@tradejs/cli 2.0.18 → 2.0.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cli.js +12810 -19565
- package/dist/lib/aiExport.js +1 -1607
- package/dist/lib/binanceMarketContextBackfill.js +7 -6
- package/dist/lib/coinMarketCapContextBackfill.js +19 -18
- package/dist/lib/derivativesContextBackfill.js +10 -9
- package/dist/lib/hyperliquidWhaleBackfill.js +8 -8
- package/dist/lib/hyperliquidWhaleStream.js +4 -4
- package/dist/lib/marketContextPrepare.js +83 -1686
- package/dist/lib/runEnvironment.js +14 -1666
- package/dist/lib/runFormatting.js +1 -1607
- package/dist/lib/runtimeDebugEvidence.js +2 -48
- package/dist/lib/runtimeRedis.js +6 -57
- package/dist/lib/runtimeStrategyBacktest.js +2 -48
- package/dist/scripts/aiExport.js +1 -1607
- package/dist/scripts/aiPocketSearch.js +1 -1607
- package/dist/scripts/aiTrain.js +17 -1623
- package/dist/scripts/backtest.js +110 -1759
- package/dist/scripts/binanceMarketIngest.js +5 -4
- package/dist/scripts/candlesMigrateProvider.js +6 -5186
- package/dist/scripts/cleanupMarketContext.js +4 -3
- package/dist/scripts/continuity.js +4 -3
- package/dist/scripts/derivativesIngest.js +6 -4
- package/dist/scripts/derivativesIngestCoinalyzeAll.js +5 -4
- package/dist/scripts/doctor.js +2 -5184
- package/dist/scripts/hyperliquidWhaleBackfill.js +8 -8
- package/dist/scripts/hyperliquidWhaleIngest.js +4 -4
- package/dist/scripts/hyperliquidWhalesUpdate.js +1 -1
- package/dist/scripts/migration.js +3 -3
- package/dist/scripts/mlExport.js +1 -1607
- package/dist/scripts/replay.js +133 -1782
- package/dist/scripts/replayRunner.js +133 -1782
- package/dist/scripts/replayRuntimeEvidence.js +2 -48
- package/dist/scripts/researchAuto.js +3 -49
- package/dist/scripts/results.js +1 -1607
- package/dist/scripts/runtimeEvidence.js +2 -48
- package/dist/scripts/runtimeParity.js +121 -1746
- package/dist/scripts/signals.js +1057 -2647
- package/dist/scripts/signalsDaemon.js +1051 -2608
- package/dist/scripts/signalsSummary.js +4 -26
- package/dist/workers/testerWorker.js +2 -2
- package/package.json +11 -9
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@@ -34,17 +34,7 @@ var import_redis3 = require("@tradejs/infra/redis");
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// src/lib/runtimeRedis.ts
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var import_redis = require("@tradejs/infra/redis");
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var import_time = require("@tradejs/core/time");
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var
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var RESERVED_CONFIG_IDS = /* @__PURE__ */ new Set(["results"]);
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var resolveStrategyConfigIdentityByKey = (userName, key) => {
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const parts = key.split(":");
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if (parts.length !== 5) return null;
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const [users, keyUserName, strategiesKey, strategyName, configId] = parts;
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if (users !== "users" || keyUserName !== userName || strategiesKey !== "strategies" || !strategyName || !configId || RESERVED_STRATEGY_NAMES.has(strategyName) || RESERVED_CONFIG_IDS.has(configId) || !/^[a-zA-Z0-9_-]+$/.test(configId)) {
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return null;
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}
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return { strategyName, configId };
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};
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var import_runtimeStrategyConfigs = require("@tradejs/infra/runtimeStrategyConfigs");
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var isRuntimeTradeRecord = (value) => {
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if (!value || typeof value !== "object") {
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return false;
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@@ -52,42 +42,6 @@ var isRuntimeTradeRecord = (value) => {
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const record = value;
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return typeof record.orderId === "string" && typeof record.strategy === "string" && typeof record.symbol === "string" && typeof record.entryTimestamp === "number" && typeof record.entryPrice === "number" && typeof record.qty === "number" && (record.direction === "LONG" || record.direction === "SHORT");
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};
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var resolveStrategyNameByConfigKey = (userName, key) => {
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return resolveStrategyConfigIdentityByKey(userName, key)?.strategyName ?? null;
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};
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var getRuntimeStrategyConfigKeys = async (userName) => {
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const keys = await (0, import_redis.getKeys)(`${import_redis.redisKeys.strategies(userName)}:`);
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return keys.filter((key) => resolveStrategyConfigIdentityByKey(userName, key)).sort((left, right) => left.localeCompare(right));
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};
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var loadRuntimeStrategyConfigs = async (userName, {
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onInvalidConfig
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} = {}) => {
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const configKeys = await getRuntimeStrategyConfigKeys(userName);
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const strategyConfigs = await Promise.all(
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configKeys.map(async (key) => {
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const strategyName = resolveStrategyNameByConfigKey(userName, key);
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const identity = resolveStrategyConfigIdentityByKey(userName, key);
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if (!strategyName || !identity) {
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return null;
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}
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const strategyConfig = await (0, import_redis.getData)(
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key,
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null
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);
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if (!strategyConfig || typeof strategyConfig !== "object" || Array.isArray(strategyConfig)) {
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onInvalidConfig?.(key);
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return null;
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}
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return {
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key,
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strategyName,
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configId: identity.configId,
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strategyConfig
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};
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})
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);
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return strategyConfigs.filter(Boolean);
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};
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var loadRuntimeTrades = async (userName, {
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startTime,
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endTime
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@@ -356,7 +310,7 @@ var collectRuntimeDebugEvidence = async ({
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loadRuntimeSignals(userName, { startTime, endTime }),
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loadRuntimeSignalEvaluations(userName, { startTime, endTime }),
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loadRuntimeSignalEvaluationStatsBuckets(userName),
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loadRuntimeStrategyConfigs(userName)
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(0, import_runtimeStrategyConfigs.loadRuntimeStrategyConfigs)(userName)
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]);
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const tradesByOrderId = new Map(
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entryTrades.map((trade) => [trade.orderId, trade])
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package/dist/lib/runtimeRedis.js
CHANGED
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@@ -20,32 +20,22 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
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// src/lib/runtimeRedis.ts
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var runtimeRedis_exports = {};
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__export(runtimeRedis_exports, {
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getRuntimeStrategyConfigKeys: () => getRuntimeStrategyConfigKeys,
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getRuntimeStrategyConfigKeys: () => import_runtimeStrategyConfigs.getRuntimeStrategyConfigKeys,
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isRuntimeStrategyEnabled: () => isRuntimeStrategyEnabled,
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isRuntimeTradeRecord: () => isRuntimeTradeRecord,
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loadRuntimeActiveTradeOrderIds: () => loadRuntimeActiveTradeOrderIds,
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loadRuntimeClosedTrades: () => loadRuntimeClosedTrades,
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loadRuntimeStrategyConfigs: () => loadRuntimeStrategyConfigs,
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loadRuntimeStrategyNames: () => loadRuntimeStrategyNames,
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loadRuntimeStrategyConfigs: () => import_runtimeStrategyConfigs.loadRuntimeStrategyConfigs,
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loadRuntimeStrategyNames: () => import_runtimeStrategyConfigs.loadRuntimeStrategyNames,
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loadRuntimeTrades: () => loadRuntimeTrades,
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loadStrategyResultSymbols: () => loadStrategyResultSymbols,
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resolveStrategyConfigIdentityByKey: () => resolveStrategyConfigIdentityByKey,
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resolveStrategyNameByConfigKey: () => resolveStrategyNameByConfigKey
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resolveStrategyConfigIdentityByKey: () => import_runtimeStrategyConfigs.resolveStrategyConfigIdentityByKey,
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resolveStrategyNameByConfigKey: () => import_runtimeStrategyConfigs.resolveStrategyNameByConfigKey
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});
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module.exports = __toCommonJS(runtimeRedis_exports);
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var import_redis = require("@tradejs/infra/redis");
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var import_time = require("@tradejs/core/time");
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var
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var RESERVED_CONFIG_IDS = /* @__PURE__ */ new Set(["results"]);
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var resolveStrategyConfigIdentityByKey = (userName, key) => {
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const parts = key.split(":");
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if (parts.length !== 5) return null;
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const [users, keyUserName, strategiesKey, strategyName, configId] = parts;
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if (users !== "users" || keyUserName !== userName || strategiesKey !== "strategies" || !strategyName || !configId || RESERVED_STRATEGY_NAMES.has(strategyName) || RESERVED_CONFIG_IDS.has(configId) || !/^[a-zA-Z0-9_-]+$/.test(configId)) {
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return null;
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}
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return { strategyName, configId };
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};
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var import_runtimeStrategyConfigs = require("@tradejs/infra/runtimeStrategyConfigs");
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var isRuntimeStrategyEnabled = (strategyConfig) => {
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const enabled = strategyConfig.ENABLE;
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return enabled !== false;
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const record = value;
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return typeof record.orderId === "string" && typeof record.strategy === "string" && typeof record.symbol === "string" && typeof record.entryTimestamp === "number" && typeof record.entryPrice === "number" && typeof record.qty === "number" && (record.direction === "LONG" || record.direction === "SHORT");
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};
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var resolveStrategyNameByConfigKey = (userName, key) => {
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return resolveStrategyConfigIdentityByKey(userName, key)?.strategyName ?? null;
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};
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var getRuntimeStrategyConfigKeys = async (userName) => {
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const keys = await (0, import_redis.getKeys)(`${import_redis.redisKeys.strategies(userName)}:`);
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return keys.filter((key) => resolveStrategyConfigIdentityByKey(userName, key)).sort((left, right) => left.localeCompare(right));
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};
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var loadRuntimeStrategyNames = async (userName) => [
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...new Set(
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(await getRuntimeStrategyConfigKeys(userName)).map((key) => resolveStrategyNameByConfigKey(userName, key)).filter((value) => Boolean(value))
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)
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].sort((left, right) => left.localeCompare(right));
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var loadRuntimeStrategyConfigs = async (userName, {
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onInvalidConfig
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} = {}) => {
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const configKeys = await getRuntimeStrategyConfigKeys(userName);
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const strategyConfigs = await Promise.all(
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configKeys.map(async (key) => {
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const strategyName = resolveStrategyNameByConfigKey(userName, key);
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const identity = resolveStrategyConfigIdentityByKey(userName, key);
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return null;
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}
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const strategyConfig = await (0, import_redis.getData)(
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onInvalidConfig?.(key);
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return null;
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}
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return {
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configId: identity.configId,
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strategyConfig
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};
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})
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);
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return strategyConfigs.filter(Boolean);
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};
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// src/lib/runtimeRedis.ts
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var import_redis = require("@tradejs/infra/redis");
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var import_time = require("@tradejs/core/time");
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var
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var RESERVED_CONFIG_IDS = /* @__PURE__ */ new Set(["results"]);
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var resolveStrategyConfigIdentityByKey = (userName, key) => {
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const parts = key.split(":");
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const [users, keyUserName, strategiesKey, strategyName, configId] = parts;
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if (users !== "users" || keyUserName !== userName || strategiesKey !== "strategies" || !strategyName || !configId || RESERVED_STRATEGY_NAMES.has(strategyName) || RESERVED_CONFIG_IDS.has(configId) || !/^[a-zA-Z0-9_-]+$/.test(configId)) {
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return null;
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return { strategyName, configId };
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};
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var import_runtimeStrategyConfigs = require("@tradejs/infra/runtimeStrategyConfigs");
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var isRuntimeStrategyEnabled = (strategyConfig) => {
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const enabled = strategyConfig.ENABLE;
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return enabled !== false;
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};
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var resolveStrategyNameByConfigKey = (userName, key) => {
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return resolveStrategyConfigIdentityByKey(userName, key)?.strategyName ?? null;
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};
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var getRuntimeStrategyConfigKeys = async (userName) => {
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const keys = await (0, import_redis.getKeys)(`${import_redis.redisKeys.strategies(userName)}:`);
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return keys.filter((key) => resolveStrategyConfigIdentityByKey(userName, key)).sort((left, right) => left.localeCompare(right));
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var loadRuntimeStrategyConfigs = async (userName, {
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onInvalidConfig
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} = {}) => {
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const configKeys = await getRuntimeStrategyConfigKeys(userName);
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const strategyConfigs = await Promise.all(
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configKeys.map(async (key) => {
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configId: identity.configId,
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// src/lib/runtimeStrategyBacktest.ts
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var BACKTEST_CLI_RUNTIME_CONFIG_KEYS = /* @__PURE__ */ new Set([
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Object.entries(strategyConfig).filter(([key]) => !BACKTEST_CLI_RUNTIME_CONFIG_KEYS.has(key)).map(([key, value]) => [key, [value]])
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var loadRuntimeStrategyBacktestConfigs = async (userName) => {
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const configs = await loadRuntimeStrategyConfigs(userName, {
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const configs = await (0, import_runtimeStrategyConfigs.loadRuntimeStrategyConfigs)(userName, {
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onInvalidConfig: (key) => {
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console.log(import_chalk.default.yellow(`Skip invalid runtime strategy config: ${key}`));
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}
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