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

package/dist/lib/strategyRelease.js

@@ -1355,12 +1355,18 @@ async function collectReleaseEvidenceReferences(references) {
       }
       const nested = (value) => value != null && typeof value === "object" && !Array.isArray(value) ? value : null;
       const array = (value) => Array.isArray(value) ? value : [];
-      const semanticallyValid = reference.kind === "core_research" ? artifact.schema === "tradejs-core-research-result/v1" || artifact.schema === "tradejs-core-research-manifest/v1" && artifact.status === "completed" : reference.kind === "ai_gate" ? nested(artifact.run)?.mode === "local-deterministic" && nested(artifact.research)?.lineage != null && nested(artifact.outcome) != null : reference.kind === "runtime_parity" ? artifact.reportType === "replay-runtime-evidence" && nested(nested(artifact.replay)?.runtimeComparison) != null : reference.kind === "execution_calibration" ? artifact.reportType === "execution-calibration" && nested(artifact.summary) != null : reference.kind === "runtime_evidence" ? artifact.reportType === "runtime-evidence" : artifact.reportType === "runtime-scorecard";
+      const semanticallyValid = reference.kind === "core_research" ? [
+        "tradejs-core-research-result/v1",
+        "tradejs-core-research-result/v2"
+      ].includes(String(artifact.schema)) || artifact.schema === "tradejs-core-research-manifest/v1" && artifact.status === "completed" : reference.kind === "ai_gate" ? nested(artifact.run)?.mode === "local-deterministic" && nested(artifact.research)?.lineage != null && nested(artifact.outcome) != null : reference.kind === "runtime_parity" ? artifact.reportType === "replay-runtime-evidence" && nested(nested(artifact.replay)?.runtimeComparison) != null : reference.kind === "execution_calibration" ? artifact.reportType === "execution-calibration" && nested(artifact.summary) != null : reference.kind === "runtime_evidence" ? artifact.reportType === "runtime-evidence" : artifact.reportType === "runtime-scorecard";
       assert2(
         semanticallyValid,
         `evidence ${reference.artifactId} does not match ${reference.kind}`
       );
-      if (reference.kind === "core_research" && artifact.schema === "tradejs-core-research-result/v1") {
+      if (reference.kind === "core_research" && [
+        "tradejs-core-research-result/v1",
+        "tradejs-core-research-result/v2"
+      ].includes(String(artifact.schema))) {
         await verifyCompletedCoreResearchBundle({
           artifact,
           resultPath: reference.path,

package/dist/lib/strategyResearch.js

@@ -75,10 +75,10 @@ var init_io = __esm({
     sha256Text = (value) => (0, import_node_crypto.createHash)("sha256").update(value).digest("hex");
     sha256Json = (value) => sha256Text(canonicalJson(value));
     sha256File = async (filePath) => {
-      const hash = (0, import_node_crypto.createHash)("sha256");
+      const hash2 = (0, import_node_crypto.createHash)("sha256");
       const input = (0, import_node_fs.createReadStream)(filePath);
-      for await (const chunk of input) hash.update(chunk);
-      return hash.digest("hex");
+      for await (const chunk of input) hash2.update(chunk);
+      return hash2.digest("hex");
     };
     assertFinite = (value, name) => {
       assert(typeof value === "number" && Number.isFinite(value), name);
@@ -336,14 +336,14 @@ __export(io_exports, {
   verifyResearchState: () => verifyResearchState,
   withResearchLock: () => withResearchLock
 });
-var import_promises2, import_node_path2, import_node_os, import_node_crypto2, researchDirectory, readJson, boundResearchPath, withResearchLock, verifyResearchState, verifyCompletedResearch, initializeResearchState, isRetainedDeletion;
+var import_promises2, import_node_path2, import_node_os, import_node_crypto3, researchDirectory, readJson, boundResearchPath, withResearchLock, verifyResearchState, verifyCompletedResearch, initializeResearchState, isRetainedDeletion;
 var init_io2 = __esm({
   "src/lib/strategyResearch/io.ts"() {
     "use strict";
     import_promises2 = __toESM(require("fs/promises"));
     import_node_path2 = __toESM(require("path"));
     import_node_os = __toESM(require("os"));
-    import_node_crypto2 = require("crypto");
+    import_node_crypto3 = require("crypto");
     init_io();
     researchDirectory = (projectRoot, spec) => import_node_path2.default.join(projectRoot, "data/research/strategy", spec.core.researchId);
     readJson = async (file) => JSON.parse(await import_promises2.default.readFile(file, "utf8"));
@@ -372,7 +372,7 @@ var init_io2 = __esm({
         "data/research/strategy/.lock"
       );
       await import_promises2.default.mkdir(import_node_path2.default.dirname(file), { recursive: true });
-      const token = (0, import_node_crypto2.randomUUID)();
+      const token = (0, import_node_crypto3.randomUUID)();
       const acquire = () => import_promises2.default.writeFile(
         file,
         JSON.stringify({ pid: process.pid, host: import_node_os.default.hostname(), token }),
@@ -468,15 +468,15 @@ var init_io2 = __esm({
       await writeJsonAtomic(file, state);
       return state;
     };
-    isRetainedDeletion = async (directory, file, hash) => {
+    isRetainedDeletion = async (directory, file, hash2) => {
       try {
         const inventory = await readJson(import_node_path2.default.join(directory, "retention.json"));
         const index = inventory.entries.findIndex(
-          (entry) => entry.path === file && entry.sha256 === hash
+          (entry) => entry.path === file && entry.sha256 === hash2
         );
         if (index < 0) return false;
         const receipt = await readJson(import_node_path2.default.join(directory, "retention", `${index}.json`));
-        return ["applying", "completed"].includes(receipt.status) && receipt.files[0]?.path === file && receipt.files[0]?.sha256 === hash;
+        return ["applying", "completed"].includes(receipt.status) && receipt.files[0]?.path === file && receipt.files[0]?.sha256 === hash2;
       } catch (error) {
         if (error.code === "ENOENT") return false;
         throw error;
@@ -499,6 +499,7 @@ module.exports = __toCommonJS(strategyResearch_exports);
 init_io();
 
 // 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;
@@ -867,15 +868,25 @@ 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)) {
@@ -897,7 +908,8 @@ var addFlattenedFeatures = ({
       value: child,
       segments: [...segments, key],
       maxDepth,
-      shouldSkipPath
+      shouldSkipPath,
+      onFeatureExcluded
     });
   }
 };
@@ -1109,7 +1121,10 @@ 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;
       }
@@ -1127,6 +1142,10 @@ var collectAiPocketFeatureSnapshot = ({
         return true;
       }
       if (featureProfile === "compact" && isCompactFeaturePathSkipped(segments)) {
+        onFeatureExcluded?.({
+          path: segments.join("."),
+          classification: "compact-profile"
+        });
         return true;
       }
       if (featurePolicy !== "causal-stationary") {
@@ -1161,6 +1180,21 @@ var collectAiPocketFeatureSnapshot = ({
       delete features[key];
     }
   }
+  const registered = payload.featureSnapshot;
+  if (registered) {
+    (0, import_aiFeatures.validateAiFeatureSnapshot)(registered);
+    for (const definition of registered.definitions) {
+      const path13 = `registered.${definition.id}`;
+      if (isOperatorExcluded(path13)) 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: path13, classification });
+        continue;
+      }
+      features[path13] = value;
+    }
+  }
   return { features, featureCoverage };
 };
 var collectAiPocketFeatures = (options) => collectAiPocketFeatureSnapshot(options).features;
@@ -1779,15 +1813,15 @@ var createPocketResult = (rows, predicates, mask, validationRows, testRows, obje
   };
 };
 var hashMask = (mask) => {
-  let hash = 2166136261;
+  let hash2 = 2166136261;
   for (let index = 0; index < mask.length; index += 1) {
     if (mask[index] !== 1) {
       continue;
     }
-    hash ^= index + 1;
-    hash = Math.imul(hash, 16777619);
+    hash2 ^= index + 1;
+    hash2 = Math.imul(hash2, 16777619);
   }
-  return (hash >>> 0).toString(36);
+  return (hash2 >>> 0).toString(36);
 };
 var isBetterRepresentativePocket = (candidate, existing, compare) => candidate.depth < existing.depth || candidate.depth === existing.depth && candidate.condition.length < existing.condition.length || candidate.depth === existing.depth && candidate.condition.length === existing.condition.length && compare(candidate, existing) < 0;
 var estimateCombinationCount = (poolSize, maxDepth, maxCombinations) => {
@@ -2484,6 +2518,51 @@ var policyVariant = (spec, coreId, policy, id, jev) => {
 
 // src/lib/strategyResearch/orchestrator.ts
 var import_promises5 = __toESM(require("fs/promises"));
+
+// src/lib/researchMetricSnapshot.ts
+var import_node_crypto2 = require("crypto");
+var import_node_zlib = require("zlib");
+var MAX_BYTES = 256 * 1024 * 1024;
+var hash = (bytes) => (0, import_node_crypto2.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;
+};
+
+// src/lib/strategyResearch/orchestrator.ts
 var import_node_path6 = __toESM(require("path"));
 
 // src/lib/coreResearch/metrics.ts
@@ -3690,7 +3769,7 @@ var import_node_path5 = __toESM(require("path"));
 // src/lib/strategyRelease/researchRetention.ts
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path4 = __toESM(require("path"));
-var import_node_crypto3 = require("crypto");
+var import_node_crypto4 = require("crypto");
 var import_strategyReleaseEvidence = require("@tradejs/infra/strategyReleaseEvidence");
 
 // src/lib/strategyRelease/researchFileConsumers.ts
@@ -3839,7 +3918,7 @@ var mapFiles = async (entries, visit) => {
     if (worker.status === "rejected") throw worker.reason;
   return results;
 };
-var fileSha256 = async (file, bytes) => bytes <= 1024 * 1024 ? (0, import_node_crypto3.createHash)("sha256").update(await import_promises3.default.readFile(file)).digest("hex") : (0, import_strategyReleaseEvidence.strategyEvidenceFileSha256)(file);
+var fileSha256 = async (file, bytes) => bytes <= 1024 * 1024 ? (0, import_node_crypto4.createHash)("sha256").update(await import_promises3.default.readFile(file)).digest("hex") : (0, import_strategyReleaseEvidence.strategyEvidenceFileSha256)(file);
 var inside = (root, file) => {
   const relative = import_node_path4.default.relative(root, file);
   return relative !== "" && !relative.startsWith(`..${import_node_path4.default.sep}`) && relative !== ".." && !import_node_path4.default.isAbsolute(relative);
@@ -3883,13 +3962,27 @@ var applyResearchRetention = async (options) => {
         const header = Buffer.alloc(4096);
         const { bytesRead } = await handle.read(header, 0, header.length, 0);
         const frontmatter = header.subarray(0, bytesRead).toString("utf8").match(/^---\r?\n([\s\S]*?)\r?\n---/);
-        if (!frontmatter || !/^schema:\s*tradejs-research\/v1\s*$/m.test(frontmatter[1]) || !(retired ? /^reproduction:\s*(?:complete|partial|blocked|legacy-partial)\s*$/m.test(
+        if (!frontmatter || !/^schema:\s*tradejs-research\/v[12]\s*$/m.test(frontmatter[1]) || !(retired ? /^reproduction:\s*(?:complete|partial|blocked|legacy-partial)\s*$/m.test(
           frontmatter[1]
         ) : /^reproduction:\s*complete\s*$/m.test(frontmatter[1]))) {
           throw new Error(
             `Research note must have reproduction: complete: ${file}`
           );
         }
+        if (!retired && /^schema:\s*tradejs-research\/v2\s*$/m.test(frontmatter[1])) {
+          if ((await import_promises3.default.stat(file)).size > 8 * 1024 * 1024)
+            throw new Error("Compact permanent note exceeds 8 MiB");
+          const content = await import_promises3.default.readFile(file, "utf8");
+          const section = content.split("## Metrics snapshot (machine-readable)")[1]?.split("## Reported metrics")[0] ?? "";
+          const blocks = [
+            ...section.matchAll(/```json\r?\n([\s\S]*?)\r?\n```/g)
+          ];
+          if (blocks.length !== 1)
+            throw new Error(
+              "Complete v2 note needs one verified metric snapshot"
+            );
+          decodeResearchMetricSnapshot(JSON.parse(blocks[0][1]));
+        }
       } finally {
         await handle.close();
       }
@@ -4003,11 +4096,11 @@ var createResearchRetentionInventory = async (projectRoot, directory, spec, stat
   }
   const files = /* @__PURE__ */ new Map();
   for (const stage of Object.values(state.stages)) {
-    for (const [relative, hash] of Object.entries(stage.artifacts)) {
+    for (const [relative, hash2] of Object.entries(stage.artifacts)) {
       const file = await boundResearchPath(directory, relative);
       if (relative.endsWith("/result.json")) {
         const result = await readJson(file);
-        if (result?.dataset) files.set(file, hash);
+        if (result?.dataset) files.set(file, hash2);
       }
       if (relative.endsWith("/sources.json") || relative.endsWith("/payloads.json")) {
         const sources = await readJson(file);
@@ -4024,13 +4117,13 @@ var createResearchRetentionInventory = async (projectRoot, directory, spec, stat
     }
   }
   const entries = [];
-  for (const [file, hash] of files) {
+  for (const [file, hash2] of files) {
     const stat = await import_promises4.default.stat(file);
     entries.push({
       path: file,
       kind: "research_payload",
       researchId: spec.core.researchId,
-      sha256: hash,
+      sha256: hash2,
       bytes: stat.size,
       createdAt: stat.birthtimeMs,
       verified: true,
@@ -4774,7 +4867,7 @@ var runStrategyResearch = async (parameters) => {
         )
       };
       const note = `---
-schema: tradejs-research/v1
+schema: tradejs-research/v2
 strategy: '${spec.core.strategy}'
 date: '${spec.core.createdAt.slice(0, 10)}'
 kind: 'backtest'
@@ -4807,7 +4900,7 @@ ${JSON.stringify(spec, null, 2)}
 ## Metrics snapshot (machine-readable)
 
 \`\`\`json
-${JSON.stringify(compact, null, 2)}
+${JSON.stringify(encodeResearchMetricSnapshot(compact))}
 \`\`\`
 
 ## Reported metrics
@@ -4826,6 +4919,10 @@ ${directory}/report.html
 
 ${conclusion.nextAction} Current-snapshot universe; no deployment authorization. Temporary payloads are deleted only after the permanent record is verified; new trade-level questions require a frozen rerun.
 `;
+      if (Buffer.byteLength(note) > 8 * 1024 * 1024)
+        throw new Error(
+          "Compact permanent note exceeds 8 MiB; archive source separately, never truncate metrics"
+        );
       await import_promises5.default.writeFile(
         import_node_path6.default.join(
           noteDirectory,
@@ -4933,7 +5030,7 @@ var import_registry = require("@tradejs/node/registry");
 var import_connectors = require("@tradejs/node/connectors");
 
 // src/lib/coreResearch/dataset.ts
-var import_node_crypto4 = require("crypto");
+var import_node_crypto5 = require("crypto");
 var import_node_fs2 = require("fs");
 var import_node_path7 = __toESM(require("path"));
 var import_node_readline = __toESM(require("readline"));
@@ -5148,8 +5245,8 @@ var readCoreResearchVariant = async (variant) => {
   for (const inputPath of variant.files) {
     const filePath = import_node_path7.default.resolve(inputPath);
     const input = (0, import_node_fs2.createReadStream)(filePath);
-    const hash = (0, import_node_crypto4.createHash)("sha256");
-    input.on("data", (chunk) => hash.update(chunk));
+    const hash2 = (0, import_node_crypto5.createHash)("sha256");
+    input.on("data", (chunk) => hash2.update(chunk));
     const lines = import_node_readline.default.createInterface({ input, crlfDelay: Infinity });
     const fileTrades = [];
     let lineNumber = 0;
@@ -5199,7 +5296,7 @@ var readCoreResearchVariant = async (variant) => {
       trades.push(trade);
       fileTrades.push(trade);
     }
-    const fileSha2562 = hash.digest("hex");
+    const fileSha2562 = hash2.digest("hex");
     for (const trade of fileTrades) trade.sourceSha256 = fileSha2562;
     sources.push({
       path: filePath,
@@ -5219,7 +5316,7 @@ var readCoreResearchVariant = async (variant) => {
 };
 
 // src/lib/backtest/checkpoint.ts
-var import_node_crypto5 = require("crypto");
+var import_node_crypto6 = require("crypto");
 var import_constants = require("@tradejs/core/constants");
 var import_backtest2 = require("@tradejs/core/backtest");
 var import_redis = require("@tradejs/infra/redis");
@@ -5419,6 +5516,7 @@ var extractSignalFromAiDatasetRow = (row) => {
   const { payload } = row;
   return {
     ...payload.signal,
+    aiFeatureReplay: { snapshot: payload.featureSnapshot ?? null },
     strategy: payload.signal.strategy,
     figures: payload.figures ?? {},
     indicators: payload.indicators ?? {},
@@ -5432,7 +5530,7 @@ init_io2();
 
 // src/lib/aiTrainResearch.ts
 var import_node_child_process2 = require("child_process");
-var import_node_crypto7 = require("crypto");
+var import_node_crypto8 = require("crypto");
 var import_promises7 = __toESM(require("fs/promises"));
 var import_node_path9 = __toESM(require("path"));
 
@@ -5444,7 +5542,7 @@ var import_strategies = require("@tradejs/node/strategies");
 var import_types2 = require("@tradejs/types");
 
 // src/lib/strategyGateFingerprint.ts
-var import_node_crypto6 = require("crypto");
+var import_node_crypto7 = require("crypto");
 var import_node_module = require("module");
 var import_promises6 = __toESM(require("fs/promises"));
 var import_node_path8 = __toESM(require("path"));
@@ -5457,6 +5555,8 @@ 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",
@@ -5486,7 +5586,7 @@ var normalizeForStableJson = (value) => {
   }
   return value;
 };
-var fingerprintResearchValue = (value) => (0, import_node_crypto7.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
+var fingerprintResearchValue = (value) => (0, import_node_crypto8.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
 var fingerprintResearchContextEnvironment = (env = process.env) => fingerprintResearchValue(
   Object.fromEntries(
     RESEARCH_CONTEXT_ENV_KEYS.map((key) => [key, env[key] ?? null])

package/dist/lib/tickerProfiles.js

@@ -0,0 +1,76 @@
+"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/tickerProfiles.ts
+var tickerProfiles_exports = {};
+__export(tickerProfiles_exports, {
+  prepareTickerProfiles: () => prepareTickerProfiles
+});
+module.exports = __toCommonJS(tickerProfiles_exports);
+var import_tickerProfiles = require("@tradejs/core/tickerProfiles");
+var import_candles = require("@tradejs/infra/timescale/candles");
+var import_tickerProfiles2 = require("@tradejs/infra/tickerProfiles");
+var prepareTickerProfiles = async ({
+  projectRoot,
+  provider,
+  universeId,
+  symbols,
+  start,
+  end
+}) => {
+  if (!Number.isSafeInteger(end) || end <= start)
+    throw new Error("Invalid profile time window");
+  if (!symbols.length || new Set(symbols).size !== symbols.length || symbols.some((s) => !/^[A-Z0-9]+USDT$/.test(s)))
+    throw new Error("Supply a unique explicit USDT universe");
+  if (!symbols.includes("BTCUSDT") || !symbols.includes("ETHUSDT"))
+    throw new Error("The universe must include BTCUSDT and ETHUSDT references");
+  const receipts = [];
+  for (let asOf = (0, import_tickerProfiles.tickerProfileMonth)(start); asOf < end; asOf = (0, import_tickerProfiles.tickerProfileNextMonth)(asOf)) {
+    const candlesBySymbol = {};
+    for (const symbol of [...symbols].sort())
+      candlesBySymbol[symbol] = await (0, import_candles.getKlineCandlesRange)(
+        provider,
+        symbol,
+        60,
+        asOf - 721 * 36e5,
+        asOf - 36e5
+      );
+    const snapshot = (0, import_tickerProfiles.buildTickerProfileSnapshot)({
+      asOf,
+      provider,
+      universeId,
+      membership: "frozen-list",
+      candlesBySymbol
+    });
+    const snapshotId = await (0, import_tickerProfiles2.writeTickerProfiles)(projectRoot, snapshot);
+    receipts.push({
+      asOf,
+      snapshotId,
+      symbols: snapshot.profiles.length,
+      unknown: snapshot.profiles.filter(
+        (p) => p.moneyGroup === "unknown" || p.volatilityGroup === "unknown"
+      ).length
+    });
+  }
+  return receipts;
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  prepareTickerProfiles
+});

package/dist/scripts/aiPocketSearch.js

@@ -592,6 +592,7 @@ var import_progress = __toESM(require("progress"));
 var import_ai = require("@tradejs/infra/ai");
 
 // src/lib/aiPocketSearch/features.ts
+var import_aiFeatures = require("@tradejs/core/aiFeatures");
 var DAY_MS2 = 24 * 60 * 60 * 1e3;
 var DAYS_PER_WEEK = 7;
 var DAYS_PER_MONTH = 30.4375;
@@ -960,15 +961,25 @@ 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)) {
@@ -990,7 +1001,8 @@ var addFlattenedFeatures = ({
       value: child,
       segments: [...segments, key],
       maxDepth,
-      shouldSkipPath
+      shouldSkipPath,
+      onFeatureExcluded
     });
   }
 };
@@ -1202,7 +1214,10 @@ 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;
       }
@@ -1220,6 +1235,10 @@ var collectAiPocketFeatureSnapshot = ({
         return true;
       }
       if (featureProfile === "compact" && isCompactFeaturePathSkipped(segments)) {
+        onFeatureExcluded?.({
+          path: segments.join("."),
+          classification: "compact-profile"
+        });
         return true;
       }
       if (featurePolicy !== "causal-stationary") {
@@ -1254,6 +1273,21 @@ var collectAiPocketFeatureSnapshot = ({
       delete features[key];
     }
   }
+  const registered = payload.featureSnapshot;
+  if (registered) {
+    (0, import_aiFeatures.validateAiFeatureSnapshot)(registered);
+    for (const definition of registered.definitions) {
+      const path3 = `registered.${definition.id}`;
+      if (isOperatorExcluded(path3)) 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: path3, classification });
+        continue;
+      }
+      features[path3] = value;
+    }
+  }
   return { features, featureCoverage };
 };
 
@@ -3667,6 +3701,7 @@ var extractSignalFromAiDatasetRow = (row) => {
   const { payload } = row;
   return {
     ...payload.signal,
+    aiFeatureReplay: { snapshot: payload.featureSnapshot ?? null },
     strategy: payload.signal.strategy,
     figures: payload.figures ?? {},
     indicators: payload.indicators ?? {},