@tradejs/cli 2.0.14 → 2.0.16

package/dist/scripts/aiTrain.js

@@ -2594,6 +2594,20 @@ var DERIVATIVES_CONTEXT_DATA_MODEL = {
   hyperliquidWhaleMinCoveragePct: 0.8,
   hyperliquidWhaleDataModelVersion: import_types.HYPERLIQUID_WHALE_DATA_MODEL_VERSION
 };
+var writeAiTrainResearchSnapshot = async ({
+  outputPath,
+  result
+}) => {
+  const resolvedPath = import_node_path.default.resolve(outputPath);
+  await import_promises.default.mkdir(import_node_path.default.dirname(resolvedPath), { recursive: true });
+  await import_promises.default.writeFile(
+    resolvedPath,
+    `${JSON.stringify(result, null, 2)}
+`,
+    "utf8"
+  );
+  return resolvedPath;
+};
 var normalizeForStableJson = (value) => {
   if (Array.isArray(value)) {
     return value.map(normalizeForStableJson);
@@ -2708,6 +2722,7 @@ var resolveGateFingerprint = async (projectRoot, strategyName, gitSha) => {
     `packages/strategies/src/${strategyName}/guardrails.ts`,
     `packages/strategies/src/${strategyName}/pockets.ts`,
     `packages/strategies/src/${strategyName}/config.ts`,
+    "packages/strategies/src/shared/localAiGate.ts",
     "packages/node/src/ai.ts"
   ];
   const optionalSourceEntries = await Promise.all(
@@ -3000,6 +3015,11 @@ import_args.default.option(
   false
 );
 import_args.default.option(["j", "json"], "Print structured JSON summary", false);
+import_args.default.option(
+  ["O", "output"],
+  "Write the structured JSON summary to a file and suppress table output",
+  ""
+);
 import_args.default.option(
   ["S", "since"],
   "Only evaluate rows at or after this timestamp (ISO date or epoch ms)",
@@ -3358,7 +3378,9 @@ var main = async () => {
   const minQuality = normalizeInt(flags.minQuality, 4);
   const localOnly = Boolean(flags.localOnly);
   const saveChart = Boolean(flags.chart);
-  const jsonOutput = Boolean(flags.json);
+  const printJsonOutput = Boolean(flags.json);
+  const jsonOutputPath = String(flags.output || "").trim();
+  const jsonOutput = printJsonOutput || Boolean(jsonOutputPath);
   const sinceInput = parseTimestampFilter(flags.since);
   const untilInput = parseTimestampFilter(flags.until);
   const trailingPeriodMs = parseTrailingPeriodMs(flags.period);
@@ -3638,6 +3660,12 @@ var main = async () => {
       providerErrors: errorMessages
     }
   };
+  if (jsonOutputPath) {
+    await writeAiTrainResearchSnapshot({
+      outputPath: jsonOutputPath,
+      result
+    });
+  }
   if (dumpEvaluationsPath) {
     await import_promises2.default.mkdir(import_path.default.dirname(import_path.default.resolve(dumpEvaluationsPath)), {
       recursive: true
@@ -3681,7 +3709,9 @@ var main = async () => {
     });
   }
   if (jsonOutput) {
-    console.log(JSON.stringify(result));
+    if (printJsonOutput) {
+      console.log(JSON.stringify(result));
+    }
     process.exit(failed === selectedRows ? 1 : 0);
   }
   console.log("");

package/dist/scripts/backtest.js

@@ -1705,6 +1705,8 @@ var timeOperation = async (label, operation, log = console.log) => {
 
 // src/lib/marketContextPrepare.ts
 var import_chalk4 = __toESM(require("chalk"));
+var import_timescale5 = require("@tradejs/infra/timescale");
+var import_registry = require("@tradejs/node/registry");
 
 // src/lib/binanceMarketContextBackfill.ts
 var import_progress = __toESM(require("progress"));
@@ -4946,6 +4948,9 @@ var backfillHyperliquidWhaleContext = async (params) => {
 };
 
 // src/lib/marketContextPrepare.ts
+var uniqueReasons = (reasons) => [
+  ...new Set(reasons)
+];
 var shouldPrepareDerivativesContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "signals") {
@@ -4953,6 +4958,9 @@ var shouldPrepareDerivativesContextForRun = (params) => {
       cacheOnly: params.cacheOnly
     });
   }
+  if (params.mode === "backtest" && !params.aiEnabled && !params.mlEnabled) {
+    return false;
+  }
   return shouldBackfillDerivativesContextForBacktest({
     aiEnabled: Boolean(params.aiEnabled),
     cacheOnly: params.cacheOnly,
@@ -4962,6 +4970,7 @@ var shouldPrepareDerivativesContextForRun = (params) => {
 var shouldPrepareBinanceMarketContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "backtest") {
+    if (!params.aiEnabled && !params.mlEnabled) return false;
     return shouldBackfillBinanceMarketContextForBacktest({
       aiEnabled: Boolean(params.aiEnabled),
       cacheOnly: params.cacheOnly,
@@ -4980,6 +4989,7 @@ var shouldPrepareBinanceMarketContextForRun = (params) => {
 var shouldPrepareCoinMarketCapContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "backtest") {
+    if (!params.aiEnabled && !params.mlEnabled) return false;
     return shouldBackfillCoinMarketCapContextForBacktest({
       aiEnabled: Boolean(params.aiEnabled),
       cacheOnly: params.cacheOnly,
@@ -4995,10 +5005,8 @@ var shouldPrepareCoinMarketCapContextForRun = (params) => {
     cacheOnly: params.cacheOnly
   });
 };
-var shouldPrepareHyperliquidWhaleContextForRun = (params) => {
-  const strategyRequiresContext = params.strategyNames?.includes(
-    "HyperliquidConsensus"
-  );
+var shouldPrepareHyperliquidWhaleContextForRun = (params, coreContextSources = []) => {
+  const strategyRequiresContext = coreContextSources.includes("hyperliquidWhales");
   if (params.universe === "tradfi" || params.mode === "signals" || params.cacheOnly || !params.aiEnabled && !params.mlEnabled && !strategyRequiresContext) {
     return false;
   }
@@ -5009,6 +5017,64 @@ var shouldPrepareHyperliquidWhaleContextForRun = (params) => {
   if (strategyRequiresContext) return true;
   return ["1", "true", "yes", "on"].includes(configured);
 };
+var resolveCoreContextSources = async (params) => {
+  const strategyNames = [...new Set(params.strategyNames ?? [])];
+  if (!strategyNames.length) return [];
+  await (0, import_registry.ensureStrategyPluginsLoaded)(params.projectRoot);
+  return [
+    ...new Set(
+      strategyNames.flatMap(
+        (strategyName) => (0, import_registry.getStrategyManifest)(strategyName, params.projectRoot)?.contextRequirements?.core ?? []
+      )
+    )
+  ];
+};
+var resolveMarketContextRunRequirements = async (params) => {
+  const coreContextSources = await resolveCoreContextSources(params);
+  const paramsWithCoreDemand = (source) => coreContextSources.includes(source) ? { ...params, aiEnabled: true } : params;
+  const isCrypto = params.universe !== "tradfi";
+  const capturesPayload = Boolean(params.aiEnabled || params.mlEnabled);
+  const runtimeReadsContext = params.mode !== "backtest";
+  const reasonsFor = (source) => uniqueReasons([
+    ...coreContextSources.includes(source) ? ["core"] : [],
+    ...params.aiEnabled ? ["ai"] : [],
+    ...params.mlEnabled ? ["ml"] : [],
+    ...runtimeReadsContext ? ["runtime"] : []
+  ]);
+  const readsStandardContext = isCrypto && (capturesPayload || runtimeReadsContext);
+  const readsHyperliquid = isCrypto && (readsStandardContext || coreContextSources.includes("hyperliquidWhales"));
+  return {
+    binance: {
+      read: readsStandardContext || coreContextSources.includes("binance"),
+      backfill: shouldPrepareBinanceMarketContextForRun(
+        paramsWithCoreDemand("binance")
+      ),
+      requiredBy: reasonsFor("binance")
+    },
+    coinmarketcap: {
+      read: readsStandardContext || coreContextSources.includes("coinmarketcap"),
+      backfill: shouldPrepareCoinMarketCapContextForRun(
+        paramsWithCoreDemand("coinmarketcap")
+      ),
+      requiredBy: reasonsFor("coinmarketcap")
+    },
+    derivatives: {
+      read: readsStandardContext || coreContextSources.includes("derivatives"),
+      backfill: shouldPrepareDerivativesContextForRun(
+        paramsWithCoreDemand("derivatives")
+      ),
+      requiredBy: reasonsFor("derivatives")
+    },
+    hyperliquidWhales: {
+      read: readsHyperliquid,
+      backfill: shouldPrepareHyperliquidWhaleContextForRun(
+        params,
+        coreContextSources
+      ),
+      requiredBy: reasonsFor("hyperliquidWhales")
+    }
+  };
+};
 var resolveCoinMarketCapBackfillForMode = (mode) => mode === "backtest" ? backfillCoinMarketCapContextForBacktest : mode === "signals" ? backfillCoinMarketCapContextForSignals : backfillCoinMarketCapContextForReplay;
 var buildCoinMarketCapBackfillParams = (params) => ({
   userName: params.userName,
@@ -5037,7 +5103,15 @@ var prepareMarketContextForRun = async (params) => {
     console.log(import_chalk4.default.gray(message));
   });
   const timeOperation3 = (label, operation) => timeOperation(label, operation, log);
-  if (shouldPrepareDerivativesContextForRun(params)) {
+  const requirements = await resolveMarketContextRunRequirements(params);
+  const readableSources = Object.entries(requirements).filter(([, requirement]) => requirement.read).map(([source]) => source);
+  if (readableSources.length) {
+    await timeOperation3(
+      "market context schema ensure",
+      () => (0, import_timescale5.ensureMarketContextSchemas)(readableSources)
+    );
+  }
+  if (requirements.derivatives.backfill) {
     await timeOperation3(
       "derivatives context backfill",
       () => (params.mode === "signals" ? backfillDerivativesContextForSignals : backfillDerivativesContextForBacktest)(
@@ -5045,7 +5119,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
-  if (shouldPrepareHyperliquidWhaleContextForRun(params)) {
+  if (requirements.hyperliquidWhales.backfill) {
     await timeOperation3(
       "hyperliquid whale context backfill",
       () => backfillHyperliquidWhaleContext({
@@ -5057,13 +5131,13 @@ var prepareMarketContextForRun = async (params) => {
       })
     );
   }
-  if (shouldPrepareBinanceMarketContextForRun(params)) {
+  if (requirements.binance.backfill) {
     await timeOperation3("binance market context backfill", () => {
       const backfill = params.mode === "backtest" ? backfillBinanceMarketContextForBacktest : params.mode === "signals" ? backfillBinanceMarketContextForSignals : backfillBinanceMarketContextForReplay;
       return backfill(buildBinanceMarketBackfillParams(params));
     });
   }
-  if (shouldPrepareCoinMarketCapContextForRun(params)) {
+  if (requirements.coinmarketcap.backfill) {
     await timeOperation3(
       "coinmarketcap historical context backfill",
       () => resolveCoinMarketCapBackfillForMode(params.mode)(
@@ -5071,6 +5145,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
+  return requirements;
 };
 
 // src/lib/runEnvironment.ts

package/dist/scripts/replay.js

@@ -2346,6 +2346,8 @@ var prepareRunEnvironment = async ({
 
 // src/lib/marketContextPrepare.ts
 var import_chalk7 = __toESM(require("chalk"));
+var import_timescale5 = require("@tradejs/infra/timescale");
+var import_registry = require("@tradejs/node/registry");
 
 // src/lib/binanceMarketContextBackfill.ts
 var import_progress = __toESM(require("progress"));
@@ -5587,6 +5589,9 @@ var backfillHyperliquidWhaleContext = async (params) => {
 };
 
 // src/lib/marketContextPrepare.ts
+var uniqueReasons = (reasons) => [
+  ...new Set(reasons)
+];
 var shouldPrepareDerivativesContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "signals") {
@@ -5594,6 +5599,9 @@ var shouldPrepareDerivativesContextForRun = (params) => {
       cacheOnly: params.cacheOnly
     });
   }
+  if (params.mode === "backtest" && !params.aiEnabled && !params.mlEnabled) {
+    return false;
+  }
   return shouldBackfillDerivativesContextForBacktest({
     aiEnabled: Boolean(params.aiEnabled),
     cacheOnly: params.cacheOnly,
@@ -5603,6 +5611,7 @@ var shouldPrepareDerivativesContextForRun = (params) => {
 var shouldPrepareBinanceMarketContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "backtest") {
+    if (!params.aiEnabled && !params.mlEnabled) return false;
     return shouldBackfillBinanceMarketContextForBacktest({
       aiEnabled: Boolean(params.aiEnabled),
       cacheOnly: params.cacheOnly,
@@ -5621,6 +5630,7 @@ var shouldPrepareBinanceMarketContextForRun = (params) => {
 var shouldPrepareCoinMarketCapContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "backtest") {
+    if (!params.aiEnabled && !params.mlEnabled) return false;
     return shouldBackfillCoinMarketCapContextForBacktest({
       aiEnabled: Boolean(params.aiEnabled),
       cacheOnly: params.cacheOnly,
@@ -5636,10 +5646,8 @@ var shouldPrepareCoinMarketCapContextForRun = (params) => {
     cacheOnly: params.cacheOnly
   });
 };
-var shouldPrepareHyperliquidWhaleContextForRun = (params) => {
-  const strategyRequiresContext = params.strategyNames?.includes(
-    "HyperliquidConsensus"
-  );
+var shouldPrepareHyperliquidWhaleContextForRun = (params, coreContextSources = []) => {
+  const strategyRequiresContext = coreContextSources.includes("hyperliquidWhales");
   if (params.universe === "tradfi" || params.mode === "signals" || params.cacheOnly || !params.aiEnabled && !params.mlEnabled && !strategyRequiresContext) {
     return false;
   }
@@ -5650,6 +5658,64 @@ var shouldPrepareHyperliquidWhaleContextForRun = (params) => {
   if (strategyRequiresContext) return true;
   return ["1", "true", "yes", "on"].includes(configured);
 };
+var resolveCoreContextSources = async (params) => {
+  const strategyNames = [...new Set(params.strategyNames ?? [])];
+  if (!strategyNames.length) return [];
+  await (0, import_registry.ensureStrategyPluginsLoaded)(params.projectRoot);
+  return [
+    ...new Set(
+      strategyNames.flatMap(
+        (strategyName) => (0, import_registry.getStrategyManifest)(strategyName, params.projectRoot)?.contextRequirements?.core ?? []
+      )
+    )
+  ];
+};
+var resolveMarketContextRunRequirements = async (params) => {
+  const coreContextSources = await resolveCoreContextSources(params);
+  const paramsWithCoreDemand = (source) => coreContextSources.includes(source) ? { ...params, aiEnabled: true } : params;
+  const isCrypto = params.universe !== "tradfi";
+  const capturesPayload = Boolean(params.aiEnabled || params.mlEnabled);
+  const runtimeReadsContext = params.mode !== "backtest";
+  const reasonsFor = (source) => uniqueReasons([
+    ...coreContextSources.includes(source) ? ["core"] : [],
+    ...params.aiEnabled ? ["ai"] : [],
+    ...params.mlEnabled ? ["ml"] : [],
+    ...runtimeReadsContext ? ["runtime"] : []
+  ]);
+  const readsStandardContext = isCrypto && (capturesPayload || runtimeReadsContext);
+  const readsHyperliquid = isCrypto && (readsStandardContext || coreContextSources.includes("hyperliquidWhales"));
+  return {
+    binance: {
+      read: readsStandardContext || coreContextSources.includes("binance"),
+      backfill: shouldPrepareBinanceMarketContextForRun(
+        paramsWithCoreDemand("binance")
+      ),
+      requiredBy: reasonsFor("binance")
+    },
+    coinmarketcap: {
+      read: readsStandardContext || coreContextSources.includes("coinmarketcap"),
+      backfill: shouldPrepareCoinMarketCapContextForRun(
+        paramsWithCoreDemand("coinmarketcap")
+      ),
+      requiredBy: reasonsFor("coinmarketcap")
+    },
+    derivatives: {
+      read: readsStandardContext || coreContextSources.includes("derivatives"),
+      backfill: shouldPrepareDerivativesContextForRun(
+        paramsWithCoreDemand("derivatives")
+      ),
+      requiredBy: reasonsFor("derivatives")
+    },
+    hyperliquidWhales: {
+      read: readsHyperliquid,
+      backfill: shouldPrepareHyperliquidWhaleContextForRun(
+        params,
+        coreContextSources
+      ),
+      requiredBy: reasonsFor("hyperliquidWhales")
+    }
+  };
+};
 var resolveCoinMarketCapBackfillForMode = (mode) => mode === "backtest" ? backfillCoinMarketCapContextForBacktest : mode === "signals" ? backfillCoinMarketCapContextForSignals : backfillCoinMarketCapContextForReplay;
 var buildCoinMarketCapBackfillParams = (params) => ({
   userName: params.userName,
@@ -5678,7 +5744,15 @@ var prepareMarketContextForRun = async (params) => {
     console.log(import_chalk7.default.gray(message));
   });
   const timeOperation3 = (label, operation) => timeOperation(label, operation, log);
-  if (shouldPrepareDerivativesContextForRun(params)) {
+  const requirements = await resolveMarketContextRunRequirements(params);
+  const readableSources = Object.entries(requirements).filter(([, requirement]) => requirement.read).map(([source]) => source);
+  if (readableSources.length) {
+    await timeOperation3(
+      "market context schema ensure",
+      () => (0, import_timescale5.ensureMarketContextSchemas)(readableSources)
+    );
+  }
+  if (requirements.derivatives.backfill) {
     await timeOperation3(
       "derivatives context backfill",
       () => (params.mode === "signals" ? backfillDerivativesContextForSignals : backfillDerivativesContextForBacktest)(
@@ -5686,7 +5760,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
-  if (shouldPrepareHyperliquidWhaleContextForRun(params)) {
+  if (requirements.hyperliquidWhales.backfill) {
     await timeOperation3(
       "hyperliquid whale context backfill",
       () => backfillHyperliquidWhaleContext({
@@ -5698,13 +5772,13 @@ var prepareMarketContextForRun = async (params) => {
       })
     );
   }
-  if (shouldPrepareBinanceMarketContextForRun(params)) {
+  if (requirements.binance.backfill) {
     await timeOperation3("binance market context backfill", () => {
       const backfill = params.mode === "backtest" ? backfillBinanceMarketContextForBacktest : params.mode === "signals" ? backfillBinanceMarketContextForSignals : backfillBinanceMarketContextForReplay;
       return backfill(buildBinanceMarketBackfillParams(params));
     });
   }
-  if (shouldPrepareCoinMarketCapContextForRun(params)) {
+  if (requirements.coinmarketcap.backfill) {
     await timeOperation3(
       "coinmarketcap historical context backfill",
       () => resolveCoinMarketCapBackfillForMode(params.mode)(
@@ -5712,6 +5786,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
+  return requirements;
 };
 
 // src/lib/backtest/runState.ts
@@ -7960,6 +8035,15 @@ var syncRuntimeTrades = async ({
         nextTrade,
         { expire: import_constants5.TTL_1M }
       ),
+      (0, import_redis5.setHashJsonField)(
+        import_redis5.redisKeys.runtimeClosedTradeBucket(
+          userName,
+          (0, import_time5.getRuntimeStorageDayKey)(nextTrade.exitTimestamp)
+        ),
+        trade.orderId,
+        nextTrade,
+        { expire: import_constants5.TTL_1M }
+      ),
       ...isCurrentActiveTrade ? [(0, import_redis5.delKey)(activeTradeKey)] : []
     ]);
     syncedTrades.push(nextTrade);

package/dist/scripts/replayRunner.js

@@ -2349,6 +2349,8 @@ var prepareRunEnvironment = async ({
 
 // src/lib/marketContextPrepare.ts
 var import_chalk7 = __toESM(require("chalk"));
+var import_timescale5 = require("@tradejs/infra/timescale");
+var import_registry = require("@tradejs/node/registry");
 
 // src/lib/binanceMarketContextBackfill.ts
 var import_progress = __toESM(require("progress"));
@@ -5590,6 +5592,9 @@ var backfillHyperliquidWhaleContext = async (params) => {
 };
 
 // src/lib/marketContextPrepare.ts
+var uniqueReasons = (reasons) => [
+  ...new Set(reasons)
+];
 var shouldPrepareDerivativesContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "signals") {
@@ -5597,6 +5602,9 @@ var shouldPrepareDerivativesContextForRun = (params) => {
       cacheOnly: params.cacheOnly
     });
   }
+  if (params.mode === "backtest" && !params.aiEnabled && !params.mlEnabled) {
+    return false;
+  }
   return shouldBackfillDerivativesContextForBacktest({
     aiEnabled: Boolean(params.aiEnabled),
     cacheOnly: params.cacheOnly,
@@ -5606,6 +5614,7 @@ var shouldPrepareDerivativesContextForRun = (params) => {
 var shouldPrepareBinanceMarketContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "backtest") {
+    if (!params.aiEnabled && !params.mlEnabled) return false;
     return shouldBackfillBinanceMarketContextForBacktest({
       aiEnabled: Boolean(params.aiEnabled),
       cacheOnly: params.cacheOnly,
@@ -5624,6 +5633,7 @@ var shouldPrepareBinanceMarketContextForRun = (params) => {
 var shouldPrepareCoinMarketCapContextForRun = (params) => {
   if (params.universe === "tradfi") return false;
   if (params.mode === "backtest") {
+    if (!params.aiEnabled && !params.mlEnabled) return false;
     return shouldBackfillCoinMarketCapContextForBacktest({
       aiEnabled: Boolean(params.aiEnabled),
       cacheOnly: params.cacheOnly,
@@ -5639,10 +5649,8 @@ var shouldPrepareCoinMarketCapContextForRun = (params) => {
     cacheOnly: params.cacheOnly
   });
 };
-var shouldPrepareHyperliquidWhaleContextForRun = (params) => {
-  const strategyRequiresContext = params.strategyNames?.includes(
-    "HyperliquidConsensus"
-  );
+var shouldPrepareHyperliquidWhaleContextForRun = (params, coreContextSources = []) => {
+  const strategyRequiresContext = coreContextSources.includes("hyperliquidWhales");
   if (params.universe === "tradfi" || params.mode === "signals" || params.cacheOnly || !params.aiEnabled && !params.mlEnabled && !strategyRequiresContext) {
     return false;
   }
@@ -5653,6 +5661,64 @@ var shouldPrepareHyperliquidWhaleContextForRun = (params) => {
   if (strategyRequiresContext) return true;
   return ["1", "true", "yes", "on"].includes(configured);
 };
+var resolveCoreContextSources = async (params) => {
+  const strategyNames = [...new Set(params.strategyNames ?? [])];
+  if (!strategyNames.length) return [];
+  await (0, import_registry.ensureStrategyPluginsLoaded)(params.projectRoot);
+  return [
+    ...new Set(
+      strategyNames.flatMap(
+        (strategyName) => (0, import_registry.getStrategyManifest)(strategyName, params.projectRoot)?.contextRequirements?.core ?? []
+      )
+    )
+  ];
+};
+var resolveMarketContextRunRequirements = async (params) => {
+  const coreContextSources = await resolveCoreContextSources(params);
+  const paramsWithCoreDemand = (source) => coreContextSources.includes(source) ? { ...params, aiEnabled: true } : params;
+  const isCrypto = params.universe !== "tradfi";
+  const capturesPayload = Boolean(params.aiEnabled || params.mlEnabled);
+  const runtimeReadsContext = params.mode !== "backtest";
+  const reasonsFor = (source) => uniqueReasons([
+    ...coreContextSources.includes(source) ? ["core"] : [],
+    ...params.aiEnabled ? ["ai"] : [],
+    ...params.mlEnabled ? ["ml"] : [],
+    ...runtimeReadsContext ? ["runtime"] : []
+  ]);
+  const readsStandardContext = isCrypto && (capturesPayload || runtimeReadsContext);
+  const readsHyperliquid = isCrypto && (readsStandardContext || coreContextSources.includes("hyperliquidWhales"));
+  return {
+    binance: {
+      read: readsStandardContext || coreContextSources.includes("binance"),
+      backfill: shouldPrepareBinanceMarketContextForRun(
+        paramsWithCoreDemand("binance")
+      ),
+      requiredBy: reasonsFor("binance")
+    },
+    coinmarketcap: {
+      read: readsStandardContext || coreContextSources.includes("coinmarketcap"),
+      backfill: shouldPrepareCoinMarketCapContextForRun(
+        paramsWithCoreDemand("coinmarketcap")
+      ),
+      requiredBy: reasonsFor("coinmarketcap")
+    },
+    derivatives: {
+      read: readsStandardContext || coreContextSources.includes("derivatives"),
+      backfill: shouldPrepareDerivativesContextForRun(
+        paramsWithCoreDemand("derivatives")
+      ),
+      requiredBy: reasonsFor("derivatives")
+    },
+    hyperliquidWhales: {
+      read: readsHyperliquid,
+      backfill: shouldPrepareHyperliquidWhaleContextForRun(
+        params,
+        coreContextSources
+      ),
+      requiredBy: reasonsFor("hyperliquidWhales")
+    }
+  };
+};
 var resolveCoinMarketCapBackfillForMode = (mode) => mode === "backtest" ? backfillCoinMarketCapContextForBacktest : mode === "signals" ? backfillCoinMarketCapContextForSignals : backfillCoinMarketCapContextForReplay;
 var buildCoinMarketCapBackfillParams = (params) => ({
   userName: params.userName,
@@ -5681,7 +5747,15 @@ var prepareMarketContextForRun = async (params) => {
     console.log(import_chalk7.default.gray(message));
   });
   const timeOperation3 = (label, operation) => timeOperation(label, operation, log);
-  if (shouldPrepareDerivativesContextForRun(params)) {
+  const requirements = await resolveMarketContextRunRequirements(params);
+  const readableSources = Object.entries(requirements).filter(([, requirement]) => requirement.read).map(([source]) => source);
+  if (readableSources.length) {
+    await timeOperation3(
+      "market context schema ensure",
+      () => (0, import_timescale5.ensureMarketContextSchemas)(readableSources)
+    );
+  }
+  if (requirements.derivatives.backfill) {
     await timeOperation3(
       "derivatives context backfill",
       () => (params.mode === "signals" ? backfillDerivativesContextForSignals : backfillDerivativesContextForBacktest)(
@@ -5689,7 +5763,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
-  if (shouldPrepareHyperliquidWhaleContextForRun(params)) {
+  if (requirements.hyperliquidWhales.backfill) {
     await timeOperation3(
       "hyperliquid whale context backfill",
       () => backfillHyperliquidWhaleContext({
@@ -5701,13 +5775,13 @@ var prepareMarketContextForRun = async (params) => {
       })
     );
   }
-  if (shouldPrepareBinanceMarketContextForRun(params)) {
+  if (requirements.binance.backfill) {
     await timeOperation3("binance market context backfill", () => {
       const backfill = params.mode === "backtest" ? backfillBinanceMarketContextForBacktest : params.mode === "signals" ? backfillBinanceMarketContextForSignals : backfillBinanceMarketContextForReplay;
       return backfill(buildBinanceMarketBackfillParams(params));
     });
   }
-  if (shouldPrepareCoinMarketCapContextForRun(params)) {
+  if (requirements.coinmarketcap.backfill) {
     await timeOperation3(
       "coinmarketcap historical context backfill",
       () => resolveCoinMarketCapBackfillForMode(params.mode)(
@@ -5715,6 +5789,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
+  return requirements;
 };
 
 // src/lib/backtest/runState.ts
@@ -7963,6 +8038,15 @@ var syncRuntimeTrades = async ({
         nextTrade,
         { expire: import_constants5.TTL_1M }
       ),
+      (0, import_redis5.setHashJsonField)(
+        import_redis5.redisKeys.runtimeClosedTradeBucket(
+          userName,
+          (0, import_time5.getRuntimeStorageDayKey)(nextTrade.exitTimestamp)
+        ),
+        trade.orderId,
+        nextTrade,
+        { expire: import_constants5.TTL_1M }
+      ),
       ...isCurrentActiveTrade ? [(0, import_redis5.delKey)(activeTradeKey)] : []
     ]);
     syncedTrades.push(nextTrade);