@tradejs/cli 2.0.2 → 2.0.3

package/dist/cli.js

@@ -2755,7 +2755,8 @@ var init_selectStrategy = __esm({
         "MaStrategy",
         "AdaptiveMomentumRibbon",
         "TrendLine",
-        "VolumeDivergence"
+        "VolumeDivergence",
+        "Grid"
       ];
     };
     selectStrategy = async (promptLabel = "Select strategy", options) => {
@@ -3435,7 +3436,7 @@ var init_aiTrainOptions = __esm({
 });
 
 // src/lib/aiPocketSearch.ts
-var DAY_MS2, DAYS_PER_WEEK2, DAYS_PER_MONTH2, OUTCOME_SEGMENTS, isPlainRecord, isFiniteNumber, isFeaturePrimitive, normalizeFeaturePrimitive, isOutcomePath, isFeaturePathPrefix, isCompactFeaturePathSkipped, addFlattenedFeatures, findFeatureNumber, findFeatureString, addDirectionalDerivedFeatures, collectAiPocketFeatures, formatNumber, formatPredicateValue, roundThreshold, quantileAt, getPeriodDays, createSummaryAccumulator, addSummaryRow, emptyAiPocketSummary, finalizeAiPocketSummary, summarizeSelectedRows, summarizeMask, summarizeRowIndexes, summarizeAiPocketRows, matchesPredicate, buildMask, intersectMasks, buildPredicateListMask, toPublicPredicate, buildAiPocketPredicateResult, scorePositivePocket, scoreNegativePocket, comparePositivePockets, compareNegativePockets, createPocketResult, hashMask, isBetterRepresentativePocket, estimateCombinationCount, searchAiPockets, formatMdNumber, formatMdPercent, escapeMarkdownCell, markdownTable, summaryMetricRows, pocketRows, buildAiPocketMarkdownReport;
+var DAY_MS2, DAYS_PER_WEEK2, DAYS_PER_MONTH2, OUTCOME_SEGMENTS, isPlainRecord, isFiniteNumber, isFeaturePrimitive, normalizeFeaturePrimitive, isOutcomePath, isFeaturePathPrefix, isCompactFeaturePathSkipped, addFlattenedFeatures, findFeatureNumber, findFeatureString, addDirectionalDerivedFeatures, addSignalRiskDistanceFeatures, collectAiPocketFeatures, formatNumber, formatPredicateValue, roundThreshold, quantileAt, getPeriodDays, createSummaryAccumulator, addSummaryRow, emptyAiPocketSummary, finalizeAiPocketSummary, summarizeSelectedRows, summarizeMask, summarizeRowIndexes, summarizeAiPocketRows, matchesPredicate, buildMask, intersectMasks, buildPredicateListMask, toPublicPredicate, buildAiPocketPredicateResult, scorePositivePocket, scoreNegativePocket, comparePositivePockets, compareNegativePockets, createPocketResult, hashMask, isBetterRepresentativePocket, estimateCombinationCount, searchAiPockets, formatMdNumber, formatMdPercent, escapeMarkdownCell, markdownTable, summaryMetricRows, pocketRows, buildAiPocketMarkdownReport;
 var init_aiPocketSearch = __esm({
   "src/lib/aiPocketSearch.ts"() {
     "use strict";
@@ -3739,6 +3740,23 @@ var init_aiPocketSearch = __esm({
       }
       features["derived.directIndicatorSupportCount"] = supportCount;
     };
+    addSignalRiskDistanceFeatures = ({
+      features,
+      signal
+    }) => {
+      const currentPrice = isFiniteNumber(signal.prices?.currentPrice) ? signal.prices.currentPrice : null;
+      const stopLossPrice = isFiniteNumber(signal.prices?.stopLossPrice) ? signal.prices.stopLossPrice : null;
+      const takeProfitPrice = isFiniteNumber(signal.prices?.takeProfitPrice) ? signal.prices.takeProfitPrice : null;
+      if (currentPrice == null || currentPrice === 0) {
+        return;
+      }
+      if (stopLossPrice != null) {
+        features["derived.stopDistanceBps"] = Math.abs(currentPrice - stopLossPrice) / Math.abs(currentPrice) * 1e4;
+      }
+      if (takeProfitPrice != null) {
+        features["derived.takeProfitDistanceBps"] = Math.abs(takeProfitPrice - currentPrice) / Math.abs(currentPrice) * 1e4;
+      }
+    };
     collectAiPocketFeatures = ({
       payload,
       gateContext,
@@ -3766,6 +3784,7 @@ var init_aiPocketSearch = __esm({
         maxDepth: 8,
         shouldSkipPath: featureProfile === "compact" ? isCompactFeaturePathSkipped : void 0
       });
+      addSignalRiskDistanceFeatures({ features, signal });
       addDirectionalDerivedFeatures(features);
       return features;
     };
@@ -30291,7 +30310,7 @@ var init_resultsReporting = __esm({
 });
 
 // src/lib/runtimeTradeSync.ts
-var import_constants18, import_time10, import_redis21, CLOSED_PNL_LIMIT, EXCHANGE_HISTORY_MAX_RANGE_MS, splitExchangeHistoryTimeRange, formatRuntimeTradeSyncError, loadClosedPnlRows, consumeClosedPnlMatch, syncRuntimeTrades;
+var import_constants18, import_time10, import_redis21, CLOSED_PNL_LIMIT, CLOSED_PNL_RECONCILIATION_LOOKBACK_MS, EXCHANGE_HISTORY_MAX_RANGE_MS, isRuntimeTradeSyncFallbackClose, splitExchangeHistoryTimeRange, formatRuntimeTradeSyncError, loadClosedPnlRows, consumeClosedPnlMatch, syncRuntimeTrades;
 var init_runtimeTradeSync = __esm({
   "src/lib/runtimeTradeSync.ts"() {
     "use strict";
@@ -30299,7 +30318,9 @@ var init_runtimeTradeSync = __esm({
     import_time10 = require("@tradejs/core/time");
     import_redis21 = require("@tradejs/infra/redis");
     CLOSED_PNL_LIMIT = 100;
+    CLOSED_PNL_RECONCILIATION_LOOKBACK_MS = 24 * 60 * 60 * 1e3;
     EXCHANGE_HISTORY_MAX_RANGE_MS = 7 * 24 * 60 * 60 * 1e3;
+    isRuntimeTradeSyncFallbackClose = (trade) => trade.status === "closed" && trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null;
     splitExchangeHistoryTimeRange = ({
       startTime,
       endTime,
@@ -30428,7 +30449,7 @@ var init_runtimeTradeSync = __esm({
       );
       const closedPnlRows = await loadClosedPnlRows({
         connector,
-        startTime,
+        startTime: Math.max(0, startTime - CLOSED_PNL_RECONCILIATION_LOOKBACK_MS),
         endTime,
         callbacks: closedPnlCallbacks
       });
@@ -30440,14 +30461,14 @@ var init_runtimeTradeSync = __esm({
       }
       const syncedTrades = [];
       for (const trade of trades) {
-        if (trade.status !== "active") {
+        if (trade.status !== "active" && !isRuntimeTradeSyncFallbackClose(trade)) {
           syncedTrades.push(trade);
           continue;
         }
         const openPosition = openPositionsBySymbol.get(trade.symbol);
         const activeOrderId = activeOrderIdBySymbol.get(trade.symbol);
         const isCurrentActiveTrade = activeOrderId === trade.orderId;
-        if (!openPositionsReliable) {
+        if (trade.status === "active" && !openPositionsReliable) {
           syncedTrades.push({
             ...trade,
             status: "active",
@@ -30455,7 +30476,7 @@ var init_runtimeTradeSync = __esm({
           });
           continue;
         }
-        if (isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
+        if (trade.status === "active" && isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
           const nextTrade2 = {
             ...trade,
             status: "active",
@@ -30483,21 +30504,24 @@ var init_runtimeTradeSync = __esm({
           continue;
         }
         const matchedClosedPnl = consumeClosedPnlMatch(closedPnlBuckets, trade);
+        if (!matchedClosedPnl) {
+          continue;
+        }
         const nextTrade = {
           ...trade,
           status: "closed",
-          currentPrice: matchedClosedPnl?.exitPrice ?? trade.currentPrice ?? null,
-          currentPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-          closedPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-          actualEntryPrice: matchedClosedPnl?.entryPrice ?? trade.actualEntryPrice ?? null,
-          exitPrice: matchedClosedPnl?.exitPrice ?? trade.exitPrice ?? null,
-          actualExitPrice: matchedClosedPnl?.exitPrice ?? trade.actualExitPrice ?? null,
-          exitTimestamp: matchedClosedPnl?.closedAt ?? trade.exitTimestamp ?? endTime,
+          currentPrice: matchedClosedPnl.exitPrice ?? trade.currentPrice ?? null,
+          currentPnl: matchedClosedPnl.closedPnl,
+          closedPnl: matchedClosedPnl.closedPnl,
+          actualEntryPrice: matchedClosedPnl.entryPrice ?? trade.actualEntryPrice ?? null,
+          exitPrice: matchedClosedPnl.exitPrice ?? trade.exitPrice ?? null,
+          actualExitPrice: matchedClosedPnl.exitPrice ?? trade.actualExitPrice ?? null,
+          exitTimestamp: matchedClosedPnl.closedAt,
           exitType: trade.exitType ?? null,
-          openFee: matchedClosedPnl?.openFee ?? trade.openFee ?? null,
-          closeFee: matchedClosedPnl?.closeFee ?? trade.closeFee ?? null,
-          fundingFee: matchedClosedPnl?.fundingFee ?? trade.fundingFee ?? null,
-          totalFee: matchedClosedPnl?.totalFee ?? trade.totalFee ?? null,
+          openFee: matchedClosedPnl.openFee ?? trade.openFee ?? null,
+          closeFee: matchedClosedPnl.closeFee ?? trade.closeFee ?? null,
+          fundingFee: matchedClosedPnl.fundingFee ?? trade.fundingFee ?? null,
+          totalFee: matchedClosedPnl.totalFee ?? trade.totalFee ?? null,
           lastSyncedAt: endTime
         };
         await Promise.all([
@@ -32655,8 +32679,7 @@ var init_signalsSummary = __esm({
       if (trade.status !== "closed" || !isTimestampInWindow(trade.exitTimestamp, startTime, endTime)) {
         return false;
       }
-      const looksLikeSyncFallbackClose = trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null && trade.totalFee == null;
-      return !looksLikeSyncFallbackClose;
+      return !isRuntimeTradeSyncFallbackClose(trade);
     };
     buildSummaryMessages = ({
       hours,

package/dist/lib/aiPocketSearch.js

@@ -327,6 +327,23 @@ var addDirectionalDerivedFeatures = (features) => {
   }
   features["derived.directIndicatorSupportCount"] = supportCount;
 };
+var addSignalRiskDistanceFeatures = ({
+  features,
+  signal
+}) => {
+  const currentPrice = isFiniteNumber(signal.prices?.currentPrice) ? signal.prices.currentPrice : null;
+  const stopLossPrice = isFiniteNumber(signal.prices?.stopLossPrice) ? signal.prices.stopLossPrice : null;
+  const takeProfitPrice = isFiniteNumber(signal.prices?.takeProfitPrice) ? signal.prices.takeProfitPrice : null;
+  if (currentPrice == null || currentPrice === 0) {
+    return;
+  }
+  if (stopLossPrice != null) {
+    features["derived.stopDistanceBps"] = Math.abs(currentPrice - stopLossPrice) / Math.abs(currentPrice) * 1e4;
+  }
+  if (takeProfitPrice != null) {
+    features["derived.takeProfitDistanceBps"] = Math.abs(takeProfitPrice - currentPrice) / Math.abs(currentPrice) * 1e4;
+  }
+};
 var collectAiPocketFeatures = ({
   payload,
   gateContext,
@@ -354,6 +371,7 @@ var collectAiPocketFeatures = ({
     maxDepth: 8,
     shouldSkipPath: featureProfile === "compact" ? isCompactFeaturePathSkipped : void 0
   });
+  addSignalRiskDistanceFeatures({ features, signal });
   addDirectionalDerivedFeatures(features);
   return features;
 };

package/dist/lib/runtimeTradeSync.js

@@ -23,6 +23,7 @@ __export(runtimeTradeSync_exports, {
   EXCHANGE_HISTORY_MAX_RANGE_MS: () => EXCHANGE_HISTORY_MAX_RANGE_MS,
   consumeClosedPnlMatch: () => consumeClosedPnlMatch,
   formatRuntimeTradeSyncError: () => formatRuntimeTradeSyncError,
+  isRuntimeTradeSyncFallbackClose: () => isRuntimeTradeSyncFallbackClose,
   loadClosedPnlRows: () => loadClosedPnlRows,
   splitExchangeHistoryTimeRange: () => splitExchangeHistoryTimeRange,
   syncRuntimeTrades: () => syncRuntimeTrades
@@ -32,7 +33,9 @@ var import_constants = require("@tradejs/core/constants");
 var import_time = require("@tradejs/core/time");
 var import_redis = require("@tradejs/infra/redis");
 var CLOSED_PNL_LIMIT = 100;
+var CLOSED_PNL_RECONCILIATION_LOOKBACK_MS = 24 * 60 * 60 * 1e3;
 var EXCHANGE_HISTORY_MAX_RANGE_MS = 7 * 24 * 60 * 60 * 1e3;
+var isRuntimeTradeSyncFallbackClose = (trade) => trade.status === "closed" && trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null;
 var splitExchangeHistoryTimeRange = ({
   startTime,
   endTime,
@@ -161,7 +164,7 @@ var syncRuntimeTrades = async ({
   );
   const closedPnlRows = await loadClosedPnlRows({
     connector,
-    startTime,
+    startTime: Math.max(0, startTime - CLOSED_PNL_RECONCILIATION_LOOKBACK_MS),
     endTime,
     callbacks: closedPnlCallbacks
   });
@@ -173,14 +176,14 @@ var syncRuntimeTrades = async ({
   }
   const syncedTrades = [];
   for (const trade of trades) {
-    if (trade.status !== "active") {
+    if (trade.status !== "active" && !isRuntimeTradeSyncFallbackClose(trade)) {
       syncedTrades.push(trade);
       continue;
     }
     const openPosition = openPositionsBySymbol.get(trade.symbol);
     const activeOrderId = activeOrderIdBySymbol.get(trade.symbol);
     const isCurrentActiveTrade = activeOrderId === trade.orderId;
-    if (!openPositionsReliable) {
+    if (trade.status === "active" && !openPositionsReliable) {
       syncedTrades.push({
         ...trade,
         status: "active",
@@ -188,7 +191,7 @@ var syncRuntimeTrades = async ({
       });
       continue;
     }
-    if (isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
+    if (trade.status === "active" && isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
       const nextTrade2 = {
         ...trade,
         status: "active",
@@ -216,21 +219,24 @@ var syncRuntimeTrades = async ({
       continue;
     }
     const matchedClosedPnl = consumeClosedPnlMatch(closedPnlBuckets, trade);
+    if (!matchedClosedPnl) {
+      continue;
+    }
     const nextTrade = {
       ...trade,
       status: "closed",
-      currentPrice: matchedClosedPnl?.exitPrice ?? trade.currentPrice ?? null,
-      currentPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      closedPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      actualEntryPrice: matchedClosedPnl?.entryPrice ?? trade.actualEntryPrice ?? null,
-      exitPrice: matchedClosedPnl?.exitPrice ?? trade.exitPrice ?? null,
-      actualExitPrice: matchedClosedPnl?.exitPrice ?? trade.actualExitPrice ?? null,
-      exitTimestamp: matchedClosedPnl?.closedAt ?? trade.exitTimestamp ?? endTime,
+      currentPrice: matchedClosedPnl.exitPrice ?? trade.currentPrice ?? null,
+      currentPnl: matchedClosedPnl.closedPnl,
+      closedPnl: matchedClosedPnl.closedPnl,
+      actualEntryPrice: matchedClosedPnl.entryPrice ?? trade.actualEntryPrice ?? null,
+      exitPrice: matchedClosedPnl.exitPrice ?? trade.exitPrice ?? null,
+      actualExitPrice: matchedClosedPnl.exitPrice ?? trade.actualExitPrice ?? null,
+      exitTimestamp: matchedClosedPnl.closedAt,
       exitType: trade.exitType ?? null,
-      openFee: matchedClosedPnl?.openFee ?? trade.openFee ?? null,
-      closeFee: matchedClosedPnl?.closeFee ?? trade.closeFee ?? null,
-      fundingFee: matchedClosedPnl?.fundingFee ?? trade.fundingFee ?? null,
-      totalFee: matchedClosedPnl?.totalFee ?? trade.totalFee ?? null,
+      openFee: matchedClosedPnl.openFee ?? trade.openFee ?? null,
+      closeFee: matchedClosedPnl.closeFee ?? trade.closeFee ?? null,
+      fundingFee: matchedClosedPnl.fundingFee ?? trade.fundingFee ?? null,
+      totalFee: matchedClosedPnl.totalFee ?? trade.totalFee ?? null,
       lastSyncedAt: endTime
     };
     await Promise.all([
@@ -257,6 +263,7 @@ var syncRuntimeTrades = async ({
   EXCHANGE_HISTORY_MAX_RANGE_MS,
   consumeClosedPnlMatch,
   formatRuntimeTradeSyncError,
+  isRuntimeTradeSyncFallbackClose,
   loadClosedPnlRows,
   splitExchangeHistoryTimeRange,
   syncRuntimeTrades

package/dist/scripts/aiExport.js

@@ -1697,7 +1697,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/aiExportSelect.js

@@ -54,7 +54,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/aiPocketSearch.js

@@ -2310,6 +2310,23 @@ var addDirectionalDerivedFeatures = (features) => {
   }
   features["derived.directIndicatorSupportCount"] = supportCount;
 };
+var addSignalRiskDistanceFeatures = ({
+  features,
+  signal
+}) => {
+  const currentPrice = isFiniteNumber(signal.prices?.currentPrice) ? signal.prices.currentPrice : null;
+  const stopLossPrice = isFiniteNumber(signal.prices?.stopLossPrice) ? signal.prices.stopLossPrice : null;
+  const takeProfitPrice = isFiniteNumber(signal.prices?.takeProfitPrice) ? signal.prices.takeProfitPrice : null;
+  if (currentPrice == null || currentPrice === 0) {
+    return;
+  }
+  if (stopLossPrice != null) {
+    features["derived.stopDistanceBps"] = Math.abs(currentPrice - stopLossPrice) / Math.abs(currentPrice) * 1e4;
+  }
+  if (takeProfitPrice != null) {
+    features["derived.takeProfitDistanceBps"] = Math.abs(takeProfitPrice - currentPrice) / Math.abs(currentPrice) * 1e4;
+  }
+};
 var collectAiPocketFeatures = ({
   payload,
   gateContext,
@@ -2337,6 +2354,7 @@ var collectAiPocketFeatures = ({
     maxDepth: 8,
     shouldSkipPath: featureProfile === "compact" ? isCompactFeaturePathSkipped : void 0
   });
+  addSignalRiskDistanceFeatures({ features, signal });
   addDirectionalDerivedFeatures(features);
   return features;
 };

package/dist/scripts/mlExport.js

@@ -1697,7 +1697,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/mlExportSelect.js

@@ -54,7 +54,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/mlTrainLatestSelect.js

@@ -63,7 +63,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/replay.js

@@ -6909,7 +6909,9 @@ var import_constants5 = require("@tradejs/core/constants");
 var import_time5 = require("@tradejs/core/time");
 var import_redis4 = require("@tradejs/infra/redis");
 var CLOSED_PNL_LIMIT = 100;
+var CLOSED_PNL_RECONCILIATION_LOOKBACK_MS = 24 * 60 * 60 * 1e3;
 var EXCHANGE_HISTORY_MAX_RANGE_MS = 7 * 24 * 60 * 60 * 1e3;
+var isRuntimeTradeSyncFallbackClose = (trade) => trade.status === "closed" && trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null;
 var splitExchangeHistoryTimeRange = ({
   startTime,
   endTime,
@@ -7038,7 +7040,7 @@ var syncRuntimeTrades = async ({
   );
   const closedPnlRows = await loadClosedPnlRows({
     connector,
-    startTime,
+    startTime: Math.max(0, startTime - CLOSED_PNL_RECONCILIATION_LOOKBACK_MS),
     endTime,
     callbacks: closedPnlCallbacks
   });
@@ -7050,14 +7052,14 @@ var syncRuntimeTrades = async ({
   }
   const syncedTrades = [];
   for (const trade of trades) {
-    if (trade.status !== "active") {
+    if (trade.status !== "active" && !isRuntimeTradeSyncFallbackClose(trade)) {
       syncedTrades.push(trade);
       continue;
     }
     const openPosition = openPositionsBySymbol.get(trade.symbol);
     const activeOrderId = activeOrderIdBySymbol.get(trade.symbol);
     const isCurrentActiveTrade = activeOrderId === trade.orderId;
-    if (!openPositionsReliable) {
+    if (trade.status === "active" && !openPositionsReliable) {
       syncedTrades.push({
         ...trade,
         status: "active",
@@ -7065,7 +7067,7 @@ var syncRuntimeTrades = async ({
       });
       continue;
     }
-    if (isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
+    if (trade.status === "active" && isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
       const nextTrade2 = {
         ...trade,
         status: "active",
@@ -7093,21 +7095,24 @@ var syncRuntimeTrades = async ({
       continue;
     }
     const matchedClosedPnl = consumeClosedPnlMatch(closedPnlBuckets, trade);
+    if (!matchedClosedPnl) {
+      continue;
+    }
     const nextTrade = {
       ...trade,
       status: "closed",
-      currentPrice: matchedClosedPnl?.exitPrice ?? trade.currentPrice ?? null,
-      currentPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      closedPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      actualEntryPrice: matchedClosedPnl?.entryPrice ?? trade.actualEntryPrice ?? null,
-      exitPrice: matchedClosedPnl?.exitPrice ?? trade.exitPrice ?? null,
-      actualExitPrice: matchedClosedPnl?.exitPrice ?? trade.actualExitPrice ?? null,
-      exitTimestamp: matchedClosedPnl?.closedAt ?? trade.exitTimestamp ?? endTime,
+      currentPrice: matchedClosedPnl.exitPrice ?? trade.currentPrice ?? null,
+      currentPnl: matchedClosedPnl.closedPnl,
+      closedPnl: matchedClosedPnl.closedPnl,
+      actualEntryPrice: matchedClosedPnl.entryPrice ?? trade.actualEntryPrice ?? null,
+      exitPrice: matchedClosedPnl.exitPrice ?? trade.exitPrice ?? null,
+      actualExitPrice: matchedClosedPnl.exitPrice ?? trade.actualExitPrice ?? null,
+      exitTimestamp: matchedClosedPnl.closedAt,
       exitType: trade.exitType ?? null,
-      openFee: matchedClosedPnl?.openFee ?? trade.openFee ?? null,
-      closeFee: matchedClosedPnl?.closeFee ?? trade.closeFee ?? null,
-      fundingFee: matchedClosedPnl?.fundingFee ?? trade.fundingFee ?? null,
-      totalFee: matchedClosedPnl?.totalFee ?? trade.totalFee ?? null,
+      openFee: matchedClosedPnl.openFee ?? trade.openFee ?? null,
+      closeFee: matchedClosedPnl.closeFee ?? trade.closeFee ?? null,
+      fundingFee: matchedClosedPnl.fundingFee ?? trade.fundingFee ?? null,
+      totalFee: matchedClosedPnl.totalFee ?? trade.totalFee ?? null,
       lastSyncedAt: endTime
     };
     await Promise.all([

package/dist/scripts/replayRunner.js

@@ -6912,7 +6912,9 @@ var import_constants5 = require("@tradejs/core/constants");
 var import_time5 = require("@tradejs/core/time");
 var import_redis4 = require("@tradejs/infra/redis");
 var CLOSED_PNL_LIMIT = 100;
+var CLOSED_PNL_RECONCILIATION_LOOKBACK_MS = 24 * 60 * 60 * 1e3;
 var EXCHANGE_HISTORY_MAX_RANGE_MS = 7 * 24 * 60 * 60 * 1e3;
+var isRuntimeTradeSyncFallbackClose = (trade) => trade.status === "closed" && trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null;
 var splitExchangeHistoryTimeRange = ({
   startTime,
   endTime,
@@ -7041,7 +7043,7 @@ var syncRuntimeTrades = async ({
   );
   const closedPnlRows = await loadClosedPnlRows({
     connector,
-    startTime,
+    startTime: Math.max(0, startTime - CLOSED_PNL_RECONCILIATION_LOOKBACK_MS),
     endTime,
     callbacks: closedPnlCallbacks
   });
@@ -7053,14 +7055,14 @@ var syncRuntimeTrades = async ({
   }
   const syncedTrades = [];
   for (const trade of trades) {
-    if (trade.status !== "active") {
+    if (trade.status !== "active" && !isRuntimeTradeSyncFallbackClose(trade)) {
       syncedTrades.push(trade);
       continue;
     }
     const openPosition = openPositionsBySymbol.get(trade.symbol);
     const activeOrderId = activeOrderIdBySymbol.get(trade.symbol);
     const isCurrentActiveTrade = activeOrderId === trade.orderId;
-    if (!openPositionsReliable) {
+    if (trade.status === "active" && !openPositionsReliable) {
       syncedTrades.push({
         ...trade,
         status: "active",
@@ -7068,7 +7070,7 @@ var syncRuntimeTrades = async ({
       });
       continue;
     }
-    if (isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
+    if (trade.status === "active" && isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
       const nextTrade2 = {
         ...trade,
         status: "active",
@@ -7096,21 +7098,24 @@ var syncRuntimeTrades = async ({
       continue;
     }
     const matchedClosedPnl = consumeClosedPnlMatch(closedPnlBuckets, trade);
+    if (!matchedClosedPnl) {
+      continue;
+    }
     const nextTrade = {
       ...trade,
       status: "closed",
-      currentPrice: matchedClosedPnl?.exitPrice ?? trade.currentPrice ?? null,
-      currentPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      closedPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      actualEntryPrice: matchedClosedPnl?.entryPrice ?? trade.actualEntryPrice ?? null,
-      exitPrice: matchedClosedPnl?.exitPrice ?? trade.exitPrice ?? null,
-      actualExitPrice: matchedClosedPnl?.exitPrice ?? trade.actualExitPrice ?? null,
-      exitTimestamp: matchedClosedPnl?.closedAt ?? trade.exitTimestamp ?? endTime,
+      currentPrice: matchedClosedPnl.exitPrice ?? trade.currentPrice ?? null,
+      currentPnl: matchedClosedPnl.closedPnl,
+      closedPnl: matchedClosedPnl.closedPnl,
+      actualEntryPrice: matchedClosedPnl.entryPrice ?? trade.actualEntryPrice ?? null,
+      exitPrice: matchedClosedPnl.exitPrice ?? trade.exitPrice ?? null,
+      actualExitPrice: matchedClosedPnl.exitPrice ?? trade.actualExitPrice ?? null,
+      exitTimestamp: matchedClosedPnl.closedAt,
       exitType: trade.exitType ?? null,
-      openFee: matchedClosedPnl?.openFee ?? trade.openFee ?? null,
-      closeFee: matchedClosedPnl?.closeFee ?? trade.closeFee ?? null,
-      fundingFee: matchedClosedPnl?.fundingFee ?? trade.fundingFee ?? null,
-      totalFee: matchedClosedPnl?.totalFee ?? trade.totalFee ?? null,
+      openFee: matchedClosedPnl.openFee ?? trade.openFee ?? null,
+      closeFee: matchedClosedPnl.closeFee ?? trade.closeFee ?? null,
+      fundingFee: matchedClosedPnl.fundingFee ?? trade.fundingFee ?? null,
+      totalFee: matchedClosedPnl.totalFee ?? trade.totalFee ?? null,
       lastSyncedAt: endTime
     };
     await Promise.all([

package/dist/scripts/resolveExportStrategy.js

@@ -54,7 +54,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/selectStrategy.js

@@ -52,7 +52,8 @@ var getStrategyChoices = async () => {
     "MaStrategy",
     "AdaptiveMomentumRibbon",
     "TrendLine",
-    "VolumeDivergence"
+    "VolumeDivergence",
+    "Grid"
   ];
 };
 var selectStrategy = async (promptLabel = "Select strategy", options) => {

package/dist/scripts/signalsSummary.js

@@ -113,7 +113,9 @@ var import_constants = require("@tradejs/core/constants");
 var import_time2 = require("@tradejs/core/time");
 var import_redis2 = require("@tradejs/infra/redis");
 var CLOSED_PNL_LIMIT = 100;
+var CLOSED_PNL_RECONCILIATION_LOOKBACK_MS = 24 * 60 * 60 * 1e3;
 var EXCHANGE_HISTORY_MAX_RANGE_MS = 7 * 24 * 60 * 60 * 1e3;
+var isRuntimeTradeSyncFallbackClose = (trade) => trade.status === "closed" && trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null;
 var splitExchangeHistoryTimeRange = ({
   startTime,
   endTime,
@@ -242,7 +244,7 @@ var syncRuntimeTrades = async ({
   );
   const closedPnlRows = await loadClosedPnlRows({
     connector,
-    startTime,
+    startTime: Math.max(0, startTime - CLOSED_PNL_RECONCILIATION_LOOKBACK_MS),
     endTime,
     callbacks: closedPnlCallbacks
   });
@@ -254,14 +256,14 @@ var syncRuntimeTrades = async ({
   }
   const syncedTrades = [];
   for (const trade of trades) {
-    if (trade.status !== "active") {
+    if (trade.status !== "active" && !isRuntimeTradeSyncFallbackClose(trade)) {
       syncedTrades.push(trade);
       continue;
     }
     const openPosition = openPositionsBySymbol.get(trade.symbol);
     const activeOrderId = activeOrderIdBySymbol.get(trade.symbol);
     const isCurrentActiveTrade = activeOrderId === trade.orderId;
-    if (!openPositionsReliable) {
+    if (trade.status === "active" && !openPositionsReliable) {
       syncedTrades.push({
         ...trade,
         status: "active",
@@ -269,7 +271,7 @@ var syncRuntimeTrades = async ({
       });
       continue;
     }
-    if (isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
+    if (trade.status === "active" && isCurrentActiveTrade && openPosition && openPosition.direction === trade.direction) {
       const nextTrade2 = {
         ...trade,
         status: "active",
@@ -297,21 +299,24 @@ var syncRuntimeTrades = async ({
       continue;
     }
     const matchedClosedPnl = consumeClosedPnlMatch(closedPnlBuckets, trade);
+    if (!matchedClosedPnl) {
+      continue;
+    }
     const nextTrade = {
       ...trade,
       status: "closed",
-      currentPrice: matchedClosedPnl?.exitPrice ?? trade.currentPrice ?? null,
-      currentPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      closedPnl: matchedClosedPnl?.closedPnl ?? trade.closedPnl ?? trade.currentPnl ?? null,
-      actualEntryPrice: matchedClosedPnl?.entryPrice ?? trade.actualEntryPrice ?? null,
-      exitPrice: matchedClosedPnl?.exitPrice ?? trade.exitPrice ?? null,
-      actualExitPrice: matchedClosedPnl?.exitPrice ?? trade.actualExitPrice ?? null,
-      exitTimestamp: matchedClosedPnl?.closedAt ?? trade.exitTimestamp ?? endTime,
+      currentPrice: matchedClosedPnl.exitPrice ?? trade.currentPrice ?? null,
+      currentPnl: matchedClosedPnl.closedPnl,
+      closedPnl: matchedClosedPnl.closedPnl,
+      actualEntryPrice: matchedClosedPnl.entryPrice ?? trade.actualEntryPrice ?? null,
+      exitPrice: matchedClosedPnl.exitPrice ?? trade.exitPrice ?? null,
+      actualExitPrice: matchedClosedPnl.exitPrice ?? trade.actualExitPrice ?? null,
+      exitTimestamp: matchedClosedPnl.closedAt,
       exitType: trade.exitType ?? null,
-      openFee: matchedClosedPnl?.openFee ?? trade.openFee ?? null,
-      closeFee: matchedClosedPnl?.closeFee ?? trade.closeFee ?? null,
-      fundingFee: matchedClosedPnl?.fundingFee ?? trade.fundingFee ?? null,
-      totalFee: matchedClosedPnl?.totalFee ?? trade.totalFee ?? null,
+      openFee: matchedClosedPnl.openFee ?? trade.openFee ?? null,
+      closeFee: matchedClosedPnl.closeFee ?? trade.closeFee ?? null,
+      fundingFee: matchedClosedPnl.fundingFee ?? trade.fundingFee ?? null,
+      totalFee: matchedClosedPnl.totalFee ?? trade.totalFee ?? null,
       lastSyncedAt: endTime
     };
     await Promise.all([
@@ -904,8 +909,7 @@ var isRuntimeTradeClosedInWindow = (trade, startTime, endTime) => {
   if (trade.status !== "closed" || !isTimestampInWindow(trade.exitTimestamp, startTime, endTime)) {
     return false;
   }
-  const looksLikeSyncFallbackClose = trade.exitTimestamp === trade.lastSyncedAt && trade.exitPrice == null && trade.actualExitPrice == null && trade.closeFee == null && trade.fundingFee == null && trade.totalFee == null;
-  return !looksLikeSyncFallbackClose;
+  return !isRuntimeTradeSyncFallbackClose(trade);
 };
 var buildSummaryMessages = ({
   hours,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "2.0.2",
+  "version": "2.0.3",
   "description": "Official CLI for the TradeJS TypeScript framework: infra setup, backtests, signals, bots, and ML workflows.",
   "keywords": [
     "tradejs",
@@ -29,14 +29,14 @@
     "tradejs": "dist/cli.js"
   },
   "dependencies": {
-    "@tradejs/base": "^2.0.2",
-    "@tradejs/connectors": "^2.0.2",
-    "@tradejs/core": "^2.0.2",
-    "@tradejs/indicators": "^2.0.2",
-    "@tradejs/infra": "^2.0.2",
-    "@tradejs/node": "^2.0.2",
-    "@tradejs/strategies": "^2.0.2",
-    "@tradejs/types": "^2.0.2",
+    "@tradejs/base": "^2.0.3",
+    "@tradejs/connectors": "^2.0.3",
+    "@tradejs/core": "^2.0.3",
+    "@tradejs/indicators": "^2.0.3",
+    "@tradejs/infra": "^2.0.3",
+    "@tradejs/node": "^2.0.3",
+    "@tradejs/strategies": "^2.0.3",
+    "@tradejs/types": "^2.0.3",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",