desic-okx-agent 0.2.1 → 0.3.0

package/dist/strategy/service.js.map

@@ -0,0 +1 @@
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package/dist/strategy/settings.d.ts

@@ -0,0 +1,162 @@
+/**
+ * Every backtest assumption a user can set, with its bounds.
+ *
+ * Declared as data rather than scattered across the CLI, the shell, and the
+ * engine request. Each surface renders this list, so a new setting appears
+ * everywhere at once and cannot drift between them — the previous hardcoded
+ * "10,000 USDT · 10x" line in the shell was wrong whenever a caller passed
+ * anything else.
+ */
+export type SettingKind = "number" | "percent" | "bps" | "rate" | "boolean" | "integer";
+export interface SettingSpec {
+    key: string;
+    /** Short flag name used by the CLI, without dashes. */
+    flag: string;
+    kind: SettingKind;
+    default: number | boolean;
+    minimum?: number;
+    maximum?: number;
+    /** Message bundle key for the label. */
+    label: string;
+    /** Message bundle key for the one-line explanation. */
+    help: string;
+}
+export declare const SETTING_SPECS: readonly [{
+    readonly key: "initialEquityUsdt";
+    readonly flag: "equity";
+    readonly kind: "number";
+    readonly default: 10000;
+    readonly minimum: 1;
+    readonly maximum: 100000000;
+    readonly label: "settingEquity";
+    readonly help: "settingEquityHelp";
+}, {
+    readonly key: "leverage";
+    readonly flag: "leverage";
+    readonly kind: "number";
+    readonly default: 10;
+    readonly minimum: 1;
+    readonly maximum: 125;
+    readonly label: "settingLeverage";
+    readonly help: "settingLeverageHelp";
+}, {
+    readonly key: "marginSafetyMultiplier";
+    readonly flag: "margin-safety";
+    readonly kind: "number";
+    readonly default: 1;
+    readonly minimum: 1;
+    readonly maximum: 20;
+    readonly label: "settingMarginSafety";
+    readonly help: "settingMarginSafetyHelp";
+}, {
+    readonly key: "entryBudgetPct";
+    readonly flag: "budget-pct";
+    readonly kind: "percent";
+    readonly default: 0.2;
+    readonly minimum: 0.001;
+    readonly maximum: 1;
+    readonly label: "settingBudgetPct";
+    readonly help: "settingBudgetPctHelp";
+}, {
+    readonly key: "entryBudgetUsdt";
+    readonly flag: "budget-usdt";
+    readonly kind: "number";
+    readonly default: 0;
+    readonly minimum: 0;
+    readonly maximum: 100000000;
+    readonly label: "settingBudgetUsdt";
+    readonly help: "settingBudgetUsdtHelp";
+}, {
+    readonly key: "takerFeeRate";
+    readonly flag: "taker-fee";
+    readonly kind: "rate";
+    readonly default: 0.0005;
+    readonly minimum: 0;
+    readonly maximum: 0.01;
+    readonly label: "settingTakerFee";
+    readonly help: "settingTakerFeeHelp";
+}, {
+    readonly key: "makerFeeRate";
+    readonly flag: "maker-fee";
+    readonly kind: "rate";
+    readonly default: 0.0002;
+    readonly minimum: 0;
+    readonly maximum: 0.01;
+    readonly label: "settingMakerFee";
+    readonly help: "settingMakerFeeHelp";
+}, {
+    readonly key: "entrySlippageBps";
+    readonly flag: "entry-slippage";
+    readonly kind: "bps";
+    readonly default: 1;
+    readonly minimum: 0;
+    readonly maximum: 1000;
+    readonly label: "settingEntrySlippage";
+    readonly help: "settingEntrySlippageHelp";
+}, {
+    readonly key: "exitSlippageBps";
+    readonly flag: "exit-slippage";
+    readonly kind: "bps";
+    readonly default: 1;
+    readonly minimum: 0;
+    readonly maximum: 1000;
+    readonly label: "settingExitSlippage";
+    readonly help: "settingExitSlippageHelp";
+}, {
+    readonly key: "preloadBars";
+    readonly flag: "preload";
+    readonly kind: "integer";
+    readonly default: 120;
+    readonly minimum: 2;
+    readonly maximum: 20000;
+    readonly label: "settingPreload";
+    readonly help: "settingPreloadHelp";
+}, {
+    readonly key: "days";
+    readonly flag: "days";
+    readonly kind: "integer";
+    readonly default: 30;
+    readonly minimum: 1;
+    readonly maximum: 365;
+    readonly label: "settingDays";
+    readonly help: "settingDaysHelp";
+}, {
+    readonly key: "closeAtEnd";
+    readonly flag: "close-at-end";
+    readonly kind: "boolean";
+    readonly default: true;
+    readonly label: "settingCloseAtEnd";
+    readonly help: "settingCloseAtEndHelp";
+}];
+export type SettingKey = (typeof SETTING_SPECS)[number]["key"];
+/**
+ * One entry per setting. Only `closeAtEnd` is a flag; the rest are numeric, so
+ * the shape is spelled out rather than derived through a conditional type that
+ * would reference the spec list from inside its own declaration.
+ */
+export type BacktestSettings = Record<Exclude<SettingKey, "closeAtEnd">, number> & {
+    closeAtEnd: boolean;
+};
+declare const SETTINGS_PATH: string;
+export declare function specFor(key: string): SettingSpec | undefined;
+export declare function defaultSettings(): BacktestSettings;
+/**
+ * Validates one value against its declared bounds.
+ *
+ * Out-of-range input is rejected rather than clamped: silently running a
+ * different backtest than the one asked for is how a wrong assumption becomes
+ * invisible in the results.
+ */
+export declare function coerceSetting(spec: SettingSpec, raw: unknown): number | boolean;
+/** Saved settings merged over the defaults, so a partial file stays usable. */
+export declare function loadSettings(): BacktestSettings;
+export declare function saveSettings(settings: BacktestSettings): void;
+export declare function resetSettings(): BacktestSettings;
+/** Applies one `key=value` pair, returning a new settings object. */
+export declare function withSetting(settings: BacktestSettings, key: string, raw: unknown): {
+    settings: BacktestSettings;
+    spec: SettingSpec;
+};
+/** Human-readable form of one value, in the unit a user thinks in. */
+export declare function formatSettingValue(spec: SettingSpec, value: number | boolean): string;
+export { SETTINGS_PATH };

package/dist/strategy/settings.js

@@ -0,0 +1,243 @@
+import fs from "node:fs";
+import path from "node:path";
+import { CONFIG_DIR } from "../config/paths.js";
+import { RuntimeError } from "../core/errors.js";
+export const SETTING_SPECS = [
+    {
+        key: "initialEquityUsdt",
+        flag: "equity",
+        kind: "number",
+        default: 10_000,
+        minimum: 1,
+        maximum: 100_000_000,
+        label: "settingEquity",
+        help: "settingEquityHelp"
+    },
+    {
+        key: "leverage",
+        flag: "leverage",
+        kind: "number",
+        default: 10,
+        minimum: 1,
+        maximum: 125,
+        label: "settingLeverage",
+        help: "settingLeverageHelp"
+    },
+    {
+        key: "marginSafetyMultiplier",
+        flag: "margin-safety",
+        kind: "number",
+        default: 1,
+        minimum: 1,
+        maximum: 20,
+        label: "settingMarginSafety",
+        help: "settingMarginSafetyHelp"
+    },
+    {
+        key: "entryBudgetPct",
+        flag: "budget-pct",
+        kind: "percent",
+        default: 0.2,
+        minimum: 0.001,
+        maximum: 1,
+        label: "settingBudgetPct",
+        help: "settingBudgetPctHelp"
+    },
+    {
+        key: "entryBudgetUsdt",
+        flag: "budget-usdt",
+        kind: "number",
+        default: 0,
+        minimum: 0,
+        maximum: 100_000_000,
+        label: "settingBudgetUsdt",
+        help: "settingBudgetUsdtHelp"
+    },
+    {
+        key: "takerFeeRate",
+        flag: "taker-fee",
+        kind: "rate",
+        default: 0.0005,
+        minimum: 0,
+        maximum: 0.01,
+        label: "settingTakerFee",
+        help: "settingTakerFeeHelp"
+    },
+    {
+        key: "makerFeeRate",
+        flag: "maker-fee",
+        kind: "rate",
+        default: 0.0002,
+        minimum: 0,
+        maximum: 0.01,
+        label: "settingMakerFee",
+        help: "settingMakerFeeHelp"
+    },
+    {
+        key: "entrySlippageBps",
+        flag: "entry-slippage",
+        kind: "bps",
+        default: 1,
+        minimum: 0,
+        maximum: 1_000,
+        label: "settingEntrySlippage",
+        help: "settingEntrySlippageHelp"
+    },
+    {
+        key: "exitSlippageBps",
+        flag: "exit-slippage",
+        kind: "bps",
+        default: 1,
+        minimum: 0,
+        maximum: 1_000,
+        label: "settingExitSlippage",
+        help: "settingExitSlippageHelp"
+    },
+    {
+        key: "preloadBars",
+        flag: "preload",
+        kind: "integer",
+        default: 120,
+        minimum: 2,
+        maximum: 20_000,
+        label: "settingPreload",
+        help: "settingPreloadHelp"
+    },
+    {
+        key: "days",
+        flag: "days",
+        kind: "integer",
+        default: 30,
+        minimum: 1,
+        maximum: 365,
+        label: "settingDays",
+        help: "settingDaysHelp"
+    },
+    {
+        key: "closeAtEnd",
+        flag: "close-at-end",
+        kind: "boolean",
+        default: true,
+        label: "settingCloseAtEnd",
+        help: "settingCloseAtEndHelp"
+    }
+];
+const SETTINGS_PATH = path.join(CONFIG_DIR, "backtest-settings.json");
+export function specFor(key) {
+    return SETTING_SPECS.find((spec) => spec.key === key || spec.flag === key);
+}
+export function defaultSettings() {
+    const values = {};
+    for (const spec of SETTING_SPECS)
+        values[spec.key] = spec.default;
+    return values;
+}
+/**
+ * Validates one value against its declared bounds.
+ *
+ * Out-of-range input is rejected rather than clamped: silently running a
+ * different backtest than the one asked for is how a wrong assumption becomes
+ * invisible in the results.
+ */
+export function coerceSetting(spec, raw) {
+    if (spec.kind === "boolean") {
+        if (typeof raw === "boolean")
+            return raw;
+        const text = String(raw).trim().toLowerCase();
+        if (["true", "yes", "y", "1", "on"].includes(text))
+            return true;
+        if (["false", "no", "n", "0", "off"].includes(text))
+            return false;
+        throw new RuntimeError("VALIDATION", `${spec.key} must be true or false`);
+    }
+    // `Number("")` is 0, so an empty value would otherwise pass as a legitimate
+    // zero — which for a fee or a budget silently changes what is simulated.
+    const text = typeof raw === "number" ? String(raw) : String(raw).trim();
+    if (text === "") {
+        throw new RuntimeError("VALIDATION", `${spec.key} must be a number`);
+    }
+    const value = Number(text);
+    if (!Number.isFinite(value)) {
+        throw new RuntimeError("VALIDATION", `${spec.key} must be a number`);
+    }
+    if (spec.kind === "integer" && !Number.isInteger(value)) {
+        throw new RuntimeError("VALIDATION", `${spec.key} must be a whole number`);
+    }
+    if (spec.minimum !== undefined && value < spec.minimum) {
+        throw new RuntimeError("VALIDATION", `${spec.key} must be at least ${spec.minimum}`);
+    }
+    if (spec.maximum !== undefined && value > spec.maximum) {
+        throw new RuntimeError("VALIDATION", `${spec.key} must be at most ${spec.maximum}`);
+    }
+    return value;
+}
+/** Saved settings merged over the defaults, so a partial file stays usable. */
+export function loadSettings() {
+    const merged = { ...defaultSettings() };
+    let stored;
+    try {
+        stored = JSON.parse(fs.readFileSync(SETTINGS_PATH, "utf8"));
+    }
+    catch {
+        return merged;
+    }
+    for (const spec of SETTING_SPECS) {
+        const value = stored[spec.key];
+        if (value === undefined || value === null)
+            continue;
+        try {
+            merged[spec.key] = coerceSetting(spec, value);
+        }
+        catch {
+            // A single bad entry falls back to its default rather than making the
+            // whole file unusable.
+        }
+    }
+    return merged;
+}
+export function saveSettings(settings) {
+    fs.mkdirSync(CONFIG_DIR, { recursive: true, mode: 0o700 });
+    const ordered = {};
+    for (const spec of SETTING_SPECS)
+        ordered[spec.key] = settings[spec.key];
+    fs.writeFileSync(SETTINGS_PATH, `${JSON.stringify(ordered, null, 2)}\n`, { mode: 0o600 });
+}
+export function resetSettings() {
+    const defaults = defaultSettings();
+    saveSettings(defaults);
+    return defaults;
+}
+/** Applies one `key=value` pair, returning a new settings object. */
+export function withSetting(settings, key, raw) {
+    const spec = specFor(key);
+    if (!spec) {
+        throw new RuntimeError("VALIDATION", `Unknown setting '${key}'`, false, {
+            available: SETTING_SPECS.map((item) => item.key)
+        });
+    }
+    return {
+        settings: { ...settings, [spec.key]: coerceSetting(spec, raw) },
+        spec
+    };
+}
+/** Human-readable form of one value, in the unit a user thinks in. */
+export function formatSettingValue(spec, value) {
+    if (spec.kind === "boolean")
+        return value ? "on" : "off";
+    const numeric = Number(value);
+    switch (spec.kind) {
+        case "percent":
+            return `${(numeric * 100).toFixed(2)}%`;
+        case "rate":
+            // Fee rates are quoted in basis points in practice.
+            return `${(numeric * 10_000).toFixed(2)} bps`;
+        case "bps":
+            return `${numeric} bps`;
+        case "integer":
+            return numeric.toLocaleString("en-US");
+        default:
+            return numeric.toLocaleString("en-US", { maximumFractionDigits: 4 });
+    }
+}
+export { SETTINGS_PATH };
+//# sourceMappingURL=settings.js.map

package/dist/strategy/settings.js.map

@@ -0,0 +1 @@
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package/dist/strategy/store.d.ts

@@ -0,0 +1,96 @@
+import type Database from "better-sqlite3";
+import type { CandidateRow, CandidateStatus, EquityPoint, Page, RunKind, RunStatus, RunSummary } from "./types.js";
+export declare class StrategyStore {
+    private readonly db;
+    private readonly now;
+    constructor(db: Database.Database, now?: () => number);
+    /**
+     * Adds columns introduced after a database was first created.
+     *
+     * `CREATE TABLE IF NOT EXISTS` does nothing to an existing table, so a new
+     * column is invisible to anyone upgrading — every read then fails with "no
+     * such column" until the file is deleted.
+     */
+    private migrate;
+    /**
+     * Marks runs left behind by a previous process as failed.
+     *
+     * A queued or running row cannot survive a restart: its worker is gone, so
+     * leaving it in place would show a run that will never progress.
+     */
+    failInterruptedRuns(): number;
+    createRun(input: {
+        kind: RunKind;
+        strategyName: string;
+        source: string;
+        instId: string;
+        request: unknown;
+    }): string;
+    markRunning(id: string, barCount: number, preloadBars: number, dataSnapshotId: string, assumptions?: Record<string, unknown>): void;
+    updateProgress(id: string, progressPct: number, etaMs: number | null): void;
+    completeRun(id: string, metrics: Record<string, unknown>, equity: EquityPoint[], trades: unknown[], actions: unknown[]): void;
+    failRun(id: string, error: string): void;
+    cancelRun(id: string): boolean;
+    run(id: string): RunSummary | undefined;
+    runSource(id: string): string | undefined;
+    /**
+     * The request a run was queued with.
+     *
+     * Read back rather than recomputed: an optimize report needs the space and
+     * budget exactly as they were resolved, and re-deriving them from current
+     * settings would describe a different search than the one that ran.
+     */
+    runRequest(id: string): Record<string, unknown> | undefined;
+    listRuns(options?: {
+        limit?: number;
+        status?: RunStatus;
+        instId?: string;
+    }): RunSummary[];
+    /**
+     * The most recent completed backtest of this exact source on this instrument.
+     *
+     * Matched on the source hash rather than a name or a file path: enabling a profile
+     * requires evidence that *this* code was run against *this* contract, and a hash is
+     * the only thing that cannot drift when a file is edited.
+     *
+     * A failed or cancelled run does not count. It says nothing about whether the
+     * strategy works, which is the entire reason the evidence is required.
+     */
+    latestCompletedRun(strategyHash: string, instId: string): RunSummary | undefined;
+    deleteRun(id: string): boolean;
+    equity(id: string, offset?: number, limit?: number): Page<EquityPoint>;
+    equityLength(id: string): number;
+    trades(id: string, offset?: number, limit?: number): Page<unknown>;
+    /**
+     * Records the candidate set up front, before any of it has run.
+     *
+     * Written in one transaction so a reader never sees a partial set and mistakes
+     * it for a smaller search than the one under way.
+     */
+    seedCandidates(runId: string, candidates: Array<Record<string, number>>): void;
+    markCandidateRunning(runId: string, index: number): void;
+    completeCandidate(runId: string, index: number, result: {
+        train: Record<string, unknown>;
+        validation: Record<string, unknown>;
+        rankScore: number;
+        rankBasis: string;
+        verdict: string;
+    }): void;
+    failCandidate(runId: string, index: number, error: string): void;
+    /**
+     * Candidates in rank order, best first.
+     *
+     * `rank_score IS NULL` sorts last explicitly: SQLite orders nulls first under
+     * `DESC`, which would put every failure above the winner.
+     */
+    candidates(runId: string, limit?: number): CandidateRow[];
+    candidateCounts(runId: string): Record<CandidateStatus, number> & {
+        total: number;
+    };
+    actions(id: string, offset?: number, limit?: number): Page<unknown>;
+    private writeSeries;
+    private writeRows;
+    private readRows;
+}
+export declare function sourceHash(source: string): string;
+export declare function requireRun(store: StrategyStore, id: string): RunSummary;