@tradejs/cli 1.0.5 → 1.0.6

package/dist/lib/aiTrainMetrics.js

@@ -0,0 +1,150 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+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 __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/lib/aiTrainMetrics.ts
+var aiTrainMetrics_exports = {};
+__export(aiTrainMetrics_exports, {
+  summarizeAiTrainEvaluations: () => summarizeAiTrainEvaluations,
+  summarizeAiTrainEvaluationsByDirection: () => summarizeAiTrainEvaluationsByDirection
+});
+module.exports = __toCommonJS(aiTrainMetrics_exports);
+var divideOrNull = (num, denom) => {
+  if (denom <= 0) {
+    return null;
+  }
+  return num / denom;
+};
+var qualitySortKey = (quality) => quality == null ? Number.POSITIVE_INFINITY : quality;
+var summarizeAiTrainEvaluations = (evaluations) => {
+  let approved = 0;
+  let rejected = 0;
+  let correct = 0;
+  let incorrect = 0;
+  let profitable = 0;
+  let unprofitable = 0;
+  let flat = 0;
+  let truePositive = 0;
+  let falsePositive = 0;
+  let trueNegative = 0;
+  let falseNegative = 0;
+  let totalProfitAll = 0;
+  let totalProfitApproved = 0;
+  const bucketMap = /* @__PURE__ */ new Map();
+  for (const evaluation of evaluations) {
+    const { profit, profitableTrade, aiApproved, quality } = evaluation;
+    totalProfitAll += profit;
+    if (profitableTrade) {
+      profitable += 1;
+    } else if (profit < 0) {
+      unprofitable += 1;
+    } else {
+      flat += 1;
+    }
+    if (aiApproved) {
+      approved += 1;
+      totalProfitApproved += profit;
+    } else {
+      rejected += 1;
+    }
+    const isCorrect = aiApproved === profitableTrade;
+    if (isCorrect) {
+      correct += 1;
+    } else {
+      incorrect += 1;
+    }
+    if (aiApproved && profitableTrade) {
+      truePositive += 1;
+    } else if (aiApproved && !profitableTrade) {
+      falsePositive += 1;
+    } else if (!aiApproved && profitableTrade) {
+      falseNegative += 1;
+    } else {
+      trueNegative += 1;
+    }
+    const bucket = bucketMap.get(quality) ?? {
+      quality,
+      count: 0,
+      approved: 0,
+      profitable: 0,
+      totalProfit: 0
+    };
+    bucket.count += 1;
+    bucket.totalProfit += profit;
+    if (aiApproved) {
+      bucket.approved += 1;
+    }
+    if (profitableTrade) {
+      bucket.profitable += 1;
+    }
+    bucketMap.set(quality, bucket);
+  }
+  const avgProfitAll = divideOrNull(totalProfitAll, evaluations.length);
+  const avgProfitApproved = divideOrNull(totalProfitApproved, approved);
+  const expectancyDelta = avgProfitAll == null || avgProfitApproved == null ? null : avgProfitApproved - avgProfitAll;
+  return {
+    approved,
+    rejected,
+    correct,
+    incorrect,
+    truePositive,
+    falsePositive,
+    trueNegative,
+    falseNegative,
+    profitable,
+    unprofitable,
+    flat,
+    precisionApproved: divideOrNull(truePositive, approved),
+    recallWinners: divideOrNull(truePositive, profitable),
+    avgProfitAll,
+    avgProfitApproved,
+    expectancyDelta,
+    qualityBuckets: [...bucketMap.values()].sort(
+      (a, b) => qualitySortKey(a.quality) - qualitySortKey(b.quality)
+    )
+  };
+};
+var getDirectionSortKey = (direction) => {
+  if (direction === "LONG") {
+    return 0;
+  }
+  if (direction === "SHORT") {
+    return 1;
+  }
+  return 2;
+};
+var summarizeAiTrainEvaluationsByDirection = (evaluations) => {
+  const grouped = /* @__PURE__ */ new Map();
+  for (const evaluation of evaluations) {
+    const direction = typeof evaluation.direction === "string" && evaluation.direction.trim() ? evaluation.direction : "UNKNOWN";
+    const bucket = grouped.get(direction) ?? [];
+    bucket.push(evaluation);
+    grouped.set(direction, bucket);
+  }
+  return [...grouped.entries()].sort(
+    ([leftDirection], [rightDirection]) => getDirectionSortKey(leftDirection) - getDirectionSortKey(rightDirection) || leftDirection.localeCompare(rightDirection)
+  ).map(([direction, directionEvaluations]) => ({
+    direction,
+    summary: summarizeAiTrainEvaluations(directionEvaluations)
+  }));
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  summarizeAiTrainEvaluations,
+  summarizeAiTrainEvaluationsByDirection
+});

package/dist/scripts/aiExport.js

@@ -0,0 +1,192 @@
+"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 __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
+));
+
+// src/scripts/aiExport.ts
+var import_args = __toESM(require("args"));
+var import_chalk2 = __toESM(require("chalk"));
+var import_promises = __toESM(require("fs/promises"));
+var import_path = __toESM(require("path"));
+var import_ai = require("@tradejs/infra/ai");
+
+// src/scripts/selectStrategy.ts
+var import_readline = __toESM(require("readline"));
+var import_chalk = __toESM(require("chalk"));
+var import_strategies = require("@tradejs/node/strategies");
+var defaultStrategy = "TrendLine";
+var projectRoot = String(process.env.PROJECT_CWD || process.cwd()).trim() || process.cwd();
+var getStrategyChoices = async () => {
+  try {
+    const loaded = await (0, import_strategies.getAvailableStrategyNames)(projectRoot);
+    if (loaded.length) {
+      return loaded;
+    }
+  } catch (error) {
+    console.warn(`Failed to load strategy list: ${String(error)}`);
+  }
+  return [
+    "Breakout",
+    "MaStrategy",
+    "AdaptiveMomentumRibbon",
+    "TrendLine",
+    "VolumeDivergence"
+  ];
+};
+var selectStrategy = async (promptLabel = "Select strategy", options) => {
+  const strategies = options?.strategies && options.strategies.length ? options.strategies : await getStrategyChoices();
+  const preferredDefault = options?.defaultStrategy || defaultStrategy;
+  const fallbackStrategy = strategies.includes(preferredDefault) ? preferredDefault : strategies[0];
+  if (!process.stdin.isTTY) {
+    return fallbackStrategy;
+  }
+  console.log(import_chalk.default.cyan("Available strategies:"));
+  strategies.forEach((name, index) => {
+    const isDefault = name === defaultStrategy;
+    const label = isDefault ? import_chalk.default.green(name) : name;
+    const suffix = isDefault ? import_chalk.default.gray(" (default)") : "";
+    console.log(`  ${import_chalk.default.yellow(String(index + 1))}) ${label}${suffix}`);
+  });
+  const rl = import_readline.default.createInterface({
+    input: process.stdin,
+    output: process.stdout
+  });
+  const question = (text) => new Promise((resolve) => rl.question(text, resolve));
+  const answer = await question(
+    `${promptLabel} [${import_chalk.default.green(fallbackStrategy)}]: `
+  );
+  rl.close();
+  const trimmed = answer.trim();
+  if (!trimmed) {
+    return fallbackStrategy;
+  }
+  const asNumber = Number(trimmed);
+  if (Number.isFinite(asNumber) && asNumber >= 1 && asNumber <= strategies.length) {
+    return strategies[asNumber - 1];
+  }
+  const byName = strategies.find(
+    (name) => name.toLowerCase() === trimmed.toLowerCase()
+  );
+  if (byName) {
+    return byName;
+  }
+  console.warn(`Unknown strategy "${trimmed}", using ${fallbackStrategy}.`);
+  return fallbackStrategy;
+};
+
+// src/scripts/resolveExportStrategy.ts
+var resolveExportStrategy = async ({
+  explicitStrategy,
+  outDir,
+  datasetLabel,
+  promptLabel,
+  listStrategies
+}) => {
+  const raw = String(explicitStrategy || "").trim();
+  if (raw) {
+    return raw;
+  }
+  const availableStrategies = await listStrategies({ outDir });
+  if (!availableStrategies.length) {
+    return null;
+  }
+  if (availableStrategies.length === 1) {
+    return availableStrategies[0];
+  }
+  if (!process.stdin.isTTY) {
+    throw new Error(
+      `Multiple ${datasetLabel} chunk strategies found in ${outDir}: ${availableStrategies.join(", ")}. Pass --strategy.`
+    );
+  }
+  return selectStrategy(promptLabel, {
+    strategies: availableStrategies,
+    defaultStrategy: availableStrategies[0]
+  });
+};
+
+// src/scripts/aiExport.ts
+import_args.default.example(
+  "yarn ts-node ./src/scripts/aiExport --strategy trendline",
+  "Merge per-worker AI prompt chunks into one dataset JSONL"
+);
+import_args.default.option(["o", "outDir"], "Dataset directory", "data/ai/export");
+import_args.default.option(["s", "strategy"], "Strategy name", "");
+import_args.default.option(
+  ["k", "keepChunks"],
+  "Keep source chunk files after successful merge",
+  false
+);
+var flags = import_args.default.parse(process.argv);
+var main = async () => {
+  const outDir = String(flags.outDir || "data/ai/export");
+  await import_promises.default.mkdir(outDir, { recursive: true });
+  const strategyName = await resolveExportStrategy({
+    explicitStrategy: String(flags.strategy || ""),
+    outDir,
+    datasetLabel: "AI",
+    promptLabel: "Select AI export strategy",
+    listStrategies: import_ai.listAiChunkStrategies
+  });
+  if (!strategyName) {
+    console.log(import_chalk2.default.yellow(`No AI chunk files found in ${outDir}`));
+    process.exit(0);
+  }
+  const chunkFiles = await (0, import_ai.listAiChunkFiles)({
+    strategyName,
+    outDir
+  });
+  if (!chunkFiles.length) {
+    console.log(
+      import_chalk2.default.yellow(
+        `No chunk files found for strategy "${strategyName}" in ${outDir}`
+      )
+    );
+    process.exit(0);
+  }
+  const mergedPath = import_path.default.join(
+    outDir,
+    `ai-dataset-${(0, import_ai.toFileToken)(strategyName)}-merged-${Date.now()}.jsonl`
+  );
+  await (0, import_ai.mergeAiJsonlFiles)({
+    filePaths: chunkFiles,
+    outPath: mergedPath
+  });
+  const shouldDeleteChunks = !Boolean(flags.keepChunks);
+  if (shouldDeleteChunks) {
+    for (const filePath of chunkFiles) {
+      await import_promises.default.rm(filePath, { force: true });
+    }
+  }
+  console.log(import_chalk2.default.green(`Merged AI dataset saved: ${mergedPath}`));
+  console.log(
+    import_chalk2.default.gray(
+      `strategy=${strategyName}, source_chunks=${chunkFiles.length}, deleteChunks=${Boolean(
+        shouldDeleteChunks
+      )}`
+    )
+  );
+  process.exit(0);
+};
+main().catch((error) => {
+  console.error(import_chalk2.default.red(error?.message || String(error)));
+  process.exit(1);
+});

package/dist/scripts/aiExportSelect.js

@@ -0,0 +1,135 @@
+"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 __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
+));
+
+// src/scripts/selectStrategy.ts
+var import_readline = __toESM(require("readline"));
+var import_chalk = __toESM(require("chalk"));
+var import_strategies = require("@tradejs/node/strategies");
+var defaultStrategy = "TrendLine";
+var projectRoot = String(process.env.PROJECT_CWD || process.cwd()).trim() || process.cwd();
+var getStrategyChoices = async () => {
+  try {
+    const loaded = await (0, import_strategies.getAvailableStrategyNames)(projectRoot);
+    if (loaded.length) {
+      return loaded;
+    }
+  } catch (error) {
+    console.warn(`Failed to load strategy list: ${String(error)}`);
+  }
+  return [
+    "Breakout",
+    "MaStrategy",
+    "AdaptiveMomentumRibbon",
+    "TrendLine",
+    "VolumeDivergence"
+  ];
+};
+var selectStrategy = async (promptLabel = "Select strategy", options) => {
+  const strategies = options?.strategies && options.strategies.length ? options.strategies : await getStrategyChoices();
+  const preferredDefault = options?.defaultStrategy || defaultStrategy;
+  const fallbackStrategy = strategies.includes(preferredDefault) ? preferredDefault : strategies[0];
+  if (!process.stdin.isTTY) {
+    return fallbackStrategy;
+  }
+  console.log(import_chalk.default.cyan("Available strategies:"));
+  strategies.forEach((name, index) => {
+    const isDefault = name === defaultStrategy;
+    const label = isDefault ? import_chalk.default.green(name) : name;
+    const suffix = isDefault ? import_chalk.default.gray(" (default)") : "";
+    console.log(`  ${import_chalk.default.yellow(String(index + 1))}) ${label}${suffix}`);
+  });
+  const rl = import_readline.default.createInterface({
+    input: process.stdin,
+    output: process.stdout
+  });
+  const question = (text) => new Promise((resolve) => rl.question(text, resolve));
+  const answer = await question(
+    `${promptLabel} [${import_chalk.default.green(fallbackStrategy)}]: `
+  );
+  rl.close();
+  const trimmed = answer.trim();
+  if (!trimmed) {
+    return fallbackStrategy;
+  }
+  const asNumber = Number(trimmed);
+  if (Number.isFinite(asNumber) && asNumber >= 1 && asNumber <= strategies.length) {
+    return strategies[asNumber - 1];
+  }
+  const byName = strategies.find(
+    (name) => name.toLowerCase() === trimmed.toLowerCase()
+  );
+  if (byName) {
+    return byName;
+  }
+  console.warn(`Unknown strategy "${trimmed}", using ${fallbackStrategy}.`);
+  return fallbackStrategy;
+};
+
+// src/scripts/spawnSiblingScript.ts
+var import_fs = __toESM(require("fs"));
+var import_path = __toESM(require("path"));
+var import_child_process = require("child_process");
+var spawnSiblingScript = (currentDir, scriptBaseName, extraArgs) => {
+  const searchDirs = [currentDir, import_path.default.resolve(currentDir, "scripts")];
+  const candidates = searchDirs.flatMap((dir) => [
+    import_path.default.resolve(dir, `${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;
+};
+
+// src/scripts/aiExportSelect.ts
+var run = async () => {
+  const selected = await selectStrategy("Select AI export strategy");
+  const status = spawnSiblingScript(__dirname, "aiExport", [
+    "--strategy",
+    selected
+  ]);
+  process.exit(status);
+};
+run().catch((err) => {
+  console.error("Failed to select AI export strategy:", err);
+  process.exit(1);
+});