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

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Files changed (13) hide show
  1. package/dist/cli.js +423 -213
  2. package/dist/lib/coinMarketCapContextBackfill.js +21 -5
  3. package/dist/lib/derivativesContextBackfill.js +14 -0
  4. package/dist/lib/marketContextPrepare.js +21 -5
  5. package/dist/scripts/backtest.js +21 -5
  6. package/dist/scripts/coverageBackfill.js +1731 -0
  7. package/dist/scripts/replay.js +21 -5
  8. package/dist/scripts/replayRunner.js +21 -5
  9. package/dist/scripts/replayRuntimeEvidence.js +4 -1
  10. package/dist/scripts/runtimeParity.js +21 -5
  11. package/dist/scripts/signals.js +21 -5
  12. package/dist/scripts/signalsDaemon.js +21 -5
  13. package/package.json +7 -7
package/dist/scripts/replay.js CHANGED
@@ -3703,11 +3703,27 @@ var backfillCoinMarketCapContext = async (params) => {
3703
3703
  toMs
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3704
  })
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  );
3706
- const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
3707
- const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
3708
- const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
3709
- const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
3710
- const indexesReady = indexesCached || indexesBackfillCovered;
3706
+ const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
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+ const globalDailyReady = ready(
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+ "cmc-global-1d",
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+ globalDailyCached || globalDailyBackfillCovered
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+ );
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+ const referencesDailyReady = ready(
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+ "cmc-reference_asset-1d",
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+ referencesDailyCached || referencesDailyBackfillCovered
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+ );
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+ const exchangeLiquidityReady = ready(
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+ "cmc-exchange_liquidity-1d",
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+ exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
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+ );
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+ const fearGreedReady = ready(
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+ "cmc-fear_greed-1d",
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+ fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
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+ );
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+ const indexesReady = ready(
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+ "cmc-index-1d",
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+ indexesCached || indexesBackfillCovered
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+ );
3711
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  let globalStatus = resolveBackfillStatus({
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  cached: globalDailyCached,
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3729
  covered: globalDailyBackfillCovered
package/dist/scripts/replayRunner.js CHANGED
@@ -3708,11 +3708,27 @@ var backfillCoinMarketCapContext = async (params) => {
3708
3708
  toMs
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  })
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  );
3711
- const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
3712
- const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
3713
- const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
3714
- const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
3715
- const indexesReady = indexesCached || indexesBackfillCovered;
3711
+ const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
3712
+ const globalDailyReady = ready(
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+ "cmc-global-1d",
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+ globalDailyCached || globalDailyBackfillCovered
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+ );
3716
+ const referencesDailyReady = ready(
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+ "cmc-reference_asset-1d",
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+ referencesDailyCached || referencesDailyBackfillCovered
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+ );
3720
+ const exchangeLiquidityReady = ready(
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+ "cmc-exchange_liquidity-1d",
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+ exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
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+ );
3724
+ const fearGreedReady = ready(
3725
+ "cmc-fear_greed-1d",
3726
+ fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
3727
+ );
3728
+ const indexesReady = ready(
3729
+ "cmc-index-1d",
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+ indexesCached || indexesBackfillCovered
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+ );
3716
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  let globalStatus = resolveBackfillStatus({
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  cached: globalDailyCached,
3718
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  covered: globalDailyBackfillCovered
package/dist/scripts/replayRuntimeEvidence.js CHANGED
@@ -593,6 +593,8 @@ var compactMatched = (item) => {
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  timestampDiffMs: item.timestampDiffMs ?? null,
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  backtestPrice: backtest.price ?? null,
595
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  runtimePrice: runtime.price ?? null,
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+ backtestQty: backtest.qty ?? null,
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+ runtimeQty: runtime.qty ?? null,
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  backtestExitPrice: backtest.exitPrice ?? null,
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  runtimeExitPrice: runtime.exitPrice ?? null,
598
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  expectedPnl: pnl.expectedPnl ?? null,
@@ -603,7 +605,8 @@ var compactMatched = (item) => {
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  totalSlippageCost: slippage.totalCost ?? null,
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  orderId: runtime.orderId ?? backtest.orderId ?? null,
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  orderLinkId: runtime.orderLinkId ?? null,
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- signalId: backtest.signalId ?? null
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+ signalId: backtest.signalId ?? null,
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+ runtimeSignalId: runtime.signalId ?? null
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  };
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  };
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  var resolveItemStrategy = (item) => asRecord(item.backtest).strategy ?? asRecord(item.runtime).inferredStrategy ?? item.strategy ?? item.inferredStrategy ?? null;
package/dist/scripts/runtimeParity.js CHANGED
@@ -3216,11 +3216,27 @@ var backfillCoinMarketCapContext = async (params) => {
3216
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  toMs
3217
3217
  })
3218
3218
  );
3219
- const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
3220
- const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
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- const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
3222
- const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
3223
- const indexesReady = indexesCached || indexesBackfillCovered;
3219
+ const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
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+ const globalDailyReady = ready(
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+ "cmc-global-1d",
3222
+ globalDailyCached || globalDailyBackfillCovered
3223
+ );
3224
+ const referencesDailyReady = ready(
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+ "cmc-reference_asset-1d",
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+ referencesDailyCached || referencesDailyBackfillCovered
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+ );
3228
+ const exchangeLiquidityReady = ready(
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+ "cmc-exchange_liquidity-1d",
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+ exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
3231
+ );
3232
+ const fearGreedReady = ready(
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+ "cmc-fear_greed-1d",
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+ fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
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+ );
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+ const indexesReady = ready(
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+ "cmc-index-1d",
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+ indexesCached || indexesBackfillCovered
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+ );
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  let globalStatus = resolveBackfillStatus({
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  cached: globalDailyCached,
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  covered: globalDailyBackfillCovered
package/dist/scripts/signals.js CHANGED
@@ -2676,11 +2676,27 @@ var backfillCoinMarketCapContext = async (params) => {
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  toMs
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  })
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  );
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- const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
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- const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
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- const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
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- const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
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- const indexesReady = indexesCached || indexesBackfillCovered;
2679
+ const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
2680
+ const globalDailyReady = ready(
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+ "cmc-global-1d",
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+ globalDailyCached || globalDailyBackfillCovered
2683
+ );
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+ const referencesDailyReady = ready(
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+ "cmc-reference_asset-1d",
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+ referencesDailyCached || referencesDailyBackfillCovered
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+ );
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+ const exchangeLiquidityReady = ready(
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+ "cmc-exchange_liquidity-1d",
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+ exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
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+ );
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+ const fearGreedReady = ready(
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+ "cmc-fear_greed-1d",
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+ fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
2695
+ );
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+ const indexesReady = ready(
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+ "cmc-index-1d",
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+ indexesCached || indexesBackfillCovered
2699
+ );
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  let globalStatus = resolveBackfillStatus({
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  cached: globalDailyCached,
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  covered: globalDailyBackfillCovered
package/dist/scripts/signalsDaemon.js CHANGED
@@ -2674,11 +2674,27 @@ var backfillCoinMarketCapContext = async (params) => {
2674
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  toMs
2675
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  })
2676
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  );
2677
- const globalDailyReady = globalDailyCached || globalDailyBackfillCovered;
2678
- const referencesDailyReady = referencesDailyCached || referencesDailyBackfillCovered;
2679
- const exchangeLiquidityReady = exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered;
2680
- const fearGreedReady = fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered;
2681
- const indexesReady = indexesCached || indexesBackfillCovered;
2677
+ const ready = (dataset, existing) => params.repairDataset ? params.repairDataset !== dataset : existing;
2678
+ const globalDailyReady = ready(
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+ "cmc-global-1d",
2680
+ globalDailyCached || globalDailyBackfillCovered
2681
+ );
2682
+ const referencesDailyReady = ready(
2683
+ "cmc-reference_asset-1d",
2684
+ referencesDailyCached || referencesDailyBackfillCovered
2685
+ );
2686
+ const exchangeLiquidityReady = ready(
2687
+ "cmc-exchange_liquidity-1d",
2688
+ exchangeLiquidityCached || !exchangeLiquidityEnabled || exchangeLiquidityBackfillCovered
2689
+ );
2690
+ const fearGreedReady = ready(
2691
+ "cmc-fear_greed-1d",
2692
+ fearGreedCached || !fearGreedEnabled || fearGreedBackfillCovered
2693
+ );
2694
+ const indexesReady = ready(
2695
+ "cmc-index-1d",
2696
+ indexesCached || indexesBackfillCovered
2697
+ );
2682
2698
  let globalStatus = resolveBackfillStatus({
2683
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  cached: globalDailyCached,
2684
2700
  covered: globalDailyBackfillCovered
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@tradejs/cli",
3
- "version": "3.1.29-beta.296",
3
+ "version": "3.1.29-beta.297",
4
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  "description": "Official CLI for the TradeJS TypeScript framework: infra setup, backtests, signals, bots, and ML workflows.",
5
5
  "keywords": [
6
6
  "tradejs",
@@ -37,13 +37,13 @@
37
37
  "tradejs": "dist/cli.js"
38
38
  },
39
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  "dependencies": {
40
- "@tradejs/connectors": "^3.1.29-beta.296",
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- "@tradejs/core": "^3.1.29-beta.296",
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- "@tradejs/indicators": "^3.1.29-beta.296",
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- "@tradejs/infra": "^3.1.29-beta.296",
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- "@tradejs/node": "^3.1.29-beta.296",
40
+ "@tradejs/connectors": "^3.1.29-beta.297",
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+ "@tradejs/core": "^3.1.29-beta.297",
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+ "@tradejs/indicators": "^3.1.29-beta.297",
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+ "@tradejs/infra": "^3.1.29-beta.297",
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+ "@tradejs/node": "^3.1.29-beta.297",
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  "@tradejs/strategy-kit": "3.0.6",
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- "@tradejs/types": "^3.1.29-beta.296",
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+ "@tradejs/types": "^3.1.29-beta.297",
47
47
  "args": "^5.0.3",
48
48
  "bcryptjs": "^2.4.3",
49
49
  "chalk": "4.1.2",