@tradejs/core 1.0.5 → 1.0.8

package/dist/indicators.js

@@ -33,6 +33,7 @@ __export(indicators_exports, {
   alignSortedCandlesByTimestamp: () => alignSortedCandlesByTimestamp,
   alignSpreadRows: () => alignSpreadRows,
   applyIndicatorsToHistory: () => applyIndicatorsToHistory,
+  buildDerivativesContext: () => buildDerivativesContext,
   buildMlCandleIndicators: () => buildMlCandleIndicators,
   buildMlTimeframeIndicators: () => buildMlTimeframeIndicators,
   buildReturnsFromCandles: () => buildReturnsFromCandles,
@@ -264,6 +265,235 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   source
 }));
 
+// src/utils/derivativesContext.ts
+var HOUR_MS = 60 * 60 * 1e3;
+var DEFAULT_STALE_AFTER_MS = {
+  "15m": 45 * 60 * 1e3,
+  "1h": 3 * HOUR_MS
+};
+var DERIVATIVES_INTERVALS = ["15m", "1h"];
+var toFiniteNumberOrNull = (value) => {
+  if (typeof value === "number" && Number.isFinite(value)) return value;
+  if (typeof value === "string" && value.trim()) {
+    const parsed = Number(value);
+    return Number.isFinite(parsed) ? parsed : null;
+  }
+  return null;
+};
+var toTimestampMs = (value) => {
+  if (value instanceof Date) {
+    const time = value.getTime();
+    return Number.isFinite(time) ? time : null;
+  }
+  const num = toFiniteNumberOrNull(value);
+  if (num == null) return null;
+  return num > 1e10 ? Math.floor(num) : Math.floor(num * 1e3);
+};
+var roundNullable = (value, digits = 6) => {
+  if (value == null || !Number.isFinite(value)) return null;
+  const multiplier = 10 ** digits;
+  return Math.round(value * multiplier) / multiplier;
+};
+var pctChange = (current, previous) => {
+  if (current == null || previous == null || !Number.isFinite(current) || !Number.isFinite(previous) || previous === 0) {
+    return null;
+  }
+  return (current - previous) / Math.abs(previous) * 100;
+};
+var normalizeRows = (rows, timestamp) => (rows ?? []).map((row) => ({
+  ...row,
+  tsMs: toTimestampMs(row.ts),
+  openInterest: toFiniteNumberOrNull(row.openInterest),
+  fundingRate: toFiniteNumberOrNull(row.fundingRate),
+  liqLong: toFiniteNumberOrNull(row.liqLong),
+  liqShort: toFiniteNumberOrNull(row.liqShort),
+  liqTotal: toFiniteNumberOrNull(row.liqTotal)
+})).filter((row) => {
+  return row.tsMs != null && row.tsMs <= timestamp;
+}).sort((a, b) => a.tsMs - b.tsMs);
+var findRowAtOrBefore = (rows, targetTs) => {
+  for (let i = rows.length - 1; i >= 0; i -= 1) {
+    if (rows[i].tsMs <= targetTs) {
+      return rows[i];
+    }
+  }
+  return null;
+};
+var calculateZScore = (values, current) => {
+  const finite = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  if (current == null || finite.length < 3) return null;
+  const mean = finite.reduce((sum, value) => sum + value, 0) / finite.length;
+  const variance = finite.reduce((sum, value) => sum + (value - mean) ** 2, 0) / finite.length;
+  const std = Math.sqrt(variance);
+  if (!Number.isFinite(std) || std === 0) return 0;
+  return (current - mean) / std;
+};
+var calculateAverage = (values) => {
+  const finite = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  if (!finite.length) return null;
+  return finite.reduce((sum, value) => sum + value, 0) / finite.length;
+};
+var buildIntervalContext = (params) => {
+  const { interval, rows, timestamp, staleAfterMs } = params;
+  const normalizedRows = normalizeRows(rows, timestamp);
+  const latest = normalizedRows[normalizedRows.length - 1];
+  if (!latest) return null;
+  const openInterest = latest.openInterest;
+  const row1h = findRowAtOrBefore(normalizedRows, latest.tsMs - HOUR_MS);
+  const row4h = findRowAtOrBefore(normalizedRows, latest.tsMs - 4 * HOUR_MS);
+  const row24h = findRowAtOrBefore(normalizedRows, latest.tsMs - 24 * HOUR_MS);
+  const liqLong = latest.liqLong;
+  const liqShort = latest.liqShort;
+  const liqTotal = latest.liqTotal ?? (liqLong ?? 0) + (liqShort ?? 0);
+  const previousLiquidations = normalizedRows.slice(0, -1).map((row) => row.liqTotal ?? (row.liqLong ?? 0) + (row.liqShort ?? 0));
+  const avgPreviousLiquidations = calculateAverage(previousLiquidations);
+  const liqSpikeRatio = liqTotal != null && avgPreviousLiquidations != null && avgPreviousLiquidations > 0 ? liqTotal / avgPreviousLiquidations : null;
+  const liqImbalance = liqTotal != null && liqTotal > 0 ? ((liqShort ?? 0) - (liqLong ?? 0)) / liqTotal : null;
+  return {
+    interval,
+    asOfTs: latest.tsMs,
+    stale: timestamp - latest.tsMs > staleAfterMs,
+    points: normalizedRows.length,
+    openInterest: roundNullable(openInterest),
+    oiChangePct1h: roundNullable(
+      pctChange(openInterest, row1h?.openInterest ?? null),
+      4
+    ),
+    oiChangePct4h: roundNullable(
+      pctChange(openInterest, row4h?.openInterest ?? null),
+      4
+    ),
+    oiChangePct24h: roundNullable(
+      pctChange(openInterest, row24h?.openInterest ?? null),
+      4
+    ),
+    fundingRate: roundNullable(latest.fundingRate, 8),
+    fundingZScore: roundNullable(
+      calculateZScore(
+        normalizedRows.map((row) => row.fundingRate),
+        latest.fundingRate
+      ),
+      4
+    ),
+    liqLong: roundNullable(liqLong),
+    liqShort: roundNullable(liqShort),
+    liqTotal: roundNullable(liqTotal),
+    liqImbalance: roundNullable(liqImbalance, 4),
+    liqSpikeRatio: roundNullable(liqSpikeRatio, 4)
+  };
+};
+var getPrimaryContext = (intervals) => intervals["15m"] ?? intervals["1h"] ?? null;
+var isCrowdedLong = (context) => context.fundingRate != null && context.fundingRate >= 5e-4 || context.fundingZScore != null && context.fundingZScore >= 1.5;
+var isCrowdedShort = (context) => context.fundingRate != null && context.fundingRate <= -5e-4 || context.fundingZScore != null && context.fundingZScore <= -1.5;
+var hasLiquidationSpike = (context) => context.liqSpikeRatio != null && context.liqSpikeRatio >= 2;
+var detectPressure = (context) => {
+  if (!context) return "neutral";
+  if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance <= -0.35) {
+    return "long_flush";
+  }
+  if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance >= 0.35) {
+    return "short_flush";
+  }
+  if (isCrowdedLong(context)) return "crowded_long";
+  if (isCrowdedShort(context)) return "crowded_short";
+  return "neutral";
+};
+var collectRiskFlags = (contexts) => {
+  const flags = /* @__PURE__ */ new Set();
+  if (!contexts.length) {
+    flags.add("missing_derivatives");
+    return [...flags];
+  }
+  if (contexts.some((context) => context.stale)) {
+    flags.add("stale_derivatives");
+  }
+  for (const context of contexts) {
+    if (isCrowdedLong(context)) flags.add("crowded_long");
+    if (isCrowdedShort(context)) flags.add("crowded_short");
+    if (context.oiChangePct1h != null && context.oiChangePct1h < -1) {
+      flags.add("oi_falling");
+    }
+    if (context.oiChangePct1h != null && Math.abs(context.oiChangePct1h) < 0.15) {
+      flags.add("oi_not_confirming");
+    }
+    if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance <= -0.35) {
+      flags.add("long_liquidation_spike");
+    }
+    if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance >= 0.35) {
+      flags.add("short_liquidation_spike");
+    }
+  }
+  return [...flags];
+};
+var resolveDirectionAligned = (params) => {
+  const { direction, primary, pressure, riskFlags } = params;
+  if (!primary || primary.stale || riskFlags.includes("missing_derivatives")) {
+    return null;
+  }
+  if (direction === "LONG") {
+    if (pressure === "crowded_long" || riskFlags.includes("oi_falling")) {
+      return false;
+    }
+    if (pressure === "short_flush" || primary.oiChangePct1h != null && primary.oiChangePct1h > 0.25 && !riskFlags.includes("crowded_long")) {
+      return true;
+    }
+    return null;
+  }
+  if (pressure === "crowded_short" || riskFlags.includes("oi_falling")) {
+    return false;
+  }
+  if (pressure === "long_flush" || primary.oiChangePct1h != null && primary.oiChangePct1h > 0.25 && !riskFlags.includes("crowded_short")) {
+    return true;
+  }
+  return null;
+};
+var buildDerivativesContext = (params) => {
+  const {
+    symbol,
+    direction,
+    timestamp,
+    rowsByInterval,
+    intervals = DERIVATIVES_INTERVALS,
+    staleAfterMsByInterval = {}
+  } = params;
+  const intervalContexts = {};
+  for (const interval of intervals) {
+    const context = buildIntervalContext({
+      interval,
+      rows: rowsByInterval[interval],
+      timestamp,
+      staleAfterMs: staleAfterMsByInterval[interval] ?? DEFAULT_STALE_AFTER_MS[interval]
+    });
+    if (context) {
+      intervalContexts[interval] = context;
+    }
+  }
+  const contexts = Object.values(intervalContexts);
+  const primary = getPrimaryContext(intervalContexts);
+  const pressure = detectPressure(primary);
+  const riskFlags = collectRiskFlags(contexts);
+  return {
+    source: "coinalyze",
+    symbol,
+    timestamp,
+    intervals: intervalContexts,
+    summary: {
+      pressure,
+      directionAligned: resolveDirectionAligned({
+        direction,
+        primary,
+        pressure,
+        riskFlags
+      }),
+      riskFlags
+    }
+  };
+};
+
 // src/utils/indicators.ts
 var import_technicalindicators = require("technicalindicators");
 
@@ -487,6 +717,17 @@ var DEFAULT_INDICATOR_PERIODS = {
   levelLookback: 20,
   levelDelay: 2
 };
+var resolveIndicatorPeriods = (periods = {}) => {
+  const resolved = {
+    ...DEFAULT_INDICATOR_PERIODS
+  };
+  for (const [key, value] of Object.entries(periods)) {
+    if (typeof value === "number" && Number.isFinite(value)) {
+      resolved[key] = value;
+    }
+  }
+  return resolved;
+};
 var ONE_HOUR_MS = 36e5;
 var ONE_DAY_MS = 864e5;
 var toMlCandle = (candle) => ({
@@ -569,10 +810,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
     options.pluginRegistryScope
   );
   const includeMlPayload = options.includeMlPayload !== false;
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...options.periods || {}
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(options.periods);
   const closes = [];
   const highs = [];
   const lows = [];
@@ -901,10 +1139,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
 };
 var buildMlTimeframeIndicators = (candles, periods = {}) => {
   const result = {};
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...periods
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(periods);
   for (const timeframe of INDICATOR_TIMEFRAMES) {
     const tfCandles = resampleCandles(candles, timeframe.minutes);
     if (tfCandles.length === 0) continue;
@@ -1608,8 +1843,14 @@ var createTrendlineEngine = (initialCandles, options) => {
     return result;
   };
   const nextMany = (candles) => {
-    let result = [];
-    for (const candle of candles) result = next(candle);
+    for (const candle of candles) {
+      appendCandle(candle);
+    }
+    let result = buildResult();
+    if (opts.capture && result.length === 0 && rawExtremaPoints.length) {
+      rebuildCandidatesLikeBatch();
+      result = buildResult();
+    }
     return result;
   };
   const getLines = () => buildResult();
@@ -1626,6 +1867,7 @@ var createTrendlineEngine = (initialCandles, options) => {
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
   buildReturnsFromCandles,

package/dist/indicators.mjs

@@ -2,6 +2,7 @@ import {
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
   buildReturnsFromCandles,
@@ -28,15 +29,16 @@ import {
   toArrayData,
   toCoinalyzeTimestampMs,
   toFiniteNumber
-} from "./chunk-4F73AYK6.mjs";
+} from "./chunk-622V7IAT.mjs";
 import "./chunk-AYC2QVKI.mjs";
-import "./chunk-PXLXXXLA.mjs";
-import "./chunk-JG2QPVAV.mjs";
+import "./chunk-PQETJ42A.mjs";
+import "./chunk-JLORHLL6.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 export {
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
   buildReturnsFromCandles,

package/dist/strategies.d.mts

@@ -49,7 +49,9 @@ declare const getDirectionalTpSlPrices: ({ price, direction, takeProfitDelta, st
 
 type AiRuntimeConfigLike = {
     AI_ENABLED?: boolean;
+    AI_MODE?: StrategyRuntimeAiOptions['mode'];
     MIN_AI_QUALITY?: number;
+    AI_REPLAY_ANALYSES?: StrategyRuntimeAiOptions['replayAnalyses'];
 };
 type MlRuntimeConfigLike = {
     ML_ENABLED?: boolean;

package/dist/strategies.d.ts

@@ -49,7 +49,9 @@ declare const getDirectionalTpSlPrices: ({ price, direction, takeProfitDelta, st
 
 type AiRuntimeConfigLike = {
     AI_ENABLED?: boolean;
+    AI_MODE?: StrategyRuntimeAiOptions['mode'];
     MIN_AI_QUALITY?: number;
+    AI_REPLAY_ANALYSES?: StrategyRuntimeAiOptions['replayAnalyses'];
 };
 type MlRuntimeConfigLike = {
     ML_ENABLED?: boolean;

package/dist/strategies.js

@@ -145,6 +145,13 @@ var calculateCoinBtcCorrelation = (coinCandles, btcCandles) => {
   };
 };
 
+// src/utils/derivativesContext.ts
+var HOUR_MS = 60 * 60 * 1e3;
+var DEFAULT_STALE_AFTER_MS = {
+  "15m": 45 * 60 * 1e3,
+  "1h": 3 * HOUR_MS
+};
+
 // src/utils/indicators.ts
 var import_technicalindicators = require("technicalindicators");
 
@@ -251,6 +258,17 @@ var DEFAULT_INDICATOR_PERIODS = {
   levelLookback: 20,
   levelDelay: 2
 };
+var resolveIndicatorPeriods = (periods = {}) => {
+  const resolved = {
+    ...DEFAULT_INDICATOR_PERIODS
+  };
+  for (const [key, value] of Object.entries(periods)) {
+    if (typeof value === "number" && Number.isFinite(value)) {
+      resolved[key] = value;
+    }
+  }
+  return resolved;
+};
 var ONE_HOUR_MS = 36e5;
 var ONE_DAY_MS = 864e5;
 var toMlCandle = (candle) => ({
@@ -333,10 +351,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
     options.pluginRegistryScope
   );
   const includeMlPayload = options.includeMlPayload !== false;
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...options.periods || {}
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(options.periods);
   const closes = [];
   const highs = [];
   const lows = [];
@@ -665,10 +680,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
 };
 var buildMlTimeframeIndicators = (candles, periods = {}) => {
   const result = {};
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...periods
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(periods);
   for (const timeframe of INDICATOR_TIMEFRAMES) {
     const tfCandles = resampleCandles(candles, timeframe.minutes);
     if (tfCandles.length === 0) continue;
@@ -714,22 +726,29 @@ var getTimestamp = (days = 0) => {
 };
 
 // src/utils/strategyHelpers/indicators.ts
-var buildDefaultIndicatorPeriods = (config) => ({
-  maFast: config.MA_FAST,
-  maMedium: config.MA_MEDIUM,
-  maSlow: config.MA_SLOW,
-  obvSma: config.OBV_SMA,
-  atr: config.ATR,
-  atrPctShort: config.ATR_PCT_SHORT,
-  atrPctLong: config.ATR_PCT_LONG,
-  bb: config.BB,
-  bbStd: config.BB_STD,
-  macdFast: config.MACD_FAST,
-  macdSlow: config.MACD_SLOW,
-  macdSignal: config.MACD_SIGNAL,
-  levelLookback: config.LEVEL_LOOKBACK,
-  levelDelay: config.LEVEL_DELAY
-});
+var buildDefaultIndicatorPeriods = (config) => {
+  const periods = {};
+  const assignIfFinite = (key, value) => {
+    if (typeof value === "number" && Number.isFinite(value)) {
+      periods[key] = value;
+    }
+  };
+  assignIfFinite("maFast", config.MA_FAST);
+  assignIfFinite("maMedium", config.MA_MEDIUM);
+  assignIfFinite("maSlow", config.MA_SLOW);
+  assignIfFinite("obvSma", config.OBV_SMA);
+  assignIfFinite("atr", config.ATR);
+  assignIfFinite("atrPctShort", config.ATR_PCT_SHORT);
+  assignIfFinite("atrPctLong", config.ATR_PCT_LONG);
+  assignIfFinite("bb", config.BB);
+  assignIfFinite("bbStd", config.BB_STD);
+  assignIfFinite("macdFast", config.MACD_FAST);
+  assignIfFinite("macdSlow", config.MACD_SLOW);
+  assignIfFinite("macdSignal", config.MACD_SIGNAL);
+  assignIfFinite("levelLookback", config.LEVEL_LOOKBACK);
+  assignIfFinite("levelDelay", config.LEVEL_DELAY);
+  return periods;
+};
 var createStrategyIndicatorsState = ({
   env,
   data,
@@ -808,7 +827,7 @@ var getStrategyMarketSnapshot = async ({
   preloadStart,
   backtestPriceMode = "mid"
 }) => {
-  const fullData = env === "BACKTEST" ? cachedData : await connector.kline({
+  const fullData = env === "BACKTEST" || env === "CRON" ? cachedData : await connector.kline({
     symbol,
     start: preloadStart,
     end: getTimestamp(),
@@ -897,16 +916,18 @@ var createLastTradeController = ({
 };
 
 // src/utils/uuid.ts
-var import_uuid = require("uuid");
+var import_node_crypto = require("crypto");
 var uuid = (len = 12) => {
-  const uuid2 = (0, import_uuid.v4)();
+  const uuid2 = (0, import_node_crypto.randomUUID)();
   return uuid2.slice(-len);
 };
 
 // src/utils/strategyHelpers/signalBuilders.ts
 var mapAiRuntimeFromConfig = (config, overrides = {}) => ({
   enabled: Boolean(config.AI_ENABLED ?? true),
+  mode: config.AI_MODE ?? "llm",
   minQuality: Number(config.MIN_AI_QUALITY ?? 4),
+  replayAnalyses: config.AI_REPLAY_ANALYSES,
   ...overrides
 });
 var mapMlRuntimeFromConfig = (config, overrides = {}) => ({
@@ -970,6 +991,8 @@ var buildEntrySignalDecision = ({
 });
 var isFiniteNumber = (value) => typeof value === "number" && Number.isFinite(value);
 var toDefaultEntryCode = (strategy, direction) => `${strategy.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase()}_${direction}_ENTRY`;
+var toDefaultExitCode = (strategy, direction) => `${strategy.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase()}_${direction}_EXIT`;
+var toDefaultProtectCode = (strategy, direction) => `${strategy.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase()}_${direction}_PROTECT`;
 var resolveTakeProfitPrice = ({
   direction,
   takeProfits
@@ -1074,6 +1097,28 @@ var createStrategyAPI = ({
         runtime
       });
     },
+    exit: async ({
+      code,
+      direction,
+      price,
+      timestamp
+    }) => {
+      const marketData = await getMarketData();
+      return {
+        kind: "exit",
+        code: code ?? toDefaultExitCode(String(strategy), direction),
+        closePlan: {
+          price: price ?? marketData.currentPrice,
+          timestamp: timestamp ?? marketData.timestamp,
+          direction
+        }
+      };
+    },
+    protect: ({ code, protectPlan }) => ({
+      kind: "protect",
+      code: code ?? toDefaultProtectCode(String(strategy), protectPlan.direction),
+      protectPlan
+    }),
     getMarketData,
     nextIndicators: (candle, btcCandle) => indicatorsState?.next(candle, btcCandle),
     getCurrentPosition,

package/dist/strategies.mjs

@@ -1,35 +1,42 @@
 import {
   uuid
-} from "./chunk-NQ7D3T4E.mjs";
+} from "./chunk-AJK4NS7Y.mjs";
 import {
   createIndicators
-} from "./chunk-4F73AYK6.mjs";
+} from "./chunk-622V7IAT.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import {
   getTimestamp
-} from "./chunk-PXLXXXLA.mjs";
+} from "./chunk-PQETJ42A.mjs";
 import {
   FEE_PERCENT
-} from "./chunk-JG2QPVAV.mjs";
+} from "./chunk-JLORHLL6.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 
 // src/utils/strategyHelpers/indicators.ts
-var buildDefaultIndicatorPeriods = (config) => ({
-  maFast: config.MA_FAST,
-  maMedium: config.MA_MEDIUM,
-  maSlow: config.MA_SLOW,
-  obvSma: config.OBV_SMA,
-  atr: config.ATR,
-  atrPctShort: config.ATR_PCT_SHORT,
-  atrPctLong: config.ATR_PCT_LONG,
-  bb: config.BB,
-  bbStd: config.BB_STD,
-  macdFast: config.MACD_FAST,
-  macdSlow: config.MACD_SLOW,
-  macdSignal: config.MACD_SIGNAL,
-  levelLookback: config.LEVEL_LOOKBACK,
-  levelDelay: config.LEVEL_DELAY
-});
+var buildDefaultIndicatorPeriods = (config) => {
+  const periods = {};
+  const assignIfFinite = (key, value) => {
+    if (typeof value === "number" && Number.isFinite(value)) {
+      periods[key] = value;
+    }
+  };
+  assignIfFinite("maFast", config.MA_FAST);
+  assignIfFinite("maMedium", config.MA_MEDIUM);
+  assignIfFinite("maSlow", config.MA_SLOW);
+  assignIfFinite("obvSma", config.OBV_SMA);
+  assignIfFinite("atr", config.ATR);
+  assignIfFinite("atrPctShort", config.ATR_PCT_SHORT);
+  assignIfFinite("atrPctLong", config.ATR_PCT_LONG);
+  assignIfFinite("bb", config.BB);
+  assignIfFinite("bbStd", config.BB_STD);
+  assignIfFinite("macdFast", config.MACD_FAST);
+  assignIfFinite("macdSlow", config.MACD_SLOW);
+  assignIfFinite("macdSignal", config.MACD_SIGNAL);
+  assignIfFinite("levelLookback", config.LEVEL_LOOKBACK);
+  assignIfFinite("levelDelay", config.LEVEL_DELAY);
+  return periods;
+};
 var createStrategyIndicatorsState = ({
   env,
   data,
@@ -108,7 +115,7 @@ var getStrategyMarketSnapshot = async ({
   preloadStart,
   backtestPriceMode = "mid"
 }) => {
-  const fullData = env === "BACKTEST" ? cachedData : await connector.kline({
+  const fullData = env === "BACKTEST" || env === "CRON" ? cachedData : await connector.kline({
     symbol,
     start: preloadStart,
     end: getTimestamp(),
@@ -199,7 +206,9 @@ var createLastTradeController = ({
 // src/utils/strategyHelpers/signalBuilders.ts
 var mapAiRuntimeFromConfig = (config, overrides = {}) => ({
   enabled: Boolean(config.AI_ENABLED ?? true),
+  mode: config.AI_MODE ?? "llm",
   minQuality: Number(config.MIN_AI_QUALITY ?? 4),
+  replayAnalyses: config.AI_REPLAY_ANALYSES,
   ...overrides
 });
 var mapMlRuntimeFromConfig = (config, overrides = {}) => ({
@@ -263,6 +272,8 @@ var buildEntrySignalDecision = ({
 });
 var isFiniteNumber = (value) => typeof value === "number" && Number.isFinite(value);
 var toDefaultEntryCode = (strategy, direction) => `${strategy.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase()}_${direction}_ENTRY`;
+var toDefaultExitCode = (strategy, direction) => `${strategy.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase()}_${direction}_EXIT`;
+var toDefaultProtectCode = (strategy, direction) => `${strategy.replace(/([a-z0-9])([A-Z])/g, "$1_$2").replace(/[^a-zA-Z0-9]+/g, "_").toUpperCase()}_${direction}_PROTECT`;
 var resolveTakeProfitPrice = ({
   direction,
   takeProfits
@@ -367,6 +378,28 @@ var createStrategyAPI = ({
         runtime
       });
     },
+    exit: async ({
+      code,
+      direction,
+      price,
+      timestamp
+    }) => {
+      const marketData = await getMarketData();
+      return {
+        kind: "exit",
+        code: code ?? toDefaultExitCode(String(strategy), direction),
+        closePlan: {
+          price: price ?? marketData.currentPrice,
+          timestamp: timestamp ?? marketData.timestamp,
+          direction
+        }
+      };
+    },
+    protect: ({ code, protectPlan }) => ({
+      kind: "protect",
+      code: code ?? toDefaultProtectCode(String(strategy), protectPlan.direction),
+      protectPlan
+    }),
     getMarketData,
     nextIndicators: (candle, btcCandle) => indicatorsState?.next(candle, btcCandle),
     getCurrentPosition,

package/dist/{time-DEyFa2vI.d.mts → time-BMkFD4Kd.d.mts}

@@ -5,7 +5,8 @@ declare const getTimestamp: (days?: number) => number;
 declare const getItemTimestamp: (item: KlineChartItem) => number;
 declare const getDataTimestamp: (data: KlineChartData) => number | null;
 declare const formatUnix: (dt: number) => string;
+declare const getBacktestPreloadStart: (start: number, preloadDays?: number) => number;
 declare const getTimeline: (start?: number, end?: number, step?: number) => number[];
 declare const compactOrderLog: (timeline: number[], orderLog: OrderLogData) => SimpleOrderLogData;
 
-export { getDataTimestamp as a, getItemTimestamp as b, compactOrderLog as c, getTimestamp as d, formatUnix as f, getTimeline as g, toMs as t };
+export { getBacktestPreloadStart as a, getDataTimestamp as b, compactOrderLog as c, getItemTimestamp as d, getTimestamp as e, formatUnix as f, getTimeline as g, toMs as t };

package/dist/{time-DEyFa2vI.d.ts → time-BMkFD4Kd.d.ts}

@@ -5,7 +5,8 @@ declare const getTimestamp: (days?: number) => number;
 declare const getItemTimestamp: (item: KlineChartItem) => number;
 declare const getDataTimestamp: (data: KlineChartData) => number | null;
 declare const formatUnix: (dt: number) => string;
+declare const getBacktestPreloadStart: (start: number, preloadDays?: number) => number;
 declare const getTimeline: (start?: number, end?: number, step?: number) => number[];
 declare const compactOrderLog: (timeline: number[], orderLog: OrderLogData) => SimpleOrderLogData;
 
-export { getDataTimestamp as a, getItemTimestamp as b, compactOrderLog as c, getTimestamp as d, formatUnix as f, getTimeline as g, toMs as t };
+export { getBacktestPreloadStart as a, getDataTimestamp as b, compactOrderLog as c, getItemTimestamp as d, getTimestamp as e, formatUnix as f, getTimeline as g, toMs as t };

package/dist/time.d.mts

@@ -1,2 +1,2 @@
-export { f as formatUnix, a as getDataTimestamp, b as getItemTimestamp, d as getTimestamp, t as toMs } from './time-DEyFa2vI.mjs';
+export { f as formatUnix, a as getBacktestPreloadStart, b as getDataTimestamp, d as getItemTimestamp, e as getTimestamp, t as toMs } from './time-BMkFD4Kd.mjs';
 import '@tradejs/types';

package/dist/time.d.ts

@@ -1,2 +1,2 @@
-export { f as formatUnix, a as getDataTimestamp, b as getItemTimestamp, d as getTimestamp, t as toMs } from './time-DEyFa2vI.js';
+export { f as formatUnix, a as getBacktestPreloadStart, b as getDataTimestamp, d as getItemTimestamp, e as getTimestamp, t as toMs } from './time-BMkFD4Kd.js';
 import '@tradejs/types';