@tradejs/node 3.1.29-beta.291 → 3.1.29-beta.292

package/dist/backtest.js

@@ -937,39 +937,72 @@ function createPortfolioCoordinator({
       );
       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");
-            submitted = true;
-            const update = await updateReservation(now2, entry.id, true, qty);
+            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 () => {
+          async (retrying = false) => {
             await transact(
               now2,
               (s) => ({
                 state: {
                   ...s,
-                  reservations: s.reservations.filter((r) => r.id !== entry.id),
+                  reservations: s.reservations.filter(
+                    (r) => r.id !== attemptId
+                  ),
                   completedSignals: {
-                    ...s.completedSignals,
-                    [entry.signalId]: now2
+                    ...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, entry.id, false);
+        if (!submitted) await updateReservation(now2, attemptId, false);
         else await tick(now2, true);
         return { value };
       } catch (error) {
-        if (!submitted) await updateReservation(now2, entry.id, false);
+        if (!submitted) await updateReservation(now2, attemptId, false);
         throw error;
       }
     }
@@ -1337,7 +1370,9 @@ function getPortfolioRuntime({
   env,
   userName,
   accountId,
-  deploymentId
+  deploymentId,
+  symbol,
+  canClose
 }) {
   const policy = (0, import_portfolio2.parsePortfolioPolicy)(value);
   if (!policy) return void 0;
@@ -1368,8 +1403,13 @@ function getPortfolioRuntime({
   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,
@@ -1390,6 +1430,10 @@ function getPortfolioRuntime({
       },
       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,
@@ -1424,7 +1468,7 @@ function getPortfolioRuntime({
       }
     }
   });
-  registry.set(cacheKey, { fingerprint: fingerprint3, coordinator });
+  registry.set(cacheKey, { fingerprint: fingerprint3, coordinator, permissions });
   return coordinator;
 }
 
@@ -6241,7 +6285,7 @@ var executeEntryOrder = async ({
 }) => {
   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;
@@ -6314,11 +6358,12 @@ var executeEntryOrder = async ({
     ...beforeSubmit || markPortfolioSubmitted ? {
       beforeSubmit: async (context) => {
         await beforeSubmit?.(context);
-        await markPortfolioSubmitted?.(context.qty);
+        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();
@@ -7609,7 +7654,27 @@ 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,
@@ -7784,7 +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,
@@ -7805,6 +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,
@@ -8118,6 +8192,7 @@ var createStrategyRuntime = ({
       });
     };
     const runWithDecisionOverride = async (candle, btcCandle, options = {}) => {
+      portfolioMarket = { candle, btcCandle };
       if (portfolioContext)
         await portfolioContext(
           env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now()
@@ -8224,15 +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";

package/dist/backtest.mjs

@@ -10,8 +10,8 @@ import {
   evaluateResearchEntryPolicy,
   matchesResearchEntryRules,
   parseResearchEntryPolicy
-} from "./chunk-HRON2EAI.mjs";
-import "./chunk-UUNEWAT4.mjs";
+} from "./chunk-EVKQ4DI6.mjs";
+import "./chunk-NJEYNGRU.mjs";
 import {
   buildAiPayload,
   getStrategyCreator

package/dist/{chunk-HRON2EAI.mjs → chunk-EVKQ4DI6.mjs}

@@ -1,7 +1,7 @@
 import {
   createMemoryPortfolioStore,
   createPortfolioCoordinator
-} from "./chunk-UUNEWAT4.mjs";
+} from "./chunk-NJEYNGRU.mjs";
 import {
   askAI,
   buildAiPayload,
@@ -3237,7 +3237,7 @@ var executeEntryOrder = async ({
 }) => {
   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;
@@ -3310,11 +3310,12 @@ var executeEntryOrder = async ({
     ...beforeSubmit || markPortfolioSubmitted ? {
       beforeSubmit: async (context) => {
         await beforeSubmit?.(context);
-        await markPortfolioSubmitted?.(context.qty);
+        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();
@@ -3681,7 +3682,9 @@ function getPortfolioRuntime({
   env,
   userName,
   accountId,
-  deploymentId
+  deploymentId,
+  symbol,
+  canClose
 }) {
   const policy = parsePortfolioPolicy(value);
   if (!policy) return void 0;
@@ -3712,8 +3715,13 @@ function getPortfolioRuntime({
   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,
@@ -3734,6 +3742,10 @@ function getPortfolioRuntime({
       },
       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,
@@ -3768,7 +3780,7 @@ function getPortfolioRuntime({
       }
     }
   });
-  registry.set(cacheKey, { fingerprint: fingerprint3, coordinator });
+  registry.set(cacheKey, { fingerprint: fingerprint3, coordinator, permissions });
   return coordinator;
 }
 
@@ -4809,7 +4821,27 @@ 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,
@@ -4984,7 +5016,10 @@ 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,
@@ -5005,6 +5040,12 @@ 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,
@@ -5318,6 +5359,7 @@ var createStrategyRuntime = ({
       });
     };
     const runWithDecisionOverride = async (candle, btcCandle, options = {}) => {
+      portfolioMarket = { candle, btcCandle };
       if (portfolioContext)
         await portfolioContext(
           env === "BACKTEST" || env === "PARITY" ? candle.timestamp : Date.now()
@@ -5424,15 +5466,10 @@ 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";

package/dist/{chunk-UUNEWAT4.mjs → chunk-NJEYNGRU.mjs}

@@ -137,39 +137,72 @@ function createPortfolioCoordinator({
       );
       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");
-            submitted = true;
-            const update = await updateReservation(now, entry.id, true, qty);
+            if (needsReservation) {
+              attemptId = `${entry.id.slice(0, 30)}r${++retry}`;
+              const admission = await transact(
+                now,
+                (s, o) => {
+                  const r = 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(now, attemptId, true, qty);
             if (!update.result)
               throw new Error("PORTFOLIO_SUBMISSION_NO_LONGER_ADMITTED");
+            submitted = true;
+            return attemptId;
           },
-          async () => {
+          async (retrying = false) => {
             await transact(
               now,
               (s) => ({
                 state: {
                   ...s,
-                  reservations: s.reservations.filter((r) => r.id !== entry.id),
+                  reservations: s.reservations.filter(
+                    (r) => r.id !== attemptId
+                  ),
                   completedSignals: {
-                    ...s.completedSignals,
-                    [entry.signalId]: now
+                    ...Object.fromEntries(
+                      Object.entries(s.completedSignals).filter(
+                        ([id]) => !retrying || id !== entry.signalId
+                      )
+                    ),
+                    ...retrying ? {} : { [entry.signalId]: now }
                   }
                 },
                 result: void 0
               }),
               true
             );
+            submitted = false;
+            needsReservation = retrying;
           }
         );
-        if (!submitted) await updateReservation(now, entry.id, false);
+        if (!submitted) await updateReservation(now, attemptId, false);
         else await tick(now, true);
         return { value };
       } catch (error) {
-        if (!submitted) await updateReservation(now, entry.id, false);
+        if (!submitted) await updateReservation(now, attemptId, false);
         throw error;
       }
     }