@tradejs/cli 1.0.6 → 1.0.8

package/dist/scripts/aiTrain.js

@@ -497,19 +497,21 @@ var require_supports_color = __commonJS({
     var tty = require("tty");
     var hasFlag = require_has_flag();
     var { env } = process;
-    var forceColor;
+    var flagForceColor;
     if (hasFlag("no-color") || hasFlag("no-colors") || hasFlag("color=false") || hasFlag("color=never")) {
-      forceColor = 0;
+      flagForceColor = 0;
     } else if (hasFlag("color") || hasFlag("colors") || hasFlag("color=true") || hasFlag("color=always")) {
-      forceColor = 1;
+      flagForceColor = 1;
     }
-    if ("FORCE_COLOR" in env) {
-      if (env.FORCE_COLOR === "true") {
-        forceColor = 1;
-      } else if (env.FORCE_COLOR === "false") {
-        forceColor = 0;
-      } else {
-        forceColor = env.FORCE_COLOR.length === 0 ? 1 : Math.min(parseInt(env.FORCE_COLOR, 10), 3);
+    function envForceColor() {
+      if ("FORCE_COLOR" in env) {
+        if (env.FORCE_COLOR === "true") {
+          return 1;
+        }
+        if (env.FORCE_COLOR === "false") {
+          return 0;
+        }
+        return env.FORCE_COLOR.length === 0 ? 1 : Math.min(Number.parseInt(env.FORCE_COLOR, 10), 3);
       }
     }
     function translateLevel(level) {
@@ -523,15 +525,22 @@ var require_supports_color = __commonJS({
         has16m: level >= 3
       };
     }
-    function supportsColor(haveStream, streamIsTTY) {
+    function supportsColor(haveStream, { streamIsTTY, sniffFlags = true } = {}) {
+      const noFlagForceColor = envForceColor();
+      if (noFlagForceColor !== void 0) {
+        flagForceColor = noFlagForceColor;
+      }
+      const forceColor = sniffFlags ? flagForceColor : noFlagForceColor;
       if (forceColor === 0) {
         return 0;
       }
-      if (hasFlag("color=16m") || hasFlag("color=full") || hasFlag("color=truecolor")) {
-        return 3;
-      }
-      if (hasFlag("color=256")) {
-        return 2;
+      if (sniffFlags) {
+        if (hasFlag("color=16m") || hasFlag("color=full") || hasFlag("color=truecolor")) {
+          return 3;
+        }
+        if (hasFlag("color=256")) {
+          return 2;
+        }
       }
       if (haveStream && !streamIsTTY && forceColor === void 0) {
         return 0;
@@ -548,7 +557,7 @@ var require_supports_color = __commonJS({
         return 1;
       }
       if ("CI" in env) {
-        if (["TRAVIS", "CIRCLECI", "APPVEYOR", "GITLAB_CI", "GITHUB_ACTIONS", "BUILDKITE"].some((sign) => sign in env) || env.CI_NAME === "codeship") {
+        if (["TRAVIS", "CIRCLECI", "APPVEYOR", "GITLAB_CI", "GITHUB_ACTIONS", "BUILDKITE", "DRONE"].some((sign) => sign in env) || env.CI_NAME === "codeship") {
           return 1;
         }
         return min;
@@ -560,7 +569,7 @@ var require_supports_color = __commonJS({
         return 3;
       }
       if ("TERM_PROGRAM" in env) {
-        const version = parseInt((env.TERM_PROGRAM_VERSION || "").split(".")[0], 10);
+        const version = Number.parseInt((env.TERM_PROGRAM_VERSION || "").split(".")[0], 10);
         switch (env.TERM_PROGRAM) {
           case "iTerm.app":
             return version >= 3 ? 3 : 2;
@@ -579,14 +588,17 @@ var require_supports_color = __commonJS({
       }
       return min;
     }
-    function getSupportLevel(stream) {
-      const level = supportsColor(stream, stream && stream.isTTY);
+    function getSupportLevel(stream, options = {}) {
+      const level = supportsColor(stream, {
+        streamIsTTY: stream && stream.isTTY,
+        ...options
+      });
       return translateLevel(level);
     }
     module2.exports = {
       supportsColor: getSupportLevel,
-      stdout: translateLevel(supportsColor(true, tty.isatty(1))),
-      stderr: translateLevel(supportsColor(true, tty.isatty(2)))
+      stdout: getSupportLevel({ isTTY: tty.isatty(1) }),
+      stderr: getSupportLevel({ isTTY: tty.isatty(2) })
     };
   }
 });
@@ -1627,6 +1639,20 @@ var divideOrNull = (num, denom) => {
   }
   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;
@@ -1693,6 +1719,11 @@ var summarizeAiTrainEvaluations = (evaluations) => {
   }
   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,
@@ -1710,6 +1741,10 @@ var summarizeAiTrainEvaluations = (evaluations) => {
     recallWinners: divideOrNull(truePositive, profitable),
     avgProfitAll,
     avgProfitApproved,
+    avgProfitApprovedPerDay,
+    avgProfitApprovedPerMonth,
+    avgApprovedTradesPerDay,
+    avgApprovedTradesPerWeek,
     expectancyDelta,
     qualityBuckets: [...bucketMap.values()].sort(
       (a, b) => qualitySortKey(a.quality) - qualitySortKey(b.quality)
@@ -1776,6 +1811,7 @@ import_args.default.option(
   "Replay deterministic adapter gate without AI provider calls",
   false
 );
+import_args.default.option("json", "Print structured JSON summary", false);
 var flags = import_args.default.parse(process.argv);
 var createListIt = () => new ListIt({
   autoAlign: true,
@@ -1784,6 +1820,7 @@ var createListIt = () => new ListIt({
 var createTable = (headers, rows) => createListIt().setHeaderRow(headers).d(rows).toString();
 var formatRatio = (value) => value == null ? "n/a" : `${(value * 100).toFixed(1)}%`;
 var formatProfit = (value) => value == null ? "n/a" : value.toFixed(2);
+var formatMetricNumber = (value) => value == null ? "n/a" : value.toFixed(2);
 var colorizeRatio = (value) => {
   const text = formatRatio(value);
   if (value == null) {
@@ -1814,6 +1851,10 @@ var colorizeProfit = (value) => {
   }
   return import_chalk.default.yellow(text);
 };
+var colorizeMetricNumber = (value) => {
+  const text = formatMetricNumber(value);
+  return value == null ? import_chalk.default.gray(text) : import_chalk.default.cyan(text);
+};
 var colorizeQuality = (quality) => {
   const text = quality == null ? "n/a" : String(quality);
   if (quality == null) {
@@ -1975,6 +2016,7 @@ var main = async () => {
   const skip = normalizeInt(flags.skip, 0);
   const minQuality = normalizeInt(flags.minQuality, 4);
   const localOnly = Boolean(flags.localOnly);
+  const jsonOutput = Boolean(flags.json);
   const model = String(flags.model || import_ai2.DEFAULT_AI_MODEL).trim() || import_ai2.DEFAULT_AI_MODEL;
   const parallel = normalizePositiveInt(flags.parallel, import_constants.AI_CONCURRENCY_LIMIT);
   await (0, import_ai2.ensureAiStrategyPluginsLoaded)();
@@ -2005,13 +2047,10 @@ var main = async () => {
     };
   });
   const concurrency = Math.max(1, Math.min(parallel, rows.length));
-  const bar = new import_progress.default(
-    ":current/:total [:bar][:percent] :symbol :status",
-    {
-      total: rows.length,
-      width: 20
-    }
-  );
+  const bar = jsonOutput ? null : new import_progress.default(":current/:total [:bar][:percent] :symbol :status", {
+    total: rows.length,
+    width: 20
+  });
   let failed = 0;
   const errorMessages = [];
   const evaluations = [];
@@ -2037,9 +2076,10 @@ var main = async () => {
         aiApproved,
         quality,
         direction: row.direction,
+        timestamp: Number.isFinite(Number(row.timestamp)) ? Number(row.timestamp) : null,
         modelCandidate: deterministic.modelCandidate
       });
-      bar.tick(1, {
+      bar?.tick(1, {
         symbol: import_chalk.default.gray(row.symbol),
         status: isCorrect ? import_chalk.default.green("ok") : import_chalk.default.red("miss")
       });
@@ -2050,7 +2090,7 @@ var main = async () => {
           `[${row.symbol}/${row.signalId}] ${error instanceof Error ? error.message : String(error)}`
         );
       }
-      bar.tick(1, {
+      bar?.tick(1, {
         symbol: import_chalk.default.gray(row.symbol),
         status: import_chalk.default.yellow("error")
       });
@@ -2063,6 +2103,32 @@ var main = async () => {
     evaluations
   );
   const evaluated = summary.correct + summary.incorrect;
+  const result = {
+    run: {
+      strategy: strategyName,
+      filePath,
+      selected: rows.length,
+      sourceRows: totalRows,
+      recent,
+      skip,
+      minQuality,
+      mode: localOnly ? "local-deterministic" : "llm",
+      model: localOnly ? "local-deterministic" : model,
+      parallel: concurrency
+    },
+    outcome: summary,
+    byDirection: directionSummaries,
+    deterministicFlow: deterministicSummary,
+    qualityBreakdown: summary.qualityBuckets,
+    errors: {
+      failed,
+      providerErrors: errorMessages
+    }
+  };
+  if (jsonOutput) {
+    console.log(JSON.stringify(result));
+    process.exit(failed === rows.length ? 1 : 0);
+  }
   console.log("");
   console.log(import_chalk.default.green("AI train finished"));
   console.log(import_chalk.default.gray(filePath));
@@ -2109,6 +2175,22 @@ var main = async () => {
         ["recall_winners", colorizeRatio(summary.recallWinners)],
         ["avg_profit_all", colorizeProfit(summary.avgProfitAll)],
         ["avg_profit_approved", colorizeProfit(summary.avgProfitApproved)],
+        [
+          "avg_profit_approved_per_day",
+          colorizeProfit(summary.avgProfitApprovedPerDay)
+        ],
+        [
+          "avg_profit_approved_per_month",
+          colorizeProfit(summary.avgProfitApprovedPerMonth)
+        ],
+        [
+          "avg_approved_trades_per_day",
+          colorizeMetricNumber(summary.avgApprovedTradesPerDay)
+        ],
+        [
+          "avg_approved_trades_per_week",
+          colorizeMetricNumber(summary.avgApprovedTradesPerWeek)
+        ],
         ["expectancy_delta", colorizeProfit(summary.expectancyDelta)]
       ]
     )