@senpi/runtime 3.0.9-dev.20260710204324 → 3.0.9-dev.feat-strategy-compos.20260716013009

package/dist/composer/examples/trend_momentum_majors.graph.yaml

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+# trend_momentum_majors — parabolic trend-momentum strategy (tier 1, LONG-only) over a
+# fixed 4-asset majors whitelist, as a typed dataflow DAG.
+#
+# Hand-authored from the corpus-recon inventory (stag section): a fixed 4-asset whitelist
+# scanned on 4h candles, gated by five hard conditions (above SMA-200, +trend%, volume
+# surge, acceleration, smart-money alignment), single-best emission, and the universal
+# TTL signal-dedup on ctx.state. This is the slice-2 "validates clean" fixture and the
+# slice-3 compile target. Re-expression of corpus package stag; semantics cited to
+# skills/strategies/stag/... throughout.
+#
+# Shape (why it is a DAG, not a pipeline): candles fan out to five indicators whose
+# per-asset features MERGE into the scorer; the universe is first narrowed by held-asset
+# exclusion and TTL dedup. The ttl_dedup_state node closes the dedup loop through
+# ctx.state (its `recent` output is prior-tick data, so it does not form a cycle).
+
+version: 1
+
+metadata:
+  archetype: trend_momentum
+  strategy: trend_momentum_majors
+  corpus_origin: stag                # provenance only, for fidelity replay — not user-facing
+  exit_preset: protected_wide        # slice 9: emitted as runtime.yaml exit: (stag = let the runner breathe)
+  # EDGE (verbatim, machine never interprets): "ride assets breaking to fresh highs with
+  # accelerating momentum, volume confirmation, and smart money leaning the same way."
+
+nodes:
+  # --- sources ---
+  - id: account
+    node: clearinghouse_state          # held-asset set + account equity
+
+  - id: dedup_state
+    node: ttl_dedup_state              # ctx.state TTL dedup; `recent` = assets within TTL
+    with:
+      ttl_seconds: 240
+
+  # --- universe narrowing (held-exclusion then recent-signal dedup) ---
+  - id: exclude_held
+    node: held_asset_exclusion         # candidates default to the whitelist universe
+
+  - id: exclude_recent
+    node: recent_signal_ttl_dedup
+
+  # --- candle + leaderboard reads over the narrowed universe ---
+  - id: candles
+    node: candles_fetch
+    with:
+      whitelist: ["BTC", "ETH", "SOL", "HYPE"]
+      intervals: ["4h"]
+
+  - id: lean
+    node: sm_lean
+    with:
+      agree_threshold: 0.6             # trend_momentum_majors requires >=60% SM alignment
+
+  # --- indicators (candles -> per-asset features) ---
+  - id: trend_sma
+    node: sma
+    with:
+      period: 200
+      interval: "4h"
+
+  - id: fresh_high
+    node: recent_high_bars_ago
+    with:
+      window: 60
+
+  - id: trend_pct
+    node: pct_change
+    with:
+      lookback: 42                     # ~7d of 4h bars
+      interval: "4h"
+
+  - id: vol_surge
+    node: volume_surge_ratio
+    with:
+      recent_window: 6
+      baseline_window: 42
+
+  - id: accel
+    node: acceleration
+    with:
+      short_window: 3
+      long_window: 6
+
+  # --- scorer: five hard gates + weighted score (bespoke edge slot) ---
+  - id: gates
+    node: hard_gates_all
+    with:
+      # gate/weight keys are SOURCE NODE IDs (the compiler merges features keyed by the
+      # producing node id — collision-free even when two producers share a port name).
+      required_gates: ["trend_sma", "accel"]   # above-SMA AND accelerating (both boolean)
+      # TODO(edge): tune these weights — the strategy's real edge lives here.
+      weights: { trend_pct: 1.0, vol_surge: 1.0, lean: 1.0 }
+      min_score: 3
+
+  # --- ranker + emitter ---
+  - id: best
+    node: emit_single_best
+    with:
+      min_score: 3
+
+  - id: emit
+    node: signal_envelope
+    with:
+      margin_pct: 5
+      leverage: 3
+
+edges:
+  # universe narrowing chain
+  - { from: account.held, to: exclude_held.held }
+  - { from: exclude_held.kept, to: exclude_recent.candidates }
+  - { from: dedup_state.recent, to: exclude_recent.recent }
+  - { from: exclude_recent.kept, to: candles.assets }
+  - { from: exclude_recent.kept, to: lean.assets }
+  # candles fan out to indicators
+  - { from: candles.candles, to: trend_sma.candles }
+  - { from: candles.candles, to: fresh_high.candles }
+  - { from: candles.candles, to: trend_pct.candles }
+  - { from: candles.candles, to: vol_surge.candles }
+  - { from: candles.candles, to: accel.candles }
+  # per-asset features MERGE into the scorer (feature_map inputs merge)
+  - { from: trend_sma.above, to: gates.features }
+  - { from: fresh_high.bars_ago, to: gates.features }
+  - { from: trend_pct.pct, to: gates.features }
+  - { from: vol_surge.ratio, to: gates.features }
+  - { from: accel.accelerating, to: gates.features }
+  - { from: lean.lean, to: gates.features }
+  # score -> rank -> emit
+  - { from: gates.scores, to: best.scores }
+  - { from: best.selected, to: emit.selected }
+  - { from: account.equity, to: emit.equity }
+  # close the dedup loop: this tick's signals are recorded in ctx.state
+  - { from: emit.signals, to: dedup_state.emitted }

package/dist/composer/generated/README.md

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+# composer/generated/ — registry-derived artifacts (DO NOT EDIT)
+
+These files are generated from the node registry (`composer/registry/nodes.py`) — the
+single source of truth (D4). They are committed so the agent skill, the TS rim, and CI
+can read them without a build step, and so drift is caught by a golden-file diff.
+
+| File | What it is |
+|---|---|
+| `graph.schema.json` | JSON Schema for the graph document format (D6). YAML is authored; this JSON Schema is canonical. Per-node param constraints derive via `if`/`then` on the node name. YAML anchors/merge keys are banned at the document level (noted in the schema; enforced in the validator, slice 2). |
+| `catalog.md` | The ~1–2k-token progressive-disclosure index: node names, one-liners, param summaries. |
+| `describe.md` | Full ports / params / example / cost per node (`composer describe <node>`). |
+
+Regenerate after any registry change:
+
+```
+python -m composer.registry.generate          # rewrite the artifacts
+python -m composer.registry.generate --check   # CI-style: exit 1 if stale
+```
+
+Generation is deterministic (stable ordering, sorted JSON keys, no timestamps): running
+it twice produces byte-identical output. The golden-file tests in
+`python-tests/composer/` regenerate and diff against these committed files.

package/dist/composer/generated/catalog.md

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+# Strategy Composer — Node Catalog
+
+Schema version: 1. Generated from composer/registry/nodes.py — do not edit by hand.
+
+Progressive-disclosure index (D4): node names, one-liners, and param summaries. Use `composer describe <node>` for full ports/params/examples.
+
+## scoring
+
+Bespoke scoring/classification belongs in a `kind: pure_fn` node (typed ports, one `def`, math/statistics only, inline tests) — not a new primitive. `hard_gates_all` covers the simple gate-and-weigh case (required gates + a weighted sum). Repeated pure_fn shapes get promoted to primitives post-MVP via the telemetry loop.
+
+## source
+
+- **asset_trading_limits_fetch** — Per-asset venue max-leverage limit for the own wallet.
+  - params: dex (str='')
+- **candles_fetch** — Fetch multi-interval OHLCV candles for a universe of assets.
+  - params: whitelist (list[str]=[]); intervals (list[str]=[4h]); include_funding (bool=False); include_asset_context (bool=False)
+- **clearinghouse_state** — Read account equity and the set of currently-held positions.
+- **instrument_list** — List live tradeable instruments with venue metadata.
+  - params: dex (str='')
+- **market_prices_fetch** — Latest per-asset mark prices for a venue.
+  - params: dex (str='')
+- **open_orders_fetch** — Open resting orders for the strategy's own wallet.
+- **own_return_24h** — Per-asset 24h return derived from markPx/prevDayPx asset_context.
+- **sm_lean** — Smart-money net long/short lean per asset from the leaderboard.
+  - params: agree_threshold (float=0.55, 0.0..1.0)
+- **strategy_list_fetch** — List strategy-metadata records (id, wallet, status, type, funded).
+  - params: status (str=''); strategy_type (str='')
+- **strategy_pnl_snapshot** — Today's PnL / account-value / drawdown snapshot for the own wallet.
+  - params: period (str=''); drawdown_reset_on_day_rollover (bool=False)
+- **trader_history_fetch** — Closed-trade history for an arbitrary trader address.
+  - params: trader_address (str=required); limit (int=100, 1..1000)
+- **trader_state_fetch** — An arbitrary trader's current book: held set + account equity.
+  - params: trader_address (str=required)
+- **universe_discover** — Derive a tradeable universe by filtering live instruments on a predicate.
+  - params: min_day_volume (float=0.0, 0.0..); max_leverage_cap (float=5.0, 1.0..); name_prefix (str='')
+
+## indicator
+
+- **acceleration** — Whether a short-window move is at least half a long-window move.
+  - params: short_window (int=3, 1..); long_window (int=6, 2..); interval (str='4h')
+- **breakout_detect** — Directional breakout of the prior-window high/low.
+  - params: window (int=168, 2..); interval (str='1h')
+- **pct_change** — Percent change of close over a lookback window.
+  - params: lookback (int=42, 1..); interval (str='4h')
+- **recent_high_bars_ago** — Bars elapsed since the highest high in a window (fresh-high check).
+  - params: window (int=60, 2..); interval (str='4h')
+- **rsi** — Relative Strength Index over the last N bars.
+  - params: period (int=14, 2..100); interval (str='1h')
+- **sma** — Simple moving average of close and an above/below flag.
+  - params: period (int=200, 1..1000); interval (str='4h')
+- **trend_structure** — Higher-lows / lower-highs trend direction over a lookback.
+  - params: lookback (int=6, 2..); interval (str='4h')
+- **volume_surge_ratio** — Recent-window mean volume divided by a baseline-window mean.
+  - params: recent_window (int=6, 1..); baseline_window (int=42, 1..); interval (str='4h')
+
+## filter
+
+- **classifier_predicate** — Gate universe membership on a set of instrument-field predicates.
+  - params: max_funding_abs (float=1e-07, 0.0..); max_leverage (float=5.0, 1.0..); exclude_delisted (bool=True)
+- **held_asset_exclusion** — Drop candidates already held in the account.
+- **live_instrument_validation** — Keep only candidates still live on the venue board.
+- **recent_signal_ttl_dedup** — Drop candidates signaled within the dedup TTL.
+
+## scorer
+
+- **hard_gates_all** — Require all named gates to pass, then score the survivors.
+  - params: required_gates (list[str]=[]); weights (map_str_float={}); min_score (float=0.0, 0.0..)
+
+## ranker
+
+- **emit_single_best** — Sort by score and select the single best candidate.
+  - params: min_score (float=0.0)
+- **rank_pool_cap_to_open_slots** — Sort by score and take the top (max_slots - held) candidates.
+  - params: max_slots (int=5, 1..50); min_score (float=0.0)
+
+## emitter
+
+- **signal_envelope** — Build the scan() signal list from selected candidates.
+  - params: margin_pct (float=5.0, 0.0001..100.0); leverage (float=3.0, 1.0..50.0); clamp_leverage_to_venue (bool=True); valid_for_seconds (int=0, 0..); signal_type (str='')
+
+## stateful
+
+- **ttl_dedup_state** — Track recently-signaled assets in ctx.state with a TTL and pruning.
+  - params: ttl_seconds (int=240, 1..); prune_factor (int=4, 1..)