@tradejs/cli 3.1.29-beta.290 → 3.1.29-beta.292

package/dist/scripts/tickerProfiles.js

@@ -0,0 +1,114 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+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 __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/scripts/tickerProfiles.ts
+var tickerProfiles_exports = {};
+__export(tickerProfiles_exports, {
+  main: () => main
+});
+module.exports = __toCommonJS(tickerProfiles_exports);
+var import_promises = __toESM(require("fs/promises"));
+
+// src/lib/tickerProfiles.ts
+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$/.test(s)))
+    throw new Error("Supply a unique explicit USDT universe");
+  if (!symbols.includes("BTCUSDT") || !symbols.includes("ETHUSDT"))
+    throw new Error("The universe must include BTCUSDT and ETHUSDT references");
+  const receipts = [];
+  for (let asOf = (0, import_tickerProfiles.tickerProfileMonth)(start); asOf < end; asOf = (0, import_tickerProfiles.tickerProfileNextMonth)(asOf)) {
+    const candlesBySymbol = {};
+    for (const symbol of [...symbols].sort())
+      candlesBySymbol[symbol] = await (0, import_candles.getKlineCandlesRange)(
+        provider,
+        symbol,
+        60,
+        asOf - 721 * 36e5,
+        asOf - 36e5
+      );
+    const snapshot = (0, import_tickerProfiles.buildTickerProfileSnapshot)({
+      asOf,
+      provider,
+      universeId,
+      membership: "frozen-list",
+      candlesBySymbol
+    });
+    const snapshotId = await (0, import_tickerProfiles2.writeTickerProfiles)(projectRoot, snapshot);
+    receipts.push({
+      asOf,
+      snapshotId,
+      symbols: snapshot.profiles.length,
+      unknown: snapshot.profiles.filter(
+        (p) => p.moneyGroup === "unknown" || p.volatilityGroup === "unknown"
+      ).length
+    });
+  }
+  return receipts;
+};
+
+// src/scripts/tickerProfiles.ts
+var main = async () => {
+  const argv = process.argv.slice(2);
+  const option = (name) => {
+    const i = argv.indexOf(`--${name}`);
+    if (i < 0 || !argv[i + 1] || argv[i + 1].startsWith("--"))
+      throw new Error(`--${name} is required`);
+    return argv[i + 1];
+  };
+  const symbols = JSON.parse(
+    await import_promises.default.readFile(option("symbolsFile"), "utf8")
+  );
+  if (!Array.isArray(symbols) || !symbols.every((s) => typeof s === "string"))
+    throw new Error("symbolsFile must be a JSON string array");
+  const receipts = await prepareTickerProfiles({
+    projectRoot: process.env.PROJECT_CWD || process.cwd(),
+    provider: option("provider"),
+    universeId: option("universeId"),
+    symbols,
+    start: Number(option("startTime")),
+    end: Number(option("endTime"))
+  });
+  console.log(JSON.stringify({ command: "ticker-profiles", receipts }));
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  main
+});

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "3.1.29-beta.290",
+  "version": "3.1.29-beta.292",
   "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.290",
-    "@tradejs/core": "^3.1.29-beta.290",
-    "@tradejs/indicators": "^3.1.29-beta.290",
-    "@tradejs/infra": "^3.1.29-beta.290",
-    "@tradejs/node": "^3.1.29-beta.290",
+    "@tradejs/connectors": "^3.1.29-beta.292",
+    "@tradejs/core": "^3.1.29-beta.292",
+    "@tradejs/indicators": "^3.1.29-beta.292",
+    "@tradejs/infra": "^3.1.29-beta.292",
+    "@tradejs/node": "^3.1.29-beta.292",
     "@tradejs/strategy-kit": "3.0.6",
-    "@tradejs/types": "^3.1.29-beta.290",
+    "@tradejs/types": "^3.1.29-beta.292",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",
@@ -54,6 +54,7 @@
     "lodash": "^4.18.1",
     "pg": "8.22.0",
     "progress": "^2.0.3",
+    "sharp": "^0.35.3",
     "ws": "^8.21.1"
   },
   "devDependencies": {