@tradejs/node 3.1.28 → 3.1.29-beta.259

package/dist/jev.d.mts

@@ -0,0 +1,342 @@
+import { Signal, JevInput, JevGateModel, JevStudyRow, JevDimension, JevConfig, SignalAssessment, JevRecord } from '@tradejs/types';
+
+/** Only explicitly selected signal-time facts enter the provider request. */
+declare const buildJevInput: (signal: Signal) => JevInput;
+declare const JEV_QUESTIONS: {
+    readonly trend: {
+        readonly type: "score";
+        readonly instructions: "Does market.trendBias support signal.direction? Judge only the target-asset trend, not swings or setup quality.";
+        readonly criteria: string[];
+    };
+    readonly swing: {
+        readonly type: "score";
+        readonly instructions: "Does market.swingBias support signal.direction? Judge only the target-asset swing structure, not the broader trend.";
+        readonly criteria: string[];
+    };
+    readonly participation: {
+        readonly type: "score";
+        readonly instructions: "Does the supplied market.volumeRel20 or market.deltaPct show target-asset participation supportive of this direction? Ignore strategy setup volume and do not infer missing flow.";
+        readonly criteria: string[];
+    };
+    readonly setupParticipation: {
+        readonly type: "score";
+        readonly instructions: "Do the strategy-defined setup volume, flow or liquidity facts support the named setup? Use only relevant setup.* facts, not market.volumeRel20; do not infer missing data.";
+        readonly criteria: string[];
+    };
+    readonly extension: {
+        readonly type: "score";
+        readonly instructions: "Do the supplied ATR-normalized entry-distance facts suggest the entry is not excessively extended? Use only distance facts; do not calculate new ratios or judge confirmation.";
+        readonly criteria: string[];
+    };
+    readonly confirmation: {
+        readonly type: "score";
+        readonly instructions: "Do the supplied setup stage and confirmation facts indicate a confirmed rather than premature entry? Do not judge distance or predict the outcome.";
+        readonly criteria: string[];
+    };
+    readonly setupStrength: {
+        readonly type: "score";
+        readonly instructions: "Do the strategy-defined setup strength and quality facts support this candidate? Exclude volume, confirmation, entry distance and geometry; do not assume missing facts.";
+        readonly criteria: string[];
+    };
+    readonly geometry: {
+        readonly type: "score";
+        readonly instructions: "Do the supplied geometry.* facts support the named setup? Do not infer unseen figure points or certify mathematical validity.";
+        readonly criteria: string[];
+    };
+};
+
+declare const validateJevGateModel: (value: unknown) => JevGateModel;
+declare const compareJevGate: (model: JevGateModel, input: JevStudyRow[], minScores?: Partial<Record<JevDimension, number>>) => {
+    rows: number;
+    start: number;
+    end: number;
+    agreement: number;
+    teacherOnly: number;
+    studentOnly: number;
+    dimensionErrors: {
+        [k: string]: {
+            n: number;
+            mae: number | null;
+        };
+    };
+    outcomeScope: string;
+    cohorts: {
+        [k: string]: {
+            core: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+            baseline: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+            jev: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+            local: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+        };
+    };
+};
+declare const trainJevGate: (input: JevStudyRow[], options?: {
+    maxDepth?: number;
+    minLeaf?: number;
+}) => {
+    model: JevGateModel;
+    report: {
+        train: {
+            rows: number;
+            start: number;
+            end: number;
+            agreement: number;
+            teacherOnly: number;
+            studentOnly: number;
+            dimensionErrors: {
+                [k: string]: {
+                    n: number;
+                    mae: number | null;
+                };
+            };
+            outcomeScope: string;
+            cohorts: {
+                [k: string]: {
+                    core: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    baseline: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    jev: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    local: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                };
+            };
+        };
+        validation: {
+            rows: number;
+            start: number;
+            end: number;
+            agreement: number;
+            teacherOnly: number;
+            studentOnly: number;
+            dimensionErrors: {
+                [k: string]: {
+                    n: number;
+                    mae: number | null;
+                };
+            };
+            outcomeScope: string;
+            cohorts: {
+                [k: string]: {
+                    core: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    baseline: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    jev: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    local: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                };
+            };
+        };
+        test: {
+            rows: number;
+            start: number;
+            end: number;
+            agreement: number;
+            teacherOnly: number;
+            studentOnly: number;
+            dimensionErrors: {
+                [k: string]: {
+                    n: number;
+                    mae: number | null;
+                };
+            };
+            outcomeScope: string;
+            cohorts: {
+                [k: string]: {
+                    core: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    baseline: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    jev: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    local: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                };
+            };
+        };
+        walkForward: {
+            trainThrough: number;
+            validationThrough: number;
+            testThrough: number;
+            trainRows: number;
+            test: {
+                rows: number;
+                start: number;
+                end: number;
+                agreement: number;
+                teacherOnly: number;
+                studentOnly: number;
+                dimensionErrors: {
+                    [k: string]: {
+                        n: number;
+                        mae: number | null;
+                    };
+                };
+                outcomeScope: string;
+                cohorts: {
+                    [k: string]: {
+                        core: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                        baseline: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                        jev: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                        local: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                    };
+                };
+            };
+        }[];
+        promotion: string;
+    };
+};
+
+declare const resolveJevProvider: (userName: string) => Promise<{
+    endpoint: string;
+    model: string;
+}>;
+declare const evaluateJevInput: ({ input, config, userName, projectRoot, }: {
+    input: JevInput;
+    config: JevConfig;
+    userName: string;
+    projectRoot: string;
+}) => Promise<{
+    assessment: SignalAssessment;
+    record?: JevRecord;
+}>;
+declare const assessSignalWithJev: ({ signal, config, userName, projectRoot, strict, scope, }: {
+    signal: Signal;
+    config: JevConfig;
+    userName: string;
+    projectRoot: string;
+    strict: boolean;
+    scope?: string;
+}) => Promise<SignalAssessment>;
+
+export { JEV_QUESTIONS, assessSignalWithJev, buildJevInput, compareJevGate, evaluateJevInput, resolveJevProvider, trainJevGate, validateJevGateModel };

package/dist/jev.d.ts

@@ -0,0 +1,342 @@
+import { Signal, JevInput, JevGateModel, JevStudyRow, JevDimension, JevConfig, SignalAssessment, JevRecord } from '@tradejs/types';
+
+/** Only explicitly selected signal-time facts enter the provider request. */
+declare const buildJevInput: (signal: Signal) => JevInput;
+declare const JEV_QUESTIONS: {
+    readonly trend: {
+        readonly type: "score";
+        readonly instructions: "Does market.trendBias support signal.direction? Judge only the target-asset trend, not swings or setup quality.";
+        readonly criteria: string[];
+    };
+    readonly swing: {
+        readonly type: "score";
+        readonly instructions: "Does market.swingBias support signal.direction? Judge only the target-asset swing structure, not the broader trend.";
+        readonly criteria: string[];
+    };
+    readonly participation: {
+        readonly type: "score";
+        readonly instructions: "Does the supplied market.volumeRel20 or market.deltaPct show target-asset participation supportive of this direction? Ignore strategy setup volume and do not infer missing flow.";
+        readonly criteria: string[];
+    };
+    readonly setupParticipation: {
+        readonly type: "score";
+        readonly instructions: "Do the strategy-defined setup volume, flow or liquidity facts support the named setup? Use only relevant setup.* facts, not market.volumeRel20; do not infer missing data.";
+        readonly criteria: string[];
+    };
+    readonly extension: {
+        readonly type: "score";
+        readonly instructions: "Do the supplied ATR-normalized entry-distance facts suggest the entry is not excessively extended? Use only distance facts; do not calculate new ratios or judge confirmation.";
+        readonly criteria: string[];
+    };
+    readonly confirmation: {
+        readonly type: "score";
+        readonly instructions: "Do the supplied setup stage and confirmation facts indicate a confirmed rather than premature entry? Do not judge distance or predict the outcome.";
+        readonly criteria: string[];
+    };
+    readonly setupStrength: {
+        readonly type: "score";
+        readonly instructions: "Do the strategy-defined setup strength and quality facts support this candidate? Exclude volume, confirmation, entry distance and geometry; do not assume missing facts.";
+        readonly criteria: string[];
+    };
+    readonly geometry: {
+        readonly type: "score";
+        readonly instructions: "Do the supplied geometry.* facts support the named setup? Do not infer unseen figure points or certify mathematical validity.";
+        readonly criteria: string[];
+    };
+};
+
+declare const validateJevGateModel: (value: unknown) => JevGateModel;
+declare const compareJevGate: (model: JevGateModel, input: JevStudyRow[], minScores?: Partial<Record<JevDimension, number>>) => {
+    rows: number;
+    start: number;
+    end: number;
+    agreement: number;
+    teacherOnly: number;
+    studentOnly: number;
+    dimensionErrors: {
+        [k: string]: {
+            n: number;
+            mae: number | null;
+        };
+    };
+    outcomeScope: string;
+    cohorts: {
+        [k: string]: {
+            core: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+            baseline: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+            jev: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+            local: {
+                rows: number;
+                knownOutcomes: number;
+                pnl: number;
+                pnlPerTrade: number | null;
+                profitFactor: number | null;
+                winRate: number | null;
+            };
+        };
+    };
+};
+declare const trainJevGate: (input: JevStudyRow[], options?: {
+    maxDepth?: number;
+    minLeaf?: number;
+}) => {
+    model: JevGateModel;
+    report: {
+        train: {
+            rows: number;
+            start: number;
+            end: number;
+            agreement: number;
+            teacherOnly: number;
+            studentOnly: number;
+            dimensionErrors: {
+                [k: string]: {
+                    n: number;
+                    mae: number | null;
+                };
+            };
+            outcomeScope: string;
+            cohorts: {
+                [k: string]: {
+                    core: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    baseline: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    jev: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    local: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                };
+            };
+        };
+        validation: {
+            rows: number;
+            start: number;
+            end: number;
+            agreement: number;
+            teacherOnly: number;
+            studentOnly: number;
+            dimensionErrors: {
+                [k: string]: {
+                    n: number;
+                    mae: number | null;
+                };
+            };
+            outcomeScope: string;
+            cohorts: {
+                [k: string]: {
+                    core: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    baseline: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    jev: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    local: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                };
+            };
+        };
+        test: {
+            rows: number;
+            start: number;
+            end: number;
+            agreement: number;
+            teacherOnly: number;
+            studentOnly: number;
+            dimensionErrors: {
+                [k: string]: {
+                    n: number;
+                    mae: number | null;
+                };
+            };
+            outcomeScope: string;
+            cohorts: {
+                [k: string]: {
+                    core: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    baseline: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    jev: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                    local: {
+                        rows: number;
+                        knownOutcomes: number;
+                        pnl: number;
+                        pnlPerTrade: number | null;
+                        profitFactor: number | null;
+                        winRate: number | null;
+                    };
+                };
+            };
+        };
+        walkForward: {
+            trainThrough: number;
+            validationThrough: number;
+            testThrough: number;
+            trainRows: number;
+            test: {
+                rows: number;
+                start: number;
+                end: number;
+                agreement: number;
+                teacherOnly: number;
+                studentOnly: number;
+                dimensionErrors: {
+                    [k: string]: {
+                        n: number;
+                        mae: number | null;
+                    };
+                };
+                outcomeScope: string;
+                cohorts: {
+                    [k: string]: {
+                        core: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                        baseline: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                        jev: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                        local: {
+                            rows: number;
+                            knownOutcomes: number;
+                            pnl: number;
+                            pnlPerTrade: number | null;
+                            profitFactor: number | null;
+                            winRate: number | null;
+                        };
+                    };
+                };
+            };
+        }[];
+        promotion: string;
+    };
+};
+
+declare const resolveJevProvider: (userName: string) => Promise<{
+    endpoint: string;
+    model: string;
+}>;
+declare const evaluateJevInput: ({ input, config, userName, projectRoot, }: {
+    input: JevInput;
+    config: JevConfig;
+    userName: string;
+    projectRoot: string;
+}) => Promise<{
+    assessment: SignalAssessment;
+    record?: JevRecord;
+}>;
+declare const assessSignalWithJev: ({ signal, config, userName, projectRoot, strict, scope, }: {
+    signal: Signal;
+    config: JevConfig;
+    userName: string;
+    projectRoot: string;
+    strict: boolean;
+    scope?: string;
+}) => Promise<SignalAssessment>;
+
+export { JEV_QUESTIONS, assessSignalWithJev, buildJevInput, compareJevGate, evaluateJevInput, resolveJevProvider, trainJevGate, validateJevGateModel };