@tradejs/cli 2.0.15 → 2.0.17

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"));
@@ -4540,6 +4542,7 @@ var backfillCoinMarketCapContextForReplay = backfillCoinMarketCapContext;
 var backfillCoinMarketCapContextForSignals = (params) => backfillCoinMarketCapContext({ ...params, refreshStaleFearGreed: true });
 
 // src/lib/hyperliquidWhaleBackfill.ts
+var import_progress3 = __toESM(require("progress"));
 var import_timescale4 = require("@tradejs/infra/timescale");
 var import_strategies2 = require("@tradejs/node/strategies");
 
@@ -4914,11 +4917,36 @@ var backfillHyperliquidWhaleContext = async (params) => {
     toMs,
     ...identity
   });
+  const totalCoverageBuckets = Math.ceil(
+    (toMs - fromMs) / HYPERLIQUID_WHALE_BUCKET_MS
+  );
+  const coverageBar = new import_progress3.default(
+    "Hyperliquid coverage :current/:total [:bar][:percent] :eta(s) rows=:rows chunk=:chunk",
+    {
+      total: Math.max(1, totalCoverageBuckets),
+      width: 24
+    }
+  );
+  let displayedCoverageBuckets = 0;
   const coverageBuckets = await (0, import_timescale4.rebuildHyperliquidWhaleCoverageRows)({
     fromMs,
     toMs,
     expectedWhales: whales.addresses.length,
-    ...identity
+    ...identity,
+    onProgress: (progress) => {
+      const next = Math.max(
+        displayedCoverageBuckets,
+        Math.min(progress.completedBuckets, coverageBar.total)
+      );
+      const delta = next - displayedCoverageBuckets;
+      if (delta > 0) {
+        coverageBar.tick(delta, {
+          rows: progress.rows,
+          chunk: `${progress.chunkIndex}/${progress.totalChunks}`
+        });
+        displayedCoverageBuckets = next;
+      }
+    }
   });
   const result = {
     cached: false,
@@ -4946,6 +4974,9 @@ 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 +4984,9 @@ 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 +4996,7 @@ 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 +5015,7 @@ 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 +5031,8 @@ 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 +5043,64 @@ 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 +5129,15 @@ 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 +5145,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
-  if (shouldPrepareHyperliquidWhaleContextForRun(params)) {
+  if (requirements.hyperliquidWhales.backfill) {
     await timeOperation3(
       "hyperliquid whale context backfill",
       () => backfillHyperliquidWhaleContext({
@@ -5057,13 +5157,13 @@ 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 +5171,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
+  return requirements;
 };
 
 // src/lib/runEnvironment.ts
@@ -6198,10 +6299,27 @@ var resetRunState = () => {
 };
 
 // src/lib/backtest/workerPool.ts
-var import_progress3 = __toESM(require("progress"));
+var import_progress4 = __toESM(require("progress"));
 var import_child_process = require("child_process");
 var import_chalk8 = __toESM(require("chalk"));
 var import_node_crypto2 = require("crypto");
+var DEFAULT_PG_POOL_MAX = 10;
+var FAST_AI_PG_CONNECTION_BUDGET = 18;
+var MIN_FAST_AI_WORKER_PG_POOL_MAX = 3;
+var resolveFastAiWorkerPgPoolMax = (testSuite, workerCount, configuredPoolMax) => {
+  if (configuredPoolMax?.trim() || workerCount <= 1 || testSuite.length === 0 || testSuite.some((test) => !test.fast || !test.ai)) {
+    return void 0;
+  }
+  return String(
+    Math.min(
+      DEFAULT_PG_POOL_MAX,
+      Math.max(
+        MIN_FAST_AI_WORKER_PG_POOL_MAX,
+        Math.floor(FAST_AI_PG_CONNECTION_BUDGET / workerCount)
+      )
+    )
+  );
+};
 var executeBacktestWorkerPool = async ({
   testSuite,
   userName: userName2,
@@ -6220,6 +6338,12 @@ var executeBacktestWorkerPool = async ({
   totalTests
 }) => {
   const chunks = chunkTestSuite(testSuite);
+  const fastAiWorkerPgPoolMax = resolveFastAiWorkerPgPoolMax(
+    testSuite,
+    chunks.length,
+    process.env.PG_POOL_MAX
+  );
+  const workerEnv = fastAiWorkerPgPoolMax ? { ...process.env, PG_POOL_MAX: fastAiWorkerPgPoolMax } : void 0;
   const totalExpectedTests = Math.max(
     testSuite.length,
     totalTests ?? testSuite.length,
@@ -6277,7 +6401,7 @@ var executeBacktestWorkerPool = async ({
     console.log(line);
   }
   console.log("");
-  const bar = new import_progress3.default(
+  const bar = new import_progress4.default(
     ":current/:total [:bar][:percent] avg :amount win :winRate trades :trades :eta(s)",
     {
       total: totalExpectedTests,
@@ -6305,6 +6429,7 @@ var executeBacktestWorkerPool = async ({
     const chunkId = runId ? `${runId}-${attemptId}` : attemptId;
     const chunkWithId = chunk.map((test) => ({ ...test, chunkId }));
     const tester = (0, import_child_process.fork)(testerWorkerPath, [], {
+      ...workerEnv ? { env: workerEnv } : {},
       execArgv: testerNeedsTsRuntime ? [
         `--max-old-space-size=${workerHeapMb2}`,
         "-r",

package/dist/scripts/hyperliquidWhaleBackfill.js

@@ -36,6 +36,7 @@ module.exports = __toCommonJS(hyperliquidWhaleBackfill_exports);
 var import_args = __toESM(require("args"));
 
 // src/lib/hyperliquidWhaleBackfill.ts
+var import_progress = __toESM(require("progress"));
 var import_timescale = require("@tradejs/infra/timescale");
 var import_strategies = require("@tradejs/node/strategies");
 
@@ -410,11 +411,36 @@ var backfillHyperliquidWhaleContext = async (params) => {
     toMs,
     ...identity
   });
+  const totalCoverageBuckets = Math.ceil(
+    (toMs - fromMs) / HYPERLIQUID_WHALE_BUCKET_MS
+  );
+  const coverageBar = new import_progress.default(
+    "Hyperliquid coverage :current/:total [:bar][:percent] :eta(s) rows=:rows chunk=:chunk",
+    {
+      total: Math.max(1, totalCoverageBuckets),
+      width: 24
+    }
+  );
+  let displayedCoverageBuckets = 0;
   const coverageBuckets = await (0, import_timescale.rebuildHyperliquidWhaleCoverageRows)({
     fromMs,
     toMs,
     expectedWhales: whales.addresses.length,
-    ...identity
+    ...identity,
+    onProgress: (progress) => {
+      const next = Math.max(
+        displayedCoverageBuckets,
+        Math.min(progress.completedBuckets, coverageBar.total)
+      );
+      const delta = next - displayedCoverageBuckets;
+      if (delta > 0) {
+        coverageBar.tick(delta, {
+          rows: progress.rows,
+          chunk: `${progress.chunkIndex}/${progress.totalChunks}`
+        });
+        displayedCoverageBuckets = next;
+      }
+    }
   });
   const result = {
     cached: false,

package/dist/scripts/hyperliquidWhalesUpdate.js

@@ -39,6 +39,7 @@ var import_node_crypto = require("crypto");
 var import_strategies2 = require("@tradejs/node/strategies");
 
 // src/lib/hyperliquidWhaleBackfill.ts
+var import_progress = __toESM(require("progress"));
 var import_timescale = require("@tradejs/infra/timescale");
 var import_strategies = require("@tradejs/node/strategies");
 

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"));
@@ -5181,6 +5183,7 @@ var backfillCoinMarketCapContextForReplay = backfillCoinMarketCapContext;
 var backfillCoinMarketCapContextForSignals = (params) => backfillCoinMarketCapContext({ ...params, refreshStaleFearGreed: true });
 
 // src/lib/hyperliquidWhaleBackfill.ts
+var import_progress3 = __toESM(require("progress"));
 var import_timescale4 = require("@tradejs/infra/timescale");
 var import_strategies2 = require("@tradejs/node/strategies");
 
@@ -5555,11 +5558,36 @@ var backfillHyperliquidWhaleContext = async (params) => {
     toMs,
     ...identity
   });
+  const totalCoverageBuckets = Math.ceil(
+    (toMs - fromMs) / HYPERLIQUID_WHALE_BUCKET_MS
+  );
+  const coverageBar = new import_progress3.default(
+    "Hyperliquid coverage :current/:total [:bar][:percent] :eta(s) rows=:rows chunk=:chunk",
+    {
+      total: Math.max(1, totalCoverageBuckets),
+      width: 24
+    }
+  );
+  let displayedCoverageBuckets = 0;
   const coverageBuckets = await (0, import_timescale4.rebuildHyperliquidWhaleCoverageRows)({
     fromMs,
     toMs,
     expectedWhales: whales.addresses.length,
-    ...identity
+    ...identity,
+    onProgress: (progress) => {
+      const next = Math.max(
+        displayedCoverageBuckets,
+        Math.min(progress.completedBuckets, coverageBar.total)
+      );
+      const delta = next - displayedCoverageBuckets;
+      if (delta > 0) {
+        coverageBar.tick(delta, {
+          rows: progress.rows,
+          chunk: `${progress.chunkIndex}/${progress.totalChunks}`
+        });
+        displayedCoverageBuckets = next;
+      }
+    }
   });
   const result = {
     cached: false,
@@ -5587,6 +5615,9 @@ 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 +5625,9 @@ 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 +5637,7 @@ 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 +5656,7 @@ 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 +5672,8 @@ 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 +5684,64 @@ 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 +5770,15 @@ 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 +5786,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
-  if (shouldPrepareHyperliquidWhaleContextForRun(params)) {
+  if (requirements.hyperliquidWhales.backfill) {
     await timeOperation3(
       "hyperliquid whale context backfill",
       () => backfillHyperliquidWhaleContext({
@@ -5698,13 +5798,13 @@ 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 +5812,7 @@ var prepareMarketContextForRun = async (params) => {
       )
     );
   }
+  return requirements;
 };
 
 // src/lib/backtest/runState.ts
@@ -5984,7 +6085,7 @@ var compactReplaySignal = (signal) => {
 
 // src/lib/replay/historicalSignalsReplay.ts
 var import_chalk9 = __toESM(require("chalk"));
-var import_progress3 = __toESM(require("progress"));
+var import_progress4 = __toESM(require("progress"));
 var import_backtest = require("@tradejs/core/backtest");
 var import_strategies4 = require("@tradejs/core/strategies");
 var import_time3 = require("@tradejs/core/time");
@@ -6868,7 +6969,7 @@ var runHistoricalSignalsReplay = async ({
   const sharedReplayKeyPrefixes = [];
   let preparedSymbols = 0;
   let skippedSymbols = 0;
-  const prepareBar = new import_progress3.default(
+  const prepareBar = new import_progress4.default(
     "prepare :current/:total [:bar][:percent] skipped=:skipped :etas(s) :symbol",
     {
       total: preparedRun.tickers.length,
@@ -6990,7 +7091,7 @@ var runHistoricalSignalsReplay = async ({
     interval
   });
   let abortedCycles = 0;
-  const cycleBar = new import_progress3.default(
+  const cycleBar = new import_progress4.default(
     "cycles  :current/:total [:bar][:percent] sig=:signals abort=:aborted :etas(s) :ts",
     {
       total: orderedTimestamps.length,
@@ -7960,6 +8061,15 @@ 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);