@tradejs/node 2.0.15 → 2.0.16

package/dist/strategies.mjs

@@ -4,8 +4,8 @@ import {
   buildMlPayload,
   enrichSignalWithBinanceMarketContext,
   enrichSignalWithCoinMarketCapContext,
-  enrichSignalWithDerivativesContext,
   enrichSignalWithHyperliquidWhaleContext,
+  enrichSignalWithMarketContextStages,
   getBinanceBreadthUniverseSnapshot,
   getBinanceBreadthUniverses,
   getHyperliquidPerpSymbols,
@@ -17,7 +17,7 @@ import {
   isTrackedHyperliquidWhale,
   loadHyperliquidWhaleFlowContext,
   resolveHyperliquidPerpFromSignalSymbol
-} from "./chunk-FEQR4XGR.mjs";
+} from "./chunk-3BP3ETAD.mjs";
 import {
   require_lodash
 } from "./chunk-GPR56UYQ.mjs";
@@ -38,7 +38,7 @@ import {
   runAiPrompt,
   runAiPromptLocal,
   trimSeriesDeep
-} from "./chunk-DPHKRDD5.mjs";
+} from "./chunk-WK5EUCX5.mjs";
 import {
   createPineScriptLoader
 } from "./chunk-IQKMII6L.mjs";
@@ -312,6 +312,7 @@ var markRuntimeTradeClosed = async (params) => {
     lastSyncedAt: now()
   };
   const dayKey = getRuntimeStorageDayKey(existing.entryTimestamp);
+  const closeDayKey = getRuntimeStorageDayKey(next.exitTimestamp);
   try {
     await Promise.all([
       setData(redisKeys.runtimeTrade(userName, orderId), next, {
@@ -323,6 +324,12 @@ var markRuntimeTradeClosed = async (params) => {
         next,
         { expire: TTL_1M }
       ),
+      setHashJsonField(
+        redisKeys.runtimeClosedTradeBucket(userName, closeDayKey),
+        orderId,
+        next,
+        { expire: TTL_1M }
+      ),
       delKey(
         redisKeys.runtimeActiveTrade(
           userName,
@@ -470,10 +477,7 @@ var enrichSignalWithMlAi = async ({
   ml,
   ai
 }) => {
-  await enrichSignalWithBinanceMarketContext({ signal, env });
-  await enrichSignalWithCoinMarketCapContext({ signal, env });
-  await enrichSignalWithDerivativesContext({ signal, env });
-  await enrichSignalWithHyperliquidWhaleContext({ signal, env });
+  await enrichSignalWithMarketContextStages({ signal, env });
   await enrichSignalWithMl({ signal, env, ml });
   return enrichSignalWithAi({ signal, userName, symbol, direction, env, ai });
 };
@@ -737,6 +741,7 @@ var executeEntryOrder = async ({
       deploymentId: signal.deploymentId,
       policyProfileId: signal.policyProfileId,
       runtimeConfigId: signal.runtimeConfigId,
+      runtimeLineage: signal.runtimeLineage,
       ...signal.aiAnalysis ? { aiAnalysis: signal.aiAnalysis } : {}
     });
   }
@@ -831,6 +836,10 @@ var resolveStrategyConfig = async ({
 import {
   BACKTEST_WARNING_CODES
 } from "@tradejs/types";
+var cloneWithPropertyDescriptors = (value) => Object.create(
+  Object.getPrototypeOf(value),
+  Object.getOwnPropertyDescriptors(value)
+);
 var buildExitOrderSignal = ({
   strategyName,
   symbol,
@@ -1947,6 +1956,9 @@ var createStrategyRuntime = ({
       sharedReplayKey: indicatorSharedReplayKey,
       useBtcReference: universe === "crypto"
     });
+    const coreContextRequirements = new Set(
+      strategyManifest?.contextRequirements?.core ?? []
+    );
     const strategyApi = createStrategyAPI({
       strategy: strategyName,
       symbol,
@@ -1965,6 +1977,9 @@ var createStrategyRuntime = ({
         interval: decisionInterval
       }) => {
         if (!baseContext) return void 0;
+        if (!coreContextRequirements.has("hyperliquidWhales")) {
+          return baseContext;
+        }
         const hyperliquidWhales = await loadHyperliquidWhaleFlowContext({
           symbol: decisionSymbol,
           interval: decisionInterval,
@@ -1973,13 +1988,23 @@ var createStrategyRuntime = ({
           useSeriesCache: env === "BACKTEST" || env === "PARITY"
         });
         if (!hyperliquidWhales) return baseContext;
-        return {
-          ...baseContext,
-          participation: {
-            ...baseContext.participation,
-            hyperliquidWhales
-          }
-        };
+        const participation = cloneWithPropertyDescriptors(
+          baseContext.participation
+        );
+        Object.defineProperty(participation, "hyperliquidWhales", {
+          configurable: true,
+          enumerable: true,
+          value: hyperliquidWhales,
+          writable: true
+        });
+        const enrichedBaseContext = cloneWithPropertyDescriptors(baseContext);
+        Object.defineProperty(enrichedBaseContext, "participation", {
+          configurable: true,
+          enumerable: true,
+          value: participation,
+          writable: true
+        });
+        return enrichedBaseContext;
       }
     });
     const core = await createCore({
@@ -2370,17 +2395,10 @@ var createStrategyRuntime = ({
       let ai;
       if (signal) {
         try {
-          await enrichSignalWithBinanceMarketContext({
+          await enrichSignalWithMarketContextStages({
             signal,
-            env
-          });
-          await enrichSignalWithCoinMarketCapContext({
-            signal,
-            env
-          });
-          await enrichSignalWithDerivativesContext({
-            signal,
-            env
+            env,
+            includeHyperliquidWhales: false
           });
           quality = await enrichSignalWithAi({
             signal,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "2.0.15",
+  "version": "2.0.16",
   "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": "^1.2.3",
     "@langchain/openai": "^1.5.5",
-    "@tradejs/core": "^2.0.15",
-    "@tradejs/infra": "^2.0.15",
-    "@tradejs/types": "^2.0.15",
+    "@tradejs/core": "^2.0.16",
+    "@tradejs/infra": "^2.0.16",
+    "@tradejs/types": "^2.0.16",
     "chalk": "4.1.2",
     "ioredis": "5.11.1",
     "pinets": "0.8.12",