@tradejs/cli 2.0.20 → 3.0.0

package/dist/scripts/strategyRelease.js

@@ -75,6 +75,12 @@ var hasExactRuntimeTarget = (target) => Boolean(
 );
 var deriveStrategyReleaseResearchDecision = async (input) => {
   const blockers = [];
+  const directionPolicy = input.directionPolicy ?? "both";
+  const activeDirections = directionPolicy === "long_only" ? ["long"] : directionPolicy === "short_only" ? ["short"] : ["long", "short"];
+  const suppressedDirection = directionPolicy === "long_only" ? "short" : directionPolicy === "short_only" ? "long" : null;
+  const hasHistoricalEdge = (entry) => entry.pnl > 0 && entry.profitFactor >= 1 && activeDirections.every(
+    (direction) => entry[direction].pnl > 0 && entry[direction].profitFactor >= 1
+  ) && (suppressedDirection == null || entry[suppressedDirection].trades === 0 && entry[suppressedDirection].pnl === 0);
   const byDays = new Map(
     input.historicalWindows.map((entry) => [entry.days, entry])
   );
@@ -87,17 +93,13 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
   const longWindows = REQUIRED_LONG_WINDOWS.map(
     (days) => byDays.get(days)
   ).filter((entry) => Boolean(entry));
-  if (longWindows.some(
-    (entry) => entry.pnl <= 0 || entry.profitFactor < 1 || entry.long.pnl <= 0 || entry.long.profitFactor < 1 || entry.short.pnl <= 0 || entry.short.profitFactor < 1
-  )) {
+  if (longWindows.some((entry) => !hasHistoricalEdge(entry))) {
     blockers.push("HISTORICAL_EDGE_FAILED");
   }
   const stableTerminalWindows = REQUIRED_STABLE_TERMINAL_WINDOWS.map(
     (days) => byDays.get(days)
   ).filter((entry) => Boolean(entry));
-  if (stableTerminalWindows.some(
-    (entry) => entry.pnl <= 0 || entry.profitFactor < 1 || entry.long.pnl <= 0 || entry.long.profitFactor < 1 || entry.short.pnl <= 0 || entry.short.profitFactor < 1
-  )) {
+  if (stableTerminalWindows.some((entry) => !hasHistoricalEdge(entry))) {
     blockers.push("HISTORICAL_EDGE_FAILED");
   }
   if (blockers.length) {
@@ -107,8 +109,9 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
       repairAllowed: false,
       targetDirection: input.recentFailure?.direction ?? null,
       maxLossValue: null,
+      requiresRuntimeBinding: false,
       blockers,
-      summary: "The final composition does not have complete positive ALL/LONG/SHORT evidence on the frozen 3y/4y/max-window matrix."
+      summary: `The final ${directionPolicy} composition does not have complete positive evidence for ALL and every active direction on the frozen 3y/4y/max-window matrix.`
     };
   }
   const repairAllowed = Boolean(
@@ -121,6 +124,7 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
       repairAllowed: true,
       targetDirection: input.recentFailure.direction,
       maxLossValue: null,
+      requiresRuntimeBinding: false,
       blockers: [],
       summary: "Spend the single terminal-direction repair round on the preregistered causal mechanism, then rebuild the full evidence matrix."
     };
@@ -139,6 +143,7 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
       repairAllowed: false,
       targetDirection: input.recentFailure?.direction ?? null,
       maxLossValue: null,
+      requiresRuntimeBinding: false,
       blockers,
       summary: "Complete the frozen candidate implementation and full-period chart before any micro-forward execution."
     };
@@ -150,6 +155,9 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
       repairAllowed: false,
       targetDirection: input.recentFailure?.direction ?? null,
       maxLossValue: 1,
+      requiresRuntimeBinding: !hasExactRuntimeTarget(
+        input.forwardTest.runtimeTarget
+      ),
       blockers: ["FORWARD_NOT_AUTHORIZED"],
       summary: "The candidate is ready for a separately authorized micro-forward test at MAX_LOSS_VALUE=1."
     };
@@ -157,12 +165,13 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
   if (!hasExactRuntimeTarget(input.forwardTest.runtimeTarget)) {
     return {
       strategy: input.strategy,
-      action: "FORWARD_BLOCKED",
+      action: "MICRO_FORWARD_READY",
       repairAllowed: false,
       targetDirection: input.recentFailure?.direction ?? null,
       maxLossValue: 1,
-      blockers: ["RUNTIME_TARGET_UNRESOLVED"],
-      summary: "Forward testing is authorized, but an exact runtime deployment/account target must be resolved first."
+      requiresRuntimeBinding: true,
+      blockers: [],
+      summary: "The portable micro-forward handoff is ready. Bind it on the runtime server to that server's deployment/account ids and verify canonical composition fingerprints there."
     };
   }
   return {
@@ -171,6 +180,7 @@ var deriveStrategyReleaseResearchDecision = async (input) => {
     repairAllowed: false,
     targetDirection: input.recentFailure?.direction ?? null,
     maxLossValue: 1,
+    requiresRuntimeBinding: false,
     blockers: [],
     summary: "Start the exact frozen composition as a micro-forward test at MAX_LOSS_VALUE=1; do not retune an underpowered or exposed recent tail."
   };
@@ -228,6 +238,7 @@ var deriveReleaseGates = (evidence) => {
   };
 };
 var verifyEvidenceComposition = (strategy, composition, evidence) => {
+  const directionPolicy = composition.directionPolicy ?? "both";
   const requireEqual = (actual, expected, label, artifactId) => assert(
     actual === expected,
     `evidence ${artifactId} ${label} does not match the frozen composition`
@@ -298,6 +309,14 @@ var verifyEvidenceComposition = (strategy, composition, evidence) => {
         "gateContextFingerprint",
         reference.artifactId
       );
+      if (directionPolicy !== "both" || lineage?.directionPolicy != null) {
+        requireEqual(
+          lineage?.directionPolicy,
+          directionPolicy,
+          "directionPolicy",
+          reference.artifactId
+        );
+      }
       assert(
         lineage?.sourceSha256s.includes(composition.coreExportSha256),
         `evidence ${reference.artifactId} does not use the frozen core export`
@@ -342,6 +361,14 @@ var verifyEvidenceComposition = (strategy, composition, evidence) => {
         "MAX_LOSS_VALUE",
         reference.artifactId
       );
+      if (directionPolicy !== "both" || lineage?.directionPolicy != null) {
+        requireEqual(
+          lineage?.directionPolicy,
+          directionPolicy,
+          "directionPolicy",
+          reference.artifactId
+        );
+      }
       continue;
     }
     if (reference.kind === "execution_calibration") {
@@ -382,6 +409,14 @@ var verifyEvidenceComposition = (strategy, composition, evidence) => {
         "MAX_LOSS_VALUE",
         reference.artifactId
       );
+      if (directionPolicy !== "both" || lineage?.directionPolicy != null) {
+        requireEqual(
+          lineage?.directionPolicy,
+          directionPolicy,
+          "directionPolicy",
+          reference.artifactId
+        );
+      }
     }
   }
 };
@@ -417,6 +452,12 @@ var createStrategyReleaseManifest = (input) => {
     input.composition.longEnabled && input.composition.shortEnabled,
     "LONG and SHORT must both remain enabled"
   );
+  assert(
+    input.composition.directionPolicy == null || ["both", "long_only", "short_only", "direction_aware"].includes(
+      input.composition.directionPolicy
+    ),
+    "composition.directionPolicy is invalid"
+  );
   assert(
     Number.isInteger(input.monitoring.minimumProspectiveClosedTrades) && input.monitoring.minimumProspectiveClosedTrades > 0,
     "monitoring.minimumProspectiveClosedTrades must be positive"
@@ -481,7 +522,8 @@ var createStrategyReleaseManifest = (input) => {
     gateFingerprint: input.composition.gateFingerprint,
     gateContextFingerprint: input.composition.gateContextFingerprint,
     runtimeContextFingerprint: input.composition.runtimeContextFingerprint,
-    maxLossValue: input.composition.maxLossValue
+    maxLossValue: input.composition.maxLossValue,
+    ...input.composition.directionPolicy == null ? {} : { directionPolicy: input.composition.directionPolicy }
   };
   const compositionId = `${safeSegment(input.strategy, "strategy")}_${strategyReleaseSha256(compositionIdentity).slice(0, 16)}`;
   const reasons = releaseReasons({ ...input, gates: evidenceGates });
@@ -571,7 +613,8 @@ var verifyStrategyReleaseEnvelope = async (valueOrPath) => {
       runtimeContextFingerprint: manifest.composition.runtimeContextFingerprint,
       maxLossValue: manifest.composition.maxLossValue,
       longEnabled: manifest.composition.longEnabled,
-      shortEnabled: manifest.composition.shortEnabled
+      shortEnabled: manifest.composition.shortEnabled,
+      directionPolicy: manifest.composition.directionPolicy
     },
     marketWindow: manifest.marketWindow,
     researchBudget: manifest.researchBudget,
@@ -951,6 +994,7 @@ var finiteNumber = (value) => {
   const number = Number(value);
   return Number.isFinite(number) ? number : null;
 };
+var finiteDirectionPolicy = (value) => ["both", "long_only", "short_only", "direction_aware"].includes(String(value)) ? value : null;
 var uniqueStrings = (values) => [
   ...new Set(
     values.map(finiteString).filter((value) => value != null)
@@ -967,6 +1011,7 @@ var incompleteEvidenceLineage = () => ({
   gateContextFingerprint: null,
   runtimeContextFingerprint: null,
   maxLossValue: null,
+  directionPolicy: null,
   sourceSha256s: []
 });
 var extractEvidenceLineage = ({
@@ -1029,6 +1074,7 @@ var extractEvidenceLineage = ({
       gateConfigIdsFingerprint: finiteString(lineage?.configIdsFingerprint),
       gateFingerprint: finiteString(lineage?.gateFingerprint),
       gateContextFingerprint: finiteString(lineage?.contextFingerprint),
+      directionPolicy: finiteDirectionPolicy(lineage?.directionPolicy),
       sourceSha256s: uniqueStrings(array(lineage?.sourceSha256s))
     };
   }
@@ -1064,7 +1110,8 @@ var extractEvidenceLineage = ({
       gateFingerprint: one("gateFingerprint"),
       runtimeConfigFingerprint: one("configFingerprint"),
       runtimeContextFingerprint: one("contextFingerprint"),
-      maxLossValue: maxLossValues.length === 1 ? maxLossValues[0] : null
+      maxLossValue: maxLossValues.length === 1 ? maxLossValues[0] : null,
+      directionPolicy: finiteDirectionPolicy(one("directionPolicy"))
     };
   }
   if (reference.kind === "execution_calibration") {
@@ -1101,6 +1148,7 @@ var extractEvidenceLineage = ({
       runtimeConfigFingerprint: one("configFingerprint"),
       runtimeContextFingerprint: one("contextFingerprint"),
       maxLossValue: maxLossValues.length === 1 ? maxLossValues[0] : null,
+      directionPolicy: finiteDirectionPolicy(one("directionPolicy")),
       sourceSha256s: uniqueStrings([
         ...array(nested(artifact.sources)?.sha256s),
         ...array(artifact.sourceSha256s)
@@ -1237,9 +1285,10 @@ async function collectReleaseEvidenceReferences(references) {
         if (reference.kind === "ai_gate") {
           const outcome = nested(artifact.outcome);
           const approvedRisk = nested(outcome?.approvedRisk);
-          const terminalWindows = array(
-            nested(artifact.research)?.terminalWindows
-          ).map(nested).filter((entry) => entry != null);
+          const run = nested(artifact.run);
+          const research = nested(artifact.research);
+          const researchLineage = nested(research?.lineage);
+          const terminalWindows = array(research?.terminalWindows).map(nested).filter((entry) => entry != null);
           const hasLongShortDirections = (value) => {
             const directions = new Map(
               array(value).map(nested).filter(
@@ -1253,6 +1302,22 @@ async function collectReleaseEvidenceReferences(references) {
           const directionalEvidenceComplete = hasLongShortDirections(artifact.byDirection) && terminalWindows.every(
             (window) => hasLongShortDirections(window.byDirection)
           );
+          const directionPolicy = finiteDirectionPolicy(researchLineage?.directionPolicy) ?? "both";
+          const runDirectionPolicy = finiteDirectionPolicy(run?.directionPolicy) ?? "both";
+          const suppressedDirection = directionPolicy === "long_only" ? "SHORT" : directionPolicy === "short_only" ? "LONG" : null;
+          const approvedForDirection = (value, direction) => {
+            const entry = array(value).map(nested).find((candidate) => candidate?.direction === direction);
+            return Number(nested(entry?.summary)?.approved ?? Number.NaN);
+          };
+          const directionPolicyValid = runDirectionPolicy === directionPolicy && (suppressedDirection == null || approvedForDirection(
+            artifact.byDirection,
+            suppressedDirection
+          ) === 0 && terminalWindows.every(
+            (window) => approvedForDirection(
+              window.byDirection,
+              suppressedDirection
+            ) === 0
+          ));
           const terminalsPass = terminalWindows.length > 0 && terminalWindows.every((window) => {
             const terminalOutcome = nested(window.outcome);
             return window.complete === true && Number(terminalOutcome?.approved ?? 0) > 0 && Number(
@@ -1260,7 +1325,7 @@ async function collectReleaseEvidenceReferences(references) {
             ) > 0;
           });
           return {
-            aiGateAddsValue: Number(outcome?.expectancyDelta ?? Number.NEGATIVE_INFINITY) > 0 && Number(approvedRisk?.totalProfit ?? Number.NEGATIVE_INFINITY) > 0 && Number(approvedRisk?.profitFactor ?? Number.NEGATIVE_INFINITY) > 1 && directionalEvidenceComplete && terminalsPass
+            aiGateAddsValue: Number(outcome?.expectancyDelta ?? Number.NEGATIVE_INFINITY) > 0 && Number(approvedRisk?.totalProfit ?? Number.NEGATIVE_INFINITY) > 0 && Number(approvedRisk?.profitFactor ?? Number.NEGATIVE_INFINITY) > 1 && directionalEvidenceComplete && directionPolicyValid && terminalsPass
           };
         }
         if (reference.kind === "runtime_parity") {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "2.0.20",
+  "version": "3.0.0",
   "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": "^2.0.20",
-    "@tradejs/connectors": "^2.0.20",
-    "@tradejs/core": "^2.0.20",
-    "@tradejs/indicators": "^2.0.20",
-    "@tradejs/infra": "^2.0.20",
-    "@tradejs/node": "^2.0.20",
-    "@tradejs/strategies": "^2.0.20",
-    "@tradejs/types": "^2.0.20",
+    "@tradejs/base": "^3.0.0",
+    "@tradejs/connectors": "^3.0.0",
+    "@tradejs/core": "^3.0.0",
+    "@tradejs/indicators": "^3.0.0",
+    "@tradejs/infra": "^3.0.0",
+    "@tradejs/node": "^3.0.0",
+    "@tradejs/strategies": "^3.0.0",
+    "@tradejs/types": "^3.0.0",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",