@tradejs/node 1.0.12 → 2.0.1

package/LICENSE

@@ -0,0 +1,96 @@
+Business Source License 1.1
+
+Parameters
+
+Licensor: TradeJS-Dev
+
+Licensed Work: The software contained in this package, version 2.0.0 and later.
+
+Additional Use Grant: You may make production use of the Licensed Work,
+provided that you do not use the Licensed Work to offer a Competing Offering
+to third parties.
+
+A "Competing Offering" is a product or hosted or managed service whose primary
+purpose is to provide a substantial portion of the functionality of TradeJS,
+including strategy authoring, backtesting, live signal generation, automated
+trading, or machine-learning training and inference workflows.
+
+Internal use by you or your organization, including use for your own trading,
+research, analytics, or operations, is not a Competing Offering.
+
+Change Date: 2030-07-17
+
+Change License: GNU Affero General Public License Version 3
+
+For commercial licensing of a Competing Offering, contact the TradeJS-Dev
+maintainers through https://github.com/TradeJS-Dev/TradeJS.
+
+License text copyright © 2017 MariaDB Corporation Ab, All Rights Reserved.
+"Business Source License" is a trademark of MariaDB Corporation Ab.
+
+Terms
+
+The Licensor hereby grants you the right to copy, modify, create derivative
+works, redistribute, and make non-production use of the Licensed Work. The
+Licensor may make an Additional Use Grant, above, permitting limited
+production use.
+
+Effective on the Change Date, or the fourth anniversary of the first publicly
+available distribution of a specific version of the Licensed Work under this
+License, whichever comes first, the Licensor hereby grants you rights under
+the terms of the Change License, and the rights granted in the paragraph
+above terminate.
+
+If your use of the Licensed Work does not comply with the requirements
+currently in effect as described in this License, you must purchase a
+commercial license from the Licensor, its affiliated entities, or authorized
+resellers, or you must refrain from using the Licensed Work.
+
+All copies of the original and modified Licensed Work, and derivative works
+of the Licensed Work, are subject to this License. This License applies
+separately for each version of the Licensed Work and the Change Date may vary
+for each version of the Licensed Work released by Licensor.
+
+You must conspicuously display this License on each original or modified copy
+of the Licensed Work. If you receive the Licensed Work in original or
+modified form from a third party, the terms and conditions set forth in this
+License apply to your use of that work.
+
+Any use of the Licensed Work in violation of this License will automatically
+terminate your rights under this License for the current and all other
+versions of the Licensed Work.
+
+This License does not grant you any right in any trademark or logo of
+Licensor or its affiliates (provided that you may use a trademark or logo of
+Licensor as expressly required by this License).
+
+TO THE EXTENT PERMITTED BY APPLICABLE LAW, THE LICENSED WORK IS PROVIDED ON
+AN “AS IS” BASIS. LICENSOR HEREBY DISCLAIMS ALL WARRANTIES AND CONDITIONS,
+EXPRESS OR IMPLIED, INCLUDING (WITHOUT LIMITATION) WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, NON-INFRINGEMENT, AND
+TITLE.
+
+MariaDB hereby grants you permission to use this License’s text to license
+your works, and to refer to it using the trademark “Business Source License”,
+as long as you comply with the Covenants of Licensor below.
+
+Covenants of Licensor
+
+In consideration of the right to use this License’s text and the “Business
+Source License” name and trademark, Licensor covenants to MariaDB, and to all
+other recipients of the licensed work to be provided by Licensor:
+
+1. To specify as the Change License the GPL Version 2.0 or any later version,
+   or a license that is compatible with GPL Version 2.0 or a later version,
+   where “compatible” means that software provided under the Change License can
+   be included in a program with software provided under GPL Version 2.0 or a
+   later version. Licensor may specify additional Change Licenses without
+   limitation.
+
+2. To either: (a) specify an additional grant of rights to use that does not
+   impose any additional restriction on the right granted in this License, as
+   the Additional Use Grant; or (b) insert the text “None”.
+
+3. To specify a Change Date.
+
+4. Not to modify this License in any other way.

package/README.md

@@ -1,11 +1,19 @@
 # @tradejs/node
 
-Node-only runtime package for the TradeJS open-source framework.
+Node-only runtime package for the TradeJS TypeScript framework.
 
 - Homepage: https://tradejs.dev
 - Documentation: https://docs.tradejs.dev
 - Quickstart: https://docs.tradejs.dev/getting-started/quickstart
 
+## License
+
+Version 2.0.0 and later is licensed under Business Source License 1.1. The
+Additional Use Grant permits internal and other non-competing production use;
+providing a competing product or service requires a commercial license.
+Earlier releases remain MIT-licensed. See the
+[TradeJS licensing policy](https://github.com/TradeJS-Dev/TradeJS/blob/stable/LICENSING.md).
+
 ## Where It Fits
 
 `@tradejs/node` is the server/runtime half of TradeJS.

package/dist/backtest.js

@@ -1842,7 +1842,8 @@ var import_strategies3 = require("@tradejs/core/strategies");
 var import_constants = require("@tradejs/core/constants");
 var import_timescale3 = require("@tradejs/infra/timescale");
 var import_logger5 = require("@tradejs/infra/logger");
-var DEFAULT_INTERVALS = ["15m", "1h"];
+var SOURCE_INTERVALS = ["15m"];
+var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
 var SECONDARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[1];
@@ -1867,12 +1868,10 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var parseIntervals = () => {
-  const fromEnv = (0, import_indicators2.normalizeDerivativesIntervals)(
-    process.env.DERIVATIVES_CONTEXT_INTERVALS
-  );
-  return fromEnv.length ? fromEnv : DEFAULT_INTERVALS;
-};
+var withDerivedHourlyRows = (rowsByInterval) => ({
+  "15m": rowsByInterval["15m"] ?? [],
+  "1h": (0, import_indicators2.deriveCoinalyzeHourlyRowsFrom15m)(rowsByInterval["15m"])
+});
 var getDerivativesContextReferenceSymbols = () => [
   ...(0, import_constants.resolveDerivativesContextReferenceSymbols)(
     process.env.DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS
@@ -1992,7 +1991,6 @@ var enrichSignalWithDerivativesContext = async (params) => {
     return false;
   }
   try {
-    const intervals = parseIntervals();
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
@@ -2000,7 +1998,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
           symbol,
-          intervals,
+          intervals: SOURCE_INTERVALS,
           endMs: signal.timestamp,
           lookbackMs
         });
@@ -2010,9 +2008,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
             symbol,
             direction: signal.direction,
             timestamp: signal.timestamp,
-            rowsByInterval,
+            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
-            intervals
+            intervals: CONTEXT_INTERVALS
           })
         ];
       })
@@ -2028,7 +2026,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
         symbol: targetSymbol,
-        intervals,
+        intervals: SOURCE_INTERVALS,
         endMs: signal.timestamp,
         lookbackMs
       });
@@ -2036,9 +2034,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
         symbol: targetSymbol,
         direction: signal.direction,
         timestamp: signal.timestamp,
-        rowsByInterval,
+        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
-        intervals
+        intervals: CONTEXT_INTERVALS
       });
       return hasDerivativesSymbolData(context) ? context : void 0;
     })() : void 0;

package/dist/backtest.mjs

@@ -7,7 +7,7 @@ import {
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
   enrichSignalWithDerivativesContext
-} from "./chunk-37VNDZVX.mjs";
+} from "./chunk-2XFDY6AT.mjs";
 import {
   buildAiPayload
 } from "./chunk-IUZML4RK.mjs";

package/dist/{chunk-37VNDZVX.mjs → chunk-2XFDY6AT.mjs}

@@ -747,7 +747,7 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
 // src/strategyHelpers/derivativesContext.ts
 import {
   buildDerivativesContext,
-  normalizeDerivativesIntervals
+  deriveCoinalyzeHourlyRowsFrom15m
 } from "@tradejs/core/indicators";
 import { refreshSignalBaseContextGateFeatures as refreshSignalBaseContextGateFeatures3 } from "@tradejs/core/strategies";
 import {
@@ -756,7 +756,8 @@ import {
 } from "@tradejs/core/constants";
 import { getDerivativesWindow } from "@tradejs/infra/timescale";
 import { logger as logger3 } from "@tradejs/infra/logger";
-var DEFAULT_INTERVALS = ["15m", "1h"];
+var SOURCE_INTERVALS = ["15m"];
+var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
 var SECONDARY_DERIVATIVES_REFERENCE_SYMBOL = DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[1];
@@ -781,12 +782,10 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var parseIntervals = () => {
-  const fromEnv = normalizeDerivativesIntervals(
-    process.env.DERIVATIVES_CONTEXT_INTERVALS
-  );
-  return fromEnv.length ? fromEnv : DEFAULT_INTERVALS;
-};
+var withDerivedHourlyRows = (rowsByInterval) => ({
+  "15m": rowsByInterval["15m"] ?? [],
+  "1h": deriveCoinalyzeHourlyRowsFrom15m(rowsByInterval["15m"])
+});
 var getDerivativesContextReferenceSymbols = () => [
   ...resolveDerivativesContextReferenceSymbols(
     process.env.DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS
@@ -906,7 +905,6 @@ var enrichSignalWithDerivativesContext = async (params) => {
     return false;
   }
   try {
-    const intervals = parseIntervals();
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
@@ -914,7 +912,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await getDerivativesWindow({
           symbol,
-          intervals,
+          intervals: SOURCE_INTERVALS,
           endMs: signal.timestamp,
           lookbackMs
         });
@@ -924,9 +922,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
             symbol,
             direction: signal.direction,
             timestamp: signal.timestamp,
-            rowsByInterval,
+            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
-            intervals
+            intervals: CONTEXT_INTERVALS
           })
         ];
       })
@@ -942,7 +940,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await getDerivativesWindow({
         symbol: targetSymbol,
-        intervals,
+        intervals: SOURCE_INTERVALS,
         endMs: signal.timestamp,
         lookbackMs
       });
@@ -950,9 +948,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
         symbol: targetSymbol,
         direction: signal.direction,
         timestamp: signal.timestamp,
-        rowsByInterval,
+        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
-        intervals
+        intervals: CONTEXT_INTERVALS
       });
       return hasDerivativesSymbolData(context) ? context : void 0;
     })() : void 0;

package/dist/strategies.js

@@ -7428,7 +7428,8 @@ var import_strategies = require("@tradejs/core/strategies");
 var import_constants2 = require("@tradejs/core/constants");
 var import_timescale = require("@tradejs/infra/timescale");
 var import_logger4 = require("@tradejs/infra/logger");
-var DEFAULT_INTERVALS = ["15m", "1h"];
+var SOURCE_INTERVALS = ["15m"];
+var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
 var SECONDARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[1];
@@ -7453,12 +7454,10 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var parseIntervals = () => {
-  const fromEnv = (0, import_indicators2.normalizeDerivativesIntervals)(
-    process.env.DERIVATIVES_CONTEXT_INTERVALS
-  );
-  return fromEnv.length ? fromEnv : DEFAULT_INTERVALS;
-};
+var withDerivedHourlyRows = (rowsByInterval) => ({
+  "15m": rowsByInterval["15m"] ?? [],
+  "1h": (0, import_indicators2.deriveCoinalyzeHourlyRowsFrom15m)(rowsByInterval["15m"])
+});
 var getDerivativesContextReferenceSymbols = () => [
   ...(0, import_constants2.resolveDerivativesContextReferenceSymbols)(
     process.env.DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS
@@ -7578,7 +7577,6 @@ var enrichSignalWithDerivativesContext = async (params) => {
     return false;
   }
   try {
-    const intervals = parseIntervals();
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
@@ -7586,7 +7584,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
           symbol,
-          intervals,
+          intervals: SOURCE_INTERVALS,
           endMs: signal.timestamp,
           lookbackMs
         });
@@ -7596,9 +7594,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
             symbol,
             direction: signal.direction,
             timestamp: signal.timestamp,
-            rowsByInterval,
+            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
-            intervals
+            intervals: CONTEXT_INTERVALS
           })
         ];
       })
@@ -7614,7 +7612,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
         symbol: targetSymbol,
-        intervals,
+        intervals: SOURCE_INTERVALS,
         endMs: signal.timestamp,
         lookbackMs
       });
@@ -7622,9 +7620,9 @@ var enrichSignalWithDerivativesContext = async (params) => {
         symbol: targetSymbol,
         direction: signal.direction,
         timestamp: signal.timestamp,
-        rowsByInterval,
+        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
-        intervals
+        intervals: CONTEXT_INTERVALS
       });
       return hasDerivativesSymbolData(context) ? context : void 0;
     })() : void 0;

package/dist/strategies.mjs

@@ -3,7 +3,7 @@ import {
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
   enrichSignalWithDerivativesContext
-} from "./chunk-37VNDZVX.mjs";
+} from "./chunk-2XFDY6AT.mjs";
 import {
   require_lodash
 } from "./chunk-KZDHZ56N.mjs";

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@tradejs/node",
-  "version": "1.0.12",
-  "description": "Node-only runtime for the TradeJS open-source framework: strategies, backtests, Pine strategy loading, and plugin registries.",
+  "version": "2.0.1",
+  "description": "Node-only runtime for the TradeJS TypeScript framework: strategies, backtests, Pine strategy loading, and plugin registries.",
   "keywords": [
     "tradejs",
     "trading",
@@ -67,9 +67,9 @@
   "dependencies": {
     "@langchain/core": "^1.1.42",
     "@langchain/openai": "^1.4.5",
-    "@tradejs/core": "^1.0.12",
-    "@tradejs/infra": "^1.0.12",
-    "@tradejs/types": "^1.0.12",
+    "@tradejs/core": "^2.0.1",
+    "@tradejs/infra": "^2.0.1",
+    "@tradejs/types": "^2.0.1",
     "chalk": "4.1.2",
     "ioredis": "5.8.0",
     "pinets": "0.8.12",
@@ -87,6 +87,6 @@
     "build": "tsup",
     "typecheck": "tsc -p ./tsconfig.json --noEmit"
   },
-  "license": "MIT",
+  "license": "BUSL-1.1",
   "author": "aleksnick (https://github.com/aleksnick)"
 }