backtest-kit 2.1.3 → 2.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/index.cjs +121 -2252
- package/build/index.mjs +124 -2246
- package/package.json +1 -1
- package/types.d.ts +22 -1327
package/build/index.cjs
CHANGED
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@@ -8,10 +8,8 @@ var path = require('path');
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8
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var crypto = require('crypto');
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var os = require('os');
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var fs$1 = require('fs');
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var module$1 = require('module');
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var util = require('util');
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var _documentCurrentScript = typeof document !== 'undefined' ? document.currentScript : null;
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function _interopNamespaceDefault(e) {
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var n = Object.create(null);
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if (e) {
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@@ -73,7 +71,6 @@ const connectionServices$1 = {
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sizingConnectionService: Symbol('sizingConnectionService'),
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riskConnectionService: Symbol('riskConnectionService'),
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actionConnectionService: Symbol('actionConnectionService'),
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optimizerConnectionService: Symbol('optimizerConnectionService'),
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partialConnectionService: Symbol('partialConnectionService'),
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breakevenConnectionService: Symbol('breakevenConnectionService'),
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};
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@@ -85,7 +82,6 @@ const schemaServices$1 = {
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sizingSchemaService: Symbol('sizingSchemaService'),
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riskSchemaService: Symbol('riskSchemaService'),
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actionSchemaService: Symbol('actionSchemaService'),
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optimizerSchemaService: Symbol('optimizerSchemaService'),
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};
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const coreServices$1 = {
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exchangeCoreService: Symbol('exchangeCoreService'),
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@@ -96,7 +92,6 @@ const coreServices$1 = {
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const globalServices$1 = {
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sizingGlobalService: Symbol('sizingGlobalService'),
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riskGlobalService: Symbol('riskGlobalService'),
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optimizerGlobalService: Symbol('optimizerGlobalService'),
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partialGlobalService: Symbol('partialGlobalService'),
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breakevenGlobalService: Symbol('breakevenGlobalService'),
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};
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@@ -146,16 +141,9 @@ const validationServices$1 = {
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sizingValidationService: Symbol('sizingValidationService'),
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riskValidationService: Symbol('riskValidationService'),
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actionValidationService: Symbol('actionValidationService'),
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optimizerValidationService: Symbol('optimizerValidationService'),
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configValidationService: Symbol('configValidationService'),
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columnValidationService: Symbol('columnValidationService'),
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};
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const templateServices$1 = {
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optimizerTemplateService: Symbol('optimizerTemplateService'),
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};
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const promptServices$1 = {
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signalPromptService: Symbol('signalPromptService'),
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};
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const TYPES = {
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...baseServices$1,
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...contextServices$1,
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@@ -169,8 +157,6 @@ const TYPES = {
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...markdownServices$1,
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...reportServices$1,
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...validationServices$1,
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...templateServices$1,
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...promptServices$1,
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};
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/**
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@@ -494,11 +480,6 @@ const progressBacktestEmitter = new functoolsKit.Subject();
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* Emits progress updates during walker execution.
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*/
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const progressWalkerEmitter = new functoolsKit.Subject();
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/**
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* Progress emitter for optimizer execution progress.
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* Emits progress updates during optimizer execution.
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*/
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const progressOptimizerEmitter = new functoolsKit.Subject();
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/**
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* Performance emitter for execution metrics.
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* Emits performance metrics for profiling and bottleneck detection.
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@@ -573,7 +554,6 @@ var emitters = /*#__PURE__*/Object.freeze({
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partialProfitSubject: partialProfitSubject,
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performanceEmitter: performanceEmitter,
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progressBacktestEmitter: progressBacktestEmitter,
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progressOptimizerEmitter: progressOptimizerEmitter,
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progressWalkerEmitter: progressWalkerEmitter,
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riskSubject: riskSubject,
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schedulePingSubject: schedulePingSubject,
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@@ -18421,1480 +18401,131 @@ class ActionValidationService {
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}
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/**
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*
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*
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* Symbol marker indicating that partial state needs initialization.
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* Used as sentinel value for _states before waitForInit() is called.
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*/
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const NEED_FETCH$1 = Symbol("need_fetch");
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/**
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* Array of profit level milestones to track (10%, 20%, ..., 100%).
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* Each level is checked during profit() method to emit events for newly reached levels.
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*/
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18412
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const PROFIT_LEVELS = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100];
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/**
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* Array of loss level milestones to track (-10%, -20%, ..., -100%).
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* Each level is checked during loss() method to emit events for newly reached levels.
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*/
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const LOSS_LEVELS = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100];
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/**
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* Internal profit handler function for ClientPartial.
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*
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*
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*
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* - JSON structured output for signals
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* - Debug logging to ./dump/strategy
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18431
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* - CCXT exchange integration
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* - Walker-based strategy comparison
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* Checks which profit levels have been reached and emits events for new levels only.
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* Uses Set-based deduplication to prevent duplicate events.
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*
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*
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* @param symbol - Trading pair symbol
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* @param data - Signal row data
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* @param currentPrice - Current market price
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* @param revenuePercent - Current profit percentage (positive value)
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* @param backtest - True if backtest mode
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* @param when - Event timestamp
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* @param self - ClientPartial instance reference
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*/
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});
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18449
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return [
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18450
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"#!/usr/bin/env node",
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"",
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`import { Ollama } from "ollama";`,
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18453
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`import ccxt from "ccxt";`,
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18454
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`import {`,
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18455
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` addExchangeSchema,`,
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18456
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` addStrategySchema,`,
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` addFrameSchema,`,
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` addWalkerSchema,`,
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` Walker,`,
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` Backtest,`,
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` getCandles,`,
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` listenSignalBacktest,`,
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` listenWalkerComplete,`,
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` listenDoneBacktest,`,
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` listenBacktestProgress,`,
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` listenWalkerProgress,`,
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` listenError,`,
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` Markdown,`,
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`} from "backtest-kit";`,
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`import { promises as fs } from "fs";`,
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`import { v4 as uuid } from "uuid";`,
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`import path from "path";`,
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``,
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`const WARN_KB = 100;`,
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``,
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`Markdown.enable()`,
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].join("\n");
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18478
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};
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/**
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* Generates default user message for LLM conversation.
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* Simple prompt to read and acknowledge data.
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*
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* @param symbol - Trading pair symbol
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* @param data - Fetched data array
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* @param name - Source name
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* @returns User message with JSON data
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*/
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18488
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this.getUserMessage = async (symbol, data, name) => {
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this.loggerService.log("optimizerTemplateService getUserMessage", {
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symbol,
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data,
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name,
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});
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return ["Прочитай данные и скажи ОК", "", JSON.stringify(data)].join("\n");
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};
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/**
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* Generates default assistant message for LLM conversation.
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* Simple acknowledgment response.
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*
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* @param symbol - Trading pair symbol
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* @param data - Fetched data array
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* @param name - Source name
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* @returns Assistant acknowledgment message
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*/
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this.getAssistantMessage = async (symbol, data, name) => {
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this.loggerService.log("optimizerTemplateService getAssistantMessage", {
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symbol,
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data,
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name,
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});
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return "ОК";
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};
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/**
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* Generates Walker configuration code.
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* Compares multiple strategies on test frame.
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*
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* @param walkerName - Unique walker identifier
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* @param exchangeName - Exchange to use for backtesting
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* @param frameName - Test frame name
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* @param strategies - Array of strategy names to compare
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* @returns Generated addWalker() call
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*/
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this.getWalkerTemplate = async (walkerName, exchangeName, frameName, strategies) => {
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this.loggerService.log("optimizerTemplateService getWalkerTemplate", {
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walkerName,
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exchangeName,
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frameName,
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strategies,
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});
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// Escape special characters to prevent code injection
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const escapedWalkerName = String(walkerName)
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.replace(/\\/g, '\\\\')
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.replace(/"/g, '\\"');
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const escapedExchangeName = String(exchangeName)
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.replace(/\\/g, '\\\\')
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.replace(/"/g, '\\"');
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const escapedFrameName = String(frameName)
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.replace(/\\/g, '\\\\')
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.replace(/"/g, '\\"');
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const escapedStrategies = strategies.map((s) => String(s).replace(/\\/g, '\\\\').replace(/"/g, '\\"'));
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return [
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`addWalkerSchema({`,
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18543
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` walkerName: "${escapedWalkerName}",`,
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` exchangeName: "${escapedExchangeName}",`,
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` frameName: "${escapedFrameName}",`,
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` strategies: [${escapedStrategies.map((s) => `"${s}"`).join(", ")}],`,
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`});`
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].join("\n");
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};
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/**
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* Generates Strategy configuration with LLM integration.
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18552
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* Includes multi-timeframe analysis and signal generation.
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18553
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*
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18554
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* @param strategyName - Unique strategy identifier
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* @param interval - Signal throttling interval (e.g., "5m")
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18556
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* @param prompt - Strategy logic from getPrompt()
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18557
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* @returns Generated addStrategy() call with getSignal() function
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18558
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*/
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18559
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this.getStrategyTemplate = async (strategyName, interval, prompt) => {
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this.loggerService.log("optimizerTemplateService getStrategyTemplate", {
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strategyName,
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interval,
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prompt,
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});
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// Convert prompt to plain text first
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const plainPrompt = toPlainString(prompt);
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// Escape special characters to prevent code injection
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const escapedStrategyName = String(strategyName)
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.replace(/\\/g, '\\\\')
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.replace(/"/g, '\\"');
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const escapedInterval = String(interval)
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.replace(/\\/g, '\\\\')
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.replace(/"/g, '\\"');
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const escapedPrompt = String(plainPrompt)
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.replace(/\\/g, '\\\\')
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.replace(/`/g, '\\`')
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.replace(/\$/g, '\\$');
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18578
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return [
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18579
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`addStrategySchema({`,
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` strategyName: "${escapedStrategyName}",`,
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` interval: "${escapedInterval}",`,
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` getSignal: async (symbol) => {`,
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` const messages = [];`,
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``,
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` // Загружаем данные всех таймфреймов`,
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18586
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` const microTermCandles = await getCandles(symbol, "1m", 30);`,
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18587
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` const mainTermCandles = await getCandles(symbol, "5m", 24);`,
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` const shortTermCandles = await getCandles(symbol, "15m", 24);`,
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` const mediumTermCandles = await getCandles(symbol, "1h", 24);`,
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18590
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``,
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18591
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` function formatCandles(candles, timeframe) {`,
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18592
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` return candles.map((c) =>`,
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18593
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` \`\${new Date(c.timestamp).toISOString()}[\${timeframe}]: O:\${c.open} H:\${c.high} L:\${c.low} C:\${c.close} V:\${c.volume}\``,
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` ).join("\\n");`,
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18595
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` }`,
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18596
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``,
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18597
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` // Сообщение 1: Среднесрочный тренд`,
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18598
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` messages.push(`,
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` {`,
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18600
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` role: "user",`,
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` content: [`,
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18602
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` \`\${symbol}\`,`,
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18603
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` "Проанализируй свечи 1h:",`,
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` "",`,
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18605
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` formatCandles(mediumTermCandles, "1h")`,
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18606
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` ].join("\\n"),`,
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` },`,
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18608
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` {`,
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18609
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` role: "assistant",`,
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` content: "Тренд 1h проанализирован",`,
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` }`,
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18612
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` );`,
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18613
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``,
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18614
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` // Сообщение 2: Краткосрочный тренд`,
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18615
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` messages.push(`,
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18616
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` {`,
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18617
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` role: "user",`,
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18618
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` content: [`,
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18619
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` "Проанализируй свечи 15m:",`,
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` "",`,
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` formatCandles(shortTermCandles, "15m")`,
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` ].join("\\n"),`,
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` },`,
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18624
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` {`,
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` role: "assistant",`,
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|
-
` content: "Тренд 15m проанализирован",`,
|
|
18627
|
-
` }`,
|
|
18628
|
-
` );`,
|
|
18629
|
-
``,
|
|
18630
|
-
` // Сообщение 3: Основной таймфрейм`,
|
|
18631
|
-
` messages.push(`,
|
|
18632
|
-
` {`,
|
|
18633
|
-
` role: "user",`,
|
|
18634
|
-
` content: [`,
|
|
18635
|
-
` "Проанализируй свечи 5m:",`,
|
|
18636
|
-
` "",`,
|
|
18637
|
-
` formatCandles(mainTermCandles, "5m")`,
|
|
18638
|
-
` ].join("\\n")`,
|
|
18639
|
-
` },`,
|
|
18640
|
-
` {`,
|
|
18641
|
-
` role: "assistant",`,
|
|
18642
|
-
` content: "Таймфрейм 5m проанализирован",`,
|
|
18643
|
-
` }`,
|
|
18644
|
-
` );`,
|
|
18645
|
-
``,
|
|
18646
|
-
` // Сообщение 4: Микро-структура`,
|
|
18647
|
-
` messages.push(`,
|
|
18648
|
-
` {`,
|
|
18649
|
-
` role: "user",`,
|
|
18650
|
-
` content: [`,
|
|
18651
|
-
` "Проанализируй свечи 1m:",`,
|
|
18652
|
-
` "",`,
|
|
18653
|
-
` formatCandles(microTermCandles, "1m")`,
|
|
18654
|
-
` ].join("\\n")`,
|
|
18655
|
-
` },`,
|
|
18656
|
-
` {`,
|
|
18657
|
-
` role: "assistant",`,
|
|
18658
|
-
` content: "Микроструктура 1m проанализирована",`,
|
|
18659
|
-
` }`,
|
|
18660
|
-
` );`,
|
|
18661
|
-
``,
|
|
18662
|
-
` // Сообщение 5: Запрос сигнала`,
|
|
18663
|
-
` messages.push(`,
|
|
18664
|
-
` {`,
|
|
18665
|
-
` role: "user",`,
|
|
18666
|
-
` content: [`,
|
|
18667
|
-
` "Проанализируй все таймфреймы и сгенерируй торговый сигнал согласно этой стратегии. Открывай позицию ТОЛЬКО при четком сигнале.",`,
|
|
18668
|
-
` "",`,
|
|
18669
|
-
` \`${escapedPrompt}\`,`,
|
|
18670
|
-
` "",`,
|
|
18671
|
-
` "Если сигналы противоречивы или тренд слабый то position: wait"`,
|
|
18672
|
-
` ].join("\\n"),`,
|
|
18673
|
-
` }`,
|
|
18674
|
-
` );`,
|
|
18675
|
-
``,
|
|
18676
|
-
` const resultId = uuid();`,
|
|
18677
|
-
``,
|
|
18678
|
-
` const result = await json(messages);`,
|
|
18679
|
-
``,
|
|
18680
|
-
` await dumpJson(resultId, messages, result);`,
|
|
18681
|
-
``,
|
|
18682
|
-
` result.id = resultId;`,
|
|
18683
|
-
``,
|
|
18684
|
-
` return result;`,
|
|
18685
|
-
` },`,
|
|
18686
|
-
`});`
|
|
18687
|
-
].join("\n");
|
|
18688
|
-
};
|
|
18689
|
-
/**
|
|
18690
|
-
* Generates Exchange configuration code.
|
|
18691
|
-
* Uses CCXT Binance with standard formatters.
|
|
18692
|
-
*
|
|
18693
|
-
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
18694
|
-
* @param exchangeName - Unique exchange identifier
|
|
18695
|
-
* @returns Generated addExchange() call with CCXT integration
|
|
18696
|
-
*/
|
|
18697
|
-
this.getExchangeTemplate = async (symbol, exchangeName) => {
|
|
18698
|
-
this.loggerService.log("optimizerTemplateService getExchangeTemplate", {
|
|
18699
|
-
exchangeName,
|
|
18700
|
-
symbol,
|
|
18701
|
-
});
|
|
18702
|
-
// Escape special characters to prevent code injection
|
|
18703
|
-
const escapedExchangeName = String(exchangeName)
|
|
18704
|
-
.replace(/\\/g, '\\\\')
|
|
18705
|
-
.replace(/"/g, '\\"');
|
|
18706
|
-
return [
|
|
18707
|
-
`addExchangeSchema({`,
|
|
18708
|
-
` exchangeName: "${escapedExchangeName}",`,
|
|
18709
|
-
` getCandles: async (symbol, interval, since, limit) => {`,
|
|
18710
|
-
` const exchange = new ccxt.binance();`,
|
|
18711
|
-
` const ohlcv = await exchange.fetchOHLCV(symbol, interval, since.getTime(), limit);`,
|
|
18712
|
-
` return ohlcv.map(([timestamp, open, high, low, close, volume]) => ({`,
|
|
18713
|
-
` timestamp, open, high, low, close, volume`,
|
|
18714
|
-
` }));`,
|
|
18715
|
-
` },`,
|
|
18716
|
-
` formatPrice: async (symbol, price) => price.toFixed(2),`,
|
|
18717
|
-
` formatQuantity: async (symbol, quantity) => quantity.toFixed(8),`,
|
|
18718
|
-
`});`
|
|
18719
|
-
].join("\n");
|
|
18720
|
-
};
|
|
18721
|
-
/**
|
|
18722
|
-
* Generates Frame (timeframe) configuration code.
|
|
18723
|
-
*
|
|
18724
|
-
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
18725
|
-
* @param frameName - Unique frame identifier
|
|
18726
|
-
* @param interval - Candle interval (e.g., "1m")
|
|
18727
|
-
* @param startDate - Frame start date
|
|
18728
|
-
* @param endDate - Frame end date
|
|
18729
|
-
* @returns Generated addFrame() call
|
|
18730
|
-
*/
|
|
18731
|
-
this.getFrameTemplate = async (symbol, frameName, interval, startDate, endDate) => {
|
|
18732
|
-
this.loggerService.log("optimizerTemplateService getFrameTemplate", {
|
|
18733
|
-
symbol,
|
|
18734
|
-
frameName,
|
|
18735
|
-
interval,
|
|
18736
|
-
startDate,
|
|
18737
|
-
endDate,
|
|
18738
|
-
});
|
|
18739
|
-
// Escape special characters to prevent code injection
|
|
18740
|
-
const escapedFrameName = String(frameName)
|
|
18741
|
-
.replace(/\\/g, '\\\\')
|
|
18742
|
-
.replace(/"/g, '\\"');
|
|
18743
|
-
const escapedInterval = String(interval)
|
|
18744
|
-
.replace(/\\/g, '\\\\')
|
|
18745
|
-
.replace(/"/g, '\\"');
|
|
18746
|
-
return [
|
|
18747
|
-
`addFrameSchema({`,
|
|
18748
|
-
` frameName: "${escapedFrameName}",`,
|
|
18749
|
-
` interval: "${escapedInterval}",`,
|
|
18750
|
-
` startDate: new Date("${startDate.toISOString()}"),`,
|
|
18751
|
-
` endDate: new Date("${endDate.toISOString()}"),`,
|
|
18752
|
-
`});`
|
|
18753
|
-
].join("\n");
|
|
18754
|
-
};
|
|
18755
|
-
/**
|
|
18756
|
-
* Generates launcher code to run Walker with event listeners.
|
|
18757
|
-
* Includes progress tracking and completion handlers.
|
|
18758
|
-
*
|
|
18759
|
-
* @param symbol - Trading pair symbol
|
|
18760
|
-
* @param walkerName - Walker name to launch
|
|
18761
|
-
* @returns Generated Walker.background() call with listeners
|
|
18762
|
-
*/
|
|
18763
|
-
this.getLauncherTemplate = async (symbol, walkerName) => {
|
|
18764
|
-
this.loggerService.log("optimizerTemplateService getLauncherTemplate", {
|
|
18765
|
-
symbol,
|
|
18766
|
-
walkerName,
|
|
18767
|
-
});
|
|
18768
|
-
// Escape special characters to prevent code injection
|
|
18769
|
-
const escapedSymbol = String(symbol)
|
|
18770
|
-
.replace(/\\/g, '\\\\')
|
|
18771
|
-
.replace(/"/g, '\\"');
|
|
18772
|
-
const escapedWalkerName = String(walkerName)
|
|
18773
|
-
.replace(/\\/g, '\\\\')
|
|
18774
|
-
.replace(/"/g, '\\"');
|
|
18775
|
-
return [
|
|
18776
|
-
`Walker.background("${escapedSymbol}", {`,
|
|
18777
|
-
` walkerName: "${escapedWalkerName}"`,
|
|
18778
|
-
`});`,
|
|
18779
|
-
``,
|
|
18780
|
-
`listenSignalBacktest((event) => {`,
|
|
18781
|
-
` console.log(event);`,
|
|
18782
|
-
`});`,
|
|
18783
|
-
``,
|
|
18784
|
-
`listenBacktestProgress((event) => {`,
|
|
18785
|
-
` console.log(\`Progress: \${(event.progress * 100).toFixed(2)}%\`);`,
|
|
18786
|
-
` console.log(\`Processed: \${event.processedFrames} / \${event.totalFrames}\`);`,
|
|
18787
|
-
`});`,
|
|
18788
|
-
``,
|
|
18789
|
-
`listenWalkerProgress((event) => {`,
|
|
18790
|
-
` console.log(\`Progress: \${(event.progress * 100).toFixed(2)}%\`);`,
|
|
18791
|
-
` console.log(\`\${event.processedStrategies} / \${event.totalStrategies} strategies\`);`,
|
|
18792
|
-
` console.log(\`Walker: \${event.walkerName}, Symbol: \${event.symbol}\`);`,
|
|
18793
|
-
`});`,
|
|
18794
|
-
``,
|
|
18795
|
-
`listenWalkerComplete((results) => {`,
|
|
18796
|
-
` console.log("Walker completed:", results.bestStrategy);`,
|
|
18797
|
-
` Walker.dump(results.symbol, { walkerName: results.walkerName });`,
|
|
18798
|
-
`});`,
|
|
18799
|
-
``,
|
|
18800
|
-
`listenDoneBacktest((event) => {`,
|
|
18801
|
-
` console.log("Backtest completed:", event.symbol);`,
|
|
18802
|
-
` Backtest.dump(event.symbol, {`,
|
|
18803
|
-
` strategyName: event.strategyName,`,
|
|
18804
|
-
` exchangeName: event.exchangeName,`,
|
|
18805
|
-
` frameName: event.frameName`,
|
|
18806
|
-
` });`,
|
|
18807
|
-
`});`,
|
|
18808
|
-
``,
|
|
18809
|
-
`listenError((error) => {`,
|
|
18810
|
-
` console.error("Error occurred:", error);`,
|
|
18811
|
-
`});`
|
|
18812
|
-
].join("\n");
|
|
18813
|
-
};
|
|
18814
|
-
/**
|
|
18815
|
-
* Generates dumpJson() helper function for debug output.
|
|
18816
|
-
* Saves LLM conversations and results to ./dump/strategy/{resultId}/
|
|
18817
|
-
*
|
|
18818
|
-
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
18819
|
-
* @returns Generated async dumpJson() function
|
|
18820
|
-
*/
|
|
18821
|
-
this.getJsonDumpTemplate = async (symbol) => {
|
|
18822
|
-
this.loggerService.log("optimizerTemplateService getJsonDumpTemplate", {
|
|
18823
|
-
symbol,
|
|
18824
|
-
});
|
|
18825
|
-
return [
|
|
18826
|
-
`async function dumpJson(resultId, history, result, outputDir = "./dump/strategy") {`,
|
|
18827
|
-
` // Extract system messages and system reminders from existing data`,
|
|
18828
|
-
` const systemMessages = history.filter((m) => m.role === "system");`,
|
|
18829
|
-
` const userMessages = history.filter((m) => m.role === "user");`,
|
|
18830
|
-
` const subfolderPath = path.join(outputDir, resultId);`,
|
|
18831
|
-
``,
|
|
18832
|
-
` try {`,
|
|
18833
|
-
` await fs.access(subfolderPath);`,
|
|
18834
|
-
` return;`,
|
|
18835
|
-
` } catch {`,
|
|
18836
|
-
` await fs.mkdir(subfolderPath, { recursive: true });`,
|
|
18837
|
-
` }`,
|
|
18838
|
-
``,
|
|
18839
|
-
` {`,
|
|
18840
|
-
` let summary = "# Outline Result Summary\\n\\n";`,
|
|
18841
|
-
``,
|
|
18842
|
-
` {`,
|
|
18843
|
-
` summary += \`**ResultId**: \${resultId}\\n\\n\`;`,
|
|
18844
|
-
` }`,
|
|
18845
|
-
``,
|
|
18846
|
-
` if (result) {`,
|
|
18847
|
-
` summary += "## Output Data\\n\\n";`,
|
|
18848
|
-
` summary += "\`\`\`json\\n";`,
|
|
18849
|
-
` summary += JSON.stringify(result, null, 2);`,
|
|
18850
|
-
` summary += "\\n\`\`\`\\n\\n";`,
|
|
18851
|
-
` }`,
|
|
18852
|
-
``,
|
|
18853
|
-
` // Add system messages to summary`,
|
|
18854
|
-
` if (systemMessages.length > 0) {`,
|
|
18855
|
-
` summary += "## System Messages\\n\\n";`,
|
|
18856
|
-
` systemMessages.forEach((msg, idx) => {`,
|
|
18857
|
-
` summary += \`### System Message \${idx + 1}\\n\\n\`;`,
|
|
18858
|
-
` summary += msg.content;`,
|
|
18859
|
-
` summary += "\\n\\n";`,
|
|
18860
|
-
` });`,
|
|
18861
|
-
` }`,
|
|
18862
|
-
``,
|
|
18863
|
-
` const summaryFile = path.join(subfolderPath, "00_system_prompt.md");`,
|
|
18864
|
-
` await fs.writeFile(summaryFile, summary, "utf8");`,
|
|
18865
|
-
` }`,
|
|
18866
|
-
``,
|
|
18867
|
-
` {`,
|
|
18868
|
-
` await Promise.all(`,
|
|
18869
|
-
` Array.from(userMessages.entries()).map(async ([idx, message]) => {`,
|
|
18870
|
-
` const messageNum = String(idx + 1).padStart(2, "0");`,
|
|
18871
|
-
` const contentFileName = \`\${messageNum}_user_message.md\`;`,
|
|
18872
|
-
` const contentFilePath = path.join(subfolderPath, contentFileName);`,
|
|
18873
|
-
``,
|
|
18874
|
-
` {`,
|
|
18875
|
-
` const messageSizeBytes = Buffer.byteLength(message.content, "utf8");`,
|
|
18876
|
-
` const messageSizeKb = Math.floor(messageSizeBytes / 1024);`,
|
|
18877
|
-
` if (messageSizeKb > WARN_KB) {`,
|
|
18878
|
-
` console.warn(`,
|
|
18879
|
-
` \`User message \${idx + 1} is \${messageSizeBytes} bytes (\${messageSizeKb}kb), which exceeds warning limit\``,
|
|
18880
|
-
` );`,
|
|
18881
|
-
` }`,
|
|
18882
|
-
` }`,
|
|
18883
|
-
``,
|
|
18884
|
-
` let content = \`# User Input \${idx + 1}\\n\\n\`;`,
|
|
18885
|
-
` content += \`**ResultId**: \${resultId}\\n\\n\`;`,
|
|
18886
|
-
` content += message.content;`,
|
|
18887
|
-
` content += "\\n";`,
|
|
18888
|
-
``,
|
|
18889
|
-
` await fs.writeFile(contentFilePath, content, "utf8");`,
|
|
18890
|
-
` })`,
|
|
18891
|
-
` );`,
|
|
18892
|
-
` }`,
|
|
18893
|
-
``,
|
|
18894
|
-
` {`,
|
|
18895
|
-
` const messageNum = String(userMessages.length + 1).padStart(2, "0");`,
|
|
18896
|
-
` const contentFileName = \`\${messageNum}_llm_output.md\`;`,
|
|
18897
|
-
` const contentFilePath = path.join(subfolderPath, contentFileName);`,
|
|
18898
|
-
``,
|
|
18899
|
-
` let content = "# Full Outline Result\\n\\n";`,
|
|
18900
|
-
` content += \`**ResultId**: \${resultId}\\n\\n\`;`,
|
|
18901
|
-
``,
|
|
18902
|
-
` if (result) {`,
|
|
18903
|
-
` content += "## Output Data\\n\\n";`,
|
|
18904
|
-
` content += "\`\`\`json\\n";`,
|
|
18905
|
-
` content += JSON.stringify(result, null, 2);`,
|
|
18906
|
-
` content += "\\n\`\`\`\\n";`,
|
|
18907
|
-
` }`,
|
|
18908
|
-
``,
|
|
18909
|
-
` await fs.writeFile(contentFilePath, content, "utf8");`,
|
|
18910
|
-
` }`,
|
|
18911
|
-
`}`
|
|
18912
|
-
].join("\n");
|
|
18913
|
-
};
|
|
18914
|
-
/**
|
|
18915
|
-
* Generates text() helper for LLM text generation.
|
|
18916
|
-
* Uses Ollama deepseek-v3.1:671b model for market analysis.
|
|
18917
|
-
*
|
|
18918
|
-
* @param symbol - Trading pair symbol (used in prompt)
|
|
18919
|
-
* @returns Generated async text() function
|
|
18920
|
-
*/
|
|
18921
|
-
this.getTextTemplate = async (symbol) => {
|
|
18922
|
-
this.loggerService.log("optimizerTemplateService getTextTemplate", {
|
|
18923
|
-
symbol,
|
|
18924
|
-
});
|
|
18925
|
-
// Escape special characters in symbol to prevent code injection
|
|
18926
|
-
const escapedSymbol = String(symbol)
|
|
18927
|
-
.replace(/\\/g, '\\\\')
|
|
18928
|
-
.replace(/`/g, '\\`')
|
|
18929
|
-
.replace(/\$/g, '\\$')
|
|
18930
|
-
.toUpperCase();
|
|
18931
|
-
return [
|
|
18932
|
-
`async function text(messages) {`,
|
|
18933
|
-
` const ollama = new Ollama({`,
|
|
18934
|
-
` host: "https://ollama.com",`,
|
|
18935
|
-
` headers: {`,
|
|
18936
|
-
` Authorization: \`Bearer \${process.env.OLLAMA_API_KEY}\`,`,
|
|
18937
|
-
` },`,
|
|
18938
|
-
` });`,
|
|
18939
|
-
``,
|
|
18940
|
-
` const response = await ollama.chat({`,
|
|
18941
|
-
` model: "deepseek-v3.1:671b",`,
|
|
18942
|
-
` messages: [`,
|
|
18943
|
-
` {`,
|
|
18944
|
-
` role: "system",`,
|
|
18945
|
-
` content: [`,
|
|
18946
|
-
` "В ответ напиши торговую стратегию где нет ничего лишнего,",`,
|
|
18947
|
-
` "только отчёт готовый для копипасты целиком",`,
|
|
18948
|
-
` "",`,
|
|
18949
|
-
` "**ВАЖНО**: Не здоровайся, не говори что делаешь - только отчёт!"`,
|
|
18950
|
-
` ].join("\\n"),`,
|
|
18951
|
-
` },`,
|
|
18952
|
-
` ...messages,`,
|
|
18953
|
-
` {`,
|
|
18954
|
-
` role: "user",`,
|
|
18955
|
-
` content: [`,
|
|
18956
|
-
` "На каких условиях мне купить ${escapedSymbol}?",`,
|
|
18957
|
-
` "Дай анализ рынка на основе поддержки/сопротивления, точек входа в LONG/SHORT позиции.",`,
|
|
18958
|
-
` "Какой RR ставить для позиций?",`,
|
|
18959
|
-
` "Предпочтительны LONG или SHORT позиции?",`,
|
|
18960
|
-
` "",`,
|
|
18961
|
-
` "Сделай не сухой технический, а фундаментальный анализ, содержащий стратигическую рекомендацию, например, покупать на низу боковика"`,
|
|
18962
|
-
` ].join("\\n")`,
|
|
18963
|
-
` }`,
|
|
18964
|
-
` ]`,
|
|
18965
|
-
` });`,
|
|
18966
|
-
``,
|
|
18967
|
-
` const content = response.message.content.trim();`,
|
|
18968
|
-
` return content`,
|
|
18969
|
-
` .replace(/\\\\/g, '\\\\\\\\')`,
|
|
18970
|
-
` .replace(/\`/g, '\\\\\`')`,
|
|
18971
|
-
` .replace(/\\$/g, '\\\\$')`,
|
|
18972
|
-
` .replace(/"/g, '\\\\"')`,
|
|
18973
|
-
` .replace(/'/g, "\\\\'");`,
|
|
18974
|
-
`}`
|
|
18975
|
-
].join("\n");
|
|
18432
|
+
const HANDLE_PROFIT_FN = async (symbol, data, currentPrice, revenuePercent, backtest, when, self) => {
|
|
18433
|
+
if (self._states === NEED_FETCH$1) {
|
|
18434
|
+
throw new Error("ClientPartial not initialized. Call waitForInit() before using.");
|
|
18435
|
+
}
|
|
18436
|
+
if (data.id !== self.params.signalId) {
|
|
18437
|
+
throw new Error(`Signal ID mismatch: expected ${self.params.signalId}, got ${data.id}`);
|
|
18438
|
+
}
|
|
18439
|
+
let state = self._states.get(data.id);
|
|
18440
|
+
if (!state) {
|
|
18441
|
+
state = {
|
|
18442
|
+
profitLevels: new Set(),
|
|
18443
|
+
lossLevels: new Set(),
|
|
18976
18444
|
};
|
|
18977
|
-
|
|
18978
|
-
|
|
18979
|
-
|
|
18980
|
-
|
|
18981
|
-
|
|
18982
|
-
|
|
18983
|
-
|
|
18984
|
-
|
|
18985
|
-
* - priceTakeProfit: target price
|
|
18986
|
-
* - priceStopLoss: stop price
|
|
18987
|
-
* - minuteEstimatedTime: expected duration (max 360 min)
|
|
18988
|
-
*
|
|
18989
|
-
* @param symbol - Trading pair symbol (unused, for consistency)
|
|
18990
|
-
* @returns Generated async json() function with signal schema
|
|
18991
|
-
*/
|
|
18992
|
-
this.getJsonTemplate = async (symbol) => {
|
|
18993
|
-
this.loggerService.log("optimizerTemplateService getJsonTemplate", {
|
|
18445
|
+
self._states.set(data.id, state);
|
|
18446
|
+
}
|
|
18447
|
+
let shouldPersist = false;
|
|
18448
|
+
for (const level of PROFIT_LEVELS) {
|
|
18449
|
+
if (revenuePercent >= level && !state.profitLevels.has(level)) {
|
|
18450
|
+
state.profitLevels.add(level);
|
|
18451
|
+
shouldPersist = true;
|
|
18452
|
+
self.params.logger.debug("ClientPartial profit level reached", {
|
|
18994
18453
|
symbol,
|
|
18454
|
+
signalId: data.id,
|
|
18455
|
+
level,
|
|
18456
|
+
revenuePercent,
|
|
18457
|
+
backtest,
|
|
18995
18458
|
});
|
|
18996
|
-
|
|
18997
|
-
|
|
18998
|
-
` const ollama = new Ollama({`,
|
|
18999
|
-
` host: "https://ollama.com",`,
|
|
19000
|
-
` headers: {`,
|
|
19001
|
-
` Authorization: \`Bearer \${process.env.OLLAMA_API_KEY}\`,`,
|
|
19002
|
-
` },`,
|
|
19003
|
-
` });`,
|
|
19004
|
-
``,
|
|
19005
|
-
` const response = await ollama.chat({`,
|
|
19006
|
-
` model: "deepseek-v3.1:671b",`,
|
|
19007
|
-
` messages: [`,
|
|
19008
|
-
` {`,
|
|
19009
|
-
` role: "system",`,
|
|
19010
|
-
` content: [`,
|
|
19011
|
-
` "Проанализируй торговую стратегию и верни торговый сигнал.",`,
|
|
19012
|
-
` "",`,
|
|
19013
|
-
` "ПРАВИЛА ОТКРЫТИЯ ПОЗИЦИЙ:",`,
|
|
19014
|
-
` "",`,
|
|
19015
|
-
` "1. ТИПЫ ПОЗИЦИЙ:",`,
|
|
19016
|
-
` " - position='wait': нет четкого сигнала, жди лучших условий",`,
|
|
19017
|
-
` " - position='long': бычий сигнал, цена будет расти",`,
|
|
19018
|
-
` " - position='short': медвежий сигнал, цена будет падать",`,
|
|
19019
|
-
` "",`,
|
|
19020
|
-
` "2. ЦЕНА ВХОДА (priceOpen):",`,
|
|
19021
|
-
` " - Может быть текущей рыночной ценой для немедленного входа",`,
|
|
19022
|
-
` " - Может быть отложенной ценой для входа при достижении уровня",`,
|
|
19023
|
-
` " - Укажи оптимальную цену входа согласно технического анализа",`,
|
|
19024
|
-
` "",`,
|
|
19025
|
-
` "3. УРОВНИ ВЫХОДА:",`,
|
|
19026
|
-
` " - LONG: priceTakeProfit > priceOpen > priceStopLoss",`,
|
|
19027
|
-
` " - SHORT: priceStopLoss > priceOpen > priceTakeProfit",`,
|
|
19028
|
-
` " - Уровни должны иметь техническое обоснование (Fibonacci, S/R, Bollinger)",`,
|
|
19029
|
-
` "",`,
|
|
19030
|
-
` "4. ВРЕМЕННЫЕ РАМКИ:",`,
|
|
19031
|
-
` " - minuteEstimatedTime: прогноз времени до TP (макс 360 минут)",`,
|
|
19032
|
-
` " - Расчет на основе ATR, ADX, MACD, Momentum, Slope",`,
|
|
19033
|
-
` " - Если индикаторов, осциллятор или других метрик нет, посчитай их самостоятельно",`,
|
|
19034
|
-
` ].join("\\n"),`,
|
|
19035
|
-
` },`,
|
|
19036
|
-
` ...messages,`,
|
|
19037
|
-
` ],`,
|
|
19038
|
-
` format: {`,
|
|
19039
|
-
` type: "object",`,
|
|
19040
|
-
` properties: {`,
|
|
19041
|
-
` position: {`,
|
|
19042
|
-
` type: "string",`,
|
|
19043
|
-
` enum: ["wait", "long", "short"],`,
|
|
19044
|
-
` description: "Trade decision: wait (no signal), long (buy), or short (sell)",`,
|
|
19045
|
-
` },`,
|
|
19046
|
-
` note: {`,
|
|
19047
|
-
` type: "string",`,
|
|
19048
|
-
` description: "Professional trading recommendation with price levels",`,
|
|
19049
|
-
` },`,
|
|
19050
|
-
` priceOpen: {`,
|
|
19051
|
-
` type: "number",`,
|
|
19052
|
-
` description: "Entry price (current market price or limit order price)",`,
|
|
19053
|
-
` },`,
|
|
19054
|
-
` priceTakeProfit: {`,
|
|
19055
|
-
` type: "number",`,
|
|
19056
|
-
` description: "Take profit target price",`,
|
|
19057
|
-
` },`,
|
|
19058
|
-
` priceStopLoss: {`,
|
|
19059
|
-
` type: "number",`,
|
|
19060
|
-
` description: "Stop loss exit price",`,
|
|
19061
|
-
` },`,
|
|
19062
|
-
` minuteEstimatedTime: {`,
|
|
19063
|
-
` type: "number",`,
|
|
19064
|
-
` description: "Expected time to reach TP in minutes (max 360)",`,
|
|
19065
|
-
` },`,
|
|
19066
|
-
` },`,
|
|
19067
|
-
` required: ["position", "note", "priceOpen", "priceTakeProfit", "priceStopLoss", "minuteEstimatedTime"],`,
|
|
19068
|
-
` },`,
|
|
19069
|
-
` });`,
|
|
19070
|
-
``,
|
|
19071
|
-
` const jsonResponse = JSON.parse(response.message.content.trim());`,
|
|
19072
|
-
` return jsonResponse;`,
|
|
19073
|
-
`}`
|
|
19074
|
-
].join("\n");
|
|
19075
|
-
};
|
|
18459
|
+
await self.params.onProfit(symbol, data.strategyName, data.exchangeName, data.frameName, data, currentPrice, level, backtest, when.getTime());
|
|
18460
|
+
}
|
|
19076
18461
|
}
|
|
19077
|
-
|
|
19078
|
-
|
|
18462
|
+
if (shouldPersist) {
|
|
18463
|
+
await self._persistState(symbol, data.strategyName, data.exchangeName, self.params.signalId);
|
|
18464
|
+
}
|
|
18465
|
+
};
|
|
19079
18466
|
/**
|
|
19080
|
-
*
|
|
19081
|
-
*
|
|
18467
|
+
* Internal loss handler function for ClientPartial.
|
|
18468
|
+
*
|
|
18469
|
+
* Checks which loss levels have been reached and emits events for new levels only.
|
|
18470
|
+
* Uses Set-based deduplication to prevent duplicate events.
|
|
18471
|
+
* Converts negative lossPercent to absolute value for level comparison.
|
|
19082
18472
|
*
|
|
19083
|
-
*
|
|
18473
|
+
* @param symbol - Trading pair symbol
|
|
18474
|
+
* @param data - Signal row data
|
|
18475
|
+
* @param currentPrice - Current market price
|
|
18476
|
+
* @param lossPercent - Current loss percentage (negative value)
|
|
18477
|
+
* @param backtest - True if backtest mode
|
|
18478
|
+
* @param when - Event timestamp
|
|
18479
|
+
* @param self - ClientPartial instance reference
|
|
19084
18480
|
*/
|
|
19085
|
-
|
|
19086
|
-
|
|
19087
|
-
|
|
19088
|
-
|
|
19089
|
-
|
|
19090
|
-
|
|
19091
|
-
|
|
19092
|
-
|
|
19093
|
-
|
|
19094
|
-
|
|
19095
|
-
|
|
19096
|
-
|
|
19097
|
-
this.register = (key, value) => {
|
|
19098
|
-
this.loggerService.log(`optimizerSchemaService register`, { key });
|
|
19099
|
-
this.validateShallow(value);
|
|
19100
|
-
this._registry = this._registry.register(key, value);
|
|
18481
|
+
const HANDLE_LOSS_FN = async (symbol, data, currentPrice, lossPercent, backtest, when, self) => {
|
|
18482
|
+
if (self._states === NEED_FETCH$1) {
|
|
18483
|
+
throw new Error("ClientPartial not initialized. Call waitForInit() before using.");
|
|
18484
|
+
}
|
|
18485
|
+
if (data.id !== self.params.signalId) {
|
|
18486
|
+
throw new Error(`Signal ID mismatch: expected ${self.params.signalId}, got ${data.id}`);
|
|
18487
|
+
}
|
|
18488
|
+
let state = self._states.get(data.id);
|
|
18489
|
+
if (!state) {
|
|
18490
|
+
state = {
|
|
18491
|
+
profitLevels: new Set(),
|
|
18492
|
+
lossLevels: new Set(),
|
|
19101
18493
|
};
|
|
19102
|
-
|
|
19103
|
-
|
|
19104
|
-
|
|
19105
|
-
|
|
19106
|
-
|
|
19107
|
-
|
|
19108
|
-
|
|
19109
|
-
|
|
19110
|
-
|
|
19111
|
-
|
|
18494
|
+
self._states.set(data.id, state);
|
|
18495
|
+
}
|
|
18496
|
+
const absLoss = Math.abs(lossPercent);
|
|
18497
|
+
let shouldPersist = false;
|
|
18498
|
+
for (const level of LOSS_LEVELS) {
|
|
18499
|
+
if (absLoss >= level && !state.lossLevels.has(level)) {
|
|
18500
|
+
state.lossLevels.add(level);
|
|
18501
|
+
shouldPersist = true;
|
|
18502
|
+
self.params.logger.debug("ClientPartial loss level reached", {
|
|
18503
|
+
symbol,
|
|
18504
|
+
signalId: data.id,
|
|
18505
|
+
level,
|
|
18506
|
+
lossPercent,
|
|
18507
|
+
backtest,
|
|
19112
18508
|
});
|
|
19113
|
-
|
|
19114
|
-
|
|
19115
|
-
}
|
|
19116
|
-
if (!Array.isArray(optimizerSchema.rangeTrain) || optimizerSchema.rangeTrain.length === 0) {
|
|
19117
|
-
throw new Error(`optimizer template validation failed: rangeTrain must be a non-empty array for optimizerName=${optimizerSchema.optimizerName}`);
|
|
19118
|
-
}
|
|
19119
|
-
if (!Array.isArray(optimizerSchema.source) || optimizerSchema.source.length === 0) {
|
|
19120
|
-
throw new Error(`optimizer template validation failed: source must be a non-empty array for optimizerName=${optimizerSchema.optimizerName}`);
|
|
19121
|
-
}
|
|
19122
|
-
if (typeof optimizerSchema.getPrompt !== "function") {
|
|
19123
|
-
throw new Error(`optimizer template validation failed: getPrompt must be a function for optimizerName=${optimizerSchema.optimizerName}`);
|
|
19124
|
-
}
|
|
19125
|
-
};
|
|
19126
|
-
/**
|
|
19127
|
-
* Partially overrides an existing optimizer schema.
|
|
19128
|
-
* Merges provided values with existing schema.
|
|
19129
|
-
*
|
|
19130
|
-
* @param key - Optimizer name to override
|
|
19131
|
-
* @param value - Partial schema values to merge
|
|
19132
|
-
* @returns Updated complete schema
|
|
19133
|
-
* @throws Error if optimizer not found
|
|
19134
|
-
*/
|
|
19135
|
-
this.override = (key, value) => {
|
|
19136
|
-
this.loggerService.log(`optimizerSchemaService override`, { key });
|
|
19137
|
-
this._registry = this._registry.override(key, value);
|
|
19138
|
-
return this._registry.get(key);
|
|
19139
|
-
};
|
|
19140
|
-
/**
|
|
19141
|
-
* Retrieves optimizer schema by name.
|
|
19142
|
-
*
|
|
19143
|
-
* @param key - Optimizer name
|
|
19144
|
-
* @returns Complete optimizer schema
|
|
19145
|
-
* @throws Error if optimizer not found
|
|
19146
|
-
*/
|
|
19147
|
-
this.get = (key) => {
|
|
19148
|
-
this.loggerService.log(`optimizerSchemaService get`, { key });
|
|
19149
|
-
return this._registry.get(key);
|
|
19150
|
-
};
|
|
18509
|
+
await self.params.onLoss(symbol, data.strategyName, data.exchangeName, data.frameName, data, currentPrice, level, backtest, when.getTime());
|
|
18510
|
+
}
|
|
19151
18511
|
}
|
|
19152
|
-
|
|
19153
|
-
|
|
18512
|
+
if (shouldPersist) {
|
|
18513
|
+
await self._persistState(symbol, data.strategyName, data.exchangeName, self.params.signalId);
|
|
18514
|
+
}
|
|
18515
|
+
};
|
|
19154
18516
|
/**
|
|
19155
|
-
*
|
|
19156
|
-
*
|
|
18517
|
+
* Internal initialization function for ClientPartial.
|
|
18518
|
+
*
|
|
18519
|
+
* Loads persisted partial state from disk and restores in-memory Maps.
|
|
18520
|
+
* Converts serialized arrays back to Sets for O(1) lookups.
|
|
18521
|
+
*
|
|
18522
|
+
* ONLY runs in LIVE mode (backtest=false). In backtest mode, state is not persisted.
|
|
19157
18523
|
*
|
|
19158
|
-
*
|
|
19159
|
-
|
|
19160
|
-
|
|
19161
|
-
|
|
19162
|
-
|
|
19163
|
-
this._optimizerMap = new Map();
|
|
19164
|
-
/**
|
|
19165
|
-
* Adds optimizer to validation registry.
|
|
19166
|
-
* Prevents duplicate optimizer names.
|
|
19167
|
-
*
|
|
19168
|
-
* @param optimizerName - Unique optimizer identifier
|
|
19169
|
-
* @param optimizerSchema - Complete optimizer schema
|
|
19170
|
-
* @throws Error if optimizer with same name already exists
|
|
19171
|
-
*/
|
|
19172
|
-
this.addOptimizer = (optimizerName, optimizerSchema) => {
|
|
19173
|
-
this.loggerService.log("optimizerValidationService addOptimizer", {
|
|
19174
|
-
optimizerName,
|
|
19175
|
-
optimizerSchema,
|
|
19176
|
-
});
|
|
19177
|
-
if (this._optimizerMap.has(optimizerName)) {
|
|
19178
|
-
throw new Error(`optimizer ${optimizerName} already exist`);
|
|
19179
|
-
}
|
|
19180
|
-
this._optimizerMap.set(optimizerName, optimizerSchema);
|
|
19181
|
-
};
|
|
19182
|
-
/**
|
|
19183
|
-
* Validates that optimizer exists in registry.
|
|
19184
|
-
* Memoized for performance on repeated checks.
|
|
19185
|
-
*
|
|
19186
|
-
* @param optimizerName - Optimizer name to validate
|
|
19187
|
-
* @param source - Source method name for error messages
|
|
19188
|
-
* @throws Error if optimizer not found
|
|
19189
|
-
*/
|
|
19190
|
-
this.validate = functoolsKit.memoize(([optimizerName]) => optimizerName, (optimizerName, source) => {
|
|
19191
|
-
this.loggerService.log("optimizerValidationService validate", {
|
|
19192
|
-
optimizerName,
|
|
19193
|
-
source,
|
|
19194
|
-
});
|
|
19195
|
-
const optimizer = this._optimizerMap.get(optimizerName);
|
|
19196
|
-
if (!optimizer) {
|
|
19197
|
-
throw new Error(`optimizer ${optimizerName} not found source=${source}`);
|
|
19198
|
-
}
|
|
19199
|
-
return true;
|
|
19200
|
-
});
|
|
19201
|
-
/**
|
|
19202
|
-
* Lists all registered optimizer schemas.
|
|
19203
|
-
*
|
|
19204
|
-
* @returns Array of all optimizer schemas
|
|
19205
|
-
*/
|
|
19206
|
-
this.list = async () => {
|
|
19207
|
-
this.loggerService.log("optimizerValidationService list");
|
|
19208
|
-
return Array.from(this._optimizerMap.values());
|
|
19209
|
-
};
|
|
19210
|
-
}
|
|
19211
|
-
}
|
|
19212
|
-
|
|
19213
|
-
const METHOD_NAME_GET_DATA = "optimizerGlobalService getData";
|
|
19214
|
-
const METHOD_NAME_GET_CODE = "optimizerGlobalService getCode";
|
|
19215
|
-
const METHOD_NAME_DUMP = "optimizerGlobalService dump";
|
|
19216
|
-
/**
|
|
19217
|
-
* Global service for optimizer operations with validation.
|
|
19218
|
-
* Entry point for public API, performs validation before delegating to ConnectionService.
|
|
19219
|
-
*
|
|
19220
|
-
* Workflow:
|
|
19221
|
-
* 1. Log operation
|
|
19222
|
-
* 2. Validate optimizer exists
|
|
19223
|
-
* 3. Delegate to OptimizerConnectionService
|
|
19224
|
-
*/
|
|
19225
|
-
class OptimizerGlobalService {
|
|
19226
|
-
constructor() {
|
|
19227
|
-
this.loggerService = inject(TYPES.loggerService);
|
|
19228
|
-
this.optimizerConnectionService = inject(TYPES.optimizerConnectionService);
|
|
19229
|
-
this.optimizerValidationService = inject(TYPES.optimizerValidationService);
|
|
19230
|
-
/**
|
|
19231
|
-
* Fetches data from all sources and generates strategy metadata.
|
|
19232
|
-
* Validates optimizer existence before execution.
|
|
19233
|
-
*
|
|
19234
|
-
* @param symbol - Trading pair symbol
|
|
19235
|
-
* @param optimizerName - Optimizer identifier
|
|
19236
|
-
* @returns Array of generated strategies with conversation context
|
|
19237
|
-
* @throws Error if optimizer not found
|
|
19238
|
-
*/
|
|
19239
|
-
this.getData = async (symbol, optimizerName) => {
|
|
19240
|
-
this.loggerService.log(METHOD_NAME_GET_DATA, {
|
|
19241
|
-
symbol,
|
|
19242
|
-
optimizerName,
|
|
19243
|
-
});
|
|
19244
|
-
this.optimizerValidationService.validate(optimizerName, METHOD_NAME_GET_DATA);
|
|
19245
|
-
return await this.optimizerConnectionService.getData(symbol, optimizerName);
|
|
19246
|
-
};
|
|
19247
|
-
/**
|
|
19248
|
-
* Generates complete executable strategy code.
|
|
19249
|
-
* Validates optimizer existence before execution.
|
|
19250
|
-
*
|
|
19251
|
-
* @param symbol - Trading pair symbol
|
|
19252
|
-
* @param optimizerName - Optimizer identifier
|
|
19253
|
-
* @returns Generated TypeScript/JavaScript code as string
|
|
19254
|
-
* @throws Error if optimizer not found
|
|
19255
|
-
*/
|
|
19256
|
-
this.getCode = async (symbol, optimizerName) => {
|
|
19257
|
-
this.loggerService.log(METHOD_NAME_GET_CODE, {
|
|
19258
|
-
symbol,
|
|
19259
|
-
optimizerName,
|
|
19260
|
-
});
|
|
19261
|
-
this.optimizerValidationService.validate(optimizerName, METHOD_NAME_GET_CODE);
|
|
19262
|
-
return await this.optimizerConnectionService.getCode(symbol, optimizerName);
|
|
19263
|
-
};
|
|
19264
|
-
/**
|
|
19265
|
-
* Generates and saves strategy code to file.
|
|
19266
|
-
* Validates optimizer existence before execution.
|
|
19267
|
-
*
|
|
19268
|
-
* @param symbol - Trading pair symbol
|
|
19269
|
-
* @param optimizerName - Optimizer identifier
|
|
19270
|
-
* @param path - Output directory path (optional)
|
|
19271
|
-
* @throws Error if optimizer not found
|
|
19272
|
-
*/
|
|
19273
|
-
this.dump = async (symbol, optimizerName, path) => {
|
|
19274
|
-
this.loggerService.log(METHOD_NAME_DUMP, {
|
|
19275
|
-
symbol,
|
|
19276
|
-
optimizerName,
|
|
19277
|
-
path,
|
|
19278
|
-
});
|
|
19279
|
-
this.optimizerValidationService.validate(optimizerName, METHOD_NAME_DUMP);
|
|
19280
|
-
return await this.optimizerConnectionService.dump(symbol, optimizerName, path);
|
|
19281
|
-
};
|
|
19282
|
-
}
|
|
19283
|
-
}
|
|
19284
|
-
|
|
19285
|
-
const ITERATION_LIMIT = 25;
|
|
19286
|
-
const DEFAULT_SOURCE_NAME = "unknown";
|
|
19287
|
-
const CREATE_PREFIX_FN = () => (Math.random() + 1).toString(36).substring(7);
|
|
19288
|
-
/**
|
|
19289
|
-
* Wrapper to call onSourceData callback with error handling.
|
|
19290
|
-
* Catches and logs any errors thrown by the user-provided callback.
|
|
19291
|
-
*/
|
|
19292
|
-
const CALL_SOURCE_DATA_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, name, data, startDate, endDate) => {
|
|
19293
|
-
if (self.params.callbacks?.onSourceData) {
|
|
19294
|
-
await self.params.callbacks.onSourceData(symbol, name, data, startDate, endDate);
|
|
19295
|
-
}
|
|
19296
|
-
}, {
|
|
19297
|
-
fallback: (error) => {
|
|
19298
|
-
const message = "ClientOptimizer CALL_SOURCE_DATA_CALLBACKS_FN thrown";
|
|
19299
|
-
const payload = {
|
|
19300
|
-
error: functoolsKit.errorData(error),
|
|
19301
|
-
message: functoolsKit.getErrorMessage(error),
|
|
19302
|
-
};
|
|
19303
|
-
bt.loggerService.warn(message, payload);
|
|
19304
|
-
console.warn(message, payload);
|
|
19305
|
-
errorEmitter.next(error);
|
|
19306
|
-
},
|
|
19307
|
-
});
|
|
19308
|
-
/**
|
|
19309
|
-
* Wrapper to call onData callback with error handling.
|
|
19310
|
-
* Catches and logs any errors thrown by the user-provided callback.
|
|
19311
|
-
*/
|
|
19312
|
-
const CALL_DATA_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, strategyList) => {
|
|
19313
|
-
if (self.params.callbacks?.onData) {
|
|
19314
|
-
await self.params.callbacks.onData(symbol, strategyList);
|
|
19315
|
-
}
|
|
19316
|
-
}, {
|
|
19317
|
-
fallback: (error) => {
|
|
19318
|
-
const message = "ClientOptimizer CALL_DATA_CALLBACKS_FN thrown";
|
|
19319
|
-
const payload = {
|
|
19320
|
-
error: functoolsKit.errorData(error),
|
|
19321
|
-
message: functoolsKit.getErrorMessage(error),
|
|
19322
|
-
};
|
|
19323
|
-
bt.loggerService.warn(message, payload);
|
|
19324
|
-
console.warn(message, payload);
|
|
19325
|
-
errorEmitter.next(error);
|
|
19326
|
-
},
|
|
19327
|
-
});
|
|
19328
|
-
/**
|
|
19329
|
-
* Wrapper to call onCode callback with error handling.
|
|
19330
|
-
* Catches and logs any errors thrown by the user-provided callback.
|
|
19331
|
-
*/
|
|
19332
|
-
const CALL_CODE_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, code) => {
|
|
19333
|
-
if (self.params.callbacks?.onCode) {
|
|
19334
|
-
await self.params.callbacks.onCode(symbol, code);
|
|
19335
|
-
}
|
|
19336
|
-
}, {
|
|
19337
|
-
fallback: (error) => {
|
|
19338
|
-
const message = "ClientOptimizer CALL_CODE_CALLBACKS_FN thrown";
|
|
19339
|
-
const payload = {
|
|
19340
|
-
error: functoolsKit.errorData(error),
|
|
19341
|
-
message: functoolsKit.getErrorMessage(error),
|
|
19342
|
-
};
|
|
19343
|
-
bt.loggerService.warn(message, payload);
|
|
19344
|
-
console.warn(message, payload);
|
|
19345
|
-
errorEmitter.next(error);
|
|
19346
|
-
},
|
|
19347
|
-
});
|
|
19348
|
-
/**
|
|
19349
|
-
* Wrapper to call onDump callback with error handling.
|
|
19350
|
-
* Catches and logs any errors thrown by the user-provided callback.
|
|
19351
|
-
*/
|
|
19352
|
-
const CALL_DUMP_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, filepath) => {
|
|
19353
|
-
if (self.params.callbacks?.onDump) {
|
|
19354
|
-
await self.params.callbacks.onDump(symbol, filepath);
|
|
19355
|
-
}
|
|
19356
|
-
}, {
|
|
19357
|
-
fallback: (error) => {
|
|
19358
|
-
const message = "ClientOptimizer CALL_DUMP_CALLBACKS_FN thrown";
|
|
19359
|
-
const payload = {
|
|
19360
|
-
error: functoolsKit.errorData(error),
|
|
19361
|
-
message: functoolsKit.getErrorMessage(error),
|
|
19362
|
-
};
|
|
19363
|
-
bt.loggerService.warn(message, payload);
|
|
19364
|
-
console.warn(message, payload);
|
|
19365
|
-
errorEmitter.next(error);
|
|
19366
|
-
},
|
|
19367
|
-
});
|
|
19368
|
-
/**
|
|
19369
|
-
* Default user message formatter.
|
|
19370
|
-
* Delegates to template's getUserMessage method.
|
|
19371
|
-
*
|
|
19372
|
-
* @param symbol - Trading pair symbol
|
|
19373
|
-
* @param data - Fetched data array
|
|
19374
|
-
* @param name - Source name
|
|
19375
|
-
* @param self - ClientOptimizer instance
|
|
19376
|
-
* @returns Formatted user message content
|
|
19377
|
-
*/
|
|
19378
|
-
const DEFAULT_USER_FN = async (symbol, data, name, self) => {
|
|
19379
|
-
return await self.params.template.getUserMessage(symbol, data, name);
|
|
19380
|
-
};
|
|
19381
|
-
/**
|
|
19382
|
-
* Default assistant message formatter.
|
|
19383
|
-
* Delegates to template's getAssistantMessage method.
|
|
19384
|
-
*
|
|
19385
|
-
* @param symbol - Trading pair symbol
|
|
19386
|
-
* @param data - Fetched data array
|
|
19387
|
-
* @param name - Source name
|
|
19388
|
-
* @param self - ClientOptimizer instance
|
|
19389
|
-
* @returns Formatted assistant message content
|
|
19390
|
-
*/
|
|
19391
|
-
const DEFAULT_ASSISTANT_FN = async (symbol, data, name, self) => {
|
|
19392
|
-
return await self.params.template.getAssistantMessage(symbol, data, name);
|
|
19393
|
-
};
|
|
19394
|
-
/**
|
|
19395
|
-
* Resolves paginated data from source with deduplication.
|
|
19396
|
-
* Uses iterateDocuments to handle pagination automatically.
|
|
19397
|
-
*
|
|
19398
|
-
* @param fetch - Source fetch function
|
|
19399
|
-
* @param filterData - Filter arguments (symbol, dates)
|
|
19400
|
-
* @returns Deduplicated array of all fetched data
|
|
19401
|
-
*/
|
|
19402
|
-
const RESOLVE_PAGINATION_FN = async (fetch, filterData) => {
|
|
19403
|
-
const iterator = functoolsKit.iterateDocuments({
|
|
19404
|
-
limit: ITERATION_LIMIT,
|
|
19405
|
-
async createRequest({ limit, offset }) {
|
|
19406
|
-
return await fetch({
|
|
19407
|
-
symbol: filterData.symbol,
|
|
19408
|
-
startDate: filterData.startDate,
|
|
19409
|
-
endDate: filterData.endDate,
|
|
19410
|
-
limit,
|
|
19411
|
-
offset,
|
|
19412
|
-
});
|
|
19413
|
-
},
|
|
19414
|
-
});
|
|
19415
|
-
const distinct = functoolsKit.distinctDocuments(iterator, (data) => data.id);
|
|
19416
|
-
return await functoolsKit.resolveDocuments(distinct);
|
|
19417
|
-
};
|
|
19418
|
-
/**
|
|
19419
|
-
* Collects data from all sources and generates strategy metadata.
|
|
19420
|
-
* Iterates through training ranges, fetches data from each source,
|
|
19421
|
-
* builds LLM conversation history, and generates strategy prompts.
|
|
19422
|
-
*
|
|
19423
|
-
* @param symbol - Trading pair symbol
|
|
19424
|
-
* @param self - ClientOptimizer instance
|
|
19425
|
-
* @returns Array of generated strategies with conversation context
|
|
19426
|
-
*/
|
|
19427
|
-
const GET_STRATEGY_DATA_FN = async (symbol, self) => {
|
|
19428
|
-
const strategyList = [];
|
|
19429
|
-
const totalSources = self.params.rangeTrain.length * self.params.source.length;
|
|
19430
|
-
let processedSources = 0;
|
|
19431
|
-
for (const { startDate, endDate } of self.params.rangeTrain) {
|
|
19432
|
-
const messageList = [];
|
|
19433
|
-
for (const source of self.params.source) {
|
|
19434
|
-
// Emit progress event at the start of processing each source
|
|
19435
|
-
await self.onProgress({
|
|
19436
|
-
optimizerName: self.params.optimizerName,
|
|
19437
|
-
symbol,
|
|
19438
|
-
totalSources,
|
|
19439
|
-
processedSources,
|
|
19440
|
-
progress: totalSources > 0 ? processedSources / totalSources : 0,
|
|
19441
|
-
});
|
|
19442
|
-
if (typeof source === "function") {
|
|
19443
|
-
const data = await RESOLVE_PAGINATION_FN(source, {
|
|
19444
|
-
symbol,
|
|
19445
|
-
startDate,
|
|
19446
|
-
endDate,
|
|
19447
|
-
});
|
|
19448
|
-
await CALL_SOURCE_DATA_CALLBACKS_FN(self, symbol, DEFAULT_SOURCE_NAME, data, startDate, endDate);
|
|
19449
|
-
const [userContent, assistantContent] = await Promise.all([
|
|
19450
|
-
DEFAULT_USER_FN(symbol, data, DEFAULT_SOURCE_NAME, self),
|
|
19451
|
-
DEFAULT_ASSISTANT_FN(symbol, data, DEFAULT_SOURCE_NAME, self),
|
|
19452
|
-
]);
|
|
19453
|
-
messageList.push({
|
|
19454
|
-
role: "user",
|
|
19455
|
-
content: userContent,
|
|
19456
|
-
}, {
|
|
19457
|
-
role: "assistant",
|
|
19458
|
-
content: assistantContent,
|
|
19459
|
-
});
|
|
19460
|
-
processedSources++;
|
|
19461
|
-
}
|
|
19462
|
-
else {
|
|
19463
|
-
const { fetch, name = DEFAULT_SOURCE_NAME, assistant = DEFAULT_ASSISTANT_FN, user = DEFAULT_USER_FN, } = source;
|
|
19464
|
-
const data = await RESOLVE_PAGINATION_FN(fetch, {
|
|
19465
|
-
symbol,
|
|
19466
|
-
startDate,
|
|
19467
|
-
endDate,
|
|
19468
|
-
});
|
|
19469
|
-
await CALL_SOURCE_DATA_CALLBACKS_FN(self, symbol, name, data, startDate, endDate);
|
|
19470
|
-
const [userContent, assistantContent] = await Promise.all([
|
|
19471
|
-
user(symbol, data, name, self),
|
|
19472
|
-
assistant(symbol, data, name, self),
|
|
19473
|
-
]);
|
|
19474
|
-
messageList.push({
|
|
19475
|
-
role: "user",
|
|
19476
|
-
content: userContent,
|
|
19477
|
-
}, {
|
|
19478
|
-
role: "assistant",
|
|
19479
|
-
content: assistantContent,
|
|
19480
|
-
});
|
|
19481
|
-
processedSources++;
|
|
19482
|
-
}
|
|
19483
|
-
const name = "name" in source
|
|
19484
|
-
? source.name || DEFAULT_SOURCE_NAME
|
|
19485
|
-
: DEFAULT_SOURCE_NAME;
|
|
19486
|
-
strategyList.push({
|
|
19487
|
-
symbol,
|
|
19488
|
-
name,
|
|
19489
|
-
messages: messageList,
|
|
19490
|
-
strategy: await self.params.getPrompt(symbol, messageList),
|
|
19491
|
-
});
|
|
19492
|
-
}
|
|
19493
|
-
}
|
|
19494
|
-
// Emit final progress event (100%)
|
|
19495
|
-
await self.onProgress({
|
|
19496
|
-
optimizerName: self.params.optimizerName,
|
|
19497
|
-
symbol,
|
|
19498
|
-
totalSources,
|
|
19499
|
-
processedSources: totalSources,
|
|
19500
|
-
progress: 1.0,
|
|
19501
|
-
});
|
|
19502
|
-
await CALL_DATA_CALLBACKS_FN(self, symbol, strategyList);
|
|
19503
|
-
return strategyList;
|
|
19504
|
-
};
|
|
19505
|
-
/**
|
|
19506
|
-
* Generates complete executable strategy code.
|
|
19507
|
-
* Assembles all components: imports, helpers, exchange, frames, strategies, walker, launcher.
|
|
19508
|
-
*
|
|
19509
|
-
* @param symbol - Trading pair symbol
|
|
19510
|
-
* @param self - ClientOptimizer instance
|
|
19511
|
-
* @returns Generated TypeScript/JavaScript code as string
|
|
19512
|
-
*/
|
|
19513
|
-
const GET_STRATEGY_CODE_FN = async (symbol, self) => {
|
|
19514
|
-
const strategyData = await self.getData(symbol);
|
|
19515
|
-
const prefix = CREATE_PREFIX_FN();
|
|
19516
|
-
const sections = [];
|
|
19517
|
-
const exchangeName = `${prefix}_exchange`;
|
|
19518
|
-
// 1. Top banner with imports
|
|
19519
|
-
{
|
|
19520
|
-
sections.push(await self.params.template.getTopBanner(symbol));
|
|
19521
|
-
sections.push("");
|
|
19522
|
-
}
|
|
19523
|
-
// 2. JSON dump helper function
|
|
19524
|
-
{
|
|
19525
|
-
sections.push(await self.params.template.getJsonDumpTemplate(symbol));
|
|
19526
|
-
sections.push("");
|
|
19527
|
-
}
|
|
19528
|
-
// 3. Helper functions (text and json)
|
|
19529
|
-
{
|
|
19530
|
-
sections.push(await self.params.template.getTextTemplate(symbol));
|
|
19531
|
-
sections.push("");
|
|
19532
|
-
}
|
|
19533
|
-
{
|
|
19534
|
-
sections.push(await self.params.template.getJsonTemplate(symbol));
|
|
19535
|
-
sections.push("");
|
|
19536
|
-
}
|
|
19537
|
-
// 4. Exchange template (assuming first strategy has exchange info)
|
|
19538
|
-
{
|
|
19539
|
-
sections.push(await self.params.template.getExchangeTemplate(symbol, exchangeName));
|
|
19540
|
-
sections.push("");
|
|
19541
|
-
}
|
|
19542
|
-
// 5. Train frame templates
|
|
19543
|
-
{
|
|
19544
|
-
for (let i = 0; i < self.params.rangeTrain.length; i++) {
|
|
19545
|
-
const range = self.params.rangeTrain[i];
|
|
19546
|
-
const frameName = `${prefix}_train_frame-${i + 1}`;
|
|
19547
|
-
sections.push(await self.params.template.getFrameTemplate(symbol, frameName, "1m", // default interval
|
|
19548
|
-
range.startDate, range.endDate));
|
|
19549
|
-
sections.push("");
|
|
19550
|
-
}
|
|
19551
|
-
}
|
|
19552
|
-
// 6. Test frame template
|
|
19553
|
-
{
|
|
19554
|
-
const testFrameName = `${prefix}_test_frame`;
|
|
19555
|
-
sections.push(await self.params.template.getFrameTemplate(symbol, testFrameName, "1m", // default interval
|
|
19556
|
-
self.params.rangeTest.startDate, self.params.rangeTest.endDate));
|
|
19557
|
-
sections.push("");
|
|
19558
|
-
}
|
|
19559
|
-
// 7. Strategy templates for each generated strategy
|
|
19560
|
-
{
|
|
19561
|
-
for (let i = 0; i < strategyData.length; i++) {
|
|
19562
|
-
const strategy = strategyData[i];
|
|
19563
|
-
const strategyName = `${prefix}_strategy-${i + 1}`;
|
|
19564
|
-
const interval = "5m"; // default interval
|
|
19565
|
-
sections.push(await self.params.template.getStrategyTemplate(strategyName, interval, strategy.strategy));
|
|
19566
|
-
sections.push("");
|
|
19567
|
-
}
|
|
19568
|
-
}
|
|
19569
|
-
// 8. Walker template (uses test frame for validation)
|
|
19570
|
-
{
|
|
19571
|
-
const walkerName = `${prefix}_walker`;
|
|
19572
|
-
const testFrameName = `${prefix}_test_frame`;
|
|
19573
|
-
const strategies = strategyData.map((_, i) => `${prefix}_strategy-${i + 1}`);
|
|
19574
|
-
sections.push(await self.params.template.getWalkerTemplate(walkerName, `${exchangeName}`, testFrameName, strategies));
|
|
19575
|
-
sections.push("");
|
|
19576
|
-
}
|
|
19577
|
-
// 9. Launcher template
|
|
19578
|
-
{
|
|
19579
|
-
const walkerName = `${prefix}_walker`;
|
|
19580
|
-
sections.push(await self.params.template.getLauncherTemplate(symbol, walkerName));
|
|
19581
|
-
sections.push("");
|
|
19582
|
-
}
|
|
19583
|
-
const code = sections.join("\n");
|
|
19584
|
-
await CALL_CODE_CALLBACKS_FN(self, symbol, code);
|
|
19585
|
-
return code;
|
|
19586
|
-
};
|
|
19587
|
-
/**
|
|
19588
|
-
* Saves generated strategy code to file.
|
|
19589
|
-
* Creates directory if needed, writes .mjs file with generated code.
|
|
19590
|
-
*
|
|
19591
|
-
* @param symbol - Trading pair symbol
|
|
19592
|
-
* @param path - Output directory path
|
|
19593
|
-
* @param self - ClientOptimizer instance
|
|
19594
|
-
*/
|
|
19595
|
-
const GET_STRATEGY_DUMP_FN = async (symbol, path$1, self) => {
|
|
19596
|
-
const report = await self.getCode(symbol);
|
|
19597
|
-
try {
|
|
19598
|
-
const dir = path.join(process.cwd(), path$1);
|
|
19599
|
-
await fs.mkdir(dir, { recursive: true });
|
|
19600
|
-
const filename = `${self.params.optimizerName}_${symbol}.mjs`;
|
|
19601
|
-
const filepath = path.join(dir, filename);
|
|
19602
|
-
await fs.writeFile(filepath, report, "utf-8");
|
|
19603
|
-
self.params.logger.info(`Optimizer report saved: ${filepath}`);
|
|
19604
|
-
await CALL_DUMP_CALLBACKS_FN(self, symbol, filepath);
|
|
19605
|
-
}
|
|
19606
|
-
catch (error) {
|
|
19607
|
-
self.params.logger.warn(`Failed to save optimizer report:`, error);
|
|
19608
|
-
throw error;
|
|
19609
|
-
}
|
|
19610
|
-
};
|
|
19611
|
-
/**
|
|
19612
|
-
* Client implementation for optimizer operations.
|
|
19613
|
-
*
|
|
19614
|
-
* Features:
|
|
19615
|
-
* - Data collection from multiple sources with pagination
|
|
19616
|
-
* - LLM conversation history building
|
|
19617
|
-
* - Strategy code generation with templates
|
|
19618
|
-
* - File export with callbacks
|
|
19619
|
-
*
|
|
19620
|
-
* Used by OptimizerConnectionService to create optimizer instances.
|
|
19621
|
-
*/
|
|
19622
|
-
class ClientOptimizer {
|
|
19623
|
-
constructor(params, onProgress) {
|
|
19624
|
-
this.params = params;
|
|
19625
|
-
this.onProgress = onProgress;
|
|
19626
|
-
/**
|
|
19627
|
-
* Fetches data from all sources and generates strategy metadata.
|
|
19628
|
-
* Processes each training range and builds LLM conversation history.
|
|
19629
|
-
*
|
|
19630
|
-
* @param symbol - Trading pair symbol
|
|
19631
|
-
* @returns Array of generated strategies with conversation context
|
|
19632
|
-
*/
|
|
19633
|
-
this.getData = async (symbol) => {
|
|
19634
|
-
this.params.logger.debug("ClientOptimizer getData", {
|
|
19635
|
-
symbol,
|
|
19636
|
-
});
|
|
19637
|
-
return await GET_STRATEGY_DATA_FN(symbol, this);
|
|
19638
|
-
};
|
|
19639
|
-
/**
|
|
19640
|
-
* Generates complete executable strategy code.
|
|
19641
|
-
* Includes imports, helpers, strategies, walker, and launcher.
|
|
19642
|
-
*
|
|
19643
|
-
* @param symbol - Trading pair symbol
|
|
19644
|
-
* @returns Generated TypeScript/JavaScript code as string
|
|
19645
|
-
*/
|
|
19646
|
-
this.getCode = async (symbol) => {
|
|
19647
|
-
this.params.logger.debug("ClientOptimizer getCode", {
|
|
19648
|
-
symbol,
|
|
19649
|
-
});
|
|
19650
|
-
return await GET_STRATEGY_CODE_FN(symbol, this);
|
|
19651
|
-
};
|
|
19652
|
-
/**
|
|
19653
|
-
* Generates and saves strategy code to file.
|
|
19654
|
-
* Creates directory if needed, writes .mjs file.
|
|
19655
|
-
*
|
|
19656
|
-
* @param symbol - Trading pair symbol
|
|
19657
|
-
* @param path - Output directory path (default: "./")
|
|
19658
|
-
*/
|
|
19659
|
-
this.dump = async (symbol, path = "./") => {
|
|
19660
|
-
this.params.logger.debug("ClientOptimizer dump", {
|
|
19661
|
-
symbol,
|
|
19662
|
-
path,
|
|
19663
|
-
});
|
|
19664
|
-
return await GET_STRATEGY_DUMP_FN(symbol, path, this);
|
|
19665
|
-
};
|
|
19666
|
-
}
|
|
19667
|
-
}
|
|
19668
|
-
|
|
19669
|
-
/**
|
|
19670
|
-
* Callback function for emitting progress events to progressOptimizerEmitter.
|
|
19671
|
-
*/
|
|
19672
|
-
const COMMIT_PROGRESS_FN = async (progress) => progressOptimizerEmitter.next(progress);
|
|
19673
|
-
/**
|
|
19674
|
-
* Service for creating and caching optimizer client instances.
|
|
19675
|
-
* Handles dependency injection and template merging.
|
|
19676
|
-
*
|
|
19677
|
-
* Features:
|
|
19678
|
-
* - Memoized optimizer instances (one per optimizerName)
|
|
19679
|
-
* - Template merging (custom + defaults)
|
|
19680
|
-
* - Logger injection
|
|
19681
|
-
* - Delegates to ClientOptimizer for actual operations
|
|
19682
|
-
*/
|
|
19683
|
-
class OptimizerConnectionService {
|
|
19684
|
-
constructor() {
|
|
19685
|
-
this.loggerService = inject(TYPES.loggerService);
|
|
19686
|
-
this.optimizerSchemaService = inject(TYPES.optimizerSchemaService);
|
|
19687
|
-
this.optimizerTemplateService = inject(TYPES.optimizerTemplateService);
|
|
19688
|
-
/**
|
|
19689
|
-
* Creates or retrieves cached optimizer instance.
|
|
19690
|
-
* Memoized by optimizerName for performance.
|
|
19691
|
-
*
|
|
19692
|
-
* Merges custom templates from schema with defaults from OptimizerTemplateService.
|
|
19693
|
-
*
|
|
19694
|
-
* @param optimizerName - Unique optimizer identifier
|
|
19695
|
-
* @returns ClientOptimizer instance with resolved dependencies
|
|
19696
|
-
*/
|
|
19697
|
-
this.getOptimizer = functoolsKit.memoize(([optimizerName]) => `${optimizerName}`, (optimizerName) => {
|
|
19698
|
-
const { getPrompt, rangeTest, rangeTrain, source, template: rawTemplate = {}, callbacks, } = this.optimizerSchemaService.get(optimizerName);
|
|
19699
|
-
const { getAssistantMessage = this.optimizerTemplateService.getAssistantMessage, getExchangeTemplate = this.optimizerTemplateService.getExchangeTemplate, getFrameTemplate = this.optimizerTemplateService.getFrameTemplate, getJsonDumpTemplate = this.optimizerTemplateService.getJsonDumpTemplate, getJsonTemplate = this.optimizerTemplateService.getJsonTemplate, getLauncherTemplate = this.optimizerTemplateService.getLauncherTemplate, getStrategyTemplate = this.optimizerTemplateService.getStrategyTemplate, getTextTemplate = this.optimizerTemplateService.getTextTemplate, getWalkerTemplate = this.optimizerTemplateService.getWalkerTemplate, getTopBanner = this.optimizerTemplateService.getTopBanner, getUserMessage = this.optimizerTemplateService.getUserMessage, } = rawTemplate;
|
|
19700
|
-
const template = {
|
|
19701
|
-
getAssistantMessage,
|
|
19702
|
-
getExchangeTemplate,
|
|
19703
|
-
getFrameTemplate,
|
|
19704
|
-
getJsonDumpTemplate,
|
|
19705
|
-
getJsonTemplate,
|
|
19706
|
-
getLauncherTemplate,
|
|
19707
|
-
getStrategyTemplate,
|
|
19708
|
-
getTextTemplate,
|
|
19709
|
-
getWalkerTemplate,
|
|
19710
|
-
getTopBanner,
|
|
19711
|
-
getUserMessage,
|
|
19712
|
-
};
|
|
19713
|
-
return new ClientOptimizer({
|
|
19714
|
-
optimizerName,
|
|
19715
|
-
logger: this.loggerService,
|
|
19716
|
-
getPrompt,
|
|
19717
|
-
rangeTest,
|
|
19718
|
-
rangeTrain,
|
|
19719
|
-
source,
|
|
19720
|
-
template,
|
|
19721
|
-
callbacks,
|
|
19722
|
-
}, COMMIT_PROGRESS_FN);
|
|
19723
|
-
});
|
|
19724
|
-
/**
|
|
19725
|
-
* Fetches data from all sources and generates strategy metadata.
|
|
19726
|
-
*
|
|
19727
|
-
* @param symbol - Trading pair symbol
|
|
19728
|
-
* @param optimizerName - Optimizer identifier
|
|
19729
|
-
* @returns Array of generated strategies with conversation context
|
|
19730
|
-
*/
|
|
19731
|
-
this.getData = async (symbol, optimizerName) => {
|
|
19732
|
-
this.loggerService.log("optimizerConnectionService getData", {
|
|
19733
|
-
symbol,
|
|
19734
|
-
optimizerName,
|
|
19735
|
-
});
|
|
19736
|
-
const optimizer = this.getOptimizer(optimizerName);
|
|
19737
|
-
return await optimizer.getData(symbol);
|
|
19738
|
-
};
|
|
19739
|
-
/**
|
|
19740
|
-
* Generates complete executable strategy code.
|
|
19741
|
-
*
|
|
19742
|
-
* @param symbol - Trading pair symbol
|
|
19743
|
-
* @param optimizerName - Optimizer identifier
|
|
19744
|
-
* @returns Generated TypeScript/JavaScript code as string
|
|
19745
|
-
*/
|
|
19746
|
-
this.getCode = async (symbol, optimizerName) => {
|
|
19747
|
-
this.loggerService.log("optimizerConnectionService getCode", {
|
|
19748
|
-
symbol,
|
|
19749
|
-
optimizerName,
|
|
19750
|
-
});
|
|
19751
|
-
const optimizer = this.getOptimizer(optimizerName);
|
|
19752
|
-
return await optimizer.getCode(symbol);
|
|
19753
|
-
};
|
|
19754
|
-
/**
|
|
19755
|
-
* Generates and saves strategy code to file.
|
|
19756
|
-
*
|
|
19757
|
-
* @param symbol - Trading pair symbol
|
|
19758
|
-
* @param optimizerName - Optimizer identifier
|
|
19759
|
-
* @param path - Output directory path (optional)
|
|
19760
|
-
*/
|
|
19761
|
-
this.dump = async (symbol, optimizerName, path) => {
|
|
19762
|
-
this.loggerService.log("optimizerConnectionService getCode", {
|
|
19763
|
-
symbol,
|
|
19764
|
-
optimizerName,
|
|
19765
|
-
});
|
|
19766
|
-
const optimizer = this.getOptimizer(optimizerName);
|
|
19767
|
-
return await optimizer.dump(symbol, path);
|
|
19768
|
-
};
|
|
19769
|
-
}
|
|
19770
|
-
}
|
|
19771
|
-
|
|
19772
|
-
/**
|
|
19773
|
-
* Symbol marker indicating that partial state needs initialization.
|
|
19774
|
-
* Used as sentinel value for _states before waitForInit() is called.
|
|
19775
|
-
*/
|
|
19776
|
-
const NEED_FETCH$1 = Symbol("need_fetch");
|
|
19777
|
-
/**
|
|
19778
|
-
* Array of profit level milestones to track (10%, 20%, ..., 100%).
|
|
19779
|
-
* Each level is checked during profit() method to emit events for newly reached levels.
|
|
19780
|
-
*/
|
|
19781
|
-
const PROFIT_LEVELS = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100];
|
|
19782
|
-
/**
|
|
19783
|
-
* Array of loss level milestones to track (-10%, -20%, ..., -100%).
|
|
19784
|
-
* Each level is checked during loss() method to emit events for newly reached levels.
|
|
19785
|
-
*/
|
|
19786
|
-
const LOSS_LEVELS = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100];
|
|
19787
|
-
/**
|
|
19788
|
-
* Internal profit handler function for ClientPartial.
|
|
19789
|
-
*
|
|
19790
|
-
* Checks which profit levels have been reached and emits events for new levels only.
|
|
19791
|
-
* Uses Set-based deduplication to prevent duplicate events.
|
|
19792
|
-
*
|
|
19793
|
-
* @param symbol - Trading pair symbol
|
|
19794
|
-
* @param data - Signal row data
|
|
19795
|
-
* @param currentPrice - Current market price
|
|
19796
|
-
* @param revenuePercent - Current profit percentage (positive value)
|
|
19797
|
-
* @param backtest - True if backtest mode
|
|
19798
|
-
* @param when - Event timestamp
|
|
19799
|
-
* @param self - ClientPartial instance reference
|
|
19800
|
-
*/
|
|
19801
|
-
const HANDLE_PROFIT_FN = async (symbol, data, currentPrice, revenuePercent, backtest, when, self) => {
|
|
19802
|
-
if (self._states === NEED_FETCH$1) {
|
|
19803
|
-
throw new Error("ClientPartial not initialized. Call waitForInit() before using.");
|
|
19804
|
-
}
|
|
19805
|
-
if (data.id !== self.params.signalId) {
|
|
19806
|
-
throw new Error(`Signal ID mismatch: expected ${self.params.signalId}, got ${data.id}`);
|
|
19807
|
-
}
|
|
19808
|
-
let state = self._states.get(data.id);
|
|
19809
|
-
if (!state) {
|
|
19810
|
-
state = {
|
|
19811
|
-
profitLevels: new Set(),
|
|
19812
|
-
lossLevels: new Set(),
|
|
19813
|
-
};
|
|
19814
|
-
self._states.set(data.id, state);
|
|
19815
|
-
}
|
|
19816
|
-
let shouldPersist = false;
|
|
19817
|
-
for (const level of PROFIT_LEVELS) {
|
|
19818
|
-
if (revenuePercent >= level && !state.profitLevels.has(level)) {
|
|
19819
|
-
state.profitLevels.add(level);
|
|
19820
|
-
shouldPersist = true;
|
|
19821
|
-
self.params.logger.debug("ClientPartial profit level reached", {
|
|
19822
|
-
symbol,
|
|
19823
|
-
signalId: data.id,
|
|
19824
|
-
level,
|
|
19825
|
-
revenuePercent,
|
|
19826
|
-
backtest,
|
|
19827
|
-
});
|
|
19828
|
-
await self.params.onProfit(symbol, data.strategyName, data.exchangeName, data.frameName, data, currentPrice, level, backtest, when.getTime());
|
|
19829
|
-
}
|
|
19830
|
-
}
|
|
19831
|
-
if (shouldPersist) {
|
|
19832
|
-
await self._persistState(symbol, data.strategyName, data.exchangeName, self.params.signalId);
|
|
19833
|
-
}
|
|
19834
|
-
};
|
|
19835
|
-
/**
|
|
19836
|
-
* Internal loss handler function for ClientPartial.
|
|
19837
|
-
*
|
|
19838
|
-
* Checks which loss levels have been reached and emits events for new levels only.
|
|
19839
|
-
* Uses Set-based deduplication to prevent duplicate events.
|
|
19840
|
-
* Converts negative lossPercent to absolute value for level comparison.
|
|
19841
|
-
*
|
|
19842
|
-
* @param symbol - Trading pair symbol
|
|
19843
|
-
* @param data - Signal row data
|
|
19844
|
-
* @param currentPrice - Current market price
|
|
19845
|
-
* @param lossPercent - Current loss percentage (negative value)
|
|
19846
|
-
* @param backtest - True if backtest mode
|
|
19847
|
-
* @param when - Event timestamp
|
|
19848
|
-
* @param self - ClientPartial instance reference
|
|
19849
|
-
*/
|
|
19850
|
-
const HANDLE_LOSS_FN = async (symbol, data, currentPrice, lossPercent, backtest, when, self) => {
|
|
19851
|
-
if (self._states === NEED_FETCH$1) {
|
|
19852
|
-
throw new Error("ClientPartial not initialized. Call waitForInit() before using.");
|
|
19853
|
-
}
|
|
19854
|
-
if (data.id !== self.params.signalId) {
|
|
19855
|
-
throw new Error(`Signal ID mismatch: expected ${self.params.signalId}, got ${data.id}`);
|
|
19856
|
-
}
|
|
19857
|
-
let state = self._states.get(data.id);
|
|
19858
|
-
if (!state) {
|
|
19859
|
-
state = {
|
|
19860
|
-
profitLevels: new Set(),
|
|
19861
|
-
lossLevels: new Set(),
|
|
19862
|
-
};
|
|
19863
|
-
self._states.set(data.id, state);
|
|
19864
|
-
}
|
|
19865
|
-
const absLoss = Math.abs(lossPercent);
|
|
19866
|
-
let shouldPersist = false;
|
|
19867
|
-
for (const level of LOSS_LEVELS) {
|
|
19868
|
-
if (absLoss >= level && !state.lossLevels.has(level)) {
|
|
19869
|
-
state.lossLevels.add(level);
|
|
19870
|
-
shouldPersist = true;
|
|
19871
|
-
self.params.logger.debug("ClientPartial loss level reached", {
|
|
19872
|
-
symbol,
|
|
19873
|
-
signalId: data.id,
|
|
19874
|
-
level,
|
|
19875
|
-
lossPercent,
|
|
19876
|
-
backtest,
|
|
19877
|
-
});
|
|
19878
|
-
await self.params.onLoss(symbol, data.strategyName, data.exchangeName, data.frameName, data, currentPrice, level, backtest, when.getTime());
|
|
19879
|
-
}
|
|
19880
|
-
}
|
|
19881
|
-
if (shouldPersist) {
|
|
19882
|
-
await self._persistState(symbol, data.strategyName, data.exchangeName, self.params.signalId);
|
|
19883
|
-
}
|
|
19884
|
-
};
|
|
19885
|
-
/**
|
|
19886
|
-
* Internal initialization function for ClientPartial.
|
|
19887
|
-
*
|
|
19888
|
-
* Loads persisted partial state from disk and restores in-memory Maps.
|
|
19889
|
-
* Converts serialized arrays back to Sets for O(1) lookups.
|
|
19890
|
-
*
|
|
19891
|
-
* ONLY runs in LIVE mode (backtest=false). In backtest mode, state is not persisted.
|
|
19892
|
-
*
|
|
19893
|
-
* @param symbol - Trading pair symbol
|
|
19894
|
-
* @param strategyName - Strategy identifier
|
|
19895
|
-
* @param exchangeName - Exchange identifier
|
|
19896
|
-
* @param backtest - True if backtest mode, false if live mode
|
|
19897
|
-
* @param self - ClientPartial instance reference
|
|
18524
|
+
* @param symbol - Trading pair symbol
|
|
18525
|
+
* @param strategyName - Strategy identifier
|
|
18526
|
+
* @param exchangeName - Exchange identifier
|
|
18527
|
+
* @param backtest - True if backtest mode, false if live mode
|
|
18528
|
+
* @param self - ClientPartial instance reference
|
|
19898
18529
|
*/
|
|
19899
18530
|
const WAIT_FOR_INIT_FN$1 = async (symbol, strategyName, exchangeName, backtest, self) => {
|
|
19900
18531
|
self.params.logger.debug("ClientPartial waitForInit", {
|
|
@@ -22052,172 +20683,16 @@ class BreakevenGlobalService {
|
|
|
22052
20683
|
this.clear = async (symbol, data, priceClose, backtest) => {
|
|
22053
20684
|
this.loggerService.log("breakevenGlobalService clear", {
|
|
22054
20685
|
symbol,
|
|
22055
|
-
data,
|
|
22056
|
-
priceClose,
|
|
22057
|
-
backtest,
|
|
22058
|
-
});
|
|
22059
|
-
this.validate({
|
|
22060
|
-
strategyName: data.strategyName,
|
|
22061
|
-
exchangeName: data.exchangeName,
|
|
22062
|
-
frameName: data.frameName
|
|
22063
|
-
}, "breakevenGlobalService clear");
|
|
22064
|
-
return await this.breakevenConnectionService.clear(symbol, data, priceClose, backtest);
|
|
22065
|
-
};
|
|
22066
|
-
}
|
|
22067
|
-
}
|
|
22068
|
-
|
|
22069
|
-
/**
|
|
22070
|
-
* Warning threshold for message size in kilobytes.
|
|
22071
|
-
* Messages exceeding this size trigger console warnings.
|
|
22072
|
-
*/
|
|
22073
|
-
const WARN_KB = 30;
|
|
22074
|
-
/**
|
|
22075
|
-
* Internal function for dumping signal data to markdown files.
|
|
22076
|
-
* Creates a directory structure with system prompts, user messages, and LLM output.
|
|
22077
|
-
*
|
|
22078
|
-
* @param signalId - Unique identifier for the result
|
|
22079
|
-
* @param history - Array of message models from LLM conversation
|
|
22080
|
-
* @param signal - Signal DTO with trade parameters
|
|
22081
|
-
* @param outputDir - Output directory path (default: "./dump/strategy")
|
|
22082
|
-
* @returns Promise that resolves when all files are written
|
|
22083
|
-
*/
|
|
22084
|
-
const DUMP_SIGNAL_FN = async (signalId, history, signal, outputDir = "./dump/outline") => {
|
|
22085
|
-
// Extract system messages and system reminders from existing data
|
|
22086
|
-
const systemMessages = history.filter((m) => m.role === "system");
|
|
22087
|
-
const userMessages = history.filter((m) => m.role === "user");
|
|
22088
|
-
const subfolderPath = path.join(outputDir, String(signalId));
|
|
22089
|
-
// Generate system prompt markdown
|
|
22090
|
-
{
|
|
22091
|
-
let summary = "# Outline Result Summary\n";
|
|
22092
|
-
{
|
|
22093
|
-
summary += "\n";
|
|
22094
|
-
summary += `**ResultId**: ${String(signalId)}\n`;
|
|
22095
|
-
summary += "\n";
|
|
22096
|
-
}
|
|
22097
|
-
if (signal) {
|
|
22098
|
-
summary += "## Output Data\n\n";
|
|
22099
|
-
summary += "```json\n";
|
|
22100
|
-
summary += JSON.stringify(signal, null, 2);
|
|
22101
|
-
summary += "\n```\n\n";
|
|
22102
|
-
}
|
|
22103
|
-
// Add system messages to summary
|
|
22104
|
-
if (systemMessages.length > 0) {
|
|
22105
|
-
summary += "## System Messages\n\n";
|
|
22106
|
-
systemMessages.forEach((msg, idx) => {
|
|
22107
|
-
summary += `### System Message ${idx + 1}\n\n`;
|
|
22108
|
-
summary += msg.content;
|
|
22109
|
-
summary += "\n";
|
|
22110
|
-
});
|
|
22111
|
-
}
|
|
22112
|
-
await Markdown.writeData("outline", summary, {
|
|
22113
|
-
path: subfolderPath,
|
|
22114
|
-
file: "00_system_prompt.md",
|
|
22115
|
-
symbol: "",
|
|
22116
|
-
signalId: String(signalId),
|
|
22117
|
-
strategyName: "",
|
|
22118
|
-
exchangeName: "",
|
|
22119
|
-
frameName: ""
|
|
22120
|
-
});
|
|
22121
|
-
}
|
|
22122
|
-
// Generate user messages
|
|
22123
|
-
{
|
|
22124
|
-
await Promise.all(Array.from(userMessages.entries()).map(async ([idx, message]) => {
|
|
22125
|
-
const messageNum = String(idx + 1).padStart(2, "0");
|
|
22126
|
-
const contentFileName = `${messageNum}_user_message.md`;
|
|
22127
|
-
{
|
|
22128
|
-
const messageSizeBytes = Buffer.byteLength(message.content, "utf8");
|
|
22129
|
-
const messageSizeKb = Math.floor(messageSizeBytes / 1024);
|
|
22130
|
-
if (messageSizeKb > WARN_KB) {
|
|
22131
|
-
console.warn(`User message ${idx + 1} is ${messageSizeBytes} bytes (${messageSizeKb}kb), which exceeds warning limit`);
|
|
22132
|
-
}
|
|
22133
|
-
}
|
|
22134
|
-
let content = `# User Input ${idx + 1}\n\n`;
|
|
22135
|
-
content += `**ResultId**: ${String(signalId)}\n\n`;
|
|
22136
|
-
content += message.content;
|
|
22137
|
-
content += "\n";
|
|
22138
|
-
await Markdown.writeData("outline", content, {
|
|
22139
|
-
path: subfolderPath,
|
|
22140
|
-
file: contentFileName,
|
|
22141
|
-
signalId: String(signalId),
|
|
22142
|
-
symbol: "",
|
|
22143
|
-
strategyName: "",
|
|
22144
|
-
exchangeName: "",
|
|
22145
|
-
frameName: ""
|
|
22146
|
-
});
|
|
22147
|
-
}));
|
|
22148
|
-
}
|
|
22149
|
-
// Generate LLM output
|
|
22150
|
-
{
|
|
22151
|
-
const messageNum = String(userMessages.length + 1).padStart(2, "0");
|
|
22152
|
-
const contentFileName = `${messageNum}_llm_output.md`;
|
|
22153
|
-
let content = "# Full Outline Result\n\n";
|
|
22154
|
-
content += `**ResultId**: ${String(signalId)}\n\n`;
|
|
22155
|
-
if (signal) {
|
|
22156
|
-
content += "## Output Data\n\n";
|
|
22157
|
-
content += "```json\n";
|
|
22158
|
-
content += JSON.stringify(signal, null, 2);
|
|
22159
|
-
content += "\n```\n";
|
|
22160
|
-
}
|
|
22161
|
-
await Markdown.writeData("outline", content, {
|
|
22162
|
-
path: subfolderPath,
|
|
22163
|
-
file: contentFileName,
|
|
22164
|
-
symbol: "",
|
|
22165
|
-
signalId: String(signalId),
|
|
22166
|
-
strategyName: "",
|
|
22167
|
-
exchangeName: "",
|
|
22168
|
-
frameName: ""
|
|
22169
|
-
});
|
|
22170
|
-
}
|
|
22171
|
-
};
|
|
22172
|
-
/**
|
|
22173
|
-
* Service for generating markdown documentation from LLM outline results.
|
|
22174
|
-
* Used by AI Strategy Optimizer to save debug logs and conversation history.
|
|
22175
|
-
*
|
|
22176
|
-
* Creates directory structure:
|
|
22177
|
-
* - ./dump/strategy/{signalId}/00_system_prompt.md - System messages and output data
|
|
22178
|
-
* - ./dump/strategy/{signalId}/01_user_message.md - First user input
|
|
22179
|
-
* - ./dump/strategy/{signalId}/02_user_message.md - Second user input
|
|
22180
|
-
* - ./dump/strategy/{signalId}/XX_llm_output.md - Final LLM output
|
|
22181
|
-
*/
|
|
22182
|
-
class OutlineMarkdownService {
|
|
22183
|
-
constructor() {
|
|
22184
|
-
/** Logger service injected via DI */
|
|
22185
|
-
this.loggerService = inject(TYPES.loggerService);
|
|
22186
|
-
/**
|
|
22187
|
-
* Dumps signal data and conversation history to markdown files.
|
|
22188
|
-
* Skips if directory already exists to avoid overwriting previous results.
|
|
22189
|
-
*
|
|
22190
|
-
* Generated files:
|
|
22191
|
-
* - 00_system_prompt.md - System messages and output summary
|
|
22192
|
-
* - XX_user_message.md - Each user message in separate file (numbered)
|
|
22193
|
-
* - XX_llm_output.md - Final LLM output with signal data
|
|
22194
|
-
*
|
|
22195
|
-
* @param signalId - Unique identifier for the result (used as directory name)
|
|
22196
|
-
* @param history - Array of message models from LLM conversation
|
|
22197
|
-
* @param signal - Signal DTO with trade parameters (priceOpen, TP, SL, etc.)
|
|
22198
|
-
* @param outputDir - Output directory path (default: "./dump/strategy")
|
|
22199
|
-
* @returns Promise that resolves when all files are written
|
|
22200
|
-
*
|
|
22201
|
-
* @example
|
|
22202
|
-
* ```typescript
|
|
22203
|
-
* await outlineService.dumpSignal(
|
|
22204
|
-
* "strategy-1",
|
|
22205
|
-
* conversationHistory,
|
|
22206
|
-
* { position: "long", priceTakeProfit: 51000, priceStopLoss: 49000, minuteEstimatedTime: 60 }
|
|
22207
|
-
* );
|
|
22208
|
-
* // Creates: ./dump/strategy/strategy-1/00_system_prompt.md
|
|
22209
|
-
* // ./dump/strategy/strategy-1/01_user_message.md
|
|
22210
|
-
* // ./dump/strategy/strategy-1/02_llm_output.md
|
|
22211
|
-
* ```
|
|
22212
|
-
*/
|
|
22213
|
-
this.dumpSignal = async (signalId, history, signal, outputDir = "./dump/strategy") => {
|
|
22214
|
-
this.loggerService.log("outlineMarkdownService dumpSignal", {
|
|
22215
|
-
signalId,
|
|
22216
|
-
history,
|
|
22217
|
-
signal,
|
|
22218
|
-
outputDir,
|
|
20686
|
+
data,
|
|
20687
|
+
priceClose,
|
|
20688
|
+
backtest,
|
|
22219
20689
|
});
|
|
22220
|
-
|
|
20690
|
+
this.validate({
|
|
20691
|
+
strategyName: data.strategyName,
|
|
20692
|
+
exchangeName: data.exchangeName,
|
|
20693
|
+
frameName: data.frameName
|
|
20694
|
+
}, "breakevenGlobalService clear");
|
|
20695
|
+
return await this.breakevenConnectionService.clear(symbol, data, priceClose, backtest);
|
|
22221
20696
|
};
|
|
22222
20697
|
}
|
|
22223
20698
|
}
|
|
@@ -24607,111 +23082,6 @@ class RiskReportService {
|
|
|
24607
23082
|
}
|
|
24608
23083
|
}
|
|
24609
23084
|
|
|
24610
|
-
const require$1 = module$1.createRequire((typeof document === 'undefined' ? require('u' + 'rl').pathToFileURL(__filename).href : (_documentCurrentScript && _documentCurrentScript.tagName.toUpperCase() === 'SCRIPT' && _documentCurrentScript.src || new URL('index.cjs', document.baseURI).href)));
|
|
24611
|
-
/**
|
|
24612
|
-
* Default fallback prompt configuration.
|
|
24613
|
-
* Used when signal.prompt.cjs file is not found.
|
|
24614
|
-
*/
|
|
24615
|
-
const DEFAULT_PROMPT = {
|
|
24616
|
-
user: "",
|
|
24617
|
-
system: [],
|
|
24618
|
-
};
|
|
24619
|
-
/**
|
|
24620
|
-
* Lazy-loads and caches signal prompt configuration.
|
|
24621
|
-
* Attempts to load from config/prompt/signal.prompt.cjs, falls back to DEFAULT_PROMPT if not found.
|
|
24622
|
-
* Uses singleshot pattern to ensure configuration is loaded only once.
|
|
24623
|
-
* @returns Prompt configuration with system and user prompts
|
|
24624
|
-
*/
|
|
24625
|
-
const GET_PROMPT_FN = functoolsKit.singleshot(() => {
|
|
24626
|
-
try {
|
|
24627
|
-
const modulePath = require$1.resolve(path.join(process.cwd(), `./config/prompt/signal.prompt.cjs`));
|
|
24628
|
-
console.log(`Using ${modulePath} implementation as signal.prompt.cjs`);
|
|
24629
|
-
return require$1(modulePath);
|
|
24630
|
-
}
|
|
24631
|
-
catch (error) {
|
|
24632
|
-
console.log(`Using empty fallback for signal.prompt.cjs`, error);
|
|
24633
|
-
return DEFAULT_PROMPT;
|
|
24634
|
-
}
|
|
24635
|
-
});
|
|
24636
|
-
/**
|
|
24637
|
-
* Service for managing signal prompts for AI/LLM integrations.
|
|
24638
|
-
*
|
|
24639
|
-
* Provides access to system and user prompts configured in signal.prompt.cjs.
|
|
24640
|
-
* Supports both static prompt arrays and dynamic prompt functions.
|
|
24641
|
-
*
|
|
24642
|
-
* Key responsibilities:
|
|
24643
|
-
* - Lazy-loads prompt configuration from config/prompt/signal.prompt.cjs
|
|
24644
|
-
* - Resolves system prompts (static arrays or async functions)
|
|
24645
|
-
* - Provides user prompt strings
|
|
24646
|
-
* - Falls back to empty prompts if configuration is missing
|
|
24647
|
-
*
|
|
24648
|
-
* Used for AI-powered signal analysis and strategy recommendations.
|
|
24649
|
-
*/
|
|
24650
|
-
class SignalPromptService {
|
|
24651
|
-
constructor() {
|
|
24652
|
-
this.loggerService = inject(TYPES.loggerService);
|
|
24653
|
-
/**
|
|
24654
|
-
* Retrieves system prompts for AI context.
|
|
24655
|
-
*
|
|
24656
|
-
* System prompts can be:
|
|
24657
|
-
* - Static array of strings (returned directly)
|
|
24658
|
-
* - Async/sync function returning string array (executed and awaited)
|
|
24659
|
-
* - Undefined (returns empty array)
|
|
24660
|
-
*
|
|
24661
|
-
* @param symbol - Trading symbol (e.g., "BTCUSDT")
|
|
24662
|
-
* @param strategyName - Strategy identifier
|
|
24663
|
-
* @param exchangeName - Exchange identifier
|
|
24664
|
-
* @param frameName - Timeframe identifier
|
|
24665
|
-
* @param backtest - Whether running in backtest mode
|
|
24666
|
-
* @returns Promise resolving to array of system prompt strings
|
|
24667
|
-
*/
|
|
24668
|
-
this.getSystemPrompt = async (symbol, strategyName, exchangeName, frameName, backtest) => {
|
|
24669
|
-
this.loggerService.log("signalPromptService getSystemPrompt", {
|
|
24670
|
-
symbol,
|
|
24671
|
-
strategyName,
|
|
24672
|
-
exchangeName,
|
|
24673
|
-
frameName,
|
|
24674
|
-
backtest,
|
|
24675
|
-
});
|
|
24676
|
-
const { system } = GET_PROMPT_FN();
|
|
24677
|
-
if (Array.isArray(system)) {
|
|
24678
|
-
return system;
|
|
24679
|
-
}
|
|
24680
|
-
if (typeof system === "function") {
|
|
24681
|
-
return await system(symbol, strategyName, exchangeName, frameName, backtest);
|
|
24682
|
-
}
|
|
24683
|
-
return [];
|
|
24684
|
-
};
|
|
24685
|
-
/**
|
|
24686
|
-
* Retrieves user prompt string for AI input.
|
|
24687
|
-
*
|
|
24688
|
-
* @param symbol - Trading symbol (e.g., "BTCUSDT")
|
|
24689
|
-
* @param strategyName - Strategy identifier
|
|
24690
|
-
* @param exchangeName - Exchange identifier
|
|
24691
|
-
* @param frameName - Timeframe identifier
|
|
24692
|
-
* @param backtest - Whether running in backtest mode
|
|
24693
|
-
* @returns Promise resolving to user prompt string
|
|
24694
|
-
*/
|
|
24695
|
-
this.getUserPrompt = async (symbol, strategyName, exchangeName, frameName, backtest) => {
|
|
24696
|
-
this.loggerService.log("signalPromptService getUserPrompt", {
|
|
24697
|
-
symbol,
|
|
24698
|
-
strategyName,
|
|
24699
|
-
exchangeName,
|
|
24700
|
-
frameName,
|
|
24701
|
-
backtest,
|
|
24702
|
-
});
|
|
24703
|
-
const { user } = GET_PROMPT_FN();
|
|
24704
|
-
if (typeof user === "string") {
|
|
24705
|
-
return user;
|
|
24706
|
-
}
|
|
24707
|
-
if (typeof user === "function") {
|
|
24708
|
-
return await user(symbol, strategyName, exchangeName, frameName, backtest);
|
|
24709
|
-
}
|
|
24710
|
-
return "";
|
|
24711
|
-
};
|
|
24712
|
-
}
|
|
24713
|
-
}
|
|
24714
|
-
|
|
24715
23085
|
{
|
|
24716
23086
|
provide(TYPES.loggerService, () => new LoggerService());
|
|
24717
23087
|
}
|
|
@@ -24726,7 +23096,6 @@ class SignalPromptService {
|
|
|
24726
23096
|
provide(TYPES.sizingConnectionService, () => new SizingConnectionService());
|
|
24727
23097
|
provide(TYPES.riskConnectionService, () => new RiskConnectionService());
|
|
24728
23098
|
provide(TYPES.actionConnectionService, () => new ActionConnectionService());
|
|
24729
|
-
provide(TYPES.optimizerConnectionService, () => new OptimizerConnectionService());
|
|
24730
23099
|
provide(TYPES.partialConnectionService, () => new PartialConnectionService());
|
|
24731
23100
|
provide(TYPES.breakevenConnectionService, () => new BreakevenConnectionService());
|
|
24732
23101
|
}
|
|
@@ -24738,7 +23107,6 @@ class SignalPromptService {
|
|
|
24738
23107
|
provide(TYPES.sizingSchemaService, () => new SizingSchemaService());
|
|
24739
23108
|
provide(TYPES.riskSchemaService, () => new RiskSchemaService());
|
|
24740
23109
|
provide(TYPES.actionSchemaService, () => new ActionSchemaService());
|
|
24741
|
-
provide(TYPES.optimizerSchemaService, () => new OptimizerSchemaService());
|
|
24742
23110
|
}
|
|
24743
23111
|
{
|
|
24744
23112
|
provide(TYPES.exchangeCoreService, () => new ExchangeCoreService());
|
|
@@ -24749,7 +23117,6 @@ class SignalPromptService {
|
|
|
24749
23117
|
{
|
|
24750
23118
|
provide(TYPES.sizingGlobalService, () => new SizingGlobalService());
|
|
24751
23119
|
provide(TYPES.riskGlobalService, () => new RiskGlobalService());
|
|
24752
|
-
provide(TYPES.optimizerGlobalService, () => new OptimizerGlobalService());
|
|
24753
23120
|
provide(TYPES.partialGlobalService, () => new PartialGlobalService());
|
|
24754
23121
|
provide(TYPES.breakevenGlobalService, () => new BreakevenGlobalService());
|
|
24755
23122
|
}
|
|
@@ -24777,7 +23144,6 @@ class SignalPromptService {
|
|
|
24777
23144
|
provide(TYPES.heatMarkdownService, () => new HeatMarkdownService());
|
|
24778
23145
|
provide(TYPES.partialMarkdownService, () => new PartialMarkdownService());
|
|
24779
23146
|
provide(TYPES.breakevenMarkdownService, () => new BreakevenMarkdownService());
|
|
24780
|
-
provide(TYPES.outlineMarkdownService, () => new OutlineMarkdownService());
|
|
24781
23147
|
provide(TYPES.riskMarkdownService, () => new RiskMarkdownService());
|
|
24782
23148
|
}
|
|
24783
23149
|
{
|
|
@@ -24799,16 +23165,9 @@ class SignalPromptService {
|
|
|
24799
23165
|
provide(TYPES.sizingValidationService, () => new SizingValidationService());
|
|
24800
23166
|
provide(TYPES.riskValidationService, () => new RiskValidationService());
|
|
24801
23167
|
provide(TYPES.actionValidationService, () => new ActionValidationService());
|
|
24802
|
-
provide(TYPES.optimizerValidationService, () => new OptimizerValidationService());
|
|
24803
23168
|
provide(TYPES.configValidationService, () => new ConfigValidationService());
|
|
24804
23169
|
provide(TYPES.columnValidationService, () => new ColumnValidationService());
|
|
24805
23170
|
}
|
|
24806
|
-
{
|
|
24807
|
-
provide(TYPES.optimizerTemplateService, () => new OptimizerTemplateService());
|
|
24808
|
-
}
|
|
24809
|
-
{
|
|
24810
|
-
provide(TYPES.signalPromptService, () => new SignalPromptService());
|
|
24811
|
-
}
|
|
24812
23171
|
|
|
24813
23172
|
const baseServices = {
|
|
24814
23173
|
loggerService: inject(TYPES.loggerService),
|
|
@@ -24824,7 +23183,6 @@ const connectionServices = {
|
|
|
24824
23183
|
sizingConnectionService: inject(TYPES.sizingConnectionService),
|
|
24825
23184
|
riskConnectionService: inject(TYPES.riskConnectionService),
|
|
24826
23185
|
actionConnectionService: inject(TYPES.actionConnectionService),
|
|
24827
|
-
optimizerConnectionService: inject(TYPES.optimizerConnectionService),
|
|
24828
23186
|
partialConnectionService: inject(TYPES.partialConnectionService),
|
|
24829
23187
|
breakevenConnectionService: inject(TYPES.breakevenConnectionService),
|
|
24830
23188
|
};
|
|
@@ -24836,7 +23194,6 @@ const schemaServices = {
|
|
|
24836
23194
|
sizingSchemaService: inject(TYPES.sizingSchemaService),
|
|
24837
23195
|
riskSchemaService: inject(TYPES.riskSchemaService),
|
|
24838
23196
|
actionSchemaService: inject(TYPES.actionSchemaService),
|
|
24839
|
-
optimizerSchemaService: inject(TYPES.optimizerSchemaService),
|
|
24840
23197
|
};
|
|
24841
23198
|
const coreServices = {
|
|
24842
23199
|
exchangeCoreService: inject(TYPES.exchangeCoreService),
|
|
@@ -24847,7 +23204,6 @@ const coreServices = {
|
|
|
24847
23204
|
const globalServices = {
|
|
24848
23205
|
sizingGlobalService: inject(TYPES.sizingGlobalService),
|
|
24849
23206
|
riskGlobalService: inject(TYPES.riskGlobalService),
|
|
24850
|
-
optimizerGlobalService: inject(TYPES.optimizerGlobalService),
|
|
24851
23207
|
partialGlobalService: inject(TYPES.partialGlobalService),
|
|
24852
23208
|
breakevenGlobalService: inject(TYPES.breakevenGlobalService),
|
|
24853
23209
|
};
|
|
@@ -24875,7 +23231,6 @@ const markdownServices = {
|
|
|
24875
23231
|
heatMarkdownService: inject(TYPES.heatMarkdownService),
|
|
24876
23232
|
partialMarkdownService: inject(TYPES.partialMarkdownService),
|
|
24877
23233
|
breakevenMarkdownService: inject(TYPES.breakevenMarkdownService),
|
|
24878
|
-
outlineMarkdownService: inject(TYPES.outlineMarkdownService),
|
|
24879
23234
|
riskMarkdownService: inject(TYPES.riskMarkdownService),
|
|
24880
23235
|
};
|
|
24881
23236
|
const reportServices = {
|
|
@@ -24897,16 +23252,9 @@ const validationServices = {
|
|
|
24897
23252
|
sizingValidationService: inject(TYPES.sizingValidationService),
|
|
24898
23253
|
riskValidationService: inject(TYPES.riskValidationService),
|
|
24899
23254
|
actionValidationService: inject(TYPES.actionValidationService),
|
|
24900
|
-
optimizerValidationService: inject(TYPES.optimizerValidationService),
|
|
24901
23255
|
configValidationService: inject(TYPES.configValidationService),
|
|
24902
23256
|
columnValidationService: inject(TYPES.columnValidationService),
|
|
24903
23257
|
};
|
|
24904
|
-
const templateServices = {
|
|
24905
|
-
optimizerTemplateService: inject(TYPES.optimizerTemplateService),
|
|
24906
|
-
};
|
|
24907
|
-
const promptServices = {
|
|
24908
|
-
signalPromptService: inject(TYPES.signalPromptService),
|
|
24909
|
-
};
|
|
24910
23258
|
const backtest = {
|
|
24911
23259
|
...baseServices,
|
|
24912
23260
|
...contextServices,
|
|
@@ -24920,8 +23268,6 @@ const backtest = {
|
|
|
24920
23268
|
...markdownServices,
|
|
24921
23269
|
...reportServices,
|
|
24922
23270
|
...validationServices,
|
|
24923
|
-
...templateServices,
|
|
24924
|
-
...promptServices,
|
|
24925
23271
|
};
|
|
24926
23272
|
init();
|
|
24927
23273
|
var bt = backtest;
|
|
@@ -25020,18 +23366,6 @@ const getSizingMap = async () => {
|
|
|
25020
23366
|
}
|
|
25021
23367
|
return sizingMap;
|
|
25022
23368
|
};
|
|
25023
|
-
/**
|
|
25024
|
-
* Retrieves all registered optimizers as a map
|
|
25025
|
-
* @private
|
|
25026
|
-
* @returns Map of optimizer names
|
|
25027
|
-
*/
|
|
25028
|
-
const getOptimizerMap = async () => {
|
|
25029
|
-
const optimizerMap = {};
|
|
25030
|
-
for (const { optimizerName } of await bt.optimizerValidationService.list()) {
|
|
25031
|
-
Object.assign(optimizerMap, { [optimizerName]: optimizerName });
|
|
25032
|
-
}
|
|
25033
|
-
return optimizerMap;
|
|
25034
|
-
};
|
|
25035
23369
|
/**
|
|
25036
23370
|
* Retrieves all registered walkers as a map
|
|
25037
23371
|
* @private
|
|
@@ -25058,7 +23392,7 @@ const getWalkerMap = async () => {
|
|
|
25058
23392
|
* @throws {Error} If any entity name is not found in its registry
|
|
25059
23393
|
*/
|
|
25060
23394
|
const validateInternal = async (args) => {
|
|
25061
|
-
const { ExchangeName = await getExchangeMap(), FrameName = await getFrameMap(), StrategyName = await getStrategyMap(), RiskName = await getRiskMap(), ActionName = await getActionMap(), SizingName = await getSizingMap(),
|
|
23395
|
+
const { ExchangeName = await getExchangeMap(), FrameName = await getFrameMap(), StrategyName = await getStrategyMap(), RiskName = await getRiskMap(), ActionName = await getActionMap(), SizingName = await getSizingMap(), WalkerName = await getWalkerMap(), } = args;
|
|
25062
23396
|
for (const exchangeName of Object.values(ExchangeName)) {
|
|
25063
23397
|
bt.exchangeValidationService.validate(exchangeName, METHOD_NAME);
|
|
25064
23398
|
}
|
|
@@ -25077,9 +23411,6 @@ const validateInternal = async (args) => {
|
|
|
25077
23411
|
for (const sizingName of Object.values(SizingName)) {
|
|
25078
23412
|
bt.sizingValidationService.validate(sizingName, METHOD_NAME);
|
|
25079
23413
|
}
|
|
25080
|
-
for (const optimizerName of Object.values(OptimizerName)) {
|
|
25081
|
-
bt.optimizerValidationService.validate(optimizerName, METHOD_NAME);
|
|
25082
|
-
}
|
|
25083
23414
|
for (const walkerName of Object.values(WalkerName)) {
|
|
25084
23415
|
bt.walkerValidationService.validate(walkerName, METHOD_NAME);
|
|
25085
23416
|
}
|
|
@@ -25088,7 +23419,7 @@ const validateInternal = async (args) => {
|
|
|
25088
23419
|
* Validates the existence of all provided entity names across validation services.
|
|
25089
23420
|
*
|
|
25090
23421
|
* This function accepts enum objects for various entity types (exchanges, frames,
|
|
25091
|
-
* strategies, risks, sizings,
|
|
23422
|
+
* strategies, risks, sizings, walkers) and validates that each entity
|
|
25092
23423
|
* name exists in its respective registry. Validation results are memoized for performance.
|
|
25093
23424
|
*
|
|
25094
23425
|
* If no arguments are provided (or specific entity types are omitted), the function
|
|
@@ -25148,7 +23479,6 @@ const GET_FRAME_METHOD_NAME = "get.getFrameSchema";
|
|
|
25148
23479
|
const GET_WALKER_METHOD_NAME = "get.getWalkerSchema";
|
|
25149
23480
|
const GET_SIZING_METHOD_NAME = "get.getSizingSchema";
|
|
25150
23481
|
const GET_RISK_METHOD_NAME = "get.getRiskSchema";
|
|
25151
|
-
const GET_OPTIMIZER_METHOD_NAME = "get.getOptimizerSchema";
|
|
25152
23482
|
const GET_ACTION_METHOD_NAME = "get.getActionSchema";
|
|
25153
23483
|
/**
|
|
25154
23484
|
* Retrieves a registered strategy schema by name.
|
|
@@ -25280,29 +23610,6 @@ function getRiskSchema(riskName) {
|
|
|
25280
23610
|
bt.riskValidationService.validate(riskName, GET_RISK_METHOD_NAME);
|
|
25281
23611
|
return bt.riskSchemaService.get(riskName);
|
|
25282
23612
|
}
|
|
25283
|
-
/**
|
|
25284
|
-
* Retrieves a registered optimizer schema by name.
|
|
25285
|
-
*
|
|
25286
|
-
* @param optimizerName - Unique optimizer identifier
|
|
25287
|
-
* @returns The optimizer schema configuration object
|
|
25288
|
-
* @throws Error if optimizer is not registered
|
|
25289
|
-
*
|
|
25290
|
-
* @example
|
|
25291
|
-
* ```typescript
|
|
25292
|
-
* const optimizer = getOptimizer("llm-strategy-generator");
|
|
25293
|
-
* console.log(optimizer.rangeTrain); // Array of training ranges
|
|
25294
|
-
* console.log(optimizer.rangeTest); // Testing range
|
|
25295
|
-
* console.log(optimizer.source); // Array of data sources
|
|
25296
|
-
* console.log(optimizer.getPrompt); // async function
|
|
25297
|
-
* ```
|
|
25298
|
-
*/
|
|
25299
|
-
function getOptimizerSchema(optimizerName) {
|
|
25300
|
-
bt.loggerService.log(GET_OPTIMIZER_METHOD_NAME, {
|
|
25301
|
-
optimizerName,
|
|
25302
|
-
});
|
|
25303
|
-
bt.optimizerValidationService.validate(optimizerName, GET_OPTIMIZER_METHOD_NAME);
|
|
25304
|
-
return bt.optimizerSchemaService.get(optimizerName);
|
|
25305
|
-
}
|
|
25306
23613
|
/**
|
|
25307
23614
|
* Retrieves a registered action schema by name.
|
|
25308
23615
|
*
|
|
@@ -26163,7 +24470,6 @@ const ADD_FRAME_METHOD_NAME = "add.addFrameSchema";
|
|
|
26163
24470
|
const ADD_WALKER_METHOD_NAME = "add.addWalkerSchema";
|
|
26164
24471
|
const ADD_SIZING_METHOD_NAME = "add.addSizingSchema";
|
|
26165
24472
|
const ADD_RISK_METHOD_NAME = "add.addRiskSchema";
|
|
26166
|
-
const ADD_OPTIMIZER_METHOD_NAME = "add.addOptimizerSchema";
|
|
26167
24473
|
const ADD_ACTION_METHOD_NAME = "add.addActionSchema";
|
|
26168
24474
|
/**
|
|
26169
24475
|
* Registers a trading strategy in the framework.
|
|
@@ -26456,100 +24762,6 @@ function addRiskSchema(riskSchema) {
|
|
|
26456
24762
|
bt.riskValidationService.addRisk(riskSchema.riskName, riskSchema);
|
|
26457
24763
|
bt.riskSchemaService.register(riskSchema.riskName, riskSchema);
|
|
26458
24764
|
}
|
|
26459
|
-
/**
|
|
26460
|
-
* Registers an optimizer configuration in the framework.
|
|
26461
|
-
*
|
|
26462
|
-
* The optimizer generates trading strategies by:
|
|
26463
|
-
* - Collecting data from multiple sources across training periods
|
|
26464
|
-
* - Building LLM conversation history with fetched data
|
|
26465
|
-
* - Generating strategy prompts using getPrompt()
|
|
26466
|
-
* - Creating executable backtest code with templates
|
|
26467
|
-
*
|
|
26468
|
-
* The optimizer produces a complete .mjs file containing:
|
|
26469
|
-
* - Exchange, Frame, Strategy, and Walker configurations
|
|
26470
|
-
* - Multi-timeframe analysis logic
|
|
26471
|
-
* - LLM integration for signal generation
|
|
26472
|
-
* - Event listeners for progress tracking
|
|
26473
|
-
*
|
|
26474
|
-
* @param optimizerSchema - Optimizer configuration object
|
|
26475
|
-
* @param optimizerSchema.optimizerName - Unique optimizer identifier
|
|
26476
|
-
* @param optimizerSchema.rangeTrain - Array of training time ranges (each generates a strategy variant)
|
|
26477
|
-
* @param optimizerSchema.rangeTest - Testing time range for strategy validation
|
|
26478
|
-
* @param optimizerSchema.source - Array of data sources (functions or source objects with custom formatters)
|
|
26479
|
-
* @param optimizerSchema.getPrompt - Function to generate strategy prompt from conversation history
|
|
26480
|
-
* @param optimizerSchema.template - Optional custom template overrides (top banner, helpers, strategy logic, etc.)
|
|
26481
|
-
* @param optimizerSchema.callbacks - Optional lifecycle callbacks (onData, onCode, onDump, onSourceData)
|
|
26482
|
-
*
|
|
26483
|
-
* @example
|
|
26484
|
-
* ```typescript
|
|
26485
|
-
* // Basic optimizer with single data source
|
|
26486
|
-
* addOptimizer({
|
|
26487
|
-
* optimizerName: "llm-strategy-generator",
|
|
26488
|
-
* rangeTrain: [
|
|
26489
|
-
* {
|
|
26490
|
-
* note: "Bull market period",
|
|
26491
|
-
* startDate: new Date("2024-01-01"),
|
|
26492
|
-
* endDate: new Date("2024-01-31"),
|
|
26493
|
-
* },
|
|
26494
|
-
* {
|
|
26495
|
-
* note: "Bear market period",
|
|
26496
|
-
* startDate: new Date("2024-02-01"),
|
|
26497
|
-
* endDate: new Date("2024-02-28"),
|
|
26498
|
-
* },
|
|
26499
|
-
* ],
|
|
26500
|
-
* rangeTest: {
|
|
26501
|
-
* note: "Validation period",
|
|
26502
|
-
* startDate: new Date("2024-03-01"),
|
|
26503
|
-
* endDate: new Date("2024-03-31"),
|
|
26504
|
-
* },
|
|
26505
|
-
* source: [
|
|
26506
|
-
* {
|
|
26507
|
-
* name: "historical-backtests",
|
|
26508
|
-
* fetch: async ({ symbol, startDate, endDate, limit, offset }) => {
|
|
26509
|
-
* // Fetch historical backtest results from database
|
|
26510
|
-
* return await db.backtests.find({
|
|
26511
|
-
* symbol,
|
|
26512
|
-
* date: { $gte: startDate, $lte: endDate },
|
|
26513
|
-
* })
|
|
26514
|
-
* .skip(offset)
|
|
26515
|
-
* .limit(limit);
|
|
26516
|
-
* },
|
|
26517
|
-
* user: async (symbol, data, name) => {
|
|
26518
|
-
* return `Analyze these ${data.length} backtest results for ${symbol}:\n${JSON.stringify(data)}`;
|
|
26519
|
-
* },
|
|
26520
|
-
* assistant: async (symbol, data, name) => {
|
|
26521
|
-
* return "Historical data analyzed successfully";
|
|
26522
|
-
* },
|
|
26523
|
-
* },
|
|
26524
|
-
* ],
|
|
26525
|
-
* getPrompt: async (symbol, messages) => {
|
|
26526
|
-
* // Generate strategy prompt from conversation
|
|
26527
|
-
* return `"Analyze ${symbol} using RSI and MACD. Enter LONG when RSI < 30 and MACD crosses above signal."`;
|
|
26528
|
-
* },
|
|
26529
|
-
* callbacks: {
|
|
26530
|
-
* onData: (symbol, strategyData) => {
|
|
26531
|
-
* console.log(`Generated ${strategyData.length} strategies for ${symbol}`);
|
|
26532
|
-
* },
|
|
26533
|
-
* onCode: (symbol, code) => {
|
|
26534
|
-
* console.log(`Generated ${code.length} characters of code for ${symbol}`);
|
|
26535
|
-
* },
|
|
26536
|
-
* onDump: (symbol, filepath) => {
|
|
26537
|
-
* console.log(`Saved strategy to ${filepath}`);
|
|
26538
|
-
* },
|
|
26539
|
-
* onSourceData: (symbol, sourceName, data, startDate, endDate) => {
|
|
26540
|
-
* console.log(`Fetched ${data.length} rows from ${sourceName} for ${symbol}`);
|
|
26541
|
-
* },
|
|
26542
|
-
* },
|
|
26543
|
-
* });
|
|
26544
|
-
* ```
|
|
26545
|
-
*/
|
|
26546
|
-
function addOptimizerSchema(optimizerSchema) {
|
|
26547
|
-
bt.loggerService.info(ADD_OPTIMIZER_METHOD_NAME, {
|
|
26548
|
-
optimizerSchema,
|
|
26549
|
-
});
|
|
26550
|
-
bt.optimizerValidationService.addOptimizer(optimizerSchema.optimizerName, optimizerSchema);
|
|
26551
|
-
bt.optimizerSchemaService.register(optimizerSchema.optimizerName, optimizerSchema);
|
|
26552
|
-
}
|
|
26553
24765
|
/**
|
|
26554
24766
|
* Registers an action handler in the framework.
|
|
26555
24767
|
*
|
|
@@ -26632,7 +24844,6 @@ const METHOD_NAME_OVERRIDE_FRAME = "function.override.overrideFrameSchema";
|
|
|
26632
24844
|
const METHOD_NAME_OVERRIDE_WALKER = "function.override.overrideWalkerSchema";
|
|
26633
24845
|
const METHOD_NAME_OVERRIDE_SIZING = "function.override.overrideSizingSchema";
|
|
26634
24846
|
const METHOD_NAME_OVERRIDE_RISK = "function.override.overrideRiskSchema";
|
|
26635
|
-
const METHOD_NAME_OVERRIDE_OPTIMIZER = "function.override.overrideOptimizerSchema";
|
|
26636
24847
|
const METHOD_NAME_OVERRIDE_ACTION = "function.override.overrideActionSchema";
|
|
26637
24848
|
/**
|
|
26638
24849
|
* Overrides an existing trading strategy in the framework.
|
|
@@ -26805,40 +25016,6 @@ async function overrideRiskSchema(riskSchema) {
|
|
|
26805
25016
|
await bt.riskValidationService.validate(riskSchema.riskName, METHOD_NAME_OVERRIDE_RISK);
|
|
26806
25017
|
return bt.riskSchemaService.override(riskSchema.riskName, riskSchema);
|
|
26807
25018
|
}
|
|
26808
|
-
/**
|
|
26809
|
-
* Overrides an existing optimizer configuration in the framework.
|
|
26810
|
-
*
|
|
26811
|
-
* This function partially updates a previously registered optimizer with new configuration.
|
|
26812
|
-
* Only the provided fields will be updated, other fields remain unchanged.
|
|
26813
|
-
*
|
|
26814
|
-
* @param optimizerSchema - Partial optimizer configuration object
|
|
26815
|
-
* @param optimizerSchema.optimizerName - Unique optimizer identifier (must exist)
|
|
26816
|
-
* @param optimizerSchema.rangeTrain - Optional: Array of training time ranges
|
|
26817
|
-
* @param optimizerSchema.rangeTest - Optional: Testing time range
|
|
26818
|
-
* @param optimizerSchema.source - Optional: Array of data sources
|
|
26819
|
-
* @param optimizerSchema.getPrompt - Optional: Function to generate strategy prompt
|
|
26820
|
-
* @param optimizerSchema.template - Optional: Custom template overrides
|
|
26821
|
-
* @param optimizerSchema.callbacks - Optional: Lifecycle callbacks
|
|
26822
|
-
*
|
|
26823
|
-
* @example
|
|
26824
|
-
* ```typescript
|
|
26825
|
-
* overrideOptimizer({
|
|
26826
|
-
* optimizerName: "llm-strategy-generator",
|
|
26827
|
-
* rangeTest: {
|
|
26828
|
-
* note: "Updated validation period",
|
|
26829
|
-
* startDate: new Date("2024-04-01"),
|
|
26830
|
-
* endDate: new Date("2024-04-30"),
|
|
26831
|
-
* },
|
|
26832
|
-
* });
|
|
26833
|
-
* ```
|
|
26834
|
-
*/
|
|
26835
|
-
async function overrideOptimizerSchema(optimizerSchema) {
|
|
26836
|
-
bt.loggerService.log(METHOD_NAME_OVERRIDE_OPTIMIZER, {
|
|
26837
|
-
optimizerSchema,
|
|
26838
|
-
});
|
|
26839
|
-
await bt.optimizerValidationService.validate(optimizerSchema.optimizerName, METHOD_NAME_OVERRIDE_OPTIMIZER);
|
|
26840
|
-
return bt.optimizerSchemaService.override(optimizerSchema.optimizerName, optimizerSchema);
|
|
26841
|
-
}
|
|
26842
25019
|
/**
|
|
26843
25020
|
* Overrides an existing action handler configuration in the framework.
|
|
26844
25021
|
*
|
|
@@ -26913,7 +25090,6 @@ const LIST_FRAMES_METHOD_NAME = "list.listFrameSchema";
|
|
|
26913
25090
|
const LIST_WALKERS_METHOD_NAME = "list.listWalkerSchema";
|
|
26914
25091
|
const LIST_SIZINGS_METHOD_NAME = "list.listSizingSchema";
|
|
26915
25092
|
const LIST_RISKS_METHOD_NAME = "list.listRiskSchema";
|
|
26916
|
-
const LIST_OPTIMIZERS_METHOD_NAME = "list.listOptimizerSchema";
|
|
26917
25093
|
/**
|
|
26918
25094
|
* Returns a list of all registered exchange schemas.
|
|
26919
25095
|
*
|
|
@@ -27111,46 +25287,6 @@ async function listRiskSchema() {
|
|
|
27111
25287
|
bt.loggerService.log(LIST_RISKS_METHOD_NAME);
|
|
27112
25288
|
return await bt.riskValidationService.list();
|
|
27113
25289
|
}
|
|
27114
|
-
/**
|
|
27115
|
-
* Returns a list of all registered optimizer schemas.
|
|
27116
|
-
*
|
|
27117
|
-
* Retrieves all optimizers that have been registered via addOptimizer().
|
|
27118
|
-
* Useful for debugging, documentation, or building dynamic UIs.
|
|
27119
|
-
*
|
|
27120
|
-
* @returns Array of optimizer schemas with their configurations
|
|
27121
|
-
*
|
|
27122
|
-
* @example
|
|
27123
|
-
* ```typescript
|
|
27124
|
-
* import { listOptimizers, addOptimizer } from "backtest-kit";
|
|
27125
|
-
*
|
|
27126
|
-
* addOptimizer({
|
|
27127
|
-
* optimizerName: "llm-strategy-generator",
|
|
27128
|
-
* note: "Generates trading strategies using LLM",
|
|
27129
|
-
* rangeTrain: [
|
|
27130
|
-
* {
|
|
27131
|
-
* note: "Training period 1",
|
|
27132
|
-
* startDate: new Date("2024-01-01"),
|
|
27133
|
-
* endDate: new Date("2024-01-31"),
|
|
27134
|
-
* },
|
|
27135
|
-
* ],
|
|
27136
|
-
* rangeTest: {
|
|
27137
|
-
* note: "Testing period",
|
|
27138
|
-
* startDate: new Date("2024-02-01"),
|
|
27139
|
-
* endDate: new Date("2024-02-28"),
|
|
27140
|
-
* },
|
|
27141
|
-
* source: [],
|
|
27142
|
-
* getPrompt: async (symbol, messages) => "Generate strategy",
|
|
27143
|
-
* });
|
|
27144
|
-
*
|
|
27145
|
-
* const optimizers = listOptimizers();
|
|
27146
|
-
* console.log(optimizers);
|
|
27147
|
-
* // [{ optimizerName: "llm-strategy-generator", note: "Generates...", ... }]
|
|
27148
|
-
* ```
|
|
27149
|
-
*/
|
|
27150
|
-
async function listOptimizerSchema() {
|
|
27151
|
-
bt.loggerService.log(LIST_OPTIMIZERS_METHOD_NAME);
|
|
27152
|
-
return await bt.optimizerValidationService.list();
|
|
27153
|
-
}
|
|
27154
25290
|
|
|
27155
25291
|
const LISTEN_SIGNAL_METHOD_NAME = "event.listenSignal";
|
|
27156
25292
|
const LISTEN_SIGNAL_ONCE_METHOD_NAME = "event.listenSignalOnce";
|
|
@@ -27168,7 +25304,6 @@ const LISTEN_DONE_WALKER_METHOD_NAME = "event.listenDoneWalker";
|
|
|
27168
25304
|
const LISTEN_DONE_WALKER_ONCE_METHOD_NAME = "event.listenDoneWalkerOnce";
|
|
27169
25305
|
const LISTEN_PROGRESS_METHOD_NAME = "event.listenBacktestProgress";
|
|
27170
25306
|
const LISTEN_PROGRESS_WALKER_METHOD_NAME = "event.listenWalkerProgress";
|
|
27171
|
-
const LISTEN_PROGRESS_OPTIMIZER_METHOD_NAME = "event.listenOptimizerProgress";
|
|
27172
25307
|
const LISTEN_PERFORMANCE_METHOD_NAME = "event.listenPerformance";
|
|
27173
25308
|
const LISTEN_WALKER_METHOD_NAME = "event.listenWalker";
|
|
27174
25309
|
const LISTEN_WALKER_ONCE_METHOD_NAME = "event.listenWalkerOnce";
|
|
@@ -27656,34 +25791,6 @@ function listenWalkerProgress(fn) {
|
|
|
27656
25791
|
bt.loggerService.log(LISTEN_PROGRESS_WALKER_METHOD_NAME);
|
|
27657
25792
|
return progressWalkerEmitter.subscribe(functoolsKit.queued(async (event) => fn(event)));
|
|
27658
25793
|
}
|
|
27659
|
-
/**
|
|
27660
|
-
* Subscribes to optimizer progress events with queued async processing.
|
|
27661
|
-
*
|
|
27662
|
-
* Emits during optimizer execution to track data source processing progress.
|
|
27663
|
-
* Events are processed sequentially in order received, even if callback is async.
|
|
27664
|
-
* Uses queued wrapper to prevent concurrent execution of the callback.
|
|
27665
|
-
*
|
|
27666
|
-
* @param fn - Callback function to handle optimizer progress events
|
|
27667
|
-
* @returns Unsubscribe function to stop listening to events
|
|
27668
|
-
*
|
|
27669
|
-
* @example
|
|
27670
|
-
* ```typescript
|
|
27671
|
-
* import { listenOptimizerProgress } from "backtest-kit";
|
|
27672
|
-
*
|
|
27673
|
-
* const unsubscribe = listenOptimizerProgress((event) => {
|
|
27674
|
-
* console.log(`Progress: ${(event.progress * 100).toFixed(2)}%`);
|
|
27675
|
-
* console.log(`${event.processedSources} / ${event.totalSources} sources`);
|
|
27676
|
-
* console.log(`Optimizer: ${event.optimizerName}, Symbol: ${event.symbol}`);
|
|
27677
|
-
* });
|
|
27678
|
-
*
|
|
27679
|
-
* // Later: stop listening
|
|
27680
|
-
* unsubscribe();
|
|
27681
|
-
* ```
|
|
27682
|
-
*/
|
|
27683
|
-
function listenOptimizerProgress(fn) {
|
|
27684
|
-
bt.loggerService.log(LISTEN_PROGRESS_OPTIMIZER_METHOD_NAME);
|
|
27685
|
-
return progressOptimizerEmitter.subscribe(functoolsKit.queued(async (event) => fn(event)));
|
|
27686
|
-
}
|
|
27687
25794
|
/**
|
|
27688
25795
|
* Subscribes to performance metric events with queued async processing.
|
|
27689
25796
|
*
|
|
@@ -28244,138 +26351,6 @@ function listenActivePingOnce(filterFn, fn) {
|
|
|
28244
26351
|
return activePingSubject.filter(filterFn).once(fn);
|
|
28245
26352
|
}
|
|
28246
26353
|
|
|
28247
|
-
const METHOD_NAME_SIGNAL = "history.commitSignalPromptHistory";
|
|
28248
|
-
/**
|
|
28249
|
-
* Commits signal prompt history to the message array.
|
|
28250
|
-
*
|
|
28251
|
-
* Extracts trading context from ExecutionContext and MethodContext,
|
|
28252
|
-
* then adds signal-specific system prompts at the beginning and user prompt
|
|
28253
|
-
* at the end of the history array if they are not empty.
|
|
28254
|
-
*
|
|
28255
|
-
* Context extraction:
|
|
28256
|
-
* - symbol: Provided as parameter for debugging convenience
|
|
28257
|
-
* - backtest mode: From ExecutionContext
|
|
28258
|
-
* - strategyName, exchangeName, frameName: From MethodContext
|
|
28259
|
-
*
|
|
28260
|
-
* @param symbol - Trading symbol (e.g., "BTCUSDT") for debugging convenience
|
|
28261
|
-
* @param history - Message array to append prompts to
|
|
28262
|
-
* @returns Promise that resolves when prompts are added
|
|
28263
|
-
* @throws Error if ExecutionContext or MethodContext is not active
|
|
28264
|
-
*
|
|
28265
|
-
* @example
|
|
28266
|
-
* ```typescript
|
|
28267
|
-
* const messages: MessageModel[] = [];
|
|
28268
|
-
* await commitSignalPromptHistory("BTCUSDT", messages);
|
|
28269
|
-
* // messages now contains system prompts at start and user prompt at end
|
|
28270
|
-
* ```
|
|
28271
|
-
*/
|
|
28272
|
-
async function commitSignalPromptHistory(symbol, history) {
|
|
28273
|
-
bt.loggerService.log(METHOD_NAME_SIGNAL, {
|
|
28274
|
-
symbol,
|
|
28275
|
-
});
|
|
28276
|
-
if (!ExecutionContextService.hasContext()) {
|
|
28277
|
-
throw new Error("commitSignalPromptHistory requires an execution context");
|
|
28278
|
-
}
|
|
28279
|
-
if (!MethodContextService.hasContext()) {
|
|
28280
|
-
throw new Error("commitSignalPromptHistory requires a method context");
|
|
28281
|
-
}
|
|
28282
|
-
const { backtest: isBacktest } = bt.executionContextService.context;
|
|
28283
|
-
const { strategyName, exchangeName, frameName } = bt.methodContextService.context;
|
|
28284
|
-
const systemPrompts = await bt.signalPromptService.getSystemPrompt(symbol, strategyName, exchangeName, frameName, isBacktest);
|
|
28285
|
-
const userPrompt = await bt.signalPromptService.getUserPrompt(symbol, strategyName, exchangeName, frameName, isBacktest);
|
|
28286
|
-
if (systemPrompts.length > 0) {
|
|
28287
|
-
for (const content of systemPrompts) {
|
|
28288
|
-
history.unshift({
|
|
28289
|
-
role: "system",
|
|
28290
|
-
content,
|
|
28291
|
-
});
|
|
28292
|
-
}
|
|
28293
|
-
}
|
|
28294
|
-
if (userPrompt && userPrompt.trim() !== "") {
|
|
28295
|
-
history.push({
|
|
28296
|
-
role: "user",
|
|
28297
|
-
content: userPrompt,
|
|
28298
|
-
});
|
|
28299
|
-
}
|
|
28300
|
-
}
|
|
28301
|
-
|
|
28302
|
-
const DUMP_SIGNAL_METHOD_NAME = "dump.dumpSignal";
|
|
28303
|
-
/**
|
|
28304
|
-
* Dumps signal data and LLM conversation history to markdown files.
|
|
28305
|
-
* Used by AI-powered strategies to save debug logs for analysis.
|
|
28306
|
-
*
|
|
28307
|
-
* Creates a directory structure with:
|
|
28308
|
-
* - 00_system_prompt.md - System messages and output summary
|
|
28309
|
-
* - XX_user_message.md - Each user message in separate file (numbered)
|
|
28310
|
-
* - XX_llm_output.md - Final LLM output with signal data
|
|
28311
|
-
*
|
|
28312
|
-
* Skips if directory already exists to avoid overwriting previous results.
|
|
28313
|
-
*
|
|
28314
|
-
* @param signalId - Unique identifier for the result (used as directory name, e.g., UUID)
|
|
28315
|
-
* @param history - Array of message models from LLM conversation
|
|
28316
|
-
* @param signal - Signal DTO returned by LLM (position, priceOpen, TP, SL, etc.)
|
|
28317
|
-
* @param outputDir - Output directory path (default: "./dump/strategy")
|
|
28318
|
-
* @returns Promise that resolves when all files are written
|
|
28319
|
-
*
|
|
28320
|
-
* @example
|
|
28321
|
-
* ```typescript
|
|
28322
|
-
* import { dumpSignal, getCandles } from "backtest-kit";
|
|
28323
|
-
* import { v4 as uuid } from "uuid";
|
|
28324
|
-
*
|
|
28325
|
-
* addStrategy({
|
|
28326
|
-
* strategyName: "llm-strategy",
|
|
28327
|
-
* interval: "5m",
|
|
28328
|
-
* getSignal: async (symbol) => {
|
|
28329
|
-
* const messages = [];
|
|
28330
|
-
*
|
|
28331
|
-
* // Build multi-timeframe analysis conversation
|
|
28332
|
-
* const candles1h = await getCandles(symbol, "1h", 24);
|
|
28333
|
-
* messages.push(
|
|
28334
|
-
* { role: "user", content: `Analyze 1h trend:\n${formatCandles(candles1h)}` },
|
|
28335
|
-
* { role: "assistant", content: "Trend analyzed" }
|
|
28336
|
-
* );
|
|
28337
|
-
*
|
|
28338
|
-
* const candles5m = await getCandles(symbol, "5m", 24);
|
|
28339
|
-
* messages.push(
|
|
28340
|
-
* { role: "user", content: `Analyze 5m structure:\n${formatCandles(candles5m)}` },
|
|
28341
|
-
* { role: "assistant", content: "Structure analyzed" }
|
|
28342
|
-
* );
|
|
28343
|
-
*
|
|
28344
|
-
* // Request signal
|
|
28345
|
-
* messages.push({
|
|
28346
|
-
* role: "user",
|
|
28347
|
-
* content: "Generate trading signal. Use position: 'wait' if uncertain."
|
|
28348
|
-
* });
|
|
28349
|
-
*
|
|
28350
|
-
* const resultId = uuid();
|
|
28351
|
-
* const signal = await llmRequest(messages);
|
|
28352
|
-
*
|
|
28353
|
-
* // Save conversation and result for debugging
|
|
28354
|
-
* await dumpSignal(resultId, messages, signal);
|
|
28355
|
-
*
|
|
28356
|
-
* return signal;
|
|
28357
|
-
* }
|
|
28358
|
-
* });
|
|
28359
|
-
*
|
|
28360
|
-
* // Creates: ./dump/strategy/{uuid}/00_system_prompt.md
|
|
28361
|
-
* // ./dump/strategy/{uuid}/01_user_message.md (1h analysis)
|
|
28362
|
-
* // ./dump/strategy/{uuid}/02_assistant_message.md
|
|
28363
|
-
* // ./dump/strategy/{uuid}/03_user_message.md (5m analysis)
|
|
28364
|
-
* // ./dump/strategy/{uuid}/04_assistant_message.md
|
|
28365
|
-
* // ./dump/strategy/{uuid}/05_user_message.md (signal request)
|
|
28366
|
-
* // ./dump/strategy/{uuid}/06_llm_output.md (final signal)
|
|
28367
|
-
* ```
|
|
28368
|
-
*/
|
|
28369
|
-
async function dumpSignalData(signalId, history, signal, outputDir = "./dump/strategy") {
|
|
28370
|
-
bt.loggerService.info(DUMP_SIGNAL_METHOD_NAME, {
|
|
28371
|
-
signalId,
|
|
28372
|
-
history,
|
|
28373
|
-
signal,
|
|
28374
|
-
outputDir,
|
|
28375
|
-
});
|
|
28376
|
-
return await bt.outlineMarkdownService.dumpSignal(signalId, history, signal, outputDir);
|
|
28377
|
-
}
|
|
28378
|
-
|
|
28379
26354
|
const BACKTEST_METHOD_NAME_RUN = "BacktestUtils.run";
|
|
28380
26355
|
const BACKTEST_METHOD_NAME_BACKGROUND = "BacktestUtils.background";
|
|
28381
26356
|
const BACKTEST_METHOD_NAME_STOP = "BacktestUtils.stop";
|
|
@@ -31535,104 +29510,6 @@ PositionSizeUtils.atrBased = async (symbol, accountBalance, priceOpen, atr, cont
|
|
|
31535
29510
|
};
|
|
31536
29511
|
const PositionSize = PositionSizeUtils;
|
|
31537
29512
|
|
|
31538
|
-
const OPTIMIZER_METHOD_NAME_GET_DATA = "OptimizerUtils.getData";
|
|
31539
|
-
const OPTIMIZER_METHOD_NAME_GET_CODE = "OptimizerUtils.getCode";
|
|
31540
|
-
const OPTIMIZER_METHOD_NAME_DUMP = "OptimizerUtils.dump";
|
|
31541
|
-
/**
|
|
31542
|
-
* Public API utilities for optimizer operations.
|
|
31543
|
-
* Provides high-level methods for strategy generation and code export.
|
|
31544
|
-
*
|
|
31545
|
-
* Usage:
|
|
31546
|
-
* ```typescript
|
|
31547
|
-
* import { Optimizer } from "backtest-kit";
|
|
31548
|
-
*
|
|
31549
|
-
* // Get strategy data
|
|
31550
|
-
* const strategies = await Optimizer.getData("BTCUSDT", {
|
|
31551
|
-
* optimizerName: "my-optimizer"
|
|
31552
|
-
* });
|
|
31553
|
-
*
|
|
31554
|
-
* // Generate code
|
|
31555
|
-
* const code = await Optimizer.getCode("BTCUSDT", {
|
|
31556
|
-
* optimizerName: "my-optimizer"
|
|
31557
|
-
* });
|
|
31558
|
-
*
|
|
31559
|
-
* // Save to file
|
|
31560
|
-
* await Optimizer.dump("BTCUSDT", {
|
|
31561
|
-
* optimizerName: "my-optimizer"
|
|
31562
|
-
* }, "./output");
|
|
31563
|
-
* ```
|
|
31564
|
-
*/
|
|
31565
|
-
class OptimizerUtils {
|
|
31566
|
-
constructor() {
|
|
31567
|
-
/**
|
|
31568
|
-
* Fetches data from all sources and generates strategy metadata.
|
|
31569
|
-
* Processes each training range and builds LLM conversation history.
|
|
31570
|
-
*
|
|
31571
|
-
* @param symbol - Trading pair symbol
|
|
31572
|
-
* @param context - Context with optimizerName
|
|
31573
|
-
* @returns Array of generated strategies with conversation context
|
|
31574
|
-
* @throws Error if optimizer not found
|
|
31575
|
-
*/
|
|
31576
|
-
this.getData = async (symbol, context) => {
|
|
31577
|
-
bt.loggerService.info(OPTIMIZER_METHOD_NAME_GET_DATA, {
|
|
31578
|
-
symbol,
|
|
31579
|
-
context,
|
|
31580
|
-
});
|
|
31581
|
-
bt.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_DATA);
|
|
31582
|
-
return await bt.optimizerGlobalService.getData(symbol, context.optimizerName);
|
|
31583
|
-
};
|
|
31584
|
-
/**
|
|
31585
|
-
* Generates complete executable strategy code.
|
|
31586
|
-
* Includes imports, helpers, strategies, walker, and launcher.
|
|
31587
|
-
*
|
|
31588
|
-
* @param symbol - Trading pair symbol
|
|
31589
|
-
* @param context - Context with optimizerName
|
|
31590
|
-
* @returns Generated TypeScript/JavaScript code as string
|
|
31591
|
-
* @throws Error if optimizer not found
|
|
31592
|
-
*/
|
|
31593
|
-
this.getCode = async (symbol, context) => {
|
|
31594
|
-
bt.loggerService.info(OPTIMIZER_METHOD_NAME_GET_CODE, {
|
|
31595
|
-
symbol,
|
|
31596
|
-
context,
|
|
31597
|
-
});
|
|
31598
|
-
bt.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_CODE);
|
|
31599
|
-
return await bt.optimizerGlobalService.getCode(symbol, context.optimizerName);
|
|
31600
|
-
};
|
|
31601
|
-
/**
|
|
31602
|
-
* Generates and saves strategy code to file.
|
|
31603
|
-
* Creates directory if needed, writes .mjs file.
|
|
31604
|
-
*
|
|
31605
|
-
* Format: `{optimizerName}_{symbol}.mjs`
|
|
31606
|
-
*
|
|
31607
|
-
* @param symbol - Trading pair symbol
|
|
31608
|
-
* @param context - Context with optimizerName
|
|
31609
|
-
* @param path - Output directory path (default: "./")
|
|
31610
|
-
* @throws Error if optimizer not found or file write fails
|
|
31611
|
-
*/
|
|
31612
|
-
this.dump = async (symbol, context, path) => {
|
|
31613
|
-
bt.loggerService.info(OPTIMIZER_METHOD_NAME_DUMP, {
|
|
31614
|
-
symbol,
|
|
31615
|
-
context,
|
|
31616
|
-
path,
|
|
31617
|
-
});
|
|
31618
|
-
bt.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_DUMP);
|
|
31619
|
-
await bt.optimizerGlobalService.dump(symbol, context.optimizerName, path);
|
|
31620
|
-
};
|
|
31621
|
-
}
|
|
31622
|
-
}
|
|
31623
|
-
/**
|
|
31624
|
-
* Singleton instance of OptimizerUtils.
|
|
31625
|
-
* Public API for optimizer operations.
|
|
31626
|
-
*
|
|
31627
|
-
* @example
|
|
31628
|
-
* ```typescript
|
|
31629
|
-
* import { Optimizer } from "backtest-kit";
|
|
31630
|
-
*
|
|
31631
|
-
* await Optimizer.dump("BTCUSDT", { optimizerName: "my-optimizer" });
|
|
31632
|
-
* ```
|
|
31633
|
-
*/
|
|
31634
|
-
const Optimizer = new OptimizerUtils();
|
|
31635
|
-
|
|
31636
29513
|
const PARTIAL_METHOD_NAME_GET_DATA = "PartialUtils.getData";
|
|
31637
29514
|
const PARTIAL_METHOD_NAME_GET_REPORT = "PartialUtils.getReport";
|
|
31638
29515
|
const PARTIAL_METHOD_NAME_DUMP = "PartialUtils.dump";
|
|
@@ -33678,7 +31555,6 @@ exports.MarkdownFileBase = MarkdownFileBase;
|
|
|
33678
31555
|
exports.MarkdownFolderBase = MarkdownFolderBase;
|
|
33679
31556
|
exports.MethodContextService = MethodContextService;
|
|
33680
31557
|
exports.Notification = Notification;
|
|
33681
|
-
exports.Optimizer = Optimizer;
|
|
33682
31558
|
exports.Partial = Partial;
|
|
33683
31559
|
exports.Performance = Performance;
|
|
33684
31560
|
exports.PersistBase = PersistBase;
|
|
@@ -33697,7 +31573,6 @@ exports.Walker = Walker;
|
|
|
33697
31573
|
exports.addActionSchema = addActionSchema;
|
|
33698
31574
|
exports.addExchangeSchema = addExchangeSchema;
|
|
33699
31575
|
exports.addFrameSchema = addFrameSchema;
|
|
33700
|
-
exports.addOptimizerSchema = addOptimizerSchema;
|
|
33701
31576
|
exports.addRiskSchema = addRiskSchema;
|
|
33702
31577
|
exports.addSizingSchema = addSizingSchema;
|
|
33703
31578
|
exports.addStrategySchema = addStrategySchema;
|
|
@@ -33707,10 +31582,8 @@ exports.commitCancelScheduled = commitCancelScheduled;
|
|
|
33707
31582
|
exports.commitClosePending = commitClosePending;
|
|
33708
31583
|
exports.commitPartialLoss = commitPartialLoss;
|
|
33709
31584
|
exports.commitPartialProfit = commitPartialProfit;
|
|
33710
|
-
exports.commitSignalPromptHistory = commitSignalPromptHistory;
|
|
33711
31585
|
exports.commitTrailingStop = commitTrailingStop;
|
|
33712
31586
|
exports.commitTrailingTake = commitTrailingTake;
|
|
33713
|
-
exports.dumpSignalData = dumpSignalData;
|
|
33714
31587
|
exports.emitters = emitters;
|
|
33715
31588
|
exports.formatPrice = formatPrice;
|
|
33716
31589
|
exports.formatQuantity = formatQuantity;
|
|
@@ -33728,7 +31601,6 @@ exports.getDefaultConfig = getDefaultConfig;
|
|
|
33728
31601
|
exports.getExchangeSchema = getExchangeSchema;
|
|
33729
31602
|
exports.getFrameSchema = getFrameSchema;
|
|
33730
31603
|
exports.getMode = getMode;
|
|
33731
|
-
exports.getOptimizerSchema = getOptimizerSchema;
|
|
33732
31604
|
exports.getOrderBook = getOrderBook;
|
|
33733
31605
|
exports.getRawCandles = getRawCandles;
|
|
33734
31606
|
exports.getRiskSchema = getRiskSchema;
|
|
@@ -33740,7 +31612,6 @@ exports.hasTradeContext = hasTradeContext;
|
|
|
33740
31612
|
exports.lib = backtest;
|
|
33741
31613
|
exports.listExchangeSchema = listExchangeSchema;
|
|
33742
31614
|
exports.listFrameSchema = listFrameSchema;
|
|
33743
|
-
exports.listOptimizerSchema = listOptimizerSchema;
|
|
33744
31615
|
exports.listRiskSchema = listRiskSchema;
|
|
33745
31616
|
exports.listSizingSchema = listSizingSchema;
|
|
33746
31617
|
exports.listStrategySchema = listStrategySchema;
|
|
@@ -33758,7 +31629,6 @@ exports.listenDoneWalker = listenDoneWalker;
|
|
|
33758
31629
|
exports.listenDoneWalkerOnce = listenDoneWalkerOnce;
|
|
33759
31630
|
exports.listenError = listenError;
|
|
33760
31631
|
exports.listenExit = listenExit;
|
|
33761
|
-
exports.listenOptimizerProgress = listenOptimizerProgress;
|
|
33762
31632
|
exports.listenPartialLossAvailable = listenPartialLossAvailable;
|
|
33763
31633
|
exports.listenPartialLossAvailableOnce = listenPartialLossAvailableOnce;
|
|
33764
31634
|
exports.listenPartialProfitAvailable = listenPartialProfitAvailable;
|
|
@@ -33782,7 +31652,6 @@ exports.listenWalkerProgress = listenWalkerProgress;
|
|
|
33782
31652
|
exports.overrideActionSchema = overrideActionSchema;
|
|
33783
31653
|
exports.overrideExchangeSchema = overrideExchangeSchema;
|
|
33784
31654
|
exports.overrideFrameSchema = overrideFrameSchema;
|
|
33785
|
-
exports.overrideOptimizerSchema = overrideOptimizerSchema;
|
|
33786
31655
|
exports.overrideRiskSchema = overrideRiskSchema;
|
|
33787
31656
|
exports.overrideSizingSchema = overrideSizingSchema;
|
|
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exports.overrideStrategySchema = overrideStrategySchema;
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