@tradejs/infra 1.0.5 → 1.0.8

package/dist/chunk-XQ3YBULV.mjs

@@ -0,0 +1,132 @@
+// src/aiEndpoints.ts
+var AI_CUSTOM_ENDPOINT_VALUE = "__custom__";
+var AI_ENDPOINT_OPTIONS = [
+  {
+    label: "OpenAI",
+    value: "https://api.openai.com/v1"
+  },
+  {
+    label: "Claude",
+    value: "https://api.anthropic.com/v1"
+  },
+  {
+    label: "OpenRouter",
+    value: "https://openrouter.ai/api/v1"
+  },
+  {
+    label: "Gemini",
+    value: "https://generativelanguage.googleapis.com/v1beta/openai"
+  },
+  {
+    label: "Together AI",
+    value: "https://api.together.xyz/v1"
+  },
+  {
+    label: "Groq",
+    value: "https://api.groq.com/openai/v1"
+  },
+  {
+    label: "DeepInfra",
+    value: "https://api.deepinfra.com/v1/openai"
+  },
+  {
+    label: "xAI",
+    value: "https://api.x.ai/v1"
+  },
+  {
+    label: "Qwen (DashScope Intl)",
+    value: "https://dashscope-intl.aliyuncs.com/compatible-mode/v1"
+  },
+  {
+    label: "Qwen (DashScope CN)",
+    value: "https://dashscope.aliyuncs.com/compatible-mode/v1"
+  },
+  {
+    label: "Qwen (DashScope US)",
+    value: "https://dashscope-us.aliyuncs.com/compatible-mode/v1"
+  },
+  {
+    label: "Perplexity",
+    value: "https://api.perplexity.ai"
+  },
+  {
+    label: "Fireworks",
+    value: "https://api.fireworks.ai/inference/v1"
+  },
+  {
+    label: "SambaNova",
+    value: "https://api.sambanova.ai/v1"
+  },
+  {
+    label: "Hyperbolic",
+    value: "https://api.hyperbolic.xyz/v1"
+  },
+  {
+    label: "Kimi",
+    value: "https://api.moonshot.ai/v1"
+  },
+  {
+    label: "ProxyAPI",
+    value: "https://openai.api.proxyapi.ru/v1"
+  },
+  {
+    label: "Custom",
+    value: AI_CUSTOM_ENDPOINT_VALUE
+  }
+];
+var KNOWN_AI_ENDPOINTS = new Set(
+  AI_ENDPOINT_OPTIONS.map((option) => option.value).filter(
+    (value) => value !== AI_CUSTOM_ENDPOINT_VALUE
+  )
+);
+var normalizeUrl = (value) => value.replace(/\/+$/, "");
+var isIpv4Address = (value) => /^(?:\d{1,3}\.){3}\d{1,3}$/.test(value.trim());
+var parseIpv4Address = (value) => value.trim().split(".").map((part) => Number(part));
+var isPrivateIpv4Address = (value) => {
+  if (!isIpv4Address(value)) {
+    return false;
+  }
+  const [a, b, c, d] = parseIpv4Address(value);
+  if ([a, b, c, d].some(
+    (part) => !Number.isInteger(part) || part < 0 || part > 255
+  )) {
+    return false;
+  }
+  return a === 10 || a === 127 || a === 0 || a === 169 && b === 254 || a === 172 && b >= 16 && b <= 31 || a === 192 && b === 168;
+};
+var isPrivateHostname = (hostname) => {
+  const normalized = hostname.trim().toLowerCase();
+  if (!normalized) {
+    return true;
+  }
+  return normalized === "localhost" || normalized.endsWith(".localhost") || normalized.endsWith(".local") || normalized.endsWith(".internal") || normalized.endsWith(".lan") || normalized === "::1" || normalized === "[::1]" || isPrivateIpv4Address(normalized);
+};
+var isValidAiEndpointUrl = (value) => {
+  try {
+    const url = new URL(value);
+    return url.protocol === "https:" && !isPrivateHostname(url.hostname);
+  } catch {
+    return false;
+  }
+};
+var normalizeAiEndpoint = (value) => {
+  if (typeof value !== "string") {
+    return "";
+  }
+  const trimmed = normalizeUrl(value.trim());
+  if (!trimmed) {
+    return "";
+  }
+  if (KNOWN_AI_ENDPOINTS.has(trimmed)) {
+    return trimmed;
+  }
+  return isValidAiEndpointUrl(trimmed) ? trimmed : "";
+};
+var isKnownAiEndpoint = (value) => KNOWN_AI_ENDPOINTS.has(normalizeAiEndpoint(value));
+
+export {
+  AI_CUSTOM_ENDPOINT_VALUE,
+  AI_ENDPOINT_OPTIONS,
+  normalizeAiEndpoint,
+  isKnownAiEndpoint
+};

package/dist/ml.d.mts

@@ -1,22 +1,4 @@
-declare const toFileToken: (value: string) => string;
-declare const getMlChunkFilePath: (strategyName: string, chunkId: string, outDir?: string) => string;
-declare const appendMlDatasetRow: (params: {
-    strategyName: string;
-    chunkId: string;
-    row: Record<string, number | string | null>;
-    outDir?: string;
-}) => Promise<string>;
-declare const flushMlDatasetWriter: (filePath: string) => Promise<void>;
-declare const closeMlDatasetWriter: (filePath: string) => Promise<void>;
-declare const closeAllMlDatasetWriters: () => Promise<void>;
-declare const listMlChunkFiles: (params: {
-    strategyName: string;
-    outDir?: string;
-}) => Promise<string[]>;
-declare const mergeJsonlFiles: (params: {
-    filePaths: string[];
-    outPath: string;
-}) => Promise<void>;
+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';
 
 type MlPredictResponse = {
     probability: number;
@@ -134,4 +116,4 @@ type MlSeriesAnalysisSummary = Record<string, number>;
 declare const analyzeMlSeriesWindow: (input: MlSeriesAnalysisInput) => MlSeriesAnalysisSummary;
 declare const buildMlSeriesAlignment: (left: MlSeriesAnalysisSummary | undefined, right: MlSeriesAnalysisSummary | undefined) => MlSeriesAnalysisSummary;
 
-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 };
+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

@@ -1,22 +1,4 @@
-declare const toFileToken: (value: string) => string;
-declare const getMlChunkFilePath: (strategyName: string, chunkId: string, outDir?: string) => string;
-declare const appendMlDatasetRow: (params: {
-    strategyName: string;
-    chunkId: string;
-    row: Record<string, number | string | null>;
-    outDir?: string;
-}) => Promise<string>;
-declare const flushMlDatasetWriter: (filePath: string) => Promise<void>;
-declare const closeMlDatasetWriter: (filePath: string) => Promise<void>;
-declare const closeAllMlDatasetWriters: () => Promise<void>;
-declare const listMlChunkFiles: (params: {
-    strategyName: string;
-    outDir?: string;
-}) => Promise<string[]>;
-declare const mergeJsonlFiles: (params: {
-    filePaths: string[];
-    outPath: string;
-}) => Promise<void>;
+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';
 
 type MlPredictResponse = {
     probability: number;
@@ -134,4 +116,4 @@ type MlSeriesAnalysisSummary = Record<string, number>;
 declare const analyzeMlSeriesWindow: (input: MlSeriesAnalysisInput) => MlSeriesAnalysisSummary;
 declare const buildMlSeriesAlignment: (left: MlSeriesAnalysisSummary | undefined, right: MlSeriesAnalysisSummary | undefined) => MlSeriesAnalysisSummary;
 
-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 };
+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

@@ -45,6 +45,7 @@ __export(ml_exports, {
   isDerivedDatasetFileName: () => isDerivedDatasetFileName,
   isTimestampFeatureKey: () => isTimestampFeatureKey,
   listMlChunkFiles: () => listMlChunkFiles,
+  listMlChunkStrategies: () => listMlChunkStrategies,
   mergeJsonlFiles: () => mergeJsonlFiles,
   toFileToken: () => toFileToken,
   toIsoUtcOrNull: () => toIsoUtcOrNull,
@@ -59,6 +60,7 @@ var import_promises = __toESM(require("fs/promises"));
 var import_path = __toESM(require("path"));
 var DEFAULT_DIR = "data/ml/export";
 var ML_DATASET_WRITE_BATCH_SIZE = 200;
+var ML_CHUNK_FILE_RE = /^ml-dataset-(.+)-chunk-[^.]+\.jsonl$/;
 var writerByPath = /* @__PURE__ */ new Map();
 var toFileToken = (value) => value.trim().toLowerCase().replace(/[^a-z0-9_-]+/g, "_").replace(/^_+|_+$/g, "") || "any";
 var getMlChunkFilePath = (strategyName, chunkId, outDir = DEFAULT_DIR) => import_path.default.join(
@@ -148,6 +150,20 @@ var listMlChunkFiles = async (params) => {
   }
   return entries.filter((name) => name.startsWith(prefix) && name.endsWith(".jsonl")).map((name) => import_path.default.join(outDir, name)).sort();
 };
+var listMlChunkStrategies = async (params) => {
+  const outDir = params?.outDir ?? DEFAULT_DIR;
+  let entries = [];
+  try {
+    entries = await import_promises.default.readdir(outDir);
+  } catch {
+    return [];
+  }
+  return [
+    ...new Set(
+      entries.map((name) => name.match(ML_CHUNK_FILE_RE)?.[1] || "").filter(Boolean)
+    )
+  ].sort();
+};
 var mergeJsonlFiles = async (params) => {
   const { filePaths, outPath } = params;
   await import_promises.default.mkdir(import_path.default.dirname(outPath), { recursive: true });
@@ -621,6 +637,44 @@ var INDICATOR_TIMEFRAMES = [
   { label: "TF4H", suffix: "4h" },
   { label: "TF1D", suffix: "1d" }
 ];
+var DERIVATIVES_INTERVALS = [
+  { label: "15M", key: "15m" },
+  { label: "1H", key: "1h" }
+];
+var DERIVATIVES_PRESSURES = [
+  "neutral",
+  "crowded_long",
+  "crowded_short",
+  "long_flush",
+  "short_flush"
+];
+var DERIVATIVES_PRESSURE_LABELS = {
+  neutral: "Neutral",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  long_flush: "LongFlush",
+  short_flush: "ShortFlush"
+};
+var DERIVATIVES_RISK_FLAGS = [
+  "missing_derivatives",
+  "stale_derivatives",
+  "crowded_long",
+  "crowded_short",
+  "oi_falling",
+  "oi_not_confirming",
+  "long_liquidation_spike",
+  "short_liquidation_spike"
+];
+var DERIVATIVES_RISK_FLAG_LABELS = {
+  missing_derivatives: "Missing",
+  stale_derivatives: "Stale",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  oi_falling: "OiFalling",
+  oi_not_confirming: "OiNotConfirming",
+  long_liquidation_spike: "LongLiqSpike",
+  short_liquidation_spike: "ShortLiqSpike"
+};
 var toNumber = (value, fallback = 0) => {
   if (typeof value === "number") {
     return Number.isFinite(value) ? value : fallback;
@@ -741,6 +795,7 @@ var sliceWindow = (values, endIndex, windowSize) => {
   return values.slice(start, endIndex + 1);
 };
 var asArray = (value) => Array.isArray(value) ? value : [];
+var asRecord = (value) => value && typeof value === "object" && !Array.isArray(value) ? value : null;
 var dropLastFromIndicatorSeries = (indicators) => {
   if (!ML_WINDOW_POLICY.dropLastIndicatorElement) {
     return indicators;
@@ -1462,6 +1517,85 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
       row.TrendLine_Slope = null;
     }
   };
+  const applyDerivativesPhase = () => {
+    const context2 = asRecord(signal?.additionalIndicators?.derivativesContext);
+    const summary = asRecord(context2?.summary);
+    const intervals = asRecord(context2?.intervals);
+    const pressure = typeof summary?.pressure === "string" ? summary.pressure : "";
+    const riskFlags = new Set(
+      asArray(summary?.riskFlags).map((flag) => String(flag))
+    );
+    row.Deriv_HasContext = context2 ? 1 : 0;
+    row.Deriv_Source_Coinalyze = context2?.source === "coinalyze" ? 1 : 0;
+    row.Deriv_DirectionAligned = summary?.directionAligned === true ? 1 : summary?.directionAligned === false ? -1 : 0;
+    for (const pressureName of DERIVATIVES_PRESSURES) {
+      row[`Deriv_Pressure_${DERIVATIVES_PRESSURE_LABELS[pressureName]}`] = pressure === pressureName ? 1 : 0;
+    }
+    for (const riskFlag of DERIVATIVES_RISK_FLAGS) {
+      row[`Deriv_Flag_${DERIVATIVES_RISK_FLAG_LABELS[riskFlag]}`] = riskFlags.has(riskFlag) ? 1 : 0;
+    }
+    for (const { label, key: intervalKey } of DERIVATIVES_INTERVALS) {
+      const intervalContext = asRecord(intervals?.[intervalKey]);
+      const prefix = `Deriv_${label}`;
+      const asOfTs = toNumber(intervalContext?.asOfTs, entryTimestamp);
+      const ageHours = intervalContext ? Math.max(0, safeDiv2(entryTimestamp - asOfTs, 60 * 60 * 1e3)) : 0;
+      row[`${prefix}_Present`] = intervalContext ? 1 : 0;
+      row[`${prefix}_Stale`] = intervalContext?.stale === true ? 1 : 0;
+      row[`${prefix}_AgeHours_Log`] = safeLog1pPositive(ageHours);
+      row[`${prefix}_Points_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.points, 0)
+      );
+      row[`${prefix}_OpenInterest_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.openInterest, 0)
+      );
+      row[`${prefix}_OiChange1h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct1h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange4h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct4h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange24h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct24h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_FundingBps`] = clamp2(
+        toNumber(intervalContext?.fundingRate, 0) * 1e4,
+        -100,
+        100
+      );
+      row[`${prefix}_FundingZ`] = clamp2(
+        toNumber(intervalContext?.fundingZScore, 0),
+        -8,
+        8
+      );
+      row[`${prefix}_LiqLong_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqLong, 0)
+      );
+      row[`${prefix}_LiqShort_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqShort, 0)
+      );
+      row[`${prefix}_LiqTotal_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqTotal, 0)
+      );
+      row[`${prefix}_LiqImbalance`] = clamp2(
+        toNumber(intervalContext?.liqImbalance, 0),
+        -1,
+        1
+      );
+      row[`${prefix}_LiqSpike_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqSpikeRatio, 0)
+      );
+      row[`${prefix}_LiqSpike_Squashed`] = squash(
+        toNumber(intervalContext?.liqSpikeRatio, 0),
+        3
+      );
+    }
+  };
   const applyLabelPhase = () => {
     const profit = toNumber(resultRecord?.profit, NaN);
     row.label = Number.isFinite(profit) ? profit > 0 ? 1 : 0 : null;
@@ -1471,6 +1605,7 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
   applyRegimePhase();
   applySeriesAnalysisPhase();
   applyTrendlinePhase();
+  applyDerivativesPhase();
   applyLabelPhase();
   return row;
 };
@@ -1605,6 +1740,7 @@ var findLookaheadViolations = (row) => {
   isDerivedDatasetFileName,
   isTimestampFeatureKey,
   listMlChunkFiles,
+  listMlChunkStrategies,
   mergeJsonlFiles,
   toFileToken,
   toIsoUtcOrNull,

package/dist/ml.mjs

@@ -1,142 +1,37 @@
+import {
+  appendMlDatasetRow,
+  closeAllMlDatasetWriters,
+  closeMlDatasetWriter,
+  flushMlDatasetWriter,
+  getMlChunkFilePath,
+  listMlChunkFiles,
+  listMlChunkStrategies,
+  mergeJsonlFiles,
+  toFileToken
+} from "./chunk-KVEZORMS.mjs";
 import {
   logger
 } from "./chunk-LNFUOXDW.mjs";
 
-// src/mlDatasetFile.ts
-import { once } from "events";
-import { createReadStream, createWriteStream } from "fs";
-import fs from "fs/promises";
-import path from "path";
-var DEFAULT_DIR = "data/ml/export";
-var ML_DATASET_WRITE_BATCH_SIZE = 200;
-var writerByPath = /* @__PURE__ */ new Map();
-var toFileToken = (value) => value.trim().toLowerCase().replace(/[^a-z0-9_-]+/g, "_").replace(/^_+|_+$/g, "") || "any";
-var getMlChunkFilePath = (strategyName, chunkId, outDir = DEFAULT_DIR) => path.join(
-  outDir,
-  `ml-dataset-${toFileToken(strategyName)}-chunk-${toFileToken(chunkId)}.jsonl`
-);
-var appendMlDatasetRow = async (params) => {
-  const { strategyName, chunkId, row, outDir = DEFAULT_DIR } = params;
-  const filePath = getMlChunkFilePath(strategyName, chunkId, outDir);
-  let state = writerByPath.get(filePath);
-  if (!state) {
-    await fs.mkdir(outDir, { recursive: true });
-    const stream = createWriteStream(filePath, {
-      encoding: "utf8",
-      flags: "a"
-    });
-    state = {
-      filePath,
-      stream,
-      buffer: [],
-      writeQueue: Promise.resolve(),
-      closed: false
-    };
-    writerByPath.set(filePath, state);
-  }
-  if (state.closed) {
-    throw new Error(`ML dataset writer is closed: ${filePath}`);
-  }
-  state.buffer.push(`${JSON.stringify(row)}
-`);
-  if (state.buffer.length >= ML_DATASET_WRITE_BATCH_SIZE) {
-    await flushMlDatasetWriter(filePath);
-  }
-  return filePath;
-};
-var flushState = async (state) => {
-  if (state.closed || state.buffer.length === 0) {
-    return;
-  }
-  const chunk = state.buffer.join("");
-  state.buffer = [];
-  if (!state.stream.write(chunk)) {
-    await once(state.stream, "drain");
-  }
-};
-var flushMlDatasetWriter = async (filePath) => {
-  const state = writerByPath.get(filePath);
-  if (!state || state.closed) {
-    return;
-  }
-  state.writeQueue = state.writeQueue.then(() => flushState(state));
-  await state.writeQueue;
-};
-var closeState = async (state) => {
-  if (state.closed) {
-    return;
-  }
-  await flushState(state);
-  state.closed = true;
-  state.stream.end();
-  await Promise.all([
-    once(state.stream, "finish"),
-    once(state.stream, "close")
-  ]);
-};
-var closeMlDatasetWriter = async (filePath) => {
-  const state = writerByPath.get(filePath);
-  if (!state) return;
-  state.writeQueue = state.writeQueue.then(() => closeState(state));
-  await state.writeQueue;
-  writerByPath.delete(filePath);
-};
-var closeAllMlDatasetWriters = async () => {
-  const filePaths = [...writerByPath.keys()];
-  for (const filePath of filePaths) {
-    await closeMlDatasetWriter(filePath);
-  }
-};
-var listMlChunkFiles = async (params) => {
-  const { strategyName, outDir = DEFAULT_DIR } = params;
-  const prefix = `ml-dataset-${toFileToken(strategyName)}-chunk-`;
-  let entries = [];
-  try {
-    entries = await fs.readdir(outDir);
-  } catch (error) {
-    return [];
-  }
-  return entries.filter((name) => name.startsWith(prefix) && name.endsWith(".jsonl")).map((name) => path.join(outDir, name)).sort();
-};
-var mergeJsonlFiles = async (params) => {
-  const { filePaths, outPath } = params;
-  await fs.mkdir(path.dirname(outPath), { recursive: true });
-  const stream = createWriteStream(outPath, { encoding: "utf8" });
-  const done = Promise.all([once(stream, "finish"), once(stream, "close")]);
-  try {
-    for (const filePath of filePaths) {
-      const reader = createReadStream(filePath, { encoding: "utf8" });
-      for await (const chunk of reader) {
-        if (!stream.write(chunk)) {
-          await once(stream, "drain");
-        }
-      }
-    }
-  } finally {
-    stream.end();
-    await done;
-  }
-};
-
 // src/mlGrpc.ts
-import path2 from "path";
+import path from "path";
 import * as grpc from "@grpc/grpc-js";
 import * as protoLoader from "@grpc/proto-loader";
-import fs2 from "fs";
+import fs from "fs";
 var clientCache = /* @__PURE__ */ new Map();
 var resolveProtoPath = (projectRoot, protoPath) => {
-  if (protoPath && fs2.existsSync(protoPath)) {
+  if (protoPath && fs.existsSync(protoPath)) {
     return protoPath;
   }
   const explicitRoot = String(projectRoot || "").trim();
-  const root = explicitRoot ? path2.resolve(explicitRoot) : String(process.env.PROJECT_CWD || "").trim() ? path2.resolve(String(process.env.PROJECT_CWD || "").trim()) : process.cwd();
+  const root = explicitRoot ? path.resolve(explicitRoot) : String(process.env.PROJECT_CWD || "").trim() ? path.resolve(String(process.env.PROJECT_CWD || "").trim()) : process.cwd();
   const candidates = [
-    path2.resolve(__dirname, "../proto/ml_infer.proto"),
-    path2.resolve(__dirname, "../../proto/ml_infer.proto"),
-    path2.resolve(root, "proto/ml_infer.proto")
+    path.resolve(__dirname, "../proto/ml_infer.proto"),
+    path.resolve(__dirname, "../../proto/ml_infer.proto"),
+    path.resolve(root, "proto/ml_infer.proto")
   ];
   for (const candidate of candidates) {
-    if (fs2.existsSync(candidate)) {
+    if (fs.existsSync(candidate)) {
       return candidate;
     }
   }
@@ -530,6 +425,44 @@ var INDICATOR_TIMEFRAMES = [
   { label: "TF4H", suffix: "4h" },
   { label: "TF1D", suffix: "1d" }
 ];
+var DERIVATIVES_INTERVALS = [
+  { label: "15M", key: "15m" },
+  { label: "1H", key: "1h" }
+];
+var DERIVATIVES_PRESSURES = [
+  "neutral",
+  "crowded_long",
+  "crowded_short",
+  "long_flush",
+  "short_flush"
+];
+var DERIVATIVES_PRESSURE_LABELS = {
+  neutral: "Neutral",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  long_flush: "LongFlush",
+  short_flush: "ShortFlush"
+};
+var DERIVATIVES_RISK_FLAGS = [
+  "missing_derivatives",
+  "stale_derivatives",
+  "crowded_long",
+  "crowded_short",
+  "oi_falling",
+  "oi_not_confirming",
+  "long_liquidation_spike",
+  "short_liquidation_spike"
+];
+var DERIVATIVES_RISK_FLAG_LABELS = {
+  missing_derivatives: "Missing",
+  stale_derivatives: "Stale",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  oi_falling: "OiFalling",
+  oi_not_confirming: "OiNotConfirming",
+  long_liquidation_spike: "LongLiqSpike",
+  short_liquidation_spike: "ShortLiqSpike"
+};
 var toNumber = (value, fallback = 0) => {
   if (typeof value === "number") {
     return Number.isFinite(value) ? value : fallback;
@@ -650,6 +583,7 @@ var sliceWindow = (values, endIndex, windowSize) => {
   return values.slice(start, endIndex + 1);
 };
 var asArray = (value) => Array.isArray(value) ? value : [];
+var asRecord = (value) => value && typeof value === "object" && !Array.isArray(value) ? value : null;
 var dropLastFromIndicatorSeries = (indicators) => {
   if (!ML_WINDOW_POLICY.dropLastIndicatorElement) {
     return indicators;
@@ -1371,6 +1305,85 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
       row.TrendLine_Slope = null;
     }
   };
+  const applyDerivativesPhase = () => {
+    const context2 = asRecord(signal?.additionalIndicators?.derivativesContext);
+    const summary = asRecord(context2?.summary);
+    const intervals = asRecord(context2?.intervals);
+    const pressure = typeof summary?.pressure === "string" ? summary.pressure : "";
+    const riskFlags = new Set(
+      asArray(summary?.riskFlags).map((flag) => String(flag))
+    );
+    row.Deriv_HasContext = context2 ? 1 : 0;
+    row.Deriv_Source_Coinalyze = context2?.source === "coinalyze" ? 1 : 0;
+    row.Deriv_DirectionAligned = summary?.directionAligned === true ? 1 : summary?.directionAligned === false ? -1 : 0;
+    for (const pressureName of DERIVATIVES_PRESSURES) {
+      row[`Deriv_Pressure_${DERIVATIVES_PRESSURE_LABELS[pressureName]}`] = pressure === pressureName ? 1 : 0;
+    }
+    for (const riskFlag of DERIVATIVES_RISK_FLAGS) {
+      row[`Deriv_Flag_${DERIVATIVES_RISK_FLAG_LABELS[riskFlag]}`] = riskFlags.has(riskFlag) ? 1 : 0;
+    }
+    for (const { label, key: intervalKey } of DERIVATIVES_INTERVALS) {
+      const intervalContext = asRecord(intervals?.[intervalKey]);
+      const prefix = `Deriv_${label}`;
+      const asOfTs = toNumber(intervalContext?.asOfTs, entryTimestamp);
+      const ageHours = intervalContext ? Math.max(0, safeDiv2(entryTimestamp - asOfTs, 60 * 60 * 1e3)) : 0;
+      row[`${prefix}_Present`] = intervalContext ? 1 : 0;
+      row[`${prefix}_Stale`] = intervalContext?.stale === true ? 1 : 0;
+      row[`${prefix}_AgeHours_Log`] = safeLog1pPositive(ageHours);
+      row[`${prefix}_Points_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.points, 0)
+      );
+      row[`${prefix}_OpenInterest_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.openInterest, 0)
+      );
+      row[`${prefix}_OiChange1h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct1h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange4h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct4h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange24h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct24h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_FundingBps`] = clamp2(
+        toNumber(intervalContext?.fundingRate, 0) * 1e4,
+        -100,
+        100
+      );
+      row[`${prefix}_FundingZ`] = clamp2(
+        toNumber(intervalContext?.fundingZScore, 0),
+        -8,
+        8
+      );
+      row[`${prefix}_LiqLong_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqLong, 0)
+      );
+      row[`${prefix}_LiqShort_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqShort, 0)
+      );
+      row[`${prefix}_LiqTotal_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqTotal, 0)
+      );
+      row[`${prefix}_LiqImbalance`] = clamp2(
+        toNumber(intervalContext?.liqImbalance, 0),
+        -1,
+        1
+      );
+      row[`${prefix}_LiqSpike_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqSpikeRatio, 0)
+      );
+      row[`${prefix}_LiqSpike_Squashed`] = squash(
+        toNumber(intervalContext?.liqSpikeRatio, 0),
+        3
+      );
+    }
+  };
   const applyLabelPhase = () => {
     const profit = toNumber(resultRecord?.profit, NaN);
     row.label = Number.isFinite(profit) ? profit > 0 ? 1 : 0 : null;
@@ -1380,6 +1393,7 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
   applyRegimePhase();
   applySeriesAnalysisPhase();
   applyTrendlinePhase();
+  applyDerivativesPhase();
   applyLabelPhase();
   return row;
 };
@@ -1513,6 +1527,7 @@ export {
   isDerivedDatasetFileName,
   isTimestampFeatureKey,
   listMlChunkFiles,
+  listMlChunkStrategies,
   mergeJsonlFiles,
   toFileToken,
   toIsoUtcOrNull,