@tradejs/cli 1.0.5 → 1.0.8

package/dist/lib/aiTrainMetrics.js

@@ -0,0 +1,173 @@
+"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 DAY_MS = 24 * 60 * 60 * 1e3;
+var DAYS_PER_WEEK = 7;
+var DAYS_PER_MONTH = 30.4375;
+var getEvaluationPeriodDays = (evaluations) => {
+  const timestamps = evaluations.map(
+    (evaluation) => typeof evaluation.timestamp === "number" && Number.isFinite(evaluation.timestamp) ? evaluation.timestamp : null
+  ).filter((timestamp) => timestamp != null);
+  if (!timestamps.length) {
+    return null;
+  }
+  const minTimestamp = Math.min(...timestamps);
+  const maxTimestamp = Math.max(...timestamps);
+  return Math.max((maxTimestamp - minTimestamp) / DAY_MS, 1);
+};
+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 periodDays = getEvaluationPeriodDays(evaluations);
+  const avgProfitApprovedPerDay = periodDays == null ? null : divideOrNull(totalProfitApproved, periodDays);
+  const avgApprovedTradesPerDay = periodDays == null ? null : divideOrNull(approved, periodDays);
+  const avgProfitApprovedPerMonth = avgProfitApprovedPerDay == null ? null : avgProfitApprovedPerDay * DAYS_PER_MONTH;
+  const avgApprovedTradesPerWeek = avgApprovedTradesPerDay == null ? null : avgApprovedTradesPerDay * DAYS_PER_WEEK;
+  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,
+    avgProfitApprovedPerDay,
+    avgProfitApprovedPerMonth,
+    avgApprovedTradesPerDay,
+    avgApprovedTradesPerWeek,
+    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/lib/candlesProviderMigration.js

@@ -0,0 +1,266 @@
+"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/candlesProviderMigration.ts
+var candlesProviderMigration_exports = {};
+__export(candlesProviderMigration_exports, {
+  runCandlesProviderMigration: () => runCandlesProviderMigration
+});
+module.exports = __toCommonJS(candlesProviderMigration_exports);
+var LOCK_KEY = "tradejs:candles-provider-migration";
+var assertIdentifier = (value, label) => {
+  const normalized = String(value || "").trim();
+  if (!/^[A-Za-z_][A-Za-z0-9_]*$/.test(normalized)) {
+    throw new Error(`Invalid ${label}: ${value}`);
+  }
+  return normalized;
+};
+var quoteIdentifier = (value) => `"${value.replace(/"/g, '""')}"`;
+var quoteQualifiedName = (schema, table) => `${quoteIdentifier(schema)}.${quoteIdentifier(table)}`;
+var toQualifiedRegclass = (schema, table) => `${quoteIdentifier(schema)}.${quoteIdentifier(table)}`;
+var getProviderColumnExists = async (db, schema, table) => {
+  const res = await db.query(
+    `
+      SELECT EXISTS (
+        SELECT 1
+        FROM information_schema.columns
+        WHERE table_schema = $1
+          AND table_name = $2
+          AND column_name = 'provider'
+      ) AS exists
+    `,
+    [schema, table]
+  );
+  return Boolean(res.rows[0]?.exists);
+};
+var getPrimaryKeyColumns = async (db, schema, table) => {
+  const res = await db.query(
+    `
+      SELECT a.attname AS column_name
+      FROM pg_index i
+      JOIN pg_class t
+        ON t.oid = i.indrelid
+      JOIN pg_namespace n
+        ON n.oid = t.relnamespace
+      JOIN unnest(i.indkey) WITH ORDINALITY AS keys(attnum, ord)
+        ON true
+      JOIN pg_attribute a
+        ON a.attrelid = t.oid
+       AND a.attnum = keys.attnum
+      WHERE i.indisprimary
+        AND n.nspname = $1
+        AND t.relname = $2
+      ORDER BY keys.ord ASC
+    `,
+    [schema, table]
+  );
+  return res.rows.map((row) => String(row.column_name));
+};
+var getCompressionJobs = async (db, schema, table) => {
+  const res = await db.query(
+    `
+      SELECT job_id, scheduled
+      FROM timescaledb_information.jobs
+      WHERE proc_name = 'policy_compression'
+        AND hypertable_schema = $1
+        AND hypertable_name = $2
+      ORDER BY job_id ASC
+    `,
+    [schema, table]
+  );
+  return res.rows.map((row) => ({
+    jobId: Number(row.job_id),
+    scheduled: Boolean(row.scheduled)
+  }));
+};
+var getCompressedChunks = async (db, schema, table) => {
+  const res = await db.query(
+    `
+      SELECT chunk::text AS chunk_name
+      FROM timescaledb_information.chunk_compression_settings
+      WHERE hypertable = $1::regclass
+      ORDER BY chunk::text ASC
+    `,
+    [toQualifiedRegclass(schema, table)]
+  );
+  return res.rows.map((row) => String(row.chunk_name));
+};
+var runCandlesProviderMigration = async (db, options = {}) => {
+  const schema = assertIdentifier(options.schema || "public", "schema");
+  const table = assertIdentifier(options.table || "candles", "table");
+  const dryRun = Boolean(options.dryRun);
+  const recompress = options.recompress !== false;
+  const keepPolicyPaused = Boolean(options.keepPolicyPaused);
+  const quotedTable = quoteQualifiedName(schema, table);
+  const onProgress = typeof options.onProgress === "function" ? options.onProgress : void 0;
+  const progress = (message) => {
+    onProgress?.(message);
+  };
+  const summary = {
+    schema,
+    table,
+    dryRun,
+    providerColumnExistsBefore: false,
+    providerBackfilledRows: 0,
+    primaryKeyColumnsBefore: [],
+    primaryKeyChanged: false,
+    compressionJobIds: [],
+    pausedJobIds: [],
+    resumedJobIds: [],
+    compressedChunksBefore: [],
+    decompressedChunks: [],
+    recompressedChunks: [],
+    indexEnsured: false,
+    compressionSettingsUpdated: false
+  };
+  const jobsToResume = /* @__PURE__ */ new Set();
+  progress(`Acquire migration lock for ${schema}.${table}`);
+  await db.query("SELECT pg_advisory_lock(hashtext($1))", [LOCK_KEY]);
+  try {
+    progress("Inspect current candles schema");
+    summary.providerColumnExistsBefore = await getProviderColumnExists(
+      db,
+      schema,
+      table
+    );
+    summary.primaryKeyColumnsBefore = await getPrimaryKeyColumns(
+      db,
+      schema,
+      table
+    );
+    const compressionJobs = await getCompressionJobs(db, schema, table);
+    summary.compressionJobIds = compressionJobs.map((job) => job.jobId);
+    progress(
+      `Found ${summary.compressionJobIds.length} compression job(s) for ${schema}.${table}`
+    );
+    summary.compressedChunksBefore = await getCompressedChunks(
+      db,
+      schema,
+      table
+    );
+    progress(
+      `Found ${summary.compressedChunksBefore.length} compressed chunk(s) to process`
+    );
+    if (dryRun) {
+      progress("Dry run finished");
+      return summary;
+    }
+    for (const [index, job] of compressionJobs.entries()) {
+      if (!job.scheduled) continue;
+      progress(
+        `Pause compression job ${job.jobId} (${index + 1}/${compressionJobs.length})`
+      );
+      await db.query("SELECT alter_job($1, scheduled => false)", [job.jobId]);
+      summary.pausedJobIds.push(job.jobId);
+      if (!keepPolicyPaused) {
+        jobsToResume.add(job.jobId);
+      }
+    }
+    for (const [index, chunkName] of summary.compressedChunksBefore.entries()) {
+      progress(
+        `Decompress chunk ${index + 1}/${summary.compressedChunksBefore.length}: ${chunkName}`
+      );
+      await db.query("SELECT decompress_chunk($1::regclass, true)", [
+        chunkName
+      ]);
+      summary.decompressedChunks.push(chunkName);
+    }
+    progress("Ensure provider column exists");
+    await db.query(
+      `ALTER TABLE ${quotedTable} ADD COLUMN IF NOT EXISTS provider text`
+    );
+    progress("Backfill provider='bybit' for existing rows");
+    const updateResult = await db.query(
+      `UPDATE ${quotedTable} SET provider = 'bybit' WHERE provider IS NULL`
+    );
+    summary.providerBackfilledRows = Number(updateResult.rowCount ?? 0);
+    progress("Set provider column default and NOT NULL");
+    await db.query(
+      `ALTER TABLE ${quotedTable}
+         ALTER COLUMN provider SET DEFAULT 'bybit',
+         ALTER COLUMN provider SET NOT NULL`
+    );
+    const expectedPrimaryKey = ["provider", "symbol", "interval", "ts"];
+    if (summary.primaryKeyColumnsBefore.join(",") !== expectedPrimaryKey.join(",")) {
+      progress("Replace primary key with provider-aware key");
+      await db.query(
+        `ALTER TABLE ${quotedTable} DROP CONSTRAINT IF EXISTS candles_pkey`
+      );
+      await db.query(
+        `ALTER TABLE ${quotedTable}
+           ADD CONSTRAINT candles_pkey
+           PRIMARY KEY (provider, symbol, interval, ts)`
+      );
+      summary.primaryKeyChanged = true;
+    }
+    progress("Recreate provider-aware candle index");
+    await db.query("DROP INDEX IF EXISTS candles_symbol_interval_ts_idx");
+    await db.query(
+      `CREATE INDEX IF NOT EXISTS candles_provider_symbol_interval_ts_idx
+         ON ${quotedTable} (provider, symbol, interval, ts DESC)`
+    );
+    summary.indexEnsured = true;
+    progress("Update Timescale compression settings");
+    await db.query(
+      `ALTER TABLE ${quotedTable} SET (
+         timescaledb.compress,
+         timescaledb.compress_segmentby = 'provider, symbol, interval'
+       )`
+    );
+    summary.compressionSettingsUpdated = true;
+    if (recompress) {
+      for (const [index, chunkName] of summary.decompressedChunks.entries()) {
+        progress(
+          `Recompress chunk ${index + 1}/${summary.decompressedChunks.length}: ${chunkName}`
+        );
+        await db.query("SELECT compress_chunk($1::regclass, true)", [
+          chunkName
+        ]);
+        summary.recompressedChunks.push(chunkName);
+      }
+    }
+    if (!keepPolicyPaused) {
+      const jobIds = [...jobsToResume];
+      for (const [index, jobId] of jobIds.entries()) {
+        progress(
+          `Resume compression job ${jobId} (${index + 1}/${jobIds.length})`
+        );
+        await db.query("SELECT alter_job($1, scheduled => true)", [jobId]);
+        summary.resumedJobIds.push(jobId);
+      }
+      jobsToResume.clear();
+    }
+    progress("Migration finished");
+    return summary;
+  } finally {
+    for (const jobId of jobsToResume) {
+      try {
+        progress(`Best-effort resume of compression job ${jobId}`);
+        await db.query("SELECT alter_job($1, scheduled => true)", [jobId]);
+      } catch {
+      }
+    }
+    progress(`Release migration lock for ${schema}.${table}`);
+    await db.query("SELECT pg_advisory_unlock(hashtext($1))", [LOCK_KEY]);
+  }
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  runCandlesProviderMigration
+});

package/dist/lib/cliArgs.js

@@ -0,0 +1,40 @@
+"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/cliArgs.ts
+var cliArgs_exports = {};
+__export(cliArgs_exports, {
+  normalizeCliArgv: () => normalizeCliArgv
+});
+module.exports = __toCommonJS(cliArgs_exports);
+var normalizeCliArgv = (argv, legacyFlagMap) => argv.map((arg) => {
+  const [flag, ...rest] = String(arg).split("=");
+  const normalizedFlag = legacyFlagMap[flag];
+  if (!normalizedFlag) {
+    return arg;
+  }
+  if (!rest.length) {
+    return normalizedFlag;
+  }
+  return `${normalizedFlag}=${rest.join("=")}`;
+});
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  normalizeCliArgv
+});