@oracle-agent/oracle 0.21.0 → 0.22.1

package/dist/cli/commands/strategy.mjs

@@ -1,6 +1,6 @@
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Sr({coin:t,interval:e="1h",startTime:r,endTime:n},s={}){if(!t)throw new Error("hlCandleSnapshot requires coin");let a={type:"candleSnapshot",req:{coin:String(t),interval:e,startTime:r??Date.now()-24*3600*1e3,endTime:n??Date.now()}};return xr(a,s)}async function kr({coin:t,startTime:e,endTime:r},n={}){if(!t)throw new Error("hlFundingHistory requires coin");return xr({type:"fundingHistory",coin:String(t),startTime:e??Date.now()-24*3600*1e3,endTime:r??Date.now()},n)}var gs,bs,Ar=z(()=>{Er();gs="https://api.hyperliquid.xyz/info",bs="https://api.hyperliquid-testnet.xyz/info"});function Et(t,e){let r=Number(t);if(!Number.isFinite(r))throw new TypeError(`${e} must be finite`);return r}function xt(t,e){if(!Number.isSafeInteger(t)||t<0)throw new TypeError(`${e} must be a non-negative safe integer`);return t}function vt(t){if(Array.isArray(t))for(let e of t)vt(e);else if(t&&typeof t=="object")for(let e of Object.values(t))vt(e);return Object.freeze(t)}function Ss(t){let e=xs[t];if(!e)throw new TypeError(`unsupported strategy interval: ${t}`);return e}function ks(t,{endTime:e=Number.MAX_SAFE_INTEGER}={}){if(!Array.isArray(t))throw new TypeError("Hyperliquid candles must be an array");xt(e,"endTime");let r=new Map;for(let n=0;n<t.length;n++){let s=t[n];if(!s||typeof s!="object"||Array.isArray(s))throw new TypeError(`candles[${n}] must be an object`);let a=xt(Number(s.t),`candles[${n}].t`);if(xt(Number(s.T),`candles[${n}].T`)>e)continue;let i={t:a,o:Et(s.o,`candles[${n}].o`),h:Et(s.h,`candles[${n}].h`),l:Et(s.l,`candles[${n}].l`),c:Et(s.c,`candles[${n}].c`),v:Et(s.v,`candles[${n}].v`)};if(i.h<Math.max(i.o,i.c,i.l))throw new TypeError(`candles[${n}].h is below another price`);if(i.l>Math.min(i.o,i.c,i.h))throw new TypeError(`candles[${n}].l is above another price`);if(i.v<0)throw new TypeError(`candles[${n}].v must be non-negative`);let l=r.get(a);if(l&&JSON.stringify(l)!==JSON.stringify(i))throw new TypeError(`conflicting duplicate candle at timestamp 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d=c.slice(0,s),m=[],p=null,b=null;for(let x of d){let R=$t(i,x),_=lt(R,e,o);b==null&&(b=_.config);let w={netPnlUsd:_.metrics.netPnlUsd,netPnlPct:_.metrics.netPnlPct,maxDrawdownPct:_.metrics.maxDrawdownPct,winRate:_.metrics.winRate,profitFactor:_.metrics.profitFactor,tradeCount:_.metrics.tradeCount,sharpe:_.metrics.sharpe,turnoverUsd:_.metrics.turnoverUsd},V={parameters:{...x},metrics:w};m.push(V),(!p||we(a,w,x,p.metrics,p.parameters))&&(p=V)}m.sort((x,R)=>we(a,x.metrics,x.parameters,R.metrics,R.parameters)?-1:we(a,R.metrics,R.parameters,x.metrics,x.parameters)?1:0);let E={...p.parameters},k=$t(i,E),P={strategyHash:wt(i),compilerHash:dt,trainBarsHash:It(e),backtestConfig:b,objective:a,maxTrials:s,trialsRun:m.length,candidates:m,bestParameters:E,bestStrategy:k},T={id:Xs("sha256").update(JSON.stringify(Mt(P)),"utf8").digest("hex"),...P};return ge(Mt(JSON.parse(JSON.stringify(T))))}var Or,Nr,jr=z(()=>{pt();ut();Bt();Or=256,Nr=new 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Ee,Qs,be,Cr=z(()=>{Ee=1,Qs=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];be=new Map});import{createHash as ke}from"node:crypto";function xe(t){return t==null?t:JSON.parse(JSON.stringify(t))}function Se(t){return Array.isArray(t)?t.map(Se):t&&typeof t=="object"?Object.fromEntries(Object.keys(t).sort().map(e=>[e,Se(t[e])])):t}function Br(t){if(!t||typeof t!="object"||Array.isArray(t))throw new TypeError("shadow-runner: record must be an object");return ke("sha256").update(JSON.stringify(Se(t))).digest("hex")}function no(t,e,r,n,s){return ke("sha256").update(`${t}|${e}|${r}|${n}|${s}`).digest("hex")}function so(t,e,r,n){return ke("sha256").update(`shadow|${t}|${e}|${r}|${n??""}`).digest("hex")}function oo(t){return t==="entryLong"||t==="exitShort"?"buy":t==="entryShort"||t==="exitLong"?"sell":t}function qr(t){return t==="entryLong"||t==="entryShort"}function Ae({storePath:t,clock:e=Date.now}={}){if(typeof t!="string"||!t)throw new Error("shadow-runner: storePath required");let r=Ur({path:t});function n({strategy:l,evidenceId:f=null}={}){let u=K(l),c=f==null?null:String(f),d=r.list().filter(k=>k.status==="running"&&k.strategyHash===u.strategyHash&&k.compilerHash===u.compilerHash&&k.evidenceId===c).sort((k,P)=>k.createdAt-P.createdAt||k.id.localeCompare(P.id))[0];if(d)return xe(d);let m=e(),p=so(m,u.strategyHash,u.compilerHash,c),b=r.get(p);if(b)return xe(b);let E={id:p,strategy:xe(u.strategy),strategyHash:u.strategyHash,compilerHash:u.compilerHash,evidenceId:c,status:"running",cursor:null,intendedOrders:[],fills:[],missedFills:[],markouts:[],createdAt:m,updatedAt:m,position:null,cooldownBarsRemaining:0,cooldownStartT:null,lastProcessedBarIndex:-1};return r.create(E)}function s(l){return r.get(l)}function a(){return r.list()}function o(l){return r.stop(l)}function 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I=N+1,v=I<f.length,B={id:F,action:h,type:h,side:j,signalBarT:A,fillBarT:v?f[I].t:null,status:v?"open":"missed"};return k.set(F,B),c.intendedOrders.push(B),B}function at(h,A,N){if(P.has(h.id))return;let j={orderId:h.id,action:qr(h.action)?"entry":"exit",side:h.side,price:A.o,barT:A.t,signalBarT:h.signalBarT,barIndex:N};if(c.fills.push(j),P.add(h.id),h.status="filled",h.fillBarT=A.t,T.has(h.id)&&(T.delete(h.id),c.missedFills=c.missedFills.filter(F=>F.orderId!==h.id)),qr(h.action)){_={side:h.action==="entryLong"?"long":"short",entryOrderId:h.id,entryBarT:A.t,entryPrice:A.o,entryBarIndex:N};for(let F of u){let I=x(h.id,F);if(R.has(I))continue;let v={orderId:h.id,horizon:F,entryBarT:A.t,entryPrice:A.o,side:_.side,status:"pending",close:null,barT:null};R.set(I,v),c.markouts.push(v)}}else _=null,w=Number(c.strategy?.risk?.cooldownBars)||0,V=A.t}function W(h){if(P.has(h.id)||T.has(h.id))return;let A={orderId:h.id,action:h.action,side:h.side,signalBarT:h.signalBarT,status:"missed"};T.set(h.id,A),c.missedFills.push(A),h.status="missed"}for(let h of c.intendedOrders){if(h.status==="filled"||P.has(h.id))continue;let A=p.get(h.signalBarT);if(A==null)continue;let N=A+1;N<f.length&&(b==null||f[N].t>b)&&at(h,f[N],N)}for(let h of E){let A=f[h],N=m[h].signals,j=_,F=v=>{if(_||w>0&&(V==null||A.t>=V))return;let C=it({action:v,signalBarT:A.t,signalIndex:h}),Z=h+1;Z<f.length?at(C,f[Z],Z):W(C)},I=v=>{if(!_||_.side==="long"&&v!=="exitLong"||_.side==="short"&&v!=="exitShort")return;let B=it({action:v,signalBarT:A.t,signalIndex:h}),C=h+1;C<f.length?at(B,f[C],C):W(B)};j?(N.exitLong&&I("exitLong"),N.exitShort&&I("exitShort")):N.entryLong&&N.entryShort||(N.entryLong&&F("entryLong"),N.entryShort&&F("entryShort")),w>0&&V!=null&&A.t>=V&&(w-=1,w===0&&(V=null)),c.cursor=A.t,c.lastProcessedBarIndex=h}for(let h of c.markouts){if(h.status!=="pending")continue;let A=c.fills.find(F=>F.orderId===h.orderId&&F.action==="entry");if(!A)continue;let N=p.get(A.barT);if(N==null)continue;let j=N+h.horizon;if(j<f.length){h.close=f[j].c,h.barT=f[j].t,h.status="filled";let F=h.entryPrice;h.markout=h.side==="long"?(h.close-F)/F:(F-h.close)/F}}return c.position=_,c.cooldownBarsRemaining=w,c.cooldownStartT=V,c.updatedAt=e(),c})}return{start:n,step:i,list:a,get:s,stop:o}}var Dr=z(()=>{pt();Cr()});var Jr={};nn(Jr,{runStrategyOperation:()=>mo});import io from"node:os";import ao from"node:path";function Rt(t){return t!=null&&typeof t=="object"&&!Array.isArray(t)}function lo(t){return String(t).toLowerCase().replace(/[^a-z0-9]/g,"")}function $e(t){if(Array.isArray(t)){for(let e of t)$e(e);return}if(Rt(t))for(let[e,r]of Object.entries(t)){if(co.some(n=>lo(e).includes(n)))throw new Error(`strategy service: secret-like field "${e}" is forbidden`);$e(r)}}function uo(t){if(!Rt(t))throw new TypeError("strategy input must be a plain object");return $e(t),t}function fo(t,e){let r=e.nowMs??t.nowMs??Date.now();if(!Number.isInteger(r))throw new TypeError("nowMs must be an integer epoch milliseconds");return r}async function Pe(t,e,r,n){if(Array.isArray(e.bars))return e.bars;let a=await(r.fetchBars??Pr)({coin:t.market.coin,interval:t.market.interval,count:e.count??1500,endTime:e.endTime??n}),o=Array.isArray(a)?a:a?.bars;if(!Array.isArray(o))throw new Error("strategy history provider returned no bars");return o}function Te(t,e){let r=t.backtestOptions??{};if(!Rt(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:e}}function zr(t,e,r,n,s={}){let a=t.evidenceOptions??{};if(!Rt(a))throw new TypeError("evidenceOptions must be a plain object");return{...a,...s,strategy:e,bars:r,backtestOptions:Te(t,n)}}function Vr(){return ao.join(io.homedir(),".oracle","strategy-shadow.json")}function po(t,e){return{perStrategyNotionalUsd:t.risk.maxNotionalUsd,maxLeverage:t.risk.maxLeverage,dailyLossCapUsd:t.risk.maxNotionalUsd*(t.risk.maxDailyLossPct/100),chainAllowlist:["hyperliquid"],assetAllowlist:[t.market.coin],expiresAt:Math.min(t.risk.expiresAt,e+864e5),killSwitchRequired:!0}}async function mo(t,e={},r={}){let n=uo(e),s=fo(n,r);if(t==="draft")return{strategy:_r(n.prompt,{nowMs:s})};if(t==="validate"){let a=K(n.strategy);if(a.strategy.risk.expiresAt<=s)throw new Error("strategy is expired");return{valid:!0,strategy:a.strategy,strategyHash:a.strategyHash,compilerHash:a.compilerHash,compilerVersion:a.compilerVersion,requiredSeries:a.requiredSeries}}if(t==="backtest"||t==="evidence"){let a=K(n.strategy),o=await Pe(a.strategy,n,r,s);Ot(a,o);let i=ue(zr(n,a.strategy,o,s));return t==="evidence"?i:{backtest:lt(a.strategy,o,Te(n,s)),evidence:i}}if(t==="optimize"){let a=K(n.strategy),o=await Pe(a.strategy,n,r,s);Ot(a,o);let i=n.trainFraction,l=n.evidenceOptions?.trainFraction;if(i!=null&&l!=null&&i!==l)throw new TypeError("conflicting trainFraction controls are forbidden");let f=i??l??.7;if(typeof f!="number"||f<=0||f>=1)throw new TypeError("trainFraction must be in (0,1)");let u=o.slice(0,Math.floor(o.length*f)),c=n.options??{};if(!Rt(c))throw new TypeError("options must be a plain object");let d=Rr(a.strategy,u,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:Te(n,s)}),m=d.bestStrategy;return{strategy:m,optimization:d,evidence:ue(zr(n,m,o,s,{trainFraction:f}))}}if(t==="shadow"){let a=Ae({storePath:r.storePath??Vr(),clock:()=>s}),o=n.action;if(o==="start")return await a.start({strategy:n.strategy,evidenceId:n.evidenceId??n.evidence?.id??null});if(o==="list")return await a.list();if(o==="get")return await a.get(n.id);if(o==="stop")return await a.stop(n.id);if(o==="step"){let i=await a.get(n.id);if(!i)throw new Error(`shadow runner not found: ${n.id}`);let l=await Pe(i.strategy,n,r,s);return Ot(K(i.strategy),l),await a.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${o}`)}if(t==="prepare"){let a=K(n.strategy);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let i=await Ae({storePath:r.storePath??Vr(),clock:()=>s}).get(n.shadowId);if(!i)throw new Error("strategy prepare shadow runner not found");if(i.status!=="running")throw new Error("strategy prepare requires an active shadow runner");if(!Number.isFinite(i.cursor))throw new Error("strategy prepare requires a stepped shadow runner");if(i.strategyHash!==a.strategyHash||i.compilerHash!==a.compilerHash)throw new Error("strategy prepare shadow runner does not match strategy artifacts");if(i.evidenceId!==n.evidence?.id)throw new Error("strategy prepare shadow runner does not match evidence artifact");let l=n.caps??po(a.strategy,s);return 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<long|short> <COIN> when RSI <n> <above|below> <threshold> [on <interval>] [, risk knobs]; (3) funding: <long|short> <COIN> when funding rate <above|below> <decimal|percent%> [on <interval>] [, risk knobs]. Risk knobs: stop loss %, take profit %, leverage, position size %, max notional USD. Coins: BTC ETH SOL HYPE or uppercase token <=12 chars. Intervals: 1m 3m 5m 15m 30m 1h 2h 4h 8h 12h 1d.",Bs=Object.freeze({maxLeverage:1,maxNotionalUsd:100,positionSizePct:5,stopLossPct:2,takeProfitPct:4,cooldownBars:1,maxDailyLossPct:3}),zs=36e5,Ds=30*864e5,Vs=864e5});import{createHash as ao}from"node:crypto";function Hr(t){let e=String(t).toLowerCase();return e==="holdout"||e==="test"||e==="oos"||e.includes("holdout")||e.includes("oos")?!0:e==="testbars"||e.endsWith("testbars")||e.startsWith("test")||e.endsWith("test")?!e.includes("backtest"):!1}function Ur(t){return t!=null&&typeof t=="object"&&!Array.isArray(t)}function Se(t){if(t==null||typeof t!="object"||Object.isFrozen(t))return t;if(Array.isArray(t)){for(let e of t)Se(e);return Object.freeze(t)}for(let e of Object.keys(t))Se(t[e]);return Object.freeze(t)}function Mt(t){if(Array.isArray(t))return t.map(Mt);if(t!=null&&typeof t=="object"){let e={};for(let r of Object.keys(t).sort())e[r]=Mt(t[r]);return e}return t}function zt(t){return JSON.stringify(Mt(t))}function co(t){let{min:e,max:r,step:n}=t;if(!(n>0)||e>r)return[];let s=[],a=Math.floor((r-e)/n+1e-9);for(let i=0;i<=a;i++){let l=e+i*n;if(l>r+1e-9)break;let u=Math.abs(l-Math.round(l))<1e-9?Math.round(l):Number(l.toPrecision(12));u<e-1e-9||u>r+1e-9||s.push(u)}if(s.length===0)return[];let o=s[s.length-1];if(Math.abs(o-r)>1e-9){let i=(r-e)/n;Math.abs(i-Math.round(i))<=1e-9&&s.push(r)}return s}function lo(t,e){if(t.length===0)return[];let r=[{}];for(let n of t){let s=e[n],a=[];for(let o of r)for(let i of s)a.push({...o,[n]:i});r=a}return r.sort((n,s)=>{let a=zt(n),o=zt(s);return a<o?-1:a>o?1:0}),r}function ke(t,e,r,n,s){let a=0;if(t==="maxDrawdownPct"){if(a=e.maxDrawdownPct-n.maxDrawdownPct,a!==0)return a<0}else if(a=e[t]-n[t],a!==0)return a>0;let o=zt(r),i=zt(s);return o<i}function qr(t,e,r={}){if(!Ur(r))throw new TypeError("options must be a plain object");for(let x of Object.keys(r))if(Hr(x))throw new TypeError(`options must not include holdout/test/oos key "${x}"`);let n=new Set(["maxTrials","objective","backtestOptions"]);for(let x of Object.keys(r))if(!n.has(x))throw new TypeError(`unknown option "${x}"`);let s=64;if("maxTrials"in r){let x=r.maxTrials;if(!Number.isInteger(x)||x<1||x>Fr)throw new TypeError(`maxTrials must be an integer 1..${Fr}`);s=x}let a=r.objective??"netPnlUsd";if(!Lr.has(a))throw new TypeError(`objective must be one of ${[...Lr].join("|")}`);let o=r.backtestOptions??{};if(!Ur(o))throw new TypeError("backtestOptions must be a plain object");for(let x of Object.keys(o))if(Hr(x))throw new TypeError(`backtestOptions must not include holdout/test/oos key "${x}"`);let i=J(t),l=Object.keys(i.parameters).sort();if(l.length===0)throw new Error("optimizeStrategy requires at least one declared parameter");let u={},f=1;for(let x of l){let R=co(i.parameters[x]);if(R.length===0)throw new Error(`parameter "${x}" produces an empty grid`);u[x]=R,f*=R.length}let c=lo(l,u);if(c.length===0)throw new Error("parameter grid is empty");let d=c.slice(0,s),m=[],p=null,h=null;for(let x of d){let R=Ot(i,x),_=at(R,e,o);h==null&&(h=_.config);let g={netPnlUsd:_.metrics.netPnlUsd,netPnlPct:_.metrics.netPnlPct,maxDrawdownPct:_.metrics.maxDrawdownPct,winRate:_.metrics.winRate,profitFactor:_.metrics.profitFactor,tradeCount:_.metrics.tradeCount,sharpe:_.metrics.sharpe,turnoverUsd:_.metrics.turnoverUsd},V={parameters:{...x},metrics:g};m.push(V),(!p||ke(a,g,x,p.metrics,p.parameters))&&(p=V)}m.sort((x,R)=>ke(a,x.metrics,x.parameters,R.metrics,R.parameters)?-1:ke(a,R.metrics,R.parameters,x.metrics,x.parameters)?1:0);let E={...p.parameters},S=Ot(i,E),P={strategyHash:wt(i),compilerHash:dt,trainBarsHash:$t(e),backtestConfig:h,objective:a,maxTrials:s,trialsRun:m.length,candidates:m,bestParameters:E,bestStrategy:S},T={id:ao("sha256").update(JSON.stringify(Mt(P)),"utf8").digest("hex"),...P};return Se(Mt(JSON.parse(JSON.stringify(T))))}var Fr,Lr,Cr=B(()=>{pt();ft();Ht();Fr=256,Lr=new Set(["netPnlUsd","profitFactor","sharpe","maxDrawdownPct"])});import st from"node:fs";import Dt from"node:path";function Vt(t){return t!=null&&typeof t=="object"&&!Array.isArray(t)}function rt(t){return t==null?t:JSON.parse(JSON.stringify(t))}function fo(t){return String(t).toLowerCase().replace(/[^a-z0-9]/g,"")}function St(t,e="record"){if(Array.isArray(t)){t.forEach((r,n)=>St(r,`${e}[${n}]`));return}if(Vt(t))for(let[r,n]of Object.entries(t)){let s=fo(r);if(uo.some(a=>s.includes(a)))throw new Error(`shadow-store: forbidden secret-like field at ${e}.${r}`);St(n,`${e}.${r}`)}}function po(t){if(typeof t!="string"||!t||!Dt.isAbsolute(t))throw new Error("shadow-store: path must be an absolute path")}function Br(t){let e;try{e=st.lstatSync(t)}catch(n){if(n&&n.code==="ENOENT")return;throw n}if(e.isSymbolicLink())throw new Error("shadow-store: store path must not be a symlink");if(!e.isFile())throw new Error("shadow-store: store path must be a regular file");if(e.mode&511&18)throw new Error("shadow-store: store file must not be group or world writable")}function mo(){return{version:Pe,runners:[]}}function zr(t,e){let r;try{r=JSON.parse(t)}catch{throw new Error("shadow-store: malformed JSON")}if(!Vt(r))throw new Error("shadow-store: malformed JSON root");if(r.version!==Pe)throw new Error(`shadow-store: unsupported version ${r.version}`);if(!Array.isArray(r.runners))throw new Error("shadow-store: runners must be an array");return St(r,Dt.basename(e)),{version:Pe,runners:r.runners.map(n=>rt(n))}}function Dr(t,e){St(e,"store");let r=Dt.dirname(t);st.mkdirSync(r,{recursive:!0,mode:448});let n=Dt.join(r,`.shadow-store.${process.pid}.${Date.now()}.tmp`),s=`${JSON.stringify(e)}
+`;try{st.writeFileSync(n,s,{mode:384,flag:"wx"}),st.renameSync(n,t);try{st.chmodSync(t,384)}catch{}}catch(a){try{st.unlinkSync(n)}catch{}throw a}}function Vr(t={}){let e=t.path;if(po(e),Br(e),st.existsSync(e)?zr(st.readFileSync(e,"utf8"),e):Dr(e,mo()),Ae.has(e))return Ae.get(e);let r=!1,n=[];function s(){if(r)return;let p=n.shift();if(p){r=!0;try{let h=p.fn();r=!1,p.resolve(h),s()}catch(h){r=!1,p.reject(h),s()}}}function a(p){if(!r&&n.length===0){r=!0;try{return p()}finally{r=!1,queueMicrotask(s)}}return new Promise((h,E)=>{n.push({fn:p,resolve:h,reject:E}),queueMicrotask(s)})}function o(){return Br(e),zr(st.readFileSync(e,"utf8"),e)}function i(p){Dr(e,p)}function l(p){if(!Vt(p)||typeof p.id!="string"||!p.id)throw new Error("shadow-store: create requires record with string id");St(p,"record");let h=o();if(h.runners.some(S=>S.id===p.id))throw new Error(`shadow-store: runner id already exists: ${p.id}`);let E=rt(p);return h.runners.push(E),i(h),rt(E)}function u(p){let h=o().runners.find(E=>E.id===p);return h?rt(h):null}function f(){return o().runners.map(p=>rt(p))}function c(p,h){if(typeof h!="function")throw new Error("shadow-store: updater must be a function");let E=o(),S=E.runners.findIndex(x=>x.id===p);if(S<0)throw new Error(`shadow-store: runner not found: ${p}`);let P=rt(E.runners[S]),T=h(P);if(!Vt(T)||T.id!==p)throw new Error("shadow-store: updater must return record with same id");return St(T,"record"),E.runners[S]=rt(T),i(E),rt(E.runners[S])}function d(p){let h=o(),E=h.runners.findIndex(P=>P.id===p);if(E<0)throw new Error(`shadow-store: runner not found: ${p}`);let S=rt(h.runners[E]);return S.status!=="stopped"&&(S.status="stopped",h.runners[E]=S,i(h)),rt(h.runners[E])}let m={create(p){return a(()=>l(p))},get(p){return u(p)},list(){return f()},update(p,h){return a(()=>c(p,h))},stop(p){return a(()=>d(p))}};return Ae.set(e,m),m}var Pe,uo,Ae,Jr=B(()=>{Pe=1,uo=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];Ae=new Map});import{createHash as _e}from"node:crypto";function $e(t){return t==null?t:JSON.parse(JSON.stringify(t))}function Te(t){return Array.isArray(t)?t.map(Te):t&&typeof t=="object"?Object.fromEntries(Object.keys(t).sort().map(e=>[e,Te(t[e])])):t}function Yr(t){if(!t||typeof t!="object"||Array.isArray(t))throw new TypeError("shadow-runner: record must be an object");return _e("sha256").update(JSON.stringify(Te(t))).digest("hex")}function ho(t,e,r,n,s){return _e("sha256").update(`${t}|${e}|${r}|${n}|${s}`).digest("hex")}function yo(t,e,r,n){return _e("sha256").update(`shadow|${t}|${e}|${r}|${n??""}`).digest("hex")}function wo(t){return t==="entryLong"||t==="exitShort"?"buy":t==="entryShort"||t==="exitLong"?"sell":t}function Kr(t){return t==="entryLong"||t==="entryShort"}function Ie({storePath:t,clock:e=Date.now}={}){if(typeof t!="string"||!t)throw new Error("shadow-runner: storePath required");let r=Vr({path:t});function n({strategy:l,evidenceId:u=null}={}){let f=K(l),c=u==null?null:String(u),d=r.list().filter(S=>S.status==="running"&&S.strategyHash===f.strategyHash&&S.compilerHash===f.compilerHash&&S.evidenceId===c).sort((S,P)=>S.createdAt-P.createdAt||S.id.localeCompare(P.id))[0];if(d)return $e(d);let m=e(),p=yo(m,f.strategyHash,f.compilerHash,c),h=r.get(p);if(h)return $e(h);let E={id:p,strategy:$e(f.strategy),strategyHash:f.strategyHash,compilerHash:f.compilerHash,evidenceId:c,status:"running",cursor:null,intendedOrders:[],fills:[],missedFills:[],markouts:[],createdAt:m,updatedAt:m,position:null,cooldownBarsRemaining:0,cooldownStartT:null,lastProcessedBarIndex:-1};return r.create(E)}function s(l){return r.get(l)}function a(){return r.list()}function o(l){return r.stop(l)}function i(l,u,{markoutHorizons:f=[1,4,12]}={}){if(!Array.isArray(u))throw new TypeError("shadow-runner: bars must be an array");return r.update(l,c=>{if(c.status!=="running")throw new Error("shadow-runner: runner is stopped");if(u.length===0)return c;let m=K(c.strategy).evaluateAll(u),p=new Map;for(let y=0;y<u.length;y++)p.set(u[y].t,y);let h=c.cursor,E=[];for(let y=0;y<u.length;y++){let A=u[y].t;(h==null||A>h)&&E.push(y)}if(E.length===0)return c;let S=new Map(c.intendedOrders.map(y=>[y.id,y])),P=new Set(c.fills.map(y=>y.orderId)),T=new Map(c.missedFills.map(y=>[y.orderId,y])),x=(y,A)=>`${y}|${A}`,R=new Map(c.markouts.map(y=>[x(y.orderId,y.horizon),y])),_=c.position?{...c.position}:null,g=Number.isInteger(c.cooldownBarsRemaining)?Math.max(0,c.cooldownBarsRemaining):0,V=Number.isFinite(c.cooldownStartT)?c.cooldownStartT:null;function ot({action:y,signalBarT:A,signalIndex:v}){let j=wo(y),F=ho(c.id,c.strategyHash,A,j,y);if(S.has(F))return S.get(F);let I=v+1,N=I<u.length,z={id:F,action:y,type:y,side:j,signalBarT:A,fillBarT:N?u[I].t:null,status:N?"open":"missed"};return S.set(F,z),c.intendedOrders.push(z),z}function it(y,A,v){if(P.has(y.id))return;let j={orderId:y.id,action:Kr(y.action)?"entry":"exit",side:y.side,price:A.o,barT:A.t,signalBarT:y.signalBarT,barIndex:v};if(c.fills.push(j),P.add(y.id),y.status="filled",y.fillBarT=A.t,T.has(y.id)&&(T.delete(y.id),c.missedFills=c.missedFills.filter(F=>F.orderId!==y.id)),Kr(y.action)){_={side:y.action==="entryLong"?"long":"short",entryOrderId:y.id,entryBarT:A.t,entryPrice:A.o,entryBarIndex:v};for(let F of f){let I=x(y.id,F);if(R.has(I))continue;let N={orderId:y.id,horizon:F,entryBarT:A.t,entryPrice:A.o,side:_.side,status:"pending",close:null,barT:null};R.set(I,N),c.markouts.push(N)}}else _=null,g=Number(c.strategy?.risk?.cooldownBars)||0,V=A.t}function W(y){if(P.has(y.id)||T.has(y.id))return;let A={orderId:y.id,action:y.action,side:y.side,signalBarT:y.signalBarT,status:"missed"};T.set(y.id,A),c.missedFills.push(A),y.status="missed"}for(let y of c.intendedOrders){if(y.status==="filled"||P.has(y.id))continue;let A=p.get(y.signalBarT);if(A==null)continue;let v=A+1;v<u.length&&(h==null||u[v].t>h)&&it(y,u[v],v)}for(let y of E){let A=u[y],v=m[y].signals,j=_,F=N=>{if(_||g>0&&(V==null||A.t>=V))return;let q=ot({action:N,signalBarT:A.t,signalIndex:y}),Z=y+1;Z<u.length?it(q,u[Z],Z):W(q)},I=N=>{if(!_||_.side==="long"&&N!=="exitLong"||_.side==="short"&&N!=="exitShort")return;let z=ot({action:N,signalBarT:A.t,signalIndex:y}),q=y+1;q<u.length?it(z,u[q],q):W(z)};j?(v.exitLong&&I("exitLong"),v.exitShort&&I("exitShort")):v.entryLong&&v.entryShort||(v.entryLong&&F("entryLong"),v.entryShort&&F("entryShort")),g>0&&V!=null&&A.t>=V&&(g-=1,g===0&&(V=null)),c.cursor=A.t,c.lastProcessedBarIndex=y}for(let y of c.markouts){if(y.status!=="pending")continue;let A=c.fills.find(F=>F.orderId===y.orderId&&F.action==="entry");if(!A)continue;let v=p.get(A.barT);if(v==null)continue;let j=v+y.horizon;if(j<u.length){y.close=u[j].c,y.barT=u[j].t,y.status="filled";let F=y.entryPrice;y.markout=y.side==="long"?(y.close-F)/F:(F-y.close)/F}}return c.position=_,c.cooldownBarsRemaining=g,c.cooldownStartT=V,c.updatedAt=e(),c})}return{start:n,step:i,list:a,get:s,stop:o}}var Gr=B(()=>{pt();Jr()});var Zr={};un(Zr,{runStrategyOperation:()=>Po});import go from"node:os";import bo from"node:path";function Rt(t){return t!=null&&typeof t=="object"&&!Array.isArray(t)}function xo(t){return String(t).toLowerCase().replace(/[^a-z0-9]/g,"")}function ve(t){if(Array.isArray(t)){for(let e of t)ve(e);return}if(Rt(t))for(let[e,r]of Object.entries(t)){if(Eo.some(n=>xo(e).includes(n)))throw new Error(`strategy service: secret-like field "${e}" is forbidden`);ve(r)}}function ko(t){if(!Rt(t))throw new TypeError("strategy input must be a plain object");return ve(t),t}function So(t,e){let r=e.nowMs??t.nowMs??Date.now();if(!Number.isInteger(r))throw new TypeError("nowMs must be an integer epoch milliseconds");return r}async function Oe(t,e,r,n){if(Array.isArray(e.bars))return e.bars;let s=le(t.venue),a=r.fetchBars??s.fetchBars;if(typeof a!="function")throw new Error(`strategy venue ${s.id} does not support history`);let o=await a({coin:t.market.coin,interval:t.market.interval,count:e.count??1500,endTime:e.endTime??n}),i=Array.isArray(o)?o:o?.bars;if(!Array.isArray(i))throw new Error("strategy history provider returned no bars");return i}function Ne(t,e){let r=t.backtestOptions??{};if(!Rt(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:e}}function Xr(t,e,r,n,s={}){let a=t.evidenceOptions??{};if(!Rt(a))throw new TypeError("evidenceOptions must be a plain object");return{...a,...s,strategy:e,bars:r,backtestOptions:Ne(t,n)}}function Wr(){return bo.join(go.homedir(),".oracle","strategy-shadow.json")}function Ao(t,e){return{perStrategyNotionalUsd:t.risk.maxNotionalUsd,maxLeverage:t.risk.maxLeverage,dailyLossCapUsd:t.risk.maxNotionalUsd*(t.risk.maxDailyLossPct/100),chainAllowlist:[t.venue],assetAllowlist:[t.market.coin],expiresAt:Math.min(t.risk.expiresAt,e+864e5),killSwitchRequired:!0}}async function Po(t,e={},r={}){let n=ko(e),s=So(n,r);if(t==="draft")return{strategy:Rr(n.prompt,{nowMs:s})};if(t==="validate"){let a=K(n.strategy);if(a.strategy.risk.expiresAt<=s)throw new Error("strategy is expired");return{valid:!0,strategy:a.strategy,strategyHash:a.strategyHash,compilerHash:a.compilerHash,compilerVersion:a.compilerVersion,requiredSeries:a.requiredSeries}}if(t==="backtest"||t==="evidence"){let a=K(n.strategy),o=await Oe(a.strategy,n,r,s);Nt(a,o);let i=ne(Xr(n,a.strategy,o,s));return t==="evidence"?i:{backtest:at(a.strategy,o,Ne(n,s)),evidence:i}}if(t==="optimize"){let a=K(n.strategy),o=await Oe(a.strategy,n,r,s);Nt(a,o);let i=n.trainFraction,l=n.evidenceOptions?.trainFraction;if(i!=null&&l!=null&&i!==l)throw new TypeError("conflicting trainFraction controls are forbidden");let u=i??l??.7;if(typeof u!="number"||u<=0||u>=1)throw new TypeError("trainFraction must be in (0,1)");let f=o.slice(0,Math.floor(o.length*u)),c=n.options??{};if(!Rt(c))throw new TypeError("options must be a plain object");let d=qr(a.strategy,f,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:Ne(n,s)}),m=d.bestStrategy;return{strategy:m,optimization:d,evidence:ne(Xr(n,m,o,s,{trainFraction:u}))}}if(t==="shadow"){let a=Ie({storePath:r.storePath??Wr(),clock:()=>s}),o=n.action;if(o==="start")return await a.start({strategy:n.strategy,evidenceId:n.evidenceId??n.evidence?.id??null});if(o==="list")return await a.list();if(o==="get")return await a.get(n.id);if(o==="stop")return await a.stop(n.id);if(o==="step"){let i=await a.get(n.id);if(!i)throw new Error(`shadow runner not found: ${n.id}`);let l=await Oe(i.strategy,n,r,s);return Nt(K(i.strategy),l),await a.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${o}`)}if(t==="prepare"){let a=K(n.strategy),o=le(a.strategy.venue);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let l=await Ie({storePath:r.storePath??Wr(),clock:()=>s}).get(n.shadowId);if(!l)throw new Error("strategy prepare shadow runner not found");if(l.status!=="running")throw new Error("strategy prepare requires an active shadow runner");if(!Number.isFinite(l.cursor))throw new Error("strategy prepare requires a stepped shadow runner");if(l.strategyHash!==a.strategyHash||l.compilerHash!==a.compilerHash)throw new Error("strategy prepare shadow runner does not match strategy artifacts");if(l.evidenceId!==n.evidence?.id)throw new Error("strategy prepare shadow runner does not match evidence artifact");let u=n.caps??Ao(a.strategy,s);return o.prepareIntent({strategy:a.strategy,evidence:n.evidence,shadow:{id:l.id,stateHash:Yr(l),status:l.status,cursor:l.cursor,updatedAt:l.updatedAt},caps:u,nowMs:s,env:r.env??process.env})}throw new Error(`unknown strategy operation: ${t}`)}var Eo,Qr=B(()=>{Ht();pt();se();jr();Cr();Gr();ue();Eo=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"]});import tn from"node:fs";function $o(t){let e={},r=[];for(let n=0;n<t.length;n++){let s=t[n];if(!s.startsWith("--")){r.push(s);continue}let a=s.slice(2),o=t[n+1];o!=null&&!o.startsWith("--")?(e[a]=o,n++):e[a]=!0}return{flags:e,positional:r}}function ht(t,e){if(!t)throw new Error(`${e} path required`);let r=t==="-"?tn.readFileSync(0,"utf8"):tn.readFileSync(t,"utf8");try{return JSON.parse(r)}catch{throw new Error(`${e} must contain valid JSON`)}}function en(t,e){if(t==null)return;let r=Number(t);if(!Number.isFinite(r))throw new Error(`${e} must be a finite number`);return r}var To=`oracle strategy <draft|validate|backtest|optimize|evidence|shadow|prepare> [args]
 
   oracle strategy draft "Long BTC when the 20 EMA crosses above the 50 EMA"
   oracle strategy validate strategy.json
@@ -14,5 +14,5 @@ var rn=Object.defineProperty;var z=(t,e,r)=>()=>{if(r)throw r[0];try{return t&&(
   oracle strategy prepare strategy.json --evidence evidence.json --shadow-id <id> [--caps caps.json]
 
 Strategy simulation and shadowing are local and deterministic. Prepare returns an integrity-bound artifact, HMAC-authenticated when local attestation is configured. Oracle public never signs or broadcasts.
-`,Ai={name:"strategy",summary:"deterministic Hyperliquid strategy lab, evidence, shadow, prepare-only handoff",group:"read",usage:"oracle strategy <draft|validate|backtest|optimize|evidence|shadow|prepare> [args]",async run(t){let{flags:e,positional:r}=ho(t.argv);if(e.help||r.length===0)return process.stdout.write(yo),0;let[n,...s]=r,{runStrategyOperation:a}=await Promise.resolve().then(()=>(Kr(),Jr)),o={nowMs:Date.now(),count:Gr(e.count,"count")};if(n==="draft")o.prompt=s.join(" ").trim();else if(["validate","backtest","optimize","evidence"].includes(n))o.strategy=ht(s[0],"strategy"),e.bars&&(o.bars=ht(e.bars,"bars")),o.maxTrials=Gr(e["max-trials"],"max-trials");else if(n==="shadow"){let l=s[0];if(!l)throw new Error("shadow action required");o.action=l,l==="start"&&(o.strategy=ht(s[1],"strategy")),l==="step"&&(o.id=s[1],e.bars&&(o.bars=ht(e.bars,"bars"))),l==="stop"&&(o.id=s[1])}else if(n==="prepare")o.strategy=ht(s[0],"strategy"),o.evidence=ht(e.evidence,"evidence"),o.shadowId=e["shadow-id"],e.caps&&(o.caps=ht(e.caps,"caps"));else throw new Error(`unknown strategy operation: ${n}`);let i=await a(n,o);return process.stdout.write(`${JSON.stringify(i,null,2)}
-`),0}};export{Ai as default};
+`,Bi={name:"strategy",summary:"deterministic Hyperliquid strategy lab, evidence, shadow, prepare-only handoff",group:"read",usage:"oracle strategy <draft|validate|backtest|optimize|evidence|shadow|prepare> [args]",async run(t){let{flags:e,positional:r}=$o(t.argv);if(e.help||r.length===0)return process.stdout.write(To),0;let[n,...s]=r,{runStrategyOperation:a}=await Promise.resolve().then(()=>(Qr(),Zr)),o={nowMs:Date.now(),count:en(e.count,"count")};if(n==="draft")o.prompt=s.join(" ").trim();else if(["validate","backtest","optimize","evidence"].includes(n))o.strategy=ht(s[0],"strategy"),e.bars&&(o.bars=ht(e.bars,"bars")),o.maxTrials=en(e["max-trials"],"max-trials");else if(n==="shadow"){let l=s[0];if(!l)throw new Error("shadow action required");o.action=l,l==="start"&&(o.strategy=ht(s[1],"strategy")),l==="step"&&(o.id=s[1],e.bars&&(o.bars=ht(e.bars,"bars"))),l==="stop"&&(o.id=s[1])}else if(n==="prepare")o.strategy=ht(s[0],"strategy"),o.evidence=ht(e.evidence,"evidence"),o.shadowId=e["shadow-id"],e.caps&&(o.caps=ht(e.caps,"caps"));else throw new Error(`unknown strategy operation: ${n}`);let i=await a(n,o);return process.stdout.write(`${JSON.stringify(i,null,2)}
+`),0}};export{Bi as default};