@tradejs/cli 3.1.29-beta.266 → 3.1.29-beta.268

package/dist/cli.js

@@ -28332,7 +28332,12 @@ var init_artifacts = __esm({
           "controlPnl",
           "candidatePnl",
           "pnlDelta",
-          "exitReasonChanged"
+          "controlExitReason",
+          "candidateExitReason",
+          "exitReasonChanged",
+          "controlExitCode",
+          "candidateExitCode",
+          "exitCodeChanged"
         ].map(csv).join(",") + "\n"
       );
       for (const comparison of params.comparisons) {
@@ -28350,7 +28355,12 @@ var init_artifacts = __esm({
               pair.control.netProfit,
               pair.candidate.netProfit,
               pair.pnlDelta,
-              pair.exitReasonChanged
+              pair.control.exitReason,
+              pair.candidate.exitReason,
+              pair.exitReasonChanged,
+              pair.control.exitCode,
+              pair.candidate.exitCode,
+              pair.exitCodeChanged
             ].map(csv).join(",") + "\n"
           );
         }
@@ -28995,6 +29005,7 @@ var init_comparison = __esm({
             candidate: candidateTrade,
             pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
             exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+            exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
             entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
             exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
           });
@@ -29212,6 +29223,7 @@ var init_dataset2 = __esm({
           "totalSlippageCost"
         ),
         exitReason: result.exitReason,
+        ...result.exitCode ? { exitCode: result.exitCode } : {},
         regime: resolveCoreResearchRegime(row)
       };
     };
@@ -29255,7 +29267,7 @@ var init_dataset2 = __esm({
         }
         const primary = primaryRows[0];
         if (cycle.some(
-          (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+          (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
         )) {
           throw new Error(
             `Position cycle ${identity} contains inconsistent final exits`
@@ -29444,7 +29456,7 @@ var init_report = __esm({
       )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml4(entry.id)}</span>`).join("")}</div>`;
     };
     comparisonCards = (comparisons) => comparisons.map(
-      (comparison) => `<article class="card"><h3>${escapeHtml4(comparison.candidateId)} vs ${escapeHtml4(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format2(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format2(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format2(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format2(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format2(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format2(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml4(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+      (comparison) => `<article class="card"><h3>${escapeHtml4(comparison.candidateId)} vs ${escapeHtml4(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format2(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format2(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format2(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format2(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format2(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format2(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml4(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
     ).join("");
     regimeRows = (variants) => {
       const keys = [
@@ -29458,7 +29470,7 @@ var init_report = __esm({
       ).join("");
     };
     traceRows = (variants) => variants.map(
-      (variant) => `<tr><td>${escapeHtml4(variant.variant.label)}</td><td>${escapeHtml4(variant.reconciliation.status)}</td><td>${escapeHtml4(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml4(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+      (variant) => `<tr><td>${escapeHtml4(variant.variant.label)}</td><td>${escapeHtml4(variant.reconciliation.status)}</td><td>${escapeHtml4(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml4(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
     ).join("");
     buildCoreResearchHtml = (params) => {
       const { spec, result, tradesByVariant } = params;
@@ -29484,7 +29496,7 @@ var init_report = __esm({
         ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml4(key)}: ${value}</span>`
       ).join(
         ""
-      )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml4(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml4(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+      )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml4(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml4(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
     };
   }
 });
@@ -29786,8 +29798,9 @@ var init_trace = __esm({
     import_promises24 = __toESM(require("fs/promises"));
     import_node_path18 = __toESM(require("path"));
     summarizeCoreResearchTrace = async (filePaths = []) => {
-      const events = {};
-      const skipCounts = {};
+      const events = /* @__PURE__ */ Object.create(null);
+      const skipCounts = /* @__PURE__ */ Object.create(null);
+      const exitCodes = /* @__PURE__ */ Object.create(null);
       for (const inputPath of filePaths) {
         const filePath = import_node_path18.default.resolve(inputPath);
         const text = await import_promises24.default.readFile(filePath, "utf8");
@@ -29807,6 +29820,9 @@ var init_trace = __esm({
               skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
             }
           }
+          if (event.event === "position_exited" && event.exitCode) {
+            exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+          }
         }
       }
       return {
@@ -29815,6 +29831,11 @@ var init_trace = __esm({
           Object.entries(skipCounts).sort(
             ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
           )
+        ),
+        exitCodes: Object.fromEntries(
+          Object.entries(exitCodes).sort(
+            ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+          )
         )
       };
     };

package/dist/lib/coreResearch.js

@@ -691,7 +691,12 @@ var writeCoreResearchMatches = async (params) => {
       "controlPnl",
       "candidatePnl",
       "pnlDelta",
-      "exitReasonChanged"
+      "controlExitReason",
+      "candidateExitReason",
+      "exitReasonChanged",
+      "controlExitCode",
+      "candidateExitCode",
+      "exitCodeChanged"
     ].map(csv).join(",") + "\n"
   );
   for (const comparison of params.comparisons) {
@@ -709,7 +714,12 @@ var writeCoreResearchMatches = async (params) => {
           pair.control.netProfit,
           pair.candidate.netProfit,
           pair.pnlDelta,
-          pair.exitReasonChanged
+          pair.control.exitReason,
+          pair.candidate.exitReason,
+          pair.exitReasonChanged,
+          pair.control.exitCode,
+          pair.candidate.exitCode,
+          pair.exitCodeChanged
         ].map(csv).join(",") + "\n"
       );
     }
@@ -1326,6 +1336,7 @@ var compareCoreResearchVariants = (params) => {
         candidate: candidateTrade,
         pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
         exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+        exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
         entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
         exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
       });
@@ -1537,6 +1548,7 @@ var normalizeCompletedTrade = (params) => {
       "totalSlippageCost"
     ),
     exitReason: result.exitReason,
+    ...result.exitCode ? { exitCode: result.exitCode } : {},
     regime: resolveCoreResearchRegime(row)
   };
 };
@@ -1580,7 +1592,7 @@ var aggregatePositionCycles = (trades) => {
     }
     const primary = primaryRows[0];
     if (cycle.some(
-      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
     )) {
       throw new Error(
         `Position cycle ${identity} contains inconsistent final exits`
@@ -1762,7 +1774,7 @@ var buildCurveSvg = (tradesByVariant, cohort, curve) => {
   )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml(entry.id)}</span>`).join("")}</div>`;
 };
 var comparisonCards = (comparisons) => comparisons.map(
-  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
 ).join("");
 var regimeRows = (variants) => {
   const keys = [
@@ -1776,7 +1788,7 @@ var regimeRows = (variants) => {
   ).join("");
 };
 var traceRows = (variants) => variants.map(
-  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
 ).join("");
 var buildCoreResearchHtml = (params) => {
   const { spec, result, tradesByVariant } = params;
@@ -1802,7 +1814,7 @@ var buildCoreResearchHtml = (params) => {
     ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml(key)}: ${value}</span>`
   ).join(
     ""
-  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
 };
 
 // src/lib/backtest/checkpoint.ts
@@ -2108,8 +2120,9 @@ var applyCoreResearchRobustnessGuardrails = (params) => {
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path4 = __toESM(require("path"));
 var summarizeCoreResearchTrace = async (filePaths = []) => {
-  const events = {};
-  const skipCounts = {};
+  const events = /* @__PURE__ */ Object.create(null);
+  const skipCounts = /* @__PURE__ */ Object.create(null);
+  const exitCodes = /* @__PURE__ */ Object.create(null);
   for (const inputPath of filePaths) {
     const filePath = import_node_path4.default.resolve(inputPath);
     const text = await import_promises3.default.readFile(filePath, "utf8");
@@ -2129,6 +2142,9 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
           skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
         }
       }
+      if (event.event === "position_exited" && event.exitCode) {
+        exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+      }
     }
   }
   return {
@@ -2137,6 +2153,11 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
       Object.entries(skipCounts).sort(
         ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
       )
+    ),
+    exitCodes: Object.fromEntries(
+      Object.entries(exitCodes).sort(
+        ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+      )
     )
   };
 };

package/dist/scripts/coreResearch.js

@@ -682,7 +682,12 @@ var writeCoreResearchMatches = async (params) => {
       "controlPnl",
       "candidatePnl",
       "pnlDelta",
-      "exitReasonChanged"
+      "controlExitReason",
+      "candidateExitReason",
+      "exitReasonChanged",
+      "controlExitCode",
+      "candidateExitCode",
+      "exitCodeChanged"
     ].map(csv).join(",") + "\n"
   );
   for (const comparison of params.comparisons) {
@@ -700,7 +705,12 @@ var writeCoreResearchMatches = async (params) => {
           pair.control.netProfit,
           pair.candidate.netProfit,
           pair.pnlDelta,
-          pair.exitReasonChanged
+          pair.control.exitReason,
+          pair.candidate.exitReason,
+          pair.exitReasonChanged,
+          pair.control.exitCode,
+          pair.candidate.exitCode,
+          pair.exitCodeChanged
         ].map(csv).join(",") + "\n"
       );
     }
@@ -1317,6 +1327,7 @@ var compareCoreResearchVariants = (params) => {
         candidate: candidateTrade,
         pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
         exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+        exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
         entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
         exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
       });
@@ -1528,6 +1539,7 @@ var normalizeCompletedTrade = (params) => {
       "totalSlippageCost"
     ),
     exitReason: result.exitReason,
+    ...result.exitCode ? { exitCode: result.exitCode } : {},
     regime: resolveCoreResearchRegime(row)
   };
 };
@@ -1571,7 +1583,7 @@ var aggregatePositionCycles = (trades) => {
     }
     const primary = primaryRows[0];
     if (cycle.some(
-      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
     )) {
       throw new Error(
         `Position cycle ${identity} contains inconsistent final exits`
@@ -1753,7 +1765,7 @@ var buildCurveSvg = (tradesByVariant, cohort, curve) => {
   )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml(entry.id)}</span>`).join("")}</div>`;
 };
 var comparisonCards = (comparisons) => comparisons.map(
-  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
 ).join("");
 var regimeRows = (variants) => {
   const keys = [
@@ -1767,7 +1779,7 @@ var regimeRows = (variants) => {
   ).join("");
 };
 var traceRows = (variants) => variants.map(
-  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
 ).join("");
 var buildCoreResearchHtml = (params) => {
   const { spec, result, tradesByVariant } = params;
@@ -1793,7 +1805,7 @@ var buildCoreResearchHtml = (params) => {
     ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml(key)}: ${value}</span>`
   ).join(
     ""
-  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
 };
 
 // src/lib/backtest/checkpoint.ts
@@ -2099,8 +2111,9 @@ var applyCoreResearchRobustnessGuardrails = (params) => {
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path4 = __toESM(require("path"));
 var summarizeCoreResearchTrace = async (filePaths = []) => {
-  const events = {};
-  const skipCounts = {};
+  const events = /* @__PURE__ */ Object.create(null);
+  const skipCounts = /* @__PURE__ */ Object.create(null);
+  const exitCodes = /* @__PURE__ */ Object.create(null);
   for (const inputPath of filePaths) {
     const filePath = import_node_path4.default.resolve(inputPath);
     const text = await import_promises3.default.readFile(filePath, "utf8");
@@ -2120,6 +2133,9 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
           skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
         }
       }
+      if (event.event === "position_exited" && event.exitCode) {
+        exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+      }
     }
   }
   return {
@@ -2128,6 +2144,11 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
       Object.entries(skipCounts).sort(
         ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
       )
+    ),
+    exitCodes: Object.fromEntries(
+      Object.entries(exitCodes).sort(
+        ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+      )
     )
   };
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "3.1.29-beta.266",
+  "version": "3.1.29-beta.268",
   "description": "Official CLI for the TradeJS TypeScript framework: infra setup, backtests, signals, bots, and ML workflows.",
   "keywords": [
     "tradejs",
@@ -37,13 +37,13 @@
     "tradejs": "dist/cli.js"
   },
   "dependencies": {
-    "@tradejs/connectors": "^3.1.29-beta.266",
-    "@tradejs/core": "^3.1.29-beta.266",
-    "@tradejs/indicators": "^3.1.29-beta.266",
-    "@tradejs/infra": "^3.1.29-beta.266",
-    "@tradejs/node": "^3.1.29-beta.266",
+    "@tradejs/connectors": "^3.1.29-beta.268",
+    "@tradejs/core": "^3.1.29-beta.268",
+    "@tradejs/indicators": "^3.1.29-beta.268",
+    "@tradejs/infra": "^3.1.29-beta.268",
+    "@tradejs/node": "^3.1.29-beta.268",
     "@tradejs/strategy-kit": "3.0.6",
-    "@tradejs/types": "^3.1.29-beta.266",
+    "@tradejs/types": "^3.1.29-beta.268",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",