@oracle-agent/oracle 0.22.12 → 0.22.14
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/dist/bin/desk-server.mjs +1 -1
- package/dist/bin/oracle-data-mcp.mjs +1 -1
- package/dist/cli/commands/chat.mjs +229 -89
- package/dist/cli/commands/doctor.mjs +1 -1
- package/dist/cli/commands/eval.mjs +12 -12
- package/dist/cli/commands/model.mjs +234 -94
- package/dist/cli/commands/strategy.mjs +4 -4
- package/dist/strategy/index.mjs +2 -2
- package/package.json +1 -1
- package/dist/cli/commands/browser-use-runner.sh +0 -13
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var ln=Object.defineProperty;var B=(t,
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`),i=fn("sha256").update(o).digest("hex").slice(0,32);return`${t} ${e} ${i}`}function En(t,e){let r=Number(e);return Number.isFinite(r)&&r>0?Math.min(r*1e3,qe):Math.min(250*2**t,qe)+Math.floor(Math.random()*100)}async function kn(t,{fetchImpl:e,method:r,headers:n,body:s,timeoutMs:a}){let o=new AbortController,i=setTimeout(()=>o.abort(),a);try{let l=String(t),u={...n||{}};for(let f=0;f<=Ce;f+=1){let c=await e(l,{method:r,headers:u,body:s,signal:o.signal,redirect:"manual"}),d=await c.text(),m=null;if(d)try{m=JSON.parse(d)}catch{m=null}if(mn.has(c.status)){if(r!=="GET"&&r!=="HEAD"){let h=new Error(`HTTP ${c.status} ${r} ${l} redirected non-idempotent request`);throw h.status=c.status,h.body=m??d.slice(0,300),h}if(f===Ce)throw new Error(`HTTP redirect loop for ${t}`);let p=wn(c.headers?.get?.("location"),l);gn(p,l)||(u=yn(u)),l=p;continue}if(!c.ok){let p=new Error(`HTTP ${c.status} ${r} ${l}`);throw 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ut(t){if(Array.isArray(t))return t.map(ut);if(t!=null&&typeof t=="object"){let e={};for(let r of Object.keys(t).sort())e[r]=ut(t[r]);return e}return t}function te(t){return{netPnlUsd:t.metrics.netPnlUsd,netPnlPct:t.metrics.netPnlPct,maxDrawdownPct:t.metrics.maxDrawdownPct,winRate:t.metrics.winRate,profitFactor:t.metrics.profitFactor,tradeCount:t.metrics.tradeCount,sharpe:t.metrics.sharpe,turnoverUsd:t.metrics.turnoverUsd,exposurePct:t.metrics.exposurePct}}function Ye(t){return{feesUsd:t.costs.feesUsd,builderFeesUsd:t.costs.builderFeesUsd,fundingUsd:t.costs.fundingUsd,slippageUsd:t.costs.slippageUsd}}function _n(t){return(t.feesUsd||0)+(t.builderFeesUsd||0)+Math.max(0,t.fundingUsd||0)+(t.slippageUsd||0)}function In(t){let e=0;for(let r of t.trades)r.grossPnlUsd>0&&(e+=r.grossPnlUsd);return e}function On(t,e,r){return!(!t||t.tradeCount<Math.max(1,Math.min(r,3))||!(t.netPnlUsd>0)||!(t.profitFactor>1)||!(t.maxDrawdownPct<=e.maxDailyLossPct))}function Xe(t){if(!tt(t))throw new TypeError("evidence artifact must be a plain object");if(!Tn.includes(t.status))throw new TypeError("evidence artifact status is invalid");for(let e of["strategyHash","compilerHash","barsHash"])if(typeof t[e]!="string"||!/^[0-9a-f]{64}$/.test(t[e]))throw new TypeError(`evidence artifact ${e} must be a sha256 hash`);if(!tt(t.split))throw new TypeError("evidence artifact split required");if(!Array.isArray(t.flags))throw new TypeError("evidence artifact flags must be an array");if(!tt(t.walkForward)||!Array.isArray(t.walkForward.windows))throw new TypeError("evidence artifact walkForward windows required");if(t.status==="pass_live_eligible"&&(!tt(t.train)||!tt(t.holdout)))throw new TypeError("live-eligible evidence artifact requires train and holdout facts");return ut({barsHash:t.barsHash,compilerHash:t.compilerHash,flags:t.flags.map(e=>ut(e)),holdout:t.holdout??null,split:t.split,status:t.status,strategyHash:t.strategyHash,train:t.train??null,walkForward:{passRate:t.walkForward.passRate,windowsRun:t.walkForward.windowsRun??t.walkForward.windows.length,windows:t.walkForward.windows.map(e=>({index:e.index,trainStartIndex:e.trainStartIndex,trainEndIndex:e.trainEndIndex,passed:e.passed,reason:e.reason,evalStartIndex:e.evalStartIndex,evalEndIndex:e.evalEndIndex,metrics:e.metrics}))}})}function We(t){return $n("sha256").update(JSON.stringify(Xe(t)),"utf8").digest("hex")}function G(t,e,r=0){if(!Number.isInteger(t)||t<r)throw new Error(`${e} must be an integer >= ${r}`);return t}function ee(t,e){if(!tt(t)||!tt(t.metrics))throw new Error(`${e} metrics required`);let r=G(t.tradeCount,`${e}.tradeCount`);if(t.metrics.tradeCount!==r)throw new Error(`${e} tradeCount contradicts metrics.tradeCount`);for(let n of["netPnlUsd","profitFactor","maxDrawdownPct"])if(!yt(t.metrics[n]))throw new Error(`${e}.metrics.${n} must be finite`);if(t.metrics.maxDrawdownPct<0)throw new Error(`${e}.metrics.maxDrawdownPct must be >= 0`);return t.metrics}function vn(t,{maxDailyLossPct:e}={}){let r=t.split,n=G(r.trainStartIndex,"split.trainStartIndex"),s=G(r.trainEndIndex,"split.trainEndIndex"),a=G(r.trainBarCount,"split.trainBarCount",1),o=G(r.holdoutStartIndex,"split.holdoutStartIndex"),i=G(r.holdoutEndIndex,"split.holdoutEndIndex"),l=G(r.holdoutBarCount,"split.holdoutBarCount",1);if(n!==0||s-n+1!==a||o!==s+1||i-o+1!==l)throw new Error("evidence split must be contiguous, chronological, and count-consistent");if(!yt(r.trainFraction)||r.trainFraction<=0||r.trainFraction>=1)throw new Error("split.trainFraction must be in (0,1)");ee(t.train,"train");let u=ee(t.holdout,"holdout");if(u.tradeCount<1||u.netPnlUsd<=0||u.profitFactor<=1)throw new Error("live-eligible holdout metrics do not pass");if(yt(e)&&u.maxDrawdownPct>e)throw new Error("live-eligible holdout drawdown exceeds strategy risk");if(t.flags.length>0)throw new Error("live-eligible evidence cannot contain failure flags");let f=t.walkForward,c=f.windows;if(c.length<1||f.windowsRun!==c.length)throw new Error("live-eligible walk-forward windowsRun must match nonempty windows");let d=0,m=-1;for(let h=0;h<c.length;h++){let E=c[h];if(!tt(E)||E.index!==h||typeof E.passed!="boolean")throw new Error("walk-forward windows must be ordered and structurally valid");let S=G(E.trainStartIndex,`walkForward.windows[${h}].trainStartIndex`),P=G(E.trainEndIndex,`walkForward.windows[${h}].trainEndIndex`),T=G(E.evalStartIndex,`walkForward.windows[${h}].evalStartIndex`),x=G(E.evalEndIndex,`walkForward.windows[${h}].evalEndIndex`);if(S!==0||P>=T||T>x||T<=m)throw new Error("walk-forward windows must be chronological and disjoint");if(m=x,E.passed){if(d+=1,E.reason!=="pass")throw new Error("passed walk-forward window reason must be 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artifact facts digest");return t.status==="pass_live_eligible"&&vn(t,e),t}function ne({strategy:t,bars:e,backtestOptions:r={},trainFraction:n=.7,walkForwardWindows:s=3,minTrades:a=10}={}){let o=[];if(!tt(t))throw new TypeError("strategy must be a plain object");if(!Array.isArray(e))throw new TypeError("bars must be an array");if(!tt(r))throw new TypeError("backtestOptions must be a plain object");if(!yt(n)||n<=0||n>=1)throw new TypeError("trainFraction must be in (0,1)");if(!Number.isInteger(s)||s<1)throw new TypeError("walkForwardWindows must be a positive integer");if(!Number.isInteger(a)||a<0)throw new TypeError("minTrades must be an integer >= 0");let i=J(t),l=wt(i),u=$t(e),f=e.length,c=(I=[],N={})=>Ge({status:"fail",strategy:i,sHash:l,barsHash:u,split:N.split||{trainStartIndex:0,trainEndIndex:-1,trainBarCount:0,holdoutStartIndex:0,holdoutEndIndex:-1,holdoutBarCount:0,trainFraction:n},train:N.train||null,holdout:N.holdout||null,walkForward:N.walkForward||{windows:[],passRate:0},flags:[...o,...I]});if(f<10)return c([{type:"insufficient_bars",message:"need at least 10 bars for evidence"}]);let d=Math.floor(f*n),m=d,p=f-m;if(d<5||p<3)return c([{type:"invalid_windowing",message:"train/holdout split too small",trainCount:d,holdoutCount:p}]);let h=e.slice(0,d),E=e.slice(m),S,P;try{S=at(i,h,r),P=at(i,E,r)}catch(I){return c([{type:"backtest_error",message:String(I.message||I)}])}let T={metrics:te(S),costs:Ye(S),tradeCount:S.metrics.tradeCount},x={metrics:te(P),costs:Ye(P),tradeCount:P.metrics.tradeCount},R={trainStartIndex:0,trainEndIndex:d-1,trainBarCount:d,holdoutStartIndex:m,holdoutEndIndex:f-1,holdoutBarCount:p,trainFraction:n},_=[],g=Math.floor(f/(s+1));if(g<3)o.push({type:"invalid_windowing",message:"walk-forward window size too small",wfSize:g});else for(let I=0;I<s;I++){let N=g*(I+1),z=N,q=Math.min(f,z+g);if(q-z<3||N<3){_.push({index:I,trainStartIndex:0,trainEndIndex:N-1,evalStartIndex:z,evalEndIndex:q-1,passed:!1,reason:"window_too_small",metrics:null});continue}let Z=e.slice(z,q),jt;try{jt=at(i,Z,r)}catch{_.push({index:I,trainStartIndex:0,trainEndIndex:N-1,evalStartIndex:z,evalEndIndex:q-1,passed:!1,reason:"backtest_error",metrics:null});continue}let Ft=te(jt),Lt=On(Ft,i.risk,a);_.push({index:I,trainStartIndex:0,trainEndIndex:N-1,evalStartIndex:z,evalEndIndex:q-1,passed:Lt,reason:Lt?"pass":"fail_metrics",metrics:Ft})}let V=_.filter(I=>I.passed).length,ot=_.length===0?0:V/_.length,it={windows:_,passRate:ot,windowsRun:_.length};x.metrics.tradeCount===0&&T.metrics.tradeCount===0&&o.push({type:"no_trades",message:"no trades in train or holdout"}),x.metrics.tradeCount===0&&o.push({type:"absent_oos_trades",message:"holdout produced no trades"}),x.metrics.netPnlUsd<0&&o.push({type:"holdout_loss",message:"holdout netPnlUsd is negative"}),T.metrics.netPnlUsd>0&&x.metrics.netPnlUsd<0&&T.metrics.netPnlUsd>Math.abs(x.metrics.netPnlUsd)*.25?o.push({type:"overfit",message:"profitable train with losing holdout (OOS collapse)"}):T.metrics.netPnlUsd>0&&x.metrics.netPnlUsd>0&&x.metrics.netPnlUsd<T.metrics.netPnlUsd*.1&&T.metrics.tradeCount>=a&&o.push({type:"severe_oos_collapse",message:"holdout pnl collapsed vs train"});let W=_n(x.costs),y=In(P);y>0&&W>y&&o.push({type:"costs_exceed_gross",message:"holdout costs exceed gross gains"});let 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t!="object"?JSON.stringify(t):Array.isArray(t)?`[${t.map(oe).join(",")}]`:`{${Object.keys(t).sort().map(r=>`${JSON.stringify(r)}:${oe(t[r])}`).join(",")}}`}function Qe(t){let e=String(t?.ORACLE_STAMP_HMAC_SECRET||"").trim();return e.length>=16?e:""}function tr(t=process.env){return Qe(process.env)||Qe(t)}function Fn(t){let{oraclePrepared:e,prepareHash:r,prepareMac:n,note:s,...a}=t||{};return a}function Ln(t){let e=Fn(t);return Nn("sha256").update(oe(e)).digest("hex")}function Hn(t,e=tr()){return e?Mn("sha256",e).update(String(t)).digest("hex"):""}function er(t,{provider:e,kind:r,env:n=process.env}={}){if(!t||typeof t!="object")throw new Error("stampPrepared: payload object required");let s={...t,provider:t.provider||e,kind:t.kind||r,requiresUserSignature:t.requiresUserSignature!==!1,signingReady:!1,broadcastReady:!1,executionReady:!1};if(!s.provider)throw new Error("stampPrepared: provider required");if(!s.kind)throw new Error("stampPrepared: kind required");let 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mismatch");if(e.compilerHash!==i.compilerHash)throw new Error("handoff: evidence.compilerHash mismatch");let l=["perStrategyNotionalUsd","maxLeverage","dailyLossCapUsd","chainAllowlist","assetAllowlist","expiresAt","killSwitchRequired"];for(let d of l)if(!(d in n)||n[d]==null)throw new Error(`handoff: caps.${d} required`);if(!ie(n.perStrategyNotionalUsd))throw new Error("handoff: caps.perStrategyNotionalUsd must be positive");if(n.perStrategyNotionalUsd>i.strategy.risk.maxNotionalUsd)throw new Error("handoff: caps.perStrategyNotionalUsd exceeds strategy.risk.maxNotionalUsd");if(!ie(n.maxLeverage))throw new Error("handoff: caps.maxLeverage must be positive");if(n.maxLeverage>i.strategy.risk.maxLeverage)throw new Error("handoff: caps.maxLeverage exceeds strategy.risk.maxLeverage");if(!ie(n.dailyLossCapUsd))throw new Error("handoff: caps.dailyLossCapUsd must be positive");let u=i.strategy.risk.maxNotionalUsd*(i.strategy.risk.maxDailyLossPct/100);if(n.dailyLossCapUsd>u)throw new Error("handoff: caps.dailyLossCapUsd exceeds strategy daily loss ceiling");if(!Array.isArray(n.chainAllowlist)||n.chainAllowlist.length===0)throw new Error("handoff: caps.chainAllowlist must be a non-empty array");if(!n.chainAllowlist.every(d=>d==="hyperliquid"))throw new Error("handoff: caps.chainAllowlist must include only hyperliquid");if(!n.chainAllowlist.includes("hyperliquid"))throw new Error("handoff: caps.chainAllowlist must include hyperliquid");if(!Array.isArray(n.assetAllowlist)||n.assetAllowlist.length===0)throw new Error("handoff: caps.assetAllowlist must be a non-empty array");if(n.assetAllowlist.length!==1||n.assetAllowlist[0]!==i.strategy.market.coin)throw new Error("handoff: caps.assetAllowlist must contain only the strategy market coin");if(!Number.isInteger(n.expiresAt)||!(n.expiresAt>s))throw new Error("handoff: caps.expiresAt must be an integer > nowMs");if(n.expiresAt>i.strategy.risk.expiresAt)throw new Error("handoff: caps.expiresAt exceeds strategy.risk.expiresAt");if(n.killSwitchRequired!==!0)throw new Error("handoff: caps.killSwitchRequired must be exactly true");let f={perStrategyNotionalUsd:n.perStrategyNotionalUsd,maxLeverage:n.maxLeverage,dailyLossCapUsd:n.dailyLossCapUsd,chainAllowlist:[...n.chainAllowlist],assetAllowlist:[...n.assetAllowlist],expiresAt:n.expiresAt,killSwitchRequired:!0},c={strategyHash:i.strategyHash,compilerHash:i.compilerHash,evidence:JSON.parse(JSON.stringify(e)),shadow:{id:r.id,stateHash:r.stateHash,status:r.status,cursor:r.cursor,updatedAt:r.updatedAt},compiled:{strategyHash:i.strategyHash,compilerHash:i.compilerHash,compilerVersion:_t,venue:"hyperliquid",market:{coin:i.strategy.market.coin,kind:"perp",interval:i.strategy.market.interval},risk:{...i.strategy.risk},strategy:JSON.parse(JSON.stringify(i.strategy))},arming:{liveBroadcast:!1,requiresExplicitUserArm:!0,caps:f},requiresUserSignature:!0,signingReady:!1,broadcastReady:!1,executionReady:!1};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)}
|
|
3
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-
`;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]
|
|
1
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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(e){let t=String(e).toLowerCase();return t==="holdout"||t==="test"||t==="oos"||t.includes("holdout")||t.includes("oos")?!0:t==="testbars"||t.endsWith("testbars")||t.startsWith("test")||t.endsWith("test")?!t.includes("backtest"):!1}function Ur(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function St(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)St(t);return Object.freeze(e)}for(let t of Object.keys(e))St(e[t]);return Object.freeze(e)}function Ne(e){if(Array.isArray(e))return e.map(Ne);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=Ne(e[r]);return t}return e}function ze(e){return JSON.stringify(Ne(e))}function co(e){let{min:t,max:r,step:n}=e;if(!(n>0)||t>r)return[];let s=[],a=Math.floor((r-t)/n+1e-9);for(let i=0;i<=a;i++){let l=t+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<t-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-t)/n;Math.abs(i-Math.round(i))<=1e-9&&s.push(r)}return s}function lo(e,t){if(e.length===0)return[];let r=[{}];for(let n of e){let s=t[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=ze(n),o=ze(s);return a<o?-1:a>o?1:0}),r}function kt(e,t,r,n,s){let a=0;if(e==="maxDrawdownPct"){if(a=t.maxDrawdownPct-n.maxDrawdownPct,a!==0)return a<0}else if(a=t[e]-n[e],a!==0)return a>0;let o=ze(r),i=ze(s);return o<i}function qr(e,t,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(e),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 "${x}" produces an empty grid`);u[x]=R,f*=R.length}let c=lo(l,u);if(c.length===0)throw new Error("parameter grid is empty");let d=c.slice(0,s),m=[],p=null,h=null;for(let x of d){let R=Oe(i,x),_=ae(R,t,o);h==null&&(h=_.config);let g={netPnlUsd:_.metrics.netPnlUsd,netPnlPct:_.metrics.netPnlPct,maxDrawdownPct:_.metrics.maxDrawdownPct,winRate:_.metrics.winRate,profitFactor:_.metrics.profitFactor,tradeCount:_.metrics.tradeCount,sharpe:_.metrics.sharpe,turnoverUsd:_.metrics.turnoverUsd},V={parameters:{...x},metrics:g};m.push(V),(!p||kt(a,g,x,p.metrics,p.parameters))&&(p=V)}m.sort((x,R)=>kt(a,x.metrics,x.parameters,R.metrics,R.parameters)?-1:kt(a,R.metrics,R.parameters,x.metrics,x.parameters)?1:0);let E={...p.parameters},S=Oe(i,E),P={strategyHash:we(i),compilerHash:de,trainBarsHash:$e(t),backtestConfig:h,objective:a,maxTrials:s,trialsRun:m.length,candidates:m,bestParameters:E,bestStrategy:S},T={id:ao("sha256").update(JSON.stringify(Ne(P)),"utf8").digest("hex"),...P};return St(Ne(JSON.parse(JSON.stringify(T))))}var Fr,Lr,Cr=B(()=>{pe();fe();He();Fr=256,Lr=new Set(["netPnlUsd","profitFactor","sharpe","maxDrawdownPct"])});import se from"node:fs";import De from"node:path";function Ve(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function re(e){return e==null?e:JSON.parse(JSON.stringify(e))}function fo(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function Se(e,t="record"){if(Array.isArray(e)){e.forEach((r,n)=>Se(r,`${t}[${n}]`));return}if(Ve(e))for(let[r,n]of Object.entries(e)){let s=fo(r);if(uo.some(a=>s.includes(a)))throw new Error(`shadow-store: forbidden secret-like field at ${t}.${r}`);Se(n,`${t}.${r}`)}}function po(e){if(typeof e!="string"||!e||!De.isAbsolute(e))throw new Error("shadow-store: path must be an absolute path")}function Br(e){let t;try{t=se.lstatSync(e)}catch(n){if(n&&n.code==="ENOENT")return;throw n}if(t.isSymbolicLink())throw new Error("shadow-store: store path must not be a symlink");if(!t.isFile())throw new Error("shadow-store: store path must be a regular file");if(t.mode&511&18)throw new Error("shadow-store: store file must not be group or world writable")}function mo(){return{version:Pt,runners:[]}}function zr(e,t){let r;try{r=JSON.parse(e)}catch{throw new Error("shadow-store: malformed JSON")}if(!Ve(r))throw new Error("shadow-store: malformed JSON root");if(r.version!==Pt)throw new Error(`shadow-store: unsupported version ${r.version}`);if(!Array.isArray(r.runners))throw new Error("shadow-store: runners must be an array");return Se(r,De.basename(t)),{version:Pt,runners:r.runners.map(n=>re(n))}}function Dr(e,t){Se(t,"store");let r=De.dirname(e);se.mkdirSync(r,{recursive:!0,mode:448});let n=De.join(r,`.shadow-store.${process.pid}.${Date.now()}.tmp`),s=`${JSON.stringify(t)}
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3
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+
`;try{se.writeFileSync(n,s,{mode:384,flag:"wx"}),se.renameSync(n,e);try{se.chmodSync(e,384)}catch{}}catch(a){try{se.unlinkSync(n)}catch{}throw a}}function Vr(e={}){let t=e.path;if(po(t),Br(t),se.existsSync(t)?zr(se.readFileSync(t,"utf8"),t):Dr(t,mo()),At.has(t))return At.get(t);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(t),zr(se.readFileSync(t,"utf8"),t)}function i(p){Dr(t,p)}function l(p){if(!Ve(p)||typeof p.id!="string"||!p.id)throw new Error("shadow-store: create requires record with string id");Se(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=re(p);return h.runners.push(E),i(h),re(E)}function u(p){let h=o().runners.find(E=>E.id===p);return h?re(h):null}function f(){return o().runners.map(p=>re(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=re(E.runners[S]),T=h(P);if(!Ve(T)||T.id!==p)throw new Error("shadow-store: updater must return record with same id");return Se(T,"record"),E.runners[S]=re(T),i(E),re(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=re(h.runners[E]);return S.status!=="stopped"&&(S.status="stopped",h.runners[E]=S,i(h)),re(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 At.set(t,m),m}var Pt,uo,At,Jr=B(()=>{Pt=1,uo=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];At=new Map});import{createHash as _t}from"node:crypto";function $t(e){return e==null?e:JSON.parse(JSON.stringify(e))}function Tt(e){return Array.isArray(e)?e.map(Tt):e&&typeof e=="object"?Object.fromEntries(Object.keys(e).sort().map(t=>[t,Tt(e[t])])):e}function Yr(e){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("shadow-runner: record must be an object");return _t("sha256").update(JSON.stringify(Tt(e))).digest("hex")}function ho(e,t,r,n,s){return _t("sha256").update(`${e}|${t}|${r}|${n}|${s}`).digest("hex")}function yo(e,t,r,n){return _t("sha256").update(`shadow|${e}|${t}|${r}|${n??""}`).digest("hex")}function wo(e){return e==="entryLong"||e==="exitShort"?"buy":e==="entryShort"||e==="exitLong"?"sell":e}function Kr(e){return e==="entryLong"||e==="entryShort"}function It({storePath:e,clock:t=Date.now}={}){if(typeof e!="string"||!e)throw new Error("shadow-runner: storePath required");let r=Vr({path:e});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 $t(d);let m=t(),p=yo(m,f.strategyHash,f.compilerHash,c),h=r.get(p);if(h)return $t(h);let E={id:p,strategy:$t(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 oe({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,M=I<u.length,z={id:F,action:y,type:y,side:j,signalBarT:A,fillBarT:M?u[I].t:null,status:M?"open":"missed"};return S.set(F,z),c.intendedOrders.push(z),z}function ie(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 M={orderId:y.id,horizon:F,entryBarT:A.t,entryPrice:A.o,side:_.side,status:"pending",close:null,barT:null};R.set(I,M),c.markouts.push(M)}}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)&&ie(y,u[v],v)}for(let y of E){let A=u[y],v=m[y].signals,j=_,F=M=>{if(_||g>0&&(V==null||A.t>=V))return;let q=oe({action:M,signalBarT:A.t,signalIndex:y}),Z=y+1;Z<u.length?ie(q,u[Z],Z):W(q)},I=M=>{if(!_||_.side==="long"&&M!=="exitLong"||_.side==="short"&&M!=="exitShort")return;let z=oe({action:M,signalBarT:A.t,signalIndex:y}),q=y+1;q<u.length?ie(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=t(),c})}return{start:n,step:i,list:a,get:s,stop:o}}var Gr=B(()=>{pe();Jr()});var Zr={};un(Zr,{runStrategyOperation:()=>Po});import go from"node:os";import bo from"node:path";function Re(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function xo(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function vt(e){if(Array.isArray(e)){for(let t of e)vt(t);return}if(Re(e))for(let[t,r]of Object.entries(e)){if(Eo.some(n=>xo(t).includes(n)))throw new Error(`strategy service: secret-like field "${t}" is forbidden`);vt(r)}}function ko(e){if(!Re(e))throw new TypeError("strategy input must be a plain object");return vt(e),e}function So(e,t={}){if(t.nowMs!==void 0){if(!Number.isInteger(t.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");return t.nowMs}let r=Date.now();if(e.nowMs===void 0||e.nowMs===null)return r;if(!Number.isInteger(e.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");if(Math.abs(e.nowMs-r)>12e4)throw new Error("nowMs outside allowed wall-clock skew (120s); omit nowMs to use server time");return e.nowMs}async function Ot(e,t,r,n){if(Array.isArray(t.bars))return t.bars;let s=lt(e.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:e.market.coin,interval:e.market.interval,count:t.count??1500,endTime:t.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 Mt(e,t){let r=e.backtestOptions??{};if(!Re(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:t}}function Xr(e,t,r,n,s={}){let a=e.evidenceOptions??{};if(!Re(a))throw new TypeError("evidenceOptions must be a plain object");return{...a,...s,strategy:t,bars:r,backtestOptions:Mt(e,n)}}function Wr(){return bo.join(go.homedir(),".oracle","strategy-shadow.json")}function Ao(e,t){return{perStrategyNotionalUsd:e.risk.maxNotionalUsd,maxLeverage:e.risk.maxLeverage,dailyLossCapUsd:e.risk.maxNotionalUsd*(e.risk.maxDailyLossPct/100),chainAllowlist:[e.venue],assetAllowlist:[e.market.coin],expiresAt:Math.min(e.risk.expiresAt,t+864e5),killSwitchRequired:!0}}async function Po(e,t={},r={}){let n=ko(t),s=So(n,r);if(e==="draft")return{strategy:Rr(n.prompt,{nowMs:s})};if(e==="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(e==="backtest"||e==="evidence"){let a=K(n.strategy),o=await Ot(a.strategy,n,r,s);Me(a,o);let i=nt(Xr(n,a.strategy,o,s));return e==="evidence"?i:{backtest:ae(a.strategy,o,Mt(n,s)),evidence:i}}if(e==="optimize"){let a=K(n.strategy),o=await Ot(a.strategy,n,r,s);Me(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(!Re(c))throw new TypeError("options must be a plain object");let d=qr(a.strategy,f,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:Mt(n,s)}),m=d.bestStrategy;return{strategy:m,optimization:d,evidence:nt(Xr(n,m,o,s,{trainFraction:u}))}}if(e==="shadow"){let a=It({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 Ot(i.strategy,n,r,s);return Me(K(i.strategy),l),await a.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${o}`)}if(e==="prepare"){let a=K(n.strategy),o=lt(a.strategy.venue);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let l=await It({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: ${e}`)}var Eo,Qr=B(()=>{He();pe();st();jr();Cr();Gr();ut();Eo=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"]});import en from"node:fs";function $o(e){let t={},r=[];for(let n=0;n<e.length;n++){let s=e[n];if(!s.startsWith("--")){r.push(s);continue}let a=s.slice(2),o=e[n+1];o!=null&&!o.startsWith("--")?(t[a]=o,n++):t[a]=!0}return{flags:t,positional:r}}function he(e,t){if(!e)throw new Error(`${t} path required`);let r=e==="-"?en.readFileSync(0,"utf8"):en.readFileSync(e,"utf8");try{return JSON.parse(r)}catch{throw new Error(`${t} must contain valid JSON`)}}function tn(e,t){if(e==null)return;let r=Number(e);if(!Number.isFinite(r))throw new Error(`${t} must be a finite number`);return r}var To=`oracle strategy <draft|validate|backtest|optimize|evidence|shadow|prepare> [args]
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oracle strategy draft "Long BTC when the 20 EMA crosses above the 50 EMA"
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oracle strategy validate strategy.json
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@@ -14,5 +14,5 @@ var ln=Object.defineProperty;var B=(t,e,r)=>()=>{if(r)throw r[0];try{return t&&(
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oracle strategy prepare strategy.json --evidence evidence.json --shadow-id <id> [--caps caps.json]
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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.
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-
`,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(
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+
`,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(e){let{flags:t,positional:r}=$o(e.argv);if(t.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:tn(t.count,"count")};if(n==="draft")o.prompt=s.join(" ").trim();else if(["validate","backtest","optimize","evidence"].includes(n))o.strategy=he(s[0],"strategy"),t.bars&&(o.bars=he(t.bars,"bars")),o.maxTrials=tn(t["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=he(s[1],"strategy")),l==="step"&&(o.id=s[1],t.bars&&(o.bars=he(t.bars,"bars"))),l==="stop"&&(o.id=s[1])}else if(n==="prepare")o.strategy=he(s[0],"strategy"),o.evidence=he(t.evidence,"evidence"),o.shadowId=t["shadow-id"],t.caps&&(o.caps=he(t.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)}
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18
18
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`),0}};export{Bi as default};
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