@tradejs/node 2.0.0 → 2.0.1

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

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "2.0.0",
+  "version": "2.0.1",
   "description": "Node-only runtime for the TradeJS TypeScript framework: strategies, backtests, Pine strategy loading, and plugin registries.",
   "keywords": [
     "tradejs",
@@ -67,9 +67,9 @@
   "dependencies": {
     "@langchain/core": "^1.1.42",
     "@langchain/openai": "^1.4.5",
-    "@tradejs/core": "^2.0.0",
-    "@tradejs/infra": "^2.0.0",
-    "@tradejs/types": "^2.0.0",
+    "@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",