@tradejs/cli 3.1.29-beta.292 → 3.1.29-beta.297

package/dist/lib/binanceMarketContextBackfill.js

@@ -380,13 +380,12 @@ var getReferenceSymbols = () => {
 };
 var intervalToMarketFeatureInterval = (interval) => {
   const normalized = String(interval).trim().toLowerCase();
-  if (normalized === "1" || normalized === "1m") return "1m";
+  if (normalized === "1" || normalized === "1m") return null;
   if (normalized === "5" || normalized === "5m") return "5m";
   if (normalized === "60" || normalized === "1h") return "1h";
   return "15m";
 };
 var marketIntervalToConnectorInterval = (interval) => {
-  if (interval === "1m") return "1";
   if (interval === "5m") return "5";
   if (interval === "1h") return "60";
   return "15";
@@ -551,6 +550,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
     return skippedBackfillResult();
   }
   const interval = intervalToMarketFeatureInterval(params.interval);
+  if (interval === null) return skippedBackfillResult();
   const intervalMs = MARKET_FEATURE_INTERVAL_MS[interval];
   const { breadthStartMs, tradeFlowStartMs, endMs } = resolveBinanceMarketContextBackfillWindow(params);
   if (endMs <= Math.min(breadthStartMs, tradeFlowStartMs)) {

package/dist/lib/coinMarketCapContextBackfill.js

@@ -362,7 +362,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -799,11 +799,27 @@ var backfillCoinMarketCapContext = async (params) => {
       toMs
     })
   );
-  const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
-  const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
-  const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
-  const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
-  const indexesReady = indexesCached || indexesBackfillCovered;
+  const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
+  const globalDailyReady = ready(
+    "cmc-global-1d",
+    globalDailyCached || globalDailyBackfillCovered
+  );
+  const referencesDailyReady = ready(
+    "cmc-reference_asset-1d",
+    referencesDailyCached || referencesDailyBackfillCovered
+  );
+  const exchangeLiquidityReady = ready(
+    "cmc-exchange_liquidity-1d",
+    exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
+  );
+  const fearGreedReady = ready(
+    "cmc-fear_greed-1d",
+    fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
+  );
+  const indexesReady = ready(
+    "cmc-index-1d",
+    indexesCached || indexesBackfillCovered
+  );
   let globalStatus = resolveBackfillStatus({
     cached: globalDailyCached,
     covered: globalDailyBackfillCovered

package/dist/lib/derivativesContextBackfill.js

@@ -39,6 +39,7 @@ __export(derivativesContextBackfill_exports, {
   isBacktestDerivativesContextEnabled: () => isBacktestDerivativesContextEnabled,
   isDerivativesTargetContextEnabled: () => isDerivativesTargetContextEnabled,
   isSignalsDerivativesContextEnabled: () => isSignalsDerivativesContextEnabled,
+  resolveCoinalyzeBackfillMarket: () => resolveCoinalyzeBackfillMarket,
   resolveDerivativesContextBackfillSymbols: () => resolveDerivativesContextBackfillSymbols,
   resolveDerivativesContextBackfillWindow: () => resolveDerivativesContextBackfillWindow,
   resolveDerivativesContextFetchFromMs: () => resolveDerivativesContextFetchFromMs,
@@ -481,6 +482,18 @@ var buildMatches = (tickers, markets, exchangePriority) => {
   }
   return { matches, unmatched };
 };
+async function resolveCoinalyzeBackfillMarket(userName, symbol) {
+  const apiKey = await getCoinalyzeApiKey(userName);
+  if (!apiKey) throw new Error("Missing Coinalyze API key.");
+  const markets = (await fetchCoinalyzeMarkets(apiKey)).filter(
+    (market) => market.quote_asset?.toUpperCase() === "USDT" && market.is_perpetual
+  );
+  const priority = parseList(
+    process.env.COINALYZE_EXCHANGE_PRIORITY || process.env.DERIVATIVES_CONTEXT_EXCHANGE_PRIORITY || "A,6,0"
+  );
+  const { matches } = buildMatches([symbol], markets, priority);
+  return { apiKey, marketSymbol: matches[0]?.marketSymbol };
+}
 var normalizeMetricPoint = (metric, point) => {
   if (metric === "oi") {
     return {
@@ -1042,6 +1055,7 @@ var backfillDerivativesContextForSignals = async (params) => backfillDerivatives
   isBacktestDerivativesContextEnabled,
   isDerivativesTargetContextEnabled,
   isSignalsDerivativesContextEnabled,
+  resolveCoinalyzeBackfillMarket,
   resolveDerivativesContextBackfillSymbols,
   resolveDerivativesContextBackfillWindow,
   resolveDerivativesContextFetchFromMs,

package/dist/lib/marketContextPrepare.js

@@ -381,13 +381,12 @@ var getReferenceSymbols = () => {
 };
 var intervalToMarketFeatureInterval = (interval) => {
   const normalized = String(interval).trim().toLowerCase();
-  if (normalized === "1" || normalized === "1m") return "1m";
+  if (normalized === "1" || normalized === "1m") return null;
   if (normalized === "5" || normalized === "5m") return "5m";
   if (normalized === "60" || normalized === "1h") return "1h";
   return "15m";
 };
 var marketIntervalToConnectorInterval = (interval) => {
-  if (interval === "1m") return "1";
   if (interval === "5m") return "5";
   if (interval === "1h") return "60";
   return "15";
@@ -552,6 +551,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
     return skippedBackfillResult();
   }
   const interval = intervalToMarketFeatureInterval(params.interval);
+  if (interval === null) return skippedBackfillResult();
   const intervalMs = MARKET_FEATURE_INTERVAL_MS[interval];
   const { breadthStartMs, tradeFlowStartMs, endMs } = resolveBinanceMarketContextBackfillWindow(params);
   if (endMs <= Math.min(breadthStartMs, tradeFlowStartMs)) {
@@ -2132,7 +2132,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -2569,11 +2569,27 @@ var backfillCoinMarketCapContext = async (params) => {
       toMs
     })
   );
-  const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
-  const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
-  const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
-  const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
-  const indexesReady = indexesCached || indexesBackfillCovered;
+  const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
+  const globalDailyReady = ready(
+    "cmc-global-1d",
+    globalDailyCached || globalDailyBackfillCovered
+  );
+  const referencesDailyReady = ready(
+    "cmc-reference_asset-1d",
+    referencesDailyCached || referencesDailyBackfillCovered
+  );
+  const exchangeLiquidityReady = ready(
+    "cmc-exchange_liquidity-1d",
+    exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
+  );
+  const fearGreedReady = ready(
+    "cmc-fear_greed-1d",
+    fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
+  );
+  const indexesReady = ready(
+    "cmc-index-1d",
+    indexesCached || indexesBackfillCovered
+  );
   let globalStatus = resolveBackfillStatus({
     cached: globalDailyCached,
     covered: globalDailyBackfillCovered

package/dist/lib/strategyResearch.js

@@ -168,10 +168,10 @@ 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 hash2 = (0, import_node_crypto.createHash)("sha256");
+      const hash = (0, import_node_crypto.createHash)("sha256");
       const input = (0, import_node_fs2.createReadStream)(filePath);
-      for await (const chunk of input) hash2.update(chunk);
-      return hash2.digest("hex");
+      for await (const chunk of input) hash.update(chunk);
+      return hash.digest("hex");
     };
     assertFinite = (value, name) => {
       assert(typeof value === "number" && Number.isFinite(value), name);
@@ -445,14 +445,14 @@ __export(io_exports, {
   verifyResearchState: () => verifyResearchState,
   withResearchLock: () => withResearchLock
 });
-var import_promises2, import_node_path3, import_node_os, import_node_crypto3, researchDirectory, readJson, boundResearchPath, withResearchLock, verifyResearchState, verifyCompletedResearch, initializeResearchState, isRetainedDeletion;
+var import_promises2, import_node_path3, import_node_os, import_node_crypto2, 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_path3 = __toESM(require("path"));
     import_node_os = __toESM(require("os"));
-    import_node_crypto3 = require("crypto");
+    import_node_crypto2 = require("crypto");
     init_io();
     researchDirectory = (projectRoot, spec) => import_node_path3.default.join(projectRoot, "data/research/strategy", spec.core.researchId);
     readJson = async (file) => JSON.parse(await import_promises2.default.readFile(file, "utf8"));
@@ -481,7 +481,7 @@ var init_io2 = __esm({
         "data/research/strategy/.lock"
       );
       await import_promises2.default.mkdir(import_node_path3.default.dirname(file), { recursive: true });
-      const token = (0, import_node_crypto3.randomUUID)();
+      const token = (0, import_node_crypto2.randomUUID)();
       const acquire = () => import_promises2.default.writeFile(
         file,
         JSON.stringify({ pid: process.pid, host: import_node_os.default.hostname(), token }),
@@ -577,15 +577,15 @@ var init_io2 = __esm({
       await writeJsonAtomic(file, state);
       return state;
     };
-    isRetainedDeletion = async (directory, file, hash2) => {
+    isRetainedDeletion = async (directory, file, hash) => {
       try {
         const inventory = await readJson(import_node_path3.default.join(directory, "retention.json"));
         const index = inventory.entries.findIndex(
-          (entry) => entry.path === file && entry.sha256 === hash2
+          (entry) => entry.path === file && entry.sha256 === hash
         );
         if (index < 0) return false;
         const receipt = await readJson(import_node_path3.default.join(directory, "retention", `${index}.json`));
-        return ["applying", "completed"].includes(receipt.status) && receipt.files[0]?.path === file && receipt.files[0]?.sha256 === hash2;
+        return ["applying", "completed"].includes(receipt.status) && receipt.files[0]?.path === file && receipt.files[0]?.sha256 === hash;
       } catch (error) {
         if (error.code === "ENOENT") return false;
         throw error;
@@ -1922,15 +1922,15 @@ var createPocketResult = (rows, predicates, mask, validationRows, testRows, obje
   };
 };
 var hashMask = (mask) => {
-  let hash2 = 2166136261;
+  let hash = 2166136261;
   for (let index = 0; index < mask.length; index += 1) {
     if (mask[index] !== 1) {
       continue;
     }
-    hash2 ^= index + 1;
-    hash2 = Math.imul(hash2, 16777619);
+    hash ^= index + 1;
+    hash = Math.imul(hash, 16777619);
   }
-  return (hash2 >>> 0).toString(36);
+  return (hash >>> 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) => {
@@ -2627,51 +2627,7 @@ 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_researchMetricSnapshot2 = require("@tradejs/infra/researchMetricSnapshot");
 var import_node_path7 = __toESM(require("path"));
 
 // src/lib/coreResearch/metrics.ts
@@ -3877,8 +3833,9 @@ var import_node_path6 = __toESM(require("path"));
 
 // src/lib/strategyRelease/researchRetention.ts
 var import_promises3 = __toESM(require("fs/promises"));
+var import_researchMetricSnapshot = require("@tradejs/infra/researchMetricSnapshot");
 var import_node_path5 = __toESM(require("path"));
-var import_node_crypto4 = require("crypto");
+var import_node_crypto3 = require("crypto");
 var import_strategyReleaseEvidence = require("@tradejs/infra/strategyReleaseEvidence");
 
 // src/lib/strategyRelease/researchFileConsumers.ts
@@ -4027,7 +3984,7 @@ 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_crypto4.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_crypto3.createHash)("sha256").update(await import_promises3.default.readFile(file)).digest("hex") : (0, import_strategyReleaseEvidence.strategyEvidenceFileSha256)(file);
 var inside = (root, file) => {
   const relative = import_node_path5.default.relative(root, file);
   return relative !== "" && !relative.startsWith(`..${import_node_path5.default.sep}`) && relative !== ".." && !import_node_path5.default.isAbsolute(relative);
@@ -4090,7 +4047,7 @@ var applyResearchRetention = async (options) => {
             throw new Error(
               "Complete v2 note needs one verified metric snapshot"
             );
-          decodeResearchMetricSnapshot(JSON.parse(blocks[0][1]));
+          (0, import_researchMetricSnapshot.decodeResearchMetricSnapshot)(JSON.parse(blocks[0][1]));
         }
       } finally {
         await handle.close();
@@ -4205,11 +4162,11 @@ var createResearchRetentionInventory = async (projectRoot, directory, spec, stat
   }
   const files = /* @__PURE__ */ new Map();
   for (const stage of Object.values(state.stages)) {
-    for (const [relative, hash2] of Object.entries(stage.artifacts)) {
+    for (const [relative, hash] 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, hash2);
+        if (result?.dataset) files.set(file, hash);
       }
       if (relative.endsWith("/sources.json") || relative.endsWith("/payloads.json")) {
         const sources = await readJson(file);
@@ -4226,13 +4183,13 @@ var createResearchRetentionInventory = async (projectRoot, directory, spec, stat
     }
   }
   const entries = [];
-  for (const [file, hash2] of files) {
+  for (const [file, hash] of files) {
     const stat = await import_promises4.default.stat(file);
     entries.push({
       path: file,
       kind: "research_payload",
       researchId: spec.core.researchId,
-      sha256: hash2,
+      sha256: hash,
       bytes: stat.size,
       createdAt: stat.birthtimeMs,
       verified: true,
@@ -4492,7 +4449,7 @@ var runStrategyResearch = async (parameters) => {
       });
       let partitionControl;
       if (spec.testSince === 0) {
-        const control2 = spec.core.variants.find(
+        const control = spec.core.variants.find(
           (variant) => variant.role === "control"
         );
         partitionControl = await stage(
@@ -4509,7 +4466,7 @@ var runStrategyResearch = async (parameters) => {
             }
             return backend.runVariant(
               spec,
-              control2,
+              control,
               folder,
               async (runId) => writeJsonAtomic(import_node_path7.default.join(folder, "native-run.json"), {
                 runId
@@ -4531,9 +4488,6 @@ var runStrategyResearch = async (parameters) => {
       let frozenSelection;
       const raw = {};
       const discovered = [];
-      const control = spec.core.variants.find(
-        (variant) => variant.role === "control"
-      );
       const currentPolicy = {
         schema: "tradejs-research-entry-policy/v1",
         strategy: spec.core.strategy,
@@ -5009,7 +4963,7 @@ ${JSON.stringify(spec, null, 2)}
 ## Metrics snapshot (machine-readable)
 
 \`\`\`json
-${JSON.stringify(encodeResearchMetricSnapshot(compact))}
+${JSON.stringify((0, import_researchMetricSnapshot2.encodeResearchMetricSnapshot)(compact))}
 \`\`\`
 
 ## Reported metrics
@@ -5139,7 +5093,7 @@ var import_registry = require("@tradejs/node/registry");
 var import_connectors = require("@tradejs/node/connectors");
 
 // src/lib/coreResearch/dataset.ts
-var import_node_crypto5 = require("crypto");
+var import_node_crypto4 = require("crypto");
 var import_node_fs3 = require("fs");
 var import_node_path8 = __toESM(require("path"));
 var import_node_readline2 = __toESM(require("readline"));
@@ -5354,8 +5308,8 @@ var readCoreResearchVariant = async (variant) => {
   for (const inputPath of variant.files) {
     const filePath = import_node_path8.default.resolve(inputPath);
     const input = (0, import_node_fs3.createReadStream)(filePath);
-    const hash2 = (0, import_node_crypto5.createHash)("sha256");
-    input.on("data", (chunk) => hash2.update(chunk));
+    const hash = (0, import_node_crypto4.createHash)("sha256");
+    input.on("data", (chunk) => hash.update(chunk));
     const lines = import_node_readline2.default.createInterface({ input, crlfDelay: Infinity });
     const fileTrades = [];
     let lineNumber = 0;
@@ -5405,7 +5359,7 @@ var readCoreResearchVariant = async (variant) => {
       trades.push(trade);
       fileTrades.push(trade);
     }
-    const fileSha2562 = hash2.digest("hex");
+    const fileSha2562 = hash.digest("hex");
     for (const trade of fileTrades) trade.sourceSha256 = fileSha2562;
     sources.push({
       path: filePath,
@@ -5425,7 +5379,7 @@ var readCoreResearchVariant = async (variant) => {
 };
 
 // src/lib/backtest/checkpoint.ts
-var import_node_crypto6 = require("crypto");
+var import_node_crypto5 = require("crypto");
 var import_constants = require("@tradejs/core/constants");
 var import_backtest2 = require("@tradejs/core/backtest");
 var import_redis = require("@tradejs/infra/redis");
@@ -5639,7 +5593,7 @@ init_io2();
 
 // src/lib/aiTrainResearch.ts
 var import_node_child_process2 = require("child_process");
-var import_node_crypto8 = require("crypto");
+var import_node_crypto7 = require("crypto");
 var import_promises7 = __toESM(require("fs/promises"));
 var import_node_path10 = __toESM(require("path"));
 
@@ -5651,7 +5605,7 @@ var import_strategies = require("@tradejs/node/strategies");
 var import_types2 = require("@tradejs/types");
 
 // src/lib/strategyGateFingerprint.ts
-var import_node_crypto7 = require("crypto");
+var import_node_crypto6 = require("crypto");
 var import_node_module = require("module");
 var import_promises6 = __toESM(require("fs/promises"));
 var import_node_path9 = __toESM(require("path"));
@@ -5695,7 +5649,7 @@ var normalizeForStableJson = (value) => {
   }
   return value;
 };
-var fingerprintResearchValue = (value) => (0, import_node_crypto8.createHash)("sha256").update(JSON.stringify(normalizeForStableJson(value))).digest("hex").slice(0, 16);
+var fingerprintResearchValue = (value) => (0, import_node_crypto7.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])