@oracle-agent/oracle 0.35.31 → 0.35.32

package/dist/cli/commands/strategy.mjs

@@ -1,6 +1,6 @@
-var $n=Object.defineProperty;var V=(e,t,r)=>()=>{if(r)throw r[0];try{return e&&(t=e(e=0)),t}catch(n){throw r=[n],n}};var Tn=(e,t)=>{for(var r in t)$n(e,r,{get:t[r],enumerable:!0})};import ue from"node:net";import In from"node:dns";function Ue(e){let t=String(e).toLowerCase().split("%")[0];if((t.match(/::/g)||[]).length>1)return null;let r=d=>{if(!d)return[];let c=d.split(":"),f=c.at(-1);if(f?.includes(".")){let p=f.split(".").map(Number);if(p.length!==4||p.some(h=>!Number.isInteger(h)||h<0||h>255))return null;c.splice(c.length-1,1,(p[0]<<8|p[1]).toString(16),(p[2]<<8|p[3]).toString(16))}return c.some(p=>!/^[0-9a-f]{1,4}$/.test(p))?null:c.map(p=>Number.parseInt(p,16))},[n,o]=t.split("::"),i=r(n),s=r(o);if(!i||!s)return null;let a=t.includes("::"),l=8-i.length-s.length;if(!a&&l!==0||a&&l<1)return null;let u=[...i,...Array(Math.max(0,l)).fill(0),...s];return u.length!==8?null:Uint8Array.from(u.flatMap(d=>[d>>8,d&255]))}function tt(e,t,r){let n=Math.floor(r/8),o=r%8;for(let s=0;s<n;s+=1)if(e[s]!==t[s])return!1;if(!o)return!0;let i=255<<8-o;return(e[n]&i)===(t[n]&i)}function rt(e){if(ue.isIPv4(e)){let t=e.split(".").map(Number);return!(t[0]===0||t[0]===10||t[0]===127||t[0]>=224||t[0]===100&&t[1]>=64&&t[1]<=127||t[0]===169&&t[1]===254||t[0]===172&&t[1]>=16&&t[1]<=31||t[0]===192&&(t[1]===0||t[1]===2||t[1]===168)||t[0]===192&&t[1]===88&&t[2]===99||t[0]===198&&(t[1]===18||t[1]===19||t[1]===51)||t[0]===203&&t[1]===0&&t[2]===113)}if(ue.isIPv6(e)){let t=Ue(e);if(!t)return!1;let r=Ue("::ffff:0:0");return tt(t,r,96)?rt([...t.slice(12)].join(".")):tt(t,Ue("2000::"),3)?![["2001::",23],["2001:db8::",32],["2001:10::",28],["2001:2::",48],["2002::",16],["3fff::",20]].some(([o,i])=>tt(t,Ue(o),i)):!1}return!1}function vn(e){let t;try{t=new URL(String(e))}catch{return{ok:!1,error:`not a valid URL: ${String(e).slice(0,120)}`}}if(t.protocol!=="http:"&&t.protocol!=="https:")return{ok:!1,error:`refused protocol ${t.protocol} (only http/https)`};let r=t.hostname.toLowerCase().replace(/^\[|\]$/g,"").replace(/\.+$/,"");if(_n.has(r)||r.endsWith(".localhost")||r.endsWith(".internal"))return{ok:!1,error:`refused internal host ${r}`};let n=ue.isIP(r);return n!==0&&!rt(r)?{ok:!1,error:`refused private address ${r}`}:{ok:!0,url:t,host:r,isLiteralIp:n!==0}}async function nt(e,{lookupFn:t=In.promises.lookup}={}){let r=vn(e);if(!r.ok)return r;if(r.isLiteralIp)return{ok:!0,url:r.url,addresses:[{address:r.host,family:ue.isIPv6(r.host)?6:4}]};let n;try{n=await t(r.host,{all:!0,verbatim:!0})}catch{return{ok:!1,error:`refused: ${r.host} did not resolve`}}return!Array.isArray(n)||n.length===0||n.some(o=>!rt(o.address))?{ok:!1,error:`refused: ${r.host} resolves to a non-public address`}:{ok:!0,url:r.url,addresses:n}}async function ot({requireUndici:e=!1,importUndici:t=()=>import("undici")}={}){let r,n;try{let c=await t();r=c.Agent,n=c.fetch}catch(c){if(e)throw new Error(`egress-guard: untrustedUrl pinning requires the undici package, which failed to load: ${c?.message||c}`);return null}if(typeof r!="function"||typeof n!="function"){if(e)throw new Error("egress-guard: untrustedUrl pinning requires undici's Agent and fetch exports, which were not found on the imported module");return null}let o=c=>String(c).toLowerCase().replace(/^\[|\]$/g,"").replace(/\.+$/,""),i=new Map,s=c=>(Array.isArray(c)?c:[c]).map(f=>typeof f=="string"?{address:f}:f).filter(f=>f&&f.address).map(f=>({address:f.address,family:f.family||(ue.isIPv6(f.address)?6:4)})),a=(c,f,p)=>{i.set(o(c),s(typeof f=="string"?[{address:f,family:p}]:f))},l=c=>{let f=o(c);if(ue.isIP(f))return[{address:f,family:ue.isIPv6(f)?6:4}];let p=i.get(f);if(!p||!p.length)throw new Error(`refused: unpinned host ${c} during pinned fetch`);return p},u=new r({connect:{lookup(c,f,p){let h;try{h=l(c)}catch(b){return p(b)}return f?.all?p(null,h):p(null,h[0].address,h[0].family)}}}),d=On((c,f={})=>n(c,{...f,dispatcher:u}),a);return{dispatcher:u,fetch:d,pin:a,resolve:l,async close(){try{await u.destroy()}catch{}}}}function On(e,t){if(typeof e!="function")throw new Error("markPinCapableFetch: fetchImpl must be a function");if(typeof t!="function")throw new Error("markPinCapableFetch: pin must be a function");return e[st]=Object.freeze({pin:t}),e}function it(e){return typeof e=="function"&&typeof e[st]?.pin=="function"}function Wt(e,t,r){if(!it(e))throw new Error("pinFetchToAddresses: fetchImpl is not pin-capable");e[st].pin(t,r)}var _n,st,Xt=V(()=>{_n=new Set(["localhost","metadata.google.internal","metadata.goog"]);st=Symbol.for("oracle.egressGuard.pinCapableFetch")});import{createHash as Zt}from"node:crypto";function Ln(e){let t=String(e||"").toLowerCase();return sr.includes(t)||/(^|-)(api[-_]?key|key|token|secret|auth|authorization|session|cookie|signature|access)(-|$)/.test(t)}function jn(e){let t={};for(let[r,n]of Object.entries(e||{}))Ln(r)||(t[r]=n);return t}function Hn(e,t){if(!e)throw new Error(`HTTP redirect from ${t} missing Location`);let r=new URL(String(e),String(t));if(r.protocol!=="http:"&&r.protocol!=="https:")throw new Error(`HTTP redirect from ${t} used unsupported protocol ${r.protocol}`);return r.toString()}function Cn(e,t){return new URL(String(e)).origin===new URL(String(t)).origin}function rr(e){let t=String(e?.method||"");return t?!qn.test(t):!1}function Bn(e,t){if(e==="GET"&&t==null)return!0;if(e!=="POST"||t==null)return!1;let r=t;if(typeof t=="string")try{r=JSON.parse(t)}catch{return!1}return Array.isArray(r)?r.length>0&&r.every(rr):!r||typeof r!="object"?!1:r.jsonrpc&&r.method?rr(r):typeof r.type=="string"&&Un.has(r.type)&&r.action==null&&r.signature==null&&r.nonce==null}function Dn(e,t,r,n={},o=null){let i={};for(let[f,p]of Object.entries(r||{}))i[f.toLowerCase()]=p;let s=Object.keys(i).filter(f=>/(^|-)(api[-_]?key|key|token|secret|auth|authorization|session|cookie|signature|access)(-|$)/.test(f)),l=[...new Set([...sr,...s])].sort().map(f=>`${f}=${i[f]??""}`).join(`
-`),u=Zt("sha256").update(l).digest("hex").slice(0,32),d=`${n.untrustedUrl?"untrusted":"trusted"}:${n.maxResponseBytes??"unbounded"}`,c=o==null?"-":Zt("sha256").update(String(o)).digest("hex").slice(0,32);return`${e} ${t} ${d} ${u} ${c}`}function zn(e,t){let r=Number(t);return Number.isFinite(r)&&r>0?Math.min(r*1e3,er):Math.min(250*2**e,er)+Math.floor(Math.random()*100)}function Te(e,t={}){let r=new Error(e);return r.retryable=!1,Object.assign(r,t),r}function ct(e,t,r){return Te(`HTTP response from ${e} exceeded maxResponseBytes ${r} (${t})`,{oversize:!0})}function Ie(e){try{let t=e?.body?.cancel?.();t&&typeof t.then=="function"&&t.catch(()=>{})}catch{}}function Jn(e){return e?e.byteLength??e.length??0:0}async function nr(e,t,{url:r,truncate:n=!1,onOversize:o}={}){if(t==null)return await e.text();let i=Number(e.headers?.get?.("content-length"));if(Number.isFinite(i)&&i>t&&(Ie(e),!n))throw ct(r,`content-length ${i}`,t);let s=e.body?.getReader?.();if(!s){let c=await e.text(),f=Buffer.byteLength(c,"utf8");if(f>t){if(!n)throw ct(r,`body ${f} bytes`,t);return Buffer.from(c,"utf8").subarray(0,t).toString("utf8")}return c}let a=[],l=0,u=!1;try{for(;;){let{value:c,done:f}=await s.read();if(f)break;if(c&&(a.push(Buffer.from(c)),l+=Jn(c),l>t)){u=!0;break}}}finally{if(u)try{await s.cancel()}catch{}try{s.releaseLock?.()}catch{}}if(u&&(typeof o=="function"&&o(),!n))throw ct(r,`streamed ${l} bytes`,t);let d=Buffer.concat(a);return(u?d.subarray(0,t):d).toString("utf8")}function or(e){if(!e)return null;try{return JSON.parse(e)}catch{return null}}async function Kn(e,{fetchImpl:t,method:r,headers:n,body:o,timeoutMs:i,lookupFn:s,realFetch:a,untrustedUrl:l=!1,maxResponseBytes:u=null,importUndici:d,validateResponse:c,signal:f}){let p=new AbortController,h=setTimeout(()=>p.abort(),i),b=f?typeof AbortSignal.any=="function"?AbortSignal.any([f,p.signal]):f:p.signal,k=null,S=t,I=s?{lookupFn:s}:{};if(l&&!a&&!it(S))throw Te(`HTTP refused ${e}: untrustedUrl requires a pin-capable fetchImpl (see markPinCapableFetch in egress-guard.mjs) or no fetchImpl override so Oracle can pin the connection itself`);let _=async(w,{status:$=null}={})=>{let x=await nt(w,I);if(!x.ok)throw Te($==null?`HTTP refused ${w}: ${x.error}`:`HTTP redirect to ${w} ${x.error}`,$==null?{}:{status:$});let m=new URL(w).hostname;if(a){if(k&&(await k.close(),k=null),!k)try{k=await ot({requireUndici:!0,...d?{importUndici:d}:{}})}catch(M){throw Te($==null?`HTTP refused ${w}: ${M?.message||M}`:`HTTP redirect to ${w} refused: ${M?.message||M}`,$==null?{}:{status:$})}k.pin(m,x.addresses),S=k.fetch}else Wt(S,m,x.addresses);return x};try{let w=String(e),$={...n||{}};l&&await _(w);for(let x=0;x<=tr;x+=1){let m=await S(w,{method:r,headers:$,body:o,signal:b,redirect:"manual"});if(Rn.has(m.status)){if(r!=="GET"&&r!=="HEAD"){let P=await nr(m,u??Fn,{url:w,truncate:!0}),T=new Error(`HTTP ${m.status} ${r} ${w} redirected non-idempotent request`);throw T.status=m.status,T.body=or(P)??P.slice(0,300),T}if(x===tr)throw Ie(m),new Error(`HTTP redirect loop for ${e}`);let U=m.headers?.get?.("location"),z;try{z=Hn(U,w)}catch(P){throw Ie(m),P}let y=!Cn(z,w);if(Ie(m),y&&($=jn($)),l)await _(z,{status:m.status});else if(y){let P=await nt(z,I);if(!P.ok){let T=new Error(`HTTP redirect from ${w} ${P.error}`);throw T.status=m.status,T.retryable=!1,T}a&&P.addresses?.length&&(k||(k=await ot(d?{importUndici:d}:{})),k&&(k.pin(new URL(z).hostname,P.addresses),S=k.fetch))}w=z;continue}if(typeof c=="function")try{await c(m,{url:w})}catch(U){throw Ie(m),Te(U?.message||String(U))}let M=await nr(m,u,{url:w,onOversize:()=>p.abort()}),W=or(M);if(!m.ok){let U=new Error(`HTTP ${m.status} ${r} ${w}`);throw U.status=m.status,U.retryAfter=m.headers?.get?.("retry-after")??null,U.body=W??M.slice(0,300),U}return W??M}throw new Error(`HTTP redirect loop for ${e}`)}finally{clearTimeout(h),k&&await k.close()}}async function ir(e,t={}){let r=t.fetchImpl||globalThis.fetch;if(typeof r!="function")throw new Error("fetch unavailable \u2014 pass opts.fetchImpl");let n=t.timeoutMs??12e3,o=(t.method||"GET").toUpperCase(),i={Accept:"application/json",...t.headers||{}},s=t.body;s!=null&&typeof s!="string"&&(i["Content-Type"]=i["Content-Type"]||"application/json",s=JSON.stringify(s));let a=Number.isInteger(t.retries)?Math.max(t.retries,0):Mn,l=t.lookupFn,u=!t.fetchImpl,d=t.untrustedUrl===!0,c=t.importUndici,f=t.validateResponse,p=t.signal,h=Number(t.maxResponseBytes),b=Number.isFinite(h)&&h>0?Math.floor(h):null,k=async()=>{let $;for(let x=0;x<=a;x++){p?.throwIfAborted?.();try{return await Kn(e,{fetchImpl:r,method:o,headers:i,body:s,timeoutMs:n,lookupFn:l,realFetch:u,untrustedUrl:d,maxResponseBytes:b,importUndici:c,validateResponse:f,signal:p})}catch(m){$=m;let M=m?.status,W=m?.name==="AbortError"||m?.name==="TimeoutError"||p?.aborted,U=new Set([408,425,429]),z=m?.retryable===!1?!1:M!=null?U.has(M)||Nn.has(M)&&Qt.has(o):!W&&Qt.has(o);if(x===a||!z)throw m;let y=zn(x,m?.retryAfter);p?await new Promise((P,T)=>{let F=setTimeout(P,y);p.addEventListener("abort",()=>{clearTimeout(F),T(p.reason||new DOMException("Aborted","AbortError"))},{once:!0})}):await Vn(y)}}throw $};if(!(t.dedupe!==!1&&!p&&Bn(o,s)))return k();let I=Dn(o,e,i,{untrustedUrl:d,maxResponseBytes:b},s),_=at.get(I);if(_)return _;let w=k().finally(()=>at.delete(I));return at.set(I,w),w}var Nn,Qt,Mn,er,sr,Rn,tr,Fn,at,qn,Un,Vn,ar=V(()=>{Xt();Nn=new Set([408,425,429,500,502,503,504]),Qt=new Set(["GET","HEAD","OPTIONS","PUT","DELETE"]),Mn=2,er=4e3,sr=["authorization","x-api-key","x-tensor-api-key","0x-api-key","api-key","cookie","proxy-authorization"],Rn=new Set([301,302,303,307,308]),tr=3,Fn=64*1024;at=new Map,qn=/(?:^|_)(send|submit|broadcast|sign|requestAirdrop)(?=[A-Z_]|$)/i,Un=new Set(["allMids","l2Book","outcomeMeta","spotClearinghouseState","userFills","meta","metaAndAssetCtxs","perpDexs","candleSnapshot","fundingHistory","openOrders","frontendOpenOrders","clearinghouseState","spotMeta","validatorSummaries","delegatorSummary","delegations","delegatorRewards","delegatorHistory","maxBuilderFee"]);Vn=e=>new Promise(t=>setTimeout(t,e))});function Wn({testnet:e,baseUrl:t}={}){if(t)return t.replace(/\/$/,"").endsWith("/info")?t:`${t.replace(/\/$/,"")}/info`;if(process.env.HL_INFO_URL)return process.env.HL_INFO_URL;if(process.env.HL_API_URL){let r=process.env.HL_API_URL.replace(/\/$/,"");return r.endsWith("/info")?r:`${r}/info`}return e||process.env.HL_TESTNET==="1"?Gn:Yn}async function lt(e,t={}){if(!e||!e.type)throw new Error("hlInfo requires body.type");let r=Wn(t);return ir(r,{method:"POST",body:e,fetchImpl:t.fetchImpl,timeoutMs:t.timeoutMs})}async function cr(e={}){return lt({type:"meta"},e)}async function lr({coin:e,interval:t="1h",startTime:r,endTime:n},o={}){if(!e)throw new Error("hlCandleSnapshot requires coin");let i={type:"candleSnapshot",req:{coin:String(e),interval:t,startTime:r??Date.now()-24*3600*1e3,endTime:n??Date.now()}};return lt(i,o)}async function ur({coin:e,startTime:t,endTime:r},n={}){if(!e)throw new Error("hlFundingHistory requires coin");return lt({type:"fundingHistory",coin:String(e),startTime:t??Date.now()-24*3600*1e3,endTime:r??Date.now()},n)}var Yn,Gn,ut=V(()=>{ar();Yn="https://api.hyperliquid.xyz/info",Gn="https://api.hyperliquid-testnet.xyz/info"});import{createHash as Xn}from"node:crypto";function re(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function we(e){return typeof e=="number"&&Number.isFinite(e)}function pt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)pt(t);return Object.freeze(e)}for(let t of Object.keys(e))pt(e[t]);return Object.freeze(e)}function fe(e){if(Array.isArray(e))return e.map(fe);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=fe(e[r]);return t}return e}function ft(e){return{netPnlUsd:e.metrics.netPnlUsd,netPnlPct:e.metrics.netPnlPct,maxDrawdownPct:e.metrics.maxDrawdownPct,winRate:e.metrics.winRate,profitFactor:e.metrics.profitFactor,tradeCount:e.metrics.tradeCount,sharpe:e.metrics.sharpe,turnoverUsd:e.metrics.turnoverUsd,exposurePct:e.metrics.exposurePct}}function fr(e){return{feesUsd:e.costs.feesUsd,builderFeesUsd:e.costs.builderFeesUsd,fundingUsd:e.costs.fundingUsd,slippageUsd:e.costs.slippageUsd}}function Qn(e){return(e.feesUsd||0)+(e.builderFeesUsd||0)+Math.max(0,e.fundingUsd||0)+(e.slippageUsd||0)}function eo(e){let t=0;for(let r of e.trades)r.grossPnlUsd>0&&(t+=r.grossPnlUsd);return t}function to(e,t,r){return!(!e||e.tradeCount<Math.max(1,Math.min(r,3))||!(e.netPnlUsd>0)||!(e.profitFactor>1)||!(e.maxDrawdownPct<=t.maxDailyLossPct))}function pr(e){if(!re(e))throw new TypeError("evidence artifact must be a plain object");if(!Zn.includes(e.status))throw new TypeError("evidence artifact status is invalid");for(let t of["strategyHash","compilerHash","barsHash"])if(typeof e[t]!="string"||!/^[0-9a-f]{64}$/.test(e[t]))throw new TypeError(`evidence artifact ${t} must be a sha256 hash`);if(!re(e.split))throw new TypeError("evidence artifact split required");if(!Array.isArray(e.flags))throw new TypeError("evidence artifact flags must be an array");if(!re(e.walkForward)||!Array.isArray(e.walkForward.windows))throw new TypeError("evidence artifact walkForward windows required");if(e.status==="pass_live_eligible"&&(!re(e.train)||!re(e.holdout)))throw new TypeError("live-eligible evidence artifact requires train and holdout facts");return fe({barsHash:e.barsHash,compilerHash:e.compilerHash,flags:e.flags.map(t=>fe(t)),holdout:e.holdout??null,split:e.split,status:e.status,strategyHash:e.strategyHash,train:e.train??null,walkForward:{passRate:e.walkForward.passRate,windowsRun:e.walkForward.windowsRun??e.walkForward.windows.length,windows:e.walkForward.windows.map(t=>({index:t.index,trainStartIndex:t.trainStartIndex,trainEndIndex:t.trainEndIndex,passed:t.passed,reason:t.reason,evalStartIndex:t.evalStartIndex,evalEndIndex:t.evalEndIndex,metrics:t.metrics}))}})}function mr(e){return Xn("sha256").update(JSON.stringify(pr(e)),"utf8").digest("hex")}function Q(e,t,r=0){if(!Number.isInteger(e)||e<r)throw new Error(`${t} must be an integer >= ${r}`);return e}function dt(e,t){if(!re(e)||!re(e.metrics))throw new Error(`${t} metrics required`);let r=Q(e.tradeCount,`${t}.tradeCount`);if(e.metrics.tradeCount!==r)throw new Error(`${t} tradeCount contradicts metrics.tradeCount`);for(let n of["netPnlUsd","profitFactor","maxDrawdownPct"])if(!we(e.metrics[n]))throw new Error(`${t}.metrics.${n} must be finite`);if(e.metrics.maxDrawdownPct<0)throw new Error(`${t}.metrics.maxDrawdownPct must be >= 0`);return e.metrics}function ro(e,{maxDailyLossPct:t}={}){let r=e.split,n=Q(r.trainStartIndex,"split.trainStartIndex"),o=Q(r.trainEndIndex,"split.trainEndIndex"),i=Q(r.trainBarCount,"split.trainBarCount",1),s=Q(r.holdoutStartIndex,"split.holdoutStartIndex"),a=Q(r.holdoutEndIndex,"split.holdoutEndIndex"),l=Q(r.holdoutBarCount,"split.holdoutBarCount",1);if(n!==0||o-n+1!==i||s!==o+1||a-s+1!==l)throw new Error("evidence split must be contiguous, chronological, and count-consistent");if(!we(r.trainFraction)||r.trainFraction<=0||r.trainFraction>=1)throw new Error("split.trainFraction must be in (0,1)");dt(e.train,"train");let u=dt(e.holdout,"holdout");if(u.tradeCount<1||u.netPnlUsd<=0||u.profitFactor<=1)throw new Error("live-eligible holdout metrics do not pass");if(we(t)&&u.maxDrawdownPct>t)throw new Error("live-eligible holdout drawdown exceeds strategy risk");if(e.flags.length>0)throw new Error("live-eligible evidence cannot contain failure flags");let d=e.walkForward,c=d.windows;if(c.length<1||d.windowsRun!==c.length)throw new Error("live-eligible walk-forward windowsRun must match nonempty windows");let f=0,p=-1;for(let b=0;b<c.length;b++){let k=c[b];if(!re(k)||k.index!==b||typeof k.passed!="boolean")throw new Error("walk-forward windows must be ordered and structurally valid");let S=Q(k.trainStartIndex,`walkForward.windows[${b}].trainStartIndex`),I=Q(k.trainEndIndex,`walkForward.windows[${b}].trainEndIndex`),_=Q(k.evalStartIndex,`walkForward.windows[${b}].evalStartIndex`),w=Q(k.evalEndIndex,`walkForward.windows[${b}].evalEndIndex`);if(S!==0||I>=_||_>w||_<=p)throw new Error("walk-forward windows must be chronological and disjoint");if(p=w,k.passed){if(f+=1,k.reason!=="pass")throw new Error("passed walk-forward window reason must be pass");let $=dt({metrics:k.metrics,tradeCount:k.metrics?.tradeCount},`walkForward.windows[${b}]`);if($.tradeCount<1||$.netPnlUsd<=0||$.profitFactor<=1)throw new Error("passed walk-forward window metrics do not pass");if(we(t)&&$.maxDrawdownPct>t)throw new Error("passed walk-forward drawdown exceeds strategy risk")}else if(k.reason==="pass")throw new Error("failed walk-forward window cannot have pass reason")}let h=f/c.length;if(!we(d.passRate)||Math.abs(d.passRate-h)>Number.EPSILON||h<.6)throw new Error("walk-forward passRate contradicts concrete windows or is below live threshold")}function hr(e,t={}){if(typeof e?.id!="string"||!/^[0-9a-f]{64}$/.test(e.id))throw new Error("evidence.id must be a sha256 evidence artifact hash");let r=pr(e),n=fe({id:e.id,...r});if(JSON.stringify(fe(e))!==JSON.stringify(n))throw new Error("evidence artifact contains fields unbound from its deterministic identity");let o=mr(e);if(e.id!==o)throw new Error("evidence.id does not match its deterministic artifact facts digest");return e.status==="pass_live_eligible"&&ro(e,t),e}function mt({strategy:e,bars:t,backtestOptions:r={},trainFraction:n=.7,walkForwardWindows:o=3,minTrades:i=10}={}){let s=[];if(!re(e))throw new TypeError("strategy must be a plain object");if(!Array.isArray(t))throw new TypeError("bars must be an array");if(!re(r))throw new TypeError("backtestOptions must be a plain object");if(!we(n)||n<=0||n>=1)throw new TypeError("trainFraction must be in (0,1)");if(!Number.isInteger(o)||o<1)throw new TypeError("walkForwardWindows must be a positive integer");if(!Number.isInteger(i)||i<0)throw new TypeError("minTrades must be an integer >= 0");let a=Y(e),l=ge(a),u=_e(t),d=t.length,c=(O=[],R={})=>dr({status:"fail",strategy:a,sHash:l,barsHash:u,split:R.split||{trainStartIndex:0,trainEndIndex:-1,trainBarCount:0,holdoutStartIndex:0,holdoutEndIndex:-1,holdoutBarCount:0,trainFraction:n},train:R.train||null,holdout:R.holdout||null,walkForward:R.walkForward||{windows:[],passRate:0},flags:[...s,...O]});if(d<10)return c([{type:"insufficient_bars",message:"need at least 10 bars for evidence"}]);let f=Math.floor(d*n),p=f,h=d-p;if(f<5||h<3)return c([{type:"invalid_windowing",message:"train/holdout split too small",trainCount:f,holdoutCount:h}]);let b=t.slice(0,f),k=t.slice(p),S,I;try{S=ae(a,b,r),I=ae(a,k,r)}catch(O){return c([{type:"backtest_error",message:String(O.message||O)}])}let _={metrics:ft(S),costs:fr(S),tradeCount:S.metrics.tradeCount},w={metrics:ft(I),costs:fr(I),tradeCount:I.metrics.tradeCount},$={trainStartIndex:0,trainEndIndex:f-1,trainBarCount:f,holdoutStartIndex:p,holdoutEndIndex:d-1,holdoutBarCount:h,trainFraction:n},x=[],m=Math.floor(d/(o+1));if(m<3)s.push({type:"invalid_windowing",message:"walk-forward window size too small",wfSize:m});else for(let O=0;O<o;O++){let R=m*(O+1),J=R,B=Math.min(d,J+m);if(B-J<3||R<3){x.push({index:O,trainStartIndex:0,trainEndIndex:R-1,evalStartIndex:J,evalEndIndex:B-1,passed:!1,reason:"window_too_small",metrics:null});continue}let ee=t.slice(J,B),He;try{He=ae(a,ee,r)}catch{x.push({index:O,trainStartIndex:0,trainEndIndex:R-1,evalStartIndex:J,evalEndIndex:B-1,passed:!1,reason:"backtest_error",metrics:null});continue}let Ce=ft(He),qe=to(Ce,a.risk,i);x.push({index:O,trainStartIndex:0,trainEndIndex:R-1,evalStartIndex:J,evalEndIndex:B-1,passed:qe,reason:qe?"pass":"fail_metrics",metrics:Ce})}let M=x.filter(O=>O.passed).length,W=x.length===0?0:M/x.length,U={windows:x,passRate:W,windowsRun:x.length};w.metrics.tradeCount===0&&_.metrics.tradeCount===0&&s.push({type:"no_trades",message:"no trades in train or holdout"}),w.metrics.tradeCount===0&&s.push({type:"absent_oos_trades",message:"holdout produced no trades"}),w.metrics.netPnlUsd<0&&s.push({type:"holdout_loss",message:"holdout netPnlUsd is negative"}),_.metrics.netPnlUsd>0&&w.metrics.netPnlUsd<0&&_.metrics.netPnlUsd>Math.abs(w.metrics.netPnlUsd)*.25?s.push({type:"overfit",message:"profitable train with losing holdout (OOS collapse)"}):_.metrics.netPnlUsd>0&&w.metrics.netPnlUsd>0&&w.metrics.netPnlUsd<_.metrics.netPnlUsd*.1&&_.metrics.tradeCount>=i&&s.push({type:"severe_oos_collapse",message:"holdout pnl collapsed vs train"});let z=Qn(w.costs),y=eo(I);y>0&&z>y&&s.push({type:"costs_exceed_gross",message:"holdout costs exceed gross gains"});let P=s.some(O=>["insufficient_bars","invalid_windowing","absent_oos_trades","holdout_loss","no_trades","severe_oos_collapse","backtest_error"].includes(O.type)),T=s.some(O=>O.type==="overfit"),F="fail";return w.metrics.tradeCount>=i&&w.metrics.netPnlUsd>0&&w.metrics.profitFactor>1&&w.metrics.maxDrawdownPct<=a.risk.maxDailyLossPct&&W>=.6&&!(y>0&&z>y)&&!T&&!s.some(O=>O.type==="severe_oos_collapse"||O.type==="invalid_windowing")?F="pass_live_eligible":!P&&w.metrics.tradeCount>0&&_.metrics.tradeCount>0&&Number.isFinite(w.metrics.netPnlUsd)?(F="pass_paper_only",w.metrics.tradeCount<i&&s.push({type:"undersampled",message:"holdout trades below minTrades"})):T&&w.metrics.tradeCount>0&&_.metrics.netPnlUsd>0?F="fail":w.metrics.tradeCount>0&&_.metrics.tradeCount>0&&!P?F="pass_paper_only":F="fail",w.metrics.netPnlUsd<0&&(F=F==="pass_live_eligible"?"fail":F==="pass_paper_only"?"pass_paper_only":"fail",F="fail"),dr({status:F,strategy:a,sHash:l,barsHash:u,split:$,train:_,holdout:w,walkForward:U,flags:s})}function dr({status:e,strategy:t,sHash:r,barsHash:n,split:o,train:i,holdout:s,walkForward:a,flags:l}){let u={status:e,strategyHash:r,compilerHash:pe,barsHash:n,split:o,train:i,holdout:s,walkForward:a,flags:l};return u.id=mr(u),pt(fe(JSON.parse(JSON.stringify(u))))}var Zn,ht=V(()=>{me();de();Be();Zn=Object.freeze(["fail","pass_paper_only","pass_live_eligible"])});import{createHash as no,createHmac as oo,timingSafeEqual as Ai}from"node:crypto";function yt(e){return e===null||typeof e!="object"?JSON.stringify(e):Array.isArray(e)?`[${e.map(yt).join(",")}]`:`{${Object.keys(e).sort().map(r=>`${JSON.stringify(r)}:${yt(e[r])}`).join(",")}}`}function yr(e){let t=String(e?.ORACLE_STAMP_HMAC_SECRET||"").trim();return t.length>=16?t:""}function wr(e=process.env){return yr(process.env)||yr(e)}function co(e){let{prepareHash:t,prepareMac:r,note:n,...o}=e||{};return o}function lo(e){let t=co(e);return no("sha256").update(yt(t)).digest("hex")}function uo(e,t=wr()){return t?oo("sha256",t).update(String(e)).digest("hex"):""}function gr(e,{provider:t,kind:r,env:n=process.env,nowMs:o=Date.now(),expiresAtMs:i}={}){if(!e||typeof e!="object")throw new Error("stampPrepared: payload object required");let s=Object.prototype.hasOwnProperty.call(e,"oraclePrepared");if(s&&typeof e.oraclePrepared!="boolean")throw new Error("stampPrepared: oraclePrepared must be boolean");let a={...e,provider:e.provider||t,kind:e.kind||r,requiresUserSignature:e.requiresUserSignature!==!1,signingReady:!1,broadcastReady:!1,executionReady:!1,oraclePrepared:s?e.oraclePrepared:!0};if(!a.provider)throw new Error("stampPrepared: provider required");if(!a.kind)throw new Error("stampPrepared: kind required");let l=Number(o),u=i==null?l+io:Number(i),d=u-l;if(!Number.isSafeInteger(l)||!Number.isSafeInteger(u)||d<=0||d>ao)throw new Error("stampPrepared: bounded preparedAt/expiresAt required");let f={...a,preparedAt:l,expiresAt:u,prepareVersion:so},p=lo(f),h=wr(n),b=h?uo(p,h):void 0,k={...f,prepareHash:p};return b&&(k.prepareMac=b),k}var so,io,ao,br=V(()=>{so=2,io=300*1e3,ao=(()=>{let e=Number(process.env.ORACLE_PREPARE_HARD_MAX_AGE_MS);return Number.isFinite(e)&&e>0?e:1800*1e3})()});function ve(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function po(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function gt(e,t="value"){if(Array.isArray(e)){e.forEach((r,n)=>gt(r,`${t}[${n}]`));return}if(ve(e))for(let[r,n]of Object.entries(e)){let o=po(r);if(fo.some(i=>o.includes(i)))throw new Error(`handoff: forbidden secret-like field at ${t}.${r}`);gt(n,`${t}.${r}`)}}function wt(e){return typeof e=="number"&&Number.isFinite(e)&&e>0}function Er({strategy:e,evidence:t,shadow:r,caps:n,nowMs:o=Date.now(),env:i=process.env}={}){if(gt({strategy:e,evidence:t,shadow:r,caps:n},"handoff"),!ve(e))throw new Error("handoff: strategy required");if(!ve(t))throw new Error("handoff: evidence required");if(!ve(r))throw new Error("handoff: shadow required");if(!ve(n))throw new Error("handoff: caps required");if(typeof r.id!="string"||!r.id.trim())throw new Error("handoff: shadow.id required");if(typeof r.stateHash!="string"||!/^[0-9a-f]{64}$/.test(r.stateHash))throw new Error("handoff: shadow.stateHash must be a sha256 hash");if(r.status!=="running")throw new Error("handoff: shadow.status must be running");if(!Number.isInteger(r.cursor)||r.cursor<=0)throw new Error("handoff: shadow.cursor must be a positive integer");if(!Number.isInteger(r.updatedAt)||r.updatedAt<=0||r.updatedAt>o)throw new Error("handoff: shadow.updatedAt must be a positive integer <= nowMs");let s=Y(e,{nowMs:o}),a=G(s);if(hr(t,{maxDailyLossPct:s.risk.maxDailyLossPct}),t.status!=="pass_live_eligible")throw new Error("handoff: evidence.status must be pass_live_eligible");if(t.strategyHash!==a.strategyHash)throw new Error("handoff: evidence.strategyHash mismatch");if(t.compilerHash!==a.compilerHash)throw new Error("handoff: evidence.compilerHash mismatch");let l=["perStrategyNotionalUsd","maxLeverage","dailyLossCapUsd","chainAllowlist","assetAllowlist","expiresAt","killSwitchRequired"];for(let f of l)if(!(f in n)||n[f]==null)throw new Error(`handoff: caps.${f} required`);if(!wt(n.perStrategyNotionalUsd))throw new Error("handoff: caps.perStrategyNotionalUsd must be positive");if(n.perStrategyNotionalUsd>a.strategy.risk.maxNotionalUsd)throw new Error("handoff: caps.perStrategyNotionalUsd exceeds strategy.risk.maxNotionalUsd");if(!wt(n.maxLeverage))throw new Error("handoff: caps.maxLeverage must be positive");if(n.maxLeverage>a.strategy.risk.maxLeverage)throw new Error("handoff: caps.maxLeverage exceeds strategy.risk.maxLeverage");if(!wt(n.dailyLossCapUsd))throw new Error("handoff: caps.dailyLossCapUsd must be positive");let u=a.strategy.risk.maxNotionalUsd*(a.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(f=>f==="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]!==a.strategy.market.coin)throw new Error("handoff: caps.assetAllowlist must contain only the strategy market coin");if(!Number.isInteger(n.expiresAt)||!(n.expiresAt>o))throw new Error("handoff: caps.expiresAt must be an integer > nowMs");if(n.expiresAt>a.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 d={perStrategyNotionalUsd:n.perStrategyNotionalUsd,maxLeverage:n.maxLeverage,dailyLossCapUsd:n.dailyLossCapUsd,chainAllowlist:[...n.chainAllowlist],assetAllowlist:[...n.assetAllowlist],expiresAt:n.expiresAt,killSwitchRequired:!0},c={strategyHash:a.strategyHash,compilerHash:a.compilerHash,evidence:JSON.parse(JSON.stringify(t)),shadow:{id:r.id,stateHash:r.stateHash,status:r.status,cursor:r.cursor,updatedAt:r.updatedAt},compiled:{strategyHash:a.strategyHash,compilerHash:a.compilerHash,compilerVersion:Oe,venue:"hyperliquid",market:{coin:a.strategy.market.coin,kind:"perp",interval:a.strategy.market.interval},risk:{...a.strategy.risk},strategy:JSON.parse(JSON.stringify(a.strategy))},arming:{liveBroadcast:!1,requiresExplicitUserArm:!0,caps:d},requiresUserSignature:!0,signingReady:!1,broadcastReady:!1,executionReady:!1};return gr(c,{provider:"hl-strategy",kind:"strategy-live-handoff",env:i})}var fo,kr=V(()=>{me();ht();de();br();fo=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"]});function be(e,t){let r=Number(e);if(!Number.isFinite(r))throw new TypeError(`${t} must be finite`);return r}function Ee(e,t){if(!Number.isSafeInteger(e)||e<0)throw new TypeError(`${t} must be a non-negative safe integer`);return e}function Ne(e){if(Array.isArray(e))for(let t of e)Ne(t);else if(e&&typeof e=="object")for(let t of Object.values(e))Ne(t);return Object.freeze(e)}function ho(e){let t=mo[e];if(!t)throw new TypeError(`unsupported strategy interval: ${e}`);return t}function yo(e,{endTime:t=Number.MAX_SAFE_INTEGER}={}){if(!Array.isArray(e))throw new TypeError("Hyperliquid candles must be an array");Ee(t,"endTime");let r=new Map;for(let n=0;n<e.length;n++){let o=e[n];if(!o||typeof o!="object"||Array.isArray(o))throw new TypeError(`candles[${n}] must be an object`);let i=Ee(Number(o.t),`candles[${n}].t`);if(Ee(Number(o.T),`candles[${n}].T`)>t)continue;let a={t:i,o:be(o.o,`candles[${n}].o`),h:be(o.h,`candles[${n}].h`),l:be(o.l,`candles[${n}].l`),c:be(o.c,`candles[${n}].c`),v:be(o.v,`candles[${n}].v`)};if(a.h<Math.max(a.o,a.c,a.l))throw new TypeError(`candles[${n}].h is below another price`);if(a.l>Math.min(a.o,a.c,a.h))throw new TypeError(`candles[${n}].l is above another price`);if(a.v<0)throw new TypeError(`candles[${n}].v must be non-negative`);let l=r.get(i);if(l&&JSON.stringify(l)!==JSON.stringify(a))throw new TypeError(`conflicting duplicate candle at timestamp ${i}`);l||r.set(i,a)}return Ne([...r.values()].sort((n,o)=>n.t-o.t))}function wo(e,t){if(!Array.isArray(e))throw new TypeError("Hyperliquid funding history must be an array");let r=new Map;for(let n=0;n<e.length;n++){let o=e[n];if(!o||typeof o!="object"||Array.isArray(o))throw new TypeError(`funding[${n}] must be an object`);let i=Ee(Number(o.time),`funding[${n}].time`);i>t||r.set(i,{time:i,fundingRate:be(o.fundingRate,`funding[${n}].fundingRate`)})}return[...r.values()].sort((n,o)=>n.time-o.time)}async function go({coin:e,startTime:t,endTime:r},n){let o=[],i=Math.max(0,t-288e5),s=!1;for(let a=0;a<16&&i<=r;a++){let l=await ur({coin:e,startTime:i,endTime:r},n);if(!Array.isArray(l))throw new TypeError("Hyperliquid funding history must be an array");o.push(...l);let u=i;for(let d of l){let c=Number(d?.time);Number.isSafeInteger(c)&&c>u&&(u=c)}if(l.length<500||u>=r){s=!0;break}if(u<=i)throw new Error("Hyperliquid funding history pagination did not advance");i=u+1}if(!s)throw new Error("strategy history exceeds the bounded funding history limit");return wo(o,r)}function bo(e,t,r){let n=0,o=null;return e.map(i=>{let s=i.t+r,a=0;for(;n<t.length&&t[n].time<s;){let l=t[n];o=l.fundingRate,l.time>=i.t&&(a+=l.fundingRate),n+=1}return o==null?{...i,fundingPaymentRate:a}:{...i,fundingRate:o,fundingPaymentRate:a}})}async function xr(e,t={}){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("strategy history input must be an object");let r=String(e.coin||"").trim().toUpperCase();if(!/^[A-Z0-9][A-Z0-9._-]{0,11}$/.test(r))throw new TypeError("coin must be an uppercase Hyperliquid asset id");let n=String(e.interval||"15m"),o=ho(n);if(e.endTime==null)throw new TypeError("endTime is required for deterministic history");let i=Ee(e.endTime,"endTime"),s=e.count==null?1500:e.count;if(!Number.isInteger(s)||s<20||s>5e3)throw new TypeError("count must be an integer from 20 to 5000");let a=e.startTime==null?Math.max(0,i-s*o):Ee(e.startTime,"startTime");if(a>=i)throw new TypeError("startTime must be before endTime");let[l,u]=await Promise.all([lr({coin:r,interval:n,startTime:a,endTime:i},t),go({coin:r,startTime:a,endTime:i},t)]),d=yo(l,{endTime:i}),c=Ne(bo(d,u,o));return Ne({coin:r,interval:n,range:{startTime:a,endTime:i},bars:c})}var mo,Sr=V(()=>{ut();mo=Object.freeze({"1m":6e4,"3m":18e4,"5m":3e5,"15m":9e5,"30m":18e5,"1h":36e5,"2h":72e5,"4h":144e5,"8h":288e5,"12h":432e5,"1d":864e5})});function xo(e){let t=[];if(!e||typeof e!="object"||Array.isArray(e))return{ok:!1,errors:[{path:"market",message:"must be a plain object"}],market:null};for(let r of Object.keys(e))ko.has(r)||t.push({path:`market.${r}`,message:"unknown field is not allowed"});return(typeof e.coin!="string"||e.coin.length===0||e.coin.length>32)&&t.push({path:"market.coin",message:"must be a non-empty string max 32"}),(typeof e.interval!="string"||!Eo.has(e.interval))&&t.push({path:"market.interval",message:"must be a supported interval"}),t.length?{ok:!1,errors:t,market:null}:{ok:!0,errors:[],market:{coin:e.coin,interval:e.interval}}}async function So(e={}){let t=await cr(e);if(!t||!Array.isArray(t.universe))throw new TypeError("Hyperliquid market metadata must contain universe");return Object.freeze(t.universe.map((r,n)=>{if(!r||typeof r.name!="string"||!r.name)throw new TypeError(`Hyperliquid market metadata universe[${n}].name is invalid`);return r.name}))}var Eo,ko,Ar,Pr=V(()=>{ut();kr();Sr();Eo=new Set(["1m","3m","5m","15m","30m","1h","2h","4h","8h","12h","1d"]),ko=new Set(["coin","interval"]);Ar=Object.freeze({id:"hyperliquid",validateMarket:xo,fetchBars:xr,listMarkets:So,prepareIntent(e){return Er(e)}})});function Po(e){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("strategy venue adapter must be an object");if(typeof e.id!="string"||!/^[a-z0-9][a-z0-9._-]{0,63}$/.test(e.id))throw new TypeError("strategy venue adapter id is malformed");for(let t of Ao.slice(1))if(typeof e[t]!="function")throw new TypeError(`strategy venue adapter ${e.id} requires ${t}()`);for(let t of["fetchBars","listMarkets"])if(e[t]!=null&&typeof e[t]!="function")throw new TypeError(`strategy venue adapter ${e.id} ${t} must be a function`);return e}function bt(e){return typeof e!="string"?null:$o.get(e)??null}function Et(e){let t=bt(e);if(!t)throw new Error(`unknown strategy venue: ${String(e)}`);return t}var Ao,$r,$o,Hi,kt=V(()=>{Pr();Ao=Object.freeze(["id","validateMarket","prepareIntent"]);$r=[Ar].map(Po),$o=new Map($r.map(e=>[e.id,e])),Hi=Object.freeze([...$r])});import{createHash as To}from"node:crypto";function Z(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function q(e){return typeof e=="number"&&Number.isFinite(e)}function Rr(e){return Number.isInteger(e)&&e>0}function $t(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)$t(t);return Object.freeze(e)}for(let t of Object.keys(e))$t(e[t]);return Object.freeze(e)}function Tt(e){if(Array.isArray(e))return e.map(Tt);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=Tt(e[r]);return t}return e}function g(e,t,r){e.push({path:t,message:r})}function ce(e,t,r,n){for(let o of Object.keys(e))t.has(o)||g(n,r?`${r}.${o}`:o,"unknown field is not allowed")}function Hr(e,t,r,n){if(!q(e)||!q(t)||!q(r)||!q(n)||n<=0||e<t||e>r)return!1;let o=(e-t)/n;if(!Number.isFinite(o))return!1;let i=Math.round(o);return Math.abs(o-i)<=1e-9}function Pt(e,t,r,n){if(Z(e)){if(ce(e,new Set(["param"]),t,n),typeof e.param!="string"||!e.param)return g(n,`${t}.param`,"must be a parameter name string"),null;if(!Object.prototype.hasOwnProperty.call(r,e.param))return g(n,`${t}.param`,`unknown parameter "${e.param}"`),null;let o=r[e.param];return!Z(o)||![o.value,o.min,o.max,o.step].every(Rr)?(g(n,`${t}.param`,"referenced period parameter value min max and step must be positive integers"),null):{param:e.param}}return Rr(e)?e:(g(n,t,"must be a positive integer or {param}"),null)}function Fr(e,t,r,n){return Z(e)?(ce(e,new Set(["param"]),t,n),typeof e.param!="string"||!e.param?(g(n,`${t}.param`,"must be a parameter name string"),null):Object.prototype.hasOwnProperty.call(r,e.param)?{param:e.param}:(g(n,`${t}.param`,`unknown parameter "${e.param}"`),null)):q(e)?e:(g(n,t,"must be a finite number or {param}"),null)}function De(e){switch(e.type){case"input":case"constant":return[];case"indicator":return e.input?[e.input]:[];case"compare":case"cross":return[e.left,e.right].filter(Boolean);case"logic":return Array.isArray(e.inputs)?[...e.inputs]:[];default:return[]}}function Lo(e){let t=new Map,r=n=>{let o=t.get(n)||0;if(o===1)return!0;if(o===2)return!1;t.set(n,1);let i=e.get(n);if(i){for(let s of De(i))if(e.has(s)&&r(s))return!0}return t.set(n,2),!1};for(let n of e.keys())if(r(n))return!0;return!1}function jo(e,t){if(!Z(e))return g(t,"parameters","must be a plain object"),null;let r=Object.keys(e);if(r.length>Or)return g(t,"parameters",`too many parameters (max ${Or})`),null;let n={};for(let o of r){if(!Lr.test(o)){g(t,`parameters.${o}`,"parameter name is malformed");continue}let i=e[o],s=`parameters.${o}`;if(!Z(i)){g(t,s,"must be a plain object");continue}ce(i,Ir,s,t);for(let c of Ir)c in i||g(t,`${s}.${c}`,"required field is missing");let{value:a,min:l,max:u,step:d}=i;q(l)||g(t,`${s}.min`,"must be a finite number"),q(u)||g(t,`${s}.max`,"must be a finite number"),(!q(d)||d<=0)&&g(t,`${s}.step`,"must be a positive finite number"),q(a)||g(t,`${s}.value`,"must be a finite number"),q(l)&&q(u)&&l>u&&g(t,`${s}.min`,"min must be <= max"),q(a)&&q(l)&&q(u)&&q(d)&&d>0&&(Hr(a,l,u,d)||g(t,`${s}.value`,"value must lie on the declared min/max/step grid")),n[o]={value:a,min:l,max:u,step:d}}return n}function Ho(e,t,r,n){let o=`nodes.${t}`;if(!Z(e))return g(n,o,"must be a plain object"),null;if(typeof e.type!="string"||!vr[e.type])return g(n,`${o}.type`,"unknown or missing node type"),ce(e,Fo,o,n),null;switch(ce(e,vr[e.type],o,n),(typeof e.id!="string"||!jr.test(e.id))&&g(n,`${o}.id`,"must be a 1-64 char id starting with alphanumeric"),e.type){case"input":return(typeof e.field!="string"||!Io.has(e.field))&&g(n,`${o}.field`,"must be one of open|high|low|close|volume|fundingRate|openInterest|premium|oiDelta|bookImbalance"),{id:e.id,type:"input",field:e.field};case"constant":{let i=Fr(e.value,`${o}.value`,r,n);return{id:e.id,type:"constant",value:i}}case"indicator":{(typeof e.indicator!="string"||!_o.has(e.indicator))&&g(n,`${o}.indicator`,"must be one of sma|ema|rsi|macd|bollinger|atr");let i=e.indicator,s={id:e.id,type:"indicator",indicator:i};if(i==="atr"){"input"in e&&(typeof e.input!="string"||!e.input?g(n,`${o}.input`,"must be a node id string when provided"):s.input=e.input);let a=Pt(e.period,`${o}.period`,r,n);a!=null&&(s.period=a)}else typeof e.input!="string"||!e.input?g(n,`${o}.input`,"must be a node id string"):s.input=e.input;if((i==="sma"||i==="ema"||i==="rsi"||i==="bollinger"||i==="atr")&&("period"in e,i!=="macd"))if(!("period"in e))g(n,`${o}.period`,"required field is missing");else{let a=Pt(e.period,`${o}.period`,r,n);a!=null&&(s.period=a)}if(i==="macd"){for(let a of["fastPeriod","slowPeriod","signalPeriod"])if(!(a in e))g(n,`${o}.${a}`,"required field is missing");else{let l=Pt(e[a],`${o}.${a}`,r,n);l!=null&&(s[a]=l)}"output"in e?Mo.has(e.output)?s.output=e.output:g(n,`${o}.output`,"must be line|signal|histogram"):g(n,`${o}.output`,"required field is missing"),"period"in e&&g(n,`${o}.period`,"forbidden for macd"),"stdDev"in e&&g(n,`${o}.stdDev`,"forbidden for macd")}else if(i==="bollinger"){if(!("stdDev"in e))g(n,`${o}.stdDev`,"required field is missing");else{let a=Fr(e.stdDev,`${o}.stdDev`,r,n);a!=null&&(typeof a=="number"&&a<=0?g(n,`${o}.stdDev`,"must be > 0"):s.stdDev=a)}"output"in e?Ro.has(e.output)?s.output=e.output:g(n,`${o}.output`,"must be upper|middle|lower"):g(n,`${o}.output`,"required field is missing");for(let a of["fastPeriod","slowPeriod","signalPeriod"])a in e&&g(n,`${o}.${a}`,`forbidden for ${i}`)}else{"output"in e&&g(n,`${o}.output`,`forbidden for ${i}`),"stdDev"in e&&i!=="bollinger"&&g(n,`${o}.stdDev`,`forbidden for ${i}`);for(let a of["fastPeriod","slowPeriod","signalPeriod"])a in e&&g(n,`${o}.${a}`,`forbidden for ${i}`)}return s}case"compare":return(typeof e.op!="string"||!vo.has(e.op))&&g(n,`${o}.op`,"must be gt|gte|lt|lte|eq"),(typeof e.left!="string"||!e.left)&&g(n,`${o}.left`,"must be a node id"),(typeof e.right!="string"||!e.right)&&g(n,`${o}.right`,"must be a node id"),{id:e.id,type:"compare",op:e.op,left:e.left,right:e.right};case"logic":{if((typeof e.op!="string"||!Oo.has(e.op))&&g(n,`${o}.op`,"must be and|or|not"),!Array.isArray(e.inputs))return g(n,`${o}.inputs`,"must be an array of node ids"),{id:e.id,type:"logic",op:e.op,inputs:[]};let i=[];for(let s=0;s<e.inputs.length;s++){let a=e.inputs[s];typeof a!="string"||!a?g(n,`${o}.inputs.${s}`,"must be a node id"):i.push(a)}return e.op==="not"?i.length!==1&&g(n,`${o}.inputs`,"not requires exactly one input"):(e.op==="and"||e.op==="or")&&i.length<2&&g(n,`${o}.inputs`,`${e.op} requires at least two inputs`),{id:e.id,type:"logic",op:e.op,inputs:i}}case"cross":return(typeof e.direction!="string"||!No.has(e.direction))&&g(n,`${o}.direction`,"must be above|below"),(typeof e.left!="string"||!e.left)&&g(n,`${o}.left`,"must be a node id"),(typeof e.right!="string"||!e.right)&&g(n,`${o}.right`,"must be a node id"),{id:e.id,type:"cross",direction:e.direction,left:e.left,right:e.right};default:return null}}function Co(e,t,r){if(!Z(e))return g(t,"risk","must be a plain object"),null;ce(e,_r,"risk",t);for(let f of _r)(!(f in e)||e[f]==null)&&g(t,`risk.${f}`,"required field is missing");let n={},o=e.maxLeverage;!q(o)||o<=0||o>50?g(t,"risk.maxLeverage","must be a number > 0 and <= 50"):n.maxLeverage=o;let i=e.maxNotionalUsd;!q(i)||i<=0?g(t,"risk.maxNotionalUsd","must be a number > 0"):n.maxNotionalUsd=i;let s=e.positionSizePct;!q(s)||s<=0||s>100?g(t,"risk.positionSizePct","must be a number > 0 and <= 100"):n.positionSizePct=s;let a=e.stopLossPct;!q(a)||a<=0||a>100?g(t,"risk.stopLossPct","must be a number > 0 and <= 100"):n.stopLossPct=a;let l=e.takeProfitPct;!q(l)||l<=0||l>1e3?g(t,"risk.takeProfitPct","must be a number > 0 and <= 1000"):n.takeProfitPct=l;let u=e.cooldownBars;!Number.isInteger(u)||u<0||u>1e5?g(t,"risk.cooldownBars","must be an integer >= 0 and <= 100000"):n.cooldownBars=u;let d=e.maxDailyLossPct;!q(d)||d<=0||d>100?g(t,"risk.maxDailyLossPct","must be a number > 0 and <= 100"):n.maxDailyLossPct=d;let c=e.expiresAt;return!Number.isInteger(c)||c<=0?g(t,"risk.expiresAt","must be an integer epoch milliseconds > 0"):(r.nowMs!==void 0&&(Number.isInteger(r.nowMs)?c<=r.nowMs&&g(t,"risk.expiresAt","must be strictly greater than nowMs"):g(t,"nowMs","must be an integer epoch milliseconds")),n.expiresAt=c),n}function It(e,t={}){let r=[];if(!Z(e))return g(r,"","strategy must be a plain object"),{ok:!1,errors:r,strategy:null};ce(e,Tr,"",r);for(let c of Tr)(!(c in e)||e[c]==null)&&g(r,c,"required field is missing");e.version!==xt&&g(r,"version",`must be ${xt}`),(typeof e.id!="string"||!Lr.test(e.id))&&g(r,"id","must match /^[a-z0-9][a-z0-9._-]{0,63}$/"),(typeof e.name!="string"||e.name.length===0||e.name.length>Mr)&&g(r,"name",`must be a non-empty string max ${Mr}`);let n=bt(e.venue);n||g(r,"venue",`unknown strategy venue "${String(e.venue)}"`);let o=null;if(!n)Z(e.market)||g(r,"market","must be a plain object");else{let c=n.validateMarket(e.market);if(!c||typeof c.ok!="boolean"||!Array.isArray(c.errors))g(r,"market",`venue ${n.id} returned an invalid market validation result`);else if(c.ok)o=c.market;else for(let f of c.errors)g(r,f.path,f.message)}let i=jo(e.parameters,r),s=null,a=new Map;if(!Array.isArray(e.nodes))g(r,"nodes","must be an array");else if(e.nodes.length>Nr)g(r,"nodes",`too many nodes (max ${Nr})`);else{s=[];for(let c=0;c<e.nodes.length;c++){let f=Ho(e.nodes[c],c,i||{},r);f&&(typeof f.id=="string"&&jr.test(f.id)&&(a.has(f.id)?g(r,`nodes.${c}.id`,`duplicate node id "${f.id}"`):a.set(f.id,f)),s.push(f))}for(let c=0;c<s.length;c++){let f=s[c],p=`nodes.${c}`;for(let h of De(f))a.has(h)||g(r,p,`unknown node ref "${h}"`);if(f.type==="indicator"||f.type==="compare"||f.type==="cross")for(let h of De(f)){let b=a.get(h);b&&St.has(b.type)&&g(r,p,`node ref "${h}" must be numeric`)}if(f.type==="logic")for(let h of De(f)){let b=a.get(h);b&&!St.has(b.type)&&g(r,p,`node ref "${h}" must be boolean`)}}Lo(a)&&g(r,"nodes","graph contains a cycle")}let l=null;if(!Z(e.rules))g(r,"rules","must be a plain object");else{ce(e.rules,At,"rules",r);for(let c of At)c in e.rules||g(r,`rules.${c}`,"required field is missing");l={};for(let c of At){let f=e.rules[c];if(f===null){l[c]=null;continue}if(typeof f!="string"||!f){g(r,`rules.${c}`,"must be a node id or null"),l[c]=f;continue}if(!a.has(f)){g(r,`rules.${c}`,`unknown node ref "${f}"`),l[c]=f;continue}let p=a.get(f);St.has(p.type)||g(r,`rules.${c}`,`rule must reference a boolean node, not ${p.type}`),l[c]=f}}let u=Co(e.risk,r,t);if(r.length)return{ok:!1,errors:r,strategy:null};let d=$t({version:xt,id:e.id,name:e.name,venue:n.id,market:o,parameters:i,nodes:s,rules:l,risk:u});return{ok:!0,errors:[],strategy:d}}function Y(e,t={}){let r=It(e,t);if(!r.ok)throw new ke(r.errors);return r.strategy}function qo(e){let t=Y(e);return JSON.stringify(Tt(t))}function ge(e){let t=qo(e);return To("sha256").update(t,"utf8").digest("hex")}function Me(e,t){if(!Z(e))throw new ke([{path:"",message:"strategy must be a plain object"}]);if(!Z(t))throw new ke([{path:"overrides",message:"must be a plain object"}]);let r=Y(e),n={};for(let[i,s]of Object.entries(r.parameters))n[i]={value:s.value,min:s.min,max:s.max,step:s.step};let o=[];for(let[i,s]of Object.entries(t)){if(!Object.prototype.hasOwnProperty.call(n,i)){g(o,i,`unknown parameter "${i}"`);continue}let a=n[i];if(!q(s)){g(o,i,"override must be a finite number");continue}if(!Hr(s,a.min,a.max,a.step)){g(o,i,"override must lie on the declared min/max/step grid");continue}n[i]={...a,value:s}}if(o.length)throw new ke(o);return Y({version:r.version,id:r.id,name:r.name,venue:r.venue,market:{coin:r.market.coin,interval:r.market.interval},parameters:n,nodes:r.nodes.map(i=>{let s={...i};return Array.isArray(i.inputs)&&(s.inputs=[...i.inputs]),s}),rules:{...r.rules},risk:{...r.risk}})}var xt,Lr,jr,Io,_o,vo,Oo,No,Mo,Ro,St,Tr,Ir,At,_r,Fo,vr,Or,Nr,Mr,ke,de=V(()=>{kt();xt=1,Lr=/^[a-z0-9][a-z0-9._-]{0,63}$/,jr=/^[A-Za-z0-9][A-Za-z0-9._-]{0,63}$/,Io=new Set(["open","high","low","close","volume","fundingRate","openInterest","premium","oiDelta","bookImbalance"]),_o=new Set(["sma","ema","rsi","macd","bollinger","atr"]),vo=new Set(["gt","gte","lt","lte","eq"]),Oo=new Set(["and","or","not"]),No=new Set(["above","below"]),Mo=new Set(["line","signal","histogram"]),Ro=new Set(["upper","middle","lower"]),St=new Set(["compare","logic","cross"]),Tr=new Set(["version","id","name","venue","market","parameters","nodes","rules","risk"]),Ir=new Set(["value","min","max","step"]),At=new Set(["entryLong","entryShort","exitLong","exitShort"]),_r=new Set(["maxLeverage","maxNotionalUsd","positionSizePct","stopLossPct","takeProfitPct","cooldownBars","maxDailyLossPct","expiresAt"]),Fo=new Set(["id","type"]),vr={input:new Set(["id","type","field"]),constant:new Set(["id","type","value"]),indicator:new Set(["id","type","indicator","input","period","fastPeriod","slowPeriod","signalPeriod","stdDev","output"]),compare:new Set(["id","type","op","left","right"]),logic:new Set(["id","type","op","inputs"]),cross:new Set(["id","type","direction","left","right"])},Or=16,Nr=128,Mr=100,ke=class extends Error{constructor(t){let r=t.map(n=>`${n.path}: ${n.message}`);super(`invalid strategy (${t.length} error${t.length===1?"":"s"}): ${r.join("; ")}`),this.name="StrategyValidationError",this.errors=t}}});function Re(e){if(!Array.isArray(e))throw new TypeError("values must be an array");for(let t=0;t<e.length;t++){let r=e[t];if(typeof r!="number"||!Number.isFinite(r))throw new TypeError(`values[${t}] must be a finite number`)}}function le(e){if(!Number.isInteger(e)||e<=0)throw new TypeError("period must be a positive integer")}function Uo(e){if(!Array.isArray(e))throw new TypeError("bars must be an array");for(let t=0;t<e.length;t++){let r=e[t];if(r==null||typeof r!="object")throw new TypeError(`bars[${t}] must be an object`);for(let n of["o","h","l","c"]){let o=r[n];if(typeof o!="number"||!Number.isFinite(o))throw new TypeError(`bars[${t}].${n} must be a finite number`)}if(r.h<r.l)throw new TypeError(`bars[${t}] high must be >= low`)}}function qr(e,t){Re(e),le(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=0;for(let o=0;o<e.length;o++)n+=e[o],o>=t&&(n-=e[o-t]),o>=t-1&&(r[o]=n/t);return r}function ze(e,t){Re(e),le(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=0;for(let s=0;s<t;s++)n+=e[s];let o=n/t;r[t-1]=o;let i=2/(t+1);for(let s=t;s<e.length;s++)o=i*e[s]+(1-i)*o,r[s]=o;return r}function Ur(e,t){Re(e),le(t);let r=new Array(e.length).fill(null);if(e.length<=t)return r;let n=0,o=0;for(let a=1;a<=t;a++){let l=e[a]-e[a-1];l>=0?n+=l:o-=l}let i=n/t,s=o/t;r[t]=Cr(i,s);for(let a=t+1;a<e.length;a++){let l=e[a]-e[a-1],u=l>0?l:0,d=l<0?-l:0;i=(i*(t-1)+u)/t,s=(s*(t-1)+d)/t,r[a]=Cr(i,s)}return r}function Cr(e,t){return e===0&&t===0?50:t===0?100:e===0?0:100-100/(1+e/t)}function Br(e,t={}){Re(e);let r=t.fastPeriod,n=t.slowPeriod,o=t.signalPeriod;if(le(r),le(n),le(o),r>=n)throw new TypeError("fastPeriod must be < slowPeriod");let i=ze(e,r),s=ze(e,n),a=new Array(e.length).fill(null);for(let c=0;c<e.length;c++)i[c]!=null&&s[c]!=null&&(a[c]=i[c]-s[c]);let l=new Array(e.length).fill(null),u=new Array(e.length).fill(null),d=[];for(let c=0;c<a.length;c++)a[c]!=null&&d.push(c);if(d.length>=o){let c=0;for(let b=0;b<o;b++)c+=a[d[b]];let f=c/o,p=d[o-1];l[p]=f,u[p]=a[p]-f;let h=2/(o+1);for(let b=o;b<d.length;b++){let k=d[b];f=h*a[k]+(1-h)*f,l[k]=f,u[k]=a[k]-f}}return{line:a,signal:l,histogram:u}}function Dr(e,t={}){Re(e);let r=t.period,n=t.stdDev;if(le(r),typeof n!="number"||!Number.isFinite(n)||n<=0)throw new TypeError("stdDev must be a finite number > 0");let o=new Array(e.length).fill(null),i=new Array(e.length).fill(null),s=new Array(e.length).fill(null);if(e.length<r)return{upper:i,middle:o,lower:s};let a=0,l=0;for(let u=0;u<e.length;u++){let d=e[u];if(a+=d,l+=d*d,u>=r){let c=e[u-r];a-=c,l-=c*c}if(u>=r-1){let c=a/r,f=l/r-c*c;f<0&&f>-1e-12&&(f=0);let p=Math.sqrt(f);o[u]=c,i[u]=c+n*p,s[u]=c-n*p}}return{upper:i,middle:o,lower:s}}function zr(e,t){Uo(e),le(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=new Array(e.length);for(let s=0;s<e.length;s++){let a=e[s];if(s===0)n[s]=a.h-a.l;else{let l=e[s-1].c;n[s]=Math.max(a.h-a.l,Math.abs(a.h-l),Math.abs(a.l-l))}}let o=0;for(let s=0;s<t;s++)o+=n[s];let i=o/t;r[t-1]=i;for(let s=t;s<e.length;s++)i=(i*(t-1)+n[s])/t,r[s]=i;return r}var Vr=V(()=>{});import{createHash as Bo}from"node:crypto";var _t,Do,zo,Vo,Jr,Kr=V(()=>{_t=3,Do="7477966facc4ef928a94e6221c8fd238eef4fcbeec46b96ae1b89178e13c2d5f",zo="68f5b412a9975f04024cf9b9b6209b4bccedd52f176e95f34f786b3f53479c6a",Vo="967fd45ecddd0d59ac0f662fe92ea813c32620ba751f249b4ace6cb6b809fb5e",Jr=Bo("sha256").update(JSON.stringify({version:_t,compilerSourceHash:Do,indicatorsSourceHash:zo,schemaSourceHash:Vo})).digest("hex")});function X(e){return typeof e=="number"&&Number.isFinite(e)}function Yo(e){let t=new Map(e.map(a=>[a.id,a])),r=a=>{switch(a.type){case"indicator":return a.input?[a.input]:[];case"compare":case"cross":return[a.left,a.right];case"logic":return[...a.inputs];default:return[]}},n=new Map,o=new Map;for(let a of e)n.set(a.id,0),o.set(a.id,[]);for(let a of e)for(let l of r(a))t.has(l)&&(o.get(l).push(a.id),n.set(a.id,n.get(a.id)+1));let i=[];for(let[a,l]of n)l===0&&i.push(a);let s=[];for(;i.length;){let a=i.shift();s.push(a);for(let l of o.get(a))n.set(l,n.get(l)-1),n.get(l)===0&&i.push(l)}if(s.length!==e.length)throw new Error("strategy graph is cyclic");return s}function xe(e,t){return e!=null&&typeof e=="object"&&"param"in e?t[e.param].value:e}function Go(e,t,r){if(!Array.isArray(e)||e.length===0)throw new TypeError("bars must be a non-empty array");if(!Number.isInteger(t)||t<0||t>=e.length)throw new RangeError("index out of range");let n=null;for(let o=0;o<=t;o++){let i=e[o];if(i==null||typeof i!="object"||Array.isArray(i))throw new TypeError(`bars[${o}] must be an object`);let{t:s,o:a,h:l,l:u,c:d,v:c}=i;if(!X(s)&&(typeof s=="number"&&Number.isFinite(s)),!Number.isFinite(s))throw new TypeError(`bars[${o}].t must be finite`);for(let[f,p]of[["o",a],["h",l],["l",u],["c",d],["v",c]])if(!X(p))throw new TypeError(`bars[${o}].${f} must be a finite number`);for(let[f,p]of[["o",a],["h",l],["l",u],["c",d]])if(!(p>0))throw new TypeError(`bars[${o}].${f} price must be positive`);if(c<0)throw new TypeError(`bars[${o}].v volume must be non-negative`);if(l<Math.max(a,d,u))throw new TypeError(`bars[${o}] high must be >= max(open, close, low)`);if(u>Math.min(a,d,l))throw new TypeError(`bars[${o}] low must be <= min(open, close, high)`);if(n!=null){if(!(s>n))throw new TypeError("bars t must be strictly increasing");if(s-n!==Ko[r])throw new TypeError(`bars t must match ${r} cadence`)}if(n=s,"fundingRate"in i&&i.fundingRate!=null&&!X(i.fundingRate))throw new TypeError(`bars[${o}].fundingRate must be finite when present`);if("openInterest"in i&&i.openInterest!=null){if(!X(i.openInterest))throw new TypeError(`bars[${o}].openInterest must be finite when present`);if(i.openInterest<0)throw new TypeError(`bars[${o}].openInterest must be non-negative`)}for(let f of["premium","oiDelta"])if(f in i&&i[f]!=null&&!X(i[f]))throw new TypeError(`bars[${o}].${f} must be finite when present`);if("bookImbalance"in i&&i.bookImbalance!=null){if(!X(i.bookImbalance))throw new TypeError(`bars[${o}].bookImbalance must be finite when present`);if(i.bookImbalance<-1||i.bookImbalance>1)throw new TypeError(`bars[${o}].bookImbalance must be within [-1, 1]`)}}}function he(e,t,r,n,o,i){if(i.has(e))return i.get(e);let s=t.get(e),a;switch(s.type){case"input":{let l=Jo[s.field];a=new Array(o+1);for(let u=0;u<=o;u++){let d=n[u][l];a[u]=d===void 0?null:d}break}case"constant":{let l=xe(s.value,r);a=new Array(o+1).fill(l);break}case"indicator":{let l=s.period!=null?xe(s.period,r):void 0;if(s.indicator==="atr"){let c=[];for(let f=0;f<=o;f++){let p=n[f];c.push({o:p.o,h:p.h,l:p.l,c:p.c})}a=zr(c,l);break}let d=he(s.input,t,r,n,o,i).map((c,f)=>{if(c==null||!X(c))throw new TypeError(`indicator input ${s.input} has non-finite value at ${f}`);return c});if(s.indicator==="sma")a=qr(d,l);else if(s.indicator==="ema")a=ze(d,l);else if(s.indicator==="rsi")a=Ur(d,l);else if(s.indicator==="macd")a=Br(d,{fastPeriod:xe(s.fastPeriod,r),slowPeriod:xe(s.slowPeriod,r),signalPeriod:xe(s.signalPeriod,r)})[s.output];else if(s.indicator==="bollinger")a=Dr(d,{period:l,stdDev:xe(s.stdDev,r)})[s.output];else throw new Error(`unsupported indicator ${s.indicator}`);break}case"compare":{let l=he(s.left,t,r,n,o,i),u=he(s.right,t,r,n,o,i);a=new Array(o+1);for(let d=0;d<=o;d++){let c=l[d],f=u[d];if(c==null||f==null||!X(c)||!X(f)){a[d]=!1;continue}switch(s.op){case"gt":a[d]=c>f;break;case"gte":a[d]=c>=f;break;case"lt":a[d]=c<f;break;case"lte":a[d]=c<=f;break;case"eq":a[d]=c===f;break;default:a[d]=!1}}break}case"logic":{let l=s.inputs.map(u=>he(u,t,r,n,o,i));a=new Array(o+1);for(let u=0;u<=o;u++)if(s.op==="not"){let d=l[0][u];a[u]=d===!0?!1:d===!1}else if(s.op==="and"){let d=!0;for(let c of l)if(c[u]!==!0){d=!1;break}a[u]=d}else if(s.op==="or"){let d=!1;for(let c of l)if(c[u]===!0){d=!0;break}a[u]=d}else a[u]=!1;break}case"cross":{let l=he(s.left,t,r,n,o,i),u=he(s.right,t,r,n,o,i);a=new Array(o+1),a[0]=!1;for(let d=1;d<=o;d++){let c=l[d-1],f=u[d-1],p=l[d],h=u[d];if(c==null||f==null||p==null||h==null||!X(c)||!X(f)||!X(p)||!X(h)){a[d]=!1;continue}s.direction==="above"?a[d]=c<=f&&p>h:a[d]=c>=f&&p<h}break}default:throw new Error(`unknown node type ${s.type}`)}return i.set(e,a),a}function G(e,t={}){let r=Y(e);t&&Object.keys(t).length&&(r=Me(r,t));let n=new Map(r.nodes.map(p=>[p.id,p])),o=Object.freeze(Yo(r.nodes)),i=r.parameters,s=new Set(r.nodes.filter(p=>p.type==="input").map(p=>p.field));if(r.nodes.some(p=>p.type==="indicator"&&p.indicator==="atr"))for(let p of["open","high","low","close"])s.add(p);let a=Object.freeze([...s].sort()),l=ge(r);function u(p,h){let b={};for(let S of o){let I=p.get(S);b[S]=I[h]}let k=S=>S!=null&&b[S]===!0;return{values:b,signals:{entryLong:k(r.rules.entryLong),entryShort:k(r.rules.entryShort),exitLong:k(r.rules.exitLong),exitShort:k(r.rules.exitShort)}}}function d(p,h){Go(p,h,r.market.interval);let b=new Map;for(let k of o)he(k,n,i,p,h,b);return b}function c(p,h){return u(d(p,h),h)}function f(p){if(!Array.isArray(p)||p.length===0)throw new TypeError("bars must be a non-empty array");let h=p.length-1,b=d(p,h);return Object.freeze(p.map((k,S)=>Object.freeze(u(b,S))))}return Object.freeze({strategy:r,strategyHash:l,compilerVersion:Oe,compilerHash:pe,requiredSeries:a,nodeOrder:o,evaluate:c,evaluateAll:f})}var Oe,pe,Jo,Ko,me=V(()=>{de();Vr();Kr();Oe=_t,pe=Jr,Jo=Object.freeze({open:"o",high:"h",low:"l",close:"c",volume:"v",fundingRate:"fundingRate",openInterest:"openInterest",premium:"premium",oiDelta:"oiDelta",bookImbalance:"bookImbalance"}),Ko=Object.freeze({"1m":6e4,"3m":18e4,"5m":3e5,"15m":9e5,"30m":18e5,"1h":36e5,"2h":72e5,"4h":144e5,"8h":288e5,"12h":432e5,"1d":864e5})});import{createHash as Wo}from"node:crypto";function Zo(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function ne(e){return typeof e=="number"&&Number.isFinite(e)}function vt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)vt(t);return Object.freeze(e)}for(let t of Object.keys(e))vt(e[t]);return Object.freeze(e)}function Ve(e){if(Array.isArray(e))return e.map(Ve);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=Ve(e[r]);return t}return e}function Ot(e,t="result"){if(typeof e=="number"){if(!Number.isFinite(e))throw new Error(`non-finite backtest result at ${t}`);return}if(!(e==null||typeof e!="object")){if(Array.isArray(e)){e.forEach((r,n)=>Ot(r,`${t}[${n}]`));return}for(let[r,n]of Object.entries(e))Ot(n,`${t}.${r}`)}}function Gr(e){if(!Array.isArray(e)||e.length===0)throw new TypeError("bars must be a non-empty array");let t=null;for(let r=0;r<e.length;r++){let n=e[r];if(n==null||typeof n!="object"||Array.isArray(n))throw new TypeError(`bars[${r}] must be an object`);let{t:o,o:i,h:s,l:a,c:l,v:u}=n;if(!ne(o))throw new TypeError(`bars[${r}].t must be finite`);for(let[d,c]of[["o",i],["h",s],["l",a],["c",l],["v",u]])if(!ne(c))throw new TypeError(`bars[${r}].${d} must be a finite number`);for(let[d,c]of[["o",i],["h",s],["l",a],["c",l]])if(!(c>0))throw new TypeError(`bars[${r}].${d} price must be positive`);if(u<0)throw new TypeError(`bars[${r}].v volume must be non-negative`);if(s<Math.max(i,l,a))throw new TypeError(`bars[${r}] high must be >= max(open, close, low)`);if(a>Math.min(i,l,s))throw new TypeError(`bars[${r}] low must be <= min(open, close, high)`);if(t!=null&&!(o>t))throw new TypeError("bars t must be strictly increasing");if(t=o,"fundingRate"in n&&n.fundingRate!=null&&!ne(n.fundingRate))throw new TypeError(`bars[${r}].fundingRate must be finite when present`);if("fundingPaymentRate"in n&&n.fundingPaymentRate!=null&&!ne(n.fundingPaymentRate))throw new TypeError(`bars[${r}].fundingPaymentRate must be finite when present`);if("openInterest"in n&&n.openInterest!=null&&!ne(n.openInterest))throw new TypeError(`bars[${r}].openInterest must be finite when present`)}}function _e(e){if(!Array.isArray(e))throw new TypeError("bars must be an array");return e.length>0&&Gr(e),Wo("sha256").update(JSON.stringify(Ve(e)),"utf8").digest("hex")}function Qo(e){if(e==null&&(e={}),!Zo(e))throw new TypeError("options must be a plain object");let t={...Xo},r=new Set(["initialEquityUsd","takerFeeBps","builderFeeBps","slippageBps","latencyBars","maxVolumeParticipationPct","nowMs"]);for(let n of Object.keys(e))if(!r.has(n))throw new TypeError(`unknown option "${n}"`);if("initialEquityUsd"in e){if(!ne(e.initialEquityUsd)||e.initialEquityUsd<=0)throw new TypeError("initialEquityUsd must be a positive finite number");t.initialEquityUsd=e.initialEquityUsd}for(let n of["takerFeeBps","builderFeeBps","slippageBps"])if(n in e){let o=e[n];if(!ne(o)||o<0)throw new TypeError(`${n} must be a finite number >= 0`);if(n==="slippageBps"?o>=1e4:o>1e4)throw new TypeError(`${n} exceeds its safe basis-point bound`);t[n]=o}if("latencyBars"in e){let n=e.latencyBars;if(!Number.isInteger(n)||n<1)throw new TypeError("latencyBars must be an integer >= 1");t.latencyBars=n}if("maxVolumeParticipationPct"in e){let n=e.maxVolumeParticipationPct;if(!ne(n)||n<=0||n>100)throw new TypeError("maxVolumeParticipationPct must be in (0,100]");t.maxVolumeParticipationPct=n}if("nowMs"in e){if(!Number.isInteger(e.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");t.nowMs=e.nowMs}return t}function Je(e){return e/1e4}function es(e,t,r){let n=Je(r);return t==="long"?e*(1+n):e*(1-n)}function ts(e,t,r){let n=Je(r);return t==="long"?e*(1-n):e*(1+n)}function Yr(e,t,r){let n=Math.abs(e)*Je(t),o=Math.abs(e)*Je(r);return{taker:n,builder:o,total:n+o}}function rs(e,t){let r=e*(t.positionSizePct/100)*t.maxLeverage;return Math.min(r,t.maxNotionalUsd)}function ns(e,t,r){let n=r/100;return t==="long"?e*(1-n):e*(1+n)}function os(e,t,r){let n=r/100;return t==="long"?e*(1+n):e*(1-n)}function ss(e,t,r,n){if(!(r>0))return t==="long"?0:Number.POSITIVE_INFINITY;let o=Math.min(.99,1/(2*r)+n/1e4);return t==="long"?e*(1-1/r)/(1-o):e*(1+1/r)/(1+o)}function is(e,t,r){return t==="long"?e.l<=r:e.h>=r}function as(e,t,r){return t==="long"?e.h>=r:e.l<=r}function cs(e,t,r){return t==="long"?e.l<=r:e.h>=r}function Fe(e,t){for(let r of e.requiredSeries)if(ls.includes(r)&&!t.every(n=>ne(n?.[r])))throw new Error(`strategy required series is absent: ${r}`)}function us(e){if(e.length<3)return 0;let t=[];for(let s=1;s<e.length;s++){let a=e[s-1].equity,l=e[s].equity;a>0&&t.push((l-a)/a)}if(t.length<2)return 0;let r=0;for(let s of t)r+=s;let n=r/t.length,o=0;for(let s of t)o+=(s-n)**2;let i=Math.sqrt(o/(t.length-1));return i>0?n/i:0}function fs(e){let t=-1/0,r=0;for(let n of e){let o=n.equity;if(o>t&&(t=o),t>0){let i=(t-o)/t*100;i>r&&(r=i)}}return r}function ae(e,t,r={}){let n=Qo(r);Gr(t);let o=_e(t);n.nowMs!==void 0&&Y(e,{nowMs:n.nowMs});let i=G(e);if(Fe(i,t),n.nowMs!==void 0&&i.strategy.risk.expiresAt<=n.nowMs)throw new Error("strategy is expired: risk.expiresAt must be strictly greater than nowMs");let s=i.strategy.risk,a=i.evaluateAll(t),l=n.latencyBars,u=n.slippageBps,d=n.takerFeeBps,c=n.builderFeeBps,f=n.initialEquityUsd,p=0,h=0,b=0,k=0,S=0,I=[],_=[],w=[],$=[],x=[],m=null,M=0,W=null,U=f,z=!1,y=0,P=0,T=[],F=new Array(t.length).fill(0);function j(E){T.push(E)}function O(E){let v=t[E].v*(n.maxVolumeParticipationPct/100);return Math.max(0,v-F[E])}function R(E){if(!m)return f;let v=m.side==="long"?(E-m.entryPrice)*m.qty:(m.entryPrice-E)*m.qty;return f+v}function J(E,v,A){let H=A.o,N=rs(f,s);if(!(N>0)||!(H>0))return;let C=es(H,v,u),L=N/C,D=O(E),Pe=C*D;if(L>D){w.push({kind:"entry",barIndex:E,time:A.t,side:v,requestedNotionalUsd:N,maxFillNotionalUsd:Pe,reason:"volume_participation"});return}F[E]+=L;let te=Math.abs(C-H)*L,se=Yr(N,d,c);f-=se.total,p+=se.taker,h+=se.builder,k+=te,S+=N,m={lifecycleEpoch:++P,side:v,entryBarIndex:E,entryReferencePrice:H,entryPrice:C,qty:L,notionalUsd:N,stop:ns(C,v,s.stopLossPct),take:os(C,v,s.takeProfitPct),liq:ss(C,v,s.maxLeverage,d+c),entryFees:se.taker,entryBuilderFees:se.builder,entrySlippageUsd:te,fundingAccrued:0}}function B(E,v,A,H){if(!m)return!1;let N=m.side,C=v,L=C;A!=="liquidation"&&H&&(L=ts(C,N,u));let D=m.qty,Pe=D*L;if(A!=="liquidation"){let Gt=O(E),Pn=L*Gt;if(D>Gt)return w.push({kind:"exit",barIndex:E,time:t[E].t,side:N,requestedNotionalUsd:Pe,maxFillNotionalUsd:Pn,reason:"volume_participation",triggerReason:A}),!1;F[E]+=D}let te=Yr(Pe,d,c),se=A==="liquidation"?0:Math.abs(L-C)*D,$e,et;N==="long"?($e=(C-m.entryReferencePrice)*D,et=(L-m.entryPrice)*D):($e=(m.entryReferencePrice-C)*D,et=(m.entryPrice-L)*D),f+=et,f-=te.total,p+=te.taker,h+=te.builder,k+=se,S+=Pe;let An={side:N,entryBarIndex:m.entryBarIndex,entryTime:t[m.entryBarIndex].t,entryPrice:m.entryPrice,exitBarIndex:E,exitTime:t[E].t,exitPrice:L,exitReason:A,qty:D,notionalUsd:m.notionalUsd,grossPnlUsd:$e,feesUsd:m.entryFees+te.taker,builderFeesUsd:m.entryBuilderFees+te.builder,fundingUsd:m.fundingAccrued,slippageUsd:m.entrySlippageUsd+se,netPnlUsd:$e-(m.entryFees+te.taker+m.entryBuilderFees+te.builder)-m.fundingAccrued-(m.entrySlippageUsd+se)};return I.push(An),A==="liquidation"&&_.push({barIndex:E,time:t[E].t,side:N,price:L,tradeIndex:I.length-1}),m=null,P+=1,y=E+1+(s.cooldownBars||0),!0}function ee(E,v,A,H){let N=E+1;if(N>=t.length)return;T.some(L=>L.kind==="exit"&&L.side===v&&L.fillBar===N&&L.epoch===H)||j({kind:"exit",side:v,signalBar:E,fillBar:N,reason:A,epoch:H})}function He(E){let v=T.filter(A=>A.fillBar===E);for(let A=T.length-1;A>=0;A--)T[A].fillBar===E&&T.splice(A,1);v.sort((A,H)=>{let N=C=>C.kind==="exit"?0:1;return N(A)-N(H)});for(let A of v)if(A.kind==="exit"){if(!m||m.side!==A.side||m.lifecycleEpoch!==A.epoch)continue;let H=A.reason||"rule";B(E,t[E].o,H,!0)||ee(E,A.side,H,A.epoch)}else if(A.kind==="entry"){if(m||A.epoch!==P||E<y)continue;J(E,A.side,t[E])}}function Ce(E){if(!m)return;let v=t[E],A=v.fundingPaymentRate;if(A==null||!ne(A)||A===0)return;let H=Math.abs(m.qty*v.c),N=A*H;m.side==="long"?(f-=N,m.fundingAccrued+=N,b+=N):(f+=N,m.fundingAccrued-=N,b-=N)}function qe(E){if(!m)return;let v=t[E].o;(m.side==="long"?v<=m.liq:v>=m.liq)&&B(E,v,"liquidation",!1)}function zt(E){if(!m)return;let v=t[E],A=m.side,H=cs(v,A,m.liq),N=is(v,A,m.stop),C=as(v,A,m.take),L=D=>A==="long"?Math.min(D,v.o):Math.max(D,v.o);if(H){B(E,L(m.liq),"liquidation",!1);return}if(N&&C){B(E,L(m.stop),"stop_loss",!0)||ee(E,A,"stop_loss",m.lifecycleEpoch);return}if(N){B(E,L(m.stop),"stop_loss",!0)||ee(E,A,"stop_loss",m.lifecycleEpoch);return}C&&(B(E,m.take,"take_profit",!0)||ee(E,A,"take_profit",m.lifecycleEpoch))}for(let E=0;E<t.length;E++){let v=Math.floor(t[E].t/864e5);v!==W&&(W=v,U=R(t[E].o),z=!1),qe(E),He(E),zt(E),Ce(E),!z&&R(t[E].c)<=U*(1-s.maxDailyLossPct/100)&&(z=!0,$.push({type:"daily_loss_limit",barIndex:E,time:t[E].t,message:"daily loss limit reached; new entries blocked for UTC day"}));let A=a[E].signals,H=E+l;if(m)(m.side==="long"&&A.exitLong===!0||m.side==="short"&&A.exitShort===!0)&&H<t.length&&(T.some(D=>D.kind==="exit"&&D.side===m.side&&D.fillBar===H&&D.epoch===m.lifecycleEpoch)||j({kind:"exit",side:m.side,signalBar:E,fillBar:H,reason:"rule",epoch:m.lifecycleEpoch}));else{let C=A.entryLong===!0,L=A.entryShort===!0;C&&L?$.push({type:"conflicting_entry_signals",barIndex:E,time:t[E].t,message:"conflicting entry signals; no position opened"}):!z&&(C||L)&&H<t.length&&E>=y&&j({kind:"entry",side:C?"long":"short",signalBar:E,fillBar:H,epoch:P})}let N=f;m&&(M+=1,N=R(t[E].c)),x.push({barIndex:E,time:t[E].t,equity:N,positionSide:m?m.side:null})}let Vt=null;if(m){let E=t.length-1;if(B(E,t[E].c,"end_of_data",!0))x[E]={barIndex:E,time:t[E].t,equity:f,positionSide:null};else{let A=R(t[E].c);Vt={side:m.side,entryBarIndex:m.entryBarIndex,entryTime:t[m.entryBarIndex].t,entryPrice:m.entryPrice,qty:m.qty,notionalUsd:m.notionalUsd,markPrice:t[E].c,markedEquityUsd:A},$.push({type:"open_position_at_end",barIndex:E,time:t[E].t,message:"end-of-data exit missed; position remains open and marked"})}}let Jt=(m?R(t[t.length-1].c):f)-n.initialEquityUsd,En=Jt/n.initialEquityUsd*100,Kt=0,We=0,Xe=0;for(let E of I)E.netPnlUsd>0?(Kt+=1,We+=E.netPnlUsd):E.netPnlUsd<0&&(Xe+=-E.netPnlUsd);let Ze=I.length,kn=Ze===0?0:Kt/Ze,Qe=0;Xe>0?Qe=We/Xe:We>0&&(Qe=1e12);let xn={netPnlUsd:Jt,netPnlPct:En,maxDrawdownPct:fs(x),winRate:kn,profitFactor:Qe,tradeCount:Ze,sharpe:us(x),turnoverUsd:S,exposurePct:M/t.length*100},Sn={initialEquityUsd:n.initialEquityUsd,takerFeeBps:n.takerFeeBps,builderFeeBps:n.builderFeeBps,slippageBps:n.slippageBps,latencyBars:n.latencyBars,maxVolumeParticipationPct:n.maxVolumeParticipationPct},Yt={barsHash:o,strategyHash:i.strategyHash,compilerHash:pe,compilerVersion:Oe,config:Sn,trades:I,equityCurve:x,metrics:xn,costs:{feesUsd:p,builderFeesUsd:h,fundingUsd:b,slippageUsd:k},liquidations:_,missedFills:w,openPositionAtEnd:Vt,flags:$};return Ot(Yt),vt(Ve(Yt))}var Xo,ls,Be=V(()=>{me();de();Xo=Object.freeze({initialEquityUsd:1e4,takerFeeBps:3.5,builderFeeBps:2,slippageBps:2,latencyBars:1,maxVolumeParticipationPct:100});ls=Object.freeze(["fundingRate","openInterest","premium","oiDelta","bookImbalance"])});import{createHash as ds}from"node:crypto";function Es(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function Nt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)Nt(t);return Object.freeze(e)}for(let t of Object.keys(e))Nt(e[t]);return Object.freeze(e)}function ks(e){return String(e).trim().replace(/\s+/g," ")}function xs(e){let t=e.match(/\b(long|short)\b/i);return t?t[1].toLowerCase():null}function Ss(e){for(let r of ms)if(new RegExp(`\\b${r}\\b`,"i").test(e))return r;let t=e.match(/\b([A-Z][A-Z0-9]{1,11})\b/);return t?t[1]:null}function As(e){let t=e.match(/\bon\s+(1m|3m|5m|15m|30m|1h|2h|4h|8h|12h|1d)\b/i);if(!t)return"15m";let r=t[1].toLowerCase();return ps.has(r)?r:null}function Ps(e){let t={...ys},r=e.match(/stop\s*loss\s*(\d+(?:\.\d+)?)\s*%?/i);r&&(t.stopLossPct=Number(r[1]));let n=e.match(/take\s*profit\s*(\d+(?:\.\d+)?)\s*%?/i);n&&(t.takeProfitPct=Number(n[1]));let o=e.match(/leverage\s*(\d+(?:\.\d+)?)/i);o&&(t.maxLeverage=Number(o[1]));let i=e.match(/position\s*size\s*(\d+(?:\.\d+)?)\s*%?/i);i&&(t.positionSizePct=Number(i[1]));let s=e.match(/max\s*notional\s*(?:usd\s*)?\$?\s*(\d+(?:\.\d+)?)/i);return s&&(t.maxNotionalUsd=Number(s[1])),t}function $s(e){return[/\bon\s+(?:1m|3m|5m|15m|30m|1h|2h|4h|8h|12h|1d)\b/gi,/\bstop\s*loss\s*\d+(?:\.\d+)?\s*%?/gi,/\btake\s*profit\s*\d+(?:\.\d+)?\s*%?/gi,/\bleverage\s*\d+(?:\.\d+)?/gi,/\bposition\s*size\s*\d+(?:\.\d+)?\s*%?/gi,/\bmax\s*notional\s*(?:usd\s*)?\$?\s*\d+(?:\.\d+)?/gi].some(r=>(e.match(r)??[]).length>1)}function Ts(e){let t=ds("sha256").update(e,"utf8").digest("hex").slice(0,10),r=e.toLowerCase().replace(/[^a-z0-9]+/g,"-").replace(/^-+|-+$/g,"").slice(0,40),o=`${r.length?r:"draft"}-${t}`.replace(/[^a-z0-9._-]/g,"").slice(0,64);return/^[a-z0-9]/.test(o)?o:`d${o}`.slice(0,64)}function Is(e){let t=e.match(/\bema\s*(\d+)\s*cross(?:es)?\s*(above|below)\s*ema\s*(\d+)\b/i);if(!t)return null;let r=Number(t[1]),n=t[2].toLowerCase(),o=Number(t[3]);if(!(r>0)||!(o>0)||r===o)return null;let i=/\b(exit\s+on\s+reverse|reverse\s+exit)\b/i.test(e);return{kind:"ema_cross",fast:r,slow:o,direction:n,reverse:i}}function _s(e){let t=e.match(/\brsi\s*(\d+)\s*(above|below)\s*(-?\d+(?:\.\d+)?)/i);if(!t)return null;let r=Number(t[3]);return!Number.isFinite(r)||r<=0||r>=100?null:{kind:"rsi",period:Number(t[1]),op:t[2].toLowerCase(),threshold:r}}function vs(e){let t=e.match(/\bfunding\s*rate\s*(above|below)\s*(-?\d+(?:\.\d+)?)(%?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return t[3]==="%"&&(r=r/100),{kind:"funding",op:t[1].toLowerCase(),threshold:r}}function Os(e){let t=e.match(/\bopen\s*interest\s*(above|below)\s*(-?\d+(?:\.\d+)?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return!Number.isFinite(r)||r<0?null:{kind:"open_interest",op:t[1].toLowerCase(),threshold:r}}function Ns(e){let t=e.match(/\bpremium\s*(above|below)\s*(-?\d+(?:\.\d+)?)(%?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return Number.isFinite(r)?(t[3]==="%"&&(r=r/100),{kind:"premium",op:t[1].toLowerCase(),threshold:r}):null}function Ms(e){let t=e.match(/\boi\s*delta\s*(above|below)\s*(-?\d+(?:\.\d+)?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return Number.isFinite(r)?{kind:"oi_delta",op:t[1].toLowerCase(),threshold:r}:null}function Rs(e){let t=e.match(/\bbook\s*imbalance\s*(above|below)\s*(-?\d+(?:\.\d+)?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return!Number.isFinite(r)||r<-1||r>1?null:{kind:"book_imbalance",op:t[1].toLowerCase(),threshold:r}}function Fs(e,t){let r=e.replace(/^(long|short)\s+[A-Z][A-Z0-9]{1,11}\s+when\s+/i,"");if(r===e)return!1;t.kind==="ema_cross"?r=r.replace(/^ema\s*\d+\s*cross(?:es)?\s*(?:above|below)\s*ema\s*\d+\b/i,""):t.kind==="rsi"?r=r.replace(/^rsi\s*\d+\s*(?:above|below)\s*\d+(?:\.\d+)?\b/i,""):t.kind==="open_interest"?r=r.replace(/^open\s*interest\s*(?:above|below)\s*-?\d+(?:\.\d+)?(?=\s|,|$)/i,""):t.kind==="premium"?r=r.replace(/^premium\s*(?:above|below)\s*-?\d+(?:\.\d+)?%?(?=\s|,|$)/i,""):t.kind==="oi_delta"?r=r.replace(/^oi\s*delta\s*(?:above|below)\s*-?\d+(?:\.\d+)?(?=\s|,|$)/i,""):t.kind==="book_imbalance"?r=r.replace(/^book\s*imbalance\s*(?:above|below)\s*-?\d+(?:\.\d+)?(?=\s|,|$)/i,""):r=r.replace(/^funding\s*rate\s*(?:above|below)\s*-?\d+(?:\.\d+)?%?(?=\s|,|$)/i,"");let n=[/(?:,\s*)?\bon\s+(?:1m|3m|5m|15m|30m|1h|2h|4h|8h|12h|1d)\b/gi,/(?:,\s*)?\bstop\s*loss\s*\d+(?:\.\d+)?\s*%?/gi,/(?:,\s*)?\btake\s*profit\s*\d+(?:\.\d+)?\s*%?/gi,/(?:,\s*)?\bleverage\s*\d+(?:\.\d+)?/gi,/(?:,\s*)?\bposition\s*size\s*\d+(?:\.\d+)?\s*%?/gi,/(?:,\s*)?\bmax\s*notional\s*(?:usd\s*)?\$?\s*\d+(?:\.\d+)?/gi];t.kind==="ema_cross"&&n.push(/(?:,\s*)?\b(?:exit\s+on\s+reverse|reverse\s+exit)\b/gi);for(let o of n)r=r.replace(o,"");return r.replace(/[\s,;]+/g,"")===""}function Wr(e){let t=Math.max(2,Math.floor(e/2));return{value:e,min:Math.max(2,e-t),max:Math.min(500,e+t),step:1}}function Ls({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"c",type:"input",field:"close"},{id:"emaLeft",type:"indicator",indicator:"ema",input:"c",period:{param:"ema_left_period"}},{id:"emaRight",type:"indicator",indicator:"ema",input:"c",period:{param:"ema_right_period"}},{id:"cross",type:"cross",direction:a.direction,left:"emaLeft",right:"emaRight"}],u={entryLong:null,entryShort:null,exitLong:null,exitShort:null};if(e==="long"?u.entryLong="cross":u.entryShort="cross",a.reverse){let d=a.direction==="above"?"below":"above";l.push({id:"crossRev",type:"cross",direction:d,left:"emaLeft",right:"emaRight"}),e==="long"?u.exitLong="crossRev":u.exitShort="crossRev"}return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{ema_left_period:Wr(a.fast),ema_right_period:Wr(a.slow)},nodes:l,rules:u,risk:{...n,expiresAt:o}}}function js({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"c",type:"input",field:"close"},{id:"rsi",type:"indicator",indicator:"rsi",input:"c",period:a.period},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"rsi",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function Hs({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"fr",type:"input",field:"fundingRate"},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"fr",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function Cs({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"oi",type:"input",field:"openInterest"},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"oi",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function Us({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let u=[{id:"sig_input",type:"input",field:qs[a.kind]},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"sig_input",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:u,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function Xr(e,t={}){if(typeof e!="string")throw new K("prompt must be a string");if(e.length>1e3)throw new K("prompt length must be <= 1000");if(!Es(t))throw new K("options must be a plain object");if(!Number.isInteger(t.nowMs))throw new K("options.nowMs is required integer epoch ms");let r=t.nowMs,n=bs;if("expiresInMs"in t){if(!Number.isInteger(t.expiresInMs))throw new K("expiresInMs must be an integer");if(n=t.expiresInMs,n<ws||n>gs)throw new K("expiresInMs must be between 1h and 30d")}if(hs.test(e))throw new K(`prompt appears to contain secrets and is rejected. ${Se}`);let o=ks(e);if(!o)throw new K(`empty prompt. ${Se}`);if($s(o))throw new K(`duplicate interval or risk clause. ${Se}`);let i=xs(o),s=Ss(o),a=As(o);if(!i||!s||!a)throw new K(`could not parse side/coin/interval. ${Se}`);let l=Ps(o);if(!(l.maxLeverage>0)||l.maxLeverage>50)throw new K("leverage out of range");if(!(l.positionSizePct>0)||l.positionSizePct>100)throw new K("position size out of range");let u=r+n,d=Ts(o),c=`Draft ${s} ${i}`.slice(0,100),f=Is(o),p=_s(o),h=vs(o),b=Os(o),k=Ns(o),S=Ms(o),I=Rs(o),_=[f,p,h,b,k,S,I].filter(Boolean);if(_.length!==1)throw new K(`unsupported or ambiguous prompt. ${Se}`);if(!Fs(o,_[0]))throw new K(`unsupported or ambiguous prompt. ${Se}`);let w,$=_[0],x={side:i,coin:s,interval:a,risk:l,expiresAt:u,id:d,name:c,spec:$};$.kind==="ema_cross"?w=Ls(x):$.kind==="rsi"?w=js(x):$.kind==="open_interest"?w=Cs(x):$.kind==="funding"?w=Hs(x):w=Us(x);let m=It(w,{nowMs:r});if(!m.ok)throw new K(`draft failed validation: ${m.errors.map(M=>M.message).join("; ")}`);return Nt(Y(w,{nowMs:r}))}var K,ps,ms,hs,Se,ys,ws,gs,bs,qs,Zr=V(()=>{de();K=class extends Error{constructor(t){super(t),this.name="StrategyDraftError"}},ps=new Set(["1m","3m","5m","15m","30m","1h","2h","4h","8h","12h","1d"]),ms=new Set(["BTC","ETH","SOL","HYPE"]),hs=/\b(mnemonic|private\s*key|privkey|seed\s*phrase|seed\b|api[_-]?key|secret\s*key|wallet\s*key|passphrase)\b/i,Se="Supported grammar: (1) EMA cross: <long|short> <COIN> when EMA <n> crosses <above|below> EMA <m> [on <interval>] [, exit on reverse] [, risk knobs]; (2) RSI: <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]; (4) open interest: <long|short> <COIN> when open interest <above|below> <non-negative number> [on <interval>] [, risk knobs]; (5) premium: <long|short> <COIN> when premium <above|below> <decimal|percent%> [on <interval>] [, risk knobs]; (6) oi delta: <long|short> <COIN> when oi delta <above|below> <number> [on <interval>] [, risk knobs]; (7) book imbalance: <long|short> <COIN> when book imbalance <above|below> <-1..1> [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.",ys=Object.freeze({maxLeverage:1,maxNotionalUsd:100,positionSizePct:5,stopLossPct:2,takeProfitPct:4,cooldownBars:1,maxDailyLossPct:3}),ws=36e5,gs=30*864e5,bs=864e5;qs=Object.freeze({funding:"fundingRate",open_interest:"openInterest",premium:"premium",oi_delta:"oiDelta",book_imbalance:"bookImbalance"})});import{createHash as Bs}from"node:crypto";function tn(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 rn(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function Rt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)Rt(t);return Object.freeze(e)}for(let t of Object.keys(e))Rt(e[t]);return Object.freeze(e)}function Le(e){if(Array.isArray(e))return e.map(Le);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=Le(e[r]);return t}return e}function Ke(e){return JSON.stringify(Le(e))}function Ds(e){let{min:t,max:r,step:n}=e;if(!(n>0)||t>r)return[];let o=[],i=Math.floor((r-t)/n+1e-9);for(let a=0;a<=i;a++){let l=t+a*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||o.push(u)}if(o.length===0)return[];let s=o[o.length-1];if(Math.abs(s-r)>1e-9){let a=(r-t)/n;Math.abs(a-Math.round(a))<=1e-9&&o.push(r)}return o}function zs(e,t){if(e.length===0)return[];let r=[{}];for(let n of e){let o=t[n],i=[];for(let s of r)for(let a of o)i.push({...s,[n]:a});r=i}return r.sort((n,o)=>{let i=Ke(n),s=Ke(o);return i<s?-1:i>s?1:0}),r}function Mt(e,t,r,n,o){let i=0;if(e==="maxDrawdownPct"){if(i=t.maxDrawdownPct-n.maxDrawdownPct,i!==0)return i<0}else if(i=t[e]-n[e],i!==0)return i>0;let s=Ke(r),a=Ke(o);return s<a}function nn(e,t,r={}){if(!rn(r))throw new TypeError("options must be a plain object");for(let w of Object.keys(r))if(tn(w))throw new TypeError(`options must not include holdout/test/oos key "${w}"`);let n=new Set(["maxTrials","objective","backtestOptions"]);for(let w of Object.keys(r))if(!n.has(w))throw new TypeError(`unknown option "${w}"`);let o=64;if("maxTrials"in r){let w=r.maxTrials;if(!Number.isInteger(w)||w<1||w>Qr)throw new TypeError(`maxTrials must be an integer 1..${Qr}`);o=w}let i=r.objective??"netPnlUsd";if(!en.has(i))throw new TypeError(`objective must be one of ${[...en].join("|")}`);let s=r.backtestOptions??{};if(!rn(s))throw new TypeError("backtestOptions must be a plain object");for(let w of Object.keys(s))if(tn(w))throw new TypeError(`backtestOptions must not include holdout/test/oos key "${w}"`);let a=Y(e),l=Object.keys(a.parameters).sort();if(l.length===0)throw new Error("optimizeStrategy requires at least one declared parameter");let u={},d=1;for(let w of l){let $=Ds(a.parameters[w]);if($.length===0)throw new Error(`parameter "${w}" produces an empty grid`);u[w]=$,d*=$.length}let c=zs(l,u);if(c.length===0)throw new Error("parameter grid is empty");let f=c.slice(0,o),p=[],h=null,b=null;for(let w of f){let $=Me(a,w),x=ae($,t,s);b==null&&(b=x.config);let m={netPnlUsd:x.metrics.netPnlUsd,netPnlPct:x.metrics.netPnlPct,maxDrawdownPct:x.metrics.maxDrawdownPct,winRate:x.metrics.winRate,profitFactor:x.metrics.profitFactor,tradeCount:x.metrics.tradeCount,sharpe:x.metrics.sharpe,turnoverUsd:x.metrics.turnoverUsd},M={parameters:{...w},metrics:m};p.push(M),(!h||Mt(i,m,w,h.metrics,h.parameters))&&(h=M)}p.sort((w,$)=>Mt(i,w.metrics,w.parameters,$.metrics,$.parameters)?-1:Mt(i,$.metrics,$.parameters,w.metrics,w.parameters)?1:0);let k={...h.parameters},S=Me(a,k),I={strategyHash:ge(a),compilerHash:pe,trainBarsHash:_e(t),backtestConfig:b,objective:i,maxTrials:o,trialsRun:p.length,candidates:p,bestParameters:k,bestStrategy:S},_={id:Bs("sha256").update(JSON.stringify(Le(I)),"utf8").digest("hex"),...I};return Rt(Le(JSON.parse(JSON.stringify(_))))}var Qr,en,on=V(()=>{me();de();Be();Qr=256,en=new Set(["netPnlUsd","profitFactor","sharpe","maxDrawdownPct"])});import ie from"node:fs";import Ye from"node:path";function Ge(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function oe(e){return e==null?e:JSON.parse(JSON.stringify(e))}function Js(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function Ae(e,t="record"){if(Array.isArray(e)){e.forEach((r,n)=>Ae(r,`${t}[${n}]`));return}if(Ge(e))for(let[r,n]of Object.entries(e)){let o=Js(r);if(Vs.some(i=>o.includes(i)))throw new Error(`shadow-store: forbidden secret-like field at ${t}.${r}`);Ae(n,`${t}.${r}`)}}function Ks(e){if(typeof e!="string"||!e||!Ye.isAbsolute(e))throw new Error("shadow-store: path must be an absolute path")}function sn(e){let t;try{t=ie.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 Ys(){return{version:Lt,runners:[]}}function an(e,t){let r;try{r=JSON.parse(e)}catch{throw new Error("shadow-store: malformed JSON")}if(!Ge(r))throw new Error("shadow-store: malformed JSON root");if(r.version!==Lt)throw new Error(`shadow-store: unsupported version ${r.version}`);if(!Array.isArray(r.runners))throw new Error("shadow-store: runners must be an array");return Ae(r,Ye.basename(t)),{version:Lt,runners:r.runners.map(n=>oe(n))}}function cn(e,t){Ae(t,"store");let r=Ye.dirname(e);ie.mkdirSync(r,{recursive:!0,mode:448});let n=Ye.join(r,`.shadow-store.${process.pid}.${Date.now()}.tmp`),o=`${JSON.stringify(t)}
-`;try{ie.writeFileSync(n,o,{mode:384,flag:"wx"}),ie.renameSync(n,e);try{ie.chmodSync(e,384)}catch{}}catch(i){try{ie.unlinkSync(n)}catch{}throw i}}function ln(e={}){let t=e.path;if(Ks(t),sn(t),ie.existsSync(t)?an(ie.readFileSync(t,"utf8"),t):cn(t,Ys()),Ft.has(t))return Ft.get(t);let r=!1,n=[];function o(){if(r)return;let h=n.shift();if(h){r=!0;try{let b=h.fn();r=!1,h.resolve(b),o()}catch(b){r=!1,h.reject(b),o()}}}function i(h){if(!r&&n.length===0){r=!0;try{return h()}finally{r=!1,queueMicrotask(o)}}return new Promise((b,k)=>{n.push({fn:h,resolve:b,reject:k}),queueMicrotask(o)})}function s(){return sn(t),an(ie.readFileSync(t,"utf8"),t)}function a(h){cn(t,h)}function l(h){if(!Ge(h)||typeof h.id!="string"||!h.id)throw new Error("shadow-store: create requires record with string id");Ae(h,"record");let b=s();if(b.runners.some(S=>S.id===h.id))throw new Error(`shadow-store: runner id already exists: ${h.id}`);let k=oe(h);return b.runners.push(k),a(b),oe(k)}function u(h){let b=s().runners.find(k=>k.id===h);return b?oe(b):null}function d(){return s().runners.map(h=>oe(h))}function c(h,b){if(typeof b!="function")throw new Error("shadow-store: updater must be a function");let k=s(),S=k.runners.findIndex(w=>w.id===h);if(S<0)throw new Error(`shadow-store: runner not found: ${h}`);let I=oe(k.runners[S]),_=b(I);if(!Ge(_)||_.id!==h)throw new Error("shadow-store: updater must return record with same id");return Ae(_,"record"),k.runners[S]=oe(_),a(k),oe(k.runners[S])}function f(h){let b=s(),k=b.runners.findIndex(I=>I.id===h);if(k<0)throw new Error(`shadow-store: runner not found: ${h}`);let S=oe(b.runners[k]);return S.status!=="stopped"&&(S.status="stopped",b.runners[k]=S,a(b)),oe(b.runners[k])}let p={create(h){return i(()=>l(h))},get(h){return u(h)},list(){return d()},update(h,b){return i(()=>c(h,b))},stop(h){return i(()=>f(h))}};return Ft.set(t,p),p}var Lt,Vs,Ft,un=V(()=>{Lt=1,Vs=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];Ft=new Map});import{createHash as Ct}from"node:crypto";function jt(e){return e==null?e:JSON.parse(JSON.stringify(e))}function Ht(e){return Array.isArray(e)?e.map(Ht):e&&typeof e=="object"?Object.fromEntries(Object.keys(e).sort().map(t=>[t,Ht(e[t])])):e}function dn(e){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("shadow-runner: record must be an object");return Ct("sha256").update(JSON.stringify(Ht(e))).digest("hex")}function Gs(e,t,r,n,o){return Ct("sha256").update(`${e}|${t}|${r}|${n}|${o}`).digest("hex")}function Ws(e,t,r,n){return Ct("sha256").update(`shadow|${e}|${t}|${r}|${n??""}`).digest("hex")}function Xs(e){return e==="entryLong"||e==="exitShort"?"buy":e==="entryShort"||e==="exitLong"?"sell":e}function fn(e){return e==="entryLong"||e==="entryShort"}function qt({storePath:e,clock:t=Date.now}={}){if(typeof e!="string"||!e)throw new Error("shadow-runner: storePath required");let r=ln({path:e});function n({strategy:l,evidenceId:u=null}={}){let d=G(l),c=u==null?null:String(u),f=r.list().filter(S=>S.status==="running"&&S.strategyHash===d.strategyHash&&S.compilerHash===d.compilerHash&&S.evidenceId===c).sort((S,I)=>S.createdAt-I.createdAt||S.id.localeCompare(I.id))[0];if(f)return jt(f);let p=t(),h=Ws(p,d.strategyHash,d.compilerHash,c),b=r.get(h);if(b)return jt(b);let k={id:h,strategy:jt(d.strategy),strategyHash:d.strategyHash,compilerHash:d.compilerHash,evidenceId:c,status:"running",cursor:null,intendedOrders:[],fills:[],missedFills:[],markouts:[],createdAt:p,updatedAt:p,position:null,cooldownBarsRemaining:0,cooldownStartT:null,lastProcessedBarIndex:-1};return r.create(k)}function o(l){return r.get(l)}function i(){return r.list()}function s(l){return r.stop(l)}function a(l,u,{markoutHorizons:d=[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 p=G(c.strategy).evaluateAll(u),h=new Map;for(let y=0;y<u.length;y++)h.set(u[y].t,y);let b=c.cursor,k=[];for(let y=0;y<u.length;y++){let P=u[y].t;(b==null||P>b)&&k.push(y)}if(k.length===0)return c;let S=new Map(c.intendedOrders.map(y=>[y.id,y])),I=new Set(c.fills.map(y=>y.orderId)),_=new Map(c.missedFills.map(y=>[y.orderId,y])),w=(y,P)=>`${y}|${P}`,$=new Map(c.markouts.map(y=>[w(y.orderId,y.horizon),y])),x=c.position?{...c.position}:null,m=Number.isInteger(c.cooldownBarsRemaining)?Math.max(0,c.cooldownBarsRemaining):0,M=Number.isFinite(c.cooldownStartT)?c.cooldownStartT:null;function W({action:y,signalBarT:P,signalIndex:T}){let F=Xs(y),j=Gs(c.id,c.strategyHash,P,F,y);if(S.has(j))return S.get(j);let O=T+1,R=O<u.length,J={id:j,action:y,type:y,side:F,signalBarT:P,fillBarT:R?u[O].t:null,status:R?"open":"missed"};return S.set(j,J),c.intendedOrders.push(J),J}function U(y,P,T){if(I.has(y.id))return;let F={orderId:y.id,action:fn(y.action)?"entry":"exit",side:y.side,price:P.o,barT:P.t,signalBarT:y.signalBarT,barIndex:T};if(c.fills.push(F),I.add(y.id),y.status="filled",y.fillBarT=P.t,_.has(y.id)&&(_.delete(y.id),c.missedFills=c.missedFills.filter(j=>j.orderId!==y.id)),fn(y.action)){x={side:y.action==="entryLong"?"long":"short",entryOrderId:y.id,entryBarT:P.t,entryPrice:P.o,entryBarIndex:T};for(let j of d){let O=w(y.id,j);if($.has(O))continue;let R={orderId:y.id,horizon:j,entryBarT:P.t,entryPrice:P.o,side:x.side,status:"pending",close:null,barT:null};$.set(O,R),c.markouts.push(R)}}else x=null,m=Number(c.strategy?.risk?.cooldownBars)||0,M=P.t}function z(y){if(I.has(y.id)||_.has(y.id))return;let P={orderId:y.id,action:y.action,side:y.side,signalBarT:y.signalBarT,status:"missed"};_.set(y.id,P),c.missedFills.push(P),y.status="missed"}for(let y of c.intendedOrders){if(y.status==="filled"||I.has(y.id))continue;let P=h.get(y.signalBarT);if(P==null)continue;let T=P+1;T<u.length&&(b==null||u[T].t>b)&&U(y,u[T],T)}for(let y of k){let P=u[y],T=p[y].signals,F=x,j=R=>{if(x||m>0&&(M==null||P.t>=M))return;let B=W({action:R,signalBarT:P.t,signalIndex:y}),ee=y+1;ee<u.length?U(B,u[ee],ee):z(B)},O=R=>{if(!x||x.side==="long"&&R!=="exitLong"||x.side==="short"&&R!=="exitShort")return;let J=W({action:R,signalBarT:P.t,signalIndex:y}),B=y+1;B<u.length?U(J,u[B],B):z(J)};F?(T.exitLong&&O("exitLong"),T.exitShort&&O("exitShort")):T.entryLong&&T.entryShort||(T.entryLong&&j("entryLong"),T.entryShort&&j("entryShort")),m>0&&M!=null&&P.t>=M&&(m-=1,m===0&&(M=null)),c.cursor=P.t,c.lastProcessedBarIndex=y}for(let y of c.markouts){if(y.status!=="pending")continue;let P=c.fills.find(j=>j.orderId===y.orderId&&j.action==="entry");if(!P)continue;let T=h.get(P.barT);if(T==null)continue;let F=T+y.horizon;if(F<u.length){y.close=u[F].c,y.barT=u[F].t,y.status="filled";let j=y.entryPrice;y.markout=y.side==="long"?(y.close-j)/j:(j-y.close)/j}}return c.position=x,c.cooldownBarsRemaining=m,c.cooldownStartT=M,c.updatedAt=t(),c})}return{start:n,step:a,list:i,get:o,stop:s}}var pn=V(()=>{me();un()});var yn={};Tn(yn,{runStrategyOperation:()=>si});import Zs from"node:os";import Qs from"node:path";function je(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function ti(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function Bt(e){if(Array.isArray(e)){for(let t of e)Bt(t);return}if(je(e))for(let[t,r]of Object.entries(e)){if(ei.some(n=>ti(t).includes(n)))throw new Error(`strategy service: secret-like field "${t}" is forbidden`);Bt(r)}}function ri(e){if(!je(e))throw new TypeError("strategy input must be a plain object");return Bt(e),e}function ni(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 Ut(e,t,r,n){if(Array.isArray(t.bars))return t.bars;let o=Et(e.venue),i=r.fetchBars??o.fetchBars;if(typeof i!="function")throw new Error(`strategy venue ${o.id} does not support history`);r.signal?.throwIfAborted?.();let s=await i({coin:e.market.coin,interval:e.market.interval,count:t.count??1500,endTime:t.endTime??n},{signal:r.signal});r.signal?.throwIfAborted?.();let a=Array.isArray(s)?s:s?.bars;if(!Array.isArray(a))throw new Error("strategy history provider returned no bars");return a}function Dt(e,t){let r=e.backtestOptions??{};if(!je(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:t}}function mn(e,t,r,n,o={}){let i=e.evidenceOptions??{};if(!je(i))throw new TypeError("evidenceOptions must be a plain object");return{...i,...o,strategy:t,bars:r,backtestOptions:Dt(e,n)}}function hn(){return Qs.join(Zs.homedir(),".oracle","strategy-shadow.json")}function oi(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 si(e,t={},r={}){r.signal?.throwIfAborted?.();let n=ri(t),o=ni(n,r);if(e==="draft")return{strategy:Xr(n.prompt,{nowMs:o})};if(e==="validate"){let i=G(n.strategy);if(i.strategy.risk.expiresAt<=o)throw new Error("strategy is expired");return{valid:!0,strategy:i.strategy,strategyHash:i.strategyHash,compilerHash:i.compilerHash,compilerVersion:i.compilerVersion,requiredSeries:i.requiredSeries}}if(e==="backtest"||e==="evidence"){let i=G(n.strategy),s=await Ut(i.strategy,n,r,o);Fe(i,s);let a=mt(mn(n,i.strategy,s,o));return e==="evidence"?a:{backtest:ae(i.strategy,s,Dt(n,o)),evidence:a}}if(e==="optimize"){let i=G(n.strategy),s=await Ut(i.strategy,n,r,o);Fe(i,s);let a=n.trainFraction,l=n.evidenceOptions?.trainFraction;if(a!=null&&l!=null&&a!==l)throw new TypeError("conflicting trainFraction controls are forbidden");let u=a??l??.7;if(typeof u!="number"||u<=0||u>=1)throw new TypeError("trainFraction must be in (0,1)");let d=s.slice(0,Math.floor(s.length*u)),c=n.options??{};if(!je(c))throw new TypeError("options must be a plain object");let f=nn(i.strategy,d,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:Dt(n,o)}),p=f.bestStrategy;return{strategy:p,optimization:f,evidence:mt(mn(n,p,s,o,{trainFraction:u}))}}if(e==="shadow"){let i=qt({storePath:r.storePath??hn(),clock:()=>o}),s=n.action;if(s==="start")return await i.start({strategy:n.strategy,evidenceId:n.evidenceId??n.evidence?.id??null});if(s==="list")return await i.list();if(s==="get")return await i.get(n.id);if(s==="stop")return await i.stop(n.id);if(s==="step"){let a=await i.get(n.id);if(!a)throw new Error(`shadow runner not found: ${n.id}`);let l=await Ut(a.strategy,n,r,o);return Fe(G(a.strategy),l),await i.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${s}`)}if(e==="prepare"){let i=G(n.strategy),s=Et(i.strategy.venue);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let l=await qt({storePath:r.storePath??hn(),clock:()=>o}).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!==i.strategyHash||l.compilerHash!==i.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??oi(i.strategy,o);return s.prepareIntent({strategy:i.strategy,evidence:n.evidence,shadow:{id:l.id,stateHash:dn(l),status:l.status,cursor:l.cursor,updatedAt:l.updatedAt},caps:u,nowMs:o,env:r.env??process.env})}throw new Error(`unknown strategy operation: ${e}`)}var ei,wn=V(()=>{Be();me();ht();Zr();on();pn();kt();ei=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"]});import gn from"node:fs";function ii(e){let t={},r=[];for(let n=0;n<e.length;n++){let o=e[n];if(!o.startsWith("--")){r.push(o);continue}let i=o.slice(2),s=e[n+1];s!=null&&!s.startsWith("--")?(t[i]=s,n++):t[i]=!0}return{flags:t,positional:r}}function ye(e,t){if(!e)throw new Error(`${t} path required`);let r=e==="-"?gn.readFileSync(0,"utf8"):gn.readFileSync(e,"utf8");try{return JSON.parse(r)}catch{throw new Error(`${t} must contain valid JSON`)}}function bn(e,t){if(e==null)return;let r=Number(e);if(!Number.isFinite(r))throw new Error(`${t} must be a finite number`);return r}var ai=`oracle strategy <draft|validate|backtest|optimize|evidence|shadow|prepare> [args]
+var Mn=Object.defineProperty;var K=(e,t,r)=>()=>{if(r)throw r[0];try{return e&&(t=e(e=0)),t}catch(n){throw r=[n],n}};var Ln=(e,t)=>{for(var r in t)Mn(e,r,{get:t[r],enumerable:!0})};import we from"node:net";import Hn from"node:dns";function Ye(e){let t=String(e).toLowerCase().split("%")[0];if((t.match(/::/g)||[]).length>1)return null;let r=u=>{if(!u)return[];let c=u.split(":"),d=c.at(-1);if(d?.includes(".")){let m=d.split(".").map(Number);if(m.length!==4||m.some(p=>!Number.isInteger(p)||p<0||p>255))return null;c.splice(c.length-1,1,(m[0]<<8|m[1]).toString(16),(m[2]<<8|m[3]).toString(16))}return c.some(m=>!/^[0-9a-f]{1,4}$/.test(m))?null:c.map(m=>Number.parseInt(m,16))},[n,o]=t.split("::"),i=r(n),s=r(o);if(!i||!s)return null;let a=t.includes("::"),l=8-i.length-s.length;if(!a&&l!==0||a&&l<1)return null;let f=[...i,...Array(Math.max(0,l)).fill(0),...s];return f.length!==8?null:Uint8Array.from(f.flatMap(u=>[u>>8,u&255]))}function pt(e,t,r){let n=Math.floor(r/8),o=r%8;for(let s=0;s<n;s+=1)if(e[s]!==t[s])return!1;if(!o)return!0;let i=255<<8-o;return(e[n]&i)===(t[n]&i)}function mt(e){if(we.isIPv4(e)){let t=e.split(".").map(Number);return!(t[0]===0||t[0]===10||t[0]===127||t[0]>=224||t[0]===100&&t[1]>=64&&t[1]<=127||t[0]===169&&t[1]===254||t[0]===172&&t[1]>=16&&t[1]<=31||t[0]===192&&(t[1]===0||t[1]===2||t[1]===168)||t[0]===192&&t[1]===88&&t[2]===99||t[0]===198&&(t[1]===18||t[1]===19||t[1]===51)||t[0]===203&&t[1]===0&&t[2]===113)}if(we.isIPv6(e)){let t=Ye(e);if(!t)return!1;let r=Ye("::ffff:0:0");return pt(t,r,96)?mt([...t.slice(12)].join(".")):pt(t,Ye("2000::"),3)?![["2001::",23],["2001:db8::",32],["2001:10::",28],["2001:2::",48],["2002::",16],["3fff::",20]].some(([o,i])=>pt(t,Ye(o),i)):!1}return!1}function Cn(e){let t;try{t=new URL(String(e))}catch{return{ok:!1,error:`not a valid URL: ${String(e).slice(0,120)}`}}if(t.protocol!=="http:"&&t.protocol!=="https:")return{ok:!1,error:`refused protocol ${t.protocol} (only http/https)`};let r=t.hostname.toLowerCase().replace(/^\[|\]$/g,"").replace(/\.+$/,"");if(Fn.has(r)||r.endsWith(".localhost")||r.endsWith(".internal"))return{ok:!1,error:`refused internal host ${r}`};let n=we.isIP(r);return n!==0&&!mt(r)?{ok:!1,error:`refused private address ${r}`}:{ok:!0,url:t,host:r,isLiteralIp:n!==0}}async function ht(e,{lookupFn:t=Hn.promises.lookup}={}){let r=Cn(e);if(!r.ok)return r;if(r.isLiteralIp)return{ok:!0,url:r.url,addresses:[{address:r.host,family:we.isIPv6(r.host)?6:4}]};let n;try{n=await t(r.host,{all:!0,verbatim:!0})}catch{return{ok:!1,error:`refused: ${r.host} did not resolve`}}return!Array.isArray(n)||n.length===0||n.some(o=>!mt(o.address))?{ok:!1,error:`refused: ${r.host} resolves to a non-public address`}:{ok:!0,url:r.url,addresses:n}}async function yt({requireUndici:e=!1,importUndici:t=()=>import("undici")}={}){let r,n;try{let c=await t();r=c.Agent,n=c.fetch}catch(c){if(e)throw new Error(`egress-guard: untrustedUrl pinning requires the undici package, which failed to load: ${c?.message||c}`);return null}if(typeof r!="function"||typeof n!="function"){if(e)throw new Error("egress-guard: untrustedUrl pinning requires undici's Agent and fetch exports, which were not found on the imported module");return null}let o=c=>String(c).toLowerCase().replace(/^\[|\]$/g,"").replace(/\.+$/,""),i=new Map,s=c=>(Array.isArray(c)?c:[c]).map(d=>typeof d=="string"?{address:d}:d).filter(d=>d&&d.address).map(d=>({address:d.address,family:d.family||(we.isIPv6(d.address)?6:4)})),a=(c,d,m)=>{i.set(o(c),s(typeof d=="string"?[{address:d,family:m}]:d))},l=c=>{let d=o(c);if(we.isIP(d))return[{address:d,family:we.isIPv6(d)?6:4}];let m=i.get(d);if(!m||!m.length)throw new Error(`refused: unpinned host ${c} during pinned fetch`);return m},f=new r({connect:{lookup(c,d,m){let p;try{p=l(c)}catch(w){return m(w)}return d?.all?m(null,p):m(null,p[0].address,p[0].family)}}}),u=Un((c,d={})=>n(c,{...d,dispatcher:f}),a);return{dispatcher:f,fetch:u,pin:a,resolve:l,async close(){try{await f.destroy()}catch{}}}}function Un(e,t){if(typeof e!="function")throw new Error("markPinCapableFetch: fetchImpl must be a function");if(typeof t!="function")throw new Error("markPinCapableFetch: pin must be a function");return e[wt]=Object.freeze({pin:t}),e}function gt(e){return typeof e=="function"&&typeof e[wt]?.pin=="function"}function sr(e,t,r){if(!gt(e))throw new Error("pinFetchToAddresses: fetchImpl is not pin-capable");e[wt].pin(t,r)}var Fn,wt,ir=K(()=>{Fn=new Set(["localhost","metadata.google.internal","metadata.goog"]);wt=Symbol.for("oracle.egressGuard.pinCapableFetch")});import{createHash as qn}from"node:crypto";import{types as le}from"node:util";function J(e){return de(`HTTP JSON body refused: ${e}`)}function Wn(e){return["isArgumentsObject","isArrayBuffer","isAnyArrayBuffer","isArrayBufferView","isBoxedPrimitive","isDataView","isDate","isExternal","isGeneratorObject","isKeyObject","isCryptoKey","isMap","isMapIterator","isModuleNamespaceObject","isNativeError","isPromise","isRegExp","isSet","isSetIterator","isTypedArray","isWeakMap","isWeakSet"].some(t=>typeof le[t]=="function"&&le[t](e))}function Zn(e){let t=[],r=0,n=0,o=0,i=0,s=new WeakSet,a=u=>{if(r+=Buffer.byteLength(u,"utf8"),r>ce.bytes)throw J("serialized byte limit exceeded");t.push(u)},l=u=>{if(Buffer.byteLength(u,"utf8")>ce.bytes)throw J("serialized byte limit exceeded");return JSON.stringify(u)},f=(u,c)=>{if(n+=1,n>ce.nodes)throw J("node limit exceeded");if(c>ce.depth)throw J("depth limit exceeded");if(u===null){a("null");return}if(typeof u=="string"){a(l(u));return}if(typeof u=="boolean"){a(u?"true":"false");return}if(typeof u=="number"){if(!Number.isFinite(u))throw J("non-finite number");a(Object.is(u,-0)?"0":String(u));return}if(typeof u!="object")throw J("unsupported non-JSON value");if(le.isProxy(u))throw J("proxy value");if(Wn(u))throw J("unsupported exotic object");if(s.has(u))throw J("cyclic value");s.add(u);try{if(Object.getOwnPropertySymbols(u).length>0)throw J("symbol-keyed fields are unsupported");if(Array.isArray(u)){let p=Object.getPrototypeOf(u),w=0;for(;p!==null;){if(le.isProxy(p))throw J("proxy array prototype");if(w+=1,w>ce.depth)throw J("array prototype depth limit exceeded");p=Object.getPrototypeOf(p)}if(u.length>ce.arrayLength)throw J("array length limit exceeded");for(let k=0;k<u.length;k+=1){let v=Object.getOwnPropertyDescriptor(u,String(k));if(!v||!Object.hasOwn(v,"value")||v.enumerable!==!0)throw J("array entries must be dense enumerable own data")}let x=0;for(let k in u){if(i+=1,i>ce.fields)throw J("enumeration limit exceeded");if(Object.hasOwn(u,k)&&(x+=1,x>u.length))throw J("named array fields are unsupported")}if(x!==u.length)throw J("array entries must be dense enumerable own data");a("[");for(let k=0;k<u.length;k+=1)k&&a(","),f(Object.getOwnPropertyDescriptor(u,String(k)).value,c+1);a("]");return}let d=Object.getPrototypeOf(u);if(d!==Object.prototype&&d!==null)throw J("non-plain object");let m=[];for(let p in u){if(i+=1,i>ce.fields)throw J("enumeration limit exceeded");if(!Object.hasOwn(u,p))continue;if(o+=1,o>ce.fields)throw J("field limit exceeded");let w=Object.getOwnPropertyDescriptor(u,p);if(!w||!Object.hasOwn(w,"value")||w.enumerable!==!0)throw J("object fields must be enumerable own data");m.push([p,w.value])}a("{");for(let p=0;p<m.length;p+=1)p&&a(","),a(l(m[p][0])),a(":"),f(m[p][1],c+1);a("}")}finally{s.delete(u)}};return f(e,0),t.join("")}function Xn(e){let t=Object.create(null);if(e==null)return t;if(typeof e!="object"&&typeof e!="function")throw new TypeError("HTTP headers must be an object");if(le.isProxy(e))throw new TypeError("HTTP headers must not be a proxy");if(Object.getOwnPropertySymbols(e).length>0)throw new TypeError("HTTP headers must not contain symbol fields");let r=new Set;for(let n of Object.keys(e)){if(!/^[!#$%&'*+.^_`|~0-9A-Za-z-]+$/u.test(n))throw new TypeError("HTTP header names must be valid tokens");let o=n.toLowerCase();if(r.has(o))throw new TypeError("HTTP headers contain a duplicate canonical name");r.add(o);let i=Object.getOwnPropertyDescriptor(e,n);if(!i||!Object.hasOwn(i,"value"))throw new TypeError("HTTP headers must contain own data properties");let s=i.value;if(s==null||["object","function","symbol"].includes(typeof s))throw new TypeError("HTTP header values must be scalar");t[n]=String(s)}return t}function Qn(){return Object.assign(Object.create(null),{Accept:"application/json"})}function eo(e,t){if(!e)throw new Error(`HTTP redirect from ${t} missing Location`);let r=new URL(String(e),String(t));if(r.protocol!=="http:"&&r.protocol!=="https:")throw new Error(`HTTP redirect from ${t} used unsupported protocol ${r.protocol}`);return r.toString()}function to(e,t){return new URL(String(e)).origin===new URL(String(t)).origin}function We(e){if((typeof e!="object"||e===null)&&typeof e!="function")return`${typeof e}:${String(e)}`;let t=ur.get(e);return t||(t=fr,fr+=1,ur.set(e,t)),`reference:${t}`}function dr(e){if(!e||typeof e!="object"||Array.isArray(e)||!Object.hasOwn(e,"jsonrpc")||!Object.hasOwn(e,"method")||e.jsonrpc!=="2.0")return!1;let t=typeof e.method=="string"?e.method:"";return t?ro.has(t)||/^get[A-Z0-9_]/u.test(t)||/^is[A-Z0-9_]/u.test(t)||/^eth_get[A-Z0-9_]/u.test(t):!1}function pr(e,t){if(e==="GET"&&t==null)return!0;if(e!=="POST"||t==null)return!1;let r=t;if(typeof t=="string")try{r=JSON.parse(t)}catch{return!1}if(Array.isArray(r))return r.length>0&&r.every(dr);if(!r||typeof r!="object")return!1;if(Object.hasOwn(r,"jsonrpc")||Object.hasOwn(r,"method"))return dr(r);let n=Object.hasOwn(r,"type")?r.type:null;return typeof n=="string"&&no.has(n)&&(!Object.hasOwn(r,"action")||r.action==null)&&(!Object.hasOwn(r,"signature")||r.signature==null)&&(!Object.hasOwn(r,"nonce")||r.nonce==null)}function oo(e,t,r,n={},o=null){let i=qn("sha256"),s=(l,f)=>{let u=String(f);i.update(String(Buffer.byteLength(l,"utf8"))).update(":").update(l),i.update("=").update(String(Buffer.byteLength(u,"utf8"))).update(":").update(u).update(`
+`)};s("method",e),s("url",t),Object.keys(r||{}).map((l,f)=>({name:l.toLowerCase(),order:f,value:String(r[l])})).sort((l,f)=>l.name.localeCompare(f.name)||l.order-f.order).forEach((l,f)=>{s(`header-name-${f}`,l.name),s(`header-value-${f}`,l.value)}),s("body",o??"-");for(let l of["untrustedUrl","maxResponseBytes","sameOriginRedirectsOnly","redirectPolicy","maxRedirects","timeoutMs","retries","fetchImpl","realFetch","lookupFn","importUndici","validateResponse"])s(`context-${l}`,n[l]??"-");return i.digest("hex")}function so(e,t){let r=Number(t);return Number.isFinite(r)&&r>0?Math.min(r*1e3,cr):Math.min(250*2**e,cr)+Math.floor(Math.random()*100)}function de(e,t={}){let r=new Error(e);return r.retryable=!1,Object.assign(r,t),r}function Et(e,t,r){return de(`HTTP response from ${e} exceeded maxResponseBytes ${r} (${t})`,{oversize:!0})}function ge(e){try{let t=e?.body?.cancel?.();t&&typeof t.then=="function"&&t.catch(()=>{})}catch{}}function ao(e){return e?e.byteLength??e.length??0:0}async function co(e,t,{url:r,truncate:n=!1,onOversize:o}={}){if(t==null)return await e.text();let i=Number(e.headers?.get?.("content-length"));if(Number.isFinite(i)&&i>t&&(ge(e),!n))throw Et(r,`content-length ${i}`,t);let s=e.body?.getReader?.();if(!s){let c=await e.text(),d=Buffer.byteLength(c,"utf8");if(d>t){if(!n)throw Et(r,`body ${d} bytes`,t);return Buffer.from(c,"utf8").subarray(0,t).toString("utf8")}return c}let a=[],l=0,f=!1;try{for(;;){let{value:c,done:d}=await s.read();if(d)break;if(c&&(a.push(Buffer.from(c)),l+=ao(c),l>t)){f=!0;break}}}finally{if(f)try{await s.cancel()}catch{}try{s.releaseLock?.()}catch{}}if(f&&(typeof o=="function"&&o(),!n))throw Et(r,`streamed ${l} bytes`,t);let u=Buffer.concat(a);return(f?u.subarray(0,t):u).toString("utf8")}function lo(e){if(!e)return null;try{return JSON.parse(e)}catch{return null}}async function uo(e,{fetchImpl:t,method:r,headers:n,body:o,timeoutMs:i,lookupFn:s,realFetch:a,untrustedUrl:l=!1,maxResponseBytes:f=null,sameOriginRedirectsOnly:u=!1,importUndici:c,validateResponse:d,signal:m,redirectPolicy:p="follow",maxRedirects:w=Ze}){let x=new AbortController,k=setTimeout(()=>x.abort(),i),v=m?lr?lr([m,x.signal]):m:x.signal,S=null,E=t,R=s?{lookupFn:s}:{};if(l&&!a&&!gt(E))throw de(`HTTP refused ${e}: untrustedUrl requires a pin-capable fetchImpl (see markPinCapableFetch in egress-guard.mjs) or no fetchImpl override so Oracle can pin the connection itself`);let T=async(h,{status:M=null}={})=>{let U=await ht(h,R);if(!U.ok)throw de(M==null?`HTTP refused ${h}: ${U.error}`:`HTTP redirect to ${h} ${U.error}`,M==null?{}:{status:M});let Y=new URL(h).hostname;if(a){if(S&&(await S.close(),S=null),!S)try{S=await yt({requireUndici:!0,...c?{importUndici:c}:{}})}catch(O){throw de(M==null?`HTTP refused ${h}: ${O?.message||O}`:`HTTP redirect to ${h} refused: ${O?.message||O}`,M==null?{}:{status:M})}S.pin(Y,U.addresses),E=S.fetch}else sr(E,Y,U.addresses);return U};try{let h=String(e),M=Object.assign(Object.create(null),n||{});l&&await T(h);for(let U=0;U<=w;U+=1){let Y=Object.assign(Object.create(null),{method:r,headers:M,body:o,signal:v,redirect:"manual",dispatcher:void 0}),O=await E(h,Y);if((p==="error"||w===0)&&O.status>=300&&O.status<400)throw ge(O),de(`HTTP ${O.status} ${r} redirect refused`,{status:O.status,redirectRefused:!0});if(Yn.has(O.status)){let I=u===!0&&r==="POST"&&[307,308].includes(O.status)&&pr(r,o);if(r!=="GET"&&r!=="HEAD"&&!I){ge(O);let A=new Error(`HTTP ${O.status} ${r} ${h} redirected non-idempotent request`);throw A.status=O.status,A}if(U===w)throw ge(O),de(`HTTP ${O.status} ${r} redirect budget exhausted`,{status:O.status,redirectRefused:!0});let C=O.headers?.get?.("location"),L;try{L=eo(C,h)}catch(A){throw ge(O),A}let j=!to(L,h);if(ge(O),j&&r==="POST"){let A=new Error(`HTTP ${O.status} ${r} cross-origin redirect refused`);throw A.status=O.status,A}if(j&&u){let A=new Error(`HTTP ${O.status} ${r} cross-origin redirect refused`);throw A.status=O.status,A.retryable=!1,A}if(j&&(M=Qn(M)),l)await T(L,{status:O.status});else if(j){let A=await ht(L,R);if(!A.ok){let N=new Error(`HTTP redirect from ${h} ${A.error}`);throw N.status=O.status,N.retryable=!1,N}a&&A.addresses?.length&&(S||(S=await yt(c?{importUndici:c}:{})),S&&(S.pin(new URL(L).hostname,A.addresses),E=S.fetch))}h=L;continue}if(typeof d=="function")try{await d(O,{url:h})}catch(I){throw ge(O),de(I?.message||String(I))}let y=await co(O,f,{url:h,onOversize:()=>x.abort()}),$=lo(y);if(!O.ok){let I=new Error(`HTTP ${O.status} ${r} ${h}`);throw I.status=O.status,I.retryAfter=O.headers?.get?.("retry-after")??null,I.body=$??y.slice(0,300),I}return $??y}throw new Error(`HTTP redirect loop for ${e}`)}catch(h){if(x.signal.aborted&&!xt(m)){let M=h&&(typeof h=="object"||typeof h=="function")&&!le.isProxy(h)?h:null,U=M?Object.getOwnPropertyDescriptor(M,"oversize"):null;if(!(U&&Object.hasOwn(U,"value")&&U.value===!0))try{if(!M)throw new TypeError("unsafe rejection");Object.defineProperties(M,{oracleTimeout:{value:!0,enumerable:!1},retryable:{value:!1,enumerable:!1}})}catch{let O=new Error("HTTP request timed out");throw Object.defineProperties(O,{oracleTimeout:{value:!0,enumerable:!1},retryable:{value:!1,enumerable:!1}}),O}}throw h}finally{clearTimeout(k),S&&await S.close()}}async function mr(e,t={}){if(t!=null&&typeof t!="object"&&typeof t!="function")throw new TypeError("HTTP options must be an object");if(t!=null&&le.isProxy(t))throw new TypeError("HTTP options must not be a proxy");let r=new Set(["body","dedupe","fetchImpl","headers","importUndici","lookupFn","maxRedirects","maxResponseBytes","method","redirectPolicy","retries","sameOriginRedirectsOnly","signal","timeoutMs","untrustedUrl","validateResponse"]);if(t!=null){if(Object.getOwnPropertySymbols(t).length>0)throw new TypeError("HTTP options contain unknown fields");for(let N of Object.getOwnPropertyNames(t)){let _=Object.getOwnPropertyDescriptor(t,N);if(!(N==="toJSON"&&_&&Object.hasOwn(_,"value")&&_.value===void 0)){if(!r.has(N))throw new TypeError("HTTP options contain unknown fields");if(!_||!_.enumerable||!Object.hasOwn(_,"value"))throw new TypeError("HTTP options must contain enumerable own data properties")}}}let n=N=>{if(t==null||!Object.hasOwn(t,N))return;let _=Object.getOwnPropertyDescriptor(t,N);if(!_||!Object.hasOwn(_,"value"))throw new TypeError("HTTP options must contain own data properties");return _.value};if(typeof e!="string"||e.length===0||e.length>8192)throw new TypeError("HTTP URL must be a bounded string");let o=n("method");if(o!==void 0&&(typeof o!="string"||!/^[A-Za-z]+$/u.test(o)))throw new TypeError("HTTP method must be a string token");let i=n("timeoutMs");if(i!==void 0&&(!Number.isInteger(i)||i<1||i>12e4))throw new TypeError("HTTP timeoutMs must be a bounded integer");let s=n("retries");if(s!==void 0&&(!Number.isInteger(s)||s<0||s>10))throw new TypeError("HTTP retries must be a bounded integer");let a=n("redirectPolicy");if(a!==void 0&&a!=="follow"&&a!=="error")throw new TypeError('HTTP redirectPolicy must be "follow" or "error"');let l=n("maxRedirects");if(l!==void 0&&(!Number.isInteger(l)||l<0||l>Ze))throw new TypeError(`HTTP maxRedirects must be an integer from 0 through ${Ze}`);if(a==="error"&&l!==void 0&&l!==0)throw new TypeError('HTTP redirectPolicy "error" requires maxRedirects 0 when supplied');let f=a??"follow",u=f==="error"?0:l??Ze;for(let N of["dedupe","untrustedUrl","sameOriginRedirectsOnly"]){let _=n(N);if(_!==void 0&&typeof _!="boolean")throw new TypeError(`HTTP ${N} must be boolean`)}let c=n("maxResponseBytes");if(c!==void 0&&(!Number.isInteger(c)||c<1||c>64*1024*1024))throw new TypeError("HTTP maxResponseBytes must be a bounded integer");let d=n("signal");if(d!==void 0){if(le.isProxy(d)||!(d instanceof AbortSignal))throw new TypeError("HTTP signal must be a native AbortSignal");try{xt(d)}catch{throw new TypeError("HTTP signal must be a native AbortSignal")}}for(let N of["importUndici","lookupFn","validateResponse"]){let _=n(N);if(_!==void 0&&typeof _!="function")throw new TypeError(`HTTP ${N} must be a function`)}let m=n("fetchImpl"),p=m||globalThis.fetch;if(typeof p!="function")throw new Error("fetch unavailable \u2014 pass opts.fetchImpl");let w=i??12e3,x=(o||"GET").toUpperCase(),k=n("headers"),v=Xn(k),S=Object.assign(Object.create(null),v);Object.keys(S).some(N=>N.toLowerCase()==="accept")||(S.Accept="application/json");let E=n("body");E!=null&&typeof E!="string"&&(Object.keys(S).find(_=>_.toLowerCase()==="content-type")||(S["Content-Type"]="application/json"),E=Zn(E));let R=s??Bn,T=n("lookupFn"),h=!m,M=n("untrustedUrl")===!0,U=n("sameOriginRedirectsOnly")===!0,Y=n("importUndici"),O=n("validateResponse"),y=d,$=c??null,I=async()=>{let N;for(let _=0;_<=R;_++){y&&Vn.call(y);try{return await uo(e,{fetchImpl:p,method:x,headers:S,body:E,timeoutMs:w,lookupFn:T,realFetch:h,untrustedUrl:M,maxResponseBytes:$,sameOriginRedirectsOnly:U,importUndici:Y,validateResponse:O,signal:y,redirectPolicy:f,maxRedirects:u})}catch(G){N=G;let te=Ae=>{if(!G||typeof G!="object"&&typeof G!="function"||le.isProxy(G))return;let ye=Object.getOwnPropertyDescriptor(G,Ae);return ye&&Object.hasOwn(ye,"value")?ye.value:void 0},fe=te("status"),Pe=te("oracleTimeout")===!0||te("name")==="AbortError"||te("name")==="TimeoutError"||xt(y),Ve=new Set([408,425,429]),Ke=te("retryable")===!1?!1:fe!=null?Ve.has(fe)||Dn.has(fe)&&ar.has(x):!Pe&&ar.has(x);if(_===R||!Ke)throw G;let at=so(_,te("retryAfter"));y?await new Promise((Ae,ye)=>{let Ge=setTimeout(Ae,at);Kn.call(y,"abort",()=>{clearTimeout(Ge),ye(Gn(y)||new DOMException("Aborted","AbortError"))},{once:!0})}):await io(at)}}throw N};if(!(n("dedupe")!==!1&&!y&&pr(x,E)))return I();let L=oo(x,e,S,{untrustedUrl:M,maxResponseBytes:$,sameOriginRedirectsOnly:U,redirectPolicy:f,maxRedirects:u,timeoutMs:w,retries:R,fetchImpl:We(p),realFetch:h,lookupFn:We(T),importUndici:We(Y),validateResponse:We(O)},E),j=bt.get(L);if(j)return j;let A=I().finally(()=>bt.delete(L));return bt.set(L,A),A}var Dn,ar,Bn,cr,zn,Jn,Vn,Kn,lr,xt,Gn,Yn,Ze,Ni,ce,bt,ur,fr,ro,no,io,hr=K(()=>{ir();Dn=new Set([408,425,429,500,502,503,504]),ar=new Set(["GET","HEAD","OPTIONS","PUT","DELETE"]),Bn=2,cr=4e3,zn=Object.getOwnPropertyDescriptor(AbortSignal.prototype,"aborted")?.get,Jn=Object.getOwnPropertyDescriptor(AbortSignal.prototype,"reason")?.get,Vn=AbortSignal.prototype.throwIfAborted,Kn=EventTarget.prototype.addEventListener,lr=typeof AbortSignal.any=="function"?AbortSignal.any.bind(AbortSignal):null,xt=e=>e?zn.call(e):!1,Gn=e=>e?Jn.call(e):void 0,Yn=new Set([301,302,303,307,308]),Ze=3,Ni=64*1024,ce=Object.freeze({depth:32,nodes:1e4,fields:1e4,arrayLength:1e4,bytes:1024*1024});bt=new Map,ur=new WeakMap,fr=1;ro=new Set(["eth_blockNumber","eth_call","eth_chainId","eth_estimateGas","getHealth","minimumLedgerSlot","net_version","simulateTransaction","web3_clientVersion"]),no=new Set(["allMids","l2Book","outcomeMeta","spotClearinghouseState","userFills","meta","metaAndAssetCtxs","perpDexs","candleSnapshot","fundingHistory","openOrders","frontendOpenOrders","clearinghouseState","spotMeta","validatorSummaries","delegatorSummary","delegations","delegatorRewards","delegatorHistory","maxBuilderFee"]);io=e=>new Promise(t=>setTimeout(t,e))});import{types as yr}from"node:util";function fo(e){if(!e||typeof e!="object"||yr.isProxy(e)||Array.isArray(e))return!1;let t=Object.getPrototypeOf(e);return t===Object.prototype||t===null}function Xe(e,t="provider response",r=0){if(r>64)throw new Error(`${t} exceeds the JSON nesting bound`);if(e===null||typeof e=="string"||typeof e=="boolean"||typeof e=="number"&&Number.isFinite(e))return e;if(Array.isArray(e)){if(yr.isProxy(e)||e.length>1e5)throw new Error(`${t} contains an invalid array`);let o=new Array(e.length);for(let i=0;i<e.length;i+=1){let s=Object.getOwnPropertyDescriptor(e,String(i));if(!s||!Object.hasOwn(s,"value"))throw new Error(`${t} arrays must contain dense own data`);o[i]=Xe(s.value,t,r+1)}return o}if(!fo(e))throw new Error(`${t} contains a non-JSON value`);let n=Object.create(null);for(let o of Object.keys(e)){let i=Object.getOwnPropertyDescriptor(e,o);if(!i||!Object.hasOwn(i,"value"))throw new Error(`${t} objects must contain own data`);n[o]=Xe(i.value,t,r+1)}return n}var wr=K(()=>{});function ho({testnet:e,baseUrl:t}={}){if(t)return t.replace(/\/$/,"").endsWith("/info")?t:`${t.replace(/\/$/,"")}/info`;if(process.env.HL_INFO_URL)return process.env.HL_INFO_URL;if(process.env.HL_API_URL){let r=process.env.HL_API_URL.replace(/\/$/,"");return r.endsWith("/info")?r:`${r}/info`}return e||process.env.HL_TESTNET==="1"?mo:po}async function kt(e,t={}){if(!e||!e.type)throw new Error("hlInfo requires body.type");let r=ho(t);return Xe(await mr(r,{method:"POST",body:e,fetchImpl:t.fetchImpl,timeoutMs:t.timeoutMs,maxResponseBytes:t.maxResponseBytes,sameOriginRedirectsOnly:t.sameOriginRedirectsOnly}),"hyperliquid info response")}async function gr(e={}){return kt({type:"meta"},e)}async function br({coin:e,interval:t="1h",startTime:r,endTime:n},o={}){if(!e)throw new Error("hlCandleSnapshot requires coin");let i={type:"candleSnapshot",req:{coin:String(e),interval:t,startTime:r??Date.now()-24*3600*1e3,endTime:n??Date.now()}};return kt(i,o)}async function Er({coin:e,startTime:t,endTime:r},n={}){if(!e)throw new Error("hlFundingHistory requires coin");return kt({type:"fundingHistory",coin:String(e),startTime:t??Date.now()-24*3600*1e3,endTime:r??Date.now()},n)}var po,mo,St=K(()=>{hr();wr();po="https://api.hyperliquid.xyz/info",mo="https://api.hyperliquid-testnet.xyz/info"});import{createHash as yo}from"node:crypto";function oe(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function Te(e){return typeof e=="number"&&Number.isFinite(e)}function At(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)At(t);return Object.freeze(e)}for(let t of Object.keys(e))At(e[t]);return Object.freeze(e)}function be(e){if(Array.isArray(e))return e.map(be);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=be(e[r]);return t}return e}function Ot(e){return{netPnlUsd:e.metrics.netPnlUsd,netPnlPct:e.metrics.netPnlPct,maxDrawdownPct:e.metrics.maxDrawdownPct,winRate:e.metrics.winRate,profitFactor:e.metrics.profitFactor,tradeCount:e.metrics.tradeCount,sharpe:e.metrics.sharpe,turnoverUsd:e.metrics.turnoverUsd,exposurePct:e.metrics.exposurePct}}function xr(e){return{feesUsd:e.costs.feesUsd,builderFeesUsd:e.costs.builderFeesUsd,fundingUsd:e.costs.fundingUsd,slippageUsd:e.costs.slippageUsd}}function go(e){return(e.feesUsd||0)+(e.builderFeesUsd||0)+Math.max(0,e.fundingUsd||0)+(e.slippageUsd||0)}function bo(e){let t=0;for(let r of e.trades)r.grossPnlUsd>0&&(t+=r.grossPnlUsd);return t}function Eo(e,t,r){return!(!e||e.tradeCount<Math.max(1,Math.min(r,3))||!(e.netPnlUsd>0)||!(e.profitFactor>1)||!(e.maxDrawdownPct<=t.maxDailyLossPct))}function Sr(e){if(!oe(e))throw new TypeError("evidence artifact must be a plain object");if(!wo.includes(e.status))throw new TypeError("evidence artifact status is invalid");for(let t of["strategyHash","compilerHash","barsHash"])if(typeof e[t]!="string"||!/^[0-9a-f]{64}$/.test(e[t]))throw new TypeError(`evidence artifact ${t} must be a sha256 hash`);if(!oe(e.split))throw new TypeError("evidence artifact split required");if(!Array.isArray(e.flags))throw new TypeError("evidence artifact flags must be an array");if(!oe(e.walkForward)||!Array.isArray(e.walkForward.windows))throw new TypeError("evidence artifact walkForward windows required");if(e.status==="pass_live_eligible"&&(!oe(e.train)||!oe(e.holdout)))throw new TypeError("live-eligible evidence artifact requires train and holdout facts");return be({barsHash:e.barsHash,compilerHash:e.compilerHash,flags:e.flags.map(t=>be(t)),holdout:e.holdout??null,split:e.split,status:e.status,strategyHash:e.strategyHash,train:e.train??null,walkForward:{passRate:e.walkForward.passRate,windowsRun:e.walkForward.windowsRun??e.walkForward.windows.length,windows:e.walkForward.windows.map(t=>({index:t.index,trainStartIndex:t.trainStartIndex,trainEndIndex:t.trainEndIndex,passed:t.passed,reason:t.reason,evalStartIndex:t.evalStartIndex,evalEndIndex:t.evalEndIndex,metrics:t.metrics}))}})}function Or(e){return yo("sha256").update(JSON.stringify(Sr(e)),"utf8").digest("hex")}function re(e,t,r=0){if(!Number.isInteger(e)||e<r)throw new Error(`${t} must be an integer >= ${r}`);return e}function Pt(e,t){if(!oe(e)||!oe(e.metrics))throw new Error(`${t} metrics required`);let r=re(e.tradeCount,`${t}.tradeCount`);if(e.metrics.tradeCount!==r)throw new Error(`${t} tradeCount contradicts metrics.tradeCount`);for(let n of["netPnlUsd","profitFactor","maxDrawdownPct"])if(!Te(e.metrics[n]))throw new Error(`${t}.metrics.${n} must be finite`);if(e.metrics.maxDrawdownPct<0)throw new Error(`${t}.metrics.maxDrawdownPct must be >= 0`);return e.metrics}function xo(e,{maxDailyLossPct:t}={}){let r=e.split,n=re(r.trainStartIndex,"split.trainStartIndex"),o=re(r.trainEndIndex,"split.trainEndIndex"),i=re(r.trainBarCount,"split.trainBarCount",1),s=re(r.holdoutStartIndex,"split.holdoutStartIndex"),a=re(r.holdoutEndIndex,"split.holdoutEndIndex"),l=re(r.holdoutBarCount,"split.holdoutBarCount",1);if(n!==0||o-n+1!==i||s!==o+1||a-s+1!==l)throw new Error("evidence split must be contiguous, chronological, and count-consistent");if(!Te(r.trainFraction)||r.trainFraction<=0||r.trainFraction>=1)throw new Error("split.trainFraction must be in (0,1)");Pt(e.train,"train");let f=Pt(e.holdout,"holdout");if(f.tradeCount<1||f.netPnlUsd<=0||f.profitFactor<=1)throw new Error("live-eligible holdout metrics do not pass");if(Te(t)&&f.maxDrawdownPct>t)throw new Error("live-eligible holdout drawdown exceeds strategy risk");if(e.flags.length>0)throw new Error("live-eligible evidence cannot contain failure flags");let u=e.walkForward,c=u.windows;if(c.length<1||u.windowsRun!==c.length)throw new Error("live-eligible walk-forward windowsRun must match nonempty windows");let d=0,m=-1;for(let w=0;w<c.length;w++){let x=c[w];if(!oe(x)||x.index!==w||typeof x.passed!="boolean")throw new Error("walk-forward windows must be ordered and structurally valid");let k=re(x.trainStartIndex,`walkForward.windows[${w}].trainStartIndex`),v=re(x.trainEndIndex,`walkForward.windows[${w}].trainEndIndex`),S=re(x.evalStartIndex,`walkForward.windows[${w}].evalStartIndex`),E=re(x.evalEndIndex,`walkForward.windows[${w}].evalEndIndex`);if(k!==0||v>=S||S>E||S<=m)throw new Error("walk-forward windows must be chronological and disjoint");if(m=E,x.passed){if(d+=1,x.reason!=="pass")throw new Error("passed walk-forward window reason must be pass");let R=Pt({metrics:x.metrics,tradeCount:x.metrics?.tradeCount},`walkForward.windows[${w}]`);if(R.tradeCount<1||R.netPnlUsd<=0||R.profitFactor<=1)throw new Error("passed walk-forward window metrics do not pass");if(Te(t)&&R.maxDrawdownPct>t)throw new Error("passed walk-forward drawdown exceeds strategy risk")}else if(x.reason==="pass")throw new Error("failed walk-forward window cannot have pass reason")}let p=d/c.length;if(!Te(u.passRate)||Math.abs(u.passRate-p)>Number.EPSILON||p<.6)throw new Error("walk-forward passRate contradicts concrete windows or is below live threshold")}function Pr(e,t={}){if(typeof e?.id!="string"||!/^[0-9a-f]{64}$/.test(e.id))throw new Error("evidence.id must be a sha256 evidence artifact hash");let r=Sr(e),n=be({id:e.id,...r});if(JSON.stringify(be(e))!==JSON.stringify(n))throw new Error("evidence artifact contains fields unbound from its deterministic identity");let o=Or(e);if(e.id!==o)throw new Error("evidence.id does not match its deterministic artifact facts digest");return e.status==="pass_live_eligible"&&xo(e,t),e}function Tt({strategy:e,bars:t,backtestOptions:r={},trainFraction:n=.7,walkForwardWindows:o=3,minTrades:i=10}={}){let s=[];if(!oe(e))throw new TypeError("strategy must be a plain object");if(!Array.isArray(t))throw new TypeError("bars must be an array");if(!oe(r))throw new TypeError("backtestOptions must be a plain object");if(!Te(n)||n<=0||n>=1)throw new TypeError("trainFraction must be in (0,1)");if(!Number.isInteger(o)||o<1)throw new TypeError("walkForwardWindows must be a positive integer");if(!Number.isInteger(i)||i<0)throw new TypeError("minTrades must be an integer >= 0");let a=Z(e),l=$e(a),f=He(t),u=t.length,c=(j=[],A={})=>kr({status:"fail",strategy:a,sHash:l,barsHash:f,split:A.split||{trainStartIndex:0,trainEndIndex:-1,trainBarCount:0,holdoutStartIndex:0,holdoutEndIndex:-1,holdoutBarCount:0,trainFraction:n},train:A.train||null,holdout:A.holdout||null,walkForward:A.walkForward||{windows:[],passRate:0},flags:[...s,...j]});if(u<10)return c([{type:"insufficient_bars",message:"need at least 10 bars for evidence"}]);let d=Math.floor(u*n),m=d,p=u-m;if(d<5||p<3)return c([{type:"invalid_windowing",message:"train/holdout split too small",trainCount:d,holdoutCount:p}]);let w=t.slice(0,d),x=t.slice(m),k,v;try{k=pe(a,w,r),v=pe(a,x,r)}catch(j){return c([{type:"backtest_error",message:String(j.message||j)}])}let S={metrics:Ot(k),costs:xr(k),tradeCount:k.metrics.tradeCount},E={metrics:Ot(v),costs:xr(v),tradeCount:v.metrics.tradeCount},R={trainStartIndex:0,trainEndIndex:d-1,trainBarCount:d,holdoutStartIndex:m,holdoutEndIndex:u-1,holdoutBarCount:p,trainFraction:n},T=[],h=Math.floor(u/(o+1));if(h<3)s.push({type:"invalid_windowing",message:"walk-forward window size too small",wfSize:h});else for(let j=0;j<o;j++){let A=h*(j+1),N=A,_=Math.min(u,N+h);if(_-N<3||A<3){T.push({index:j,trainStartIndex:0,trainEndIndex:A-1,evalStartIndex:N,evalEndIndex:_-1,passed:!1,reason:"window_too_small",metrics:null});continue}let G=t.slice(N,_),te;try{te=pe(a,G,r)}catch{T.push({index:j,trainStartIndex:0,trainEndIndex:A-1,evalStartIndex:N,evalEndIndex:_-1,passed:!1,reason:"backtest_error",metrics:null});continue}let fe=Ot(te),Pe=Eo(fe,a.risk,i);T.push({index:j,trainStartIndex:0,trainEndIndex:A-1,evalStartIndex:N,evalEndIndex:_-1,passed:Pe,reason:Pe?"pass":"fail_metrics",metrics:fe})}let M=T.filter(j=>j.passed).length,U=T.length===0?0:M/T.length,Y={windows:T,passRate:U,windowsRun:T.length};E.metrics.tradeCount===0&&S.metrics.tradeCount===0&&s.push({type:"no_trades",message:"no trades in train or holdout"}),E.metrics.tradeCount===0&&s.push({type:"absent_oos_trades",message:"holdout produced no trades"}),E.metrics.netPnlUsd<0&&s.push({type:"holdout_loss",message:"holdout netPnlUsd is negative"}),S.metrics.netPnlUsd>0&&E.metrics.netPnlUsd<0&&S.metrics.netPnlUsd>Math.abs(E.metrics.netPnlUsd)*.25?s.push({type:"overfit",message:"profitable train with losing holdout (OOS collapse)"}):S.metrics.netPnlUsd>0&&E.metrics.netPnlUsd>0&&E.metrics.netPnlUsd<S.metrics.netPnlUsd*.1&&S.metrics.tradeCount>=i&&s.push({type:"severe_oos_collapse",message:"holdout pnl collapsed vs train"});let O=go(E.costs),y=bo(v);y>0&&O>y&&s.push({type:"costs_exceed_gross",message:"holdout costs exceed gross gains"});let $=s.some(j=>["insufficient_bars","invalid_windowing","absent_oos_trades","holdout_loss","no_trades","severe_oos_collapse","backtest_error"].includes(j.type)),I=s.some(j=>j.type==="overfit"),C="fail";return E.metrics.tradeCount>=i&&E.metrics.netPnlUsd>0&&E.metrics.profitFactor>1&&E.metrics.maxDrawdownPct<=a.risk.maxDailyLossPct&&U>=.6&&!(y>0&&O>y)&&!I&&!s.some(j=>j.type==="severe_oos_collapse"||j.type==="invalid_windowing")?C="pass_live_eligible":!$&&E.metrics.tradeCount>0&&S.metrics.tradeCount>0&&Number.isFinite(E.metrics.netPnlUsd)?(C="pass_paper_only",E.metrics.tradeCount<i&&s.push({type:"undersampled",message:"holdout trades below minTrades"})):I&&E.metrics.tradeCount>0&&S.metrics.netPnlUsd>0?C="fail":E.metrics.tradeCount>0&&S.metrics.tradeCount>0&&!$?C="pass_paper_only":C="fail",E.metrics.netPnlUsd<0&&(C=C==="pass_live_eligible"?"fail":C==="pass_paper_only"?"pass_paper_only":"fail",C="fail"),kr({status:C,strategy:a,sHash:l,barsHash:f,split:R,train:S,holdout:E,walkForward:Y,flags:s})}function kr({status:e,strategy:t,sHash:r,barsHash:n,split:o,train:i,holdout:s,walkForward:a,flags:l}){let f={status:e,strategyHash:r,compilerHash:xe,barsHash:n,split:o,train:i,holdout:s,walkForward:a,flags:l};return f.id=Or(f),At(be(JSON.parse(JSON.stringify(f))))}var wo,$t=K(()=>{ke();Ee();Qe();wo=Object.freeze(["fail","pass_paper_only","pass_live_eligible"])});import{createHash as ko,createHmac as So,timingSafeEqual as Vi}from"node:crypto";function _t(e){return e===null||typeof e!="object"?JSON.stringify(e):Array.isArray(e)?`[${e.map(_t).join(",")}]`:`{${Object.keys(e).sort().map(r=>`${JSON.stringify(r)}:${_t(e[r])}`).join(",")}}`}function Ar(e){let t=String(e?.ORACLE_STAMP_HMAC_SECRET||"").trim();return t.length>=16?t:""}function Tr(e=process.env){return Ar(process.env)||Ar(e)}function To(e){let{prepareHash:t,prepareMac:r,note:n,...o}=e||{};return o}function $o(e){let t=To(e);return ko("sha256").update(_t(t)).digest("hex")}function _o(e,t=Tr()){return t?So("sha256",t).update(String(e)).digest("hex"):""}function $r(e,{provider:t,kind:r,env:n=process.env,nowMs:o=Date.now(),expiresAtMs:i}={}){if(!e||typeof e!="object")throw new Error("stampPrepared: payload object required");let s=Object.prototype.hasOwnProperty.call(e,"oraclePrepared");if(s&&typeof e.oraclePrepared!="boolean")throw new Error("stampPrepared: oraclePrepared must be boolean");let a={...e,provider:e.provider||t,kind:e.kind||r,requiresUserSignature:e.requiresUserSignature!==!1,signingReady:!1,broadcastReady:!1,executionReady:!1,oraclePrepared:s?e.oraclePrepared:!0};if(!a.provider)throw new Error("stampPrepared: provider required");if(!a.kind)throw new Error("stampPrepared: kind required");let l=Number(o),f=i==null?l+Po:Number(i),u=f-l;if(!Number.isSafeInteger(l)||!Number.isSafeInteger(f)||u<=0||u>Ao)throw new Error("stampPrepared: bounded preparedAt/expiresAt required");let d={...a,preparedAt:l,expiresAt:f,prepareVersion:Oo},m=$o(d),p=Tr(n),w=p?_o(m,p):void 0,x={...d,prepareHash:m};return w&&(x.prepareMac=w),x}var Oo,Po,Ao,_r=K(()=>{Oo=2,Po=300*1e3,Ao=(()=>{let e=Number(process.env.ORACLE_PREPARE_HARD_MAX_AGE_MS);return Number.isFinite(e)&&e>0?e:1800*1e3})()});function Fe(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function vo(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function vt(e,t="value"){if(Array.isArray(e)){e.forEach((r,n)=>vt(r,`${t}[${n}]`));return}if(Fe(e))for(let[r,n]of Object.entries(e)){let o=vo(r);if(Io.some(i=>o.includes(i)))throw new Error(`handoff: forbidden secret-like field at ${t}.${r}`);vt(n,`${t}.${r}`)}}function It(e){return typeof e=="number"&&Number.isFinite(e)&&e>0}function Ir({strategy:e,evidence:t,shadow:r,caps:n,nowMs:o=Date.now(),env:i=process.env}={}){if(vt({strategy:e,evidence:t,shadow:r,caps:n},"handoff"),!Fe(e))throw new Error("handoff: strategy required");if(!Fe(t))throw new Error("handoff: evidence required");if(!Fe(r))throw new Error("handoff: shadow required");if(!Fe(n))throw new Error("handoff: caps required");if(typeof r.id!="string"||!r.id.trim())throw new Error("handoff: shadow.id required");if(typeof r.stateHash!="string"||!/^[0-9a-f]{64}$/.test(r.stateHash))throw new Error("handoff: shadow.stateHash must be a sha256 hash");if(r.status!=="running")throw new Error("handoff: shadow.status must be running");if(!Number.isInteger(r.cursor)||r.cursor<=0)throw new Error("handoff: shadow.cursor must be a positive integer");if(!Number.isInteger(r.updatedAt)||r.updatedAt<=0||r.updatedAt>o)throw new Error("handoff: shadow.updatedAt must be a positive integer <= nowMs");let s=Z(e,{nowMs:o}),a=X(s);if(Pr(t,{maxDailyLossPct:s.risk.maxDailyLossPct}),t.status!=="pass_live_eligible")throw new Error("handoff: evidence.status must be pass_live_eligible");if(t.strategyHash!==a.strategyHash)throw new Error("handoff: evidence.strategyHash mismatch");if(t.compilerHash!==a.compilerHash)throw new Error("handoff: evidence.compilerHash mismatch");let l=["perStrategyNotionalUsd","maxLeverage","dailyLossCapUsd","chainAllowlist","assetAllowlist","expiresAt","killSwitchRequired"];for(let d of l)if(!(d in n)||n[d]==null)throw new Error(`handoff: caps.${d} required`);if(!It(n.perStrategyNotionalUsd))throw new Error("handoff: caps.perStrategyNotionalUsd must be positive");if(n.perStrategyNotionalUsd>a.strategy.risk.maxNotionalUsd)throw new Error("handoff: caps.perStrategyNotionalUsd exceeds strategy.risk.maxNotionalUsd");if(!It(n.maxLeverage))throw new Error("handoff: caps.maxLeverage must be positive");if(n.maxLeverage>a.strategy.risk.maxLeverage)throw new Error("handoff: caps.maxLeverage exceeds strategy.risk.maxLeverage");if(!It(n.dailyLossCapUsd))throw new Error("handoff: caps.dailyLossCapUsd must be positive");let f=a.strategy.risk.maxNotionalUsd*(a.strategy.risk.maxDailyLossPct/100);if(n.dailyLossCapUsd>f)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]!==a.strategy.market.coin)throw new Error("handoff: caps.assetAllowlist must contain only the strategy market coin");if(!Number.isInteger(n.expiresAt)||!(n.expiresAt>o))throw new Error("handoff: caps.expiresAt must be an integer > nowMs");if(n.expiresAt>a.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 u={perStrategyNotionalUsd:n.perStrategyNotionalUsd,maxLeverage:n.maxLeverage,dailyLossCapUsd:n.dailyLossCapUsd,chainAllowlist:[...n.chainAllowlist],assetAllowlist:[...n.assetAllowlist],expiresAt:n.expiresAt,killSwitchRequired:!0},c={strategyHash:a.strategyHash,compilerHash:a.compilerHash,evidence:JSON.parse(JSON.stringify(t)),shadow:{id:r.id,stateHash:r.stateHash,status:r.status,cursor:r.cursor,updatedAt:r.updatedAt},compiled:{strategyHash:a.strategyHash,compilerHash:a.compilerHash,compilerVersion:Ce,venue:"hyperliquid",market:{coin:a.strategy.market.coin,kind:"perp",interval:a.strategy.market.interval},risk:{...a.strategy.risk},strategy:JSON.parse(JSON.stringify(a.strategy))},arming:{liveBroadcast:!1,requiresExplicitUserArm:!0,caps:u},requiresUserSignature:!0,signingReady:!1,broadcastReady:!1,executionReady:!1};return $r(c,{provider:"hl-strategy",kind:"strategy-live-handoff",env:i})}var Io,vr=K(()=>{ke();$t();Ee();_r();Io=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"]});function _e(e,t){let r=Number(e);if(!Number.isFinite(r))throw new TypeError(`${t} must be finite`);return r}function Ie(e,t){if(!Number.isSafeInteger(e)||e<0)throw new TypeError(`${t} must be a non-negative safe integer`);return e}function Ue(e){if(Array.isArray(e))for(let t of e)Ue(t);else if(e&&typeof e=="object")for(let t of Object.values(e))Ue(t);return Object.freeze(e)}function No(e){let t=jo[e];if(!t)throw new TypeError(`unsupported strategy interval: ${e}`);return t}function Ro(e,{endTime:t=Number.MAX_SAFE_INTEGER}={}){if(!Array.isArray(e))throw new TypeError("Hyperliquid candles must be an array");Ie(t,"endTime");let r=new Map;for(let n=0;n<e.length;n++){let o=e[n];if(!o||typeof o!="object"||Array.isArray(o))throw new TypeError(`candles[${n}] must be an object`);let i=Ie(Number(o.t),`candles[${n}].t`);if(Ie(Number(o.T),`candles[${n}].T`)>t)continue;let a={t:i,o:_e(o.o,`candles[${n}].o`),h:_e(o.h,`candles[${n}].h`),l:_e(o.l,`candles[${n}].l`),c:_e(o.c,`candles[${n}].c`),v:_e(o.v,`candles[${n}].v`)};if(a.h<Math.max(a.o,a.c,a.l))throw new TypeError(`candles[${n}].h is below another price`);if(a.l>Math.min(a.o,a.c,a.h))throw new TypeError(`candles[${n}].l is above another price`);if(a.v<0)throw new TypeError(`candles[${n}].v must be non-negative`);let l=r.get(i);if(l&&JSON.stringify(l)!==JSON.stringify(a))throw new TypeError(`conflicting duplicate candle at timestamp ${i}`);l||r.set(i,a)}return Ue([...r.values()].sort((n,o)=>n.t-o.t))}function Mo(e,t){if(!Array.isArray(e))throw new TypeError("Hyperliquid funding history must be an array");let r=new Map;for(let n=0;n<e.length;n++){let o=e[n];if(!o||typeof o!="object"||Array.isArray(o))throw new TypeError(`funding[${n}] must be an object`);let i=Ie(Number(o.time),`funding[${n}].time`);i>t||r.set(i,{time:i,fundingRate:_e(o.fundingRate,`funding[${n}].fundingRate`)})}return[...r.values()].sort((n,o)=>n.time-o.time)}async function Lo({coin:e,startTime:t,endTime:r},n){let o=[],i=Math.max(0,t-288e5),s=!1;for(let a=0;a<16&&i<=r;a++){let l=await Er({coin:e,startTime:i,endTime:r},n);if(!Array.isArray(l))throw new TypeError("Hyperliquid funding history must be an array");o.push(...l);let f=i;for(let u of l){let c=Number(u?.time);Number.isSafeInteger(c)&&c>f&&(f=c)}if(l.length<500||f>=r){s=!0;break}if(f<=i)throw new Error("Hyperliquid funding history pagination did not advance");i=f+1}if(!s)throw new Error("strategy history exceeds the bounded funding history limit");return Mo(o,r)}function Ho(e,t,r){let n=0,o=null;return e.map(i=>{let s=i.t+r,a=0;for(;n<t.length&&t[n].time<s;){let l=t[n];o=l.fundingRate,l.time>=i.t&&(a+=l.fundingRate),n+=1}return o==null?{...i,fundingPaymentRate:a}:{...i,fundingRate:o,fundingPaymentRate:a}})}async function jr(e,t={}){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("strategy history input must be an object");let r=String(e.coin||"").trim().toUpperCase();if(!/^[A-Z0-9][A-Z0-9._-]{0,11}$/.test(r))throw new TypeError("coin must be an uppercase Hyperliquid asset id");let n=String(e.interval||"15m"),o=No(n);if(e.endTime==null)throw new TypeError("endTime is required for deterministic history");let i=Ie(e.endTime,"endTime"),s=e.count==null?1500:e.count;if(!Number.isInteger(s)||s<20||s>5e3)throw new TypeError("count must be an integer from 20 to 5000");let a=e.startTime==null?Math.max(0,i-s*o):Ie(e.startTime,"startTime");if(a>=i)throw new TypeError("startTime must be before endTime");let[l,f]=await Promise.all([br({coin:r,interval:n,startTime:a,endTime:i},t),Lo({coin:r,startTime:a,endTime:i},t)]),u=Ro(l,{endTime:i}),c=Ue(Ho(u,f,o));return Ue({coin:r,interval:n,range:{startTime:a,endTime:i},bars:c})}var jo,Nr=K(()=>{St();jo=Object.freeze({"1m":6e4,"3m":18e4,"5m":3e5,"15m":9e5,"30m":18e5,"1h":36e5,"2h":72e5,"4h":144e5,"8h":288e5,"12h":432e5,"1d":864e5})});function Uo(e){let t=[];if(!e||typeof e!="object"||Array.isArray(e))return{ok:!1,errors:[{path:"market",message:"must be a plain object"}],market:null};for(let r of Object.keys(e))Co.has(r)||t.push({path:`market.${r}`,message:"unknown field is not allowed"});return(typeof e.coin!="string"||e.coin.length===0||e.coin.length>32)&&t.push({path:"market.coin",message:"must be a non-empty string max 32"}),(typeof e.interval!="string"||!Fo.has(e.interval))&&t.push({path:"market.interval",message:"must be a supported interval"}),t.length?{ok:!1,errors:t,market:null}:{ok:!0,errors:[],market:{coin:e.coin,interval:e.interval}}}async function qo(e={}){let t=await gr(e);if(!t||!Array.isArray(t.universe))throw new TypeError("Hyperliquid market metadata must contain universe");return Object.freeze(t.universe.map((r,n)=>{if(!r||typeof r.name!="string"||!r.name)throw new TypeError(`Hyperliquid market metadata universe[${n}].name is invalid`);return r.name}))}var Fo,Co,Rr,Mr=K(()=>{St();vr();Nr();Fo=new Set(["1m","3m","5m","15m","30m","1h","2h","4h","8h","12h","1d"]),Co=new Set(["coin","interval"]);Rr=Object.freeze({id:"hyperliquid",validateMarket:Uo,fetchBars:jr,listMarkets:qo,prepareIntent(e){return Ir(e)}})});function Bo(e){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("strategy venue adapter must be an object");if(typeof e.id!="string"||!/^[a-z0-9][a-z0-9._-]{0,63}$/.test(e.id))throw new TypeError("strategy venue adapter id is malformed");for(let t of Do.slice(1))if(typeof e[t]!="function")throw new TypeError(`strategy venue adapter ${e.id} requires ${t}()`);for(let t of["fetchBars","listMarkets"])if(e[t]!=null&&typeof e[t]!="function")throw new TypeError(`strategy venue adapter ${e.id} ${t} must be a function`);return e}function jt(e){return typeof e!="string"?null:zo.get(e)??null}function Nt(e){let t=jt(e);if(!t)throw new Error(`unknown strategy venue: ${String(e)}`);return t}var Do,Lr,zo,ia,Rt=K(()=>{Mr();Do=Object.freeze(["id","validateMarket","prepareIntent"]);Lr=[Rr].map(Bo),zo=new Map(Lr.map(e=>[e.id,e])),ia=Object.freeze([...Lr])});import{createHash as Jo}from"node:crypto";function ee(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function z(e){return typeof e=="number"&&Number.isFinite(e)}function zr(e){return Number.isInteger(e)&&e>0}function Ct(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)Ct(t);return Object.freeze(e)}for(let t of Object.keys(e))Ct(e[t]);return Object.freeze(e)}function Ut(e){if(Array.isArray(e))return e.map(Ut);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=Ut(e[r]);return t}return e}function g(e,t,r){e.push({path:t,message:r})}function me(e,t,r,n){for(let o of Object.keys(e))t.has(o)||g(n,r?`${r}.${o}`:o,"unknown field is not allowed")}function Gr(e,t,r,n){if(!z(e)||!z(t)||!z(r)||!z(n)||n<=0||e<t||e>r)return!1;let o=(e-t)/n;if(!Number.isFinite(o))return!1;let i=Math.round(o);return Math.abs(o-i)<=1e-9}function Ft(e,t,r,n){if(ee(e)){if(me(e,new Set(["param"]),t,n),typeof e.param!="string"||!e.param)return g(n,`${t}.param`,"must be a parameter name string"),null;if(!Object.prototype.hasOwnProperty.call(r,e.param))return g(n,`${t}.param`,`unknown parameter "${e.param}"`),null;let o=r[e.param];return!ee(o)||![o.value,o.min,o.max,o.step].every(zr)?(g(n,`${t}.param`,"referenced period parameter value min max and step must be positive integers"),null):{param:e.param}}return zr(e)?e:(g(n,t,"must be a positive integer or {param}"),null)}function Jr(e,t,r,n){return ee(e)?(me(e,new Set(["param"]),t,n),typeof e.param!="string"||!e.param?(g(n,`${t}.param`,"must be a parameter name string"),null):Object.prototype.hasOwnProperty.call(r,e.param)?{param:e.param}:(g(n,`${t}.param`,`unknown parameter "${e.param}"`),null)):z(e)?e:(g(n,t,"must be a finite number or {param}"),null)}function et(e){switch(e.type){case"input":case"constant":return[];case"indicator":return e.input?[e.input]:[];case"compare":case"cross":return[e.left,e.right].filter(Boolean);case"logic":return Array.isArray(e.inputs)?[...e.inputs]:[];default:return[]}}function es(e){let t=new Map,r=n=>{let o=t.get(n)||0;if(o===1)return!0;if(o===2)return!1;t.set(n,1);let i=e.get(n);if(i){for(let s of et(i))if(e.has(s)&&r(s))return!0}return t.set(n,2),!1};for(let n of e.keys())if(r(n))return!0;return!1}function ts(e,t){if(!ee(e))return g(t,"parameters","must be a plain object"),null;let r=Object.keys(e);if(r.length>qr)return g(t,"parameters",`too many parameters (max ${qr})`),null;let n={};for(let o of r){if(!Vr.test(o)){g(t,`parameters.${o}`,"parameter name is malformed");continue}let i=e[o],s=`parameters.${o}`;if(!ee(i)){g(t,s,"must be a plain object");continue}me(i,Fr,s,t);for(let c of Fr)c in i||g(t,`${s}.${c}`,"required field is missing");let{value:a,min:l,max:f,step:u}=i;z(l)||g(t,`${s}.min`,"must be a finite number"),z(f)||g(t,`${s}.max`,"must be a finite number"),(!z(u)||u<=0)&&g(t,`${s}.step`,"must be a positive finite number"),z(a)||g(t,`${s}.value`,"must be a finite number"),z(l)&&z(f)&&l>f&&g(t,`${s}.min`,"min must be <= max"),z(a)&&z(l)&&z(f)&&z(u)&&u>0&&(Gr(a,l,f,u)||g(t,`${s}.value`,"value must lie on the declared min/max/step grid")),n[o]={value:a,min:l,max:f,step:u}}return n}function rs(e,t,r,n){let o=`nodes.${t}`;if(!ee(e))return g(n,o,"must be a plain object"),null;if(typeof e.type!="string"||!Ur[e.type])return g(n,`${o}.type`,"unknown or missing node type"),me(e,Qo,o,n),null;switch(me(e,Ur[e.type],o,n),(typeof e.id!="string"||!Kr.test(e.id))&&g(n,`${o}.id`,"must be a 1-64 char id starting with alphanumeric"),e.type){case"input":return(typeof e.field!="string"||!Vo.has(e.field))&&g(n,`${o}.field`,"must be one of open|high|low|close|volume|fundingRate|openInterest|premium|oiDelta|bookImbalance"),{id:e.id,type:"input",field:e.field};case"constant":{let i=Jr(e.value,`${o}.value`,r,n);return{id:e.id,type:"constant",value:i}}case"indicator":{(typeof e.indicator!="string"||!Ko.has(e.indicator))&&g(n,`${o}.indicator`,"must be one of sma|ema|rsi|macd|bollinger|atr");let i=e.indicator,s={id:e.id,type:"indicator",indicator:i};if(i==="atr"){"input"in e&&(typeof e.input!="string"||!e.input?g(n,`${o}.input`,"must be a node id string when provided"):s.input=e.input);let a=Ft(e.period,`${o}.period`,r,n);a!=null&&(s.period=a)}else typeof e.input!="string"||!e.input?g(n,`${o}.input`,"must be a node id string"):s.input=e.input;if((i==="sma"||i==="ema"||i==="rsi"||i==="bollinger"||i==="atr")&&("period"in e,i!=="macd"))if(!("period"in e))g(n,`${o}.period`,"required field is missing");else{let a=Ft(e.period,`${o}.period`,r,n);a!=null&&(s.period=a)}if(i==="macd"){for(let a of["fastPeriod","slowPeriod","signalPeriod"])if(!(a in e))g(n,`${o}.${a}`,"required field is missing");else{let l=Ft(e[a],`${o}.${a}`,r,n);l!=null&&(s[a]=l)}"output"in e?Zo.has(e.output)?s.output=e.output:g(n,`${o}.output`,"must be line|signal|histogram"):g(n,`${o}.output`,"required field is missing"),"period"in e&&g(n,`${o}.period`,"forbidden for macd"),"stdDev"in e&&g(n,`${o}.stdDev`,"forbidden for macd")}else if(i==="bollinger"){if(!("stdDev"in e))g(n,`${o}.stdDev`,"required field is missing");else{let a=Jr(e.stdDev,`${o}.stdDev`,r,n);a!=null&&(typeof a=="number"&&a<=0?g(n,`${o}.stdDev`,"must be > 0"):s.stdDev=a)}"output"in e?Xo.has(e.output)?s.output=e.output:g(n,`${o}.output`,"must be upper|middle|lower"):g(n,`${o}.output`,"required field is missing");for(let a of["fastPeriod","slowPeriod","signalPeriod"])a in e&&g(n,`${o}.${a}`,`forbidden for ${i}`)}else{"output"in e&&g(n,`${o}.output`,`forbidden for ${i}`),"stdDev"in e&&i!=="bollinger"&&g(n,`${o}.stdDev`,`forbidden for ${i}`);for(let a of["fastPeriod","slowPeriod","signalPeriod"])a in e&&g(n,`${o}.${a}`,`forbidden for ${i}`)}return s}case"compare":return(typeof e.op!="string"||!Go.has(e.op))&&g(n,`${o}.op`,"must be gt|gte|lt|lte|eq"),(typeof e.left!="string"||!e.left)&&g(n,`${o}.left`,"must be a node id"),(typeof e.right!="string"||!e.right)&&g(n,`${o}.right`,"must be a node id"),{id:e.id,type:"compare",op:e.op,left:e.left,right:e.right};case"logic":{if((typeof e.op!="string"||!Yo.has(e.op))&&g(n,`${o}.op`,"must be and|or|not"),!Array.isArray(e.inputs))return g(n,`${o}.inputs`,"must be an array of node ids"),{id:e.id,type:"logic",op:e.op,inputs:[]};let i=[];for(let s=0;s<e.inputs.length;s++){let a=e.inputs[s];typeof a!="string"||!a?g(n,`${o}.inputs.${s}`,"must be a node id"):i.push(a)}return e.op==="not"?i.length!==1&&g(n,`${o}.inputs`,"not requires exactly one input"):(e.op==="and"||e.op==="or")&&i.length<2&&g(n,`${o}.inputs`,`${e.op} requires at least two inputs`),{id:e.id,type:"logic",op:e.op,inputs:i}}case"cross":return(typeof e.direction!="string"||!Wo.has(e.direction))&&g(n,`${o}.direction`,"must be above|below"),(typeof e.left!="string"||!e.left)&&g(n,`${o}.left`,"must be a node id"),(typeof e.right!="string"||!e.right)&&g(n,`${o}.right`,"must be a node id"),{id:e.id,type:"cross",direction:e.direction,left:e.left,right:e.right};default:return null}}function ns(e,t,r){if(!ee(e))return g(t,"risk","must be a plain object"),null;me(e,Cr,"risk",t);for(let d of Cr)(!(d in e)||e[d]==null)&&g(t,`risk.${d}`,"required field is missing");let n={},o=e.maxLeverage;!z(o)||o<=0||o>50?g(t,"risk.maxLeverage","must be a number > 0 and <= 50"):n.maxLeverage=o;let i=e.maxNotionalUsd;!z(i)||i<=0?g(t,"risk.maxNotionalUsd","must be a number > 0"):n.maxNotionalUsd=i;let s=e.positionSizePct;!z(s)||s<=0||s>100?g(t,"risk.positionSizePct","must be a number > 0 and <= 100"):n.positionSizePct=s;let a=e.stopLossPct;!z(a)||a<=0||a>100?g(t,"risk.stopLossPct","must be a number > 0 and <= 100"):n.stopLossPct=a;let l=e.takeProfitPct;!z(l)||l<=0||l>1e3?g(t,"risk.takeProfitPct","must be a number > 0 and <= 1000"):n.takeProfitPct=l;let f=e.cooldownBars;!Number.isInteger(f)||f<0||f>1e5?g(t,"risk.cooldownBars","must be an integer >= 0 and <= 100000"):n.cooldownBars=f;let u=e.maxDailyLossPct;!z(u)||u<=0||u>100?g(t,"risk.maxDailyLossPct","must be a number > 0 and <= 100"):n.maxDailyLossPct=u;let c=e.expiresAt;return!Number.isInteger(c)||c<=0?g(t,"risk.expiresAt","must be an integer epoch milliseconds > 0"):(r.nowMs!==void 0&&(Number.isInteger(r.nowMs)?c<=r.nowMs&&g(t,"risk.expiresAt","must be strictly greater than nowMs"):g(t,"nowMs","must be an integer epoch milliseconds")),n.expiresAt=c),n}function qt(e,t={}){let r=[];if(!ee(e))return g(r,"","strategy must be a plain object"),{ok:!1,errors:r,strategy:null};me(e,Hr,"",r);for(let c of Hr)(!(c in e)||e[c]==null)&&g(r,c,"required field is missing");e.version!==Mt&&g(r,"version",`must be ${Mt}`),(typeof e.id!="string"||!Vr.test(e.id))&&g(r,"id","must match /^[a-z0-9][a-z0-9._-]{0,63}$/"),(typeof e.name!="string"||e.name.length===0||e.name.length>Br)&&g(r,"name",`must be a non-empty string max ${Br}`);let n=jt(e.venue);n||g(r,"venue",`unknown strategy venue "${String(e.venue)}"`);let o=null;if(!n)ee(e.market)||g(r,"market","must be a plain object");else{let c=n.validateMarket(e.market);if(!c||typeof c.ok!="boolean"||!Array.isArray(c.errors))g(r,"market",`venue ${n.id} returned an invalid market validation result`);else if(c.ok)o=c.market;else for(let d of c.errors)g(r,d.path,d.message)}let i=ts(e.parameters,r),s=null,a=new Map;if(!Array.isArray(e.nodes))g(r,"nodes","must be an array");else if(e.nodes.length>Dr)g(r,"nodes",`too many nodes (max ${Dr})`);else{s=[];for(let c=0;c<e.nodes.length;c++){let d=rs(e.nodes[c],c,i||{},r);d&&(typeof d.id=="string"&&Kr.test(d.id)&&(a.has(d.id)?g(r,`nodes.${c}.id`,`duplicate node id "${d.id}"`):a.set(d.id,d)),s.push(d))}for(let c=0;c<s.length;c++){let d=s[c],m=`nodes.${c}`;for(let p of et(d))a.has(p)||g(r,m,`unknown node ref "${p}"`);if(d.type==="indicator"||d.type==="compare"||d.type==="cross")for(let p of et(d)){let w=a.get(p);w&&Lt.has(w.type)&&g(r,m,`node ref "${p}" must be numeric`)}if(d.type==="logic")for(let p of et(d)){let w=a.get(p);w&&!Lt.has(w.type)&&g(r,m,`node ref "${p}" must be boolean`)}}es(a)&&g(r,"nodes","graph contains a cycle")}let l=null;if(!ee(e.rules))g(r,"rules","must be a plain object");else{me(e.rules,Ht,"rules",r);for(let c of Ht)c in e.rules||g(r,`rules.${c}`,"required field is missing");l={};for(let c of Ht){let d=e.rules[c];if(d===null){l[c]=null;continue}if(typeof d!="string"||!d){g(r,`rules.${c}`,"must be a node id or null"),l[c]=d;continue}if(!a.has(d)){g(r,`rules.${c}`,`unknown node ref "${d}"`),l[c]=d;continue}let m=a.get(d);Lt.has(m.type)||g(r,`rules.${c}`,`rule must reference a boolean node, not ${m.type}`),l[c]=d}}let f=ns(e.risk,r,t);if(r.length)return{ok:!1,errors:r,strategy:null};let u=Ct({version:Mt,id:e.id,name:e.name,venue:n.id,market:o,parameters:i,nodes:s,rules:l,risk:f});return{ok:!0,errors:[],strategy:u}}function Z(e,t={}){let r=qt(e,t);if(!r.ok)throw new ve(r.errors);return r.strategy}function os(e){let t=Z(e);return JSON.stringify(Ut(t))}function $e(e){let t=os(e);return Jo("sha256").update(t,"utf8").digest("hex")}function qe(e,t){if(!ee(e))throw new ve([{path:"",message:"strategy must be a plain object"}]);if(!ee(t))throw new ve([{path:"overrides",message:"must be a plain object"}]);let r=Z(e),n={};for(let[i,s]of Object.entries(r.parameters))n[i]={value:s.value,min:s.min,max:s.max,step:s.step};let o=[];for(let[i,s]of Object.entries(t)){if(!Object.prototype.hasOwnProperty.call(n,i)){g(o,i,`unknown parameter "${i}"`);continue}let a=n[i];if(!z(s)){g(o,i,"override must be a finite number");continue}if(!Gr(s,a.min,a.max,a.step)){g(o,i,"override must lie on the declared min/max/step grid");continue}n[i]={...a,value:s}}if(o.length)throw new ve(o);return Z({version:r.version,id:r.id,name:r.name,venue:r.venue,market:{coin:r.market.coin,interval:r.market.interval},parameters:n,nodes:r.nodes.map(i=>{let s={...i};return Array.isArray(i.inputs)&&(s.inputs=[...i.inputs]),s}),rules:{...r.rules},risk:{...r.risk}})}var Mt,Vr,Kr,Vo,Ko,Go,Yo,Wo,Zo,Xo,Lt,Hr,Fr,Ht,Cr,Qo,Ur,qr,Dr,Br,ve,Ee=K(()=>{Rt();Mt=1,Vr=/^[a-z0-9][a-z0-9._-]{0,63}$/,Kr=/^[A-Za-z0-9][A-Za-z0-9._-]{0,63}$/,Vo=new Set(["open","high","low","close","volume","fundingRate","openInterest","premium","oiDelta","bookImbalance"]),Ko=new Set(["sma","ema","rsi","macd","bollinger","atr"]),Go=new Set(["gt","gte","lt","lte","eq"]),Yo=new Set(["and","or","not"]),Wo=new Set(["above","below"]),Zo=new Set(["line","signal","histogram"]),Xo=new Set(["upper","middle","lower"]),Lt=new Set(["compare","logic","cross"]),Hr=new Set(["version","id","name","venue","market","parameters","nodes","rules","risk"]),Fr=new Set(["value","min","max","step"]),Ht=new Set(["entryLong","entryShort","exitLong","exitShort"]),Cr=new Set(["maxLeverage","maxNotionalUsd","positionSizePct","stopLossPct","takeProfitPct","cooldownBars","maxDailyLossPct","expiresAt"]),Qo=new Set(["id","type"]),Ur={input:new Set(["id","type","field"]),constant:new Set(["id","type","value"]),indicator:new Set(["id","type","indicator","input","period","fastPeriod","slowPeriod","signalPeriod","stdDev","output"]),compare:new Set(["id","type","op","left","right"]),logic:new Set(["id","type","op","inputs"]),cross:new Set(["id","type","direction","left","right"])},qr=16,Dr=128,Br=100,ve=class extends Error{constructor(t){let r=t.map(n=>`${n.path}: ${n.message}`);super(`invalid strategy (${t.length} error${t.length===1?"":"s"}): ${r.join("; ")}`),this.name="StrategyValidationError",this.errors=t}}});function De(e){if(!Array.isArray(e))throw new TypeError("values must be an array");for(let t=0;t<e.length;t++){let r=e[t];if(typeof r!="number"||!Number.isFinite(r))throw new TypeError(`values[${t}] must be a finite number`)}}function he(e){if(!Number.isInteger(e)||e<=0)throw new TypeError("period must be a positive integer")}function ss(e){if(!Array.isArray(e))throw new TypeError("bars must be an array");for(let t=0;t<e.length;t++){let r=e[t];if(r==null||typeof r!="object")throw new TypeError(`bars[${t}] must be an object`);for(let n of["o","h","l","c"]){let o=r[n];if(typeof o!="number"||!Number.isFinite(o))throw new TypeError(`bars[${t}].${n} must be a finite number`)}if(r.h<r.l)throw new TypeError(`bars[${t}] high must be >= low`)}}function Wr(e,t){De(e),he(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=0;for(let o=0;o<e.length;o++)n+=e[o],o>=t&&(n-=e[o-t]),o>=t-1&&(r[o]=n/t);return r}function tt(e,t){De(e),he(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=0;for(let s=0;s<t;s++)n+=e[s];let o=n/t;r[t-1]=o;let i=2/(t+1);for(let s=t;s<e.length;s++)o=i*e[s]+(1-i)*o,r[s]=o;return r}function Zr(e,t){De(e),he(t);let r=new Array(e.length).fill(null);if(e.length<=t)return r;let n=0,o=0;for(let a=1;a<=t;a++){let l=e[a]-e[a-1];l>=0?n+=l:o-=l}let i=n/t,s=o/t;r[t]=Yr(i,s);for(let a=t+1;a<e.length;a++){let l=e[a]-e[a-1],f=l>0?l:0,u=l<0?-l:0;i=(i*(t-1)+f)/t,s=(s*(t-1)+u)/t,r[a]=Yr(i,s)}return r}function Yr(e,t){return e===0&&t===0?50:t===0?100:e===0?0:100-100/(1+e/t)}function Xr(e,t={}){De(e);let r=t.fastPeriod,n=t.slowPeriod,o=t.signalPeriod;if(he(r),he(n),he(o),r>=n)throw new TypeError("fastPeriod must be < slowPeriod");let i=tt(e,r),s=tt(e,n),a=new Array(e.length).fill(null);for(let c=0;c<e.length;c++)i[c]!=null&&s[c]!=null&&(a[c]=i[c]-s[c]);let l=new Array(e.length).fill(null),f=new Array(e.length).fill(null),u=[];for(let c=0;c<a.length;c++)a[c]!=null&&u.push(c);if(u.length>=o){let c=0;for(let w=0;w<o;w++)c+=a[u[w]];let d=c/o,m=u[o-1];l[m]=d,f[m]=a[m]-d;let p=2/(o+1);for(let w=o;w<u.length;w++){let x=u[w];d=p*a[x]+(1-p)*d,l[x]=d,f[x]=a[x]-d}}return{line:a,signal:l,histogram:f}}function Qr(e,t={}){De(e);let r=t.period,n=t.stdDev;if(he(r),typeof n!="number"||!Number.isFinite(n)||n<=0)throw new TypeError("stdDev must be a finite number > 0");let o=new Array(e.length).fill(null),i=new Array(e.length).fill(null),s=new Array(e.length).fill(null);if(e.length<r)return{upper:i,middle:o,lower:s};let a=0,l=0;for(let f=0;f<e.length;f++){let u=e[f];if(a+=u,l+=u*u,f>=r){let c=e[f-r];a-=c,l-=c*c}if(f>=r-1){let c=a/r,d=l/r-c*c;d<0&&d>-1e-12&&(d=0);let m=Math.sqrt(d);o[f]=c,i[f]=c+n*m,s[f]=c-n*m}}return{upper:i,middle:o,lower:s}}function en(e,t){ss(e),he(t);let r=new Array(e.length).fill(null);if(e.length<t)return r;let n=new Array(e.length);for(let s=0;s<e.length;s++){let a=e[s];if(s===0)n[s]=a.h-a.l;else{let l=e[s-1].c;n[s]=Math.max(a.h-a.l,Math.abs(a.h-l),Math.abs(a.l-l))}}let o=0;for(let s=0;s<t;s++)o+=n[s];let i=o/t;r[t-1]=i;for(let s=t;s<e.length;s++)i=(i*(t-1)+n[s])/t,r[s]=i;return r}var tn=K(()=>{});import{createHash as is}from"node:crypto";var Dt,as,cs,ls,rn,nn=K(()=>{Dt=3,as="7477966facc4ef928a94e6221c8fd238eef4fcbeec46b96ae1b89178e13c2d5f",cs="68f5b412a9975f04024cf9b9b6209b4bccedd52f176e95f34f786b3f53479c6a",ls="967fd45ecddd0d59ac0f662fe92ea813c32620ba751f249b4ace6cb6b809fb5e",rn=is("sha256").update(JSON.stringify({version:Dt,compilerSourceHash:as,indicatorsSourceHash:cs,schemaSourceHash:ls})).digest("hex")});function Q(e){return typeof e=="number"&&Number.isFinite(e)}function ds(e){let t=new Map(e.map(a=>[a.id,a])),r=a=>{switch(a.type){case"indicator":return a.input?[a.input]:[];case"compare":case"cross":return[a.left,a.right];case"logic":return[...a.inputs];default:return[]}},n=new Map,o=new Map;for(let a of e)n.set(a.id,0),o.set(a.id,[]);for(let a of e)for(let l of r(a))t.has(l)&&(o.get(l).push(a.id),n.set(a.id,n.get(a.id)+1));let i=[];for(let[a,l]of n)l===0&&i.push(a);let s=[];for(;i.length;){let a=i.shift();s.push(a);for(let l of o.get(a))n.set(l,n.get(l)-1),n.get(l)===0&&i.push(l)}if(s.length!==e.length)throw new Error("strategy graph is cyclic");return s}function je(e,t){return e!=null&&typeof e=="object"&&"param"in e?t[e.param].value:e}function ps(e,t,r){if(!Array.isArray(e)||e.length===0)throw new TypeError("bars must be a non-empty array");if(!Number.isInteger(t)||t<0||t>=e.length)throw new RangeError("index out of range");let n=null;for(let o=0;o<=t;o++){let i=e[o];if(i==null||typeof i!="object"||Array.isArray(i))throw new TypeError(`bars[${o}] must be an object`);let{t:s,o:a,h:l,l:f,c:u,v:c}=i;if(!Q(s)&&(typeof s=="number"&&Number.isFinite(s)),!Number.isFinite(s))throw new TypeError(`bars[${o}].t must be finite`);for(let[d,m]of[["o",a],["h",l],["l",f],["c",u],["v",c]])if(!Q(m))throw new TypeError(`bars[${o}].${d} must be a finite number`);for(let[d,m]of[["o",a],["h",l],["l",f],["c",u]])if(!(m>0))throw new TypeError(`bars[${o}].${d} price must be positive`);if(c<0)throw new TypeError(`bars[${o}].v volume must be non-negative`);if(l<Math.max(a,u,f))throw new TypeError(`bars[${o}] high must be >= max(open, close, low)`);if(f>Math.min(a,u,l))throw new TypeError(`bars[${o}] low must be <= min(open, close, high)`);if(n!=null){if(!(s>n))throw new TypeError("bars t must be strictly increasing");if(s-n!==fs[r])throw new TypeError(`bars t must match ${r} cadence`)}if(n=s,"fundingRate"in i&&i.fundingRate!=null&&!Q(i.fundingRate))throw new TypeError(`bars[${o}].fundingRate must be finite when present`);if("openInterest"in i&&i.openInterest!=null){if(!Q(i.openInterest))throw new TypeError(`bars[${o}].openInterest must be finite when present`);if(i.openInterest<0)throw new TypeError(`bars[${o}].openInterest must be non-negative`)}for(let d of["premium","oiDelta"])if(d in i&&i[d]!=null&&!Q(i[d]))throw new TypeError(`bars[${o}].${d} must be finite when present`);if("bookImbalance"in i&&i.bookImbalance!=null){if(!Q(i.bookImbalance))throw new TypeError(`bars[${o}].bookImbalance must be finite when present`);if(i.bookImbalance<-1||i.bookImbalance>1)throw new TypeError(`bars[${o}].bookImbalance must be within [-1, 1]`)}}}function Se(e,t,r,n,o,i){if(i.has(e))return i.get(e);let s=t.get(e),a;switch(s.type){case"input":{let l=us[s.field];a=new Array(o+1);for(let f=0;f<=o;f++){let u=n[f][l];a[f]=u===void 0?null:u}break}case"constant":{let l=je(s.value,r);a=new Array(o+1).fill(l);break}case"indicator":{let l=s.period!=null?je(s.period,r):void 0;if(s.indicator==="atr"){let c=[];for(let d=0;d<=o;d++){let m=n[d];c.push({o:m.o,h:m.h,l:m.l,c:m.c})}a=en(c,l);break}let u=Se(s.input,t,r,n,o,i).map((c,d)=>{if(c==null||!Q(c))throw new TypeError(`indicator input ${s.input} has non-finite value at ${d}`);return c});if(s.indicator==="sma")a=Wr(u,l);else if(s.indicator==="ema")a=tt(u,l);else if(s.indicator==="rsi")a=Zr(u,l);else if(s.indicator==="macd")a=Xr(u,{fastPeriod:je(s.fastPeriod,r),slowPeriod:je(s.slowPeriod,r),signalPeriod:je(s.signalPeriod,r)})[s.output];else if(s.indicator==="bollinger")a=Qr(u,{period:l,stdDev:je(s.stdDev,r)})[s.output];else throw new Error(`unsupported indicator ${s.indicator}`);break}case"compare":{let l=Se(s.left,t,r,n,o,i),f=Se(s.right,t,r,n,o,i);a=new Array(o+1);for(let u=0;u<=o;u++){let c=l[u],d=f[u];if(c==null||d==null||!Q(c)||!Q(d)){a[u]=!1;continue}switch(s.op){case"gt":a[u]=c>d;break;case"gte":a[u]=c>=d;break;case"lt":a[u]=c<d;break;case"lte":a[u]=c<=d;break;case"eq":a[u]=c===d;break;default:a[u]=!1}}break}case"logic":{let l=s.inputs.map(f=>Se(f,t,r,n,o,i));a=new Array(o+1);for(let f=0;f<=o;f++)if(s.op==="not"){let u=l[0][f];a[f]=u===!0?!1:u===!1}else if(s.op==="and"){let u=!0;for(let c of l)if(c[f]!==!0){u=!1;break}a[f]=u}else if(s.op==="or"){let u=!1;for(let c of l)if(c[f]===!0){u=!0;break}a[f]=u}else a[f]=!1;break}case"cross":{let l=Se(s.left,t,r,n,o,i),f=Se(s.right,t,r,n,o,i);a=new Array(o+1),a[0]=!1;for(let u=1;u<=o;u++){let c=l[u-1],d=f[u-1],m=l[u],p=f[u];if(c==null||d==null||m==null||p==null||!Q(c)||!Q(d)||!Q(m)||!Q(p)){a[u]=!1;continue}s.direction==="above"?a[u]=c<=d&&m>p:a[u]=c>=d&&m<p}break}default:throw new Error(`unknown node type ${s.type}`)}return i.set(e,a),a}function X(e,t={}){let r=Z(e);t&&Object.keys(t).length&&(r=qe(r,t));let n=new Map(r.nodes.map(m=>[m.id,m])),o=Object.freeze(ds(r.nodes)),i=r.parameters,s=new Set(r.nodes.filter(m=>m.type==="input").map(m=>m.field));if(r.nodes.some(m=>m.type==="indicator"&&m.indicator==="atr"))for(let m of["open","high","low","close"])s.add(m);let a=Object.freeze([...s].sort()),l=$e(r);function f(m,p){let w={};for(let k of o){let v=m.get(k);w[k]=v[p]}let x=k=>k!=null&&w[k]===!0;return{values:w,signals:{entryLong:x(r.rules.entryLong),entryShort:x(r.rules.entryShort),exitLong:x(r.rules.exitLong),exitShort:x(r.rules.exitShort)}}}function u(m,p){ps(m,p,r.market.interval);let w=new Map;for(let x of o)Se(x,n,i,m,p,w);return w}function c(m,p){return f(u(m,p),p)}function d(m){if(!Array.isArray(m)||m.length===0)throw new TypeError("bars must be a non-empty array");let p=m.length-1,w=u(m,p);return Object.freeze(m.map((x,k)=>Object.freeze(f(w,k))))}return Object.freeze({strategy:r,strategyHash:l,compilerVersion:Ce,compilerHash:xe,requiredSeries:a,nodeOrder:o,evaluate:c,evaluateAll:d})}var Ce,xe,us,fs,ke=K(()=>{Ee();tn();nn();Ce=Dt,xe=rn,us=Object.freeze({open:"o",high:"h",low:"l",close:"c",volume:"v",fundingRate:"fundingRate",openInterest:"openInterest",premium:"premium",oiDelta:"oiDelta",bookImbalance:"bookImbalance"}),fs=Object.freeze({"1m":6e4,"3m":18e4,"5m":3e5,"15m":9e5,"30m":18e5,"1h":36e5,"2h":72e5,"4h":144e5,"8h":288e5,"12h":432e5,"1d":864e5})});import{createHash as ms}from"node:crypto";function ys(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function se(e){return typeof e=="number"&&Number.isFinite(e)}function Bt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)Bt(t);return Object.freeze(e)}for(let t of Object.keys(e))Bt(e[t]);return Object.freeze(e)}function rt(e){if(Array.isArray(e))return e.map(rt);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=rt(e[r]);return t}return e}function zt(e,t="result"){if(typeof e=="number"){if(!Number.isFinite(e))throw new Error(`non-finite backtest result at ${t}`);return}if(!(e==null||typeof e!="object")){if(Array.isArray(e)){e.forEach((r,n)=>zt(r,`${t}[${n}]`));return}for(let[r,n]of Object.entries(e))zt(n,`${t}.${r}`)}}function sn(e){if(!Array.isArray(e)||e.length===0)throw new TypeError("bars must be a non-empty array");let t=null;for(let r=0;r<e.length;r++){let n=e[r];if(n==null||typeof n!="object"||Array.isArray(n))throw new TypeError(`bars[${r}] must be an object`);let{t:o,o:i,h:s,l:a,c:l,v:f}=n;if(!se(o))throw new TypeError(`bars[${r}].t must be finite`);for(let[u,c]of[["o",i],["h",s],["l",a],["c",l],["v",f]])if(!se(c))throw new TypeError(`bars[${r}].${u} must be a finite number`);for(let[u,c]of[["o",i],["h",s],["l",a],["c",l]])if(!(c>0))throw new TypeError(`bars[${r}].${u} price must be positive`);if(f<0)throw new TypeError(`bars[${r}].v volume must be non-negative`);if(s<Math.max(i,l,a))throw new TypeError(`bars[${r}] high must be >= max(open, close, low)`);if(a>Math.min(i,l,s))throw new TypeError(`bars[${r}] low must be <= min(open, close, high)`);if(t!=null&&!(o>t))throw new TypeError("bars t must be strictly increasing");if(t=o,"fundingRate"in n&&n.fundingRate!=null&&!se(n.fundingRate))throw new TypeError(`bars[${r}].fundingRate must be finite when present`);if("fundingPaymentRate"in n&&n.fundingPaymentRate!=null&&!se(n.fundingPaymentRate))throw new TypeError(`bars[${r}].fundingPaymentRate must be finite when present`);if("openInterest"in n&&n.openInterest!=null&&!se(n.openInterest))throw new TypeError(`bars[${r}].openInterest must be finite when present`)}}function He(e){if(!Array.isArray(e))throw new TypeError("bars must be an array");return e.length>0&&sn(e),ms("sha256").update(JSON.stringify(rt(e)),"utf8").digest("hex")}function ws(e){if(e==null&&(e={}),!ys(e))throw new TypeError("options must be a plain object");let t={...hs},r=new Set(["initialEquityUsd","takerFeeBps","builderFeeBps","slippageBps","latencyBars","maxVolumeParticipationPct","nowMs"]);for(let n of Object.keys(e))if(!r.has(n))throw new TypeError(`unknown option "${n}"`);if("initialEquityUsd"in e){if(!se(e.initialEquityUsd)||e.initialEquityUsd<=0)throw new TypeError("initialEquityUsd must be a positive finite number");t.initialEquityUsd=e.initialEquityUsd}for(let n of["takerFeeBps","builderFeeBps","slippageBps"])if(n in e){let o=e[n];if(!se(o)||o<0)throw new TypeError(`${n} must be a finite number >= 0`);if(n==="slippageBps"?o>=1e4:o>1e4)throw new TypeError(`${n} exceeds its safe basis-point bound`);t[n]=o}if("latencyBars"in e){let n=e.latencyBars;if(!Number.isInteger(n)||n<1)throw new TypeError("latencyBars must be an integer >= 1");t.latencyBars=n}if("maxVolumeParticipationPct"in e){let n=e.maxVolumeParticipationPct;if(!se(n)||n<=0||n>100)throw new TypeError("maxVolumeParticipationPct must be in (0,100]");t.maxVolumeParticipationPct=n}if("nowMs"in e){if(!Number.isInteger(e.nowMs))throw new TypeError("nowMs must be an integer epoch milliseconds");t.nowMs=e.nowMs}return t}function nt(e){return e/1e4}function gs(e,t,r){let n=nt(r);return t==="long"?e*(1+n):e*(1-n)}function bs(e,t,r){let n=nt(r);return t==="long"?e*(1-n):e*(1+n)}function on(e,t,r){let n=Math.abs(e)*nt(t),o=Math.abs(e)*nt(r);return{taker:n,builder:o,total:n+o}}function Es(e,t){let r=e*(t.positionSizePct/100)*t.maxLeverage;return Math.min(r,t.maxNotionalUsd)}function xs(e,t,r){let n=r/100;return t==="long"?e*(1-n):e*(1+n)}function ks(e,t,r){let n=r/100;return t==="long"?e*(1+n):e*(1-n)}function Ss(e,t,r,n){if(!(r>0))return t==="long"?0:Number.POSITIVE_INFINITY;let o=Math.min(.99,1/(2*r)+n/1e4);return t==="long"?e*(1-1/r)/(1-o):e*(1+1/r)/(1+o)}function Os(e,t,r){return t==="long"?e.l<=r:e.h>=r}function Ps(e,t,r){return t==="long"?e.h>=r:e.l<=r}function As(e,t,r){return t==="long"?e.l<=r:e.h>=r}function Be(e,t){for(let r of e.requiredSeries)if(Ts.includes(r)&&!t.every(n=>se(n?.[r])))throw new Error(`strategy required series is absent: ${r}`)}function $s(e){if(e.length<3)return 0;let t=[];for(let s=1;s<e.length;s++){let a=e[s-1].equity,l=e[s].equity;a>0&&t.push((l-a)/a)}if(t.length<2)return 0;let r=0;for(let s of t)r+=s;let n=r/t.length,o=0;for(let s of t)o+=(s-n)**2;let i=Math.sqrt(o/(t.length-1));return i>0?n/i:0}function _s(e){let t=-1/0,r=0;for(let n of e){let o=n.equity;if(o>t&&(t=o),t>0){let i=(t-o)/t*100;i>r&&(r=i)}}return r}function pe(e,t,r={}){let n=ws(r);sn(t);let o=He(t);n.nowMs!==void 0&&Z(e,{nowMs:n.nowMs});let i=X(e);if(Be(i,t),n.nowMs!==void 0&&i.strategy.risk.expiresAt<=n.nowMs)throw new Error("strategy is expired: risk.expiresAt must be strictly greater than nowMs");let s=i.strategy.risk,a=i.evaluateAll(t),l=n.latencyBars,f=n.slippageBps,u=n.takerFeeBps,c=n.builderFeeBps,d=n.initialEquityUsd,m=0,p=0,w=0,x=0,k=0,v=[],S=[],E=[],R=[],T=[],h=null,M=0,U=null,Y=d,O=!1,y=0,$=0,I=[],C=new Array(t.length).fill(0);function L(b){I.push(b)}function j(b){let H=t[b].v*(n.maxVolumeParticipationPct/100);return Math.max(0,H-C[b])}function A(b){if(!h)return d;let H=h.side==="long"?(b-h.entryPrice)*h.qty:(h.entryPrice-b)*h.qty;return d+H}function N(b,H,P){let D=P.o,F=Es(d,s);if(!(F>0)||!(D>0))return;let B=gs(D,H,f),q=F/B,V=j(b),Me=B*V;if(q>V){E.push({kind:"entry",barIndex:b,time:P.t,side:H,requestedNotionalUsd:F,maxFillNotionalUsd:Me,reason:"volume_participation"});return}C[b]+=q;let ne=Math.abs(B-D)*q,ae=on(F,u,c);d-=ae.total,m+=ae.taker,p+=ae.builder,x+=ne,k+=F,h={lifecycleEpoch:++$,side:H,entryBarIndex:b,entryReferencePrice:D,entryPrice:B,qty:q,notionalUsd:F,stop:xs(B,H,s.stopLossPct),take:ks(B,H,s.takeProfitPct),liq:Ss(B,H,s.maxLeverage,u+c),entryFees:ae.taker,entryBuilderFees:ae.builder,entrySlippageUsd:ne,fundingAccrued:0}}function _(b,H,P,D){if(!h)return!1;let F=h.side,B=H,q=B;P!=="liquidation"&&D&&(q=bs(B,F,f));let V=h.qty,Me=V*q;if(P!=="liquidation"){let or=j(b),Rn=q*or;if(V>or)return E.push({kind:"exit",barIndex:b,time:t[b].t,side:F,requestedNotionalUsd:Me,maxFillNotionalUsd:Rn,reason:"volume_participation",triggerReason:P}),!1;C[b]+=V}let ne=on(Me,u,c),ae=P==="liquidation"?0:Math.abs(q-B)*V,Le,dt;F==="long"?(Le=(B-h.entryReferencePrice)*V,dt=(q-h.entryPrice)*V):(Le=(h.entryReferencePrice-B)*V,dt=(h.entryPrice-q)*V),d+=dt,d-=ne.total,m+=ne.taker,p+=ne.builder,x+=ae,k+=Me;let Nn={side:F,entryBarIndex:h.entryBarIndex,entryTime:t[h.entryBarIndex].t,entryPrice:h.entryPrice,exitBarIndex:b,exitTime:t[b].t,exitPrice:q,exitReason:P,qty:V,notionalUsd:h.notionalUsd,grossPnlUsd:Le,feesUsd:h.entryFees+ne.taker,builderFeesUsd:h.entryBuilderFees+ne.builder,fundingUsd:h.fundingAccrued,slippageUsd:h.entrySlippageUsd+ae,netPnlUsd:Le-(h.entryFees+ne.taker+h.entryBuilderFees+ne.builder)-h.fundingAccrued-(h.entrySlippageUsd+ae)};return v.push(Nn),P==="liquidation"&&S.push({barIndex:b,time:t[b].t,side:F,price:q,tradeIndex:v.length-1}),h=null,$+=1,y=b+1+(s.cooldownBars||0),!0}function G(b,H,P,D){let F=b+1;if(F>=t.length)return;I.some(q=>q.kind==="exit"&&q.side===H&&q.fillBar===F&&q.epoch===D)||L({kind:"exit",side:H,signalBar:b,fillBar:F,reason:P,epoch:D})}function te(b){let H=I.filter(P=>P.fillBar===b);for(let P=I.length-1;P>=0;P--)I[P].fillBar===b&&I.splice(P,1);H.sort((P,D)=>{let F=B=>B.kind==="exit"?0:1;return F(P)-F(D)});for(let P of H)if(P.kind==="exit"){if(!h||h.side!==P.side||h.lifecycleEpoch!==P.epoch)continue;let D=P.reason||"rule";_(b,t[b].o,D,!0)||G(b,P.side,D,P.epoch)}else if(P.kind==="entry"){if(h||P.epoch!==$||b<y)continue;N(b,P.side,t[b])}}function fe(b){if(!h)return;let H=t[b],P=H.fundingPaymentRate;if(P==null||!se(P)||P===0)return;let D=Math.abs(h.qty*H.c),F=P*D;h.side==="long"?(d-=F,h.fundingAccrued+=F,w+=F):(d+=F,h.fundingAccrued-=F,w-=F)}function Pe(b){if(!h)return;let H=t[b].o;(h.side==="long"?H<=h.liq:H>=h.liq)&&_(b,H,"liquidation",!1)}function Ve(b){if(!h)return;let H=t[b],P=h.side,D=As(H,P,h.liq),F=Os(H,P,h.stop),B=Ps(H,P,h.take),q=V=>P==="long"?Math.min(V,H.o):Math.max(V,H.o);if(D){_(b,q(h.liq),"liquidation",!1);return}if(F&&B){_(b,q(h.stop),"stop_loss",!0)||G(b,P,"stop_loss",h.lifecycleEpoch);return}if(F){_(b,q(h.stop),"stop_loss",!0)||G(b,P,"stop_loss",h.lifecycleEpoch);return}B&&(_(b,h.take,"take_profit",!0)||G(b,P,"take_profit",h.lifecycleEpoch))}for(let b=0;b<t.length;b++){let H=Math.floor(t[b].t/864e5);H!==U&&(U=H,Y=A(t[b].o),O=!1),Pe(b),te(b),Ve(b),fe(b),!O&&A(t[b].c)<=Y*(1-s.maxDailyLossPct/100)&&(O=!0,R.push({type:"daily_loss_limit",barIndex:b,time:t[b].t,message:"daily loss limit reached; new entries blocked for UTC day"}));let P=a[b].signals,D=b+l;if(h)(h.side==="long"&&P.exitLong===!0||h.side==="short"&&P.exitShort===!0)&&D<t.length&&(I.some(V=>V.kind==="exit"&&V.side===h.side&&V.fillBar===D&&V.epoch===h.lifecycleEpoch)||L({kind:"exit",side:h.side,signalBar:b,fillBar:D,reason:"rule",epoch:h.lifecycleEpoch}));else{let B=P.entryLong===!0,q=P.entryShort===!0;B&&q?R.push({type:"conflicting_entry_signals",barIndex:b,time:t[b].t,message:"conflicting entry signals; no position opened"}):!O&&(B||q)&&D<t.length&&b>=y&&L({kind:"entry",side:B?"long":"short",signalBar:b,fillBar:D,epoch:$})}let F=d;h&&(M+=1,F=A(t[b].c)),T.push({barIndex:b,time:t[b].t,equity:F,positionSide:h?h.side:null})}let Ke=null;if(h){let b=t.length-1;if(_(b,t[b].c,"end_of_data",!0))T[b]={barIndex:b,time:t[b].t,equity:d,positionSide:null};else{let P=A(t[b].c);Ke={side:h.side,entryBarIndex:h.entryBarIndex,entryTime:t[h.entryBarIndex].t,entryPrice:h.entryPrice,qty:h.qty,notionalUsd:h.notionalUsd,markPrice:t[b].c,markedEquityUsd:P},R.push({type:"open_position_at_end",barIndex:b,time:t[b].t,message:"end-of-data exit missed; position remains open and marked"})}}let Ae=(h?A(t[t.length-1].c):d)-n.initialEquityUsd,ye=Ae/n.initialEquityUsd*100,Ge=0,ct=0,lt=0;for(let b of v)b.netPnlUsd>0?(Ge+=1,ct+=b.netPnlUsd):b.netPnlUsd<0&&(lt+=-b.netPnlUsd);let ut=v.length,In=ut===0?0:Ge/ut,ft=0;lt>0?ft=ct/lt:ct>0&&(ft=1e12);let vn={netPnlUsd:Ae,netPnlPct:ye,maxDrawdownPct:_s(T),winRate:In,profitFactor:ft,tradeCount:ut,sharpe:$s(T),turnoverUsd:k,exposurePct:M/t.length*100},jn={initialEquityUsd:n.initialEquityUsd,takerFeeBps:n.takerFeeBps,builderFeeBps:n.builderFeeBps,slippageBps:n.slippageBps,latencyBars:n.latencyBars,maxVolumeParticipationPct:n.maxVolumeParticipationPct},nr={barsHash:o,strategyHash:i.strategyHash,compilerHash:xe,compilerVersion:Ce,config:jn,trades:v,equityCurve:T,metrics:vn,costs:{feesUsd:m,builderFeesUsd:p,fundingUsd:w,slippageUsd:x},liquidations:S,missedFills:E,openPositionAtEnd:Ke,flags:R};return zt(nr),Bt(rt(nr))}var hs,Ts,Qe=K(()=>{ke();Ee();hs=Object.freeze({initialEquityUsd:1e4,takerFeeBps:3.5,builderFeeBps:2,slippageBps:2,latencyBars:1,maxVolumeParticipationPct:100});Ts=Object.freeze(["fundingRate","openInterest","premium","oiDelta","bookImbalance"])});import{createHash as Is}from"node:crypto";function Fs(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function Jt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)Jt(t);return Object.freeze(e)}for(let t of Object.keys(e))Jt(e[t]);return Object.freeze(e)}function Cs(e){return String(e).trim().replace(/\s+/g," ")}function Us(e){let t=e.match(/\b(long|short)\b/i);return t?t[1].toLowerCase():null}function qs(e){for(let r of js)if(new RegExp(`\\b${r}\\b`,"i").test(e))return r;let t=e.match(/\b([A-Z][A-Z0-9]{1,11})\b/);return t?t[1]:null}function Ds(e){let t=e.match(/\bon\s+(1m|3m|5m|15m|30m|1h|2h|4h|8h|12h|1d)\b/i);if(!t)return"15m";let r=t[1].toLowerCase();return vs.has(r)?r:null}function Bs(e){let t={...Rs},r=e.match(/stop\s*loss\s*(\d+(?:\.\d+)?)\s*%?/i);r&&(t.stopLossPct=Number(r[1]));let n=e.match(/take\s*profit\s*(\d+(?:\.\d+)?)\s*%?/i);n&&(t.takeProfitPct=Number(n[1]));let o=e.match(/leverage\s*(\d+(?:\.\d+)?)/i);o&&(t.maxLeverage=Number(o[1]));let i=e.match(/position\s*size\s*(\d+(?:\.\d+)?)\s*%?/i);i&&(t.positionSizePct=Number(i[1]));let s=e.match(/max\s*notional\s*(?:usd\s*)?\$?\s*(\d+(?:\.\d+)?)/i);return s&&(t.maxNotionalUsd=Number(s[1])),t}function zs(e){return[/\bon\s+(?:1m|3m|5m|15m|30m|1h|2h|4h|8h|12h|1d)\b/gi,/\bstop\s*loss\s*\d+(?:\.\d+)?\s*%?/gi,/\btake\s*profit\s*\d+(?:\.\d+)?\s*%?/gi,/\bleverage\s*\d+(?:\.\d+)?/gi,/\bposition\s*size\s*\d+(?:\.\d+)?\s*%?/gi,/\bmax\s*notional\s*(?:usd\s*)?\$?\s*\d+(?:\.\d+)?/gi].some(r=>(e.match(r)??[]).length>1)}function Js(e){let t=Is("sha256").update(e,"utf8").digest("hex").slice(0,10),r=e.toLowerCase().replace(/[^a-z0-9]+/g,"-").replace(/^-+|-+$/g,"").slice(0,40),o=`${r.length?r:"draft"}-${t}`.replace(/[^a-z0-9._-]/g,"").slice(0,64);return/^[a-z0-9]/.test(o)?o:`d${o}`.slice(0,64)}function Vs(e){let t=e.match(/\bema\s*(\d+)\s*cross(?:es)?\s*(above|below)\s*ema\s*(\d+)\b/i);if(!t)return null;let r=Number(t[1]),n=t[2].toLowerCase(),o=Number(t[3]);if(!(r>0)||!(o>0)||r===o)return null;let i=/\b(exit\s+on\s+reverse|reverse\s+exit)\b/i.test(e);return{kind:"ema_cross",fast:r,slow:o,direction:n,reverse:i}}function Ks(e){let t=e.match(/\brsi\s*(\d+)\s*(above|below)\s*(-?\d+(?:\.\d+)?)/i);if(!t)return null;let r=Number(t[3]);return!Number.isFinite(r)||r<=0||r>=100?null:{kind:"rsi",period:Number(t[1]),op:t[2].toLowerCase(),threshold:r}}function Gs(e){let t=e.match(/\bfunding\s*rate\s*(above|below)\s*(-?\d+(?:\.\d+)?)(%?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return t[3]==="%"&&(r=r/100),{kind:"funding",op:t[1].toLowerCase(),threshold:r}}function Ys(e){let t=e.match(/\bopen\s*interest\s*(above|below)\s*(-?\d+(?:\.\d+)?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return!Number.isFinite(r)||r<0?null:{kind:"open_interest",op:t[1].toLowerCase(),threshold:r}}function Ws(e){let t=e.match(/\bpremium\s*(above|below)\s*(-?\d+(?:\.\d+)?)(%?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return Number.isFinite(r)?(t[3]==="%"&&(r=r/100),{kind:"premium",op:t[1].toLowerCase(),threshold:r}):null}function Zs(e){let t=e.match(/\boi\s*delta\s*(above|below)\s*(-?\d+(?:\.\d+)?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return Number.isFinite(r)?{kind:"oi_delta",op:t[1].toLowerCase(),threshold:r}:null}function Xs(e){let t=e.match(/\bbook\s*imbalance\s*(above|below)\s*(-?\d+(?:\.\d+)?)(?=\s|,|$)/i);if(!t)return null;let r=Number(t[2]);return!Number.isFinite(r)||r<-1||r>1?null:{kind:"book_imbalance",op:t[1].toLowerCase(),threshold:r}}function Qs(e,t){let r=e.replace(/^(long|short)\s+[A-Z][A-Z0-9]{1,11}\s+when\s+/i,"");if(r===e)return!1;t.kind==="ema_cross"?r=r.replace(/^ema\s*\d+\s*cross(?:es)?\s*(?:above|below)\s*ema\s*\d+\b/i,""):t.kind==="rsi"?r=r.replace(/^rsi\s*\d+\s*(?:above|below)\s*\d+(?:\.\d+)?\b/i,""):t.kind==="open_interest"?r=r.replace(/^open\s*interest\s*(?:above|below)\s*-?\d+(?:\.\d+)?(?=\s|,|$)/i,""):t.kind==="premium"?r=r.replace(/^premium\s*(?:above|below)\s*-?\d+(?:\.\d+)?%?(?=\s|,|$)/i,""):t.kind==="oi_delta"?r=r.replace(/^oi\s*delta\s*(?:above|below)\s*-?\d+(?:\.\d+)?(?=\s|,|$)/i,""):t.kind==="book_imbalance"?r=r.replace(/^book\s*imbalance\s*(?:above|below)\s*-?\d+(?:\.\d+)?(?=\s|,|$)/i,""):r=r.replace(/^funding\s*rate\s*(?:above|below)\s*-?\d+(?:\.\d+)?%?(?=\s|,|$)/i,"");let n=[/(?:,\s*)?\bon\s+(?:1m|3m|5m|15m|30m|1h|2h|4h|8h|12h|1d)\b/gi,/(?:,\s*)?\bstop\s*loss\s*\d+(?:\.\d+)?\s*%?/gi,/(?:,\s*)?\btake\s*profit\s*\d+(?:\.\d+)?\s*%?/gi,/(?:,\s*)?\bleverage\s*\d+(?:\.\d+)?/gi,/(?:,\s*)?\bposition\s*size\s*\d+(?:\.\d+)?\s*%?/gi,/(?:,\s*)?\bmax\s*notional\s*(?:usd\s*)?\$?\s*\d+(?:\.\d+)?/gi];t.kind==="ema_cross"&&n.push(/(?:,\s*)?\b(?:exit\s+on\s+reverse|reverse\s+exit)\b/gi);for(let o of n)r=r.replace(o,"");return r.replace(/[\s,;]+/g,"")===""}function an(e){let t=Math.max(2,Math.floor(e/2));return{value:e,min:Math.max(2,e-t),max:Math.min(500,e+t),step:1}}function ei({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"c",type:"input",field:"close"},{id:"emaLeft",type:"indicator",indicator:"ema",input:"c",period:{param:"ema_left_period"}},{id:"emaRight",type:"indicator",indicator:"ema",input:"c",period:{param:"ema_right_period"}},{id:"cross",type:"cross",direction:a.direction,left:"emaLeft",right:"emaRight"}],f={entryLong:null,entryShort:null,exitLong:null,exitShort:null};if(e==="long"?f.entryLong="cross":f.entryShort="cross",a.reverse){let u=a.direction==="above"?"below":"above";l.push({id:"crossRev",type:"cross",direction:u,left:"emaLeft",right:"emaRight"}),e==="long"?f.exitLong="crossRev":f.exitShort="crossRev"}return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{ema_left_period:an(a.fast),ema_right_period:an(a.slow)},nodes:l,rules:f,risk:{...n,expiresAt:o}}}function ti({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"c",type:"input",field:"close"},{id:"rsi",type:"indicator",indicator:"rsi",input:"c",period:a.period},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"rsi",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function ri({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"fr",type:"input",field:"fundingRate"},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"fr",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function ni({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let l=[{id:"oi",type:"input",field:"openInterest"},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"oi",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:l,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function si({side:e,coin:t,interval:r,risk:n,expiresAt:o,id:i,name:s,spec:a}){let f=[{id:"sig_input",type:"input",field:oi[a.kind]},{id:"thr",type:"constant",value:a.threshold},{id:"sig",type:"compare",op:a.op==="above"?"gt":"lt",left:"sig_input",right:"thr"}];return{version:1,id:i,name:s,venue:"hyperliquid",market:{coin:t,interval:r},parameters:{},nodes:f,rules:{entryLong:e==="long"?"sig":null,entryShort:e==="short"?"sig":null,exitLong:null,exitShort:null},risk:{...n,expiresAt:o}}}function cn(e,t={}){if(typeof e!="string")throw new W("prompt must be a string");if(e.length>1e3)throw new W("prompt length must be <= 1000");if(!Fs(t))throw new W("options must be a plain object");if(!Number.isInteger(t.nowMs))throw new W("options.nowMs is required integer epoch ms");let r=t.nowMs,n=Hs;if("expiresInMs"in t){if(!Number.isInteger(t.expiresInMs))throw new W("expiresInMs must be an integer");if(n=t.expiresInMs,n<Ms||n>Ls)throw new W("expiresInMs must be between 1h and 30d")}if(Ns.test(e))throw new W(`prompt appears to contain secrets and is rejected. ${Ne}`);let o=Cs(e);if(!o)throw new W(`empty prompt. ${Ne}`);if(zs(o))throw new W(`duplicate interval or risk clause. ${Ne}`);let i=Us(o),s=qs(o),a=Ds(o);if(!i||!s||!a)throw new W(`could not parse side/coin/interval. ${Ne}`);let l=Bs(o);if(!(l.maxLeverage>0)||l.maxLeverage>50)throw new W("leverage out of range");if(!(l.positionSizePct>0)||l.positionSizePct>100)throw new W("position size out of range");let f=r+n,u=Js(o),c=`Draft ${s} ${i}`.slice(0,100),d=Vs(o),m=Ks(o),p=Gs(o),w=Ys(o),x=Ws(o),k=Zs(o),v=Xs(o),S=[d,m,p,w,x,k,v].filter(Boolean);if(S.length!==1)throw new W(`unsupported or ambiguous prompt. ${Ne}`);if(!Qs(o,S[0]))throw new W(`unsupported or ambiguous prompt. ${Ne}`);let E,R=S[0],T={side:i,coin:s,interval:a,risk:l,expiresAt:f,id:u,name:c,spec:R};R.kind==="ema_cross"?E=ei(T):R.kind==="rsi"?E=ti(T):R.kind==="open_interest"?E=ni(T):R.kind==="funding"?E=ri(T):E=si(T);let h=qt(E,{nowMs:r});if(!h.ok)throw new W(`draft failed validation: ${h.errors.map(M=>M.message).join("; ")}`);return Jt(Z(E,{nowMs:r}))}var W,vs,js,Ns,Ne,Rs,Ms,Ls,Hs,oi,ln=K(()=>{Ee();W=class extends Error{constructor(t){super(t),this.name="StrategyDraftError"}},vs=new Set(["1m","3m","5m","15m","30m","1h","2h","4h","8h","12h","1d"]),js=new Set(["BTC","ETH","SOL","HYPE"]),Ns=/\b(mnemonic|private\s*key|privkey|seed\s*phrase|seed\b|api[_-]?key|secret\s*key|wallet\s*key|passphrase)\b/i,Ne="Supported grammar: (1) EMA cross: <long|short> <COIN> when EMA <n> crosses <above|below> EMA <m> [on <interval>] [, exit on reverse] [, risk knobs]; (2) RSI: <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]; (4) open interest: <long|short> <COIN> when open interest <above|below> <non-negative number> [on <interval>] [, risk knobs]; (5) premium: <long|short> <COIN> when premium <above|below> <decimal|percent%> [on <interval>] [, risk knobs]; (6) oi delta: <long|short> <COIN> when oi delta <above|below> <number> [on <interval>] [, risk knobs]; (7) book imbalance: <long|short> <COIN> when book imbalance <above|below> <-1..1> [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.",Rs=Object.freeze({maxLeverage:1,maxNotionalUsd:100,positionSizePct:5,stopLossPct:2,takeProfitPct:4,cooldownBars:1,maxDailyLossPct:3}),Ms=36e5,Ls=30*864e5,Hs=864e5;oi=Object.freeze({funding:"fundingRate",open_interest:"openInterest",premium:"premium",oi_delta:"oiDelta",book_imbalance:"bookImbalance"})});import{createHash as ii}from"node:crypto";function dn(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 pn(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function Kt(e){if(e==null||typeof e!="object"||Object.isFrozen(e))return e;if(Array.isArray(e)){for(let t of e)Kt(t);return Object.freeze(e)}for(let t of Object.keys(e))Kt(e[t]);return Object.freeze(e)}function ze(e){if(Array.isArray(e))return e.map(ze);if(e!=null&&typeof e=="object"){let t={};for(let r of Object.keys(e).sort())t[r]=ze(e[r]);return t}return e}function ot(e){return JSON.stringify(ze(e))}function ai(e){let{min:t,max:r,step:n}=e;if(!(n>0)||t>r)return[];let o=[],i=Math.floor((r-t)/n+1e-9);for(let a=0;a<=i;a++){let l=t+a*n;if(l>r+1e-9)break;let f=Math.abs(l-Math.round(l))<1e-9?Math.round(l):Number(l.toPrecision(12));f<t-1e-9||f>r+1e-9||o.push(f)}if(o.length===0)return[];let s=o[o.length-1];if(Math.abs(s-r)>1e-9){let a=(r-t)/n;Math.abs(a-Math.round(a))<=1e-9&&o.push(r)}return o}function ci(e,t){if(e.length===0)return[];let r=[{}];for(let n of e){let o=t[n],i=[];for(let s of r)for(let a of o)i.push({...s,[n]:a});r=i}return r.sort((n,o)=>{let i=ot(n),s=ot(o);return i<s?-1:i>s?1:0}),r}function Vt(e,t,r,n,o){let i=0;if(e==="maxDrawdownPct"){if(i=t.maxDrawdownPct-n.maxDrawdownPct,i!==0)return i<0}else if(i=t[e]-n[e],i!==0)return i>0;let s=ot(r),a=ot(o);return s<a}function mn(e,t,r={}){if(!pn(r))throw new TypeError("options must be a plain object");for(let E of Object.keys(r))if(dn(E))throw new TypeError(`options must not include holdout/test/oos key "${E}"`);let n=new Set(["maxTrials","objective","backtestOptions"]);for(let E of Object.keys(r))if(!n.has(E))throw new TypeError(`unknown option "${E}"`);let o=64;if("maxTrials"in r){let E=r.maxTrials;if(!Number.isInteger(E)||E<1||E>un)throw new TypeError(`maxTrials must be an integer 1..${un}`);o=E}let i=r.objective??"netPnlUsd";if(!fn.has(i))throw new TypeError(`objective must be one of ${[...fn].join("|")}`);let s=r.backtestOptions??{};if(!pn(s))throw new TypeError("backtestOptions must be a plain object");for(let E of Object.keys(s))if(dn(E))throw new TypeError(`backtestOptions must not include holdout/test/oos key "${E}"`);let a=Z(e),l=Object.keys(a.parameters).sort();if(l.length===0)throw new Error("optimizeStrategy requires at least one declared parameter");let f={},u=1;for(let E of l){let R=ai(a.parameters[E]);if(R.length===0)throw new Error(`parameter "${E}" produces an empty grid`);f[E]=R,u*=R.length}let c=ci(l,f);if(c.length===0)throw new Error("parameter grid is empty");let d=c.slice(0,o),m=[],p=null,w=null;for(let E of d){let R=qe(a,E),T=pe(R,t,s);w==null&&(w=T.config);let h={netPnlUsd:T.metrics.netPnlUsd,netPnlPct:T.metrics.netPnlPct,maxDrawdownPct:T.metrics.maxDrawdownPct,winRate:T.metrics.winRate,profitFactor:T.metrics.profitFactor,tradeCount:T.metrics.tradeCount,sharpe:T.metrics.sharpe,turnoverUsd:T.metrics.turnoverUsd},M={parameters:{...E},metrics:h};m.push(M),(!p||Vt(i,h,E,p.metrics,p.parameters))&&(p=M)}m.sort((E,R)=>Vt(i,E.metrics,E.parameters,R.metrics,R.parameters)?-1:Vt(i,R.metrics,R.parameters,E.metrics,E.parameters)?1:0);let x={...p.parameters},k=qe(a,x),v={strategyHash:$e(a),compilerHash:xe,trainBarsHash:He(t),backtestConfig:w,objective:i,maxTrials:o,trialsRun:m.length,candidates:m,bestParameters:x,bestStrategy:k},S={id:ii("sha256").update(JSON.stringify(ze(v)),"utf8").digest("hex"),...v};return Kt(ze(JSON.parse(JSON.stringify(S))))}var un,fn,hn=K(()=>{ke();Ee();Qe();un=256,fn=new Set(["netPnlUsd","profitFactor","sharpe","maxDrawdownPct"])});import ue from"node:fs";import st from"node:path";function it(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function ie(e){return e==null?e:JSON.parse(JSON.stringify(e))}function ui(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function Re(e,t="record"){if(Array.isArray(e)){e.forEach((r,n)=>Re(r,`${t}[${n}]`));return}if(it(e))for(let[r,n]of Object.entries(e)){let o=ui(r);if(li.some(i=>o.includes(i)))throw new Error(`shadow-store: forbidden secret-like field at ${t}.${r}`);Re(n,`${t}.${r}`)}}function fi(e){if(typeof e!="string"||!e||!st.isAbsolute(e))throw new Error("shadow-store: path must be an absolute path")}function yn(e){let t;try{t=ue.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 di(){return{version:Yt,runners:[]}}function wn(e,t){let r;try{r=JSON.parse(e)}catch{throw new Error("shadow-store: malformed JSON")}if(!it(r))throw new Error("shadow-store: malformed JSON root");if(r.version!==Yt)throw new Error(`shadow-store: unsupported version ${r.version}`);if(!Array.isArray(r.runners))throw new Error("shadow-store: runners must be an array");return Re(r,st.basename(t)),{version:Yt,runners:r.runners.map(n=>ie(n))}}function gn(e,t){Re(t,"store");let r=st.dirname(e);ue.mkdirSync(r,{recursive:!0,mode:448});let n=st.join(r,`.shadow-store.${process.pid}.${Date.now()}.tmp`),o=`${JSON.stringify(t)}
+`;try{ue.writeFileSync(n,o,{mode:384,flag:"wx"}),ue.renameSync(n,e);try{ue.chmodSync(e,384)}catch{}}catch(i){try{ue.unlinkSync(n)}catch{}throw i}}function bn(e={}){let t=e.path;if(fi(t),yn(t),ue.existsSync(t)?wn(ue.readFileSync(t,"utf8"),t):gn(t,di()),Gt.has(t))return Gt.get(t);let r=!1,n=[];function o(){if(r)return;let p=n.shift();if(p){r=!0;try{let w=p.fn();r=!1,p.resolve(w),o()}catch(w){r=!1,p.reject(w),o()}}}function i(p){if(!r&&n.length===0){r=!0;try{return p()}finally{r=!1,queueMicrotask(o)}}return new Promise((w,x)=>{n.push({fn:p,resolve:w,reject:x}),queueMicrotask(o)})}function s(){return yn(t),wn(ue.readFileSync(t,"utf8"),t)}function a(p){gn(t,p)}function l(p){if(!it(p)||typeof p.id!="string"||!p.id)throw new Error("shadow-store: create requires record with string id");Re(p,"record");let w=s();if(w.runners.some(k=>k.id===p.id))throw new Error(`shadow-store: runner id already exists: ${p.id}`);let x=ie(p);return w.runners.push(x),a(w),ie(x)}function f(p){let w=s().runners.find(x=>x.id===p);return w?ie(w):null}function u(){return s().runners.map(p=>ie(p))}function c(p,w){if(typeof w!="function")throw new Error("shadow-store: updater must be a function");let x=s(),k=x.runners.findIndex(E=>E.id===p);if(k<0)throw new Error(`shadow-store: runner not found: ${p}`);let v=ie(x.runners[k]),S=w(v);if(!it(S)||S.id!==p)throw new Error("shadow-store: updater must return record with same id");return Re(S,"record"),x.runners[k]=ie(S),a(x),ie(x.runners[k])}function d(p){let w=s(),x=w.runners.findIndex(v=>v.id===p);if(x<0)throw new Error(`shadow-store: runner not found: ${p}`);let k=ie(w.runners[x]);return k.status!=="stopped"&&(k.status="stopped",w.runners[x]=k,a(w)),ie(w.runners[x])}let m={create(p){return i(()=>l(p))},get(p){return f(p)},list(){return u()},update(p,w){return i(()=>c(p,w))},stop(p){return i(()=>d(p))}};return Gt.set(t,m),m}var Yt,li,Gt,En=K(()=>{Yt=1,li=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"];Gt=new Map});import{createHash as Xt}from"node:crypto";function Wt(e){return e==null?e:JSON.parse(JSON.stringify(e))}function Zt(e){return Array.isArray(e)?e.map(Zt):e&&typeof e=="object"?Object.fromEntries(Object.keys(e).sort().map(t=>[t,Zt(e[t])])):e}function kn(e){if(!e||typeof e!="object"||Array.isArray(e))throw new TypeError("shadow-runner: record must be an object");return Xt("sha256").update(JSON.stringify(Zt(e))).digest("hex")}function pi(e,t,r,n,o){return Xt("sha256").update(`${e}|${t}|${r}|${n}|${o}`).digest("hex")}function mi(e,t,r,n){return Xt("sha256").update(`shadow|${e}|${t}|${r}|${n??""}`).digest("hex")}function hi(e){return e==="entryLong"||e==="exitShort"?"buy":e==="entryShort"||e==="exitLong"?"sell":e}function xn(e){return e==="entryLong"||e==="entryShort"}function Qt({storePath:e,clock:t=Date.now}={}){if(typeof e!="string"||!e)throw new Error("shadow-runner: storePath required");let r=bn({path:e});function n({strategy:l,evidenceId:f=null}={}){let u=X(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,v)=>k.createdAt-v.createdAt||k.id.localeCompare(v.id))[0];if(d)return Wt(d);let m=t(),p=mi(m,u.strategyHash,u.compilerHash,c),w=r.get(p);if(w)return Wt(w);let x={id:p,strategy:Wt(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(x)}function o(l){return r.get(l)}function i(){return r.list()}function s(l){return r.stop(l)}function a(l,f,{markoutHorizons:u=[1,4,12]}={}){if(!Array.isArray(f))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(f.length===0)return c;let m=X(c.strategy).evaluateAll(f),p=new Map;for(let y=0;y<f.length;y++)p.set(f[y].t,y);let w=c.cursor,x=[];for(let y=0;y<f.length;y++){let $=f[y].t;(w==null||$>w)&&x.push(y)}if(x.length===0)return c;let k=new Map(c.intendedOrders.map(y=>[y.id,y])),v=new Set(c.fills.map(y=>y.orderId)),S=new Map(c.missedFills.map(y=>[y.orderId,y])),E=(y,$)=>`${y}|${$}`,R=new Map(c.markouts.map(y=>[E(y.orderId,y.horizon),y])),T=c.position?{...c.position}:null,h=Number.isInteger(c.cooldownBarsRemaining)?Math.max(0,c.cooldownBarsRemaining):0,M=Number.isFinite(c.cooldownStartT)?c.cooldownStartT:null;function U({action:y,signalBarT:$,signalIndex:I}){let C=hi(y),L=pi(c.id,c.strategyHash,$,C,y);if(k.has(L))return k.get(L);let j=I+1,A=j<f.length,N={id:L,action:y,type:y,side:C,signalBarT:$,fillBarT:A?f[j].t:null,status:A?"open":"missed"};return k.set(L,N),c.intendedOrders.push(N),N}function Y(y,$,I){if(v.has(y.id))return;let C={orderId:y.id,action:xn(y.action)?"entry":"exit",side:y.side,price:$.o,barT:$.t,signalBarT:y.signalBarT,barIndex:I};if(c.fills.push(C),v.add(y.id),y.status="filled",y.fillBarT=$.t,S.has(y.id)&&(S.delete(y.id),c.missedFills=c.missedFills.filter(L=>L.orderId!==y.id)),xn(y.action)){T={side:y.action==="entryLong"?"long":"short",entryOrderId:y.id,entryBarT:$.t,entryPrice:$.o,entryBarIndex:I};for(let L of u){let j=E(y.id,L);if(R.has(j))continue;let A={orderId:y.id,horizon:L,entryBarT:$.t,entryPrice:$.o,side:T.side,status:"pending",close:null,barT:null};R.set(j,A),c.markouts.push(A)}}else T=null,h=Number(c.strategy?.risk?.cooldownBars)||0,M=$.t}function O(y){if(v.has(y.id)||S.has(y.id))return;let $={orderId:y.id,action:y.action,side:y.side,signalBarT:y.signalBarT,status:"missed"};S.set(y.id,$),c.missedFills.push($),y.status="missed"}for(let y of c.intendedOrders){if(y.status==="filled"||v.has(y.id))continue;let $=p.get(y.signalBarT);if($==null)continue;let I=$+1;I<f.length&&(w==null||f[I].t>w)&&Y(y,f[I],I)}for(let y of x){let $=f[y],I=m[y].signals,C=T,L=A=>{if(T||h>0&&(M==null||$.t>=M))return;let _=U({action:A,signalBarT:$.t,signalIndex:y}),G=y+1;G<f.length?Y(_,f[G],G):O(_)},j=A=>{if(!T||T.side==="long"&&A!=="exitLong"||T.side==="short"&&A!=="exitShort")return;let N=U({action:A,signalBarT:$.t,signalIndex:y}),_=y+1;_<f.length?Y(N,f[_],_):O(N)};C?(I.exitLong&&j("exitLong"),I.exitShort&&j("exitShort")):I.entryLong&&I.entryShort||(I.entryLong&&L("entryLong"),I.entryShort&&L("entryShort")),h>0&&M!=null&&$.t>=M&&(h-=1,h===0&&(M=null)),c.cursor=$.t,c.lastProcessedBarIndex=y}for(let y of c.markouts){if(y.status!=="pending")continue;let $=c.fills.find(L=>L.orderId===y.orderId&&L.action==="entry");if(!$)continue;let I=p.get($.barT);if(I==null)continue;let C=I+y.horizon;if(C<f.length){y.close=f[C].c,y.barT=f[C].t,y.status="filled";let L=y.entryPrice;y.markout=y.side==="long"?(y.close-L)/L:(L-y.close)/L}}return c.position=T,c.cooldownBarsRemaining=h,c.cooldownStartT=M,c.updatedAt=t(),c})}return{start:n,step:a,list:i,get:o,stop:s}}var Sn=K(()=>{ke();En()});var An={};Ln(An,{runStrategyOperation:()=>Si});import yi from"node:os";import wi from"node:path";function Je(e){return e!=null&&typeof e=="object"&&!Array.isArray(e)}function bi(e){return String(e).toLowerCase().replace(/[^a-z0-9]/g,"")}function tr(e){if(Array.isArray(e)){for(let t of e)tr(t);return}if(Je(e))for(let[t,r]of Object.entries(e)){if(gi.some(n=>bi(t).includes(n)))throw new Error(`strategy service: secret-like field "${t}" is forbidden`);tr(r)}}function Ei(e){if(!Je(e))throw new TypeError("strategy input must be a plain object");return tr(e),e}function xi(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 er(e,t,r,n){if(Array.isArray(t.bars))return t.bars;let o=Nt(e.venue),i=r.fetchBars??o.fetchBars;if(typeof i!="function")throw new Error(`strategy venue ${o.id} does not support history`);r.signal?.throwIfAborted?.();let s=await i({coin:e.market.coin,interval:e.market.interval,count:t.count??1500,endTime:t.endTime??n},{signal:r.signal});r.signal?.throwIfAborted?.();let a=Array.isArray(s)?s:s?.bars;if(!Array.isArray(a))throw new Error("strategy history provider returned no bars");return a}function rr(e,t){let r=e.backtestOptions??{};if(!Je(r))throw new TypeError("backtestOptions must be a plain object");return{...r,nowMs:t}}function On(e,t,r,n,o={}){let i=e.evidenceOptions??{};if(!Je(i))throw new TypeError("evidenceOptions must be a plain object");return{...i,...o,strategy:t,bars:r,backtestOptions:rr(e,n)}}function Pn(){return wi.join(yi.homedir(),".oracle","strategy-shadow.json")}function ki(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 Si(e,t={},r={}){r.signal?.throwIfAborted?.();let n=Ei(t),o=xi(n,r);if(e==="draft")return{strategy:cn(n.prompt,{nowMs:o})};if(e==="validate"){let i=X(n.strategy);if(i.strategy.risk.expiresAt<=o)throw new Error("strategy is expired");return{valid:!0,strategy:i.strategy,strategyHash:i.strategyHash,compilerHash:i.compilerHash,compilerVersion:i.compilerVersion,requiredSeries:i.requiredSeries}}if(e==="backtest"||e==="evidence"){let i=X(n.strategy),s=await er(i.strategy,n,r,o);Be(i,s);let a=Tt(On(n,i.strategy,s,o));return e==="evidence"?a:{backtest:pe(i.strategy,s,rr(n,o)),evidence:a}}if(e==="optimize"){let i=X(n.strategy),s=await er(i.strategy,n,r,o);Be(i,s);let a=n.trainFraction,l=n.evidenceOptions?.trainFraction;if(a!=null&&l!=null&&a!==l)throw new TypeError("conflicting trainFraction controls are forbidden");let f=a??l??.7;if(typeof f!="number"||f<=0||f>=1)throw new TypeError("trainFraction must be in (0,1)");let u=s.slice(0,Math.floor(s.length*f)),c=n.options??{};if(!Je(c))throw new TypeError("options must be a plain object");let d=mn(i.strategy,u,{...c,...n.maxTrials==null?{}:{maxTrials:n.maxTrials},backtestOptions:rr(n,o)}),m=d.bestStrategy;return{strategy:m,optimization:d,evidence:Tt(On(n,m,s,o,{trainFraction:f}))}}if(e==="shadow"){let i=Qt({storePath:r.storePath??Pn(),clock:()=>o}),s=n.action;if(s==="start")return await i.start({strategy:n.strategy,evidenceId:n.evidenceId??n.evidence?.id??null});if(s==="list")return await i.list();if(s==="get")return await i.get(n.id);if(s==="stop")return await i.stop(n.id);if(s==="step"){let a=await i.get(n.id);if(!a)throw new Error(`shadow runner not found: ${n.id}`);let l=await er(a.strategy,n,r,o);return Be(X(a.strategy),l),await i.step(n.id,l,n.stepOptions??{})}throw new Error(`unknown shadow action: ${s}`)}if(e==="prepare"){let i=X(n.strategy),s=Nt(i.strategy.venue);if(typeof n.shadowId!="string"||!n.shadowId)throw new Error("strategy prepare requires a matching shadow runner id");let l=await Qt({storePath:r.storePath??Pn(),clock:()=>o}).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!==i.strategyHash||l.compilerHash!==i.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 f=n.caps??ki(i.strategy,o);return s.prepareIntent({strategy:i.strategy,evidence:n.evidence,shadow:{id:l.id,stateHash:kn(l),status:l.status,cursor:l.cursor,updatedAt:l.updatedAt},caps:f,nowMs:o,env:r.env??process.env})}throw new Error(`unknown strategy operation: ${e}`)}var gi,Tn=K(()=>{Qe();ke();$t();ln();hn();Sn();Rt();gi=["privatekey","secretkey","seed","mnemonic","passphrase","password","keystore","keymaterial","apikey","authtoken","accesstoken","refreshtoken","credential","bearer","signature","authorization","xprv","xpriv","wif"]});import $n from"node:fs";function Oi(e){let t={},r=[];for(let n=0;n<e.length;n++){let o=e[n];if(!o.startsWith("--")){r.push(o);continue}let i=o.slice(2),s=e[n+1];s!=null&&!s.startsWith("--")?(t[i]=s,n++):t[i]=!0}return{flags:t,positional:r}}function Oe(e,t){if(!e)throw new Error(`${t} path required`);let r=e==="-"?$n.readFileSync(0,"utf8"):$n.readFileSync(e,"utf8");try{return JSON.parse(r)}catch{throw new Error(`${t} must contain valid JSON`)}}function _n(e,t){if(e==null)return;let r=Number(e);if(!Number.isFinite(r))throw new Error(`${t} must be a finite number`);return r}var Pi=`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 $n=Object.defineProperty;var V=(e,t,r)=>()=>{if(r)throw r[0];try{return e&&(
   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. Sign and broadcast through an approved execution path.
-`,Pa={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}=ii(e.argv);if(t.help||r.length===0)return process.stdout.write(ai),0;let[n,...o]=r,{runStrategyOperation:i}=await Promise.resolve().then(()=>(wn(),yn)),s={nowMs:Date.now(),count:bn(t.count,"count")};if(n==="draft")s.prompt=o.join(" ").trim();else if(["validate","backtest","optimize","evidence"].includes(n))s.strategy=ye(o[0],"strategy"),t.bars&&(s.bars=ye(t.bars,"bars")),s.maxTrials=bn(t["max-trials"],"max-trials");else if(n==="shadow"){let l=o[0];if(!l)throw new Error("shadow action required");s.action=l,l==="start"&&(s.strategy=ye(o[1],"strategy")),l==="step"&&(s.id=o[1],t.bars&&(s.bars=ye(t.bars,"bars"))),l==="stop"&&(s.id=o[1])}else if(n==="prepare")s.strategy=ye(o[0],"strategy"),s.evidence=ye(t.evidence,"evidence"),s.shadowId=t["shadow-id"],t.caps&&(s.caps=ye(t.caps,"caps"));else throw new Error(`unknown strategy operation: ${n}`);let a=await i(n,s);return process.stdout.write(`${JSON.stringify(a,null,2)}
-`),0}};export{Pa as default};
+`,Ka={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}=Oi(e.argv);if(t.help||r.length===0)return process.stdout.write(Pi),0;let[n,...o]=r,{runStrategyOperation:i}=await Promise.resolve().then(()=>(Tn(),An)),s={nowMs:Date.now(),count:_n(t.count,"count")};if(n==="draft")s.prompt=o.join(" ").trim();else if(["validate","backtest","optimize","evidence"].includes(n))s.strategy=Oe(o[0],"strategy"),t.bars&&(s.bars=Oe(t.bars,"bars")),s.maxTrials=_n(t["max-trials"],"max-trials");else if(n==="shadow"){let l=o[0];if(!l)throw new Error("shadow action required");s.action=l,l==="start"&&(s.strategy=Oe(o[1],"strategy")),l==="step"&&(s.id=o[1],t.bars&&(s.bars=Oe(t.bars,"bars"))),l==="stop"&&(s.id=o[1])}else if(n==="prepare")s.strategy=Oe(o[0],"strategy"),s.evidence=Oe(t.evidence,"evidence"),s.shadowId=t["shadow-id"],t.caps&&(s.caps=Oe(t.caps,"caps"));else throw new Error(`unknown strategy operation: ${n}`);let a=await i(n,s);return process.stdout.write(`${JSON.stringify(a,null,2)}
+`),0}};export{Ka as default};