@tradejs/node 2.0.1 → 2.0.2

package/dist/backtest.js

@@ -1838,11 +1838,12 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
 
 // src/strategyHelpers/derivativesContext.ts
 var import_indicators2 = require("@tradejs/core/indicators");
+var import_data = require("@tradejs/core/data");
 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 SOURCE_INTERVALS = ["15m"];
+var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
@@ -1868,9 +1869,12 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var withDerivedHourlyRows = (rowsByInterval) => ({
+var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": (0, import_indicators2.deriveCoinalyzeHourlyRowsFrom15m)(rowsByInterval["15m"])
+  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
 });
 var getDerivativesContextReferenceSymbols = () => [
   ...(0, import_constants.resolveDerivativesContextReferenceSymbols)(
@@ -1994,12 +1998,17 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + (0, import_data.intervalToMs)(signal.interval);
+    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
+      decisionTimeMs,
+      "15m"
+    );
     const contexts = await Promise.all(
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
           symbol,
-          intervals: SOURCE_INTERVALS,
-          endMs: signal.timestamp,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
           lookbackMs
         });
         return [
@@ -2007,8 +2016,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           (0, import_indicators2.buildDerivativesContext)({
             symbol,
             direction: signal.direction,
-            timestamp: signal.timestamp,
-            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
             intervals: CONTEXT_INTERVALS
           })
@@ -2026,15 +2035,15 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
         symbol: targetSymbol,
-        intervals: SOURCE_INTERVALS,
-        endMs: signal.timestamp,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
         lookbackMs
       });
       const context = (0, import_indicators2.buildDerivativesContext)({
         symbol: targetSymbol,
         direction: signal.direction,
-        timestamp: signal.timestamp,
-        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
         intervals: CONTEXT_INTERVALS
       });

package/dist/backtest.mjs

@@ -7,7 +7,7 @@ import {
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
   enrichSignalWithDerivativesContext
-} from "./chunk-2XFDY6AT.mjs";
+} from "./chunk-2DZCHRP6.mjs";
 import {
   buildAiPayload
 } from "./chunk-IUZML4RK.mjs";

package/dist/{chunk-2XFDY6AT.mjs → chunk-2DZCHRP6.mjs}

@@ -747,8 +747,10 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
 // src/strategyHelpers/derivativesContext.ts
 import {
   buildDerivativesContext,
-  deriveCoinalyzeHourlyRowsFrom15m
+  buildCoinalyzeHourlyRowsWithFallback,
+  getLastClosedDerivativesBarStartMs
 } from "@tradejs/core/indicators";
+import { intervalToMs } from "@tradejs/core/data";
 import { refreshSignalBaseContextGateFeatures as refreshSignalBaseContextGateFeatures3 } from "@tradejs/core/strategies";
 import {
   DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
@@ -756,7 +758,7 @@ import {
 } from "@tradejs/core/constants";
 import { getDerivativesWindow } from "@tradejs/infra/timescale";
 import { logger as logger3 } from "@tradejs/infra/logger";
-var SOURCE_INTERVALS = ["15m"];
+var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
@@ -782,9 +784,12 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var withDerivedHourlyRows = (rowsByInterval) => ({
+var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": deriveCoinalyzeHourlyRowsFrom15m(rowsByInterval["15m"])
+  "1h": buildCoinalyzeHourlyRowsWithFallback({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
 });
 var getDerivativesContextReferenceSymbols = () => [
   ...resolveDerivativesContextReferenceSymbols(
@@ -908,12 +913,17 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + intervalToMs(signal.interval);
+    const derivativesEndMs = getLastClosedDerivativesBarStartMs(
+      decisionTimeMs,
+      "15m"
+    );
     const contexts = await Promise.all(
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await getDerivativesWindow({
           symbol,
-          intervals: SOURCE_INTERVALS,
-          endMs: signal.timestamp,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
           lookbackMs
         });
         return [
@@ -921,8 +931,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           buildDerivativesContext({
             symbol,
             direction: signal.direction,
-            timestamp: signal.timestamp,
-            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
             intervals: CONTEXT_INTERVALS
           })
@@ -940,15 +950,15 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await getDerivativesWindow({
         symbol: targetSymbol,
-        intervals: SOURCE_INTERVALS,
-        endMs: signal.timestamp,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
         lookbackMs
       });
       const context = buildDerivativesContext({
         symbol: targetSymbol,
         direction: signal.direction,
-        timestamp: signal.timestamp,
-        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
         intervals: CONTEXT_INTERVALS
       });

package/dist/strategies.js

@@ -7196,7 +7196,7 @@ var askAI = async (signal, options = {}) => {
 // src/strategyRuntime.ts
 var import_node_path2 = __toESM(require("path"));
 var import_constants4 = require("@tradejs/core/constants");
-var import_data = require("@tradejs/core/data");
+var import_data2 = require("@tradejs/core/data");
 var import_strategies4 = require("@tradejs/core/strategies");
 var import_logger8 = require("@tradejs/infra/logger");
 
@@ -7424,11 +7424,12 @@ var markRuntimeTradeClosed = async (params) => {
 
 // src/strategyHelpers/derivativesContext.ts
 var import_indicators2 = require("@tradejs/core/indicators");
+var import_data = require("@tradejs/core/data");
 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 SOURCE_INTERVALS = ["15m"];
+var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
 var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
@@ -7454,9 +7455,12 @@ var parseLookbackMs = () => {
   const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
   return normalizedHours * 60 * 60 * 1e3;
 };
-var withDerivedHourlyRows = (rowsByInterval) => ({
+var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": (0, import_indicators2.deriveCoinalyzeHourlyRowsFrom15m)(rowsByInterval["15m"])
+  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
 });
 var getDerivativesContextReferenceSymbols = () => [
   ...(0, import_constants2.resolveDerivativesContextReferenceSymbols)(
@@ -7580,12 +7584,17 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const referenceSymbols = getDerivativesContextReferenceSymbols();
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + (0, import_data.intervalToMs)(signal.interval);
+    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
+      decisionTimeMs,
+      "15m"
+    );
     const contexts = await Promise.all(
       referenceSymbols.map(async (symbol) => {
         const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
           symbol,
-          intervals: SOURCE_INTERVALS,
-          endMs: signal.timestamp,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
           lookbackMs
         });
         return [
@@ -7593,8 +7602,8 @@ var enrichSignalWithDerivativesContext = async (params) => {
           (0, import_indicators2.buildDerivativesContext)({
             symbol,
             direction: signal.direction,
-            timestamp: signal.timestamp,
-            rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
             priceChangePct1h: getSignalPriceChangePct1h(signal),
             intervals: CONTEXT_INTERVALS
           })
@@ -7612,15 +7621,15 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
       const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
         symbol: targetSymbol,
-        intervals: SOURCE_INTERVALS,
-        endMs: signal.timestamp,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
         lookbackMs
       });
       const context = (0, import_indicators2.buildDerivativesContext)({
         symbol: targetSymbol,
         direction: signal.direction,
-        timestamp: signal.timestamp,
-        rowsByInterval: withDerivedHourlyRows(rowsByInterval),
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
         priceChangePct1h: getSignalPriceChangePct1h(signal),
         intervals: CONTEXT_INTERVALS
       });
@@ -8983,7 +8992,7 @@ var resolveBacktestExecutionDelayMs = (value, fallbackDelayMs) => {
 };
 var safeIntervalToMs = (interval) => {
   try {
-    return (0, import_data.intervalToMs)(interval);
+    return (0, import_data2.intervalToMs)(interval);
   } catch {
     return null;
   }

package/dist/strategies.mjs

@@ -3,7 +3,7 @@ import {
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
   enrichSignalWithDerivativesContext
-} from "./chunk-2XFDY6AT.mjs";
+} from "./chunk-2DZCHRP6.mjs";
 import {
   require_lodash
 } from "./chunk-KZDHZ56N.mjs";

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "2.0.1",
+  "version": "2.0.2",
   "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": "^2.0.1",
-    "@tradejs/infra": "^2.0.1",
-    "@tradejs/types": "^2.0.1",
+    "@tradejs/core": "^2.0.2",
+    "@tradejs/infra": "^2.0.2",
+    "@tradejs/types": "^2.0.2",
     "chalk": "4.1.2",
     "ioredis": "5.8.0",
     "pinets": "0.8.12",