desic-okx-agent 0.3.1 → 0.3.3

package/dist/tui/commands.js

@@ -39,7 +39,7 @@ export const COMMANDS = [
         name: "help",
         summary: "cmdHelp",
         usage: "/help [command]",
-        args: [{ name: "command", description: "argHelpCommand", required: false }]
+        args: [{ name: "command", description: "argHelpCommand", required: false, completes: "command" }]
     },
     {
         name: "data",
@@ -53,7 +53,7 @@ export const COMMANDS = [
         usage: "/download <instrument> [days | range]",
         detail: "cmdDownloadDetail",
         args: [
-            { name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP" },
+            { name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP", completes: "instrument" },
             { name: "days | range", description: "argWindow30", default: "30" }
         ]
     },
@@ -72,7 +72,7 @@ export const COMMANDS = [
         summary: "cmdValidate",
         usage: "/validate <file.py>",
         detail: "cmdValidateDetail",
-        args: [{ name: "file.py", description: "argStrategyToCheck", required: true }]
+        args: [{ name: "file.py", description: "argStrategyToCheck", required: true, completes: "strategy-file" }]
     },
     {
         name: "backtest",
@@ -80,8 +80,8 @@ export const COMMANDS = [
         usage: "/backtest <file.py | setting> [instrument] [days | range]",
         detail: "cmdBacktestDetail",
         args: [
-            { name: "file.py | setting", description: "argStrategyOrSetting", required: true },
-            { name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP" },
+            { name: "file.py | setting", description: "argStrategyOrSetting", required: true, completes: "strategy-file" },
+            { name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP", completes: "instrument" },
             { name: "days | range", description: "argWindow30", default: "30" }
         ]
     },
@@ -91,8 +91,8 @@ export const COMMANDS = [
         usage: "/optimize <file.py | report> [instrument] [days | range] [space.json] [budget]",
         detail: "cmdOptimizeDetail",
         args: [
-            { name: "file.py | report", description: "argStrategyOrReport", required: true },
-            { name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP" },
+            { name: "file.py | report", description: "argStrategyOrReport", required: true, completes: "strategy-file" },
+            { name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP", completes: "instrument" },
             { name: "days | range", description: "argWindow90", default: "90" },
             { name: "space.json", description: "argSpaceFile", default: "space.json" },
             { name: "budget", description: "argBudget", default: "100" }
@@ -104,7 +104,7 @@ export const COMMANDS = [
         usage: "/compare <runId> <runId> [runId...] [--no-open]",
         detail: "cmdCompareDetail",
         args: [
-            { name: "runId runId ...", description: "argRunsToCompare", required: true },
+            { name: "runId runId ...", description: "argRunsToCompare", required: true, completes: "run" },
             { name: "--no-open", description: "argNoOpen", required: false }
         ]
     },
@@ -123,7 +123,7 @@ export const COMMANDS = [
         summary: "cmdMarket",
         usage: "/market [demo|live]",
         detail: "cmdMarketDetail",
-        args: [{ name: "demo | live", description: "argMarketEnv", required: false }]
+        args: [{ name: "demo | live", description: "argMarketEnv", required: false, completes: "market-environment" }]
     },
     {
         name: "settings",
@@ -135,14 +135,14 @@ export const COMMANDS = [
         name: "coverage",
         summary: "cmdCoverage",
         usage: "/coverage <instrument>",
-        args: [{ name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP" }],
+        args: [{ name: "instrument", description: "argInstrument", default: "BTC-USDT-SWAP", completes: "instrument" }],
         detail: "cmdCoverageDetail"
     },
     {
         name: "delete",
         summary: "cmdDelete",
         usage: "/delete <runId>",
-        args: [{ name: "runId", description: "argRunToDelete", required: true }],
+        args: [{ name: "runId", description: "argRunToDelete", required: true, completes: "run" }],
         detail: "cmdDeleteDetail"
     },
     {
@@ -156,7 +156,7 @@ export const COMMANDS = [
         summary: "cmdReport",
         usage: "/report <runId>",
         args: [
-            { name: "runId", description: "argRunToOpen", required: true },
+            { name: "runId", description: "argRunToOpen", required: true, completes: "run" },
             { name: "--no-open", description: "argNoOpen", required: false }
         ]
     },
@@ -164,7 +164,7 @@ export const COMMANDS = [
         name: "cancel",
         summary: "cmdCancel",
         usage: "/cancel <runId>",
-        args: [{ name: "runId", description: "argRunToCancel", required: true }]
+        args: [{ name: "runId", description: "argRunToCancel", required: true, completes: "run" }]
     },
     {
         name: "env",
@@ -182,7 +182,7 @@ export const COMMANDS = [
         summary: "cmdLang",
         usage: "/lang [en|zh]",
         detail: "cmdLangDetail",
-        args: [{ name: "locale", description: "argLocale", required: false }]
+        args: [{ name: "locale", description: "argLocale", required: false, completes: "locale" }]
     },
     {
         name: "clear",
@@ -267,6 +267,51 @@ export function argumentIndex(input) {
         return -1;
     return /\s$/.test(input) ? parts.length - 1 : parts.length - 2;
 }
+/**
+ * Whether the argument being typed has a completable value, and what to match on.
+ *
+ * Returns the request rather than the candidates: the shell holds the runtime client
+ * and this stays a pure function of the input, testable without a terminal or a
+ * running runtime.
+ */
+export function valueCompletion(input) {
+    const parsed = parseCommand(input);
+    if (!parsed?.known)
+        return null;
+    const spec = commandByName(parsed.name);
+    if (!spec?.args?.length)
+        return null;
+    if (!/\s/.test(input))
+        return null;
+    const active = argumentIndex(input);
+    const argument = active >= 0 ? spec.args[active] : undefined;
+    // A trailing space means this argument has not been started, so everything matches.
+    const started = !/\s$/.test(input);
+    const prefix = started ? (parsed.args[active] ?? "") : "";
+    const head = started ? input.slice(0, input.length - prefix.length) : input;
+    const source = parsed.name === "compare" && active >= 0 && !prefix.startsWith("-")
+        ? "run"
+        : parsed.name === "optimize" &&
+            active === 1 &&
+            parsed.args[0]?.toLowerCase() === "report" &&
+            !prefix.startsWith("-")
+            ? "run"
+            : argument?.completes;
+    return source ? { source, prefix, head } : null;
+}
+/**
+ * Narrows candidate values to those matching a partial argument.
+ *
+ * Case-insensitive and anchored: typing `BT` offers `BTC-USDT-SWAP`, and matching
+ * anywhere in the name would put `ETH-BTC-SWAP` above it for no reason a user typing
+ * a prefix would expect.
+ */
+export function matchValues(candidates, prefix) {
+    if (!prefix)
+        return [...candidates];
+    const lower = prefix.toLowerCase();
+    return candidates.filter((candidate) => candidate.toLowerCase().startsWith(lower));
+}
 /**
  * Inline hint for a recognized command.
  *

package/dist/tui/commands.js.map

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package/dist/tui/file-completion.d.ts

@@ -0,0 +1,13 @@
+export interface FileDiscoveryOptions {
+    maxDepth?: number;
+    maxDirectories?: number;
+    maxFiles?: number;
+}
+/**
+ * Finds strategy-shaped Python files below a working directory.
+ *
+ * The walk is deliberately bounded and does not follow symlinks. Completion runs
+ * while the user is typing, so a large checkout or a symlink cycle must not turn a
+ * convenience into an unbounded filesystem crawl.
+ */
+export declare function discoverPythonFiles(root?: string, options?: FileDiscoveryOptions): Promise<string[]>;

package/dist/tui/file-completion.js

@@ -0,0 +1,57 @@
+import { readdir } from "node:fs/promises";
+import path from "node:path";
+const IGNORED_DIRECTORIES = new Set([
+    ".git",
+    ".hg",
+    ".svn",
+    ".tox",
+    ".venv",
+    "__pycache__",
+    "build",
+    "dist",
+    "node_modules",
+    "target",
+    "venv"
+]);
+/**
+ * Finds strategy-shaped Python files below a working directory.
+ *
+ * The walk is deliberately bounded and does not follow symlinks. Completion runs
+ * while the user is typing, so a large checkout or a symlink cycle must not turn a
+ * convenience into an unbounded filesystem crawl.
+ */
+export async function discoverPythonFiles(root = process.cwd(), options = {}) {
+    const maxDepth = options.maxDepth ?? 5;
+    const maxDirectories = options.maxDirectories ?? 500;
+    const maxFiles = options.maxFiles ?? 500;
+    const pending = [{ absolute: path.resolve(root), depth: 0 }];
+    const files = [];
+    let visitedDirectories = 0;
+    while (pending.length > 0 && visitedDirectories < maxDirectories && files.length < maxFiles) {
+        const current = pending.shift();
+        visitedDirectories += 1;
+        const entries = await readdir(current.absolute, { withFileTypes: true }).catch(() => []);
+        entries.sort((left, right) => left.name.localeCompare(right.name));
+        for (const entry of entries) {
+            if (files.length >= maxFiles)
+                break;
+            if (entry.isSymbolicLink())
+                continue;
+            const absolute = path.join(current.absolute, entry.name);
+            if (entry.isDirectory()) {
+                if (current.depth >= maxDepth || entry.name.startsWith(".") || IGNORED_DIRECTORIES.has(entry.name))
+                    continue;
+                pending.push({ absolute, depth: current.depth + 1 });
+                continue;
+            }
+            if (!entry.isFile() || !entry.name.toLowerCase().endsWith(".py"))
+                continue;
+            const relative = path.relative(root, absolute).split(path.sep).join("/");
+            // The TUI parser is whitespace-delimited and does not yet implement quoting.
+            if (relative && !/\s/.test(relative))
+                files.push(relative);
+        }
+    }
+    return files.sort((left, right) => left.localeCompare(right));
+}
+//# sourceMappingURL=file-completion.js.map

package/dist/tui/file-completion.js.map

@@ -0,0 +1 @@
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package/docs/strategy-research.md

@@ -199,9 +199,7 @@ desic-okx strategy validate --file ema.py
 
 ### 多周期
 
-```bash
-desic-okx strategy backtest --file s.py --inst BTC-USDT-SWAP --intervals 30m,1H
-```
+**直接写就行，不需要声明。** 引擎会读你的源码，把 `ctx.market.bars(..., "30m")` 里出现的周期自动加进来：
 
 ```python
 buckets = ctx.market.bars(ctx.instrument_id, "30m", lookback=2)
@@ -209,6 +207,19 @@ if not buckets[-1].confirmed:
     return ctx.no_action("等 30m 收线")
 ```
 
+```bash
+desic-okx strategy backtest --file s.py --inst BTC-USDT-SWAP    # 30m 自动派生
+```
+
+报告的 `assumptions.intervals` 记录的是**实际派生的**那些，不是你请求的 —— 所以你能核对引擎理解得对不对。
+
+`--intervals` 仍然保留，用于**周期名是算出来的**情况 —— 那种源码里读不出来：
+
+```python
+chosen = ctx.params.get("tf", "15m")        # 读不出来
+ctx.market.bars(ctx.instrument_id, chosen)  # 需要 --intervals 15m
+```
+
 注意：`ctx.indicators` 只接受 `1m`。高周期的当前桶在确认前还可能被修正，用它做增量指标状态，缓存值会悄悄依赖于"第一次算的时间点"。
 
 ### 只要尾部就一定传 `lookback`
@@ -520,6 +531,8 @@ MCP 工具（`desic-okx setup` 会自动为 Codex 和 Claude Code 装好）：
 | `strategy_run_optimize` | 参数搜索，入队 |
 | `strategy_get_optimization` | 排名后的候选表，含训练/验证指标 |
 | `strategy_compare_runs` | 多运行对比，含差异参数与警告 |
+| `strategy_open_report` | 生成单次运行的 HTML 报告并在浏览器打开 |
+| `strategy_open_comparison` | 同上，多运行对比，叠加权益曲线 |
 | `strategy_get_run` | 状态、进度、汇总指标 |
 | `strategy_get_run_equity` / `_trades` / `_actions` | 分页读明细 |
 | `strategy_settings` / `_update` | 读写回测参数 |

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "desic-okx-agent",
-  "version": "0.3.1",
+  "version": "0.3.3",
   "description": "Independent Desic runtime, MCP server, CLI, and agent skills for OKX",
   "type": "module",
   "license": "MIT",

package/python/desic_strategy/context.py

@@ -24,19 +24,24 @@ class ContextError(Exception):
 class MarketView:
     """Point-in-time K-line access across derived timeframes."""
 
-    __slots__ = ("_aggregates", "_instrument_id", "_minutes", "_visible")
+    __slots__ = ("_aggregates", "_aggregators", "_instrument_id", "_minutes", "_visible")
 
     def __init__(
         self,
         instrument_id: str,
         minutes: list[Bar],
         visible: int,
-        aggregates: Mapping[str, tuple[Bar, ...]],
+        aggregates: Mapping[str, tuple[Bar, ...]] | None = None,
+        aggregators: Mapping[str, TimeframeAggregator] | None = None,
     ) -> None:
         self._instrument_id = instrument_id
         self._minutes = minutes
         self._visible = visible
-        self._aggregates = aggregates
+        # Either form works. `aggregators` applies a lookback before the tuple is built,
+        # which is the cheap path; `aggregates` keeps a caller that already holds
+        # snapshots working unchanged.
+        self._aggregates = aggregates or {}
+        self._aggregators = aggregators or {}
 
     def bars(self, instrument_id: str, interval: str = "1m", lookback: int | None = None) -> tuple[Bar, ...]:
         if instrument_id != self._instrument_id:
@@ -57,11 +62,14 @@ class MarketView:
             stop = self._visible
             start = 0 if lookback is None else max(0, stop - lookback)
             return tuple(self._minutes[start:stop])
+        # The aggregator path slices before building the tuple, so a lookback costs the
+        # window rather than every bucket accumulated so far.
+        aggregator = self._aggregators.get(interval)
+        if aggregator is not None:
+            return aggregator.tail(lookback)
         found = self._aggregates.get(interval)
         if found is None:
             raise ContextError(f"Series '{interval}' is not available in this run")
-        # Aggregates are already immutable tuples ending at the cutoff, so slicing one
-        # copies only what was asked for.
         return found if lookback is None else found[-lookback:]
 
 
@@ -169,3 +177,13 @@ class SeriesSet:
 
     def snapshot(self) -> dict[str, tuple[Bar, ...]]:
         return {interval: agg.snapshot() for interval, agg in self._aggregators.items()}
+
+    @property
+    def aggregators(self) -> Mapping[str, TimeframeAggregator]:
+        """The live aggregators, for a reader that wants only a tail.
+
+        Handed over instead of a snapshot so the slice happens before the tuple is
+        built. Materializing every bucket on every bar is the cost this avoids; the
+        aggregators are only read through `tail`, which returns a new tuple.
+        """
+        return self._aggregators

package/python/desic_strategy/engine.py

@@ -236,7 +236,10 @@ class Engine:
 
     def _context(self, bar: Bar, visible: int, bars: list[Bar], series: SeriesSet) -> StrategyContext:
         instrument = self._config.instrument
-        market = MarketView(instrument.inst_id, bars, visible, series.snapshot())
+        # Aggregators rather than snapshots: this runs once per bar, and materializing
+        # every derived bucket here cost 14.5 us/bar at 4,000 buckets against 1.9 us/bar
+        # for the tail a strategy actually reads.
+        market = MarketView(instrument.inst_id, bars, visible, aggregators=series.aggregators)
         return StrategyContext(
             kind="bar",
             as_of_ms=bar.close_time_ms,

package/python/desic_strategy/live.py

@@ -133,7 +133,7 @@ class LiveSession:
             instrument_id=self._instrument_id,
             interval="1m",
             bar=bar,
-            market=MarketView(self._instrument_id, self._bars, len(self._bars), self._series.snapshot()),
+            market=MarketView(self._instrument_id, self._bars, len(self._bars), aggregators=self._series.aggregators),
             portfolio=portfolio,
             params=self._params,
             indicators=IndicatorView(self._series.indicators, self._instrument_id, len(self._bars)),

package/python/desic_strategy/policy.py

@@ -191,3 +191,54 @@ def _check_handlers(tree: ast.Module) -> list[PolicyViolation]:
                     )
                 )
     return found
+
+
+def discover_intervals(source: str) -> tuple[list[str], bool]:
+    """Finds the higher timeframes a strategy reads, from the source alone.
+
+    Higher timeframes are aggregated incrementally: an aggregator has to see every
+    one-minute bar from the start, so one cannot be created partway through a run.
+    Declaring them was therefore a real requirement — but the declaration duplicated
+    something the source already states, and getting it wrong failed at bar one with
+    "Series '15m' is not available in this run".
+
+    Returns the intervals found as literals, and whether any call could not be read
+    statically. A `bars(id, chosen)` where `chosen` is computed cannot be resolved
+    here, so the caller keeps the explicit list as the way to cover that.
+
+    Deliberately syntactic. It matches `.bars(...)` by attribute name and takes only
+    string literals in the interval position, so it never runs strategy code and
+    cannot be tricked into reporting an interval that will not be requested. Over-
+    reporting is harmless (an unused aggregator costs one pass over the bars);
+    under-reporting is what the returned flag warns about.
+    """
+    try:
+        tree = ast.parse(source)
+    except SyntaxError:
+        return [], False
+
+    found: set[str] = set()
+    dynamic = False
+    for node in ast.walk(tree):
+        if not isinstance(node, ast.Call):
+            continue
+        function = node.func
+        if not isinstance(function, ast.Attribute) or function.attr != "bars":
+            continue
+        argument = _interval_argument(node)
+        if argument is None:
+            continue
+        if isinstance(argument, ast.Constant) and isinstance(argument.value, str):
+            found.add(argument.value)
+        else:
+            dynamic = True
+    return sorted(item for item in found if item != "1m"), dynamic
+
+
+def _interval_argument(node: ast.Call) -> ast.expr | None:
+    """The interval argument of a `bars` call, positional or by keyword."""
+    for keyword in node.keywords:
+        if keyword.arg == "interval":
+            return keyword.value
+    # bars(instrument_id, interval, ...) — the instrument is first.
+    return node.args[1] if len(node.args) > 1 else None

package/python/desic_strategy/runner.py

@@ -21,7 +21,7 @@ from .actions import StrategyError
 from .engine import Costs, Engine, Instrument, RunConfig, Sizing
 from .indicators import IndicatorError
 from .live import LiveSession, parse_portfolio
-from .policy import validate_source
+from .policy import discover_intervals, validate_source
 from .report import build_report, calculate_metrics
 from .timeframe import Bar, DataContractError, ONE_MINUTE_MS, interval_ms
 
@@ -170,7 +170,7 @@ def _backtest(request: dict[str, Any]) -> dict[str, Any]:
     bars = _parse_bars(request.get("bars"))
     config = _parse_config(request)
     params = dict(request.get("params") or {})
-    intervals = _parse_intervals(request.get("intervals"))
+    intervals = _parse_intervals(request.get("intervals"), source)
     handlers = _load_handlers(source)
 
     total = len(bars)
@@ -182,6 +182,10 @@ def _backtest(request: dict[str, Any]) -> dict[str, Any]:
         "protocol": PROTOCOL_VERSION,
         "barCount": total,
         "preloadBars": config.preload_bars,
+        # Reported because the engine resolves this, not the caller: intervals read from
+        # the source are added to whatever was requested, so the request is no longer
+        # what the run used. A report naming the request would state the wrong thing.
+        "intervals": intervals,
         "report": report,
     }
 
@@ -224,7 +228,7 @@ def _live(request: dict[str, Any]) -> int:
         _emit({"ok": False, "error": {"code": "bad_request", "message": "instrument.instId is required"}})
         return 2
     instrument_id = str(instrument_raw["instId"])
-    intervals = _parse_intervals(request.get("intervals"))
+    intervals = _parse_intervals(request.get("intervals"), source)
     handlers = _load_handlers(source)
     session = LiveSession(instrument_id, handlers, dict(request.get("params") or {}), intervals)
 
@@ -309,7 +313,7 @@ def _optimize(request: dict[str, Any]) -> dict[str, Any]:
 
     bars = _parse_bars(request.get("bars"))
     base_config = _parse_config(request)
-    intervals = _parse_intervals(request.get("intervals"))
+    intervals = _parse_intervals(request.get("intervals"), source)
     handlers = _load_handlers(source)
     segments = _parse_segments(request.get("segments"), len(bars))
     candidates = _parse_candidates(request.get("candidates"))
@@ -470,17 +474,40 @@ def _parse_bars(value: Any) -> list[Bar]:
     return bars
 
 
-def _parse_intervals(value: Any) -> list[str]:
-    if value is None:
-        return ["1m"]
-    if not isinstance(value, list):
+def _parse_intervals(value: Any, source: str | None = None) -> list[str]:
+    """Resolves which timeframes to aggregate for a run.
+
+    Anything the request names is honoured, and anything the source visibly reads is
+    added to it. Requiring the declaration meant a strategy calling
+    `ctx.market.bars(id, "15m")` failed on its first bar over a fact its own source
+    already stated. Reading it instead removes a step that could only be got wrong.
+
+    The request still matters. A timeframe reached through a computed name cannot be
+    found by reading the source, so naming it explicitly remains the way to cover
+    that; and an interval named but never used costs only one pass over the bars.
+    """
+    if value is not None and not isinstance(value, list):
         raise DataContractError("'intervals' must be an array of interval names")
     intervals = ["1m"]
-    for item in value:
+    for item in value or []:
         name = str(item)
         interval_ms(name)
         if name not in intervals:
             intervals.append(name)
+    if source is not None:
+        discovered, _ = discover_intervals(source)
+        for name in discovered:
+            # Validated like a declared one, but named as read from the source: the
+            # strategy would reach that line and fail anyway, so failing now with the
+            # reason is strictly better than failing on bar one without it.
+            try:
+                interval_ms(name)
+            except DataContractError as error:
+                raise DataContractError(
+                    f"The strategy reads interval '{name}', which cannot be aggregated. {error}"
+                ) from error
+            if name not in intervals:
+                intervals.append(name)
     return intervals
 
 

package/python/desic_strategy/timeframe.py

@@ -139,6 +139,23 @@ class TimeframeAggregator:
             return tuple(self._completed)
         return (*self._completed, self._current)
 
+    def tail(self, lookback: int | None) -> tuple[Bar, ...]:
+        """The last `lookback` buckets, or all of them when it is None.
+
+        Sliced before the tuple is built. `snapshot()` copies every accumulated bucket,
+        and it is called once per one-minute bar, so a 180-day run over 15m and 1H
+        rebuilt ~21,600 elements 260,000 times. Measured at 4,000 buckets: 14.5 us/bar
+        for the full snapshot against 1.9 us/bar for a 96-bucket tail.
+        """
+        if lookback is None:
+            return self.snapshot()
+        if self._current is None:
+            return tuple(self._completed[-lookback:])
+        # The forming bucket occupies one slot of the requested window.
+        if lookback <= 1:
+            return (self._current,)
+        return (*self._completed[-(lookback - 1):], self._current)
+
     def latest(self) -> Bar | None:
         return self._current