@tradejs/cli 2.0.8 → 2.0.10

package/dist/scripts/signalsSummary.js

@@ -107,6 +107,15 @@ var loadRuntimeTrades = async (userName, {
   const trades = await Promise.all(keys.map((key) => (0, import_redis.getData)(key, null)));
   return trades.filter(isRuntimeTradeRecord).filter(filterByWindow).sort((left, right) => left.entryTimestamp - right.entryTimestamp);
 };
+var loadRuntimeActiveTradeOrderIds = async (userName) => {
+  const keys = await (0, import_redis.getKeys)(import_redis.redisKeys.runtimeActiveTrades(userName));
+  const refs = await Promise.all(keys.map((key) => (0, import_redis.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)
+  );
+};
 
 // src/lib/runtimeTradeSync.ts
 var import_constants = require("@tradejs/core/constants");
@@ -636,7 +645,8 @@ var buildRuntimeDebugReportPayload = async ({
       );
       const activeTradeKey = import_redis4.redisKeys.runtimeActiveTrade(
         userName,
-        trade.symbol
+        trade.symbol,
+        trade.deploymentId ?? trade.accountId
       );
       const signalKey = trade.signalId != null ? import_redis4.redisKeys.storeSignal(trade.symbol, trade.signalId) : null;
       const evaluationBucketKey = import_redis4.redisKeys.runtimeSignalEvaluationBucket(
@@ -771,6 +781,7 @@ var buildRuntimeDebugReportAttachment = async (params) => {
 };
 
 // src/scripts/signalsSummary.ts
+var import_tradingAccounts = require("@tradejs/infra/tradingAccounts");
 import_args.default.option(["u", "user"], "Use user config", "root");
 import_args.default.option(
   "connector",
@@ -883,6 +894,108 @@ var resolveSummaryConnectorName = async (value) => {
   );
   return import_connectors.DEFAULT_CONNECTOR_NAME;
 };
+var 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()];
+};
+var syncRuntimeTradeScopes = async ({
+  userName,
+  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_connectors.getConnectorCreatorByName)(
+      connectorName,
+      projectRoot
+    );
+    if (!connectorFactory) {
+      throw new Error(`Connector "${connectorName}" is not registered`);
+    }
+    const connector = await connectorFactory({
+      userName,
+      universe: scope.universe,
+      accountId: scope.accountId,
+      deploymentId: scope.deploymentId
+    });
+    connectorNames.add(connectorName);
+    syncedTrades.push(
+      ...await syncRuntimeTrades({
+        userName,
+        connector,
+        trades: scope.trades,
+        startTime,
+        endTime,
+        openPositionCallbacks: {
+          onError: (error) => {
+            import_logger.logger.warn(
+              "signals summary: getOpenPositionPnl failed for scope account=%s deployment=%s: %s",
+              scope.accountId ?? "default",
+              scope.deploymentId ?? "default",
+              formatRuntimeTradeSyncError(error)
+            );
+          }
+        },
+        closedPnlCallbacks: {
+          onError: (error) => {
+            import_logger.logger.warn(
+              "signals summary: getClosedPnl failed for scope account=%s deployment=%s: %s",
+              scope.accountId ?? "default",
+              scope.deploymentId ?? "default",
+              formatRuntimeTradeSyncError(error)
+            );
+          }
+        }
+      })
+    );
+  }
+  return {
+    trades: syncedTrades,
+    connectorNames: [...connectorNames].sort(),
+    scopesCount: scopes.length
+  };
+};
 var createRuntimeSignalStats = () => ({
   evaluated: 0,
   signals: 0,
@@ -1192,46 +1305,35 @@ var signalsSummary = async () => {
   );
   const endTime = Date.now();
   const startTime = endTime - hours * 60 * 60 * 1e3;
-  const connectorName = await resolveSummaryConnectorName(flags.connector);
-  const connectorFactory = await (0, import_connectors.getConnectorCreatorByName)(
-    connectorName,
-    projectRoot
+  const fallbackConnectorName = await resolveSummaryConnectorName(
+    flags.connector
   );
-  if (!connectorFactory) {
-    throw new Error(`Connector "${connectorName}" is not registered`);
-  }
-  const connector = await connectorFactory({
-    userName: flags.user
-  });
-  const [configuredStrategyNames, signals, evaluationStatsBuckets, trades] = await Promise.all([
+  const [
+    configuredStrategyNames,
+    signals,
+    evaluationStatsBuckets,
+    trades,
+    runtimeDeployments
+  ] = await Promise.all([
     loadRuntimeStrategyNames(flags.user),
     loadRuntimeSignals(flags.user, { startTime, endTime }),
     loadRuntimeSignalEvaluationStatsBuckets(flags.user),
-    loadRuntimeTrades(flags.user)
+    loadRuntimeTrades(flags.user),
+    (0, import_tradingAccounts.listRuntimeDeployments)(flags.user)
   ]);
-  const syncedTrades = await syncRuntimeTrades({
+  const {
+    trades: syncedTrades,
+    connectorNames,
+    scopesCount
+  } = await syncRuntimeTradeScopes({
     userName: flags.user,
-    connector,
-    trades,
     startTime,
     endTime,
-    openPositionCallbacks: {
-      onError: (error) => {
-        import_logger.logger.warn(
-          "signals summary: getOpenPositionPnl failed: %s",
-          formatRuntimeTradeSyncError(error)
-        );
-      }
-    },
-    closedPnlCallbacks: {
-      onError: (error) => {
-        import_logger.logger.warn(
-          "signals summary: getClosedPnl failed: %s",
-          formatRuntimeTradeSyncError(error)
-        );
-      }
-    }
+    fallbackConnectorName,
+    trades,
+    deployments: runtimeDeployments
   });
+  const activeTradeOrderIds = await loadRuntimeActiveTradeOrderIds(flags.user);
   const windowSignals = signals.filter(
     (signal) => signal.timestamp >= startTime && signal.timestamp < endTime
   );
@@ -1249,7 +1351,7 @@ var signalsSummary = async () => {
     (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(
@@ -1272,12 +1374,13 @@ var signalsSummary = async () => {
     0
   );
   import_logger.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,
     flags.user
   );
   const debugAttachment = shouldAttachDebugReport(flags.debugAttachment) ? await buildRuntimeDebugReportAttachment({

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "2.0.8",
+  "version": "2.0.10",
   "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": "^2.0.8",
-    "@tradejs/connectors": "^2.0.8",
-    "@tradejs/core": "^2.0.8",
-    "@tradejs/indicators": "^2.0.8",
-    "@tradejs/infra": "^2.0.8",
-    "@tradejs/node": "^2.0.8",
-    "@tradejs/strategies": "^2.0.8",
-    "@tradejs/types": "^2.0.8",
+    "@tradejs/base": "^2.0.10",
+    "@tradejs/connectors": "^2.0.10",
+    "@tradejs/core": "^2.0.10",
+    "@tradejs/indicators": "^2.0.10",
+    "@tradejs/infra": "^2.0.10",
+    "@tradejs/node": "^2.0.10",
+    "@tradejs/strategies": "^2.0.10",
+    "@tradejs/types": "^2.0.10",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",