@tradejs/cli 3.1.10 → 3.1.11-beta.216

package/dist/scripts/signalsDaemon.js

@@ -46,7 +46,7 @@ var import_cli2 = require("@tradejs/node/cli");
 var import_async3 = require("@tradejs/core/async");
 var import_strategies5 = require("@tradejs/core/strategies");
 var import_constants3 = require("@tradejs/core/constants");
-var import_time2 = require("@tradejs/core/time");
+var import_time3 = require("@tradejs/core/time");
 var import_logger4 = require("@tradejs/infra/logger");
 var import_runtimeHeartbeats = require("@tradejs/infra/runtimeHeartbeats");
 var import_runtimeStrategies2 = require("@tradejs/node/runtimeStrategies");
@@ -63,6 +63,38 @@ var getClosedCandlesForInterval = (candles, currentTimestamp, intervalMs) => {
 };
 var alignSymbolWithBtcReference = (symbolCandles, btcCandles) => (0, import_indicators.alignSortedCandlesByTimestamp)(symbolCandles, btcCandles);
 
+// src/lib/runtimeRedis.ts
+var import_redis = require("@tradejs/infra/redis");
+var import_time = require("@tradejs/core/time");
+var import_runtimeStrategyConfigs = require("@tradejs/infra/runtimeStrategyConfigs");
+var isRuntimeTradeRecord = (value) => {
+  if (!value || typeof value !== "object") {
+    return false;
+  }
+  const record = value;
+  return typeof record.orderId === "string" && typeof record.strategy === "string" && typeof record.symbol === "string" && typeof record.entryTimestamp === "number" && typeof record.entryPrice === "number" && typeof record.qty === "number" && (record.direction === "LONG" || record.direction === "SHORT");
+};
+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)
+  );
+};
+var loadRuntimeActiveTrades = async (userName) => {
+  const orderIds = await loadRuntimeActiveTradeOrderIds(userName);
+  const trades = await Promise.all(
+    [...orderIds].map(
+      (orderId) => (0, import_redis.getData)(import_redis.redisKeys.runtimeTrade(userName, orderId), null)
+    )
+  );
+  return trades.filter(
+    (trade) => isRuntimeTradeRecord(trade) && trade.status === "active"
+  );
+};
+
 // src/lib/runFormatting.ts
 var import_date_fns = require("date-fns");
 var ListIt = require("list-it");
@@ -3744,7 +3776,7 @@ var import_logger = require("@tradejs/infra/logger");
 
 // src/lib/runtimeSignalsStorage.ts
 var import_constants2 = require("@tradejs/core/constants");
-var import_time = require("@tradejs/core/time");
+var import_time2 = require("@tradejs/core/time");
 var SECONDS_PER_DAY = 86400;
 var RUNTIME_SIGNAL_RETENTION_DAYS_ENV = "RUNTIME_SIGNAL_RETENTION_DAYS";
 var DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS = import_constants2.TTL_3D;
@@ -3893,7 +3925,7 @@ var logStrategySkipStats = (runtimeStrategies, strategyStats) => {
 };
 
 // src/lib/signals/evaluations.ts
-var import_redis = require("@tradejs/infra/redis");
+var import_redis2 = require("@tradejs/infra/redis");
 
 // src/lib/runtimeLineage.ts
 var import_node_child_process = require("child_process");
@@ -4245,7 +4277,7 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
   if (evaluations.length === 0) return;
   const evaluationsByDay = /* @__PURE__ */ new Map();
   for (const evaluation of evaluations) {
-    const dayKey = (0, import_time.getRuntimeStorageDayKey)(evaluation.timestamp);
+    const dayKey = (0, import_time2.getRuntimeStorageDayKey)(evaluation.timestamp);
     const dayEvaluations = evaluationsByDay.get(dayKey) ?? [];
     dayEvaluations.push(evaluation);
     evaluationsByDay.set(dayKey, dayEvaluations);
@@ -4257,7 +4289,7 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
       runtimeLineageScopeCacheDayKey = dayKey;
       runtimeLineageScopeCacheLoaded = false;
     }
-    const lineageBucket = import_redis.redisKeys.runtimeLineageScopeBucket(
+    const lineageBucket = import_redis2.redisKeys.runtimeLineageScopeBucket(
       dayEvaluations[0].userName,
       dayKey
     );
@@ -4265,7 +4297,7 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
       (evaluation) => evaluation.runtimeLineage != null
     );
     if (lineageEvaluations.length > 0 && !runtimeLineageScopeCacheLoaded) {
-      const storedScopes = await (0, import_redis.getHashJsonValues)(lineageBucket);
+      const storedScopes = await (0, import_redis2.getHashJsonValues)(lineageBucket);
       for (const scope of storedScopes) {
         const lineageField = buildLineageField(scope);
         runtimeLineageScopeCache.set(`${lineageBucket}:${lineageField}`, scope);
@@ -4306,7 +4338,7 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
       lineageWrites.set(lineageField, scope);
     }
     if (lineageWrites.size > 0) {
-      await (0, import_redis.setHashJsonFields)(
+      await (0, import_redis2.setHashJsonFields)(
         lineageBucket,
         [...lineageWrites].map(([field, data]) => ({ field, data })),
         {
@@ -4318,7 +4350,7 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
     const statsIncrements = /* @__PURE__ */ new Map();
     for (const evaluation of dayEvaluations) {
       if (shouldStoreDetailedRuntimeSignalEvaluation(evaluation)) {
-        const bucket = import_redis.redisKeys.runtimeSignalEvaluationBucket(
+        const bucket = import_redis2.redisKeys.runtimeSignalEvaluationBucket(
           evaluation.userName,
           dayKey,
           evaluation.strategy
@@ -4330,7 +4362,7 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
         });
         detailedWrites.set(bucket, entries);
       }
-      const statsBucket = import_redis.redisKeys.runtimeSignalEvaluationStatsBucket(
+      const statsBucket = import_redis2.redisKeys.runtimeSignalEvaluationStatsBucket(
         evaluation.userName,
         dayKey,
         evaluation.strategy,
@@ -4346,12 +4378,12 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
     }
     await Promise.all([
       ...[...detailedWrites].map(
-        ([bucket, entries]) => (0, import_redis.setHashJsonFields)(bucket, entries, {
+        ([bucket, entries]) => (0, import_redis2.setHashJsonFields)(bucket, entries, {
           expire: runtimeSignalRetentionTtl
         })
       ),
       ...[...statsIncrements].map(
-        ([bucket, increments]) => (0, import_redis.incrHashFields)(bucket, increments, {
+        ([bucket, increments]) => (0, import_redis2.incrHashFields)(bucket, increments, {
           expire: runtimeSignalRetentionTtl
         })
       )
@@ -4367,9 +4399,9 @@ var createRuntimeSignalEvaluationBuffer = () => {
     const runtimeSignalRetentionTtl = getRuntimeSignalRetentionTtlSeconds();
     const signalRefsByBucket = /* @__PURE__ */ new Map();
     for (const { userName, signal } of pendingSignals) {
-      const bucket = import_redis.redisKeys.runtimeSignalBucket(
+      const bucket = import_redis2.redisKeys.runtimeSignalBucket(
         userName,
-        (0, import_time.getRuntimeStorageDayKey)(signal.timestamp),
+        (0, import_time2.getRuntimeStorageDayKey)(signal.timestamp),
         signal.strategy
       );
       const entries = signalRefsByBucket.get(bucket) ?? [];
@@ -4381,14 +4413,14 @@ var createRuntimeSignalEvaluationBuffer = () => {
     }
     await Promise.all([
       ...pendingSignals.map(
-        ({ signal }) => (0, import_redis.setData)(
-          import_redis.redisKeys.storeSignal(signal.symbol, signal.signalId),
+        ({ signal }) => (0, import_redis2.setData)(
+          import_redis2.redisKeys.storeSignal(signal.symbol, signal.signalId),
           toStoredRuntimeSignal(signal),
           { expire: runtimeSignalRetentionTtl }
         )
       ),
       ...[...signalRefsByBucket].map(
-        ([bucket, entries]) => (0, import_redis.setHashJsonFields)(bucket, entries, {
+        ([bucket, entries]) => (0, import_redis2.setHashJsonFields)(bucket, entries, {
           expire: runtimeSignalRetentionTtl
         })
       )
@@ -4627,9 +4659,9 @@ var import_candles = require("@tradejs/infra/timescale/candles");
 
 // src/lib/marketData/klineEvents.ts
 var import_ioredis = __toESM(require("ioredis"));
-var import_redis2 = require("@tradejs/infra/redis");
+var import_redis3 = require("@tradejs/infra/redis");
 var MARKET_KLINE_CHANNEL = "tradejs:market:kline";
-var publishMarketKlineEvent = (event) => (0, import_redis2.publishData)(MARKET_KLINE_CHANNEL, event);
+var publishMarketKlineEvent = (event) => (0, import_redis3.publishData)(MARKET_KLINE_CHANNEL, event);
 
 // src/lib/signals/klineFeed.ts
 var FLUSH_DELAY_MS = 100;
@@ -5035,6 +5067,23 @@ var createSignalsTickerEvaluator = ({
 // src/lib/signals/configuredScopes.ts
 var sorted = (values) => values ? [...values].sort() : [];
 var formatConfiguredStrategyIdentity = (strategy) => `${strategy.strategyName}@v${strategy.version}[${strategy.controlState}]`;
+var getConfiguredScopeActiveSymbols = ({
+  trades,
+  deploymentId,
+  strategyNames,
+  universe,
+  accountId,
+  interval
+}) => {
+  const strategyNameSet = new Set(strategyNames);
+  return [
+    ...new Set(
+      trades.filter(
+        (trade) => trade.status === "active" && trade.deploymentId === deploymentId && strategyNameSet.has(trade.strategy) && (trade.universe ?? "crypto") === universe && (!trade.accountId || trade.accountId === accountId) && (!trade.interval || String(trade.interval) === String(interval))
+      ).map(({ symbol }) => symbol)
+    )
+  ].sort();
+};
 var buildConfiguredSignalsScopes = ({
   connectorName,
   deployment,
@@ -5051,21 +5100,30 @@ var buildConfiguredSignalsScopes = ({
   });
   const groups = /* @__PURE__ */ new Map();
   for (const strategy of strategies) {
+    const selectionIdentity = JSON.stringify({
+      tickers: sorted(strategy.selection?.tickers)
+    });
     const baseKey = [
       connectorName,
       strategy.universe,
       strategy.accountId ?? "default",
-      strategy.interval
+      strategy.interval,
+      selectionIdentity
     ].join(":");
     const group = groups.get(baseKey) ?? {
       scope: {
         connectorName,
         universe: strategy.universe,
         accountId: strategy.accountId,
-        interval: strategy.interval
+        interval: strategy.interval,
+        strategyNames: [],
+        ...strategy.selection ? {
+          selection: { tickers: [...strategy.selection.tickers] }
+        } : {}
       },
       strategyIdentities: []
     };
+    group.scope.strategyNames.push(strategy.strategyName);
     group.strategyIdentities.push(formatConfiguredStrategyIdentity(strategy));
     groups.set(baseKey, group);
   }
@@ -5073,7 +5131,10 @@ var buildConfiguredSignalsScopes = ({
     key: [baseKey, deploymentIdentity, ...group.strategyIdentities.sort()].join(
       ":"
     ),
-    scope: group.scope
+    scope: {
+      ...group.scope,
+      strategyNames: [...group.scope.strategyNames].sort()
+    }
   }));
 };
 
@@ -5186,6 +5247,10 @@ var createSignalsRunner = (config2) => {
       interval: runtimeInterval,
       intervalMs: runtimeIntervalMs,
       deployment,
+      ...scope.strategyNames ? { strategyNames: [...scope.strategyNames] } : {},
+      ...scope.selection ? {
+        selection: { tickers: [...scope.selection.tickers] }
+      } : {},
       startedAt: Date.now(),
       marketConnector,
       btcReferences,
@@ -5215,13 +5280,31 @@ var createSignalsRunner = (config2) => {
         btcReferences,
         lifecycle,
         interval: interval2,
-        intervalMs
+        intervalMs,
+        strategyNames,
+        selection
       } = session;
       const universe = sessionUniverse ?? marketConnector.universe ?? "crypto";
+      const selectedActiveSymbols = !config2.tickers && selection?.tickers?.length && strategyNames?.length ? getConfiguredScopeActiveSymbols({
+        trades: await loadRuntimeActiveTrades(config2.userName),
+        deploymentId: deployment?.id ?? "",
+        strategyNames,
+        universe,
+        accountId,
+        interval: interval2
+      }) : [];
+      const selectedTickers = selection?.tickers ? [.../* @__PURE__ */ new Set([...selection.tickers, ...selectedActiveSymbols])] : void 0;
+      if (selectedActiveSymbols.length) {
+        import_logger4.logger.info(
+          import_chalk7.default.gray(
+            `strategy selection retained active symbols: ${selectedActiveSymbols.join(", ")}`
+          )
+        );
+      }
       const tickers = await timeOperation2("tickers load", () => {
         const baseArgs = [
           marketConnector,
-          config2.tickers || deployment?.tickers?.join(","),
+          config2.tickers || selectedTickers?.join(",") || deployment?.tickers?.join(","),
           config2.exclude,
           config2.tickersLimit,
           config2.chunk
@@ -5248,8 +5331,8 @@ var createSignalsRunner = (config2) => {
       }
       const projectConfig = await (0, import_cli2.loadTradejsConfig)(projectRoot);
       projectHooks = projectConfig.hooks;
-      const currentTimestamp = (0, import_time2.getTimestamp)();
-      const preloadStart = (0, import_time2.getTimestamp)(import_constants3.SIGNALS_CLI_PRELOAD_DAYS);
+      const currentTimestamp = (0, import_time3.getTimestamp)();
+      const preloadStart = (0, import_time3.getTimestamp)(import_constants3.SIGNALS_CLI_PRELOAD_DAYS);
       if (!config2.cacheOnly && session.klineFeed) {
         const expectedSymbols = universe === "crypto" ? [.../* @__PURE__ */ new Set([...tickers, "BTCUSDT", "ETHUSDT"])] : tickers;
         session.klineFeed.setSubscriptions(expectedSymbols);
@@ -5364,7 +5447,7 @@ var createSignalsRunner = (config2) => {
       const primaryEthByTimestamp = new Map(
         primaryEthClosedData.map((candle) => [candle.timestamp, candle])
       );
-      const runtimeStrategies = await (0, import_runtimeStrategies.loadResolvedRuntimeStrategies)({
+      const configuredRuntimeStrategies = await (0, import_runtimeStrategies.loadResolvedRuntimeStrategies)({
         userName: config2.userName,
         projectRoot,
         deploymentId: deployment?.id ?? "",
@@ -5372,6 +5455,10 @@ var createSignalsRunner = (config2) => {
         accountId,
         interval: interval2
       });
+      const selectedStrategyNames = strategyNames?.length ? new Set(strategyNames) : null;
+      const runtimeStrategies = selectedStrategyNames ? configuredRuntimeStrategies.filter(
+        ({ strategyName }) => selectedStrategyNames.has(strategyName)
+      ) : configuredRuntimeStrategies;
       if (!runtimeStrategies.length) {
         lifecycle.clear();
         import_logger4.logger.warn(

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "3.1.10",
+  "version": "3.1.11-beta.216",
   "description": "Official CLI for the TradeJS TypeScript framework: infra setup, backtests, signals, bots, and ML workflows.",
   "keywords": [
     "tradejs",
@@ -32,13 +32,13 @@
     "tradejs": "dist/cli.js"
   },
   "dependencies": {
-    "@tradejs/connectors": "^3.1.10",
-    "@tradejs/core": "^3.1.10",
-    "@tradejs/indicators": "^3.1.10",
-    "@tradejs/infra": "^3.1.10",
-    "@tradejs/node": "^3.1.10",
+    "@tradejs/connectors": "^3.1.11-beta.216",
+    "@tradejs/core": "^3.1.11-beta.216",
+    "@tradejs/indicators": "^3.1.11-beta.216",
+    "@tradejs/infra": "^3.1.11-beta.216",
+    "@tradejs/node": "^3.1.11-beta.216",
     "@tradejs/strategy-kit": "^3.0.0",
-    "@tradejs/types": "^3.1.10",
+    "@tradejs/types": "^3.1.11-beta.216",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",