@tradejs/cli 2.0.19 → 2.0.21

package/dist/scripts/aiTrain.js

@@ -35,11 +35,12 @@ __export(aiTrain_exports, {
 module.exports = __toCommonJS(aiTrain_exports);
 var import_args = __toESM(require("args"));
 var import_chalk = __toESM(require("chalk"));
-var import_promises2 = __toESM(require("fs/promises"));
+var import_promises3 = __toESM(require("fs/promises"));
 var import_path = __toESM(require("path"));
 var import_progress = __toESM(require("progress"));
 var import_constants = require("@tradejs/core/constants");
 var import_ai = require("@tradejs/infra/ai");
+var import_strategyReleaseEvidence = require("@tradejs/infra/strategyReleaseEvidence");
 var import_redis = require("@tradejs/infra/redis");
 var import_ai2 = require("@tradejs/node/ai");
 var import_constants2 = require("@tradejs/node/constants");
@@ -333,7 +334,10 @@ var isDirectionMatchAtThreshold = (evaluation, threshold) => {
   return directionMatches === true && evaluation.quality != null && evaluation.quality >= threshold;
 };
 var summarizeAiTrainEvaluationsByDirection = (evaluations) => {
-  const grouped = /* @__PURE__ */ new Map();
+  const grouped = /* @__PURE__ */ new Map([
+    ["LONG", []],
+    ["SHORT", []]
+  ]);
   for (const evaluation of evaluations) {
     const direction = typeof evaluation.direction === "string" && evaluation.direction.trim() ? evaluation.direction : "UNKNOWN";
     const bucket = grouped.get(direction) ?? [];
@@ -805,6 +809,14 @@ var buildAiChartSnapshot = (params) => {
     strategies: cards
   };
 };
+var buildAiChartPersistenceReceipt = (params) => ({
+  persisted: true,
+  mode: params.snapshot.mode,
+  datasetId: params.datasetId,
+  generatedAt: params.snapshot.generatedAt,
+  cardIds: params.snapshot.strategies.map((card) => card.cardId),
+  ttlMs: params.ttlMs
+});
 
 // src/lib/aiTrainEvaluationDump.ts
 var BASE_CONTEXT_FEATURE_SECTIONS = [
@@ -948,11 +960,56 @@ var resolveAiTrainRecentLimit = ({
 
 // src/lib/aiTrainResearch.ts
 var import_node_child_process = require("child_process");
+var import_node_crypto2 = require("crypto");
+var import_promises2 = __toESM(require("fs/promises"));
+var import_node_path2 = __toESM(require("path"));
+var import_strategies = require("@tradejs/node/strategies");
+var import_types = require("@tradejs/types");
+
+// src/lib/strategyGateFingerprint.ts
 var import_node_crypto = require("crypto");
 var import_promises = __toESM(require("fs/promises"));
 var import_node_path = __toESM(require("path"));
-var import_strategies = require("@tradejs/node/strategies");
-var import_types = require("@tradejs/types");
+var gateFingerprintRelativePaths = (strategyName) => [
+  `packages/strategies/src/${strategyName}/adapters/ai.ts`,
+  `packages/strategies/src/${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",
+  "packages/core/src/utils/strategyHelpers/signalBuilders.ts"
+];
+var resolveStrategyGateFingerprint = async ({
+  projectRoot,
+  strategyName,
+  gitSha
+}) => {
+  const candidates = await Promise.all(
+    gateFingerprintRelativePaths(strategyName).map(async (relativePath) => {
+      const content = await import_promises.default.readFile(import_node_path.default.join(projectRoot, relativePath)).catch(() => null);
+      return content == null ? null : { relativePath, content };
+    })
+  );
+  const sourceEntries = candidates.filter(
+    (entry) => entry != null
+  );
+  const hash = (0, import_node_crypto.createHash)("sha256");
+  hash.update(strategyName);
+  if (sourceEntries.length) {
+    for (const entry of sourceEntries) {
+      hash.update(entry.relativePath);
+      hash.update(entry.content);
+    }
+  } else {
+    hash.update(gitSha ?? "unknown-git-sha");
+  }
+  return {
+    gateFingerprint: hash.digest("hex").slice(0, 16),
+    gateFingerprintFiles: sourceEntries.map((entry) => entry.relativePath)
+  };
+};
+
+// src/lib/aiTrainResearch.ts
 var DAY_MS2 = 24 * 60 * 60 * 1e3;
 var RESEARCH_CONTEXT_ENV_KEYS = [
   "AI_MODE",
@@ -992,9 +1049,9 @@ 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(
+  const resolvedPath = import_node_path2.default.resolve(outputPath);
+  await import_promises2.default.mkdir(import_node_path2.default.dirname(resolvedPath), { recursive: true });
+  await import_promises2.default.writeFile(
     resolvedPath,
     `${JSON.stringify(result, null, 2)}
 `,
@@ -1013,7 +1070,7 @@ var normalizeForStableJson = (value) => {
   }
   return value;
 };
-var fingerprintResearchValue = (value) => (0, import_node_crypto.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
+var fingerprintResearchValue = (value) => (0, import_node_crypto2.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
 var getTimestampRange = (evaluations) => {
   let minTimestamp = null;
   let maxTimestamp = null;
@@ -1078,17 +1135,11 @@ var summarizeAiTrainTerminalWindows = (evaluations, windowDays) => {
       selected: selected.length,
       approvedPerCalendarDay: outcome.approved / coverageDays,
       outcome,
+      byDirection: summarizeAiTrainEvaluationsByDirection(selected),
       topRejectReasons: summarizeAiTrainRejectReasons(selected)
     };
   });
 };
-var readOptionalFile = async (filePath) => {
-  try {
-    return await import_promises.default.readFile(filePath);
-  } catch {
-    return null;
-  }
-};
 var getGitLineage = (projectRoot) => {
   try {
     const gitSha = (0, import_node_child_process.execFileSync)("git", ["rev-parse", "HEAD"], {
@@ -1110,53 +1161,20 @@ var getGitLineage = (projectRoot) => {
     return { gitSha: null, gitDirty: null };
   }
 };
-var resolveGateFingerprint = async (projectRoot, strategyName, gitSha) => {
-  const relativeCandidates = [
-    `packages/strategies/src/${strategyName}/adapters/ai.ts`,
-    `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(
-    relativeCandidates.map(async (relativePath) => {
-      const content = await readOptionalFile(
-        import_node_path.default.join(projectRoot, relativePath)
-      );
-      return content == null ? null : { relativePath, content };
-    })
-  );
-  const sourceEntries = [];
-  for (const entry of optionalSourceEntries) {
-    if (entry != null) {
-      sourceEntries.push(entry);
-    }
-  }
-  const hash = (0, import_node_crypto.createHash)("sha256");
-  hash.update(strategyName);
-  if (sourceEntries.length) {
-    for (const entry of sourceEntries) {
-      hash.update(entry.relativePath);
-      hash.update(entry.content);
-    }
-  } else {
-    hash.update(gitSha ?? "unknown-git-sha");
-  }
-  return {
-    gateFingerprint: hash.digest("hex").slice(0, 16),
-    gateFingerprintFiles: sourceEntries.map((entry) => entry.relativePath)
-  };
-};
 var buildAiTrainLineage = async ({
   projectRoot,
   strategyName,
   configIds,
   runContext,
+  sourceSha256s = [],
   env = process.env
 }) => {
   const { gitSha, gitDirty } = getGitLineage(projectRoot);
-  const gate = await resolveGateFingerprint(projectRoot, strategyName, gitSha);
+  const gate = await resolveStrategyGateFingerprint({
+    projectRoot,
+    strategyName,
+    gitSha
+  });
   const normalizedConfigIds = [...new Set(configIds.filter(Boolean))].sort();
   const hyperliquidPerpUniverseFingerprint = typeof import_strategies.getHyperliquidPerpUniverseSnapshot === "function" ? (0, import_strategies.getHyperliquidPerpUniverseSnapshot)().fingerprint : null;
   const hyperliquidWhaleRegistryFingerprint = typeof import_strategies.getHyperliquidWhaleRegistrySnapshot === "function" ? (0, import_strategies.getHyperliquidWhaleRegistrySnapshot)().fingerprint : null;
@@ -1176,7 +1194,8 @@ var buildAiTrainLineage = async ({
     configIdsFingerprint: fingerprintResearchValue(normalizedConfigIds),
     configIds: normalizedConfigIds,
     contextFingerprint: fingerprintResearchValue(context),
-    context
+    context,
+    sourceSha256s: [...new Set(sourceSha256s.filter(Boolean))].sort()
   };
 };
 
@@ -1550,7 +1569,7 @@ var listMergedFiles = async (params) => {
   const { outDir, strategyName } = params;
   let entries = [];
   try {
-    entries = await import_promises2.default.readdir(outDir);
+    entries = await import_promises3.default.readdir(outDir);
   } catch {
     return [];
   }
@@ -2006,6 +2025,7 @@ var main = async () => {
     projectRoot: String(process.env.PROJECT_CWD || process.cwd()).trim() || process.cwd(),
     strategyName,
     configIds: finalEvaluations.map((evaluation) => evaluation.configId),
+    sourceSha256s: await Promise.all(filePaths.map(import_strategyReleaseEvidence.strategyEvidenceFileSha256)),
     runContext: {
       mode: localOnly ? "local-deterministic" : "llm",
       model: localOnly ? "local-deterministic" : model,
@@ -2049,22 +2069,17 @@ var main = async () => {
       topRejectReasons,
       lineage
     },
+    chart: null,
     errors: {
       failed,
       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)), {
+    await import_promises3.default.mkdir(import_path.default.dirname(import_path.default.resolve(dumpEvaluationsPath)), {
       recursive: true
     });
-    await import_promises2.default.writeFile(
+    await import_promises3.default.writeFile(
       dumpEvaluationsPath,
       finalEvaluations.map(
         (evaluation) => JSON.stringify({
@@ -2092,7 +2107,7 @@ var main = async () => {
     );
   }
   if (saveChart) {
-    await persistAiChartSnapshot({
+    const snapshot = await persistAiChartSnapshot({
       strategyName,
       evaluatedRows,
       minQuality,
@@ -2101,6 +2116,17 @@ var main = async () => {
       userName,
       datasetId
     });
+    result.chart = buildAiChartPersistenceReceipt({
+      snapshot,
+      datasetId: datasetId ?? null,
+      ttlMs: import_constants.TTL_1M
+    });
+  }
+  if (jsonOutputPath) {
+    await writeAiTrainResearchSnapshot({
+      outputPath: jsonOutputPath,
+      result
+    });
   }
   if (jsonOutput) {
     if (printJsonOutput) {

package/dist/scripts/backtest.js

@@ -4262,6 +4262,11 @@ import_args.default.option(
   "Skip per-test artifact persistence and keep only in-memory summary/AI-ML dataset output",
   false
 );
+import_args.default.option(
+  "researchTrace",
+  "Write compact setup/entry/exit/skip research trace JSONL",
+  false
+);
 import_args.default.option(
   ["K", "continue"],
   "Continue latest compatible interrupted backtest run",
@@ -4357,6 +4362,7 @@ var buildBacktestTestKey = (test) => hashValue({
   connectorName: test.connectorName,
   interval: String(test.interval ?? ""),
   ml: Boolean(test.ml),
+  researchTrace: Boolean(test.researchTrace),
   options: test.options,
   strategyConfig: test.strategyConfig,
   strategyName: test.strategyName,
@@ -5093,6 +5099,7 @@ var buildPreparedTestSuite = async ({
     },
     ml: mlEnabled,
     ai: aiEnabled,
+    researchTrace: Boolean(flags.researchTrace),
     fast: isFastMode,
     timeoutMs: testItemTimeoutMs
   })).slice(
@@ -5276,6 +5283,7 @@ var toPersistedBacktestResultEntry = (result) => ({
   orderLogId: result.orderLogId,
   stat: result.stat,
   executionCostModel: result.executionCostModel,
+  researchTraceSummary: result.researchTraceSummary,
   test: {
     userName: result.test.userName,
     name: result.test.name,
@@ -5746,7 +5754,8 @@ var backtest = async () => {
       backtestPriceMode,
       cacheOnly: Boolean(flags.cacheOnly),
       fast: Boolean(flags.fast),
-      ml: Boolean(flags.ml)
+      ml: Boolean(flags.ml),
+      researchTrace: Boolean(flags.researchTrace)
     },
     marketContextPreparedAt: (/* @__PURE__ */ new Date()).toISOString(),
     testSuite