@openfinclaw/openfinclaw-strategy 0.0.11 → 0.1.1

package/src/{validate.ts → strategy/validate.ts}

@@ -1,11 +1,10 @@
 /**
  * Strategy package validation for Findoo Backtest Agent (FEP v2.0).
  * Validates fep.yaml structure, strategy script safety, and required fields.
- * @module openfinclaw/validate
  */
 import { readFile } from "node:fs/promises";
 import path from "node:path";
-import type { FepV2Style, FepV2Timeframe } from "./types.js";
+import type { FepV2Style, FepV2Timeframe } from "../types.js";
 
 /** FEP 版本常量 */
 const FEP_VERSION = "2.0";
@@ -223,7 +222,6 @@ function validateSymbol(symbol: string): { valid: boolean; market?: string } {
 
 /**
  * 提取 YAML 块内容
- * 提取指定块名下的所有内容（缩进的子行）
  */
 function extractYamlBlock(yamlContent: string, blockName: string): string {
   const lines = yamlContent.split("\n");
@@ -287,7 +285,6 @@ function validateFepYaml(
 ): { hasUniverse: boolean } {
   let hasUniverse = false;
 
-  // 检查 fep 版本
   const fepMatch = /^\s*fep\s*:\s*["']?([^"'\s]+)["']?/m.exec(fepStr);
   if (!fepMatch) {
     errors.push("fep.yaml 必须包含 'fep:' 版本声明（例如 fep: \"2.0\"）");
@@ -297,13 +294,11 @@ function validateFepYaml(
     );
   }
 
-  // ── identity 验证 ──
   if (!hasField(fepStr, "identity")) {
     errors.push("fep.yaml 必须包含 'identity:' 节");
   } else {
     const identityBlock = extractYamlBlock(fepStr, "identity");
 
-    // 必填字段检查
     const requiredIdentityFields = [
       { field: "id", message: "策略唯一标识" },
       { field: "name", message: "策略显示名称" },
@@ -324,7 +319,6 @@ function validateFepYaml(
       }
     }
 
-    // author.name 必填
     if (!hasField(identityBlock, "author")) {
       errors.push("fep.yaml identity 必须包含 'author' 节");
     } else {
@@ -334,7 +328,6 @@ function validateFepYaml(
       }
     }
 
-    // style 枚举验证
     const styleValue = getFieldValue(identityBlock, "style");
     if (styleValue) {
       const cleanedStyle = styleValue.replace(/["']/g, "");
@@ -343,7 +336,6 @@ function validateFepYaml(
       }
     }
 
-    // visibility 枚举验证
     const visibilityValue = getFieldValue(identityBlock, "visibility");
     if (visibilityValue) {
       const cleanedVisibility = visibilityValue.replace(/["']/g, "");
@@ -354,23 +346,20 @@ function validateFepYaml(
       }
     }
 
-    // license 枚举验证
     const licenseValue = getFieldValue(identityBlock, "license");
     if (licenseValue) {
       const cleanedLicense = licenseValue.replace(/["']/g, "");
       if (!VALID_LICENSES.includes(cleanedLicense)) {
-        warnings.push(`fep.yaml identitylicense 建议: ${VALID_LICENSES.join(", ")}`);
+        warnings.push(`fep.yaml identity.license 建议: ${VALID_LICENSES.join(", ")}`);
       }
     }
 
-    // tags 格式验证
     const tagsValue = getFieldValue(identityBlock, "tags");
     if (tagsValue && !tagsValue.startsWith("[")) {
       warnings.push("identity.tags 应使用行内数组格式，如: tags: [trend, btc, crypto]");
     }
   }
 
-  // ── technical 验证（可选，有默认值）──
   if (hasField(fepStr, "technical")) {
     const technicalBlock = extractYamlBlock(fepStr, "technical");
 
@@ -385,13 +374,11 @@ function validateFepYaml(
     }
   }
 
-  // ── backtest 验证（必填）──
   if (!hasField(fepStr, "backtest")) {
     errors.push("fep.yaml 必须包含 'backtest:' 节");
   } else {
     const backtestBlock = extractYamlBlock(fepStr, "backtest");
 
-    // symbol 必填
     if (!hasField(backtestBlock, "symbol")) {
       errors.push("fep.yaml backtest 必须包含 'symbol'（交易品种）");
     } else {
@@ -405,7 +392,6 @@ function validateFepYaml(
       }
     }
 
-    // defaultPeriod 必填
     if (!hasField(backtestBlock, "defaultPeriod")) {
       errors.push("fep.yaml backtest 必须包含 'defaultPeriod'");
     } else {
@@ -418,12 +404,10 @@ function validateFepYaml(
       }
     }
 
-    // initialCapital 必填
     if (!hasField(backtestBlock, "initialCapital")) {
       errors.push("fep.yaml backtest 必须包含 'initialCapital'（初始资金）");
     }
 
-    // timeframe 枚举验证（可选）
     const timeframeValue = getFieldValue(backtestBlock, "timeframe");
     if (timeframeValue) {
       const cleanedTimeframe = timeframeValue.replace(/["']/g, "");
@@ -432,7 +416,6 @@ function validateFepYaml(
       }
     }
 
-    // universe 检测
     if (hasField(backtestBlock, "universe")) {
       hasUniverse = true;
       const universeBlock = extractYamlBlock(backtestBlock, "universe");
@@ -441,7 +424,6 @@ function validateFepYaml(
       }
     }
 
-    // rebalance 验证（可选）
     if (hasField(backtestBlock, "rebalance")) {
       const rebalanceBlock = extractYamlBlock(backtestBlock, "rebalance");
       const freqValue = getFieldValue(rebalanceBlock, "frequency");
@@ -454,7 +436,6 @@ function validateFepYaml(
     }
   }
 
-  // ── risk 验证（可选）──
   if (hasField(fepStr, "risk")) {
     const riskBlock = extractYamlBlock(fepStr, "risk");
     const thresholdValue = getFieldValue(riskBlock, "maxDrawdownThreshold");
@@ -466,7 +447,6 @@ function validateFepYaml(
     }
   }
 
-  // ── paper 验证（可选）──
   if (hasField(fepStr, "paper")) {
     const paperBlock = extractYamlBlock(fepStr, "paper");
     const barIntervalValue = getFieldValue(paperBlock, "barIntervalSeconds");
@@ -492,7 +472,6 @@ function validateStrategyScript(
 ): void {
   const codeWithoutComments = removePythonComments(scriptStr);
 
-  // 检查策略函数
   const hasCompute =
     /\bdef\s+compute\s*\(\s*data\s*\)/.test(scriptStr) ||
     /\bdef\s+compute\s*\(\s*data\s*,\s*context\s*(?:=\s*None)?\s*\)/.test(scriptStr);
@@ -502,22 +481,18 @@ function validateStrategyScript(
     errors.push("scripts/strategy.py 必须定义 compute(data) 或 select(universe) 函数");
   }
 
-  // 如果有 universe 配置，推荐使用 select
   if (hasUniverse && !hasSelect) {
     warnings.push("backtest 配置了 universe，建议使用 select(universe) 函数实现多标的策略");
   }
 
-  // 如果没有 universe 但使用 select，给出警告
   if (!hasUniverse && hasSelect && !hasCompute) {
     warnings.push("使用 select(universe) 函数时，建议在 backtest 中配置 universe");
   }
 
-  // 检查返回值结构（简单检查）
   if (hasCompute && !/\baction\b/.test(scriptStr)) {
     warnings.push("compute(data) 返回值应包含 action 字段（buy/sell/hold/target）");
   }
 
-  // 检查禁止的 import
   for (const pattern of FORBIDDEN_IMPORT_PATTERNS) {
     if (pattern.test(scriptStr)) {
       const match = pattern.exec(scriptStr);
@@ -526,7 +501,6 @@ function validateStrategyScript(
     }
   }
 
-  // 检查禁止的函数调用（忽略注释）
   for (const pattern of FORBIDDEN_CALL_PATTERNS) {
     if (pattern.test(codeWithoutComments)) {
       const match = pattern.exec(codeWithoutComments);
@@ -535,7 +509,6 @@ function validateStrategyScript(
     }
   }
 
-  // 检查破坏回测一致性的模式（忽略注释）
   for (const pattern of BACKTEST_BREAKING_PATTERNS) {
     if (pattern.test(codeWithoutComments)) {
       const match = pattern.exec(codeWithoutComments);
@@ -549,8 +522,6 @@ function validateStrategyScript(
 
 /**
  * 验证策略包目录（FEP v2.0）
- * @param dirPath 策略包目录路径
- * @returns 验证结果
  */
 export async function validateStrategyPackage(dirPath: string): Promise<ValidateResult> {
   const errors: string[] = [];
@@ -561,7 +532,6 @@ export async function validateStrategyPackage(dirPath: string): Promise<Validate
   const scriptDir = path.join(normalizedDir, "scripts");
   const strategyPath = path.join(scriptDir, "strategy.py");
 
-  // ── 检查必需文件 ──
   let fepContent: string;
   try {
     const raw = await readFile(fepPath, "utf-8");
@@ -580,10 +550,8 @@ export async function validateStrategyPackage(dirPath: string): Promise<Validate
     return { valid: false, errors };
   }
 
-  // ── 验证 fep.yaml ──
   const { hasUniverse } = validateFepYaml(fepContent, errors, warnings);
 
-  // ── 验证 strategy.py ──
   validateStrategyScript(strategyContent, hasUniverse, errors, warnings);
 
   return {
@@ -591,4 +559,4 @@ export async function validateStrategyPackage(dirPath: string): Promise<Validate
     errors,
     warnings: warnings.length > 0 ? warnings : undefined,
   };
-}
+}

package/src/types.ts

@@ -492,3 +492,45 @@ export interface LeaderboardResponse {
   total: number;
   cachedAt: string;
 }
+
+// ─────────────────────────────────────────────────────────────
+// DataHub 行情数据类型
+// ─────────────────────────────────────────────────────────────
+
+/** 市场类型 */
+export type MarketType = "crypto" | "equity";
+
+/** OHLCV K线数据 */
+export interface OHLCV {
+  timestamp: number;
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+  volume: number;
+}
+
+/** 行情快照 */
+export interface Ticker {
+  symbol: string;
+  market: MarketType;
+  last: number;
+  volume24h?: number;
+  timestamp: number;
+}
+
+// ─────────────────────────────────────────────────────────────
+// 统一插件配置
+// ─────────────────────────────────────────────────────────────
+
+/** 统一插件配置 */
+export interface UnifiedPluginConfig {
+  /** API Key (用于 Hub 和 DataHub) */
+  apiKey: string | undefined;
+  /** Hub API URL */
+  hubApiUrl: string;
+  /** DataHub Gateway URL */
+  datahubGatewayUrl: string;
+  /** 请求超时（毫秒） */
+  requestTimeoutMs: number;
+}

package/LICENSE

@@ -1,21 +0,0 @@
-MIT License
-
-Copyright (c) 2025 Peter Steinberger
-
-Permission is hereby granted, free of charge, to any person obtaining a copy
-of this software and associated documentation files (the "Software"), to deal
-in the Software without restriction, including without limitation the rights
-to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
-copies of the Software, and to permit persons to whom the Software is
-furnished to do so, subject to the following conditions:
-
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.

package/src/strategy-storage.test.ts

@@ -1,109 +0,0 @@
-import { describe, expect, it } from "vitest";
-import {
-  slugifyName,
-  extractShortId,
-  generateForkDirName,
-  generateCreatedDirName,
-  parseStrategyId,
-  formatDate,
-} from "./strategy-storage.js";
-
-describe("slugifyName", () => {
-  it("converts to lowercase", () => {
-    expect(slugifyName("BTC Strategy")).toBe("btc-strategy");
-  });
-
-  it("replaces spaces with hyphens", () => {
-    expect(slugifyName("my cool strategy")).toBe("my-cool-strategy");
-  });
-
-  it("replaces underscores with hyphens", () => {
-    expect(slugifyName("my_cool_strategy")).toBe("my-cool-strategy");
-  });
-
-  it("removes special characters", () => {
-    expect(slugifyName("BTC@Strategy#123!")).toBe("btcstrategy123");
-  });
-
-  it("limits length to 40 characters", () => {
-    const longName = "a".repeat(50);
-    expect(slugifyName(longName)).toHaveLength(40);
-  });
-
-  it("handles multiple consecutive spaces", () => {
-    expect(slugifyName("my   strategy")).toBe("my-strategy");
-  });
-
-  it("strips leading and trailing hyphens", () => {
-    expect(slugifyName("-my-strategy-")).toBe("my-strategy");
-  });
-});
-
-describe("extractShortId", () => {
-  it("extracts first 8 chars from UUID", () => {
-    expect(extractShortId("34a5792f-7d20-4a15-90f3-26f1c54fa4a6")).toBe("34a5792f");
-  });
-
-  it("handles short input", () => {
-    expect(extractShortId("abc")).toBe("abc");
-  });
-
-  it("converts to lowercase", () => {
-    expect(extractShortId("ABC12345-XXXX-XXXX-XXXX-XXXXXXXXXXXX")).toBe("abc12345");
-  });
-});
-
-describe("generateForkDirName", () => {
-  it("combines slug and short ID", () => {
-    expect(generateForkDirName("BTC Strategy", "34a5792f-7d20-4a15-90f3-26f1c54fa4a6")).toBe(
-      "btc-strategy-34a5792f",
-    );
-  });
-
-  it("handles long names", () => {
-    const longName = "A".repeat(50);
-    const result = generateForkDirName(longName, "12345678-XXXX-XXXX-XXXX-XXXXXXXXXXXX");
-    expect(result).toMatch(/^a+-12345678$/);
-    expect(result.length).toBeLessThanOrEqual(49); // 40 + 1 + 8
-  });
-});
-
-describe("generateCreatedDirName", () => {
-  it("returns slugified name", () => {
-    expect(generateCreatedDirName("My New Strategy")).toBe("my-new-strategy");
-  });
-});
-
-describe("parseStrategyId", () => {
-  it("extracts ID from Hub URL", () => {
-    expect(
-      parseStrategyId("https://hub.openfinclaw.ai/strategy/34a5792f-7d20-4a15-90f3-26f1c54fa4a6"),
-    ).toBe("34a5792f-7d20-4a15-90f3-26f1c54fa4a6");
-  });
-
-  it("normalizes full UUID to lowercase", () => {
-    expect(parseStrategyId("34A5792F-7D20-4A15-90F3-26F1C54FA4A6")).toBe(
-      "34a5792f-7d20-4a15-90f3-26f1c54fa4a6",
-    );
-  });
-
-  it("returns short ID as-is (lowercase)", () => {
-    expect(parseStrategyId("34A5792F")).toBe("34a5792f");
-  });
-
-  it("handles whitespace", () => {
-    expect(parseStrategyId("  34a5792f  ")).toBe("34a5792f");
-  });
-});
-
-describe("formatDate", () => {
-  it("formats date as YYYY-MM-DD", () => {
-    const date = new Date("2026-03-16T10:00:00Z");
-    expect(formatDate(date)).toBe("2026-03-16");
-  });
-
-  it("pads month and day", () => {
-    const date = new Date("2026-01-05T10:00:00Z");
-    expect(formatDate(date)).toBe("2026-01-05");
-  });
-});