@tradejs/node 1.0.6 → 1.0.8

package/dist/ai.mjs

@@ -13,9 +13,9 @@ import {
   runAiPrompt,
   runAiPromptLocal,
   trimSeriesDeep
-} from "./chunk-72FKXJ2I.mjs";
-import "./chunk-EOZSJKUM.mjs";
-import "./chunk-CGJ2UU6H.mjs";
+} from "./chunk-2JKX3DM7.mjs";
+import "./chunk-WGOYR6AB.mjs";
+import "./chunk-JU77QVJ3.mjs";
 import "./chunk-6DZX6EAA.mjs";
 export {
   DEFAULT_AI_MODEL,

package/dist/backtest.js

@@ -39,14 +39,14 @@ module.exports = __toCommonJS(backtest_exports);
 __reExport(backtest_exports, require("@tradejs/core/backtest"), module.exports);
 
 // src/testing.ts
-var import_indicators2 = require("@tradejs/core/indicators");
-var import_constants = require("@tradejs/core/constants");
+var import_indicators3 = require("@tradejs/core/indicators");
 var import_time = require("@tradejs/core/time");
 var import_ai2 = require("@tradejs/infra/ai");
 var import_ml2 = require("@tradejs/infra/ml");
-var import_logger4 = require("@tradejs/infra/logger");
+var import_logger5 = require("@tradejs/infra/logger");
 
 // src/ai.ts
+var import_aiLanguages = require("@tradejs/infra/aiLanguages");
 var import_redis = require("@tradejs/infra/redis");
 var import_userSettings = require("@tradejs/infra/userSettings");
 
@@ -74,6 +74,109 @@ var trimSeriesDeep = (value) => {
   return value;
 };
 
+// src/aiMarketContext.ts
+var SESSION_WINDOWS = [
+  { name: "asia", startMinuteUtc: 0, endMinuteUtc: 8 * 60 },
+  { name: "europe", startMinuteUtc: 7 * 60, endMinuteUtc: 16 * 60 },
+  { name: "us", startMinuteUtc: 13 * 60, endMinuteUtc: 22 * 60 }
+];
+var toRecord = (value) => {
+  if (!value || typeof value !== "object" || Array.isArray(value)) {
+    return null;
+  }
+  return value;
+};
+var toFiniteNumber = (value) => {
+  const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
+  return Number.isFinite(numeric) ? numeric : null;
+};
+var getLastFiniteNumber = (value) => {
+  const numeric = toFiniteNumber(value);
+  if (numeric != null) {
+    return numeric;
+  }
+  if (!Array.isArray(value)) {
+    return null;
+  }
+  for (let i = value.length - 1; i >= 0; i -= 1) {
+    const nested = getLastFiniteNumber(value[i]);
+    if (nested != null) {
+      return nested;
+    }
+  }
+  return null;
+};
+var roundTo = (value, decimals) => {
+  const factor = 10 ** decimals;
+  return Math.round(value * factor) / factor;
+};
+var isInsideSession = (minuteUtc, startMinuteUtc, endMinuteUtc) => startMinuteUtc <= endMinuteUtc ? minuteUtc >= startMinuteUtc && minuteUtc < endMinuteUtc : minuteUtc >= startMinuteUtc || minuteUtc < endMinuteUtc;
+var buildTradingSessionContext = (timestamp) => {
+  const date = new Date(timestamp);
+  const utcHour = date.getUTCHours();
+  const utcMinute = date.getUTCMinutes();
+  const minuteUtc = utcHour * 60 + utcMinute;
+  const activeSessions = SESSION_WINDOWS.filter(
+    (session) => isInsideSession(minuteUtc, session.startMinuteUtc, session.endMinuteUtc)
+  ).map((session) => session.name);
+  const primarySession = activeSessions.includes("us") ? "us" : activeSessions.includes("europe") ? "europe" : activeSessions.includes("asia") ? "asia" : "off_hours";
+  return {
+    timezone: "UTC",
+    utcHour,
+    utcMinute,
+    primarySession,
+    activeSessions,
+    isOverlap: activeSessions.length > 1,
+    overlap: activeSessions.length > 1 ? `${activeSessions.join("_")}_overlap` : null
+  };
+};
+var buildMissingSpreadContext = () => ({
+  source: "binance_coinbase_btc",
+  indicatorKey: "payload.indicators.spread",
+  available: false,
+  value: null,
+  bps: null,
+  absBps: null,
+  bias: null,
+  severity: null
+});
+var buildSpreadContextFromValue = (spread) => {
+  const value = roundTo(spread, 8);
+  const bps = roundTo(value * 1e4, 2);
+  const absBps = Math.abs(bps);
+  const bias = Math.abs(bps) < 1 ? "flat" : bps > 0 ? "coinbase_premium" : "binance_premium";
+  const severity = absBps >= 20 ? "wide" : absBps >= 5 ? "elevated" : "normal";
+  return {
+    source: "binance_coinbase_btc",
+    indicatorKey: "payload.indicators.spread",
+    available: true,
+    value,
+    bps,
+    absBps,
+    bias,
+    severity
+  };
+};
+var readSpreadFromSignal = (signal) => {
+  const indicatorSpread = getLastFiniteNumber(signal.indicators?.spread);
+  if (indicatorSpread != null) {
+    return indicatorSpread;
+  }
+  return getLastFiniteNumber(signal.additionalIndicators?.spread);
+};
+var buildAiMarketContext = (signal) => {
+  const existingMarketContext = toRecord(
+    signal.additionalIndicators?.marketContext
+  );
+  const existingSpread = toRecord(existingMarketContext?.binanceCoinbaseSpread);
+  const spread = readSpreadFromSignal(signal);
+  return {
+    ...existingMarketContext ?? {},
+    tradingSession: buildTradingSessionContext(signal.timestamp),
+    binanceCoinbaseSpread: spread != null ? buildSpreadContextFromValue(spread) : existingSpread ?? buildMissingSpreadContext()
+  };
+};
+
 // src/strategy/manifests.ts
 var import_indicators = require("@tradejs/core/indicators");
 var import_logger2 = require("@tradejs/infra/logger");
@@ -83,6 +186,7 @@ var import_fs = __toESM(require("fs"));
 var import_path = __toESM(require("path"));
 var import_module = require("module");
 var import_url = require("url");
+var import_config = require("@tradejs/core/config");
 var import_logger = require("@tradejs/infra/logger");
 var CONFIG_FILE_NAMES = [
   "tradejs.config.ts",
@@ -115,10 +219,14 @@ var normalizeConfig = (rawConfig) => {
   const strategies2 = Array.isArray(config.strategies) ? config.strategies.map((value) => String(value || "").trim()).filter(Boolean) : [];
   const indicators = Array.isArray(config.indicators) ? config.indicators.map((value) => String(value || "").trim()).filter(Boolean) : [];
   const connectors = Array.isArray(config.connectors) ? config.connectors.map((value) => String(value || "").trim()).filter(Boolean) : [];
+  const hooks = (0, import_config.normalizeTradejsConfigHooks)(
+    config.hooks
+  );
   return {
     strategies: strategies2,
     indicators,
-    connectors
+    connectors,
+    ...hooks ? { hooks } : {}
   };
 };
 var getRequireFn = (cwd = getTradejsProjectCwd()) => (0, import_module.createRequire)(import_path.default.join(import_path.default.resolve(cwd), "__tradejs_loader__.js"));
@@ -493,24 +601,36 @@ var strategies = new Proxy(
 );
 
 // src/strategyAdapters/ai.ts
-var buildBaseAiPayload = (signal) => ({
-  signal: {
-    symbol: signal.symbol,
-    signalId: signal.signalId,
-    interval: signal.interval,
-    direction: signal.direction,
-    timestamp: signal.timestamp,
-    strategy: signal.strategy,
-    prices: {
-      currentPrice: signal.prices.currentPrice,
-      takeProfitPrice: signal.prices.takeProfitPrice,
-      stopLossPrice: signal.prices.stopLossPrice
-    }
-  },
-  figures: trimSeriesDeep(signal.figures ?? {}),
-  indicators: trimSeriesDeep(signal.indicators),
-  additionalIndicators: trimSeriesDeep(signal.additionalIndicators ?? {})
-});
+var toRecord2 = (value) => {
+  if (!value || typeof value !== "object" || Array.isArray(value)) {
+    return {};
+  }
+  return value;
+};
+var buildBaseAiPayload = (signal) => {
+  const additionalIndicators = {
+    ...toRecord2(signal.additionalIndicators),
+    marketContext: buildAiMarketContext(signal)
+  };
+  return {
+    signal: {
+      symbol: signal.symbol,
+      signalId: signal.signalId,
+      interval: signal.interval,
+      direction: signal.direction,
+      timestamp: signal.timestamp,
+      strategy: signal.strategy,
+      prices: {
+        currentPrice: signal.prices.currentPrice,
+        takeProfitPrice: signal.prices.takeProfitPrice,
+        stopLossPrice: signal.prices.stopLossPrice
+      }
+    },
+    figures: trimSeriesDeep(signal.figures ?? {}),
+    indicators: trimSeriesDeep(signal.indicators),
+    additionalIndicators: trimSeriesDeep(additionalIndicators)
+  };
+};
 var defaultAiAdapter = {};
 var getStrategyAiAdapter = (strategy) => getStrategyManifest(strategy)?.aiAdapter ?? defaultAiAdapter;
 var getSignalAiAdapter = (signal) => getStrategyAiAdapter(signal.strategy);
@@ -523,6 +643,107 @@ var buildAiPayloadByStrategy = (signal) => {
 // src/ai.ts
 var buildAiPayload = (signal) => buildAiPayloadByStrategy(signal);
 
+// src/strategyHelpers/derivativesContext.ts
+var import_indicators2 = require("@tradejs/core/indicators");
+var import_constants = require("@tradejs/core/constants");
+var import_timescale = require("@tradejs/infra/timescale");
+var import_logger3 = require("@tradejs/infra/logger");
+var DEFAULT_INTERVALS = ["15m", "1h"];
+var DEFAULT_LOOKBACK_HOURS = 48;
+var derivativesContextUnavailable = false;
+var parseEnabledFlag = (value, env) => {
+  const normalized = String(value ?? "").trim().toLowerCase();
+  if (!normalized) return false;
+  if (["1", "true", "yes", "on"].includes(normalized)) return true;
+  if (normalized === "backtest") return env === "BACKTEST";
+  if (normalized === "live") return env !== "BACKTEST";
+  return false;
+};
+var parseLookbackMs = () => {
+  const hours = Number(process.env.DERIVATIVES_CONTEXT_LOOKBACK_HOURS);
+  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 getDerivativesContextReferenceSymbols = () => [
+  ...import_constants.DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS
+];
+var normalizeSymbol = (symbol) => String(symbol || "").trim().toUpperCase();
+var resolvePrimaryReferenceSymbol = (signalSymbol) => {
+  const symbol = normalizeSymbol(signalSymbol);
+  const referenceSymbols = getDerivativesContextReferenceSymbols();
+  return referenceSymbols.some((referenceSymbol) => referenceSymbol === symbol) ? symbol : referenceSymbols[0];
+};
+var buildReferenceDerivativesContext = (params) => {
+  const { targetSymbol, primaryReferenceSymbol, referenceContexts } = params;
+  const primaryContext = referenceContexts[primaryReferenceSymbol] ?? referenceContexts[getDerivativesContextReferenceSymbols()[0]];
+  if (!primaryContext) {
+    throw new Error("No derivatives reference contexts built");
+  }
+  return {
+    ...primaryContext,
+    targetSymbol,
+    primaryReferenceSymbol: primaryContext.symbol,
+    referenceSymbols: getDerivativesContextReferenceSymbols(),
+    referenceContexts
+  };
+};
+var isDerivativesContextEnabled = (env) => parseEnabledFlag(process.env.DERIVATIVES_CONTEXT_ENABLED, env);
+var enrichSignalWithDerivativesContext = async (params) => {
+  const { signal, env, enabled = isDerivativesContextEnabled(env) } = params;
+  if (!enabled || derivativesContextUnavailable) {
+    return false;
+  }
+  try {
+    const intervals = parseIntervals();
+    const referenceSymbols = getDerivativesContextReferenceSymbols();
+    const lookbackMs = parseLookbackMs();
+    const contexts = await Promise.all(
+      referenceSymbols.map(async (symbol) => {
+        const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
+          symbol,
+          intervals,
+          endMs: signal.timestamp,
+          lookbackMs
+        });
+        return [
+          symbol,
+          (0, import_indicators2.buildDerivativesContext)({
+            symbol,
+            direction: signal.direction,
+            timestamp: signal.timestamp,
+            rowsByInterval,
+            intervals
+          })
+        ];
+      })
+    );
+    const referenceContexts = Object.fromEntries(contexts);
+    const derivativesContext = buildReferenceDerivativesContext({
+      targetSymbol: signal.symbol,
+      primaryReferenceSymbol: resolvePrimaryReferenceSymbol(signal.symbol),
+      referenceContexts
+    });
+    signal.additionalIndicators = {
+      ...signal.additionalIndicators ?? {},
+      derivativesContext
+    };
+    return true;
+  } catch (error) {
+    derivativesContextUnavailable = true;
+    import_logger3.logger.warn(
+      "Derivatives context disabled after Timescale read failure: %s",
+      String(error)
+    );
+    return false;
+  }
+};
+
 // src/strategyAdapters/ml.ts
 var defaultMlAdapter = {
   normalizeStrategyConfig: (strategyConfig) => strategyConfig
@@ -566,7 +787,7 @@ var buildMlPayload = (payload) => {
 };
 
 // src/connectorsRegistry.ts
-var import_logger3 = require("@tradejs/infra/logger");
+var import_logger4 = require("@tradejs/infra/logger");
 var createConnectorRegistryState = () => ({
   connectorCreators: /* @__PURE__ */ new Map(),
   providerToConnectorName: /* @__PURE__ */ new Map(),
@@ -618,7 +839,7 @@ var normalizeProviders = (providers, connectorName) => {
 var registerProvider = (provider, connectorName, source, providerToConnectorName) => {
   const existing = providerToConnectorName.get(provider);
   if (existing && existing !== connectorName) {
-    import_logger3.logger.warn(
+    import_logger4.logger.warn(
       'Skip duplicate connector provider "%s" from %s: already mapped to %s',
       provider,
       source,
@@ -631,11 +852,11 @@ var registerProvider = (provider, connectorName, source, providerToConnectorName
 var registerEntry = (entry, source, state) => {
   const connectorName = String(entry?.name ?? "").trim();
   if (!connectorName) {
-    import_logger3.logger.warn("Skip connector entry without name from %s", source);
+    import_logger4.logger.warn("Skip connector entry without name from %s", source);
     return;
   }
   if (typeof entry.creator !== "function") {
-    import_logger3.logger.warn(
+    import_logger4.logger.warn(
       'Skip connector entry "%s" from %s: creator must be a function',
       connectorName,
       source
@@ -647,7 +868,7 @@ var registerEntry = (entry, source, state) => {
     state.connectorCreators
   );
   if (existingByName) {
-    import_logger3.logger.warn(
+    import_logger4.logger.warn(
       'Skip duplicate connector "%s" from %s: already registered as %s',
       connectorName,
       source,
@@ -719,7 +940,7 @@ var ensureConnectorPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
           );
           const pluginDefinition = extractConnectorPluginDefinition(moduleExport);
           if (!pluginDefinition) {
-            import_logger3.logger.warn(
+            import_logger4.logger.warn(
               'Skip connector plugin "%s": export { connectorEntries } is missing',
               moduleName
             );
@@ -727,7 +948,7 @@ var ensureConnectorPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
           }
           registerEntries2(pluginDefinition.connectorEntries, moduleName, state);
         } catch (error) {
-          import_logger3.logger.warn(
+          import_logger4.logger.warn(
             'Failed to load connector plugin "%s": %s',
             moduleName,
             String(error)
@@ -818,6 +1039,7 @@ var createTestConnector = (connector, context) => {
     currentPositionProfit = 0;
   };
   return {
+    __tradejsTestConnector: true,
     getState: async () => state,
     setState: async (newState) => {
       state = {
@@ -840,6 +1062,24 @@ var createTestConnector = (connector, context) => {
       };
     },
     getPosition: async () => currentPosition || null,
+    getOpenPositionPnl: async () => {
+      if (typeof connector.getOpenPositionPnl === "function") {
+        return connector.getOpenPositionPnl();
+      }
+      if (!currentPosition) {
+        return [];
+      }
+      return [
+        {
+          symbol: currentPosition.symbol,
+          qty: currentPosition.qty,
+          price: currentPosition.price,
+          currentPrice: currentPosition.price,
+          unrealizedPnl: 0,
+          direction: currentPosition.direction
+        }
+      ];
+    },
     checkTp: async (candle) => {
       if (!candle || !currentPosition || !currentPosition.qty) {
         return;
@@ -957,7 +1197,6 @@ var createTestConnector = (connector, context) => {
 };
 
 // src/testing.ts
-var preloadStart = (0, import_time.getTimestamp)(import_constants.PRELOAD_DAYS);
 var createTestingKlineCacheState = () => ({
   coinKlineCache: /* @__PURE__ */ new Map(),
   btcKlineCache: /* @__PURE__ */ new Map(),
@@ -980,7 +1219,15 @@ var getTestingKlineCacheState = (cwd = getTradejsProjectCwd()) => {
   };
 };
 var getKlineCacheKey = (params) => {
-  const { userName, connectorName, symbol, end, interval, cacheOnly } = params;
+  const {
+    userName,
+    connectorName,
+    symbol,
+    preloadStart,
+    end,
+    interval,
+    cacheOnly
+  } = params;
   return [
     userName,
     connectorName,
@@ -996,6 +1243,7 @@ var getPreparedDataCacheKey = (params) => {
     userName,
     connectorName,
     symbol,
+    preloadStart,
     start,
     end,
     interval,
@@ -1006,6 +1254,7 @@ var getPreparedDataCacheKey = (params) => {
     userName,
     connectorName,
     symbol,
+    preloadStart,
     start,
     end,
     interval,
@@ -1014,7 +1263,7 @@ var getPreparedDataCacheKey = (params) => {
   ].join(":");
 };
 var getConnectorCacheKey = (params) => [params.userName, params.connectorName].join(":");
-var splitCandlesForTesting = (candles, start) => {
+var splitCandlesForTesting = (candles, start, preloadStart) => {
   const prevData = [];
   const testData = [];
   for (const candle of candles) {
@@ -1075,6 +1324,7 @@ var testing = async ({
   if (!start) {
     throw new Error("no start");
   }
+  const preloadStart = (0, import_time.getBacktestPreloadStart)(start);
   const startedAt = Date.now();
   const formatTimeoutMessage = (stage) => `Test ${name} (${symbol}) timed out after ${timeoutMs}ms during ${stage}`;
   const getRemainingTimeoutMs = (stage) => {
@@ -1150,7 +1400,7 @@ var testing = async ({
     })
   );
   if (!binanceConnector || !coinbaseConnector) {
-    import_logger4.logger.warn(
+    import_logger5.logger.warn(
       "Binance/Coinbase connectors are unavailable. Reusing %s for BTC references.",
       connectorName
     );
@@ -1161,6 +1411,7 @@ var testing = async ({
     userName,
     connectorName,
     symbol,
+    preloadStart,
     end,
     interval,
     cacheOnly
@@ -1169,6 +1420,7 @@ var testing = async ({
     userName,
     connectorName,
     symbol: "BTCUSDT",
+    preloadStart,
     end,
     interval,
     cacheOnly
@@ -1181,6 +1433,7 @@ var testing = async ({
     userName,
     connectorName: btcBinanceConnectorName,
     symbol: "BTCUSDT",
+    preloadStart,
     end,
     interval,
     cacheOnly
@@ -1189,6 +1442,7 @@ var testing = async ({
     userName,
     connectorName: btcCoinbaseConnectorName,
     symbol: "BTCUSDT",
+    preloadStart,
     end,
     interval,
     cacheOnly
@@ -1199,6 +1453,7 @@ var testing = async ({
     userName,
     connectorName,
     symbol,
+    preloadStart,
     start,
     end,
     interval,
@@ -1256,20 +1511,22 @@ var testing = async ({
     if (!cachedBtcCoinbaseData) {
       state.btcCoinbaseKlineCache.set(btcCoinbaseCacheKey, btcCoinbaseData);
     }
-    const { prevData: prevDataRaw, testData: testDataRaw } = splitCandlesForTesting(data, start);
-    const { prevData: btcPrevDataRaw, testData: btcTestDataRaw } = splitCandlesForTesting(btcData, start);
+    const { prevData: prevDataRaw, testData: testDataRaw } = splitCandlesForTesting(data, start, preloadStart);
+    const { prevData: btcPrevDataRaw, testData: btcTestDataRaw } = splitCandlesForTesting(btcData, start, preloadStart);
     const { prevData: btcBinancePrevDataRaw } = splitCandlesForTesting(
       btcBinanceData,
-      start
+      start,
+      preloadStart
     );
     const { prevData: btcCoinbasePrevDataRaw } = splitCandlesForTesting(
       btcCoinbaseData,
-      start
+      start,
+      preloadStart
     );
-    const { alignedCoinCandles: prevData2, alignedBtcCandles: btcPrevData2 } = (0, import_indicators2.alignSortedCandlesByTimestamp)(prevDataRaw, btcPrevDataRaw);
-    const { alignedCoinCandles: testData2, alignedBtcCandles: btcTestData2 } = (0, import_indicators2.alignSortedCandlesByTimestamp)(testDataRaw, btcTestDataRaw);
-    const { alignedBtcCandles: btcBinancePrevData2 } = (0, import_indicators2.alignSortedCandlesByTimestamp)(prevDataRaw, btcBinancePrevDataRaw);
-    const { alignedBtcCandles: btcCoinbasePrevData2 } = (0, import_indicators2.alignSortedCandlesByTimestamp)(prevDataRaw, btcCoinbasePrevDataRaw);
+    const { alignedCoinCandles: prevData2, alignedBtcCandles: btcPrevData2 } = (0, import_indicators3.alignSortedCandlesByTimestamp)(prevDataRaw, btcPrevDataRaw);
+    const { alignedCoinCandles: testData2, alignedBtcCandles: btcTestData2 } = (0, import_indicators3.alignSortedCandlesByTimestamp)(testDataRaw, btcTestDataRaw);
+    const { alignedBtcCandles: btcBinancePrevData2 } = (0, import_indicators3.alignSortedCandlesByTimestamp)(prevDataRaw, btcBinancePrevDataRaw);
+    const { alignedBtcCandles: btcCoinbasePrevData2 } = (0, import_indicators3.alignSortedCandlesByTimestamp)(prevDataRaw, btcCoinbasePrevDataRaw);
     preparedData = {
       prevData: prevData2,
       btcPrevData: btcPrevData2,
@@ -1311,6 +1568,7 @@ var testing = async ({
   );
   const pendingMlPayloadBySignalId = /* @__PURE__ */ new Map();
   const pendingAiRowBySignalId = /* @__PURE__ */ new Map();
+  const replaySignalEvaluations = [];
   const flushClosedResultsBatch = async () => {
     if (!ml && !ai) return;
     const batch = await testConnector.drainMlResultsBatch();
@@ -1355,6 +1613,47 @@ var testing = async ({
       "strategy signal",
       strategy(candle, btcCandle)
     );
+    if (!signal || typeof signal === "string") {
+      replaySignalEvaluations.push({
+        evaluationId: `${testId}:${strategyName}:${symbol}:${candle.timestamp}`,
+        userName,
+        strategy: strategyName,
+        symbol,
+        interval,
+        timestamp: candle.timestamp,
+        evaluatedAt: candle.timestamp,
+        status: "skip",
+        reason: typeof signal === "string" && signal.trim() ? signal : "NO_SIGNAL"
+      });
+    } else {
+      replaySignalEvaluations.push({
+        evaluationId: `${signal.signalId || testId}:${strategyName}:${symbol}:${signal.timestamp || candle.timestamp}`,
+        userName,
+        strategy: signal.strategy || strategyName,
+        symbol: signal.symbol || symbol,
+        interval: signal.interval || interval,
+        timestamp: typeof signal.timestamp === "number" && Number.isFinite(signal.timestamp) ? signal.timestamp : candle.timestamp,
+        evaluatedAt: candle.timestamp,
+        status: "signal",
+        reason: signal.orderSkipReason || signal.orderStatus,
+        signalId: signal.signalId,
+        direction: signal.direction,
+        orderStatus: signal.orderStatus,
+        orderSkipReason: signal.orderSkipReason,
+        aiAnalysis: signal.aiAnalysis ?? null,
+        ml: signal.ml
+      });
+    }
+    const shouldCapturePayload = signal && typeof signal !== "string" && signal.signalId && (ml || ai);
+    if (shouldCapturePayload) {
+      await withTimeout(
+        "derivatives context",
+        enrichSignalWithDerivativesContext({
+          signal,
+          env: "BACKTEST"
+        })
+      );
+    }
     if (ml && signal && typeof signal !== "string" && signal.signalId) {
       const payload = buildMlPayload({
         signal,
@@ -1387,7 +1686,11 @@ var testing = async ({
     }
   }
   await withTimeout("flush closed results", flushClosedResultsBatch());
-  return await withTimeout("collect result", testConnector.getResult());
+  const result = await withTimeout("collect result", testConnector.getResult());
+  return {
+    ...result,
+    inlineReplaySignalEvaluations: replaySignalEvaluations
+  };
 };
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {