@tradejs/node 3.1.29-beta.290 → 3.1.29-beta.292

package/dist/backtest.js

@@ -795,1647 +795,2425 @@ module.exports = __toCommonJS(backtest_exports);
 __reExport(backtest_exports, require("@tradejs/core/backtest"), module.exports);
 
 // src/testing.ts
-var import_indicators3 = require("@tradejs/core/indicators");
+var import_indicators4 = require("@tradejs/core/indicators");
 var import_constants9 = require("@tradejs/core/constants");
 var import_strategies7 = require("@tradejs/core/strategies");
 var import_time3 = require("@tradejs/core/time");
 var import_logger15 = require("@tradejs/infra/logger");
 
-// src/strategyRuntime.ts
-var import_jev6 = require("@tradejs/core/jev");
+// src/strategy/portfolioRuntime.ts
+var import_node_crypto2 = require("crypto");
+var import_portfolio2 = require("@tradejs/core/portfolio");
+var import_redis2 = require("@tradejs/infra/redis");
 
-// src/jev.ts
-var import_promises = __toESM(require("fs/promises"));
-var import_node_path = __toESM(require("path"));
-var import_jev4 = require("@tradejs/core/jev");
-var import_jev5 = require("@tradejs/infra/jev");
-var import_userSettings = require("@tradejs/infra/userSettings");
-init_jevInput();
-init_jevInput();
-init_jevTraining();
-var resolveJevProvider = async (userName) => {
-  const settings = await (0, import_userSettings.getUserSettings)(userName);
-  const provider = {
-    endpoint: settings.JEV_API_ENDPOINT || import_jev4.JEV_PROVIDERS[0].endpoint,
-    model: settings.JEV_MODEL || import_jev4.JEV_PROVIDERS[0].model
-  };
-  (0, import_jev4.parseJevConfig)({ source: "provider", mode: "observe", provider });
-  if (!settings.JEV_API_KEY)
-    throw new Error("Configure the Jev API key in Account settings");
-  return provider;
-};
-var emptyScores = () => Object.fromEntries(import_jev4.JEV_DIMENSIONS.map((key) => [key, null]));
-var pending = /* @__PURE__ */ new Map();
-var pendingResponses = /* @__PURE__ */ new Map();
-var evaluateJevInput = async ({
-  input,
-  config,
-  userName,
-  projectRoot
-}) => {
-  config = (0, import_jev4.parseJevConfig)(config);
-  const inputHash = (0, import_jev5.jevHash)(input);
-  const questions = questionsForJevInput(input);
-  const questionsHash = (0, import_jev5.jevHash)(questions);
-  const base = {
-    questionSet: import_jev4.JEV_QUESTION_SET,
-    schema: "tradejs-signal-assessment/v5",
-    source: config.source,
-    mode: config.mode,
-    inputHash,
-    questionsHash,
-    geometryStatus: input.geometryStatus,
-    levelsValid: typeof input.features["signal.validLevels"] === "boolean" ? input.features["signal.validLevels"] : null
-  };
-  if (!input.questions.length)
-    return {
-      assessment: {
-        ...base,
-        status: "unavailable",
-        model: "",
-        scores: emptyScores(),
-        confidence: emptyScores()
-      }
-    };
-  if (config.source === "local") {
-    const contents = await import_promises.default.readFile(
-      import_node_path.default.resolve(projectRoot, config.modelFile),
-      "utf8"
-    );
-    if ((0, import_jev5.jevFileHash)(contents) !== config.modelSha256)
-      throw new Error("Local Jev gate checksum mismatch");
-    const { validateJevGateModel: validateJevGateModel2 } = await Promise.resolve().then(() => (init_jevTraining(), jevTraining_exports));
-    const model = validateJevGateModel2(JSON.parse(contents));
-    if (model.strategy !== input.strategy || model.questionsHash !== (0, import_jev5.jevHash)(JEV_QUESTIONS))
-      throw new Error("Local Jev gate strategy or question version mismatch");
-    const scores = Object.fromEntries(
-      import_jev4.JEV_DIMENSIONS.map((key) => [
-        key,
-        input.questions.includes(key) && model.trees[key] ? (0, import_jev4.predictJevTree)(model.trees[key], input.features) : null
-      ])
-    );
-    return {
-      assessment: {
-        ...base,
-        status: "available",
-        model: config.modelSha256,
-        scores,
-        confidence: emptyScores()
+// src/portfolio.ts
+var import_portfolio = require("@tradejs/core/portfolio");
+function createPortfolioCoordinator({
+  policy,
+  strategy,
+  store,
+  execution
+}) {
+  const fingerprint3 = (0, import_portfolio.portfolioFingerprint)(policy, strategy);
+  let cache;
+  async function transact(now2, change, force = false) {
+    for (let attempt = 0; attempt < 16; attempt++) {
+      const previous = await store.read();
+      if (previous && previous.fingerprint !== fingerprint3)
+        throw new Error(
+          "Portfolio policy changed under existing state; reconcile the persisted scope before changing configuration"
+        );
+      const base = previous ?? (0, import_portfolio.createPortfolioState)(fingerprint3);
+      const bucket = Math.floor(now2 / policy.observationIntervalMs);
+      const observation = !force && cache?.revision === base.revision && cache.bucket === bucket ? cache.observation : await execution.observe(now2, base.reservations);
+      const reconciled = (0, import_portfolio.reconcilePortfolio)(
+        policy,
+        strategy,
+        base,
+        observation
+      );
+      for (const intent of base.closing) {
+        if (!observation.positions.some(
+          (p) => p.symbol === intent.position.symbol
+        ))
+          await execution.confirmClosed?.(intent, observation.asOf);
       }
-    };
-  }
-  const provider = config.provider ?? await resolveJevProvider(userName);
-  const id = (0, import_jev5.jevHash)({ inputHash, questionsHash, provider });
-  const dir = import_node_path.default.resolve(projectRoot, config.recordsDir ?? "data/ai/jev");
-  const file = import_node_path.default.join(dir, "records", `${id}.json`);
-  const getRecord = async () => {
-    const existing = await (0, import_jev5.readJevArtifact)(file);
-    if (existing) {
-      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))
-        throw new Error("Jev recording identity mismatch");
-      (0, import_jev5.validateJevResponse)(existing.response, input.questions);
-      for (const key of import_jev4.JEV_DIMENSIONS) {
-        const expected = input.questions.includes(key) ? existing.response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null;
-        if (existing.scores[key] !== expected)
-          throw new Error("Jev recording scores do not match the response");
+      const changed = change(reconciled, observation);
+      const next = { ...changed.state, revision: base.revision + 1 };
+      if (await store.compare(previous, next)) {
+        cache = { revision: next.revision, bucket, observation };
+        return { state: next, observation, result: changed.result };
       }
-      return existing;
+      cache = void 0;
     }
-    if (config.source === "recorded")
-      throw new Error(
-        `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.`
+    throw new Error("Portfolio state contention; entry was not submitted");
+  }
+  async function tick(now2, force = false) {
+    const claimed = await transact(
+      now2,
+      (state, observation) => {
+        const commands = (0, import_portfolio.portfolioCloseCommands)(policy, state, observation);
+        return {
+          state: {
+            ...state,
+            closing: state.closing.map(
+              (c) => commands.some((x) => x.intent.positionId === c.positionId) ? { ...c, lastAttemptAt: observation.asOf } : c
+            )
+          },
+          result: commands
+        };
+      },
+      force
+    );
+    for (const command of claimed.result)
+      await execution.close(
+        command.position,
+        command.intent,
+        claimed.observation.asOf
       );
-    const settings = await (0, import_userSettings.getUserSettings)(userName);
-    if (!settings.JEV_API_KEY)
-      throw new Error("Configure the Jev API key in Account settings");
-    const apiKey = settings.JEV_API_KEY;
-    const configuredProvider = await resolveJevProvider(userName);
-    if (configuredProvider.endpoint !== provider.endpoint)
-      throw new Error(
-        "Jev account endpoint changed; update the frozen provider configuration"
+    if (claimed.result.length) {
+      cache = void 0;
+      const refreshed = await transact(
+        now2,
+        (state) => ({ state, result: void 0 }),
+        true
+      );
+      return (0, import_portfolio.buildPortfolioContext)(
+        policy,
+        strategy,
+        refreshed.state,
+        refreshed.observation
       );
-    const started = Date.now();
-    const state = stateForJevInput(input);
-    const responseId = (0, import_jev5.jevHash)({
-      state,
-      questionsHash,
-      provider,
-      user: (0, import_jev5.jevHash)(userName)
-    });
-    const responseFile = import_node_path.default.join(dir, "responses", `${responseId}.json`);
-    let responsePromise = pendingResponses.get(responseFile);
-    if (!responsePromise) {
-      responsePromise = (async () => {
-        const saved = await (0, import_jev5.readJevArtifact)(responseFile);
-        if (saved) return (0, import_jev5.validateJevResponse)(saved, input.questions);
-        const fresh = await (0, import_jev5.requestJev)(provider, apiKey, state, questions);
-        await (0, import_jev5.writeJevArtifact)(responseFile, fresh);
-        return fresh;
-      })();
-      pendingResponses.set(responseFile, responsePromise);
-    }
-    let response;
-    try {
-      response = await responsePromise;
-    } finally {
-      pendingResponses.delete(responseFile);
     }
-    const scores = Object.fromEntries(
-      import_jev4.JEV_DIMENSIONS.map((key) => [
-        key,
-        input.questions.includes(key) ? response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null
-      ])
+    return (0, import_portfolio.buildPortfolioContext)(
+      policy,
+      strategy,
+      claimed.state,
+      claimed.observation
     );
-    const value = {
-      schema: "tradejs-jev-record/v4",
-      id,
-      inputHash,
-      questionsHash,
-      provider,
-      input,
-      response,
-      scores,
-      createdAt: (/* @__PURE__ */ new Date()).toISOString(),
-      elapsedMs: Date.now() - started
-    };
-    await (0, import_jev5.writeJevArtifact)(file, value);
-    return await (0, import_jev5.readJevArtifact)(file);
-  };
-  const pendingKey = `${file}:${(0, import_jev5.jevHash)(userName)}`;
-  let promise = pending.get(pendingKey);
-  if (!promise) {
-    promise = getRecord();
-    pending.set(pendingKey, promise);
   }
-  let record;
-  try {
-    record = await promise;
-  } finally {
-    pending.delete(pendingKey);
+  async function updateReservation(now2, id, submitted, qty) {
+    return transact(
+      now2,
+      (s, o) => {
+        const exists = s.reservations.some((r) => r.id === id);
+        const blocked = submitted && (!exists || s.closing.length > 0 || o.asOf <= s.blockedThrough);
+        return {
+          state: {
+            ...s,
+            reservations: s.reservations.flatMap(
+              (r) => r.id !== id ? [r] : submitted && !blocked ? [{ ...r, submitted: true, qty: qty ?? r.qty }] : []
+            )
+          },
+          result: !blocked
+        };
+      },
+      true
+    );
   }
   return {
-    record,
-    assessment: {
-      ...base,
-      status: "available",
-      recordId: id,
-      model: record.response.model,
-      scores: record.scores,
-      confidence: Object.fromEntries(
-        import_jev4.JEV_DIMENSIONS.map((key) => [
-          key,
-          record.response.answers[key]?.confidence ?? null
-        ])
-      )
+    async context(now2) {
+      const state = await store.read() ?? (0, import_portfolio.createPortfolioState)(fingerprint3);
+      if (state.fingerprint !== fingerprint3)
+        throw new Error("Portfolio policy changed under existing state");
+      const observation = await execution.observe(now2, state.reservations);
+      (0, import_portfolio.validatePortfolioObservation)(observation);
+      return (0, import_portfolio.buildPortfolioContext)(policy, strategy, state, observation);
+    },
+    tick,
+    async submit(now2, entry, send) {
+      await tick(now2);
+      const admitted = await transact(
+        now2,
+        (s, o) => {
+          const r = (0, import_portfolio.reservePortfolioEntry)(policy, strategy, s, o, {
+            ...entry,
+            submitted: false,
+            oppositeHandled: false
+          });
+          return { state: r.state, result: r.reason };
+        },
+        true
+      );
+      if (admitted.result) return { reason: admitted.result };
+      let submitted = false;
+      let retry = 0;
+      let attemptId = entry.id;
+      let needsReservation = false;
+      try {
+        const value = await send(
+          async (qty) => {
+            if (!Number.isFinite(qty) || qty <= 0)
+              throw new Error("Invalid submitted portfolio quantity");
+            if (needsReservation) {
+              attemptId = `${entry.id.slice(0, 30)}r${++retry}`;
+              const admission = await transact(
+                now2,
+                (s, o) => {
+                  const r = (0, import_portfolio.reservePortfolioEntry)(policy, strategy, s, o, {
+                    ...entry,
+                    id: attemptId,
+                    qty,
+                    submitted: true,
+                    oppositeHandled: false
+                  });
+                  return { state: r.state, result: r.reason };
+                },
+                true
+              );
+              if (admission.result) throw new Error(admission.result);
+              needsReservation = false;
+              submitted = true;
+              return attemptId;
+            }
+            const update = await updateReservation(now2, attemptId, true, qty);
+            if (!update.result)
+              throw new Error("PORTFOLIO_SUBMISSION_NO_LONGER_ADMITTED");
+            submitted = true;
+            return attemptId;
+          },
+          async (retrying = false) => {
+            await transact(
+              now2,
+              (s) => ({
+                state: {
+                  ...s,
+                  reservations: s.reservations.filter(
+                    (r) => r.id !== attemptId
+                  ),
+                  completedSignals: {
+                    ...Object.fromEntries(
+                      Object.entries(s.completedSignals).filter(
+                        ([id]) => !retrying || id !== entry.signalId
+                      )
+                    ),
+                    ...retrying ? {} : { [entry.signalId]: now2 }
+                  }
+                },
+                result: void 0
+              }),
+              true
+            );
+            submitted = false;
+            needsReservation = retrying;
+          }
+        );
+        if (!submitted) await updateReservation(now2, attemptId, false);
+        else await tick(now2, true);
+        return { value };
+      } catch (error) {
+        if (!submitted) await updateReservation(now2, attemptId, false);
+        throw error;
+      }
     }
   };
-};
-var assessSignalWithJev = async ({
-  signal,
-  config,
-  userName,
-  projectRoot,
-  strict,
-  scope = "runtime"
-}) => {
-  let assessment;
-  try {
-    const input = buildJevInput(signal);
-    ({ assessment } = await evaluateJevInput({
-      input,
-      config,
-      userName,
-      projectRoot
-    }));
-  } catch (error) {
-    if (strict) throw error;
-    assessment = {
-      questionSet: import_jev4.JEV_QUESTION_SET,
-      schema: "tradejs-signal-assessment/v5",
-      source: config.source,
-      mode: config.mode,
-      status: "unavailable",
-      inputHash: "",
-      questionsHash: "",
-      geometryStatus: "absent",
-      levelsValid: null,
-      model: config.provider?.model ?? config.modelSha256 ?? "",
-      scores: emptyScores(),
-      confidence: emptyScores()
-    };
-  }
-  signal.assessment = assessment;
-  signal.additionalIndicators = {
-    ...signal.additionalIndicators,
-    jev: (0, import_jev4.jevAssessmentFeatures)(assessment)
+}
+function createMemoryPortfolioStore() {
+  let state = null;
+  return {
+    read: async () => state === null ? null : structuredClone(state),
+    compare: async (expected, next) => {
+      if ((state?.revision ?? -1) !== (expected?.revision ?? -1)) return false;
+      state = structuredClone(next);
+      return true;
+    }
   };
-  const identity = {
-    signalId: signal.signalId,
-    strategy: signal.strategy,
-    symbol: signal.symbol,
-    timestamp: signal.timestamp,
-    scope,
-    user: (0, import_jev5.jevHash)(userName),
-    config,
-    assessment
-  };
-  await (0, import_jev5.writeJevArtifact)(
-    import_node_path.default.resolve(
-      projectRoot,
-      config.recordsDir ?? "data/ai/jev",
-      "decisions",
-      `${(0, import_jev5.jevHash)(identity)}.json`
-    ),
-    identity
-  );
-  return assessment;
-};
-
-// src/strategyRuntime.ts
-var import_constants5 = require("@tradejs/core/constants");
-var import_strategies6 = require("@tradejs/core/strategies");
-var import_logger11 = require("@tradejs/infra/logger");
-
-// src/strategyHelpers/runtime.ts
-var import_logger9 = require("@tradejs/infra/logger");
-var import_constants3 = require("@tradejs/core/constants");
-var import_ml2 = require("@tradejs/infra/ml");
+}
 
-// src/strategy/entrySubmissionValidation.ts
+// src/runtimeJournal.ts
+var import_node_crypto = require("crypto");
+var import_constants = require("@tradejs/core/constants");
+var import_time = require("@tradejs/core/time");
+var import_trade = require("@tradejs/core/trade");
 var import_logger = require("@tradejs/infra/logger");
-
-// src/strategy/entryExecutionValidation.ts
-var EntrySubmissionValidationError = class extends Error {
-  constructor() {
-    super(...arguments);
-    this.name = "EntrySubmissionValidationError";
-  }
-};
-var resolveEntryExecutionLimits = (config, direction) => {
-  const side = config[direction];
-  const minimum = side && typeof side === "object" && "minRiskRatio" in side ? side.minRiskRatio : void 0;
-  const maximum = config.MAX_LOSS_VALUE;
-  if (minimum == null && maximum == null) return void 0;
-  const minimumNetRiskRatio = minimum == null ? void 0 : Number(minimum);
-  const maxLossValue = maximum == null ? void 0 : Number(maximum);
-  const feeRate = Number(config.RISK_FEE_RATE ?? 0);
-  const slippage = Number(config.RISK_SLIPPAGE_BPS ?? 0);
-  const impact = Number(config.RISK_MARKET_IMPACT_BPS ?? 0);
-  const slippageBps = slippage + impact;
-  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)
-    throw new Error("INVALID_ENTRY_EXECUTION_LIMITS");
-  return { minimumNetRiskRatio, maxLossValue, feeRate, slippageBps };
-};
-var validateEntryExecution = ({
+var import_redis = require("@tradejs/infra/redis");
+var now = () => Date.now();
+var toRandomOrderSuffix = () => (0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 12).toLowerCase();
+var calculateClosedPnl = ({
   direction,
-  price,
-  qty,
-  stopLossPrice,
-  takeProfitPrice,
-  limits
+  entryPrice,
+  exitPrice,
+  qty
 }) => {
-  if (!Number.isFinite(price) || price <= 0 || !Number.isFinite(qty) || qty <= 0 || stopLossPrice == null || !Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || !Number.isFinite(takeProfitPrice) || takeProfitPrice <= 0)
-    throw new EntrySubmissionValidationError(
-      "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
-    );
-  const side = direction === "LONG" ? 1 : -1;
-  if (side * (price - stopLossPrice) <= 0 || side * (takeProfitPrice - price) <= 0)
-    throw new EntrySubmissionValidationError(
-      "INVALID_ENTRY_PROTECTION_AT_SUBMISSION"
-    );
-  const slippage = limits.slippageBps / 1e4;
-  const cost = (value, sign) => value * slippage + value * (1 + sign * slippage) * limits.feeRate;
-  const entryCost = cost(price, side);
-  const lossPerUnit = Math.abs(price - stopLossPrice) + entryCost + cost(stopLossPrice, -side);
-  const rewardPerUnit = Math.max(
-    0,
-    Math.abs(takeProfitPrice - price) - entryCost - cost(takeProfitPrice, -side)
-  );
-  const netRiskRatio = rewardPerUnit / lossPerUnit;
-  const plannedLossValue = qty * lossPerUnit;
-  if (!Number.isFinite(netRiskRatio) || !Number.isFinite(plannedLossValue))
-    throw new EntrySubmissionValidationError(
-      "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
-    );
-  if (limits.minimumNetRiskRatio != null && netRiskRatio <= limits.minimumNetRiskRatio)
-    throw new EntrySubmissionValidationError(
-      "ENTRY_RR_BELOW_MIN_AT_SUBMISSION"
-    );
-  const riskExceeded = limits.maxLossValue != null && plannedLossValue > limits.maxLossValue * (1 + 1e-9);
-  return { netRiskRatio, plannedLossValue, riskExceeded };
+  const pnl = direction === "LONG" ? (exitPrice - entryPrice) * qty : (entryPrice - exitPrice) * qty;
+  return Number.isFinite(pnl) ? pnl : null;
 };
-
-// src/strategy/entrySubmissionValidation.ts
-var MAX_ENTRY_QUOTE_AGE_MS = 5e3;
-var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
-var getOrderArrivalSnapshot = async ({
-  connector,
-  symbol,
-  requireTimestamp = false
-}) => {
-  if (typeof connector.getTopOfBookTicker !== "function") {
-    return {
-      arrivalSnapshotTime: Date.now(),
-      arrivalSource: "unavailable",
-      bid: null,
-      ask: null,
-      arrivalMid: null,
-      spreadBps: null
-    };
+var createRuntimeOrderId = (strategy) => {
+  const prefix = (0, import_trade.createRuntimeOrderLinkPrefix)(strategy);
+  if (prefix === "tjs-") {
+    return `tjs-${(0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 24).toLowerCase()}`;
+  }
+  return `${prefix}${toRandomOrderSuffix()}`;
+};
+var recordRuntimeTradeOpen = async (params) => {
+  const { userName } = params;
+  if (!userName) {
+    return null;
   }
+  const record = {
+    ...params,
+    entryCount: 1,
+    lastEntryPrice: params.entryPrice,
+    lastEntryQty: params.qty,
+    lastEntryTimestamp: params.entryTimestamp,
+    status: "active",
+    currentPrice: params.entryPrice,
+    currentPnl: 0,
+    closedPnl: null,
+    exitPrice: null,
+    exitTimestamp: null,
+    lastSyncedAt: now()
+  };
+  const dayKey = (0, import_time.getRuntimeStorageDayKey)(record.entryTimestamp);
+  const runtimeScopeId = record.deploymentId ?? record.accountId;
   try {
-    const ticker = await connector.getTopOfBookTicker(symbol);
-    const arrivalSnapshotTime = toFiniteNumberOrNull(ticker?.timestamp);
-    const timestampUnavailable = requireTimestamp && arrivalSnapshotTime == null;
-    const bid = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.bidPrice);
-    const ask = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.askPrice);
-    const arrivalMid = bid != null && ask != null ? (bid + ask) / 2 : null;
-    const spreadBps = bid != null && ask != null && arrivalMid != null && arrivalMid > 0 ? (ask - bid) / arrivalMid * 1e4 : null;
-    return {
-      arrivalSnapshotTime: arrivalSnapshotTime ?? Date.now(),
-      arrivalSource: "top_of_book",
-      bid,
-      ask,
-      arrivalMid,
-      spreadBps
-    };
+    await Promise.all([
+      (0, import_redis.setData)(import_redis.redisKeys.runtimeTrade(userName, record.orderId), record, {
+        expire: 0
+      }),
+      (0, import_redis.setHashJsonField)(
+        import_redis.redisKeys.runtimeTradeBucket(userName, dayKey),
+        record.orderId,
+        record,
+        { expire: 0 }
+      ),
+      (0, import_redis.setData)(
+        import_redis.redisKeys.runtimeActiveTrade(userName, record.symbol, runtimeScopeId),
+        { orderId: record.orderId },
+        { expire: 0 }
+      )
+    ]);
   } catch (error) {
-    import_logger.logger.warn(
-      "runtime order arrival snapshot failed: %s %s",
-      symbol,
+    import_logger.logger.error(
+      "runtime trade open journal failed: %s %s",
+      record.symbol,
       error?.message || String(error)
     );
-    return {
-      arrivalSnapshotTime: Date.now(),
-      arrivalSource: "top_of_book_error",
-      bid: null,
-      ask: null,
-      arrivalMid: null,
-      spreadBps: null
-    };
   }
+  return record;
 };
-var validateEntryProtectionAtArrival = ({
-  direction,
-  signalPrice,
-  bid,
-  ask,
-  arrivalMid,
-  takeProfits,
-  stopLossPrice
-}) => {
-  const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
-  const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
-  if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
-    throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
-  }
-  for (const takeProfit of takeProfits) {
-    if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
-      throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
-    }
+var recordRuntimeTradeIncrease = async (params) => {
+  const {
+    userName,
+    strategy,
+    symbol,
+    direction,
+    resultingQty,
+    resultingEntryPrice,
+    addedQty,
+    addedEntryPrice,
+    entryTimestamp,
+    fee,
+    accountId,
+    deploymentId
+  } = params;
+  if (!userName) {
+    return null;
   }
-  if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
-    throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
+  const existing = await getActiveRuntimeTrade({
+    userName,
+    symbol,
+    accountId,
+    deploymentId
+  });
+  if (!existing || existing.strategy !== strategy || existing.direction !== direction) {
+    return null;
   }
-};
-var createEntrySubmissionValidation = ({
-  connector,
-  symbol,
-  direction,
-  takeProfits,
-  stopLossPrice,
-  limits,
-  onValidated
-}) => {
-  if (!limits) return void 0;
-  if (!connector.capabilities?.orderSubmissionValidation)
-    throw new EntrySubmissionValidationError(
-      "ENTRY_SUBMISSION_VALIDATION_UNSUPPORTED"
-    );
-  return async ({ qty, executionPrice }) => {
-    const simulated = Reflect.get(connector, "__tradejsTestConnector") === true;
-    const snapshot2 = simulated && executionPrice != null ? {
-      arrivalSnapshotTime: Date.now(),
-      arrivalSource: "simulation",
-      bid: executionPrice,
-      ask: executionPrice,
-      arrivalMid: executionPrice,
-      spreadBps: 0
-    } : await getOrderArrivalSnapshot({
-      connector,
-      symbol,
-      requireTimestamp: true
-    });
-    const age = Date.now() - snapshot2.arrivalSnapshotTime;
-    if (snapshot2.bid == null || snapshot2.ask == null || !Number.isFinite(snapshot2.bid) || !Number.isFinite(snapshot2.ask) || snapshot2.bid <= 0 || snapshot2.ask < snapshot2.bid)
-      throw new EntrySubmissionValidationError(
-        "ENTRY_QUOTE_UNAVAILABLE_AT_SUBMISSION"
-      );
-    if (!Number.isFinite(age) || age < -MAX_ENTRY_QUOTE_AGE_MS || age > MAX_ENTRY_QUOTE_AGE_MS)
-      throw new EntrySubmissionValidationError(
-        "ENTRY_QUOTE_STALE_AT_SUBMISSION"
-      );
-    const price = direction === "LONG" ? snapshot2.ask : snapshot2.bid;
-    validateEntryProtectionAtArrival({
-      direction,
-      signalPrice: price,
-      bid: snapshot2.bid,
-      ask: snapshot2.ask,
-      arrivalMid: snapshot2.arrivalMid,
-      takeProfits,
-      stopLossPrice
-    });
-    const prices = takeProfits.map((tp) => tp.price);
-    const economics2 = validateEntryExecution({
-      direction,
-      price,
-      qty,
-      stopLossPrice,
-      takeProfitPrice: direction === "LONG" ? Math.max(...prices) : Math.min(...prices),
-      limits
-    });
-    onValidated?.(snapshot2, economics2);
+  const addedFee = typeof fee === "number" && Number.isFinite(fee) ? fee : 0;
+  const openFee = (existing.openFee ?? existing.fee ?? 0) + addedFee;
+  const totalFee = (existing.totalFee ?? existing.fee ?? 0) + addedFee;
+  const next = {
+    ...existing,
+    ...params.orderLeverage ? { orderLeverage: params.orderLeverage } : {},
+    qty: resultingQty,
+    entryPrice: resultingEntryPrice,
+    entryCount: Math.max(1, existing.entryCount ?? 1) + 1,
+    lastEntryPrice: addedEntryPrice,
+    lastEntryQty: addedQty,
+    lastEntryTimestamp: entryTimestamp,
+    currentPrice: resultingEntryPrice,
+    currentPnl: 0,
+    fee: openFee,
+    openFee,
+    totalFee,
+    lastSyncedAt: now()
   };
-};
-
-// src/ai.ts
-var import_aiLanguages2 = require("@tradejs/core/aiLanguages");
-var import_redis = require("@tradejs/infra/redis");
-
-// src/aiShared.ts
-var MAX_AI_SERIES_POINTS = 5;
-var COMPACT_INDICATORS_SNAPSHOT_SYMBOL = /* @__PURE__ */ Symbol.for(
-  "tradejs.indicators.compactSnapshot"
-);
-var COMPACT_INDICATORS_SNAPSHOT_KEY = "__tradejsCompactIndicatorsSnapshot";
-var trimSeriesDeep = (value) => {
-  if (Array.isArray(value)) {
-    const trimmed = value.slice(-MAX_AI_SERIES_POINTS);
-    const isMatrix = trimmed.every((item) => Array.isArray(item));
-    if (isMatrix) {
-      return trimmed;
-    }
-    return trimmed.map(
-      (item) => item && typeof item === "object" ? trimSeriesDeep(item) : item
-    );
-  }
-  if (value && typeof value === "object") {
-    return Object.fromEntries(
-      Object.entries(value).map(([key, nested]) => [
-        key,
-        trimSeriesDeep(nested)
-      ])
+  const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
+  try {
+    await Promise.all([
+      (0, import_redis.setData)(import_redis.redisKeys.runtimeTrade(userName, existing.orderId), next, {
+        expire: 0
+      }),
+      (0, import_redis.setHashJsonField)(
+        import_redis.redisKeys.runtimeTradeBucket(userName, dayKey),
+        existing.orderId,
+        next,
+        { expire: 0 }
+      )
+    ]);
+  } catch (error) {
+    import_logger.logger.error(
+      "runtime trade increase journal failed: %s %s",
+      symbol,
+      error?.message || String(error)
     );
   }
-  return value;
+  return next;
 };
-var buildCompactAiIndicatorsSnapshot = (value) => {
-  const compactSnapshot = value && typeof value === "object" ? value[COMPACT_INDICATORS_SNAPSHOT_SYMBOL] ?? value[COMPACT_INDICATORS_SNAPSHOT_KEY] : void 0;
-  if (typeof compactSnapshot === "function") {
-    return compactSnapshot({ limit: MAX_AI_SERIES_POINTS });
+var getActiveRuntimeTrade = async (params) => {
+  const { userName, symbol, accountId, deploymentId } = params;
+  if (!userName) {
+    return null;
   }
-  return trimSeriesDeep(value);
-};
-
-// src/aiMarketContext.ts
-var toRecord = (value) => {
-  if (!value || typeof value !== "object" || Array.isArray(value)) {
+  const activeRef = await (0, import_redis.getData)(
+    import_redis.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId),
+    null
+  );
+  const orderId = String(activeRef?.orderId || "").trim();
+  if (!orderId) {
     return null;
   }
-  return value;
-};
-var toFiniteNumber = (value) => {
-  const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
-  return Number.isFinite(numeric) ? numeric : null;
-};
-var roundTo = (value, decimals) => {
-  const factor = 10 ** decimals;
-  return Math.round(value * factor) / factor;
-};
-var buildMissingSpreadContext = () => ({
-  source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
-  indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
-  available: false,
-  value: null,
-  zScore: null,
-  bps: null,
-  absBps: null,
-  bias: null,
-  severity: null
-});
-var buildSpreadContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const execution = toRecord(relative?.execution);
-  const spread = toFiniteNumber(execution?.venueSpread);
-  const zScore = toFiniteNumber(execution?.venueSpreadZScore);
-  if (spread == null) {
-    return buildMissingSpreadContext();
+  const existing = await (0, import_redis.getData)(
+    import_redis.redisKeys.runtimeTrade(userName, orderId),
+    null
+  );
+  if (!existing || existing.status !== "active") {
+    await (0, import_redis.delKey)(
+      import_redis.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId)
+    );
+    return null;
   }
-  const value = roundTo(spread, 8);
-  const bps = roundTo(value * 1e4, 2);
-  const absBps = Math.abs(bps);
-  const bias = absBps < 1 ? "flat" : bps > 0 ? "coinbase_premium" : "binance_premium";
-  const severity = absBps >= 20 ? "wide" : absBps >= 5 ? "elevated" : "normal";
-  return {
-    source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
-    indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
-    available: true,
-    value,
-    zScore,
-    bps,
-    absBps,
-    bias,
-    severity
-  };
+  return existing;
 };
-var buildTrueDeltaContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const participation = toRecord(baseContext?.participation);
-  const delta = toRecord(participation?.delta);
-  const source = String(delta?.source ?? "");
-  const isTrueDeltaSource = source === "kline_taker_volume" || source === "agg_trades" || source === "trades";
-  if (!delta || !isTrueDeltaSource) {
-    return {
-      source: source || null,
-      available: false,
-      buyPressurePct: null,
-      buyVolume: null,
-      sellVolume: null,
-      netDelta: null,
-      deltaPct: null,
-      signedVolumeZScore: null
-    };
+var markRuntimeTradeClosed = async (params) => {
+  const {
+    userName,
+    expectedOrderId,
+    symbol,
+    strategy,
+    exitPrice,
+    exitTimestamp,
+    closedPnl,
+    exitType,
+    accountId,
+    deploymentId
+  } = params;
+  if (!userName) {
+    return null;
   }
-  return {
-    source,
-    available: true,
-    buyPressurePct: toFiniteNumber(delta.buyPressurePct),
-    buyVolume: toFiniteNumber(delta.buyVolume),
-    sellVolume: toFiniteNumber(delta.sellVolume),
-    netDelta: toFiniteNumber(delta.netDelta),
-    deltaPct: toFiniteNumber(delta.deltaPct),
-    signedVolumeZScore: toFiniteNumber(delta.signedVolumeZScore)
-  };
-};
-var buildTradeFlowContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const participation = toRecord(baseContext?.participation);
-  const tradeFlow = toRecord(participation?.tradeFlow);
-  if (!tradeFlow) {
-    return {
-      source: null,
-      available: false,
-      interval: null,
-      stale: null,
-      trades: null,
-      buyPressurePct: null,
-      netBaseDelta: null,
-      netQuoteDelta: null
-    };
+  const existing = expectedOrderId ? await (0, import_redis.getDataStrict)(
+    import_redis.redisKeys.runtimeTrade(userName, expectedOrderId)
+  ) : await getActiveRuntimeTrade({
+    userName,
+    symbol,
+    accountId,
+    deploymentId
+  });
+  if (!existing || expectedOrderId && existing.orderId !== expectedOrderId) {
+    return null;
   }
-  return {
-    source: String(tradeFlow.source ?? ""),
-    available: true,
-    interval: String(tradeFlow.interval ?? ""),
-    stale: typeof tradeFlow.stale === "boolean" ? tradeFlow.stale : null,
-    trades: toFiniteNumber(tradeFlow.trades),
-    buyPressurePct: toFiniteNumber(tradeFlow.buyPressurePct),
-    netBaseDelta: toFiniteNumber(tradeFlow.netBaseDelta),
-    netQuoteDelta: toFiniteNumber(tradeFlow.netQuoteDelta)
+  const orderId = existing.orderId;
+  if (strategy && existing.strategy !== strategy) {
+    return null;
+  }
+  const resolvedExitPrice = typeof exitPrice === "number" && Number.isFinite(exitPrice) ? exitPrice : existing.currentPrice ?? existing.entryPrice;
+  const resolvedClosedPnl = typeof closedPnl === "number" && Number.isFinite(closedPnl) ? closedPnl : typeof resolvedExitPrice === "number" && Number.isFinite(resolvedExitPrice) ? calculateClosedPnl({
+    direction: existing.direction,
+    entryPrice: existing.entryPrice,
+    exitPrice: resolvedExitPrice,
+    qty: existing.qty
+  }) : existing.closedPnl ?? existing.currentPnl ?? null;
+  const next = expectedOrderId && existing.status === "closed" ? existing : {
+    ...existing,
+    status: "closed",
+    currentPrice: resolvedExitPrice,
+    currentPnl: resolvedClosedPnl,
+    closedPnl: resolvedClosedPnl,
+    exitPrice: resolvedExitPrice,
+    exitTimestamp: typeof exitTimestamp === "number" && Number.isFinite(exitTimestamp) ? exitTimestamp : now(),
+    exitType: exitType ?? existing.exitType ?? null,
+    lastSyncedAt: now()
   };
-};
-var buildMarketBreadthContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const breadth = toRecord(relative?.marketBreadth);
-  if (!breadth) {
-    return {
-      source: null,
-      available: false,
-      universe: null,
-      interval: null,
-      stale: null,
-      symbolsCount: null,
-      advanceDeclineRatio: null,
-      pctAboveMa20: null,
-      pctAboveMa50: null,
-      equalWeightedReturn: null,
-      volumeWeightedReturn: null,
-      dispersion: null
-    };
+  const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
+  const closeDayKey = (0, import_time.getRuntimeStorageDayKey)(next.exitTimestamp);
+  try {
+    await Promise.all([
+      (expectedOrderId ? import_redis.setDataStrict : import_redis.setData)(
+        import_redis.redisKeys.runtimeTrade(userName, orderId),
+        next,
+        {
+          expire: import_constants.TTL_1M
+        }
+      ),
+      (expectedOrderId ? import_redis.setHashJsonFieldStrict : import_redis.setHashJsonField)(
+        import_redis.redisKeys.runtimeTradeBucket(userName, dayKey),
+        orderId,
+        next,
+        { expire: import_constants.TTL_1M }
+      ),
+      (expectedOrderId ? import_redis.setHashJsonFieldStrict : import_redis.setHashJsonField)(
+        import_redis.redisKeys.runtimeClosedTradeBucket(userName, closeDayKey),
+        orderId,
+        next,
+        { expire: import_constants.TTL_1M }
+      ),
+      expectedOrderId ? (0, import_redis.deleteRuntimeTradeReference)(
+        import_redis.redisKeys.runtimeActiveTrade(
+          userName,
+          symbol,
+          deploymentId ?? accountId
+        ),
+        expectedOrderId
+      ) : (0, import_redis.delKey)(
+        import_redis.redisKeys.runtimeActiveTrade(
+          userName,
+          symbol,
+          deploymentId ?? accountId
+        )
+      )
+    ]);
+  } catch (error) {
+    if (expectedOrderId) throw error;
+    import_logger.logger.error(
+      "runtime trade close journal failed: %s %s",
+      symbol,
+      error?.message || String(error)
+    );
   }
-  return {
-    source: String(breadth.source ?? ""),
-    available: true,
-    universe: String(breadth.universe ?? ""),
-    interval: String(breadth.interval ?? ""),
-    stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
-    symbolsCount: toFiniteNumber(breadth.symbolsCount),
-    advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
-    pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
-    pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
-    equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
-    volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
-    dispersion: toFiniteNumber(breadth.dispersion)
-  };
+  return next;
 };
-var buildMarketBreadthsContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const breadths = toRecord(relative?.marketBreadths);
-  const build = (key) => {
-    const breadth = toRecord(breadths?.[key]);
-    if (!breadth) {
+
+// src/strategy/portfolioRuntime.ts
+var coordinators = /* @__PURE__ */ new WeakMap();
+async function observeRuntimePortfolio(connector, binding, asOf, reservations, observedNow = Date.now) {
+  if (!connector.getOpenPositionPnl || !connector.getEntryExecutions)
+    throw new Error(
+      "Portfolio policies require position marks and entry executions"
+    );
+  const orders = await Promise.all(
+    reservations.map(async (r) => {
+      if (r.submitted && connector.getEntryOrderObservation) {
+        const fact2 = await connector.getEntryOrderObservation({
+          symbol: r.symbol,
+          orderId: r.id
+        });
+        if (fact2) return fact2;
+      }
+      const executions = r.submitted ? await connector.getEntryExecutions({
+        symbol: r.symbol,
+        startTime: r.timestamp,
+        endTime: asOf
+      }) : [];
+      const filledQty = executions.filter(
+        (e) => (e.orderLinkId === r.id || e.orderId === r.id) && e.direction === r.direction
+      ).reduce((sum, e) => sum + e.qty, 0);
       return {
-        source: null,
-        available: false,
-        universe: null,
-        interval: null,
-        stale: null,
-        symbolsCount: null,
-        advanceDeclineRatio: null,
-        pctAboveMa20: null,
-        pctAboveMa50: null,
-        equalWeightedReturn: null,
-        volumeWeightedReturn: null,
-        dispersion: null
+        id: r.id,
+        status: filledQty >= r.qty ? "filled" : filledQty > 0 ? "partial" : "pending",
+        filledQty,
+        positionId: r.id
+      };
+    })
+  );
+  const snapshots2 = await connector.getOpenPositionPnl();
+  const positions = await Promise.all(
+    snapshots2.map(async (p) => {
+      const reserved = reservations.find(
+        (r) => r.symbol === p.symbol && r.direction === p.direction && orders.some(
+          (o) => o.id === r.id && o.filledQty > 0 && p.qty <= o.filledQty * (1 + 1e-8)
+        )
+      );
+      const trade = await getActiveRuntimeTrade({
+        ...binding,
+        symbol: p.symbol
+      });
+      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;
+      return {
+        id: reserved?.id ?? owner?.orderId ?? `unknown:${p.symbol}:${p.direction}`,
+        strategy: reserved?.strategy ?? owner?.strategy ?? null,
+        symbol: p.symbol,
+        direction: p.direction,
+        qty: p.qty,
+        entryPrice: p.price,
+        markPrice: p.currentPrice,
+        markedAt: p.observedAt ?? null,
+        stopLossPrice: p.slPrice ?? p.stopLossPrice ?? null
       };
+    })
+  );
+  return { asOf: Math.max(asOf, observedNow()), positions, orders };
+}
+function persistentStore(key) {
+  const raw = /* @__PURE__ */ new WeakMap();
+  return {
+    async read() {
+      const value = await import_redis2.portfolioStateStorage.read(key);
+      if (value === null) return null;
+      const state = JSON.parse(value);
+      (0, import_portfolio2.assertPortfolioState)(state);
+      raw.set(state, value);
+      return state;
+    },
+    async compare(previous, next) {
+      const expected = previous === null ? null : raw.get(previous);
+      if (expected === void 0)
+        throw new Error("Portfolio CAS requires a storage snapshot");
+      return import_redis2.portfolioStateStorage.compare(key, expected, JSON.stringify(next));
     }
-    return {
-      source: String(breadth.source ?? ""),
-      available: true,
-      universe: String(breadth.universe ?? ""),
-      interval: String(breadth.interval ?? ""),
-      stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
-      symbolsCount: toFiniteNumber(breadth.symbolsCount),
-      advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
-      pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
-      pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
-      equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
-      volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
-      dispersion: toFiniteNumber(breadth.dispersion)
-    };
   };
-  return {
-    top5: build("top5"),
-    top10: build("top10"),
-    top30: build("top30"),
-    top50: build("top50"),
-    top100: build("top100")
+}
+function getPortfolioRuntime({
+  value,
+  connectorName,
+  strategy,
+  connector,
+  env,
+  userName,
+  accountId,
+  deploymentId,
+  symbol,
+  canClose
+}) {
+  const policy = (0, import_portfolio2.parsePortfolioPolicy)(value);
+  if (!policy) return void 0;
+  const replay = (env === "BACKTEST" || env === "PARITY") && Reflect.get(connector, "__tradejsReplayConnector") === true;
+  if ((env === "BACKTEST" || env === "PARITY") && (!replay || !connector.getPortfolioObservation))
+    throw new Error(
+      "Portfolio policies require shared portfolio replay; isolated symbol backtests are unsupported"
+    );
+  if (!replay && (!userName || !accountId || !deploymentId || !connector.getOpenPositionPnl || !connector.getEntryExecutions))
+    throw new Error(
+      "Portfolio runtime requires exact user/account/deployment binding, marks and executions"
+    );
+  const binding = {
+    userName,
+    accountId,
+    deploymentId
   };
+  const scope = policy.scope === "strategy" ? strategy : policy.scope === "account" ? "account" : [...policy.scope.strategies].sort();
+  const key = (0, import_node_crypto2.createHash)("sha256").update(JSON.stringify([binding, connectorName, connector.universe, scope])).digest("hex");
+  const fingerprint3 = (0, import_portfolio2.portfolioFingerprint)(policy, strategy);
+  const cacheKey = key;
+  let registry = coordinators.get(connector);
+  if (!registry) {
+    registry = /* @__PURE__ */ new Map();
+    coordinators.set(connector, registry);
+  }
+  const existing = registry.get(cacheKey);
+  if (existing) {
+    if (existing.fingerprint !== fingerprint3)
+      throw new Error("Conflicting portfolio configuration for the same scope");
+    if (symbol && canClose)
+      existing.permissions.set(JSON.stringify([strategy, symbol]), canClose);
+    return existing.coordinator;
+  }
+  const permissions = /* @__PURE__ */ new Map();
+  if (symbol && canClose)
+    permissions.set(JSON.stringify([strategy, symbol]), canClose);
+  const coordinator = createPortfolioCoordinator({
+    policy,
+    strategy,
+    store: replay ? createMemoryPortfolioStore() : persistentStore(key),
+    execution: {
+      async confirmClosed(intent, asOf) {
+        if (replay) return;
+        const position = intent.position;
+        await markRuntimeTradeClosed({
+          ...binding,
+          strategy: position.strategy,
+          expectedOrderId: position.id,
+          symbol: position.symbol,
+          exitPrice: position.markPrice,
+          exitTimestamp: asOf,
+          exitType: "exit"
+        });
+      },
+      observe: (asOf, reservations) => replay ? connector.getPortfolioObservation(asOf, reservations) : observeRuntimePortfolio(connector, binding, asOf, reservations),
+      async close(position, intent, asOf) {
+        const permission = permissions.get(
+          JSON.stringify([position.strategy, position.symbol])
+        );
+        if (!permission || !await permission(position, intent, asOf)) return;
+        if (!replay) {
+          const trade = await getActiveRuntimeTrade({
+            ...binding,
+            symbol: position.symbol
+          });
+          if (!trade || trade.orderId !== position.id)
+            throw new Error("Portfolio close ownership changed");
+        }
+        await connector.closePosition({
+          symbol: position.symbol,
+          direction: position.direction,
+          price: position.markPrice,
+          timestamp: asOf,
+          signal: {
+            signalId: `${position.id}:${intent.reason}`,
+            strategy: position.strategy,
+            symbol: position.symbol,
+            direction: position.direction,
+            interval: "1",
+            timestamp: asOf,
+            prices: {
+              riskRatio: 0,
+              currentPrice: position.markPrice,
+              takeProfitPrice: position.markPrice,
+              stopLossPrice: position.markPrice
+            },
+            figures: {},
+            indicators: {},
+            additionalIndicators: { portfolioExitReason: intent.reason }
+          }
+        });
+      }
+    }
+  });
+  registry.set(cacheKey, { fingerprint: fingerprint3, coordinator, permissions });
+  return coordinator;
+}
+
+// src/strategyHelpers/tickerProfiles.ts
+var import_tickerProfiles = require("@tradejs/infra/tickerProfiles");
+var import_tickerProfiles2 = require("@tradejs/core/tickerProfiles");
+
+// src/tradejsConfig.ts
+var import_fs = __toESM(require("fs"));
+var import_path = __toESM(require("path"));
+var import_url = require("url");
+var import_config = require("@tradejs/core/config");
+var import_logger2 = require("@tradejs/infra/logger");
+var CONFIG_FILE_NAMES = [
+  "tradejs.config.ts",
+  "tradejs.config.mts",
+  "tradejs.config.js",
+  "tradejs.config.mjs",
+  "tradejs.config.cjs"
+];
+var TS_MODULE_RE = /\.(cts|mts|ts)$/i;
+var cachedByCwd = /* @__PURE__ */ new Map();
+var announcedConfigFile = /* @__PURE__ */ new Set();
+var tsNodeRegistered = false;
+var tsconfigPathsRegisteredByCwd = /* @__PURE__ */ new Set();
+var tsconfigPathMatchersByCwd = /* @__PURE__ */ new Map();
+var getTradejsProjectCwd = (cwd) => {
+  const explicit = String(cwd ?? "").trim();
+  if (explicit) {
+    return import_path.default.resolve(explicit);
+  }
+  const fromEnv = String(process.env.PROJECT_CWD || "").trim();
+  if (fromEnv) {
+    return import_path.default.resolve(fromEnv);
+  }
+  return process.cwd();
 };
-var buildTargetVsBtcContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const targetVsBtc = toRecord(relative?.targetVsBtc);
-  if (!targetVsBtc) {
-    return {
-      source: null,
-      available: false,
-      ratioReturn1h: null,
-      ratioReturn4h: null,
-      ratioReturn24h: null,
-      alphaVsBtc1h: null,
-      alphaVsBtc4h: null,
-      alphaVsBtc24h: null,
-      betaToBtc20: null,
-      correlationToBtc20: null,
-      ratioTrend: null
-    };
+var normalizeConfig = (rawConfig) => {
+  if (!rawConfig || typeof rawConfig !== "object") {
+    return {};
   }
+  const config = rawConfig;
+  const strategies2 = Array.isArray(config.strategies) ? config.strategies.map((value) => String(value || "").trim()).filter(Boolean) : [];
+  const indicators = Array.isArray(config.indicators) ? config.indicators.map((value) => String(value || "").trim()).filter(Boolean) : [];
+  const connectors = Array.isArray(config.connectors) ? config.connectors.map((value) => String(value || "").trim()).filter(Boolean) : [];
+  const hooks = (0, import_config.normalizeTradejsConfigHooks)(
+    config.hooks
+  );
+  const runtime = config.runtime && typeof config.runtime === "object" && !Array.isArray(config.runtime) ? config.runtime : void 0;
   return {
-    source: String(targetVsBtc.source ?? ""),
-    available: true,
-    ratioReturn1h: toFiniteNumber(targetVsBtc.ratioReturn1h),
-    ratioReturn4h: toFiniteNumber(targetVsBtc.ratioReturn4h),
-    ratioReturn24h: toFiniteNumber(targetVsBtc.ratioReturn24h),
-    alphaVsBtc1h: toFiniteNumber(targetVsBtc.alphaVsBtc1h),
-    alphaVsBtc4h: toFiniteNumber(targetVsBtc.alphaVsBtc4h),
-    alphaVsBtc24h: toFiniteNumber(targetVsBtc.alphaVsBtc24h),
-    betaToBtc20: toFiniteNumber(targetVsBtc.betaToBtc20),
-    correlationToBtc20: toFiniteNumber(targetVsBtc.correlationToBtc20),
-    ratioTrend: typeof targetVsBtc.ratioTrend === "string" ? targetVsBtc.ratioTrend : null
+    strategies: strategies2,
+    indicators,
+    connectors,
+    ...hooks ? { hooks } : {},
+    ...runtime ? { runtime } : {}
   };
 };
-var buildBtcAltRegimeContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const btcAltRegime = toRecord(relative?.btcAltRegime);
-  if (!btcAltRegime) {
-    return {
-      source: null,
-      available: false,
-      universe: null,
-      interval: null,
-      stale: null,
-      regime: null,
-      btcReturn24h: null,
-      altBasketReturn24h: null,
-      btcVsAltReturn24h: null,
-      btcTurnoverShare24h: null,
-      btcTurnoverShareChange24h: null,
-      altVolToBtcVol24h: null,
-      altDispersion24h: null
-    };
+var getNodeCreateRequire = () => {
+  const builtinModule = process.getBuiltinModule?.("module");
+  if (typeof builtinModule?.createRequire === "function") {
+    return builtinModule.createRequire;
   }
-  return {
-    source: String(btcAltRegime.source ?? ""),
-    available: true,
-    universe: String(btcAltRegime.universe ?? ""),
-    interval: String(btcAltRegime.interval ?? ""),
-    stale: typeof btcAltRegime.stale === "boolean" ? btcAltRegime.stale : null,
-    regime: typeof btcAltRegime.regime === "string" ? btcAltRegime.regime : null,
-    btcReturn24h: toFiniteNumber(btcAltRegime.btcReturn24h),
-    altBasketReturn24h: toFiniteNumber(btcAltRegime.altBasketReturn24h),
-    btcVsAltReturn24h: toFiniteNumber(btcAltRegime.btcVsAltReturn24h),
-    btcTurnoverShare24h: toFiniteNumber(btcAltRegime.btcTurnoverShare24h),
-    btcTurnoverShareChange24h: toFiniteNumber(
-      btcAltRegime.btcTurnoverShareChange24h
-    ),
-    altVolToBtcVol24h: toFiniteNumber(btcAltRegime.altVolToBtcVol24h),
-    altDispersion24h: toFiniteNumber(btcAltRegime.altDispersion24h)
-  };
+  throw new TypeError("module.createRequire is not available");
 };
-var buildCmcGlobalContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const cmcGlobal = toRecord(relative?.cmcGlobal);
-  if (!cmcGlobal) {
-    return {
-      source: null,
-      available: false,
-      interval: null,
-      asOfTs: null,
-      stale: null,
-      totalMarketCapUsd: null,
-      totalVolumeUsd: null,
-      totalVolumeReportedUsd: null,
-      altMarketCapUsd: null,
-      altVolumeUsd: null,
-      altVolumeReportedUsd: null,
-      btcDominancePct: null,
-      ethDominancePct: null,
-      btcDominanceChange24hPct: null,
-      ethDominanceChange24hPct: null,
-      altMarketCapChange24hPct: null,
-      altVolumeChange24hPct: null,
-      activeCryptocurrencies: null,
-      activeExchanges: null,
-      activeMarketPairs: null,
-      altLiquidityRegime: null
+var getRequireFn = (cwd = getTradejsProjectCwd()) => getNodeCreateRequire()(import_path.default.join(import_path.default.resolve(cwd), "__tradejs_loader__.js"));
+var ensureTsNodeRegistered = async () => {
+  if (tsNodeRegistered) {
+    return;
+  }
+  const tsNodeModule = await import("ts-node");
+  const tsNode = tsNodeModule.default ?? tsNodeModule;
+  tsNode.register?.({
+    transpileOnly: true,
+    compilerOptions: {
+      module: "Node16",
+      moduleResolution: "node16"
+    }
+  });
+  tsNodeRegistered = true;
+};
+var ensureTsconfigPathsRegistered = async (cwd = getTradejsProjectCwd()) => {
+  const projectRoot = getTradejsProjectCwd(cwd);
+  if (tsconfigPathsRegisteredByCwd.has(projectRoot)) {
+    return;
+  }
+  const tsconfigPathsModule = await import("tsconfig-paths");
+  const loadConfig = tsconfigPathsModule.loadConfig;
+  const register = tsconfigPathsModule.register;
+  if (typeof loadConfig !== "function" || typeof register !== "function") {
+    return;
+  }
+  const loadedConfig = loadConfig(projectRoot);
+  if (loadedConfig.resultType !== "success") {
+    return;
+  }
+  register({
+    baseUrl: loadedConfig.absoluteBaseUrl,
+    paths: loadedConfig.paths,
+    addMatchAll: false
+  });
+  tsconfigPathsRegisteredByCwd.add(projectRoot);
+};
+var resolveTsconfigPathModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
+  const projectRoot = getTradejsProjectCwd(cwd);
+  const cachedMatcher = tsconfigPathMatchersByCwd.get(projectRoot);
+  if (cachedMatcher) {
+    const resolved2 = cachedMatcher(moduleName);
+    return resolved2 || null;
+  }
+  const tsconfigPathsModule = await import("tsconfig-paths");
+  const loadConfig = tsconfigPathsModule.loadConfig;
+  const createMatchPath = tsconfigPathsModule.createMatchPath;
+  if (typeof loadConfig !== "function" || typeof createMatchPath !== "function") {
+    return null;
+  }
+  const loadedConfig = loadConfig(projectRoot);
+  if (loadedConfig.resultType !== "success") {
+    return null;
+  }
+  const matchPath = createMatchPath(
+    loadedConfig.absoluteBaseUrl,
+    loadedConfig.paths
+  );
+  const matcher = (requestedModule) => matchPath(requestedModule, void 0, import_fs.default.existsSync, [
+    ".ts",
+    ".tsx",
+    ".mts",
+    ".cts",
+    ".js",
+    ".jsx",
+    ".mjs",
+    ".cjs",
+    ".json"
+  ]) || "";
+  tsconfigPathMatchersByCwd.set(projectRoot, matcher);
+  const resolved = matcher(moduleName);
+  return resolved || null;
+};
+var toImportSpecifier = (moduleName) => {
+  if (moduleName.startsWith("file://")) {
+    return moduleName;
+  }
+  if (import_path.default.isAbsolute(moduleName)) {
+    return (0, import_url.pathToFileURL)(moduleName).href;
+  }
+  return moduleName;
+};
+var isTsModulePath = (moduleName) => TS_MODULE_RE.test(moduleName.split("?")[0]);
+var isRelativeModulePath = (moduleName) => moduleName.startsWith("./") || moduleName.startsWith("../");
+var isBareModuleSpecifier = (moduleName) => {
+  const normalized = String(moduleName ?? "").trim();
+  if (!normalized) {
+    return false;
+  }
+  if (normalized.startsWith("file://") || import_path.default.isAbsolute(normalized) || isRelativeModulePath(normalized)) {
+    return false;
+  }
+  return true;
+};
+var importConfigFile = async (configFilePath) => {
+  const ext = import_path.default.extname(configFilePath).toLowerCase();
+  const configFileUrl = `${toImportSpecifier(configFilePath)}?t=${Date.now()}`;
+  if (ext === ".ts" || ext === ".mts") {
+    const requireFn = getRequireFn(import_path.default.dirname(configFilePath));
+    await ensureTsNodeRegistered();
+    await ensureTsconfigPathsRegistered(import_path.default.dirname(configFilePath));
+    return requireFn(configFilePath);
+  }
+  return import(
+    /* webpackIgnore: true */
+    configFileUrl
+  );
+};
+var importTradejsModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
+  const normalized = String(moduleName ?? "").trim();
+  if (!normalized) {
+    return {};
+  }
+  let modulePath = normalized;
+  if (normalized.startsWith("file://")) {
+    try {
+      modulePath = (0, import_url.fileURLToPath)(normalized);
+    } catch {
+      modulePath = normalized;
+    }
+  }
+  const requireFn = getRequireFn(
+    import_path.default.isAbsolute(modulePath) ? import_path.default.dirname(modulePath) : cwd
+  );
+  if (isTsModulePath(modulePath)) {
+    await ensureTsNodeRegistered();
+    await ensureTsconfigPathsRegistered(cwd);
+    return requireFn(modulePath);
+  }
+  if (isBareModuleSpecifier(normalized)) {
+    await ensureTsconfigPathsRegistered(cwd);
+    try {
+      return requireFn(normalized);
+    } catch (error) {
+      const resolvedByTsconfig = await resolveTsconfigPathModule(
+        normalized,
+        cwd
+      );
+      if (resolvedByTsconfig && resolvedByTsconfig !== normalized) {
+        return requireFn(resolvedByTsconfig);
+      }
+      throw error;
+    }
+  }
+  try {
+    return await import(
+      /* webpackIgnore: true */
+      toImportSpecifier(normalized)
+    );
+  } catch (error) {
+    if (isTsModulePath(modulePath)) {
+      await ensureTsNodeRegistered();
+      await ensureTsconfigPathsRegistered(cwd);
+      return requireFn(modulePath);
+    }
+    throw error;
+  }
+};
+var resolveExportedConfig = (moduleExports) => {
+  const candidate = moduleExports && typeof moduleExports === "object" && "default" in moduleExports ? moduleExports.default : moduleExports;
+  return normalizeConfig(candidate);
+};
+var findConfigFilePath = (cwd) => {
+  let currentDir = import_path.default.resolve(cwd);
+  while (true) {
+    for (const fileName of CONFIG_FILE_NAMES) {
+      const fullPath = import_path.default.join(currentDir, fileName);
+      if (import_fs.default.existsSync(fullPath) && import_fs.default.statSync(fullPath).isFile()) {
+        return fullPath;
+      }
+    }
+    const parentDir = import_path.default.dirname(currentDir);
+    if (parentDir === currentDir) {
+      return null;
+    }
+    currentDir = parentDir;
+  }
+};
+var resolvePluginModuleSpecifier = (moduleName, cwd = getTradejsProjectCwd()) => {
+  const normalized = String(moduleName ?? "").trim();
+  if (!normalized) {
+    return "";
+  }
+  if (normalized.startsWith("file://")) {
+    try {
+      return (0, import_url.fileURLToPath)(normalized);
+    } catch {
+      return normalized;
+    }
+  }
+  if (import_path.default.isAbsolute(normalized)) {
+    return normalized;
+  }
+  if (isRelativeModulePath(normalized)) {
+    return import_path.default.resolve(cwd, normalized);
+  }
+  return normalized;
+};
+var loadTradejsConfig = async (cwd = getTradejsProjectCwd()) => {
+  const cached = cachedByCwd.get(cwd);
+  if (cached) {
+    return cached;
+  }
+  const configFilePath = findConfigFilePath(cwd);
+  if (!configFilePath) {
+    cachedByCwd.set(cwd, {});
+    return {};
+  }
+  try {
+    const moduleExports = await importConfigFile(configFilePath);
+    const config = resolveExportedConfig(moduleExports);
+    cachedByCwd.set(cwd, config);
+    if (!announcedConfigFile.has(configFilePath)) {
+      announcedConfigFile.add(configFilePath);
+      import_logger2.logger.log("debug", "Loaded TradeJS config: %s", configFilePath);
+    }
+    return config;
+  } catch (error) {
+    import_logger2.logger.log(
+      "warn",
+      "Failed to load TradeJS config from %s: %s",
+      configFilePath,
+      String(error)
+    );
+    cachedByCwd.set(cwd, {});
+    return {};
+  }
+};
+
+// src/strategy/manifests.ts
+var import_indicators = require("@tradejs/core/indicators");
+var SHARED_STRATEGY_REGISTRY_KEY = "__tradejsNodeSharedStrategyRegistryV1__";
+var sharedRegistryScope = globalThis;
+var sharedStrategyRegistry = sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] ?? (sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] = {
+  registryStateByProjectRoot: /* @__PURE__ */ new Map()
+});
+var createStrategyRegistryState = () => ({
+  strategyCreators: /* @__PURE__ */ new Map(),
+  strategyManifestsMap: /* @__PURE__ */ new Map(),
+  strategyEntriesMap: /* @__PURE__ */ new Map(),
+  strategySourcesMap: /* @__PURE__ */ new Map(),
+  strategyModuleResolutions: /* @__PURE__ */ new Map(),
+  pluginsLoadPromise: null
+});
+var registryStateByProjectRoot = sharedStrategyRegistry.registryStateByProjectRoot;
+var getStrategyRegistryState = (cwd = getTradejsProjectCwd()) => {
+  const projectRoot = getTradejsProjectCwd(cwd);
+  let state = registryStateByProjectRoot.get(projectRoot);
+  if (!state) {
+    state = createStrategyRegistryState();
+    registryStateByProjectRoot.set(projectRoot, state);
+  }
+  return {
+    projectRoot,
+    state
+  };
+};
+var toUniqueModules = (modules = []) => [
+  ...new Set(modules.map((moduleName) => moduleName.trim()).filter(Boolean))
+];
+var getConfiguredPluginModuleNames = async (cwd = getTradejsProjectCwd()) => {
+  const config = await loadTradejsConfig(cwd);
+  return {
+    strategyModules: toUniqueModules(config.strategies),
+    indicatorModules: toUniqueModules(config.indicators)
+  };
+};
+var extractModuleEntries = (moduleExport, key) => {
+  if (!moduleExport || typeof moduleExport !== "object") {
+    return null;
+  }
+  const candidate = moduleExport;
+  if (Array.isArray(candidate[key])) {
+    return candidate[key];
+  }
+  const defaultExport = candidate.default;
+  if (defaultExport && Array.isArray(defaultExport[key])) {
+    return defaultExport[key];
+  }
+  return null;
+};
+var extractStrategyPluginDefinition = (moduleExport) => {
+  const strategyEntries = extractModuleEntries(
+    moduleExport,
+    "strategyEntries"
+  );
+  return strategyEntries ? { strategyEntries } : null;
+};
+var extractIndicatorPluginDefinition = (moduleExport) => {
+  const indicatorEntries = extractModuleEntries(
+    moduleExport,
+    "indicatorEntries"
+  );
+  return indicatorEntries ? { indicatorEntries } : null;
+};
+var validateStrategyEntries = (moduleName, entries, state) => {
+  const issues = [];
+  const names = /* @__PURE__ */ new Set();
+  entries.forEach((entry, index) => {
+    const entryPath = `${moduleName}.strategyEntries[${index}]`;
+    const strategyName = entry?.manifest?.name;
+    if (typeof strategyName !== "string" || !strategyName.trim()) {
+      issues.push(`${entryPath}: manifest.name is required`);
+    } else if (names.has(strategyName) || state?.strategyEntriesMap.has(strategyName)) {
+      issues.push(`${entryPath}: duplicate strategy ${strategyName}`);
+    } else {
+      names.add(strategyName);
+    }
+    if (!entry || typeof entry !== "object" || !entry.defaults || typeof entry.defaults !== "object" || Array.isArray(entry.defaults)) {
+      issues.push(`${entryPath}: defaults must be an object`);
+    }
+    if (typeof entry?.parseConfig !== "function") {
+      issues.push(`${entryPath}: parseConfig is required`);
+    }
+    if (typeof entry?.createCore !== "function") {
+      issues.push(`${entryPath}: createCore is required`);
+    }
+  });
+  return issues;
+};
+var registerEntries = (entries, source, state) => {
+  for (const entry of entries) {
+    const strategyName = entry.manifest.name;
+    state.strategyManifestsMap.set(strategyName, entry.manifest);
+    state.strategyEntriesMap.set(strategyName, entry);
+    state.strategySourcesMap.set(strategyName, source);
+    materializeStrategyCreator(strategyName, state);
+  }
+};
+var materializeStrategyCreator = (strategyName, state) => {
+  if (state.strategyCreators.has(strategyName) || !sharedStrategyRegistry.strategyRuntimeFactory) {
+    return;
+  }
+  const entry = state.strategyEntriesMap.get(strategyName);
+  if (!entry) return;
+  state.strategyCreators.set(
+    strategyName,
+    sharedStrategyRegistry.strategyRuntimeFactory({
+      strategyName,
+      defaults: entry.defaults,
+      createCore: entry.createCore,
+      manifest: entry.manifest,
+      detectorKey: entry.detectorKey,
+      detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
+      resolveRegisteredManifest: (name) => state.strategyManifestsMap.get(name)
+    })
+  );
+};
+var setStrategyRuntimeFactory = (factory) => {
+  sharedStrategyRegistry.strategyRuntimeFactory = factory;
+  for (const state of registryStateByProjectRoot.values()) {
+    for (const strategyName of state.strategyEntriesMap.keys()) {
+      materializeStrategyCreator(strategyName, state);
+    }
+  }
+};
+var importStrategyPluginModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
+  if (typeof importTradejsModule === "function") {
+    return importTradejsModule(moduleName, cwd);
+  }
+  return import(
+    /* webpackIgnore: true */
+    moduleName
+  );
+};
+var resolveStrategyModuleEntry = async ({
+  strategyName,
+  moduleName,
+  cwd
+}) => {
+  const { projectRoot, state } = getStrategyRegistryState(cwd);
+  const source = moduleName.trim();
+  const resolvedModuleName = resolvePluginModuleSpecifier(source, projectRoot);
+  const cacheKey = `${resolvedModuleName}\0${strategyName}`;
+  const cached = state.strategyModuleResolutions.get(cacheKey);
+  if (cached) return cached;
+  const resolution = (async () => {
+    const moduleExport = await importStrategyPluginModule(
+      resolvedModuleName,
+      projectRoot
+    );
+    const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
+    if (!pluginDefinition) {
+      throw new Error(`${source}: export { strategyEntries } is missing`);
+    }
+    const issues = validateStrategyEntries(
+      source,
+      pluginDefinition.strategyEntries
+    );
+    if (issues.length > 0) {
+      throw new Error(
+        ["Invalid TradeJS strategy module:", ...issues].join("\n")
+      );
+    }
+    const entry = pluginDefinition.strategyEntries.find(
+      (candidate) => candidate.manifest.name === strategyName
+    );
+    if (!entry) {
+      throw new Error(`${source}: strategy ${strategyName} is missing`);
+    }
+    const factory = sharedStrategyRegistry.strategyRuntimeFactory;
+    if (!factory) {
+      throw new Error("Strategy runtime factory is not configured");
+    }
+    const manifestsByName = new Map(
+      pluginDefinition.strategyEntries.map(
+        (candidate) => [candidate.manifest.name, candidate.manifest]
+      )
+    );
+    return {
+      entry,
+      creator: factory({
+        strategyName,
+        defaults: entry.defaults,
+        createCore: entry.createCore,
+        manifest: entry.manifest,
+        detectorKey: entry.detectorKey,
+        detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
+        resolveRegisteredManifest: (name) => manifestsByName.get(name) ?? state.strategyManifestsMap.get(name)
+      }),
+      source
     };
+  })();
+  state.strategyModuleResolutions.set(cacheKey, resolution);
+  try {
+    return await resolution;
+  } catch (error) {
+    state.strategyModuleResolutions.delete(cacheKey);
+    throw error;
+  }
+};
+var ensureStrategyPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
+  const { projectRoot, state } = getStrategyRegistryState(cwd);
+  if (!state.pluginsLoadPromise) {
+    (0, import_indicators.resetIndicatorRegistryCache)(projectRoot);
+    state.pluginsLoadPromise = (async () => {
+      const { strategyModules, indicatorModules } = await getConfiguredPluginModuleNames(projectRoot);
+      const strategySet = new Set(strategyModules);
+      const indicatorSet = new Set(indicatorModules);
+      const pluginModuleNames = [
+        .../* @__PURE__ */ new Set([...strategyModules, ...indicatorModules])
+      ];
+      if (!pluginModuleNames.length) {
+        return;
+      }
+      const issues = [];
+      for (const moduleName of pluginModuleNames) {
+        try {
+          const resolvedModuleName = resolvePluginModuleSpecifier(
+            moduleName,
+            projectRoot
+          );
+          const moduleExport = await importStrategyPluginModule(
+            resolvedModuleName,
+            projectRoot
+          );
+          if (strategySet.has(moduleName)) {
+            const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
+            if (!pluginDefinition) {
+              issues.push(
+                `${moduleName}: export { strategyEntries } is missing`
+              );
+            } else {
+              const entryIssues = validateStrategyEntries(
+                moduleName,
+                pluginDefinition.strategyEntries,
+                state
+              );
+              issues.push(...entryIssues);
+              if (entryIssues.length === 0) {
+                registerEntries(
+                  pluginDefinition.strategyEntries,
+                  moduleName,
+                  state
+                );
+              }
+            }
+          }
+          if (indicatorSet.has(moduleName)) {
+            const indicatorPluginDefinition = extractIndicatorPluginDefinition(moduleExport);
+            if (!indicatorPluginDefinition) {
+              issues.push(
+                `${moduleName}: export { indicatorEntries } is missing`
+              );
+            } else {
+              (0, import_indicators.registerIndicatorEntries)(
+                indicatorPluginDefinition.indicatorEntries,
+                moduleName,
+                projectRoot
+              );
+            }
+          }
+          if (!strategySet.has(moduleName) && !indicatorSet.has(moduleName)) {
+            issues.push(`${moduleName}: plugin is not declared in config`);
+          }
+        } catch (error) {
+          issues.push(`${moduleName}: failed to import: ${String(error)}`);
+        }
+      }
+      if (issues.length > 0) {
+        throw new Error(
+          ["Invalid TradeJS plugin catalog:", ...issues].join("\n")
+        );
+      }
+    })();
   }
-  return {
-    source: String(cmcGlobal.source ?? ""),
-    available: true,
-    interval: typeof cmcGlobal.interval === "string" ? cmcGlobal.interval : null,
-    asOfTs: toFiniteNumber(cmcGlobal.asOfTs),
-    stale: typeof cmcGlobal.stale === "boolean" ? cmcGlobal.stale : null,
-    totalMarketCapUsd: toFiniteNumber(cmcGlobal.totalMarketCapUsd),
-    totalVolumeUsd: toFiniteNumber(cmcGlobal.totalVolumeUsd),
-    totalVolumeReportedUsd: toFiniteNumber(cmcGlobal.totalVolumeReportedUsd),
-    altMarketCapUsd: toFiniteNumber(cmcGlobal.altMarketCapUsd),
-    altVolumeUsd: toFiniteNumber(cmcGlobal.altVolumeUsd),
-    altVolumeReportedUsd: toFiniteNumber(cmcGlobal.altVolumeReportedUsd),
-    btcDominancePct: toFiniteNumber(cmcGlobal.btcDominancePct),
-    ethDominancePct: toFiniteNumber(cmcGlobal.ethDominancePct),
-    btcDominanceChange24hPct: toFiniteNumber(
-      cmcGlobal.btcDominanceChange24hPct
-    ),
-    ethDominanceChange24hPct: toFiniteNumber(
-      cmcGlobal.ethDominanceChange24hPct
-    ),
-    altMarketCapChange24hPct: toFiniteNumber(
-      cmcGlobal.altMarketCapChange24hPct
-    ),
-    altVolumeChange24hPct: toFiniteNumber(cmcGlobal.altVolumeChange24hPct),
-    activeCryptocurrencies: toFiniteNumber(cmcGlobal.activeCryptocurrencies),
-    activeExchanges: toFiniteNumber(cmcGlobal.activeExchanges),
-    activeMarketPairs: toFiniteNumber(cmcGlobal.activeMarketPairs),
-    altLiquidityRegime: typeof cmcGlobal.altLiquidityRegime === "string" ? cmcGlobal.altLiquidityRegime : null
-  };
+  await state.pluginsLoadPromise;
 };
-var buildCmcReferenceAssetsContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const cmcReferenceAssets = toRecord(relative?.cmcReferenceAssets);
-  if (!cmcReferenceAssets) {
-    return {
-      source: null,
-      available: false,
-      interval: null,
-      asOfTs: null,
-      stale: null,
-      btcMarketCapUsd: null,
-      ethMarketCapUsd: null,
-      btcVolumeUsd: null,
-      ethVolumeUsd: null,
-      btcVolumeToMarketCap: null,
-      ethVolumeToMarketCap: null,
-      ethBtcMarketCapRatio: null,
-      ethBtcMarketCapRatioChange24hPct: null,
-      ethVsBtcVolumeRatio: null,
-      referenceLiquidityRegime: null
-    };
+var getStrategyCreator = async (name, cwd = getTradejsProjectCwd(), moduleName) => {
+  if (moduleName?.trim()) {
+    await ensureStrategyPluginsLoaded(cwd);
+    return (await resolveStrategyModuleEntry({ strategyName: name, moduleName, cwd })).creator;
   }
-  return {
-    source: String(cmcReferenceAssets.source ?? ""),
-    available: true,
-    interval: typeof cmcReferenceAssets.interval === "string" ? cmcReferenceAssets.interval : null,
-    asOfTs: toFiniteNumber(cmcReferenceAssets.asOfTs),
-    stale: typeof cmcReferenceAssets.stale === "boolean" ? cmcReferenceAssets.stale : null,
-    btcMarketCapUsd: toFiniteNumber(cmcReferenceAssets.btcMarketCapUsd),
-    ethMarketCapUsd: toFiniteNumber(cmcReferenceAssets.ethMarketCapUsd),
-    btcVolumeUsd: toFiniteNumber(cmcReferenceAssets.btcVolumeUsd),
-    ethVolumeUsd: toFiniteNumber(cmcReferenceAssets.ethVolumeUsd),
-    btcVolumeToMarketCap: toFiniteNumber(
-      cmcReferenceAssets.btcVolumeToMarketCap
-    ),
-    ethVolumeToMarketCap: toFiniteNumber(
-      cmcReferenceAssets.ethVolumeToMarketCap
-    ),
-    ethBtcMarketCapRatio: toFiniteNumber(
-      cmcReferenceAssets.ethBtcMarketCapRatio
-    ),
-    ethBtcMarketCapRatioChange24hPct: toFiniteNumber(
-      cmcReferenceAssets.ethBtcMarketCapRatioChange24hPct
-    ),
-    ethVsBtcVolumeRatio: toFiniteNumber(cmcReferenceAssets.ethVsBtcVolumeRatio),
-    referenceLiquidityRegime: typeof cmcReferenceAssets.referenceLiquidityRegime === "string" ? cmcReferenceAssets.referenceLiquidityRegime : null
-  };
+  await ensureStrategyPluginsLoaded(cwd);
+  const { state } = getStrategyRegistryState(cwd);
+  return state.strategyCreators.get(name);
 };
-var buildCmcExchangeLiquidityContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const cmcExchangeLiquidity = toRecord(relative?.cmcExchangeLiquidity);
-  if (!cmcExchangeLiquidity) {
-    return {
-      source: null,
-      available: false,
-      interval: null,
-      asOfTs: null,
-      stale: null,
-      exchangesCount: null,
-      totalVolumeUsd: null,
-      totalVolumeChange24hPct: null,
-      binanceVolumeUsd: null,
-      binanceVolumeShare: null,
-      topExchangeVolumeShare: null,
-      liquidityRegime: null
-    };
+var getStrategyManifest = (name, cwd = getTradejsProjectCwd()) => {
+  if (!name) {
+    return void 0;
   }
-  return {
-    source: String(cmcExchangeLiquidity.source ?? ""),
-    available: true,
-    interval: typeof cmcExchangeLiquidity.interval === "string" ? cmcExchangeLiquidity.interval : null,
-    asOfTs: toFiniteNumber(cmcExchangeLiquidity.asOfTs),
-    stale: typeof cmcExchangeLiquidity.stale === "boolean" ? cmcExchangeLiquidity.stale : null,
-    exchangesCount: toFiniteNumber(cmcExchangeLiquidity.exchangesCount),
-    totalVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.totalVolumeUsd),
-    totalVolumeChange24hPct: toFiniteNumber(
-      cmcExchangeLiquidity.totalVolumeChange24hPct
-    ),
-    binanceVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeUsd),
-    binanceVolumeShare: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeShare),
-    topExchangeVolumeShare: toFiniteNumber(
-      cmcExchangeLiquidity.topExchangeVolumeShare
-    ),
-    liquidityRegime: typeof cmcExchangeLiquidity.liquidityRegime === "string" ? cmcExchangeLiquidity.liquidityRegime : null
-  };
+  const { state } = getStrategyRegistryState(cwd);
+  return state.strategyManifestsMap.get(name);
 };
-var buildCmcFearGreedContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const cmcFearGreed = toRecord(relative?.cmcFearGreed);
-  if (!cmcFearGreed) {
-    return {
-      source: null,
-      available: false,
-      interval: null,
-      asOfTs: null,
-      stale: null,
-      value: null,
-      valueChange24h: null,
-      valueChange7d: null,
-      classification: null,
-      sentimentRegime: null
-    };
+var strategies = new Proxy(
+  {},
+  {
+    get: (_target, property) => {
+      if (typeof property !== "string") {
+        return void 0;
+      }
+      return getStrategyRegistryState().state.strategyCreators.get(property);
+    },
+    ownKeys: () => {
+      return [...getStrategyRegistryState().state.strategyCreators.keys()];
+    },
+    getOwnPropertyDescriptor: () => ({
+      enumerable: true,
+      configurable: true
+    })
   }
-  return {
-    source: String(cmcFearGreed.source ?? ""),
-    available: true,
-    interval: typeof cmcFearGreed.interval === "string" ? cmcFearGreed.interval : null,
-    asOfTs: toFiniteNumber(cmcFearGreed.asOfTs),
-    stale: typeof cmcFearGreed.stale === "boolean" ? cmcFearGreed.stale : null,
-    value: toFiniteNumber(cmcFearGreed.value),
-    valueChange24h: toFiniteNumber(cmcFearGreed.valueChange24h),
-    valueChange7d: toFiniteNumber(cmcFearGreed.valueChange7d),
-    classification: typeof cmcFearGreed.classification === "string" ? cmcFearGreed.classification : null,
-    sentimentRegime: typeof cmcFearGreed.sentimentRegime === "string" ? cmcFearGreed.sentimentRegime : null
-  };
+);
+
+// src/strategyHelpers/tickerProfiles.ts
+var snapshots = /* @__PURE__ */ new Map();
+var resolveTickerProfileSource = (strategy) => {
+  const declared = getStrategyManifest(strategy)?.contextRequirements?.tickerProfiles;
+  if (declared) return declared;
+  const provider = process.env.TICKER_PROFILES_PROVIDER?.trim();
+  const universeId = process.env.TICKER_PROFILES_UNIVERSE?.trim();
+  if (!provider && !universeId) return void 0;
+  if (!provider || !universeId)
+    throw new Error(
+      "Set both TICKER_PROFILES_PROVIDER and TICKER_PROFILES_UNIVERSE"
+    );
+  return { provider, universeId };
 };
-var buildCmcIndexesContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const cmcIndexes = toRecord(relative?.cmcIndexes);
-  if (!cmcIndexes) {
-    return {
-      source: null,
-      available: false,
-      interval: null,
-      asOfTs: null,
-      stale: null,
-      cmc100Value: null,
-      cmc100Change24hPct: null,
-      cmc100TopConstituentSymbol: null,
-      cmc100TopConstituentWeightPct: null,
-      cmc20Value: null,
-      cmc20Change24hPct: null,
-      cmc20TopConstituentSymbol: null,
-      cmc20TopConstituentWeightPct: null,
-      cmc20ToCmc100Ratio: null,
-      cmc20ToCmc100RatioChange24hPct: null,
-      indexRegime: null
-    };
+var loadTickerProfileContext = async ({
+  projectRoot,
+  provider,
+  universeId,
+  symbol,
+  timestamp
+}) => {
+  const asOf = (0, import_tickerProfiles2.tickerProfileMonth)(timestamp), key = JSON.stringify([projectRoot, provider, universeId, asOf]);
+  let cached = snapshots.get(key);
+  if (!cached || cached.expires < Date.now()) {
+    const value = (0, import_tickerProfiles.readTickerProfiles)(projectRoot, provider, universeId, asOf).then((envelope) => {
+      if (!envelope) return null;
+      const s = envelope.snapshot;
+      if (!(0, import_tickerProfiles2.isTickerProfileSnapshot)(s) || s.asOf !== asOf || s.provider !== provider || s.universeId !== universeId)
+        throw new Error("Ticker profile identity/schema mismatch");
+      const entry = snapshots.get(key);
+      if (entry) entry.expires = Infinity;
+      return new Map(
+        s.profiles.map((p) => [
+          p.symbol,
+          Object.freeze({
+            ...p,
+            definition: s.definition,
+            provider,
+            universeId,
+            snapshotId: envelope.snapshotId
+          })
+        ])
+      );
+    }).catch((error) => {
+      snapshots.delete(key);
+      throw error;
+    });
+    cached = { expires: Date.now() + 6e4, value };
+    snapshots.set(key, cached);
+    if (snapshots.size > 24) {
+      const oldest = snapshots.keys().next().value;
+      if (oldest) snapshots.delete(oldest);
+    }
   }
-  return {
-    source: String(cmcIndexes.source ?? ""),
-    available: true,
-    interval: typeof cmcIndexes.interval === "string" ? cmcIndexes.interval : null,
-    asOfTs: toFiniteNumber(cmcIndexes.asOfTs),
-    stale: typeof cmcIndexes.stale === "boolean" ? cmcIndexes.stale : null,
-    cmc100Value: toFiniteNumber(cmcIndexes.cmc100Value),
-    cmc100Change24hPct: toFiniteNumber(cmcIndexes.cmc100Change24hPct),
-    cmc100TopConstituentSymbol: typeof cmcIndexes.cmc100TopConstituentSymbol === "string" ? cmcIndexes.cmc100TopConstituentSymbol : null,
-    cmc100TopConstituentWeightPct: toFiniteNumber(
-      cmcIndexes.cmc100TopConstituentWeightPct
-    ),
-    cmc20Value: toFiniteNumber(cmcIndexes.cmc20Value),
-    cmc20Change24hPct: toFiniteNumber(cmcIndexes.cmc20Change24hPct),
-    cmc20TopConstituentSymbol: typeof cmcIndexes.cmc20TopConstituentSymbol === "string" ? cmcIndexes.cmc20TopConstituentSymbol : null,
-    cmc20TopConstituentWeightPct: toFiniteNumber(
-      cmcIndexes.cmc20TopConstituentWeightPct
-    ),
-    cmc20ToCmc100Ratio: toFiniteNumber(cmcIndexes.cmc20ToCmc100Ratio),
-    cmc20ToCmc100RatioChange24hPct: toFiniteNumber(
-      cmcIndexes.cmc20ToCmc100RatioChange24hPct
-    ),
-    indexRegime: typeof cmcIndexes.indexRegime === "string" ? cmcIndexes.indexRegime : null
-  };
+  return (await cached.value)?.get(symbol);
 };
-var buildReferenceTradeFlowContextFromSignal = (signal) => {
-  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
-  const relative = toRecord(baseContext?.relative);
-  const refs = toRecord(relative?.referenceTradeFlow);
-  const primaryReferenceSymbol = typeof refs?.primaryReferenceSymbol === "string" ? refs.primaryReferenceSymbol : null;
-  const tradeFlowBySymbol = toRecord(refs?.tradeFlowBySymbol);
-  const primaryTradeFlow = primaryReferenceSymbol != null ? toRecord(tradeFlowBySymbol?.[primaryReferenceSymbol]) : null;
-  if (!refs) {
-    return {
-      source: null,
-      available: false,
-      primaryReferenceSymbol: null,
-      referenceSymbols: [],
-      primaryTradeFlowBuyPressurePct: null,
-      primaryTradeFlowStale: null
+var withTickerProfile = (baseContext, profile) => Object.defineProperty(
+  Object.create(
+    Object.getPrototypeOf(baseContext),
+    Object.getOwnPropertyDescriptors(baseContext)
+  ),
+  "tickerProfile",
+  { enumerable: true, configurable: true, value: profile }
+);
+var enrichSignalWithTickerProfile = async (signal) => {
+  const source = resolveTickerProfileSource(signal.strategy);
+  if (!source || signal.universe === "tradfi" || !signal.symbol.endsWith("USDT"))
+    return;
+  const profile = await loadTickerProfileContext({
+    ...source,
+    projectRoot: getTradejsProjectCwd(),
+    symbol: signal.symbol,
+    timestamp: signal.timestamp
+  });
+  if (profile) {
+    signal.additionalIndicators = {
+      ...signal.additionalIndicators,
+      tickerProfile: profile
     };
   }
-  return {
-    source: String(refs.source ?? ""),
-    available: true,
-    primaryReferenceSymbol,
-    referenceSymbols: Array.isArray(refs.referenceSymbols) ? refs.referenceSymbols.map(String) : [],
-    primaryTradeFlowBuyPressurePct: toFiniteNumber(
-      primaryTradeFlow?.buyPressurePct
-    ),
-    primaryTradeFlowStale: typeof primaryTradeFlow?.stale === "boolean" ? primaryTradeFlow.stale : null
-  };
 };
-var buildAiMarketContext = (signal) => ({
-  execution: {
-    binanceCoinbaseSpread: buildSpreadContextFromSignal(signal)
-  },
-  participation: {
-    trueDelta: buildTrueDeltaContextFromSignal(signal),
-    tradeFlow: buildTradeFlowContextFromSignal(signal)
-  },
-  relative: {
-    marketBreadth: buildMarketBreadthContextFromSignal(signal),
-    marketBreadths: buildMarketBreadthsContextFromSignal(signal),
-    targetVsBtc: buildTargetVsBtcContextFromSignal(signal),
-    btcAltRegime: buildBtcAltRegimeContextFromSignal(signal),
-    cmcGlobal: buildCmcGlobalContextFromSignal(signal),
-    cmcReferenceAssets: buildCmcReferenceAssetsContextFromSignal(signal),
-    cmcExchangeLiquidity: buildCmcExchangeLiquidityContextFromSignal(signal),
-    cmcFearGreed: buildCmcFearGreedContextFromSignal(signal),
-    cmcIndexes: buildCmcIndexesContextFromSignal(signal),
-    referenceTradeFlow: buildReferenceTradeFlowContextFromSignal(signal)
-  }
-});
 
-// src/strategy/manifests.ts
-var import_indicators = require("@tradejs/core/indicators");
+// src/strategyRuntime.ts
+var import_jev6 = require("@tradejs/core/jev");
 
-// src/tradejsConfig.ts
-var import_fs = __toESM(require("fs"));
-var import_path = __toESM(require("path"));
-var import_url = require("url");
-var import_config = require("@tradejs/core/config");
-var import_logger2 = require("@tradejs/infra/logger");
-var CONFIG_FILE_NAMES = [
-  "tradejs.config.ts",
-  "tradejs.config.mts",
-  "tradejs.config.js",
-  "tradejs.config.mjs",
-  "tradejs.config.cjs"
-];
-var TS_MODULE_RE = /\.(cts|mts|ts)$/i;
-var cachedByCwd = /* @__PURE__ */ new Map();
-var announcedConfigFile = /* @__PURE__ */ new Set();
-var tsNodeRegistered = false;
-var tsconfigPathsRegisteredByCwd = /* @__PURE__ */ new Set();
-var tsconfigPathMatchersByCwd = /* @__PURE__ */ new Map();
-var getTradejsProjectCwd = (cwd) => {
-  const explicit = String(cwd ?? "").trim();
-  if (explicit) {
-    return import_path.default.resolve(explicit);
+// src/jev.ts
+var import_promises = __toESM(require("fs/promises"));
+var import_node_path = __toESM(require("path"));
+var import_jev4 = require("@tradejs/core/jev");
+var import_jev5 = require("@tradejs/infra/jev");
+var import_userSettings = require("@tradejs/infra/userSettings");
+init_jevInput();
+init_jevInput();
+init_jevTraining();
+var resolveJevProvider = async (userName) => {
+  const settings = await (0, import_userSettings.getUserSettings)(userName);
+  const provider = {
+    endpoint: settings.JEV_API_ENDPOINT || import_jev4.JEV_PROVIDERS[0].endpoint,
+    model: settings.JEV_MODEL || import_jev4.JEV_PROVIDERS[0].model
+  };
+  (0, import_jev4.parseJevConfig)({ source: "provider", mode: "observe", provider });
+  if (!settings.JEV_API_KEY)
+    throw new Error("Configure the Jev API key in Account settings");
+  return provider;
+};
+var emptyScores = () => Object.fromEntries(import_jev4.JEV_DIMENSIONS.map((key) => [key, null]));
+var pending = /* @__PURE__ */ new Map();
+var pendingResponses = /* @__PURE__ */ new Map();
+var evaluateJevInput = async ({
+  input,
+  config,
+  userName,
+  projectRoot
+}) => {
+  config = (0, import_jev4.parseJevConfig)(config);
+  const inputHash = (0, import_jev5.jevHash)(input);
+  const questions = questionsForJevInput(input);
+  const questionsHash = (0, import_jev5.jevHash)(questions);
+  const base = {
+    questionSet: import_jev4.JEV_QUESTION_SET,
+    schema: "tradejs-signal-assessment/v5",
+    source: config.source,
+    mode: config.mode,
+    inputHash,
+    questionsHash,
+    geometryStatus: input.geometryStatus,
+    levelsValid: typeof input.features["signal.validLevels"] === "boolean" ? input.features["signal.validLevels"] : null
+  };
+  if (!input.questions.length)
+    return {
+      assessment: {
+        ...base,
+        status: "unavailable",
+        model: "",
+        scores: emptyScores(),
+        confidence: emptyScores()
+      }
+    };
+  if (config.source === "local") {
+    const contents = await import_promises.default.readFile(
+      import_node_path.default.resolve(projectRoot, config.modelFile),
+      "utf8"
+    );
+    if ((0, import_jev5.jevFileHash)(contents) !== config.modelSha256)
+      throw new Error("Local Jev gate checksum mismatch");
+    const { validateJevGateModel: validateJevGateModel2 } = await Promise.resolve().then(() => (init_jevTraining(), jevTraining_exports));
+    const model = validateJevGateModel2(JSON.parse(contents));
+    if (model.strategy !== input.strategy || model.questionsHash !== (0, import_jev5.jevHash)(JEV_QUESTIONS))
+      throw new Error("Local Jev gate strategy or question version mismatch");
+    const scores = Object.fromEntries(
+      import_jev4.JEV_DIMENSIONS.map((key) => [
+        key,
+        input.questions.includes(key) && model.trees[key] ? (0, import_jev4.predictJevTree)(model.trees[key], input.features) : null
+      ])
+    );
+    return {
+      assessment: {
+        ...base,
+        status: "available",
+        model: config.modelSha256,
+        scores,
+        confidence: emptyScores()
+      }
+    };
   }
-  const fromEnv = String(process.env.PROJECT_CWD || "").trim();
-  if (fromEnv) {
-    return import_path.default.resolve(fromEnv);
+  const provider = config.provider ?? await resolveJevProvider(userName);
+  const id = (0, import_jev5.jevHash)({ inputHash, questionsHash, provider });
+  const dir = import_node_path.default.resolve(projectRoot, config.recordsDir ?? "data/ai/jev");
+  const file = import_node_path.default.join(dir, "records", `${id}.json`);
+  const getRecord = async () => {
+    const existing = await (0, import_jev5.readJevArtifact)(file);
+    if (existing) {
+      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))
+        throw new Error("Jev recording identity mismatch");
+      (0, import_jev5.validateJevResponse)(existing.response, input.questions);
+      for (const key of import_jev4.JEV_DIMENSIONS) {
+        const expected = input.questions.includes(key) ? existing.response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null;
+        if (existing.scores[key] !== expected)
+          throw new Error("Jev recording scores do not match the response");
+      }
+      return existing;
+    }
+    if (config.source === "recorded")
+      throw new Error(
+        `Missing Jev recording ${id} for ${input.strategy} ${input.symbol} at ${new Date(input.timestamp).toISOString()}. Recorded mode requires the same signal-time facts and provider; a shorter backtest can change warm-up indicators or prior trade state.`
+      );
+    const settings = await (0, import_userSettings.getUserSettings)(userName);
+    if (!settings.JEV_API_KEY)
+      throw new Error("Configure the Jev API key in Account settings");
+    const apiKey = settings.JEV_API_KEY;
+    const configuredProvider = await resolveJevProvider(userName);
+    if (configuredProvider.endpoint !== provider.endpoint)
+      throw new Error(
+        "Jev account endpoint changed; update the frozen provider configuration"
+      );
+    const started = Date.now();
+    const state = stateForJevInput(input);
+    const responseId = (0, import_jev5.jevHash)({
+      state,
+      questionsHash,
+      provider,
+      user: (0, import_jev5.jevHash)(userName)
+    });
+    const responseFile = import_node_path.default.join(dir, "responses", `${responseId}.json`);
+    let responsePromise = pendingResponses.get(responseFile);
+    if (!responsePromise) {
+      responsePromise = (async () => {
+        const saved = await (0, import_jev5.readJevArtifact)(responseFile);
+        if (saved) return (0, import_jev5.validateJevResponse)(saved, input.questions);
+        const fresh = await (0, import_jev5.requestJev)(provider, apiKey, state, questions);
+        await (0, import_jev5.writeJevArtifact)(responseFile, fresh);
+        return fresh;
+      })();
+      pendingResponses.set(responseFile, responsePromise);
+    }
+    let response;
+    try {
+      response = await responsePromise;
+    } finally {
+      pendingResponses.delete(responseFile);
+    }
+    const scores = Object.fromEntries(
+      import_jev4.JEV_DIMENSIONS.map((key) => [
+        key,
+        input.questions.includes(key) ? response.answers[key].score / (0, import_jev5.jevScoreMaximum)(key) : null
+      ])
+    );
+    const value = {
+      schema: "tradejs-jev-record/v4",
+      id,
+      inputHash,
+      questionsHash,
+      provider,
+      input,
+      response,
+      scores,
+      createdAt: (/* @__PURE__ */ new Date()).toISOString(),
+      elapsedMs: Date.now() - started
+    };
+    await (0, import_jev5.writeJevArtifact)(file, value);
+    return await (0, import_jev5.readJevArtifact)(file);
+  };
+  const pendingKey = `${file}:${(0, import_jev5.jevHash)(userName)}`;
+  let promise = pending.get(pendingKey);
+  if (!promise) {
+    promise = getRecord();
+    pending.set(pendingKey, promise);
   }
-  return process.cwd();
-};
-var normalizeConfig = (rawConfig) => {
-  if (!rawConfig || typeof rawConfig !== "object") {
-    return {};
+  let record;
+  try {
+    record = await promise;
+  } finally {
+    pending.delete(pendingKey);
   }
-  const config = rawConfig;
-  const strategies2 = Array.isArray(config.strategies) ? config.strategies.map((value) => String(value || "").trim()).filter(Boolean) : [];
-  const indicators = Array.isArray(config.indicators) ? config.indicators.map((value) => String(value || "").trim()).filter(Boolean) : [];
-  const connectors = Array.isArray(config.connectors) ? config.connectors.map((value) => String(value || "").trim()).filter(Boolean) : [];
-  const hooks = (0, import_config.normalizeTradejsConfigHooks)(
-    config.hooks
-  );
-  const runtime = config.runtime && typeof config.runtime === "object" && !Array.isArray(config.runtime) ? config.runtime : void 0;
   return {
-    strategies: strategies2,
-    indicators,
-    connectors,
-    ...hooks ? { hooks } : {},
-    ...runtime ? { runtime } : {}
+    record,
+    assessment: {
+      ...base,
+      status: "available",
+      recordId: id,
+      model: record.response.model,
+      scores: record.scores,
+      confidence: Object.fromEntries(
+        import_jev4.JEV_DIMENSIONS.map((key) => [
+          key,
+          record.response.answers[key]?.confidence ?? null
+        ])
+      )
+    }
   };
 };
-var getNodeCreateRequire = () => {
-  const builtinModule = process.getBuiltinModule?.("module");
-  if (typeof builtinModule?.createRequire === "function") {
-    return builtinModule.createRequire;
+var assessSignalWithJev = async ({
+  signal,
+  config,
+  userName,
+  projectRoot,
+  strict,
+  scope = "runtime"
+}) => {
+  let assessment;
+  try {
+    const input = buildJevInput(signal);
+    ({ assessment } = await evaluateJevInput({
+      input,
+      config,
+      userName,
+      projectRoot
+    }));
+  } catch (error) {
+    if (strict) throw error;
+    assessment = {
+      questionSet: import_jev4.JEV_QUESTION_SET,
+      schema: "tradejs-signal-assessment/v5",
+      source: config.source,
+      mode: config.mode,
+      status: "unavailable",
+      inputHash: "",
+      questionsHash: "",
+      geometryStatus: "absent",
+      levelsValid: null,
+      model: config.provider?.model ?? config.modelSha256 ?? "",
+      scores: emptyScores(),
+      confidence: emptyScores()
+    };
   }
-  throw new TypeError("module.createRequire is not available");
+  signal.assessment = assessment;
+  signal.additionalIndicators = {
+    ...signal.additionalIndicators,
+    jev: (0, import_jev4.jevAssessmentFeatures)(assessment)
+  };
+  const identity = {
+    signalId: signal.signalId,
+    strategy: signal.strategy,
+    symbol: signal.symbol,
+    timestamp: signal.timestamp,
+    scope,
+    user: (0, import_jev5.jevHash)(userName),
+    config,
+    assessment
+  };
+  await (0, import_jev5.writeJevArtifact)(
+    import_node_path.default.resolve(
+      projectRoot,
+      config.recordsDir ?? "data/ai/jev",
+      "decisions",
+      `${(0, import_jev5.jevHash)(identity)}.json`
+    ),
+    identity
+  );
+  return assessment;
 };
-var getRequireFn = (cwd = getTradejsProjectCwd()) => getNodeCreateRequire()(import_path.default.join(import_path.default.resolve(cwd), "__tradejs_loader__.js"));
-var ensureTsNodeRegistered = async () => {
-  if (tsNodeRegistered) {
-    return;
+
+// src/strategyRuntime.ts
+var import_constants5 = require("@tradejs/core/constants");
+var import_strategies6 = require("@tradejs/core/strategies");
+var import_logger11 = require("@tradejs/infra/logger");
+
+// src/strategyHelpers/runtime.ts
+var import_logger9 = require("@tradejs/infra/logger");
+var import_constants3 = require("@tradejs/core/constants");
+var import_ml2 = require("@tradejs/infra/ml");
+
+// src/strategy/entrySubmissionValidation.ts
+var import_logger3 = require("@tradejs/infra/logger");
+
+// src/strategy/entryExecutionValidation.ts
+var EntrySubmissionValidationError = class extends Error {
+  constructor() {
+    super(...arguments);
+    this.name = "EntrySubmissionValidationError";
   }
-  const tsNodeModule = await import("ts-node");
-  const tsNode = tsNodeModule.default ?? tsNodeModule;
-  tsNode.register?.({
-    transpileOnly: true,
-    compilerOptions: {
-      module: "Node16",
-      moduleResolution: "node16"
-    }
-  });
-  tsNodeRegistered = true;
 };
-var ensureTsconfigPathsRegistered = async (cwd = getTradejsProjectCwd()) => {
-  const projectRoot = getTradejsProjectCwd(cwd);
-  if (tsconfigPathsRegisteredByCwd.has(projectRoot)) {
-    return;
-  }
-  const tsconfigPathsModule = await import("tsconfig-paths");
-  const loadConfig = tsconfigPathsModule.loadConfig;
-  const register = tsconfigPathsModule.register;
-  if (typeof loadConfig !== "function" || typeof register !== "function") {
-    return;
-  }
-  const loadedConfig = loadConfig(projectRoot);
-  if (loadedConfig.resultType !== "success") {
-    return;
-  }
-  register({
-    baseUrl: loadedConfig.absoluteBaseUrl,
-    paths: loadedConfig.paths,
-    addMatchAll: false
-  });
-  tsconfigPathsRegisteredByCwd.add(projectRoot);
+var resolveEntryExecutionLimits = (config, direction) => {
+  const side = config[direction];
+  const minimum = side && typeof side === "object" && "minRiskRatio" in side ? side.minRiskRatio : void 0;
+  const maximum = config.MAX_LOSS_VALUE;
+  if (minimum == null && maximum == null) return void 0;
+  const minimumNetRiskRatio = minimum == null ? void 0 : Number(minimum);
+  const maxLossValue = maximum == null ? void 0 : Number(maximum);
+  const feeRate = Number(config.RISK_FEE_RATE ?? 0);
+  const slippage = Number(config.RISK_SLIPPAGE_BPS ?? 0);
+  const impact = Number(config.RISK_MARKET_IMPACT_BPS ?? 0);
+  const slippageBps = slippage + impact;
+  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)
+    throw new Error("INVALID_ENTRY_EXECUTION_LIMITS");
+  return { minimumNetRiskRatio, maxLossValue, feeRate, slippageBps };
 };
-var resolveTsconfigPathModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
-  const projectRoot = getTradejsProjectCwd(cwd);
-  const cachedMatcher = tsconfigPathMatchersByCwd.get(projectRoot);
-  if (cachedMatcher) {
-    const resolved2 = cachedMatcher(moduleName);
-    return resolved2 || null;
-  }
-  const tsconfigPathsModule = await import("tsconfig-paths");
-  const loadConfig = tsconfigPathsModule.loadConfig;
-  const createMatchPath = tsconfigPathsModule.createMatchPath;
-  if (typeof loadConfig !== "function" || typeof createMatchPath !== "function") {
-    return null;
-  }
-  const loadedConfig = loadConfig(projectRoot);
-  if (loadedConfig.resultType !== "success") {
-    return null;
-  }
-  const matchPath = createMatchPath(
-    loadedConfig.absoluteBaseUrl,
-    loadedConfig.paths
+var validateEntryExecution = ({
+  direction,
+  price,
+  qty,
+  stopLossPrice,
+  takeProfitPrice,
+  limits
+}) => {
+  if (!Number.isFinite(price) || price <= 0 || !Number.isFinite(qty) || qty <= 0 || stopLossPrice == null || !Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || !Number.isFinite(takeProfitPrice) || takeProfitPrice <= 0)
+    throw new EntrySubmissionValidationError(
+      "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
+    );
+  const side = direction === "LONG" ? 1 : -1;
+  if (side * (price - stopLossPrice) <= 0 || side * (takeProfitPrice - price) <= 0)
+    throw new EntrySubmissionValidationError(
+      "INVALID_ENTRY_PROTECTION_AT_SUBMISSION"
+    );
+  const slippage = limits.slippageBps / 1e4;
+  const cost = (value, sign) => value * slippage + value * (1 + sign * slippage) * limits.feeRate;
+  const entryCost = cost(price, side);
+  const lossPerUnit = Math.abs(price - stopLossPrice) + entryCost + cost(stopLossPrice, -side);
+  const rewardPerUnit = Math.max(
+    0,
+    Math.abs(takeProfitPrice - price) - entryCost - cost(takeProfitPrice, -side)
   );
-  const matcher = (requestedModule) => matchPath(requestedModule, void 0, import_fs.default.existsSync, [
-    ".ts",
-    ".tsx",
-    ".mts",
-    ".cts",
-    ".js",
-    ".jsx",
-    ".mjs",
-    ".cjs",
-    ".json"
-  ]) || "";
-  tsconfigPathMatchersByCwd.set(projectRoot, matcher);
-  const resolved = matcher(moduleName);
-  return resolved || null;
-};
-var toImportSpecifier = (moduleName) => {
-  if (moduleName.startsWith("file://")) {
-    return moduleName;
-  }
-  if (import_path.default.isAbsolute(moduleName)) {
-    return (0, import_url.pathToFileURL)(moduleName).href;
-  }
-  return moduleName;
+  const netRiskRatio = rewardPerUnit / lossPerUnit;
+  const plannedLossValue = qty * lossPerUnit;
+  if (!Number.isFinite(netRiskRatio) || !Number.isFinite(plannedLossValue))
+    throw new EntrySubmissionValidationError(
+      "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
+    );
+  const belowMinimumNetRiskRatio = limits.minimumNetRiskRatio != null && netRiskRatio <= limits.minimumNetRiskRatio;
+  const riskExceeded = limits.maxLossValue != null && plannedLossValue > limits.maxLossValue * (1 + 1e-9);
+  return {
+    netRiskRatio,
+    plannedLossValue,
+    riskExceeded,
+    belowMinimumNetRiskRatio
+  };
 };
-var isTsModulePath = (moduleName) => TS_MODULE_RE.test(moduleName.split("?")[0]);
-var isRelativeModulePath = (moduleName) => moduleName.startsWith("./") || moduleName.startsWith("../");
-var isBareModuleSpecifier = (moduleName) => {
-  const normalized = String(moduleName ?? "").trim();
-  if (!normalized) {
-    return false;
-  }
-  if (normalized.startsWith("file://") || import_path.default.isAbsolute(normalized) || isRelativeModulePath(normalized)) {
-    return false;
+
+// src/strategy/entrySubmissionValidation.ts
+var MAX_ENTRY_QUOTE_AGE_MS = 5e3;
+var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
+var getOrderArrivalSnapshot = async ({
+  connector,
+  symbol,
+  requireTimestamp = false
+}) => {
+  if (typeof connector.getTopOfBookTicker !== "function") {
+    return {
+      arrivalSnapshotTime: Date.now(),
+      arrivalSource: "unavailable",
+      bid: null,
+      ask: null,
+      arrivalMid: null,
+      spreadBps: null
+    };
   }
-  return true;
-};
-var importConfigFile = async (configFilePath) => {
-  const ext = import_path.default.extname(configFilePath).toLowerCase();
-  const configFileUrl = `${toImportSpecifier(configFilePath)}?t=${Date.now()}`;
-  if (ext === ".ts" || ext === ".mts") {
-    const requireFn = getRequireFn(import_path.default.dirname(configFilePath));
-    await ensureTsNodeRegistered();
-    await ensureTsconfigPathsRegistered(import_path.default.dirname(configFilePath));
-    return requireFn(configFilePath);
+  try {
+    const ticker = await connector.getTopOfBookTicker(symbol);
+    const arrivalSnapshotTime = toFiniteNumberOrNull(ticker?.timestamp);
+    const timestampUnavailable = requireTimestamp && arrivalSnapshotTime == null;
+    const bid = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.bidPrice);
+    const ask = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.askPrice);
+    const arrivalMid = bid != null && ask != null ? (bid + ask) / 2 : null;
+    const spreadBps = bid != null && ask != null && arrivalMid != null && arrivalMid > 0 ? (ask - bid) / arrivalMid * 1e4 : null;
+    return {
+      arrivalSnapshotTime: arrivalSnapshotTime ?? Date.now(),
+      arrivalSource: "top_of_book",
+      bid,
+      ask,
+      arrivalMid,
+      spreadBps
+    };
+  } catch (error) {
+    import_logger3.logger.warn(
+      "runtime order arrival snapshot failed: %s %s",
+      symbol,
+      error?.message || String(error)
+    );
+    return {
+      arrivalSnapshotTime: Date.now(),
+      arrivalSource: "top_of_book_error",
+      bid: null,
+      ask: null,
+      arrivalMid: null,
+      spreadBps: null
+    };
   }
-  return import(
-    /* webpackIgnore: true */
-    configFileUrl
-  );
 };
-var importTradejsModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
-  const normalized = String(moduleName ?? "").trim();
-  if (!normalized) {
-    return {};
+var validateEntryProtectionAtArrival = ({
+  direction,
+  signalPrice,
+  bid,
+  ask,
+  arrivalMid,
+  takeProfits,
+  stopLossPrice
+}) => {
+  const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
+  const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
+  if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
+    throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
   }
-  let modulePath = normalized;
-  if (normalized.startsWith("file://")) {
-    try {
-      modulePath = (0, import_url.fileURLToPath)(normalized);
-    } catch {
-      modulePath = normalized;
+  for (const takeProfit of takeProfits) {
+    if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
+      throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
     }
   }
-  const requireFn = getRequireFn(
-    import_path.default.isAbsolute(modulePath) ? import_path.default.dirname(modulePath) : cwd
-  );
-  if (isTsModulePath(modulePath)) {
-    await ensureTsNodeRegistered();
-    await ensureTsconfigPathsRegistered(cwd);
-    return requireFn(modulePath);
+  if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
+    throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
   }
-  if (isBareModuleSpecifier(normalized)) {
-    await ensureTsconfigPathsRegistered(cwd);
-    try {
-      return requireFn(normalized);
-    } catch (error) {
-      const resolvedByTsconfig = await resolveTsconfigPathModule(
-        normalized,
-        cwd
+};
+var createEntrySubmissionValidation = ({
+  connector,
+  symbol,
+  direction,
+  takeProfits,
+  stopLossPrice,
+  limits,
+  onValidated
+}) => {
+  if (!limits) return void 0;
+  if (!connector.capabilities?.orderSubmissionValidation)
+    throw new EntrySubmissionValidationError(
+      "ENTRY_SUBMISSION_VALIDATION_UNSUPPORTED"
+    );
+  return async ({ qty, executionPrice }) => {
+    const simulated = Reflect.get(connector, "__tradejsTestConnector") === true;
+    const snapshot2 = simulated && executionPrice != null ? {
+      arrivalSnapshotTime: Date.now(),
+      arrivalSource: "simulation",
+      bid: executionPrice,
+      ask: executionPrice,
+      arrivalMid: executionPrice,
+      spreadBps: 0
+    } : await getOrderArrivalSnapshot({
+      connector,
+      symbol,
+      requireTimestamp: true
+    });
+    const age = Date.now() - snapshot2.arrivalSnapshotTime;
+    if (snapshot2.bid == null || snapshot2.ask == null || !Number.isFinite(snapshot2.bid) || !Number.isFinite(snapshot2.ask) || snapshot2.bid <= 0 || snapshot2.ask < snapshot2.bid)
+      throw new EntrySubmissionValidationError(
+        "ENTRY_QUOTE_UNAVAILABLE_AT_SUBMISSION"
       );
-      if (resolvedByTsconfig && resolvedByTsconfig !== normalized) {
-        return requireFn(resolvedByTsconfig);
-      }
-      throw error;
+    if (!Number.isFinite(age) || age < -MAX_ENTRY_QUOTE_AGE_MS || age > MAX_ENTRY_QUOTE_AGE_MS)
+      throw new EntrySubmissionValidationError(
+        "ENTRY_QUOTE_STALE_AT_SUBMISSION"
+      );
+    const price = direction === "LONG" ? snapshot2.ask : snapshot2.bid;
+    validateEntryProtectionAtArrival({
+      direction,
+      signalPrice: price,
+      bid: snapshot2.bid,
+      ask: snapshot2.ask,
+      arrivalMid: snapshot2.arrivalMid,
+      takeProfits,
+      stopLossPrice
+    });
+    const prices = takeProfits.map((tp) => tp.price);
+    const economics2 = validateEntryExecution({
+      direction,
+      price,
+      qty,
+      stopLossPrice,
+      takeProfitPrice: direction === "LONG" ? Math.max(...prices) : Math.min(...prices),
+      limits
+    });
+    if (economics2.belowMinimumNetRiskRatio) {
+      import_logger3.logger.warn(
+        "entry submission warning: %s %s ENTRY_RR_BELOW_MIN_AT_SUBMISSION (RR %s, threshold %s)",
+        symbol,
+        direction,
+        economics2.netRiskRatio,
+        limits.minimumNetRiskRatio
+      );
+    }
+    onValidated?.(snapshot2, economics2);
+  };
+};
+
+// src/ai.ts
+var import_aiLanguages2 = require("@tradejs/core/aiLanguages");
+var import_redis3 = require("@tradejs/infra/redis");
+
+// src/strategyAdapters/ai.ts
+var import_indicators2 = require("@tradejs/core/indicators");
+var import_aiFeatures = require("@tradejs/core/aiFeatures");
+
+// src/aiShared.ts
+var MAX_AI_SERIES_POINTS = 5;
+var COMPACT_INDICATORS_SNAPSHOT_SYMBOL = /* @__PURE__ */ Symbol.for(
+  "tradejs.indicators.compactSnapshot"
+);
+var COMPACT_INDICATORS_SNAPSHOT_KEY = "__tradejsCompactIndicatorsSnapshot";
+var trimSeriesDeep = (value) => {
+  if (Array.isArray(value)) {
+    const trimmed = value.slice(-MAX_AI_SERIES_POINTS);
+    const isMatrix = trimmed.every((item) => Array.isArray(item));
+    if (isMatrix) {
+      return trimmed;
     }
+    return trimmed.map(
+      (item) => item && typeof item === "object" ? trimSeriesDeep(item) : item
+    );
   }
-  try {
-    return await import(
-      /* webpackIgnore: true */
-      toImportSpecifier(normalized)
+  if (value && typeof value === "object") {
+    return Object.fromEntries(
+      Object.entries(value).map(([key, nested]) => [
+        key,
+        trimSeriesDeep(nested)
+      ])
     );
-  } catch (error) {
-    if (isTsModulePath(modulePath)) {
-      await ensureTsNodeRegistered();
-      await ensureTsconfigPathsRegistered(cwd);
-      return requireFn(modulePath);
-    }
-    throw error;
   }
+  return value;
 };
-var resolveExportedConfig = (moduleExports) => {
-  const candidate = moduleExports && typeof moduleExports === "object" && "default" in moduleExports ? moduleExports.default : moduleExports;
-  return normalizeConfig(candidate);
-};
-var findConfigFilePath = (cwd) => {
-  let currentDir = import_path.default.resolve(cwd);
-  while (true) {
-    for (const fileName of CONFIG_FILE_NAMES) {
-      const fullPath = import_path.default.join(currentDir, fileName);
-      if (import_fs.default.existsSync(fullPath) && import_fs.default.statSync(fullPath).isFile()) {
-        return fullPath;
-      }
-    }
-    const parentDir = import_path.default.dirname(currentDir);
-    if (parentDir === currentDir) {
-      return null;
-    }
-    currentDir = parentDir;
+var buildCompactAiIndicatorsSnapshot = (value) => {
+  const compactSnapshot = value && typeof value === "object" ? value[COMPACT_INDICATORS_SNAPSHOT_SYMBOL] ?? value[COMPACT_INDICATORS_SNAPSHOT_KEY] : void 0;
+  if (typeof compactSnapshot === "function") {
+    return compactSnapshot({ limit: MAX_AI_SERIES_POINTS });
   }
+  return trimSeriesDeep(value);
 };
-var resolvePluginModuleSpecifier = (moduleName, cwd = getTradejsProjectCwd()) => {
-  const normalized = String(moduleName ?? "").trim();
-  if (!normalized) {
-    return "";
-  }
-  if (normalized.startsWith("file://")) {
-    try {
-      return (0, import_url.fileURLToPath)(normalized);
-    } catch {
-      return normalized;
-    }
-  }
-  if (import_path.default.isAbsolute(normalized)) {
-    return normalized;
-  }
-  if (isRelativeModulePath(normalized)) {
-    return import_path.default.resolve(cwd, normalized);
+
+// src/aiMarketContext.ts
+var toRecord = (value) => {
+  if (!value || typeof value !== "object" || Array.isArray(value)) {
+    return null;
   }
-  return normalized;
+  return value;
 };
-var loadTradejsConfig = async (cwd = getTradejsProjectCwd()) => {
-  const cached = cachedByCwd.get(cwd);
-  if (cached) {
-    return cached;
-  }
-  const configFilePath = findConfigFilePath(cwd);
-  if (!configFilePath) {
-    cachedByCwd.set(cwd, {});
-    return {};
-  }
-  try {
-    const moduleExports = await importConfigFile(configFilePath);
-    const config = resolveExportedConfig(moduleExports);
-    cachedByCwd.set(cwd, config);
-    if (!announcedConfigFile.has(configFilePath)) {
-      announcedConfigFile.add(configFilePath);
-      import_logger2.logger.log("debug", "Loaded TradeJS config: %s", configFilePath);
-    }
-    return config;
-  } catch (error) {
-    import_logger2.logger.log(
-      "warn",
-      "Failed to load TradeJS config from %s: %s",
-      configFilePath,
-      String(error)
-    );
-    cachedByCwd.set(cwd, {});
-    return {};
-  }
+var toFiniteNumber = (value) => {
+  const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
+  return Number.isFinite(numeric) ? numeric : null;
 };
-
-// src/strategy/manifests.ts
-var SHARED_STRATEGY_REGISTRY_KEY = "__tradejsNodeSharedStrategyRegistryV1__";
-var sharedRegistryScope = globalThis;
-var sharedStrategyRegistry = sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] ?? (sharedRegistryScope[SHARED_STRATEGY_REGISTRY_KEY] = {
-  registryStateByProjectRoot: /* @__PURE__ */ new Map()
-});
-var createStrategyRegistryState = () => ({
-  strategyCreators: /* @__PURE__ */ new Map(),
-  strategyManifestsMap: /* @__PURE__ */ new Map(),
-  strategyEntriesMap: /* @__PURE__ */ new Map(),
-  strategySourcesMap: /* @__PURE__ */ new Map(),
-  strategyModuleResolutions: /* @__PURE__ */ new Map(),
-  pluginsLoadPromise: null
+var roundTo = (value, decimals) => {
+  const factor = 10 ** decimals;
+  return Math.round(value * factor) / factor;
+};
+var buildMissingSpreadContext = () => ({
+  source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
+  indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
+  available: false,
+  value: null,
+  zScore: null,
+  bps: null,
+  absBps: null,
+  bias: null,
+  severity: null
 });
-var registryStateByProjectRoot = sharedStrategyRegistry.registryStateByProjectRoot;
-var getStrategyRegistryState = (cwd = getTradejsProjectCwd()) => {
-  const projectRoot = getTradejsProjectCwd(cwd);
-  let state = registryStateByProjectRoot.get(projectRoot);
-  if (!state) {
-    state = createStrategyRegistryState();
-    registryStateByProjectRoot.set(projectRoot, state);
+var buildSpreadContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const execution = toRecord(relative?.execution);
+  const spread = toFiniteNumber(execution?.venueSpread);
+  const zScore = toFiniteNumber(execution?.venueSpreadZScore);
+  if (spread == null) {
+    return buildMissingSpreadContext();
   }
+  const value = roundTo(spread, 8);
+  const bps = roundTo(value * 1e4, 2);
+  const absBps = Math.abs(bps);
+  const bias = absBps < 1 ? "flat" : bps > 0 ? "coinbase_premium" : "binance_premium";
+  const severity = absBps >= 20 ? "wide" : absBps >= 5 ? "elevated" : "normal";
   return {
-    projectRoot,
-    state
+    source: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
+    indicatorKey: "payload.additionalIndicators.baseContext.relative.execution.venueSpread",
+    available: true,
+    value,
+    zScore,
+    bps,
+    absBps,
+    bias,
+    severity
   };
 };
-var toUniqueModules = (modules = []) => [
-  ...new Set(modules.map((moduleName) => moduleName.trim()).filter(Boolean))
-];
-var getConfiguredPluginModuleNames = async (cwd = getTradejsProjectCwd()) => {
-  const config = await loadTradejsConfig(cwd);
+var buildTrueDeltaContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const participation = toRecord(baseContext?.participation);
+  const delta = toRecord(participation?.delta);
+  const source = String(delta?.source ?? "");
+  const isTrueDeltaSource = source === "kline_taker_volume" || source === "agg_trades" || source === "trades";
+  if (!delta || !isTrueDeltaSource) {
+    return {
+      source: source || null,
+      available: false,
+      buyPressurePct: null,
+      buyVolume: null,
+      sellVolume: null,
+      netDelta: null,
+      deltaPct: null,
+      signedVolumeZScore: null
+    };
+  }
   return {
-    strategyModules: toUniqueModules(config.strategies),
-    indicatorModules: toUniqueModules(config.indicators)
+    source,
+    available: true,
+    buyPressurePct: toFiniteNumber(delta.buyPressurePct),
+    buyVolume: toFiniteNumber(delta.buyVolume),
+    sellVolume: toFiniteNumber(delta.sellVolume),
+    netDelta: toFiniteNumber(delta.netDelta),
+    deltaPct: toFiniteNumber(delta.deltaPct),
+    signedVolumeZScore: toFiniteNumber(delta.signedVolumeZScore)
   };
 };
-var extractModuleEntries = (moduleExport, key) => {
-  if (!moduleExport || typeof moduleExport !== "object") {
-    return null;
-  }
-  const candidate = moduleExport;
-  if (Array.isArray(candidate[key])) {
-    return candidate[key];
+var buildTradeFlowContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const participation = toRecord(baseContext?.participation);
+  const tradeFlow = toRecord(participation?.tradeFlow);
+  if (!tradeFlow) {
+    return {
+      source: null,
+      available: false,
+      interval: null,
+      stale: null,
+      trades: null,
+      buyPressurePct: null,
+      netBaseDelta: null,
+      netQuoteDelta: null
+    };
   }
-  const defaultExport = candidate.default;
-  if (defaultExport && Array.isArray(defaultExport[key])) {
-    return defaultExport[key];
+  return {
+    source: String(tradeFlow.source ?? ""),
+    available: true,
+    interval: String(tradeFlow.interval ?? ""),
+    stale: typeof tradeFlow.stale === "boolean" ? tradeFlow.stale : null,
+    trades: toFiniteNumber(tradeFlow.trades),
+    buyPressurePct: toFiniteNumber(tradeFlow.buyPressurePct),
+    netBaseDelta: toFiniteNumber(tradeFlow.netBaseDelta),
+    netQuoteDelta: toFiniteNumber(tradeFlow.netQuoteDelta)
+  };
+};
+var buildMarketBreadthContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const breadth = toRecord(relative?.marketBreadth);
+  if (!breadth) {
+    return {
+      source: null,
+      available: false,
+      universe: null,
+      interval: null,
+      stale: null,
+      symbolsCount: null,
+      advanceDeclineRatio: null,
+      pctAboveMa20: null,
+      pctAboveMa50: null,
+      equalWeightedReturn: null,
+      volumeWeightedReturn: null,
+      dispersion: null
+    };
   }
-  return null;
+  return {
+    source: String(breadth.source ?? ""),
+    available: true,
+    universe: String(breadth.universe ?? ""),
+    interval: String(breadth.interval ?? ""),
+    stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
+    symbolsCount: toFiniteNumber(breadth.symbolsCount),
+    advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
+    pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
+    pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
+    equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
+    volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
+    dispersion: toFiniteNumber(breadth.dispersion)
+  };
 };
-var extractStrategyPluginDefinition = (moduleExport) => {
-  const strategyEntries = extractModuleEntries(
-    moduleExport,
-    "strategyEntries"
-  );
-  return strategyEntries ? { strategyEntries } : null;
+var buildMarketBreadthsContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const breadths = toRecord(relative?.marketBreadths);
+  const build = (key) => {
+    const breadth = toRecord(breadths?.[key]);
+    if (!breadth) {
+      return {
+        source: null,
+        available: false,
+        universe: null,
+        interval: null,
+        stale: null,
+        symbolsCount: null,
+        advanceDeclineRatio: null,
+        pctAboveMa20: null,
+        pctAboveMa50: null,
+        equalWeightedReturn: null,
+        volumeWeightedReturn: null,
+        dispersion: null
+      };
+    }
+    return {
+      source: String(breadth.source ?? ""),
+      available: true,
+      universe: String(breadth.universe ?? ""),
+      interval: String(breadth.interval ?? ""),
+      stale: typeof breadth.stale === "boolean" ? breadth.stale : null,
+      symbolsCount: toFiniteNumber(breadth.symbolsCount),
+      advanceDeclineRatio: toFiniteNumber(breadth.advanceDeclineRatio),
+      pctAboveMa20: toFiniteNumber(breadth.pctAboveMa20),
+      pctAboveMa50: toFiniteNumber(breadth.pctAboveMa50),
+      equalWeightedReturn: toFiniteNumber(breadth.equalWeightedReturn),
+      volumeWeightedReturn: toFiniteNumber(breadth.volumeWeightedReturn),
+      dispersion: toFiniteNumber(breadth.dispersion)
+    };
+  };
+  return {
+    top5: build("top5"),
+    top10: build("top10"),
+    top30: build("top30"),
+    top50: build("top50"),
+    top100: build("top100")
+  };
 };
-var extractIndicatorPluginDefinition = (moduleExport) => {
-  const indicatorEntries = extractModuleEntries(
-    moduleExport,
-    "indicatorEntries"
-  );
-  return indicatorEntries ? { indicatorEntries } : null;
+var buildTargetVsReference = (signal, asset) => {
+  const base = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(base?.relative);
+  const target = toRecord(relative?.[`targetVs${asset}`]);
+  return {
+    source: target ? String(target.source ?? "") : null,
+    available: Boolean(target),
+    ratioReturn1h: toFiniteNumber(target?.ratioReturn1h),
+    ratioReturn4h: toFiniteNumber(target?.ratioReturn4h),
+    ratioReturn24h: toFiniteNumber(target?.ratioReturn24h),
+    alpha1h: toFiniteNumber(target?.[`alphaVs${asset}1h`]),
+    alpha4h: toFiniteNumber(target?.[`alphaVs${asset}4h`]),
+    alpha24h: toFiniteNumber(target?.[`alphaVs${asset}24h`]),
+    beta: toFiniteNumber(target?.[`betaTo${asset}20`]),
+    correlation: toFiniteNumber(target?.[`correlationTo${asset}20`]),
+    ratioTrend: typeof target?.ratioTrend === "string" ? target.ratioTrend : null
+  };
 };
-var validateStrategyEntries = (moduleName, entries, state) => {
-  const issues = [];
-  const names = /* @__PURE__ */ new Set();
-  entries.forEach((entry, index) => {
-    const entryPath = `${moduleName}.strategyEntries[${index}]`;
-    const strategyName = entry?.manifest?.name;
-    if (typeof strategyName !== "string" || !strategyName.trim()) {
-      issues.push(`${entryPath}: manifest.name is required`);
-    } else if (names.has(strategyName) || state?.strategyEntriesMap.has(strategyName)) {
-      issues.push(`${entryPath}: duplicate strategy ${strategyName}`);
-    } else {
-      names.add(strategyName);
-    }
-    if (!entry || typeof entry !== "object" || !entry.defaults || typeof entry.defaults !== "object" || Array.isArray(entry.defaults)) {
-      issues.push(`${entryPath}: defaults must be an object`);
-    }
-    if (typeof entry?.parseConfig !== "function") {
-      issues.push(`${entryPath}: parseConfig is required`);
-    }
-    if (typeof entry?.createCore !== "function") {
-      issues.push(`${entryPath}: createCore is required`);
-    }
-  });
-  return issues;
+var buildTargetVsBtcContextFromSignal = (signal) => {
+  const { alpha1h, alpha4h, alpha24h, beta, correlation, ...shared } = buildTargetVsReference(signal, "Btc");
+  return {
+    ...shared,
+    alphaVsBtc1h: alpha1h,
+    alphaVsBtc4h: alpha4h,
+    alphaVsBtc24h: alpha24h,
+    betaToBtc20: beta,
+    correlationToBtc20: correlation
+  };
 };
-var registerEntries = (entries, source, state) => {
-  for (const entry of entries) {
-    const strategyName = entry.manifest.name;
-    state.strategyManifestsMap.set(strategyName, entry.manifest);
-    state.strategyEntriesMap.set(strategyName, entry);
-    state.strategySourcesMap.set(strategyName, source);
-    materializeStrategyCreator(strategyName, state);
+var buildTargetVsEthContextFromSignal = (signal) => {
+  const { alpha1h, alpha4h, alpha24h, beta, correlation, ...shared } = buildTargetVsReference(signal, "Eth");
+  return {
+    ...shared,
+    alphaVsEth1h: alpha1h,
+    alphaVsEth4h: alpha4h,
+    alphaVsEth24h: alpha24h,
+    betaToEth20: beta,
+    correlationToEth20: correlation
+  };
+};
+var buildBtcAltRegimeContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const btcAltRegime = toRecord(relative?.btcAltRegime);
+  if (!btcAltRegime) {
+    return {
+      source: null,
+      available: false,
+      universe: null,
+      interval: null,
+      stale: null,
+      regime: null,
+      btcReturn24h: null,
+      altBasketReturn24h: null,
+      btcVsAltReturn24h: null,
+      btcTurnoverShare24h: null,
+      btcTurnoverShareChange24h: null,
+      altVolToBtcVol24h: null,
+      altDispersion24h: null
+    };
   }
+  return {
+    source: String(btcAltRegime.source ?? ""),
+    available: true,
+    universe: String(btcAltRegime.universe ?? ""),
+    interval: String(btcAltRegime.interval ?? ""),
+    stale: typeof btcAltRegime.stale === "boolean" ? btcAltRegime.stale : null,
+    regime: typeof btcAltRegime.regime === "string" ? btcAltRegime.regime : null,
+    btcReturn24h: toFiniteNumber(btcAltRegime.btcReturn24h),
+    altBasketReturn24h: toFiniteNumber(btcAltRegime.altBasketReturn24h),
+    btcVsAltReturn24h: toFiniteNumber(btcAltRegime.btcVsAltReturn24h),
+    btcTurnoverShare24h: toFiniteNumber(btcAltRegime.btcTurnoverShare24h),
+    btcTurnoverShareChange24h: toFiniteNumber(
+      btcAltRegime.btcTurnoverShareChange24h
+    ),
+    altVolToBtcVol24h: toFiniteNumber(btcAltRegime.altVolToBtcVol24h),
+    altDispersion24h: toFiniteNumber(btcAltRegime.altDispersion24h)
+  };
 };
-var materializeStrategyCreator = (strategyName, state) => {
-  if (state.strategyCreators.has(strategyName) || !sharedStrategyRegistry.strategyRuntimeFactory) {
-    return;
+var buildCmcGlobalContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const cmcGlobal = toRecord(relative?.cmcGlobal);
+  if (!cmcGlobal) {
+    return {
+      source: null,
+      available: false,
+      interval: null,
+      asOfTs: null,
+      stale: null,
+      totalMarketCapUsd: null,
+      totalVolumeUsd: null,
+      totalVolumeReportedUsd: null,
+      altMarketCapUsd: null,
+      altVolumeUsd: null,
+      altVolumeReportedUsd: null,
+      btcDominancePct: null,
+      ethDominancePct: null,
+      btcDominanceChange24hPct: null,
+      ethDominanceChange24hPct: null,
+      altMarketCapChange24hPct: null,
+      altVolumeChange24hPct: null,
+      activeCryptocurrencies: null,
+      activeExchanges: null,
+      activeMarketPairs: null,
+      altLiquidityRegime: null
+    };
   }
-  const entry = state.strategyEntriesMap.get(strategyName);
-  if (!entry) return;
-  state.strategyCreators.set(
-    strategyName,
-    sharedStrategyRegistry.strategyRuntimeFactory({
-      strategyName,
-      defaults: entry.defaults,
-      createCore: entry.createCore,
-      manifest: entry.manifest,
-      detectorKey: entry.detectorKey,
-      detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
-      resolveRegisteredManifest: (name) => state.strategyManifestsMap.get(name)
-    })
-  );
+  return {
+    source: String(cmcGlobal.source ?? ""),
+    available: true,
+    interval: typeof cmcGlobal.interval === "string" ? cmcGlobal.interval : null,
+    asOfTs: toFiniteNumber(cmcGlobal.asOfTs),
+    stale: typeof cmcGlobal.stale === "boolean" ? cmcGlobal.stale : null,
+    totalMarketCapUsd: toFiniteNumber(cmcGlobal.totalMarketCapUsd),
+    totalVolumeUsd: toFiniteNumber(cmcGlobal.totalVolumeUsd),
+    totalVolumeReportedUsd: toFiniteNumber(cmcGlobal.totalVolumeReportedUsd),
+    altMarketCapUsd: toFiniteNumber(cmcGlobal.altMarketCapUsd),
+    altVolumeUsd: toFiniteNumber(cmcGlobal.altVolumeUsd),
+    altVolumeReportedUsd: toFiniteNumber(cmcGlobal.altVolumeReportedUsd),
+    btcDominancePct: toFiniteNumber(cmcGlobal.btcDominancePct),
+    ethDominancePct: toFiniteNumber(cmcGlobal.ethDominancePct),
+    btcDominanceChange24hPct: toFiniteNumber(
+      cmcGlobal.btcDominanceChange24hPct
+    ),
+    ethDominanceChange24hPct: toFiniteNumber(
+      cmcGlobal.ethDominanceChange24hPct
+    ),
+    altMarketCapChange24hPct: toFiniteNumber(
+      cmcGlobal.altMarketCapChange24hPct
+    ),
+    altVolumeChange24hPct: toFiniteNumber(cmcGlobal.altVolumeChange24hPct),
+    activeCryptocurrencies: toFiniteNumber(cmcGlobal.activeCryptocurrencies),
+    activeExchanges: toFiniteNumber(cmcGlobal.activeExchanges),
+    activeMarketPairs: toFiniteNumber(cmcGlobal.activeMarketPairs),
+    altLiquidityRegime: typeof cmcGlobal.altLiquidityRegime === "string" ? cmcGlobal.altLiquidityRegime : null
+  };
 };
-var setStrategyRuntimeFactory = (factory) => {
-  sharedStrategyRegistry.strategyRuntimeFactory = factory;
-  for (const state of registryStateByProjectRoot.values()) {
-    for (const strategyName of state.strategyEntriesMap.keys()) {
-      materializeStrategyCreator(strategyName, state);
-    }
+var buildCmcReferenceAssetsContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const cmcReferenceAssets = toRecord(relative?.cmcReferenceAssets);
+  if (!cmcReferenceAssets) {
+    return {
+      source: null,
+      available: false,
+      interval: null,
+      asOfTs: null,
+      stale: null,
+      btcMarketCapUsd: null,
+      ethMarketCapUsd: null,
+      btcVolumeUsd: null,
+      ethVolumeUsd: null,
+      btcVolumeToMarketCap: null,
+      ethVolumeToMarketCap: null,
+      ethBtcMarketCapRatio: null,
+      ethBtcMarketCapRatioChange24hPct: null,
+      ethVsBtcVolumeRatio: null,
+      referenceLiquidityRegime: null
+    };
   }
+  return {
+    source: String(cmcReferenceAssets.source ?? ""),
+    available: true,
+    interval: typeof cmcReferenceAssets.interval === "string" ? cmcReferenceAssets.interval : null,
+    asOfTs: toFiniteNumber(cmcReferenceAssets.asOfTs),
+    stale: typeof cmcReferenceAssets.stale === "boolean" ? cmcReferenceAssets.stale : null,
+    btcMarketCapUsd: toFiniteNumber(cmcReferenceAssets.btcMarketCapUsd),
+    ethMarketCapUsd: toFiniteNumber(cmcReferenceAssets.ethMarketCapUsd),
+    btcVolumeUsd: toFiniteNumber(cmcReferenceAssets.btcVolumeUsd),
+    ethVolumeUsd: toFiniteNumber(cmcReferenceAssets.ethVolumeUsd),
+    btcVolumeToMarketCap: toFiniteNumber(
+      cmcReferenceAssets.btcVolumeToMarketCap
+    ),
+    ethVolumeToMarketCap: toFiniteNumber(
+      cmcReferenceAssets.ethVolumeToMarketCap
+    ),
+    ethBtcMarketCapRatio: toFiniteNumber(
+      cmcReferenceAssets.ethBtcMarketCapRatio
+    ),
+    ethBtcMarketCapRatioChange24hPct: toFiniteNumber(
+      cmcReferenceAssets.ethBtcMarketCapRatioChange24hPct
+    ),
+    ethVsBtcVolumeRatio: toFiniteNumber(cmcReferenceAssets.ethVsBtcVolumeRatio),
+    referenceLiquidityRegime: typeof cmcReferenceAssets.referenceLiquidityRegime === "string" ? cmcReferenceAssets.referenceLiquidityRegime : null
+  };
 };
-var importStrategyPluginModule = async (moduleName, cwd = getTradejsProjectCwd()) => {
-  if (typeof importTradejsModule === "function") {
-    return importTradejsModule(moduleName, cwd);
+var buildCmcExchangeLiquidityContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const cmcExchangeLiquidity = toRecord(relative?.cmcExchangeLiquidity);
+  if (!cmcExchangeLiquidity) {
+    return {
+      source: null,
+      available: false,
+      interval: null,
+      asOfTs: null,
+      stale: null,
+      exchangesCount: null,
+      totalVolumeUsd: null,
+      totalVolumeChange24hPct: null,
+      binanceVolumeUsd: null,
+      binanceVolumeShare: null,
+      topExchangeVolumeShare: null,
+      liquidityRegime: null
+    };
   }
-  return import(
-    /* webpackIgnore: true */
-    moduleName
-  );
+  return {
+    source: String(cmcExchangeLiquidity.source ?? ""),
+    available: true,
+    interval: typeof cmcExchangeLiquidity.interval === "string" ? cmcExchangeLiquidity.interval : null,
+    asOfTs: toFiniteNumber(cmcExchangeLiquidity.asOfTs),
+    stale: typeof cmcExchangeLiquidity.stale === "boolean" ? cmcExchangeLiquidity.stale : null,
+    exchangesCount: toFiniteNumber(cmcExchangeLiquidity.exchangesCount),
+    totalVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.totalVolumeUsd),
+    totalVolumeChange24hPct: toFiniteNumber(
+      cmcExchangeLiquidity.totalVolumeChange24hPct
+    ),
+    binanceVolumeUsd: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeUsd),
+    binanceVolumeShare: toFiniteNumber(cmcExchangeLiquidity.binanceVolumeShare),
+    topExchangeVolumeShare: toFiniteNumber(
+      cmcExchangeLiquidity.topExchangeVolumeShare
+    ),
+    liquidityRegime: typeof cmcExchangeLiquidity.liquidityRegime === "string" ? cmcExchangeLiquidity.liquidityRegime : null
+  };
 };
-var resolveStrategyModuleEntry = async ({
-  strategyName,
-  moduleName,
-  cwd
-}) => {
-  const { projectRoot, state } = getStrategyRegistryState(cwd);
-  const source = moduleName.trim();
-  const resolvedModuleName = resolvePluginModuleSpecifier(source, projectRoot);
-  const cacheKey = `${resolvedModuleName}\0${strategyName}`;
-  const cached = state.strategyModuleResolutions.get(cacheKey);
-  if (cached) return cached;
-  const resolution = (async () => {
-    const moduleExport = await importStrategyPluginModule(
-      resolvedModuleName,
-      projectRoot
-    );
-    const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
-    if (!pluginDefinition) {
-      throw new Error(`${source}: export { strategyEntries } is missing`);
-    }
-    const issues = validateStrategyEntries(
-      source,
-      pluginDefinition.strategyEntries
-    );
-    if (issues.length > 0) {
-      throw new Error(
-        ["Invalid TradeJS strategy module:", ...issues].join("\n")
-      );
-    }
-    const entry = pluginDefinition.strategyEntries.find(
-      (candidate) => candidate.manifest.name === strategyName
-    );
-    if (!entry) {
-      throw new Error(`${source}: strategy ${strategyName} is missing`);
-    }
-    const factory = sharedStrategyRegistry.strategyRuntimeFactory;
-    if (!factory) {
-      throw new Error("Strategy runtime factory is not configured");
-    }
-    const manifestsByName = new Map(
-      pluginDefinition.strategyEntries.map(
-        (candidate) => [candidate.manifest.name, candidate.manifest]
-      )
-    );
+var buildCmcFearGreedContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const cmcFearGreed = toRecord(relative?.cmcFearGreed);
+  if (!cmcFearGreed) {
     return {
-      entry,
-      creator: factory({
-        strategyName,
-        defaults: entry.defaults,
-        createCore: entry.createCore,
-        manifest: entry.manifest,
-        detectorKey: entry.detectorKey,
-        detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
-        resolveRegisteredManifest: (name) => manifestsByName.get(name) ?? state.strategyManifestsMap.get(name)
-      }),
-      source
+      source: null,
+      available: false,
+      interval: null,
+      asOfTs: null,
+      stale: null,
+      value: null,
+      valueChange24h: null,
+      valueChange7d: null,
+      classification: null,
+      sentimentRegime: null
     };
-  })();
-  state.strategyModuleResolutions.set(cacheKey, resolution);
-  try {
-    return await resolution;
-  } catch (error) {
-    state.strategyModuleResolutions.delete(cacheKey);
-    throw error;
-  }
-};
-var ensureStrategyPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
-  const { projectRoot, state } = getStrategyRegistryState(cwd);
-  if (!state.pluginsLoadPromise) {
-    (0, import_indicators.resetIndicatorRegistryCache)(projectRoot);
-    state.pluginsLoadPromise = (async () => {
-      const { strategyModules, indicatorModules } = await getConfiguredPluginModuleNames(projectRoot);
-      const strategySet = new Set(strategyModules);
-      const indicatorSet = new Set(indicatorModules);
-      const pluginModuleNames = [
-        .../* @__PURE__ */ new Set([...strategyModules, ...indicatorModules])
-      ];
-      if (!pluginModuleNames.length) {
-        return;
-      }
-      const issues = [];
-      for (const moduleName of pluginModuleNames) {
-        try {
-          const resolvedModuleName = resolvePluginModuleSpecifier(
-            moduleName,
-            projectRoot
-          );
-          const moduleExport = await importStrategyPluginModule(
-            resolvedModuleName,
-            projectRoot
-          );
-          if (strategySet.has(moduleName)) {
-            const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
-            if (!pluginDefinition) {
-              issues.push(
-                `${moduleName}: export { strategyEntries } is missing`
-              );
-            } else {
-              const entryIssues = validateStrategyEntries(
-                moduleName,
-                pluginDefinition.strategyEntries,
-                state
-              );
-              issues.push(...entryIssues);
-              if (entryIssues.length === 0) {
-                registerEntries(
-                  pluginDefinition.strategyEntries,
-                  moduleName,
-                  state
-                );
-              }
-            }
-          }
-          if (indicatorSet.has(moduleName)) {
-            const indicatorPluginDefinition = extractIndicatorPluginDefinition(moduleExport);
-            if (!indicatorPluginDefinition) {
-              issues.push(
-                `${moduleName}: export { indicatorEntries } is missing`
-              );
-            } else {
-              (0, import_indicators.registerIndicatorEntries)(
-                indicatorPluginDefinition.indicatorEntries,
-                moduleName,
-                projectRoot
-              );
-            }
-          }
-          if (!strategySet.has(moduleName) && !indicatorSet.has(moduleName)) {
-            issues.push(`${moduleName}: plugin is not declared in config`);
-          }
-        } catch (error) {
-          issues.push(`${moduleName}: failed to import: ${String(error)}`);
-        }
-      }
-      if (issues.length > 0) {
-        throw new Error(
-          ["Invalid TradeJS plugin catalog:", ...issues].join("\n")
-        );
-      }
-    })();
   }
-  await state.pluginsLoadPromise;
+  return {
+    source: String(cmcFearGreed.source ?? ""),
+    available: true,
+    interval: typeof cmcFearGreed.interval === "string" ? cmcFearGreed.interval : null,
+    asOfTs: toFiniteNumber(cmcFearGreed.asOfTs),
+    stale: typeof cmcFearGreed.stale === "boolean" ? cmcFearGreed.stale : null,
+    value: toFiniteNumber(cmcFearGreed.value),
+    valueChange24h: toFiniteNumber(cmcFearGreed.valueChange24h),
+    valueChange7d: toFiniteNumber(cmcFearGreed.valueChange7d),
+    classification: typeof cmcFearGreed.classification === "string" ? cmcFearGreed.classification : null,
+    sentimentRegime: typeof cmcFearGreed.sentimentRegime === "string" ? cmcFearGreed.sentimentRegime : null
+  };
 };
-var getStrategyCreator = async (name, cwd = getTradejsProjectCwd(), moduleName) => {
-  if (moduleName?.trim()) {
-    await ensureStrategyPluginsLoaded(cwd);
-    return (await resolveStrategyModuleEntry({ strategyName: name, moduleName, cwd })).creator;
+var buildCmcIndexesContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const cmcIndexes = toRecord(relative?.cmcIndexes);
+  if (!cmcIndexes) {
+    return {
+      source: null,
+      available: false,
+      interval: null,
+      asOfTs: null,
+      stale: null,
+      cmc100Value: null,
+      cmc100Change24hPct: null,
+      cmc100TopConstituentSymbol: null,
+      cmc100TopConstituentWeightPct: null,
+      cmc20Value: null,
+      cmc20Change24hPct: null,
+      cmc20TopConstituentSymbol: null,
+      cmc20TopConstituentWeightPct: null,
+      cmc20ToCmc100Ratio: null,
+      cmc20ToCmc100RatioChange24hPct: null,
+      indexRegime: null
+    };
   }
-  await ensureStrategyPluginsLoaded(cwd);
-  const { state } = getStrategyRegistryState(cwd);
-  return state.strategyCreators.get(name);
+  return {
+    source: String(cmcIndexes.source ?? ""),
+    available: true,
+    interval: typeof cmcIndexes.interval === "string" ? cmcIndexes.interval : null,
+    asOfTs: toFiniteNumber(cmcIndexes.asOfTs),
+    stale: typeof cmcIndexes.stale === "boolean" ? cmcIndexes.stale : null,
+    cmc100Value: toFiniteNumber(cmcIndexes.cmc100Value),
+    cmc100Change24hPct: toFiniteNumber(cmcIndexes.cmc100Change24hPct),
+    cmc100TopConstituentSymbol: typeof cmcIndexes.cmc100TopConstituentSymbol === "string" ? cmcIndexes.cmc100TopConstituentSymbol : null,
+    cmc100TopConstituentWeightPct: toFiniteNumber(
+      cmcIndexes.cmc100TopConstituentWeightPct
+    ),
+    cmc20Value: toFiniteNumber(cmcIndexes.cmc20Value),
+    cmc20Change24hPct: toFiniteNumber(cmcIndexes.cmc20Change24hPct),
+    cmc20TopConstituentSymbol: typeof cmcIndexes.cmc20TopConstituentSymbol === "string" ? cmcIndexes.cmc20TopConstituentSymbol : null,
+    cmc20TopConstituentWeightPct: toFiniteNumber(
+      cmcIndexes.cmc20TopConstituentWeightPct
+    ),
+    cmc20ToCmc100Ratio: toFiniteNumber(cmcIndexes.cmc20ToCmc100Ratio),
+    cmc20ToCmc100RatioChange24hPct: toFiniteNumber(
+      cmcIndexes.cmc20ToCmc100RatioChange24hPct
+    ),
+    indexRegime: typeof cmcIndexes.indexRegime === "string" ? cmcIndexes.indexRegime : null
+  };
 };
-var getStrategyManifest = (name, cwd = getTradejsProjectCwd()) => {
-  if (!name) {
-    return void 0;
+var buildReferenceTradeFlowContextFromSignal = (signal) => {
+  const baseContext = toRecord(signal.additionalIndicators?.baseContext);
+  const relative = toRecord(baseContext?.relative);
+  const refs = toRecord(relative?.referenceTradeFlow);
+  const primaryReferenceSymbol = typeof refs?.primaryReferenceSymbol === "string" ? refs.primaryReferenceSymbol : null;
+  const tradeFlowBySymbol = toRecord(refs?.tradeFlowBySymbol);
+  const primaryTradeFlow = primaryReferenceSymbol != null ? toRecord(tradeFlowBySymbol?.[primaryReferenceSymbol]) : null;
+  if (!refs) {
+    return {
+      source: null,
+      available: false,
+      primaryReferenceSymbol: null,
+      referenceSymbols: [],
+      primaryTradeFlowBuyPressurePct: null,
+      primaryTradeFlowStale: null
+    };
   }
-  const { state } = getStrategyRegistryState(cwd);
-  return state.strategyManifestsMap.get(name);
+  return {
+    source: String(refs.source ?? ""),
+    available: true,
+    primaryReferenceSymbol,
+    referenceSymbols: Array.isArray(refs.referenceSymbols) ? refs.referenceSymbols.map(String) : [],
+    primaryTradeFlowBuyPressurePct: toFiniteNumber(
+      primaryTradeFlow?.buyPressurePct
+    ),
+    primaryTradeFlowStale: typeof primaryTradeFlow?.stale === "boolean" ? primaryTradeFlow.stale : null
+  };
 };
-var strategies = new Proxy(
-  {},
-  {
-    get: (_target, property) => {
-      if (typeof property !== "string") {
-        return void 0;
-      }
-      return getStrategyRegistryState().state.strategyCreators.get(property);
-    },
-    ownKeys: () => {
-      return [...getStrategyRegistryState().state.strategyCreators.keys()];
-    },
-    getOwnPropertyDescriptor: () => ({
-      enumerable: true,
-      configurable: true
-    })
+var buildAiMarketContext = (signal) => ({
+  execution: {
+    binanceCoinbaseSpread: buildSpreadContextFromSignal(signal)
+  },
+  participation: {
+    trueDelta: buildTrueDeltaContextFromSignal(signal),
+    tradeFlow: buildTradeFlowContextFromSignal(signal)
+  },
+  relative: {
+    marketBreadth: buildMarketBreadthContextFromSignal(signal),
+    marketBreadths: buildMarketBreadthsContextFromSignal(signal),
+    targetVsBtc: buildTargetVsBtcContextFromSignal(signal),
+    targetVsEth: buildTargetVsEthContextFromSignal(signal),
+    btcAltRegime: buildBtcAltRegimeContextFromSignal(signal),
+    cmcGlobal: buildCmcGlobalContextFromSignal(signal),
+    cmcReferenceAssets: buildCmcReferenceAssetsContextFromSignal(signal),
+    cmcExchangeLiquidity: buildCmcExchangeLiquidityContextFromSignal(signal),
+    cmcFearGreed: buildCmcFearGreedContextFromSignal(signal),
+    cmcIndexes: buildCmcIndexesContextFromSignal(signal),
+    referenceTradeFlow: buildReferenceTradeFlowContextFromSignal(signal)
   }
-);
+});
 
 // src/strategy/policyProfiles.ts
 var profileMatches = (profile, universe, assetClass) => {
@@ -2537,12 +3315,61 @@ var buildBaseAiPayload = (signal) => {
   };
 };
 var defaultAiAdapter = {};
+var tickerProfileFeatureIds = new Set(
+  import_aiFeatures.TICKER_PROFILE_AI_FEATURES.map(({ id }) => id)
+);
 var getStrategyAiAdapter = (strategy, profileId) => getStrategyProfileAiAdapter(getStrategyManifest(strategy), profileId) ?? defaultAiAdapter;
 var getSignalAiAdapter = (signal) => getStrategyAiAdapter(signal.strategy, signal.policyProfileId);
 var buildAiPayloadByStrategy = (signal) => {
   const basePayload = buildBaseAiPayload(signal);
   const adapter = getSignalAiAdapter(signal);
-  return adapter.buildPayload?.({ signal, basePayload }) ?? basePayload;
+  const payload = adapter.buildPayload?.({ signal, basePayload }) ?? basePayload;
+  const custom = getStrategyManifest(signal.strategy)?.aiFeatures ?? [];
+  const frozen = signal.aiFeatureReplay?.snapshot;
+  if (frozen) (0, import_aiFeatures.validateAiFeatureSnapshot)(frozen);
+  const tickerProfile = signal.additionalIndicators?.tickerProfile ?? signal.additionalIndicators?.baseContext?.tickerProfile;
+  const hasProfile = Boolean(
+    tickerProfile || frozen?.definitions.some(({ id }) => tickerProfileFeatureIds.has(id))
+  );
+  const indicatorFeatures = (0, import_indicators2.getRegisteredIndicatorEntries)(
+    getTradejsProjectCwd()
+  ).flatMap((entry) => entry.indicator.enabled ? entry.aiFeatures ?? [] : []);
+  const hasPortfolio = Boolean(
+    signal.additionalIndicators?.portfolioContext || frozen?.definitions.some(
+      ({ id }) => import_aiFeatures.PORTFOLIO_AI_FEATURES.some((d) => d.id === id)
+    )
+  );
+  const definitions = [
+    ...hasPortfolio ? import_aiFeatures.PORTFOLIO_AI_FEATURES : [],
+    ...hasProfile ? import_aiFeatures.TICKER_PROFILE_AI_FEATURES : [],
+    ...indicatorFeatures,
+    ...custom
+  ];
+  if (!definitions.length && !signal.aiFeatureReplay?.snapshot) return payload;
+  (0, import_aiFeatures.validateAiFeatureDefinitions)(definitions);
+  if (signal.aiFeatureReplay && !frozen) {
+    throw new Error(
+      "Dataset has no frozen AI features; regenerate the decision-time export"
+    );
+  }
+  if (frozen && JSON.stringify(frozen.definitions) !== JSON.stringify(definitions)) {
+    throw new Error(
+      "AI feature definition changed; regenerate the decision-time export"
+    );
+  }
+  return {
+    ...payload,
+    featureSnapshot: frozen ?? (0, import_aiFeatures.projectAiFeatures)(definitions, {
+      signal: tickerProfile ? {
+        ...signal,
+        additionalIndicators: {
+          ...signal.additionalIndicators,
+          tickerProfile
+        }
+      } : signal,
+      payload
+    })
+  };
 };
 var buildAiSystemPromptAddonByStrategy = (signal) => getSignalAiAdapter(signal).buildSystemPromptAddon?.({ signal }) ?? "";
 var buildAiHumanPromptAddonByStrategy = (signal, payload) => getSignalAiAdapter(signal).buildHumanPromptAddon?.({
@@ -2931,377 +3758,129 @@ var getDeterministicAiGateContext = (payload) => {
     additionalIndicators,
     ...Object.values(additionalIndicators ?? {}).map(asRecord)
   ].filter((value) => Boolean(value));
-  return candidates.find(
-    (candidate) => Array.isArray(candidate.approvalBlockReasons) || Array.isArray(candidate.riskAnnotations) || Array.isArray(candidate.structuralHardBlockReasons) || typeof candidate.approvalAllowedNow === "boolean"
-  ) ?? null;
-};
-var buildAiHumanPrompt = (signal, payload = buildAiPayload(signal)) => `
-Analyze the already computed internal signal for ${signal.symbol}. The original signal direction is ${signal.direction}.
-This is a structure-classification and audit task, not execution advice. Determine whether the current structure confirms the existing signal, how structurally coherent it is right now, whether an extra confirmation level is needed, and whether the already supplied levels in \`payload.signal.prices\` still look internally coherent. Do not replace the original thesis with a new one and do not invent new levels; return only the requested JSON.
-
-Trade payload:
-${JSON.stringify(payload)}
-${buildAiHumanPromptAddonByStrategy(signal, payload)}
-`;
-var runAiPrompt = async ({ systemPrompt, humanPrompt }, options = {}) => {
-  const settings = await getAiUserSettings(options.userName);
-  const responseLanguage = (0, import_aiLanguages2.getAiResponseLanguagePromptName)(
-    settings.AI_RESPONSE_LANGUAGE || import_aiLanguages2.DEFAULT_AI_RESPONSE_LANGUAGE
-  );
-  const response = await invokeAiPromptChat({
-    userName: options.userName,
-    model: options.model,
-    messages: [
-      { role: "system", content: systemPrompt },
-      {
-        role: "system",
-        content: `Write all user-visible text fields in ${responseLanguage}. Keep field names and JSON syntax unchanged.`
-      },
-      { role: "user", content: humanPrompt }
-    ]
-  });
-  const parsed = parseAIResponse(response.content);
-  const normalized = normalizeAnalysis(parsed);
-  if (!options.signal) {
-    return normalized;
-  }
-  return postProcessAiAnalysisByStrategy(
-    options.signal,
-    normalized,
-    options.payload
-  );
-};
-var runAiPromptLocal = async (signal, options = {}) => {
-  const payload = options.payload ?? buildAiPayload(signal);
-  const gateContext = getDeterministicAiGateContext(payload);
-  const signalDirection = getSignalDirection(signal);
-  const deterministicQuality = getDeterministicQuality(gateContext);
-  const approvalAllowedNow = typeof gateContext?.approvalAllowedNow === "boolean" ? gateContext.approvalAllowedNow : deterministicQuality >= 4;
-  return postProcessLocalAiAnalysisByStrategy(
-    signal,
-    {
-      direction: approvalAllowedNow ? signalDirection : null,
-      quality: deterministicQuality,
-      needRetest: !approvalAllowedNow,
-      retestPrice: null,
-      takeProfitPrice: approvalAllowedNow ? signal.prices?.takeProfitPrice ?? null : null,
-      stopLossPrice: approvalAllowedNow ? signal.prices?.stopLossPrice ?? null : null
-    },
-    payload
-  );
-};
-var askAI = async (signal, options = {}) => {
-  const { symbol } = signal;
-  const payload = buildAiPayload(signal);
-  const content = await runAiPrompt(
-    {
-      systemPrompt: buildAiSystemPrompt(signal),
-      humanPrompt: buildAiHumanPrompt(signal, payload)
-    },
-    {
-      ...options,
-      signal,
-      payload
-    }
-  );
-  await (0, import_redis.setData)(import_redis.redisKeys.analysis(symbol, signal.signalId), content);
-  return content;
-};
-
-// src/strategyAdapters/ml.ts
-var defaultMlAdapter = {
-  normalizeStrategyConfig: (strategyConfig) => strategyConfig
-};
-var getStrategyMlAdapter = (strategy, profileId) => {
-  const strategyAdapter = getStrategyProfileMlAdapter(
-    getStrategyManifest(strategy),
-    profileId
-  );
-  if (!strategyAdapter) return defaultMlAdapter;
-  return {
-    ...defaultMlAdapter,
-    ...strategyAdapter
-  };
-};
-
-// src/mlPayload.ts
-var normalizeStrategyConfig = (strategyConfig, strategyName, profileId) => {
-  return getStrategyMlAdapter(
-    strategyName,
-    profileId
-  ).normalizeStrategyConfig?.(strategyConfig);
-};
-var buildMlPayload = (payload) => {
-  const strategyName = payload.signal?.strategy ?? payload.context?.strategyName;
-  const profileId = payload.signal?.policyProfileId;
-  const mlAdapter = getStrategyMlAdapter(strategyName, profileId);
-  const normalizedSignal = mlAdapter.normalizeSignal?.(payload.signal) ?? payload.signal;
-  const nextSignal = {
-    ...normalizedSignal,
-    indicators: {
-      ...normalizedSignal?.indicators ?? {}
-    }
-  };
-  const nextContext = payload.context ? {
-    ...payload.context,
-    strategyConfig: normalizeStrategyConfig(
-      payload.context.strategyConfig,
-      strategyName,
-      profileId
-    )
-  } : void 0;
-  return {
-    signal: nextSignal,
-    context: nextContext
-  };
-};
-
-// src/runtimeJournal.ts
-var import_node_crypto = require("crypto");
-var import_constants = require("@tradejs/core/constants");
-var import_time = require("@tradejs/core/time");
-var import_trade = require("@tradejs/core/trade");
-var import_logger3 = require("@tradejs/infra/logger");
-var import_redis2 = require("@tradejs/infra/redis");
-var now = () => Date.now();
-var toRandomOrderSuffix = () => (0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 12).toLowerCase();
-var calculateClosedPnl = ({
-  direction,
-  entryPrice,
-  exitPrice,
-  qty
-}) => {
-  const pnl = direction === "LONG" ? (exitPrice - entryPrice) * qty : (entryPrice - exitPrice) * qty;
-  return Number.isFinite(pnl) ? pnl : null;
-};
-var createRuntimeOrderId = (strategy) => {
-  const prefix = (0, import_trade.createRuntimeOrderLinkPrefix)(strategy);
-  if (prefix === "tjs-") {
-    return `tjs-${(0, import_node_crypto.randomUUID)().replace(/-/g, "").slice(0, 24).toLowerCase()}`;
-  }
-  return `${prefix}${toRandomOrderSuffix()}`;
-};
-var recordRuntimeTradeOpen = async (params) => {
-  const { userName } = params;
-  if (!userName) {
-    return null;
-  }
-  const record = {
-    ...params,
-    entryCount: 1,
-    lastEntryPrice: params.entryPrice,
-    lastEntryQty: params.qty,
-    lastEntryTimestamp: params.entryTimestamp,
-    status: "active",
-    currentPrice: params.entryPrice,
-    currentPnl: 0,
-    closedPnl: null,
-    exitPrice: null,
-    exitTimestamp: null,
-    lastSyncedAt: now()
-  };
-  const dayKey = (0, import_time.getRuntimeStorageDayKey)(record.entryTimestamp);
-  const runtimeScopeId = record.deploymentId ?? record.accountId;
-  try {
-    await Promise.all([
-      (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, record.orderId), record, {
-        expire: 0
-      }),
-      (0, import_redis2.setHashJsonField)(
-        import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
-        record.orderId,
-        record,
-        { expire: 0 }
-      ),
-      (0, import_redis2.setData)(
-        import_redis2.redisKeys.runtimeActiveTrade(userName, record.symbol, runtimeScopeId),
-        { orderId: record.orderId },
-        { expire: 0 }
-      )
-    ]);
-  } catch (error) {
-    import_logger3.logger.error(
-      "runtime trade open journal failed: %s %s",
-      record.symbol,
-      error?.message || String(error)
-    );
-  }
-  return record;
-};
-var recordRuntimeTradeIncrease = async (params) => {
-  const {
-    userName,
-    strategy,
-    symbol,
-    direction,
-    resultingQty,
-    resultingEntryPrice,
-    addedQty,
-    addedEntryPrice,
-    entryTimestamp,
-    fee,
-    accountId,
-    deploymentId
-  } = params;
-  if (!userName) {
-    return null;
-  }
-  const existing = await getActiveRuntimeTrade({
-    userName,
-    symbol,
-    accountId,
-    deploymentId
-  });
-  if (!existing || existing.strategy !== strategy || existing.direction !== direction) {
-    return null;
-  }
-  const addedFee = typeof fee === "number" && Number.isFinite(fee) ? fee : 0;
-  const openFee = (existing.openFee ?? existing.fee ?? 0) + addedFee;
-  const totalFee = (existing.totalFee ?? existing.fee ?? 0) + addedFee;
-  const next = {
-    ...existing,
-    ...params.orderLeverage ? { orderLeverage: params.orderLeverage } : {},
-    qty: resultingQty,
-    entryPrice: resultingEntryPrice,
-    entryCount: Math.max(1, existing.entryCount ?? 1) + 1,
-    lastEntryPrice: addedEntryPrice,
-    lastEntryQty: addedQty,
-    lastEntryTimestamp: entryTimestamp,
-    currentPrice: resultingEntryPrice,
-    currentPnl: 0,
-    fee: openFee,
-    openFee,
-    totalFee,
-    lastSyncedAt: now()
-  };
-  const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
-  try {
-    await Promise.all([
-      (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, existing.orderId), next, {
-        expire: 0
-      }),
-      (0, import_redis2.setHashJsonField)(
-        import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
-        existing.orderId,
-        next,
-        { expire: 0 }
-      )
-    ]);
-  } catch (error) {
-    import_logger3.logger.error(
-      "runtime trade increase journal failed: %s %s",
-      symbol,
-      error?.message || String(error)
-    );
-  }
-  return next;
+  return candidates.find(
+    (candidate) => Array.isArray(candidate.approvalBlockReasons) || Array.isArray(candidate.riskAnnotations) || Array.isArray(candidate.structuralHardBlockReasons) || typeof candidate.approvalAllowedNow === "boolean"
+  ) ?? null;
 };
-var getActiveRuntimeTrade = async (params) => {
-  const { userName, symbol, accountId, deploymentId } = params;
-  if (!userName) {
-    return null;
-  }
-  const activeRef = await (0, import_redis2.getData)(
-    import_redis2.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId),
-    null
+var buildAiHumanPrompt = (signal, payload = buildAiPayload(signal)) => `
+Analyze the already computed internal signal for ${signal.symbol}. The original signal direction is ${signal.direction}.
+This is a structure-classification and audit task, not execution advice. Determine whether the current structure confirms the existing signal, how structurally coherent it is right now, whether an extra confirmation level is needed, and whether the already supplied levels in \`payload.signal.prices\` still look internally coherent. Do not replace the original thesis with a new one and do not invent new levels; return only the requested JSON.
+
+Trade payload:
+${JSON.stringify(payload)}
+${buildAiHumanPromptAddonByStrategy(signal, payload)}
+`;
+var runAiPrompt = async ({ systemPrompt, humanPrompt }, options = {}) => {
+  const settings = await getAiUserSettings(options.userName);
+  const responseLanguage = (0, import_aiLanguages2.getAiResponseLanguagePromptName)(
+    settings.AI_RESPONSE_LANGUAGE || import_aiLanguages2.DEFAULT_AI_RESPONSE_LANGUAGE
   );
-  const orderId = String(activeRef?.orderId || "").trim();
-  if (!orderId) {
-    return null;
+  const response = await invokeAiPromptChat({
+    userName: options.userName,
+    model: options.model,
+    messages: [
+      { role: "system", content: systemPrompt },
+      {
+        role: "system",
+        content: `Write all user-visible text fields in ${responseLanguage}. Keep field names and JSON syntax unchanged.`
+      },
+      { role: "user", content: humanPrompt }
+    ]
+  });
+  const parsed = parseAIResponse(response.content);
+  const normalized = normalizeAnalysis(parsed);
+  if (!options.signal) {
+    return normalized;
   }
-  const existing = await (0, import_redis2.getData)(
-    import_redis2.redisKeys.runtimeTrade(userName, orderId),
-    null
+  return postProcessAiAnalysisByStrategy(
+    options.signal,
+    normalized,
+    options.payload
   );
-  if (!existing || existing.status !== "active") {
-    await (0, import_redis2.delKey)(
-      import_redis2.redisKeys.runtimeActiveTrade(userName, symbol, deploymentId ?? accountId)
-    );
-    return null;
-  }
-  return existing;
 };
-var markRuntimeTradeClosed = async (params) => {
-  const {
-    userName,
-    symbol,
-    strategy,
-    exitPrice,
-    exitTimestamp,
-    closedPnl,
-    exitType,
-    accountId,
-    deploymentId
-  } = params;
-  if (!userName) {
-    return null;
-  }
-  const existing = await getActiveRuntimeTrade({
-    userName,
-    symbol,
-    accountId,
-    deploymentId
-  });
-  if (!existing) {
-    return null;
-  }
-  const orderId = existing.orderId;
-  if (strategy && existing.strategy !== strategy) {
-    return null;
-  }
-  const resolvedExitPrice = typeof exitPrice === "number" && Number.isFinite(exitPrice) ? exitPrice : existing.currentPrice ?? existing.entryPrice;
-  const resolvedClosedPnl = typeof closedPnl === "number" && Number.isFinite(closedPnl) ? closedPnl : typeof resolvedExitPrice === "number" && Number.isFinite(resolvedExitPrice) ? calculateClosedPnl({
-    direction: existing.direction,
-    entryPrice: existing.entryPrice,
-    exitPrice: resolvedExitPrice,
-    qty: existing.qty
-  }) : existing.closedPnl ?? existing.currentPnl ?? null;
-  const next = {
-    ...existing,
-    status: "closed",
-    currentPrice: resolvedExitPrice,
-    currentPnl: resolvedClosedPnl,
-    closedPnl: resolvedClosedPnl,
-    exitPrice: resolvedExitPrice,
-    exitTimestamp: typeof exitTimestamp === "number" && Number.isFinite(exitTimestamp) ? exitTimestamp : now(),
-    exitType: exitType ?? existing.exitType ?? null,
-    lastSyncedAt: now()
+var runAiPromptLocal = async (signal, options = {}) => {
+  const payload = options.payload ?? buildAiPayload(signal);
+  const gateContext = getDeterministicAiGateContext(payload);
+  const signalDirection = getSignalDirection(signal);
+  const deterministicQuality = getDeterministicQuality(gateContext);
+  const approvalAllowedNow = typeof gateContext?.approvalAllowedNow === "boolean" ? gateContext.approvalAllowedNow : deterministicQuality >= 4;
+  return postProcessLocalAiAnalysisByStrategy(
+    signal,
+    {
+      direction: approvalAllowedNow ? signalDirection : null,
+      quality: deterministicQuality,
+      needRetest: !approvalAllowedNow,
+      retestPrice: null,
+      takeProfitPrice: approvalAllowedNow ? signal.prices?.takeProfitPrice ?? null : null,
+      stopLossPrice: approvalAllowedNow ? signal.prices?.stopLossPrice ?? null : null
+    },
+    payload
+  );
+};
+var askAI = async (signal, options = {}) => {
+  const { symbol } = signal;
+  const payload = buildAiPayload(signal);
+  const content = await runAiPrompt(
+    {
+      systemPrompt: buildAiSystemPrompt(signal),
+      humanPrompt: buildAiHumanPrompt(signal, payload)
+    },
+    {
+      ...options,
+      signal,
+      payload
+    }
+  );
+  await (0, import_redis3.setData)(import_redis3.redisKeys.analysis(symbol, signal.signalId), content);
+  return content;
+};
+
+// src/strategyAdapters/ml.ts
+var defaultMlAdapter = {
+  normalizeStrategyConfig: (strategyConfig) => strategyConfig
+};
+var getStrategyMlAdapter = (strategy, profileId) => {
+  const strategyAdapter = getStrategyProfileMlAdapter(
+    getStrategyManifest(strategy),
+    profileId
+  );
+  if (!strategyAdapter) return defaultMlAdapter;
+  return {
+    ...defaultMlAdapter,
+    ...strategyAdapter
+  };
+};
+
+// src/mlPayload.ts
+var normalizeStrategyConfig = (strategyConfig, strategyName, profileId) => {
+  return getStrategyMlAdapter(
+    strategyName,
+    profileId
+  ).normalizeStrategyConfig?.(strategyConfig);
+};
+var buildMlPayload = (payload) => {
+  const strategyName = payload.signal?.strategy ?? payload.context?.strategyName;
+  const profileId = payload.signal?.policyProfileId;
+  const mlAdapter = getStrategyMlAdapter(strategyName, profileId);
+  const normalizedSignal = mlAdapter.normalizeSignal?.(payload.signal) ?? payload.signal;
+  const nextSignal = {
+    ...normalizedSignal,
+    indicators: {
+      ...normalizedSignal?.indicators ?? {}
+    }
+  };
+  const nextContext = payload.context ? {
+    ...payload.context,
+    strategyConfig: normalizeStrategyConfig(
+      payload.context.strategyConfig,
+      strategyName,
+      profileId
+    )
+  } : void 0;
+  return {
+    signal: nextSignal,
+    context: nextContext
   };
-  const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
-  const closeDayKey = (0, import_time.getRuntimeStorageDayKey)(next.exitTimestamp);
-  try {
-    await Promise.all([
-      (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, orderId), next, {
-        expire: import_constants.TTL_1M
-      }),
-      (0, import_redis2.setHashJsonField)(
-        import_redis2.redisKeys.runtimeTradeBucket(userName, dayKey),
-        orderId,
-        next,
-        { expire: import_constants.TTL_1M }
-      ),
-      (0, import_redis2.setHashJsonField)(
-        import_redis2.redisKeys.runtimeClosedTradeBucket(userName, closeDayKey),
-        orderId,
-        next,
-        { expire: import_constants.TTL_1M }
-      ),
-      (0, import_redis2.delKey)(
-        import_redis2.redisKeys.runtimeActiveTrade(
-          userName,
-          symbol,
-          deploymentId ?? accountId
-        )
-      )
-    ]);
-  } catch (error) {
-    import_logger3.logger.error(
-      "runtime trade close journal failed: %s %s",
-      symbol,
-      error?.message || String(error)
-    );
-  }
-  return next;
 };
 
 // src/strategyHelpers/marketContextStages.ts
@@ -3313,7 +3892,7 @@ var import_logger4 = require("@tradejs/infra/logger");
 var import_strategies = require("@tradejs/core/strategies");
 
 // src/binanceBreadthUniverses.ts
-var import_node_crypto2 = require("crypto");
+var import_node_crypto3 = require("crypto");
 
 // src/config/binanceBreadthUniverses.json
 var binanceBreadthUniverses_default = {
@@ -3552,7 +4131,7 @@ var BINANCE_BREADTH_UNIVERSE_KEYS = [
   "top50",
   "top100"
 ];
-var fingerprint = (value, length) => (0, import_node_crypto2.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, length);
+var fingerprint = (value, length) => (0, import_node_crypto3.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, length);
 var normalizeSymbols = (symbols) => symbols.map((symbol) => symbol.trim().toUpperCase()).filter(Boolean);
 var buildBinanceBreadthUniverseSnapshot = ({
   rankedSymbols,
@@ -4576,7 +5155,7 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
 };
 
 // src/strategyHelpers/derivativesContext.ts
-var import_indicators2 = require("@tradejs/core/indicators");
+var import_indicators3 = require("@tradejs/core/indicators");
 var import_data2 = require("@tradejs/core/data");
 var import_strategies3 = require("@tradejs/core/strategies");
 var import_constants2 = require("@tradejs/core/constants");
@@ -4610,7 +5189,7 @@ var parseLookbackMs = () => {
 };
 var withHourlyFallbackRows = (rowsByInterval) => ({
   "15m": rowsByInterval["15m"] ?? [],
-  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
+  "1h": (0, import_indicators3.buildCoinalyzeHourlyRowsWithFallback)({
     rows15m: rowsByInterval["15m"],
     fallbackRows1h: rowsByInterval["1h"]
   })
@@ -4738,7 +5317,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
     const targetSymbol = normalizeSymbol(signal.symbol);
     const lookbackMs = parseLookbackMs();
     const decisionTimeMs = signal.timestamp + (0, import_data2.intervalToMs)(signal.interval);
-    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
+    const derivativesEndMs = (0, import_indicators3.getLastClosedDerivativesBarStartMs)(
       decisionTimeMs,
       "15m"
     );
@@ -4753,7 +5332,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
         });
         return [
           symbol,
-          (0, import_indicators2.buildDerivativesContext)({
+          (0, import_indicators3.buildDerivativesContext)({
             symbol,
             direction: signal.direction,
             timestamp: derivativesEndMs,
@@ -4780,7 +5359,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
         lookbackMs,
         ...params.abortSignal ? { signal: params.abortSignal } : {}
       });
-      const context = (0, import_indicators2.buildDerivativesContext)({
+      const context = (0, import_indicators3.buildDerivativesContext)({
         symbol: targetSymbol,
         direction: signal.direction,
         timestamp: derivativesEndMs,
@@ -4828,7 +5407,7 @@ var import_hyperliquidWhales2 = require("@tradejs/infra/timescale/hyperliquidWha
 var import_logger7 = require("@tradejs/infra/logger");
 
 // src/hyperliquidWhaleUniverse.ts
-var import_node_crypto3 = require("crypto");
+var import_node_crypto4 = require("crypto");
 
 // src/config/hyperliquidPerpUniverse.json
 var hyperliquidPerpUniverse_default = {
@@ -5000,7 +5579,7 @@ var hyperliquidWhales_default = {
 };
 
 // src/hyperliquidWhaleUniverse.ts
-var fingerprint2 = (value) => (0, import_node_crypto3.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, 16);
+var fingerprint2 = (value) => (0, import_node_crypto4.createHash)("sha256").update(JSON.stringify(value)).digest("hex").slice(0, 16);
 var validateUnique = (values, label) => {
   if (new Set(values).size !== values.length) {
     throw new Error(`Hyperliquid ${label} snapshot contains duplicates`);
@@ -5487,6 +6066,7 @@ var enrichSignalWithMarketContextStages = async ({
       })
     });
   }
+  await enrichSignalWithTickerProfile(signal);
   const results = [];
   for (const stage of stages) {
     if (abortSignal?.aborted) break;
@@ -5534,12 +6114,12 @@ var findReplayAiAnalysis = ({
   direction,
   ai
 }) => {
-  const snapshots = ai?.replayAnalyses;
-  if (!Array.isArray(snapshots) || !snapshots.length) {
+  const snapshots2 = ai?.replayAnalyses;
+  if (!Array.isArray(snapshots2) || !snapshots2.length) {
     return void 0;
   }
   let best = null;
-  for (const snapshot2 of snapshots) {
+  for (const snapshot2 of snapshots2) {
     if (snapshot2.symbol !== signal.symbol || snapshot2.direction !== direction || snapshot2.strategy && snapshot2.strategy !== signal.strategy) {
       continue;
     }
@@ -5699,11 +6279,13 @@ var executeEntryOrder = async ({
   beforePlaceOrder,
   recordRuntimeTrade = true,
   leverage,
-  executionLimits
+  executionLimits,
+  markPortfolioSubmitted,
+  rejectPortfolioSubmission
 }) => {
   await beforePlaceOrder?.();
   const previousPosition = positionIntent === "increase" ? await connector.getPosition(symbol) : null;
-  const orderId = signal.orderId || createRuntimeOrderId(signal.strategy);
+  let orderId = signal.orderId || createRuntimeOrderId(signal.strategy);
   const signalTimestamp = signal.timestamp;
   const signalClosePrice = currentPrice;
   signal.orderId = orderId;
@@ -5772,9 +6354,16 @@ var executeEntryOrder = async ({
     ...typeof leverage === "number" && Number.isFinite(leverage) ? { leverage } : {},
     orderId,
     signal,
-    ...beforeSubmit ? { beforeSubmit } : {}
+    ...rejectPortfolioSubmission ? { onRejected: rejectPortfolioSubmission } : {},
+    ...beforeSubmit || markPortfolioSubmitted ? {
+      beforeSubmit: async (context) => {
+        await beforeSubmit?.(context);
+        return markPortfolioSubmitted?.(context.qty);
+      }
+    } : {}
   });
   const orderAckTime = Date.now();
+  if (markPortfolioSubmitted && signal.orderId) orderId = signal.orderId;
   const placedQty = typeof signal.orderQty === "number" && Number.isFinite(signal.orderQty) && signal.orderQty > 0 ? signal.orderQty : qty;
   const currentPosition = await connector.getPosition(symbol);
   const fillTime = Date.now();
@@ -6763,7 +7352,7 @@ var handleProtectDecision = async ({
   }
   return decision.code;
 };
-var executeEntryDecision = async ({
+var executeAdmittedEntryDecision = async ({
   connector,
   symbol,
   decision,
@@ -6777,7 +7366,9 @@ var executeEntryDecision = async ({
   ai,
   recordRuntimeJournal,
   invokeStageHooks,
-  notifyRuntimeError
+  notifyRuntimeError,
+  markPortfolioSubmitted,
+  rejectPortfolioSubmission
 }) => {
   const signal = decision.signal;
   const beforePlaceOrder = async () => {
@@ -6824,6 +7415,8 @@ var executeEntryDecision = async ({
         ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {},
         signal,
         beforePlaceOrder,
+        markPortfolioSubmitted,
+        rejectPortfolioSubmission,
         recordRuntimeTrade: recordRuntimeJournal,
         executionLimits: resolveEntryExecutionLimits(
           hookCtx.strategyConfig,
@@ -6964,6 +7557,37 @@ var executeEntryDecision = async ({
   }
   return signal ?? decision.code;
 };
+async function executeEntryDecision(params) {
+  if (!params.portfolio) return executeAdmittedEntryDecision(params);
+  const { decision, portfolio } = params;
+  const signal = decision.signal;
+  if (!signal || decision.orderPlan.positionIntent === "increase")
+    return "PORTFOLIO_REQUIRES_NEW_SIGNAL_POSITION";
+  signal.orderId ??= createRuntimeOrderId(signal.strategy);
+  const result = await portfolio.submit(
+    params.portfolioTime ?? decision.entryContext.timestamp,
+    {
+      id: signal.orderId,
+      signalId: signal.signalId,
+      strategy: signal.strategy,
+      symbol: params.symbol,
+      direction: decision.entryContext.direction,
+      qty: decision.orderPlan.qty,
+      timestamp: decision.entryContext.timestamp
+    },
+    (markPortfolioSubmitted, rejectPortfolioSubmission) => executeAdmittedEntryDecision({
+      ...params,
+      markPortfolioSubmitted,
+      rejectPortfolioSubmission
+    })
+  );
+  if (result.reason) {
+    signal.orderStatus = "failed";
+    signal.orderFailureReason = result.reason;
+    return signal;
+  }
+  return result.value;
+}
 
 // src/strategyRuntime.ts
 var cloneWithPropertyDescriptors = (value) => Object.create(
@@ -6991,6 +7615,7 @@ var createStrategyRuntime = ({
   };
   const creator = async ({
     userName,
+    connectorName,
     config: baseConfig,
     symbol,
     universe: requestedUniverse,
@@ -7029,6 +7654,37 @@ var createStrategyRuntime = ({
     const projectConfig = await loadTradejsConfig(projectRoot);
     const projectHooks = projectConfig.hooks;
     const env = String(config.ENV ?? "BACKTEST");
+    let portfolioMarket;
+    const portfolio = getPortfolioRuntime({
+      symbol,
+      canClose: async (position, intent, asOf) => {
+        if (!portfolioMarket || portfolioMarket.candle.timestamp > asOf || !isRuntimeOrderExecutionEnabled({ config, env, connector }))
+          return false;
+        const gate = await authorizeClose(
+          {
+            kind: "exit",
+            code: intent.reason,
+            closePlan: {
+              direction: position.direction,
+              price: position.markPrice,
+              timestamp: asOf
+            }
+          },
+          portfolioMarket,
+          position.strategy
+        );
+        return gate?.allow !== false;
+      },
+      connectorName,
+      value: baseConfig?.PORTFOLIO_POLICY ?? config.PORTFOLIO_POLICY,
+      strategy: strategyName,
+      connector,
+      env,
+      userName,
+      accountId,
+      deploymentId
+    });
+    const portfolioContext = portfolio ? (now2) => isRuntimeOrderExecutionEnabled({ config, env, connector }) ? portfolio.tick(now2) : portfolio.context(now2) : void 0;
     const researchPolicyValue = baseConfig?.RESEARCH_ENTRY_POLICY ?? config.RESEARCH_ENTRY_POLICY;
     const researchEntryPolicy = researchPolicyValue == null ? void 0 : parseResearchEntryPolicy(researchPolicyValue);
     if (researchEntryPolicy && (env !== "BACKTEST" || Reflect.get(connector, "__tradejsTestConnector") !== true))
@@ -7193,7 +7849,10 @@ var createStrategyRuntime = ({
       return invokeHook(stage, hook, params, errorContext);
     };
     const invokeGateHooks = async (stage, hook, params, errorContext = {}) => {
-      const failureResult = stage === "beforeEntryGate" ? { allow: false, reason: "ERROR" } : void 0;
+      const failureResult = {
+        allow: false,
+        reason: "ERROR"
+      };
       const projectResults = await invokeProjectHooks(
         stage,
         params,
@@ -7214,6 +7873,12 @@ var createStrategyRuntime = ({
         failureResult
       );
     };
+    const authorizeClose = (decision, market, owner = strategyName) => invokeGateHooks(
+      "beforeClosePosition",
+      resolveManifest(owner)?.hooks?.beforeClosePosition,
+      { ctx: getHookCtx(owner), market, decision },
+      { decision, market }
+    );
     const applyProjectAfterCoreDecisionHooks = async ({
       hookCtx,
       market,
@@ -7327,6 +7992,20 @@ var createStrategyRuntime = ({
         interval: decisionInterval
       }) => {
         if (!baseContext) return void 0;
+        const profileSource = strategyManifest?.contextRequirements?.tickerProfiles;
+        if (profileSource) {
+          const profile = await loadTickerProfileContext({
+            ...profileSource,
+            projectRoot,
+            symbol: decisionSymbol,
+            timestamp: candle.timestamp
+          });
+          if (!profile)
+            throw new Error(
+              "Required ticker profile is unavailable at decision time"
+            );
+          baseContext = withTickerProfile(baseContext, profile);
+        }
         if (!coreContextRequirements.has("hyperliquidWhales")) {
           return baseContext;
         }
@@ -7494,6 +8173,8 @@ var createStrategyRuntime = ({
         runtime: pending2.runtime
       });
       return executeEntryDecision({
+        portfolio,
+        portfolioTime: env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now(),
         connector,
         symbol,
         decision: pending2.decision,
@@ -7511,6 +8192,11 @@ var createStrategyRuntime = ({
       });
     };
     const runWithDecisionOverride = async (candle, btcCandle, options = {}) => {
+      portfolioMarket = { candle, btcCandle };
+      if (portfolioContext)
+        await portfolioContext(
+          env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now()
+        );
       appendCurrentMarketData(candle, btcCandle, options.ethCandle);
       const ethCandle = resolveEthCandle(candle, options.ethCandle);
       indicatorsState.setCurrentBar(candle, btcCandle, ethCandle);
@@ -7613,15 +8299,10 @@ var createStrategyRuntime = ({
         if (!makeOrdersEnabled) {
           return decision.code;
         }
-        const closeGate = await invokeGateHooks(
-          "beforeClosePosition",
-          decisionManifest?.hooks?.beforeClosePosition,
-          {
-            ctx: decisionHookCtx,
-            market,
-            decision
-          },
-          { decision, market }
+        const closeGate = await authorizeClose(
+          decision,
+          market,
+          decisionHookCtx.strategyName
         );
         if (closeGate?.allow === false) {
           return closeGate.reason ? `CLOSE_BLOCKED_BY_HOOK:${closeGate.reason}` : "CLOSE_BLOCKED_BY_HOOK";
@@ -7681,6 +8362,13 @@ var createStrategyRuntime = ({
       });
       const signal = decision.signal;
       if (signal) {
+        if (portfolio)
+          signal.additionalIndicators = {
+            ...signal.additionalIndicators,
+            portfolioContext: await portfolioContext(
+              env === "BACKTEST" || env === "PARITY" ? decision.entryContext.timestamp : Date.now()
+            )
+          };
         if (runtimeLineage) signal.runtimeLineage = runtimeLineage;
         if (universe) signal.universe = universe;
         if (assetClass) signal.assetClass = assetClass;
@@ -7920,6 +8608,8 @@ var createStrategyRuntime = ({
         });
       }
       return executeEntryDecision({
+        portfolio,
+        portfolioTime: env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now(),
         connector,
         symbol,
         decision,
@@ -8702,7 +9392,7 @@ var resolveExecutionCosts = async (params) => {
 };
 
 // src/testConnector.ts
-var import_node_crypto4 = require("crypto");
+var import_node_crypto5 = require("crypto");
 var import_constants8 = require("@tradejs/core/constants");
 var import_backtest2 = require("@tradejs/core/backtest");
 var import_trade2 = require("@tradejs/core/trade");
@@ -9175,7 +9865,7 @@ var createTestConnector = (connector, context) => {
     },
     kline: async (options) => connector.kline(options),
     getResult: async () => {
-      const orderLogId = (0, import_node_crypto4.randomUUID)().slice(-12);
+      const orderLogId = (0, import_node_crypto5.randomUUID)().slice(-12);
       const fullStat = fastMode ? (0, import_backtest2.calculateStatsFull)(positionLog) : null;
       return {
         stat: fullStat ? {
@@ -10591,19 +11281,19 @@ var prepareTestingData = async (params) => {
   if (shouldLoadExecutionCandles && !cachedExecutionBtcData) {
     state.btcKlineCache.set(executionBtcCacheKey, executionBtcDataRaw);
   }
-  const aligned = universe === "tradfi" ? { alignedCoinCandles: dataRaw, alignedBtcCandles: dataRaw } : (0, import_indicators3.alignSortedCandlesByTimestamp)(dataRaw, btcDataRaw);
+  const aligned = universe === "tradfi" ? { alignedCoinCandles: dataRaw, alignedBtcCandles: dataRaw } : (0, import_indicators4.alignSortedCandlesByTimestamp)(dataRaw, btcDataRaw);
   const { data, btcData } = filterClosedAlignedCandles(
     aligned.alignedCoinCandles,
     aligned.alignedBtcCandles,
     interval
   );
-  const btcBinanceData = universe === "tradfi" ? [] : (0, import_indicators3.alignSortedCandlesByTimestamp)(data, btcBinanceDataRaw).alignedBtcCandles;
-  const btcCoinbaseData = universe === "tradfi" ? [] : (0, import_indicators3.alignSortedCandlesByTimestamp)(data, btcCoinbaseDataRaw).alignedBtcCandles;
-  const ethData = universe === "tradfi" ? [] : (0, import_indicators3.alignSortedCandlesByTimestamp)(data, ethDataRaw).alignedBtcCandles;
+  const btcBinanceData = universe === "tradfi" ? [] : (0, import_indicators4.alignSortedCandlesByTimestamp)(data, btcBinanceDataRaw).alignedBtcCandles;
+  const btcCoinbaseData = universe === "tradfi" ? [] : (0, import_indicators4.alignSortedCandlesByTimestamp)(data, btcCoinbaseDataRaw).alignedBtcCandles;
+  const ethData = universe === "tradfi" ? [] : (0, import_indicators4.alignSortedCandlesByTimestamp)(data, ethDataRaw).alignedBtcCandles;
   const alignedExecution = shouldLoadExecutionCandles ? universe === "tradfi" ? {
     alignedCoinCandles: executionDataRaw,
     alignedBtcCandles: executionDataRaw
-  } : (0, import_indicators3.alignSortedCandlesByTimestamp)(executionDataRaw, executionBtcDataRaw) : { alignedCoinCandles: [], alignedBtcCandles: [] };
+  } : (0, import_indicators4.alignSortedCandlesByTimestamp)(executionDataRaw, executionBtcDataRaw) : { alignedCoinCandles: [], alignedBtcCandles: [] };
   const { data: backtestExecutionData, btcData: backtestExecutionBtcData } = filterClosedAlignedCandles(
     alignedExecution.alignedCoinCandles,
     alignedExecution.alignedBtcCandles,