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

package/dist/scripts/replay.js

@@ -1515,13 +1515,12 @@ 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";
@@ -1686,6 +1685,7 @@ 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)) {
@@ -3266,7 +3266,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -3703,11 +3703,27 @@ 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/scripts/replayRunner.js

@@ -1520,13 +1520,12 @@ 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";
@@ -1691,6 +1690,7 @@ 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)) {
@@ -3271,7 +3271,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -3708,11 +3708,27 @@ 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/scripts/replayRuntimeEvidence.js

@@ -593,6 +593,8 @@ var compactMatched = (item) => {
     timestampDiffMs: item.timestampDiffMs ?? null,
     backtestPrice: backtest.price ?? null,
     runtimePrice: runtime.price ?? null,
+    backtestQty: backtest.qty ?? null,
+    runtimeQty: runtime.qty ?? null,
     backtestExitPrice: backtest.exitPrice ?? null,
     runtimeExitPrice: runtime.exitPrice ?? null,
     expectedPnl: pnl.expectedPnl ?? null,
@@ -603,7 +605,8 @@ var compactMatched = (item) => {
     totalSlippageCost: slippage.totalCost ?? null,
     orderId: runtime.orderId ?? backtest.orderId ?? null,
     orderLinkId: runtime.orderLinkId ?? null,
-    signalId: backtest.signalId ?? null
+    signalId: backtest.signalId ?? null,
+    runtimeSignalId: runtime.signalId ?? null
   };
 };
 var resolveItemStrategy = (item) => asRecord(item.backtest).strategy ?? asRecord(item.runtime).inferredStrategy ?? item.strategy ?? item.inferredStrategy ?? null;

package/dist/scripts/runtimeParity.js

@@ -1028,13 +1028,12 @@ var getReferenceSymbols = () => {
 };
 var intervalToMarketFeatureInterval = (interval2) => {
   const normalized = String(interval2).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 = (interval2) => {
-  if (interval2 === "1m") return "1";
   if (interval2 === "5m") return "5";
   if (interval2 === "1h") return "60";
   return "15";
@@ -1199,6 +1198,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
     return skippedBackfillResult();
   }
   const interval2 = intervalToMarketFeatureInterval(params.interval);
+  if (interval2 === null) return skippedBackfillResult();
   const intervalMs = MARKET_FEATURE_INTERVAL_MS[interval2];
   const { breadthStartMs, tradeFlowStartMs, endMs } = resolveBinanceMarketContextBackfillWindow(params);
   if (endMs <= Math.min(breadthStartMs, tradeFlowStartMs)) {
@@ -2779,7 +2779,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -3216,11 +3216,27 @@ 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/scripts/signals.js

@@ -488,13 +488,12 @@ 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";
@@ -659,6 +658,7 @@ 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)) {
@@ -2239,7 +2239,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -2676,11 +2676,27 @@ 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/scripts/signalsDaemon.js

@@ -486,13 +486,12 @@ 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";
@@ -657,6 +656,7 @@ 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)) {
@@ -2237,7 +2237,7 @@ var coinMarketCapFetch = async (params) => {
 };
 var fetchCoinMarketCapIndexRows = async (params) => {
   const rows = [];
-  const maxChunkDays = 9;
+  const maxChunkDays = 4;
   const totalChunks = Math.max(
     1,
     Math.ceil(
@@ -2674,11 +2674,27 @@ 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/scripts/strategyRelease.js

@@ -42,40 +42,9 @@ var import_chalk = __toESM(require("chalk"));
 
 // src/lib/strategyRelease/researchRetention.ts
 var import_promises = __toESM(require("fs/promises"));
-
-// src/lib/researchMetricSnapshot.ts
-var import_node_crypto = require("crypto");
-var import_node_zlib = require("zlib");
-var MAX_BYTES = 256 * 1024 * 1024;
-var hash = (bytes) => (0, import_node_crypto.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 ${key} is not a permanent metric`);
-    if (key === "trades" && Array.isArray(child) && child.some(
-      (row) => row && typeof row === "object" && ("signalId" in row || "entryTimestamp" in row)
-    ))
-      throw new Error("Temporary trade records are not permanent metrics");
-    validatePermanentResearchMetrics(child);
-  }
-};
-var decodeResearchMetricSnapshot = (snapshot) => {
-  if (!snapshot || typeof snapshot !== "object" || !("schema" in snapshot) || snapshot.schema !== "tradejs-metric-snapshot/v1" || !("encoding" in snapshot) || snapshot.encoding !== "gzip+base64" || !("decodedBytes" in snapshot) || typeof snapshot.decodedBytes !== "number" || !Number.isSafeInteger(snapshot.decodedBytes) || snapshot.decodedBytes <= 0 || snapshot.decodedBytes > MAX_BYTES || !("sha256" in snapshot) || typeof snapshot.sha256 !== "string" || !/^[a-f0-9]{64}$/.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/strategyRelease/researchRetention.ts
+var import_researchMetricSnapshot = require("@tradejs/infra/researchMetricSnapshot");
 var import_node_path2 = __toESM(require("path"));
-var import_node_crypto2 = require("crypto");
+var import_node_crypto = require("crypto");
 var import_strategyReleaseEvidence = require("@tradejs/infra/strategyReleaseEvidence");
 
 // src/lib/strategyRelease/researchFileConsumers.ts
@@ -267,7 +236,7 @@ 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_crypto2.createHash)("sha256").update(await import_promises.default.readFile(file)).digest("hex") : (0, import_strategyReleaseEvidence.strategyEvidenceFileSha256)(file);
+var fileSha256 = async (file, bytes) => bytes <= 1024 * 1024 ? (0, import_node_crypto.createHash)("sha256").update(await import_promises.default.readFile(file)).digest("hex") : (0, import_strategyReleaseEvidence.strategyEvidenceFileSha256)(file);
 var inside = (root, file) => {
   const relative = import_node_path2.default.relative(root, file);
   return relative !== "" && !relative.startsWith(`..${import_node_path2.default.sep}`) && relative !== ".." && !import_node_path2.default.isAbsolute(relative);
@@ -330,7 +299,7 @@ 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();
@@ -415,7 +384,7 @@ var applyResearchRetention = async (options) => {
 };
 
 // src/lib/strategyRelease.ts
-var import_node_crypto3 = require("crypto");
+var import_node_crypto2 = require("crypto");
 var import_promises2 = __toESM(require("fs/promises"));
 var import_node_path3 = __toESM(require("path"));
 var import_types2 = require("@tradejs/types");
@@ -1585,7 +1554,7 @@ var verifyCompletedCoreResearchBundle = async ({
   const artifactHashes = manifest.artifactHashes != null && typeof manifest.artifactHashes === "object" && !Array.isArray(manifest.artifactHashes) ? manifest.artifactHashes : null;
   const parsedSpec = JSON.parse(specBytes.toString("utf8"));
   assert2(
-    manifest.schema === "tradejs-core-research-manifest/v1" && manifest.status === "completed" && manifest.researchId === researchId && manifest.specSha256 === specSha256 && artifactHashes?.["result.json"] === resultSha256 && (0, import_node_crypto3.createHash)("sha256").update(canonicalStrategyReleaseJson(parsedSpec)).digest("hex") === specSha256,
+    manifest.schema === "tradejs-core-research-manifest/v1" && manifest.status === "completed" && manifest.researchId === researchId && manifest.specSha256 === specSha256 && artifactHashes?.["result.json"] === resultSha256 && (0, import_node_crypto2.createHash)("sha256").update(canonicalStrategyReleaseJson(parsedSpec)).digest("hex") === specSha256,
     "core result is not bound by its completed core research manifest"
   );
   for (const [relativePath, expectedSha256] of Object.entries(