@tradejs/cli 2.0.5 → 2.0.7

package/dist/lib/runEnvironment.js

@@ -34,9 +34,9 @@ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__ge
 ));
 var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
 
-// ../../node_modules/debug/node_modules/ms/index.js
+// ../../node_modules/ms/index.js
 var require_ms = __commonJS({
-  "../../node_modules/debug/node_modules/ms/index.js"(exports2, module2) {
+  "../../node_modules/ms/index.js"(exports2, module2) {
     "use strict";
     var s = 1e3;
     var m = s * 60;
@@ -151,9 +151,9 @@ var require_ms = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/common.js
+// ../../node_modules/list-it/node_modules/debug/src/common.js
 var require_common = __commonJS({
-  "../../node_modules/debug/src/common.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/common.js"(exports2, module2) {
     "use strict";
     function setup(env) {
       createDebug.debug = createDebug;
@@ -255,50 +255,64 @@ var require_common = __commonJS({
         createDebug.namespaces = namespaces;
         createDebug.names = [];
         createDebug.skips = [];
-        let i;
-        const split = (typeof namespaces === "string" ? namespaces : "").split(/[\s,]+/);
-        const len = split.length;
-        for (i = 0; i < len; i++) {
-          if (!split[i]) {
-            continue;
+        const split = (typeof namespaces === "string" ? namespaces : "").trim().replace(/\s+/g, ",").split(",").filter(Boolean);
+        for (const ns of split) {
+          if (ns[0] === "-") {
+            createDebug.skips.push(ns.slice(1));
+          } else {
+            createDebug.names.push(ns);
           }
-          namespaces = split[i].replace(/\*/g, ".*?");
-          if (namespaces[0] === "-") {
-            createDebug.skips.push(new RegExp("^" + namespaces.slice(1) + "$"));
+        }
+      }
+      function matchesTemplate(search, template) {
+        let searchIndex = 0;
+        let templateIndex = 0;
+        let starIndex = -1;
+        let matchIndex = 0;
+        while (searchIndex < search.length) {
+          if (templateIndex < template.length && (template[templateIndex] === search[searchIndex] || template[templateIndex] === "*")) {
+            if (template[templateIndex] === "*") {
+              starIndex = templateIndex;
+              matchIndex = searchIndex;
+              templateIndex++;
+            } else {
+              searchIndex++;
+              templateIndex++;
+            }
+          } else if (starIndex !== -1) {
+            templateIndex = starIndex + 1;
+            matchIndex++;
+            searchIndex = matchIndex;
           } else {
-            createDebug.names.push(new RegExp("^" + namespaces + "$"));
+            return false;
           }
         }
+        while (templateIndex < template.length && template[templateIndex] === "*") {
+          templateIndex++;
+        }
+        return templateIndex === template.length;
       }
       function disable() {
         const namespaces = [
-          ...createDebug.names.map(toNamespace),
-          ...createDebug.skips.map(toNamespace).map((namespace) => "-" + namespace)
+          ...createDebug.names,
+          ...createDebug.skips.map((namespace) => "-" + namespace)
         ].join(",");
         createDebug.enable("");
         return namespaces;
       }
       function enabled(name) {
-        if (name[name.length - 1] === "*") {
-          return true;
-        }
-        let i;
-        let len;
-        for (i = 0, len = createDebug.skips.length; i < len; i++) {
-          if (createDebug.skips[i].test(name)) {
+        for (const skip of createDebug.skips) {
+          if (matchesTemplate(name, skip)) {
             return false;
           }
         }
-        for (i = 0, len = createDebug.names.length; i < len; i++) {
-          if (createDebug.names[i].test(name)) {
+        for (const ns of createDebug.names) {
+          if (matchesTemplate(name, ns)) {
             return true;
           }
         }
         return false;
       }
-      function toNamespace(regexp) {
-        return regexp.toString().substring(2, regexp.toString().length - 2).replace(/\.\*\?$/, "*");
-      }
       function coerce(val) {
         if (val instanceof Error) {
           return val.stack || val.message;
@@ -315,9 +329,9 @@ var require_common = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/browser.js
+// ../../node_modules/list-it/node_modules/debug/src/browser.js
 var require_browser = __commonJS({
-  "../../node_modules/debug/src/browser.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/browser.js"(exports2, module2) {
     "use strict";
     exports2.formatArgs = formatArgs;
     exports2.save = save;
@@ -418,10 +432,11 @@ var require_browser = __commonJS({
       if (typeof navigator !== "undefined" && navigator.userAgent && navigator.userAgent.toLowerCase().match(/(edge|trident)\/(\d+)/)) {
         return false;
       }
+      let m;
       return typeof document !== "undefined" && document.documentElement && document.documentElement.style && document.documentElement.style.WebkitAppearance || // Is firebug? http://stackoverflow.com/a/398120/376773
       typeof window !== "undefined" && window.console && (window.console.firebug || window.console.exception && window.console.table) || // Is firefox >= v31?
       // https://developer.mozilla.org/en-US/docs/Tools/Web_Console#Styling_messages
-      typeof navigator !== "undefined" && navigator.userAgent && navigator.userAgent.toLowerCase().match(/firefox\/(\d+)/) && parseInt(RegExp.$1, 10) >= 31 || // Double check webkit in userAgent just in case we are in a worker
+      typeof navigator !== "undefined" && navigator.userAgent && (m = navigator.userAgent.toLowerCase().match(/firefox\/(\d+)/)) && parseInt(m[1], 10) >= 31 || // Double check webkit in userAgent just in case we are in a worker
       typeof navigator !== "undefined" && navigator.userAgent && navigator.userAgent.toLowerCase().match(/applewebkit\/(\d+)/);
     }
     function formatArgs(args) {
@@ -459,7 +474,7 @@ var require_browser = __commonJS({
     function load() {
       let r;
       try {
-        r = exports2.storage.getItem("debug");
+        r = exports2.storage.getItem("debug") || exports2.storage.getItem("DEBUG");
       } catch (error) {
       }
       if (!r && typeof process !== "undefined" && "env" in process) {
@@ -600,9 +615,9 @@ var require_supports_color = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/node.js
+// ../../node_modules/list-it/node_modules/debug/src/node.js
 var require_node = __commonJS({
-  "../../node_modules/debug/src/node.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/node.js"(exports2, module2) {
     "use strict";
     var tty = require("tty");
     var util = require("util");
@@ -743,7 +758,7 @@ var require_node = __commonJS({
       return (/* @__PURE__ */ new Date()).toISOString() + " ";
     }
     function log(...args) {
-      return process.stderr.write(util.format(...args) + "\n");
+      return process.stderr.write(util.formatWithOptions(exports2.inspectOpts, ...args) + "\n");
     }
     function save(namespaces) {
       if (namespaces) {
@@ -775,9 +790,9 @@ var require_node = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/index.js
+// ../../node_modules/list-it/node_modules/debug/src/index.js
 var require_src = __commonJS({
-  "../../node_modules/debug/src/index.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/index.js"(exports2, module2) {
     "use strict";
     if (typeof process === "undefined" || process.type === "renderer" || process.browser === true || process.__nwjs) {
       module2.exports = require_browser();
@@ -1660,11 +1675,30 @@ var resolveTimeWindow = ({
   endTime,
   nowMs = Date.now(),
   defaultStartMs,
-  defaultEndMs
+  defaultEndMs,
+  closedIntervalMs
 }) => {
   const explicitStart = toEpochMs(startTime);
   const explicitEnd = toEpochMs(endTime);
   const resolvedDays = toPositiveNumber(days);
+  const alignToLastClosedInterval = (window2, preserveDuration) => {
+    if (typeof closedIntervalMs !== "number" || !Number.isFinite(closedIntervalMs) || closedIntervalMs <= 0) {
+      return window2;
+    }
+    const alignedEnd = Math.floor(window2.end / closedIntervalMs) * closedIntervalMs - 1;
+    const delta = window2.end - alignedEnd;
+    const alignedStart = preserveDuration ? window2.start - delta : window2.start;
+    if (alignedStart >= alignedEnd) {
+      throw new Error(
+        `Invalid closed-candle window: start (${alignedStart}) must be less than end (${alignedEnd})`
+      );
+    }
+    return {
+      ...window2,
+      start: Math.trunc(alignedStart),
+      end: Math.trunc(alignedEnd)
+    };
+  };
   if (explicitStart != null || explicitEnd != null) {
     const resolvedStart = explicitStart ?? (resolvedDays != null && explicitEnd != null ? explicitEnd - resolvedDays * ONE_DAY_MS : defaultStartMs);
     const resolvedEnd2 = explicitEnd ?? (resolvedDays != null && explicitStart != null ? explicitStart + resolvedDays * ONE_DAY_MS : defaultEndMs ?? nowMs);
@@ -1673,11 +1707,14 @@ var resolveTimeWindow = ({
         `Invalid time window: startTime (${resolvedStart}) must be less than endTime (${resolvedEnd2})`
       );
     }
-    return {
-      start: resolvedStart,
-      end: resolvedEnd2,
-      source: "explicit"
-    };
+    return alignToLastClosedInterval(
+      {
+        start: resolvedStart,
+        end: resolvedEnd2,
+        source: "explicit"
+      },
+      explicitStart == null && resolvedDays != null
+    );
   }
   if (resolvedDays != null) {
     const resolvedEnd2 = defaultEndMs ?? nowMs;
@@ -1687,11 +1724,14 @@ var resolveTimeWindow = ({
         `Invalid time window: computed start (${resolvedStart}) must be less than end (${resolvedEnd2})`
       );
     }
-    return {
-      start: Math.trunc(resolvedStart),
-      end: Math.trunc(resolvedEnd2),
-      source: "days"
-    };
+    return alignToLastClosedInterval(
+      {
+        start: Math.trunc(resolvedStart),
+        end: Math.trunc(resolvedEnd2),
+        source: "days"
+      },
+      true
+    );
   }
   const resolvedEnd = defaultEndMs ?? nowMs;
   if (defaultStartMs >= resolvedEnd) {
@@ -1699,11 +1739,14 @@ var resolveTimeWindow = ({
       `Invalid default time window: start (${defaultStartMs}) must be less than end (${resolvedEnd})`
     );
   }
-  return {
-    start: Math.trunc(defaultStartMs),
-    end: Math.trunc(resolvedEnd),
-    source: "default"
-  };
+  return alignToLastClosedInterval(
+    {
+      start: Math.trunc(defaultStartMs),
+      end: Math.trunc(resolvedEnd),
+      source: "default"
+    },
+    true
+  );
 };
 
 // src/lib/runtimeStrategyBacktest.ts
@@ -2120,7 +2163,8 @@ var prepareRunEnvironment = async ({
   accountId,
   deploymentId,
   assetClasses,
-  deployment
+  deployment,
+  closedIntervalMs
 }) => {
   const connectorName = await resolveRunConnectorName({
     value: connector,
@@ -2183,7 +2227,8 @@ var prepareRunEnvironment = async ({
     startTime,
     endTime,
     defaultStartMs: (0, import_time2.getTimestamp)(import_constants.BACKTEST_DEFAULT_DAYS),
-    defaultEndMs: (0, import_time2.getTimestamp)()
+    defaultEndMs: (0, import_time2.getTimestamp)(),
+    closedIntervalMs
   });
   const preloadStart = (0, import_time2.getBacktestPreloadStart)(
     window2.start,

package/dist/lib/runFormatting.js

@@ -24,9 +24,9 @@ var __copyProps = (to, from, except, desc) => {
 };
 var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
 
-// ../../node_modules/debug/node_modules/ms/index.js
+// ../../node_modules/ms/index.js
 var require_ms = __commonJS({
-  "../../node_modules/debug/node_modules/ms/index.js"(exports2, module2) {
+  "../../node_modules/ms/index.js"(exports2, module2) {
     "use strict";
     var s = 1e3;
     var m = s * 60;
@@ -141,9 +141,9 @@ var require_ms = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/common.js
+// ../../node_modules/list-it/node_modules/debug/src/common.js
 var require_common = __commonJS({
-  "../../node_modules/debug/src/common.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/common.js"(exports2, module2) {
     "use strict";
     function setup(env) {
       createDebug.debug = createDebug;
@@ -245,50 +245,64 @@ var require_common = __commonJS({
         createDebug.namespaces = namespaces;
         createDebug.names = [];
         createDebug.skips = [];
-        let i;
-        const split = (typeof namespaces === "string" ? namespaces : "").split(/[\s,]+/);
-        const len = split.length;
-        for (i = 0; i < len; i++) {
-          if (!split[i]) {
-            continue;
+        const split = (typeof namespaces === "string" ? namespaces : "").trim().replace(/\s+/g, ",").split(",").filter(Boolean);
+        for (const ns of split) {
+          if (ns[0] === "-") {
+            createDebug.skips.push(ns.slice(1));
+          } else {
+            createDebug.names.push(ns);
           }
-          namespaces = split[i].replace(/\*/g, ".*?");
-          if (namespaces[0] === "-") {
-            createDebug.skips.push(new RegExp("^" + namespaces.slice(1) + "$"));
+        }
+      }
+      function matchesTemplate(search, template) {
+        let searchIndex = 0;
+        let templateIndex = 0;
+        let starIndex = -1;
+        let matchIndex = 0;
+        while (searchIndex < search.length) {
+          if (templateIndex < template.length && (template[templateIndex] === search[searchIndex] || template[templateIndex] === "*")) {
+            if (template[templateIndex] === "*") {
+              starIndex = templateIndex;
+              matchIndex = searchIndex;
+              templateIndex++;
+            } else {
+              searchIndex++;
+              templateIndex++;
+            }
+          } else if (starIndex !== -1) {
+            templateIndex = starIndex + 1;
+            matchIndex++;
+            searchIndex = matchIndex;
           } else {
-            createDebug.names.push(new RegExp("^" + namespaces + "$"));
+            return false;
           }
         }
+        while (templateIndex < template.length && template[templateIndex] === "*") {
+          templateIndex++;
+        }
+        return templateIndex === template.length;
       }
       function disable() {
         const namespaces = [
-          ...createDebug.names.map(toNamespace),
-          ...createDebug.skips.map(toNamespace).map((namespace) => "-" + namespace)
+          ...createDebug.names,
+          ...createDebug.skips.map((namespace) => "-" + namespace)
         ].join(",");
         createDebug.enable("");
         return namespaces;
       }
       function enabled(name) {
-        if (name[name.length - 1] === "*") {
-          return true;
-        }
-        let i;
-        let len;
-        for (i = 0, len = createDebug.skips.length; i < len; i++) {
-          if (createDebug.skips[i].test(name)) {
+        for (const skip of createDebug.skips) {
+          if (matchesTemplate(name, skip)) {
             return false;
           }
         }
-        for (i = 0, len = createDebug.names.length; i < len; i++) {
-          if (createDebug.names[i].test(name)) {
+        for (const ns of createDebug.names) {
+          if (matchesTemplate(name, ns)) {
             return true;
           }
         }
         return false;
       }
-      function toNamespace(regexp) {
-        return regexp.toString().substring(2, regexp.toString().length - 2).replace(/\.\*\?$/, "*");
-      }
       function coerce(val) {
         if (val instanceof Error) {
           return val.stack || val.message;
@@ -305,9 +319,9 @@ var require_common = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/browser.js
+// ../../node_modules/list-it/node_modules/debug/src/browser.js
 var require_browser = __commonJS({
-  "../../node_modules/debug/src/browser.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/browser.js"(exports2, module2) {
     "use strict";
     exports2.formatArgs = formatArgs;
     exports2.save = save;
@@ -408,10 +422,11 @@ var require_browser = __commonJS({
       if (typeof navigator !== "undefined" && navigator.userAgent && navigator.userAgent.toLowerCase().match(/(edge|trident)\/(\d+)/)) {
         return false;
       }
+      let m;
       return typeof document !== "undefined" && document.documentElement && document.documentElement.style && document.documentElement.style.WebkitAppearance || // Is firebug? http://stackoverflow.com/a/398120/376773
       typeof window !== "undefined" && window.console && (window.console.firebug || window.console.exception && window.console.table) || // Is firefox >= v31?
       // https://developer.mozilla.org/en-US/docs/Tools/Web_Console#Styling_messages
-      typeof navigator !== "undefined" && navigator.userAgent && navigator.userAgent.toLowerCase().match(/firefox\/(\d+)/) && parseInt(RegExp.$1, 10) >= 31 || // Double check webkit in userAgent just in case we are in a worker
+      typeof navigator !== "undefined" && navigator.userAgent && (m = navigator.userAgent.toLowerCase().match(/firefox\/(\d+)/)) && parseInt(m[1], 10) >= 31 || // Double check webkit in userAgent just in case we are in a worker
       typeof navigator !== "undefined" && navigator.userAgent && navigator.userAgent.toLowerCase().match(/applewebkit\/(\d+)/);
     }
     function formatArgs(args) {
@@ -449,7 +464,7 @@ var require_browser = __commonJS({
     function load() {
       let r;
       try {
-        r = exports2.storage.getItem("debug");
+        r = exports2.storage.getItem("debug") || exports2.storage.getItem("DEBUG");
       } catch (error) {
       }
       if (!r && typeof process !== "undefined" && "env" in process) {
@@ -590,9 +605,9 @@ var require_supports_color = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/node.js
+// ../../node_modules/list-it/node_modules/debug/src/node.js
 var require_node = __commonJS({
-  "../../node_modules/debug/src/node.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/node.js"(exports2, module2) {
     "use strict";
     var tty = require("tty");
     var util = require("util");
@@ -733,7 +748,7 @@ var require_node = __commonJS({
       return (/* @__PURE__ */ new Date()).toISOString() + " ";
     }
     function log(...args) {
-      return process.stderr.write(util.format(...args) + "\n");
+      return process.stderr.write(util.formatWithOptions(exports2.inspectOpts, ...args) + "\n");
     }
     function save(namespaces) {
       if (namespaces) {
@@ -765,9 +780,9 @@ var require_node = __commonJS({
   }
 });
 
-// ../../node_modules/debug/src/index.js
+// ../../node_modules/list-it/node_modules/debug/src/index.js
 var require_src = __commonJS({
-  "../../node_modules/debug/src/index.js"(exports2, module2) {
+  "../../node_modules/list-it/node_modules/debug/src/index.js"(exports2, module2) {
     "use strict";
     if (typeof process === "undefined" || process.type === "renderer" || process.browser === true || process.__nwjs) {
       module2.exports = require_browser();