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

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
+});