@tradejs/node 1.0.6 → 1.0.8

package/dist/chunk-JRRG3YQG.mjs

@@ -0,0 +1,154 @@
+import {
+  getStrategyManifest
+} from "./chunk-WGOYR6AB.mjs";
+
+// src/strategyHelpers/derivativesContext.ts
+import {
+  buildDerivativesContext,
+  normalizeDerivativesIntervals
+} from "@tradejs/core/indicators";
+import { DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS } from "@tradejs/core/constants";
+import { getDerivativesWindow } from "@tradejs/infra/timescale";
+import { logger } from "@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 = normalizeDerivativesIntervals(
+    process.env.DERIVATIVES_CONTEXT_INTERVALS
+  );
+  return fromEnv.length ? fromEnv : DEFAULT_INTERVALS;
+};
+var getDerivativesContextReferenceSymbols = () => [
+  ...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 getDerivativesWindow({
+          symbol,
+          intervals,
+          endMs: signal.timestamp,
+          lookbackMs
+        });
+        return [
+          symbol,
+          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;
+    logger.warn(
+      "Derivatives context disabled after Timescale read failure: %s",
+      String(error)
+    );
+    return false;
+  }
+};
+
+// src/strategyAdapters/ml.ts
+var defaultMlAdapter = {
+  normalizeStrategyConfig: (strategyConfig) => strategyConfig
+};
+var getStrategyMlAdapter = (strategy) => {
+  const strategyAdapter = getStrategyManifest(strategy)?.mlAdapter;
+  if (!strategyAdapter) return defaultMlAdapter;
+  return {
+    ...defaultMlAdapter,
+    ...strategyAdapter
+  };
+};
+
+// src/mlPayload.ts
+var normalizeStrategyConfig = (strategyConfig, strategyName) => {
+  return getStrategyMlAdapter(strategyName).normalizeStrategyConfig?.(
+    strategyConfig
+  );
+};
+var buildMlPayload = (payload) => {
+  const strategyName = payload.signal?.strategy ?? payload.context?.strategyName;
+  const mlAdapter = getStrategyMlAdapter(strategyName);
+  const normalizedSignal = mlAdapter.normalizeSignal?.(payload.signal) ?? payload.signal;
+  const nextSignal = {
+    ...normalizedSignal,
+    indicators: {
+      ...normalizedSignal?.indicators ?? {}
+    }
+  };
+  const nextContext = payload.context ? {
+    ...payload.context,
+    strategyConfig: normalizeStrategyConfig(
+      payload.context.strategyConfig,
+      strategyName
+    )
+  } : void 0;
+  return {
+    signal: nextSignal,
+    context: nextContext
+  };
+};
+
+export {
+  enrichSignalWithDerivativesContext,
+  buildMlPayload
+};

package/dist/{chunk-CGJ2UU6H.mjs → chunk-JU77QVJ3.mjs}

@@ -3,6 +3,9 @@ import fs from "fs";
 import path from "path";
 import { createRequire } from "module";
 import { fileURLToPath, pathToFileURL } from "url";
+import {
+  normalizeTradejsConfigHooks
+} from "@tradejs/core/config";
 import { logger } from "@tradejs/infra/logger";
 var CONFIG_FILE_NAMES = [
   "tradejs.config.ts",
@@ -35,10 +38,14 @@ var normalizeConfig = (rawConfig) => {
   const strategies = 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 = normalizeTradejsConfigHooks(
+    config.hooks
+  );
   return {
     strategies,
     indicators,
-    connectors
+    connectors,
+    ...hooks ? { hooks } : {}
   };
 };
 var getRequireFn = (cwd = getTradejsProjectCwd()) => createRequire(path.join(path.resolve(cwd), "__tradejs_loader__.js"));

package/dist/{chunk-SCMBUEGK.mjs → chunk-KMJQQ53K.mjs}

@@ -5,7 +5,7 @@ var getPositiveIntegerEnv = (name, fallback) => {
   const parsedValue = Number(rawValue);
   return Number.isInteger(parsedValue) && parsedValue > 0 ? parsedValue : fallback;
 };
-var DEFAULT_KLINE_CONCURRENCY_LIMIT = NODE_ENV === "production" ? 1 : 10;
+var DEFAULT_KLINE_CONCURRENCY_LIMIT = NODE_ENV === "production" ? 5 : 10;
 var KLINE_CONCURRENCY_LIMIT = getPositiveIntegerEnv(
   "KLINE_CONCURRENCY_LIMIT",
   DEFAULT_KLINE_CONCURRENCY_LIMIT

package/dist/{chunk-GKDBAF3A.mjs → chunk-KZDHZ56N.mjs}

@@ -8,9 +8,9 @@ var require_lodash = __commonJS({
     "use strict";
     (function() {
       var undefined;
-      var VERSION = "4.17.21";
+      var VERSION = "4.18.1";
       var LARGE_ARRAY_SIZE = 200;
-      var CORE_ERROR_TEXT = "Unsupported core-js use. Try https://npms.io/search?q=ponyfill.", FUNC_ERROR_TEXT = "Expected a function", INVALID_TEMPL_VAR_ERROR_TEXT = "Invalid `variable` option passed into `_.template`";
+      var CORE_ERROR_TEXT = "Unsupported core-js use. Try https://npms.io/search?q=ponyfill.", FUNC_ERROR_TEXT = "Expected a function", INVALID_TEMPL_VAR_ERROR_TEXT = "Invalid `variable` option passed into `_.template`", INVALID_TEMPL_IMPORTS_ERROR_TEXT = "Invalid `imports` option passed into `_.template`";
       var HASH_UNDEFINED = "__lodash_hash_undefined__";
       var MAX_MEMOIZE_SIZE = 500;
       var PLACEHOLDER = "__lodash_placeholder__";
@@ -1936,8 +1936,21 @@ var require_lodash = __commonJS({
         }
         function baseUnset(object, path) {
           path = castPath(path, object);
-          object = parent(object, path);
-          return object == null || delete object[toKey(last(path))];
+          var index = -1, length = path.length;
+          if (!length) {
+            return true;
+          }
+          while (++index < length) {
+            var key = toKey(path[index]);
+            if (key === "__proto__" && !hasOwnProperty.call(object, "__proto__")) {
+              return false;
+            }
+            if ((key === "constructor" || key === "prototype") && index < length - 1) {
+              return false;
+            }
+          }
+          var obj = parent(object, path);
+          return obj == null || delete obj[toKey(last(path))];
         }
         function baseUpdate(object, path, updater, customizer) {
           return baseSet(object, path, updater(baseGet(object, path)), customizer);
@@ -3264,7 +3277,7 @@ var require_lodash = __commonJS({
           var index = -1, length = pairs == null ? 0 : pairs.length, result2 = {};
           while (++index < length) {
             var pair = pairs[index];
-            result2[pair[0]] = pair[1];
+            baseAssignValue(result2, pair[0], pair[1]);
           }
           return result2;
         }
@@ -4648,8 +4661,13 @@ var require_lodash = __commonJS({
             options = undefined;
           }
           string = toString(string);
-          options = assignInWith({}, options, settings, customDefaultsAssignIn);
-          var imports = assignInWith({}, options.imports, settings.imports, customDefaultsAssignIn), importsKeys = keys(imports), importsValues = baseValues(imports, importsKeys);
+          options = assignWith({}, options, settings, customDefaultsAssignIn);
+          var imports = assignWith({}, options.imports, settings.imports, customDefaultsAssignIn), importsKeys = keys(imports), importsValues = baseValues(imports, importsKeys);
+          arrayEach(importsKeys, function(key) {
+            if (reForbiddenIdentifierChars.test(key)) {
+              throw new Error(INVALID_TEMPL_IMPORTS_ERROR_TEXT);
+            }
+          });
           var isEscaping, isEvaluating, index = 0, interpolate = options.interpolate || reNoMatch, source = "__p += '";
           var reDelimiters = RegExp2(
             (options.escape || reNoMatch).source + "|" + interpolate.source + "|" + (interpolate === reInterpolate ? reEsTemplate : reNoMatch).source + "|" + (options.evaluate || reNoMatch).source + "|$",

package/dist/{chunk-EOZSJKUM.mjs → chunk-WGOYR6AB.mjs}

@@ -3,7 +3,7 @@ import {
   importTradejsModule,
   loadTradejsConfig,
   resolvePluginModuleSpecifier
-} from "./chunk-CGJ2UU6H.mjs";
+} from "./chunk-JU77QVJ3.mjs";
 
 // src/strategy/manifests.ts
 import {

package/dist/cli.d.mts

@@ -1,12 +1,30 @@
 import { TestStat, TestThresholdsKey, Connector, Signal, Interval } from '@tradejs/types';
+import { TradejsConfigHooks } from '@tradejs/core/config';
+
+declare const sendTextToTG: (message: string, options?: {
+    userName?: string;
+    markup?: Record<string, unknown>;
+}) => Promise<any>;
+
+interface TradejsProjectConfig {
+    strategies?: string[];
+    indicators?: string[];
+    connectors?: string[];
+    hooks?: TradejsConfigHooks;
+}
+declare const loadTradejsConfig: (cwd?: string) => Promise<TradejsProjectConfig>;
 
 declare const cleanFiles: (dir: string) => Promise<void>;
 declare const cleanRedis: (area: string) => Promise<void>;
-declare const update: (connector: Connector, interval: Interval, tickers: string[], preloadDays?: number) => Promise<void>;
+declare const update: (connector: Connector, interval: Interval, tickers: string[], preloadDays?: number, options?: {
+    connectorLabel?: string;
+    preloadStart?: number;
+    preloadEnd?: number;
+}) => Promise<void>;
 declare const drawStatInCLI: (stat: Partial<TestStat> | undefined, keys: TestThresholdsKey[]) => string[];
 declare const getTickers: (connector: Connector, include?: string, exclude?: string, limit?: number, chunk?: string) => Promise<string[]>;
 declare const makeScreenshots: (signals: Signal[], interval: Interval, userName?: string) => Promise<void>;
 declare const sendToAI: (signals: Signal[], userName?: string) => Promise<void>;
 declare const sendToTG: (signals: Signal[], imgInterval: Interval, userName?: string) => Promise<void>;
 
-export { cleanFiles, cleanRedis, drawStatInCLI, getTickers, makeScreenshots, sendToAI, sendToTG, update };
+export { cleanFiles, cleanRedis, drawStatInCLI, getTickers, loadTradejsConfig, makeScreenshots, sendTextToTG, sendToAI, sendToTG, update };

package/dist/cli.d.ts

@@ -1,12 +1,30 @@
 import { TestStat, TestThresholdsKey, Connector, Signal, Interval } from '@tradejs/types';
+import { TradejsConfigHooks } from '@tradejs/core/config';
+
+declare const sendTextToTG: (message: string, options?: {
+    userName?: string;
+    markup?: Record<string, unknown>;
+}) => Promise<any>;
+
+interface TradejsProjectConfig {
+    strategies?: string[];
+    indicators?: string[];
+    connectors?: string[];
+    hooks?: TradejsConfigHooks;
+}
+declare const loadTradejsConfig: (cwd?: string) => Promise<TradejsProjectConfig>;
 
 declare const cleanFiles: (dir: string) => Promise<void>;
 declare const cleanRedis: (area: string) => Promise<void>;
-declare const update: (connector: Connector, interval: Interval, tickers: string[], preloadDays?: number) => Promise<void>;
+declare const update: (connector: Connector, interval: Interval, tickers: string[], preloadDays?: number, options?: {
+    connectorLabel?: string;
+    preloadStart?: number;
+    preloadEnd?: number;
+}) => Promise<void>;
 declare const drawStatInCLI: (stat: Partial<TestStat> | undefined, keys: TestThresholdsKey[]) => string[];
 declare const getTickers: (connector: Connector, include?: string, exclude?: string, limit?: number, chunk?: string) => Promise<string[]>;
 declare const makeScreenshots: (signals: Signal[], interval: Interval, userName?: string) => Promise<void>;
 declare const sendToAI: (signals: Signal[], userName?: string) => Promise<void>;
 declare const sendToTG: (signals: Signal[], imgInterval: Interval, userName?: string) => Promise<void>;
 
-export { cleanFiles, cleanRedis, drawStatInCLI, getTickers, makeScreenshots, sendToAI, sendToTG, update };
+export { cleanFiles, cleanRedis, drawStatInCLI, getTickers, loadTradejsConfig, makeScreenshots, sendTextToTG, sendToAI, sendToTG, update };