@tradejs/cli 3.1.29-beta.290 → 3.1.29-beta.291

package/dist/lib/aiPocketSearch.js

@@ -34,6 +34,7 @@ __export(aiPocketSearch_exports, {
 module.exports = __toCommonJS(aiPocketSearch_exports);
 
 // src/lib/aiPocketSearch/features.ts
+var import_aiFeatures = require("@tradejs/core/aiFeatures");
 var DAY_MS = 24 * 60 * 60 * 1e3;
 var DAYS_PER_WEEK = 7;
 var DAYS_PER_MONTH = 30.4375;
@@ -402,15 +403,25 @@ var addFlattenedFeatures = ({
   value,
   segments,
   maxDepth,
-  shouldSkipPath = () => false
+  shouldSkipPath = () => false,
+  onFeatureExcluded
 }) => {
   if (!segments.length && !isPlainRecord(value)) {
     return;
   }
-  if (segments.length > maxDepth || isOutcomePath(segments) || shouldSkipPath(segments)) {
+  if (segments.length > maxDepth || isOutcomePath(segments)) {
+    onFeatureExcluded?.({
+      path: segments.join("."),
+      classification: segments.length > maxDepth ? "depth-limit" : "derived-policy"
+    });
     return;
   }
+  if (shouldSkipPath(segments)) return;
   if (Array.isArray(value)) {
+    onFeatureExcluded?.({
+      path: segments.join("."),
+      classification: "unprojected-array"
+    });
     return;
   }
   if (isFeaturePrimitive(value)) {
@@ -432,7 +443,8 @@ var addFlattenedFeatures = ({
       value: child,
       segments: [...segments, key],
       maxDepth,
-      shouldSkipPath
+      shouldSkipPath,
+      onFeatureExcluded
     });
   }
 };
@@ -644,7 +656,10 @@ var collectAiPocketFeatureSnapshot = ({
     value: source,
     segments: [],
     maxDepth: 8,
+    onFeatureExcluded,
     shouldSkipPath: (segments) => {
+      if (segments.join(".") === "additionalIndicators.baseContext.tickerProfile" || segments.join(".") === "additionalIndicators.tickerProfile" || segments.join(".") === "additionalIndicators.portfolioContext")
+        return true;
       if (isOperatorExcluded(segments.join("."))) {
         return true;
       }
@@ -662,6 +677,10 @@ var collectAiPocketFeatureSnapshot = ({
         return true;
       }
       if (featureProfile === "compact" && isCompactFeaturePathSkipped(segments)) {
+        onFeatureExcluded?.({
+          path: segments.join("."),
+          classification: "compact-profile"
+        });
         return true;
       }
       if (featurePolicy !== "causal-stationary") {
@@ -696,6 +715,21 @@ var collectAiPocketFeatureSnapshot = ({
       delete features[key];
     }
   }
+  const registered = payload.featureSnapshot;
+  if (registered) {
+    (0, import_aiFeatures.validateAiFeatureSnapshot)(registered);
+    for (const definition of registered.definitions) {
+      const path = `registered.${definition.id}`;
+      if (isOperatorExcluded(path)) continue;
+      const value = registered.values[definition.id];
+      const classification = definition.role === "outcome" || definition.role === "policy" ? "derived-policy" : definition.role !== "input" ? definition.role : featurePolicy === "causal-stationary" && !definition.stationary ? "raw-nonstationary" : value === null || value === "unknown" ? "data-quality" : "eligible";
+      if (classification !== "eligible") {
+        onFeatureExcluded?.({ path, classification });
+        continue;
+      }
+      features[path] = value;
+    }
+  }
   return { features, featureCoverage };
 };
 var collectAiPocketFeatures = (options) => collectAiPocketFeatureSnapshot(options).features;

package/dist/lib/aiTrainDataset.js

@@ -27,6 +27,7 @@ var extractSignalFromAiDatasetRow = (row) => {
   const { payload } = row;
   return {
     ...payload.signal,
+    aiFeatureReplay: { snapshot: payload.featureSnapshot ?? null },
     strategy: payload.signal.strategy,
     figures: payload.figures ?? {},
     indicators: payload.indicators ?? {},

package/dist/lib/aiTrainEvaluationDump.js

@@ -30,7 +30,9 @@ var BASE_CONTEXT_FEATURE_SECTIONS = [
   "relative",
   "derivatives",
   "mtf",
-  "gateFeatures"
+  "gateFeatures",
+  "tickerProfile",
+  "portfolioContext"
 ];
 var asRecord = (value) => typeof value === "object" && value != null && !Array.isArray(value) ? value : null;
 var collectStrategyGateFeatures = (baseContext) => {
@@ -47,6 +49,7 @@ var pickBaseContextFeatureSections = (baseContext) => Object.fromEntries(
 );
 var buildAiTrainEvaluationFeatureSnapshot = ({
   additionalIndicators,
+  featureSnapshot,
   mode
 }) => {
   if (mode === "none") {
@@ -56,12 +59,14 @@ var buildAiTrainEvaluationFeatureSnapshot = ({
   const baseContext = asRecord(additional?.baseContext);
   if (!baseContext) {
     return {
-      baseContextAvailable: false
+      baseContextAvailable: false,
+      ...featureSnapshot ? { featureSnapshot } : {}
     };
   }
   const strategyGateFeatures = collectStrategyGateFeatures(baseContext);
   const snapshot = {
     baseContextAvailable: true,
+    ...featureSnapshot ? { featureSnapshot } : {},
     gateFeatures: baseContext.gateFeatures ?? null,
     ...strategyGateFeatures ? { strategyGateFeatures } : {}
   };

package/dist/lib/aiTrainResearch.js

@@ -405,6 +405,8 @@ var RESEARCH_CONTEXT_ENV_KEYS = [
   "INTERVAL",
   "DERIVATIVES_CONTEXT_ENABLED",
   "DERIVATIVES_CONTEXT_TARGET_ENABLED",
+  "TICKER_PROFILES_PROVIDER",
+  "TICKER_PROFILES_UNIVERSE",
   "DERIVATIVES_CONTEXT_LOOKBACK_HOURS",
   "DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS",
   "DERIVATIVES_CONTEXT_EXCHANGE_PRIORITY",
@@ -439,13 +441,15 @@ var writeAiTrainResearchSnapshot = async ({
 }) => {
   const resolvedPath = import_node_path2.default.resolve(outputPath);
   await import_promises2.default.mkdir(import_node_path2.default.dirname(resolvedPath), { recursive: true });
-  await import_promises2.default.writeFile(
-    resolvedPath,
-    `${JSON.stringify(result, null, 2)}
-`,
-    "utf8"
-  );
-  return resolvedPath;
+  const bytes = `${JSON.stringify(result)}
+`;
+  await import_promises2.default.writeFile(resolvedPath, bytes, "utf8");
+  return {
+    schema: "tradejs-research-report-receipt/v1",
+    path: resolvedPath,
+    bytes: Buffer.byteLength(bytes),
+    sha256: (0, import_node_crypto2.createHash)("sha256").update(bytes).digest("hex")
+  };
 };
 var normalizeForStableJson = (value) => {
   if (Array.isArray(value)) {

package/dist/lib/coreResearch.js

@@ -66,7 +66,7 @@ var import_node_path = __toESM(require("path"));
 
 // src/lib/coreResearch/types.ts
 var CORE_RESEARCH_SCHEMA = "tradejs-core-research/v1";
-var CORE_RESEARCH_RESULT_SCHEMA = "tradejs-core-research-result/v1";
+var CORE_RESEARCH_RESULT_SCHEMA = "tradejs-core-research-result/v2";
 var CORE_RESEARCH_LEDGER_SCHEMA = "tradejs-core-research-ledger/v1";
 
 // src/lib/coreResearch/io.ts
@@ -740,6 +740,14 @@ var writeCoreResearchTrades = async (params) => {
   }
   await closeOutput(output);
 };
+var summarizeCoreResearchComparison = (comparison) => {
+  const { matchedPairs, ...summary } = comparison;
+  return {
+    ...summary,
+    exitReasonChanges: matchedPairs.filter((pair) => pair.exitReasonChanged).length,
+    exitCodeChanges: matchedPairs.filter((pair) => pair.exitCodeChanged).length
+  };
+};
 
 // src/lib/coreResearch/metrics.ts
 var DAY_MS = 24 * 60 * 60 * 1e3;
@@ -1815,7 +1823,7 @@ 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>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} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+  (comparison) => `<article class="card"><h3>${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>${comparison.exitReasonChanges}</dd><dt>Exit code changes</dt><dd>${comparison.exitCodeChanges}</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 = [
@@ -2472,7 +2480,7 @@ var analyzeCoreResearchPrepared = async (spec, options = {}) => {
       regimeCausality: "signal-time payload.additionalIndicators.baseContext only"
     },
     variants: analyses,
-    comparisons,
+    comparisons: comparisons.map(summarizeCoreResearchComparison),
     multipleTesting: {
       family: spec.hypothesis.family,
       hypotheses: Math.max(comparisons.length, familyHypotheses),
@@ -2505,7 +2513,7 @@ var analyzeCoreResearchPrepared = async (spec, options = {}) => {
     artifactHashes: sourceHashes
   };
   await writeJsonAtomic(paths.resultPath, result);
-  await writeJsonAtomic(paths.comparisonPath, comparisons);
+  await writeJsonAtomic(paths.comparisonPath, result.comparisons);
   await writeCoreResearchMatches({ filePath: paths.matchesPath, comparisons });
   await writeCoreResearchTrades({
     filePath: paths.tradesPath,

package/dist/lib/researchMetricSnapshot.js

@@ -0,0 +1,74 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/lib/researchMetricSnapshot.ts
+var researchMetricSnapshot_exports = {};
+__export(researchMetricSnapshot_exports, {
+  decodeResearchMetricSnapshot: () => decodeResearchMetricSnapshot,
+  encodeResearchMetricSnapshot: () => encodeResearchMetricSnapshot,
+  validatePermanentResearchMetrics: () => validatePermanentResearchMetrics
+});
+module.exports = __toCommonJS(researchMetricSnapshot_exports);
+var import_node_crypto = require("crypto");
+var import_node_zlib = require("zlib");
+var MAX_BYTES = 256 * 1024 * 1024;
+var hash = (bytes) => (0, import_node_crypto.createHash)("sha256").update(bytes).digest("hex");
+var validatePermanentResearchMetrics = (value) => {
+  if (!value || typeof value !== "object") return;
+  for (const [key, child] of Object.entries(value)) {
+    if (["matchedPairs", "tradeRows", "allProjectedLeaves"].includes(key) && Array.isArray(child) && child.length)
+      throw new Error(`Temporary payload ${key} is not a permanent metric`);
+    if (key === "trades" && Array.isArray(child) && child.some(
+      (row) => row && typeof row === "object" && ("signalId" in row || "entryTimestamp" in row)
+    ))
+      throw new Error("Temporary trade records are not permanent metrics");
+    validatePermanentResearchMetrics(child);
+  }
+};
+var encodeResearchMetricSnapshot = (metrics) => {
+  validatePermanentResearchMetrics(metrics);
+  const bytes = Buffer.from(JSON.stringify(metrics));
+  if (bytes.length > MAX_BYTES)
+    throw new Error("Metric snapshot exceeds decoded size limit");
+  return {
+    schema: "tradejs-metric-snapshot/v1",
+    encoding: "gzip+base64",
+    decodedBytes: bytes.length,
+    sha256: hash(bytes),
+    payload: (0, import_node_zlib.gzipSync)(bytes, { level: 9 }).toString("base64")
+  };
+};
+var decodeResearchMetricSnapshot = (snapshot) => {
+  if (!snapshot || typeof snapshot !== "object" || !("schema" in snapshot) || snapshot.schema !== "tradejs-metric-snapshot/v1" || !("encoding" in snapshot) || snapshot.encoding !== "gzip+base64" || !("decodedBytes" in snapshot) || typeof snapshot.decodedBytes !== "number" || !Number.isSafeInteger(snapshot.decodedBytes) || snapshot.decodedBytes <= 0 || snapshot.decodedBytes > MAX_BYTES || !("sha256" in snapshot) || typeof snapshot.sha256 !== "string" || !/^[a-f0-9]{64}$/.test(snapshot.sha256) || !("payload" in snapshot) || typeof snapshot.payload !== "string")
+    throw new Error("Invalid metric snapshot envelope");
+  const bytes = (0, import_node_zlib.gunzipSync)(Buffer.from(snapshot.payload, "base64"), {
+    maxOutputLength: snapshot.decodedBytes
+  });
+  if (bytes.length !== snapshot.decodedBytes || hash(bytes) !== snapshot.sha256)
+    throw new Error("Metric snapshot checksum or size mismatch");
+  const metrics = JSON.parse(bytes.toString("utf8"));
+  validatePermanentResearchMetrics(metrics);
+  return metrics;
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  decodeResearchMetricSnapshot,
+  encodeResearchMetricSnapshot,
+  validatePermanentResearchMetrics
+});