@tradejs/cli 3.1.8 → 3.1.9-beta.214

package/dist/scripts/replayRuntimeEvidence.js

@@ -233,18 +233,39 @@ var loadRuntimeSignalEvaluations = async (userName, {
   }
   return sortByTimestamp([...deduped.values()]);
 };
+var loadRuntimeLineageScopes = async (userName, {
+  startTime,
+  endTime
+}) => {
+  const records = (await Promise.all(
+    (0, import_time2.getRuntimeStorageDayKeys)(startTime, endTime).map(
+      (dayKey) => (0, import_redis2.getHashJsonValues)(
+        import_redis2.redisKeys.runtimeLineageScopeBucket(userName, dayKey)
+      )
+    )
+  )).flat().filter(
+    (record) => record != null && typeof record.strategy === "string" && typeof record.symbol === "string" && typeof record.firstTimestamp === "number" && typeof record.lastTimestamp === "number" && record.lineage != null
+  );
+  return records.sort(
+    (left, right) => left.firstTimestamp - right.firstTimestamp || left.strategy.localeCompare(right.strategy) || left.symbol.localeCompare(right.symbol)
+  );
+};
 var parseBucketKey = (prefix, key) => {
   if (!key.startsWith(prefix)) {
     return null;
   }
   const suffix = key.slice(prefix.length);
-  const firstColon = suffix.indexOf(":");
-  if (firstColon <= 0 || firstColon >= suffix.length - 1) {
+  const parts = suffix.split(":");
+  if (parts.length < 2 || parts.some((part) => !part)) {
     return null;
   }
+  const [dayKey, ...scopeParts] = parts;
+  const strategy = scopeParts.at(-1);
+  if (!dayKey || !strategy) return null;
   return {
-    dayKey: suffix.slice(0, firstColon),
-    strategy: suffix.slice(firstColon + 1)
+    dayKey,
+    ...scopeParts.length > 1 ? { deploymentId: scopeParts.slice(0, -1).join(":") } : {},
+    strategy
   };
 };
 var loadRuntimeSignalEvaluationStatsBuckets = async (userName) => {
@@ -288,7 +309,8 @@ var collectRuntimeDebugEvidence = async ({
   userName,
   startTime,
   endTime,
-  strategies
+  strategies,
+  deploymentId
 }) => {
   const dayKeys = (0, import_time2.getRuntimeStorageDayKeys)(startTime, endTime);
   const dayKeySet = new Set(dayKeys);
@@ -298,6 +320,7 @@ var collectRuntimeDebugEvidence = async ({
     signals,
     evaluations,
     evaluationStatsBuckets,
+    lineageScopes,
     configs
   ] = await Promise.all([
     loadRuntimeTrades(userName, { startTime, endTime }),
@@ -305,6 +328,7 @@ var collectRuntimeDebugEvidence = async ({
     loadRuntimeSignals(userName, { startTime, endTime }),
     loadRuntimeSignalEvaluations(userName, { startTime, endTime }),
     loadRuntimeSignalEvaluationStatsBuckets(userName),
+    loadRuntimeLineageScopes(userName, { startTime, endTime }),
     (0, import_runtimeStrategyConfigs.loadRuntimeStrategyConfigs)(userName)
   ]);
   const tradesByOrderId = new Map(
@@ -317,15 +341,21 @@ var collectRuntimeDebugEvidence = async ({
     (left, right) => left.entryTimestamp - right.entryTimestamp
   );
   const filteredStats = evaluationStatsBuckets.filter(
-    (entry) => dayKeySet.has(entry.dayKey) && (!strategies?.length || strategies.includes(entry.strategy))
+    (entry) => dayKeySet.has(entry.dayKey) && (!deploymentId || entry.deploymentId === deploymentId) && (!strategies?.length || strategies.includes(entry.strategy))
   );
+  const matchesDeployment = (value) => !deploymentId || value.deploymentId === deploymentId;
   return {
     dayKeys,
-    trades: filterByStrategies(trades, strategies),
-    signals: filterByStrategies(signals, strategies),
-    evaluations: filterByStrategies(evaluations, strategies),
+    trades: filterByStrategies(trades, strategies).filter(matchesDeployment),
+    signals: filterByStrategies(signals, strategies).filter(matchesDeployment),
+    evaluations: filterByStrategies(evaluations, strategies).filter(
+      matchesDeployment
+    ),
     evaluationStatsBuckets: filteredStats,
-    strategyConfigs: configs.filter(
+    lineageScopes: lineageScopes.filter(matchesDeployment).filter(
+      (scope) => !strategies?.length || strategies.includes(scope.strategy)
+    ),
+    strategyConfigs: deploymentId ? [] : configs.filter(
       (config) => !strategies?.length || strategies.includes(config.strategyName)
     )
   };
@@ -338,7 +368,8 @@ var buildRuntimeEvidenceReportPayload = ({
   evaluations,
   trades,
   strategyConfigs,
-  evaluationStatsBuckets
+  evaluationStatsBuckets,
+  lineageScopes
 }) => ({
   reportType: "runtime-daily-evidence",
   generatedAt: Date.now(),
@@ -355,12 +386,14 @@ var buildRuntimeEvidenceReportPayload = ({
     signals: signals.length,
     evaluations: evaluations.length,
     evaluationStatsBuckets: evaluationStatsBuckets?.length ?? 0,
+    lineageScopes: lineageScopes?.length ?? 0,
     strategyConfigs: strategyConfigs?.length ?? 0
   },
   trades: trades.map((trade) => ({ trade })),
   signals: signals.map((signal) => ({ signal })),
   evaluations: evaluations.map((evaluation) => ({ evaluation })),
   evaluationStatsBuckets: evaluationStatsBuckets ?? [],
+  lineageScopes: lineageScopes ?? [],
   strategyConfigs: strategyConfigs ?? []
 });
 
@@ -641,7 +674,8 @@ var loadRuntimePayload = async ({
     return {
       source: "file",
       path: runtimeEvidencePath,
-      payload: artifact.runtime ?? artifact
+      payload: artifact.runtime ?? artifact,
+      deployment: artifact.deployment ?? null
     };
   }
   const runtimeEvidence = await collectRuntimeDebugEvidence({
@@ -653,6 +687,7 @@ var loadRuntimePayload = async ({
   return {
     source: "local-redis",
     path: null,
+    deployment: null,
     payload: buildRuntimeEvidenceReportPayload({
       userName,
       startTime,
@@ -661,7 +696,8 @@ var loadRuntimePayload = async ({
       evaluations: runtimeEvidence.evaluations,
       trades: runtimeEvidence.trades,
       strategyConfigs: runtimeEvidence.strategyConfigs,
-      evaluationStatsBuckets: runtimeEvidence.evaluationStatsBuckets
+      evaluationStatsBuckets: runtimeEvidence.evaluationStatsBuckets,
+      lineageScopes: runtimeEvidence.lineageScopes
     })
   };
 };
@@ -701,6 +737,7 @@ var replayRuntimeEvidence = async () => {
       type: runtime.source,
       path: runtime.path
     },
+    deployment: runtime.deployment,
     replay: {
       key: replay.key,
       availableKeys: replay.availableKeys,

package/dist/scripts/runtimeEvidence.js

@@ -231,18 +231,39 @@ var loadRuntimeSignalEvaluations = async (userName, {
   }
   return sortByTimestamp([...deduped.values()]);
 };
+var loadRuntimeLineageScopes = async (userName, {
+  startTime,
+  endTime
+}) => {
+  const records = (await Promise.all(
+    (0, import_time2.getRuntimeStorageDayKeys)(startTime, endTime).map(
+      (dayKey) => (0, import_redis2.getHashJsonValues)(
+        import_redis2.redisKeys.runtimeLineageScopeBucket(userName, dayKey)
+      )
+    )
+  )).flat().filter(
+    (record) => record != null && typeof record.strategy === "string" && typeof record.symbol === "string" && typeof record.firstTimestamp === "number" && typeof record.lastTimestamp === "number" && record.lineage != null
+  );
+  return records.sort(
+    (left, right) => left.firstTimestamp - right.firstTimestamp || left.strategy.localeCompare(right.strategy) || left.symbol.localeCompare(right.symbol)
+  );
+};
 var parseBucketKey = (prefix, key) => {
   if (!key.startsWith(prefix)) {
     return null;
   }
   const suffix = key.slice(prefix.length);
-  const firstColon = suffix.indexOf(":");
-  if (firstColon <= 0 || firstColon >= suffix.length - 1) {
+  const parts = suffix.split(":");
+  if (parts.length < 2 || parts.some((part) => !part)) {
     return null;
   }
+  const [dayKey, ...scopeParts] = parts;
+  const strategy = scopeParts.at(-1);
+  if (!dayKey || !strategy) return null;
   return {
-    dayKey: suffix.slice(0, firstColon),
-    strategy: suffix.slice(firstColon + 1)
+    dayKey,
+    ...scopeParts.length > 1 ? { deploymentId: scopeParts.slice(0, -1).join(":") } : {},
+    strategy
   };
 };
 var loadRuntimeSignalEvaluationStatsBuckets = async (userName) => {
@@ -286,7 +307,8 @@ var collectRuntimeDebugEvidence = async ({
   userName,
   startTime,
   endTime,
-  strategies
+  strategies,
+  deploymentId
 }) => {
   const dayKeys = (0, import_time2.getRuntimeStorageDayKeys)(startTime, endTime);
   const dayKeySet = new Set(dayKeys);
@@ -296,6 +318,7 @@ var collectRuntimeDebugEvidence = async ({
     signals,
     evaluations,
     evaluationStatsBuckets,
+    lineageScopes,
     configs
   ] = await Promise.all([
     loadRuntimeTrades(userName, { startTime, endTime }),
@@ -303,6 +326,7 @@ var collectRuntimeDebugEvidence = async ({
     loadRuntimeSignals(userName, { startTime, endTime }),
     loadRuntimeSignalEvaluations(userName, { startTime, endTime }),
     loadRuntimeSignalEvaluationStatsBuckets(userName),
+    loadRuntimeLineageScopes(userName, { startTime, endTime }),
     (0, import_runtimeStrategyConfigs.loadRuntimeStrategyConfigs)(userName)
   ]);
   const tradesByOrderId = new Map(
@@ -315,15 +339,21 @@ var collectRuntimeDebugEvidence = async ({
     (left, right) => left.entryTimestamp - right.entryTimestamp
   );
   const filteredStats = evaluationStatsBuckets.filter(
-    (entry) => dayKeySet.has(entry.dayKey) && (!strategies?.length || strategies.includes(entry.strategy))
+    (entry) => dayKeySet.has(entry.dayKey) && (!deploymentId || entry.deploymentId === deploymentId) && (!strategies?.length || strategies.includes(entry.strategy))
   );
+  const matchesDeployment = (value) => !deploymentId || value.deploymentId === deploymentId;
   return {
     dayKeys,
-    trades: filterByStrategies(trades, strategies),
-    signals: filterByStrategies(signals, strategies),
-    evaluations: filterByStrategies(evaluations, strategies),
+    trades: filterByStrategies(trades, strategies).filter(matchesDeployment),
+    signals: filterByStrategies(signals, strategies).filter(matchesDeployment),
+    evaluations: filterByStrategies(evaluations, strategies).filter(
+      matchesDeployment
+    ),
     evaluationStatsBuckets: filteredStats,
-    strategyConfigs: configs.filter(
+    lineageScopes: lineageScopes.filter(matchesDeployment).filter(
+      (scope) => !strategies?.length || strategies.includes(scope.strategy)
+    ),
+    strategyConfigs: deploymentId ? [] : configs.filter(
       (config) => !strategies?.length || strategies.includes(config.strategyName)
     )
   };
@@ -336,7 +366,8 @@ var buildRuntimeEvidenceReportPayload = ({
   evaluations,
   trades,
   strategyConfigs,
-  evaluationStatsBuckets
+  evaluationStatsBuckets,
+  lineageScopes
 }) => ({
   reportType: "runtime-daily-evidence",
   generatedAt: Date.now(),
@@ -353,12 +384,14 @@ var buildRuntimeEvidenceReportPayload = ({
     signals: signals.length,
     evaluations: evaluations.length,
     evaluationStatsBuckets: evaluationStatsBuckets?.length ?? 0,
+    lineageScopes: lineageScopes?.length ?? 0,
     strategyConfigs: strategyConfigs?.length ?? 0
   },
   trades: trades.map((trade) => ({ trade })),
   signals: signals.map((signal) => ({ signal })),
   evaluations: evaluations.map((evaluation) => ({ evaluation })),
   evaluationStatsBuckets: evaluationStatsBuckets ?? [],
+  lineageScopes: lineageScopes ?? [],
   strategyConfigs: strategyConfigs ?? []
 });
 
@@ -573,7 +606,12 @@ var import_promises2 = __toESM(require("fs/promises"));
 var import_node_path2 = __toESM(require("path"));
 
 // src/lib/runtimeLineage.ts
-var runtimeLineageKey = (lineage) => lineage.schemaVersion === 2 ? ["v2", lineage.version].join(":") : [
+var runtimeLineageKey = (lineage) => lineage.schemaVersion === 2 ? [
+  "v2",
+  lineage.version,
+  lineage.strategyPackageVersion ?? "strategy:unknown",
+  lineage.runtimePackageVersion ?? "runtime:unknown"
+].join(":") : [
   lineage.schemaVersion,
   lineage.compositionId ?? "unbound-composition",
   lineage.gitSha ?? "unknown",
@@ -583,6 +621,61 @@ var runtimeLineageKey = (lineage) => lineage.schemaVersion === 2 ? ["v2", lineag
   lineage.contextFingerprint
 ].join(":");
 
+// src/lib/runtimeEvidenceDeployment.ts
+var import_runtimeStrategies = require("@tradejs/node/runtimeStrategies");
+var activeRuntimeEvidenceStrategies = (deployment) => deployment.enabled ? deployment.strategies.filter((strategy) => strategy.enabled) : [];
+var resolveRuntimeEvidenceDeploymentSnapshot = async ({
+  userName,
+  projectRoot: projectRoot2,
+  deploymentId
+}) => {
+  const [deployment, strategies] = await Promise.all([
+    (0, import_runtimeStrategies.getRuntimeDeployment)({ userName, projectRoot: projectRoot2, deploymentId }),
+    (0, import_runtimeStrategies.loadResolvedRuntimeStrategies)({ userName, projectRoot: projectRoot2, deploymentId })
+  ]);
+  if (!deployment) {
+    throw new Error(`Runtime deployment not found: ${deploymentId}`);
+  }
+  return {
+    schemaVersion: 1,
+    id: deployment.id,
+    label: deployment.label,
+    connectorName: deployment.connectorName,
+    provider: deployment.provider,
+    accountId: deployment.accountId,
+    enabled: deployment.enabled,
+    strategies: strategies.map(
+      ({
+        strategyName,
+        version,
+        enabled,
+        controlState,
+        interval,
+        universe,
+        accountId,
+        strategyPackage,
+        strategyPackageVersion,
+        runtimePackageVersion,
+        sourceStrategyConfig
+      }) => ({
+        strategyName,
+        version,
+        enabled,
+        controlState,
+        interval,
+        universe,
+        ...accountId ? { accountId } : {},
+        strategyPackage,
+        strategyPackageVersion,
+        runtimePackageVersion,
+        strategyConfig: sourceStrategyConfig
+      })
+    ),
+    ...deployment.assetClasses ? { assetClasses: [...deployment.assetClasses] } : {},
+    ...deployment.tickers ? { tickers: [...deployment.tickers] } : {}
+  };
+};
+
 // src/scripts/runtimeEvidence.ts
 import_args.default.option(["u", "user"], "Use user config", "root");
 import_args.default.option(
@@ -662,12 +755,34 @@ var resolveWindow = () => {
 var parseStrategyFilter = (value) => String(value ?? "").split(",").map((item) => item.trim()).filter(Boolean);
 var runtimeEvidence = async () => {
   const { startTime, endTime, source } = resolveWindow();
-  const strategies = parseStrategyFilter(flags.strategy);
+  const deploymentId = String(flags.deployment);
+  const deployment = await resolveRuntimeEvidenceDeploymentSnapshot({
+    userName: String(flags.user),
+    projectRoot,
+    deploymentId
+  });
+  const activeStrategies = activeRuntimeEvidenceStrategies(deployment).map(
+    ({ strategyName }) => strategyName
+  );
+  const requestedStrategies = parseStrategyFilter(flags.strategy);
+  const strategies = requestedStrategies.length ? requestedStrategies : activeStrategies;
+  const declaredStrategies = new Set(
+    deployment.strategies.map(({ strategyName }) => strategyName)
+  );
+  const unknownStrategies = strategies.filter(
+    (strategyName) => !declaredStrategies.has(strategyName)
+  );
+  if (unknownStrategies.length) {
+    throw new Error(
+      `Strategies are not declared in ${deploymentId}: ${unknownStrategies.join(", ")}`
+    );
+  }
   const evidence = await collectRuntimeDebugEvidence({
     userName: flags.user,
     startTime,
     endTime,
-    strategies: strategies.length ? strategies : void 0
+    strategies,
+    deploymentId
   });
   const runtime = buildRuntimeEvidenceReportPayload({
     userName: flags.user,
@@ -677,7 +792,8 @@ var runtimeEvidence = async () => {
     evaluations: evidence.evaluations,
     trades: evidence.trades,
     strategyConfigs: evidence.strategyConfigs,
-    evaluationStatsBuckets: evidence.evaluationStatsBuckets
+    evaluationStatsBuckets: evidence.evaluationStatsBuckets,
+    lineageScopes: evidence.lineageScopes
   });
   const artifact = {
     reportType: "runtime-evidence",
@@ -691,6 +807,7 @@ var runtimeEvidence = async () => {
       source
     },
     strategies,
+    deployment,
     runtime
   };
   const outPath = import_node_path4.default.resolve(projectRoot, String(flags.out));
@@ -700,7 +817,7 @@ var runtimeEvidence = async () => {
   const publishDir = String(flags.publishDir ?? "").trim();
   const published = publishDir ? await publishRuntimeEvidenceBundle({
     publishRoot: import_node_path4.default.resolve(projectRoot, publishDir),
-    deploymentId: String(flags.deployment),
+    deploymentId,
     userName: String(flags.user),
     startTime,
     endTime,
@@ -711,8 +828,9 @@ var runtimeEvidence = async () => {
       ...evidence.evaluations.map(
         (evaluation) => evaluation.runtimeLineage
       ),
-      ...evidence.trades.map((trade) => trade.runtimeLineage)
-    ].filter((lineage) => lineage != null).map(runtimeLineageKey)
+      ...evidence.trades.map((trade) => trade.runtimeLineage),
+      ...evidence.lineageScopes.map((scope) => scope.lineage)
+    ].filter((lineage) => lineage != null).map(runtimeLineageKey).filter((key, index, values) => values.indexOf(key) === index)
   }) : null;
   console.log(import_chalk.default.green(`Wrote ${outPath}`));
   if (published) {