@backtest-kit/cli 12.3.0 → 12.5.0
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/README.md +1888 -1854
- package/build/index.cjs +398 -225
- package/build/index.mjs +398 -225
- package/config/notification.config.mjs +13 -13
- package/config/symbol.config.mjs +460 -460
- package/docker/.env.example +2 -2
- package/docker/content/feb_2026/feb_2026.strategy.ts +11 -11
- package/docker/content/feb_2026/modules/backtest.module.ts +83 -83
- package/docker/docker-compose.yaml +46 -46
- package/docker/package.json +39 -38
- package/docker/tsconfig.json +36 -36
- package/package.json +126 -126
- package/template/average-buy.mustache +22 -22
- package/template/breakeven.mustache +21 -21
- package/template/cancel-scheduled.mustache +14 -14
- package/template/cancelled.mustache +21 -21
- package/template/close-pending.mustache +16 -16
- package/template/closed.mustache +23 -23
- package/template/opened.mustache +22 -22
- package/template/partial-loss.mustache +22 -22
- package/template/partial-profit.mustache +22 -22
- package/template/project/config/symbol.config.ts +460 -460
- package/template/project/package.mustache +28 -28
- package/template/risk.mustache +19 -19
- package/template/scheduled.mustache +22 -22
- package/template/signal-close.mustache +22 -22
- package/template/signal-info.mustache +20 -20
- package/template/signal-open.mustache +22 -22
- package/template/source/CLAUDE.md +160 -160
- package/template/trailing-stop.mustache +21 -21
- package/template/trailing-take.mustache +21 -21
package/build/index.mjs
CHANGED
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@@ -73,11 +73,11 @@ const getEntrySubject = singleshot(() => {
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return new BehaviorSubject();
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});
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const main$
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const main$i = () => {
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const entrySubject = getEntrySubject();
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entrySubject.subscribe((path) => console.log("Running", path));
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};
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main$
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main$i();
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const ERROR_HANDLER_INSTALLED = Symbol.for("error-handler-installed");
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function dumpStackTrace() {
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@@ -638,6 +638,10 @@ const getArgs = singleshot(() => {
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type: "boolean",
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default: false,
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},
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main: {
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type: "boolean",
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default: false,
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},
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cacheInterval: {
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type: "string",
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default: "1m, 15m, 30m, 4h",
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@@ -3329,14 +3333,14 @@ const cli = {
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};
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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 MODES = ["backtest", "walker", "paper", "live", "main", "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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node ${ENTRY_PATH$1} --help
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const HELP_TEXT$1 = `
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Example:
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node ${ENTRY_PATH$1} --help
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`.trimStart();
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const main$
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const main$h = async () => {
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if (!getEntry(import.meta.url)) {
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return;
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}
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@@ -3344,14 +3348,14 @@ const main$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 ${"12.
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process.stdout.write(`@backtest-kit/cli ${"12.5.0"}\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");
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process.stdout.write(HELP_TEXT$1);
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process.exit(0);
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};
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main$
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main$h();
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const notifyShutdown = singleshot(async () => {
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console.log("Graceful shutdown initiated.");
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@@ -3367,7 +3371,7 @@ const flush = async (entryPoint) => {
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console.log(`Removed: ${target}`);
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}
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};
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const main$
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const main$g = async () => {
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if (!getEntry(import.meta.url)) {
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return;
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}
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@@ -3384,10 +3388,10 @@ const main$f = async () => {
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}
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process.exit(0);
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};
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main$
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main$g();
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const BEFORE_EXIT_FN$
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process.off("SIGINT", BEFORE_EXIT_FN$
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const BEFORE_EXIT_FN$6 = singleshot(async () => {
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process.off("SIGINT", BEFORE_EXIT_FN$6);
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const [running = null] = await Backtest.list();
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if (!running) {
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return;
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@@ -3404,10 +3408,10 @@ const BEFORE_EXIT_FN$5 = singleshot(async () => {
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frameName,
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});
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});
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-
const listenGracefulShutdown$
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process.on("SIGINT", BEFORE_EXIT_FN$
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const listenGracefulShutdown$6 = singleshot(() => {
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process.on("SIGINT", BEFORE_EXIT_FN$6);
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});
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-
const main$
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const main$f = async () => {
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if (!getEntry(import.meta.url)) {
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return;
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}
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@@ -3423,12 +3427,12 @@ const main$e = async () => {
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entryPoint && await flush(entryPoint);
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}
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await cli.backtestMainService.connect();
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-
listenGracefulShutdown$
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+
listenGracefulShutdown$6();
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};
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-
main$
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+
main$f();
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const BEFORE_EXIT_FN$
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process.off("SIGINT", BEFORE_EXIT_FN$
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+
const BEFORE_EXIT_FN$5 = singleshot(async () => {
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process.off("SIGINT", BEFORE_EXIT_FN$5);
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const [running = null] = await Walker.list();
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if (!running) {
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return;
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@@ -3441,10 +3445,10 @@ const BEFORE_EXIT_FN$4 = singleshot(async () => {
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}
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Walker.stop(symbol, { walkerName });
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});
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-
const listenGracefulShutdown$
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-
process.on("SIGINT", BEFORE_EXIT_FN$
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const listenGracefulShutdown$5 = singleshot(() => {
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process.on("SIGINT", BEFORE_EXIT_FN$5);
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});
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-
const main$
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const main$e = async () => {
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if (!getEntry(import.meta.url)) {
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return;
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}
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@@ -3460,13 +3464,13 @@ const main$d = async () => {
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await flush(entryPoint);
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}
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}
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3463
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-
listenGracefulShutdown$
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+
listenGracefulShutdown$5();
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await cli.walkerMainService.connect();
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};
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-
main$
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+
main$e();
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const BEFORE_EXIT_FN$
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process.off("SIGINT", BEFORE_EXIT_FN$
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const BEFORE_EXIT_FN$4 = singleshot(async () => {
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process.off("SIGINT", BEFORE_EXIT_FN$4);
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const [running = null] = await Live.list();
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if (!running) {
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return;
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@@ -3482,10 +3486,10 @@ const BEFORE_EXIT_FN$3 = singleshot(async () => {
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strategyName,
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});
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});
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-
const listenGracefulShutdown$
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-
process.on("SIGINT", BEFORE_EXIT_FN$
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+
const listenGracefulShutdown$4 = singleshot(() => {
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+
process.on("SIGINT", BEFORE_EXIT_FN$4);
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3487
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});
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3488
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-
const main$
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+
const main$d = async () => {
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if (!getEntry(import.meta.url)) {
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3490
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return;
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}
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@@ -3497,12 +3501,12 @@ const main$c = async () => {
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|
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3497
3501
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return;
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3498
3502
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}
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|
3499
3503
|
cli.paperMainService.connect();
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3500
|
-
listenGracefulShutdown$
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3504
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+
listenGracefulShutdown$4();
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3501
3505
|
};
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3502
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-
main$
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3506
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+
main$d();
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3503
3507
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|
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3504
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-
const BEFORE_EXIT_FN$
|
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3505
|
-
process.off("SIGINT", BEFORE_EXIT_FN$
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|
3508
|
+
const BEFORE_EXIT_FN$3 = singleshot(async () => {
|
|
3509
|
+
process.off("SIGINT", BEFORE_EXIT_FN$3);
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3506
3510
|
const [running = null] = await Live.list();
|
|
3507
3511
|
if (!running) {
|
|
3508
3512
|
return;
|
|
@@ -3518,6 +3522,84 @@ const BEFORE_EXIT_FN$2 = singleshot(async () => {
|
|
|
3518
3522
|
strategyName,
|
|
3519
3523
|
});
|
|
3520
3524
|
});
|
|
3525
|
+
const listenGracefulShutdown$3 = singleshot(() => {
|
|
3526
|
+
process.on("SIGINT", BEFORE_EXIT_FN$3);
|
|
3527
|
+
});
|
|
3528
|
+
const main$c = async () => {
|
|
3529
|
+
if (!getEntry(import.meta.url)) {
|
|
3530
|
+
return;
|
|
3531
|
+
}
|
|
3532
|
+
const { values } = getArgs();
|
|
3533
|
+
if (!values.live) {
|
|
3534
|
+
return;
|
|
3535
|
+
}
|
|
3536
|
+
if (values.entry) {
|
|
3537
|
+
return;
|
|
3538
|
+
}
|
|
3539
|
+
await cli.liveMainService.connect();
|
|
3540
|
+
listenGracefulShutdown$3();
|
|
3541
|
+
};
|
|
3542
|
+
main$c();
|
|
3543
|
+
|
|
3544
|
+
const stopBacktestList$1 = async () => {
|
|
3545
|
+
for (const item of await Backtest.list()) {
|
|
3546
|
+
if (item.status === "fulfilled") {
|
|
3547
|
+
continue;
|
|
3548
|
+
}
|
|
3549
|
+
Backtest.stop(item.symbol, {
|
|
3550
|
+
exchangeName: item.exchangeName,
|
|
3551
|
+
strategyName: item.strategyName,
|
|
3552
|
+
frameName: item.frameName,
|
|
3553
|
+
});
|
|
3554
|
+
}
|
|
3555
|
+
};
|
|
3556
|
+
const stopLiveList$1 = async () => {
|
|
3557
|
+
for (const item of await Live.list()) {
|
|
3558
|
+
if (item.status === "fulfilled") {
|
|
3559
|
+
continue;
|
|
3560
|
+
}
|
|
3561
|
+
Live.stop(item.symbol, {
|
|
3562
|
+
exchangeName: item.exchangeName,
|
|
3563
|
+
strategyName: item.strategyName,
|
|
3564
|
+
});
|
|
3565
|
+
}
|
|
3566
|
+
};
|
|
3567
|
+
const stopWalkerList$1 = async () => {
|
|
3568
|
+
for (const item of await Walker.list()) {
|
|
3569
|
+
if (item.status === "fulfilled") {
|
|
3570
|
+
continue;
|
|
3571
|
+
}
|
|
3572
|
+
Walker.stop(item.symbol, { walkerName: item.walkerName });
|
|
3573
|
+
}
|
|
3574
|
+
};
|
|
3575
|
+
const stopMain$1 = async () => {
|
|
3576
|
+
await stopBacktestList$1();
|
|
3577
|
+
await stopLiveList$1();
|
|
3578
|
+
await stopWalkerList$1();
|
|
3579
|
+
};
|
|
3580
|
+
const listenFinish$1 = singleshot(() => {
|
|
3581
|
+
let disposeRef;
|
|
3582
|
+
const unBacktest = listenDoneBacktest(() => {
|
|
3583
|
+
console.log("Backtest trading finished");
|
|
3584
|
+
disposeRef && disposeRef();
|
|
3585
|
+
});
|
|
3586
|
+
const unLive = listenDoneLive(() => {
|
|
3587
|
+
console.log("Live trading finished");
|
|
3588
|
+
disposeRef && disposeRef();
|
|
3589
|
+
});
|
|
3590
|
+
const unWalker = listenDoneWalker(() => {
|
|
3591
|
+
console.log("Walker comparison finished");
|
|
3592
|
+
disposeRef && disposeRef();
|
|
3593
|
+
});
|
|
3594
|
+
disposeRef = compose(() => unBacktest(), () => unLive(), () => unWalker());
|
|
3595
|
+
shutdown();
|
|
3596
|
+
});
|
|
3597
|
+
const BEFORE_EXIT_FN$2 = singleshot(async () => {
|
|
3598
|
+
process.off("SIGINT", BEFORE_EXIT_FN$2);
|
|
3599
|
+
notifyShutdown();
|
|
3600
|
+
notifyKill();
|
|
3601
|
+
await stopMain$1();
|
|
3602
|
+
});
|
|
3521
3603
|
const listenGracefulShutdown$2 = singleshot(() => {
|
|
3522
3604
|
process.on("SIGINT", BEFORE_EXIT_FN$2);
|
|
3523
3605
|
});
|
|
@@ -3526,14 +3608,56 @@ const main$b = async () => {
|
|
|
3526
3608
|
return;
|
|
3527
3609
|
}
|
|
3528
3610
|
const { values } = getArgs();
|
|
3529
|
-
if (!values.
|
|
3611
|
+
if (!values.main) {
|
|
3530
3612
|
return;
|
|
3531
3613
|
}
|
|
3532
3614
|
if (values.entry) {
|
|
3533
3615
|
return;
|
|
3534
3616
|
}
|
|
3535
|
-
|
|
3617
|
+
const [entryPoint = null] = getPositionals();
|
|
3618
|
+
if (!entryPoint) {
|
|
3619
|
+
throw new Error("Entry point is required");
|
|
3620
|
+
}
|
|
3621
|
+
{
|
|
3622
|
+
const cwd = process.cwd();
|
|
3623
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
3624
|
+
}
|
|
3625
|
+
await cli.configConnectionService.loadConfig("setup.config");
|
|
3626
|
+
{
|
|
3627
|
+
const loader = await cli.configConnectionService.loadConfig("loader.config");
|
|
3628
|
+
try {
|
|
3629
|
+
if (typeof loader === "function") {
|
|
3630
|
+
await loader();
|
|
3631
|
+
}
|
|
3632
|
+
if (typeof loader?.loader === "function") {
|
|
3633
|
+
await loader.loader();
|
|
3634
|
+
}
|
|
3635
|
+
}
|
|
3636
|
+
catch (error) {
|
|
3637
|
+
console.error("Module loader failed", error);
|
|
3638
|
+
kill(-1);
|
|
3639
|
+
return;
|
|
3640
|
+
}
|
|
3641
|
+
}
|
|
3642
|
+
{
|
|
3643
|
+
await cli.configService.waitForInit();
|
|
3644
|
+
Setup.enable();
|
|
3645
|
+
}
|
|
3646
|
+
const cwd = process.cwd();
|
|
3647
|
+
{
|
|
3648
|
+
const absolutePath = path.resolve(entryPoint);
|
|
3649
|
+
const moduleRoot = path.dirname(absolutePath);
|
|
3650
|
+
process.chdir(moduleRoot);
|
|
3651
|
+
cwd !== moduleRoot && Setup.update();
|
|
3652
|
+
dotenv.config({ path: path.join(moduleRoot, '.env'), override: true, quiet: true });
|
|
3653
|
+
}
|
|
3654
|
+
if (!values.noFlush) {
|
|
3655
|
+
await flush(path.resolve(cwd, entryPoint));
|
|
3656
|
+
}
|
|
3657
|
+
await cli.moduleConnectionService.loadModule("main.module");
|
|
3658
|
+
listenFinish$1();
|
|
3536
3659
|
listenGracefulShutdown$2();
|
|
3660
|
+
await cli.resolveService.attachEntry(path.resolve(cwd, entryPoint));
|
|
3537
3661
|
};
|
|
3538
3662
|
main$b();
|
|
3539
3663
|
|
|
@@ -3542,13 +3666,29 @@ const MODE_MODULE = {
|
|
|
3542
3666
|
live: "live.module",
|
|
3543
3667
|
paper: "paper.module",
|
|
3544
3668
|
walker: "walker.module",
|
|
3669
|
+
main: "main.module",
|
|
3545
3670
|
};
|
|
3671
|
+
const MODE_LIST = ["backtest", "live", "paper", "walker", "main"];
|
|
3546
3672
|
const resolveMode = (values) => {
|
|
3547
|
-
|
|
3548
|
-
if (enabled.length !== 1) {
|
|
3673
|
+
if (MODE_LIST.filter((mode) => values[mode]).length > 1) {
|
|
3549
3674
|
return null;
|
|
3550
3675
|
}
|
|
3551
|
-
|
|
3676
|
+
if (values.main) {
|
|
3677
|
+
return "main";
|
|
3678
|
+
}
|
|
3679
|
+
if (values.backtest) {
|
|
3680
|
+
return "backtest";
|
|
3681
|
+
}
|
|
3682
|
+
if (values.live) {
|
|
3683
|
+
return "live";
|
|
3684
|
+
}
|
|
3685
|
+
if (values.paper) {
|
|
3686
|
+
return "paper";
|
|
3687
|
+
}
|
|
3688
|
+
if (values.walker) {
|
|
3689
|
+
return "walker";
|
|
3690
|
+
}
|
|
3691
|
+
return null;
|
|
3552
3692
|
};
|
|
3553
3693
|
const stopBacktestList = async () => {
|
|
3554
3694
|
for (const item of await Backtest.list()) {
|
|
@@ -3581,11 +3721,17 @@ const stopWalkerList = async () => {
|
|
|
3581
3721
|
Walker.stop(item.symbol, { walkerName: item.walkerName });
|
|
3582
3722
|
}
|
|
3583
3723
|
};
|
|
3724
|
+
const stopMain = async () => {
|
|
3725
|
+
await stopBacktestList();
|
|
3726
|
+
await stopLiveList();
|
|
3727
|
+
await stopWalkerList();
|
|
3728
|
+
};
|
|
3584
3729
|
const MODE_STOP = {
|
|
3585
3730
|
backtest: stopBacktestList,
|
|
3586
3731
|
live: stopLiveList,
|
|
3587
3732
|
paper: stopLiveList,
|
|
3588
3733
|
walker: stopWalkerList,
|
|
3734
|
+
main: stopMain,
|
|
3589
3735
|
};
|
|
3590
3736
|
const listenFinish = singleshot(() => {
|
|
3591
3737
|
let disposeRef;
|
|
@@ -3626,12 +3772,12 @@ const main$a = async () => {
|
|
|
3626
3772
|
}
|
|
3627
3773
|
const mode = resolveMode(values);
|
|
3628
3774
|
if (!mode) {
|
|
3629
|
-
console.error("--entry requires exactly one of --backtest, --live, --paper, --walker");
|
|
3775
|
+
console.error("--entry requires exactly one of --backtest, --live, --paper, --walker, --main");
|
|
3630
3776
|
kill(1);
|
|
3631
3777
|
return;
|
|
3632
3778
|
}
|
|
3633
3779
|
const entryPoints = getPositionals();
|
|
3634
|
-
if (!entryPoints.length) {
|
|
3780
|
+
if (mode !== "main" && !entryPoints.length) {
|
|
3635
3781
|
throw new Error("At least one entry point is required");
|
|
3636
3782
|
}
|
|
3637
3783
|
{
|
|
@@ -3678,12 +3824,18 @@ const main$a = async () => {
|
|
|
3678
3824
|
}
|
|
3679
3825
|
await cli.moduleConnectionService.loadModule(MODE_MODULE[mode]);
|
|
3680
3826
|
listenFinish();
|
|
3681
|
-
|
|
3827
|
+
{
|
|
3828
|
+
const listenShutdown = createGracefulShutdown(mode);
|
|
3829
|
+
listenShutdown();
|
|
3830
|
+
}
|
|
3682
3831
|
let absolutePath;
|
|
3683
3832
|
for (const entryPoint of entryPoints) {
|
|
3684
3833
|
absolutePath = path.resolve(cwd, entryPoint);
|
|
3685
3834
|
await cli.resolveService.attachEntry(absolutePath);
|
|
3686
3835
|
}
|
|
3836
|
+
if (mode === "main") {
|
|
3837
|
+
return;
|
|
3838
|
+
}
|
|
3687
3839
|
await getEntrySubject().next(absolutePath);
|
|
3688
3840
|
};
|
|
3689
3841
|
main$a();
|
|
@@ -4295,183 +4447,204 @@ const main$2 = async () => {
|
|
|
4295
4447
|
main$2();
|
|
4296
4448
|
|
|
4297
4449
|
const ENTRY_PATH = "./node_modules/@backtest-kit/cli/build/index.mjs";
|
|
4298
|
-
const HELP_TEXT = `
|
|
4299
|
-
Usage:
|
|
4300
|
-
node index.mjs --<mode> [flags] [entry-point]
|
|
4301
|
-
|
|
4302
|
-
Modes:
|
|
4303
|
-
|
|
4304
|
-
--backtest <entry> Run strategy against historical candle data
|
|
4305
|
-
--walker <entry...> Run Walker A/B strategy comparison across multiple strategies
|
|
4306
|
-
--paper <entry> Paper trading (live prices, no real orders)
|
|
4307
|
-
--live <entry> Live trading with real orders
|
|
4308
|
-
--
|
|
4309
|
-
--
|
|
4310
|
-
--
|
|
4311
|
-
--
|
|
4312
|
-
--
|
|
4313
|
-
--
|
|
4314
|
-
--
|
|
4315
|
-
--
|
|
4316
|
-
--
|
|
4317
|
-
|
|
4318
|
-
|
|
4319
|
-
|
|
4320
|
-
|
|
4321
|
-
--
|
|
4322
|
-
--
|
|
4323
|
-
--
|
|
4324
|
-
--
|
|
4325
|
-
--
|
|
4326
|
-
--
|
|
4327
|
-
--
|
|
4328
|
-
--
|
|
4329
|
-
--
|
|
4330
|
-
|
|
4331
|
-
|
|
4332
|
-
|
|
4333
|
-
|
|
4334
|
-
--
|
|
4335
|
-
--
|
|
4336
|
-
--
|
|
4337
|
-
--
|
|
4338
|
-
--
|
|
4339
|
-
--
|
|
4340
|
-
--
|
|
4341
|
-
|
|
4342
|
-
|
|
4343
|
-
|
|
4344
|
-
|
|
4345
|
-
|
|
4346
|
-
|
|
4347
|
-
|
|
4348
|
-
|
|
4349
|
-
|
|
4350
|
-
|
|
4351
|
-
|
|
4352
|
-
--
|
|
4353
|
-
--
|
|
4354
|
-
--
|
|
4355
|
-
--
|
|
4356
|
-
--
|
|
4357
|
-
|
|
4358
|
-
|
|
4359
|
-
|
|
4360
|
-
|
|
4361
|
-
--
|
|
4362
|
-
|
|
4363
|
-
|
|
4364
|
-
|
|
4365
|
-
--
|
|
4366
|
-
|
|
4367
|
-
|
|
4368
|
-
|
|
4369
|
-
|
|
4370
|
-
|
|
4371
|
-
|
|
4372
|
-
|
|
4373
|
-
|
|
4374
|
-
|
|
4375
|
-
|
|
4376
|
-
|
|
4377
|
-
|
|
4378
|
-
|
|
4379
|
-
--
|
|
4380
|
-
--
|
|
4381
|
-
--
|
|
4382
|
-
--
|
|
4383
|
-
|
|
4384
|
-
|
|
4385
|
-
|
|
4386
|
-
|
|
4387
|
-
|
|
4388
|
-
|
|
4389
|
-
|
|
4390
|
-
|
|
4391
|
-
|
|
4392
|
-
|
|
4393
|
-
|
|
4394
|
-
--
|
|
4395
|
-
--
|
|
4396
|
-
--
|
|
4397
|
-
--
|
|
4398
|
-
|
|
4399
|
-
|
|
4400
|
-
|
|
4401
|
-
|
|
4402
|
-
|
|
4403
|
-
|
|
4404
|
-
|
|
4405
|
-
|
|
4406
|
-
|
|
4407
|
-
|
|
4408
|
-
|
|
4409
|
-
|
|
4410
|
-
|
|
4411
|
-
|
|
4412
|
-
|
|
4413
|
-
|
|
4414
|
-
|
|
4415
|
-
|
|
4416
|
-
|
|
4417
|
-
|
|
4418
|
-
|
|
4419
|
-
|
|
4420
|
-
|
|
4421
|
-
|
|
4422
|
-
|
|
4423
|
-
|
|
4424
|
-
|
|
4425
|
-
|
|
4426
|
-
|
|
4427
|
-
|
|
4428
|
-
|
|
4429
|
-
|
|
4430
|
-
|
|
4431
|
-
|
|
4432
|
-
|
|
4433
|
-
|
|
4434
|
-
|
|
4435
|
-
|
|
4436
|
-
|
|
4437
|
-
|
|
4438
|
-
|
|
4439
|
-
|
|
4440
|
-
|
|
4441
|
-
|
|
4442
|
-
|
|
4443
|
-
|
|
4444
|
-
|
|
4445
|
-
|
|
4446
|
-
|
|
4447
|
-
|
|
4448
|
-
|
|
4449
|
-
|
|
4450
|
-
|
|
4451
|
-
|
|
4452
|
-
|
|
4453
|
-
|
|
4454
|
-
|
|
4455
|
-
|
|
4456
|
-
|
|
4457
|
-
|
|
4458
|
-
|
|
4459
|
-
|
|
4460
|
-
|
|
4461
|
-
|
|
4462
|
-
|
|
4463
|
-
|
|
4464
|
-
|
|
4465
|
-
|
|
4466
|
-
|
|
4467
|
-
|
|
4468
|
-
|
|
4469
|
-
|
|
4470
|
-
|
|
4471
|
-
|
|
4472
|
-
|
|
4473
|
-
|
|
4474
|
-
|
|
4450
|
+
const HELP_TEXT = `
|
|
4451
|
+
Usage:
|
|
4452
|
+
node index.mjs --<mode> [flags] [entry-point]
|
|
4453
|
+
|
|
4454
|
+
Modes:
|
|
4455
|
+
|
|
4456
|
+
--backtest <entry> Run strategy against historical candle data
|
|
4457
|
+
--walker <entry...> Run Walker A/B strategy comparison across multiple strategies
|
|
4458
|
+
--paper <entry> Paper trading (live prices, no real orders)
|
|
4459
|
+
--live <entry> Live trading with real orders
|
|
4460
|
+
--main <entry> Run an entry point with prepared environment, no trading harness
|
|
4461
|
+
--pine <entry> Execute a local .pine indicator file
|
|
4462
|
+
--editor Open the Pine Script visual editor in the browser
|
|
4463
|
+
--dump Fetch and save raw OHLCV candles
|
|
4464
|
+
--pnldebug Simulate PnL per minute for a given entry price and direction
|
|
4465
|
+
--brokerdebug Fire a single broker commit against the live broker adapter
|
|
4466
|
+
--flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
|
|
4467
|
+
--init Scaffold a new project in the current directory
|
|
4468
|
+
--docker Scaffold a Docker workspace for running strategies in a container
|
|
4469
|
+
--help Print this help message
|
|
4470
|
+
|
|
4471
|
+
Backtest flags:
|
|
4472
|
+
|
|
4473
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4474
|
+
--strategy <string> Strategy name from addStrategySchema (default: first registered)
|
|
4475
|
+
--exchange <string> Exchange name from addExchangeSchema (default: first registered)
|
|
4476
|
+
--frame <string> Frame name from addFrameSchema (default: first registered)
|
|
4477
|
+
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
4478
|
+
--noCache Skip candle cache warming before the run
|
|
4479
|
+
--noFlush Skip removing report/log/markdown/agent folders before backtest run
|
|
4480
|
+
--verbose Log every candle fetch to stdout
|
|
4481
|
+
--ui Start web dashboard at http://localhost:60050
|
|
4482
|
+
--telegram Send trade notifications to Telegram
|
|
4483
|
+
|
|
4484
|
+
Walker flags (--walker):
|
|
4485
|
+
|
|
4486
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4487
|
+
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
4488
|
+
--noCache Skip candle cache warming before the run
|
|
4489
|
+
--noFlush Skip removing report/log/markdown/agent folders before walker run
|
|
4490
|
+
--verbose Log every candle fetch to stdout
|
|
4491
|
+
--output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
|
|
4492
|
+
--json Save results as JSON to ./dump/<output>.json
|
|
4493
|
+
--markdown Save report as Markdown to ./dump/<output>.md
|
|
4494
|
+
|
|
4495
|
+
Each positional argument is a strategy entry point. All strategy files are loaded without
|
|
4496
|
+
changing process.cwd() — .env is read from the working directory only.
|
|
4497
|
+
addWalkerSchema is called automatically using the registered exchange and frame.
|
|
4498
|
+
After comparison completes the report is printed to stdout (or saved if --json/--markdown).
|
|
4499
|
+
|
|
4500
|
+
Module file ./modules/walker.module is loaded automatically if it exists.
|
|
4501
|
+
|
|
4502
|
+
Paper / Live flags:
|
|
4503
|
+
|
|
4504
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4505
|
+
--strategy <string> Strategy name (default: first registered)
|
|
4506
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4507
|
+
--verbose Log every candle fetch to stdout
|
|
4508
|
+
--ui Start web dashboard
|
|
4509
|
+
--telegram Send Telegram notifications
|
|
4510
|
+
|
|
4511
|
+
Main flags (--main):
|
|
4512
|
+
|
|
4513
|
+
--noFlush Skip removing report/log/markdown/agent folders before the run
|
|
4514
|
+
|
|
4515
|
+
Prepares the runtime environment (loads .env, setup.config, loader.config and
|
|
4516
|
+
modules/main.module) and runs the single positional entry point — but does NOT
|
|
4517
|
+
start any trading harness. Unlike --backtest/--live/--walker, the CLI never calls
|
|
4518
|
+
Backtest/Live/Walker.background; the entry point decides what to run.
|
|
4519
|
+
|
|
4520
|
+
Exactly one positional entry point is required. process.cwd() is changed to the
|
|
4521
|
+
entry point directory and its local .env is loaded.
|
|
4522
|
+
|
|
4523
|
+
Backtest, Live and Walker runs started from userspace are still tracked: the run
|
|
4524
|
+
finishes automatically when one of them completes, Ctrl+C stops any active run,
|
|
4525
|
+
and a second Ctrl+C force-quits.
|
|
4526
|
+
|
|
4527
|
+
Module file ./modules/main.module is loaded automatically if it exists.
|
|
4528
|
+
|
|
4529
|
+
PineScript flags (--pine):
|
|
4530
|
+
|
|
4531
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4532
|
+
--timeframe <string> Candle interval (default: 15m)
|
|
4533
|
+
--limit <string> Number of candles to fetch (default: 250)
|
|
4534
|
+
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
4535
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4536
|
+
--output <string> Output file base name without extension
|
|
4537
|
+
--json Save output as JSON array to <pine-dir>/dump/<output>.json
|
|
4538
|
+
--jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
|
|
4539
|
+
--markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
|
|
4540
|
+
|
|
4541
|
+
Only plot() calls with display=display.data_window produce output columns.
|
|
4542
|
+
Module file ./modules/pine.module is loaded automatically if it exists.
|
|
4543
|
+
|
|
4544
|
+
Candle dump flags (--dump):
|
|
4545
|
+
|
|
4546
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4547
|
+
--timeframe <string> Candle interval (default: 15m)
|
|
4548
|
+
--limit <string> Number of candles (default: 250)
|
|
4549
|
+
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
4550
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4551
|
+
--output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
|
|
4552
|
+
--json Save as JSON array to ./dump/<output>.json
|
|
4553
|
+
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
4554
|
+
|
|
4555
|
+
Module file ./modules/dump.module is loaded automatically if it exists.
|
|
4556
|
+
|
|
4557
|
+
PnL debug flags (--pnldebug):
|
|
4558
|
+
|
|
4559
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4560
|
+
--priceopen <number> Entry price (required)
|
|
4561
|
+
--direction <string> Position direction: long or short (default: long)
|
|
4562
|
+
--when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
|
|
4563
|
+
--minutes <string> Number of 1m candles to simulate (default: 60)
|
|
4564
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4565
|
+
--output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
|
|
4566
|
+
--json Save as JSON array to ./dump/<output>.json
|
|
4567
|
+
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
4568
|
+
--markdown Save as Markdown table to ./dump/<output>.md
|
|
4569
|
+
|
|
4570
|
+
Module file ./modules/pnldebug.module is loaded automatically if it exists.
|
|
4571
|
+
|
|
4572
|
+
Broker debug flags (--brokerdebug):
|
|
4573
|
+
|
|
4574
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4575
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4576
|
+
--commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
|
|
4577
|
+
partial-loss, average-buy, trailing-stop, trailing-take, breakeven
|
|
4578
|
+
(default: signal-open)
|
|
4579
|
+
|
|
4580
|
+
Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
|
|
4581
|
+
the selected broker commit with synthetic payload values derived from current price.
|
|
4582
|
+
|
|
4583
|
+
Flush flags (--flush):
|
|
4584
|
+
|
|
4585
|
+
One or more positional entry points. For each entry point the following
|
|
4586
|
+
subdirectories are removed from <entry-dir>/dump/:
|
|
4587
|
+
|
|
4588
|
+
report log markdown agent
|
|
4589
|
+
|
|
4590
|
+
Init flags (--init):
|
|
4591
|
+
|
|
4592
|
+
--output <string> Target directory name (default: backtest-kit-project)
|
|
4593
|
+
|
|
4594
|
+
Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
|
|
4595
|
+
|
|
4596
|
+
Docker flags (--docker):
|
|
4597
|
+
|
|
4598
|
+
--output <string> Target directory name (default: backtest-kit-docker)
|
|
4599
|
+
|
|
4600
|
+
Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
|
|
4601
|
+
tsconfig.json, and a sample strategy under content/. Run npm install then
|
|
4602
|
+
docker compose up to start the container.
|
|
4603
|
+
|
|
4604
|
+
Module hooks (loaded automatically by each mode):
|
|
4605
|
+
|
|
4606
|
+
modules/backtest.module --backtest Broker adapter for backtest
|
|
4607
|
+
modules/walker.module --walker Broker adapter for walker comparison
|
|
4608
|
+
modules/paper.module --paper Broker adapter for paper trading
|
|
4609
|
+
modules/live.module --live Broker adapter for live trading
|
|
4610
|
+
modules/main.module --main Environment setup for a custom entry point
|
|
4611
|
+
modules/pine.module --pine Exchange schema for PineScript runs
|
|
4612
|
+
modules/editor.module --editor Exchange schema for the visual Pine editor
|
|
4613
|
+
modules/dump.module --dump Exchange schema for candle dumps
|
|
4614
|
+
modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
|
|
4615
|
+
modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
|
|
4616
|
+
|
|
4617
|
+
--flush has no associated module. It only removes dump subdirectories.
|
|
4618
|
+
|
|
4619
|
+
Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
|
|
4620
|
+
|
|
4621
|
+
Environment variables:
|
|
4622
|
+
|
|
4623
|
+
CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
|
|
4624
|
+
CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
|
|
4625
|
+
CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
|
|
4626
|
+
CC_WWWROOT_PORT UI server port (default: 60050)
|
|
4627
|
+
|
|
4628
|
+
Examples:
|
|
4629
|
+
|
|
4630
|
+
node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
|
|
4631
|
+
node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
|
|
4632
|
+
node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
|
|
4633
|
+
node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
|
|
4634
|
+
node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
|
|
4635
|
+
node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
|
|
4636
|
+
node ${ENTRY_PATH} --main ./tools/fetch_fear_and_greed.ts
|
|
4637
|
+
node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
|
|
4638
|
+
node ${ENTRY_PATH} --editor
|
|
4639
|
+
node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
|
|
4640
|
+
node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
|
|
4641
|
+
node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
|
|
4642
|
+
node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
|
|
4643
|
+
node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
|
|
4644
|
+
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
|
|
4645
|
+
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
|
|
4646
|
+
node ${ENTRY_PATH} --init --output my-trading-bot
|
|
4647
|
+
node ${ENTRY_PATH} --docker --output my-docker-workspace
|
|
4475
4648
|
`.trimStart();
|
|
4476
4649
|
const main$1 = async () => {
|
|
4477
4650
|
if (!getEntry(import.meta.url)) {
|
|
@@ -4481,7 +4654,7 @@ const main$1 = async () => {
|
|
|
4481
4654
|
if (!values.help) {
|
|
4482
4655
|
return;
|
|
4483
4656
|
}
|
|
4484
|
-
process.stdout.write(`@backtest-kit/cli ${"12.
|
|
4657
|
+
process.stdout.write(`@backtest-kit/cli ${"12.5.0"}\n\n`);
|
|
4485
4658
|
process.stdout.write(HELP_TEXT);
|
|
4486
4659
|
process.exit(0);
|
|
4487
4660
|
};
|
|
@@ -4495,7 +4668,7 @@ const main = async () => {
|
|
|
4495
4668
|
if (!values.version) {
|
|
4496
4669
|
return;
|
|
4497
4670
|
}
|
|
4498
|
-
process.stdout.write(`@backtest-kit/cli ${"12.
|
|
4671
|
+
process.stdout.write(`@backtest-kit/cli ${"12.5.0"}\n`);
|
|
4499
4672
|
process.exit(0);
|
|
4500
4673
|
};
|
|
4501
4674
|
main();
|
|
@@ -4517,17 +4690,17 @@ async function run(mode, args) {
|
|
|
4517
4690
|
}
|
|
4518
4691
|
if (mode === "backtest") {
|
|
4519
4692
|
await cli.backtestMainService.run(args);
|
|
4520
|
-
listenGracefulShutdown$
|
|
4693
|
+
listenGracefulShutdown$6();
|
|
4521
4694
|
return;
|
|
4522
4695
|
}
|
|
4523
4696
|
if (mode === "paper") {
|
|
4524
4697
|
await cli.paperMainService.run(args);
|
|
4525
|
-
listenGracefulShutdown$
|
|
4698
|
+
listenGracefulShutdown$4();
|
|
4526
4699
|
return;
|
|
4527
4700
|
}
|
|
4528
4701
|
if (mode === "live") {
|
|
4529
4702
|
await cli.liveMainService.run(args);
|
|
4530
|
-
listenGracefulShutdown$
|
|
4703
|
+
listenGracefulShutdown$3();
|
|
4531
4704
|
return;
|
|
4532
4705
|
}
|
|
4533
4706
|
throw new Error(`Invalid mode: ${mode}`);
|