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

package/dist/scripts/aiTrain.js

@@ -827,7 +827,9 @@ 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) => {
@@ -844,6 +846,7 @@ var pickBaseContextFeatureSections = (baseContext) => Object.fromEntries(
 );
 var buildAiTrainEvaluationFeatureSnapshot = ({
   additionalIndicators,
+  featureSnapshot,
   mode
 }) => {
   if (mode === "none") {
@@ -853,12 +856,14 @@ 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 } : {}
   };
@@ -1059,6 +1064,8 @@ 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",
@@ -1093,13 +1100,15 @@ 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)) {
@@ -1416,6 +1425,7 @@ var extractSignalFromAiDatasetRow = (row) => {
   const { payload } = row;
   return {
     ...payload.signal,
+    aiFeatureReplay: { snapshot: payload.featureSnapshot ?? null },
     strategy: payload.signal.strategy,
     figures: payload.figures ?? {},
     indicators: payload.indicators ?? {},
@@ -1474,7 +1484,11 @@ import_args.default.option(
   "Save compact AI approval chart data for the strategies UI",
   false
 );
-import_args.default.option(["j", "json"], "Print structured JSON summary", false);
+import_args.default.option(
+  ["j", "json"],
+  "Print full JSON without --output; otherwise print its receipt",
+  false
+);
 import_args.default.option(
   ["O", "output"],
   "Write the structured JSON summary to a file and suppress table output",
@@ -1938,6 +1952,7 @@ var main = async () => {
       const isCorrect = aiApproved === profitableTrade;
       const features = buildAiTrainEvaluationFeatureSnapshot({
         additionalIndicators: payload.additionalIndicators,
+        featureSnapshot: payload.featureSnapshot,
         mode: dumpFeatureMode
       });
       evaluations.push({
@@ -2182,14 +2197,11 @@ var main = async () => {
       ttlMs: import_constants.TTL_1M
     });
   }
-  if (jsonOutputPath) {
-    await writeAiTrainResearchSnapshot({
-      outputPath: jsonOutputPath,
-      result
-    });
-  }
+  const reportReceipt = jsonOutputPath ? await writeAiTrainResearchSnapshot({ outputPath: jsonOutputPath, result }) : null;
   if (jsonOutput) {
-    if (printJsonOutput) {
+    if (reportReceipt) {
+      console.log(JSON.stringify(reportReceipt));
+    } else if (printJsonOutput) {
       console.log(JSON.stringify(result));
     }
     process.exit(failed === selectedRows ? 1 : 0);

package/dist/scripts/coreResearch.js

@@ -46,7 +46,7 @@ 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
@@ -731,6 +731,14 @@ 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;
@@ -1806,7 +1814,7 @@ 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 = [
@@ -2491,7 +2499,7 @@ 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),
@@ -2524,7 +2532,7 @@ 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/scripts/replay.js

@@ -5183,6 +5183,9 @@ var createPortfolioReplayConnector = (connector) => {
   let executionTimestamp = null;
   const positionsBySymbol = /* @__PURE__ */ new Map();
   const currentPriceBySymbol = /* @__PURE__ */ new Map();
+  const markedAtBySymbol = /* @__PURE__ */ new Map();
+  const entryFacts = /* @__PURE__ */ new Map();
+  let portfolioObserved = false;
   const orderLog = [];
   const positionLog = [];
   const orderLogByStrategy = /* @__PURE__ */ new Map();
@@ -5420,14 +5423,51 @@ var createPortfolioReplayConnector = (connector) => {
       const { strategyName: _strategyName, ...nextPosition } = position;
       return nextPosition;
     }),
+    getPortfolioObservation: async (asOf, reservations) => {
+      portfolioObserved = true;
+      const pendingIds = new Set(reservations.map((r) => r.id));
+      for (const id of entryFacts.keys())
+        if (!pendingIds.has(id)) entryFacts.delete(id);
+      return {
+        asOf,
+        positions: Array.from(positionsBySymbol.values()).map(
+          ({ position, stopLossPrice }) => ({
+            id: position.orderId ?? `${position.strategyName}:${position.symbol}:${position.timestamp}`,
+            strategy: position.strategyName === UNKNOWN_STRATEGY ? null : position.strategyName,
+            symbol: position.symbol,
+            direction: position.direction,
+            qty: position.qty,
+            entryPrice: position.price,
+            markPrice: currentPriceBySymbol.get(position.symbol) ?? null,
+            markedAt: markedAtBySymbol.get(position.symbol) ?? null,
+            stopLossPrice
+          })
+        ),
+        orders: reservations.map(
+          (r) => entryFacts.get(r.id) ?? {
+            id: r.id,
+            status: "pending",
+            filledQty: 0
+          }
+        )
+      };
+    },
     getOpenPositionPnl: async () => Array.from(positionsBySymbol.values()).map(
-      ({ position }) => getPositionPnlSnapshot({
-        position,
-        currentPrice: currentPriceBySymbol.get(position.symbol) ?? position.price
+      ({ position, stopLossPrice }) => ({
+        ...getPositionPnlSnapshot({
+          position,
+          currentPrice: currentPriceBySymbol.get(position.symbol) ?? position.price
+        }),
+        observedAt: markedAtBySymbol.get(position.symbol),
+        stopLossPrice
       })
     ),
     placeOrder: async (order) => {
-      const { beforeSubmit, ...submittedOrder } = order;
+      const {
+        beforeSubmit,
+        onRejected: _onRejected,
+        ...submittedOrder
+      } = order;
       if (positionsBySymbol.has(order.symbol)) {
         return false;
       }
@@ -5471,6 +5511,14 @@ var createPortfolioReplayConnector = (connector) => {
         stopLossPrice: null
       };
       positionsBySymbol.set(order.symbol, positionState);
+      markedAtBySymbol.set(order.symbol, executionTimestamp ?? order.timestamp);
+      if (portfolioObserved && order.orderId)
+        entryFacts.set(order.orderId, {
+          id: order.orderId,
+          status: "filled",
+          filledQty: order.qty,
+          positionId: order.orderId
+        });
       logOrder({
         positionState,
         data: {
@@ -5554,6 +5602,7 @@ var createPortfolioReplayConnector = (connector) => {
     getTickers: connector.getTickers,
     advanceMarket: async ({ symbol, candle }) => {
       executionTimestamp = candle.timestamp;
+      markedAtBySymbol.set(symbol, candle.timestamp);
       currentPriceBySymbol.set(symbol, candle.close);
       await checkSl({ symbol, candle });
       await checkTp({ symbol, candle });

package/dist/scripts/replayRunner.js

@@ -5188,6 +5188,9 @@ var createPortfolioReplayConnector = (connector) => {
   let executionTimestamp = null;
   const positionsBySymbol = /* @__PURE__ */ new Map();
   const currentPriceBySymbol = /* @__PURE__ */ new Map();
+  const markedAtBySymbol = /* @__PURE__ */ new Map();
+  const entryFacts = /* @__PURE__ */ new Map();
+  let portfolioObserved = false;
   const orderLog = [];
   const positionLog = [];
   const orderLogByStrategy = /* @__PURE__ */ new Map();
@@ -5425,14 +5428,51 @@ var createPortfolioReplayConnector = (connector) => {
       const { strategyName: _strategyName, ...nextPosition } = position;
       return nextPosition;
     }),
+    getPortfolioObservation: async (asOf, reservations) => {
+      portfolioObserved = true;
+      const pendingIds = new Set(reservations.map((r) => r.id));
+      for (const id of entryFacts.keys())
+        if (!pendingIds.has(id)) entryFacts.delete(id);
+      return {
+        asOf,
+        positions: Array.from(positionsBySymbol.values()).map(
+          ({ position, stopLossPrice }) => ({
+            id: position.orderId ?? `${position.strategyName}:${position.symbol}:${position.timestamp}`,
+            strategy: position.strategyName === UNKNOWN_STRATEGY ? null : position.strategyName,
+            symbol: position.symbol,
+            direction: position.direction,
+            qty: position.qty,
+            entryPrice: position.price,
+            markPrice: currentPriceBySymbol.get(position.symbol) ?? null,
+            markedAt: markedAtBySymbol.get(position.symbol) ?? null,
+            stopLossPrice
+          })
+        ),
+        orders: reservations.map(
+          (r) => entryFacts.get(r.id) ?? {
+            id: r.id,
+            status: "pending",
+            filledQty: 0
+          }
+        )
+      };
+    },
     getOpenPositionPnl: async () => Array.from(positionsBySymbol.values()).map(
-      ({ position }) => getPositionPnlSnapshot({
-        position,
-        currentPrice: currentPriceBySymbol.get(position.symbol) ?? position.price
+      ({ position, stopLossPrice }) => ({
+        ...getPositionPnlSnapshot({
+          position,
+          currentPrice: currentPriceBySymbol.get(position.symbol) ?? position.price
+        }),
+        observedAt: markedAtBySymbol.get(position.symbol),
+        stopLossPrice
       })
     ),
     placeOrder: async (order) => {
-      const { beforeSubmit, ...submittedOrder } = order;
+      const {
+        beforeSubmit,
+        onRejected: _onRejected,
+        ...submittedOrder
+      } = order;
       if (positionsBySymbol.has(order.symbol)) {
         return false;
       }
@@ -5476,6 +5516,14 @@ var createPortfolioReplayConnector = (connector) => {
         stopLossPrice: null
       };
       positionsBySymbol.set(order.symbol, positionState);
+      markedAtBySymbol.set(order.symbol, executionTimestamp ?? order.timestamp);
+      if (portfolioObserved && order.orderId)
+        entryFacts.set(order.orderId, {
+          id: order.orderId,
+          status: "filled",
+          filledQty: order.qty,
+          positionId: order.orderId
+        });
       logOrder({
         positionState,
         data: {
@@ -5559,6 +5607,7 @@ var createPortfolioReplayConnector = (connector) => {
     getTickers: connector.getTickers,
     advanceMarket: async ({ symbol, candle }) => {
       executionTimestamp = candle.timestamp;
+      markedAtBySymbol.set(symbol, candle.timestamp);
       currentPriceBySymbol.set(symbol, candle.close);
       await checkSl({ symbol, candle });
       await checkTp({ symbol, candle });