@backtest-kit/cli 10.1.0 → 10.2.0

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.mjs CHANGED
@@ -3319,10 +3319,10 @@ init();
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  const MODES = ["backtest", "walker", "paper", "live", "pine", "editor", "dump", "pnldebug", "brokerdebug", "flush", "init", "docker", "help", "version"];
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  const ENTRY_PATH$1 = "./node_modules/@backtest-kit/cli/build/index.mjs";
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- const HELP_TEXT$1 = `
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- Example:
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-
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- node ${ENTRY_PATH$1} --help
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+ const HELP_TEXT$1 = `
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+ Example:
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+
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+ node ${ENTRY_PATH$1} --help
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  `.trimStart();
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  const main$g = async () => {
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  if (!getEntry(import.meta.url)) {
@@ -3332,7 +3332,7 @@ const main$g = async () => {
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  if (MODES.some((mode) => values[mode])) {
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  return;
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  }
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- process.stdout.write(`@backtest-kit/cli ${"10.1.0"}\n`);
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+ process.stdout.write(`@backtest-kit/cli ${"10.2.0"}\n`);
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  process.stdout.write("\n");
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  process.stdout.write(`Run with --help to see available commands.\n`);
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  process.stdout.write("\n");
@@ -4283,183 +4283,183 @@ const main$2 = async () => {
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  main$2();
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  const ENTRY_PATH = "./node_modules/@backtest-kit/cli/build/index.mjs";
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- const HELP_TEXT = `
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- Usage:
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- node index.mjs --<mode> [flags] [entry-point]
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-
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- Modes:
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-
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- --backtest <entry> Run strategy against historical candle data
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- --walker <entry...> Run Walker A/B strategy comparison across multiple strategies
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- --paper <entry> Paper trading (live prices, no real orders)
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- --live <entry> Live trading with real orders
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- --pine <entry> Execute a local .pine indicator file
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- --editor Open the Pine Script visual editor in the browser
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- --dump Fetch and save raw OHLCV candles
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- --pnldebug Simulate PnL per minute for a given entry price and direction
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- --brokerdebug Fire a single broker commit against the live broker adapter
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- --flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
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- --init Scaffold a new project in the current directory
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- --docker Scaffold a Docker workspace for running strategies in a container
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- --help Print this help message
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-
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- Backtest flags:
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --strategy <string> Strategy name from addStrategySchema (default: first registered)
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- --exchange <string> Exchange name from addExchangeSchema (default: first registered)
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- --frame <string> Frame name from addFrameSchema (default: first registered)
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- --cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
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- --noCache Skip candle cache warming before the run
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- --noFlush Skip removing report/log/markdown/agent folders before backtest run
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- --verbose Log every candle fetch to stdout
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- --ui Start web dashboard at http://localhost:60050
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- --telegram Send trade notifications to Telegram
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-
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- Walker flags (--walker):
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
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- --noCache Skip candle cache warming before the run
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- --noFlush Skip removing report/log/markdown/agent folders before walker run
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- --verbose Log every candle fetch to stdout
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- --output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
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- --json Save results as JSON to ./dump/<output>.json
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- --markdown Save report as Markdown to ./dump/<output>.md
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-
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- Each positional argument is a strategy entry point. All strategy files are loaded without
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- changing process.cwd() — .env is read from the working directory only.
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- addWalkerSchema is called automatically using the registered exchange and frame.
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- After comparison completes the report is printed to stdout (or saved if --json/--markdown).
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-
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- Module file ./modules/walker.module is loaded automatically if it exists.
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-
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- Paper / Live flags:
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --strategy <string> Strategy name (default: first registered)
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- --exchange <string> Exchange name (default: first registered)
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- --verbose Log every candle fetch to stdout
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- --ui Start web dashboard
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- --telegram Send Telegram notifications
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-
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- PineScript flags (--pine):
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --timeframe <string> Candle interval (default: 15m)
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- --limit <string> Number of candles to fetch (default: 250)
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- --when <string> End date — ISO 8601 or Unix ms (default: now)
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- --exchange <string> Exchange name (default: first registered)
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- --output <string> Output file base name without extension
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- --json Save output as JSON array to <pine-dir>/dump/<output>.json
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- --jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
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- --markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
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-
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- Only plot() calls with display=display.data_window produce output columns.
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- Module file ./modules/pine.module is loaded automatically if it exists.
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-
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- Candle dump flags (--dump):
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --timeframe <string> Candle interval (default: 15m)
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- --limit <string> Number of candles (default: 250)
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- --when <string> End date — ISO 8601 or Unix ms (default: now)
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- --exchange <string> Exchange name (default: first registered)
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- --output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
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- --json Save as JSON array to ./dump/<output>.json
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- --jsonl Save as JSONL to ./dump/<output>.jsonl
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-
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- Module file ./modules/dump.module is loaded automatically if it exists.
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-
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- PnL debug flags (--pnldebug):
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --priceopen <number> Entry price (required)
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- --direction <string> Position direction: long or short (default: long)
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- --when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
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- --minutes <string> Number of 1m candles to simulate (default: 60)
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- --exchange <string> Exchange name (default: first registered)
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- --output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
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- --json Save as JSON array to ./dump/<output>.json
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- --jsonl Save as JSONL to ./dump/<output>.jsonl
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- --markdown Save as Markdown table to ./dump/<output>.md
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-
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- Module file ./modules/pnldebug.module is loaded automatically if it exists.
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-
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- Broker debug flags (--brokerdebug):
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-
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- --symbol <string> Trading pair (default: BTCUSDT)
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- --exchange <string> Exchange name (default: first registered)
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- --commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
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- partial-loss, average-buy, trailing-stop, trailing-take, breakeven
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- (default: signal-open)
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-
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- Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
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- the selected broker commit with synthetic payload values derived from current price.
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-
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- Flush flags (--flush):
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-
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- One or more positional entry points. For each entry point the following
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- subdirectories are removed from <entry-dir>/dump/:
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-
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- report log markdown agent
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-
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- Init flags (--init):
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-
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- --output <string> Target directory name (default: backtest-kit-project)
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-
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- Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
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-
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- Docker flags (--docker):
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-
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- --output <string> Target directory name (default: backtest-kit-docker)
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-
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- Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
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- tsconfig.json, and a sample strategy under content/. Run npm install then
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- docker compose up to start the container.
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-
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- Module hooks (loaded automatically by each mode):
4422
-
4423
- modules/backtest.module --backtest Broker adapter for backtest
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- modules/walker.module --walker Broker adapter for walker comparison
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- modules/paper.module --paper Broker adapter for paper trading
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- modules/live.module --live Broker adapter for live trading
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- modules/pine.module --pine Exchange schema for PineScript runs
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- modules/editor.module --editor Exchange schema for the visual Pine editor
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- modules/dump.module --dump Exchange schema for candle dumps
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- modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
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- modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
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-
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- --flush has no associated module. It only removes dump subdirectories.
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-
4435
- Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
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-
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- Environment variables:
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-
4439
- CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
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- CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
4441
- CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
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- CC_WWWROOT_PORT UI server port (default: 60050)
4443
-
4444
- Examples:
4445
-
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- node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
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- node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
4448
- node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
4449
- node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
4450
- node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
4451
- node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
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- node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
4453
- node ${ENTRY_PATH} --editor
4454
- node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
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- node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
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- node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
4457
- node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
4458
- node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
4459
- node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
4460
- node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
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- node ${ENTRY_PATH} --init --output my-trading-bot
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- node ${ENTRY_PATH} --docker --output my-docker-workspace
4286
+ const HELP_TEXT = `
4287
+ Usage:
4288
+ node index.mjs --<mode> [flags] [entry-point]
4289
+
4290
+ Modes:
4291
+
4292
+ --backtest <entry> Run strategy against historical candle data
4293
+ --walker <entry...> Run Walker A/B strategy comparison across multiple strategies
4294
+ --paper <entry> Paper trading (live prices, no real orders)
4295
+ --live <entry> Live trading with real orders
4296
+ --pine <entry> Execute a local .pine indicator file
4297
+ --editor Open the Pine Script visual editor in the browser
4298
+ --dump Fetch and save raw OHLCV candles
4299
+ --pnldebug Simulate PnL per minute for a given entry price and direction
4300
+ --brokerdebug Fire a single broker commit against the live broker adapter
4301
+ --flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
4302
+ --init Scaffold a new project in the current directory
4303
+ --docker Scaffold a Docker workspace for running strategies in a container
4304
+ --help Print this help message
4305
+
4306
+ Backtest flags:
4307
+
4308
+ --symbol <string> Trading pair (default: BTCUSDT)
4309
+ --strategy <string> Strategy name from addStrategySchema (default: first registered)
4310
+ --exchange <string> Exchange name from addExchangeSchema (default: first registered)
4311
+ --frame <string> Frame name from addFrameSchema (default: first registered)
4312
+ --cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
4313
+ --noCache Skip candle cache warming before the run
4314
+ --noFlush Skip removing report/log/markdown/agent folders before backtest run
4315
+ --verbose Log every candle fetch to stdout
4316
+ --ui Start web dashboard at http://localhost:60050
4317
+ --telegram Send trade notifications to Telegram
4318
+
4319
+ Walker flags (--walker):
4320
+
4321
+ --symbol <string> Trading pair (default: BTCUSDT)
4322
+ --cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
4323
+ --noCache Skip candle cache warming before the run
4324
+ --noFlush Skip removing report/log/markdown/agent folders before walker run
4325
+ --verbose Log every candle fetch to stdout
4326
+ --output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
4327
+ --json Save results as JSON to ./dump/<output>.json
4328
+ --markdown Save report as Markdown to ./dump/<output>.md
4329
+
4330
+ Each positional argument is a strategy entry point. All strategy files are loaded without
4331
+ changing process.cwd() — .env is read from the working directory only.
4332
+ addWalkerSchema is called automatically using the registered exchange and frame.
4333
+ After comparison completes the report is printed to stdout (or saved if --json/--markdown).
4334
+
4335
+ Module file ./modules/walker.module is loaded automatically if it exists.
4336
+
4337
+ Paper / Live flags:
4338
+
4339
+ --symbol <string> Trading pair (default: BTCUSDT)
4340
+ --strategy <string> Strategy name (default: first registered)
4341
+ --exchange <string> Exchange name (default: first registered)
4342
+ --verbose Log every candle fetch to stdout
4343
+ --ui Start web dashboard
4344
+ --telegram Send Telegram notifications
4345
+
4346
+ PineScript flags (--pine):
4347
+
4348
+ --symbol <string> Trading pair (default: BTCUSDT)
4349
+ --timeframe <string> Candle interval (default: 15m)
4350
+ --limit <string> Number of candles to fetch (default: 250)
4351
+ --when <string> End date — ISO 8601 or Unix ms (default: now)
4352
+ --exchange <string> Exchange name (default: first registered)
4353
+ --output <string> Output file base name without extension
4354
+ --json Save output as JSON array to <pine-dir>/dump/<output>.json
4355
+ --jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
4356
+ --markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
4357
+
4358
+ Only plot() calls with display=display.data_window produce output columns.
4359
+ Module file ./modules/pine.module is loaded automatically if it exists.
4360
+
4361
+ Candle dump flags (--dump):
4362
+
4363
+ --symbol <string> Trading pair (default: BTCUSDT)
4364
+ --timeframe <string> Candle interval (default: 15m)
4365
+ --limit <string> Number of candles (default: 250)
4366
+ --when <string> End date — ISO 8601 or Unix ms (default: now)
4367
+ --exchange <string> Exchange name (default: first registered)
4368
+ --output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
4369
+ --json Save as JSON array to ./dump/<output>.json
4370
+ --jsonl Save as JSONL to ./dump/<output>.jsonl
4371
+
4372
+ Module file ./modules/dump.module is loaded automatically if it exists.
4373
+
4374
+ PnL debug flags (--pnldebug):
4375
+
4376
+ --symbol <string> Trading pair (default: BTCUSDT)
4377
+ --priceopen <number> Entry price (required)
4378
+ --direction <string> Position direction: long or short (default: long)
4379
+ --when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
4380
+ --minutes <string> Number of 1m candles to simulate (default: 60)
4381
+ --exchange <string> Exchange name (default: first registered)
4382
+ --output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
4383
+ --json Save as JSON array to ./dump/<output>.json
4384
+ --jsonl Save as JSONL to ./dump/<output>.jsonl
4385
+ --markdown Save as Markdown table to ./dump/<output>.md
4386
+
4387
+ Module file ./modules/pnldebug.module is loaded automatically if it exists.
4388
+
4389
+ Broker debug flags (--brokerdebug):
4390
+
4391
+ --symbol <string> Trading pair (default: BTCUSDT)
4392
+ --exchange <string> Exchange name (default: first registered)
4393
+ --commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
4394
+ partial-loss, average-buy, trailing-stop, trailing-take, breakeven
4395
+ (default: signal-open)
4396
+
4397
+ Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
4398
+ the selected broker commit with synthetic payload values derived from current price.
4399
+
4400
+ Flush flags (--flush):
4401
+
4402
+ One or more positional entry points. For each entry point the following
4403
+ subdirectories are removed from <entry-dir>/dump/:
4404
+
4405
+ report log markdown agent
4406
+
4407
+ Init flags (--init):
4408
+
4409
+ --output <string> Target directory name (default: backtest-kit-project)
4410
+
4411
+ Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
4412
+
4413
+ Docker flags (--docker):
4414
+
4415
+ --output <string> Target directory name (default: backtest-kit-docker)
4416
+
4417
+ Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
4418
+ tsconfig.json, and a sample strategy under content/. Run npm install then
4419
+ docker compose up to start the container.
4420
+
4421
+ Module hooks (loaded automatically by each mode):
4422
+
4423
+ modules/backtest.module --backtest Broker adapter for backtest
4424
+ modules/walker.module --walker Broker adapter for walker comparison
4425
+ modules/paper.module --paper Broker adapter for paper trading
4426
+ modules/live.module --live Broker adapter for live trading
4427
+ modules/pine.module --pine Exchange schema for PineScript runs
4428
+ modules/editor.module --editor Exchange schema for the visual Pine editor
4429
+ modules/dump.module --dump Exchange schema for candle dumps
4430
+ modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
4431
+ modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
4432
+
4433
+ --flush has no associated module. It only removes dump subdirectories.
4434
+
4435
+ Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
4436
+
4437
+ Environment variables:
4438
+
4439
+ CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
4440
+ CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
4441
+ CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
4442
+ CC_WWWROOT_PORT UI server port (default: 60050)
4443
+
4444
+ Examples:
4445
+
4446
+ node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
4447
+ node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
4448
+ node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
4449
+ node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
4450
+ node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
4451
+ node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
4452
+ node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
4453
+ node ${ENTRY_PATH} --editor
4454
+ node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
4455
+ node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
4456
+ node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
4457
+ node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
4458
+ node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
4459
+ node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
4460
+ node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
4461
+ node ${ENTRY_PATH} --init --output my-trading-bot
4462
+ node ${ENTRY_PATH} --docker --output my-docker-workspace
4463
4463
  `.trimStart();
4464
4464
  const main$1 = async () => {
4465
4465
  if (!getEntry(import.meta.url)) {
@@ -4469,7 +4469,7 @@ const main$1 = async () => {
4469
4469
  if (!values.help) {
4470
4470
  return;
4471
4471
  }
4472
- process.stdout.write(`@backtest-kit/cli ${"10.1.0"}\n\n`);
4472
+ process.stdout.write(`@backtest-kit/cli ${"10.2.0"}\n\n`);
4473
4473
  process.stdout.write(HELP_TEXT);
4474
4474
  process.exit(0);
4475
4475
  };
@@ -4483,7 +4483,7 @@ const main = async () => {
4483
4483
  if (!values.version) {
4484
4484
  return;
4485
4485
  }
4486
- process.stdout.write(`@backtest-kit/cli ${"10.1.0"}\n`);
4486
+ process.stdout.write(`@backtest-kit/cli ${"10.2.0"}\n`);
4487
4487
  process.exit(0);
4488
4488
  };
4489
4489
  main();
@@ -1,13 +1,13 @@
1
- export default {
2
- signal: true,
3
- risk: true,
4
- info: true,
5
- breakeven: true,
6
- common_error: true,
7
- critical_error: true,
8
- validation_error: true,
9
- partial_loss: false,
10
- partial_profit: false,
11
- signal_sync: false,
12
- strategy_commit: true,
13
- };
1
+ export default {
2
+ signal: true,
3
+ risk: true,
4
+ info: true,
5
+ breakeven: true,
6
+ common_error: true,
7
+ critical_error: true,
8
+ validation_error: true,
9
+ partial_loss: false,
10
+ partial_profit: false,
11
+ signal_sync: false,
12
+ strategy_commit: true,
13
+ };