desic-okx-agent 0.3.0 → 0.3.2

package/README.en.md

@@ -348,6 +348,6 @@ Trading software can cause financial loss. This project provides no investment a
 
 ## Status and license
 
-This is pre-release software at version `0.3.0`. OKX Demo trading should be validated in the target network environment before a `1.0.0` release. Strategy research and live execution have been verified end to end on the OKX demo venue; **live execution has not yet run against real money over any length of time**.
+This is pre-release software at version `0.3.2`. OKX Demo trading should be validated in the target network environment before a `1.0.0` release. Strategy research and live execution have been verified end to end on the OKX demo venue; **live execution has not yet run against real money over any length of time**.
 
 MIT License. See `LICENSE`. OKX and related marks belong to their respective owners.

package/README.md

@@ -334,6 +334,6 @@ npm link
 
 ## 状态与许可
 
-当前为 `0.3.0` 预发布版本。正式发布 `1.0.0` 前，应在目标网络环境中完成 OKX Demo 交易验证。策略研究与实盘执行已在 OKX 模拟盘上端到端验证过，**实盘执行尚未经过长期真钱运行**。
+当前为 `0.3.2` 预发布版本。正式发布 `1.0.0` 前，应在目标网络环境中完成 OKX Demo 交易验证。策略研究与实盘执行已在 OKX 模拟盘上端到端验证过，**实盘执行尚未经过长期真钱运行**。
 
 MIT License，详见 `LICENSE`。OKX 及相关商标归其各自权利人所有。

package/dist/report/fetch.d.ts

@@ -1,6 +1,12 @@
 import type { RuntimeClient } from "../runtime/client.js";
+import type { EquityPoint } from "../strategy/types.js";
 import type { ReportInput } from "./html.js";
 import type { ComparisonInput } from "./compare.js";
+import type { RunSummary } from "../strategy/types.js";
+interface Page<T> {
+    rows: T[];
+    total: number;
+}
 /**
  * Gathers everything a report needs, following pagination.
  *
@@ -18,3 +24,29 @@ export declare function collectReport(client: RuntimeClient, runId: string): Pro
  * it shows. Fetched concurrently, since the reads are independent.
  */
 export declare function collectComparison(client: RuntimeClient, runIds: string[]): Promise<ComparisonInput>;
+/**
+ * The same gathering, for a caller already inside the runtime.
+ *
+ * A tool runs in the process that owns the store, so it reads the service directly
+ * rather than issuing HTTP calls back to itself. The pagination is duplicated
+ * deliberately: the page cap is the store's, not the transport's, so a one-shot read
+ * would return a prefix here exactly as it would over the wire.
+ */
+export declare function collectReportLocal(strategy: LocalReportSource, runId: string): ReportInput;
+export declare function collectComparisonLocal(strategy: LocalReportSource, runIds: string[]): ComparisonInput;
+/** What the local collectors need, so a test can supply it without a full service. */
+export interface LocalReportSource {
+    getRun(id: string): {
+        data: RunSummary;
+    };
+    equity(id: string, offset?: number, limit?: number): {
+        data: Page<EquityPoint>;
+    };
+    trades(id: string, offset?: number, limit?: number): {
+        data: Page<unknown>;
+    };
+    actions(id: string, offset?: number, limit?: number): {
+        data: Page<unknown>;
+    };
+}
+export {};

package/dist/report/fetch.js

@@ -53,4 +53,46 @@ async function collect(client, tool, runId, ceiling) {
     }
     return rows;
 }
+/**
+ * The same gathering, for a caller already inside the runtime.
+ *
+ * A tool runs in the process that owns the store, so it reads the service directly
+ * rather than issuing HTTP calls back to itself. The pagination is duplicated
+ * deliberately: the page cap is the store's, not the transport's, so a one-shot read
+ * would return a prefix here exactly as it would over the wire.
+ */
+export function collectReportLocal(strategy, runId) {
+    const run = strategy.getRun(runId).data;
+    return {
+        run,
+        equity: pageLocal((offset, limit) => strategy.equity(runId, offset, limit).data, MAX_POINTS),
+        trades: pageLocal((offset, limit) => strategy.trades(runId, offset, limit).data, 50_000),
+        actions: pageLocal((offset, limit) => strategy.actions(runId, offset, limit).data, 50_000)
+    };
+}
+export function collectComparisonLocal(strategy, runIds) {
+    return {
+        runs: runIds.map((runId) => {
+            const run = strategy.getRun(runId).data;
+            // A run that never completed has no curve; it is still listed so the comparison
+            // can say why it is missing rather than dropping it silently.
+            const equity = run.status === "completed"
+                ? pageLocal((offset, limit) => strategy.equity(runId, offset, limit).data, MAX_POINTS)
+                : [];
+            return { run, equity };
+        })
+    };
+}
+function pageLocal(read, ceiling) {
+    const rows = [];
+    let offset = 0;
+    for (;;) {
+        const page = read(offset, MAX_PAGE_ROWS);
+        rows.push(...page.rows);
+        offset += page.rows.length;
+        if (page.rows.length === 0 || offset >= page.total || rows.length >= ceiling)
+            break;
+    }
+    return rows;
+}
 //# sourceMappingURL=fetch.js.map

package/dist/report/fetch.js.map

@@ -1 +1 @@
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package/dist/strategy/schema.d.ts

@@ -1,9 +1,11 @@
 /**
  * Storage for queued and completed strategy runs.
  *
- * The equity curve is stored as fixed-width little-endian float64 blocks rather
- * than JSON rows. A 500k-bar curve is tens of megabytes as JSON objects and
- * under a megabyte here, and every value round-trips bit-for-bit — decimal JSON
- * text does not guarantee that.
+ * The equity curve is stored as chunked binary float64 blocks rather than JSON rows.
+ * Every value round-trips bit-for-bit, which decimal JSON text does not guarantee, and
+ * a measured 344k-point curve is 2.4 MB here against roughly 40 MB as JSON objects.
+ *
+ * `codec` names the layout of each chunk's payload. It is read rather than inferred so
+ * that chunks written by an earlier build keep decoding correctly — see `series-codec.ts`.
  */
-export declare const STRATEGY_SCHEMA_SQL = "\nCREATE TABLE IF NOT EXISTS strategy_runs (\n  id TEXT PRIMARY KEY,\n  kind TEXT NOT NULL,\n  status TEXT NOT NULL,\n  strategy_name TEXT NOT NULL,\n  strategy_hash TEXT NOT NULL,\n  strategy_source TEXT NOT NULL,\n  inst_id TEXT NOT NULL,\n  request_json TEXT NOT NULL,\n  data_snapshot_id TEXT,\n  bar_count INTEGER NOT NULL DEFAULT 0,\n  preload_bars INTEGER NOT NULL DEFAULT 0,\n  progress_pct REAL NOT NULL DEFAULT 0,\n  eta_ms INTEGER,\n  metrics_json TEXT,\n  -- The assumptions the run actually used. Stored per run because settings can\n  -- change between runs, and a report that cannot say what it assumed is not\n  -- comparable to any other report.\n  assumptions_json TEXT,\n  error TEXT,\n  created_at INTEGER NOT NULL,\n  started_at INTEGER,\n  finished_at INTEGER\n);\n\nCREATE INDEX IF NOT EXISTS idx_strategy_runs_created\n  ON strategy_runs(created_at DESC);\nCREATE INDEX IF NOT EXISTS idx_strategy_runs_status\n  ON strategy_runs(status, created_at DESC);\n\nCREATE TABLE IF NOT EXISTS strategy_run_series (\n  run_id TEXT NOT NULL,\n  chunk_index INTEGER NOT NULL,\n  from_point INTEGER NOT NULL,\n  to_point INTEGER NOT NULL,\n  start_ms INTEGER NOT NULL,\n  step_ms INTEGER NOT NULL,\n  payload BLOB NOT NULL,\n  PRIMARY KEY(run_id, chunk_index)\n) WITHOUT ROWID;\n\nCREATE TABLE IF NOT EXISTS strategy_run_trades (\n  run_id TEXT NOT NULL,\n  seq INTEGER NOT NULL,\n  trade_json TEXT NOT NULL,\n  PRIMARY KEY(run_id, seq)\n) WITHOUT ROWID;\n\nCREATE TABLE IF NOT EXISTS strategy_run_actions (\n  run_id TEXT NOT NULL,\n  seq INTEGER NOT NULL,\n  action_json TEXT NOT NULL,\n  PRIMARY KEY(run_id, seq)\n) WITHOUT ROWID;\n\n-- One row per evaluated parameter combination of an optimize run.\n--\n-- Training and validation metrics are stored separately rather than merged into\n-- one figure. The gap between them is the finding: a candidate that earned its\n-- ranking and one that memorized the training segment are indistinguishable from\n-- a single number.\nCREATE TABLE IF NOT EXISTS strategy_optimization_candidates (\n  run_id TEXT NOT NULL,\n  candidate_index INTEGER NOT NULL,\n  params_json TEXT NOT NULL,\n  status TEXT NOT NULL,\n  train_metrics_json TEXT,\n  validation_metrics_json TEXT,\n  -- Validation-segment score. Null while queued, and for a candidate that failed.\n  rank_score REAL,\n  -- Which formula produced rank_score, because it is not always Calmar.\n  rank_basis TEXT,\n  verdict TEXT,\n  error TEXT,\n  PRIMARY KEY(run_id, candidate_index)\n) WITHOUT ROWID;\n\n-- Ranking reads this in score order, so it is indexed rather than sorted per read.\nCREATE INDEX IF NOT EXISTS idx_optimization_rank\n  ON strategy_optimization_candidates(run_id, rank_score DESC);\n";
+export declare const STRATEGY_SCHEMA_SQL = "\nCREATE TABLE IF NOT EXISTS strategy_runs (\n  id TEXT PRIMARY KEY,\n  kind TEXT NOT NULL,\n  status TEXT NOT NULL,\n  strategy_name TEXT NOT NULL,\n  strategy_hash TEXT NOT NULL,\n  strategy_source TEXT NOT NULL,\n  inst_id TEXT NOT NULL,\n  request_json TEXT NOT NULL,\n  data_snapshot_id TEXT,\n  bar_count INTEGER NOT NULL DEFAULT 0,\n  preload_bars INTEGER NOT NULL DEFAULT 0,\n  progress_pct REAL NOT NULL DEFAULT 0,\n  eta_ms INTEGER,\n  metrics_json TEXT,\n  -- The assumptions the run actually used. Stored per run because settings can\n  -- change between runs, and a report that cannot say what it assumed is not\n  -- comparable to any other report.\n  assumptions_json TEXT,\n  error TEXT,\n  created_at INTEGER NOT NULL,\n  started_at INTEGER,\n  finished_at INTEGER\n);\n\nCREATE INDEX IF NOT EXISTS idx_strategy_runs_created\n  ON strategy_runs(created_at DESC);\nCREATE INDEX IF NOT EXISTS idx_strategy_runs_status\n  ON strategy_runs(status, created_at DESC);\n\nCREATE TABLE IF NOT EXISTS strategy_run_series (\n  run_id TEXT NOT NULL,\n  chunk_index INTEGER NOT NULL,\n  from_point INTEGER NOT NULL,\n  to_point INTEGER NOT NULL,\n  start_ms INTEGER NOT NULL,\n  step_ms INTEGER NOT NULL,\n  payload BLOB NOT NULL,\n  codec TEXT NOT NULL DEFAULT 'f64x4',\n  PRIMARY KEY(run_id, chunk_index)\n) WITHOUT ROWID;\n\nCREATE TABLE IF NOT EXISTS strategy_run_trades (\n  run_id TEXT NOT NULL,\n  seq INTEGER NOT NULL,\n  trade_json TEXT NOT NULL,\n  PRIMARY KEY(run_id, seq)\n) WITHOUT ROWID;\n\nCREATE TABLE IF NOT EXISTS strategy_run_actions (\n  run_id TEXT NOT NULL,\n  seq INTEGER NOT NULL,\n  action_json TEXT NOT NULL,\n  PRIMARY KEY(run_id, seq)\n) WITHOUT ROWID;\n\n-- One row per evaluated parameter combination of an optimize run.\n--\n-- Training and validation metrics are stored separately rather than merged into\n-- one figure. The gap between them is the finding: a candidate that earned its\n-- ranking and one that memorized the training segment are indistinguishable from\n-- a single number.\nCREATE TABLE IF NOT EXISTS strategy_optimization_candidates (\n  run_id TEXT NOT NULL,\n  candidate_index INTEGER NOT NULL,\n  params_json TEXT NOT NULL,\n  status TEXT NOT NULL,\n  train_metrics_json TEXT,\n  validation_metrics_json TEXT,\n  -- Validation-segment score. Null while queued, and for a candidate that failed.\n  rank_score REAL,\n  -- Which formula produced rank_score, because it is not always Calmar.\n  rank_basis TEXT,\n  verdict TEXT,\n  error TEXT,\n  PRIMARY KEY(run_id, candidate_index)\n) WITHOUT ROWID;\n\n-- Ranking reads this in score order, so it is indexed rather than sorted per read.\nCREATE INDEX IF NOT EXISTS idx_optimization_rank\n  ON strategy_optimization_candidates(run_id, rank_score DESC);\n";

package/dist/strategy/schema.js

@@ -1,10 +1,12 @@
 /**
  * Storage for queued and completed strategy runs.
  *
- * The equity curve is stored as fixed-width little-endian float64 blocks rather
- * than JSON rows. A 500k-bar curve is tens of megabytes as JSON objects and
- * under a megabyte here, and every value round-trips bit-for-bit — decimal JSON
- * text does not guarantee that.
+ * The equity curve is stored as chunked binary float64 blocks rather than JSON rows.
+ * Every value round-trips bit-for-bit, which decimal JSON text does not guarantee, and
+ * a measured 344k-point curve is 2.4 MB here against roughly 40 MB as JSON objects.
+ *
+ * `codec` names the layout of each chunk's payload. It is read rather than inferred so
+ * that chunks written by an earlier build keep decoding correctly — see `series-codec.ts`.
  */
 export const STRATEGY_SCHEMA_SQL = `
 CREATE TABLE IF NOT EXISTS strategy_runs (
@@ -45,6 +47,7 @@ CREATE TABLE IF NOT EXISTS strategy_run_series (
   start_ms INTEGER NOT NULL,
   step_ms INTEGER NOT NULL,
   payload BLOB NOT NULL,
+  codec TEXT NOT NULL DEFAULT 'f64x4',
   PRIMARY KEY(run_id, chunk_index)
 ) WITHOUT ROWID;
 

package/dist/strategy/schema.js.map

@@ -1 +1 @@
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+{"version":3,"file":"schema.js","sourceRoot":"","sources":["../../src/strategy/schema.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAkFlC,CAAC"}

package/dist/strategy/series-codec.d.ts

@@ -0,0 +1,50 @@
+import type { EquityPoint } from "./types.js";
+/**
+ * How one equity chunk's bytes are laid out.
+ *
+ * The name is stored beside the payload rather than inferred from its length, so a
+ * chunk written by an older build keeps being read the way it was written. A codec is
+ * append-only: once a name has been persisted its decoder stays.
+ */
+export type SeriesCodec = "f64x4" | "f64x3z";
+/** What every codec written before the column existed must be read as. */
+export declare const LEGACY_CODEC: SeriesCodec;
+/** What new chunks are written with. */
+export declare const CURRENT_CODEC: SeriesCodec;
+export interface ChunkPlan {
+    codec: SeriesCodec;
+    /** First point's timestamp, in epoch ms. */
+    startMs: number;
+    /** Spacing between consecutive points, in ms. Zero for a single-point chunk. */
+    stepMs: number;
+    payload: Buffer;
+}
+/**
+ * Encodes one chunk of the equity curve.
+ *
+ * Two things shrink it. The time column is dropped, because a backtest evaluates one
+ * closed bar at a time and those timestamps are an arithmetic sequence — `startMs +
+ * stepMs * i` reproduces them exactly, and this is verified rather than assumed.
+ * The remaining three f64 columns compress well because consecutive equity values
+ * share most of their bytes.
+ *
+ * When the spacing is not uniform the chunk falls back to `f64x4`, which stores every
+ * timestamp. A gap in the curve is a fact about the run, not something to smooth over.
+ */
+export declare function encodeChunk(points: readonly EquityPoint[]): ChunkPlan;
+/**
+ * Reads points `[fromIndex, toIndex)` of a chunk, where the indexes are relative to
+ * the chunk's own first point.
+ *
+ * A compressed chunk has to be inflated whole before any point can be addressed, so
+ * the range only narrows what is materialized, not what is decompressed. That is why
+ * chunks are bounded in size: the cost of reading one point is the cost of one chunk.
+ */
+export declare function decodeChunk(chunk: {
+    codec: SeriesCodec;
+    startMs: number;
+    stepMs: number;
+    payload: Buffer;
+}, fromIndex: number, toIndex: number): EquityPoint[];
+/** Names a stored codec, treating anything written before the column existed as legacy. */
+export declare function codecFrom(value: unknown): SeriesCodec;

package/dist/strategy/series-codec.js

@@ -0,0 +1,103 @@
+import zlib from "node:zlib";
+/** What every codec written before the column existed must be read as. */
+export const LEGACY_CODEC = "f64x4";
+/** What new chunks are written with. */
+export const CURRENT_CODEC = "f64x3z";
+/** Bytes per point in the uncompressed four-column layout. */
+const F64X4_STRIDE = 32;
+/** Bytes per point once the time column is dropped. */
+const F64X3_STRIDE = 24;
+/**
+ * Encodes one chunk of the equity curve.
+ *
+ * Two things shrink it. The time column is dropped, because a backtest evaluates one
+ * closed bar at a time and those timestamps are an arithmetic sequence — `startMs +
+ * stepMs * i` reproduces them exactly, and this is verified rather than assumed.
+ * The remaining three f64 columns compress well because consecutive equity values
+ * share most of their bytes.
+ *
+ * When the spacing is not uniform the chunk falls back to `f64x4`, which stores every
+ * timestamp. A gap in the curve is a fact about the run, not something to smooth over.
+ */
+export function encodeChunk(points) {
+    if (points.length === 0) {
+        throw new Error("An equity chunk needs at least one point");
+    }
+    const first = points[0];
+    const stepMs = points.length > 1 ? points[1].timeMs - first.timeMs : 0;
+    if (!isUniform(points, first.timeMs, stepMs)) {
+        return { codec: "f64x4", startMs: first.timeMs, stepMs, payload: encodeF64x4(points) };
+    }
+    const raw = Buffer.allocUnsafe(points.length * F64X3_STRIDE);
+    points.forEach((point, index) => {
+        const base = index * F64X3_STRIDE;
+        raw.writeDoubleLE(point.equityUsdt, base);
+        raw.writeDoubleLE(point.realizedCashUsdt, base + 8);
+        raw.writeDoubleLE(point.unrealizedPnlUsdt, base + 16);
+    });
+    return {
+        codec: "f64x3z",
+        startMs: first.timeMs,
+        stepMs,
+        payload: zlib.deflateSync(raw)
+    };
+}
+/**
+ * Reads points `[fromIndex, toIndex)` of a chunk, where the indexes are relative to
+ * the chunk's own first point.
+ *
+ * A compressed chunk has to be inflated whole before any point can be addressed, so
+ * the range only narrows what is materialized, not what is decompressed. That is why
+ * chunks are bounded in size: the cost of reading one point is the cost of one chunk.
+ */
+export function decodeChunk(chunk, fromIndex, toIndex) {
+    const rows = [];
+    if (chunk.codec === "f64x4") {
+        for (let index = fromIndex; index < toIndex; index += 1) {
+            const base = index * F64X4_STRIDE;
+            rows.push({
+                timeMs: chunk.payload.readDoubleLE(base),
+                equityUsdt: chunk.payload.readDoubleLE(base + 8),
+                realizedCashUsdt: chunk.payload.readDoubleLE(base + 16),
+                unrealizedPnlUsdt: chunk.payload.readDoubleLE(base + 24)
+            });
+        }
+        return rows;
+    }
+    const raw = zlib.inflateSync(chunk.payload);
+    for (let index = fromIndex; index < toIndex; index += 1) {
+        const base = index * F64X3_STRIDE;
+        rows.push({
+            timeMs: chunk.startMs + chunk.stepMs * index,
+            equityUsdt: raw.readDoubleLE(base),
+            realizedCashUsdt: raw.readDoubleLE(base + 8),
+            unrealizedPnlUsdt: raw.readDoubleLE(base + 16)
+        });
+    }
+    return rows;
+}
+/** Names a stored codec, treating anything written before the column existed as legacy. */
+export function codecFrom(value) {
+    return value === "f64x3z" ? "f64x3z" : LEGACY_CODEC;
+}
+function isUniform(points, startMs, stepMs) {
+    // Checked rather than trusted: the decoder reconstructs every timestamp from this
+    // arithmetic, so one irregular bar would silently move the whole tail of the chunk.
+    for (let index = 0; index < points.length; index += 1) {
+        if (points[index].timeMs !== startMs + stepMs * index)
+            return false;
+    }
+    return true;
+}
+function encodeF64x4(points) {
+    const payload = Buffer.allocUnsafe(points.length * F64X4_STRIDE);
+    points.forEach((point, index) => {
+        const base = index * F64X4_STRIDE;
+        payload.writeDoubleLE(point.timeMs, base);
+        payload.writeDoubleLE(point.equityUsdt, base + 8);
+        payload.writeDoubleLE(point.realizedCashUsdt, base + 16);
+        payload.writeDoubleLE(point.unrealizedPnlUsdt, base + 24);
+    });
+    return payload;
+}
+//# sourceMappingURL=series-codec.js.map

package/dist/strategy/series-codec.js.map

@@ -0,0 +1 @@
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package/dist/strategy/service.js

@@ -337,7 +337,10 @@ export class StrategyService {
             if (!response.ok)
                 throw pythonError(response);
             const report = response.report;
-            this.store.completeRun(id, report.metrics, report.equity, report.trades, report.actions);
+            this.store.completeRun(id, report.metrics, report.equity, report.trades, report.actions, 
+            // The engine resolves the final interval list, so the assumptions written
+            // before the run are corrected with what it reported.
+            Array.isArray(response.intervals) ? response.intervals : undefined);
         }
         catch (error) {
             if (signal.aborted) {

package/dist/strategy/service.js.map

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package/dist/strategy/store.d.ts

@@ -28,7 +28,18 @@ export declare class StrategyStore {
     }): 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;
+    completeRun(id: string, metrics: Record<string, unknown>, equity: EquityPoint[], trades: unknown[], actions: unknown[], 
+    /**
+     * Timeframes the engine actually aggregated.
+     *
+     * The assumptions are written before the run, from the request. The engine adds
+     * any interval it finds the source reading, so the request is not the final answer
+     * and a report quoting it would name timeframes the run did not use — or omit ones
+     * it did. Passed only when the engine reported them.
+     */
+    intervals?: string[]): void;
+    /** Replaces the assumed interval list with the one the engine reported using. */
+    private recordIntervals;
     failRun(id: string, error: string): void;
     cancelRun(id: string): boolean;
     run(id: string): RunSummary | undefined;