@tradejs/cli 3.1.26 → 3.1.27-beta.247

package/dist/scripts/runtimeScorecard.js

@@ -758,6 +758,20 @@ var countBy = (items, getter) => {
     Object.entries(counts).sort(([left], [right]) => left.localeCompare(right))
   );
 };
+var resolveGateDecision = (evaluation) => {
+  const analysis = asRecord2(evaluation.aiAnalysis);
+  const explicit = finiteString(analysis?.gateDecision);
+  if (explicit === "approved" || explicit === "rejected") {
+    return { decision: explicit, source: "gate_decision" };
+  }
+  if (typeof analysis?.approved === "boolean") {
+    return {
+      decision: analysis.approved ? "approved" : "rejected",
+      source: "legacy_approved_fallback"
+    };
+  }
+  return null;
+};
 var buildDistributions = ({
   evaluations,
   signals
@@ -938,18 +952,15 @@ var buildRuntimeScorecard = ({
   const signalEvaluations = rows.evaluations.filter(
     (evaluation) => evaluation.status === "signal"
   );
-  const gateDecisions = signalEvaluations.map((evaluation) => ({
-    evaluation,
-    decision: finiteString(asRecord2(evaluation.aiAnalysis)?.gateDecision)
-  })).filter(
-    ({ decision }) => decision === "approved" || decision === "rejected"
+  const gateDecisions = signalEvaluations.map(resolveGateDecision).filter(
+    (decision) => Boolean(decision)
   );
   const llmEligibleEvaluations = llmComparatorPolicy === "disabled" ? [] : llmComparatorPolicy === "ai_approved_only" ? signalEvaluations.filter(
-    (evaluation) => finiteString(asRecord2(evaluation.aiAnalysis)?.gateDecision) === "approved"
+    (evaluation) => resolveGateDecision(evaluation)?.decision === "approved"
   ) : signalEvaluations;
   const gateComparisons = llmEligibleEvaluations.map((evaluation) => {
     const analysis = asRecord2(evaluation.aiAnalysis);
-    const gateDecision = finiteString(analysis?.gateDecision);
+    const gateDecision = resolveGateDecision(evaluation)?.decision ?? null;
     const llmDecision = finiteString(analysis?.llmDecision);
     if (gateDecision !== "approved" && gateDecision !== "rejected" || llmDecision !== "approved" && llmDecision !== "rejected") {
       return null;
@@ -984,6 +995,27 @@ var buildRuntimeScorecard = ({
   };
   const actualSlippageBps = averageSampleMetric("signalToFillAdverseBps");
   const residualVsModelBps = averageSampleMetric("residualVsCurrentModelBps");
+  const signalToArrivalAdverseBps = averageSampleMetric(
+    "signalToArrivalAdverseBps"
+  );
+  const arrivalToFillAdverseBps = averageSampleMetric(
+    "arrivalToFillAdverseBps"
+  );
+  const averageSignalCloseToSubmitMs = averageSampleMetric(
+    "signalCloseToSubmitMs"
+  );
+  const averageSubmitToFillMs = averageSampleMetric("submitToFillMs");
+  const fullTelemetryTrades = calibrationSamples.filter(
+    (sample) => finiteString(sample.telemetryQuality) === "full"
+  ).length;
+  const arrivalQuoteTrades = calibrationSamples.filter(
+    (sample) => finiteNumber(sample.arrivalMid) != null
+  ).length;
+  const arrivalQuoteCoverage = calibrationSamples.length ? round(arrivalQuoteTrades / calibrationSamples.length) : null;
+  const hasTelemetryQuality = calibrationSamples.some(
+    (sample) => finiteString(sample.telemetryQuality) != null
+  );
+  const maximumSignalCloseToSubmitMs = thresholds.maximumSignalCloseToSubmitMs ?? 3e4;
   const prospective = getProspectiveSummary(prospectiveEvidenceArtifact);
   const historyTrades = dedupeTrades([
     ...scopedHistoryArtifacts,
@@ -1040,7 +1072,28 @@ var buildRuntimeScorecard = ({
     reactions.push({
       code: "SLIPPAGE_DRIFT",
       severity: "warning",
-      message: `Execution residual ${round(residualVsModelBps, 2)} bps exceeds ${thresholds.maximumSlippageResidualBps} bps.`
+      message: `Signal-close-to-fill residual ${round(residualVsModelBps, 2)} bps exceeds ${thresholds.maximumSlippageResidualBps} bps.`
+    });
+  }
+  if (averageSignalCloseToSubmitMs != null && averageSignalCloseToSubmitMs > maximumSignalCloseToSubmitMs) {
+    reactions.push({
+      code: "PRE_SUBMIT_LATENCY",
+      severity: "warning",
+      message: `Average signal-close-to-submit latency ${round(averageSignalCloseToSubmitMs, 3)} ms exceeds ${maximumSignalCloseToSubmitMs} ms.`
+    });
+  }
+  if (hasTelemetryQuality && calibrationSamples.length > 0 && fullTelemetryTrades < calibrationSamples.length) {
+    reactions.push({
+      code: "EXECUTION_TELEMETRY_INCOMPLETE",
+      severity: "info",
+      message: `Full arrival and fill telemetry is available for ${fullTelemetryTrades}/${calibrationSamples.length} trades.`
+    });
+  }
+  if (riskDecisions.some((decision) => decision.status === "rejected")) {
+    reactions.push({
+      code: "RISK_PLAN_EXCEEDS_DECLARED_LIMIT",
+      severity: "warning",
+      message: "At least one observed order plan exceeds its declared MAX_LOSS_VALUE; telemetry is not yet enforced."
     });
   }
   if (sevenDay.closedTrades >= thresholds.minimumClosedTrades && sevenDay.expectancy != null && sevenDay.expectancy < thresholds.minimumExpectancy) {
@@ -1069,7 +1122,10 @@ var buildRuntimeScorecard = ({
     deployment: deploymentBinding,
     lineage: runtimeLineage,
     promotionStatus,
-    thresholds,
+    thresholds: {
+      ...thresholds,
+      maximumSignalCloseToSubmitMs
+    },
     funnel: {
       evaluations: rows.evaluations.length,
       coreCandidates: signalEvaluations.length,
@@ -1081,25 +1137,38 @@ var buildRuntimeScorecard = ({
         rejected: gateDecisions.filter(
           ({ decision }) => decision === "rejected"
         ).length,
-        coverage: signalEvaluations.length ? round(gateDecisions.length / signalEvaluations.length) : null
+        coverage: signalEvaluations.length ? round(gateDecisions.length / signalEvaluations.length) : null,
+        legacyApprovedFallback: gateDecisions.filter(
+          ({ source }) => source === "legacy_approved_fallback"
+        ).length
       },
       allocator: {
         available: allocatorDecisions.length > 0,
         approved: allocatorDecisions.filter(
-          (decision) => decision.decision === "approved"
+          (decision) => decision.status === "approved"
         ).length,
         rejected: allocatorDecisions.filter(
-          (decision) => decision.decision === "rejected"
+          (decision) => decision.status === "rejected"
+        ).length,
+        notApplicable: allocatorDecisions.filter(
+          (decision) => decision.status === "not_applicable"
+        ).length,
+        unavailable: allocatorDecisions.filter(
+          (decision) => decision.status === "unavailable"
         ).length
       },
       risk: {
         available: riskDecisions.length > 0,
         approved: riskDecisions.filter(
-          (decision) => decision.decision === "approved"
+          (decision) => decision.status === "approved"
         ).length,
         rejected: riskDecisions.filter(
-          (decision) => decision.decision === "rejected"
-        ).length
+          (decision) => decision.status === "rejected"
+        ).length,
+        unavailable: riskDecisions.filter(
+          (decision) => decision.status === "unavailable"
+        ).length,
+        enforced: riskDecisions.some((decision) => decision.enforced === true)
       },
       orderAttempts: orderAttempts.length,
       orderFailures: orderAttempts.filter(
@@ -1161,8 +1230,16 @@ var buildRuntimeScorecard = ({
     },
     execution: {
       available: actualSlippageBps != null || residualVsModelBps != null,
+      metricScope: arrivalToFillAdverseBps == null ? "signal_close_to_fill" : "signal_and_exchange_components",
+      samples: calibrationSamples.length,
+      fullTelemetryTrades,
+      arrivalQuoteCoverage,
       actualSignalToFillSlippageBps: actualSlippageBps,
-      residualVsCurrentModelBps: residualVsModelBps
+      residualVsCurrentModelBps: residualVsModelBps,
+      signalToArrivalAdverseBps,
+      arrivalToFillAdverseBps,
+      averageSignalCloseToSubmitMs,
+      averageSubmitToFillMs
     },
     prospective,
     rolling,
@@ -1216,10 +1293,10 @@ Window: ${new Date(scorecard.window.startTime).toISOString()} \u2014 ${new Date(
 
 - Evaluations: ${scorecard.funnel.evaluations}
 - Core candidates: ${scorecard.funnel.coreCandidates}
-- Gate approvals/rejects: ${scorecard.funnel.gate.approved}/${scorecard.funnel.gate.rejected}
+- Gate approvals/rejects: ${scorecard.funnel.gate.approved}/${scorecard.funnel.gate.rejected} (legacy fallback: ${scorecard.funnel.gate.legacyApprovedFallback})
 - AI / LLM disagreement: ${scorecard.gateComparison.disagreements}/${scorecard.gateComparison.compared}
-- Allocator approvals/rejects: ${scorecard.funnel.allocator.available ? `${scorecard.funnel.allocator.approved}/${scorecard.funnel.allocator.rejected}` : "unavailable"}
-- Risk approvals/rejects: ${scorecard.funnel.risk.available ? `${scorecard.funnel.risk.approved}/${scorecard.funnel.risk.rejected}` : "unavailable"}
+- Runtime admission approved/rejected/not-applicable: ${scorecard.funnel.allocator.available ? `${scorecard.funnel.allocator.approved}/${scorecard.funnel.allocator.rejected}/${scorecard.funnel.allocator.notApplicable}` : "unavailable"}
+- Risk assessment within/exceeds/unavailable: ${scorecard.funnel.risk.available ? `${scorecard.funnel.risk.approved}/${scorecard.funnel.risk.rejected}/${scorecard.funnel.risk.unavailable}` : "unavailable"} (enforced: ${scorecard.funnel.risk.enforced})
 - Order attempts/failures: ${scorecard.funnel.orderAttempts}/${scorecard.funnel.orderFailures}
 - Fills: ${scorecard.funnel.fills}
 - Closed trades: ${scorecard.funnel.closedTrades}
@@ -1228,8 +1305,14 @@ Window: ${new Date(scorecard.window.startTime).toISOString()} \u2014 ${new Date(
 
 - Parity: ${scorecard.parity.ratio == null ? "n/a" : `${round(scorecard.parity.ratio * 100, 2)}%`}
 - Runtime/replay mismatches: ${scorecard.parity.backtestOnly + scorecard.parity.runtimeOnly}
-- Actual signal-to-fill slippage: ${scorecard.execution.actualSignalToFillSlippageBps ?? "n/a"} bps
+- Execution metric scope: ${scorecard.execution.metricScope}
+- Telemetry samples/full/arrival coverage: ${scorecard.execution.samples}/${scorecard.execution.fullTelemetryTrades}/${scorecard.execution.arrivalQuoteCoverage == null ? "n/a" : `${round(scorecard.execution.arrivalQuoteCoverage * 100, 2)}%`}
+- Signal-close-to-fill adverse move: ${scorecard.execution.actualSignalToFillSlippageBps ?? "n/a"} bps
+- Signal-to-arrival adverse move: ${scorecard.execution.signalToArrivalAdverseBps ?? "n/a"} bps
+- Arrival-to-fill exchange slippage: ${scorecard.execution.arrivalToFillAdverseBps ?? "n/a"} bps
 - Residual vs current model: ${scorecard.execution.residualVsCurrentModelBps ?? "n/a"} bps
+- Average signal-close-to-submit: ${scorecard.execution.averageSignalCloseToSubmitMs ?? "n/a"} ms
+- Average submit-to-fill: ${scorecard.execution.averageSubmitToFillMs ?? "n/a"} ms
 
 ## Rolling performance
 
@@ -1938,6 +2021,11 @@ import_args.default.option(
   "Maximum acceptable execution residual in bps",
   3
 );
+import_args.default.option(
+  ["L", "maximumSignalCloseToSubmitMs"],
+  "Maximum acceptable average signal-close-to-submit latency in milliseconds",
+  3e4
+);
 import_args.default.option(
   ["T", "minimumClosedTrades"],
   "Minimum 7d closed trades for expectancy reactions",
@@ -2030,6 +2118,7 @@ var runtimeScorecard = async () => {
     thresholds: {
       minimumParityRatio: Number(flags.minimumParityRatio),
       maximumSlippageResidualBps: Number(flags.maximumSlippageResidualBps),
+      maximumSignalCloseToSubmitMs: Number(flags.maximumSignalCloseToSubmitMs),
       minimumClosedTrades: Number(flags.minimumClosedTrades),
       minimumExpectancy: Number(flags.minimumExpectancy)
     },

package/dist/scripts/signals.js

@@ -3778,7 +3778,38 @@ var import_logger = require("@tradejs/infra/logger");
 
 // src/lib/runtimeSignalsStorage.ts
 var import_constants2 = require("@tradejs/core/constants");
+var import_data = require("@tradejs/core/data");
 var import_time2 = require("@tradejs/core/time");
+var appendRuntimeSignalEvaluationRun = (runs = [], evaluation) => {
+  if (evaluation.status !== "skip") {
+    return [...runs];
+  }
+  const stepMs = (0, import_data.intervalToMs)(evaluation.interval);
+  const reason = evaluation.reason?.trim() || "NO_SIGNAL";
+  const existing = runs.find(
+    (run) => run.status === "skip" && run.reason === reason && run.stepMs === stepMs && evaluation.timestamp >= run.firstTimestamp && evaluation.timestamp <= run.lastTimestamp && (evaluation.timestamp - run.firstTimestamp) % stepMs === 0
+  );
+  if (existing) {
+    return [...runs];
+  }
+  const last = runs.at(-1);
+  if (last?.status === "skip" && last.reason === reason && last.stepMs === stepMs && evaluation.timestamp === last.lastTimestamp + stepMs) {
+    return [
+      ...runs.slice(0, -1),
+      { ...last, lastTimestamp: evaluation.timestamp }
+    ];
+  }
+  return [
+    ...runs,
+    {
+      status: "skip",
+      reason,
+      firstTimestamp: evaluation.timestamp,
+      lastTimestamp: evaluation.timestamp,
+      stepMs
+    }
+  ];
+};
 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;
@@ -4091,6 +4122,10 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
         lastTimestamp: Math.max(
           existing?.lastTimestamp ?? evaluation.timestamp,
           evaluation.timestamp
+        ),
+        evaluationRuns: appendRuntimeSignalEvaluationRun(
+          existing?.evaluationRuns,
+          evaluation
         )
       };
       runtimeLineageScopeCache.set(cacheKey, scope);
@@ -4812,6 +4847,8 @@ var createSignalsTickerEvaluator = ({
       orderStatus: signal.orderStatus,
       orderSkipReason: signal.orderSkipReason,
       ...signal.aiAnalysis ? { aiAnalysis: signal.aiAnalysis } : {},
+      ...signal.allocatorDecision ? { allocatorDecision: signal.allocatorDecision } : {},
+      ...signal.riskDecision ? { riskDecision: signal.riskDecision } : {},
       ...signal.ml ? { ml: signal.ml } : {}
     });
     import_logger3.logger.info("Signal found %s by strategy %s", symbol, strategyName);

package/dist/scripts/signalsDaemon.js

@@ -3776,7 +3776,38 @@ var import_logger = require("@tradejs/infra/logger");
 
 // src/lib/runtimeSignalsStorage.ts
 var import_constants2 = require("@tradejs/core/constants");
+var import_data = require("@tradejs/core/data");
 var import_time2 = require("@tradejs/core/time");
+var appendRuntimeSignalEvaluationRun = (runs = [], evaluation) => {
+  if (evaluation.status !== "skip") {
+    return [...runs];
+  }
+  const stepMs = (0, import_data.intervalToMs)(evaluation.interval);
+  const reason = evaluation.reason?.trim() || "NO_SIGNAL";
+  const existing = runs.find(
+    (run) => run.status === "skip" && run.reason === reason && run.stepMs === stepMs && evaluation.timestamp >= run.firstTimestamp && evaluation.timestamp <= run.lastTimestamp && (evaluation.timestamp - run.firstTimestamp) % stepMs === 0
+  );
+  if (existing) {
+    return [...runs];
+  }
+  const last = runs.at(-1);
+  if (last?.status === "skip" && last.reason === reason && last.stepMs === stepMs && evaluation.timestamp === last.lastTimestamp + stepMs) {
+    return [
+      ...runs.slice(0, -1),
+      { ...last, lastTimestamp: evaluation.timestamp }
+    ];
+  }
+  return [
+    ...runs,
+    {
+      status: "skip",
+      reason,
+      firstTimestamp: evaluation.timestamp,
+      lastTimestamp: evaluation.timestamp,
+      stepMs
+    }
+  ];
+};
 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;
@@ -4089,6 +4120,10 @@ var flushRuntimeSignalEvaluations = async (evaluations) => {
         lastTimestamp: Math.max(
           existing?.lastTimestamp ?? evaluation.timestamp,
           evaluation.timestamp
+        ),
+        evaluationRuns: appendRuntimeSignalEvaluationRun(
+          existing?.evaluationRuns,
+          evaluation
         )
       };
       runtimeLineageScopeCache.set(cacheKey, scope);
@@ -4810,6 +4845,8 @@ var createSignalsTickerEvaluator = ({
       orderStatus: signal.orderStatus,
       orderSkipReason: signal.orderSkipReason,
       ...signal.aiAnalysis ? { aiAnalysis: signal.aiAnalysis } : {},
+      ...signal.allocatorDecision ? { allocatorDecision: signal.allocatorDecision } : {},
+      ...signal.riskDecision ? { riskDecision: signal.riskDecision } : {},
       ...signal.ml ? { ml: signal.ml } : {}
     });
     import_logger3.logger.info("Signal found %s by strategy %s", symbol, strategyName);

package/dist/scripts/signalsSummary.js

@@ -436,6 +436,7 @@ var import_redis3 = require("@tradejs/infra/redis");
 
 // src/lib/runtimeSignalsStorage.ts
 var import_constants2 = require("@tradejs/core/constants");
+var import_data = require("@tradejs/core/data");
 var import_time3 = require("@tradejs/core/time");
 var isRuntimeSignalBucketRef = (value) => {
   if (!value || typeof value !== "object") {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "3.1.26",
+  "version": "3.1.27-beta.247",
   "description": "Official CLI for the TradeJS TypeScript framework: infra setup, backtests, signals, bots, and ML workflows.",
   "keywords": [
     "tradejs",
@@ -36,13 +36,13 @@
     "tradejs": "dist/cli.js"
   },
   "dependencies": {
-    "@tradejs/connectors": "^3.1.26",
-    "@tradejs/core": "^3.1.26",
-    "@tradejs/indicators": "^3.1.26",
-    "@tradejs/infra": "^3.1.26",
-    "@tradejs/node": "^3.1.26",
+    "@tradejs/connectors": "^3.1.27-beta.247",
+    "@tradejs/core": "^3.1.27-beta.247",
+    "@tradejs/indicators": "^3.1.27-beta.247",
+    "@tradejs/infra": "^3.1.27-beta.247",
+    "@tradejs/node": "^3.1.27-beta.247",
     "@tradejs/strategy-kit": "3.0.4",
-    "@tradejs/types": "^3.1.26",
+    "@tradejs/types": "^3.1.27-beta.247",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",