@tradejs/infra 1.0.4 → 1.0.6

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@@ -0,0 +1,142 @@
1
+ // src/mlDatasetFile.ts
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+ import { once } from "events";
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+ import { createReadStream, createWriteStream } from "fs";
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+ import fs from "fs/promises";
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+ import path from "path";
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+ var DEFAULT_DIR = "data/ml/export";
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+ var ML_DATASET_WRITE_BATCH_SIZE = 200;
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+ var ML_CHUNK_FILE_RE = /^ml-dataset-(.+)-chunk-[^.]+\.jsonl$/;
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+ var writerByPath = /* @__PURE__ */ new Map();
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+ var toFileToken = (value) => value.trim().toLowerCase().replace(/[^a-z0-9_-]+/g, "_").replace(/^_+|_+$/g, "") || "any";
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+ var getMlChunkFilePath = (strategyName, chunkId, outDir = DEFAULT_DIR) => path.join(
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+ outDir,
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+ `ml-dataset-${toFileToken(strategyName)}-chunk-${toFileToken(chunkId)}.jsonl`
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+ );
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+ var appendMlDatasetRow = async (params) => {
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+ const { strategyName, chunkId, row, outDir = DEFAULT_DIR } = params;
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+ const filePath = getMlChunkFilePath(strategyName, chunkId, outDir);
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+ let state = writerByPath.get(filePath);
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+ if (!state) {
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+ await fs.mkdir(outDir, { recursive: true });
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+ const stream = createWriteStream(filePath, {
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+ encoding: "utf8",
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+ flags: "a"
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+ });
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+ state = {
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+ filePath,
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+ stream,
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+ buffer: [],
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+ writeQueue: Promise.resolve(),
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+ closed: false
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+ };
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+ writerByPath.set(filePath, state);
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+ }
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+ if (state.closed) {
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+ throw new Error(`ML dataset writer is closed: ${filePath}`);
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+ }
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+ state.buffer.push(`${JSON.stringify(row)}
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+ `);
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+ if (state.buffer.length >= ML_DATASET_WRITE_BATCH_SIZE) {
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+ await flushMlDatasetWriter(filePath);
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+ }
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+ return filePath;
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+ };
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+ var flushState = async (state) => {
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+ if (state.closed || state.buffer.length === 0) {
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+ return;
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+ }
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+ const chunk = state.buffer.join("");
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+ state.buffer = [];
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+ if (!state.stream.write(chunk)) {
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+ await once(state.stream, "drain");
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+ }
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+ };
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+ var flushMlDatasetWriter = async (filePath) => {
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+ const state = writerByPath.get(filePath);
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+ if (!state || state.closed) {
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+ return;
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+ }
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+ state.writeQueue = state.writeQueue.then(() => flushState(state));
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+ await state.writeQueue;
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+ };
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+ var closeState = async (state) => {
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+ if (state.closed) {
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+ return;
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+ }
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+ await flushState(state);
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+ state.closed = true;
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+ state.stream.end();
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+ await Promise.all([
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+ once(state.stream, "finish"),
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+ once(state.stream, "close")
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+ ]);
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+ };
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+ var closeMlDatasetWriter = async (filePath) => {
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+ const state = writerByPath.get(filePath);
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+ if (!state) return;
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+ state.writeQueue = state.writeQueue.then(() => closeState(state));
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+ await state.writeQueue;
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+ writerByPath.delete(filePath);
80
+ };
81
+ var closeAllMlDatasetWriters = async () => {
82
+ const filePaths = [...writerByPath.keys()];
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+ for (const filePath of filePaths) {
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+ await closeMlDatasetWriter(filePath);
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+ }
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+ };
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+ var listMlChunkFiles = async (params) => {
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+ const { strategyName, outDir = DEFAULT_DIR } = params;
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+ const prefix = `ml-dataset-${toFileToken(strategyName)}-chunk-`;
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+ let entries = [];
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+ try {
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+ entries = await fs.readdir(outDir);
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+ } catch (error) {
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+ return [];
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+ }
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+ return entries.filter((name) => name.startsWith(prefix) && name.endsWith(".jsonl")).map((name) => path.join(outDir, name)).sort();
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+ };
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+ var listMlChunkStrategies = async (params) => {
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+ const outDir = params?.outDir ?? DEFAULT_DIR;
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+ let entries = [];
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+ try {
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+ entries = await fs.readdir(outDir);
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+ } catch {
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+ return [];
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+ }
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+ return [
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+ ...new Set(
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+ entries.map((name) => name.match(ML_CHUNK_FILE_RE)?.[1] || "").filter(Boolean)
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+ )
110
+ ].sort();
111
+ };
112
+ var mergeJsonlFiles = async (params) => {
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+ const { filePaths, outPath } = params;
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+ await fs.mkdir(path.dirname(outPath), { recursive: true });
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+ const stream = createWriteStream(outPath, { encoding: "utf8" });
116
+ const done = Promise.all([once(stream, "finish"), once(stream, "close")]);
117
+ try {
118
+ for (const filePath of filePaths) {
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+ const reader = createReadStream(filePath, { encoding: "utf8" });
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+ for await (const chunk of reader) {
121
+ if (!stream.write(chunk)) {
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+ await once(stream, "drain");
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+ }
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+ }
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+ }
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+ } finally {
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+ stream.end();
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+ await done;
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+ }
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+ };
131
+
132
+ export {
133
+ toFileToken,
134
+ getMlChunkFilePath,
135
+ appendMlDatasetRow,
136
+ flushMlDatasetWriter,
137
+ closeMlDatasetWriter,
138
+ closeAllMlDatasetWriters,
139
+ listMlChunkFiles,
140
+ listMlChunkStrategies,
141
+ mergeJsonlFiles
142
+ };
package/dist/ml.d.mts CHANGED
@@ -1,22 +1,4 @@
1
- declare const toFileToken: (value: string) => string;
2
- declare const getMlChunkFilePath: (strategyName: string, chunkId: string, outDir?: string) => string;
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- declare const appendMlDatasetRow: (params: {
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- strategyName: string;
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- chunkId: string;
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- row: Record<string, number | string | null>;
7
- outDir?: string;
8
- }) => Promise<string>;
9
- declare const flushMlDatasetWriter: (filePath: string) => Promise<void>;
10
- declare const closeMlDatasetWriter: (filePath: string) => Promise<void>;
11
- declare const closeAllMlDatasetWriters: () => Promise<void>;
12
- declare const listMlChunkFiles: (params: {
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- strategyName: string;
14
- outDir?: string;
15
- }) => Promise<string[]>;
16
- declare const mergeJsonlFiles: (params: {
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- filePaths: string[];
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- outPath: string;
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- }) => Promise<void>;
1
+ export { a as appendMlDatasetRow, c as closeAllMlDatasetWriters, b as closeMlDatasetWriter, f as flushMlDatasetWriter, g as getMlChunkFilePath, l as listMlChunkFiles, d as listMlChunkStrategies, m as mergeJsonlFiles, t as toFileToken } from './mlDatasetFile-sRGWgR_o.mjs';
20
2
 
21
3
  type MlPredictResponse = {
22
4
  probability: number;
@@ -134,4 +116,4 @@ type MlSeriesAnalysisSummary = Record<string, number>;
134
116
  declare const analyzeMlSeriesWindow: (input: MlSeriesAnalysisInput) => MlSeriesAnalysisSummary;
135
117
  declare const buildMlSeriesAlignment: (left: MlSeriesAnalysisSummary | undefined, right: MlSeriesAnalysisSummary | undefined) => MlSeriesAnalysisSummary;
136
118
 
137
- export { type LookaheadViolation, type MlPredictParams, type MlPredictResponse, type MlResultRecord, type MlSeriesAnalysisCandle, type MlSeriesAnalysisSummary, type MlSignalRecord, analyzeMlSeriesWindow, appendMlDatasetRow, buildMlFeatures, buildMlSeriesAlignment, buildMlTrainingRow, closeAllMlDatasetWriters, closeMlDatasetWriter, computeWindowBoundaries, fetchMlThreshold, findLookaheadViolations, flushMlDatasetWriter, getMlChunkFilePath, isDerivedDatasetFileName, isTimestampFeatureKey, listMlChunkFiles, mergeJsonlFiles, toFileToken, toIsoUtcOrNull, trimMlTrainingRowWindows };
119
+ export { type LookaheadViolation, type MlPredictParams, type MlPredictResponse, type MlResultRecord, type MlSeriesAnalysisCandle, type MlSeriesAnalysisSummary, type MlSignalRecord, analyzeMlSeriesWindow, buildMlFeatures, buildMlSeriesAlignment, buildMlTrainingRow, computeWindowBoundaries, fetchMlThreshold, findLookaheadViolations, isDerivedDatasetFileName, isTimestampFeatureKey, toIsoUtcOrNull, trimMlTrainingRowWindows };
package/dist/ml.d.ts CHANGED
@@ -1,22 +1,4 @@
1
- declare const toFileToken: (value: string) => string;
2
- declare const getMlChunkFilePath: (strategyName: string, chunkId: string, outDir?: string) => string;
3
- declare const appendMlDatasetRow: (params: {
4
- strategyName: string;
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- chunkId: string;
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- row: Record<string, number | string | null>;
7
- outDir?: string;
8
- }) => Promise<string>;
9
- declare const flushMlDatasetWriter: (filePath: string) => Promise<void>;
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- declare const closeMlDatasetWriter: (filePath: string) => Promise<void>;
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- declare const closeAllMlDatasetWriters: () => Promise<void>;
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- declare const listMlChunkFiles: (params: {
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- strategyName: string;
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- outDir?: string;
15
- }) => Promise<string[]>;
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- declare const mergeJsonlFiles: (params: {
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- filePaths: string[];
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- outPath: string;
19
- }) => Promise<void>;
1
+ export { a as appendMlDatasetRow, c as closeAllMlDatasetWriters, b as closeMlDatasetWriter, f as flushMlDatasetWriter, g as getMlChunkFilePath, l as listMlChunkFiles, d as listMlChunkStrategies, m as mergeJsonlFiles, t as toFileToken } from './mlDatasetFile-sRGWgR_o.js';
20
2
 
21
3
  type MlPredictResponse = {
22
4
  probability: number;
@@ -134,4 +116,4 @@ type MlSeriesAnalysisSummary = Record<string, number>;
134
116
  declare const analyzeMlSeriesWindow: (input: MlSeriesAnalysisInput) => MlSeriesAnalysisSummary;
135
117
  declare const buildMlSeriesAlignment: (left: MlSeriesAnalysisSummary | undefined, right: MlSeriesAnalysisSummary | undefined) => MlSeriesAnalysisSummary;
136
118
 
137
- export { type LookaheadViolation, type MlPredictParams, type MlPredictResponse, type MlResultRecord, type MlSeriesAnalysisCandle, type MlSeriesAnalysisSummary, type MlSignalRecord, analyzeMlSeriesWindow, appendMlDatasetRow, buildMlFeatures, buildMlSeriesAlignment, buildMlTrainingRow, closeAllMlDatasetWriters, closeMlDatasetWriter, computeWindowBoundaries, fetchMlThreshold, findLookaheadViolations, flushMlDatasetWriter, getMlChunkFilePath, isDerivedDatasetFileName, isTimestampFeatureKey, listMlChunkFiles, mergeJsonlFiles, toFileToken, toIsoUtcOrNull, trimMlTrainingRowWindows };
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+ export { type LookaheadViolation, type MlPredictParams, type MlPredictResponse, type MlResultRecord, type MlSeriesAnalysisCandle, type MlSeriesAnalysisSummary, type MlSignalRecord, analyzeMlSeriesWindow, buildMlFeatures, buildMlSeriesAlignment, buildMlTrainingRow, computeWindowBoundaries, fetchMlThreshold, findLookaheadViolations, isDerivedDatasetFileName, isTimestampFeatureKey, toIsoUtcOrNull, trimMlTrainingRowWindows };
package/dist/ml.js CHANGED
@@ -45,6 +45,7 @@ __export(ml_exports, {
45
45
  isDerivedDatasetFileName: () => isDerivedDatasetFileName,
46
46
  isTimestampFeatureKey: () => isTimestampFeatureKey,
47
47
  listMlChunkFiles: () => listMlChunkFiles,
48
+ listMlChunkStrategies: () => listMlChunkStrategies,
48
49
  mergeJsonlFiles: () => mergeJsonlFiles,
49
50
  toFileToken: () => toFileToken,
50
51
  toIsoUtcOrNull: () => toIsoUtcOrNull,
@@ -59,6 +60,7 @@ var import_promises = __toESM(require("fs/promises"));
59
60
  var import_path = __toESM(require("path"));
60
61
  var DEFAULT_DIR = "data/ml/export";
61
62
  var ML_DATASET_WRITE_BATCH_SIZE = 200;
63
+ var ML_CHUNK_FILE_RE = /^ml-dataset-(.+)-chunk-[^.]+\.jsonl$/;
62
64
  var writerByPath = /* @__PURE__ */ new Map();
63
65
  var toFileToken = (value) => value.trim().toLowerCase().replace(/[^a-z0-9_-]+/g, "_").replace(/^_+|_+$/g, "") || "any";
64
66
  var getMlChunkFilePath = (strategyName, chunkId, outDir = DEFAULT_DIR) => import_path.default.join(
@@ -148,6 +150,20 @@ var listMlChunkFiles = async (params) => {
148
150
  }
149
151
  return entries.filter((name) => name.startsWith(prefix) && name.endsWith(".jsonl")).map((name) => import_path.default.join(outDir, name)).sort();
150
152
  };
153
+ var listMlChunkStrategies = async (params) => {
154
+ const outDir = params?.outDir ?? DEFAULT_DIR;
155
+ let entries = [];
156
+ try {
157
+ entries = await import_promises.default.readdir(outDir);
158
+ } catch {
159
+ return [];
160
+ }
161
+ return [
162
+ ...new Set(
163
+ entries.map((name) => name.match(ML_CHUNK_FILE_RE)?.[1] || "").filter(Boolean)
164
+ )
165
+ ].sort();
166
+ };
151
167
  var mergeJsonlFiles = async (params) => {
152
168
  const { filePaths, outPath } = params;
153
169
  await import_promises.default.mkdir(import_path.default.dirname(outPath), { recursive: true });
@@ -1605,6 +1621,7 @@ var findLookaheadViolations = (row) => {
1605
1621
  isDerivedDatasetFileName,
1606
1622
  isTimestampFeatureKey,
1607
1623
  listMlChunkFiles,
1624
+ listMlChunkStrategies,
1608
1625
  mergeJsonlFiles,
1609
1626
  toFileToken,
1610
1627
  toIsoUtcOrNull,
package/dist/ml.mjs CHANGED
@@ -1,142 +1,37 @@
1
+ import {
2
+ appendMlDatasetRow,
3
+ closeAllMlDatasetWriters,
4
+ closeMlDatasetWriter,
5
+ flushMlDatasetWriter,
6
+ getMlChunkFilePath,
7
+ listMlChunkFiles,
8
+ listMlChunkStrategies,
9
+ mergeJsonlFiles,
10
+ toFileToken
11
+ } from "./chunk-KVEZORMS.mjs";
1
12
  import {
2
13
  logger
3
14
  } from "./chunk-LNFUOXDW.mjs";
4
15
 
5
- // src/mlDatasetFile.ts
6
- import { once } from "events";
7
- import { createReadStream, createWriteStream } from "fs";
8
- import fs from "fs/promises";
9
- import path from "path";
10
- var DEFAULT_DIR = "data/ml/export";
11
- var ML_DATASET_WRITE_BATCH_SIZE = 200;
12
- var writerByPath = /* @__PURE__ */ new Map();
13
- var toFileToken = (value) => value.trim().toLowerCase().replace(/[^a-z0-9_-]+/g, "_").replace(/^_+|_+$/g, "") || "any";
14
- var getMlChunkFilePath = (strategyName, chunkId, outDir = DEFAULT_DIR) => path.join(
15
- outDir,
16
- `ml-dataset-${toFileToken(strategyName)}-chunk-${toFileToken(chunkId)}.jsonl`
17
- );
18
- var appendMlDatasetRow = async (params) => {
19
- const { strategyName, chunkId, row, outDir = DEFAULT_DIR } = params;
20
- const filePath = getMlChunkFilePath(strategyName, chunkId, outDir);
21
- let state = writerByPath.get(filePath);
22
- if (!state) {
23
- await fs.mkdir(outDir, { recursive: true });
24
- const stream = createWriteStream(filePath, {
25
- encoding: "utf8",
26
- flags: "a"
27
- });
28
- state = {
29
- filePath,
30
- stream,
31
- buffer: [],
32
- writeQueue: Promise.resolve(),
33
- closed: false
34
- };
35
- writerByPath.set(filePath, state);
36
- }
37
- if (state.closed) {
38
- throw new Error(`ML dataset writer is closed: ${filePath}`);
39
- }
40
- state.buffer.push(`${JSON.stringify(row)}
41
- `);
42
- if (state.buffer.length >= ML_DATASET_WRITE_BATCH_SIZE) {
43
- await flushMlDatasetWriter(filePath);
44
- }
45
- return filePath;
46
- };
47
- var flushState = async (state) => {
48
- if (state.closed || state.buffer.length === 0) {
49
- return;
50
- }
51
- const chunk = state.buffer.join("");
52
- state.buffer = [];
53
- if (!state.stream.write(chunk)) {
54
- await once(state.stream, "drain");
55
- }
56
- };
57
- var flushMlDatasetWriter = async (filePath) => {
58
- const state = writerByPath.get(filePath);
59
- if (!state || state.closed) {
60
- return;
61
- }
62
- state.writeQueue = state.writeQueue.then(() => flushState(state));
63
- await state.writeQueue;
64
- };
65
- var closeState = async (state) => {
66
- if (state.closed) {
67
- return;
68
- }
69
- await flushState(state);
70
- state.closed = true;
71
- state.stream.end();
72
- await Promise.all([
73
- once(state.stream, "finish"),
74
- once(state.stream, "close")
75
- ]);
76
- };
77
- var closeMlDatasetWriter = async (filePath) => {
78
- const state = writerByPath.get(filePath);
79
- if (!state) return;
80
- state.writeQueue = state.writeQueue.then(() => closeState(state));
81
- await state.writeQueue;
82
- writerByPath.delete(filePath);
83
- };
84
- var closeAllMlDatasetWriters = async () => {
85
- const filePaths = [...writerByPath.keys()];
86
- for (const filePath of filePaths) {
87
- await closeMlDatasetWriter(filePath);
88
- }
89
- };
90
- var listMlChunkFiles = async (params) => {
91
- const { strategyName, outDir = DEFAULT_DIR } = params;
92
- const prefix = `ml-dataset-${toFileToken(strategyName)}-chunk-`;
93
- let entries = [];
94
- try {
95
- entries = await fs.readdir(outDir);
96
- } catch (error) {
97
- return [];
98
- }
99
- return entries.filter((name) => name.startsWith(prefix) && name.endsWith(".jsonl")).map((name) => path.join(outDir, name)).sort();
100
- };
101
- var mergeJsonlFiles = async (params) => {
102
- const { filePaths, outPath } = params;
103
- await fs.mkdir(path.dirname(outPath), { recursive: true });
104
- const stream = createWriteStream(outPath, { encoding: "utf8" });
105
- const done = Promise.all([once(stream, "finish"), once(stream, "close")]);
106
- try {
107
- for (const filePath of filePaths) {
108
- const reader = createReadStream(filePath, { encoding: "utf8" });
109
- for await (const chunk of reader) {
110
- if (!stream.write(chunk)) {
111
- await once(stream, "drain");
112
- }
113
- }
114
- }
115
- } finally {
116
- stream.end();
117
- await done;
118
- }
119
- };
120
-
121
16
  // src/mlGrpc.ts
122
- import path2 from "path";
17
+ import path from "path";
123
18
  import * as grpc from "@grpc/grpc-js";
124
19
  import * as protoLoader from "@grpc/proto-loader";
125
- import fs2 from "fs";
20
+ import fs from "fs";
126
21
  var clientCache = /* @__PURE__ */ new Map();
127
22
  var resolveProtoPath = (projectRoot, protoPath) => {
128
- if (protoPath && fs2.existsSync(protoPath)) {
23
+ if (protoPath && fs.existsSync(protoPath)) {
129
24
  return protoPath;
130
25
  }
131
26
  const explicitRoot = String(projectRoot || "").trim();
132
- const root = explicitRoot ? path2.resolve(explicitRoot) : String(process.env.PROJECT_CWD || "").trim() ? path2.resolve(String(process.env.PROJECT_CWD || "").trim()) : process.cwd();
27
+ const root = explicitRoot ? path.resolve(explicitRoot) : String(process.env.PROJECT_CWD || "").trim() ? path.resolve(String(process.env.PROJECT_CWD || "").trim()) : process.cwd();
133
28
  const candidates = [
134
- path2.resolve(__dirname, "../proto/ml_infer.proto"),
135
- path2.resolve(__dirname, "../../proto/ml_infer.proto"),
136
- path2.resolve(root, "proto/ml_infer.proto")
29
+ path.resolve(__dirname, "../proto/ml_infer.proto"),
30
+ path.resolve(__dirname, "../../proto/ml_infer.proto"),
31
+ path.resolve(root, "proto/ml_infer.proto")
137
32
  ];
138
33
  for (const candidate of candidates) {
139
- if (fs2.existsSync(candidate)) {
34
+ if (fs.existsSync(candidate)) {
140
35
  return candidate;
141
36
  }
142
37
  }
@@ -1513,6 +1408,7 @@ export {
1513
1408
  isDerivedDatasetFileName,
1514
1409
  isTimestampFeatureKey,
1515
1410
  listMlChunkFiles,
1411
+ listMlChunkStrategies,
1516
1412
  mergeJsonlFiles,
1517
1413
  toFileToken,
1518
1414
  toIsoUtcOrNull,
@@ -0,0 +1,24 @@
1
+ declare const toFileToken: (value: string) => string;
2
+ declare const getMlChunkFilePath: (strategyName: string, chunkId: string, outDir?: string) => string;
3
+ declare const appendMlDatasetRow: (params: {
4
+ strategyName: string;
5
+ chunkId: string;
6
+ row: Record<string, number | string | null>;
7
+ outDir?: string;
8
+ }) => Promise<string>;
9
+ declare const flushMlDatasetWriter: (filePath: string) => Promise<void>;
10
+ declare const closeMlDatasetWriter: (filePath: string) => Promise<void>;
11
+ declare const closeAllMlDatasetWriters: () => Promise<void>;
12
+ declare const listMlChunkFiles: (params: {
13
+ strategyName: string;
14
+ outDir?: string;
15
+ }) => Promise<string[]>;
16
+ declare const listMlChunkStrategies: (params?: {
17
+ outDir?: string;
18
+ }) => Promise<string[]>;
19
+ declare const mergeJsonlFiles: (params: {
20
+ filePaths: string[];
21
+ outPath: string;
22
+ }) => Promise<void>;
23
+
24
+ export { appendMlDatasetRow as a, closeMlDatasetWriter as b, closeAllMlDatasetWriters as c, listMlChunkStrategies as d, flushMlDatasetWriter as f, getMlChunkFilePath as g, listMlChunkFiles as l, mergeJsonlFiles as m, toFileToken as t };
@@ -0,0 +1,24 @@
1
+ declare const toFileToken: (value: string) => string;
2
+ declare const getMlChunkFilePath: (strategyName: string, chunkId: string, outDir?: string) => string;
3
+ declare const appendMlDatasetRow: (params: {
4
+ strategyName: string;
5
+ chunkId: string;
6
+ row: Record<string, number | string | null>;
7
+ outDir?: string;
8
+ }) => Promise<string>;
9
+ declare const flushMlDatasetWriter: (filePath: string) => Promise<void>;
10
+ declare const closeMlDatasetWriter: (filePath: string) => Promise<void>;
11
+ declare const closeAllMlDatasetWriters: () => Promise<void>;
12
+ declare const listMlChunkFiles: (params: {
13
+ strategyName: string;
14
+ outDir?: string;
15
+ }) => Promise<string[]>;
16
+ declare const listMlChunkStrategies: (params?: {
17
+ outDir?: string;
18
+ }) => Promise<string[]>;
19
+ declare const mergeJsonlFiles: (params: {
20
+ filePaths: string[];
21
+ outPath: string;
22
+ }) => Promise<void>;
23
+
24
+ export { appendMlDatasetRow as a, closeMlDatasetWriter as b, closeAllMlDatasetWriters as c, listMlChunkStrategies as d, flushMlDatasetWriter as f, getMlChunkFilePath as g, listMlChunkFiles as l, mergeJsonlFiles as m, toFileToken as t };