@tradejs/core 1.0.6 → 1.0.8

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 = {}) => ({

package/dist/strategies.mjs

@@ -1,35 +1,42 @@
 import {
   uuid
-} from "./chunk-NQ7D3T4E.mjs";
+} from "./chunk-AJK4NS7Y.mjs";
 import {
   createIndicators
-} from "./chunk-JE3ACOXJ.mjs";
+} from "./chunk-622V7IAT.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import {
   getTimestamp
-} from "./chunk-BHIX34VS.mjs";
+} from "./chunk-PQETJ42A.mjs";
 import {
   FEE_PERCENT
-} from "./chunk-KQQUP2YF.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 = {}) => ({

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';

package/dist/time.js

@@ -21,6 +21,7 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 var time_exports = {};
 __export(time_exports, {
   formatUnix: () => formatUnix,
+  getBacktestPreloadStart: () => getBacktestPreloadStart,
   getDataTimestamp: () => getDataTimestamp,
   getItemTimestamp: () => getItemTimestamp,
   getTimestamp: () => getTimestamp,
@@ -31,6 +32,12 @@ module.exports = __toCommonJS(time_exports);
 // src/utils/timestamp.ts
 var import_date_fns = require("date-fns");
 var import_date_fns2 = require("date-fns");
+
+// src/constants/index.ts
+var BACKTEST_PRELOAD_DAYS = 60;
+
+// src/utils/timestamp.ts
+var DAY_MS = 864e5;
 var toMs = (ts) => ts < 1e12 ? ts * 1e3 : ts;
 var getTimestamp = (days = 0) => {
   if (days > 0) {
@@ -48,9 +55,11 @@ var getDataTimestamp = (data) => {
 var formatUnix = (dt) => {
   return (0, import_date_fns.format)(new Date(dt), "d MMM u HH:mm:ss");
 };
+var getBacktestPreloadStart = (start, preloadDays = BACKTEST_PRELOAD_DAYS) => Math.max(0, Math.trunc(start - preloadDays * DAY_MS));
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
   formatUnix,
+  getBacktestPreloadStart,
   getDataTimestamp,
   getItemTimestamp,
   getTimestamp,

package/dist/time.mjs

@@ -1,13 +1,15 @@
 import {
   formatUnix,
+  getBacktestPreloadStart,
   getDataTimestamp,
   getItemTimestamp,
   getTimestamp,
   toMs
-} from "./chunk-BHIX34VS.mjs";
-import "./chunk-KQQUP2YF.mjs";
+} from "./chunk-PQETJ42A.mjs";
+import "./chunk-JLORHLL6.mjs";
 export {
   formatUnix,
+  getBacktestPreloadStart,
   getDataTimestamp,
   getItemTimestamp,
   getTimestamp,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "1.0.6",
+  "version": "1.0.8",
   "description": "Browser-safe public API for the TradeJS open-source framework: config, strategy authoring, indicators, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -86,12 +86,11 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^1.0.6",
+    "@tradejs/types": "^1.0.8",
     "date-fns": "^3.3.1",
     "klinecharts": "10.0.0-alpha9",
-    "lodash": "^4.17.21",
-    "technicalindicators": "^3.1.0",
-    "uuid": "11.1.0"
+    "lodash": "^4.18.1",
+    "technicalindicators": "^3.1.0"
   },
   "devDependencies": {
     "tsup": "^8.5.1",