@tradejs/cli 3.1.29-beta.296 → 3.1.29-beta.297

package/dist/lib/coinMarketCapContextBackfill.js

@@ -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

@@ -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/scripts/backtest.js

@@ -2679,11 +2679,27 @@ 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