@sherwoodagent/cli 0.42.0 → 0.51.0

package/dist/autoresearch-IA7HGSNW.js

@@ -0,0 +1,267 @@
+import {
+  computeTradeDecision
+} from "./chunk-YTYXBX7B.js";
+
+// src/agent/autoresearch.ts
+import { readFile, writeFile, appendFile } from "fs/promises";
+import { join } from "path";
+import { homedir } from "os";
+import chalk from "chalk";
+var DEFAULT_PARAMS = {
+  weights: {
+    smartMoney: 0.3,
+    technical: 0.25,
+    sentiment: 0.1,
+    onchain: 0.2,
+    fundamental: 0.15,
+    event: 0
+  },
+  buyThreshold: 0.14,
+  // autoresearch walk-forward validated
+  sellThreshold: -0.14,
+  stopLossPct: 0.05,
+  takeProfitRR: 2,
+  // wider TP captures more upside
+  trailPct: 0.03,
+  // tighter trail (from 4%)
+  timeStopHours: 84,
+  // shorter (from 96h)
+  leverage: 1
+  // no leverage until WR > 60%
+};
+function scoreParams(rows, params) {
+  const grouped = /* @__PURE__ */ new Map();
+  for (const r of rows) {
+    if (!grouped.has(r.tokenId)) grouped.set(r.tokenId, []);
+    grouped.get(r.tokenId).push(r);
+  }
+  const allReturns = [];
+  const allHoldDurations = [];
+  let totalTrades = 0;
+  let wins = 0;
+  for (const [_token, tokenRows] of grouped) {
+    tokenRows.sort((a, b) => Date.parse(a.timestamp) - Date.parse(b.timestamp));
+    let position = null;
+    for (const row of tokenRows) {
+      const price = row.price;
+      if (!Number.isFinite(price) || price <= 0) continue;
+      const signals = row.signals.map((s) => ({
+        name: s.name,
+        value: s.value,
+        confidence: s.confidence,
+        source: "",
+        details: ""
+      }));
+      const regime = row.regime && row.regime !== "unknown" ? row.regime : void 0;
+      const decision = computeTradeDecision(signals, params.weights, void 0, void 0, regime);
+      let action;
+      if (decision.score >= params.buyThreshold + 0.15) action = "STRONG_BUY";
+      else if (decision.score >= params.buyThreshold) action = "BUY";
+      else if (decision.score <= params.sellThreshold - 0.1) action = "STRONG_SELL";
+      else if (decision.score <= params.sellThreshold) action = "SELL";
+      else action = "HOLD";
+      const ts = Date.parse(row.timestamp);
+      if (position) {
+        const isShort = position.side === "short";
+        if (isShort && price < position.extreme) position.extreme = price;
+        if (!isShort && price > position.extreme) position.extreme = price;
+        const rawPnl = isShort ? (position.entryPrice - price) / position.entryPrice : (price - position.entryPrice) / position.entryPrice;
+        const pnl = rawPnl * params.leverage;
+        const hours = (ts - position.entryTs) / 36e5;
+        const tpPct = params.stopLossPct * params.takeProfitRR;
+        let exit = false;
+        if (rawPnl <= -params.stopLossPct) exit = true;
+        else if (rawPnl >= tpPct) exit = true;
+        else if (params.trailPct > 0 && (isShort ? price >= position.extreme * (1 + params.trailPct) : price <= position.extreme * (1 - params.trailPct))) exit = true;
+        else if (hours > params.timeStopHours && Math.abs(pnl) < 0.01) exit = true;
+        else if (isShort ? action === "BUY" || action === "STRONG_BUY" : action === "SELL" || action === "STRONG_SELL") exit = true;
+        if (exit) {
+          allReturns.push(pnl);
+          allHoldDurations.push(ts - position.entryTs);
+          totalTrades++;
+          if (pnl > 0) wins++;
+          position = null;
+        }
+      }
+      if (!position) {
+        if (action === "BUY" || action === "STRONG_BUY") {
+          position = { side: "long", entryPrice: price, entryTs: ts, extreme: price };
+        } else if (action === "SELL" || action === "STRONG_SELL") {
+          position = { side: "short", entryPrice: price, entryTs: ts, extreme: price };
+        }
+      }
+    }
+  }
+  if (totalTrades < 5) {
+    return { sharpe: -999, totalReturn: 0, maxDrawdown: 1, trades: totalTrades, winRate: 0, score: -999 };
+  }
+  const mean = allReturns.reduce((s, r) => s + r, 0) / allReturns.length;
+  const variance = allReturns.reduce((s, r) => s + (r - mean) ** 2, 0) / (allReturns.length - 1);
+  const std = Math.sqrt(variance);
+  const avgHoldMs = allHoldDurations.length > 0 ? allHoldDurations.reduce((s, d) => s + d, 0) / allHoldDurations.length : 864e5;
+  const avgHoldDays = Math.max(avgHoldMs / 864e5, 0.1);
+  const tradesPerYear = Math.max(252 / avgHoldDays, 1);
+  const sharpe = std > 0 ? mean / std * Math.sqrt(tradesPerYear) : 0;
+  const totalReturn = allReturns.reduce((eq, r) => eq * (1 + r), 1) - 1;
+  let peak = 1;
+  let equity = 1;
+  let maxDD = 0;
+  for (const r of allReturns) {
+    equity *= 1 + r;
+    if (equity > peak) peak = equity;
+    const dd = (peak - equity) / peak;
+    if (dd > maxDD) maxDD = dd;
+  }
+  const winRate = wins / totalTrades;
+  const tradePenalty = Math.sqrt(Math.min(totalTrades / 50, 1));
+  const ddPenalty = maxDD > 0.5 ? 999 : maxDD * 5;
+  const score = sharpe * tradePenalty - ddPenalty;
+  return { sharpe, totalReturn, maxDrawdown: maxDD, trades: totalTrades, winRate, score };
+}
+var MUTATIONS = [
+  // Weight mutations
+  { name: "boost_technical", mutate: (p) => ({ ...p, weights: { ...p.weights, technical: Math.min(0.5, p.weights.technical + 0.05) } }) },
+  { name: "reduce_technical", mutate: (p) => ({ ...p, weights: { ...p.weights, technical: Math.max(0.05, p.weights.technical - 0.05) } }) },
+  { name: "boost_onchain", mutate: (p) => ({ ...p, weights: { ...p.weights, onchain: Math.min(0.5, p.weights.onchain + 0.05) } }) },
+  { name: "reduce_onchain", mutate: (p) => ({ ...p, weights: { ...p.weights, onchain: Math.max(0, p.weights.onchain - 0.05) } }) },
+  { name: "boost_sentiment", mutate: (p) => ({ ...p, weights: { ...p.weights, sentiment: Math.min(0.4, p.weights.sentiment + 0.05) } }) },
+  { name: "reduce_sentiment", mutate: (p) => ({ ...p, weights: { ...p.weights, sentiment: Math.max(0, p.weights.sentiment - 0.05) } }) },
+  { name: "zero_fundamental", mutate: (p) => ({ ...p, weights: { ...p.weights, fundamental: 0 } }) },
+  { name: "restore_fundamental", mutate: (p) => ({ ...p, weights: { ...p.weights, fundamental: 0.05 } }) },
+  // Threshold mutations
+  { name: "lower_buy_threshold", mutate: (p) => ({ ...p, buyThreshold: Math.max(0.05, p.buyThreshold - 0.02) }) },
+  { name: "raise_buy_threshold", mutate: (p) => ({ ...p, buyThreshold: Math.min(0.4, p.buyThreshold + 0.02) }) },
+  { name: "tighten_sell_threshold", mutate: (p) => ({ ...p, sellThreshold: Math.min(-0.05, p.sellThreshold + 0.02) }) },
+  { name: "loosen_sell_threshold", mutate: (p) => ({ ...p, sellThreshold: Math.max(-0.5, p.sellThreshold - 0.02) }) },
+  // Stop/exit mutations
+  { name: "widen_stop", mutate: (p) => ({ ...p, stopLossPct: Math.min(0.15, p.stopLossPct + 0.01) }) },
+  { name: "tighten_stop", mutate: (p) => ({ ...p, stopLossPct: Math.max(0.02, p.stopLossPct - 0.01) }) },
+  { name: "increase_rr", mutate: (p) => ({ ...p, takeProfitRR: Math.min(4, p.takeProfitRR + 0.5) }) },
+  { name: "decrease_rr", mutate: (p) => ({ ...p, takeProfitRR: Math.max(1, p.takeProfitRR - 0.5) }) },
+  { name: "widen_trail", mutate: (p) => ({ ...p, trailPct: Math.min(0.1, p.trailPct + 0.01) }) },
+  { name: "tighten_trail", mutate: (p) => ({ ...p, trailPct: Math.max(0.01, p.trailPct - 0.01) }) },
+  { name: "longer_time_stop", mutate: (p) => ({ ...p, timeStopHours: Math.min(96, p.timeStopHours + 12) }) },
+  { name: "shorter_time_stop", mutate: (p) => ({ ...p, timeStopHours: Math.max(12, p.timeStopHours - 12) }) },
+  { name: "disable_time_stop", mutate: (p) => ({ ...p, timeStopHours: 999 }) },
+  // Leverage mutations
+  { name: "increase_leverage", mutate: (p) => ({ ...p, leverage: Math.min(5, p.leverage + 1) }) },
+  { name: "decrease_leverage", mutate: (p) => ({ ...p, leverage: Math.max(1, p.leverage - 1) }) },
+  // Fundamental/event weight mutations (newly active categories)
+  { name: "boost_fundamental", mutate: (p) => ({ ...p, weights: { ...p.weights, fundamental: Math.min(0.3, p.weights.fundamental + 0.05) } }) },
+  { name: "boost_event", mutate: (p) => ({ ...p, weights: { ...p.weights, event: Math.min(0.25, p.weights.event + 0.05) } }) },
+  { name: "reduce_event", mutate: (p) => ({ ...p, weights: { ...p.weights, event: Math.max(0, p.weights.event - 0.05) } }) }
+];
+async function runAutoresearch(opts) {
+  const base = join(homedir(), ".sherwood", "agent");
+  const logPath = join(base, "autoresearch-log.jsonl");
+  const paths = opts.historyPaths ?? [
+    join(base, "signal-history-2026-04-21.jsonl"),
+    join(base, "signal-history.jsonl")
+  ];
+  let allRows = [];
+  for (const p of paths) {
+    try {
+      const raw = await readFile(p, "utf-8");
+      for (const line of raw.split("\n")) {
+        if (!line.trim()) continue;
+        try {
+          allRows.push(JSON.parse(line));
+        } catch {
+        }
+      }
+    } catch {
+    }
+  }
+  if (opts.lastDays) {
+    const cutoff = Date.now() - opts.lastDays * 864e5;
+    allRows = allRows.filter((r) => Date.parse(r.timestamp) >= cutoff);
+  }
+  console.log(chalk.bold(`
+  Autoresearch \u2014 ${allRows.length} signal rows loaded`));
+  if (allRows.length < 100) {
+    console.log(chalk.red("  Insufficient data for autoresearch (need 100+ rows). Aborting."));
+    return;
+  }
+  const maxExperiments = opts.experiments ?? 50;
+  let currentParams = { ...DEFAULT_PARAMS };
+  const baseline = scoreParams(allRows, currentParams);
+  let bestScore = baseline.score;
+  console.log(chalk.dim(`  Baseline: score=${baseline.score.toFixed(3)} sharpe=${baseline.sharpe.toFixed(2)} trades=${baseline.trades} WR=${(baseline.winRate * 100).toFixed(0)}% DD=${(baseline.maxDrawdown * 100).toFixed(1)}%`));
+  console.log(chalk.dim(`  Running ${maxExperiments} experiments...
+`));
+  let improvements = 0;
+  for (let exp = 1; exp <= maxExperiments; exp++) {
+    const mutation = MUTATIONS[Math.floor(Math.random() * MUTATIONS.length)];
+    const mutatedParams = mutation.mutate(currentParams);
+    const result = scoreParams(allRows, mutatedParams);
+    const improved = result.score > bestScore;
+    if (improved) {
+      currentParams = mutatedParams;
+      bestScore = result.score;
+      improvements++;
+      console.log(chalk.green(
+        `  #${exp} ${mutation.name}: score ${result.score.toFixed(3)} (${improved ? "+" : ""}${(result.score - baseline.score).toFixed(3)}) sharpe=${result.sharpe.toFixed(2)} trades=${result.trades} WR=${(result.winRate * 100).toFixed(0)}% DD=${(result.maxDrawdown * 100).toFixed(1)}% \u2713`
+      ));
+    } else {
+      if (exp % 10 === 0) {
+        console.log(chalk.dim(`  #${exp} ${mutation.name}: score ${result.score.toFixed(3)} \u2014 no improvement (best=${bestScore.toFixed(3)})`));
+      }
+    }
+    const logEntry = {
+      id: exp,
+      params: improved ? mutatedParams : currentParams,
+      score: result.score,
+      sharpe: result.sharpe,
+      totalReturn: result.totalReturn,
+      maxDrawdown: result.maxDrawdown,
+      trades: result.trades,
+      winRate: result.winRate,
+      mutation: mutation.name,
+      improved,
+      timestamp: (/* @__PURE__ */ new Date()).toISOString()
+    };
+    await appendFile(logPath, JSON.stringify(logEntry) + "\n");
+  }
+  const sorted = [...allRows].sort((a, b) => Date.parse(a.timestamp) - Date.parse(b.timestamp));
+  const splitIdx = Math.floor(sorted.length * 0.7);
+  const testRows = sorted.slice(splitIdx);
+  const trainResult = scoreParams(sorted.slice(0, splitIdx), currentParams);
+  const testResult = scoreParams(testRows, currentParams);
+  const baselineTest = scoreParams(testRows, DEFAULT_PARAMS);
+  const final = scoreParams(allRows, currentParams);
+  console.log(chalk.bold(`
+  \u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550`));
+  console.log(chalk.bold(`  Autoresearch complete: ${maxExperiments} experiments, ${improvements} improvements`));
+  console.log(chalk.bold(`  \u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550\u2550`));
+  console.log(`  Baseline score: ${baseline.score.toFixed(3)} \u2192 Final: ${final.score.toFixed(3)}`);
+  console.log(`  Sharpe: ${baseline.sharpe.toFixed(2)} \u2192 ${final.sharpe.toFixed(2)}`);
+  console.log(`  Trades: ${baseline.trades} \u2192 ${final.trades}`);
+  console.log(`  Win rate: ${(baseline.winRate * 100).toFixed(0)}% \u2192 ${(final.winRate * 100).toFixed(0)}%`);
+  console.log(`  Max DD: ${(baseline.maxDrawdown * 100).toFixed(1)}% \u2192 ${(final.maxDrawdown * 100).toFixed(1)}%`);
+  console.log(chalk.bold(`
+  \u2500\u2500 Walk-Forward Validation (last 30% of data) \u2500\u2500`));
+  console.log(`  Test rows: ${testRows.length} (${(testRows.length / allRows.length * 100).toFixed(0)}% of total)`);
+  if (testResult.trades >= 5) {
+    console.log(`  Baseline on test: sharpe=${baselineTest.sharpe.toFixed(2)} trades=${baselineTest.trades} WR=${(baselineTest.winRate * 100).toFixed(0)}%`);
+    console.log(`  Optimized on test: sharpe=${testResult.sharpe.toFixed(2)} trades=${testResult.trades} WR=${(testResult.winRate * 100).toFixed(0)}%`);
+    const testImproved = testResult.score > baselineTest.score;
+    console.log(testImproved ? chalk.green(`  \u2713 Params validated \u2014 improved on held-out data`) : chalk.yellow(`  \u26A0 Params may be overfit \u2014 degraded on held-out data`));
+  } else {
+    console.log(chalk.yellow(`  \u26A0 Insufficient test trades (${testResult.trades}) for validation \u2014 use more data`));
+  }
+  console.log(`
+  Best params:`);
+  console.log(`    weights: tech=${currentParams.weights.technical} sent=${currentParams.weights.sentiment} onchain=${currentParams.weights.onchain} fund=${currentParams.weights.fundamental}`);
+  console.log(`    buyThreshold: ${currentParams.buyThreshold}  sellThreshold: ${currentParams.sellThreshold}`);
+  console.log(`    stop: ${(currentParams.stopLossPct * 100).toFixed(0)}%  RR: ${currentParams.takeProfitRR}  trail: ${(currentParams.trailPct * 100).toFixed(0)}%  timeStop: ${currentParams.timeStopHours}h`);
+  console.log(`
+  Log: ${logPath}`);
+  const bestPath = join(base, "autoresearch-best-params.json");
+  await writeFile(bestPath, JSON.stringify({ ...currentParams, _score: final.score, _sharpe: final.sharpe, _experiments: maxExperiments }, null, 2));
+  console.log(`  Best params saved: ${bestPath}
+`);
+}
+export {
+  runAutoresearch
+};
+//# sourceMappingURL=autoresearch-IA7HGSNW.js.map

package/dist/autoresearch-IA7HGSNW.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/agent/autoresearch.ts"],"sourcesContent":["/**\n * Autoresearch — autonomous strategy parameter optimization.\n *\n * Inspired by Karpathy/Nunchi's autoresearch pattern: an AI agent\n * iteratively mutates strategy parameters, backtests via replay\n * calibration against production signal-history.jsonl, and retains\n * only improvements. Git history becomes the experiment log.\n *\n * Usage:\n *   sherwood agent autoresearch [--experiments N] [--last-days D]\n *\n * The mutable state is a StrategyParams object. Each experiment:\n * 1. Proposes a single parameter mutation\n * 2. Runs replay calibration with the mutated params\n * 3. Computes a composite score (Sharpe × √min(trades/20,1) - DD penalty)\n * 4. If score improves → keeps the mutation; otherwise reverts\n * 5. Logs the experiment to autoresearch-log.jsonl\n */\n\nimport { readFile, writeFile, appendFile, mkdir } from 'node:fs/promises';\nimport { join } from 'node:path';\nimport { homedir } from 'node:os';\nimport chalk from 'chalk';\nimport { loadSignalHistory } from './replay-calibrator.js';\nimport { computeTradeDecision } from './scoring.js';\nimport type { ScoringWeights, Signal, TradeDecision } from './scoring.js';\nimport type { MarketRegime } from './regime.js';\n\n// ── Mutable parameter space ──\n\nexport interface StrategyParams {\n  // Signal weights (must sum to ~1.0 across active categories)\n  weights: ScoringWeights;\n  // Thresholds\n  buyThreshold: number;\n  sellThreshold: number;\n  // Exit params (in price-move terms, NOT leveraged)\n  stopLossPct: number;\n  takeProfitRR: number;   // R:R multiplier on stop → TP = stop * this\n  trailPct: number;\n  timeStopHours: number;\n  /** Leverage multiplier — PnL = raw price move × leverage. */\n  leverage: number;\n}\n\nconst DEFAULT_PARAMS: StrategyParams = {\n  weights: {\n    smartMoney: 0.30,\n    technical: 0.25,\n    sentiment: 0.10,\n    onchain: 0.20,\n    fundamental: 0.15,\n    event: 0.00,\n  },\n  buyThreshold: 0.14,     // autoresearch walk-forward validated\n  sellThreshold: -0.14,\n  stopLossPct: 0.05,\n  takeProfitRR: 2.0,     // wider TP captures more upside\n  trailPct: 0.03,       // tighter trail (from 4%)\n  timeStopHours: 84,    // shorter (from 96h)\n  leverage: 1,           // no leverage until WR > 60%\n};\n\n// ── Scoring ──\n\ninterface ExperimentResult {\n  id: number;\n  params: StrategyParams;\n  score: number;\n  sharpe: number;\n  totalReturn: number;\n  maxDrawdown: number;\n  trades: number;\n  winRate: number;\n  mutation: string;\n  improved: boolean;\n  timestamp: string;\n}\n\n/**\n * Score a parameter set against signal-history data.\n * Uses the same replay logic as replay-calibrator but with custom params.\n */\nfunction scoreParams(\n  rows: SignalHistoryRow[],\n  params: StrategyParams,\n): { sharpe: number; totalReturn: number; maxDrawdown: number; trades: number; winRate: number; score: number } {\n  // Group by token\n  const grouped = new Map<string, SignalHistoryRow[]>();\n  for (const r of rows) {\n    if (!grouped.has(r.tokenId)) grouped.set(r.tokenId, []);\n    grouped.get(r.tokenId)!.push(r);\n  }\n\n  const allReturns: number[] = [];\n  const allHoldDurations: number[] = []; // ms per closed trade\n  let totalTrades = 0;\n  let wins = 0;\n\n  for (const [_token, tokenRows] of grouped) {\n    tokenRows.sort((a, b) => Date.parse(a.timestamp) - Date.parse(b.timestamp));\n\n    let position: { side: 'long' | 'short'; entryPrice: number; entryTs: number; extreme: number } | null = null;\n\n    for (const row of tokenRows) {\n      const price = row.price;\n      if (!Number.isFinite(price) || price <= 0) continue;\n\n      const signals: Signal[] = row.signals.map(s => ({\n        name: s.name, value: s.value, confidence: s.confidence, source: '', details: '',\n      }));\n\n      const regime = (row.regime && row.regime !== 'unknown') ? row.regime as MarketRegime : undefined;\n      const decision = computeTradeDecision(signals, params.weights, undefined, undefined, regime);\n\n      // Apply custom thresholds\n      let action: string;\n      if (decision.score >= params.buyThreshold + 0.15) action = 'STRONG_BUY';\n      else if (decision.score >= params.buyThreshold) action = 'BUY';\n      else if (decision.score <= params.sellThreshold - 0.10) action = 'STRONG_SELL';\n      else if (decision.score <= params.sellThreshold) action = 'SELL';\n      else action = 'HOLD';\n\n      const ts = Date.parse(row.timestamp);\n\n      // Exit logic\n      if (position) {\n        const isShort = position.side === 'short';\n        if (isShort && price < position.extreme) position.extreme = price;\n        if (!isShort && price > position.extreme) position.extreme = price;\n\n        // Raw price move (before leverage) — used for stop/TP checks\n        const rawPnl = isShort\n          ? (position.entryPrice - price) / position.entryPrice\n          : (price - position.entryPrice) / position.entryPrice;\n        // Leveraged PnL — actual return on capital\n        const pnl = rawPnl * params.leverage;\n        const hours = (ts - position.entryTs) / 3600000;\n\n        // Stop/TP are in price-move terms (not leveraged)\n        const tpPct = params.stopLossPct * params.takeProfitRR;\n        let exit = false;\n        if (rawPnl <= -params.stopLossPct) exit = true;\n        else if (rawPnl >= tpPct) exit = true;\n        else if (params.trailPct > 0 && (isShort\n          ? price >= position.extreme * (1 + params.trailPct)\n          : price <= position.extreme * (1 - params.trailPct))) exit = true;\n        else if (hours > params.timeStopHours && Math.abs(pnl) < 0.01) exit = true;\n        else if (isShort ? (action === 'BUY' || action === 'STRONG_BUY') : (action === 'SELL' || action === 'STRONG_SELL')) exit = true;\n\n        if (exit) {\n          allReturns.push(pnl);\n          allHoldDurations.push(ts - position.entryTs);\n          totalTrades++;\n          if (pnl > 0) wins++;\n          position = null;\n        }\n      }\n\n      // Entry\n      if (!position) {\n        if (action === 'BUY' || action === 'STRONG_BUY') {\n          position = { side: 'long', entryPrice: price, entryTs: ts, extreme: price };\n        } else if (action === 'SELL' || action === 'STRONG_SELL') {\n          position = { side: 'short', entryPrice: price, entryTs: ts, extreme: price };\n        }\n      }\n    }\n  }\n\n  // Compute metrics — require minimum trades for statistical significance.\n  // Lower threshold during early exploration (5 trades); raise to 20+ once\n  // we have weeks of signal data under the new stack.\n  if (totalTrades < 5) {\n    return { sharpe: -999, totalReturn: 0, maxDrawdown: 1, trades: totalTrades, winRate: 0, score: -999 };\n  }\n\n  const mean = allReturns.reduce((s, r) => s + r, 0) / allReturns.length;\n  const variance = allReturns.reduce((s, r) => s + (r - mean) ** 2, 0) / (allReturns.length - 1);\n  const std = Math.sqrt(variance);\n\n  // Hold-duration-aware Sharpe annualization (from replay-calibrator).\n  // Prior code used √252 blindly, inflating Sharpe ~1.8x for multi-day holds.\n  const avgHoldMs = allHoldDurations.length > 0\n    ? allHoldDurations.reduce((s, d) => s + d, 0) / allHoldDurations.length\n    : 86400000; // 1 day fallback\n  const avgHoldDays = Math.max(avgHoldMs / 86400000, 0.1);\n  const tradesPerYear = Math.max(252 / avgHoldDays, 1);\n  const sharpe = std > 0 ? (mean / std) * Math.sqrt(tradesPerYear) : 0;\n\n  const totalReturn = allReturns.reduce((eq, r) => eq * (1 + r), 1) - 1;\n\n  // Max drawdown from equity curve\n  let peak = 1;\n  let equity = 1;\n  let maxDD = 0;\n  for (const r of allReturns) {\n    equity *= (1 + r);\n    if (equity > peak) peak = equity;\n    const dd = (peak - equity) / peak;\n    if (dd > maxDD) maxDD = dd;\n  }\n\n  const winRate = wins / totalTrades;\n\n  // Composite score — penalizes low sample sizes and large drawdowns.\n  // tradePenalty scales from 0 at 20 trades to 1.0 at 50 trades (was 20).\n  const tradePenalty = Math.sqrt(Math.min(totalTrades / 50, 1.0));\n  const ddPenalty = maxDD > 0.50 ? 999 : maxDD * 5;\n  const score = sharpe * tradePenalty - ddPenalty;\n\n  return { sharpe, totalReturn, maxDrawdown: maxDD, trades: totalTrades, winRate, score };\n}\n\n// ── Mutation engine ──\n\nconst MUTATIONS: Array<{ name: string; mutate: (p: StrategyParams) => StrategyParams }> = [\n  // Weight mutations\n  { name: 'boost_technical', mutate: p => ({ ...p, weights: { ...p.weights, technical: Math.min(0.50, p.weights.technical + 0.05) } }) },\n  { name: 'reduce_technical', mutate: p => ({ ...p, weights: { ...p.weights, technical: Math.max(0.05, p.weights.technical - 0.05) } }) },\n  { name: 'boost_onchain', mutate: p => ({ ...p, weights: { ...p.weights, onchain: Math.min(0.50, p.weights.onchain + 0.05) } }) },\n  { name: 'reduce_onchain', mutate: p => ({ ...p, weights: { ...p.weights, onchain: Math.max(0.0, p.weights.onchain - 0.05) } }) },\n  { name: 'boost_sentiment', mutate: p => ({ ...p, weights: { ...p.weights, sentiment: Math.min(0.40, p.weights.sentiment + 0.05) } }) },\n  { name: 'reduce_sentiment', mutate: p => ({ ...p, weights: { ...p.weights, sentiment: Math.max(0.0, p.weights.sentiment - 0.05) } }) },\n  { name: 'zero_fundamental', mutate: p => ({ ...p, weights: { ...p.weights, fundamental: 0 } }) },\n  { name: 'restore_fundamental', mutate: p => ({ ...p, weights: { ...p.weights, fundamental: 0.05 } }) },\n\n  // Threshold mutations\n  { name: 'lower_buy_threshold', mutate: p => ({ ...p, buyThreshold: Math.max(0.05, p.buyThreshold - 0.02) }) },\n  { name: 'raise_buy_threshold', mutate: p => ({ ...p, buyThreshold: Math.min(0.40, p.buyThreshold + 0.02) }) },\n  { name: 'tighten_sell_threshold', mutate: p => ({ ...p, sellThreshold: Math.min(-0.05, p.sellThreshold + 0.02) }) },\n  { name: 'loosen_sell_threshold', mutate: p => ({ ...p, sellThreshold: Math.max(-0.50, p.sellThreshold - 0.02) }) },\n\n  // Stop/exit mutations\n  { name: 'widen_stop', mutate: p => ({ ...p, stopLossPct: Math.min(0.15, p.stopLossPct + 0.01) }) },\n  { name: 'tighten_stop', mutate: p => ({ ...p, stopLossPct: Math.max(0.02, p.stopLossPct - 0.01) }) },\n  { name: 'increase_rr', mutate: p => ({ ...p, takeProfitRR: Math.min(4.0, p.takeProfitRR + 0.5) }) },\n  { name: 'decrease_rr', mutate: p => ({ ...p, takeProfitRR: Math.max(1.0, p.takeProfitRR - 0.5) }) },\n  { name: 'widen_trail', mutate: p => ({ ...p, trailPct: Math.min(0.10, p.trailPct + 0.01) }) },\n  { name: 'tighten_trail', mutate: p => ({ ...p, trailPct: Math.max(0.01, p.trailPct - 0.01) }) },\n  { name: 'longer_time_stop', mutate: p => ({ ...p, timeStopHours: Math.min(96, p.timeStopHours + 12) }) },\n  { name: 'shorter_time_stop', mutate: p => ({ ...p, timeStopHours: Math.max(12, p.timeStopHours - 12) }) },\n  { name: 'disable_time_stop', mutate: p => ({ ...p, timeStopHours: 999 }) },\n\n  // Leverage mutations\n  { name: 'increase_leverage', mutate: p => ({ ...p, leverage: Math.min(5, p.leverage + 1) }) },\n  { name: 'decrease_leverage', mutate: p => ({ ...p, leverage: Math.max(1, p.leverage - 1) }) },\n\n  // Fundamental/event weight mutations (newly active categories)\n  { name: 'boost_fundamental', mutate: p => ({ ...p, weights: { ...p.weights, fundamental: Math.min(0.30, p.weights.fundamental + 0.05) } }) },\n  { name: 'boost_event', mutate: p => ({ ...p, weights: { ...p.weights, event: Math.min(0.25, p.weights.event + 0.05) } }) },\n  { name: 'reduce_event', mutate: p => ({ ...p, weights: { ...p.weights, event: Math.max(0.0, p.weights.event - 0.05) } }) },\n];\n\n// ── Signal history row type (matches signal-logger output) ──\n\ninterface SignalHistoryRow {\n  timestamp: string;\n  tokenId: string;\n  tokenSymbol?: string;\n  price: number;\n  decision: string;\n  score: number;\n  confidence: number;\n  signals: Array<{ name: string; value: number; confidence: number }>;\n  regime?: string;\n  weights?: Record<string, number>;\n}\n\n// ── Main loop ──\n\nexport interface AutoresearchOptions {\n  experiments?: number;\n  lastDays?: number;\n  historyPaths?: string[];\n}\n\nexport async function runAutoresearch(opts: AutoresearchOptions): Promise<void> {\n  const base = join(homedir(), '.sherwood', 'agent');\n  const logPath = join(base, 'autoresearch-log.jsonl');\n\n  // Load signal history (combine rotated + current)\n  const paths = opts.historyPaths ?? [\n    join(base, 'signal-history-2026-04-21.jsonl'),\n    join(base, 'signal-history.jsonl'),\n  ];\n\n  let allRows: SignalHistoryRow[] = [];\n  for (const p of paths) {\n    try {\n      const raw = await readFile(p, 'utf-8');\n      for (const line of raw.split('\\n')) {\n        if (!line.trim()) continue;\n        try { allRows.push(JSON.parse(line) as SignalHistoryRow); } catch { /* skip */ }\n      }\n    } catch { /* file missing */ }\n  }\n\n  // Filter by lastDays\n  if (opts.lastDays) {\n    const cutoff = Date.now() - opts.lastDays * 86400000;\n    allRows = allRows.filter(r => Date.parse(r.timestamp) >= cutoff);\n  }\n\n  console.log(chalk.bold(`\\n  Autoresearch — ${allRows.length} signal rows loaded`));\n\n  if (allRows.length < 100) {\n    console.log(chalk.red('  Insufficient data for autoresearch (need 100+ rows). Aborting.'));\n    return;\n  }\n\n  const maxExperiments = opts.experiments ?? 50;\n  let currentParams = { ...DEFAULT_PARAMS };\n\n  // Score baseline\n  const baseline = scoreParams(allRows, currentParams);\n  let bestScore = baseline.score;\n  console.log(chalk.dim(`  Baseline: score=${baseline.score.toFixed(3)} sharpe=${baseline.sharpe.toFixed(2)} trades=${baseline.trades} WR=${(baseline.winRate*100).toFixed(0)}% DD=${(baseline.maxDrawdown*100).toFixed(1)}%`));\n  console.log(chalk.dim(`  Running ${maxExperiments} experiments...\\n`));\n\n  let improvements = 0;\n\n  for (let exp = 1; exp <= maxExperiments; exp++) {\n    // Pick a random mutation\n    const mutation = MUTATIONS[Math.floor(Math.random() * MUTATIONS.length)]!;\n    const mutatedParams = mutation.mutate(currentParams);\n\n    // Score\n    const result = scoreParams(allRows, mutatedParams);\n    const improved = result.score > bestScore;\n\n    if (improved) {\n      currentParams = mutatedParams;\n      bestScore = result.score;\n      improvements++;\n      console.log(chalk.green(\n        `  #${exp} ${mutation.name}: score ${result.score.toFixed(3)} (${improved ? '+' : ''}${(result.score - baseline.score).toFixed(3)}) ` +\n        `sharpe=${result.sharpe.toFixed(2)} trades=${result.trades} WR=${(result.winRate*100).toFixed(0)}% DD=${(result.maxDrawdown*100).toFixed(1)}% ✓`\n      ));\n    } else {\n      // Revert — currentParams stays the same\n      if (exp % 10 === 0) {\n        console.log(chalk.dim(`  #${exp} ${mutation.name}: score ${result.score.toFixed(3)} — no improvement (best=${bestScore.toFixed(3)})`));\n      }\n    }\n\n    // Log experiment\n    const logEntry: ExperimentResult = {\n      id: exp,\n      params: improved ? mutatedParams : currentParams,\n      score: result.score,\n      sharpe: result.sharpe,\n      totalReturn: result.totalReturn,\n      maxDrawdown: result.maxDrawdown,\n      trades: result.trades,\n      winRate: result.winRate,\n      mutation: mutation.name,\n      improved,\n      timestamp: new Date().toISOString(),\n    };\n    await appendFile(logPath, JSON.stringify(logEntry) + '\\n');\n  }\n\n  // Walk-forward validation: score optimized params on held-out data.\n  // Split all rows by timestamp: first 70% = train (used above), last 30% = test.\n  const sorted = [...allRows].sort((a, b) => Date.parse(a.timestamp) - Date.parse(b.timestamp));\n  const splitIdx = Math.floor(sorted.length * 0.7);\n  const testRows = sorted.slice(splitIdx);\n  const trainResult = scoreParams(sorted.slice(0, splitIdx), currentParams);\n  const testResult = scoreParams(testRows, currentParams);\n  const baselineTest = scoreParams(testRows, DEFAULT_PARAMS);\n\n  // Final results\n  const final = scoreParams(allRows, currentParams);\n  console.log(chalk.bold(`\\n  ═══════════════════════════════════════`));\n  console.log(chalk.bold(`  Autoresearch complete: ${maxExperiments} experiments, ${improvements} improvements`));\n  console.log(chalk.bold(`  ═══════════════════════════════════════`));\n  console.log(`  Baseline score: ${baseline.score.toFixed(3)} → Final: ${final.score.toFixed(3)}`);\n  console.log(`  Sharpe: ${baseline.sharpe.toFixed(2)} → ${final.sharpe.toFixed(2)}`);\n  console.log(`  Trades: ${baseline.trades} → ${final.trades}`);\n  console.log(`  Win rate: ${(baseline.winRate*100).toFixed(0)}% → ${(final.winRate*100).toFixed(0)}%`);\n  console.log(`  Max DD: ${(baseline.maxDrawdown*100).toFixed(1)}% → ${(final.maxDrawdown*100).toFixed(1)}%`);\n\n  // Walk-forward report\n  console.log(chalk.bold(`\\n  ── Walk-Forward Validation (last 30% of data) ──`));\n  console.log(`  Test rows: ${testRows.length} (${(testRows.length / allRows.length * 100).toFixed(0)}% of total)`);\n  if (testResult.trades >= 5) {\n    console.log(`  Baseline on test: sharpe=${baselineTest.sharpe.toFixed(2)} trades=${baselineTest.trades} WR=${(baselineTest.winRate*100).toFixed(0)}%`);\n    console.log(`  Optimized on test: sharpe=${testResult.sharpe.toFixed(2)} trades=${testResult.trades} WR=${(testResult.winRate*100).toFixed(0)}%`);\n    const testImproved = testResult.score > baselineTest.score;\n    console.log(testImproved\n      ? chalk.green(`  ✓ Params validated — improved on held-out data`)\n      : chalk.yellow(`  ⚠ Params may be overfit — degraded on held-out data`));\n  } else {\n    console.log(chalk.yellow(`  ⚠ Insufficient test trades (${testResult.trades}) for validation — use more data`));\n  }\n  console.log(`\\n  Best params:`);\n  console.log(`    weights: tech=${currentParams.weights.technical} sent=${currentParams.weights.sentiment} onchain=${currentParams.weights.onchain} fund=${currentParams.weights.fundamental}`);\n  console.log(`    buyThreshold: ${currentParams.buyThreshold}  sellThreshold: ${currentParams.sellThreshold}`);\n  console.log(`    stop: ${(currentParams.stopLossPct*100).toFixed(0)}%  RR: ${currentParams.takeProfitRR}  trail: ${(currentParams.trailPct*100).toFixed(0)}%  timeStop: ${currentParams.timeStopHours}h`);\n  console.log(`\\n  Log: ${logPath}`);\n\n  // Save best params\n  const bestPath = join(base, 'autoresearch-best-params.json');\n  await writeFile(bestPath, JSON.stringify({ ...currentParams, _score: final.score, _sharpe: final.sharpe, _experiments: maxExperiments }, null, 2));\n  console.log(`  Best params saved: 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package/dist/{chat-UWJ6JBFE.js → chat-MRTPUZ3X.js}

@@ -1,24 +1,24 @@
 import {
   getSyndicate,
   updateMetadata
-} from "./chunk-4OAZ7TP5.js";
+} from "./chunk-IS2CLLUT.js";
 import {
   getTextRecord,
   resolveSyndicate,
   setTextRecord
-} from "./chunk-5Q3VT6NQ.js";
+} from "./chunk-R7X33D2S.js";
 import {
   ENS
-} from "./chunk-XAUMJZU2.js";
+} from "./chunk-FWC57PT7.js";
 import {
   formatContractError,
   getAccount
-} from "./chunk-SWKHSKDH.js";
-import "./chunk-FOOZC4AM.js";
+} from "./chunk-XDBRKW7I.js";
+import "./chunk-2LRC7I33.js";
 import {
   cacheGroupId,
   getCachedGroupId
-} from "./chunk-4EHI4SKM.js";
+} from "./chunk-2W4KGGPU.js";
 import "./chunk-D77JGXIV.js";
 import {
   fetchMetadata,
@@ -29,7 +29,7 @@ import {
 import chalk from "chalk";
 import ora from "ora";
 async function loadXmtp() {
-  return import("./xmtp-JO7W6RFK.js");
+  return import("./xmtp-ACB2W573.js");
 }
 function formatTimestamp(date) {
   return `${date.getHours().toString().padStart(2, "0")}:${date.getMinutes().toString().padStart(2, "0")}`;
@@ -428,4 +428,4 @@ function registerChatCommands(program) {
 export {
   registerChatCommands
 };
-//# sourceMappingURL=chat-UWJ6JBFE.js.map
+//# sourceMappingURL=chat-MRTPUZ3X.js.map

package/dist/{chunk-FOOZC4AM.js → chunk-2LRC7I33.js}

@@ -1,6 +1,6 @@
 import {
   getConfigRpcUrl
-} from "./chunk-4EHI4SKM.js";
+} from "./chunk-2W4KGGPU.js";
 
 // src/lib/network.ts
 import { defineChain } from "viem";
@@ -183,4 +183,4 @@ export {
   getExplorerUrl,
   isTestnet
 };
-//# sourceMappingURL=chunk-FOOZC4AM.js.map
+//# sourceMappingURL=chunk-2LRC7I33.js.map

package/dist/{chunk-4EHI4SKM.js → chunk-2W4KGGPU.js}

@@ -64,6 +64,14 @@ function setVeniceApiKey(apiKey) {
 function getVeniceApiKey() {
   return loadConfig().veniceApiKey ?? process.env.VENICE_API_KEY;
 }
+function setAnthropicApiKey(apiKey) {
+  const config = loadConfig();
+  config.anthropicApiKey = apiKey;
+  saveConfig(config);
+}
+function getAnthropicApiKey() {
+  return loadConfig().anthropicApiKey ?? process.env.ANTHROPIC_API_KEY;
+}
 function setAgentId(agentId) {
   const config = loadConfig();
   config.agentId = agentId;
@@ -194,6 +202,8 @@ export {
   invalidateCachedGroupId,
   setVeniceApiKey,
   getVeniceApiKey,
+  setAnthropicApiKey,
+  getAnthropicApiKey,
   setAgentId,
   getAgentId,
   setPrivateKey,
@@ -214,4 +224,4 @@ export {
   cacheSwapRoute,
   clearSwapRoutes
 };
-//# sourceMappingURL=chunk-4EHI4SKM.js.map
+//# sourceMappingURL=chunk-2W4KGGPU.js.map

package/dist/chunk-2W4KGGPU.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/lib/config.ts"],"sourcesContent":["/**\n * Local config management — ~/.sherwood/config.json\n *\n * Stores group ID cache, per-chain contract addresses, and wallet config.\n */\n\nimport fs from \"node:fs\";\nimport os from \"node:os\";\nimport path from \"node:path\";\nimport { privateKeyToAccount } from \"viem/accounts\";\n\nconst CONFIG_DIR = path.join(os.homedir(), \".sherwood\");\nconst CONFIG_PATH = path.join(CONFIG_DIR, \"config.json\");\nconst DASHBOARD_BRIDGE_PATH = path.join(CONFIG_DIR, \"dashboard.json\");\n\n/** Per-chain user-specific addresses (stored by chainId). */\nexport interface ChainContracts {\n  vault?: string; // user's default vault address\n}\n\n/** A syndicate the agent belongs to (creator or member). */\nexport interface SyndicateMembership {\n  subdomain: string;\n  vault: string;\n  role: \"creator\" | \"agent\";\n}\n\nexport interface SherwoodConfig {\n  dbEncryptionKey?: string; // legacy — no longer used, XMTP CLI manages its own DB\n  privateKey?: string; // wallet private key (0x-prefixed)\n  xmtpInboxId?: string;\n  groupCache: Record<string, string>; // subdomain → XMTP group ID\n  veniceApiKey?: string; // Venice AI inference API key\n  anthropicApiKey?: string; // Anthropic Claude API key (for LLM judge)\n  agentId?: number; // ERC-8004 identity token ID\n  contracts?: Record<string, ChainContracts>; // chainId → user addresses\n  syndicates?: Record<string, SyndicateMembership[]>; // chainId → syndicate memberships\n  primarySyndicate?: Record<string, string>; // chainId → subdomain of the active syndicate\n  rpc?: Record<string, string>; // network name → custom RPC URL\n  notifyTo?: string; // destination for cron summaries (Telegram chat ID, phone, etc.)\n  uniswapApiKey?: string; // Uniswap Trading API key (from developers.uniswap.org)\n  positions?: unknown[];        // open trade positions (typed in positions.ts)\n  closedPositions?: unknown[];  // historical closed positions\n  _xmtpMigrated?: boolean;     // one-time flag: revoked stale installations from ~/.xmtp/ era\n  /** Cached swap routes per chain: chainId → { tokenPair → SwapRoute } */\n  swapRoutes?: Record<string, Record<string, SwapRoute>>;\n}\n\n/** Persisted swap route detected by the CLI during portfolio strategy proposal. */\nexport interface SwapRoute {\n  mode: \"direct\" | \"multi-hop\";\n  feeTier: number;                  // direct pool fee tier\n  hop?: { via: string; feeIn: number; feeOut: number }; // multi-hop details\n  detectedAt: number;               // unix timestamp\n}\n\nexport function loadConfig(): SherwoodConfig {\n  if (fs.existsSync(CONFIG_PATH)) {\n    const config = JSON.parse(fs.readFileSync(CONFIG_PATH, \"utf-8\"));\n    if (!config.groupCache) config.groupCache = {};\n    return config;\n  }\n\n  return { groupCache: {} };\n}\n\nexport function saveConfig(config: SherwoodConfig): void {\n  fs.mkdirSync(CONFIG_DIR, { recursive: true, mode: 0o700 });\n  fs.writeFileSync(CONFIG_PATH, JSON.stringify(config, null, 2), { mode: 0o600 });\n  writeDashboardBridge(config);\n}\n\n/**\n * Public-safe derivation of config.json for Hermes dashboard plugins to read.\n * Excludes privateKey + every other sensitive field. Hermes' sherwood-companion\n * plugin reads ~/.sherwood/dashboard.json to auto-detect the operator's\n * primary syndicate without prompting.\n *\n * Wrapped in try/catch — bridge-write failure must not break a config save.\n */\nfunction writeDashboardBridge(config: SherwoodConfig): void {\n  try {\n    let agentWallet: string | null = null;\n    if (config.privateKey) {\n      const key = config.privateKey.startsWith(\"0x\")\n        ? (config.privateKey as `0x${string}`)\n        : (`0x${config.privateKey}` as `0x${string}`);\n      agentWallet = privateKeyToAccount(key).address;\n    }\n    const bridge = {\n      version: 1,\n      agentWallet,\n      syndicates: config.syndicates ?? {},\n      primarySyndicate: config.primarySyndicate ?? {},\n    };\n    fs.writeFileSync(\n      DASHBOARD_BRIDGE_PATH,\n      JSON.stringify(bridge, null, 2),\n      { mode: 0o600 },\n    );\n  } catch {\n    // Non-fatal: plugin will fall back to manual subdomain entry.\n  }\n}\n\nexport function cacheGroupId(subdomain: string, groupId: string): void {\n  const config = loadConfig();\n  config.groupCache[subdomain] = groupId;\n  saveConfig(config);\n}\n\nexport function getCachedGroupId(subdomain: string): string | undefined {\n  const config = loadConfig();\n  return config.groupCache[subdomain];\n}\n\nexport function invalidateCachedGroupId(subdomain: string): void {\n  const config = loadConfig();\n  if (config.groupCache[subdomain]) {\n    delete config.groupCache[subdomain];\n    saveConfig(config);\n  }\n}\n\nexport function setVeniceApiKey(apiKey: string): void {\n  const config = loadConfig();\n  config.veniceApiKey = apiKey;\n  saveConfig(config);\n}\n\nexport function getVeniceApiKey(): string | undefined {\n  return loadConfig().veniceApiKey ?? process.env.VENICE_API_KEY;\n}\n\n// ── Anthropic API Key ──\n\nexport function setAnthropicApiKey(apiKey: string): void {\n  const config = loadConfig();\n  config.anthropicApiKey = apiKey;\n  saveConfig(config);\n}\n\nexport function getAnthropicApiKey(): string | undefined {\n  return loadConfig().anthropicApiKey ?? process.env.ANTHROPIC_API_KEY;\n}\n\nexport function setAgentId(agentId: number): void {\n  const config = loadConfig();\n  config.agentId = agentId;\n  saveConfig(config);\n}\n\nexport function getAgentId(): number | undefined {\n  return loadConfig().agentId;\n}\n\nexport function setPrivateKey(key: string): void {\n  const config = loadConfig();\n  config.privateKey = key.startsWith(\"0x\") ? key : `0x${key}`;\n  saveConfig(config);\n}\n\nexport function getPrivateKey(): string | undefined {\n  return loadConfig().privateKey;\n}\n\n// ── Uniswap Trading API Key ──\n\nexport function setUniswapApiKey(apiKey: string): void {\n  const config = loadConfig();\n  config.uniswapApiKey = apiKey;\n  saveConfig(config);\n}\n\nexport function getUniswapApiKey(): string | undefined {\n  return loadConfig().uniswapApiKey ?? process.env.UNISWAP_API_KEY;\n}\n\n// ── Per-network RPC URLs ──\n\nexport function getConfigRpcUrl(network: string): string | undefined {\n  return loadConfig().rpc?.[network];\n}\n\nexport function setConfigRpcUrl(network: string, url: string): void {\n  const config = loadConfig();\n  if (!config.rpc) config.rpc = {};\n  config.rpc[network] = url;\n  saveConfig(config);\n}\n\n// ── Per-chain contract addresses ──\n\nexport function getChainContracts(chainId: number): ChainContracts {\n  const config = loadConfig();\n  return config.contracts?.[String(chainId)] ?? {};\n}\n\nexport function getNotifyTo(): string | undefined {\n  return loadConfig().notifyTo;\n}\n\nexport function setNotifyTo(id: string): void {\n  const config = loadConfig();\n  config.notifyTo = id;\n  saveConfig(config);\n}\n\nexport function setChainContract(\n  chainId: number,\n  key: keyof ChainContracts,\n  value: string,\n): void {\n  const config = loadConfig();\n  if (!config.contracts) config.contracts = {};\n  const cid = String(chainId);\n  if (!config.contracts[cid]) config.contracts[cid] = {};\n  config.contracts[cid][key] = value;\n  saveConfig(config);\n}\n\n// ── Syndicate Membership ──\n\n/**\n * Add (or update) a syndicate membership. Deduplicates by subdomain.\n * Automatically sets it as primary if it's the first syndicate on this chain.\n */\nexport function addSyndicate(\n  chainId: number,\n  membership: SyndicateMembership,\n): void {\n  const config = loadConfig();\n  const cid = String(chainId);\n  if (!config.syndicates) config.syndicates = {};\n  if (!config.syndicates[cid]) config.syndicates[cid] = [];\n\n  // Upsert — replace existing entry with same subdomain\n  const idx = config.syndicates[cid].findIndex(\n    (s) => s.subdomain === membership.subdomain,\n  );\n  if (idx >= 0) {\n    config.syndicates[cid][idx] = membership;\n  } else {\n    config.syndicates[cid].push(membership);\n  }\n\n  // Auto-set as primary if it's the first syndicate (or no primary set)\n  if (!config.primarySyndicate) config.primarySyndicate = {};\n  if (!config.primarySyndicate[cid]) {\n    config.primarySyndicate[cid] = membership.subdomain;\n  }\n\n  saveConfig(config);\n}\n\n/** Get all syndicate memberships for a chain. */\nexport function getSyndicates(chainId: number): SyndicateMembership[] {\n  const config = loadConfig();\n  return config.syndicates?.[String(chainId)] ?? [];\n}\n\n/** Set which syndicate is the active/primary one for CLI commands. */\nexport function setPrimarySyndicate(\n  chainId: number,\n  subdomain: string,\n): void {\n  const config = loadConfig();\n  if (!config.primarySyndicate) config.primarySyndicate = {};\n  config.primarySyndicate[String(chainId)] = subdomain;\n  saveConfig(config);\n}\n\n/**\n * Get the primary syndicate for this chain.\n * Falls back to ChainContracts.vault for backwards compat with older configs.\n */\nexport function getPrimarySyndicate(\n  chainId: number,\n): SyndicateMembership | undefined {\n  const config = loadConfig();\n  const cid = String(chainId);\n\n  // Check new syndicates store first\n  const primarySubdomain = config.primarySyndicate?.[cid];\n  if (primarySubdomain && config.syndicates?.[cid]) {\n    const found = config.syndicates[cid].find(\n      (s) => s.subdomain === primarySubdomain,\n    );\n    if (found) return found;\n  }\n\n  // Backwards compat: if syndicates list has entries but no primary, use the first one\n  if (config.syndicates?.[cid]?.length) {\n    return config.syndicates[cid][0];\n  }\n\n  // Legacy fallback: config only has a vault address, no subdomain\n  const vault = config.contracts?.[cid]?.vault;\n  if (vault) {\n    return { subdomain: \"\", vault, role: \"creator\" };\n  }\n\n  return undefined;\n}\n\n// ── Swap Route Cache ──\n\nfunction swapRouteKey(asset: string, token: string): string {\n  return `${asset.toLowerCase()}→${token.toLowerCase()}`;\n}\n\n/** Get a cached swap route for a token pair on a chain. */\nexport function getCachedSwapRoute(chainId: number, asset: string, token: string): SwapRoute | undefined {\n  const config = loadConfig();\n  return config.swapRoutes?.[String(chainId)]?.[swapRouteKey(asset, token)];\n}\n\n/** Save a detected swap route to the config cache. */\nexport function cacheSwapRoute(chainId: number, asset: string, token: string, route: SwapRoute): void {\n  const config = loadConfig();\n  const cid = String(chainId);\n  if (!config.swapRoutes) config.swapRoutes = {};\n  if (!config.swapRoutes[cid]) config.swapRoutes[cid] = {};\n  config.swapRoutes[cid][swapRouteKey(asset, token)] = route;\n  saveConfig(config);\n}\n\n/** Clear all cached swap routes for a chain (e.g. after pool migration). */\nexport function clearSwapRoutes(chainId: number): void {\n  const config = loadConfig();\n  delete config.swapRoutes?.[String(chainId)];\n  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package/dist/chunk-7HJXZ4NM.js

@@ -0,0 +1,189 @@
+import {
+  getAccount
+} from "./chunk-XDBRKW7I.js";
+import {
+  getVeniceApiKey,
+  setVeniceApiKey
+} from "./chunk-2W4KGGPU.js";
+
+// src/lib/venice.ts
+import chalk from "chalk";
+var VENICE_API_BASE = "https://api.venice.ai/api/v1";
+var RETRY_MAX_ATTEMPTS = 3;
+var RETRY_BASE_DELAYS_MS = [1e3, 2e3, 4e3];
+var RETRY_JITTER_PCT = 0.2;
+var RETRYABLE_STATUS = /* @__PURE__ */ new Set([429, 500, 502, 503, 504]);
+var VeniceHttpError = class extends Error {
+  status;
+  body;
+  constructor(status, body) {
+    super(`Venice inference failed: ${status} ${body}`);
+    this.name = "VeniceHttpError";
+    this.status = status;
+    this.body = body;
+  }
+};
+function shouldRetry(err) {
+  if (!(err instanceof Error)) return false;
+  if (err.name === "AbortError") return false;
+  if (err instanceof VeniceHttpError) {
+    return RETRYABLE_STATUS.has(err.status);
+  }
+  if (err instanceof TypeError) return true;
+  const cause = err.cause;
+  if (cause && typeof cause === "object") {
+    const code = cause.code;
+    if (typeof code === "string" && ["ECONNRESET", "ECONNREFUSED", "ETIMEDOUT", "EAI_AGAIN", "ENOTFOUND", "EPIPE", "UND_ERR_SOCKET"].includes(code)) {
+      return true;
+    }
+  }
+  return false;
+}
+function jitter(delayMs) {
+  const spread = delayMs * RETRY_JITTER_PCT;
+  return Math.max(0, Math.round(delayMs + (Math.random() * 2 - 1) * spread));
+}
+function sleep(ms) {
+  return new Promise((resolve) => setTimeout(resolve, ms));
+}
+async function provisionApiKey() {
+  const account = getAccount();
+  const tokenRes = await fetch(`${VENICE_API_BASE}/api_keys/generate_web3_key`, {
+    signal: AbortSignal.timeout(15e3)
+  });
+  if (!tokenRes.ok) {
+    throw new Error(`Failed to get validation token: ${tokenRes.status} ${tokenRes.statusText}`);
+  }
+  const tokenData = await tokenRes.json();
+  const token = tokenData?.data?.token;
+  if (!token) {
+    throw new Error("Venice API returned no validation token");
+  }
+  const signature = await account.signMessage({ message: token });
+  const keyRes = await fetch(`${VENICE_API_BASE}/api_keys/generate_web3_key`, {
+    method: "POST",
+    headers: {
+      "Content-Type": "application/json"
+    },
+    signal: AbortSignal.timeout(15e3),
+    body: JSON.stringify({
+      address: account.address,
+      signature,
+      token,
+      apiKeyType: "INFERENCE",
+      description: "Sherwood syndicate agent"
+    })
+  });
+  if (!keyRes.ok) {
+    const body = await keyRes.text();
+    throw new Error(`Failed to generate API key: ${keyRes.status} ${body}`);
+  }
+  const keyData = await keyRes.json();
+  const apiKey = keyData?.data?.apiKey;
+  if (!apiKey) {
+    throw new Error("Venice API returned no API key");
+  }
+  setVeniceApiKey(apiKey);
+  return apiKey;
+}
+async function checkApiKeyValid() {
+  const apiKey = getVeniceApiKey();
+  if (!apiKey) return false;
+  try {
+    const res = await fetch(`${VENICE_API_BASE}/models`, {
+      headers: { Authorization: `Bearer ${apiKey}` },
+      signal: AbortSignal.timeout(15e3)
+    });
+    return res.ok;
+  } catch {
+    return false;
+  }
+}
+async function chatCompletion(opts) {
+  const apiKey = getVeniceApiKey();
+  if (!apiKey) {
+    throw new Error("No Venice API key configured. Run 'sherwood venice provision' first.");
+  }
+  const body = {
+    model: opts.model,
+    messages: opts.messages
+  };
+  if (opts.temperature !== void 0) body.temperature = opts.temperature;
+  if (opts.maxTokens !== void 0) body.max_tokens = opts.maxTokens;
+  const veniceParams = {};
+  if (opts.enableWebSearch) veniceParams.enable_web_search = "on";
+  if (opts.disableThinking) veniceParams.disable_thinking = true;
+  if (Object.keys(veniceParams).length > 0) body.venice_parameters = veniceParams;
+  let lastErr;
+  let res;
+  for (let attempt = 1; attempt <= RETRY_MAX_ATTEMPTS; attempt++) {
+    try {
+      res = await fetch(`${VENICE_API_BASE}/chat/completions`, {
+        method: "POST",
+        headers: {
+          "Content-Type": "application/json",
+          Authorization: `Bearer ${apiKey}`
+        },
+        signal: AbortSignal.timeout(12e4),
+        // inference can be slow
+        body: JSON.stringify(body)
+      });
+      if (!res.ok) {
+        const errBody = await res.text();
+        throw new VeniceHttpError(res.status, errBody);
+      }
+      lastErr = void 0;
+      break;
+    } catch (err) {
+      lastErr = err;
+      if (attempt >= RETRY_MAX_ATTEMPTS || !shouldRetry(err)) {
+        throw err;
+      }
+      const baseDelay = RETRY_BASE_DELAYS_MS[attempt - 1] ?? RETRY_BASE_DELAYS_MS[RETRY_BASE_DELAYS_MS.length - 1];
+      const delayMs = jitter(baseDelay);
+      const reason = err instanceof VeniceHttpError ? `HTTP ${err.status}` : err.message || "network";
+      console.error(chalk.dim(`  [venice] retry ${attempt}/${RETRY_MAX_ATTEMPTS} after ${delayMs}ms \u2014 ${reason}`));
+      await sleep(delayMs);
+    }
+  }
+  if (!res || lastErr) {
+    throw lastErr ?? new Error("Venice inference failed: no response");
+  }
+  const data = await res.json();
+  const choice = data.choices?.[0];
+  if (!choice) {
+    throw new Error("Venice returned no choices");
+  }
+  return {
+    content: choice.message?.content ?? "",
+    model: data.model ?? opts.model,
+    usage: {
+      promptTokens: data.usage?.prompt_tokens ?? 0,
+      completionTokens: data.usage?.completion_tokens ?? 0,
+      totalTokens: data.usage?.total_tokens ?? 0
+    }
+  };
+}
+async function listModels() {
+  const apiKey = getVeniceApiKey();
+  if (!apiKey) {
+    throw new Error("No Venice API key configured. Run 'sherwood venice provision' first.");
+  }
+  const res = await fetch(`${VENICE_API_BASE}/models`, {
+    headers: { Authorization: `Bearer ${apiKey}` },
+    signal: AbortSignal.timeout(15e3)
+  });
+  if (!res.ok) {
+    throw new Error(`Failed to list Venice models: ${res.status} ${res.statusText}`);
+  }
+  const data = await res.json();
+  return (data.data ?? []).map((m) => m.id);
+}
+
+export {
+  provisionApiKey,
+  checkApiKeyValid,
+  chatCompletion,
+  listModels
+};
+//# sourceMappingURL=chunk-7HJXZ4NM.js.map