/\\/g, '\\\\')
|
|
1450
|
+
.replace(/"/g, '\\"');
|
|
1451
|
+
return [
|
|
1452
|
+
`Walker.background("${escapedSymbol}", {`,
|
|
1453
|
+
` walkerName: "${escapedWalkerName}"`,
|
|
1454
|
+
`});`,
|
|
1455
|
+
``,
|
|
1456
|
+
`listenSignalBacktest((event) => {`,
|
|
1457
|
+
` console.log(event);`,
|
|
1458
|
+
`});`,
|
|
1459
|
+
``,
|
|
1460
|
+
`listenBacktestProgress((event) => {`,
|
|
1461
|
+
` console.log(\`Progress: \${(event.progress * 100).toFixed(2)}%\`);`,
|
|
1462
|
+
` console.log(\`Processed: \${event.processedFrames} / \${event.totalFrames}\`);`,
|
|
1463
|
+
`});`,
|
|
1464
|
+
``,
|
|
1465
|
+
`listenWalkerProgress((event) => {`,
|
|
1466
|
+
` console.log(\`Progress: \${(event.progress * 100).toFixed(2)}%\`);`,
|
|
1467
|
+
` console.log(\`\${event.processedStrategies} / \${event.totalStrategies} strategies\`);`,
|
|
1468
|
+
` console.log(\`Walker: \${event.walkerName}, Symbol: \${event.symbol}\`);`,
|
|
1469
|
+
`});`,
|
|
1470
|
+
``,
|
|
1471
|
+
`listenWalkerComplete((results) => {`,
|
|
1472
|
+
` console.log("Walker completed:", results.bestStrategy);`,
|
|
1473
|
+
` Walker.dump(results.symbol, { walkerName: results.walkerName });`,
|
|
1474
|
+
`});`,
|
|
1475
|
+
``,
|
|
1476
|
+
`listenDoneBacktest((event) => {`,
|
|
1477
|
+
` console.log("Backtest completed:", event.symbol);`,
|
|
1478
|
+
` Backtest.dump(event.symbol, {`,
|
|
1479
|
+
` strategyName: event.strategyName,`,
|
|
1480
|
+
` exchangeName: event.exchangeName,`,
|
|
1481
|
+
` frameName: event.frameName`,
|
|
1482
|
+
` });`,
|
|
1483
|
+
`});`,
|
|
1484
|
+
``,
|
|
1485
|
+
`listenError((error) => {`,
|
|
1486
|
+
` console.error("Error occurred:", error);`,
|
|
1487
|
+
`});`
|
|
1488
|
+
].join("\n");
|
|
1489
|
+
};
|
|
1490
|
+
/**
|
|
1491
|
+
* Generates dumpJson() helper function for debug output.
|
|
1492
|
+
* Saves LLM conversations and results to ./dump/strategy/{resultId}/
|
|
1493
|
+
*
|
|
1494
|
+
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
1495
|
+
* @returns Generated async dumpJson() function
|
|
1496
|
+
*/
|
|
1497
|
+
this.getJsonDumpTemplate = async (symbol) => {
|
|
1498
|
+
this.loggerService.log("optimizerTemplateService getJsonDumpTemplate", {
|
|
1499
|
+
symbol,
|
|
1500
|
+
});
|
|
1501
|
+
return [
|
|
1502
|
+
`async function dumpJson(resultId, history, result, outputDir = "./dump/strategy") {`,
|
|
1503
|
+
` // Extract system messages and system reminders from existing data`,
|
|
1504
|
+
` const systemMessages = history.filter((m) => m.role === "system");`,
|
|
1505
|
+
` const userMessages = history.filter((m) => m.role === "user");`,
|
|
1506
|
+
` const subfolderPath = path.join(outputDir, resultId);`,
|
|
1507
|
+
``,
|
|
1508
|
+
` try {`,
|
|
1509
|
+
` await fs.access(subfolderPath);`,
|
|
1510
|
+
` return;`,
|
|
1511
|
+
` } catch {`,
|
|
1512
|
+
` await fs.mkdir(subfolderPath, { recursive: true });`,
|
|
1513
|
+
` }`,
|
|
1514
|
+
``,
|
|
1515
|
+
` {`,
|
|
1516
|
+
` let summary = "# Outline Result Summary\\n\\n";`,
|
|
1517
|
+
``,
|
|
1518
|
+
` {`,
|
|
1519
|
+
` summary += \`**ResultId**: \${resultId}\\n\\n\`;`,
|
|
1520
|
+
` }`,
|
|
1521
|
+
``,
|
|
1522
|
+
` if (result) {`,
|
|
1523
|
+
` summary += "## Output Data\\n\\n";`,
|
|
1524
|
+
` summary += "\`\`\`json\\n";`,
|
|
1525
|
+
` summary += JSON.stringify(result, null, 2);`,
|
|
1526
|
+
` summary += "\\n\`\`\`\\n\\n";`,
|
|
1527
|
+
` }`,
|
|
1528
|
+
``,
|
|
1529
|
+
` // Add system messages to summary`,
|
|
1530
|
+
` if (systemMessages.length > 0) {`,
|
|
1531
|
+
` summary += "## System Messages\\n\\n";`,
|
|
1532
|
+
` systemMessages.forEach((msg, idx) => {`,
|
|
1533
|
+
` summary += \`### System Message \${idx + 1}\\n\\n\`;`,
|
|
1534
|
+
` summary += msg.content;`,
|
|
1535
|
+
` summary += "\\n\\n";`,
|
|
1536
|
+
` });`,
|
|
1537
|
+
` }`,
|
|
1538
|
+
``,
|
|
1539
|
+
` const summaryFile = path.join(subfolderPath, "00_system_prompt.md");`,
|
|
1540
|
+
` await fs.writeFile(summaryFile, summary, "utf8");`,
|
|
1541
|
+
` }`,
|
|
1542
|
+
``,
|
|
1543
|
+
` {`,
|
|
1544
|
+
` await Promise.all(`,
|
|
1545
|
+
` Array.from(userMessages.entries()).map(async ([idx, message]) => {`,
|
|
1546
|
+
` const messageNum = String(idx + 1).padStart(2, "0");`,
|
|
1547
|
+
` const contentFileName = \`\${messageNum}_user_message.md\`;`,
|
|
1548
|
+
` const contentFilePath = path.join(subfolderPath, contentFileName);`,
|
|
1549
|
+
``,
|
|
1550
|
+
` {`,
|
|
1551
|
+
` const messageSizeBytes = Buffer.byteLength(message.content, "utf8");`,
|
|
1552
|
+
` const messageSizeKb = Math.floor(messageSizeBytes / 1024);`,
|
|
1553
|
+
` if (messageSizeKb > WARN_KB) {`,
|
|
1554
|
+
` console.warn(`,
|
|
1555
|
+
` \`User message \${idx + 1} is \${messageSizeBytes} bytes (\${messageSizeKb}kb), which exceeds warning limit\``,
|
|
1556
|
+
` );`,
|
|
1557
|
+
` }`,
|
|
1558
|
+
` }`,
|
|
1559
|
+
``,
|
|
1560
|
+
` let content = \`# User Input \${idx + 1}\\n\\n\`;`,
|
|
1561
|
+
` content += \`**ResultId**: \${resultId}\\n\\n\`;`,
|
|
1562
|
+
` content += message.content;`,
|
|
1563
|
+
` content += "\\n";`,
|
|
1564
|
+
``,
|
|
1565
|
+
` await fs.writeFile(contentFilePath, content, "utf8");`,
|
|
1566
|
+
` })`,
|
|
1567
|
+
` );`,
|
|
1568
|
+
` }`,
|
|
1569
|
+
``,
|
|
1570
|
+
` {`,
|
|
1571
|
+
` const messageNum = String(userMessages.length + 1).padStart(2, "0");`,
|
|
1572
|
+
` const contentFileName = \`\${messageNum}_llm_output.md\`;`,
|
|
1573
|
+
` const contentFilePath = path.join(subfolderPath, contentFileName);`,
|
|
1574
|
+
``,
|
|
1575
|
+
` let content = "# Full Outline Result\\n\\n";`,
|
|
1576
|
+
` content += \`**ResultId**: \${resultId}\\n\\n\`;`,
|
|
1577
|
+
``,
|
|
1578
|
+
` if (result) {`,
|
|
1579
|
+
` content += "## Output Data\\n\\n";`,
|
|
1580
|
+
` content += "\`\`\`json\\n";`,
|
|
1581
|
+
` content += JSON.stringify(result, null, 2);`,
|
|
1582
|
+
` content += "\\n\`\`\`\\n";`,
|
|
1583
|
+
` }`,
|
|
1584
|
+
``,
|
|
1585
|
+
` await fs.writeFile(contentFilePath, content, "utf8");`,
|
|
1586
|
+
` }`,
|
|
1587
|
+
`}`
|
|
1588
|
+
].join("\n");
|
|
1589
|
+
};
|
|
1590
|
+
/**
|
|
1591
|
+
* Generates text() helper for LLM text generation.
|
|
1592
|
+
* Uses Ollama deepseek-v3.1:671b model for market analysis.
|
|
1593
|
+
*
|
|
1594
|
+
* @param symbol - Trading pair symbol (used in prompt)
|
|
1595
|
+
* @returns Generated async text() function
|
|
1596
|
+
*/
|
|
1597
|
+
this.getTextTemplate = async (symbol) => {
|
|
1598
|
+
this.loggerService.log("optimizerTemplateService getTextTemplate", {
|
|
1599
|
+
symbol,
|
|
1600
|
+
});
|
|
1601
|
+
// Escape special characters in symbol to prevent code injection
|
|
1602
|
+
const escapedSymbol = String(symbol)
|
|
1603
|
+
.replace(/\\/g, '\\\\')
|
|
1604
|
+
.replace(/`/g, '\\`')
|
|
1605
|
+
.replace(/\$/g, '\\$')
|
|
1606
|
+
.toUpperCase();
|
|
1607
|
+
return [
|
|
1608
|
+
`async function text(messages) {`,
|
|
1609
|
+
` const ollama = new Ollama({`,
|
|
1610
|
+
` host: "https://ollama.com",`,
|
|
1611
|
+
` headers: {`,
|
|
1612
|
+
` Authorization: \`Bearer \${process.env.OLLAMA_API_KEY}\`,`,
|
|
1613
|
+
` },`,
|
|
1614
|
+
` });`,
|
|
1615
|
+
``,
|
|
1616
|
+
` const response = await ollama.chat({`,
|
|
1617
|
+
` model: "deepseek-v3.1:671b",`,
|
|
1618
|
+
` messages: [`,
|
|
1619
|
+
` {`,
|
|
1620
|
+
` role: "system",`,
|
|
1621
|
+
` content: [`,
|
|
1622
|
+
` "В ответ напиши торговую стратегию где нет ничего лишнего,",`,
|
|
1623
|
+
` "только отчёт готовый для копипасты целиком",`,
|
|
1624
|
+
` "",`,
|
|
1625
|
+
` "**ВАЖНО**: Не здоровайся, не говори что делаешь - только отчёт!"`,
|
|
1626
|
+
` ].join("\\n"),`,
|
|
1627
|
+
` },`,
|
|
1628
|
+
` ...messages,`,
|
|
1629
|
+
` {`,
|
|
1630
|
+
` role: "user",`,
|
|
1631
|
+
` content: [`,
|
|
1632
|
+
` "На каких условиях мне купить ${escapedSymbol}?",`,
|
|
1633
|
+
` "Дай анализ рынка на основе поддержки/сопротивления, точек входа в LONG/SHORT позиции.",`,
|
|
1634
|
+
` "Какой RR ставить для позиций?",`,
|
|
1635
|
+
` "Предпочтительны LONG или SHORT позиции?",`,
|
|
1636
|
+
` "",`,
|
|
1637
|
+
` "Сделай не сухой технический, а фундаментальный анализ, содержащий стратигическую рекомендацию, например, покупать на низу боковика"`,
|
|
1638
|
+
` ].join("\\n")`,
|
|
1639
|
+
` }`,
|
|
1640
|
+
` ]`,
|
|
1641
|
+
` });`,
|
|
1642
|
+
``,
|
|
1643
|
+
` const content = response.message.content.trim();`,
|
|
1644
|
+
` return content`,
|
|
1645
|
+
` .replace(/\\\\/g, '\\\\\\\\')`,
|
|
1646
|
+
` .replace(/\`/g, '\\\\\`')`,
|
|
1647
|
+
` .replace(/\\$/g, '\\\\$')`,
|
|
1648
|
+
` .replace(/"/g, '\\\\"')`,
|
|
1649
|
+
` .replace(/'/g, "\\\\'");`,
|
|
1650
|
+
`}`
|
|
1651
|
+
].join("\n");
|
|
1652
|
+
};
|
|
1653
|
+
/**
|
|
1654
|
+
* Generates json() helper for structured LLM output.
|
|
1655
|
+
* Uses Ollama with JSON schema for trading signals.
|
|
1656
|
+
*
|
|
1657
|
+
* Signal schema:
|
|
1658
|
+
* - position: "wait" | "long" | "short"
|
|
1659
|
+
* - note: strategy explanation
|
|
1660
|
+
* - priceOpen: entry price
|
|
1661
|
+
* - priceTakeProfit: target price
|
|
1662
|
+
* - priceStopLoss: stop price
|
|
1663
|
+
* - minuteEstimatedTime: expected duration (max 360 min)
|
|
1664
|
+
*
|
|
1665
|
+
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
1666
|
+
* @returns Generated async json() function with signal schema
|
|
1667
|
+
*/
|
|
1668
|
+
this.getJsonTemplate = async (symbol) => {
|
|
1669
|
+
this.loggerService.log("optimizerTemplateService getJsonTemplate", {
|
|
1670
|
+
symbol,
|
|
1671
|
+
});
|
|
1672
|
+
return [
|
|
1673
|
+
`async function json(messages) {`,
|
|
1674
|
+
` const ollama = new Ollama({`,
|
|
1675
|
+
` host: "https://ollama.com",`,
|
|
1676
|
+
` headers: {`,
|
|
1677
|
+
` Authorization: \`Bearer \${process.env.OLLAMA_API_KEY}\`,`,
|
|
1678
|
+
` },`,
|
|
1679
|
+
` });`,
|
|
1680
|
+
``,
|
|
1681
|
+
` const response = await ollama.chat({`,
|
|
1682
|
+
` model: "deepseek-v3.1:671b",`,
|
|
1683
|
+
` messages: [`,
|
|
1684
|
+
` {`,
|
|
1685
|
+
` role: "system",`,
|
|
1686
|
+
` content: [`,
|
|
1687
|
+
` "Проанализируй торговую стратегию и верни торговый сигнал.",`,
|
|
1688
|
+
` "",`,
|
|
1689
|
+
` "ПРАВИЛА ОТКРЫТИЯ ПОЗИЦИЙ:",`,
|
|
1690
|
+
` "",`,
|
|
1691
|
+
` "1. ТИПЫ ПОЗИЦИЙ:",`,
|
|
1692
|
+
` " - position='wait': нет четкого сигнала, жди лучших условий",`,
|
|
1693
|
+
` " - position='long': бычий сигнал, цена будет расти",`,
|
|
1694
|
+
` " - position='short': медвежий сигнал, цена будет падать",`,
|
|
1695
|
+
` "",`,
|
|
1696
|
+
` "2. ЦЕНА ВХОДА (priceOpen):",`,
|
|
1697
|
+
` " - Может быть текущей рыночной ценой для немедленного входа",`,
|
|
1698
|
+
` " - Может быть отложенной ценой для входа при достижении уровня",`,
|
|
1699
|
+
` " - Укажи оптимальную цену входа согласно технического анализа",`,
|
|
1700
|
+
` "",`,
|
|
1701
|
+
` "3. УРОВНИ ВЫХОДА:",`,
|
|
1702
|
+
` " - LONG: priceTakeProfit > priceOpen > priceStopLoss",`,
|
|
1703
|
+
` " - SHORT: priceStopLoss > priceOpen > priceTakeProfit",`,
|
|
1704
|
+
` " - Уровни должны иметь техническое обоснование (Fibonacci, S/R, Bollinger)",`,
|
|
1705
|
+
` "",`,
|
|
1706
|
+
` "4. ВРЕМЕННЫЕ РАМКИ:",`,
|
|
1707
|
+
` " - minuteEstimatedTime: прогноз времени до TP (макс 360 минут)",`,
|
|
1708
|
+
` " - Расчет на основе ATR, ADX, MACD, Momentum, Slope",`,
|
|
1709
|
+
` " - Если индикаторов, осциллятор или других метрик нет, посчитай их самостоятельно",`,
|
|
1710
|
+
` ].join("\\n"),`,
|
|
1711
|
+
` },`,
|
|
1712
|
+
` ...messages,`,
|
|
1713
|
+
` ],`,
|
|
1714
|
+
` format: {`,
|
|
1715
|
+
` type: "object",`,
|
|
1716
|
+
` properties: {`,
|
|
1717
|
+
` position: {`,
|
|
1718
|
+
` type: "string",`,
|
|
1719
|
+
` enum: ["wait", "long", "short"],`,
|
|
1720
|
+
` description: "Trade decision: wait (no signal), long (buy), or short (sell)",`,
|
|
1721
|
+
` },`,
|
|
1722
|
+
` note: {`,
|
|
1723
|
+
` type: "string",`,
|
|
1724
|
+
` description: "Professional trading recommendation with price levels",`,
|
|
1725
|
+
` },`,
|
|
1726
|
+
` priceOpen: {`,
|
|
1727
|
+
` type: "number",`,
|
|
1728
|
+
` description: "Entry price (current market price or limit order price)",`,
|
|
1729
|
+
` },`,
|
|
1730
|
+
` priceTakeProfit: {`,
|
|
1731
|
+
` type: "number",`,
|
|
1732
|
+
` description: "Take profit target price",`,
|
|
1733
|
+
` },`,
|
|
1734
|
+
` priceStopLoss: {`,
|
|
1735
|
+
` type: "number",`,
|
|
1736
|
+
` description: "Stop loss exit price",`,
|
|
1737
|
+
` },`,
|
|
1738
|
+
` minuteEstimatedTime: {`,
|
|
1739
|
+
` type: "number",`,
|
|
1740
|
+
` description: "Expected time to reach TP in minutes (max 360)",`,
|
|
1741
|
+
` },`,
|
|
1742
|
+
` },`,
|
|
1743
|
+
` required: ["position", "note", "priceOpen", "priceTakeProfit", "priceStopLoss", "minuteEstimatedTime"],`,
|
|
1744
|
+
` },`,
|
|
1745
|
+
` });`,
|
|
1746
|
+
``,
|
|
1747
|
+
` const jsonResponse = JSON.parse(response.message.content.trim());`,
|
|
1748
|
+
` return jsonResponse;`,
|
|
1749
|
+
`}`
|
|
1750
|
+
].join("\n");
|
|
1751
|
+
};
|
|
1752
|
+
}
|
|
1753
|
+
}
|
|
1754
|
+
|
|
1755
|
+
/**
|
|
1756
|
+
* Service for managing optimizer schema registration and retrieval.
|
|
1757
|
+
* Provides validation and registry management for optimizer configurations.
|
|
1758
|
+
*
|
|
1759
|
+
* Uses ToolRegistry for immutable schema storage.
|
|
1760
|
+
*/
|
|
1761
|
+
class OptimizerSchemaService {
|
|
1762
|
+
constructor() {
|
|
1763
|
+
this.loggerService = inject(TYPES.loggerService);
|
|
1764
|
+
this._registry = new functoolsKit.ToolRegistry("optimizerSchema");
|
|
1765
|
+
/**
|
|
1766
|
+
* Registers a new optimizer schema.
|
|
1767
|
+
* Validates required fields before registration.
|
|
1768
|
+
*
|
|
1769
|
+
* @param key - Unique optimizer name
|
|
1770
|
+
* @param value - Optimizer schema configuration
|
|
1771
|
+
* @throws Error if schema validation fails
|
|
1772
|
+
*/
|
|
1773
|
+
this.register = (key, value) => {
|
|
1774
|
+
this.loggerService.log(`optimizerSchemaService register`, { key });
|
|
1775
|
+
this.validateShallow(value);
|
|
1776
|
+
this._registry = this._registry.register(key, value);
|
|
1777
|
+
};
|
|
1778
|
+
/**
|
|
1779
|
+
* Validates optimizer schema structure.
|
|
1780
|
+
* Checks required fields: optimizerName, rangeTrain, source, getPrompt.
|
|
1781
|
+
*
|
|
1782
|
+
* @param optimizerSchema - Schema to validate
|
|
1783
|
+
* @throws Error if validation fails
|
|
1784
|
+
*/
|
|
1785
|
+
this.validateShallow = (optimizerSchema) => {
|
|
1786
|
+
this.loggerService.log(`optimizerTemplateService validateShallow`, {
|
|
1787
|
+
optimizerSchema,
|
|
1788
|
+
});
|
|
1789
|
+
if (typeof optimizerSchema.optimizerName !== "string") {
|
|
1790
|
+
throw new Error(`optimizer template validation failed: missing optimizerName`);
|
|
1791
|
+
}
|
|
1792
|
+
if (!Array.isArray(optimizerSchema.rangeTrain) || optimizerSchema.rangeTrain.length === 0) {
|
|
1793
|
+
throw new Error(`optimizer template validation failed: rangeTrain must be a non-empty array for optimizerName=${optimizerSchema.optimizerName}`);
|
|
1794
|
+
}
|
|
1795
|
+
if (!Array.isArray(optimizerSchema.source) || optimizerSchema.source.length === 0) {
|
|
1796
|
+
throw new Error(`optimizer template validation failed: source must be a non-empty array for optimizerName=${optimizerSchema.optimizerName}`);
|
|
1797
|
+
}
|
|
1798
|
+
if (typeof optimizerSchema.getPrompt !== "function") {
|
|
1799
|
+
throw new Error(`optimizer template validation failed: getPrompt must be a function for optimizerName=${optimizerSchema.optimizerName}`);
|
|
1800
|
+
}
|
|
1801
|
+
};
|
|
1802
|
+
/**
|
|
1803
|
+
* Partially overrides an existing optimizer schema.
|
|
1804
|
+
* Merges provided values with existing schema.
|
|
1805
|
+
*
|
|
1806
|
+
* @param key - Optimizer name to override
|
|
1807
|
+
* @param value - Partial schema values to merge
|
|
1808
|
+
* @returns Updated complete schema
|
|
1809
|
+
* @throws Error if optimizer not found
|
|
1810
|
+
*/
|
|
1811
|
+
this.override = (key, value) => {
|
|
1812
|
+
this.loggerService.log(`optimizerSchemaService override`, { key });
|
|
1813
|
+
this._registry = this._registry.override(key, value);
|
|
1814
|
+
return this._registry.get(key);
|
|
1815
|
+
};
|
|
1816
|
+
/**
|
|
1817
|
+
* Retrieves optimizer schema by name.
|
|
1818
|
+
*
|
|
1819
|
+
* @param key - Optimizer name
|
|
1820
|
+
* @returns Complete optimizer schema
|
|
1821
|
+
* @throws Error if optimizer not found
|
|
1822
|
+
*/
|
|
1823
|
+
this.get = (key) => {
|
|
1824
|
+
this.loggerService.log(`optimizerSchemaService get`, { key });
|
|
1825
|
+
return this._registry.get(key);
|
|
1826
|
+
};
|
|
1827
|
+
}
|
|
1828
|
+
}
|
|
1829
|
+
|
|
1830
|
+
/**
|
|
1831
|
+
* Service for validating optimizer existence and managing optimizer registry.
|
|
1832
|
+
* Maintains a Map of registered optimizers for validation purposes.
|
|
1833
|
+
*
|
|
1834
|
+
* Uses memoization for efficient repeated validation checks.
|
|
1835
|
+
*/
|
|
1836
|
+
class OptimizerValidationService {
|
|
1837
|
+
constructor() {
|
|
1838
|
+
this.loggerService = inject(TYPES.loggerService);
|
|
1839
|
+
this._optimizerMap = new Map();
|
|
1840
|
+
/**
|
|
1841
|
+
* Adds optimizer to validation registry.
|
|
1842
|
+
* Prevents duplicate optimizer names.
|
|
1843
|
+
*
|
|
1844
|
+
* @param optimizerName - Unique optimizer identifier
|
|
1845
|
+
* @param optimizerSchema - Complete optimizer schema
|
|
1846
|
+
* @throws Error if optimizer with same name already exists
|
|
1847
|
+
*/
|
|
1848
|
+
this.addOptimizer = (optimizerName, optimizerSchema) => {
|
|
1849
|
+
this.loggerService.log("optimizerValidationService addOptimizer", {
|
|
1850
|
+
optimizerName,
|
|
1851
|
+
optimizerSchema,
|
|
1852
|
+
});
|
|
1853
|
+
if (this._optimizerMap.has(optimizerName)) {
|
|
1854
|
+
throw new Error(`optimizer ${optimizerName} already exist`);
|
|
1855
|
+
}
|
|
1856
|
+
this._optimizerMap.set(optimizerName, optimizerSchema);
|
|
1857
|
+
};
|
|
1858
|
+
/**
|
|
1859
|
+
* Validates that optimizer exists in registry.
|
|
1860
|
+
* Memoized for performance on repeated checks.
|
|
1861
|
+
*
|
|
1862
|
+
* @param optimizerName - Optimizer name to validate
|
|
1863
|
+
* @param source - Source method name for error messages
|
|
1864
|
+
* @throws Error if optimizer not found
|
|
1865
|
+
*/
|
|
1866
|
+
this.validate = functoolsKit.memoize(([optimizerName]) => optimizerName, (optimizerName, source) => {
|
|
1867
|
+
this.loggerService.log("optimizerValidationService validate", {
|
|
1868
|
+
optimizerName,
|
|
1869
|
+
source,
|
|
1870
|
+
});
|
|
1871
|
+
const optimizer = this._optimizerMap.get(optimizerName);
|
|
1872
|
+
if (!optimizer) {
|
|
1873
|
+
throw new Error(`optimizer ${optimizerName} not found source=${source}`);
|
|
1874
|
+
}
|
|
1875
|
+
return true;
|
|
1876
|
+
});
|
|
1877
|
+
/**
|
|
1878
|
+
* Lists all registered optimizer schemas.
|
|
1879
|
+
*
|
|
1880
|
+
* @returns Array of all optimizer schemas
|
|
1881
|
+
*/
|
|
1882
|
+
this.list = async () => {
|
|
1883
|
+
this.loggerService.log("optimizerValidationService list");
|
|
1884
|
+
return Array.from(this._optimizerMap.values());
|
|
1885
|
+
};
|
|
1886
|
+
}
|
|
1887
|
+
}
|
|
1888
|
+
|
|
1889
|
+
/**
|
|
1890
|
+
* Emitter for optimizer progress events.
|
|
1891
|
+
*/
|
|
1892
|
+
const progressOptimizerEmitter = new functoolsKit.Subject();
|
|
1893
|
+
/**
|
|
1894
|
+
* Emitter for error events.
|
|
1895
|
+
*/
|
|
1896
|
+
const errorEmitter = new functoolsKit.Subject();
|
|
1897
|
+
|
|
1898
|
+
const ITERATION_LIMIT = 25;
|
|
1899
|
+
const DEFAULT_SOURCE_NAME = "unknown";
|
|
1900
|
+
const CREATE_PREFIX_FN = () => (Math.random() + 1).toString(36).substring(7);
|
|
1901
|
+
/**
|
|
1902
|
+
* Wrapper to call onSourceData callback with error handling.
|
|
1903
|
+
* Catches and logs any errors thrown by the user-provided callback.
|
|
1904
|
+
*/
|
|
1905
|
+
const CALL_SOURCE_DATA_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, name, data, startDate, endDate) => {
|
|
1906
|
+
if (self.params.callbacks?.onSourceData) {
|
|
1907
|
+
await self.params.callbacks.onSourceData(symbol, name, data, startDate, endDate);
|
|
1908
|
+
}
|
|
1909
|
+
}, {
|
|
1910
|
+
fallback: (error) => {
|
|
1911
|
+
const message = "ClientOptimizer CALL_SOURCE_DATA_CALLBACKS_FN thrown";
|
|
1912
|
+
const payload = {
|
|
1913
|
+
error: functoolsKit.errorData(error),
|
|
1914
|
+
message: functoolsKit.getErrorMessage(error),
|
|
1915
|
+
};
|
|
1916
|
+
engine$1.loggerService.warn(message, payload);
|
|
1917
|
+
console.warn(message, payload);
|
|
1918
|
+
errorEmitter.next(error);
|
|
1919
|
+
},
|
|
1920
|
+
});
|
|
1921
|
+
/**
|
|
1922
|
+
* Wrapper to call onData callback with error handling.
|
|
1923
|
+
* Catches and logs any errors thrown by the user-provided callback.
|
|
1924
|
+
*/
|
|
1925
|
+
const CALL_DATA_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, strategyList) => {
|
|
1926
|
+
if (self.params.callbacks?.onData) {
|
|
1927
|
+
await self.params.callbacks.onData(symbol, strategyList);
|
|
1928
|
+
}
|
|
1929
|
+
}, {
|
|
1930
|
+
fallback: (error) => {
|
|
1931
|
+
const message = "ClientOptimizer CALL_DATA_CALLBACKS_FN thrown";
|
|
1932
|
+
const payload = {
|
|
1933
|
+
error: functoolsKit.errorData(error),
|
|
1934
|
+
message: functoolsKit.getErrorMessage(error),
|
|
1935
|
+
};
|
|
1936
|
+
engine$1.loggerService.warn(message, payload);
|
|
1937
|
+
console.warn(message, payload);
|
|
1938
|
+
errorEmitter.next(error);
|
|
1939
|
+
},
|
|
1940
|
+
});
|
|
1941
|
+
/**
|
|
1942
|
+
* Wrapper to call onCode callback with error handling.
|
|
1943
|
+
* Catches and logs any errors thrown by the user-provided callback.
|
|
1944
|
+
*/
|
|
1945
|
+
const CALL_CODE_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, code) => {
|
|
1946
|
+
if (self.params.callbacks?.onCode) {
|
|
1947
|
+
await self.params.callbacks.onCode(symbol, code);
|
|
1948
|
+
}
|
|
1949
|
+
}, {
|
|
1950
|
+
fallback: (error) => {
|
|
1951
|
+
const message = "ClientOptimizer CALL_CODE_CALLBACKS_FN thrown";
|
|
1952
|
+
const payload = {
|
|
1953
|
+
error: functoolsKit.errorData(error),
|
|
1954
|
+
message: functoolsKit.getErrorMessage(error),
|
|
1955
|
+
};
|
|
1956
|
+
engine$1.loggerService.warn(message, payload);
|
|
1957
|
+
console.warn(message, payload);
|
|
1958
|
+
errorEmitter.next(error);
|
|
1959
|
+
},
|
|
1960
|
+
});
|
|
1961
|
+
/**
|
|
1962
|
+
* Wrapper to call onDump callback with error handling.
|
|
1963
|
+
* Catches and logs any errors thrown by the user-provided callback.
|
|
1964
|
+
*/
|
|
1965
|
+
const CALL_DUMP_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, filepath) => {
|
|
1966
|
+
if (self.params.callbacks?.onDump) {
|
|
1967
|
+
await self.params.callbacks.onDump(symbol, filepath);
|
|
1968
|
+
}
|
|
1969
|
+
}, {
|
|
1970
|
+
fallback: (error) => {
|
|
1971
|
+
const message = "ClientOptimizer CALL_DUMP_CALLBACKS_FN thrown";
|
|
1972
|
+
const payload = {
|
|
1973
|
+
error: functoolsKit.errorData(error),
|
|
1974
|
+
message: functoolsKit.getErrorMessage(error),
|
|
1975
|
+
};
|
|
1976
|
+
engine$1.loggerService.warn(message, payload);
|
|
1977
|
+
console.warn(message, payload);
|
|
1978
|
+
errorEmitter.next(error);
|
|
1979
|
+
},
|
|
1980
|
+
});
|
|
1981
|
+
/**
|
|
1982
|
+
* Default user message formatter.
|
|
1983
|
+
* Delegates to template's getUserMessage method.
|
|
1984
|
+
*
|
|
1985
|
+
* @param symbol - Trading pair symbol
|
|
1986
|
+
* @param data - Fetched data array
|
|
1987
|
+
* @param name - Source name
|
|
1988
|
+
* @param self - ClientOptimizer instance
|
|
1989
|
+
* @returns Formatted user message content
|
|
1990
|
+
*/
|
|
1991
|
+
const DEFAULT_USER_FN = async (symbol, data, name, self) => {
|
|
1992
|
+
return await self.params.template.getUserMessage(symbol, data, name);
|
|
1993
|
+
};
|
|
1994
|
+
/**
|
|
1995
|
+
* Default assistant message formatter.
|
|
1996
|
+
* Delegates to template's getAssistantMessage method.
|
|
1997
|
+
*
|
|
1998
|
+
* @param symbol - Trading pair symbol
|
|
1999
|
+
* @param data - Fetched data array
|
|
2000
|
+
* @param name - Source name
|
|
2001
|
+
* @param self - ClientOptimizer instance
|
|
2002
|
+
* @returns Formatted assistant message content
|
|
2003
|
+
*/
|
|
2004
|
+
const DEFAULT_ASSISTANT_FN = async (symbol, data, name, self) => {
|
|
2005
|
+
return await self.params.template.getAssistantMessage(symbol, data, name);
|
|
2006
|
+
};
|
|
2007
|
+
/**
|
|
2008
|
+
* Resolves paginated data from source with deduplication.
|
|
2009
|
+
* Uses iterateDocuments to handle pagination automatically.
|
|
2010
|
+
*
|
|
2011
|
+
* @param fetch - Source fetch function
|
|
2012
|
+
* @param filterData - Filter arguments (symbol, dates)
|
|
2013
|
+
* @returns Deduplicated array of all fetched data
|
|
2014
|
+
*/
|
|
2015
|
+
const RESOLVE_PAGINATION_FN = async (fetch, filterData) => {
|
|
2016
|
+
const iterator = functoolsKit.iterateDocuments({
|
|
2017
|
+
limit: ITERATION_LIMIT,
|
|
2018
|
+
async createRequest({ limit, offset }) {
|
|
2019
|
+
return await fetch({
|
|
2020
|
+
symbol: filterData.symbol,
|
|
2021
|
+
startDate: filterData.startDate,
|
|
2022
|
+
endDate: filterData.endDate,
|
|
2023
|
+
limit,
|
|
2024
|
+
offset,
|
|
2025
|
+
});
|
|
2026
|
+
},
|
|
2027
|
+
});
|
|
2028
|
+
const distinct = functoolsKit.distinctDocuments(iterator, (data) => data.id);
|
|
2029
|
+
return await functoolsKit.resolveDocuments(distinct);
|
|
2030
|
+
};
|
|
2031
|
+
/**
|
|
2032
|
+
* Collects data from all sources and generates strategy metadata.
|
|
2033
|
+
* Iterates through training ranges, fetches data from each source,
|
|
2034
|
+
* builds LLM conversation history, and generates strategy prompts.
|
|
2035
|
+
*
|
|
2036
|
+
* @param symbol - Trading pair symbol
|
|
2037
|
+
* @param self - ClientOptimizer instance
|
|
2038
|
+
* @returns Array of generated strategies with conversation context
|
|
2039
|
+
*/
|
|
2040
|
+
const GET_STRATEGY_DATA_FN = async (symbol, self) => {
|
|
2041
|
+
const strategyList = [];
|
|
2042
|
+
const totalSources = self.params.rangeTrain.length * self.params.source.length;
|
|
2043
|
+
let processedSources = 0;
|
|
2044
|
+
for (const { startDate, endDate } of self.params.rangeTrain) {
|
|
2045
|
+
const messageList = [];
|
|
2046
|
+
for (const source of self.params.source) {
|
|
2047
|
+
// Emit progress event at the start of processing each source
|
|
2048
|
+
await self.onProgress({
|
|
2049
|
+
optimizerName: self.params.optimizerName,
|
|
2050
|
+
symbol,
|
|
2051
|
+
totalSources,
|
|
2052
|
+
processedSources,
|
|
2053
|
+
progress: totalSources > 0 ? processedSources / totalSources : 0,
|
|
2054
|
+
});
|
|
2055
|
+
if (typeof source === "function") {
|
|
2056
|
+
const data = await RESOLVE_PAGINATION_FN(source, {
|
|
2057
|
+
symbol,
|
|
2058
|
+
startDate,
|
|
2059
|
+
endDate,
|
|
2060
|
+
});
|
|
2061
|
+
await CALL_SOURCE_DATA_CALLBACKS_FN(self, symbol, DEFAULT_SOURCE_NAME, data, startDate, endDate);
|
|
2062
|
+
const [userContent, assistantContent] = await Promise.all([
|
|
2063
|
+
DEFAULT_USER_FN(symbol, data, DEFAULT_SOURCE_NAME, self),
|
|
2064
|
+
DEFAULT_ASSISTANT_FN(symbol, data, DEFAULT_SOURCE_NAME, self),
|
|
2065
|
+
]);
|
|
2066
|
+
messageList.push({
|
|
2067
|
+
role: "user",
|
|
2068
|
+
content: userContent,
|
|
2069
|
+
}, {
|
|
2070
|
+
role: "assistant",
|
|
2071
|
+
content: assistantContent,
|
|
2072
|
+
});
|
|
2073
|
+
processedSources++;
|
|
2074
|
+
}
|
|
2075
|
+
else {
|
|
2076
|
+
const { fetch, name = DEFAULT_SOURCE_NAME, assistant = DEFAULT_ASSISTANT_FN, user = DEFAULT_USER_FN, } = source;
|
|
2077
|
+
const data = await RESOLVE_PAGINATION_FN(fetch, {
|
|
2078
|
+
symbol,
|
|
2079
|
+
startDate,
|
|
2080
|
+
endDate,
|
|
2081
|
+
});
|
|
2082
|
+
await CALL_SOURCE_DATA_CALLBACKS_FN(self, symbol, name, data, startDate, endDate);
|
|
2083
|
+
const [userContent, assistantContent] = await Promise.all([
|
|
2084
|
+
user(symbol, data, name, self),
|
|
2085
|
+
assistant(symbol, data, name, self),
|
|
2086
|
+
]);
|
|
2087
|
+
messageList.push({
|
|
2088
|
+
role: "user",
|
|
2089
|
+
content: userContent,
|
|
2090
|
+
}, {
|
|
2091
|
+
role: "assistant",
|
|
2092
|
+
content: assistantContent,
|
|
2093
|
+
});
|
|
2094
|
+
processedSources++;
|
|
2095
|
+
}
|
|
2096
|
+
const name = "name" in source
|
|
2097
|
+
? source.name || DEFAULT_SOURCE_NAME
|
|
2098
|
+
: DEFAULT_SOURCE_NAME;
|
|
2099
|
+
strategyList.push({
|
|
2100
|
+
symbol,
|
|
2101
|
+
name,
|
|
2102
|
+
messages: messageList,
|
|
2103
|
+
strategy: await self.params.getPrompt(symbol, messageList),
|
|
2104
|
+
});
|
|
2105
|
+
}
|
|
2106
|
+
}
|
|
2107
|
+
// Emit final progress event (100%)
|
|
2108
|
+
await self.onProgress({
|
|
2109
|
+
optimizerName: self.params.optimizerName,
|
|
2110
|
+
symbol,
|
|
2111
|
+
totalSources,
|
|
2112
|
+
processedSources: totalSources,
|
|
2113
|
+
progress: 1.0,
|
|
2114
|
+
});
|
|
2115
|
+
await CALL_DATA_CALLBACKS_FN(self, symbol, strategyList);
|
|
2116
|
+
return strategyList;
|
|
2117
|
+
};
|
|
2118
|
+
/**
|
|
2119
|
+
* Generates complete executable strategy code.
|
|
2120
|
+
* Assembles all components: imports, helpers, exchange, frames, strategies, walker, launcher.
|
|
2121
|
+
*
|
|
2122
|
+
* @param symbol - Trading pair symbol
|
|
2123
|
+
* @param self - ClientOptimizer instance
|
|
2124
|
+
* @returns Generated TypeScript/JavaScript code as string
|
|
2125
|
+
*/
|
|
2126
|
+
const GET_STRATEGY_CODE_FN = async (symbol, self) => {
|
|
2127
|
+
const strategyData = await self.getData(symbol);
|
|
2128
|
+
const prefix = CREATE_PREFIX_FN();
|
|
2129
|
+
const sections = [];
|
|
2130
|
+
const exchangeName = `${prefix}_exchange`;
|
|
2131
|
+
// 1. Top banner with imports
|
|
2132
|
+
{
|
|
2133
|
+
sections.push(await self.params.template.getTopBanner(symbol));
|
|
2134
|
+
sections.push("");
|
|
2135
|
+
}
|
|
2136
|
+
// 2. JSON dump helper function
|
|
2137
|
+
{
|
|
2138
|
+
sections.push(await self.params.template.getJsonDumpTemplate(symbol));
|
|
2139
|
+
sections.push("");
|
|
2140
|
+
}
|
|
2141
|
+
// 3. Helper functions (text and json)
|
|
2142
|
+
{
|
|
2143
|
+
sections.push(await self.params.template.getTextTemplate(symbol));
|
|
2144
|
+
sections.push("");
|
|
2145
|
+
}
|
|
2146
|
+
{
|
|
2147
|
+
sections.push(await self.params.template.getJsonTemplate(symbol));
|
|
2148
|
+
sections.push("");
|
|
2149
|
+
}
|
|
2150
|
+
// 4. Exchange template (assuming first strategy has exchange info)
|
|
2151
|
+
{
|
|
2152
|
+
sections.push(await self.params.template.getExchangeTemplate(symbol, exchangeName));
|
|
2153
|
+
sections.push("");
|
|
2154
|
+
}
|
|
2155
|
+
// 5. Train frame templates
|
|
2156
|
+
{
|
|
2157
|
+
for (let i = 0; i < self.params.rangeTrain.length; i++) {
|
|
2158
|
+
const range = self.params.rangeTrain[i];
|
|
2159
|
+
const frameName = `${prefix}_train_frame-${i + 1}`;
|
|
2160
|
+
sections.push(await self.params.template.getFrameTemplate(symbol, frameName, "1m", // default interval
|
|
2161
|
+
range.startDate, range.endDate));
|
|
2162
|
+
sections.push("");
|
|
2163
|
+
}
|
|
2164
|
+
}
|
|
2165
|
+
// 6. Test frame template
|
|
2166
|
+
{
|
|
2167
|
+
const testFrameName = `${prefix}_test_frame`;
|
|
2168
|
+
sections.push(await self.params.template.getFrameTemplate(symbol, testFrameName, "1m", // default interval
|
|
2169
|
+
self.params.rangeTest.startDate, self.params.rangeTest.endDate));
|
|
2170
|
+
sections.push("");
|
|
2171
|
+
}
|
|
2172
|
+
// 7. Strategy templates for each generated strategy
|
|
2173
|
+
{
|
|
2174
|
+
for (let i = 0; i < strategyData.length; i++) {
|
|
2175
|
+
const strategy = strategyData[i];
|
|
2176
|
+
const strategyName = `${prefix}_strategy-${i + 1}`;
|
|
2177
|
+
const interval = "5m"; // default interval
|
|
2178
|
+
sections.push(await self.params.template.getStrategyTemplate(strategyName, interval, strategy.strategy));
|
|
2179
|
+
sections.push("");
|
|
2180
|
+
}
|
|
2181
|
+
}
|
|
2182
|
+
// 8. Walker template (uses test frame for validation)
|
|
2183
|
+
{
|
|
2184
|
+
const walkerName = `${prefix}_walker`;
|
|
2185
|
+
const testFrameName = `${prefix}_test_frame`;
|
|
2186
|
+
const strategies = strategyData.map((_, i) => `${prefix}_strategy-${i + 1}`);
|
|
2187
|
+
sections.push(await self.params.template.getWalkerTemplate(walkerName, `${exchangeName}`, testFrameName, strategies));
|
|
2188
|
+
sections.push("");
|
|
2189
|
+
}
|
|
2190
|
+
// 9. Launcher template
|
|
2191
|
+
{
|
|
2192
|
+
const walkerName = `${prefix}_walker`;
|
|
2193
|
+
sections.push(await self.params.template.getLauncherTemplate(symbol, walkerName));
|
|
2194
|
+
sections.push("");
|
|
2195
|
+
}
|
|
2196
|
+
const code = sections.join("\n");
|
|
2197
|
+
await CALL_CODE_CALLBACKS_FN(self, symbol, code);
|
|
2198
|
+
return code;
|
|
2199
|
+
};
|
|
2200
|
+
/**
|
|
2201
|
+
* Saves generated strategy code to file.
|
|
2202
|
+
* Creates directory if needed, writes .mjs file with generated code.
|
|
2203
|
+
*
|
|
2204
|
+
* @param symbol - Trading pair symbol
|
|
2205
|
+
* @param path - Output directory path
|
|
2206
|
+
* @param self - ClientOptimizer instance
|
|
2207
|
+
*/
|
|
2208
|
+
const GET_STRATEGY_DUMP_FN = async (symbol, path$1, self) => {
|
|
2209
|
+
const report = await self.getCode(symbol);
|
|
2210
|
+
try {
|
|
2211
|
+
const dir = path.join(process.cwd(), path$1);
|
|
2212
|
+
await fs.mkdir(dir, { recursive: true });
|
|
2213
|
+
const filename = `${self.params.optimizerName}_${symbol}.mjs`;
|
|
2214
|
+
const filepath = path.join(dir, filename);
|
|
2215
|
+
await fs.writeFile(filepath, report, "utf-8");
|
|
2216
|
+
self.params.logger.info(`Optimizer report saved: ${filepath}`);
|
|
2217
|
+
await CALL_DUMP_CALLBACKS_FN(self, symbol, filepath);
|
|
2218
|
+
}
|
|
2219
|
+
catch (error) {
|
|
2220
|
+
self.params.logger.warn(`Failed to save optimizer report:`, error);
|
|
2221
|
+
throw error;
|
|
2222
|
+
}
|
|
2223
|
+
};
|
|
2224
|
+
/**
|
|
2225
|
+
* Client implementation for optimizer operations.
|
|
2226
|
+
*
|
|
2227
|
+
* Features:
|
|
2228
|
+
* - Data collection from multiple sources with pagination
|
|
2229
|
+
* - LLM conversation history building
|
|
2230
|
+
* - Strategy code generation with templates
|
|
2231
|
+
* - File export with callbacks
|
|
2232
|
+
*
|
|
2233
|
+
* Used by OptimizerConnectionService to create optimizer instances.
|
|
2234
|
+
*/
|
|
2235
|
+
class ClientOptimizer {
|
|
2236
|
+
constructor(params, onProgress) {
|
|
2237
|
+
this.params = params;
|
|
2238
|
+
this.onProgress = onProgress;
|
|
2239
|
+
/**
|
|
2240
|
+
* Fetches data from all sources and generates strategy metadata.
|
|
2241
|
+
* Processes each training range and builds LLM conversation history.
|
|
2242
|
+
*
|
|
2243
|
+
* @param symbol - Trading pair symbol
|
|
2244
|
+
* @returns Array of generated strategies with conversation context
|
|
2245
|
+
*/
|
|
2246
|
+
this.getData = async (symbol) => {
|
|
2247
|
+
this.params.logger.debug("ClientOptimizer getData", {
|
|
2248
|
+
symbol,
|
|
2249
|
+
});
|
|
2250
|
+
return await GET_STRATEGY_DATA_FN(symbol, this);
|
|
2251
|
+
};
|
|
2252
|
+
/**
|
|
2253
|
+
* Generates complete executable strategy code.
|
|
2254
|
+
* Includes imports, helpers, strategies, walker, and launcher.
|
|
2255
|
+
*
|
|
2256
|
+
* @param symbol - Trading pair symbol
|
|
2257
|
+
* @returns Generated TypeScript/JavaScript code as string
|
|
2258
|
+
*/
|
|
2259
|
+
this.getCode = async (symbol) => {
|
|
2260
|
+
this.params.logger.debug("ClientOptimizer getCode", {
|
|
2261
|
+
symbol,
|
|
2262
|
+
});
|
|
2263
|
+
return await GET_STRATEGY_CODE_FN(symbol, this);
|
|
2264
|
+
};
|
|
2265
|
+
/**
|
|
2266
|
+
* Generates and saves strategy code to file.
|
|
2267
|
+
* Creates directory if needed, writes .mjs file.
|
|
2268
|
+
*
|
|
2269
|
+
* @param symbol - Trading pair symbol
|
|
2270
|
+
* @param path - Output directory path (default: "./")
|
|
2271
|
+
*/
|
|
2272
|
+
this.dump = async (symbol, path = "./") => {
|
|
2273
|
+
this.params.logger.debug("ClientOptimizer dump", {
|
|
2274
|
+
symbol,
|
|
2275
|
+
path,
|
|
2276
|
+
});
|
|
2277
|
+
return await GET_STRATEGY_DUMP_FN(symbol, path, this);
|
|
2278
|
+
};
|
|
2279
|
+
}
|
|
2280
|
+
}
|
|
2281
|
+
|
|
2282
|
+
/**
|
|
2283
|
+
* Callback function for emitting progress events to progressOptimizerEmitter.
|
|
2284
|
+
*/
|
|
2285
|
+
const COMMIT_PROGRESS_FN = async (progress) => progressOptimizerEmitter.next(progress);
|
|
2286
|
+
/**
|
|
2287
|
+
* Service for creating and caching optimizer client instances.
|
|
2288
|
+
* Handles dependency injection and template merging.
|
|
2289
|
+
*
|
|
2290
|
+
* Features:
|
|
2291
|
+
* - Memoized optimizer instances (one per optimizerName)
|
|
2292
|
+
* - Template merging (custom + defaults)
|
|
2293
|
+
* - Logger injection
|
|
2294
|
+
* - Delegates to ClientOptimizer for actual operations
|
|
2295
|
+
*/
|
|
2296
|
+
class OptimizerConnectionService {
|
|
2297
|
+
constructor() {
|
|
2298
|
+
this.loggerService = inject(TYPES.loggerService);
|
|
2299
|
+
this.optimizerSchemaService = inject(TYPES.optimizerSchemaService);
|
|
2300
|
+
this.optimizerTemplateService = inject(TYPES.optimizerTemplateService);
|
|
2301
|
+
/**
|
|
2302
|
+
* Creates or retrieves cached optimizer instance.
|
|
2303
|
+
* Memoized by optimizerName for performance.
|
|
2304
|
+
*
|
|
2305
|
+
* Merges custom templates from schema with defaults from OptimizerTemplateService.
|
|
2306
|
+
*
|
|
2307
|
+
* @param optimizerName - Unique optimizer identifier
|
|
2308
|
+
* @returns ClientOptimizer instance with resolved dependencies
|
|
2309
|
+
*/
|
|
2310
|
+
this.getOptimizer = functoolsKit.memoize(([optimizerName]) => `${optimizerName}`, (optimizerName) => {
|
|
2311
|
+
const { getPrompt, rangeTest, rangeTrain, source, template: rawTemplate = {}, callbacks, } = this.optimizerSchemaService.get(optimizerName);
|
|
2312
|
+
const { getAssistantMessage = this.optimizerTemplateService.getAssistantMessage, getExchangeTemplate = this.optimizerTemplateService.getExchangeTemplate, getFrameTemplate = this.optimizerTemplateService.getFrameTemplate, getJsonDumpTemplate = this.optimizerTemplateService.getJsonDumpTemplate, getJsonTemplate = this.optimizerTemplateService.getJsonTemplate, getLauncherTemplate = this.optimizerTemplateService.getLauncherTemplate, getStrategyTemplate = this.optimizerTemplateService.getStrategyTemplate, getTextTemplate = this.optimizerTemplateService.getTextTemplate, getWalkerTemplate = this.optimizerTemplateService.getWalkerTemplate, getTopBanner = this.optimizerTemplateService.getTopBanner, getUserMessage = this.optimizerTemplateService.getUserMessage, } = rawTemplate;
|
|
2313
|
+
const template = {
|
|
2314
|
+
getAssistantMessage,
|
|
2315
|
+
getExchangeTemplate,
|
|
2316
|
+
getFrameTemplate,
|
|
2317
|
+
getJsonDumpTemplate,
|
|
2318
|
+
getJsonTemplate,
|
|
2319
|
+
getLauncherTemplate,
|
|
2320
|
+
getStrategyTemplate,
|
|
2321
|
+
getTextTemplate,
|
|
2322
|
+
getWalkerTemplate,
|
|
2323
|
+
getTopBanner,
|
|
2324
|
+
getUserMessage,
|
|
2325
|
+
};
|
|
2326
|
+
return new ClientOptimizer({
|
|
2327
|
+
optimizerName,
|
|
2328
|
+
logger: this.loggerService,
|
|
2329
|
+
getPrompt,
|
|
2330
|
+
rangeTest,
|
|
2331
|
+
rangeTrain,
|
|
2332
|
+
source,
|
|
2333
|
+
template,
|
|
2334
|
+
callbacks,
|
|
2335
|
+
}, COMMIT_PROGRESS_FN);
|
|
2336
|
+
});
|
|
2337
|
+
/**
|
|
2338
|
+
* Fetches data from all sources and generates strategy metadata.
|
|
2339
|
+
*
|
|
2340
|
+
* @param symbol - Trading pair symbol
|
|
2341
|
+
* @param optimizerName - Optimizer identifier
|
|
2342
|
+
* @returns Array of generated strategies with conversation context
|
|
2343
|
+
*/
|
|
2344
|
+
this.getData = async (symbol, optimizerName) => {
|
|
2345
|
+
this.loggerService.log("optimizerConnectionService getData", {
|
|
2346
|
+
symbol,
|
|
2347
|
+
optimizerName,
|
|
2348
|
+
});
|
|
2349
|
+
const optimizer = this.getOptimizer(optimizerName);
|
|
2350
|
+
return await optimizer.getData(symbol);
|
|
2351
|
+
};
|
|
2352
|
+
/**
|
|
2353
|
+
* Generates complete executable strategy code.
|
|
2354
|
+
*
|
|
2355
|
+
* @param symbol - Trading pair symbol
|
|
2356
|
+
* @param optimizerName - Optimizer identifier
|
|
2357
|
+
* @returns Generated TypeScript/JavaScript code as string
|
|
2358
|
+
*/
|
|
2359
|
+
this.getCode = async (symbol, optimizerName) => {
|
|
2360
|
+
this.loggerService.log("optimizerConnectionService getCode", {
|
|
2361
|
+
symbol,
|
|
2362
|
+
optimizerName,
|
|
2363
|
+
});
|
|
2364
|
+
const optimizer = this.getOptimizer(optimizerName);
|
|
2365
|
+
return await optimizer.getCode(symbol);
|
|
2366
|
+
};
|
|
2367
|
+
/**
|
|
2368
|
+
* Generates and saves strategy code to file.
|
|
2369
|
+
*
|
|
2370
|
+
* @param symbol - Trading pair symbol
|
|
2371
|
+
* @param optimizerName - Optimizer identifier
|
|
2372
|
+
* @param path - Output directory path (optional)
|
|
2373
|
+
*/
|
|
2374
|
+
this.dump = async (symbol, optimizerName, path) => {
|
|
2375
|
+
this.loggerService.log("optimizerConnectionService getCode", {
|
|
2376
|
+
symbol,
|
|
2377
|
+
optimizerName,
|
|
2378
|
+
});
|
|
2379
|
+
const optimizer = this.getOptimizer(optimizerName);
|
|
2380
|
+
return await optimizer.dump(symbol, path);
|
|
2381
|
+
};
|
|
2382
|
+
}
|
|
2383
|
+
}
|
|
2384
|
+
|
|
2385
|
+
const METHOD_NAME_GET_DATA = "optimizerGlobalService getData";
|
|
2386
|
+
const METHOD_NAME_GET_CODE = "optimizerGlobalService getCode";
|
|
2387
|
+
const METHOD_NAME_DUMP = "optimizerGlobalService dump";
|
|
2388
|
+
/**
|
|
2389
|
+
* Global service for optimizer operations with validation.
|
|
2390
|
+
* Entry point for public API, performs validation before delegating to ConnectionService.
|
|
2391
|
+
*
|
|
2392
|
+
* Workflow:
|
|
2393
|
+
* 1. Log operation
|
|
2394
|
+
* 2. Validate optimizer exists
|
|
2395
|
+
* 3. Delegate to OptimizerConnectionService
|
|
2396
|
+
*/
|
|
2397
|
+
class OptimizerGlobalService {
|
|
723
2398
|
constructor() {
|
|
724
|
-
/** Private service handling AI provider operations */
|
|
725
|
-
this.runnerPrivateService = inject(TYPES.runnerPrivateService);
|
|
726
|
-
/** Logger service for operation tracking */
|
|
727
2399
|
this.loggerService = inject(TYPES.loggerService);
|
|
2400
|
+
this.optimizerConnectionService = inject(TYPES.optimizerConnectionService);
|
|
2401
|
+
this.optimizerValidationService = inject(TYPES.optimizerValidationService);
|
|
728
2402
|
/**
|
|
729
|
-
*
|
|
730
|
-
*
|
|
731
|
-
* @param params - Completion parameters including messages and options
|
|
732
|
-
* @param context - Execution context with inference provider, model, and API key
|
|
733
|
-
* @returns Promise resolving to AI response message
|
|
2403
|
+
* Fetches data from all sources and generates strategy metadata.
|
|
2404
|
+
* Validates optimizer existence before execution.
|
|
734
2405
|
*
|
|
735
|
-
* @
|
|
736
|
-
*
|
|
737
|
-
*
|
|
738
|
-
*
|
|
739
|
-
* { role: "system", content: "You are a trading analyst" },
|
|
740
|
-
* { role: "user", content: "Analyze BTC/USDT" }
|
|
741
|
-
* ]
|
|
742
|
-
* }, {
|
|
743
|
-
* inference: InferenceName.ClaudeInference,
|
|
744
|
-
* model: "claude-3-5-sonnet-20240620",
|
|
745
|
-
* apiKey: "sk-ant-..."
|
|
746
|
-
* });
|
|
747
|
-
* ```
|
|
2406
|
+
* @param symbol - Trading pair symbol
|
|
2407
|
+
* @param optimizerName - Optimizer identifier
|
|
2408
|
+
* @returns Array of generated strategies with conversation context
|
|
2409
|
+
* @throws Error if optimizer not found
|
|
748
2410
|
*/
|
|
749
|
-
this.
|
|
750
|
-
this.loggerService.log(
|
|
751
|
-
|
|
752
|
-
|
|
753
|
-
}
|
|
2411
|
+
this.getData = async (symbol, optimizerName) => {
|
|
2412
|
+
this.loggerService.log(METHOD_NAME_GET_DATA, {
|
|
2413
|
+
symbol,
|
|
2414
|
+
optimizerName,
|
|
2415
|
+
});
|
|
2416
|
+
this.optimizerValidationService.validate(optimizerName, METHOD_NAME_GET_DATA);
|
|
2417
|
+
return await this.optimizerConnectionService.getData(symbol, optimizerName);
|
|
754
2418
|
};
|
|
755
2419
|
/**
|
|
756
|
-
*
|
|
757
|
-
*
|
|
758
|
-
* Similar to getCompletion but enables streaming mode where supported by the provider.
|
|
759
|
-
* The response is accumulated and returned as a complete message once streaming finishes.
|
|
2420
|
+
* Generates complete executable strategy code.
|
|
2421
|
+
* Validates optimizer existence before execution.
|
|
760
2422
|
*
|
|
761
|
-
* @param
|
|
762
|
-
* @param
|
|
763
|
-
* @returns
|
|
764
|
-
*
|
|
765
|
-
* @example
|
|
766
|
-
* ```typescript
|
|
767
|
-
* const result = await runnerPublicService.getStreamCompletion({
|
|
768
|
-
* messages: [
|
|
769
|
-
* { role: "user", content: "Generate trading signal for ETH/USDT" }
|
|
770
|
-
* ]
|
|
771
|
-
* }, {
|
|
772
|
-
* inference: InferenceName.GPT5Inference,
|
|
773
|
-
* model: "gpt-5o-mini",
|
|
774
|
-
* apiKey: "sk-..."
|
|
775
|
-
* });
|
|
776
|
-
* ```
|
|
2423
|
+
* @param symbol - Trading pair symbol
|
|
2424
|
+
* @param optimizerName - Optimizer identifier
|
|
2425
|
+
* @returns Generated TypeScript/JavaScript code as string
|
|
2426
|
+
* @throws Error if optimizer not found
|
|
777
2427
|
*/
|
|
778
|
-
this.
|
|
779
|
-
this.loggerService.log(
|
|
780
|
-
|
|
781
|
-
|
|
782
|
-
}
|
|
2428
|
+
this.getCode = async (symbol, optimizerName) => {
|
|
2429
|
+
this.loggerService.log(METHOD_NAME_GET_CODE, {
|
|
2430
|
+
symbol,
|
|
2431
|
+
optimizerName,
|
|
2432
|
+
});
|
|
2433
|
+
this.optimizerValidationService.validate(optimizerName, METHOD_NAME_GET_CODE);
|
|
2434
|
+
return await this.optimizerConnectionService.getCode(symbol, optimizerName);
|
|
783
2435
|
};
|
|
784
2436
|
/**
|
|
785
|
-
*
|
|
786
|
-
*
|
|
787
|
-
* Uses structured output (JSON schema validation) to ensure the AI response
|
|
788
|
-
* conforms to a predefined format. Ideal for extracting structured data
|
|
789
|
-
* from AI responses (e.g., trading signals with specific fields).
|
|
790
|
-
*
|
|
791
|
-
* @param params - Outline completion parameters including messages and schema
|
|
792
|
-
* @param context - Execution context with inference provider, model, and API key
|
|
793
|
-
* @returns Promise resolving to structured AI response
|
|
2437
|
+
* Generates and saves strategy code to file.
|
|
2438
|
+
* Validates optimizer existence before execution.
|
|
794
2439
|
*
|
|
795
|
-
* @
|
|
796
|
-
*
|
|
797
|
-
*
|
|
798
|
-
*
|
|
799
|
-
* { role: "user", content: "Decide position for BTC/USDT" }
|
|
800
|
-
* ]
|
|
801
|
-
* }, {
|
|
802
|
-
* inference: InferenceName.DeepseekInference,
|
|
803
|
-
* model: "deepseek-chat",
|
|
804
|
-
* apiKey: "sk-..."
|
|
805
|
-
* });
|
|
806
|
-
* // Returns: { position: "long", price_open: 50000, ... }
|
|
807
|
-
* ```
|
|
2440
|
+
* @param symbol - Trading pair symbol
|
|
2441
|
+
* @param optimizerName - Optimizer identifier
|
|
2442
|
+
* @param path - Output directory path (optional)
|
|
2443
|
+
* @throws Error if optimizer not found
|
|
808
2444
|
*/
|
|
809
|
-
this.
|
|
810
|
-
this.loggerService.log(
|
|
811
|
-
|
|
812
|
-
|
|
813
|
-
|
|
2445
|
+
this.dump = async (symbol, optimizerName, path) => {
|
|
2446
|
+
this.loggerService.log(METHOD_NAME_DUMP, {
|
|
2447
|
+
symbol,
|
|
2448
|
+
optimizerName,
|
|
2449
|
+
path,
|
|
2450
|
+
});
|
|
2451
|
+
this.optimizerValidationService.validate(optimizerName, METHOD_NAME_DUMP);
|
|
2452
|
+
return await this.optimizerConnectionService.dump(symbol, optimizerName, path);
|
|
814
2453
|
};
|
|
815
2454
|
}
|
|
816
2455
|
}
|
|
@@ -857,6 +2496,22 @@ class RunnerPublicService {
|
|
|
857
2496
|
provide(TYPES.runnerPublicService, () => new RunnerPublicService());
|
|
858
2497
|
provide(TYPES.outlinePublicService, () => new OutlinePublicService());
|
|
859
2498
|
}
|
|
2499
|
+
{
|
|
2500
|
+
provide(TYPES.signalPromptService, () => new SignalPromptService());
|
|
2501
|
+
}
|
|
2502
|
+
{
|
|
2503
|
+
provide(TYPES.outlineMarkdownService, () => new OutlineMarkdownService());
|
|
2504
|
+
}
|
|
2505
|
+
/**
|
|
2506
|
+
* Register optimizer services.
|
|
2507
|
+
*/
|
|
2508
|
+
{
|
|
2509
|
+
provide(TYPES.optimizerTemplateService, () => new OptimizerTemplateService());
|
|
2510
|
+
provide(TYPES.optimizerSchemaService, () => new OptimizerSchemaService());
|
|
2511
|
+
provide(TYPES.optimizerValidationService, () => new OptimizerValidationService());
|
|
2512
|
+
provide(TYPES.optimizerConnectionService, () => new OptimizerConnectionService());
|
|
2513
|
+
provide(TYPES.optimizerGlobalService, () => new OptimizerGlobalService());
|
|
2514
|
+
}
|
|
860
2515
|
|
|
861
2516
|
/**
|
|
862
2517
|
* Enumeration of supported LLM inference providers.
|
|
@@ -926,7 +2581,7 @@ var InferenceName$1 = InferenceName;
|
|
|
926
2581
|
* ```
|
|
927
2582
|
*/
|
|
928
2583
|
const getGrok = functoolsKit.singleshot(() => {
|
|
929
|
-
const apiKey =
|
|
2584
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
930
2585
|
if (Array.isArray(apiKey)) {
|
|
931
2586
|
getGrok.clear();
|
|
932
2587
|
throw new Error("Grok provider does not support token rotation");
|
|
@@ -1656,7 +3311,7 @@ class OllamaWrapper {
|
|
|
1656
3311
|
constructor(_config) {
|
|
1657
3312
|
this._config = _config;
|
|
1658
3313
|
/** Round-robin chat function factory */
|
|
1659
|
-
this._chatFn = agentSwarmKit.RoundRobin.create(
|
|
3314
|
+
this._chatFn = agentSwarmKit.RoundRobin.create(engine$1.contextService.context.apiKey, (token) => {
|
|
1660
3315
|
const ollama = new ollama$1.Ollama({
|
|
1661
3316
|
...this._config,
|
|
1662
3317
|
headers: {
|
|
@@ -1672,7 +3327,7 @@ class OllamaWrapper {
|
|
|
1672
3327
|
}
|
|
1673
3328
|
};
|
|
1674
3329
|
});
|
|
1675
|
-
if (!
|
|
3330
|
+
if (!engine$1.contextService.context.apiKey) {
|
|
1676
3331
|
throw new Error("OllamaRotate required apiKey[] to process token rotation");
|
|
1677
3332
|
}
|
|
1678
3333
|
}
|
|
@@ -1757,7 +3412,7 @@ const getOllamaRotate = functoolsKit.singleshot(() => new OllamaWrapper({
|
|
|
1757
3412
|
* ```
|
|
1758
3413
|
*/
|
|
1759
3414
|
const getOllama = functoolsKit.singleshot(() => {
|
|
1760
|
-
const apiKey =
|
|
3415
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
1761
3416
|
if (Array.isArray(apiKey)) {
|
|
1762
3417
|
return getOllamaRotate();
|
|
1763
3418
|
}
|
|
@@ -2151,7 +3806,7 @@ class OllamaProvider {
|
|
|
2151
3806
|
* ```
|
|
2152
3807
|
*/
|
|
2153
3808
|
const getClaude = functoolsKit.singleshot(() => {
|
|
2154
|
-
const apiKey =
|
|
3809
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
2155
3810
|
if (Array.isArray(apiKey)) {
|
|
2156
3811
|
getClaude.clear();
|
|
2157
3812
|
throw new Error("Claude provider does not support token rotation");
|
|
@@ -2494,7 +4149,7 @@ class ClaudeProvider {
|
|
|
2494
4149
|
* ```
|
|
2495
4150
|
*/
|
|
2496
4151
|
const getOpenAi = functoolsKit.singleshot(() => {
|
|
2497
|
-
const apiKey =
|
|
4152
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
2498
4153
|
if (Array.isArray(apiKey)) {
|
|
2499
4154
|
getOpenAi.clear();
|
|
2500
4155
|
throw new Error("OpenAI provider does not support token rotation");
|
|
@@ -2845,7 +4500,7 @@ class GPT5Provider {
|
|
|
2845
4500
|
* ```
|
|
2846
4501
|
*/
|
|
2847
4502
|
const getDeepseek = functoolsKit.singleshot(() => {
|
|
2848
|
-
const apiKey =
|
|
4503
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
2849
4504
|
if (Array.isArray(apiKey)) {
|
|
2850
4505
|
getDeepseek.clear();
|
|
2851
4506
|
throw new Error("Deepseek provider does not support token rotation");
|
|
@@ -3167,7 +4822,7 @@ class DeepseekProvider {
|
|
|
3167
4822
|
* ```
|
|
3168
4823
|
*/
|
|
3169
4824
|
const getMistral = functoolsKit.singleshot(() => {
|
|
3170
|
-
const apiKey =
|
|
4825
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
3171
4826
|
if (Array.isArray(apiKey)) {
|
|
3172
4827
|
getMistral.clear();
|
|
3173
4828
|
throw new Error("Mistral provider does not support token rotation");
|
|
@@ -3489,7 +5144,7 @@ class MistralProvider {
|
|
|
3489
5144
|
* ```
|
|
3490
5145
|
*/
|
|
3491
5146
|
const getPerplexity = functoolsKit.singleshot(() => {
|
|
3492
|
-
const apiKey =
|
|
5147
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
3493
5148
|
if (Array.isArray(apiKey)) {
|
|
3494
5149
|
getPerplexity.clear();
|
|
3495
5150
|
throw new Error("Perplexity provider does not support token rotation");
|
|
@@ -3769,7 +5424,7 @@ class PerplexityProvider {
|
|
|
3769
5424
|
* ```
|
|
3770
5425
|
*/
|
|
3771
5426
|
const getCohere = functoolsKit.singleshot(() => {
|
|
3772
|
-
const apiKey =
|
|
5427
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
3773
5428
|
if (Array.isArray(apiKey)) {
|
|
3774
5429
|
getCohere.clear();
|
|
3775
5430
|
throw new Error("Cohere provider does not support token rotation");
|
|
@@ -4439,7 +6094,7 @@ class AlibabaProvider {
|
|
|
4439
6094
|
* ```
|
|
4440
6095
|
*/
|
|
4441
6096
|
const getZAi = functoolsKit.singleshot(() => {
|
|
4442
|
-
const apiKey =
|
|
6097
|
+
const apiKey = engine$1.contextService.context.apiKey;
|
|
4443
6098
|
if (Array.isArray(apiKey)) {
|
|
4444
6099
|
getZAi.clear();
|
|
4445
6100
|
throw new Error("Z.ai provider does not support token rotation");
|
|
@@ -4857,6 +6512,19 @@ const publicServices = {
|
|
|
4857
6512
|
runnerPublicService: inject(TYPES.runnerPublicService),
|
|
4858
6513
|
outlinePublicService: inject(TYPES.outlinePublicService),
|
|
4859
6514
|
};
|
|
6515
|
+
const promptServices = {
|
|
6516
|
+
signalPromptService: inject(TYPES.signalPromptService),
|
|
6517
|
+
};
|
|
6518
|
+
const markdownServices = {
|
|
6519
|
+
outlineMarkdownService: inject(TYPES.outlineMarkdownService),
|
|
6520
|
+
};
|
|
6521
|
+
const optimizerServices = {
|
|
6522
|
+
optimizerTemplateService: inject(TYPES.optimizerTemplateService),
|
|
6523
|
+
optimizerSchemaService: inject(TYPES.optimizerSchemaService),
|
|
6524
|
+
optimizerValidationService: inject(TYPES.optimizerValidationService),
|
|
6525
|
+
optimizerConnectionService: inject(TYPES.optimizerConnectionService),
|
|
6526
|
+
optimizerGlobalService: inject(TYPES.optimizerGlobalService),
|
|
6527
|
+
};
|
|
4860
6528
|
/**
|
|
4861
6529
|
* Main engine object containing all services.
|
|
4862
6530
|
* Provides unified access to the entire service layer.
|
|
@@ -4866,6 +6534,9 @@ const engine = {
|
|
|
4866
6534
|
...baseServices,
|
|
4867
6535
|
...privateServices,
|
|
4868
6536
|
...publicServices,
|
|
6537
|
+
...promptServices,
|
|
6538
|
+
...markdownServices,
|
|
6539
|
+
...optimizerServices,
|
|
4869
6540
|
};
|
|
4870
6541
|
// Initialize DI container
|
|
4871
6542
|
init();
|
|
@@ -4887,7 +6558,7 @@ init();
|
|
|
4887
6558
|
}
|
|
4888
6559
|
// Make engine globally accessible for debugging
|
|
4889
6560
|
Object.assign(globalThis, { engine });
|
|
4890
|
-
var
|
|
6561
|
+
var engine$1 = engine;
|
|
4891
6562
|
|
|
4892
6563
|
const INFERENCE_TIMEOUT$2 = 35000;
|
|
4893
6564
|
const LOCAL_RUNNER_FN$2 = functoolsKit.timeout(async (params) => {
|
|
@@ -5132,11 +6803,12 @@ agentSwarmKit.addOutline({
|
|
|
5132
6803
|
},
|
|
5133
6804
|
{
|
|
5134
6805
|
validate: ({ data }) => {
|
|
5135
|
-
if (
|
|
5136
|
-
|
|
6806
|
+
if (data.position !== "wait" &&
|
|
6807
|
+
(!data.price_open || data.price_open <= 0)) {
|
|
6808
|
+
throw new Error("When position='long' or 'short', the price_open field is required and must be positive");
|
|
5137
6809
|
}
|
|
5138
6810
|
},
|
|
5139
|
-
docDescription: "Validates that opening price is specified and positive.",
|
|
6811
|
+
docDescription: "Validates that opening price is specified and positive when opening a position.",
|
|
5140
6812
|
},
|
|
5141
6813
|
{
|
|
5142
6814
|
validate: ({ data }) => {
|
|
@@ -5158,7 +6830,7 @@ agentSwarmKit.addOutline({
|
|
|
5158
6830
|
},
|
|
5159
6831
|
{
|
|
5160
6832
|
validate: ({ data }) => {
|
|
5161
|
-
if (data.position === "long") {
|
|
6833
|
+
if (data.position === "long" && data.price_open && data.price_stop_loss && data.price_take_profit) {
|
|
5162
6834
|
if (data.price_stop_loss >= data.price_open) {
|
|
5163
6835
|
throw new Error("For LONG position, price_stop_loss must be below price_open");
|
|
5164
6836
|
}
|
|
@@ -5171,7 +6843,7 @@ agentSwarmKit.addOutline({
|
|
|
5171
6843
|
},
|
|
5172
6844
|
{
|
|
5173
6845
|
validate: ({ data }) => {
|
|
5174
|
-
if (data.position === "short") {
|
|
6846
|
+
if (data.position === "short" && data.price_open && data.price_stop_loss && data.price_take_profit) {
|
|
5175
6847
|
if (data.price_stop_loss <= data.price_open) {
|
|
5176
6848
|
throw new Error("For SHORT position, price_stop_loss must be above price_open");
|
|
5177
6849
|
}
|
|
@@ -5243,7 +6915,7 @@ agentSwarmKit.validate({
|
|
|
5243
6915
|
* ```
|
|
5244
6916
|
*/
|
|
5245
6917
|
const ollama = async (messages, model, apiKey) => {
|
|
5246
|
-
return await
|
|
6918
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.OllamaInference, model, apiKey);
|
|
5247
6919
|
};
|
|
5248
6920
|
/**
|
|
5249
6921
|
* Generate structured trading signal from Grok models.
|
|
@@ -5264,7 +6936,7 @@ const ollama = async (messages, model, apiKey) => {
|
|
|
5264
6936
|
* ```
|
|
5265
6937
|
*/
|
|
5266
6938
|
const grok = async (messages, model, apiKey) => {
|
|
5267
|
-
return await
|
|
6939
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.GrokInference, model, apiKey);
|
|
5268
6940
|
};
|
|
5269
6941
|
/**
|
|
5270
6942
|
* Generate structured trading signal from Hugging Face models.
|
|
@@ -5284,7 +6956,7 @@ const grok = async (messages, model, apiKey) => {
|
|
|
5284
6956
|
* ```
|
|
5285
6957
|
*/
|
|
5286
6958
|
const hf = async (messages, model, apiKey) => {
|
|
5287
|
-
return await
|
|
6959
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.HfInference, model, apiKey);
|
|
5288
6960
|
};
|
|
5289
6961
|
/**
|
|
5290
6962
|
* Generate structured trading signal from Claude models.
|
|
@@ -5305,7 +6977,7 @@ const hf = async (messages, model, apiKey) => {
|
|
|
5305
6977
|
* ```
|
|
5306
6978
|
*/
|
|
5307
6979
|
const claude = async (messages, model, apiKey) => {
|
|
5308
|
-
return await
|
|
6980
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.ClaudeInference, model, apiKey);
|
|
5309
6981
|
};
|
|
5310
6982
|
/**
|
|
5311
6983
|
* Generate structured trading signal from OpenAI GPT models.
|
|
@@ -5326,7 +6998,7 @@ const claude = async (messages, model, apiKey) => {
|
|
|
5326
6998
|
* ```
|
|
5327
6999
|
*/
|
|
5328
7000
|
const gpt5 = async (messages, model, apiKey) => {
|
|
5329
|
-
return await
|
|
7001
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.GPT5Inference, model, apiKey);
|
|
5330
7002
|
};
|
|
5331
7003
|
/**
|
|
5332
7004
|
* Generate structured trading signal from DeepSeek models.
|
|
@@ -5347,7 +7019,7 @@ const gpt5 = async (messages, model, apiKey) => {
|
|
|
5347
7019
|
* ```
|
|
5348
7020
|
*/
|
|
5349
7021
|
const deepseek = async (messages, model, apiKey) => {
|
|
5350
|
-
return await
|
|
7022
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.DeepseekInference, model, apiKey);
|
|
5351
7023
|
};
|
|
5352
7024
|
/**
|
|
5353
7025
|
* Generate structured trading signal from Mistral AI models.
|
|
@@ -5368,7 +7040,7 @@ const deepseek = async (messages, model, apiKey) => {
|
|
|
5368
7040
|
* ```
|
|
5369
7041
|
*/
|
|
5370
7042
|
const mistral = async (messages, model, apiKey) => {
|
|
5371
|
-
return await
|
|
7043
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.MistralInference, model, apiKey);
|
|
5372
7044
|
};
|
|
5373
7045
|
/**
|
|
5374
7046
|
* Generate structured trading signal from Perplexity AI models.
|
|
@@ -5389,7 +7061,7 @@ const mistral = async (messages, model, apiKey) => {
|
|
|
5389
7061
|
* ```
|
|
5390
7062
|
*/
|
|
5391
7063
|
const perplexity = async (messages, model, apiKey) => {
|
|
5392
|
-
return await
|
|
7064
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.PerplexityInference, model, apiKey);
|
|
5393
7065
|
};
|
|
5394
7066
|
/**
|
|
5395
7067
|
* Generate structured trading signal from Cohere models.
|
|
@@ -5410,7 +7082,7 @@ const perplexity = async (messages, model, apiKey) => {
|
|
|
5410
7082
|
* ```
|
|
5411
7083
|
*/
|
|
5412
7084
|
const cohere = async (messages, model, apiKey) => {
|
|
5413
|
-
return await
|
|
7085
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.CohereInference, model, apiKey);
|
|
5414
7086
|
};
|
|
5415
7087
|
/**
|
|
5416
7088
|
* Generate structured trading signal from Alibaba Cloud Qwen models.
|
|
@@ -5431,7 +7103,7 @@ const cohere = async (messages, model, apiKey) => {
|
|
|
5431
7103
|
* ```
|
|
5432
7104
|
*/
|
|
5433
7105
|
const alibaba = async (messages, model, apiKey) => {
|
|
5434
|
-
return await
|
|
7106
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.AlibabaInference, model, apiKey);
|
|
5435
7107
|
};
|
|
5436
7108
|
/**
|
|
5437
7109
|
* Generate structured trading signal from Zhipu AI GLM-4 models.
|
|
@@ -5455,7 +7127,7 @@ const alibaba = async (messages, model, apiKey) => {
|
|
|
5455
7127
|
* ```
|
|
5456
7128
|
*/
|
|
5457
7129
|
const glm4 = async (messages, model, apiKey) => {
|
|
5458
|
-
return await
|
|
7130
|
+
return await engine$1.outlinePublicService.getCompletion(messages, InferenceName$1.GLM4Inference, model, apiKey);
|
|
5459
7131
|
};
|
|
5460
7132
|
|
|
5461
7133
|
/**
|
|
@@ -5476,7 +7148,7 @@ const glm4 = async (messages, model, apiKey) => {
|
|
|
5476
7148
|
* ```
|
|
5477
7149
|
*/
|
|
5478
7150
|
const setLogger = (logger) => {
|
|
5479
|
-
|
|
7151
|
+
engine$1.loggerService.setLogger(logger);
|
|
5480
7152
|
};
|
|
5481
7153
|
|
|
5482
7154
|
/**
|
|
@@ -5537,17 +7209,542 @@ function overrideSignalFormat(format) {
|
|
|
5537
7209
|
});
|
|
5538
7210
|
}
|
|
5539
7211
|
|
|
7212
|
+
const DUMP_SIGNAL_METHOD_NAME = "dump.dumpSignal";
|
|
7213
|
+
/**
|
|
7214
|
+
* Dumps signal data and LLM conversation history to markdown files.
|
|
7215
|
+
* Used by AI-powered strategies to save debug logs for analysis.
|
|
7216
|
+
*
|
|
7217
|
+
* Creates a directory structure with:
|
|
7218
|
+
* - 00_system_prompt.md - System messages and output summary
|
|
7219
|
+
* - XX_user_message.md - Each user message in separate file (numbered)
|
|
7220
|
+
* - XX_llm_output.md - Final LLM output with signal data
|
|
7221
|
+
*
|
|
7222
|
+
* Skips if directory already exists to avoid overwriting previous results.
|
|
7223
|
+
*
|
|
7224
|
+
* @param signalId - Unique identifier for the result (used as directory name, e.g., UUID)
|
|
7225
|
+
* @param history - Array of message models from LLM conversation
|
|
7226
|
+
* @param signal - Signal DTO returned by LLM (position, priceOpen, TP, SL, etc.)
|
|
7227
|
+
* @param outputDir - Output directory path (default: "./dump/strategy")
|
|
7228
|
+
* @returns Promise that resolves when all files are written
|
|
7229
|
+
*
|
|
7230
|
+
* @example
|
|
7231
|
+
* ```typescript
|
|
7232
|
+
* import { dumpSignal, getCandles } from "backtest-kit";
|
|
7233
|
+
* import { v4 as uuid } from "uuid";
|
|
7234
|
+
*
|
|
7235
|
+
* addStrategy({
|
|
7236
|
+
* strategyName: "llm-strategy",
|
|
7237
|
+
* interval: "5m",
|
|
7238
|
+
* getSignal: async (symbol) => {
|
|
7239
|
+
* const messages = [];
|
|
7240
|
+
*
|
|
7241
|
+
* // Build multi-timeframe analysis conversation
|
|
7242
|
+
* const candles1h = await getCandles(symbol, "1h", 24);
|
|
7243
|
+
* messages.push(
|
|
7244
|
+
* { role: "user", content: `Analyze 1h trend:\n${formatCandles(candles1h)}` },
|
|
7245
|
+
* { role: "assistant", content: "Trend analyzed" }
|
|
7246
|
+
* );
|
|
7247
|
+
*
|
|
7248
|
+
* const candles5m = await getCandles(symbol, "5m", 24);
|
|
7249
|
+
* messages.push(
|
|
7250
|
+
* { role: "user", content: `Analyze 5m structure:\n${formatCandles(candles5m)}` },
|
|
7251
|
+
* { role: "assistant", content: "Structure analyzed" }
|
|
7252
|
+
* );
|
|
7253
|
+
*
|
|
7254
|
+
* // Request signal
|
|
7255
|
+
* messages.push({
|
|
7256
|
+
* role: "user",
|
|
7257
|
+
* content: "Generate trading signal. Use position: 'wait' if uncertain."
|
|
7258
|
+
* });
|
|
7259
|
+
*
|
|
7260
|
+
* const resultId = uuid();
|
|
7261
|
+
* const signal = await llmRequest(messages);
|
|
7262
|
+
*
|
|
7263
|
+
* // Save conversation and result for debugging
|
|
7264
|
+
* await dumpSignal(resultId, messages, signal);
|
|
7265
|
+
*
|
|
7266
|
+
* return signal;
|
|
7267
|
+
* }
|
|
7268
|
+
* });
|
|
7269
|
+
*
|
|
7270
|
+
* // Creates: ./dump/strategy/{uuid}/00_system_prompt.md
|
|
7271
|
+
* // ./dump/strategy/{uuid}/01_user_message.md (1h analysis)
|
|
7272
|
+
* // ./dump/strategy/{uuid}/02_assistant_message.md
|
|
7273
|
+
* // ./dump/strategy/{uuid}/03_user_message.md (5m analysis)
|
|
7274
|
+
* // ./dump/strategy/{uuid}/04_assistant_message.md
|
|
7275
|
+
* // ./dump/strategy/{uuid}/05_user_message.md (signal request)
|
|
7276
|
+
* // ./dump/strategy/{uuid}/06_llm_output.md (final signal)
|
|
7277
|
+
* ```
|
|
7278
|
+
*/
|
|
7279
|
+
async function dumpSignalData(signalId, history, signal, outputDir = "./dump/strategy") {
|
|
7280
|
+
engine$1.loggerService.info(DUMP_SIGNAL_METHOD_NAME, {
|
|
7281
|
+
signalId,
|
|
7282
|
+
history,
|
|
7283
|
+
signal,
|
|
7284
|
+
outputDir,
|
|
7285
|
+
});
|
|
7286
|
+
return await engine$1.outlineMarkdownService.dumpSignal(signalId, history, signal, outputDir);
|
|
7287
|
+
}
|
|
7288
|
+
|
|
7289
|
+
const METHOD_NAME = "validate.validate";
|
|
7290
|
+
/**
|
|
7291
|
+
* Retrieves all registered optimizers as a map
|
|
7292
|
+
* @private
|
|
7293
|
+
* @returns Map of optimizer names
|
|
7294
|
+
*/
|
|
7295
|
+
const getOptimizerMap = async () => {
|
|
7296
|
+
const optimizerMap = {};
|
|
7297
|
+
for (const { optimizerName } of await engine$1.optimizerValidationService.list()) {
|
|
7298
|
+
Object.assign(optimizerMap, { [optimizerName]: optimizerName });
|
|
7299
|
+
}
|
|
7300
|
+
return optimizerMap;
|
|
7301
|
+
};
|
|
7302
|
+
/**
|
|
7303
|
+
* Internal validation function that processes all provided entity enums.
|
|
7304
|
+
*
|
|
7305
|
+
* Iterates through each enum's values and validates them against their
|
|
7306
|
+
* respective validation services. Uses memoized validation for performance.
|
|
7307
|
+
*
|
|
7308
|
+
* If entity enums are not provided, fetches all registered entities from
|
|
7309
|
+
* their respective validation services and validates them.
|
|
7310
|
+
*
|
|
7311
|
+
* @private
|
|
7312
|
+
* @param args - Validation arguments containing entity name enums
|
|
7313
|
+
* @throws {Error} If any entity name is not found in its registry
|
|
7314
|
+
*/
|
|
7315
|
+
const validateInternal = async (args) => {
|
|
7316
|
+
const { OptimizerName = await getOptimizerMap(), } = args;
|
|
7317
|
+
for (const optimizerName of Object.values(OptimizerName)) {
|
|
7318
|
+
engine$1.optimizerValidationService.validate(optimizerName, METHOD_NAME);
|
|
7319
|
+
}
|
|
7320
|
+
};
|
|
7321
|
+
/**
|
|
7322
|
+
* Validates the existence of all provided entity names across validation services.
|
|
7323
|
+
*
|
|
7324
|
+
* This function accepts enum objects for various entity types (exchanges, frames,
|
|
7325
|
+
* strategies, risks, sizings, optimizers, walkers) and validates that each entity
|
|
7326
|
+
* name exists in its respective registry. Validation results are memoized for performance.
|
|
7327
|
+
*
|
|
7328
|
+
* If no arguments are provided (or specific entity types are omitted), the function
|
|
7329
|
+
* automatically fetches and validates ALL registered entities from their respective
|
|
7330
|
+
* validation services. This is useful for comprehensive validation of the entire setup.
|
|
7331
|
+
*
|
|
7332
|
+
* Use this before running backtests or optimizations to ensure all referenced
|
|
7333
|
+
* entities are properly registered and configured.
|
|
7334
|
+
*
|
|
7335
|
+
* @public
|
|
7336
|
+
* @param args - Partial validation arguments containing entity name enums to validate.
|
|
7337
|
+
* If empty or omitted, validates all registered entities.
|
|
7338
|
+
* @throws {Error} If any entity name is not found in its validation service
|
|
7339
|
+
*
|
|
7340
|
+
* @example
|
|
7341
|
+
* ```typescript
|
|
7342
|
+
* // Validate ALL registered entities (exchanges, frames, strategies, etc.)
|
|
7343
|
+
* await validate({});
|
|
7344
|
+
* ```
|
|
7345
|
+
*
|
|
7346
|
+
* @example
|
|
7347
|
+
* ```typescript
|
|
7348
|
+
* // Define your entity name enums
|
|
7349
|
+
* enum ExchangeName {
|
|
7350
|
+
* BINANCE = "binance",
|
|
7351
|
+
* BYBIT = "bybit"
|
|
7352
|
+
* }
|
|
7353
|
+
*
|
|
7354
|
+
* enum StrategyName {
|
|
7355
|
+
* MOMENTUM_BTC = "momentum-btc"
|
|
7356
|
+
* }
|
|
7357
|
+
*
|
|
7358
|
+
* // Validate specific entities before running backtest
|
|
7359
|
+
* await validate({
|
|
7360
|
+
* ExchangeName,
|
|
7361
|
+
* StrategyName,
|
|
7362
|
+
* });
|
|
7363
|
+
* ```
|
|
7364
|
+
*
|
|
7365
|
+
* @example
|
|
7366
|
+
* ```typescript
|
|
7367
|
+
* // Validate specific entity types
|
|
7368
|
+
* await validate({
|
|
7369
|
+
* RiskName: { CONSERVATIVE: "conservative" },
|
|
7370
|
+
* SizingName: { FIXED_1000: "fixed-1000" },
|
|
7371
|
+
* });
|
|
7372
|
+
* ```
|
|
7373
|
+
*/
|
|
7374
|
+
async function validate(args = {}) {
|
|
7375
|
+
engine$1.loggerService.log(METHOD_NAME);
|
|
7376
|
+
return await validateInternal(args);
|
|
7377
|
+
}
|
|
7378
|
+
|
|
7379
|
+
const METHOD_NAME_SIGNAL = "history.commitSignalPromptHistory";
|
|
7380
|
+
/**
|
|
7381
|
+
* Commits signal prompt history to the message array.
|
|
7382
|
+
*
|
|
7383
|
+
* Extracts trading context from ExecutionContext and MethodContext,
|
|
7384
|
+
* then adds signal-specific system prompts at the beginning and user prompt
|
|
7385
|
+
* at the end of the history array if they are not empty.
|
|
7386
|
+
*
|
|
7387
|
+
* Context extraction:
|
|
7388
|
+
* - symbol: Provided as parameter for debugging convenience
|
|
7389
|
+
* - backtest mode: From ExecutionContext
|
|
7390
|
+
* - strategyName, exchangeName, frameName: From MethodContext
|
|
7391
|
+
*
|
|
7392
|
+
* @param symbol - Trading symbol (e.g., "BTCUSDT") for debugging convenience
|
|
7393
|
+
* @param history - Message array to append prompts to
|
|
7394
|
+
* @returns Promise that resolves when prompts are added
|
|
7395
|
+
* @throws Error if ExecutionContext or MethodContext is not active
|
|
7396
|
+
*
|
|
7397
|
+
* @example
|
|
7398
|
+
* ```typescript
|
|
7399
|
+
* const messages: MessageModel[] = [];
|
|
7400
|
+
* await commitSignalPromptHistory("BTCUSDT", messages);
|
|
7401
|
+
* // messages now contains system prompts at start and user prompt at end
|
|
7402
|
+
* ```
|
|
7403
|
+
*/
|
|
7404
|
+
async function commitSignalPromptHistory(symbol, history) {
|
|
7405
|
+
engine$1.loggerService.log(METHOD_NAME_SIGNAL, {
|
|
7406
|
+
symbol,
|
|
7407
|
+
});
|
|
7408
|
+
const { strategyName, exchangeName, frameName } = await backtestKit.getContext();
|
|
7409
|
+
const mode = await backtestKit.getMode();
|
|
7410
|
+
const isBacktest = mode === "backtest";
|
|
7411
|
+
const systemPrompts = await engine$1.signalPromptService.getSystemPrompt(symbol, strategyName, exchangeName, frameName, isBacktest);
|
|
7412
|
+
const userPrompt = await engine$1.signalPromptService.getUserPrompt(symbol, strategyName, exchangeName, frameName, isBacktest);
|
|
7413
|
+
if (systemPrompts.length > 0) {
|
|
7414
|
+
for (const content of systemPrompts) {
|
|
7415
|
+
history.unshift({
|
|
7416
|
+
role: "system",
|
|
7417
|
+
content,
|
|
7418
|
+
});
|
|
7419
|
+
}
|
|
7420
|
+
}
|
|
7421
|
+
if (userPrompt && userPrompt.trim() !== "") {
|
|
7422
|
+
history.push({
|
|
7423
|
+
role: "user",
|
|
7424
|
+
content: userPrompt,
|
|
7425
|
+
});
|
|
7426
|
+
}
|
|
7427
|
+
}
|
|
7428
|
+
|
|
7429
|
+
const ADD_OPTIMIZER_METHOD_NAME = "add.addOptimizerSchema";
|
|
7430
|
+
/**
|
|
7431
|
+
* Registers an optimizer configuration in the framework.
|
|
7432
|
+
*
|
|
7433
|
+
* The optimizer generates trading strategies by:
|
|
7434
|
+
* - Collecting data from multiple sources across training periods
|
|
7435
|
+
* - Building LLM conversation history with fetched data
|
|
7436
|
+
* - Generating strategy prompts using getPrompt()
|
|
7437
|
+
* - Creating executable backtest code with templates
|
|
7438
|
+
*
|
|
7439
|
+
* The optimizer produces a complete .mjs file containing:
|
|
7440
|
+
* - Exchange, Frame, Strategy, and Walker configurations
|
|
7441
|
+
* - Multi-timeframe analysis logic
|
|
7442
|
+
* - LLM integration for signal generation
|
|
7443
|
+
* - Event listeners for progress tracking
|
|
7444
|
+
*
|
|
7445
|
+
* @param optimizerSchema - Optimizer configuration object
|
|
7446
|
+
* @param optimizerSchema.optimizerName - Unique optimizer identifier
|
|
7447
|
+
* @param optimizerSchema.rangeTrain - Array of training time ranges (each generates a strategy variant)
|
|
7448
|
+
* @param optimizerSchema.rangeTest - Testing time range for strategy validation
|
|
7449
|
+
* @param optimizerSchema.source - Array of data sources (functions or source objects with custom formatters)
|
|
7450
|
+
* @param optimizerSchema.getPrompt - Function to generate strategy prompt from conversation history
|
|
7451
|
+
* @param optimizerSchema.template - Optional custom template overrides (top banner, helpers, strategy logic, etc.)
|
|
7452
|
+
* @param optimizerSchema.callbacks - Optional lifecycle callbacks (onData, onCode, onDump, onSourceData)
|
|
7453
|
+
*
|
|
7454
|
+
* @example
|
|
7455
|
+
* ```typescript
|
|
7456
|
+
* // Basic optimizer with single data source
|
|
7457
|
+
* addOptimizerSchema({
|
|
7458
|
+
* optimizerName: "llm-strategy-generator",
|
|
7459
|
+
* rangeTrain: [
|
|
7460
|
+
* {
|
|
7461
|
+
* note: "Bull market period",
|
|
7462
|
+
* startDate: new Date("2024-01-01"),
|
|
7463
|
+
* endDate: new Date("2024-01-31"),
|
|
7464
|
+
* },
|
|
7465
|
+
* {
|
|
7466
|
+
* note: "Bear market period",
|
|
7467
|
+
* startDate: new Date("2024-02-01"),
|
|
7468
|
+
* endDate: new Date("2024-02-28"),
|
|
7469
|
+
* },
|
|
7470
|
+
* ],
|
|
7471
|
+
* rangeTest: {
|
|
7472
|
+
* note: "Validation period",
|
|
7473
|
+
* startDate: new Date("2024-03-01"),
|
|
7474
|
+
* endDate: new Date("2024-03-31"),
|
|
7475
|
+
* },
|
|
7476
|
+
* source: [
|
|
7477
|
+
* {
|
|
7478
|
+
* name: "historical-backtests",
|
|
7479
|
+
* fetch: async ({ symbol, startDate, endDate, limit, offset }) => {
|
|
7480
|
+
* // Fetch historical backtest results from database
|
|
7481
|
+
* return await db.backtests.find({
|
|
7482
|
+
* symbol,
|
|
7483
|
+
* date: { $gte: startDate, $lte: endDate },
|
|
7484
|
+
* })
|
|
7485
|
+
* .skip(offset)
|
|
7486
|
+
* .limit(limit);
|
|
7487
|
+
* },
|
|
7488
|
+
* user: async (symbol, data, name) => {
|
|
7489
|
+
* return `Analyze these ${data.length} backtest results for ${symbol}:\n${JSON.stringify(data)}`;
|
|
7490
|
+
* },
|
|
7491
|
+
* assistant: async (symbol, data, name) => {
|
|
7492
|
+
* return "Historical data analyzed successfully";
|
|
7493
|
+
* },
|
|
7494
|
+
* },
|
|
7495
|
+
* ],
|
|
7496
|
+
* getPrompt: async (symbol, messages) => {
|
|
7497
|
+
* // Generate strategy prompt from conversation
|
|
7498
|
+
* return `"Analyze ${symbol} using RSI and MACD. Enter LONG when RSI < 30 and MACD crosses above signal."`;
|
|
7499
|
+
* },
|
|
7500
|
+
* callbacks: {
|
|
7501
|
+
* onData: (symbol, strategyData) => {
|
|
7502
|
+
* console.log(`Generated ${strategyData.length} strategies for ${symbol}`);
|
|
7503
|
+
* },
|
|
7504
|
+
* onCode: (symbol, code) => {
|
|
7505
|
+
* console.log(`Generated ${code.length} characters of code for ${symbol}`);
|
|
7506
|
+
* },
|
|
7507
|
+
* onDump: (symbol, filepath) => {
|
|
7508
|
+
* console.log(`Saved strategy to ${filepath}`);
|
|
7509
|
+
* },
|
|
7510
|
+
* onSourceData: (symbol, sourceName, data, startDate, endDate) => {
|
|
7511
|
+
* console.log(`Fetched ${data.length} rows from ${sourceName} for ${symbol}`);
|
|
7512
|
+
* },
|
|
7513
|
+
* },
|
|
7514
|
+
* });
|
|
7515
|
+
* ```
|
|
7516
|
+
*/
|
|
7517
|
+
function addOptimizerSchema(optimizerSchema) {
|
|
7518
|
+
engine$1.loggerService.info(ADD_OPTIMIZER_METHOD_NAME, {
|
|
7519
|
+
optimizerSchema,
|
|
7520
|
+
});
|
|
7521
|
+
engine$1.optimizerValidationService.addOptimizer(optimizerSchema.optimizerName, optimizerSchema);
|
|
7522
|
+
engine$1.optimizerSchemaService.register(optimizerSchema.optimizerName, optimizerSchema);
|
|
7523
|
+
}
|
|
7524
|
+
|
|
7525
|
+
/**
|
|
7526
|
+
* Subscribe to optimizer progress events.
|
|
7527
|
+
* Receives updates during optimizer execution with progress percentage.
|
|
7528
|
+
*
|
|
7529
|
+
* @param callback - Function called on each progress update
|
|
7530
|
+
* @returns Unsubscribe function
|
|
7531
|
+
*
|
|
7532
|
+
* @example
|
|
7533
|
+
* ```typescript
|
|
7534
|
+
* const unsub = listenOptimizerProgress((event) => {
|
|
7535
|
+
* console.log(`Progress: ${(event.progress * 100).toFixed(2)}%`);
|
|
7536
|
+
* console.log(`Processed: ${event.processedSources} / ${event.totalSources}`);
|
|
7537
|
+
* });
|
|
7538
|
+
* // Later: unsub();
|
|
7539
|
+
* ```
|
|
7540
|
+
*/
|
|
7541
|
+
function listenOptimizerProgress(callback) {
|
|
7542
|
+
return progressOptimizerEmitter.subscribe(callback);
|
|
7543
|
+
}
|
|
7544
|
+
/**
|
|
7545
|
+
* Subscribe to error events.
|
|
7546
|
+
* Receives errors from optimizer operations.
|
|
7547
|
+
*
|
|
7548
|
+
* @param callback - Function called on each error
|
|
7549
|
+
* @returns Unsubscribe function
|
|
7550
|
+
*
|
|
7551
|
+
* @example
|
|
7552
|
+
* ```typescript
|
|
7553
|
+
* const unsub = listenError((error) => {
|
|
7554
|
+
* console.error("Error occurred:", error);
|
|
7555
|
+
* });
|
|
7556
|
+
* // Later: unsub();
|
|
7557
|
+
* ```
|
|
7558
|
+
*/
|
|
7559
|
+
function listenError(callback) {
|
|
7560
|
+
return errorEmitter.subscribe(callback);
|
|
7561
|
+
}
|
|
7562
|
+
|
|
7563
|
+
const GET_OPTIMIZER_METHOD_NAME = "get.getOptimizerSchema";
|
|
7564
|
+
/**
|
|
7565
|
+
* Retrieves a registered optimizer schema by name.
|
|
7566
|
+
*
|
|
7567
|
+
* @param optimizerName - Unique optimizer identifier
|
|
7568
|
+
* @returns The optimizer schema configuration object
|
|
7569
|
+
* @throws Error if optimizer is not registered
|
|
7570
|
+
*
|
|
7571
|
+
* @example
|
|
7572
|
+
* ```typescript
|
|
7573
|
+
* const optimizer = getOptimizer("llm-strategy-generator");
|
|
7574
|
+
* console.log(optimizer.rangeTrain); // Array of training ranges
|
|
7575
|
+
* console.log(optimizer.rangeTest); // Testing range
|
|
7576
|
+
* console.log(optimizer.source); // Array of data sources
|
|
7577
|
+
* console.log(optimizer.getPrompt); // async function
|
|
7578
|
+
* ```
|
|
7579
|
+
*/
|
|
7580
|
+
function getOptimizerSchema(optimizerName) {
|
|
7581
|
+
engine$1.loggerService.log(GET_OPTIMIZER_METHOD_NAME, {
|
|
7582
|
+
optimizerName,
|
|
7583
|
+
});
|
|
7584
|
+
engine$1.optimizerValidationService.validate(optimizerName, GET_OPTIMIZER_METHOD_NAME);
|
|
7585
|
+
return engine$1.optimizerSchemaService.get(optimizerName);
|
|
7586
|
+
}
|
|
7587
|
+
|
|
7588
|
+
const LIST_OPTIMIZERS_METHOD_NAME = "list.listOptimizerSchema";
|
|
7589
|
+
/**
|
|
7590
|
+
* Returns a list of all registered optimizer schemas.
|
|
7591
|
+
*
|
|
7592
|
+
* Retrieves all optimizers that have been registered via addOptimizer().
|
|
7593
|
+
* Useful for debugging, documentation, or building dynamic UIs.
|
|
7594
|
+
*
|
|
7595
|
+
* @returns Array of optimizer schemas with their configurations
|
|
7596
|
+
*
|
|
7597
|
+
* @example
|
|
7598
|
+
* ```typescript
|
|
7599
|
+
* import { listOptimizers, addOptimizer } from "backtest-kit";
|
|
7600
|
+
*
|
|
7601
|
+
* addOptimizer({
|
|
7602
|
+
* optimizerName: "llm-strategy-generator",
|
|
7603
|
+
* note: "Generates trading strategies using LLM",
|
|
7604
|
+
* rangeTrain: [
|
|
7605
|
+
* {
|
|
7606
|
+
* note: "Training period 1",
|
|
7607
|
+
* startDate: new Date("2024-01-01"),
|
|
7608
|
+
* endDate: new Date("2024-01-31"),
|
|
7609
|
+
* },
|
|
7610
|
+
* ],
|
|
7611
|
+
* rangeTest: {
|
|
7612
|
+
* note: "Testing period",
|
|
7613
|
+
* startDate: new Date("2024-02-01"),
|
|
7614
|
+
* endDate: new Date("2024-02-28"),
|
|
7615
|
+
* },
|
|
7616
|
+
* source: [],
|
|
7617
|
+
* getPrompt: async (symbol, messages) => "Generate strategy",
|
|
7618
|
+
* });
|
|
7619
|
+
*
|
|
7620
|
+
* const optimizers = listOptimizers();
|
|
7621
|
+
* console.log(optimizers);
|
|
7622
|
+
* // [{ optimizerName: "llm-strategy-generator", note: "Generates...", ... }]
|
|
7623
|
+
* ```
|
|
7624
|
+
*/
|
|
7625
|
+
async function listOptimizerSchema() {
|
|
7626
|
+
engine$1.loggerService.log(LIST_OPTIMIZERS_METHOD_NAME);
|
|
7627
|
+
return await engine$1.optimizerValidationService.list();
|
|
7628
|
+
}
|
|
7629
|
+
|
|
7630
|
+
const OPTIMIZER_METHOD_NAME_GET_DATA = "OptimizerUtils.getData";
|
|
7631
|
+
const OPTIMIZER_METHOD_NAME_GET_CODE = "OptimizerUtils.getCode";
|
|
7632
|
+
const OPTIMIZER_METHOD_NAME_DUMP = "OptimizerUtils.dump";
|
|
7633
|
+
/**
|
|
7634
|
+
* Public API utilities for optimizer operations.
|
|
7635
|
+
* Provides high-level methods for strategy generation and code export.
|
|
7636
|
+
*
|
|
7637
|
+
* Usage:
|
|
7638
|
+
* ```typescript
|
|
7639
|
+
* import { Optimizer } from "@backtest-kit/ollama";
|
|
7640
|
+
*
|
|
7641
|
+
* // Get strategy data
|
|
7642
|
+
* const strategies = await Optimizer.getData("BTCUSDT", {
|
|
7643
|
+
* optimizerName: "my-optimizer"
|
|
7644
|
+
* });
|
|
7645
|
+
*
|
|
7646
|
+
* // Generate code
|
|
7647
|
+
* const code = await Optimizer.getCode("BTCUSDT", {
|
|
7648
|
+
* optimizerName: "my-optimizer"
|
|
7649
|
+
* });
|
|
7650
|
+
*
|
|
7651
|
+
* // Save to file
|
|
7652
|
+
* await Optimizer.dump("BTCUSDT", {
|
|
7653
|
+
* optimizerName: "my-optimizer"
|
|
7654
|
+
* }, "./output");
|
|
7655
|
+
* ```
|
|
7656
|
+
*/
|
|
7657
|
+
class OptimizerUtils {
|
|
7658
|
+
constructor() {
|
|
7659
|
+
/**
|
|
7660
|
+
* Fetches data from all sources and generates strategy metadata.
|
|
7661
|
+
* Processes each training range and builds LLM conversation history.
|
|
7662
|
+
*
|
|
7663
|
+
* @param symbol - Trading pair symbol
|
|
7664
|
+
* @param context - Context with optimizerName
|
|
7665
|
+
* @returns Array of generated strategies with conversation context
|
|
7666
|
+
* @throws Error if optimizer not found
|
|
7667
|
+
*/
|
|
7668
|
+
this.getData = async (symbol, context) => {
|
|
7669
|
+
engine$1.loggerService.info(OPTIMIZER_METHOD_NAME_GET_DATA, {
|
|
7670
|
+
symbol,
|
|
7671
|
+
context,
|
|
7672
|
+
});
|
|
7673
|
+
engine$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_DATA);
|
|
7674
|
+
return await engine$1.optimizerGlobalService.getData(symbol, context.optimizerName);
|
|
7675
|
+
};
|
|
7676
|
+
/**
|
|
7677
|
+
* Generates complete executable strategy code.
|
|
7678
|
+
* Includes imports, helpers, strategies, walker, and launcher.
|
|
7679
|
+
*
|
|
7680
|
+
* @param symbol - Trading pair symbol
|
|
7681
|
+
* @param context - Context with optimizerName
|
|
7682
|
+
* @returns Generated TypeScript/JavaScript code as string
|
|
7683
|
+
* @throws Error if optimizer not found
|
|
7684
|
+
*/
|
|
7685
|
+
this.getCode = async (symbol, context) => {
|
|
7686
|
+
engine$1.loggerService.info(OPTIMIZER_METHOD_NAME_GET_CODE, {
|
|
7687
|
+
symbol,
|
|
7688
|
+
context,
|
|
7689
|
+
});
|
|
7690
|
+
engine$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_CODE);
|
|
7691
|
+
return await engine$1.optimizerGlobalService.getCode(symbol, context.optimizerName);
|
|
7692
|
+
};
|
|
7693
|
+
/**
|
|
7694
|
+
* Generates and saves strategy code to file.
|
|
7695
|
+
* Creates directory if needed, writes .mjs file.
|
|
7696
|
+
*
|
|
7697
|
+
* Format: `{optimizerName}_{symbol}.mjs`
|
|
7698
|
+
*
|
|
7699
|
+
* @param symbol - Trading pair symbol
|
|
7700
|
+
* @param context - Context with optimizerName
|
|
7701
|
+
* @param path - Output directory path (default: "./")
|
|
7702
|
+
* @throws Error if optimizer not found or file write fails
|
|
7703
|
+
*/
|
|
7704
|
+
this.dump = async (symbol, context, path) => {
|
|
7705
|
+
engine$1.loggerService.info(OPTIMIZER_METHOD_NAME_DUMP, {
|
|
7706
|
+
symbol,
|
|
7707
|
+
context,
|
|
7708
|
+
path,
|
|
7709
|
+
});
|
|
7710
|
+
engine$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_DUMP);
|
|
7711
|
+
await engine$1.optimizerGlobalService.dump(symbol, context.optimizerName, path);
|
|
7712
|
+
};
|
|
7713
|
+
}
|
|
7714
|
+
}
|
|
7715
|
+
/**
|
|
7716
|
+
* Singleton instance of OptimizerUtils.
|
|
7717
|
+
* Public API for optimizer operations.
|
|
7718
|
+
*
|
|
7719
|
+
* @example
|
|
7720
|
+
* ```typescript
|
|
7721
|
+
* import { Optimizer } from "@backtest-kit/ollama";
|
|
7722
|
+
*
|
|
7723
|
+
* await Optimizer.dump("BTCUSDT", { optimizerName: "my-optimizer" });
|
|
7724
|
+
* ```
|
|
7725
|
+
*/
|
|
7726
|
+
const Optimizer = new OptimizerUtils();
|
|
7727
|
+
|
|
7728
|
+
exports.Optimizer = Optimizer;
|
|
7729
|
+
exports.addOptimizerSchema = addOptimizerSchema;
|
|
5540
7730
|
exports.alibaba = alibaba;
|
|
5541
7731
|
exports.claude = claude;
|
|
5542
7732
|
exports.cohere = cohere;
|
|
7733
|
+
exports.commitSignalPromptHistory = commitSignalPromptHistory;
|
|
5543
7734
|
exports.deepseek = deepseek;
|
|
7735
|
+
exports.dumpSignalData = dumpSignalData;
|
|
7736
|
+
exports.getOptimizerSchema = getOptimizerSchema;
|
|
5544
7737
|
exports.glm4 = glm4;
|
|
5545
7738
|
exports.gpt5 = gpt5;
|
|
5546
7739
|
exports.grok = grok;
|
|
5547
7740
|
exports.hf = hf;
|
|
5548
7741
|
exports.lib = engine;
|
|
7742
|
+
exports.listOptimizerSchema = listOptimizerSchema;
|
|
7743
|
+
exports.listenError = listenError;
|
|
7744
|
+
exports.listenOptimizerProgress = listenOptimizerProgress;
|
|
5549
7745
|
exports.mistral = mistral;
|
|
5550
7746
|
exports.ollama = ollama;
|
|
5551
7747
|
exports.overrideSignalFormat = overrideSignalFormat;
|
|
5552
7748
|
exports.perplexity = perplexity;
|
|
5553
7749
|
exports.setLogger = setLogger;
|
|
7750
|
+
exports.validate = validate;
|