@tradejs/core 3.0.1 → 3.1.0

package/dist/trade.mjs

@@ -1,254 +1,18 @@
 import {
-  intervalToMs
-} from "./chunk-M7QGVZ3J.mjs";
-import {
-  BACKTEST_BASE_SLIPPAGE_BPS,
-  BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
-  BACKTEST_DELAY_RISK_MAX_BPS,
-  BACKTEST_DELAY_RISK_MULTIPLIER,
-  BACKTEST_EXPECTED_DELAY_MS,
-  BACKTEST_MARKET_IMPACT_BPS,
-  BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER
-} from "./chunk-MKCQSB4H.mjs";
-
-// src/utils/executionSlippage.ts
-var toNonNegativeFiniteNumber = (value, fallback = 0) => typeof value === "number" && Number.isFinite(value) && value > 0 ? value : fallback;
-var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
-var toRecord = (value) => value && typeof value === "object" ? value : null;
-var getMedian = (values) => {
-  if (!values.length) {
-    return null;
-  }
-  const sorted = [...values].sort((left, right) => left - right);
-  const middle = Math.floor(sorted.length / 2);
-  if (sorted.length % 2 === 0) {
-    const left = sorted[middle - 1];
-    const right = sorted[middle];
-    return left == null || right == null ? null : (left + right) / 2;
-  }
-  return sorted[middle] ?? null;
-};
-var extractCandleClose = (value) => {
-  if (typeof value === "number" && Number.isFinite(value)) {
-    return value;
-  }
-  const record = toRecord(value);
-  return toFiniteNumberOrNull(record?.close);
-};
-var extractCloseSeries = ({
-  closes,
-  candles
-}) => {
-  const source = Array.isArray(closes) && closes.length ? closes : candles;
-  if (!Array.isArray(source)) {
-    return [];
-  }
-  return source.map(extractCandleClose).filter((value) => value != null && value > 0);
-};
-var getSignalIntervalMs = (interval) => {
-  if (typeof interval !== "string") {
-    return null;
-  }
-  try {
-    return intervalToMs(interval);
-  } catch {
-    return null;
-  }
-};
-var getSignalCandleSeries = (signal) => {
-  const indicators = toRecord(signal?.indicators);
-  if (!indicators) {
-    return null;
-  }
-  const intervalKey = (() => {
-    switch (signal?.interval) {
-      case "15":
-        return "candles15m";
-      case "60":
-        return "candles1h";
-      case "240":
-        return "candles4h";
-      case "D":
-        return "candles1d";
-      default:
-        return null;
-    }
-  })();
-  const keys = [
-    intervalKey,
-    "candles15m",
-    "candles1h",
-    "candles4h",
-    "candles1d"
-  ].filter((key) => Boolean(key));
-  for (const key of keys) {
-    const value = indicators[key];
-    if (Array.isArray(value) && value.length > 1) {
-      return value;
-    }
-  }
-  const candle = indicators.candle;
-  const prevCandle = indicators.prevCandle;
-  return prevCandle && candle ? [prevCandle, candle] : null;
-};
-var calculateEffectiveSlippageBps = ({
-  baseSlippageBps = BACKTEST_BASE_SLIPPAGE_BPS,
-  spreadBps,
-  spreadMultiplier = BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
-  marketImpactBps = BACKTEST_MARKET_IMPACT_BPS,
-  delayRiskBps
-} = {}) => {
-  const base = toNonNegativeFiniteNumber(baseSlippageBps);
-  const spread = toNonNegativeFiniteNumber(spreadBps);
-  const multiplier = toNonNegativeFiniteNumber(spreadMultiplier);
-  const marketImpact = toNonNegativeFiniteNumber(marketImpactBps);
-  const delayRisk = toNonNegativeFiniteNumber(delayRiskBps);
-  return base + spread * multiplier + marketImpact + delayRisk;
-};
-var calculateExecutionSlippageBreakdown = ({
-  baseSlippageBps = BACKTEST_BASE_SLIPPAGE_BPS,
-  spreadBps,
-  spreadMultiplier = BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
-  marketImpactBps = BACKTEST_MARKET_IMPACT_BPS,
-  delayRiskBps
-} = {}) => {
-  const base = toNonNegativeFiniteNumber(baseSlippageBps);
-  const spread = toNonNegativeFiniteNumber(spreadBps);
-  const multiplier = toNonNegativeFiniteNumber(spreadMultiplier);
-  const spreadSlippage = spread * multiplier;
-  const marketImpact = toNonNegativeFiniteNumber(marketImpactBps);
-  const delayRisk = toNonNegativeFiniteNumber(delayRiskBps);
-  return {
-    baseSlippageBps: base,
-    spreadBps: spread,
-    spreadMultiplier: multiplier,
-    spreadSlippageBps: spreadSlippage,
-    marketImpactBps: marketImpact,
-    delayRiskBps: delayRisk,
-    effectiveSlippageBps: base + spreadSlippage + marketImpact + delayRisk
-  };
-};
-var calculateDelayRiskBps = ({
-  closes,
-  candles,
-  intervalMs,
-  expectedDelayMs = BACKTEST_EXPECTED_DELAY_MS,
-  lookbackCandles = BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
-  multiplier = BACKTEST_DELAY_RISK_MULTIPLIER,
-  maxBps = BACKTEST_DELAY_RISK_MAX_BPS
-} = {}) => {
-  const normalizedLookback = Math.max(
-    1,
-    Math.trunc(toNonNegativeFiniteNumber(lookbackCandles, 1))
-  );
-  const closeSeries = extractCloseSeries({ closes, candles }).slice(
-    -(normalizedLookback + 1)
-  );
-  if (closeSeries.length < 2) {
-    return null;
-  }
-  const moveBps = [];
-  for (let index = 1; index < closeSeries.length; index += 1) {
-    const previous = closeSeries[index - 1];
-    const current = closeSeries[index];
-    if (previous != null && current != null && previous > 0 && current > 0) {
-      moveBps.push(Math.abs(current / previous - 1) * 1e4);
-    }
-  }
-  const medianMoveBps = getMedian(moveBps);
-  if (medianMoveBps == null) {
-    return null;
-  }
-  const delayScale = typeof intervalMs === "number" && Number.isFinite(intervalMs) && intervalMs > 0 && typeof expectedDelayMs === "number" && Number.isFinite(expectedDelayMs) && expectedDelayMs > 0 ? Math.sqrt(expectedDelayMs / intervalMs) : 1;
-  const rawDelayRisk = medianMoveBps * delayScale * toNonNegativeFiniteNumber(multiplier);
-  const cappedDelayRisk = Math.min(
-    rawDelayRisk,
-    toNonNegativeFiniteNumber(maxBps, Number.POSITIVE_INFINITY)
-  );
-  return Number.isFinite(cappedDelayRisk) ? cappedDelayRisk : null;
-};
-var slippageBpsToRate = (slippageBps) => toNonNegativeFiniteNumber(slippageBps) / 1e4;
-var applyExecutionSlippage = ({
-  price,
-  direction,
-  stage,
-  ...modelParams
-}) => {
-  const slippageRate = slippageBpsToRate(
-    calculateExecutionSlippageBreakdown(modelParams).effectiveSlippageBps
-  );
-  if (!slippageRate) {
-    return price;
-  }
-  const sign = direction === "LONG" ? stage === "entry" ? 1 : -1 : stage === "entry" ? -1 : 1;
-  return price * (1 + sign * slippageRate);
-};
-var extractExecutionSpreadBps = (signal) => {
-  const additionalIndicators = toRecord(signal?.additionalIndicators);
-  const explicitSlippage = toRecord(additionalIndicators?.executionSlippage);
-  return toFiniteNumberOrNull(explicitSlippage?.spreadBps);
-};
-var extractExecutionMarketImpactBps = (signal) => {
-  const additionalIndicators = toRecord(signal?.additionalIndicators);
-  const explicitSlippage = toRecord(additionalIndicators?.executionSlippage);
-  return toFiniteNumberOrNull(explicitSlippage?.marketImpactBps);
-};
-var extractExecutionDelayRiskBps = (signal) => {
-  const additionalIndicators = toRecord(signal?.additionalIndicators);
-  const explicitSlippage = toRecord(additionalIndicators?.executionSlippage);
-  const explicitDelayRisk = toFiniteNumberOrNull(
-    explicitSlippage?.delayRiskBps
-  );
-  if (explicitDelayRisk != null) {
-    return explicitDelayRisk;
-  }
-  return calculateDelayRiskBps({
-    candles: getSignalCandleSeries(signal),
-    intervalMs: getSignalIntervalMs(signal?.interval)
-  });
-};
-
-// src/trade.ts
-var ORDER_LINK_PREFIX = "tjs-";
-var ORDER_LINK_SEPARATOR = "--";
-var STRATEGY_SLUG_LENGTH = 10;
-var STRATEGY_HASH_LENGTH = 5;
-var toBase36Hash = (value) => {
-  let hash = 0;
-  for (let index = 0; index < value.length; index += 1) {
-    hash = hash * 31 + value.charCodeAt(index) >>> 0;
-  }
-  return hash.toString(36).padStart(STRATEGY_HASH_LENGTH, "0");
-};
-var normalizeStrategyOrderLinkKey = (strategyName) => {
-  const normalized = String(strategyName ?? "").trim().toLowerCase();
-  if (!normalized) {
-    return null;
-  }
-  const slug = normalized.replace(/[^a-z0-9]+/g, "").slice(0, STRATEGY_SLUG_LENGTH) || "strategy";
-  const hash = toBase36Hash(normalized).slice(0, STRATEGY_HASH_LENGTH);
-  return `${slug}-${hash}`;
-};
-var createRuntimeOrderLinkPrefix = (strategyName) => {
-  const strategyKey = normalizeStrategyOrderLinkKey(strategyName);
-  return strategyKey ? `${ORDER_LINK_PREFIX}${strategyKey}${ORDER_LINK_SEPARATOR}` : ORDER_LINK_PREFIX;
-};
-var parseStrategyOrderLinkKey = (orderLinkId) => {
-  const normalized = String(orderLinkId ?? "").trim().toLowerCase();
-  if (!normalized.startsWith(ORDER_LINK_PREFIX)) {
-    return null;
-  }
-  const remainder = normalized.slice(ORDER_LINK_PREFIX.length);
-  const separatorIndex = remainder.indexOf(ORDER_LINK_SEPARATOR);
-  if (separatorIndex <= 0) {
-    return null;
-  }
-  const strategyPart = remainder.slice(0, separatorIndex).trim();
-  if (!strategyPart) {
-    return null;
-  }
-  return strategyPart;
-};
+  applyExecutionSlippage,
+  calculateDelayRiskBps,
+  calculateEffectiveSlippageBps,
+  calculateExecutionSlippageBreakdown,
+  createRuntimeOrderLinkPrefix,
+  extractExecutionDelayRiskBps,
+  extractExecutionMarketImpactBps,
+  extractExecutionSpreadBps,
+  normalizeStrategyOrderLinkKey,
+  parseStrategyOrderLinkKey,
+  slippageBpsToRate
+} from "./chunk-NYJU3J7Y.mjs";
+import "./chunk-M7QGVZ3J.mjs";
+import "./chunk-MKCQSB4H.mjs";
 export {
   applyExecutionSlippage,
   calculateDelayRiskBps,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "3.0.1",
+  "version": "3.1.0",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -83,6 +83,11 @@
       "import": "./dist/grid.mjs",
       "require": "./dist/grid.js"
     },
+    "./http": {
+      "types": "./dist/http.d.ts",
+      "import": "./dist/http.mjs",
+      "require": "./dist/http.js"
+    },
     "./indicators": {
       "types": "./dist/indicators.d.ts",
       "import": "./dist/indicators.mjs",
@@ -93,6 +98,11 @@
       "import": "./dist/math.mjs",
       "require": "./dist/math.js"
     },
+    "./runtimeTrades": {
+      "types": "./dist/runtimeTrades.d.ts",
+      "import": "./dist/runtimeTrades.mjs",
+      "require": "./dist/runtimeTrades.js"
+    },
     "./strategies": {
       "types": "./dist/strategies.d.ts",
       "import": "./dist/strategies.mjs",
@@ -115,7 +125,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^3.0.1",
+    "@tradejs/types": "^3.1.0",
     "date-fns": "^3.6.0",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",

package/dist/{chunk-QRRQA4TU.mjs → chunk-OLHUGX7X.mjs}

@@ -1,12 +1,12 @@
 import {
   cloneArrayValues
 } from "./chunk-M7QGVZ3J.mjs";
-import {
-  round
-} from "./chunk-AYC2QVKI.mjs";
 import {
   toMs
 } from "./chunk-S4KHOAXM.mjs";
+import {
+  round
+} from "./chunk-AYC2QVKI.mjs";
 import {
   CORRELATION_WINDOW,
   ML_BASE_CANDLES_WINDOW,