@tradejs/cli 3.0.1 → 3.1.1

package/dist/scripts/runtimeScorecard.js

@@ -752,8 +752,113 @@ ${reactions}
 var import_node_crypto2 = require("crypto");
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path3 = __toESM(require("path"));
-var import_types = require("@tradejs/types");
+var import_types2 = require("@tradejs/types");
 var import_strategyReleaseEvidence = require("@tradejs/infra/strategyReleaseEvidence");
+
+// src/lib/strategyRelease/liveDiagnosis.ts
+var import_types = require("@tradejs/types");
+var buildStrategyLiveDiagnosis = (input) => {
+  const minimumClosedTrades = input.minimumClosedTrades ?? 20;
+  const minimumParityRatio = input.minimumParityRatio ?? 0.95;
+  const maximumOrderFailureRate = input.maximumOrderFailureRate ?? 0.05;
+  const minimumRegimeCoverage = input.minimumRegimeCoverage ?? 0.5;
+  const hasExplicitRiskScale = input.riskScaleComparable != null;
+  const comparisonObservedDrawdown = hasExplicitRiskScale ? input.riskScaleComparable ? input.normalizedObservedDrawdown ?? null : null : input.observedDrawdown;
+  const runtimeDivergence = !input.lineageComparable || input.parityRatio != null && input.parityRatio < minimumParityRatio || input.orderFailureRate != null && input.orderFailureRate > maximumOrderFailureRate;
+  const insufficient = input.closedTrades < minimumClosedTrades || input.parityRatio == null || comparisonObservedDrawdown == null || input.historicalDrawdownP95 == null;
+  const expected = !runtimeDivergence && !insufficient && comparisonObservedDrawdown <= input.historicalDrawdownP95;
+  const verdict = runtimeDivergence ? "RUNTIME_DIVERGENCE" : insufficient ? "INSUFFICIENT_EVIDENCE" : expected ? "EXPECTED_DRAWDOWN" : "GENERALIZATION_FAILURE";
+  const attributionIncomplete = input.rawCoreExpectancyDelta == null || input.aiGateAddedValue == null || input.regimeCoverage == null;
+  const attributedVerdict = verdict === "GENERALIZATION_FAILURE" && attributionIncomplete ? "INSUFFICIENT_EVIDENCE" : verdict;
+  const subtype = attributedVerdict !== "GENERALIZATION_FAILURE" ? null : input.rawCoreExpectancyDelta < 0 && input.aiGateAddedValue >= 0 ? "RAW_CORE_DECAY" : input.aiGateAddedValue < 0 ? "AI_GATE_FAILURE" : input.regimeCoverage < minimumRegimeCoverage ? "REGIME_SHIFT" : (input.overfitProbability ?? 0) >= 0.5 ? "SUSPECTED_HISTORICAL_OVERFIT" : "RAW_CORE_DECAY";
+  const explanation = attributedVerdict === "RUNTIME_DIVERGENCE" ? "Runtime cannot be compared economically until lineage, replay parity, and order execution agree with the frozen composition." : attributedVerdict === "EXPECTED_DRAWDOWN" ? "The observed drawdown is within the preregistered equal-length historical drawdown envelope." : attributedVerdict === "GENERALIZATION_FAILURE" ? `Runtime is comparable, but the observed drawdown exceeds the historical envelope (${subtype}).` : attributionIncomplete && verdict === "GENERALIZATION_FAILURE" ? "The drawdown breaches its historical envelope, but matched shadow raw-core, deterministic-gate, or causal regime evidence is missing for attribution." : "There are not enough comparable closed trades and historical drawdown observations for attribution.";
+  const recommendations = attributedVerdict === "RUNTIME_DIVERGENCE" ? [
+    "Resolve lineage and replay parity mismatches before evaluating strategy economics.",
+    "Inspect order failures and execution residuals against the frozen execution model."
+  ] : attributedVerdict === "EXPECTED_DRAWDOWN" ? [
+    "Keep the frozen composition unchanged and continue prospective evidence collection."
+  ] : attributedVerdict === "GENERALIZATION_FAILURE" ? [
+    "Do not retune the live cohort; open a new immutable research lineage.",
+    "Compare raw-core decay, AI-gate added value, and causal regime coverage."
+  ] : [
+    attributionIncomplete && verdict === "GENERALIZATION_FAILURE" ? "Collect matched shadow raw-core, deterministic-gate, and causal regime evidence without changing the composition." : "Collect more verified prospective outcomes without changing the composition."
+  ];
+  return {
+    schema: import_types.STRATEGY_LIVE_DIAGNOSIS_SCHEMA,
+    strategy: input.strategy,
+    compositionId: input.compositionId,
+    createdAt: input.createdAt,
+    verdict: attributedVerdict,
+    subtype,
+    confidence: runtimeDivergence || input.closedTrades >= 50 ? "high" : input.closedTrades >= 20 ? "medium" : "low",
+    evidence: {
+      lineageComparable: input.lineageComparable,
+      riskScaleComparable: input.riskScaleComparable ?? false,
+      releaseMaxLossValue: input.releaseMaxLossValue ?? null,
+      runtimeMaxLossValue: input.runtimeMaxLossValue ?? null,
+      riskScaleRatio: input.riskScaleRatio ?? null,
+      parityRatio: input.parityRatio,
+      orderFailureRate: input.orderFailureRate,
+      observedDrawdown: input.observedDrawdown,
+      normalizedObservedDrawdown: input.normalizedObservedDrawdown ?? null,
+      historicalDrawdownP95: input.historicalDrawdownP95,
+      historicalDrawdownMaximum: input.historicalDrawdownMaximum,
+      closedTrades: input.closedTrades,
+      rawCoreExpectancyDelta: input.rawCoreExpectancyDelta,
+      aiGateAddedValue: input.aiGateAddedValue,
+      regimeCoverage: input.regimeCoverage,
+      overfitProbability: input.overfitProbability
+    },
+    explanation,
+    recommendations
+  };
+};
+var buildStrategyLiveDiagnosisFromScorecard = ({
+  manifest,
+  scorecard,
+  days
+}) => {
+  const rolling = scorecard.rolling.find((entry) => entry.days === days);
+  const envelope = manifest.monitoring.drawdownEnvelopes.find(
+    (entry) => entry.days === days
+  );
+  const orderFailureRate = scorecard.funnel.orderAttempts ? scorecard.funnel.orderFailures / scorecard.funnel.orderAttempts : null;
+  const lineage = scorecard.lineage;
+  const lineageComparable = scorecard.parity.lineageReason == null && lineage?.complete === true && lineage.conflicts === false && lineage.compositionId === manifest.composition.compositionId && lineage.gitDirty === false && lineage.gitSha === manifest.composition.gitSha && lineage.configFingerprint === manifest.composition.runtimeConfigFingerprint && lineage.gateFingerprint === manifest.composition.gateFingerprint && lineage.contextFingerprint === manifest.composition.runtimeContextFingerprint;
+  const releaseMaxLossValue = manifest.composition.maxLossValue;
+  const runtimeMaxLossValue = lineage?.maxLossValue ?? null;
+  const riskScaleComparable = Number.isFinite(releaseMaxLossValue) && releaseMaxLossValue > 0 && runtimeMaxLossValue != null && Number.isFinite(runtimeMaxLossValue) && runtimeMaxLossValue > 0;
+  const riskScaleRatio = riskScaleComparable ? runtimeMaxLossValue / releaseMaxLossValue : null;
+  const normalizedObservedDrawdown = rolling != null && riskScaleRatio != null ? rolling.maxDrawdown / riskScaleRatio : null;
+  const normalizeRuntimeEconomics = (value) => value != null && riskScaleRatio != null ? value / riskScaleRatio : null;
+  return buildStrategyLiveDiagnosis({
+    strategy: manifest.strategy,
+    compositionId: manifest.composition.compositionId,
+    createdAt: scorecard.generatedAt,
+    lineageComparable,
+    riskScaleComparable,
+    releaseMaxLossValue,
+    runtimeMaxLossValue,
+    riskScaleRatio,
+    parityRatio: scorecard.parity.ratio,
+    orderFailureRate,
+    observedDrawdown: rolling?.maxDrawdown ?? null,
+    normalizedObservedDrawdown,
+    historicalDrawdownP95: envelope?.p95 ?? null,
+    historicalDrawdownMaximum: envelope?.maximum ?? null,
+    closedTrades: rolling?.closedTrades ?? 0,
+    rawCoreExpectancyDelta: scorecard.prospective?.rawCoreExpectancy != null && manifest.monitoring.rawCoreExpectancy != null ? normalizeRuntimeEconomics(scorecard.prospective.rawCoreExpectancy) - manifest.monitoring.rawCoreExpectancy : null,
+    aiGateAddedValue: scorecard.prospective?.rawCoreExpectancy != null && scorecard.prospective.aiGateExpectancy != null ? normalizeRuntimeEconomics(scorecard.prospective.aiGateExpectancy) - normalizeRuntimeEconomics(scorecard.prospective.rawCoreExpectancy) : null,
+    regimeCoverage: scorecard.prospective?.regimeCoverage ?? null,
+    overfitProbability: manifest.monitoring.overfitProbability,
+    minimumClosedTrades: manifest.monitoring.minimumProspectiveClosedTrades,
+    minimumParityRatio: manifest.monitoring.minimumParityRatio,
+    maximumOrderFailureRate: manifest.monitoring.maximumOrderFailureRate,
+    minimumRegimeCoverage: manifest.monitoring.minimumRegimeCoverage
+  });
+};
+
+// src/lib/strategyRelease.ts
 var SHA256_RE = /^[a-f0-9]{64}$/;
 var LINEAGE_FINGERPRINT_RE = /^[a-f0-9]{16}$/;
 var safeSegment2 = import_strategyReleaseEvidence.safeStrategyEvidenceSegment;
@@ -1128,7 +1233,7 @@ var createStrategyReleaseManifest = (input) => {
     verdict
   };
   return {
-    schema: import_types.STRATEGY_RELEASE_SCHEMA,
+    schema: import_types2.STRATEGY_RELEASE_SCHEMA,
     releaseId: `${safeSegment2(input.strategy, "strategy")}_${compactTimestamp(input.createdAt)}_${strategyReleaseSha256(releaseIdentity).slice(0, 16)}`,
     strategy: input.strategy,
     createdAt: input.createdAt,
@@ -1163,7 +1268,7 @@ var verifyStrategyReleaseEnvelope = async (valueOrPath) => {
   );
   const manifest = envelope.manifest;
   assert(
-    manifest.schema === import_types.STRATEGY_RELEASE_SCHEMA,
+    manifest.schema === import_types2.STRATEGY_RELEASE_SCHEMA,
     "manifest schema mismatch"
   );
   const rebuilt = createStrategyReleaseManifest({
@@ -1212,106 +1317,6 @@ var writeJsonAtomic = async (filePath, value) => {
   );
   await import_promises3.default.rename(temporaryPath, filePath);
 };
-var buildStrategyLiveDiagnosis = (input) => {
-  const minimumClosedTrades = input.minimumClosedTrades ?? 20;
-  const minimumParityRatio = input.minimumParityRatio ?? 0.95;
-  const maximumOrderFailureRate = input.maximumOrderFailureRate ?? 0.05;
-  const minimumRegimeCoverage = input.minimumRegimeCoverage ?? 0.5;
-  const hasExplicitRiskScale = input.riskScaleComparable != null;
-  const comparisonObservedDrawdown = hasExplicitRiskScale ? input.riskScaleComparable ? input.normalizedObservedDrawdown ?? null : null : input.observedDrawdown;
-  const runtimeDivergence = !input.lineageComparable || input.parityRatio != null && input.parityRatio < minimumParityRatio || input.orderFailureRate != null && input.orderFailureRate > maximumOrderFailureRate;
-  const insufficient = input.closedTrades < minimumClosedTrades || input.parityRatio == null || comparisonObservedDrawdown == null || input.historicalDrawdownP95 == null;
-  const expected = !runtimeDivergence && !insufficient && comparisonObservedDrawdown <= input.historicalDrawdownP95;
-  const verdict = runtimeDivergence ? "RUNTIME_DIVERGENCE" : insufficient ? "INSUFFICIENT_EVIDENCE" : expected ? "EXPECTED_DRAWDOWN" : "GENERALIZATION_FAILURE";
-  const attributionIncomplete = input.rawCoreExpectancyDelta == null || input.aiGateAddedValue == null || input.regimeCoverage == null;
-  const attributedVerdict = verdict === "GENERALIZATION_FAILURE" && attributionIncomplete ? "INSUFFICIENT_EVIDENCE" : verdict;
-  const subtype = attributedVerdict !== "GENERALIZATION_FAILURE" ? null : input.rawCoreExpectancyDelta < 0 && input.aiGateAddedValue >= 0 ? "RAW_CORE_DECAY" : input.aiGateAddedValue < 0 ? "AI_GATE_FAILURE" : input.regimeCoverage < minimumRegimeCoverage ? "REGIME_SHIFT" : (input.overfitProbability ?? 0) >= 0.5 ? "SUSPECTED_HISTORICAL_OVERFIT" : "RAW_CORE_DECAY";
-  const explanation = attributedVerdict === "RUNTIME_DIVERGENCE" ? "Runtime cannot be compared economically until lineage, replay parity, and order execution agree with the frozen composition." : attributedVerdict === "EXPECTED_DRAWDOWN" ? "The observed drawdown is within the preregistered equal-length historical drawdown envelope." : attributedVerdict === "GENERALIZATION_FAILURE" ? `Runtime is comparable, but the observed drawdown exceeds the historical envelope (${subtype}).` : attributionIncomplete && verdict === "GENERALIZATION_FAILURE" ? "The drawdown breaches its historical envelope, but matched shadow raw-core, deterministic-gate, or causal regime evidence is missing for attribution." : "There are not enough comparable closed trades and historical drawdown observations for attribution.";
-  const recommendations = attributedVerdict === "RUNTIME_DIVERGENCE" ? [
-    "Resolve lineage and replay parity mismatches before evaluating strategy economics.",
-    "Inspect order failures and execution residuals against the frozen execution model."
-  ] : attributedVerdict === "EXPECTED_DRAWDOWN" ? [
-    "Keep the frozen composition unchanged and continue prospective evidence collection."
-  ] : attributedVerdict === "GENERALIZATION_FAILURE" ? [
-    "Do not retune the live cohort; open a new immutable research lineage.",
-    "Compare raw-core decay, AI-gate added value, and causal regime coverage."
-  ] : [
-    attributionIncomplete && verdict === "GENERALIZATION_FAILURE" ? "Collect matched shadow raw-core, deterministic-gate, and causal regime evidence without changing the composition." : "Collect more verified prospective outcomes without changing the composition."
-  ];
-  return {
-    schema: import_types.STRATEGY_LIVE_DIAGNOSIS_SCHEMA,
-    strategy: input.strategy,
-    compositionId: input.compositionId,
-    createdAt: input.createdAt,
-    verdict: attributedVerdict,
-    subtype,
-    confidence: runtimeDivergence || input.closedTrades >= 50 ? "high" : input.closedTrades >= 20 ? "medium" : "low",
-    evidence: {
-      lineageComparable: input.lineageComparable,
-      riskScaleComparable: input.riskScaleComparable ?? false,
-      releaseMaxLossValue: input.releaseMaxLossValue ?? null,
-      runtimeMaxLossValue: input.runtimeMaxLossValue ?? null,
-      riskScaleRatio: input.riskScaleRatio ?? null,
-      parityRatio: input.parityRatio,
-      orderFailureRate: input.orderFailureRate,
-      observedDrawdown: input.observedDrawdown,
-      normalizedObservedDrawdown: input.normalizedObservedDrawdown ?? null,
-      historicalDrawdownP95: input.historicalDrawdownP95,
-      historicalDrawdownMaximum: input.historicalDrawdownMaximum,
-      closedTrades: input.closedTrades,
-      rawCoreExpectancyDelta: input.rawCoreExpectancyDelta,
-      aiGateAddedValue: input.aiGateAddedValue,
-      regimeCoverage: input.regimeCoverage,
-      overfitProbability: input.overfitProbability
-    },
-    explanation,
-    recommendations
-  };
-};
-var buildStrategyLiveDiagnosisFromScorecard = ({
-  manifest,
-  scorecard,
-  days
-}) => {
-  const rolling = scorecard.rolling.find((entry) => entry.days === days);
-  const envelope = manifest.monitoring.drawdownEnvelopes.find(
-    (entry) => entry.days === days
-  );
-  const orderFailureRate = scorecard.funnel.orderAttempts ? scorecard.funnel.orderFailures / scorecard.funnel.orderAttempts : null;
-  const lineage = scorecard.lineage;
-  const lineageComparable = scorecard.parity.lineageReason == null && lineage?.complete === true && lineage.conflicts === false && lineage.compositionId === manifest.composition.compositionId && lineage.gitDirty === false && lineage.gitSha === manifest.composition.gitSha && lineage.configFingerprint === manifest.composition.runtimeConfigFingerprint && lineage.gateFingerprint === manifest.composition.gateFingerprint && lineage.contextFingerprint === manifest.composition.runtimeContextFingerprint;
-  const releaseMaxLossValue = manifest.composition.maxLossValue;
-  const runtimeMaxLossValue = lineage?.maxLossValue ?? null;
-  const riskScaleComparable = Number.isFinite(releaseMaxLossValue) && releaseMaxLossValue > 0 && runtimeMaxLossValue != null && Number.isFinite(runtimeMaxLossValue) && runtimeMaxLossValue > 0;
-  const riskScaleRatio = riskScaleComparable ? runtimeMaxLossValue / releaseMaxLossValue : null;
-  const normalizedObservedDrawdown = rolling != null && riskScaleRatio != null ? rolling.maxDrawdown / riskScaleRatio : null;
-  const normalizeRuntimeEconomics = (value) => value != null && riskScaleRatio != null ? value / riskScaleRatio : null;
-  return buildStrategyLiveDiagnosis({
-    strategy: manifest.strategy,
-    compositionId: manifest.composition.compositionId,
-    createdAt: scorecard.generatedAt,
-    lineageComparable,
-    riskScaleComparable,
-    releaseMaxLossValue,
-    runtimeMaxLossValue,
-    riskScaleRatio,
-    parityRatio: scorecard.parity.ratio,
-    orderFailureRate,
-    observedDrawdown: rolling?.maxDrawdown ?? null,
-    normalizedObservedDrawdown,
-    historicalDrawdownP95: envelope?.p95 ?? null,
-    historicalDrawdownMaximum: envelope?.maximum ?? null,
-    closedTrades: rolling?.closedTrades ?? 0,
-    rawCoreExpectancyDelta: scorecard.prospective?.rawCoreExpectancy != null && manifest.monitoring.rawCoreExpectancy != null ? normalizeRuntimeEconomics(scorecard.prospective.rawCoreExpectancy) - manifest.monitoring.rawCoreExpectancy : null,
-    aiGateAddedValue: scorecard.prospective?.rawCoreExpectancy != null && scorecard.prospective.aiGateExpectancy != null ? normalizeRuntimeEconomics(scorecard.prospective.aiGateExpectancy) - normalizeRuntimeEconomics(scorecard.prospective.rawCoreExpectancy) : null,
-    regimeCoverage: scorecard.prospective?.regimeCoverage ?? null,
-    overfitProbability: manifest.monitoring.overfitProbability,
-    minimumClosedTrades: manifest.monitoring.minimumProspectiveClosedTrades,
-    minimumParityRatio: manifest.monitoring.minimumParityRatio,
-    maximumOrderFailureRate: manifest.monitoring.maximumOrderFailureRate,
-    minimumRegimeCoverage: manifest.monitoring.minimumRegimeCoverage
-  });
-};
 var publishStrategyLiveDiagnosis = async ({
   rootDir,
   diagnosis,