@tradejs/cli 2.0.8 → 2.0.10

package/dist/cli.js

@@ -4868,6 +4868,37 @@ var init_aiPocketSearch = __esm({
   }
 });
 
+// src/lib/aiPocketSearchCli.ts
+var AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS, readAiPocketSearchCliOption;
+var init_aiPocketSearchCli = __esm({
+  "src/lib/aiPocketSearchCli.ts"() {
+    "use strict";
+    AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS = {
+      minProfitFactor: "1.2",
+      minWinRate: "0",
+      minTotalProfit: "0",
+      validationSplit: "0.25"
+    };
+    readAiPocketSearchCliOption = ({
+      argv,
+      longName,
+      shortName
+    }) => {
+      const longPrefix = `--${longName}=`;
+      for (let index = 0; index < argv.length; index += 1) {
+        const arg = argv[index];
+        if (arg.startsWith(longPrefix)) {
+          return arg.slice(longPrefix.length);
+        }
+        if (arg === `--${longName}` || shortName != null && arg === `-${shortName}`) {
+          return argv[index + 1];
+        }
+      }
+      return void 0;
+    };
+  }
+});
+
 // src/scripts/aiPocketSearch.ts
 var aiPocketSearch_exports = {};
 __export(aiPocketSearch_exports, {
@@ -4888,6 +4919,7 @@ var init_aiPocketSearch2 = __esm({
     init_aiTrainMetrics();
     init_aiTrainOptions();
     init_aiPocketSearch();
+    init_aiPocketSearchCli();
     ListIt2 = require_list_it();
     import_args3.default.example(
       "yarn ai-pocket-search --strategy LiquidityZones -n 0 --maxDepth 2 --minSupport 25",
@@ -4941,17 +4973,17 @@ var init_aiPocketSearch2 = __esm({
     import_args3.default.option(
       ["F", "minProfitFactor"],
       "Minimum profit factor required for positive pockets",
-      1.2
+      AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS.minProfitFactor
     );
     import_args3.default.option(
       ["W", "minWinRate"],
       "Minimum win rate required for positive pockets",
-      0
+      AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS.minWinRate
     );
     import_args3.default.option(
       ["R", "minTotalProfit"],
       "Minimum total PnL required for positive pockets",
-      0
+      AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS.minTotalProfit
     );
     import_args3.default.option(
       ["a", "maxAtomicPredicates"],
@@ -4966,7 +4998,7 @@ var init_aiPocketSearch2 = __esm({
     import_args3.default.option(
       ["V", "validationSplit"],
       "Trailing time-ordered scope share reserved for validation (0 disables)",
-      0.25
+      AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS.validationSplit
     );
     import_args3.default.option(
       ["N", "minValidationSupport"],
@@ -5383,17 +5415,40 @@ var init_aiPocketSearch2 = __esm({
       const maxDepth = normalizePositiveInt(flags3.maxDepth, 2);
       const minSupport = normalizePositiveInt(flags3.minSupport, 20);
       const minProfitFactor = normalizeNonNegativeNumber(
-        flags3.minProfitFactor,
+        readAiPocketSearchCliOption({
+          argv: process.argv,
+          longName: "minProfitFactor",
+          shortName: "F"
+        }) ?? flags3.minProfitFactor,
         1.2
       );
-      const minWinRate = normalizeNonNegativeNumber(flags3.minWinRate, 0);
-      const minTotalProfit = Number.isFinite(Number(flags3.minTotalProfit)) ? Number(flags3.minTotalProfit) : 0;
+      const minWinRate = normalizeNonNegativeNumber(
+        readAiPocketSearchCliOption({
+          argv: process.argv,
+          longName: "minWinRate",
+          shortName: "W"
+        }) ?? flags3.minWinRate,
+        0
+      );
+      const minTotalProfitValue = readAiPocketSearchCliOption({
+        argv: process.argv,
+        longName: "minTotalProfit",
+        shortName: "R"
+      }) ?? flags3.minTotalProfit;
+      const minTotalProfit = Number.isFinite(Number(minTotalProfitValue)) ? Number(minTotalProfitValue) : 0;
       const maxAtomicPredicates = normalizePositiveInt(
         flags3.maxAtomicPredicates,
         180
       );
       const maxCombinations = normalizePositiveInt(flags3.maxCombinations, 6e4);
-      const validationSplit = hasCliOption2("validationSplit", "V") ? normalizeRatio(flags3.validationSplit, 0.25) : 0.25;
+      const validationSplit = hasCliOption2("validationSplit", "V") ? normalizeRatio(
+        readAiPocketSearchCliOption({
+          argv: process.argv,
+          longName: "validationSplit",
+          shortName: "V"
+        }) ?? flags3.validationSplit,
+        0.25
+      ) : 0.25;
       const explicitMinValidationSupport = normalizeInt(
         flags3.minValidationSupport,
         0
@@ -10947,7 +11002,7 @@ var init_marketContextPrepare = __esm({
       userName: params.userName,
       startMs: params.startMs,
       endMs: params.endMs,
-      preloadStartMs: params.preloadStartMs
+      preloadStartMs: params.mode === "signals" ? void 0 : params.preloadStartMs
     });
     buildBinanceMarketBackfillParams = (params) => ({
       userName: params.userName,
@@ -10956,7 +11011,7 @@ var init_marketContextPrepare = __esm({
       interval: params.interval,
       startMs: params.startMs,
       endMs: params.endMs,
-      preloadStartMs: params.preloadStartMs
+      preloadStartMs: params.mode === "signals" ? void 0 : params.preloadStartMs
     });
     buildDerivativesBackfillParams = (params) => ({
       userName: params.userName,
@@ -11105,7 +11160,7 @@ var init_timeWindow = __esm({
 });
 
 // src/lib/runtimeRedis.ts
-var import_redis4, import_time, RESERVED_STRATEGY_NAMES, RESERVED_CONFIG_IDS, resolveStrategyConfigIdentityByKey, isRuntimeStrategyEnabled, isRuntimeTradeRecord, resolveStrategyNameByConfigKey, getRuntimeStrategyConfigKeys, loadRuntimeStrategyNames, loadRuntimeStrategyConfigs, loadRuntimeTrades, loadStrategyResultSymbols;
+var import_redis4, import_time, RESERVED_STRATEGY_NAMES, RESERVED_CONFIG_IDS, resolveStrategyConfigIdentityByKey, isRuntimeStrategyEnabled, isRuntimeTradeRecord, resolveStrategyNameByConfigKey, getRuntimeStrategyConfigKeys, loadRuntimeStrategyNames, loadRuntimeStrategyConfigs, loadRuntimeTrades, loadRuntimeActiveTradeOrderIds, loadStrategyResultSymbols;
 var init_runtimeRedis = __esm({
   "src/lib/runtimeRedis.ts"() {
     "use strict";
@@ -11209,6 +11264,15 @@ var init_runtimeRedis = __esm({
       const trades = await Promise.all(keys.map((key) => (0, import_redis4.getData)(key, null)));
       return trades.filter(isRuntimeTradeRecord).filter(filterByWindow).sort((left, right) => left.entryTimestamp - right.entryTimestamp);
     };
+    loadRuntimeActiveTradeOrderIds = async (userName2) => {
+      const keys = await (0, import_redis4.getKeys)(import_redis4.redisKeys.runtimeActiveTrades(userName2));
+      const refs = await Promise.all(keys.map((key) => (0, import_redis4.getData)(key, null)));
+      return new Set(
+        refs.map(
+          (ref) => ref && typeof ref === "object" && "orderId" in ref && typeof ref.orderId === "string" && ref.orderId.trim() ? ref.orderId.trim() : null
+        ).filter((orderId) => orderId != null)
+      );
+    };
     loadStrategyResultSymbols = async ({
       userName: userName2,
       strategy
@@ -24837,7 +24901,8 @@ var init_runtimeDebugEvidence = __esm({
           );
           const activeTradeKey = import_redis14.redisKeys.runtimeActiveTrade(
             userName2,
-            trade.symbol
+            trade.symbol,
+            trade.deploymentId ?? trade.accountId
           );
           const signalKey = trade.signalId != null ? import_redis14.redisKeys.storeSignal(trade.symbol, trade.signalId) : null;
           const evaluationBucketKey = import_redis14.redisKeys.runtimeSignalEvaluationBucket(
@@ -28353,6 +28418,7 @@ var init_runtimeStrategies = __esm({
               universe: configUniverse,
               accountId: effectiveAccountId,
               strategyCreator,
+              sourceStrategyConfig: strategyConfig,
               strategyConfig: {
                 ...strategyConfig,
                 ...deploymentStrategy?.config,
@@ -28652,7 +28718,7 @@ var init_runtimeLineage = __esm({
 });
 
 // src/lib/signals/evaluations.ts
-var import_redis19, runtimeLineageScopeCache, runtimeLineageScopeCacheDayKey, buildRuntimeSignalEvaluationId, saveRuntimeSignalEvaluation;
+var import_redis19, runtimeLineageScopeCache, runtimeLineageScopeCacheDayKey, runtimeLineageScopeCacheLoaded, buildRuntimeSignalEvaluationId, buildLineageField, flushRuntimeSignalEvaluations, createRuntimeSignalEvaluationBuffer;
 var init_evaluations = __esm({
   "src/lib/signals/evaluations.ts"() {
     "use strict";
@@ -28661,79 +28727,140 @@ var init_evaluations = __esm({
     init_runtimeLineage();
     runtimeLineageScopeCache = /* @__PURE__ */ new Map();
     runtimeLineageScopeCacheDayKey = "";
+    runtimeLineageScopeCacheLoaded = false;
     buildRuntimeSignalEvaluationId = ({
       strategyName,
       symbol,
       timestamp,
       runtimeConfigId
     }) => runtimeConfigId && runtimeConfigId !== "config" ? [strategyName, runtimeConfigId, symbol, timestamp].join(":") : [strategyName, symbol, timestamp].join(":");
-    saveRuntimeSignalEvaluation = async (evaluation) => {
-      const dayKey = (0, import_time6.getRuntimeStorageDayKey)(evaluation.timestamp);
-      if (runtimeLineageScopeCacheDayKey !== dayKey) {
-        runtimeLineageScopeCache.clear();
-        runtimeLineageScopeCacheDayKey = dayKey;
+    buildLineageField = (scope) => [
+      scope.strategy,
+      scope.runtimeConfigId ?? "config",
+      scope.symbol,
+      runtimeLineageKey(scope.lineage)
+    ].join(":");
+    flushRuntimeSignalEvaluations = async (evaluations) => {
+      if (evaluations.length === 0) return;
+      const evaluationsByDay = /* @__PURE__ */ new Map();
+      for (const evaluation of evaluations) {
+        const dayKey = (0, import_time6.getRuntimeStorageDayKey)(evaluation.timestamp);
+        const dayEvaluations = evaluationsByDay.get(dayKey) ?? [];
+        dayEvaluations.push(evaluation);
+        evaluationsByDay.set(dayKey, dayEvaluations);
       }
       const runtimeSignalRetentionTtl = getRuntimeSignalRetentionTtlSeconds();
-      if (evaluation.runtimeLineage) {
-        const lineageField = [
-          evaluation.strategy,
-          evaluation.runtimeConfigId ?? "config",
-          evaluation.symbol,
-          runtimeLineageKey(evaluation.runtimeLineage)
-        ].join(":");
+      for (const [dayKey, dayEvaluations] of evaluationsByDay) {
+        if (runtimeLineageScopeCacheDayKey !== dayKey) {
+          runtimeLineageScopeCache.clear();
+          runtimeLineageScopeCacheDayKey = dayKey;
+          runtimeLineageScopeCacheLoaded = false;
+        }
         const lineageBucket = import_redis19.redisKeys.runtimeLineageScopeBucket(
-          evaluation.userName,
+          dayEvaluations[0].userName,
           dayKey
         );
-        const cacheKey = `${lineageBucket}:${lineageField}`;
-        const existing = runtimeLineageScopeCache.get(cacheKey) ?? await (0, import_redis19.getHashJsonField)(
-          lineageBucket,
-          lineageField
+        const lineageEvaluations = dayEvaluations.filter(
+          (evaluation) => evaluation.runtimeLineage != null
         );
-        const scope = {
-          strategy: evaluation.strategy,
-          symbol: evaluation.symbol,
-          runtimeConfigId: evaluation.runtimeConfigId,
-          lineage: evaluation.runtimeLineage,
-          firstTimestamp: Math.min(
-            existing?.firstTimestamp ?? evaluation.timestamp,
-            evaluation.timestamp
-          ),
-          lastTimestamp: Math.max(
-            existing?.lastTimestamp ?? evaluation.timestamp,
-            evaluation.timestamp
-          )
-        };
-        runtimeLineageScopeCache.set(cacheKey, scope);
-        await (0, import_redis19.setHashJsonField)(lineageBucket, lineageField, scope, {
-          expire: RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS
-        });
-      }
-      if (shouldStoreDetailedRuntimeSignalEvaluation(evaluation)) {
-        await (0, import_redis19.setHashJsonField)(
-          import_redis19.redisKeys.runtimeSignalEvaluationBucket(
+        if (lineageEvaluations.length > 0 && !runtimeLineageScopeCacheLoaded) {
+          const storedScopes = await (0, import_redis19.getHashJsonValues)(lineageBucket);
+          for (const scope of storedScopes) {
+            const lineageField = buildLineageField(scope);
+            runtimeLineageScopeCache.set(`${lineageBucket}:${lineageField}`, scope);
+          }
+          runtimeLineageScopeCacheLoaded = true;
+        }
+        const lineageWrites = /* @__PURE__ */ new Map();
+        for (const evaluation of lineageEvaluations) {
+          const lineageField = buildLineageField({
+            strategy: evaluation.strategy,
+            runtimeConfigId: evaluation.runtimeConfigId,
+            symbol: evaluation.symbol,
+            lineage: evaluation.runtimeLineage
+          });
+          const cacheKey = `${lineageBucket}:${lineageField}`;
+          const existing = runtimeLineageScopeCache.get(cacheKey);
+          const scope = {
+            strategy: evaluation.strategy,
+            symbol: evaluation.symbol,
+            runtimeConfigId: evaluation.runtimeConfigId,
+            lineage: evaluation.runtimeLineage,
+            firstTimestamp: Math.min(
+              existing?.firstTimestamp ?? evaluation.timestamp,
+              evaluation.timestamp
+            ),
+            lastTimestamp: Math.max(
+              existing?.lastTimestamp ?? evaluation.timestamp,
+              evaluation.timestamp
+            )
+          };
+          runtimeLineageScopeCache.set(cacheKey, scope);
+          lineageWrites.set(lineageField, scope);
+        }
+        if (lineageWrites.size > 0) {
+          await (0, import_redis19.setHashJsonFields)(
+            lineageBucket,
+            [...lineageWrites].map(([field, data]) => ({ field, data })),
+            {
+              expire: RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS
+            }
+          );
+        }
+        const detailedWrites = /* @__PURE__ */ new Map();
+        const statsIncrements = /* @__PURE__ */ new Map();
+        for (const evaluation of dayEvaluations) {
+          if (shouldStoreDetailedRuntimeSignalEvaluation(evaluation)) {
+            const bucket = import_redis19.redisKeys.runtimeSignalEvaluationBucket(
+              evaluation.userName,
+              dayKey,
+              evaluation.strategy
+            );
+            const entries = detailedWrites.get(bucket) ?? [];
+            entries.push({
+              field: evaluation.evaluationId,
+              data: evaluation
+            });
+            detailedWrites.set(bucket, entries);
+          }
+          const statsBucket = import_redis19.redisKeys.runtimeSignalEvaluationStatsBucket(
             evaluation.userName,
             dayKey,
             evaluation.strategy
-          ),
-          evaluation.evaluationId,
-          evaluation,
-          {
-            expire: runtimeSignalRetentionTtl
+          );
+          const increments = statsIncrements.get(statsBucket) ?? {};
+          for (const [field, increment] of Object.entries(
+            buildRuntimeSignalStatsIncrements(evaluation)
+          )) {
+            increments[field] = (increments[field] ?? 0) + increment;
           }
-        );
+          statsIncrements.set(statsBucket, increments);
+        }
+        await Promise.all([
+          ...[...detailedWrites].map(
+            ([bucket, entries]) => (0, import_redis19.setHashJsonFields)(bucket, entries, {
+              expire: runtimeSignalRetentionTtl
+            })
+          ),
+          ...[...statsIncrements].map(
+            ([bucket, increments]) => (0, import_redis19.incrHashFields)(bucket, increments, {
+              expire: runtimeSignalRetentionTtl
+            })
+          )
+        ]);
       }
-      await (0, import_redis19.incrHashFields)(
-        import_redis19.redisKeys.runtimeSignalEvaluationStatsBucket(
-          evaluation.userName,
-          dayKey,
-          evaluation.strategy
-        ),
-        buildRuntimeSignalStatsIncrements(evaluation),
-        {
-          expire: runtimeSignalRetentionTtl
+    };
+    createRuntimeSignalEvaluationBuffer = () => {
+      const evaluations = [];
+      return {
+        save: async (evaluation) => {
+          evaluations.push(evaluation);
+        },
+        flush: async () => {
+          const pending = evaluations.splice(0);
+          await flushRuntimeSignalEvaluations(pending);
         }
-      );
+      };
     };
   }
 });
@@ -28840,8 +28967,8 @@ var init_runtimeLifecycle = __esm({
         }
         try {
           const strategy = await create({
-            btcBinanceData: [...btcBinanceData ?? []],
-            btcCoinbaseData: [...btcCoinbaseData ?? []],
+            btcBinanceData: btcBinanceData ?? [],
+            btcCoinbaseData: btcCoinbaseData ?? [],
             onRuntimeClose
           });
           strategy.__tradejsUpdateReferenceData?.({
@@ -29295,7 +29422,7 @@ var init_signals = __esm({
         lifecycle
       };
     };
-    findSignals = async (symbol, connectorName, connector, btcBinanceData, btcCoinbaseData, runtimeStrategies, strategyStats, runtimeCloseNotifications, lifecycle, preloadStart, currentTimestamp, persistStrategyState, universe, interval5, intervalMs2, accountId, deploymentId, instrument, runtimeScopeUniverse) => {
+    findSignals = async (symbol, connectorName, connector, btcBinanceData, btcCoinbaseData, primaryBtcClosedData, primaryEthClosedData, primaryEthByTimestamp, runtimeStrategies, strategyStats, runtimeCloseNotifications, lifecycle, preloadStart, currentTimestamp, persistStrategyState, universe, interval5, intervalMs2, accountId, deploymentId, instrument, runtimeScopeUniverse, saveRuntimeSignalEvaluation) => {
       const strategySignals = [];
       const loadCached = (cachedSymbol) => connector.kline({
         symbol: cachedSymbol,
@@ -29304,36 +29431,21 @@ var init_signals = __esm({
         cacheOnly: true,
         interval: interval5
       });
-      const [cachedData, btcCachedData, ethCachedData] = universe === "crypto" ? await Promise.all([
-        loadCached(symbol),
-        loadCached("BTCUSDT"),
-        loadCached("ETHUSDT")
-      ]) : [await loadCached(symbol), [], []];
+      const cachedData = universe === "crypto" && symbol === "BTCUSDT" ? primaryBtcClosedData : universe === "crypto" && symbol === "ETHUSDT" ? primaryEthClosedData : await loadCached(symbol);
       const closedData = getClosedCandlesForInterval(
         cachedData,
         currentTimestamp,
         intervalMs2
       );
-      const closedBtcData = getClosedCandlesForInterval(
-        btcCachedData,
-        currentTimestamp,
-        intervalMs2
-      );
-      const closedEthData = getClosedCandlesForInterval(
-        ethCachedData,
-        currentTimestamp,
-        intervalMs2
-      );
+      const closedBtcData = primaryBtcClosedData;
+      const closedEthData = primaryEthClosedData;
       const { alignedCoinCandles, alignedBtcCandles } = universe === "crypto" ? alignSymbolWithBtcReference(closedData, closedBtcData) : { alignedCoinCandles: closedData, alignedBtcCandles: closedData };
-      const ethByTimestamp = new Map(
-        closedEthData.map((candle) => [candle.timestamp, candle])
-      );
-      const alignedEthCandles = alignedCoinCandles.map((candle) => ethByTimestamp.get(candle.timestamp)).filter(
+      const alignedEthCandles = alignedCoinCandles.map((candle) => primaryEthByTimestamp.get(candle.timestamp)).filter(
         (candle) => Boolean(candle)
       );
       const lastCandle = alignedCoinCandles.at(-1);
       const btcLastCandle = alignedBtcCandles.at(-1);
-      const ethLastCandle = lastCandle == null ? void 0 : ethByTimestamp.get(lastCandle.timestamp);
+      const ethLastCandle = lastCandle == null ? void 0 : primaryEthByTimestamp.get(lastCandle.timestamp);
       if (!lastCandle || !btcLastCandle) {
         return strategySignals;
       }
@@ -29347,6 +29459,7 @@ var init_signals = __esm({
           strategyName,
           configId,
           strategyCreator,
+          sourceStrategyConfig,
           strategyConfig,
           strategyResults
         } = runtimeStrategy;
@@ -29381,46 +29494,61 @@ var init_signals = __esm({
           configId
         });
         const stats = strategyStats.get(strategyName);
-        const evaluation = await lifecycle.evaluate({
-          key: lifecycleKey,
-          timestamp: lastCandle.timestamp,
-          config: {
-            runtimeConfig,
-            symbolResultConfig: strategyResults?.[symbol]?.config ?? null
-          },
-          btcBinanceData,
-          btcCoinbaseData,
-          onRuntimeClose: (event) => {
-            runtimeCloseNotifications.push(event);
-          },
-          create: async ({
-            btcBinanceData: lifecycleBtcBinanceData,
-            btcCoinbaseData: lifecycleBtcCoinbaseData,
-            onRuntimeClose
-          }) => strategyCreator({
-            userName: flags26.user,
-            connectorName,
-            runtimeConfigId: configId,
-            connector,
-            symbol,
-            ...runtimeScopeUniverse ? {
-              universe,
-              assetClass: instrument?.assetClass,
-              instrument,
-              accountId,
-              deploymentId
-            } : {},
-            data: [...previousData],
-            btcData: universe === "crypto" ? [...previousBtcData] : [],
-            ethData: universe === "crypto" ? [...previousEthData] : [],
-            btcBinanceData: lifecycleBtcBinanceData,
-            btcCoinbaseData: lifecycleBtcCoinbaseData,
-            config: runtimeConfig,
-            ...persistStrategyState ? { sharedStrategyStateKey: lifecycleKey } : {},
-            onRuntimeClose
-          }),
-          run: (strategy) => strategy(lastCandle, btcLastCandle, ethLastCandle)
-        });
+        const initialDataLength = previousData.length;
+        const initialBtcDataLength = previousBtcData.length;
+        const initialEthDataLength = previousEthData.length;
+        let evaluation;
+        try {
+          evaluation = await lifecycle.evaluate({
+            key: lifecycleKey,
+            timestamp: lastCandle.timestamp,
+            config: {
+              runtimeConfig,
+              sourceStrategyConfig,
+              symbolResultConfig: strategyResults?.[symbol]?.config ?? null
+            },
+            btcBinanceData,
+            btcCoinbaseData,
+            onRuntimeClose: (event) => {
+              runtimeCloseNotifications.push(event);
+            },
+            create: async ({
+              btcBinanceData: lifecycleBtcBinanceData,
+              btcCoinbaseData: lifecycleBtcCoinbaseData,
+              onRuntimeClose
+            }) => strategyCreator({
+              userName: flags26.user,
+              connectorName,
+              runtimeConfigId: configId,
+              runtimeConfigSnapshot: {
+                userConfig: sourceStrategyConfig,
+                symbolResultConfig: strategyResults?.[symbol]?.config ?? null
+              },
+              connector,
+              symbol,
+              ...runtimeScopeUniverse ? {
+                universe,
+                assetClass: instrument?.assetClass,
+                instrument,
+                accountId,
+                deploymentId
+              } : {},
+              data: previousData,
+              btcData: universe === "crypto" ? previousBtcData : [],
+              ethData: universe === "crypto" ? previousEthData : [],
+              btcBinanceData: lifecycleBtcBinanceData,
+              btcCoinbaseData: lifecycleBtcCoinbaseData,
+              config: runtimeConfig,
+              ...persistStrategyState ? { sharedStrategyStateKey: lifecycleKey } : {},
+              onRuntimeClose
+            }),
+            run: (strategy) => strategy(lastCandle, btcLastCandle, ethLastCandle)
+          });
+        } finally {
+          previousData.length = initialDataLength;
+          previousBtcData.length = initialBtcDataLength;
+          previousEthData.length = initialEthDataLength;
+        }
         if (evaluation.action === "duplicate" || evaluation.action === "stale") {
           continue;
         }
@@ -29441,7 +29569,7 @@ var init_signals = __esm({
           if (typeof signal === "string") {
             recordStrategyReason(strategyStats, strategyName, signal, "core");
           }
-          await saveRuntimeSignalEvaluation({
+          await saveRuntimeSignalEvaluation?.({
             evaluationId: buildRuntimeSignalEvaluationId({
               strategyName,
               symbol,
@@ -29507,7 +29635,7 @@ var init_signals = __esm({
             expire: runtimeSignalRetentionTtl
           }
         );
-        await saveRuntimeSignalEvaluation({
+        await saveRuntimeSignalEvaluation?.({
           evaluationId: buildRuntimeSignalEvaluationId({
             strategyName,
             symbol,
@@ -29549,6 +29677,7 @@ var init_signals = __esm({
       let activeSession;
       let projectHooks;
       let afterSignalsHookContext = null;
+      const runtimeSignalEvaluations = createRuntimeSignalEvaluationBuffer();
       try {
         const session = options.session ?? await createSignalsSession(createDefaultSignalsLifecycle());
         activeSession = session;
@@ -29660,7 +29789,12 @@ var init_signals = __esm({
         if (flags26.updateOnly) {
           return;
         }
-        const [btcBinanceData, btcCoinbaseData] = universe === "crypto" ? await timeOperation3(
+        const [
+          btcBinanceData,
+          btcCoinbaseData,
+          primaryBtcCachedData,
+          primaryEthCachedData
+        ] = universe === "crypto" ? await timeOperation3(
           "reference candles load",
           () => Promise.all([
             btcReferences.binance.kline({
@@ -29676,9 +29810,36 @@ var init_signals = __esm({
               end: currentTimestamp,
               cacheOnly: true,
               interval: interval5
+            }),
+            marketConnector.kline({
+              symbol: "BTCUSDT",
+              start: preloadStart,
+              end: currentTimestamp,
+              cacheOnly: true,
+              interval: interval5
+            }),
+            marketConnector.kline({
+              symbol: "ETHUSDT",
+              start: preloadStart,
+              end: currentTimestamp,
+              cacheOnly: true,
+              interval: interval5
             })
           ])
-        ) : [[], []];
+        ) : [[], [], [], []];
+        const primaryBtcClosedData = getClosedCandlesForInterval(
+          primaryBtcCachedData,
+          currentTimestamp,
+          intervalMs2
+        );
+        const primaryEthClosedData = getClosedCandlesForInterval(
+          primaryEthCachedData,
+          currentTimestamp,
+          intervalMs2
+        );
+        const primaryEthByTimestamp = new Map(
+          primaryEthClosedData.map((candle) => [candle.timestamp, candle])
+        );
         const runtimeStrategies = await loadRuntimeStrategies({
           userName: flags26.user,
           projectRoot: projectRoot12,
@@ -29762,6 +29923,9 @@ var init_signals = __esm({
               marketConnector,
               btcBinanceData,
               btcCoinbaseData,
+              primaryBtcClosedData,
+              primaryEthClosedData,
+              primaryEthByTimestamp,
               runtimeStrategies,
               strategyStats,
               runtimeCloseNotifications,
@@ -29775,7 +29939,8 @@ var init_signals = __esm({
               accountId,
               deployment?.id,
               instrumentsBySymbol.get(symbol),
-              sessionUniverse
+              sessionUniverse,
+              runtimeSignalEvaluations.save
             );
             if (strategySignals.length > 0) {
               signals2.push(...strategySignals);
@@ -29816,6 +29981,14 @@ var init_signals = __esm({
         );
         throw error;
       } finally {
+        try {
+          await runtimeSignalEvaluations.flush();
+        } catch (error) {
+          import_logger10.logger.error(
+            "runtime signal evaluation flush failed: %s",
+            error?.message || String(error)
+          );
+        }
         const durationMs = Date.now() - startedAt;
         if (activeSession?.deployment) {
           await (0, import_tradingAccounts3.saveRuntimeDeploymentHeartbeat)(flags26.user, {
@@ -33812,7 +33985,7 @@ __export(signalsSummary_exports, {
   main: () => main36,
   signalsSummary: () => signalsSummary
 });
-var import_config11, import_args29, import_logger12, import_connectors18, flags27, projectRoot13, SUMMARY_TIMEZONE2, SUMMARY_TIMEZONE_LABEL2, escapeHtml5, formatMskDateTime3, formatSigned3, formatPnlMoneyText, formatWinRateText, resolveSummaryTitle, normalizeStatus, shouldAttachDebugReport, getSummaryDateParts, formatSummaryIsoDayKey, unescapeHtml, stripTelegramHtml, buildSignalsSummaryAttachment, appendReportAttachmentSummary, resolveSummaryConnectorName, createRuntimeSignalStats, mergeRuntimeSignalStats, buildSummaryPrelude, resolveTradeStatusEmoji, isTimestampInWindow, isRuntimeTradeClosedInWindow, buildSummaryMessages, signalsSummary, main36;
+var import_config11, import_args29, import_logger12, import_connectors18, import_tradingAccounts4, flags27, projectRoot13, SUMMARY_TIMEZONE2, SUMMARY_TIMEZONE_LABEL2, escapeHtml5, formatMskDateTime3, formatSigned3, formatPnlMoneyText, formatWinRateText, resolveSummaryTitle, normalizeStatus, shouldAttachDebugReport, getSummaryDateParts, formatSummaryIsoDayKey, unescapeHtml, stripTelegramHtml, buildSignalsSummaryAttachment, appendReportAttachmentSummary, resolveSummaryConnectorName, groupRuntimeTradesByConnectorScope, syncRuntimeTradeScopes, createRuntimeSignalStats, mergeRuntimeSignalStats, buildSummaryPrelude, resolveTradeStatusEmoji, isTimestampInWindow, isRuntimeTradeClosedInWindow, buildSummaryMessages, signalsSummary, main36;
 var init_signalsSummary = __esm({
   "src/scripts/signalsSummary.ts"() {
     "use strict";
@@ -33826,6 +33999,7 @@ var init_signalsSummary = __esm({
     init_runtimeSignalsLoader();
     init_runtimeSignalsStorage();
     init_runtimeDebugEvidence();
+    import_tradingAccounts4 = require("@tradejs/infra/tradingAccounts");
     import_args29.default.option(["u", "user"], "Use user config", "root");
     import_args29.default.option(
       "connector",
@@ -33938,6 +34112,108 @@ var init_signalsSummary = __esm({
       );
       return import_connectors18.DEFAULT_CONNECTOR_NAME;
     };
+    groupRuntimeTradesByConnectorScope = ({
+      trades,
+      deployments,
+      fallbackConnectorName
+    }) => {
+      const deploymentById = new Map(
+        deployments.map((deployment) => [deployment.id, deployment])
+      );
+      const scopes = /* @__PURE__ */ new Map();
+      for (const trade of trades) {
+        const deployment = trade.deploymentId ? deploymentById.get(trade.deploymentId) : void 0;
+        const connectorName = deployment?.connectorName ?? fallbackConnectorName;
+        const universe = trade.universe ?? deployment?.universe ?? "crypto";
+        const accountId = trade.accountId ?? deployment?.accountId;
+        const deploymentId = trade.deploymentId;
+        const scopeKey = JSON.stringify([
+          connectorName,
+          universe,
+          accountId ?? null,
+          deploymentId ?? null
+        ]);
+        const scope = scopes.get(scopeKey) ?? {
+          connectorName,
+          universe,
+          ...accountId ? { accountId } : {},
+          ...deploymentId ? { deploymentId } : {},
+          trades: []
+        };
+        scope.trades.push(trade);
+        scopes.set(scopeKey, scope);
+      }
+      return [...scopes.values()];
+    };
+    syncRuntimeTradeScopes = async ({
+      userName: userName2,
+      startTime,
+      endTime,
+      fallbackConnectorName,
+      trades,
+      deployments
+    }) => {
+      const scopes = groupRuntimeTradesByConnectorScope({
+        trades,
+        deployments,
+        fallbackConnectorName
+      });
+      const syncedTrades = [];
+      const connectorNames = /* @__PURE__ */ new Set();
+      for (const scope of scopes) {
+        const connectorName = await resolveSummaryConnectorName(
+          scope.connectorName
+        );
+        const connectorFactory = await (0, import_connectors18.getConnectorCreatorByName)(
+          connectorName,
+          projectRoot13
+        );
+        if (!connectorFactory) {
+          throw new Error(`Connector "${connectorName}" is not registered`);
+        }
+        const connector = await connectorFactory({
+          userName: userName2,
+          universe: scope.universe,
+          accountId: scope.accountId,
+          deploymentId: scope.deploymentId
+        });
+        connectorNames.add(connectorName);
+        syncedTrades.push(
+          ...await syncRuntimeTrades({
+            userName: userName2,
+            connector,
+            trades: scope.trades,
+            startTime,
+            endTime,
+            openPositionCallbacks: {
+              onError: (error) => {
+                import_logger12.logger.warn(
+                  "signals summary: getOpenPositionPnl failed for scope account=%s deployment=%s: %s",
+                  scope.accountId ?? "default",
+                  scope.deploymentId ?? "default",
+                  formatRuntimeTradeSyncError(error)
+                );
+              }
+            },
+            closedPnlCallbacks: {
+              onError: (error) => {
+                import_logger12.logger.warn(
+                  "signals summary: getClosedPnl failed for scope account=%s deployment=%s: %s",
+                  scope.accountId ?? "default",
+                  scope.deploymentId ?? "default",
+                  formatRuntimeTradeSyncError(error)
+                );
+              }
+            }
+          })
+        );
+      }
+      return {
+        trades: syncedTrades,
+        connectorNames: [...connectorNames].sort(),
+        scopesCount: scopes.length
+      };
+    };
     createRuntimeSignalStats = () => ({
       evaluated: 0,
       signals: 0,
@@ -34247,46 +34523,35 @@ none`
       );
       const endTime = Date.now();
       const startTime = endTime - hours * 60 * 60 * 1e3;
-      const connectorName = await resolveSummaryConnectorName(flags27.connector);
-      const connectorFactory = await (0, import_connectors18.getConnectorCreatorByName)(
-        connectorName,
-        projectRoot13
+      const fallbackConnectorName = await resolveSummaryConnectorName(
+        flags27.connector
       );
-      if (!connectorFactory) {
-        throw new Error(`Connector "${connectorName}" is not registered`);
-      }
-      const connector = await connectorFactory({
-        userName: flags27.user
-      });
-      const [configuredStrategyNames, signals2, evaluationStatsBuckets, trades] = await Promise.all([
+      const [
+        configuredStrategyNames,
+        signals2,
+        evaluationStatsBuckets,
+        trades,
+        runtimeDeployments
+      ] = await Promise.all([
         loadRuntimeStrategyNames(flags27.user),
         loadRuntimeSignals(flags27.user, { startTime, endTime }),
         loadRuntimeSignalEvaluationStatsBuckets(flags27.user),
-        loadRuntimeTrades(flags27.user)
+        loadRuntimeTrades(flags27.user),
+        (0, import_tradingAccounts4.listRuntimeDeployments)(flags27.user)
       ]);
-      const syncedTrades = await syncRuntimeTrades({
+      const {
+        trades: syncedTrades,
+        connectorNames,
+        scopesCount
+      } = await syncRuntimeTradeScopes({
         userName: flags27.user,
-        connector,
-        trades,
         startTime,
         endTime,
-        openPositionCallbacks: {
-          onError: (error) => {
-            import_logger12.logger.warn(
-              "signals summary: getOpenPositionPnl failed: %s",
-              formatRuntimeTradeSyncError(error)
-            );
-          }
-        },
-        closedPnlCallbacks: {
-          onError: (error) => {
-            import_logger12.logger.warn(
-              "signals summary: getClosedPnl failed: %s",
-              formatRuntimeTradeSyncError(error)
-            );
-          }
-        }
+        fallbackConnectorName,
+        trades,
+        deployments: runtimeDeployments
       });
+      const activeTradeOrderIds = await loadRuntimeActiveTradeOrderIds(flags27.user);
       const windowSignals = signals2.filter(
         (signal) => signal.timestamp >= startTime && signal.timestamp < endTime
       );
@@ -34304,7 +34569,7 @@ none`
         (trade) => isRuntimeTradeClosedInWindow(trade, startTime, endTime)
       );
       const openSnapshotTrades = syncedTrades.filter(
-        (trade) => trade.status === "active" && typeof trade.entryTimestamp === "number" && Number.isFinite(trade.entryTimestamp) && trade.entryTimestamp < endTime
+        (trade) => trade.status === "active" && activeTradeOrderIds.has(trade.orderId) && typeof trade.entryTimestamp === "number" && Number.isFinite(trade.entryTimestamp) && trade.entryTimestamp < endTime
       );
       const windowTrades = [...windowClosedTrades, ...openSnapshotTrades];
       const windowTradeSignalIds = new Set(
@@ -34327,12 +34592,13 @@ none`
         0
       );
       import_logger12.logger.info(
-        "signals summary window=%sh signals=%s evaluations=%s trades=%s connector=%s user=%s",
+        "signals summary window=%sh signals=%s evaluations=%s trades=%s connectors=%s scopes=%s user=%s",
         hours,
         windowSignals.length,
         windowEvaluationsCount,
         windowClosedTrades.length,
-        connectorName,
+        connectorNames.join(",") || fallbackConnectorName,
+        scopesCount,
         flags27.user
       );
       const debugAttachment = shouldAttachDebugReport(flags27.debugAttachment) ? await buildRuntimeDebugReportAttachment({