@tradejs/node 1.0.8 → 1.0.10

package/dist/chunk-JRRG3YQG.mjs

@@ -1,154 +0,0 @@
-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
-};