@tradejs/node 3.1.29-beta.290 → 3.1.29-beta.291

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/dist/registry.js CHANGED
@@ -792,1683 +792,2417 @@ __export(registry_exports, {
792
792
  });
793
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  module.exports = __toCommonJS(registry_exports);
794
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795
- // src/strategyRuntime.ts
796
- var import_jev6 = require("@tradejs/core/jev");
795
+ // src/strategy/portfolioRuntime.ts
796
+ var import_node_crypto2 = require("crypto");
797
+ var import_portfolio2 = require("@tradejs/core/portfolio");
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+ var import_redis2 = require("@tradejs/infra/redis");
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799
 
798
- // src/jev.ts
799
- var import_promises = __toESM(require("fs/promises"));
800
- var import_node_path = __toESM(require("path"));
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- var import_jev4 = require("@tradejs/core/jev");
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- var import_jev5 = require("@tradejs/infra/jev");
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- var import_userSettings = require("@tradejs/infra/userSettings");
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- init_jevInput();
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- init_jevInput();
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- init_jevTraining();
807
- var resolveJevProvider = async (userName) => {
808
- const settings = await (0, import_userSettings.getUserSettings)(userName);
809
- const provider = {
810
- endpoint: settings.JEV_API_ENDPOINT || import_jev4.JEV_PROVIDERS[0].endpoint,
811
- model: settings.JEV_MODEL || import_jev4.JEV_PROVIDERS[0].model
812
- };
813
- (0, import_jev4.parseJevConfig)({ source: "provider", mode: "observe", provider });
814
- if (!settings.JEV_API_KEY)
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- throw new Error("Configure the Jev API key in Account settings");
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- return provider;
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- };
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- var emptyScores = () => Object.fromEntries(import_jev4.JEV_DIMENSIONS.map((key) => [key, null]));
819
- var pending = /* @__PURE__ */ new Map();
820
- var pendingResponses = /* @__PURE__ */ new Map();
821
- var evaluateJevInput = async ({
822
- input,
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- config,
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- userName,
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- projectRoot
826
- }) => {
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- config = (0, import_jev4.parseJevConfig)(config);
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- const inputHash = (0, import_jev5.jevHash)(input);
829
- const questions = questionsForJevInput(input);
830
- const questionsHash = (0, import_jev5.jevHash)(questions);
831
- const base = {
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- questionSet: import_jev4.JEV_QUESTION_SET,
833
- schema: "tradejs-signal-assessment/v5",
834
- source: config.source,
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- mode: config.mode,
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- inputHash,
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- questionsHash,
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- geometryStatus: input.geometryStatus,
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- levelsValid: typeof input.features["signal.validLevels"] === "boolean" ? input.features["signal.validLevels"] : null
840
- };
841
- if (!input.questions.length)
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- return {
843
- assessment: {
844
- ...base,
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- status: "unavailable",
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- model: "",
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- scores: emptyScores(),
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- confidence: emptyScores()
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- }
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- };
851
- if (config.source === "local") {
852
- const contents = await import_promises.default.readFile(
853
- import_node_path.default.resolve(projectRoot, config.modelFile),
854
- "utf8"
855
- );
856
- if ((0, import_jev5.jevFileHash)(contents) !== config.modelSha256)
857
- throw new Error("Local Jev gate checksum mismatch");
858
- const { validateJevGateModel: validateJevGateModel2 } = await Promise.resolve().then(() => (init_jevTraining(), jevTraining_exports));
859
- const model = validateJevGateModel2(JSON.parse(contents));
860
- if (model.strategy !== input.strategy || model.questionsHash !== (0, import_jev5.jevHash)(JEV_QUESTIONS))
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- throw new Error("Local Jev gate strategy or question version mismatch");
862
- const scores = Object.fromEntries(
863
- import_jev4.JEV_DIMENSIONS.map((key) => [
864
- key,
865
- input.questions.includes(key) && model.trees[key] ? (0, import_jev4.predictJevTree)(model.trees[key], input.features) : null
866
- ])
867
- );
868
- return {
869
- assessment: {
870
- ...base,
871
- status: "available",
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- model: config.modelSha256,
873
- scores,
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- confidence: emptyScores()
800
+ // src/portfolio.ts
801
+ var import_portfolio = require("@tradejs/core/portfolio");
802
+ function createPortfolioCoordinator({
803
+ policy,
804
+ strategy,
805
+ store,
806
+ execution
807
+ }) {
808
+ const fingerprint3 = (0, import_portfolio.portfolioFingerprint)(policy, strategy);
809
+ let cache;
810
+ async function transact(now2, change, force = false) {
811
+ for (let attempt = 0; attempt < 16; attempt++) {
812
+ const previous = await store.read();
813
+ if (previous && previous.fingerprint !== fingerprint3)
814
+ throw new Error(
815
+ "Portfolio policy changed under existing state; reconcile the persisted scope before changing configuration"
816
+ );
817
+ const base = previous ?? (0, import_portfolio.createPortfolioState)(fingerprint3);
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+ const bucket = Math.floor(now2 / policy.observationIntervalMs);
819
+ const observation = !force && cache?.revision === base.revision && cache.bucket === bucket ? cache.observation : await execution.observe(now2, base.reservations);
820
+ const reconciled = (0, import_portfolio.reconcilePortfolio)(
821
+ policy,
822
+ strategy,
823
+ base,
824
+ observation
825
+ );
826
+ for (const intent of base.closing) {
827
+ if (!observation.positions.some(
828
+ (p) => p.symbol === intent.position.symbol
829
+ ))
830
+ await execution.confirmClosed?.(intent, observation.asOf);
875
831
  }
876
- };
877
- }
878
- const provider = config.provider ?? await resolveJevProvider(userName);
879
- const id = (0, import_jev5.jevHash)({ inputHash, questionsHash, provider });
880
- const dir = import_node_path.default.resolve(projectRoot, config.recordsDir ?? "data/ai/jev");
881
- const file = import_node_path.default.join(dir, "records", `${id}.json`);
882
- const getRecord = async () => {
883
- const existing = await (0, import_jev5.readJevArtifact)(file);
884
- if (existing) {
885
- if (existing.schema !== "tradejs-jev-record/v4" || existing.id !== id || existing.inputHash !== inputHash || existing.questionsHash !== questionsHash || (0, import_jev5.jevHash)(existing.input) !== inputHash || (0, import_jev5.jevHash)(existing.provider) !== (0, import_jev5.jevHash)(provider))
886
- throw new Error("Jev recording identity mismatch");
887
- (0, import_jev5.validateJevResponse)(existing.response, input.questions);
888
- for (const key of import_jev4.JEV_DIMENSIONS) {
889
- const expected = input.questions.includes(key) ? existing.response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null;
890
- if (existing.scores[key] !== expected)
891
- throw new Error("Jev recording scores do not match the response");
832
+ const changed = change(reconciled, observation);
833
+ const next = { ...changed.state, revision: base.revision + 1 };
834
+ if (await store.compare(previous, next)) {
835
+ cache = { revision: next.revision, bucket, observation };
836
+ return { state: next, observation, result: changed.result };
892
837
  }
893
- return existing;
838
+ cache = void 0;
894
839
  }
895
- if (config.source === "recorded")
896
- throw new Error(
897
- `Missing Jev recording ${id} for ${input.strategy} ${input.symbol} at ${new Date(input.timestamp).toISOString()}. Recorded mode requires the same signal-time facts and provider; a shorter backtest can change warm-up indicators or prior trade state.`
840
+ throw new Error("Portfolio state contention; entry was not submitted");
841
+ }
842
+ async function tick(now2, force = false) {
843
+ const claimed = await transact(
844
+ now2,
845
+ (state, observation) => {
846
+ const commands = (0, import_portfolio.portfolioCloseCommands)(policy, state, observation);
847
+ return {
848
+ state: {
849
+ ...state,
850
+ closing: state.closing.map(
851
+ (c) => commands.some((x) => x.intent.positionId === c.positionId) ? { ...c, lastAttemptAt: observation.asOf } : c
852
+ )
853
+ },
854
+ result: commands
855
+ };
856
+ },
857
+ force
858
+ );
859
+ for (const command of claimed.result)
860
+ await execution.close(
861
+ command.position,
862
+ command.intent,
863
+ claimed.observation.asOf
898
864
  );
899
- const settings = await (0, import_userSettings.getUserSettings)(userName);
900
- if (!settings.JEV_API_KEY)
901
- throw new Error("Configure the Jev API key in Account settings");
902
- const apiKey = settings.JEV_API_KEY;
903
- const configuredProvider = await resolveJevProvider(userName);
904
- if (configuredProvider.endpoint !== provider.endpoint)
905
- throw new Error(
906
- "Jev account endpoint changed; update the frozen provider configuration"
865
+ if (claimed.result.length) {
866
+ cache = void 0;
867
+ const refreshed = await transact(
868
+ now2,
869
+ (state) => ({ state, result: void 0 }),
870
+ true
871
+ );
872
+ return (0, import_portfolio.buildPortfolioContext)(
873
+ policy,
874
+ strategy,
875
+ refreshed.state,
876
+ refreshed.observation
907
877
  );
908
- const started = Date.now();
909
- const state = stateForJevInput(input);
910
- const responseId = (0, import_jev5.jevHash)({
911
- state,
912
- questionsHash,
913
- provider,
914
- user: (0, import_jev5.jevHash)(userName)
915
- });
916
- const responseFile = import_node_path.default.join(dir, "responses", `${responseId}.json`);
917
- let responsePromise = pendingResponses.get(responseFile);
918
- if (!responsePromise) {
919
- responsePromise = (async () => {
920
- const saved = await (0, import_jev5.readJevArtifact)(responseFile);
921
- if (saved) return (0, import_jev5.validateJevResponse)(saved, input.questions);
922
- const fresh = await (0, import_jev5.requestJev)(provider, apiKey, state, questions);
923
- await (0, import_jev5.writeJevArtifact)(responseFile, fresh);
924
- return fresh;
925
- })();
926
- pendingResponses.set(responseFile, responsePromise);
927
- }
928
- let response;
929
- try {
930
- response = await responsePromise;
931
- } finally {
932
- pendingResponses.delete(responseFile);
933
878
  }
934
- const scores = Object.fromEntries(
935
- import_jev4.JEV_DIMENSIONS.map((key) => [
936
- key,
937
- input.questions.includes(key) ? response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null
938
- ])
879
+ return (0, import_portfolio.buildPortfolioContext)(
880
+ policy,
881
+ strategy,
882
+ claimed.state,
883
+ claimed.observation
939
884
  );
940
- const value = {
941
- schema: "tradejs-jev-record/v4",
942
- id,
943
- inputHash,
944
- questionsHash,
945
- provider,
946
- input,
947
- response,
948
- scores,
949
- createdAt: (/* @__PURE__ */ new Date()).toISOString(),
950
- elapsedMs: Date.now() - started
951
- };
952
- await (0, import_jev5.writeJevArtifact)(file, value);
953
- return await (0, import_jev5.readJevArtifact)(file);
954
- };
955
- const pendingKey = `${file}:${(0, import_jev5.jevHash)(userName)}`;
956
- let promise = pending.get(pendingKey);
957
- if (!promise) {
958
- promise = getRecord();
959
- pending.set(pendingKey, promise);
960
885
  }
961
- let record;
962
- try {
963
- record = await promise;
964
- } finally {
965
- pending.delete(pendingKey);
886
+ async function updateReservation(now2, id, submitted, qty) {
887
+ return transact(
888
+ now2,
889
+ (s, o) => {
890
+ const exists = s.reservations.some((r) => r.id === id);
891
+ const blocked = submitted && (!exists || s.closing.length > 0 || o.asOf <= s.blockedThrough);
892
+ return {
893
+ state: {
894
+ ...s,
895
+ reservations: s.reservations.flatMap(
896
+ (r) => r.id !== id ? [r] : submitted && !blocked ? [{ ...r, submitted: true, qty: qty ?? r.qty }] : []
897
+ )
898
+ },
899
+ result: !blocked
900
+ };
901
+ },
902
+ true
903
+ );
966
904
  }
967
905
  return {
968
- record,
969
- assessment: {
970
- ...base,
971
- status: "available",
972
- recordId: id,
973
- model: record.response.model,
974
- scores: record.scores,
975
- confidence: Object.fromEntries(
976
- import_jev4.JEV_DIMENSIONS.map((key) => [
977
- key,
978
- record.response.answers[key]?.confidence ?? null
979
- ])
980
- )
906
+ async context(now2) {
907
+ const state = await store.read() ?? (0, import_portfolio.createPortfolioState)(fingerprint3);
908
+ if (state.fingerprint !== fingerprint3)
909
+ throw new Error("Portfolio policy changed under existing state");
910
+ const observation = await execution.observe(now2, state.reservations);
911
+ (0, import_portfolio.validatePortfolioObservation)(observation);
912
+ return (0, import_portfolio.buildPortfolioContext)(policy, strategy, state, observation);
913
+ },
914
+ tick,
915
+ async submit(now2, entry, send) {
916
+ await tick(now2);
917
+ const admitted = await transact(
918
+ now2,
919
+ (s, o) => {
920
+ const r = (0, import_portfolio.reservePortfolioEntry)(policy, strategy, s, o, {
921
+ ...entry,
922
+ submitted: false,
923
+ oppositeHandled: false
924
+ });
925
+ return { state: r.state, result: r.reason };
926
+ },
927
+ true
928
+ );
929
+ if (admitted.result) return { reason: admitted.result };
930
+ let submitted = false;
931
+ try {
932
+ const value = await send(
933
+ async (qty) => {
934
+ if (!Number.isFinite(qty) || qty <= 0)
935
+ throw new Error("Invalid submitted portfolio quantity");
936
+ submitted = true;
937
+ const update = await updateReservation(now2, entry.id, true, qty);
938
+ if (!update.result)
939
+ throw new Error("PORTFOLIO_SUBMISSION_NO_LONGER_ADMITTED");
940
+ },
941
+ async () => {
942
+ await transact(
943
+ now2,
944
+ (s) => ({
945
+ state: {
946
+ ...s,
947
+ reservations: s.reservations.filter((r) => r.id !== entry.id),
948
+ completedSignals: {
949
+ ...s.completedSignals,
950
+ [entry.signalId]: now2
951
+ }
952
+ },
953
+ result: void 0
954
+ }),
955
+ true
956
+ );
957
+ }
958
+ );
959
+ if (!submitted) await updateReservation(now2, entry.id, false);
960
+ else await tick(now2, true);
961
+ return { value };
962
+ } catch (error) {
963
+ if (!submitted) await updateReservation(now2, entry.id, false);
964
+ throw error;
965
+ }
981
966
  }
982
967
  };
983
- };
984
- var assessSignalWithJev = async ({
985
- signal,
986
- config,
987
- userName,
988
- projectRoot,
989
- strict,
990
- scope = "runtime"
991
- }) => {
992
- let assessment;
993
- try {
994
- const input = buildJevInput(signal);
995
- ({ assessment } = await evaluateJevInput({
996
- input,
997
- config,
998
- userName,
999
- projectRoot
1000
- }));
1001
- } catch (error) {
1002
- if (strict) throw error;
1003
- assessment = {
1004
- questionSet: import_jev4.JEV_QUESTION_SET,
1005
- schema: "tradejs-signal-assessment/v5",
1006
- source: config.source,
1007
- mode: config.mode,
1008
- status: "unavailable",
1009
- inputHash: "",
1010
- questionsHash: "",
1011
- geometryStatus: "absent",
1012
- levelsValid: null,
1013
- model: config.provider?.model ?? config.modelSha256 ?? "",
1014
- scores: emptyScores(),
1015
- confidence: emptyScores()
1016
- };
1017
- }
1018
- signal.assessment = assessment;
1019
- signal.additionalIndicators = {
1020
- ...signal.additionalIndicators,
1021
- jev: (0, import_jev4.jevAssessmentFeatures)(assessment)
968
+ }
969
+ function createMemoryPortfolioStore() {
970
+ let state = null;
971
+ return {
972
+ read: async () => state === null ? null : structuredClone(state),
973
+ compare: async (expected, next) => {
974
+ if ((state?.revision ?? -1) !== (expected?.revision ?? -1)) return false;
975
+ state = structuredClone(next);
976
+ return true;
977
+ }
1022
978
  };
1023
- const identity = {
1024
- signalId: signal.signalId,
1025
- strategy: signal.strategy,
1026
- symbol: signal.symbol,
1027
- timestamp: signal.timestamp,
1028
- scope,
1029
- user: (0, import_jev5.jevHash)(userName),
1030
- config,
1031
- assessment
1032
- };
1033
- await (0, import_jev5.writeJevArtifact)(
1034
- import_node_path.default.resolve(
1035
- projectRoot,
1036
- config.recordsDir ?? "data/ai/jev",
1037
- "decisions",
1038
- `${(0, import_jev5.jevHash)(identity)}.json`
1039
- ),
1040
- identity
1041
- );
1042
- return assessment;
1043
- };
1044
-
1045
- // src/strategyRuntime.ts
1046
- var import_constants5 = require("@tradejs/core/constants");
1047
- var import_strategies6 = require("@tradejs/core/strategies");
1048
- var import_logger11 = require("@tradejs/infra/logger");
1049
-
1050
- // src/strategyHelpers/runtime.ts
1051
- var import_logger9 = require("@tradejs/infra/logger");
1052
- var import_constants3 = require("@tradejs/core/constants");
1053
- var import_ml2 = require("@tradejs/infra/ml");
979
+ }
1054
980
 
1055
- // src/strategy/entrySubmissionValidation.ts
981
+ // src/runtimeJournal.ts
982
+ var import_node_crypto = require("crypto");
983
+ var import_constants = require("@tradejs/core/constants");
984
+ var import_time = require("@tradejs/core/time");
985
+ var import_trade = require("@tradejs/core/trade");
1056
986
  var import_logger = require("@tradejs/infra/logger");
1057
-
1058
- // src/strategy/entryExecutionValidation.ts
1059
- var EntrySubmissionValidationError = class extends Error {
1060
- constructor() {
1061
- super(...arguments);
1062
- this.name = "EntrySubmissionValidationError";
1063
- }
1064
- };
1065
- var resolveEntryExecutionLimits = (config, direction) => {
1066
- const side = config[direction];
1067
- const minimum = side && typeof side === "object" && "minRiskRatio" in side ? side.minRiskRatio : void 0;
1068
- const maximum = config.MAX_LOSS_VALUE;
1069
- if (minimum == null && maximum == null) return void 0;
1070
- const minimumNetRiskRatio = minimum == null ? void 0 : Number(minimum);
1071
- const maxLossValue = maximum == null ? void 0 : Number(maximum);
1072
- const feeRate = Number(config.RISK_FEE_RATE ?? 0);
1073
- const slippage = Number(config.RISK_SLIPPAGE_BPS ?? 0);
1074
- const impact = Number(config.RISK_MARKET_IMPACT_BPS ?? 0);
1075
- const slippageBps = slippage + impact;
1076
- if (minimumNetRiskRatio != null && (!Number.isFinite(minimumNetRiskRatio) || minimumNetRiskRatio < 0) || maxLossValue != null && (!Number.isFinite(maxLossValue) || maxLossValue <= 0) || !Number.isFinite(feeRate) || feeRate < 0 || feeRate >= 1 || !Number.isFinite(slippage) || slippage < 0 || !Number.isFinite(impact) || impact < 0 || !Number.isFinite(slippageBps) || slippageBps < 0 || slippageBps >= 1e4)
1077
- throw new Error("INVALID_ENTRY_EXECUTION_LIMITS");
1078
- return { minimumNetRiskRatio, maxLossValue, feeRate, slippageBps };
1079
- };
1080
- var validateEntryExecution = ({
987
+ var import_redis = require("@tradejs/infra/redis");
988
+ var now = () => Date.now();
989
+ var toRandomOrderSuffix = () => (0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 12).toLowerCase();
990
+ var calculateClosedPnl = ({
1081
991
  direction,
1082
- price,
1083
- qty,
1084
- stopLossPrice,
1085
- takeProfitPrice,
1086
- limits
992
+ entryPrice,
993
+ exitPrice,
994
+ qty
1087
995
  }) => {
1088
- if (!Number.isFinite(price) || price <= 0 || !Number.isFinite(qty) || qty <= 0 || stopLossPrice == null || !Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || !Number.isFinite(takeProfitPrice) || takeProfitPrice <= 0)
1089
- throw new EntrySubmissionValidationError(
1090
- "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
1091
- );
1092
- const side = direction === "LONG" ? 1 : -1;
1093
- if (side * (price - stopLossPrice) <= 0 || side * (takeProfitPrice - price) <= 0)
1094
- throw new EntrySubmissionValidationError(
1095
- "INVALID_ENTRY_PROTECTION_AT_SUBMISSION"
1096
- );
1097
- const slippage = limits.slippageBps / 1e4;
1098
- const cost = (value, sign) => value * slippage + value * (1 + sign * slippage) * limits.feeRate;
1099
- const entryCost = cost(price, side);
1100
- const lossPerUnit = Math.abs(price - stopLossPrice) + entryCost + cost(stopLossPrice, -side);
1101
- const rewardPerUnit = Math.max(
1102
- 0,
1103
- Math.abs(takeProfitPrice - price) - entryCost - cost(takeProfitPrice, -side)
1104
- );
1105
- const netRiskRatio = rewardPerUnit / lossPerUnit;
1106
- const plannedLossValue = qty * lossPerUnit;
1107
- if (!Number.isFinite(netRiskRatio) || !Number.isFinite(plannedLossValue))
1108
- throw new EntrySubmissionValidationError(
1109
- "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
1110
- );
1111
- if (limits.minimumNetRiskRatio != null && netRiskRatio <= limits.minimumNetRiskRatio)
1112
- throw new EntrySubmissionValidationError(
1113
- "ENTRY_RR_BELOW_MIN_AT_SUBMISSION"
996
+ const pnl = direction === "LONG" ? (exitPrice - entryPrice) * qty : (entryPrice - exitPrice) * qty;
997
+ return Number.isFinite(pnl) ? pnl : null;
998
+ };
999
+ var createRuntimeOrderId = (strategy) => {
1000
+ const prefix = (0, import_trade.createRuntimeOrderLinkPrefix)(strategy);
1001
+ if (prefix === "tjs-") {
1002
+ return `tjs-${(0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 24).toLowerCase()}`;
1003
+ }
1004
+ return `${prefix}${toRandomOrderSuffix()}`;
1005
+ };
1006
+ var recordRuntimeTradeOpen = async (params) => {
1007
+ const { userName } = params;
1008
+ if (!userName) {
1009
+ return null;
1010
+ }
1011
+ const record = {
1012
+ ...params,
1013
+ entryCount: 1,
1014
+ lastEntryPrice: params.entryPrice,
1015
+ lastEntryQty: params.qty,
1016
+ lastEntryTimestamp: params.entryTimestamp,
1017
+ status: "active",
1018
+ currentPrice: params.entryPrice,
1019
+ currentPnl: 0,
1020
+ closedPnl: null,
1021
+ exitPrice: null,
1022
+ exitTimestamp: null,
1023
+ lastSyncedAt: now()
1024
+ };
1025
+ const dayKey = (0, import_time.getRuntimeStorageDayKey)(record.entryTimestamp);
1026
+ const runtimeScopeId = record.deploymentId ?? record.accountId;
1027
+ try {
1028
+ await Promise.all([
1029
+ (0, import_redis.setData)(import_redis.redisKeys.runtimeTrade(userName, record.orderId), record, {
1030
+ expire: 0
1031
+ }),
1032
+ (0, import_redis.setHashJsonField)(
1033
+ import_redis.redisKeys.runtimeTradeBucket(userName, dayKey),
1034
+ record.orderId,
1035
+ record,
1036
+ { expire: 0 }
1037
+ ),
1038
+ (0, import_redis.setData)(
1039
+ import_redis.redisKeys.runtimeActiveTrade(userName, record.symbol, runtimeScopeId),
1040
+ { orderId: record.orderId },
1041
+ { expire: 0 }
1042
+ )
1043
+ ]);
1044
+ } catch (error) {
1045
+ import_logger.logger.error(
1046
+ "runtime trade open journal failed: %s %s",
1047
+ record.symbol,
1048
+ error?.message || String(error)
1114
1049
  );
1115
- const riskExceeded = limits.maxLossValue != null && plannedLossValue > limits.maxLossValue * (1 + 1e-9);
1116
- return { netRiskRatio, plannedLossValue, riskExceeded };
1050
+ }
1051
+ return record;
1117
1052
  };
1118
-
1119
- // src/strategy/entrySubmissionValidation.ts
1120
- var MAX_ENTRY_QUOTE_AGE_MS = 5e3;
1121
- var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
1122
- var getOrderArrivalSnapshot = async ({
1123
- connector,
1124
- symbol,
1125
- requireTimestamp = false
1126
- }) => {
1127
- if (typeof connector.getTopOfBookTicker !== "function") {
1128
- return {
1129
- arrivalSnapshotTime: Date.now(),
1130
- arrivalSource: "unavailable",
1131
- bid: null,
1132
- ask: null,
1133
- arrivalMid: null,
1134
- spreadBps: null
1135
- };
1053
+ var recordRuntimeTradeIncrease = async (params) => {
1054
+ const {
1055
+ userName,
1056
+ strategy,
1057
+ symbol,
1058
+ direction,
1059
+ resultingQty,
1060
+ resultingEntryPrice,
1061
+ addedQty,
1062
+ addedEntryPrice,
1063
+ entryTimestamp,
1064
+ fee,
1065
+ accountId,
1066
+ deploymentId
1067
+ } = params;
1068
+ if (!userName) {
1069
+ return null;
1136
1070
  }
1071
+ const existing = await getActiveRuntimeTrade({
1072
+ userName,
1073
+ symbol,
1074
+ accountId,
1075
+ deploymentId
1076
+ });
1077
+ if (!existing || existing.strategy !== strategy || existing.direction !== direction) {
1078
+ return null;
1079
+ }
1080
+ const addedFee = typeof fee === "number" && Number.isFinite(fee) ? fee : 0;
1081
+ const openFee = (existing.openFee ?? existing.fee ?? 0) + addedFee;
1082
+ const totalFee = (existing.totalFee ?? existing.fee ?? 0) + addedFee;
1083
+ const next = {
1084
+ ...existing,
1085
+ ...params.orderLeverage ? { orderLeverage: params.orderLeverage } : {},
1086
+ qty: resultingQty,
1087
+ entryPrice: resultingEntryPrice,
1088
+ entryCount: Math.max(1, existing.entryCount ?? 1) + 1,
1089
+ lastEntryPrice: addedEntryPrice,
1090
+ lastEntryQty: addedQty,
1091
+ lastEntryTimestamp: entryTimestamp,
1092
+ currentPrice: resultingEntryPrice,
1093
+ currentPnl: 0,
1094
+ fee: openFee,
1095
+ openFee,
1096
+ totalFee,
1097
+ lastSyncedAt: now()
1098
+ };
1099
+ const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
1137
1100
  try {
1138
- const ticker = await connector.getTopOfBookTicker(symbol);
1139
- const arrivalSnapshotTime = toFiniteNumberOrNull(ticker?.timestamp);
1140
- const timestampUnavailable = requireTimestamp && arrivalSnapshotTime == null;
1141
- const bid = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.bidPrice);
1142
- const ask = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.askPrice);
1143
- const arrivalMid = bid != null && ask != null ? (bid + ask) / 2 : null;
1144
- const spreadBps = bid != null && ask != null && arrivalMid != null && arrivalMid > 0 ? (ask - bid) / arrivalMid * 1e4 : null;
1145
- return {
1146
- arrivalSnapshotTime: arrivalSnapshotTime ?? Date.now(),
1147
- arrivalSource: "top_of_book",
1148
- bid,
1149
- ask,
1150
- arrivalMid,
1151
- spreadBps
1152
- };
1101
+ await Promise.all([
1102
+ (0, import_redis.setData)(import_redis.redisKeys.runtimeTrade(userName, existing.orderId), next, {
1103
+ expire: 0
1104
+ }),
1105
+ (0, import_redis.setHashJsonField)(
1106
+ import_redis.redisKeys.runtimeTradeBucket(userName, dayKey),
1107
+ existing.orderId,
1108
+ next,
1109
+ { expire: 0 }
1110
+ )
1111
+ ]);
1153
1112
  } catch (error) {
1154
- import_logger.logger.warn(
1155
- "runtime order arrival snapshot failed: %s %s",
1113
+ import_logger.logger.error(
1114
+ "runtime trade increase journal failed: %s %s",
1156
1115
  symbol,
1157
1116
  error?.message || String(error)
1158
1117
  );
1159
- return {
1160
- arrivalSnapshotTime: Date.now(),
1161
- arrivalSource: "top_of_book_error",
1162
- bid: null,
1163
- ask: null,
1164
- arrivalMid: null,
1165
- spreadBps: null
1166
- };
1167
1118
  }
1119
+ return next;
1168
1120
  };
1169
- var validateEntryProtectionAtArrival = ({
1170
- direction,
1171
- signalPrice,
1172
- bid,
1173
- ask,
1174
- arrivalMid,
1175
- takeProfits,
1176
- stopLossPrice
1177
- }) => {
1178
- const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
1179
- const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
1180
- if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
1181
- throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
1121
+ var getActiveRuntimeTrade = async (params) => {
1122
+ const { userName, symbol, accountId, deploymentId } = params;
1123
+ if (!userName) {
1124
+ return null;
1182
1125
  }
1183
- for (const takeProfit of takeProfits) {
1184
- if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
1185
- throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
1186
- }
1126
+ const activeRef = await (0, import_redis.getData)(
1127
+ import_redis.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId),
1128
+ null
1129
+ );
1130
+ const orderId = String(activeRef?.orderId || "").trim();
1131
+ if (!orderId) {
1132
+ return null;
1187
1133
  }
1188
- if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
1189
- throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
1134
+ const existing = await (0, import_redis.getData)(
1135
+ import_redis.redisKeys.runtimeTrade(userName, orderId),
1136
+ null
1137
+ );
1138
+ if (!existing || existing.status !== "active") {
1139
+ await (0, import_redis.delKey)(
1140
+ import_redis.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId)
1141
+ );
1142
+ return null;
1190
1143
  }
1144
+ return existing;
1191
1145
  };
1192
- var createEntrySubmissionValidation = ({
1193
- connector,
1194
- symbol,
1195
- direction,
1196
- takeProfits,
1197
- stopLossPrice,
1198
- limits,
1199
- onValidated
1200
- }) => {
1201
- if (!limits) return void 0;
1202
- if (!connector.capabilities?.orderSubmissionValidation)
1203
- throw new EntrySubmissionValidationError(
1204
- "ENTRY_SUBMISSION_VALIDATION_UNSUPPORTED"
1205
- );
1206
- return async ({ qty, executionPrice }) => {
1207
- const simulated = Reflect.get(connector, "__tradejsTestConnector") === true;
1208
- const snapshot2 = simulated && executionPrice != null ? {
1209
- arrivalSnapshotTime: Date.now(),
1210
- arrivalSource: "simulation",
1211
- bid: executionPrice,
1212
- ask: executionPrice,
1213
- arrivalMid: executionPrice,
1214
- spreadBps: 0
1215
- } : await getOrderArrivalSnapshot({
1216
- connector,
1217
- symbol,
1218
- requireTimestamp: true
1219
- });
1220
- const age = Date.now() - snapshot2.arrivalSnapshotTime;
1221
- if (snapshot2.bid == null || snapshot2.ask == null || !Number.isFinite(snapshot2.bid) || !Number.isFinite(snapshot2.ask) || snapshot2.bid <= 0 || snapshot2.ask < snapshot2.bid)
1222
- throw new EntrySubmissionValidationError(
1223
- "ENTRY_QUOTE_UNAVAILABLE_AT_SUBMISSION"
1224
- );
1225
- if (!Number.isFinite(age) || age < -MAX_ENTRY_QUOTE_AGE_MS || age > MAX_ENTRY_QUOTE_AGE_MS)
1226
- throw new EntrySubmissionValidationError(
1227
- "ENTRY_QUOTE_STALE_AT_SUBMISSION"
1228
- );
1229
- const price = direction === "LONG" ? snapshot2.ask : snapshot2.bid;
1230
- validateEntryProtectionAtArrival({
1231
- direction,
1232
- signalPrice: price,
1233
- bid: snapshot2.bid,
1234
- ask: snapshot2.ask,
1235
- arrivalMid: snapshot2.arrivalMid,
1236
- takeProfits,
1237
- stopLossPrice
1238
- });
1239
- const prices = takeProfits.map((tp) => tp.price);
1240
- const economics2 = validateEntryExecution({
1241
- direction,
1242
- price,
1243
- qty,
1244
- stopLossPrice,
1245
- takeProfitPrice: direction === "LONG" ? Math.max(...prices) : Math.min(...prices),
1246
- limits
1247
- });
1248
- onValidated?.(snapshot2, economics2);
1146
+ var markRuntimeTradeClosed = async (params) => {
1147
+ const {
1148
+ userName,
1149
+ expectedOrderId,
1150
+ symbol,
1151
+ strategy,
1152
+ exitPrice,
1153
+ exitTimestamp,
1154
+ closedPnl,
1155
+ exitType,
1156
+ accountId,
1157
+ deploymentId
1158
+ } = params;
1159
+ if (!userName) {
1160
+ return null;
1161
+ }
1162
+ const existing = expectedOrderId ? await (0, import_redis.getDataStrict)(
1163
+ import_redis.redisKeys.runtimeTrade(userName, expectedOrderId)
1164
+ ) : await getActiveRuntimeTrade({
1165
+ userName,
1166
+ symbol,
1167
+ accountId,
1168
+ deploymentId
1169
+ });
1170
+ if (!existing || expectedOrderId && existing.orderId !== expectedOrderId) {
1171
+ return null;
1172
+ }
1173
+ const orderId = existing.orderId;
1174
+ if (strategy && existing.strategy !== strategy) {
1175
+ return null;
1176
+ }
1177
+ const resolvedExitPrice = typeof exitPrice === "number" && Number.isFinite(exitPrice) ? exitPrice : existing.currentPrice ?? existing.entryPrice;
1178
+ const resolvedClosedPnl = typeof closedPnl === "number" && Number.isFinite(closedPnl) ? closedPnl : typeof resolvedExitPrice === "number" && Number.isFinite(resolvedExitPrice) ? calculateClosedPnl({
1179
+ direction: existing.direction,
1180
+ entryPrice: existing.entryPrice,
1181
+ exitPrice: resolvedExitPrice,
1182
+ qty: existing.qty
1183
+ }) : existing.closedPnl ?? existing.currentPnl ?? null;
1184
+ const next = expectedOrderId && existing.status === "closed" ? existing : {
1185
+ ...existing,
1186
+ status: "closed",
1187
+ currentPrice: resolvedExitPrice,
1188
+ currentPnl: resolvedClosedPnl,
1189
+ closedPnl: resolvedClosedPnl,
1190
+ exitPrice: resolvedExitPrice,
1191
+ exitTimestamp: typeof exitTimestamp === "number" && Number.isFinite(exitTimestamp) ? exitTimestamp : now(),
1192
+ exitType: exitType ?? existing.exitType ?? null,
1193
+ lastSyncedAt: now()
1249
1194
  };
1195
+ const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
1196
+ const closeDayKey = (0, import_time.getRuntimeStorageDayKey)(next.exitTimestamp);
1197
+ try {
1198
+ await Promise.all([
1199
+ (expectedOrderId ? import_redis.setDataStrict : import_redis.setData)(
1200
+ import_redis.redisKeys.runtimeTrade(userName, orderId),
1201
+ next,
1202
+ {
1203
+ expire: import_constants.TTL_1M
1204
+ }
1205
+ ),
1206
+ (expectedOrderId ? import_redis.setHashJsonFieldStrict : import_redis.setHashJsonField)(
1207
+ import_redis.redisKeys.runtimeTradeBucket(userName, dayKey),
1208
+ orderId,
1209
+ next,
1210
+ { expire: import_constants.TTL_1M }
1211
+ ),
1212
+ (expectedOrderId ? import_redis.setHashJsonFieldStrict : import_redis.setHashJsonField)(
1213
+ import_redis.redisKeys.runtimeClosedTradeBucket(userName, closeDayKey),
1214
+ orderId,
1215
+ next,
1216
+ { expire: import_constants.TTL_1M }
1217
+ ),
1218
+ expectedOrderId ? (0, import_redis.deleteRuntimeTradeReference)(
1219
+ import_redis.redisKeys.runtimeActiveTrade(
1220
+ userName,
1221
+ symbol,
1222
+ deploymentId ?? accountId
1223
+ ),
1224
+ expectedOrderId
1225
+ ) : (0, import_redis.delKey)(
1226
+ import_redis.redisKeys.runtimeActiveTrade(
1227
+ userName,
1228
+ symbol,
1229
+ deploymentId ?? accountId
1230
+ )
1231
+ )
1232
+ ]);
1233
+ } catch (error) {
1234
+ if (expectedOrderId) throw error;
1235
+ import_logger.logger.error(
1236
+ "runtime trade close journal failed: %s %s",
1237
+ symbol,
1238
+ error?.message || String(error)
1239
+ );
1240
+ }
1241
+ return next;
1250
1242
  };
1251
1243
 
1252
- // src/ai.ts
1253
- var import_aiLanguages2 = require("@tradejs/core/aiLanguages");
1254
- var import_redis = require("@tradejs/infra/redis");
1255
-
1256
- // src/aiShared.ts
1257
- var MAX_AI_SERIES_POINTS = 5;
1258
- var COMPACT_INDICATORS_SNAPSHOT_SYMBOL = /* @__PURE__ */ Symbol.for(
1259
- "tradejs.indicators.compactSnapshot"
1260
- );
1261
- var COMPACT_INDICATORS_SNAPSHOT_KEY = "__tradejsCompactIndicatorsSnapshot";
1262
- var trimSeriesDeep = (value) => {
1263
- if (Array.isArray(value)) {
1264
- const trimmed = value.slice(-MAX_AI_SERIES_POINTS);
1265
- const isMatrix = trimmed.every((item) => Array.isArray(item));
1266
- if (isMatrix) {
1267
- return trimmed;
1244
+ // src/strategy/portfolioRuntime.ts
1245
+ var coordinators = /* @__PURE__ */ new WeakMap();
1246
+ async function observeRuntimePortfolio(connector, binding, asOf, reservations, observedNow = Date.now) {
1247
+ if (!connector.getOpenPositionPnl || !connector.getEntryExecutions)
1248
+ throw new Error(
1249
+ "Portfolio policies require position marks and entry executions"
1250
+ );
1251
+ const orders = await Promise.all(
1252
+ reservations.map(async (r) => {
1253
+ if (r.submitted && connector.getEntryOrderObservation) {
1254
+ const fact2 = await connector.getEntryOrderObservation({
1255
+ symbol: r.symbol,
1256
+ orderId: r.id
1257
+ });
1258
+ if (fact2) return fact2;
1259
+ }
1260
+ const executions = r.submitted ? await connector.getEntryExecutions({
1261
+ symbol: r.symbol,
1262
+ startTime: r.timestamp,
1263
+ endTime: asOf
1264
+ }) : [];
1265
+ const filledQty = executions.filter(
1266
+ (e) => (e.orderLinkId === r.id || e.orderId === r.id) && e.direction === r.direction
1267
+ ).reduce((sum, e) => sum + e.qty, 0);
1268
+ return {
1269
+ id: r.id,
1270
+ status: filledQty >= r.qty ? "filled" : filledQty > 0 ? "partial" : "pending",
1271
+ filledQty,
1272
+ positionId: r.id
1273
+ };
1274
+ })
1275
+ );
1276
+ const snapshots2 = await connector.getOpenPositionPnl();
1277
+ const positions = await Promise.all(
1278
+ snapshots2.map(async (p) => {
1279
+ const reserved = reservations.find(
1280
+ (r) => r.symbol === p.symbol && r.direction === p.direction && orders.some(
1281
+ (o) => o.id === r.id && o.filledQty > 0 && p.qty <= o.filledQty * (1 + 1e-8)
1282
+ )
1283
+ );
1284
+ const trade = await getActiveRuntimeTrade({
1285
+ ...binding,
1286
+ symbol: p.symbol
1287
+ });
1288
+ const owner = trade && trade.direction === p.direction && p.qty <= trade.qty * (1 + 1e-8) && Math.abs(p.price - (trade.actualEntryPrice ?? trade.entryPrice)) <= p.price * 1e-8 ? trade : null;
1289
+ return {
1290
+ id: reserved?.id ?? owner?.orderId ?? `unknown:${p.symbol}:${p.direction}`,
1291
+ strategy: reserved?.strategy ?? owner?.strategy ?? null,
1292
+ symbol: p.symbol,
1293
+ direction: p.direction,
1294
+ qty: p.qty,
1295
+ entryPrice: p.price,
1296
+ markPrice: p.currentPrice,
1297
+ markedAt: p.observedAt ?? null,
1298
+ stopLossPrice: p.slPrice ?? p.stopLossPrice ?? null
1299
+ };
1300
+ })
1301
+ );
1302
+ return { asOf: Math.max(asOf, observedNow()), positions, orders };
1303
+ }
1304
+ function persistentStore(key) {
1305
+ const raw = /* @__PURE__ */ new WeakMap();
1306
+ return {
1307
+ async read() {
1308
+ const value = await import_redis2.portfolioStateStorage.read(key);
1309
+ if (value === null) return null;
1310
+ const state = JSON.parse(value);
1311
+ (0, import_portfolio2.assertPortfolioState)(state);
1312
+ raw.set(state, value);
1313
+ return state;
1314
+ },
1315
+ async compare(previous, next) {
1316
+ const expected = previous === null ? null : raw.get(previous);
1317
+ if (expected === void 0)
1318
+ throw new Error("Portfolio CAS requires a storage snapshot");
1319
+ return import_redis2.portfolioStateStorage.compare(key, expected, JSON.stringify(next));
1268
1320
  }
1269
- return trimmed.map(
1270
- (item) => item && typeof item === "object" ? trimSeriesDeep(item) : item
1321
+ };
1322
+ }
1323
+ function getPortfolioRuntime({
1324
+ value,
1325
+ connectorName,
1326
+ strategy,
1327
+ connector,
1328
+ env,
1329
+ userName,
1330
+ accountId,
1331
+ deploymentId
1332
+ }) {
1333
+ const policy = (0, import_portfolio2.parsePortfolioPolicy)(value);
1334
+ if (!policy) return void 0;
1335
+ const replay = (env === "BACKTEST" || env === "PARITY") && Reflect.get(connector, "__tradejsReplayConnector") === true;
1336
+ if ((env === "BACKTEST" || env === "PARITY") && (!replay || !connector.getPortfolioObservation))
1337
+ throw new Error(
1338
+ "Portfolio policies require shared portfolio replay; isolated symbol backtests are unsupported"
1271
1339
  );
1272
- }
1273
- if (value && typeof value === "object") {
1274
- return Object.fromEntries(
1275
- Object.entries(value).map(([key, nested]) => [
1276
- key,
1277
- trimSeriesDeep(nested)
1278
- ])
1340
+ if (!replay && (!userName || !accountId || !deploymentId || !connector.getOpenPositionPnl || !connector.getEntryExecutions))
1341
+ throw new Error(
1342
+ "Portfolio runtime requires exact user/account/deployment binding, marks and executions"
1279
1343
  );
1344
+ const binding = {
1345
+ userName,
1346
+ accountId,
1347
+ deploymentId
1348
+ };
1349
+ const scope = policy.scope === "strategy" ? strategy : policy.scope === "account" ? "account" : [...policy.scope.strategies].sort();
1350
+ const key = (0, import_node_crypto2.createHash)("sha256").update(JSON.stringify([binding, connectorName, connector.universe, scope])).digest("hex");
1351
+ const fingerprint3 = (0, import_portfolio2.portfolioFingerprint)(policy, strategy);
1352
+ const cacheKey = key;
1353
+ let registry = coordinators.get(connector);
1354
+ if (!registry) {
1355
+ registry = /* @__PURE__ */ new Map();
1356
+ coordinators.set(connector, registry);
1357
+ }
1358
+ const existing = registry.get(cacheKey);
1359
+ if (existing) {
1360
+ if (existing.fingerprint !== fingerprint3)
1361
+ throw new Error("Conflicting portfolio configuration for the same scope");
1362
+ return existing.coordinator;
1363
+ }
1364
+ const coordinator = createPortfolioCoordinator({
1365
+ policy,
1366
+ strategy,
1367
+ store: replay ? createMemoryPortfolioStore() : persistentStore(key),
1368
+ execution: {
1369
+ async confirmClosed(intent, asOf) {
1370
+ if (replay) return;
1371
+ const position = intent.position;
1372
+ await markRuntimeTradeClosed({
1373
+ ...binding,
1374
+ strategy: position.strategy,
1375
+ expectedOrderId: position.id,
1376
+ symbol: position.symbol,
1377
+ exitPrice: position.markPrice,
1378
+ exitTimestamp: asOf,
1379
+ exitType: "exit"
1380
+ });
1381
+ },
1382
+ observe: (asOf, reservations) => replay ? connector.getPortfolioObservation(asOf, reservations) : observeRuntimePortfolio(connector, binding, asOf, reservations),
1383
+ async close(position, intent, asOf) {
1384
+ if (!replay) {
1385
+ const trade = await getActiveRuntimeTrade({
1386
+ ...binding,
1387
+ symbol: position.symbol
1388
+ });
1389
+ if (!trade || trade.orderId !== position.id)
1390
+ throw new Error("Portfolio close ownership changed");
1391
+ }
1392
+ await connector.closePosition({
1393
+ symbol: position.symbol,
1394
+ direction: position.direction,
1395
+ price: position.markPrice,
1396
+ timestamp: asOf,
1397
+ signal: {
1398
+ signalId: `${position.id}:${intent.reason}`,
1399
+ strategy: position.strategy,
1400
+ symbol: position.symbol,
1401
+ direction: position.direction,
1402
+ interval: "1",
1403
+ timestamp: asOf,
1404
+ prices: {
1405
+ riskRatio: 0,
1406
+ currentPrice: position.markPrice,
1407
+ takeProfitPrice: position.markPrice,
1408
+ stopLossPrice: position.markPrice
1409
+ },
1410
+ figures: {},
1411
+ indicators: {},
1412
+ additionalIndicators: { portfolioExitReason: intent.reason }
1413
+ }
1414
+ });
1415
+ }
1416
+ }
1417
+ });
1418
+ registry.set(cacheKey, { fingerprint: fingerprint3, coordinator });
1419
+ return coordinator;
1420
+ }
1421
+
1422
+ // src/strategyHelpers/tickerProfiles.ts
1423
+ var import_tickerProfiles = require("@tradejs/infra/tickerProfiles");
1424
+ var import_tickerProfiles2 = require("@tradejs/core/tickerProfiles");
1425
+
1426
+ // src/tradejsConfig.ts
1427
+ var import_fs = __toESM(require("fs"));
1428
+ var import_path = __toESM(require("path"));
1429
+ var import_url = require("url");
1430
+ var import_config = require("@tradejs/core/config");
1431
+ var import_logger2 = require("@tradejs/infra/logger");
1432
+ var CONFIG_FILE_NAMES = [
1433
+ "tradejs.config.ts",
1434
+ "tradejs.config.mts",
1435
+ "tradejs.config.js",
1436
+ "tradejs.config.mjs",
1437
+ "tradejs.config.cjs"
1438
+ ];
1439
+ var TS_MODULE_RE = /\.(cts|mts|ts)$/i;
1440
+ var cachedByCwd = /* @__PURE__ */ new Map();
1441
+ var announcedConfigFile = /* @__PURE__ */ new Set();
1442
+ var tsNodeRegistered = false;
1443
+ var tsconfigPathsRegisteredByCwd = /* @__PURE__ */ new Set();
1444
+ var tsconfigPathMatchersByCwd = /* @__PURE__ */ new Map();
1445
+ var getTradejsProjectCwd = (cwd) => {
1446
+ const explicit = String(cwd ?? "").trim();
1447
+ if (explicit) {
1448
+ return import_path.default.resolve(explicit);
1280
1449
  }
1281
- return value;
1282
- };
1283
- var buildCompactAiIndicatorsSnapshot = (value) => {
1284
- const compactSnapshot = value && typeof value === "object" ? value[COMPACT_INDICATORS_SNAPSHOT_SYMBOL] ?? value[COMPACT_INDICATORS_SNAPSHOT_KEY] : void 0;
1285
- if (typeof compactSnapshot === "function") {
1286
- return compactSnapshot({ limit: MAX_AI_SERIES_POINTS });
1450
+ const fromEnv = String(process.env.PROJECT_CWD || "").trim();
1451
+ if (fromEnv) {
1452
+ return import_path.default.resolve(fromEnv);
1287
1453
  }
1288
- return trimSeriesDeep(value);
1454
+ return process.cwd();
1289
1455
  };
1290
-
1291
- // src/aiMarketContext.ts
1292
- var toRecord = (value) => {
1293
- if (!value || typeof value !== "object" || Array.isArray(value)) {
1294
- return null;
1456
+ var normalizeConfig = (rawConfig) => {
1457
+ if (!rawConfig || typeof rawConfig !== "object") {
1458
+ return {};
1295
1459
  }
1296
- return value;
1460
+ const config = rawConfig;
1461
+ const strategies2 = Array.isArray(config.strategies) ? config.strategies.map((value) => String(value || "").trim()).filter(Boolean) : [];
1462
+ const indicators = Array.isArray(config.indicators) ? config.indicators.map((value) => String(value || "").trim()).filter(Boolean) : [];
1463
+ const connectors = Array.isArray(config.connectors) ? config.connectors.map((value) => String(value || "").trim()).filter(Boolean) : [];
1464
+ const hooks = (0, import_config.normalizeTradejsConfigHooks)(
1465
+ config.hooks
1466
+ );
1467
+ const runtime = config.runtime && typeof config.runtime === "object" && !Array.isArray(config.runtime) ? config.runtime : void 0;
1468
+ return {
1469
+ strategies: strategies2,
1470
+ indicators,
1471
+ connectors,
1472
+ ...hooks ? { hooks } : {},
1473
+ ...runtime ? { runtime } : {}
1474
+ };
1297
1475
  };
1298
- var toFiniteNumber = (value) => {
1299
- const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
1300
- return Number.isFinite(numeric) ? numeric : null;
1476
+ var getNodeCreateRequire = () => {
1477
+ const builtinModule = process.getBuiltinModule?.("module");
1478
+ if (typeof builtinModule?.createRequire === "function") {
1479
+ return builtinModule.createRequire;
1480
+ }
1481
+ throw new TypeError("module.createRequire is not available");
1301
1482
  };
1302
- var roundTo = (value, decimals) => {
1303
- const factor = 10 ** decimals;
1304
- return Math.round(value * factor) / factor;
1483
+ var getRequireFn = (cwd = getTradejsProjectCwd()) => getNodeCreateRequire()(import_path.default.join(import_path.default.resolve(cwd), "__tradejs_loader__.js"));
1484
+ var ensureTsNodeRegistered = async () => {
1485
+ if (tsNodeRegistered) {
1486
+ return;
1487
+ }
1488
+ const tsNodeModule = await import("ts-node");
1489
+ const tsNode = tsNodeModule.default ?? tsNodeModule;
1490
+ tsNode.register?.({
1491
+ transpileOnly: true,
1492
+ compilerOptions: {
1493
+ module: "Node16",
1494
+ moduleResolution: "node16"
1495
+ }
1496
+ });
1497
+ tsNodeRegistered = true;
1305
1498
  };
1306
- var buildMissingSpreadContext = () => ({
1307
- source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
1308
- indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
1309
- available: false,
1310
- value: null,
1311
- zScore: null,
1312
- bps: null,
1313
- absBps: null,
1314
- bias: null,
1315
- severity: null
1316
- });
1317
- var buildSpreadContextFromSignal = (signal) => {
1318
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1319
- const relative = toRecord(baseContext?.relative);
1320
- const execution = toRecord(relative?.execution);
1321
- const spread = toFiniteNumber(execution?.venueSpread);
1322
- const zScore = toFiniteNumber(execution?.venueSpreadZScore);
1323
- if (spread == null) {
1324
- return buildMissingSpreadContext();
1499
+ var ensureTsconfigPathsRegistered = async (cwd = getTradejsProjectCwd()) => {
1500
+ const projectRoot = getTradejsProjectCwd(cwd);
1501
+ if (tsconfigPathsRegisteredByCwd.has(projectRoot)) {
1502
+ return;
1325
1503
  }
1326
- const value = roundTo(spread, 8);
1327
- const bps = roundTo(value * 1e4, 2);
1328
- const absBps = Math.abs(bps);
1329
- const bias = absBps < 1 ? "flat" : bps > 0 ? "coinbase_premium" : "binance_premium";
1330
- const severity = absBps >= 20 ? "wide" : absBps >= 5 ? "elevated" : "normal";
1331
- return {
1332
- source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
1333
- indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
1334
- available: true,
1335
- value,
1336
- zScore,
1337
- bps,
1338
- absBps,
1339
- bias,
1340
- severity
1341
- };
1504
+ const tsconfigPathsModule = await import("tsconfig-paths");
1505
+ const loadConfig = tsconfigPathsModule.loadConfig;
1506
+ const register = tsconfigPathsModule.register;
1507
+ if (typeof loadConfig !== "function" || typeof register !== "function") {
1508
+ return;
1509
+ }
1510
+ const loadedConfig = loadConfig(projectRoot);
1511
+ if (loadedConfig.resultType !== "success") {
1512
+ return;
1513
+ }
1514
+ register({
1515
+ baseUrl: loadedConfig.absoluteBaseUrl,
1516
+ paths: loadedConfig.paths,
1517
+ addMatchAll: false
1518
+ });
1519
+ tsconfigPathsRegisteredByCwd.add(projectRoot);
1342
1520
  };
1343
- var buildTrueDeltaContextFromSignal = (signal) => {
1344
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1345
- const participation = toRecord(baseContext?.participation);
1346
- const delta = toRecord(participation?.delta);
1347
- const source = String(delta?.source ?? "");
1348
- const isTrueDeltaSource = source === "kline_taker_volume" || source === "agg_trades" || source === "trades";
1349
- if (!delta || !isTrueDeltaSource) {
1350
- return {
1351
- source: source || null,
1352
- available: false,
1353
- buyPressurePct: null,
1354
- buyVolume: null,
1355
- sellVolume: null,
1356
- netDelta: null,
1357
- deltaPct: null,
1358
- signedVolumeZScore: null
1359
- };
1521
+ var resolveTsconfigPathModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
1522
+ const projectRoot = getTradejsProjectCwd(cwd);
1523
+ const cachedMatcher = tsconfigPathMatchersByCwd.get(projectRoot);
1524
+ if (cachedMatcher) {
1525
+ const resolved2 = cachedMatcher(moduleName);
1526
+ return resolved2 || null;
1360
1527
  }
1361
- return {
1362
- source,
1363
- available: true,
1364
- buyPressurePct: toFiniteNumber(delta.buyPressurePct),
1365
- buyVolume: toFiniteNumber(delta.buyVolume),
1366
- sellVolume: toFiniteNumber(delta.sellVolume),
1367
- netDelta: toFiniteNumber(delta.netDelta),
1368
- deltaPct: toFiniteNumber(delta.deltaPct),
1369
- signedVolumeZScore: toFiniteNumber(delta.signedVolumeZScore)
1370
- };
1528
+ const tsconfigPathsModule = await import("tsconfig-paths");
1529
+ const loadConfig = tsconfigPathsModule.loadConfig;
1530
+ const createMatchPath = tsconfigPathsModule.createMatchPath;
1531
+ if (typeof loadConfig !== "function" || typeof createMatchPath !== "function") {
1532
+ return null;
1533
+ }
1534
+ const loadedConfig = loadConfig(projectRoot);
1535
+ if (loadedConfig.resultType !== "success") {
1536
+ return null;
1537
+ }
1538
+ const matchPath = createMatchPath(
1539
+ loadedConfig.absoluteBaseUrl,
1540
+ loadedConfig.paths
1541
+ );
1542
+ const matcher = (requestedModule) => matchPath(requestedModule, void 0, import_fs.default.existsSync, [
1543
+ ".ts",
1544
+ ".tsx",
1545
+ ".mts",
1546
+ ".cts",
1547
+ ".js",
1548
+ ".jsx",
1549
+ ".mjs",
1550
+ ".cjs",
1551
+ ".json"
1552
+ ]) || "";
1553
+ tsconfigPathMatchersByCwd.set(projectRoot, matcher);
1554
+ const resolved = matcher(moduleName);
1555
+ return resolved || null;
1371
1556
  };
1372
- var buildTradeFlowContextFromSignal = (signal) => {
1373
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1374
- const participation = toRecord(baseContext?.participation);
1375
- const tradeFlow = toRecord(participation?.tradeFlow);
1376
- if (!tradeFlow) {
1377
- return {
1378
- source: null,
1379
- available: false,
1380
- interval: null,
1381
- stale: null,
1382
- trades: null,
1383
- buyPressurePct: null,
1384
- netBaseDelta: null,
1385
- netQuoteDelta: null
1386
- };
1557
+ var toImportSpecifier = (moduleName) => {
1558
+ if (moduleName.startsWith("file://")) {
1559
+ return moduleName;
1387
1560
  }
1388
- return {
1389
- source: String(tradeFlow.source ?? ""),
1390
- available: true,
1391
- interval: String(tradeFlow.interval ?? ""),
1392
- stale: typeof tradeFlow.stale === "boolean" ? tradeFlow.stale : null,
1393
- trades: toFiniteNumber(tradeFlow.trades),
1394
- buyPressurePct: toFiniteNumber(tradeFlow.buyPressurePct),
1395
- netBaseDelta: toFiniteNumber(tradeFlow.netBaseDelta),
1396
- netQuoteDelta: toFiniteNumber(tradeFlow.netQuoteDelta)
1397
- };
1561
+ if (import_path.default.isAbsolute(moduleName)) {
1562
+ return (0, import_url.pathToFileURL)(moduleName).href;
1563
+ }
1564
+ return moduleName;
1398
1565
  };
1399
- var buildMarketBreadthContextFromSignal = (signal) => {
1400
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1401
- const relative = toRecord(baseContext?.relative);
1402
- const breadth = toRecord(relative?.marketBreadth);
1403
- if (!breadth) {
1404
- return {
1405
- source: null,
1406
- available: false,
1407
- universe: null,
1408
- interval: null,
1409
- stale: null,
1410
- symbolsCount: null,
1411
- advanceDeclineRatio: null,
1412
- pctAboveMa20: null,
1413
- pctAboveMa50: null,
1414
- equalWeightedReturn: null,
1415
- volumeWeightedReturn: null,
1416
- dispersion: null
1417
- };
1566
+ var isTsModulePath = (moduleName) => TS_MODULE_RE.test(moduleName.split("?")[0]);
1567
+ var isRelativeModulePath = (moduleName) => moduleName.startsWith("./") || moduleName.startsWith("../");
1568
+ var isBareModuleSpecifier = (moduleName) => {
1569
+ const normalized = String(moduleName ?? "").trim();
1570
+ if (!normalized) {
1571
+ return false;
1418
1572
  }
1419
- return {
1420
- source: String(breadth.source ?? ""),
1421
- available: true,
1422
- universe: String(breadth.universe ?? ""),
1423
- interval: String(breadth.interval ?? ""),
1424
- stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
1425
- symbolsCount: toFiniteNumber(breadth.symbolsCount),
1426
- advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
1427
- pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
1428
- pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
1429
- equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
1430
- volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
1431
- dispersion: toFiniteNumber(breadth.dispersion)
1432
- };
1573
+ if (normalized.startsWith("file://") || import_path.default.isAbsolute(normalized) || isRelativeModulePath(normalized)) {
1574
+ return false;
1575
+ }
1576
+ return true;
1433
1577
  };
1434
- var buildMarketBreadthsContextFromSignal = (signal) => {
1435
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1436
- const relative = toRecord(baseContext?.relative);
1437
- const breadths = toRecord(relative?.marketBreadths);
1438
- const build = (key) => {
1439
- const breadth = toRecord(breadths?.[key]);
1440
- if (!breadth) {
1441
- return {
1442
- source: null,
1443
- available: false,
1444
- universe: null,
1445
- interval: null,
1446
- stale: null,
1447
- symbolsCount: null,
1448
- advanceDeclineRatio: null,
1449
- pctAboveMa20: null,
1450
- pctAboveMa50: null,
1451
- equalWeightedReturn: null,
1452
- volumeWeightedReturn: null,
1453
- dispersion: null
1454
- };
1578
+ var importConfigFile = async (configFilePath) => {
1579
+ const ext = import_path.default.extname(configFilePath).toLowerCase();
1580
+ const configFileUrl = `${toImportSpecifier(configFilePath)}?t=${Date.now()}`;
1581
+ if (ext === ".ts" || ext === ".mts") {
1582
+ const requireFn = getRequireFn(import_path.default.dirname(configFilePath));
1583
+ await ensureTsNodeRegistered();
1584
+ await ensureTsconfigPathsRegistered(import_path.default.dirname(configFilePath));
1585
+ return requireFn(configFilePath);
1586
+ }
1587
+ return import(
1588
+ /* webpackIgnore: true */
1589
+ configFileUrl
1590
+ );
1591
+ };
1592
+ var importTradejsModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
1593
+ const normalized = String(moduleName ?? "").trim();
1594
+ if (!normalized) {
1595
+ return {};
1596
+ }
1597
+ let modulePath = normalized;
1598
+ if (normalized.startsWith("file://")) {
1599
+ try {
1600
+ modulePath = (0, import_url.fileURLToPath)(normalized);
1601
+ } catch {
1602
+ modulePath = normalized;
1455
1603
  }
1456
- return {
1457
- source: String(breadth.source ?? ""),
1458
- available: true,
1459
- universe: String(breadth.universe ?? ""),
1460
- interval: String(breadth.interval ?? ""),
1461
- stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
1462
- symbolsCount: toFiniteNumber(breadth.symbolsCount),
1463
- advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
1464
- pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
1465
- pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
1466
- equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
1467
- volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
1468
- dispersion: toFiniteNumber(breadth.dispersion)
1469
- };
1470
- };
1471
- return {
1472
- top5: build("top5"),
1473
- top10: build("top10"),
1474
- top30: build("top30"),
1475
- top50: build("top50"),
1476
- top100: build("top100")
1477
- };
1604
+ }
1605
+ const requireFn = getRequireFn(
1606
+ import_path.default.isAbsolute(modulePath) ? import_path.default.dirname(modulePath) : cwd
1607
+ );
1608
+ if (isTsModulePath(modulePath)) {
1609
+ await ensureTsNodeRegistered();
1610
+ await ensureTsconfigPathsRegistered(cwd);
1611
+ return requireFn(modulePath);
1612
+ }
1613
+ if (isBareModuleSpecifier(normalized)) {
1614
+ await ensureTsconfigPathsRegistered(cwd);
1615
+ try {
1616
+ return requireFn(normalized);
1617
+ } catch (error) {
1618
+ const resolvedByTsconfig = await resolveTsconfigPathModule(
1619
+ normalized,
1620
+ cwd
1621
+ );
1622
+ if (resolvedByTsconfig && resolvedByTsconfig !== normalized) {
1623
+ return requireFn(resolvedByTsconfig);
1624
+ }
1625
+ throw error;
1626
+ }
1627
+ }
1628
+ try {
1629
+ return await import(
1630
+ /* webpackIgnore: true */
1631
+ toImportSpecifier(normalized)
1632
+ );
1633
+ } catch (error) {
1634
+ if (isTsModulePath(modulePath)) {
1635
+ await ensureTsNodeRegistered();
1636
+ await ensureTsconfigPathsRegistered(cwd);
1637
+ return requireFn(modulePath);
1638
+ }
1639
+ throw error;
1640
+ }
1478
1641
  };
1479
- var buildTargetVsBtcContextFromSignal = (signal) => {
1480
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1481
- const relative = toRecord(baseContext?.relative);
1482
- const targetVsBtc = toRecord(relative?.targetVsBtc);
1483
- if (!targetVsBtc) {
1484
- return {
1485
- source: null,
1486
- available: false,
1487
- ratioReturn1h: null,
1488
- ratioReturn4h: null,
1489
- ratioReturn24h: null,
1490
- alphaVsBtc1h: null,
1491
- alphaVsBtc4h: null,
1492
- alphaVsBtc24h: null,
1493
- betaToBtc20: null,
1494
- correlationToBtc20: null,
1495
- ratioTrend: null
1496
- };
1642
+ var resolveExportedConfig = (moduleExports) => {
1643
+ const candidate = moduleExports && typeof moduleExports === "object" && "default" in moduleExports ? moduleExports.default : moduleExports;
1644
+ return normalizeConfig(candidate);
1645
+ };
1646
+ var findConfigFilePath = (cwd) => {
1647
+ let currentDir = import_path.default.resolve(cwd);
1648
+ while (true) {
1649
+ for (const fileName of CONFIG_FILE_NAMES) {
1650
+ const fullPath = import_path.default.join(currentDir, fileName);
1651
+ if (import_fs.default.existsSync(fullPath) && import_fs.default.statSync(fullPath).isFile()) {
1652
+ return fullPath;
1653
+ }
1654
+ }
1655
+ const parentDir = import_path.default.dirname(currentDir);
1656
+ if (parentDir === currentDir) {
1657
+ return null;
1658
+ }
1659
+ currentDir = parentDir;
1660
+ }
1661
+ };
1662
+ var resolvePluginModuleSpecifier = (moduleName, cwd = getTradejsProjectCwd()) => {
1663
+ const normalized = String(moduleName ?? "").trim();
1664
+ if (!normalized) {
1665
+ return "";
1666
+ }
1667
+ if (normalized.startsWith("file://")) {
1668
+ try {
1669
+ return (0, import_url.fileURLToPath)(normalized);
1670
+ } catch {
1671
+ return normalized;
1672
+ }
1673
+ }
1674
+ if (import_path.default.isAbsolute(normalized)) {
1675
+ return normalized;
1676
+ }
1677
+ if (isRelativeModulePath(normalized)) {
1678
+ return import_path.default.resolve(cwd, normalized);
1679
+ }
1680
+ return normalized;
1681
+ };
1682
+ var loadTradejsConfig = async (cwd = getTradejsProjectCwd()) => {
1683
+ const cached = cachedByCwd.get(cwd);
1684
+ if (cached) {
1685
+ return cached;
1686
+ }
1687
+ const configFilePath = findConfigFilePath(cwd);
1688
+ if (!configFilePath) {
1689
+ cachedByCwd.set(cwd, {});
1690
+ return {};
1691
+ }
1692
+ try {
1693
+ const moduleExports = await importConfigFile(configFilePath);
1694
+ const config = resolveExportedConfig(moduleExports);
1695
+ cachedByCwd.set(cwd, config);
1696
+ if (!announcedConfigFile.has(configFilePath)) {
1697
+ announcedConfigFile.add(configFilePath);
1698
+ import_logger2.logger.log("debug", "Loaded TradeJS config: %s", configFilePath);
1699
+ }
1700
+ return config;
1701
+ } catch (error) {
1702
+ import_logger2.logger.log(
1703
+ "warn",
1704
+ "Failed to load TradeJS config from %s: %s",
1705
+ configFilePath,
1706
+ String(error)
1707
+ );
1708
+ cachedByCwd.set(cwd, {});
1709
+ return {};
1710
+ }
1711
+ };
1712
+
1713
+ // src/strategy/manifests.ts
1714
+ var import_indicators = require("@tradejs/core/indicators");
1715
+ var SHARED_STRATEGY_REGISTRY_KEY = "__tradejsNodeSharedStrategyRegistryV1__";
1716
+ var sharedRegistryScope = globalThis;
1717
+ var sharedStrategyRegistry = sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] ?? (sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] = {
1718
+ registryStateByProjectRoot: /* @__PURE__ */ new Map()
1719
+ });
1720
+ var createStrategyRegistryState = () => ({
1721
+ strategyCreators: /* @__PURE__ */ new Map(),
1722
+ strategyManifestsMap: /* @__PURE__ */ new Map(),
1723
+ strategyEntriesMap: /* @__PURE__ */ new Map(),
1724
+ strategySourcesMap: /* @__PURE__ */ new Map(),
1725
+ strategyModuleResolutions: /* @__PURE__ */ new Map(),
1726
+ pluginsLoadPromise: null
1727
+ });
1728
+ var registryStateByProjectRoot = sharedStrategyRegistry.registryStateByProjectRoot;
1729
+ var getStrategyRegistryState = (cwd = getTradejsProjectCwd()) => {
1730
+ const projectRoot = getTradejsProjectCwd(cwd);
1731
+ let state = registryStateByProjectRoot.get(projectRoot);
1732
+ if (!state) {
1733
+ state = createStrategyRegistryState();
1734
+ registryStateByProjectRoot.set(projectRoot, state);
1497
1735
  }
1498
1736
  return {
1499
- source: String(targetVsBtc.source ?? ""),
1500
- available: true,
1501
- ratioReturn1h: toFiniteNumber(targetVsBtc.ratioReturn1h),
1502
- ratioReturn4h: toFiniteNumber(targetVsBtc.ratioReturn4h),
1503
- ratioReturn24h: toFiniteNumber(targetVsBtc.ratioReturn24h),
1504
- alphaVsBtc1h: toFiniteNumber(targetVsBtc.alphaVsBtc1h),
1505
- alphaVsBtc4h: toFiniteNumber(targetVsBtc.alphaVsBtc4h),
1506
- alphaVsBtc24h: toFiniteNumber(targetVsBtc.alphaVsBtc24h),
1507
- betaToBtc20: toFiniteNumber(targetVsBtc.betaToBtc20),
1508
- correlationToBtc20: toFiniteNumber(targetVsBtc.correlationToBtc20),
1509
- ratioTrend: typeof targetVsBtc.ratioTrend === "string" ? targetVsBtc.ratioTrend : null
1737
+ projectRoot,
1738
+ state
1510
1739
  };
1511
1740
  };
1512
- var buildBtcAltRegimeContextFromSignal = (signal) => {
1513
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1514
- const relative = toRecord(baseContext?.relative);
1515
- const btcAltRegime = toRecord(relative?.btcAltRegime);
1516
- if (!btcAltRegime) {
1517
- return {
1518
- source: null,
1519
- available: false,
1520
- universe: null,
1521
- interval: null,
1522
- stale: null,
1523
- regime: null,
1524
- btcReturn24h: null,
1525
- altBasketReturn24h: null,
1526
- btcVsAltReturn24h: null,
1527
- btcTurnoverShare24h: null,
1528
- btcTurnoverShareChange24h: null,
1529
- altVolToBtcVol24h: null,
1530
- altDispersion24h: null
1531
- };
1532
- }
1741
+ var toUniqueModules = (modules = []) => [
1742
+ ...new Set(modules.map((moduleName) => moduleName.trim()).filter(Boolean))
1743
+ ];
1744
+ var getConfiguredPluginModuleNames = async (cwd = getTradejsProjectCwd()) => {
1745
+ const config = await loadTradejsConfig(cwd);
1533
1746
  return {
1534
- source: String(btcAltRegime.source ?? ""),
1535
- available: true,
1536
- universe: String(btcAltRegime.universe ?? ""),
1537
- interval: String(btcAltRegime.interval ?? ""),
1538
- stale: typeof btcAltRegime.stale === "boolean" ? btcAltRegime.stale : null,
1539
- regime: typeof btcAltRegime.regime === "string" ? btcAltRegime.regime : null,
1540
- btcReturn24h: toFiniteNumber(btcAltRegime.btcReturn24h),
1541
- altBasketReturn24h: toFiniteNumber(btcAltRegime.altBasketReturn24h),
1542
- btcVsAltReturn24h: toFiniteNumber(btcAltRegime.btcVsAltReturn24h),
1543
- btcTurnoverShare24h: toFiniteNumber(btcAltRegime.btcTurnoverShare24h),
1544
- btcTurnoverShareChange24h: toFiniteNumber(
1545
- btcAltRegime.btcTurnoverShareChange24h
1546
- ),
1547
- altVolToBtcVol24h: toFiniteNumber(btcAltRegime.altVolToBtcVol24h),
1548
- altDispersion24h: toFiniteNumber(btcAltRegime.altDispersion24h)
1747
+ strategyModules: toUniqueModules(config.strategies),
1748
+ indicatorModules: toUniqueModules(config.indicators)
1549
1749
  };
1550
1750
  };
1551
- var buildCmcGlobalContextFromSignal = (signal) => {
1552
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1553
- const relative = toRecord(baseContext?.relative);
1554
- const cmcGlobal = toRecord(relative?.cmcGlobal);
1555
- if (!cmcGlobal) {
1556
- return {
1557
- source: null,
1558
- available: false,
1559
- interval: null,
1560
- asOfTs: null,
1561
- stale: null,
1562
- totalMarketCapUsd: null,
1563
- totalVolumeUsd: null,
1564
- totalVolumeReportedUsd: null,
1565
- altMarketCapUsd: null,
1566
- altVolumeUsd: null,
1567
- altVolumeReportedUsd: null,
1568
- btcDominancePct: null,
1569
- ethDominancePct: null,
1570
- btcDominanceChange24hPct: null,
1571
- ethDominanceChange24hPct: null,
1572
- altMarketCapChange24hPct: null,
1573
- altVolumeChange24hPct: null,
1574
- activeCryptocurrencies: null,
1575
- activeExchanges: null,
1576
- activeMarketPairs: null,
1577
- altLiquidityRegime: null
1578
- };
1751
+ var extractModuleEntries = (moduleExport, key) => {
1752
+ if (!moduleExport || typeof moduleExport !== "object") {
1753
+ return null;
1579
1754
  }
1580
- return {
1581
- source: String(cmcGlobal.source ?? ""),
1582
- available: true,
1583
- interval: typeof cmcGlobal.interval === "string" ? cmcGlobal.interval : null,
1584
- asOfTs: toFiniteNumber(cmcGlobal.asOfTs),
1585
- stale: typeof cmcGlobal.stale === "boolean" ? cmcGlobal.stale : null,
1586
- totalMarketCapUsd: toFiniteNumber(cmcGlobal.totalMarketCapUsd),
1587
- totalVolumeUsd: toFiniteNumber(cmcGlobal.totalVolumeUsd),
1588
- totalVolumeReportedUsd: toFiniteNumber(cmcGlobal.totalVolumeReportedUsd),
1589
- altMarketCapUsd: toFiniteNumber(cmcGlobal.altMarketCapUsd),
1590
- altVolumeUsd: toFiniteNumber(cmcGlobal.altVolumeUsd),
1591
- altVolumeReportedUsd: toFiniteNumber(cmcGlobal.altVolumeReportedUsd),
1592
- btcDominancePct: toFiniteNumber(cmcGlobal.btcDominancePct),
1593
- ethDominancePct: toFiniteNumber(cmcGlobal.ethDominancePct),
1594
- btcDominanceChange24hPct: toFiniteNumber(
1595
- cmcGlobal.btcDominanceChange24hPct
1596
- ),
1597
- ethDominanceChange24hPct: toFiniteNumber(
1598
- cmcGlobal.ethDominanceChange24hPct
1599
- ),
1600
- altMarketCapChange24hPct: toFiniteNumber(
1601
- cmcGlobal.altMarketCapChange24hPct
1602
- ),
1603
- altVolumeChange24hPct: toFiniteNumber(cmcGlobal.altVolumeChange24hPct),
1604
- activeCryptocurrencies: toFiniteNumber(cmcGlobal.activeCryptocurrencies),
1605
- activeExchanges: toFiniteNumber(cmcGlobal.activeExchanges),
1606
- activeMarketPairs: toFiniteNumber(cmcGlobal.activeMarketPairs),
1607
- altLiquidityRegime: typeof cmcGlobal.altLiquidityRegime === "string" ? cmcGlobal.altLiquidityRegime : null
1608
- };
1755
+ const candidate = moduleExport;
1756
+ if (Array.isArray(candidate[key])) {
1757
+ return candidate[key];
1758
+ }
1759
+ const defaultExport = candidate.default;
1760
+ if (defaultExport && Array.isArray(defaultExport[key])) {
1761
+ return defaultExport[key];
1762
+ }
1763
+ return null;
1609
1764
  };
1610
- var buildCmcReferenceAssetsContextFromSignal = (signal) => {
1611
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1612
- const relative = toRecord(baseContext?.relative);
1613
- const cmcReferenceAssets = toRecord(relative?.cmcReferenceAssets);
1614
- if (!cmcReferenceAssets) {
1615
- return {
1616
- source: null,
1617
- available: false,
1618
- interval: null,
1619
- asOfTs: null,
1620
- stale: null,
1621
- btcMarketCapUsd: null,
1622
- ethMarketCapUsd: null,
1623
- btcVolumeUsd: null,
1624
- ethVolumeUsd: null,
1625
- btcVolumeToMarketCap: null,
1626
- ethVolumeToMarketCap: null,
1627
- ethBtcMarketCapRatio: null,
1628
- ethBtcMarketCapRatioChange24hPct: null,
1629
- ethVsBtcVolumeRatio: null,
1630
- referenceLiquidityRegime: null
1631
- };
1765
+ var extractStrategyPluginDefinition = (moduleExport) => {
1766
+ const strategyEntries = extractModuleEntries(
1767
+ moduleExport,
1768
+ "strategyEntries"
1769
+ );
1770
+ return strategyEntries ? { strategyEntries } : null;
1771
+ };
1772
+ var extractIndicatorPluginDefinition = (moduleExport) => {
1773
+ const indicatorEntries = extractModuleEntries(
1774
+ moduleExport,
1775
+ "indicatorEntries"
1776
+ );
1777
+ return indicatorEntries ? { indicatorEntries } : null;
1778
+ };
1779
+ var validateStrategyEntries = (moduleName, entries, state) => {
1780
+ const issues = [];
1781
+ const names = /* @__PURE__ */ new Set();
1782
+ entries.forEach((entry, index) => {
1783
+ const entryPath = `${moduleName}.strategyEntries[${index}]`;
1784
+ const strategyName = entry?.manifest?.name;
1785
+ if (typeof strategyName !== "string" || !strategyName.trim()) {
1786
+ issues.push(`${entryPath}: manifest.name is required`);
1787
+ } else if (names.has(strategyName) || state?.strategyEntriesMap.has(strategyName)) {
1788
+ issues.push(`${entryPath}: duplicate strategy ${strategyName}`);
1789
+ } else {
1790
+ names.add(strategyName);
1791
+ }
1792
+ if (!entry || typeof entry !== "object" || !entry.defaults || typeof entry.defaults !== "object" || Array.isArray(entry.defaults)) {
1793
+ issues.push(`${entryPath}: defaults must be an object`);
1794
+ }
1795
+ if (typeof entry?.parseConfig !== "function") {
1796
+ issues.push(`${entryPath}: parseConfig is required`);
1797
+ }
1798
+ if (typeof entry?.createCore !== "function") {
1799
+ issues.push(`${entryPath}: createCore is required`);
1800
+ }
1801
+ });
1802
+ return issues;
1803
+ };
1804
+ var registerEntries = (entries, source, state) => {
1805
+ for (const entry of entries) {
1806
+ const strategyName = entry.manifest.name;
1807
+ state.strategyManifestsMap.set(strategyName, entry.manifest);
1808
+ state.strategyEntriesMap.set(strategyName, entry);
1809
+ state.strategySourcesMap.set(strategyName, source);
1810
+ materializeStrategyCreator(strategyName, state);
1632
1811
  }
1633
- return {
1634
- source: String(cmcReferenceAssets.source ?? ""),
1635
- available: true,
1636
- interval: typeof cmcReferenceAssets.interval === "string" ? cmcReferenceAssets.interval : null,
1637
- asOfTs: toFiniteNumber(cmcReferenceAssets.asOfTs),
1638
- stale: typeof cmcReferenceAssets.stale === "boolean" ? cmcReferenceAssets.stale : null,
1639
- btcMarketCapUsd: toFiniteNumber(cmcReferenceAssets.btcMarketCapUsd),
1640
- ethMarketCapUsd: toFiniteNumber(cmcReferenceAssets.ethMarketCapUsd),
1641
- btcVolumeUsd: toFiniteNumber(cmcReferenceAssets.btcVolumeUsd),
1642
- ethVolumeUsd: toFiniteNumber(cmcReferenceAssets.ethVolumeUsd),
1643
- btcVolumeToMarketCap: toFiniteNumber(
1644
- cmcReferenceAssets.btcVolumeToMarketCap
1645
- ),
1646
- ethVolumeToMarketCap: toFiniteNumber(
1647
- cmcReferenceAssets.ethVolumeToMarketCap
1648
- ),
1649
- ethBtcMarketCapRatio: toFiniteNumber(
1650
- cmcReferenceAssets.ethBtcMarketCapRatio
1651
- ),
1652
- ethBtcMarketCapRatioChange24hPct: toFiniteNumber(
1653
- cmcReferenceAssets.ethBtcMarketCapRatioChange24hPct
1654
- ),
1655
- ethVsBtcVolumeRatio: toFiniteNumber(cmcReferenceAssets.ethVsBtcVolumeRatio),
1656
- referenceLiquidityRegime: typeof cmcReferenceAssets.referenceLiquidityRegime === "string" ? cmcReferenceAssets.referenceLiquidityRegime : null
1657
- };
1658
1812
  };
1659
- var buildCmcExchangeLiquidityContextFromSignal = (signal) => {
1660
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1661
- const relative = toRecord(baseContext?.relative);
1662
- const cmcExchangeLiquidity = toRecord(relative?.cmcExchangeLiquidity);
1663
- if (!cmcExchangeLiquidity) {
1664
- return {
1665
- source: null,
1666
- available: false,
1667
- interval: null,
1668
- asOfTs: null,
1669
- stale: null,
1670
- exchangesCount: null,
1671
- totalVolumeUsd: null,
1672
- totalVolumeChange24hPct: null,
1673
- binanceVolumeUsd: null,
1674
- binanceVolumeShare: null,
1675
- topExchangeVolumeShare: null,
1676
- liquidityRegime: null
1677
- };
1813
+ var materializeStrategyCreator = (strategyName, state) => {
1814
+ if (state.strategyCreators.has(strategyName) || !sharedStrategyRegistry.strategyRuntimeFactory) {
1815
+ return;
1678
1816
  }
1679
- return {
1680
- source: String(cmcExchangeLiquidity.source ?? ""),
1681
- available: true,
1682
- interval: typeof cmcExchangeLiquidity.interval === "string" ? cmcExchangeLiquidity.interval : null,
1683
- asOfTs: toFiniteNumber(cmcExchangeLiquidity.asOfTs),
1684
- stale: typeof cmcExchangeLiquidity.stale === "boolean" ? cmcExchangeLiquidity.stale : null,
1685
- exchangesCount: toFiniteNumber(cmcExchangeLiquidity.exchangesCount),
1686
- totalVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.totalVolumeUsd),
1687
- totalVolumeChange24hPct: toFiniteNumber(
1688
- cmcExchangeLiquidity.totalVolumeChange24hPct
1689
- ),
1690
- binanceVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeUsd),
1691
- binanceVolumeShare: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeShare),
1692
- topExchangeVolumeShare: toFiniteNumber(
1693
- cmcExchangeLiquidity.topExchangeVolumeShare
1694
- ),
1695
- liquidityRegime: typeof cmcExchangeLiquidity.liquidityRegime === "string" ? cmcExchangeLiquidity.liquidityRegime : null
1696
- };
1817
+ const entry = state.strategyEntriesMap.get(strategyName);
1818
+ if (!entry) return;
1819
+ state.strategyCreators.set(
1820
+ strategyName,
1821
+ sharedStrategyRegistry.strategyRuntimeFactory({
1822
+ strategyName,
1823
+ defaults: entry.defaults,
1824
+ createCore: entry.createCore,
1825
+ manifest: entry.manifest,
1826
+ detectorKey: entry.detectorKey,
1827
+ detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
1828
+ resolveRegisteredManifest: (name) => state.strategyManifestsMap.get(name)
1829
+ })
1830
+ );
1697
1831
  };
1698
- var buildCmcFearGreedContextFromSignal = (signal) => {
1699
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1700
- const relative = toRecord(baseContext?.relative);
1701
- const cmcFearGreed = toRecord(relative?.cmcFearGreed);
1702
- if (!cmcFearGreed) {
1703
- return {
1704
- source: null,
1705
- available: false,
1706
- interval: null,
1707
- asOfTs: null,
1708
- stale: null,
1709
- value: null,
1710
- valueChange24h: null,
1711
- valueChange7d: null,
1712
- classification: null,
1713
- sentimentRegime: null
1714
- };
1832
+ var setStrategyRuntimeFactory = (factory) => {
1833
+ sharedStrategyRegistry.strategyRuntimeFactory = factory;
1834
+ for (const state of registryStateByProjectRoot.values()) {
1835
+ for (const strategyName of state.strategyEntriesMap.keys()) {
1836
+ materializeStrategyCreator(strategyName, state);
1837
+ }
1715
1838
  }
1716
- return {
1717
- source: String(cmcFearGreed.source ?? ""),
1718
- available: true,
1719
- interval: typeof cmcFearGreed.interval === "string" ? cmcFearGreed.interval : null,
1720
- asOfTs: toFiniteNumber(cmcFearGreed.asOfTs),
1721
- stale: typeof cmcFearGreed.stale === "boolean" ? cmcFearGreed.stale : null,
1722
- value: toFiniteNumber(cmcFearGreed.value),
1723
- valueChange24h: toFiniteNumber(cmcFearGreed.valueChange24h),
1724
- valueChange7d: toFiniteNumber(cmcFearGreed.valueChange7d),
1725
- classification: typeof cmcFearGreed.classification === "string" ? cmcFearGreed.classification : null,
1726
- sentimentRegime: typeof cmcFearGreed.sentimentRegime === "string" ? cmcFearGreed.sentimentRegime : null
1727
- };
1728
1839
  };
1729
- var buildCmcIndexesContextFromSignal = (signal) => {
1730
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1731
- const relative = toRecord(baseContext?.relative);
1732
- const cmcIndexes = toRecord(relative?.cmcIndexes);
1733
- if (!cmcIndexes) {
1734
- return {
1735
- source: null,
1736
- available: false,
1737
- interval: null,
1738
- asOfTs: null,
1739
- stale: null,
1740
- cmc100Value: null,
1741
- cmc100Change24hPct: null,
1742
- cmc100TopConstituentSymbol: null,
1743
- cmc100TopConstituentWeightPct: null,
1744
- cmc20Value: null,
1745
- cmc20Change24hPct: null,
1746
- cmc20TopConstituentSymbol: null,
1747
- cmc20TopConstituentWeightPct: null,
1748
- cmc20ToCmc100Ratio: null,
1749
- cmc20ToCmc100RatioChange24hPct: null,
1750
- indexRegime: null
1751
- };
1840
+ var importStrategyPluginModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
1841
+ if (typeof importTradejsModule === "function") {
1842
+ return importTradejsModule(moduleName, cwd);
1752
1843
  }
1753
- return {
1754
- source: String(cmcIndexes.source ?? ""),
1755
- available: true,
1756
- interval: typeof cmcIndexes.interval === "string" ? cmcIndexes.interval : null,
1757
- asOfTs: toFiniteNumber(cmcIndexes.asOfTs),
1758
- stale: typeof cmcIndexes.stale === "boolean" ? cmcIndexes.stale : null,
1759
- cmc100Value: toFiniteNumber(cmcIndexes.cmc100Value),
1760
- cmc100Change24hPct: toFiniteNumber(cmcIndexes.cmc100Change24hPct),
1761
- cmc100TopConstituentSymbol: typeof cmcIndexes.cmc100TopConstituentSymbol === "string" ? cmcIndexes.cmc100TopConstituentSymbol : null,
1762
- cmc100TopConstituentWeightPct: toFiniteNumber(
1763
- cmcIndexes.cmc100TopConstituentWeightPct
1764
- ),
1765
- cmc20Value: toFiniteNumber(cmcIndexes.cmc20Value),
1766
- cmc20Change24hPct: toFiniteNumber(cmcIndexes.cmc20Change24hPct),
1767
- cmc20TopConstituentSymbol: typeof cmcIndexes.cmc20TopConstituentSymbol === "string" ? cmcIndexes.cmc20TopConstituentSymbol : null,
1768
- cmc20TopConstituentWeightPct: toFiniteNumber(
1769
- cmcIndexes.cmc20TopConstituentWeightPct
1770
- ),
1771
- cmc20ToCmc100Ratio: toFiniteNumber(cmcIndexes.cmc20ToCmc100Ratio),
1772
- cmc20ToCmc100RatioChange24hPct: toFiniteNumber(
1773
- cmcIndexes.cmc20ToCmc100RatioChange24hPct
1774
- ),
1775
- indexRegime: typeof cmcIndexes.indexRegime === "string" ? cmcIndexes.indexRegime : null
1776
- };
1844
+ return import(
1845
+ /* webpackIgnore: true */
1846
+ moduleName
1847
+ );
1777
1848
  };
1778
- var buildReferenceTradeFlowContextFromSignal = (signal) => {
1779
- const baseContext = toRecord(signal.additionalIndicators?.baseContext);
1780
- const relative = toRecord(baseContext?.relative);
1781
- const refs = toRecord(relative?.referenceTradeFlow);
1782
- const primaryReferenceSymbol = typeof refs?.primaryReferenceSymbol === "string" ? refs.primaryReferenceSymbol : null;
1783
- const tradeFlowBySymbol = toRecord(refs?.tradeFlowBySymbol);
1784
- const primaryTradeFlow = primaryReferenceSymbol != null ? toRecord(tradeFlowBySymbol?.[primaryReferenceSymbol]) : null;
1785
- if (!refs) {
1849
+ var resolveStrategyModuleEntry = async ({
1850
+ strategyName,
1851
+ moduleName,
1852
+ cwd
1853
+ }) => {
1854
+ const { projectRoot, state } = getStrategyRegistryState(cwd);
1855
+ const source = moduleName.trim();
1856
+ const resolvedModuleName = resolvePluginModuleSpecifier(source, projectRoot);
1857
+ const cacheKey = `${resolvedModuleName}\0${strategyName}`;
1858
+ const cached = state.strategyModuleResolutions.get(cacheKey);
1859
+ if (cached) return cached;
1860
+ const resolution = (async () => {
1861
+ const moduleExport = await importStrategyPluginModule(
1862
+ resolvedModuleName,
1863
+ projectRoot
1864
+ );
1865
+ const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
1866
+ if (!pluginDefinition) {
1867
+ throw new Error(`${source}: export { strategyEntries } is missing`);
1868
+ }
1869
+ const issues = validateStrategyEntries(
1870
+ source,
1871
+ pluginDefinition.strategyEntries
1872
+ );
1873
+ if (issues.length > 0) {
1874
+ throw new Error(
1875
+ ["Invalid TradeJS strategy module:", ...issues].join("\n")
1876
+ );
1877
+ }
1878
+ const entry = pluginDefinition.strategyEntries.find(
1879
+ (candidate) => candidate.manifest.name === strategyName
1880
+ );
1881
+ if (!entry) {
1882
+ throw new Error(`${source}: strategy ${strategyName} is missing`);
1883
+ }
1884
+ const factory = sharedStrategyRegistry.strategyRuntimeFactory;
1885
+ if (!factory) {
1886
+ throw new Error("Strategy runtime factory is not configured");
1887
+ }
1888
+ const manifestsByName = new Map(
1889
+ pluginDefinition.strategyEntries.map(
1890
+ (candidate) => [candidate.manifest.name, candidate.manifest]
1891
+ )
1892
+ );
1786
1893
  return {
1787
- source: null,
1788
- available: false,
1789
- primaryReferenceSymbol: null,
1790
- referenceSymbols: [],
1791
- primaryTradeFlowBuyPressurePct: null,
1792
- primaryTradeFlowStale: null
1894
+ entry,
1895
+ creator: factory({
1896
+ strategyName,
1897
+ defaults: entry.defaults,
1898
+ createCore: entry.createCore,
1899
+ manifest: entry.manifest,
1900
+ detectorKey: entry.detectorKey,
1901
+ detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
1902
+ resolveRegisteredManifest: (name) => manifestsByName.get(name) ?? state.strategyManifestsMap.get(name)
1903
+ }),
1904
+ source
1793
1905
  };
1906
+ })();
1907
+ state.strategyModuleResolutions.set(cacheKey, resolution);
1908
+ try {
1909
+ return await resolution;
1910
+ } catch (error) {
1911
+ state.strategyModuleResolutions.delete(cacheKey);
1912
+ throw error;
1794
1913
  }
1795
- return {
1796
- source: String(refs.source ?? ""),
1797
- available: true,
1798
- primaryReferenceSymbol,
1799
- referenceSymbols: Array.isArray(refs.referenceSymbols) ? refs.referenceSymbols.map(String) : [],
1800
- primaryTradeFlowBuyPressurePct: toFiniteNumber(
1801
- primaryTradeFlow?.buyPressurePct
1802
- ),
1803
- primaryTradeFlowStale: typeof primaryTradeFlow?.stale === "boolean" ? primaryTradeFlow.stale : null
1804
- };
1805
1914
  };
1806
- var buildAiMarketContext = (signal) => ({
1807
- execution: {
1808
- binanceCoinbaseSpread: buildSpreadContextFromSignal(signal)
1809
- },
1810
- participation: {
1811
- trueDelta: buildTrueDeltaContextFromSignal(signal),
1812
- tradeFlow: buildTradeFlowContextFromSignal(signal)
1813
- },
1814
- relative: {
1815
- marketBreadth: buildMarketBreadthContextFromSignal(signal),
1816
- marketBreadths: buildMarketBreadthsContextFromSignal(signal),
1817
- targetVsBtc: buildTargetVsBtcContextFromSignal(signal),
1818
- btcAltRegime: buildBtcAltRegimeContextFromSignal(signal),
1819
- cmcGlobal: buildCmcGlobalContextFromSignal(signal),
1820
- cmcReferenceAssets: buildCmcReferenceAssetsContextFromSignal(signal),
1821
- cmcExchangeLiquidity: buildCmcExchangeLiquidityContextFromSignal(signal),
1822
- cmcFearGreed: buildCmcFearGreedContextFromSignal(signal),
1823
- cmcIndexes: buildCmcIndexesContextFromSignal(signal),
1824
- referenceTradeFlow: buildReferenceTradeFlowContextFromSignal(signal)
1825
- }
1826
- });
1827
-
1828
- // src/strategy/manifests.ts
1829
- var import_indicators = require("@tradejs/core/indicators");
1830
-
1831
- // src/tradejsConfig.ts
1832
- var import_fs = __toESM(require("fs"));
1833
- var import_path = __toESM(require("path"));
1834
- var import_url = require("url");
1835
- var import_config = require("@tradejs/core/config");
1836
- var import_logger2 = require("@tradejs/infra/logger");
1837
- var CONFIG_FILE_NAMES = [
1838
- "tradejs.config.ts",
1839
- "tradejs.config.mts",
1840
- "tradejs.config.js",
1841
- "tradejs.config.mjs",
1842
- "tradejs.config.cjs"
1843
- ];
1844
- var TS_MODULE_RE = /\.(cts|mts|ts)$/i;
1845
- var cachedByCwd = /* @__PURE__ */ new Map();
1846
- var announcedConfigFile = /* @__PURE__ */ new Set();
1847
- var tsNodeRegistered = false;
1848
- var tsconfigPathsRegisteredByCwd = /* @__PURE__ */ new Set();
1849
- var tsconfigPathMatchersByCwd = /* @__PURE__ */ new Map();
1850
- var getTradejsProjectCwd = (cwd) => {
1851
- const explicit = String(cwd ?? "").trim();
1852
- if (explicit) {
1853
- return import_path.default.resolve(explicit);
1854
- }
1855
- const fromEnv = String(process.env.PROJECT_CWD || "").trim();
1856
- if (fromEnv) {
1857
- return import_path.default.resolve(fromEnv);
1915
+ var ensureStrategyPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
1916
+ const { projectRoot, state } = getStrategyRegistryState(cwd);
1917
+ if (!state.pluginsLoadPromise) {
1918
+ (0, import_indicators.resetIndicatorRegistryCache)(projectRoot);
1919
+ state.pluginsLoadPromise = (async () => {
1920
+ const { strategyModules, indicatorModules } = await getConfiguredPluginModuleNames(projectRoot);
1921
+ const strategySet = new Set(strategyModules);
1922
+ const indicatorSet = new Set(indicatorModules);
1923
+ const pluginModuleNames = [
1924
+ .../* @__PURE__ */ new Set([...strategyModules, ...indicatorModules])
1925
+ ];
1926
+ if (!pluginModuleNames.length) {
1927
+ return;
1928
+ }
1929
+ const issues = [];
1930
+ for (const moduleName of pluginModuleNames) {
1931
+ try {
1932
+ const resolvedModuleName = resolvePluginModuleSpecifier(
1933
+ moduleName,
1934
+ projectRoot
1935
+ );
1936
+ const moduleExport = await importStrategyPluginModule(
1937
+ resolvedModuleName,
1938
+ projectRoot
1939
+ );
1940
+ if (strategySet.has(moduleName)) {
1941
+ const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
1942
+ if (!pluginDefinition) {
1943
+ issues.push(
1944
+ `${moduleName}: export { strategyEntries } is missing`
1945
+ );
1946
+ } else {
1947
+ const entryIssues = validateStrategyEntries(
1948
+ moduleName,
1949
+ pluginDefinition.strategyEntries,
1950
+ state
1951
+ );
1952
+ issues.push(...entryIssues);
1953
+ if (entryIssues.length === 0) {
1954
+ registerEntries(
1955
+ pluginDefinition.strategyEntries,
1956
+ moduleName,
1957
+ state
1958
+ );
1959
+ }
1960
+ }
1961
+ }
1962
+ if (indicatorSet.has(moduleName)) {
1963
+ const indicatorPluginDefinition = extractIndicatorPluginDefinition(moduleExport);
1964
+ if (!indicatorPluginDefinition) {
1965
+ issues.push(
1966
+ `${moduleName}: export { indicatorEntries } is missing`
1967
+ );
1968
+ } else {
1969
+ (0, import_indicators.registerIndicatorEntries)(
1970
+ indicatorPluginDefinition.indicatorEntries,
1971
+ moduleName,
1972
+ projectRoot
1973
+ );
1974
+ }
1975
+ }
1976
+ if (!strategySet.has(moduleName) && !indicatorSet.has(moduleName)) {
1977
+ issues.push(`${moduleName}: plugin is not declared in config`);
1978
+ }
1979
+ } catch (error) {
1980
+ issues.push(`${moduleName}: failed to import: ${String(error)}`);
1981
+ }
1982
+ }
1983
+ if (issues.length > 0) {
1984
+ throw new Error(
1985
+ ["Invalid TradeJS plugin catalog:", ...issues].join("\n")
1986
+ );
1987
+ }
1988
+ })();
1858
1989
  }
1859
- return process.cwd();
1990
+ await state.pluginsLoadPromise;
1860
1991
  };
1861
- var normalizeConfig = (rawConfig) => {
1862
- if (!rawConfig || typeof rawConfig !== "object") {
1863
- return {};
1992
+ var ensureIndicatorPluginsLoaded = async (cwd = getTradejsProjectCwd()) => ensureStrategyPluginsLoaded(cwd);
1993
+ var getStrategyCreator = async (name, cwd = getTradejsProjectCwd(), moduleName) => {
1994
+ if (moduleName?.trim()) {
1995
+ await ensureStrategyPluginsLoaded(cwd);
1996
+ return (await resolveStrategyModuleEntry({ strategyName: name, moduleName, cwd })).creator;
1864
1997
  }
1865
- const config = rawConfig;
1866
- const strategies2 = Array.isArray(config.strategies) ? config.strategies.map((value) => String(value || "").trim()).filter(Boolean) : [];
1867
- const indicators = Array.isArray(config.indicators) ? config.indicators.map((value) => String(value || "").trim()).filter(Boolean) : [];
1868
- const connectors = Array.isArray(config.connectors) ? config.connectors.map((value) => String(value || "").trim()).filter(Boolean) : [];
1869
- const hooks = (0, import_config.normalizeTradejsConfigHooks)(
1870
- config.hooks
1871
- );
1872
- const runtime = config.runtime && typeof config.runtime === "object" && !Array.isArray(config.runtime) ? config.runtime : void 0;
1873
- return {
1874
- strategies: strategies2,
1875
- indicators,
1876
- connectors,
1877
- ...hooks ? { hooks } : {},
1878
- ...runtime ? { runtime } : {}
1879
- };
1998
+ await ensureStrategyPluginsLoaded(cwd);
1999
+ const { state } = getStrategyRegistryState(cwd);
2000
+ return state.strategyCreators.get(name);
1880
2001
  };
1881
- var getNodeCreateRequire = () => {
1882
- const builtinModule = process.getBuiltinModule?.("module");
1883
- if (typeof builtinModule?.createRequire === "function") {
1884
- return builtinModule.createRequire;
1885
- }
1886
- throw new TypeError("module.createRequire is not available");
2002
+ var getStrategyDefaults = async (name, cwd = getTradejsProjectCwd()) => {
2003
+ await ensureStrategyPluginsLoaded(cwd);
2004
+ const { state } = getStrategyRegistryState(cwd);
2005
+ return state.strategyEntriesMap.get(name)?.defaults;
1887
2006
  };
1888
- var getRequireFn = (cwd = getTradejsProjectCwd()) => getNodeCreateRequire()(import_path.default.join(import_path.default.resolve(cwd), "__tradejs_loader__.js"));
1889
- var ensureTsNodeRegistered = async () => {
1890
- if (tsNodeRegistered) {
1891
- return;
1892
- }
1893
- const tsNodeModule = await import("ts-node");
1894
- const tsNode = tsNodeModule.default ?? tsNodeModule;
1895
- tsNode.register?.({
1896
- transpileOnly: true,
1897
- compilerOptions: {
1898
- module: "Node16",
1899
- moduleResolution: "node16"
1900
- }
1901
- });
1902
- tsNodeRegistered = true;
2007
+ var getAvailableStrategyNames = async (cwd = getTradejsProjectCwd()) => {
2008
+ await ensureStrategyPluginsLoaded(cwd);
2009
+ const { state } = getStrategyRegistryState(cwd);
2010
+ return [...state.strategyCreators.keys()].sort((a, b) => a.localeCompare(b));
1903
2011
  };
1904
- var ensureTsconfigPathsRegistered = async (cwd = getTradejsProjectCwd()) => {
1905
- const projectRoot = getTradejsProjectCwd(cwd);
1906
- if (tsconfigPathsRegisteredByCwd.has(projectRoot)) {
1907
- return;
1908
- }
1909
- const tsconfigPathsModule = await import("tsconfig-paths");
1910
- const loadConfig = tsconfigPathsModule.loadConfig;
1911
- const register = tsconfigPathsModule.register;
1912
- if (typeof loadConfig !== "function" || typeof register !== "function") {
1913
- return;
1914
- }
1915
- const loadedConfig = loadConfig(projectRoot);
1916
- if (loadedConfig.resultType !== "success") {
1917
- return;
1918
- }
1919
- register({
1920
- baseUrl: loadedConfig.absoluteBaseUrl,
1921
- paths: loadedConfig.paths,
1922
- addMatchAll: false
1923
- });
1924
- tsconfigPathsRegisteredByCwd.add(projectRoot);
2012
+ var getRegisteredStrategies = (cwd = getTradejsProjectCwd()) => {
2013
+ const { state } = getStrategyRegistryState(cwd);
2014
+ return Object.fromEntries(state.strategyCreators.entries());
1925
2015
  };
1926
- var resolveTsconfigPathModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
1927
- const projectRoot = getTradejsProjectCwd(cwd);
1928
- const cachedMatcher = tsconfigPathMatchersByCwd.get(projectRoot);
1929
- if (cachedMatcher) {
1930
- const resolved2 = cachedMatcher(moduleName);
1931
- return resolved2 || null;
1932
- }
1933
- const tsconfigPathsModule = await import("tsconfig-paths");
1934
- const loadConfig = tsconfigPathsModule.loadConfig;
1935
- const createMatchPath = tsconfigPathsModule.createMatchPath;
1936
- if (typeof loadConfig !== "function" || typeof createMatchPath !== "function") {
1937
- return null;
1938
- }
1939
- const loadedConfig = loadConfig(projectRoot);
1940
- if (loadedConfig.resultType !== "success") {
1941
- return null;
1942
- }
1943
- const matchPath = createMatchPath(
1944
- loadedConfig.absoluteBaseUrl,
1945
- loadedConfig.paths
1946
- );
1947
- const matcher = (requestedModule) => matchPath(requestedModule, void 0, import_fs.default.existsSync, [
1948
- ".ts",
1949
- ".tsx",
1950
- ".mts",
1951
- ".cts",
1952
- ".js",
1953
- ".jsx",
1954
- ".mjs",
1955
- ".cjs",
1956
- ".json"
1957
- ]) || "";
1958
- tsconfigPathMatchersByCwd.set(projectRoot, matcher);
1959
- const resolved = matcher(moduleName);
1960
- return resolved || null;
2016
+ var getRegisteredManifests = (cwd = getTradejsProjectCwd()) => {
2017
+ const { state } = getStrategyRegistryState(cwd);
2018
+ return [...state.strategyManifestsMap.values()];
1961
2019
  };
1962
- var toImportSpecifier = (moduleName) => {
1963
- if (moduleName.startsWith("file://")) {
1964
- return moduleName;
1965
- }
1966
- if (import_path.default.isAbsolute(moduleName)) {
1967
- return (0, import_url.pathToFileURL)(moduleName).href;
2020
+ var getStrategyManifest = (name, cwd = getTradejsProjectCwd()) => {
2021
+ if (!name) {
2022
+ return void 0;
1968
2023
  }
1969
- return moduleName;
2024
+ const { state } = getStrategyRegistryState(cwd);
2025
+ return state.strategyManifestsMap.get(name);
1970
2026
  };
1971
- var isTsModulePath = (moduleName) => TS_MODULE_RE.test(moduleName.split("?")[0]);
1972
- var isRelativeModulePath = (moduleName) => moduleName.startsWith("./") || moduleName.startsWith("../");
1973
- var isBareModuleSpecifier = (moduleName) => {
1974
- const normalized = String(moduleName ?? "").trim();
1975
- if (!normalized) {
1976
- return false;
1977
- }
1978
- if (normalized.startsWith("file://") || import_path.default.isAbsolute(normalized) || isRelativeModulePath(normalized)) {
1979
- return false;
1980
- }
1981
- return true;
2027
+ var isKnownStrategy = (name, cwd = getTradejsProjectCwd()) => {
2028
+ const { state } = getStrategyRegistryState(cwd);
2029
+ return state.strategyCreators.has(name);
1982
2030
  };
1983
- var importConfigFile = async (configFilePath) => {
1984
- const ext = import_path.default.extname(configFilePath).toLowerCase();
1985
- const configFileUrl = `${toImportSpecifier(configFilePath)}?t=${Date.now()}`;
1986
- if (ext === ".ts" || ext === ".mts") {
1987
- const requireFn = getRequireFn(import_path.default.dirname(configFilePath));
1988
- await ensureTsNodeRegistered();
1989
- await ensureTsconfigPathsRegistered(import_path.default.dirname(configFilePath));
1990
- return requireFn(configFilePath);
2031
+ var registerStrategyEntries = (entries, cwd = getTradejsProjectCwd()) => {
2032
+ const { state } = getStrategyRegistryState(cwd);
2033
+ const issues = validateStrategyEntries("runtime", entries, state);
2034
+ if (issues.length > 0) {
2035
+ throw new Error(["Invalid TradeJS plugin catalog:", ...issues].join("\n"));
1991
2036
  }
1992
- return import(
1993
- /* webpackIgnore: true */
1994
- configFileUrl
1995
- );
2037
+ registerEntries(entries, "runtime", state);
1996
2038
  };
1997
- var importTradejsModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
1998
- const normalized = String(moduleName ?? "").trim();
1999
- if (!normalized) {
2000
- return {};
2001
- }
2002
- let modulePath = normalized;
2003
- if (normalized.startsWith("file://")) {
2004
- try {
2005
- modulePath = (0, import_url.fileURLToPath)(normalized);
2006
- } catch {
2007
- modulePath = normalized;
2008
- }
2009
- }
2010
- const requireFn = getRequireFn(
2011
- import_path.default.isAbsolute(modulePath) ? import_path.default.dirname(modulePath) : cwd
2012
- );
2013
- if (isTsModulePath(modulePath)) {
2014
- await ensureTsNodeRegistered();
2015
- await ensureTsconfigPathsRegistered(cwd);
2016
- return requireFn(modulePath);
2039
+ var resetStrategyRegistryCache = (cwd) => {
2040
+ const normalizedCwd = String(cwd ?? "").trim();
2041
+ if (!normalizedCwd) {
2042
+ registryStateByProjectRoot.clear();
2043
+ (0, import_indicators.resetIndicatorRegistryCache)();
2044
+ return;
2017
2045
  }
2018
- if (isBareModuleSpecifier(normalized)) {
2019
- await ensureTsconfigPathsRegistered(cwd);
2020
- try {
2021
- return requireFn(normalized);
2022
- } catch (error) {
2023
- const resolvedByTsconfig = await resolveTsconfigPathModule(
2024
- normalized,
2025
- cwd
2026
- );
2027
- if (resolvedByTsconfig && resolvedByTsconfig !== normalized) {
2028
- return requireFn(resolvedByTsconfig);
2046
+ const projectRoot = getTradejsProjectCwd(normalizedCwd);
2047
+ registryStateByProjectRoot.delete(projectRoot);
2048
+ (0, import_indicators.resetIndicatorRegistryCache)(projectRoot);
2049
+ };
2050
+ var strategies = new Proxy(
2051
+ {},
2052
+ {
2053
+ get: (_target, property) => {
2054
+ if (typeof property !== "string") {
2055
+ return void 0;
2029
2056
  }
2030
- throw error;
2031
- }
2057
+ return getStrategyRegistryState().state.strategyCreators.get(property);
2058
+ },
2059
+ ownKeys: () => {
2060
+ return [...getStrategyRegistryState().state.strategyCreators.keys()];
2061
+ },
2062
+ getOwnPropertyDescriptor: () => ({
2063
+ enumerable: true,
2064
+ configurable: true
2065
+ })
2032
2066
  }
2033
- try {
2034
- return await import(
2035
- /* webpackIgnore: true */
2036
- toImportSpecifier(normalized)
2067
+ );
2068
+
2069
+ // src/strategyHelpers/tickerProfiles.ts
2070
+ var snapshots = /* @__PURE__ */ new Map();
2071
+ var resolveTickerProfileSource = (strategy) => {
2072
+ const declared = getStrategyManifest(strategy)?.contextRequirements?.tickerProfiles;
2073
+ if (declared) return declared;
2074
+ const provider = process.env.TICKER_PROFILES_PROVIDER?.trim();
2075
+ const universeId = process.env.TICKER_PROFILES_UNIVERSE?.trim();
2076
+ if (!provider && !universeId) return void 0;
2077
+ if (!provider || !universeId)
2078
+ throw new Error(
2079
+ "Set both TICKER_PROFILES_PROVIDER and TICKER_PROFILES_UNIVERSE"
2037
2080
  );
2038
- } catch (error) {
2039
- if (isTsModulePath(modulePath)) {
2040
- await ensureTsNodeRegistered();
2041
- await ensureTsconfigPathsRegistered(cwd);
2042
- return requireFn(modulePath);
2043
- }
2044
- throw error;
2045
- }
2046
- };
2047
- var resolveExportedConfig = (moduleExports) => {
2048
- const candidate = moduleExports && typeof moduleExports === "object" && "default" in moduleExports ? moduleExports.default : moduleExports;
2049
- return normalizeConfig(candidate);
2081
+ return { provider, universeId };
2050
2082
  };
2051
- var findConfigFilePath = (cwd) => {
2052
- let currentDir = import_path.default.resolve(cwd);
2053
- while (true) {
2054
- for (const fileName of CONFIG_FILE_NAMES) {
2055
- const fullPath = import_path.default.join(currentDir, fileName);
2056
- if (import_fs.default.existsSync(fullPath) && import_fs.default.statSync(fullPath).isFile()) {
2057
- return fullPath;
2058
- }
2059
- }
2060
- const parentDir = import_path.default.dirname(currentDir);
2061
- if (parentDir === currentDir) {
2062
- return null;
2083
+ var loadTickerProfileContext = async ({
2084
+ projectRoot,
2085
+ provider,
2086
+ universeId,
2087
+ symbol,
2088
+ timestamp
2089
+ }) => {
2090
+ const asOf = (0, import_tickerProfiles2.tickerProfileMonth)(timestamp), key = JSON.stringify([projectRoot, provider, universeId, asOf]);
2091
+ let cached = snapshots.get(key);
2092
+ if (!cached || cached.expires < Date.now()) {
2093
+ const value = (0, import_tickerProfiles.readTickerProfiles)(projectRoot, provider, universeId, asOf).then((envelope) => {
2094
+ if (!envelope) return null;
2095
+ const s = envelope.snapshot;
2096
+ if (!(0, import_tickerProfiles2.isTickerProfileSnapshot)(s) || s.asOf !== asOf || s.provider !== provider || s.universeId !== universeId)
2097
+ throw new Error("Ticker profile identity/schema mismatch");
2098
+ const entry = snapshots.get(key);
2099
+ if (entry) entry.expires = Infinity;
2100
+ return new Map(
2101
+ s.profiles.map((p) => [
2102
+ p.symbol,
2103
+ Object.freeze({
2104
+ ...p,
2105
+ definition: s.definition,
2106
+ provider,
2107
+ universeId,
2108
+ snapshotId: envelope.snapshotId
2109
+ })
2110
+ ])
2111
+ );
2112
+ }).catch((error) => {
2113
+ snapshots.delete(key);
2114
+ throw error;
2115
+ });
2116
+ cached = { expires: Date.now() + 6e4, value };
2117
+ snapshots.set(key, cached);
2118
+ if (snapshots.size > 24) {
2119
+ const oldest = snapshots.keys().next().value;
2120
+ if (oldest) snapshots.delete(oldest);
2063
2121
  }
2064
- currentDir = parentDir;
2065
2122
  }
2123
+ return (await cached.value)?.get(symbol);
2066
2124
  };
2067
- var resolvePluginModuleSpecifier = (moduleName, cwd = getTradejsProjectCwd()) => {
2068
- const normalized = String(moduleName ?? "").trim();
2069
- if (!normalized) {
2070
- return "";
2071
- }
2072
- if (normalized.startsWith("file://")) {
2073
- try {
2074
- return (0, import_url.fileURLToPath)(normalized);
2075
- } catch {
2076
- return normalized;
2077
- }
2078
- }
2079
- if (import_path.default.isAbsolute(normalized)) {
2080
- return normalized;
2081
- }
2082
- if (isRelativeModulePath(normalized)) {
2083
- return import_path.default.resolve(cwd, normalized);
2084
- }
2085
- return normalized;
2086
- };
2087
- var loadTradejsConfig = async (cwd = getTradejsProjectCwd()) => {
2088
- const cached = cachedByCwd.get(cwd);
2089
- if (cached) {
2090
- return cached;
2091
- }
2092
- const configFilePath = findConfigFilePath(cwd);
2093
- if (!configFilePath) {
2094
- cachedByCwd.set(cwd, {});
2095
- return {};
2096
- }
2097
- try {
2098
- const moduleExports = await importConfigFile(configFilePath);
2099
- const config = resolveExportedConfig(moduleExports);
2100
- cachedByCwd.set(cwd, config);
2101
- if (!announcedConfigFile.has(configFilePath)) {
2102
- announcedConfigFile.add(configFilePath);
2103
- import_logger2.logger.log("debug", "Loaded TradeJS config: %s", configFilePath);
2104
- }
2105
- return config;
2106
- } catch (error) {
2107
- import_logger2.logger.log(
2108
- "warn",
2109
- "Failed to load TradeJS config from %s: %s",
2110
- configFilePath,
2111
- String(error)
2112
- );
2113
- cachedByCwd.set(cwd, {});
2114
- return {};
2125
+ var withTickerProfile = (baseContext, profile) => Object.defineProperty(
2126
+ Object.create(
2127
+ Object.getPrototypeOf(baseContext),
2128
+ Object.getOwnPropertyDescriptors(baseContext)
2129
+ ),
2130
+ "tickerProfile",
2131
+ { enumerable: true, configurable: true, value: profile }
2132
+ );
2133
+ var enrichSignalWithTickerProfile = async (signal) => {
2134
+ const source = resolveTickerProfileSource(signal.strategy);
2135
+ if (!source || signal.universe === "tradfi" || !signal.symbol.endsWith("USDT"))
2136
+ return;
2137
+ const profile = await loadTickerProfileContext({
2138
+ ...source,
2139
+ projectRoot: getTradejsProjectCwd(),
2140
+ symbol: signal.symbol,
2141
+ timestamp: signal.timestamp
2142
+ });
2143
+ if (profile) {
2144
+ signal.additionalIndicators = {
2145
+ ...signal.additionalIndicators,
2146
+ tickerProfile: profile
2147
+ };
2115
2148
  }
2116
2149
  };
2117
2150
 
2118
- // src/strategy/manifests.ts
2119
- var SHARED_STRATEGY_REGISTRY_KEY = "__tradejsNodeSharedStrategyRegistryV1__";
2120
- var sharedRegistryScope = globalThis;
2121
- var sharedStrategyRegistry = sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] ?? (sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] = {
2122
- registryStateByProjectRoot: /* @__PURE__ */ new Map()
2123
- });
2124
- var createStrategyRegistryState = () => ({
2125
- strategyCreators: /* @__PURE__ */ new Map(),
2126
- strategyManifestsMap: /* @__PURE__ */ new Map(),
2127
- strategyEntriesMap: /* @__PURE__ */ new Map(),
2128
- strategySourcesMap: /* @__PURE__ */ new Map(),
2129
- strategyModuleResolutions: /* @__PURE__ */ new Map(),
2130
- pluginsLoadPromise: null
2131
- });
2132
- var registryStateByProjectRoot = sharedStrategyRegistry.registryStateByProjectRoot;
2133
- var getStrategyRegistryState = (cwd = getTradejsProjectCwd()) => {
2134
- const projectRoot = getTradejsProjectCwd(cwd);
2135
- let state = registryStateByProjectRoot.get(projectRoot);
2136
- if (!state) {
2137
- state = createStrategyRegistryState();
2138
- registryStateByProjectRoot.set(projectRoot, state);
2139
- }
2140
- return {
2141
- projectRoot,
2142
- state
2151
+ // src/strategyRuntime.ts
2152
+ var import_jev6 = require("@tradejs/core/jev");
2153
+
2154
+ // src/jev.ts
2155
+ var import_promises = __toESM(require("fs/promises"));
2156
+ var import_node_path = __toESM(require("path"));
2157
+ var import_jev4 = require("@tradejs/core/jev");
2158
+ var import_jev5 = require("@tradejs/infra/jev");
2159
+ var import_userSettings = require("@tradejs/infra/userSettings");
2160
+ init_jevInput();
2161
+ init_jevInput();
2162
+ init_jevTraining();
2163
+ var resolveJevProvider = async (userName) => {
2164
+ const settings = await (0, import_userSettings.getUserSettings)(userName);
2165
+ const provider = {
2166
+ endpoint: settings.JEV_API_ENDPOINT || import_jev4.JEV_PROVIDERS[0].endpoint,
2167
+ model: settings.JEV_MODEL || import_jev4.JEV_PROVIDERS[0].model
2143
2168
  };
2169
+ (0, import_jev4.parseJevConfig)({ source: "provider", mode: "observe", provider });
2170
+ if (!settings.JEV_API_KEY)
2171
+ throw new Error("Configure the Jev API key in Account settings");
2172
+ return provider;
2144
2173
  };
2145
- var toUniqueModules = (modules = []) => [
2146
- ...new Set(modules.map((moduleName) => moduleName.trim()).filter(Boolean))
2147
- ];
2148
- var getConfiguredPluginModuleNames = async (cwd = getTradejsProjectCwd()) => {
2149
- const config = await loadTradejsConfig(cwd);
2150
- return {
2151
- strategyModules: toUniqueModules(config.strategies),
2152
- indicatorModules: toUniqueModules(config.indicators)
2174
+ var emptyScores = () => Object.fromEntries(import_jev4.JEV_DIMENSIONS.map((key) => [key, null]));
2175
+ var pending = /* @__PURE__ */ new Map();
2176
+ var pendingResponses = /* @__PURE__ */ new Map();
2177
+ var evaluateJevInput = async ({
2178
+ input,
2179
+ config,
2180
+ userName,
2181
+ projectRoot
2182
+ }) => {
2183
+ config = (0, import_jev4.parseJevConfig)(config);
2184
+ const inputHash = (0, import_jev5.jevHash)(input);
2185
+ const questions = questionsForJevInput(input);
2186
+ const questionsHash = (0, import_jev5.jevHash)(questions);
2187
+ const base = {
2188
+ questionSet: import_jev4.JEV_QUESTION_SET,
2189
+ schema: "tradejs-signal-assessment/v5",
2190
+ source: config.source,
2191
+ mode: config.mode,
2192
+ inputHash,
2193
+ questionsHash,
2194
+ geometryStatus: input.geometryStatus,
2195
+ levelsValid: typeof input.features["signal.validLevels"] === "boolean" ? input.features["signal.validLevels"] : null
2153
2196
  };
2154
- };
2155
- var extractModuleEntries = (moduleExport, key) => {
2156
- if (!moduleExport || typeof moduleExport !== "object") {
2157
- return null;
2158
- }
2159
- const candidate = moduleExport;
2160
- if (Array.isArray(candidate[key])) {
2161
- return candidate[key];
2162
- }
2163
- const defaultExport = candidate.default;
2164
- if (defaultExport && Array.isArray(defaultExport[key])) {
2165
- return defaultExport[key];
2197
+ if (!input.questions.length)
2198
+ return {
2199
+ assessment: {
2200
+ ...base,
2201
+ status: "unavailable",
2202
+ model: "",
2203
+ scores: emptyScores(),
2204
+ confidence: emptyScores()
2205
+ }
2206
+ };
2207
+ if (config.source === "local") {
2208
+ const contents = await import_promises.default.readFile(
2209
+ import_node_path.default.resolve(projectRoot, config.modelFile),
2210
+ "utf8"
2211
+ );
2212
+ if ((0, import_jev5.jevFileHash)(contents) !== config.modelSha256)
2213
+ throw new Error("Local Jev gate checksum mismatch");
2214
+ const { validateJevGateModel: validateJevGateModel2 } = await Promise.resolve().then(() => (init_jevTraining(), jevTraining_exports));
2215
+ const model = validateJevGateModel2(JSON.parse(contents));
2216
+ if (model.strategy !== input.strategy || model.questionsHash !== (0, import_jev5.jevHash)(JEV_QUESTIONS))
2217
+ throw new Error("Local Jev gate strategy or question version mismatch");
2218
+ const scores = Object.fromEntries(
2219
+ import_jev4.JEV_DIMENSIONS.map((key) => [
2220
+ key,
2221
+ input.questions.includes(key) && model.trees[key] ? (0, import_jev4.predictJevTree)(model.trees[key], input.features) : null
2222
+ ])
2223
+ );
2224
+ return {
2225
+ assessment: {
2226
+ ...base,
2227
+ status: "available",
2228
+ model: config.modelSha256,
2229
+ scores,
2230
+ confidence: emptyScores()
2231
+ }
2232
+ };
2166
2233
  }
2167
- return null;
2168
- };
2169
- var extractStrategyPluginDefinition = (moduleExport) => {
2170
- const strategyEntries = extractModuleEntries(
2171
- moduleExport,
2172
- "strategyEntries"
2173
- );
2174
- return strategyEntries ? { strategyEntries } : null;
2175
- };
2176
- var extractIndicatorPluginDefinition = (moduleExport) => {
2177
- const indicatorEntries = extractModuleEntries(
2178
- moduleExport,
2179
- "indicatorEntries"
2180
- );
2181
- return indicatorEntries ? { indicatorEntries } : null;
2182
- };
2183
- var validateStrategyEntries = (moduleName, entries, state) => {
2184
- const issues = [];
2185
- const names = /* @__PURE__ */ new Set();
2186
- entries.forEach((entry, index) => {
2187
- const entryPath = `${moduleName}.strategyEntries[${index}]`;
2188
- const strategyName = entry?.manifest?.name;
2189
- if (typeof strategyName !== "string" || !strategyName.trim()) {
2190
- issues.push(`${entryPath}: manifest.name is required`);
2191
- } else if (names.has(strategyName) || state?.strategyEntriesMap.has(strategyName)) {
2192
- issues.push(`${entryPath}: duplicate strategy ${strategyName}`);
2193
- } else {
2194
- names.add(strategyName);
2195
- }
2196
- if (!entry || typeof entry !== "object" || !entry.defaults || typeof entry.defaults !== "object" || Array.isArray(entry.defaults)) {
2197
- issues.push(`${entryPath}: defaults must be an object`);
2234
+ const provider = config.provider ?? await resolveJevProvider(userName);
2235
+ const id = (0, import_jev5.jevHash)({ inputHash, questionsHash, provider });
2236
+ const dir = import_node_path.default.resolve(projectRoot, config.recordsDir ?? "data/ai/jev");
2237
+ const file = import_node_path.default.join(dir, "records", `${id}.json`);
2238
+ const getRecord = async () => {
2239
+ const existing = await (0, import_jev5.readJevArtifact)(file);
2240
+ if (existing) {
2241
+ if (existing.schema !== "tradejs-jev-record/v4" || existing.id !== id || existing.inputHash !== inputHash || existing.questionsHash !== questionsHash || (0, import_jev5.jevHash)(existing.input) !== inputHash || (0, import_jev5.jevHash)(existing.provider) !== (0, import_jev5.jevHash)(provider))
2242
+ throw new Error("Jev recording identity mismatch");
2243
+ (0, import_jev5.validateJevResponse)(existing.response, input.questions);
2244
+ for (const key of import_jev4.JEV_DIMENSIONS) {
2245
+ const expected = input.questions.includes(key) ? existing.response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null;
2246
+ if (existing.scores[key] !== expected)
2247
+ throw new Error("Jev recording scores do not match the response");
2248
+ }
2249
+ return existing;
2198
2250
  }
2199
- if (typeof entry?.parseConfig !== "function") {
2200
- issues.push(`${entryPath}: parseConfig is required`);
2251
+ if (config.source === "recorded")
2252
+ throw new Error(
2253
+ `Missing Jev recording ${id} for ${input.strategy} ${input.symbol} at ${new Date(input.timestamp).toISOString()}. Recorded mode requires the same signal-time facts and provider; a shorter backtest can change warm-up indicators or prior trade state.`
2254
+ );
2255
+ const settings = await (0, import_userSettings.getUserSettings)(userName);
2256
+ if (!settings.JEV_API_KEY)
2257
+ throw new Error("Configure the Jev API key in Account settings");
2258
+ const apiKey = settings.JEV_API_KEY;
2259
+ const configuredProvider = await resolveJevProvider(userName);
2260
+ if (configuredProvider.endpoint !== provider.endpoint)
2261
+ throw new Error(
2262
+ "Jev account endpoint changed; update the frozen provider configuration"
2263
+ );
2264
+ const started = Date.now();
2265
+ const state = stateForJevInput(input);
2266
+ const responseId = (0, import_jev5.jevHash)({
2267
+ state,
2268
+ questionsHash,
2269
+ provider,
2270
+ user: (0, import_jev5.jevHash)(userName)
2271
+ });
2272
+ const responseFile = import_node_path.default.join(dir, "responses", `${responseId}.json`);
2273
+ let responsePromise = pendingResponses.get(responseFile);
2274
+ if (!responsePromise) {
2275
+ responsePromise = (async () => {
2276
+ const saved = await (0, import_jev5.readJevArtifact)(responseFile);
2277
+ if (saved) return (0, import_jev5.validateJevResponse)(saved, input.questions);
2278
+ const fresh = await (0, import_jev5.requestJev)(provider, apiKey, state, questions);
2279
+ await (0, import_jev5.writeJevArtifact)(responseFile, fresh);
2280
+ return fresh;
2281
+ })();
2282
+ pendingResponses.set(responseFile, responsePromise);
2201
2283
  }
2202
- if (typeof entry?.createCore !== "function") {
2203
- issues.push(`${entryPath}: createCore is required`);
2284
+ let response;
2285
+ try {
2286
+ response = await responsePromise;
2287
+ } finally {
2288
+ pendingResponses.delete(responseFile);
2204
2289
  }
2205
- });
2206
- return issues;
2207
- };
2208
- var registerEntries = (entries, source, state) => {
2209
- for (const entry of entries) {
2210
- const strategyName = entry.manifest.name;
2211
- state.strategyManifestsMap.set(strategyName, entry.manifest);
2212
- state.strategyEntriesMap.set(strategyName, entry);
2213
- state.strategySourcesMap.set(strategyName, source);
2214
- materializeStrategyCreator(strategyName, state);
2290
+ const scores = Object.fromEntries(
2291
+ import_jev4.JEV_DIMENSIONS.map((key) => [
2292
+ key,
2293
+ input.questions.includes(key) ? response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null
2294
+ ])
2295
+ );
2296
+ const value = {
2297
+ schema: "tradejs-jev-record/v4",
2298
+ id,
2299
+ inputHash,
2300
+ questionsHash,
2301
+ provider,
2302
+ input,
2303
+ response,
2304
+ scores,
2305
+ createdAt: (/* @__PURE__ */ new Date()).toISOString(),
2306
+ elapsedMs: Date.now() - started
2307
+ };
2308
+ await (0, import_jev5.writeJevArtifact)(file, value);
2309
+ return await (0, import_jev5.readJevArtifact)(file);
2310
+ };
2311
+ const pendingKey = `${file}:${(0, import_jev5.jevHash)(userName)}`;
2312
+ let promise = pending.get(pendingKey);
2313
+ if (!promise) {
2314
+ promise = getRecord();
2315
+ pending.set(pendingKey, promise);
2316
+ }
2317
+ let record;
2318
+ try {
2319
+ record = await promise;
2320
+ } finally {
2321
+ pending.delete(pendingKey);
2215
2322
  }
2323
+ return {
2324
+ record,
2325
+ assessment: {
2326
+ ...base,
2327
+ status: "available",
2328
+ recordId: id,
2329
+ model: record.response.model,
2330
+ scores: record.scores,
2331
+ confidence: Object.fromEntries(
2332
+ import_jev4.JEV_DIMENSIONS.map((key) => [
2333
+ key,
2334
+ record.response.answers[key]?.confidence ?? null
2335
+ ])
2336
+ )
2337
+ }
2338
+ };
2216
2339
  };
2217
- var materializeStrategyCreator = (strategyName, state) => {
2218
- if (state.strategyCreators.has(strategyName) || !sharedStrategyRegistry.strategyRuntimeFactory) {
2219
- return;
2340
+ var assessSignalWithJev = async ({
2341
+ signal,
2342
+ config,
2343
+ userName,
2344
+ projectRoot,
2345
+ strict,
2346
+ scope = "runtime"
2347
+ }) => {
2348
+ let assessment;
2349
+ try {
2350
+ const input = buildJevInput(signal);
2351
+ ({ assessment } = await evaluateJevInput({
2352
+ input,
2353
+ config,
2354
+ userName,
2355
+ projectRoot
2356
+ }));
2357
+ } catch (error) {
2358
+ if (strict) throw error;
2359
+ assessment = {
2360
+ questionSet: import_jev4.JEV_QUESTION_SET,
2361
+ schema: "tradejs-signal-assessment/v5",
2362
+ source: config.source,
2363
+ mode: config.mode,
2364
+ status: "unavailable",
2365
+ inputHash: "",
2366
+ questionsHash: "",
2367
+ geometryStatus: "absent",
2368
+ levelsValid: null,
2369
+ model: config.provider?.model ?? config.modelSha256 ?? "",
2370
+ scores: emptyScores(),
2371
+ confidence: emptyScores()
2372
+ };
2220
2373
  }
2221
- const entry = state.strategyEntriesMap.get(strategyName);
2222
- if (!entry) return;
2223
- state.strategyCreators.set(
2224
- strategyName,
2225
- sharedStrategyRegistry.strategyRuntimeFactory({
2226
- strategyName,
2227
- defaults: entry.defaults,
2228
- createCore: entry.createCore,
2229
- manifest: entry.manifest,
2230
- detectorKey: entry.detectorKey,
2231
- detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
2232
- resolveRegisteredManifest: (name) => state.strategyManifestsMap.get(name)
2233
- })
2374
+ signal.assessment = assessment;
2375
+ signal.additionalIndicators = {
2376
+ ...signal.additionalIndicators,
2377
+ jev: (0, import_jev4.jevAssessmentFeatures)(assessment)
2378
+ };
2379
+ const identity = {
2380
+ signalId: signal.signalId,
2381
+ strategy: signal.strategy,
2382
+ symbol: signal.symbol,
2383
+ timestamp: signal.timestamp,
2384
+ scope,
2385
+ user: (0, import_jev5.jevHash)(userName),
2386
+ config,
2387
+ assessment
2388
+ };
2389
+ await (0, import_jev5.writeJevArtifact)(
2390
+ import_node_path.default.resolve(
2391
+ projectRoot,
2392
+ config.recordsDir ?? "data/ai/jev",
2393
+ "decisions",
2394
+ `${(0, import_jev5.jevHash)(identity)}.json`
2395
+ ),
2396
+ identity
2234
2397
  );
2398
+ return assessment;
2235
2399
  };
2236
- var setStrategyRuntimeFactory = (factory) => {
2237
- sharedStrategyRegistry.strategyRuntimeFactory = factory;
2238
- for (const state of registryStateByProjectRoot.values()) {
2239
- for (const strategyName of state.strategyEntriesMap.keys()) {
2240
- materializeStrategyCreator(strategyName, state);
2241
- }
2400
+
2401
+ // src/strategyRuntime.ts
2402
+ var import_constants5 = require("@tradejs/core/constants");
2403
+ var import_strategies6 = require("@tradejs/core/strategies");
2404
+ var import_logger11 = require("@tradejs/infra/logger");
2405
+
2406
+ // src/strategyHelpers/runtime.ts
2407
+ var import_logger9 = require("@tradejs/infra/logger");
2408
+ var import_constants3 = require("@tradejs/core/constants");
2409
+ var import_ml2 = require("@tradejs/infra/ml");
2410
+
2411
+ // src/strategy/entrySubmissionValidation.ts
2412
+ var import_logger3 = require("@tradejs/infra/logger");
2413
+
2414
+ // src/strategy/entryExecutionValidation.ts
2415
+ var EntrySubmissionValidationError = class extends Error {
2416
+ constructor() {
2417
+ super(...arguments);
2418
+ this.name = "EntrySubmissionValidationError";
2242
2419
  }
2243
2420
  };
2244
- var importStrategyPluginModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
2245
- if (typeof importTradejsModule === "function") {
2246
- return importTradejsModule(moduleName, cwd);
2247
- }
2248
- return import(
2249
- /* webpackIgnore: true */
2250
- moduleName
2251
- );
2421
+ var resolveEntryExecutionLimits = (config, direction) => {
2422
+ const side = config[direction];
2423
+ const minimum = side && typeof side === "object" && "minRiskRatio" in side ? side.minRiskRatio : void 0;
2424
+ const maximum = config.MAX_LOSS_VALUE;
2425
+ if (minimum == null && maximum == null) return void 0;
2426
+ const minimumNetRiskRatio = minimum == null ? void 0 : Number(minimum);
2427
+ const maxLossValue = maximum == null ? void 0 : Number(maximum);
2428
+ const feeRate = Number(config.RISK_FEE_RATE ?? 0);
2429
+ const slippage = Number(config.RISK_SLIPPAGE_BPS ?? 0);
2430
+ const impact = Number(config.RISK_MARKET_IMPACT_BPS ?? 0);
2431
+ const slippageBps = slippage + impact;
2432
+ if (minimumNetRiskRatio != null && (!Number.isFinite(minimumNetRiskRatio) || minimumNetRiskRatio < 0) || maxLossValue != null && (!Number.isFinite(maxLossValue) || maxLossValue <= 0) || !Number.isFinite(feeRate) || feeRate < 0 || feeRate >= 1 || !Number.isFinite(slippage) || slippage < 0 || !Number.isFinite(impact) || impact < 0 || !Number.isFinite(slippageBps) || slippageBps < 0 || slippageBps >= 1e4)
2433
+ throw new Error("INVALID_ENTRY_EXECUTION_LIMITS");
2434
+ return { minimumNetRiskRatio, maxLossValue, feeRate, slippageBps };
2252
2435
  };
2253
- var resolveStrategyModuleEntry = async ({
2254
- strategyName,
2255
- moduleName,
2256
- cwd
2436
+ var validateEntryExecution = ({
2437
+ direction,
2438
+ price,
2439
+ qty,
2440
+ stopLossPrice,
2441
+ takeProfitPrice,
2442
+ limits
2257
2443
  }) => {
2258
- const { projectRoot, state } = getStrategyRegistryState(cwd);
2259
- const source = moduleName.trim();
2260
- const resolvedModuleName = resolvePluginModuleSpecifier(source, projectRoot);
2261
- const cacheKey = `${resolvedModuleName}\0${strategyName}`;
2262
- const cached = state.strategyModuleResolutions.get(cacheKey);
2263
- if (cached) return cached;
2264
- const resolution = (async () => {
2265
- const moduleExport = await importStrategyPluginModule(
2266
- resolvedModuleName,
2267
- projectRoot
2268
- );
2269
- const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
2270
- if (!pluginDefinition) {
2271
- throw new Error(`${source}: export { strategyEntries } is missing`);
2272
- }
2273
- const issues = validateStrategyEntries(
2274
- source,
2275
- pluginDefinition.strategyEntries
2444
+ if (!Number.isFinite(price) || price <= 0 || !Number.isFinite(qty) || qty <= 0 || stopLossPrice == null || !Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || !Number.isFinite(takeProfitPrice) || takeProfitPrice <= 0)
2445
+ throw new EntrySubmissionValidationError(
2446
+ "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
2276
2447
  );
2277
- if (issues.length > 0) {
2278
- throw new Error(
2279
- ["Invalid TradeJS strategy module:", ...issues].join("\n")
2280
- );
2281
- }
2282
- const entry = pluginDefinition.strategyEntries.find(
2283
- (candidate) => candidate.manifest.name === strategyName
2448
+ const side = direction === "LONG" ? 1 : -1;
2449
+ if (side * (price - stopLossPrice) <= 0 || side * (takeProfitPrice - price) <= 0)
2450
+ throw new EntrySubmissionValidationError(
2451
+ "INVALID_ENTRY_PROTECTION_AT_SUBMISSION"
2284
2452
  );
2285
- if (!entry) {
2286
- throw new Error(`${source}: strategy ${strategyName} is missing`);
2287
- }
2288
- const factory = sharedStrategyRegistry.strategyRuntimeFactory;
2289
- if (!factory) {
2290
- throw new Error("Strategy runtime factory is not configured");
2291
- }
2292
- const manifestsByName = new Map(
2293
- pluginDefinition.strategyEntries.map(
2294
- (candidate) => [candidate.manifest.name, candidate.manifest]
2295
- )
2453
+ const slippage = limits.slippageBps / 1e4;
2454
+ const cost = (value, sign) => value * slippage + value * (1 + sign * slippage) * limits.feeRate;
2455
+ const entryCost = cost(price, side);
2456
+ const lossPerUnit = Math.abs(price - stopLossPrice) + entryCost + cost(stopLossPrice, -side);
2457
+ const rewardPerUnit = Math.max(
2458
+ 0,
2459
+ Math.abs(takeProfitPrice - price) - entryCost - cost(takeProfitPrice, -side)
2460
+ );
2461
+ const netRiskRatio = rewardPerUnit / lossPerUnit;
2462
+ const plannedLossValue = qty * lossPerUnit;
2463
+ if (!Number.isFinite(netRiskRatio) || !Number.isFinite(plannedLossValue))
2464
+ throw new EntrySubmissionValidationError(
2465
+ "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
2296
2466
  );
2297
- return {
2298
- entry,
2299
- creator: factory({
2300
- strategyName,
2301
- defaults: entry.defaults,
2302
- createCore: entry.createCore,
2303
- manifest: entry.manifest,
2304
- detectorKey: entry.detectorKey,
2305
- detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
2306
- resolveRegisteredManifest: (name) => manifestsByName.get(name) ?? state.strategyManifestsMap.get(name)
2307
- }),
2308
- source
2309
- };
2310
- })();
2311
- state.strategyModuleResolutions.set(cacheKey, resolution);
2467
+ const belowMinimumNetRiskRatio = limits.minimumNetRiskRatio != null && netRiskRatio <= limits.minimumNetRiskRatio;
2468
+ const riskExceeded = limits.maxLossValue != null && plannedLossValue > limits.maxLossValue * (1 + 1e-9);
2469
+ return {
2470
+ netRiskRatio,
2471
+ plannedLossValue,
2472
+ riskExceeded,
2473
+ belowMinimumNetRiskRatio
2474
+ };
2475
+ };
2476
+
2477
+ // src/strategy/entrySubmissionValidation.ts
2478
+ var MAX_ENTRY_QUOTE_AGE_MS = 5e3;
2479
+ var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
2480
+ var getOrderArrivalSnapshot = async ({
2481
+ connector,
2482
+ symbol,
2483
+ requireTimestamp = false
2484
+ }) => {
2485
+ if (typeof connector.getTopOfBookTicker !== "function") {
2486
+ return {
2487
+ arrivalSnapshotTime: Date.now(),
2488
+ arrivalSource: "unavailable",
2489
+ bid: null,
2490
+ ask: null,
2491
+ arrivalMid: null,
2492
+ spreadBps: null
2493
+ };
2494
+ }
2312
2495
  try {
2313
- return await resolution;
2496
+ const ticker = await connector.getTopOfBookTicker(symbol);
2497
+ const arrivalSnapshotTime = toFiniteNumberOrNull(ticker?.timestamp);
2498
+ const timestampUnavailable = requireTimestamp && arrivalSnapshotTime == null;
2499
+ const bid = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.bidPrice);
2500
+ const ask = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.askPrice);
2501
+ const arrivalMid = bid != null && ask != null ? (bid + ask) / 2 : null;
2502
+ const spreadBps = bid != null && ask != null && arrivalMid != null && arrivalMid > 0 ? (ask - bid) / arrivalMid * 1e4 : null;
2503
+ return {
2504
+ arrivalSnapshotTime: arrivalSnapshotTime ?? Date.now(),
2505
+ arrivalSource: "top_of_book",
2506
+ bid,
2507
+ ask,
2508
+ arrivalMid,
2509
+ spreadBps
2510
+ };
2314
2511
  } catch (error) {
2315
- state.strategyModuleResolutions.delete(cacheKey);
2316
- throw error;
2512
+ import_logger3.logger.warn(
2513
+ "runtime order arrival snapshot failed: %s %s",
2514
+ symbol,
2515
+ error?.message || String(error)
2516
+ );
2517
+ return {
2518
+ arrivalSnapshotTime: Date.now(),
2519
+ arrivalSource: "top_of_book_error",
2520
+ bid: null,
2521
+ ask: null,
2522
+ arrivalMid: null,
2523
+ spreadBps: null
2524
+ };
2317
2525
  }
2318
2526
  };
2319
- var ensureStrategyPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
2320
- const { projectRoot, state } = getStrategyRegistryState(cwd);
2321
- if (!state.pluginsLoadPromise) {
2322
- (0, import_indicators.resetIndicatorRegistryCache)(projectRoot);
2323
- state.pluginsLoadPromise = (async () => {
2324
- const { strategyModules, indicatorModules } = await getConfiguredPluginModuleNames(projectRoot);
2325
- const strategySet = new Set(strategyModules);
2326
- const indicatorSet = new Set(indicatorModules);
2327
- const pluginModuleNames = [
2328
- .../* @__PURE__ */ new Set([...strategyModules, ...indicatorModules])
2329
- ];
2330
- if (!pluginModuleNames.length) {
2331
- return;
2332
- }
2333
- const issues = [];
2334
- for (const moduleName of pluginModuleNames) {
2335
- try {
2336
- const resolvedModuleName = resolvePluginModuleSpecifier(
2337
- moduleName,
2338
- projectRoot
2339
- );
2340
- const moduleExport = await importStrategyPluginModule(
2341
- resolvedModuleName,
2342
- projectRoot
2343
- );
2344
- if (strategySet.has(moduleName)) {
2345
- const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
2346
- if (!pluginDefinition) {
2347
- issues.push(
2348
- `${moduleName}: export { strategyEntries } is missing`
2349
- );
2350
- } else {
2351
- const entryIssues = validateStrategyEntries(
2352
- moduleName,
2353
- pluginDefinition.strategyEntries,
2354
- state
2355
- );
2356
- issues.push(...entryIssues);
2357
- if (entryIssues.length === 0) {
2358
- registerEntries(
2359
- pluginDefinition.strategyEntries,
2360
- moduleName,
2361
- state
2362
- );
2363
- }
2364
- }
2365
- }
2366
- if (indicatorSet.has(moduleName)) {
2367
- const indicatorPluginDefinition = extractIndicatorPluginDefinition(moduleExport);
2368
- if (!indicatorPluginDefinition) {
2369
- issues.push(
2370
- `${moduleName}: export { indicatorEntries } is missing`
2371
- );
2372
- } else {
2373
- (0, import_indicators.registerIndicatorEntries)(
2374
- indicatorPluginDefinition.indicatorEntries,
2375
- moduleName,
2376
- projectRoot
2377
- );
2378
- }
2379
- }
2380
- if (!strategySet.has(moduleName) && !indicatorSet.has(moduleName)) {
2381
- issues.push(`${moduleName}: plugin is not declared in config`);
2382
- }
2383
- } catch (error) {
2384
- issues.push(`${moduleName}: failed to import: ${String(error)}`);
2385
- }
2386
- }
2387
- if (issues.length > 0) {
2388
- throw new Error(
2389
- ["Invalid TradeJS plugin catalog:", ...issues].join("\n")
2390
- );
2391
- }
2392
- })();
2527
+ var validateEntryProtectionAtArrival = ({
2528
+ direction,
2529
+ signalPrice,
2530
+ bid,
2531
+ ask,
2532
+ arrivalMid,
2533
+ takeProfits,
2534
+ stopLossPrice
2535
+ }) => {
2536
+ const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
2537
+ const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
2538
+ if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
2539
+ throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
2393
2540
  }
2394
- await state.pluginsLoadPromise;
2541
+ for (const takeProfit of takeProfits) {
2542
+ if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
2543
+ throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
2544
+ }
2545
+ }
2546
+ if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
2547
+ throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
2548
+ }
2549
+ };
2550
+ var createEntrySubmissionValidation = ({
2551
+ connector,
2552
+ symbol,
2553
+ direction,
2554
+ takeProfits,
2555
+ stopLossPrice,
2556
+ limits,
2557
+ onValidated
2558
+ }) => {
2559
+ if (!limits) return void 0;
2560
+ if (!connector.capabilities?.orderSubmissionValidation)
2561
+ throw new EntrySubmissionValidationError(
2562
+ "ENTRY_SUBMISSION_VALIDATION_UNSUPPORTED"
2563
+ );
2564
+ return async ({ qty, executionPrice }) => {
2565
+ const simulated = Reflect.get(connector, "__tradejsTestConnector") === true;
2566
+ const snapshot2 = simulated && executionPrice != null ? {
2567
+ arrivalSnapshotTime: Date.now(),
2568
+ arrivalSource: "simulation",
2569
+ bid: executionPrice,
2570
+ ask: executionPrice,
2571
+ arrivalMid: executionPrice,
2572
+ spreadBps: 0
2573
+ } : await getOrderArrivalSnapshot({
2574
+ connector,
2575
+ symbol,
2576
+ requireTimestamp: true
2577
+ });
2578
+ const age = Date.now() - snapshot2.arrivalSnapshotTime;
2579
+ if (snapshot2.bid == null || snapshot2.ask == null || !Number.isFinite(snapshot2.bid) || !Number.isFinite(snapshot2.ask) || snapshot2.bid <= 0 || snapshot2.ask < snapshot2.bid)
2580
+ throw new EntrySubmissionValidationError(
2581
+ "ENTRY_QUOTE_UNAVAILABLE_AT_SUBMISSION"
2582
+ );
2583
+ if (!Number.isFinite(age) || age < -MAX_ENTRY_QUOTE_AGE_MS || age > MAX_ENTRY_QUOTE_AGE_MS)
2584
+ throw new EntrySubmissionValidationError(
2585
+ "ENTRY_QUOTE_STALE_AT_SUBMISSION"
2586
+ );
2587
+ const price = direction === "LONG" ? snapshot2.ask : snapshot2.bid;
2588
+ validateEntryProtectionAtArrival({
2589
+ direction,
2590
+ signalPrice: price,
2591
+ bid: snapshot2.bid,
2592
+ ask: snapshot2.ask,
2593
+ arrivalMid: snapshot2.arrivalMid,
2594
+ takeProfits,
2595
+ stopLossPrice
2596
+ });
2597
+ const prices = takeProfits.map((tp) => tp.price);
2598
+ const economics2 = validateEntryExecution({
2599
+ direction,
2600
+ price,
2601
+ qty,
2602
+ stopLossPrice,
2603
+ takeProfitPrice: direction === "LONG" ? Math.max(...prices) : Math.min(...prices),
2604
+ limits
2605
+ });
2606
+ if (economics2.belowMinimumNetRiskRatio) {
2607
+ import_logger3.logger.warn(
2608
+ "entry submission warning: %s %s ENTRY_RR_BELOW_MIN_AT_SUBMISSION (RR %s, threshold %s)",
2609
+ symbol,
2610
+ direction,
2611
+ economics2.netRiskRatio,
2612
+ limits.minimumNetRiskRatio
2613
+ );
2614
+ }
2615
+ onValidated?.(snapshot2, economics2);
2616
+ };
2617
+ };
2618
+
2619
+ // src/ai.ts
2620
+ var import_aiLanguages2 = require("@tradejs/core/aiLanguages");
2621
+ var import_redis3 = require("@tradejs/infra/redis");
2622
+
2623
+ // src/strategyAdapters/ai.ts
2624
+ var import_indicators2 = require("@tradejs/core/indicators");
2625
+ var import_aiFeatures = require("@tradejs/core/aiFeatures");
2626
+
2627
+ // src/aiShared.ts
2628
+ var MAX_AI_SERIES_POINTS = 5;
2629
+ var COMPACT_INDICATORS_SNAPSHOT_SYMBOL = /* @__PURE__ */ Symbol.for(
2630
+ "tradejs.indicators.compactSnapshot"
2631
+ );
2632
+ var COMPACT_INDICATORS_SNAPSHOT_KEY = "__tradejsCompactIndicatorsSnapshot";
2633
+ var trimSeriesDeep = (value) => {
2634
+ if (Array.isArray(value)) {
2635
+ const trimmed = value.slice(-MAX_AI_SERIES_POINTS);
2636
+ const isMatrix = trimmed.every((item) => Array.isArray(item));
2637
+ if (isMatrix) {
2638
+ return trimmed;
2639
+ }
2640
+ return trimmed.map(
2641
+ (item) => item && typeof item === "object" ? trimSeriesDeep(item) : item
2642
+ );
2643
+ }
2644
+ if (value && typeof value === "object") {
2645
+ return Object.fromEntries(
2646
+ Object.entries(value).map(([key, nested]) => [
2647
+ key,
2648
+ trimSeriesDeep(nested)
2649
+ ])
2650
+ );
2651
+ }
2652
+ return value;
2653
+ };
2654
+ var buildCompactAiIndicatorsSnapshot = (value) => {
2655
+ const compactSnapshot = value && typeof value === "object" ? value[COMPACT_INDICATORS_SNAPSHOT_SYMBOL] ?? value[COMPACT_INDICATORS_SNAPSHOT_KEY] : void 0;
2656
+ if (typeof compactSnapshot === "function") {
2657
+ return compactSnapshot({ limit: MAX_AI_SERIES_POINTS });
2658
+ }
2659
+ return trimSeriesDeep(value);
2660
+ };
2661
+
2662
+ // src/aiMarketContext.ts
2663
+ var toRecord = (value) => {
2664
+ if (!value || typeof value !== "object" || Array.isArray(value)) {
2665
+ return null;
2666
+ }
2667
+ return value;
2668
+ };
2669
+ var toFiniteNumber = (value) => {
2670
+ const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
2671
+ return Number.isFinite(numeric) ? numeric : null;
2672
+ };
2673
+ var roundTo = (value, decimals) => {
2674
+ const factor = 10 ** decimals;
2675
+ return Math.round(value * factor) / factor;
2676
+ };
2677
+ var buildMissingSpreadContext = () => ({
2678
+ source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
2679
+ indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
2680
+ available: false,
2681
+ value: null,
2682
+ zScore: null,
2683
+ bps: null,
2684
+ absBps: null,
2685
+ bias: null,
2686
+ severity: null
2687
+ });
2688
+ var buildSpreadContextFromSignal = (signal) => {
2689
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2690
+ const relative = toRecord(baseContext?.relative);
2691
+ const execution = toRecord(relative?.execution);
2692
+ const spread = toFiniteNumber(execution?.venueSpread);
2693
+ const zScore = toFiniteNumber(execution?.venueSpreadZScore);
2694
+ if (spread == null) {
2695
+ return buildMissingSpreadContext();
2696
+ }
2697
+ const value = roundTo(spread, 8);
2698
+ const bps = roundTo(value * 1e4, 2);
2699
+ const absBps = Math.abs(bps);
2700
+ const bias = absBps < 1 ? "flat" : bps > 0 ? "coinbase_premium" : "binance_premium";
2701
+ const severity = absBps >= 20 ? "wide" : absBps >= 5 ? "elevated" : "normal";
2702
+ return {
2703
+ source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
2704
+ indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
2705
+ available: true,
2706
+ value,
2707
+ zScore,
2708
+ bps,
2709
+ absBps,
2710
+ bias,
2711
+ severity
2712
+ };
2713
+ };
2714
+ var buildTrueDeltaContextFromSignal = (signal) => {
2715
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2716
+ const participation = toRecord(baseContext?.participation);
2717
+ const delta = toRecord(participation?.delta);
2718
+ const source = String(delta?.source ?? "");
2719
+ const isTrueDeltaSource = source === "kline_taker_volume" || source === "agg_trades" || source === "trades";
2720
+ if (!delta || !isTrueDeltaSource) {
2721
+ return {
2722
+ source: source || null,
2723
+ available: false,
2724
+ buyPressurePct: null,
2725
+ buyVolume: null,
2726
+ sellVolume: null,
2727
+ netDelta: null,
2728
+ deltaPct: null,
2729
+ signedVolumeZScore: null
2730
+ };
2731
+ }
2732
+ return {
2733
+ source,
2734
+ available: true,
2735
+ buyPressurePct: toFiniteNumber(delta.buyPressurePct),
2736
+ buyVolume: toFiniteNumber(delta.buyVolume),
2737
+ sellVolume: toFiniteNumber(delta.sellVolume),
2738
+ netDelta: toFiniteNumber(delta.netDelta),
2739
+ deltaPct: toFiniteNumber(delta.deltaPct),
2740
+ signedVolumeZScore: toFiniteNumber(delta.signedVolumeZScore)
2741
+ };
2742
+ };
2743
+ var buildTradeFlowContextFromSignal = (signal) => {
2744
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2745
+ const participation = toRecord(baseContext?.participation);
2746
+ const tradeFlow = toRecord(participation?.tradeFlow);
2747
+ if (!tradeFlow) {
2748
+ return {
2749
+ source: null,
2750
+ available: false,
2751
+ interval: null,
2752
+ stale: null,
2753
+ trades: null,
2754
+ buyPressurePct: null,
2755
+ netBaseDelta: null,
2756
+ netQuoteDelta: null
2757
+ };
2758
+ }
2759
+ return {
2760
+ source: String(tradeFlow.source ?? ""),
2761
+ available: true,
2762
+ interval: String(tradeFlow.interval ?? ""),
2763
+ stale: typeof tradeFlow.stale === "boolean" ? tradeFlow.stale : null,
2764
+ trades: toFiniteNumber(tradeFlow.trades),
2765
+ buyPressurePct: toFiniteNumber(tradeFlow.buyPressurePct),
2766
+ netBaseDelta: toFiniteNumber(tradeFlow.netBaseDelta),
2767
+ netQuoteDelta: toFiniteNumber(tradeFlow.netQuoteDelta)
2768
+ };
2769
+ };
2770
+ var buildMarketBreadthContextFromSignal = (signal) => {
2771
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2772
+ const relative = toRecord(baseContext?.relative);
2773
+ const breadth = toRecord(relative?.marketBreadth);
2774
+ if (!breadth) {
2775
+ return {
2776
+ source: null,
2777
+ available: false,
2778
+ universe: null,
2779
+ interval: null,
2780
+ stale: null,
2781
+ symbolsCount: null,
2782
+ advanceDeclineRatio: null,
2783
+ pctAboveMa20: null,
2784
+ pctAboveMa50: null,
2785
+ equalWeightedReturn: null,
2786
+ volumeWeightedReturn: null,
2787
+ dispersion: null
2788
+ };
2789
+ }
2790
+ return {
2791
+ source: String(breadth.source ?? ""),
2792
+ available: true,
2793
+ universe: String(breadth.universe ?? ""),
2794
+ interval: String(breadth.interval ?? ""),
2795
+ stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
2796
+ symbolsCount: toFiniteNumber(breadth.symbolsCount),
2797
+ advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
2798
+ pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
2799
+ pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
2800
+ equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
2801
+ volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
2802
+ dispersion: toFiniteNumber(breadth.dispersion)
2803
+ };
2804
+ };
2805
+ var buildMarketBreadthsContextFromSignal = (signal) => {
2806
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2807
+ const relative = toRecord(baseContext?.relative);
2808
+ const breadths = toRecord(relative?.marketBreadths);
2809
+ const build = (key) => {
2810
+ const breadth = toRecord(breadths?.[key]);
2811
+ if (!breadth) {
2812
+ return {
2813
+ source: null,
2814
+ available: false,
2815
+ universe: null,
2816
+ interval: null,
2817
+ stale: null,
2818
+ symbolsCount: null,
2819
+ advanceDeclineRatio: null,
2820
+ pctAboveMa20: null,
2821
+ pctAboveMa50: null,
2822
+ equalWeightedReturn: null,
2823
+ volumeWeightedReturn: null,
2824
+ dispersion: null
2825
+ };
2826
+ }
2827
+ return {
2828
+ source: String(breadth.source ?? ""),
2829
+ available: true,
2830
+ universe: String(breadth.universe ?? ""),
2831
+ interval: String(breadth.interval ?? ""),
2832
+ stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
2833
+ symbolsCount: toFiniteNumber(breadth.symbolsCount),
2834
+ advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
2835
+ pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
2836
+ pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
2837
+ equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
2838
+ volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
2839
+ dispersion: toFiniteNumber(breadth.dispersion)
2840
+ };
2841
+ };
2842
+ return {
2843
+ top5: build("top5"),
2844
+ top10: build("top10"),
2845
+ top30: build("top30"),
2846
+ top50: build("top50"),
2847
+ top100: build("top100")
2848
+ };
2849
+ };
2850
+ var buildTargetVsReference = (signal, asset) => {
2851
+ const base = toRecord(signal.additionalIndicators?.baseContext);
2852
+ const relative = toRecord(base?.relative);
2853
+ const target = toRecord(relative?.[`targetVs${asset}`]);
2854
+ return {
2855
+ source: target ? String(target.source ?? "") : null,
2856
+ available: Boolean(target),
2857
+ ratioReturn1h: toFiniteNumber(target?.ratioReturn1h),
2858
+ ratioReturn4h: toFiniteNumber(target?.ratioReturn4h),
2859
+ ratioReturn24h: toFiniteNumber(target?.ratioReturn24h),
2860
+ alpha1h: toFiniteNumber(target?.[`alphaVs${asset}1h`]),
2861
+ alpha4h: toFiniteNumber(target?.[`alphaVs${asset}4h`]),
2862
+ alpha24h: toFiniteNumber(target?.[`alphaVs${asset}24h`]),
2863
+ beta: toFiniteNumber(target?.[`betaTo${asset}20`]),
2864
+ correlation: toFiniteNumber(target?.[`correlationTo${asset}20`]),
2865
+ ratioTrend: typeof target?.ratioTrend === "string" ? target.ratioTrend : null
2866
+ };
2867
+ };
2868
+ var buildTargetVsBtcContextFromSignal = (signal) => {
2869
+ const { alpha1h, alpha4h, alpha24h, beta, correlation, ...shared } = buildTargetVsReference(signal, "Btc");
2870
+ return {
2871
+ ...shared,
2872
+ alphaVsBtc1h: alpha1h,
2873
+ alphaVsBtc4h: alpha4h,
2874
+ alphaVsBtc24h: alpha24h,
2875
+ betaToBtc20: beta,
2876
+ correlationToBtc20: correlation
2877
+ };
2878
+ };
2879
+ var buildTargetVsEthContextFromSignal = (signal) => {
2880
+ const { alpha1h, alpha4h, alpha24h, beta, correlation, ...shared } = buildTargetVsReference(signal, "Eth");
2881
+ return {
2882
+ ...shared,
2883
+ alphaVsEth1h: alpha1h,
2884
+ alphaVsEth4h: alpha4h,
2885
+ alphaVsEth24h: alpha24h,
2886
+ betaToEth20: beta,
2887
+ correlationToEth20: correlation
2888
+ };
2889
+ };
2890
+ var buildBtcAltRegimeContextFromSignal = (signal) => {
2891
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2892
+ const relative = toRecord(baseContext?.relative);
2893
+ const btcAltRegime = toRecord(relative?.btcAltRegime);
2894
+ if (!btcAltRegime) {
2895
+ return {
2896
+ source: null,
2897
+ available: false,
2898
+ universe: null,
2899
+ interval: null,
2900
+ stale: null,
2901
+ regime: null,
2902
+ btcReturn24h: null,
2903
+ altBasketReturn24h: null,
2904
+ btcVsAltReturn24h: null,
2905
+ btcTurnoverShare24h: null,
2906
+ btcTurnoverShareChange24h: null,
2907
+ altVolToBtcVol24h: null,
2908
+ altDispersion24h: null
2909
+ };
2910
+ }
2911
+ return {
2912
+ source: String(btcAltRegime.source ?? ""),
2913
+ available: true,
2914
+ universe: String(btcAltRegime.universe ?? ""),
2915
+ interval: String(btcAltRegime.interval ?? ""),
2916
+ stale: typeof btcAltRegime.stale === "boolean" ? btcAltRegime.stale : null,
2917
+ regime: typeof btcAltRegime.regime === "string" ? btcAltRegime.regime : null,
2918
+ btcReturn24h: toFiniteNumber(btcAltRegime.btcReturn24h),
2919
+ altBasketReturn24h: toFiniteNumber(btcAltRegime.altBasketReturn24h),
2920
+ btcVsAltReturn24h: toFiniteNumber(btcAltRegime.btcVsAltReturn24h),
2921
+ btcTurnoverShare24h: toFiniteNumber(btcAltRegime.btcTurnoverShare24h),
2922
+ btcTurnoverShareChange24h: toFiniteNumber(
2923
+ btcAltRegime.btcTurnoverShareChange24h
2924
+ ),
2925
+ altVolToBtcVol24h: toFiniteNumber(btcAltRegime.altVolToBtcVol24h),
2926
+ altDispersion24h: toFiniteNumber(btcAltRegime.altDispersion24h)
2927
+ };
2928
+ };
2929
+ var buildCmcGlobalContextFromSignal = (signal) => {
2930
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2931
+ const relative = toRecord(baseContext?.relative);
2932
+ const cmcGlobal = toRecord(relative?.cmcGlobal);
2933
+ if (!cmcGlobal) {
2934
+ return {
2935
+ source: null,
2936
+ available: false,
2937
+ interval: null,
2938
+ asOfTs: null,
2939
+ stale: null,
2940
+ totalMarketCapUsd: null,
2941
+ totalVolumeUsd: null,
2942
+ totalVolumeReportedUsd: null,
2943
+ altMarketCapUsd: null,
2944
+ altVolumeUsd: null,
2945
+ altVolumeReportedUsd: null,
2946
+ btcDominancePct: null,
2947
+ ethDominancePct: null,
2948
+ btcDominanceChange24hPct: null,
2949
+ ethDominanceChange24hPct: null,
2950
+ altMarketCapChange24hPct: null,
2951
+ altVolumeChange24hPct: null,
2952
+ activeCryptocurrencies: null,
2953
+ activeExchanges: null,
2954
+ activeMarketPairs: null,
2955
+ altLiquidityRegime: null
2956
+ };
2957
+ }
2958
+ return {
2959
+ source: String(cmcGlobal.source ?? ""),
2960
+ available: true,
2961
+ interval: typeof cmcGlobal.interval === "string" ? cmcGlobal.interval : null,
2962
+ asOfTs: toFiniteNumber(cmcGlobal.asOfTs),
2963
+ stale: typeof cmcGlobal.stale === "boolean" ? cmcGlobal.stale : null,
2964
+ totalMarketCapUsd: toFiniteNumber(cmcGlobal.totalMarketCapUsd),
2965
+ totalVolumeUsd: toFiniteNumber(cmcGlobal.totalVolumeUsd),
2966
+ totalVolumeReportedUsd: toFiniteNumber(cmcGlobal.totalVolumeReportedUsd),
2967
+ altMarketCapUsd: toFiniteNumber(cmcGlobal.altMarketCapUsd),
2968
+ altVolumeUsd: toFiniteNumber(cmcGlobal.altVolumeUsd),
2969
+ altVolumeReportedUsd: toFiniteNumber(cmcGlobal.altVolumeReportedUsd),
2970
+ btcDominancePct: toFiniteNumber(cmcGlobal.btcDominancePct),
2971
+ ethDominancePct: toFiniteNumber(cmcGlobal.ethDominancePct),
2972
+ btcDominanceChange24hPct: toFiniteNumber(
2973
+ cmcGlobal.btcDominanceChange24hPct
2974
+ ),
2975
+ ethDominanceChange24hPct: toFiniteNumber(
2976
+ cmcGlobal.ethDominanceChange24hPct
2977
+ ),
2978
+ altMarketCapChange24hPct: toFiniteNumber(
2979
+ cmcGlobal.altMarketCapChange24hPct
2980
+ ),
2981
+ altVolumeChange24hPct: toFiniteNumber(cmcGlobal.altVolumeChange24hPct),
2982
+ activeCryptocurrencies: toFiniteNumber(cmcGlobal.activeCryptocurrencies),
2983
+ activeExchanges: toFiniteNumber(cmcGlobal.activeExchanges),
2984
+ activeMarketPairs: toFiniteNumber(cmcGlobal.activeMarketPairs),
2985
+ altLiquidityRegime: typeof cmcGlobal.altLiquidityRegime === "string" ? cmcGlobal.altLiquidityRegime : null
2986
+ };
2987
+ };
2988
+ var buildCmcReferenceAssetsContextFromSignal = (signal) => {
2989
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
2990
+ const relative = toRecord(baseContext?.relative);
2991
+ const cmcReferenceAssets = toRecord(relative?.cmcReferenceAssets);
2992
+ if (!cmcReferenceAssets) {
2993
+ return {
2994
+ source: null,
2995
+ available: false,
2996
+ interval: null,
2997
+ asOfTs: null,
2998
+ stale: null,
2999
+ btcMarketCapUsd: null,
3000
+ ethMarketCapUsd: null,
3001
+ btcVolumeUsd: null,
3002
+ ethVolumeUsd: null,
3003
+ btcVolumeToMarketCap: null,
3004
+ ethVolumeToMarketCap: null,
3005
+ ethBtcMarketCapRatio: null,
3006
+ ethBtcMarketCapRatioChange24hPct: null,
3007
+ ethVsBtcVolumeRatio: null,
3008
+ referenceLiquidityRegime: null
3009
+ };
3010
+ }
3011
+ return {
3012
+ source: String(cmcReferenceAssets.source ?? ""),
3013
+ available: true,
3014
+ interval: typeof cmcReferenceAssets.interval === "string" ? cmcReferenceAssets.interval : null,
3015
+ asOfTs: toFiniteNumber(cmcReferenceAssets.asOfTs),
3016
+ stale: typeof cmcReferenceAssets.stale === "boolean" ? cmcReferenceAssets.stale : null,
3017
+ btcMarketCapUsd: toFiniteNumber(cmcReferenceAssets.btcMarketCapUsd),
3018
+ ethMarketCapUsd: toFiniteNumber(cmcReferenceAssets.ethMarketCapUsd),
3019
+ btcVolumeUsd: toFiniteNumber(cmcReferenceAssets.btcVolumeUsd),
3020
+ ethVolumeUsd: toFiniteNumber(cmcReferenceAssets.ethVolumeUsd),
3021
+ btcVolumeToMarketCap: toFiniteNumber(
3022
+ cmcReferenceAssets.btcVolumeToMarketCap
3023
+ ),
3024
+ ethVolumeToMarketCap: toFiniteNumber(
3025
+ cmcReferenceAssets.ethVolumeToMarketCap
3026
+ ),
3027
+ ethBtcMarketCapRatio: toFiniteNumber(
3028
+ cmcReferenceAssets.ethBtcMarketCapRatio
3029
+ ),
3030
+ ethBtcMarketCapRatioChange24hPct: toFiniteNumber(
3031
+ cmcReferenceAssets.ethBtcMarketCapRatioChange24hPct
3032
+ ),
3033
+ ethVsBtcVolumeRatio: toFiniteNumber(cmcReferenceAssets.ethVsBtcVolumeRatio),
3034
+ referenceLiquidityRegime: typeof cmcReferenceAssets.referenceLiquidityRegime === "string" ? cmcReferenceAssets.referenceLiquidityRegime : null
3035
+ };
2395
3036
  };
2396
- var ensureIndicatorPluginsLoaded = async (cwd = getTradejsProjectCwd()) => ensureStrategyPluginsLoaded(cwd);
2397
- var getStrategyCreator = async (name, cwd = getTradejsProjectCwd(), moduleName) => {
2398
- if (moduleName?.trim()) {
2399
- await ensureStrategyPluginsLoaded(cwd);
2400
- return (await resolveStrategyModuleEntry({ strategyName: name, moduleName, cwd })).creator;
3037
+ var buildCmcExchangeLiquidityContextFromSignal = (signal) => {
3038
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
3039
+ const relative = toRecord(baseContext?.relative);
3040
+ const cmcExchangeLiquidity = toRecord(relative?.cmcExchangeLiquidity);
3041
+ if (!cmcExchangeLiquidity) {
3042
+ return {
3043
+ source: null,
3044
+ available: false,
3045
+ interval: null,
3046
+ asOfTs: null,
3047
+ stale: null,
3048
+ exchangesCount: null,
3049
+ totalVolumeUsd: null,
3050
+ totalVolumeChange24hPct: null,
3051
+ binanceVolumeUsd: null,
3052
+ binanceVolumeShare: null,
3053
+ topExchangeVolumeShare: null,
3054
+ liquidityRegime: null
3055
+ };
2401
3056
  }
2402
- await ensureStrategyPluginsLoaded(cwd);
2403
- const { state } = getStrategyRegistryState(cwd);
2404
- return state.strategyCreators.get(name);
2405
- };
2406
- var getStrategyDefaults = async (name, cwd = getTradejsProjectCwd()) => {
2407
- await ensureStrategyPluginsLoaded(cwd);
2408
- const { state } = getStrategyRegistryState(cwd);
2409
- return state.strategyEntriesMap.get(name)?.defaults;
2410
- };
2411
- var getAvailableStrategyNames = async (cwd = getTradejsProjectCwd()) => {
2412
- await ensureStrategyPluginsLoaded(cwd);
2413
- const { state } = getStrategyRegistryState(cwd);
2414
- return [...state.strategyCreators.keys()].sort((a, b) => a.localeCompare(b));
2415
- };
2416
- var getRegisteredStrategies = (cwd = getTradejsProjectCwd()) => {
2417
- const { state } = getStrategyRegistryState(cwd);
2418
- return Object.fromEntries(state.strategyCreators.entries());
2419
- };
2420
- var getRegisteredManifests = (cwd = getTradejsProjectCwd()) => {
2421
- const { state } = getStrategyRegistryState(cwd);
2422
- return [...state.strategyManifestsMap.values()];
3057
+ return {
3058
+ source: String(cmcExchangeLiquidity.source ?? ""),
3059
+ available: true,
3060
+ interval: typeof cmcExchangeLiquidity.interval === "string" ? cmcExchangeLiquidity.interval : null,
3061
+ asOfTs: toFiniteNumber(cmcExchangeLiquidity.asOfTs),
3062
+ stale: typeof cmcExchangeLiquidity.stale === "boolean" ? cmcExchangeLiquidity.stale : null,
3063
+ exchangesCount: toFiniteNumber(cmcExchangeLiquidity.exchangesCount),
3064
+ totalVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.totalVolumeUsd),
3065
+ totalVolumeChange24hPct: toFiniteNumber(
3066
+ cmcExchangeLiquidity.totalVolumeChange24hPct
3067
+ ),
3068
+ binanceVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeUsd),
3069
+ binanceVolumeShare: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeShare),
3070
+ topExchangeVolumeShare: toFiniteNumber(
3071
+ cmcExchangeLiquidity.topExchangeVolumeShare
3072
+ ),
3073
+ liquidityRegime: typeof cmcExchangeLiquidity.liquidityRegime === "string" ? cmcExchangeLiquidity.liquidityRegime : null
3074
+ };
2423
3075
  };
2424
- var getStrategyManifest = (name, cwd = getTradejsProjectCwd()) => {
2425
- if (!name) {
2426
- return void 0;
3076
+ var buildCmcFearGreedContextFromSignal = (signal) => {
3077
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
3078
+ const relative = toRecord(baseContext?.relative);
3079
+ const cmcFearGreed = toRecord(relative?.cmcFearGreed);
3080
+ if (!cmcFearGreed) {
3081
+ return {
3082
+ source: null,
3083
+ available: false,
3084
+ interval: null,
3085
+ asOfTs: null,
3086
+ stale: null,
3087
+ value: null,
3088
+ valueChange24h: null,
3089
+ valueChange7d: null,
3090
+ classification: null,
3091
+ sentimentRegime: null
3092
+ };
2427
3093
  }
2428
- const { state } = getStrategyRegistryState(cwd);
2429
- return state.strategyManifestsMap.get(name);
2430
- };
2431
- var isKnownStrategy = (name, cwd = getTradejsProjectCwd()) => {
2432
- const { state } = getStrategyRegistryState(cwd);
2433
- return state.strategyCreators.has(name);
3094
+ return {
3095
+ source: String(cmcFearGreed.source ?? ""),
3096
+ available: true,
3097
+ interval: typeof cmcFearGreed.interval === "string" ? cmcFearGreed.interval : null,
3098
+ asOfTs: toFiniteNumber(cmcFearGreed.asOfTs),
3099
+ stale: typeof cmcFearGreed.stale === "boolean" ? cmcFearGreed.stale : null,
3100
+ value: toFiniteNumber(cmcFearGreed.value),
3101
+ valueChange24h: toFiniteNumber(cmcFearGreed.valueChange24h),
3102
+ valueChange7d: toFiniteNumber(cmcFearGreed.valueChange7d),
3103
+ classification: typeof cmcFearGreed.classification === "string" ? cmcFearGreed.classification : null,
3104
+ sentimentRegime: typeof cmcFearGreed.sentimentRegime === "string" ? cmcFearGreed.sentimentRegime : null
3105
+ };
2434
3106
  };
2435
- var registerStrategyEntries = (entries, cwd = getTradejsProjectCwd()) => {
2436
- const { state } = getStrategyRegistryState(cwd);
2437
- const issues = validateStrategyEntries("runtime", entries, state);
2438
- if (issues.length > 0) {
2439
- throw new Error(["Invalid TradeJS plugin catalog:", ...issues].join("\n"));
3107
+ var buildCmcIndexesContextFromSignal = (signal) => {
3108
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
3109
+ const relative = toRecord(baseContext?.relative);
3110
+ const cmcIndexes = toRecord(relative?.cmcIndexes);
3111
+ if (!cmcIndexes) {
3112
+ return {
3113
+ source: null,
3114
+ available: false,
3115
+ interval: null,
3116
+ asOfTs: null,
3117
+ stale: null,
3118
+ cmc100Value: null,
3119
+ cmc100Change24hPct: null,
3120
+ cmc100TopConstituentSymbol: null,
3121
+ cmc100TopConstituentWeightPct: null,
3122
+ cmc20Value: null,
3123
+ cmc20Change24hPct: null,
3124
+ cmc20TopConstituentSymbol: null,
3125
+ cmc20TopConstituentWeightPct: null,
3126
+ cmc20ToCmc100Ratio: null,
3127
+ cmc20ToCmc100RatioChange24hPct: null,
3128
+ indexRegime: null
3129
+ };
2440
3130
  }
2441
- registerEntries(entries, "runtime", state);
3131
+ return {
3132
+ source: String(cmcIndexes.source ?? ""),
3133
+ available: true,
3134
+ interval: typeof cmcIndexes.interval === "string" ? cmcIndexes.interval : null,
3135
+ asOfTs: toFiniteNumber(cmcIndexes.asOfTs),
3136
+ stale: typeof cmcIndexes.stale === "boolean" ? cmcIndexes.stale : null,
3137
+ cmc100Value: toFiniteNumber(cmcIndexes.cmc100Value),
3138
+ cmc100Change24hPct: toFiniteNumber(cmcIndexes.cmc100Change24hPct),
3139
+ cmc100TopConstituentSymbol: typeof cmcIndexes.cmc100TopConstituentSymbol === "string" ? cmcIndexes.cmc100TopConstituentSymbol : null,
3140
+ cmc100TopConstituentWeightPct: toFiniteNumber(
3141
+ cmcIndexes.cmc100TopConstituentWeightPct
3142
+ ),
3143
+ cmc20Value: toFiniteNumber(cmcIndexes.cmc20Value),
3144
+ cmc20Change24hPct: toFiniteNumber(cmcIndexes.cmc20Change24hPct),
3145
+ cmc20TopConstituentSymbol: typeof cmcIndexes.cmc20TopConstituentSymbol === "string" ? cmcIndexes.cmc20TopConstituentSymbol : null,
3146
+ cmc20TopConstituentWeightPct: toFiniteNumber(
3147
+ cmcIndexes.cmc20TopConstituentWeightPct
3148
+ ),
3149
+ cmc20ToCmc100Ratio: toFiniteNumber(cmcIndexes.cmc20ToCmc100Ratio),
3150
+ cmc20ToCmc100RatioChange24hPct: toFiniteNumber(
3151
+ cmcIndexes.cmc20ToCmc100RatioChange24hPct
3152
+ ),
3153
+ indexRegime: typeof cmcIndexes.indexRegime === "string" ? cmcIndexes.indexRegime : null
3154
+ };
2442
3155
  };
2443
- var resetStrategyRegistryCache = (cwd) => {
2444
- const normalizedCwd = String(cwd ?? "").trim();
2445
- if (!normalizedCwd) {
2446
- registryStateByProjectRoot.clear();
2447
- (0, import_indicators.resetIndicatorRegistryCache)();
2448
- return;
3156
+ var buildReferenceTradeFlowContextFromSignal = (signal) => {
3157
+ const baseContext = toRecord(signal.additionalIndicators?.baseContext);
3158
+ const relative = toRecord(baseContext?.relative);
3159
+ const refs = toRecord(relative?.referenceTradeFlow);
3160
+ const primaryReferenceSymbol = typeof refs?.primaryReferenceSymbol === "string" ? refs.primaryReferenceSymbol : null;
3161
+ const tradeFlowBySymbol = toRecord(refs?.tradeFlowBySymbol);
3162
+ const primaryTradeFlow = primaryReferenceSymbol != null ? toRecord(tradeFlowBySymbol?.[primaryReferenceSymbol]) : null;
3163
+ if (!refs) {
3164
+ return {
3165
+ source: null,
3166
+ available: false,
3167
+ primaryReferenceSymbol: null,
3168
+ referenceSymbols: [],
3169
+ primaryTradeFlowBuyPressurePct: null,
3170
+ primaryTradeFlowStale: null
3171
+ };
2449
3172
  }
2450
- const projectRoot = getTradejsProjectCwd(normalizedCwd);
2451
- registryStateByProjectRoot.delete(projectRoot);
2452
- (0, import_indicators.resetIndicatorRegistryCache)(projectRoot);
3173
+ return {
3174
+ source: String(refs.source ?? ""),
3175
+ available: true,
3176
+ primaryReferenceSymbol,
3177
+ referenceSymbols: Array.isArray(refs.referenceSymbols) ? refs.referenceSymbols.map(String) : [],
3178
+ primaryTradeFlowBuyPressurePct: toFiniteNumber(
3179
+ primaryTradeFlow?.buyPressurePct
3180
+ ),
3181
+ primaryTradeFlowStale: typeof primaryTradeFlow?.stale === "boolean" ? primaryTradeFlow.stale : null
3182
+ };
2453
3183
  };
2454
- var strategies = new Proxy(
2455
- {},
2456
- {
2457
- get: (_target, property) => {
2458
- if (typeof property !== "string") {
2459
- return void 0;
2460
- }
2461
- return getStrategyRegistryState().state.strategyCreators.get(property);
2462
- },
2463
- ownKeys: () => {
2464
- return [...getStrategyRegistryState().state.strategyCreators.keys()];
2465
- },
2466
- getOwnPropertyDescriptor: () => ({
2467
- enumerable: true,
2468
- configurable: true
2469
- })
3184
+ var buildAiMarketContext = (signal) => ({
3185
+ execution: {
3186
+ binanceCoinbaseSpread: buildSpreadContextFromSignal(signal)
3187
+ },
3188
+ participation: {
3189
+ trueDelta: buildTrueDeltaContextFromSignal(signal),
3190
+ tradeFlow: buildTradeFlowContextFromSignal(signal)
3191
+ },
3192
+ relative: {
3193
+ marketBreadth: buildMarketBreadthContextFromSignal(signal),
3194
+ marketBreadths: buildMarketBreadthsContextFromSignal(signal),
3195
+ targetVsBtc: buildTargetVsBtcContextFromSignal(signal),
3196
+ targetVsEth: buildTargetVsEthContextFromSignal(signal),
3197
+ btcAltRegime: buildBtcAltRegimeContextFromSignal(signal),
3198
+ cmcGlobal: buildCmcGlobalContextFromSignal(signal),
3199
+ cmcReferenceAssets: buildCmcReferenceAssetsContextFromSignal(signal),
3200
+ cmcExchangeLiquidity: buildCmcExchangeLiquidityContextFromSignal(signal),
3201
+ cmcFearGreed: buildCmcFearGreedContextFromSignal(signal),
3202
+ cmcIndexes: buildCmcIndexesContextFromSignal(signal),
3203
+ referenceTradeFlow: buildReferenceTradeFlowContextFromSignal(signal)
2470
3204
  }
2471
- );
3205
+ });
2472
3206
 
2473
3207
  // src/strategy/policyProfiles.ts
2474
3208
  var profileMatches = (profile, universe, assetClass) => {
@@ -2570,12 +3304,61 @@ var buildBaseAiPayload = (signal) => {
2570
3304
  };
2571
3305
  };
2572
3306
  var defaultAiAdapter = {};
3307
+ var tickerProfileFeatureIds = new Set(
3308
+ import_aiFeatures.TICKER_PROFILE_AI_FEATURES.map(({ id }) => id)
3309
+ );
2573
3310
  var getStrategyAiAdapter = (strategy, profileId) => getStrategyProfileAiAdapter(getStrategyManifest(strategy), profileId) ?? defaultAiAdapter;
2574
3311
  var getSignalAiAdapter = (signal) => getStrategyAiAdapter(signal.strategy, signal.policyProfileId);
2575
3312
  var buildAiPayloadByStrategy = (signal) => {
2576
3313
  const basePayload = buildBaseAiPayload(signal);
2577
3314
  const adapter = getSignalAiAdapter(signal);
2578
- return adapter.buildPayload?.({ signal, basePayload }) ?? basePayload;
3315
+ const payload = adapter.buildPayload?.({ signal, basePayload }) ?? basePayload;
3316
+ const custom = getStrategyManifest(signal.strategy)?.aiFeatures ?? [];
3317
+ const frozen = signal.aiFeatureReplay?.snapshot;
3318
+ if (frozen) (0, import_aiFeatures.validateAiFeatureSnapshot)(frozen);
3319
+ const tickerProfile = signal.additionalIndicators?.tickerProfile ?? signal.additionalIndicators?.baseContext?.tickerProfile;
3320
+ const hasProfile = Boolean(
3321
+ tickerProfile || frozen?.definitions.some(({ id }) => tickerProfileFeatureIds.has(id))
3322
+ );
3323
+ const indicatorFeatures = (0, import_indicators2.getRegisteredIndicatorEntries)(
3324
+ getTradejsProjectCwd()
3325
+ ).flatMap((entry) => entry.indicator.enabled ? entry.aiFeatures ?? [] : []);
3326
+ const hasPortfolio = Boolean(
3327
+ signal.additionalIndicators?.portfolioContext || frozen?.definitions.some(
3328
+ ({ id }) => import_aiFeatures.PORTFOLIO_AI_FEATURES.some((d) => d.id === id)
3329
+ )
3330
+ );
3331
+ const definitions = [
3332
+ ...hasPortfolio ? import_aiFeatures.PORTFOLIO_AI_FEATURES : [],
3333
+ ...hasProfile ? import_aiFeatures.TICKER_PROFILE_AI_FEATURES : [],
3334
+ ...indicatorFeatures,
3335
+ ...custom
3336
+ ];
3337
+ if (!definitions.length && !signal.aiFeatureReplay?.snapshot) return payload;
3338
+ (0, import_aiFeatures.validateAiFeatureDefinitions)(definitions);
3339
+ if (signal.aiFeatureReplay && !frozen) {
3340
+ throw new Error(
3341
+ "Dataset has no frozen AI features; regenerate the decision-time export"
3342
+ );
3343
+ }
3344
+ if (frozen && JSON.stringify(frozen.definitions) !== JSON.stringify(definitions)) {
3345
+ throw new Error(
3346
+ "AI feature definition changed; regenerate the decision-time export"
3347
+ );
3348
+ }
3349
+ return {
3350
+ ...payload,
3351
+ featureSnapshot: frozen ?? (0, import_aiFeatures.projectAiFeatures)(definitions, {
3352
+ signal: tickerProfile ? {
3353
+ ...signal,
3354
+ additionalIndicators: {
3355
+ ...signal.additionalIndicators,
3356
+ tickerProfile
3357
+ }
3358
+ } : signal,
3359
+ payload
3360
+ })
3361
+ };
2579
3362
  };
2580
3363
  var buildAiSystemPromptAddonByStrategy = (signal) => getSignalAiAdapter(signal).buildSystemPromptAddon?.({ signal }) ?? "";
2581
3364
  var buildAiHumanPromptAddonByStrategy = (signal, payload) => getSignalAiAdapter(signal).buildHumanPromptAddon?.({
@@ -3037,7 +3820,7 @@ var askAI = async (signal, options = {}) => {
3037
3820
  payload
3038
3821
  }
3039
3822
  );
3040
- await (0, import_redis.setData)(import_redis.redisKeys.analysis(symbol, signal.signalId), content);
3823
+ await (0, import_redis3.setData)(import_redis3.redisKeys.analysis(symbol, signal.signalId), content);
3041
3824
  return content;
3042
3825
  };
3043
3826
 
@@ -3089,254 +3872,6 @@ var buildMlPayload = (payload) => {
3089
3872
  };
3090
3873
  };
3091
3874
 
3092
- // src/runtimeJournal.ts
3093
- var import_node_crypto = require("crypto");
3094
- var import_constants = require("@tradejs/core/constants");
3095
- var import_time = require("@tradejs/core/time");
3096
- var import_trade = require("@tradejs/core/trade");
3097
- var import_logger3 = require("@tradejs/infra/logger");
3098
- var import_redis2 = require("@tradejs/infra/redis");
3099
- var now = () => Date.now();
3100
- var toRandomOrderSuffix = () => (0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 12).toLowerCase();
3101
- var calculateClosedPnl = ({
3102
- direction,
3103
- entryPrice,
3104
- exitPrice,
3105
- qty
3106
- }) => {
3107
- const pnl = direction === "LONG" ? (exitPrice - entryPrice) * qty : (entryPrice - exitPrice) * qty;
3108
- return Number.isFinite(pnl) ? pnl : null;
3109
- };
3110
- var createRuntimeOrderId = (strategy) => {
3111
- const prefix = (0, import_trade.createRuntimeOrderLinkPrefix)(strategy);
3112
- if (prefix === "tjs-") {
3113
- return `tjs-${(0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 24).toLowerCase()}`;
3114
- }
3115
- return `${prefix}${toRandomOrderSuffix()}`;
3116
- };
3117
- var recordRuntimeTradeOpen = async (params) => {
3118
- const { userName } = params;
3119
- if (!userName) {
3120
- return null;
3121
- }
3122
- const record = {
3123
- ...params,
3124
- entryCount: 1,
3125
- lastEntryPrice: params.entryPrice,
3126
- lastEntryQty: params.qty,
3127
- lastEntryTimestamp: params.entryTimestamp,
3128
- status: "active",
3129
- currentPrice: params.entryPrice,
3130
- currentPnl: 0,
3131
- closedPnl: null,
3132
- exitPrice: null,
3133
- exitTimestamp: null,
3134
- lastSyncedAt: now()
3135
- };
3136
- const dayKey = (0, import_time.getRuntimeStorageDayKey)(record.entryTimestamp);
3137
- const runtimeScopeId = record.deploymentId ?? record.accountId;
3138
- try {
3139
- await Promise.all([
3140
- (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, record.orderId), record, {
3141
- expire: 0
3142
- }),
3143
- (0, import_redis2.setHashJsonField)(
3144
- import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
3145
- record.orderId,
3146
- record,
3147
- { expire: 0 }
3148
- ),
3149
- (0, import_redis2.setData)(
3150
- import_redis2.redisKeys.runtimeActiveTrade(userName, record.symbol, runtimeScopeId),
3151
- { orderId: record.orderId },
3152
- { expire: 0 }
3153
- )
3154
- ]);
3155
- } catch (error) {
3156
- import_logger3.logger.error(
3157
- "runtime trade open journal failed: %s %s",
3158
- record.symbol,
3159
- error?.message || String(error)
3160
- );
3161
- }
3162
- return record;
3163
- };
3164
- var recordRuntimeTradeIncrease = async (params) => {
3165
- const {
3166
- userName,
3167
- strategy,
3168
- symbol,
3169
- direction,
3170
- resultingQty,
3171
- resultingEntryPrice,
3172
- addedQty,
3173
- addedEntryPrice,
3174
- entryTimestamp,
3175
- fee,
3176
- accountId,
3177
- deploymentId
3178
- } = params;
3179
- if (!userName) {
3180
- return null;
3181
- }
3182
- const existing = await getActiveRuntimeTrade({
3183
- userName,
3184
- symbol,
3185
- accountId,
3186
- deploymentId
3187
- });
3188
- if (!existing || existing.strategy !== strategy || existing.direction !== direction) {
3189
- return null;
3190
- }
3191
- const addedFee = typeof fee === "number" && Number.isFinite(fee) ? fee : 0;
3192
- const openFee = (existing.openFee ?? existing.fee ?? 0) + addedFee;
3193
- const totalFee = (existing.totalFee ?? existing.fee ?? 0) + addedFee;
3194
- const next = {
3195
- ...existing,
3196
- ...params.orderLeverage ? { orderLeverage: params.orderLeverage } : {},
3197
- qty: resultingQty,
3198
- entryPrice: resultingEntryPrice,
3199
- entryCount: Math.max(1, existing.entryCount ?? 1) + 1,
3200
- lastEntryPrice: addedEntryPrice,
3201
- lastEntryQty: addedQty,
3202
- lastEntryTimestamp: entryTimestamp,
3203
- currentPrice: resultingEntryPrice,
3204
- currentPnl: 0,
3205
- fee: openFee,
3206
- openFee,
3207
- totalFee,
3208
- lastSyncedAt: now()
3209
- };
3210
- const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
3211
- try {
3212
- await Promise.all([
3213
- (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, existing.orderId), next, {
3214
- expire: 0
3215
- }),
3216
- (0, import_redis2.setHashJsonField)(
3217
- import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
3218
- existing.orderId,
3219
- next,
3220
- { expire: 0 }
3221
- )
3222
- ]);
3223
- } catch (error) {
3224
- import_logger3.logger.error(
3225
- "runtime trade increase journal failed: %s %s",
3226
- symbol,
3227
- error?.message || String(error)
3228
- );
3229
- }
3230
- return next;
3231
- };
3232
- var getActiveRuntimeTrade = async (params) => {
3233
- const { userName, symbol, accountId, deploymentId } = params;
3234
- if (!userName) {
3235
- return null;
3236
- }
3237
- const activeRef = await (0, import_redis2.getData)(
3238
- import_redis2.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId),
3239
- null
3240
- );
3241
- const orderId = String(activeRef?.orderId || "").trim();
3242
- if (!orderId) {
3243
- return null;
3244
- }
3245
- const existing = await (0, import_redis2.getData)(
3246
- import_redis2.redisKeys.runtimeTrade(userName, orderId),
3247
- null
3248
- );
3249
- if (!existing || existing.status !== "active") {
3250
- await (0, import_redis2.delKey)(
3251
- import_redis2.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId)
3252
- );
3253
- return null;
3254
- }
3255
- return existing;
3256
- };
3257
- var markRuntimeTradeClosed = async (params) => {
3258
- const {
3259
- userName,
3260
- symbol,
3261
- strategy,
3262
- exitPrice,
3263
- exitTimestamp,
3264
- closedPnl,
3265
- exitType,
3266
- accountId,
3267
- deploymentId
3268
- } = params;
3269
- if (!userName) {
3270
- return null;
3271
- }
3272
- const existing = await getActiveRuntimeTrade({
3273
- userName,
3274
- symbol,
3275
- accountId,
3276
- deploymentId
3277
- });
3278
- if (!existing) {
3279
- return null;
3280
- }
3281
- const orderId = existing.orderId;
3282
- if (strategy && existing.strategy !== strategy) {
3283
- return null;
3284
- }
3285
- const resolvedExitPrice = typeof exitPrice === "number" && Number.isFinite(exitPrice) ? exitPrice : existing.currentPrice ?? existing.entryPrice;
3286
- const resolvedClosedPnl = typeof closedPnl === "number" && Number.isFinite(closedPnl) ? closedPnl : typeof resolvedExitPrice === "number" && Number.isFinite(resolvedExitPrice) ? calculateClosedPnl({
3287
- direction: existing.direction,
3288
- entryPrice: existing.entryPrice,
3289
- exitPrice: resolvedExitPrice,
3290
- qty: existing.qty
3291
- }) : existing.closedPnl ?? existing.currentPnl ?? null;
3292
- const next = {
3293
- ...existing,
3294
- status: "closed",
3295
- currentPrice: resolvedExitPrice,
3296
- currentPnl: resolvedClosedPnl,
3297
- closedPnl: resolvedClosedPnl,
3298
- exitPrice: resolvedExitPrice,
3299
- exitTimestamp: typeof exitTimestamp === "number" && Number.isFinite(exitTimestamp) ? exitTimestamp : now(),
3300
- exitType: exitType ?? existing.exitType ?? null,
3301
- lastSyncedAt: now()
3302
- };
3303
- const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
3304
- const closeDayKey = (0, import_time.getRuntimeStorageDayKey)(next.exitTimestamp);
3305
- try {
3306
- await Promise.all([
3307
- (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, orderId), next, {
3308
- expire: import_constants.TTL_1M
3309
- }),
3310
- (0, import_redis2.setHashJsonField)(
3311
- import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
3312
- orderId,
3313
- next,
3314
- { expire: import_constants.TTL_1M }
3315
- ),
3316
- (0, import_redis2.setHashJsonField)(
3317
- import_redis2.redisKeys.runtimeClosedTradeBucket(userName, closeDayKey),
3318
- orderId,
3319
- next,
3320
- { expire: import_constants.TTL_1M }
3321
- ),
3322
- (0, import_redis2.delKey)(
3323
- import_redis2.redisKeys.runtimeActiveTrade(
3324
- userName,
3325
- symbol,
3326
- deploymentId ?? accountId
3327
- )
3328
- )
3329
- ]);
3330
- } catch (error) {
3331
- import_logger3.logger.error(
3332
- "runtime trade close journal failed: %s %s",
3333
- symbol,
3334
- error?.message || String(error)
3335
- );
3336
- }
3337
- return next;
3338
- };
3339
-
3340
3875
  // src/strategyHelpers/marketContextStages.ts
3341
3876
  var import_logger8 = require("@tradejs/infra/logger");
3342
3877
 
@@ -3346,7 +3881,7 @@ var import_logger4 = require("@tradejs/infra/logger");
3346
3881
  var import_strategies = require("@tradejs/core/strategies");
3347
3882
 
3348
3883
  // src/binanceBreadthUniverses.ts
3349
- var import_node_crypto2 = require("crypto");
3884
+ var import_node_crypto3 = require("crypto");
3350
3885
 
3351
3886
  // src/config/binanceBreadthUniverses.json
3352
3887
  var binanceBreadthUniverses_default = {
@@ -3585,7 +4120,7 @@ var BINANCE_BREADTH_UNIVERSE_KEYS = [
3585
4120
  "top50",
3586
4121
  "top100"
3587
4122
  ];
3588
- var fingerprint = (value, length) => (0, import_node_crypto2.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, length);
4123
+ var fingerprint = (value, length) => (0, import_node_crypto3.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, length);
3589
4124
  var normalizeSymbols = (symbols) => symbols.map((symbol) => symbol.trim().toUpperCase()).filter(Boolean);
3590
4125
  var buildBinanceBreadthUniverseSnapshot = ({
3591
4126
  rankedSymbols,
@@ -4609,7 +5144,7 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
4609
5144
  };
4610
5145
 
4611
5146
  // src/strategyHelpers/derivativesContext.ts
4612
- var import_indicators2 = require("@tradejs/core/indicators");
5147
+ var import_indicators3 = require("@tradejs/core/indicators");
4613
5148
  var import_data2 = require("@tradejs/core/data");
4614
5149
  var import_strategies3 = require("@tradejs/core/strategies");
4615
5150
  var import_constants2 = require("@tradejs/core/constants");
@@ -4643,7 +5178,7 @@ var parseLookbackMs = () => {
4643
5178
  };
4644
5179
  var withHourlyFallbackRows = (rowsByInterval) => ({
4645
5180
  "15m": rowsByInterval["15m"] ?? [],
4646
- "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
5181
+ "1h": (0, import_indicators3.buildCoinalyzeHourlyRowsWithFallback)({
4647
5182
  rows15m: rowsByInterval["15m"],
4648
5183
  fallbackRows1h: rowsByInterval["1h"]
4649
5184
  })
@@ -4771,7 +5306,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
4771
5306
  const targetSymbol = normalizeSymbol(signal.symbol);
4772
5307
  const lookbackMs = parseLookbackMs();
4773
5308
  const decisionTimeMs = signal.timestamp + (0, import_data2.intervalToMs)(signal.interval);
4774
- const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
5309
+ const derivativesEndMs = (0, import_indicators3.getLastClosedDerivativesBarStartMs)(
4775
5310
  decisionTimeMs,
4776
5311
  "15m"
4777
5312
  );
@@ -4786,7 +5321,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
4786
5321
  });
4787
5322
  return [
4788
5323
  symbol,
4789
- (0, import_indicators2.buildDerivativesContext)({
5324
+ (0, import_indicators3.buildDerivativesContext)({
4790
5325
  symbol,
4791
5326
  direction: signal.direction,
4792
5327
  timestamp: derivativesEndMs,
@@ -4813,7 +5348,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
4813
5348
  lookbackMs,
4814
5349
  ...params.abortSignal ? { signal: params.abortSignal } : {}
4815
5350
  });
4816
- const context = (0, import_indicators2.buildDerivativesContext)({
5351
+ const context = (0, import_indicators3.buildDerivativesContext)({
4817
5352
  symbol: targetSymbol,
4818
5353
  direction: signal.direction,
4819
5354
  timestamp: derivativesEndMs,
@@ -4861,7 +5396,7 @@ var import_hyperliquidWhales2 = require("@tradejs/infra/timescale/hyperliquidWha
4861
5396
  var import_logger7 = require("@tradejs/infra/logger");
4862
5397
 
4863
5398
  // src/hyperliquidWhaleUniverse.ts
4864
- var import_node_crypto3 = require("crypto");
5399
+ var import_node_crypto4 = require("crypto");
4865
5400
 
4866
5401
  // src/config/hyperliquidPerpUniverse.json
4867
5402
  var hyperliquidPerpUniverse_default = {
@@ -5033,7 +5568,7 @@ var hyperliquidWhales_default = {
5033
5568
  };
5034
5569
 
5035
5570
  // src/hyperliquidWhaleUniverse.ts
5036
- var fingerprint2 = (value) => (0, import_node_crypto3.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, 16);
5571
+ var fingerprint2 = (value) => (0, import_node_crypto4.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, 16);
5037
5572
  var validateUnique = (values, label) => {
5038
5573
  if (new Set(values).size !== values.length) {
5039
5574
  throw new Error(`Hyperliquid ${label} snapshot contains duplicates`);
@@ -5520,6 +6055,7 @@ var enrichSignalWithMarketContextStages = async ({
5520
6055
  })
5521
6056
  });
5522
6057
  }
6058
+ await enrichSignalWithTickerProfile(signal);
5523
6059
  const results = [];
5524
6060
  for (const stage of stages) {
5525
6061
  if (abortSignal?.aborted) break;
@@ -5567,12 +6103,12 @@ var findReplayAiAnalysis = ({
5567
6103
  direction,
5568
6104
  ai
5569
6105
  }) => {
5570
- const snapshots = ai?.replayAnalyses;
5571
- if (!Array.isArray(snapshots) || !snapshots.length) {
6106
+ const snapshots2 = ai?.replayAnalyses;
6107
+ if (!Array.isArray(snapshots2) || !snapshots2.length) {
5572
6108
  return void 0;
5573
6109
  }
5574
6110
  let best = null;
5575
- for (const snapshot2 of snapshots) {
6111
+ for (const snapshot2 of snapshots2) {
5576
6112
  if (snapshot2.symbol !== signal.symbol || snapshot2.direction !== direction || snapshot2.strategy && snapshot2.strategy !== signal.strategy) {
5577
6113
  continue;
5578
6114
  }
@@ -5732,7 +6268,9 @@ var executeEntryOrder = async ({
5732
6268
  beforePlaceOrder,
5733
6269
  recordRuntimeTrade = true,
5734
6270
  leverage,
5735
- executionLimits
6271
+ executionLimits,
6272
+ markPortfolioSubmitted,
6273
+ rejectPortfolioSubmission
5736
6274
  }) => {
5737
6275
  await beforePlaceOrder?.();
5738
6276
  const previousPosition = positionIntent === "increase" ? await connector.getPosition(symbol) : null;
@@ -5805,7 +6343,13 @@ var executeEntryOrder = async ({
5805
6343
  ...typeof leverage === "number" && Number.isFinite(leverage) ? { leverage } : {},
5806
6344
  orderId,
5807
6345
  signal,
5808
- ...beforeSubmit ? { beforeSubmit } : {}
6346
+ ...rejectPortfolioSubmission ? { onRejected: rejectPortfolioSubmission } : {},
6347
+ ...beforeSubmit || markPortfolioSubmitted ? {
6348
+ beforeSubmit: async (context) => {
6349
+ await beforeSubmit?.(context);
6350
+ await markPortfolioSubmitted?.(context.qty);
6351
+ }
6352
+ } : {}
5809
6353
  });
5810
6354
  const orderAckTime = Date.now();
5811
6355
  const placedQty = typeof signal.orderQty === "number" && Number.isFinite(signal.orderQty) && signal.orderQty > 0 ? signal.orderQty : qty;
@@ -6793,7 +7337,7 @@ var handleProtectDecision = async ({
6793
7337
  }
6794
7338
  return decision.code;
6795
7339
  };
6796
- var executeEntryDecision = async ({
7340
+ var executeAdmittedEntryDecision = async ({
6797
7341
  connector,
6798
7342
  symbol,
6799
7343
  decision,
@@ -6807,7 +7351,9 @@ var executeEntryDecision = async ({
6807
7351
  ai,
6808
7352
  recordRuntimeJournal,
6809
7353
  invokeStageHooks,
6810
- notifyRuntimeError
7354
+ notifyRuntimeError,
7355
+ markPortfolioSubmitted,
7356
+ rejectPortfolioSubmission
6811
7357
  }) => {
6812
7358
  const signal = decision.signal;
6813
7359
  const beforePlaceOrder = async () => {
@@ -6854,6 +7400,8 @@ var executeEntryDecision = async ({
6854
7400
  ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {},
6855
7401
  signal,
6856
7402
  beforePlaceOrder,
7403
+ markPortfolioSubmitted,
7404
+ rejectPortfolioSubmission,
6857
7405
  recordRuntimeTrade: recordRuntimeJournal,
6858
7406
  executionLimits: resolveEntryExecutionLimits(
6859
7407
  hookCtx.strategyConfig,
@@ -6994,6 +7542,37 @@ var executeEntryDecision = async ({
6994
7542
  }
6995
7543
  return signal ?? decision.code;
6996
7544
  };
7545
+ async function executeEntryDecision(params) {
7546
+ if (!params.portfolio) return executeAdmittedEntryDecision(params);
7547
+ const { decision, portfolio } = params;
7548
+ const signal = decision.signal;
7549
+ if (!signal || decision.orderPlan.positionIntent === "increase")
7550
+ return "PORTFOLIO_REQUIRES_NEW_SIGNAL_POSITION";
7551
+ signal.orderId ??= createRuntimeOrderId(signal.strategy);
7552
+ const result = await portfolio.submit(
7553
+ params.portfolioTime ?? decision.entryContext.timestamp,
7554
+ {
7555
+ id: signal.orderId,
7556
+ signalId: signal.signalId,
7557
+ strategy: signal.strategy,
7558
+ symbol: params.symbol,
7559
+ direction: decision.entryContext.direction,
7560
+ qty: decision.orderPlan.qty,
7561
+ timestamp: decision.entryContext.timestamp
7562
+ },
7563
+ (markPortfolioSubmitted, rejectPortfolioSubmission) => executeAdmittedEntryDecision({
7564
+ ...params,
7565
+ markPortfolioSubmitted,
7566
+ rejectPortfolioSubmission
7567
+ })
7568
+ );
7569
+ if (result.reason) {
7570
+ signal.orderStatus = "failed";
7571
+ signal.orderFailureReason = result.reason;
7572
+ return signal;
7573
+ }
7574
+ return result.value;
7575
+ }
6997
7576
 
6998
7577
  // src/strategyRuntime.ts
6999
7578
  var cloneWithPropertyDescriptors = (value) => Object.create(
@@ -7021,6 +7600,7 @@ var createStrategyRuntime = ({
7021
7600
  };
7022
7601
  const creator = async ({
7023
7602
  userName,
7603
+ connectorName,
7024
7604
  config: baseConfig,
7025
7605
  symbol,
7026
7606
  universe: requestedUniverse,
@@ -7059,6 +7639,17 @@ var createStrategyRuntime = ({
7059
7639
  const projectConfig = await loadTradejsConfig(projectRoot);
7060
7640
  const projectHooks = projectConfig.hooks;
7061
7641
  const env = String(config.ENV ?? "BACKTEST");
7642
+ const portfolio = getPortfolioRuntime({
7643
+ connectorName,
7644
+ value: baseConfig?.PORTFOLIO_POLICY ?? config.PORTFOLIO_POLICY,
7645
+ strategy: strategyName,
7646
+ connector,
7647
+ env,
7648
+ userName,
7649
+ accountId,
7650
+ deploymentId
7651
+ });
7652
+ const portfolioContext = portfolio ? (now2) => isRuntimeOrderExecutionEnabled({ config, env, connector }) ? portfolio.tick(now2) : portfolio.context(now2) : void 0;
7062
7653
  const researchPolicyValue = baseConfig?.RESEARCH_ENTRY_POLICY ?? config.RESEARCH_ENTRY_POLICY;
7063
7654
  const researchEntryPolicy = researchPolicyValue == null ? void 0 : parseResearchEntryPolicy(researchPolicyValue);
7064
7655
  if (researchEntryPolicy && (env !== "BACKTEST" || Reflect.get(connector, "__tradejsTestConnector") !== true))
@@ -7357,6 +7948,20 @@ var createStrategyRuntime = ({
7357
7948
  interval: decisionInterval
7358
7949
  }) => {
7359
7950
  if (!baseContext) return void 0;
7951
+ const profileSource = strategyManifest?.contextRequirements?.tickerProfiles;
7952
+ if (profileSource) {
7953
+ const profile = await loadTickerProfileContext({
7954
+ ...profileSource,
7955
+ projectRoot,
7956
+ symbol: decisionSymbol,
7957
+ timestamp: candle.timestamp
7958
+ });
7959
+ if (!profile)
7960
+ throw new Error(
7961
+ "Required ticker profile is unavailable at decision time"
7962
+ );
7963
+ baseContext = withTickerProfile(baseContext, profile);
7964
+ }
7360
7965
  if (!coreContextRequirements.has("hyperliquidWhales")) {
7361
7966
  return baseContext;
7362
7967
  }
@@ -7524,6 +8129,8 @@ var createStrategyRuntime = ({
7524
8129
  runtime: pending2.runtime
7525
8130
  });
7526
8131
  return executeEntryDecision({
8132
+ portfolio,
8133
+ portfolioTime: env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now(),
7527
8134
  connector,
7528
8135
  symbol,
7529
8136
  decision: pending2.decision,
@@ -7541,6 +8148,10 @@ var createStrategyRuntime = ({
7541
8148
  });
7542
8149
  };
7543
8150
  const runWithDecisionOverride = async (candle, btcCandle, options = {}) => {
8151
+ if (portfolioContext)
8152
+ await portfolioContext(
8153
+ env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now()
8154
+ );
7544
8155
  appendCurrentMarketData(candle, btcCandle, options.ethCandle);
7545
8156
  const ethCandle = resolveEthCandle(candle, options.ethCandle);
7546
8157
  indicatorsState.setCurrentBar(candle, btcCandle, ethCandle);
@@ -7711,6 +8322,13 @@ var createStrategyRuntime = ({
7711
8322
  });
7712
8323
  const signal = decision.signal;
7713
8324
  if (signal) {
8325
+ if (portfolio)
8326
+ signal.additionalIndicators = {
8327
+ ...signal.additionalIndicators,
8328
+ portfolioContext: await portfolioContext(
8329
+ env === "BACKTEST" || env === "PARITY" ? decision.entryContext.timestamp : Date.now()
8330
+ )
8331
+ };
7714
8332
  if (runtimeLineage) signal.runtimeLineage = runtimeLineage;
7715
8333
  if (universe) signal.universe = universe;
7716
8334
  if (assetClass) signal.assetClass = assetClass;
@@ -7950,6 +8568,8 @@ var createStrategyRuntime = ({
7950
8568
  });
7951
8569
  }
7952
8570
  return executeEntryDecision({
8571
+ portfolio,
8572
+ portfolioTime: env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now(),
7953
8573
  connector,
7954
8574
  symbol,
7955
8575
  decision,