@tradejs/cli 1.0.4 → 1.0.6

package/dist/scripts/signals.js

@@ -5,6 +5,10 @@ var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
 var __getOwnPropNames = Object.getOwnPropertyNames;
 var __getProtoOf = Object.getPrototypeOf;
 var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
 var __copyProps = (to, from, except, desc) => {
   if (from && typeof from === "object" || typeof from === "function") {
     for (let key of __getOwnPropNames(from))
@@ -21,8 +25,14 @@ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__ge
   isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
   mod
 ));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
 
 // src/scripts/signals.ts
+var signals_exports = {};
+__export(signals_exports, {
+  signals: () => signals
+});
+module.exports = __toCommonJS(signals_exports);
 var import_config = require("dotenv/config");
 var import_args = __toESM(require("args"));
 var import_progress = __toESM(require("progress"));
@@ -46,6 +56,11 @@ import_args.default.option(["S", "skipScreenshots"], "Skip screenshot generation
 import_args.default.option(["u", "updateOnly"], "Only update tickers history", false);
 import_args.default.option(["C", "cacheOnly"], "Do not update tickers history", false);
 import_args.default.option(["L", "showTickersList"], "Just show only ticker list", false);
+import_args.default.option(
+  ["R", "showSkipStats"],
+  "Show aggregated skip stats by strategy",
+  false
+);
 import_args.default.option(["c", "chunk"], "Split by chunks, ex. 1/3");
 import_args.default.option(["U", "user"], "Use user confg", "root");
 import_args.default.option(
@@ -53,12 +68,11 @@ import_args.default.option(
   "Connector provider or name for signals (e.g. bybit, binance, coinbase, custom)",
   "bybit"
 );
-var PRELOAD_START = (0, import_time.getTimestamp)(import_constants.SIGNALS_PRELOAD_DAYS);
+var PRELOAD_START = (0, import_time.getTimestamp)(import_constants.SIGNALS_CLI_PRELOAD_DAYS);
 var projectRoot = String(process.env.PROJECT_CWD || process.cwd()).trim() || process.cwd();
 var flags = import_args.default.parse(process.argv);
-var minTouches = parseInt(flags.points);
-var offset = parseInt(flags.offset);
 var interval = flags.timeframe.toString();
+var formatElapsed = (startedAt) => `${((Date.now() - startedAt) / 1e3).toFixed(1)}s`;
 var resolveStrategyNameByConfigKey = (userName, key) => {
   const parts = key.split(":");
   if (parts.length !== 5) {
@@ -97,6 +111,45 @@ var loadRuntimeStrategies = async (userName) => {
   );
   return strategyConfigs.filter(Boolean);
 };
+var createStrategySkipStats = (runtimeStrategies) => new Map(
+  runtimeStrategies.map(({ strategyName }) => [
+    strategyName,
+    {
+      evaluated: 0,
+      signals: 0,
+      reasons: /* @__PURE__ */ new Map()
+    }
+  ])
+);
+var recordStrategyReason = (strategyStats, strategyName, reason) => {
+  const stats = strategyStats.get(strategyName);
+  if (!stats) {
+    return;
+  }
+  stats.reasons.set(reason, (stats.reasons.get(reason) ?? 0) + 1);
+};
+var logStrategySkipStats = (runtimeStrategies, strategyStats) => {
+  import_logger.logger.info(import_chalk.default.yellow("skip stats:"));
+  for (const { strategyName } of runtimeStrategies) {
+    const stats = strategyStats.get(strategyName);
+    if (!stats) {
+      continue;
+    }
+    import_logger.logger.info(
+      `${strategyName}: evaluated=${stats.evaluated}, signals=${stats.signals}`
+    );
+    const sortedReasons = [...stats.reasons.entries()].sort(
+      (left, right) => right[1] - left[1] || left[0].localeCompare(right[0])
+    );
+    if (!sortedReasons.length) {
+      import_logger.logger.info("  none");
+      continue;
+    }
+    for (const [reason, count] of sortedReasons) {
+      import_logger.logger.info(`  ${reason}: ${count}`);
+    }
+  }
+};
 var resolveSignalsConnectorName = async (value) => {
   const connectorName = await (0, import_connectors2.resolveConnectorName)(value, projectRoot);
   if (connectorName) {
@@ -109,13 +162,9 @@ var resolveSignalsConnectorName = async (value) => {
   );
   return import_connectors2.DEFAULT_CONNECTOR_NAME;
 };
-var findSignals = async (symbol, connector, btcBinanceData, btcCoinbaseData, runtimeStrategies) => {
-  const prevSignals = await (0, import_redis.getKeys)(import_redis.redisKeys.signalsBySymbol(symbol));
-  if (prevSignals.length) {
-    import_logger.logger.info("Exit by signal exists %s", symbol);
-    return null;
-  }
+var findSignals = async (symbol, connector, btcBinanceData, btcCoinbaseData, runtimeStrategies, strategyStats) => {
   const currentTimestamp = (0, import_time.getTimestamp)();
+  const strategySignals = [];
   const [cachedData, btcCachedData] = await Promise.all([
     connector.kline({
       symbol,
@@ -135,10 +184,14 @@ var findSignals = async (symbol, connector, btcBinanceData, btcCoinbaseData, run
   const lastCandle = cachedData.pop();
   const btcLastCandle = btcCachedData.pop();
   if (!lastCandle || !btcLastCandle) {
-    return;
+    return strategySignals;
   }
   for (const runtimeStrategy of runtimeStrategies) {
     const { strategyName, strategyCreator, strategyConfig } = runtimeStrategy;
+    const stats = strategyStats.get(strategyName);
+    if (stats) {
+      stats.evaluated += 1;
+    }
     const strategy = await strategyCreator({
       userName: flags.user,
       connector,
@@ -156,8 +209,15 @@ var findSignals = async (symbol, connector, btcBinanceData, btcCoinbaseData, run
     });
     const signal = await strategy(lastCandle, btcLastCandle);
     if (!signal || typeof signal === "string") {
+      if (typeof signal === "string") {
+        recordStrategyReason(strategyStats, strategyName, signal);
+      }
       continue;
     }
+    if (stats) {
+      stats.signals += 1;
+    }
+    strategySignals.push(signal);
     await (0, import_redis.setData)(import_redis.redisKeys.signal(symbol, signal.signalId), signal, {
       expire: import_constants.TTL_1D
     });
@@ -165,145 +225,190 @@ var findSignals = async (symbol, connector, btcBinanceData, btcCoinbaseData, run
       expire: import_constants.TTL_3M
     });
     import_logger.logger.info("Signal found %s by strategy %s", symbol, strategyName);
-    return signal;
   }
+  return strategySignals;
 };
 var signals = async () => {
+  const startedAt = Date.now();
   const signals2 = new Array();
-  const connectorName = await resolveSignalsConnectorName(flags.connector);
-  const connectorFactory = await (0, import_connectors2.getConnectorCreatorByName)(
-    connectorName,
-    projectRoot
-  );
-  if (!connectorFactory) {
-    throw new Error(`Connector "${connectorName}" is not registered`);
-  }
-  const marketConnector = await connectorFactory({
-    userName: flags.user
-  });
-  let btcBinanceConnector = marketConnector;
-  let btcCoinbaseConnector = marketConnector;
-  if (connectorName.toLowerCase() === import_connectors2.DEFAULT_CONNECTOR_NAME.toLowerCase()) {
-    const binanceFactory = await (0, import_connectors2.getConnectorCreatorByName)(
-      import_connectors.ConnectorNames.Binance,
+  let status = "completed";
+  try {
+    const connectorName = await resolveSignalsConnectorName(flags.connector);
+    const connectorFactory = await (0, import_connectors2.getConnectorCreatorByName)(
+      connectorName,
       projectRoot
     );
-    if (binanceFactory) {
-      btcBinanceConnector = await binanceFactory({
-        userName: flags.user
-      });
-    } else {
-      import_logger.logger.warn(
-        "Binance connector is unavailable. Reusing %s.",
-        connectorName
+    if (!connectorFactory) {
+      throw new Error(`Connector "${connectorName}" is not registered`);
+    }
+    const marketConnector = await connectorFactory({
+      userName: flags.user
+    });
+    let btcBinanceConnector = marketConnector;
+    let btcCoinbaseConnector = marketConnector;
+    if (connectorName.toLowerCase() === import_connectors2.DEFAULT_CONNECTOR_NAME.toLowerCase()) {
+      const binanceFactory = await (0, import_connectors2.getConnectorCreatorByName)(
+        import_connectors.ConnectorNames.Binance,
+        projectRoot
+      );
+      if (binanceFactory) {
+        btcBinanceConnector = await binanceFactory({
+          userName: flags.user
+        });
+      } else {
+        import_logger.logger.warn(
+          "Binance connector is unavailable. Reusing %s.",
+          connectorName
+        );
+      }
+      const coinbaseFactory = await (0, import_connectors2.getConnectorCreatorByName)(
+        import_connectors.ConnectorNames.Coinbase,
+        projectRoot
       );
+      if (coinbaseFactory) {
+        btcCoinbaseConnector = await coinbaseFactory({
+          userName: flags.user
+        });
+      } else {
+        import_logger.logger.warn(
+          "Coinbase connector is unavailable. Reusing %s.",
+          connectorName
+        );
+      }
     }
-    const coinbaseFactory = await (0, import_connectors2.getConnectorCreatorByName)(
-      import_connectors.ConnectorNames.Coinbase,
-      projectRoot
+    const tickers = await (0, import_cli.getTickers)(
+      marketConnector,
+      flags.tickers,
+      flags.exclude,
+      flags.tickersLimit,
+      flags.chunk
     );
-    if (coinbaseFactory) {
-      btcCoinbaseConnector = await coinbaseFactory({
-        userName: flags.user
-      });
-    } else {
-      import_logger.logger.warn(
-        "Coinbase connector is unavailable. Reusing %s.",
-        connectorName
+    if (flags.showTickersList) {
+      console.log(import_chalk.default.gray(JSON.stringify(tickers.sort(), null, 2)));
+      return;
+    }
+    if (!flags.cacheOnly) {
+      await (0, import_cli.update)(
+        marketConnector,
+        interval,
+        tickers,
+        import_constants.SIGNALS_CLI_PRELOAD_DAYS
       );
+      if (btcBinanceConnector !== marketConnector) {
+        await (0, import_cli.update)(
+          btcBinanceConnector,
+          interval,
+          ["BTCUSDT"],
+          import_constants.SIGNALS_CLI_PRELOAD_DAYS
+        );
+      }
+      if (btcCoinbaseConnector !== marketConnector) {
+        await (0, import_cli.update)(
+          btcCoinbaseConnector,
+          interval,
+          ["BTCUSDT"],
+          import_constants.SIGNALS_CLI_PRELOAD_DAYS
+        );
+      }
     }
-  }
-  const tickers = await (0, import_cli.getTickers)(
-    marketConnector,
-    flags.tickers,
-    flags.exclude,
-    flags.tickersLimit,
-    flags.chunk
-  );
-  if (flags.showTickersList) {
-    console.log(import_chalk.default.gray(JSON.stringify(tickers.sort(), null, 2)));
-    return;
-  }
-  if (!flags.cacheOnly) {
-    await (0, import_cli.update)(marketConnector, interval, tickers);
-    if (btcBinanceConnector !== marketConnector) {
-      await (0, import_cli.update)(btcBinanceConnector, interval, ["BTCUSDT"]);
+    const currentTimestamp = (0, import_time.getTimestamp)();
+    const [btcBinanceData, btcCoinbaseData] = await Promise.all([
+      btcBinanceConnector.kline({
+        symbol: "BTCUSDT",
+        start: PRELOAD_START,
+        end: currentTimestamp,
+        cacheOnly: true,
+        interval
+      }),
+      btcCoinbaseConnector.kline({
+        symbol: "BTCUSDT",
+        start: PRELOAD_START,
+        end: currentTimestamp,
+        cacheOnly: true,
+        interval
+      })
+    ]);
+    if (flags.updateOnly) {
+      return;
     }
-    if (btcCoinbaseConnector !== marketConnector) {
-      await (0, import_cli.update)(btcCoinbaseConnector, interval, ["BTCUSDT"]);
+    const runtimeStrategies = await loadRuntimeStrategies(flags.user);
+    if (!runtimeStrategies.length) {
+      import_logger.logger.warn(
+        "No strategy configs found by users:%s:strategies:*:config",
+        flags.user
+      );
+      return;
     }
-  }
-  const currentTimestamp = (0, import_time.getTimestamp)();
-  const [btcBinanceData, btcCoinbaseData] = await Promise.all([
-    btcBinanceConnector.kline({
-      symbol: "BTCUSDT",
-      start: PRELOAD_START,
-      end: currentTimestamp,
-      cacheOnly: true,
-      interval
-    }),
-    btcCoinbaseConnector.kline({
-      symbol: "BTCUSDT",
-      start: PRELOAD_START,
-      end: currentTimestamp,
-      cacheOnly: true,
-      interval
-    })
-  ]);
-  if (flags.updateOnly) {
-    return;
-  }
-  const runtimeStrategies = await loadRuntimeStrategies(flags.user);
-  if (!runtimeStrategies.length) {
-    import_logger.logger.warn(
-      "No strategy configs found by users:%s:strategies:*:config",
-      flags.user
+    import_logger.logger.info(
+      import_chalk.default.yellow(
+        `loaded strategies: ${runtimeStrategies.map((s) => s.strategyName).join(", ")}`
+      )
     );
-    return;
-  }
-  import_logger.logger.info(
-    import_chalk.default.yellow(
-      `loaded strategies: ${runtimeStrategies.map((s) => s.strategyName).join(", ")}`
-    )
-  );
-  const bar = new import_progress.default(
-    ":current/:total [:bar][:percent] :found :eta(s) :symbol",
-    {
-      total: tickers.length,
-      width: 30
+    const strategyStats = createStrategySkipStats(runtimeStrategies);
+    const bar = new import_progress.default(
+      ":current/:total [:bar][:percent] :found :eta(s) :symbol",
+      {
+        total: tickers.length,
+        width: 30
+      }
+    );
+    import_logger.logger.info(import_chalk.default.yellow(`tickers: ${tickers.length}`));
+    await (0, import_async.runWithConcurrency)(tickers, 5, async (symbol) => {
+      const strategySignals = await findSignals(
+        symbol,
+        marketConnector,
+        btcBinanceData,
+        btcCoinbaseData,
+        runtimeStrategies,
+        strategyStats
+      );
+      if (strategySignals.length > 0) {
+        signals2.push(...strategySignals);
+      }
+      bar.tick(1, {
+        found: import_chalk.default.cyan(signals2.length),
+        symbol: import_chalk.default.gray(symbol)
+      });
+    });
+    if (!flags.skipScreenshots) {
+      await (0, import_cli.makeScreenshots)(signals2, "15", flags.user);
     }
-  );
-  import_logger.logger.info(import_chalk.default.yellow(`tickers: ${tickers.length}`));
-  await (0, import_async.runWithConcurrency)(tickers, 5, async (symbol) => {
-    const signal = await findSignals(
-      symbol,
-      marketConnector,
-      btcBinanceData,
-      btcCoinbaseData,
-      runtimeStrategies
+    if (flags.notify) {
+      await (0, import_cli.sendToTG)(signals2, "15", flags.user);
+    }
+    import_logger.logger.info(
+      JSON.stringify(
+        signals2.map((s) => s.symbol),
+        null,
+        2
+      )
     );
-    if (signal) {
-      signals2.push(signal);
+    if (flags.showSkipStats) {
+      logStrategySkipStats(runtimeStrategies, strategyStats);
     }
-    bar.tick(1, {
-      found: import_chalk.default.cyan(signals2.length),
-      symbol: import_chalk.default.gray(symbol)
-    });
-  });
-  if (!flags.skipScreenshots) {
-    await (0, import_cli.makeScreenshots)(signals2, "15");
-    await (0, import_cli.makeScreenshots)(signals2, "60");
-  }
-  if (flags.notify) {
-    await (0, import_cli.sendToTG)(signals2, "15");
+  } catch (error) {
+    status = "failed";
+    import_logger.logger.error(
+      "signals failed: %s",
+      error?.message || String(error)
+    );
+    throw error;
+  } finally {
+    import_logger.logger.info(
+      import_chalk.default.yellow(
+        `signals ${status} in ${formatElapsed(startedAt)} (found=${signals2.length})`
+      )
+    );
   }
-  import_logger.logger.info(
-    JSON.stringify(
-      signals2.map((s) => s.symbol),
-      null,
-      2
-    )
-  );
-  process.exit();
 };
-signals();
+if (process.env.NODE_ENV !== "test") {
+  signals().then(() => {
+    process.exit(0);
+  }).catch(() => {
+    process.exit(1);
+  });
+}
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  signals
+});

package/dist/scripts/spawnSiblingScript.js

@@ -0,0 +1,71 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/scripts/spawnSiblingScript.ts
+var spawnSiblingScript_exports = {};
+__export(spawnSiblingScript_exports, {
+  spawnSiblingScript: () => spawnSiblingScript
+});
+module.exports = __toCommonJS(spawnSiblingScript_exports);
+var import_fs = __toESM(require("fs"));
+var import_path = __toESM(require("path"));
+var import_child_process = require("child_process");
+var spawnSiblingScript = (currentDir, scriptBaseName, extraArgs) => {
+  const searchDirs = [currentDir, import_path.default.resolve(currentDir, "scripts")];
+  const candidates = searchDirs.flatMap((dir) => [
+    import_path.default.resolve(dir, `${scriptBaseName}.js`),
+    import_path.default.resolve(dir, `${scriptBaseName}.ts`)
+  ]);
+  const scriptPath = candidates.find((candidate) => import_fs.default.existsSync(candidate));
+  if (!scriptPath) {
+    throw new Error(
+      `Script "${scriptBaseName}" not found. Checked: ${candidates.join(", ")}`
+    );
+  }
+  const commandArgs = scriptPath.endsWith(".ts") ? [
+    "-r",
+    "ts-node/register",
+    "-r",
+    "tsconfig-paths/register",
+    scriptPath,
+    ...extraArgs
+  ] : [scriptPath, ...extraArgs];
+  const result = (0, import_child_process.spawnSync)(process.execPath, commandArgs, {
+    env: process.env,
+    stdio: "inherit"
+  });
+  if (result.error) {
+    throw result.error;
+  }
+  return result.status ?? 1;
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  spawnSiblingScript
+});

package/dist/workers/testerWorker.js

@@ -2,6 +2,7 @@
 
 // src/workers/testerWorker.ts
 var import_backtest = require("@tradejs/node/backtest");
+var import_ai = require("@tradejs/infra/ai");
 var import_logger = require("@tradejs/infra/logger");
 var import_ml = require("@tradejs/infra/ml");
 var import_redis = require("@tradejs/infra/redis");
@@ -23,10 +24,12 @@ process.on(
           if (!testResult) {
             throw new Error("No result");
           }
-          const { stat, orderLogId } = testResult;
+          const { stat, orderLogId, inlineOrderLog, inlinePositionLog } = testResult;
           process.send?.({
             stat,
             orderLogId,
+            inlineOrderLog,
+            inlinePositionLog,
             test
           });
         } catch (error) {
@@ -36,6 +39,7 @@ process.on(
           process.send?.({
             error: true,
             id: test.name,
+            symbol: test.symbol,
             msg: {
               message: errorMessage,
               stack: errorStack
@@ -44,10 +48,17 @@ process.on(
         }
       }
     } finally {
+      await (0, import_ai.closeAllAiDatasetWriters)();
       await (0, import_ml.closeAllMlDatasetWriters)();
       (0, import_backtest.resetTestingKlineCache)();
     }
-    process.send?.({ done: true });
+    if (process.send) {
+      process.send({ done: true }, () => {
+        process.disconnect?.();
+        process.exit(0);
+      });
+      return;
+    }
     process.disconnect?.();
     process.exit(0);
   }

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@tradejs/cli",
-  "version": "1.0.4",
-  "description": "Official TradeJS CLI for infra setup, backtests, signals, bots, and ML workflows.",
+  "version": "1.0.6",
+  "description": "Official CLI for the TradeJS open-source framework: infra setup, backtests, signals, bots, and ML workflows.",
   "keywords": [
     "tradejs",
     "trading",
@@ -12,6 +12,14 @@
     "automation"
   ],
   "homepage": "https://tradejs.dev",
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/tradejs-dev/tradejs.git",
+    "directory": "packages/cli"
+  },
+  "bugs": {
+    "url": "https://github.com/tradejs-dev/tradejs/issues"
+  },
   "main": "dist/cli.js",
   "types": "dist/cli.d.ts",
   "files": [
@@ -21,14 +29,14 @@
     "tradejs": "dist/cli.js"
   },
   "dependencies": {
-    "@tradejs/base": "^1.0.4",
-    "@tradejs/connectors": "^1.0.4",
-    "@tradejs/core": "^1.0.4",
-    "@tradejs/indicators": "^1.0.4",
-    "@tradejs/infra": "^1.0.4",
-    "@tradejs/node": "^1.0.4",
-    "@tradejs/strategies": "^1.0.4",
-    "@tradejs/types": "^1.0.4",
+    "@tradejs/base": "^1.0.6",
+    "@tradejs/connectors": "^1.0.6",
+    "@tradejs/core": "^1.0.6",
+    "@tradejs/indicators": "^1.0.6",
+    "@tradejs/infra": "^1.0.6",
+    "@tradejs/node": "^1.0.6",
+    "@tradejs/strategies": "^1.0.6",
+    "@tradejs/types": "^1.0.6",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",
@@ -55,6 +63,8 @@
     "clean-redis": "yarn run run:dist clean-redis",
     "clean-tests": "yarn run run:dist clean-tests",
     "doctor": "yarn run run:dist doctor",
+    "ai-export": "yarn run run:dist ai-export",
+    "ai-train": "yarn run run:dist ai-train",
     "backtest": "yarn run run:dist backtest",
     "bot": "yarn run run:dist bot",
     "signals": "yarn run run:dist signals",