@backtest-kit/cli 16.4.0 → 16.5.0

package/README.md

@@ -452,10 +452,10 @@ The CLI loads `./modules/brokerdebug.module`, fetches the last candle for `--sym
 
 ### 🎛️ Simulator (`--simulator`)
 
-Sweep exit/entry parameters over a feed of crowd trading ideas using the `Simulator` entity — one candle pass per idea, a full parameter grid evaluated arithmetically, an author whitelist trained with default-ban semantics. Prints a Markdown report with three ranking winners (time-based Sharpe, Sortino, PnL) and the production whitelist.
+Sweep exit/entry parameters over a feed of crowd trading ideas using the `Simulator` entity — one candle pass per idea, a full parameter grid evaluated arithmetically, an author whitelist trained with default-ban semantics. Prints a Markdown report with four ranking winners (time-based Sharpe, Sortino, PnL, recovery factor) and the production whitelist.
 
 ```bash
-npx @backtest-kit/cli --simulator --symbol BTCUSDT ./assets/ts-ideas.normalized.jsonl
+npx @backtest-kit/cli --simulator --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
 # → summary to stdout; add --json / --markdown to save into ./dump/
 ```
 

package/build/index.cjs

@@ -2341,6 +2341,13 @@ const STOP_BOT_FN = functoolsKit.singleshot(async () => {
     const { stopBot } = await getTelegram();
     stopBot();
 });
+/**
+ * Throttle window for the per-tick order_continue decision channel: at most one
+ * Telegram notification per signalId per 15 minutes via functools-kit ttl. The
+ * terminal order_stop is NOT throttled (fires once per signal) and clears the
+ * throttle slot for its signalId.
+ */
+const ORDER_CHECK_NOTIFY_TTL = 15 * 60 * 1000;
 class TelegramLogicService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
@@ -2489,11 +2496,24 @@ class TelegramLogicService {
                 markdown,
             });
         };
-        this.notifySignalOpen = functoolsKit.trycatch(async (event) => {
-            this.loggerService.log("telegramLogicService notifySignalOpen", {
+        this.notifyOrderFillOpen = functoolsKit.trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderFillOpen", {
+                event,
+            });
+            const markdown = await this.telegramTemplateService.getOrderFillOpenMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        });
+        this.notifyOrderFillClose = functoolsKit.trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderFillClose", {
                 event,
             });
-            const markdown = await this.telegramTemplateService.getSignalOpenMarkdown(event);
+            const markdown = await this.telegramTemplateService.getOrderFillCloseMarkdown(event);
             if (!markdown) {
                 return;
             }
@@ -2502,11 +2522,64 @@ class TelegramLogicService {
                 markdown,
             });
         });
-        this.notifySignalClose = functoolsKit.trycatch(async (event) => {
-            this.loggerService.log("telegramLogicService notifySignalClose", {
+        this.notifyOrderRejectOpen = functoolsKit.trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderRejectOpen", {
                 event,
             });
-            const markdown = await this.telegramTemplateService.getSignalCloseMarkdown(event);
+            const markdown = await this.telegramTemplateService.getOrderRejectOpenMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        });
+        this.notifyOrderRejectClose = functoolsKit.trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderRejectClose", {
+                event,
+            });
+            const markdown = await this.telegramTemplateService.getOrderRejectCloseMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        });
+        /**
+         * Post-verdict order-check CONTINUE (order_continue). Fires every live tick the
+         * order survives the check, so it is throttled via functools-kit ttl:
+         * one message per signalId per ORDER_CHECK_NOTIFY_TTL (15 minutes).
+         */
+        this.notifyOrderContinue = functoolsKit.ttl(functoolsKit.trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderContinue", {
+                event,
+            });
+            const markdown = await this.telegramTemplateService.getOrderContinueMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        }), {
+            key: ([event]) => event.signalId,
+            timeout: ORDER_CHECK_NOTIFY_TTL,
+        });
+        /**
+         * Post-verdict order-check STOP (order_stop). Terminal — fires once per signal,
+         * so no throttle; drops the continue throttle slot for this signalId
+         * (the signal leaves monitoring, the ttl entry would only leak otherwise).
+         */
+        this.notifyOrderStop = functoolsKit.trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderStop", {
+                event,
+            });
+            this.notifyOrderContinue.clear(event.signalId);
+            const markdown = await this.telegramTemplateService.getOrderStopMarkdown(event);
             if (!markdown) {
                 return;
             }
@@ -2611,26 +2684,51 @@ class TelegramLogicService {
                     return;
                 }
             });
-            const unSync = BacktestKit.listenSync(async (event) => {
+            // Broker-CONFIRMED fills only (post-verdict orderFillSubject): a rejected or
+            // transient gate attempt never reaches this channel, so "Order Filled" is
+            // guaranteed truthful. The pre-verdict syncSubject is NOT consumed here.
+            const unOrderFill = BacktestKit.listenOrderFill(async (event) => {
                 if (event.action === "signal-open") {
-                    // type "schedule" is a resting-order PLACEMENT, not a position open:
-                    // the user already got the "scheduled" notification from listenSignal
-                    if (event.type !== "active") {
-                        return;
-                    }
-                    await this.notifySignalOpen(event);
+                    // Both open outcomes notify: type "active" — the order opened at once
+                    // (immediate fill, no schedule phase), type "schedule" — the resting
+                    // order was placed on the exchange. Either way the broker confirmed a
+                    // real order; the template's Order field carries the type.
+                    await this.notifyOrderFillOpen(event);
                     return;
                 }
                 if (event.action === "signal-close") {
-                    await this.notifySignalClose(event);
+                    await this.notifyOrderFillClose(event);
                     return;
                 }
             });
+            // Terminal broker rejection (post-verdict orderRejectSubject): exactly one
+            // event per dropped order attempt — the engine consumes the rejected signal
+            // id, so this cannot repeat per-tick for the same signal. Dispatched by
+            // action to the dedicated open/close notifications (single responsibility).
+            const unOrderReject = BacktestKit.listenOrderReject(async (event) => {
+                if (event.action === "signal-open") {
+                    await this.notifyOrderRejectOpen(event);
+                    return;
+                }
+                if (event.action === "signal-close") {
+                    await this.notifyOrderRejectClose(event);
+                    return;
+                }
+            });
+            // Post-verdict check decisions: CONTINUE fires every surviving tick and is
+            // throttled to one message per signalId per 15 minutes via ttl; terminal
+            // STOP fires once per signal, unthrottled.
+            const unOrderContinue = BacktestKit.listenOrderContinue(async (event) => {
+                await this.notifyOrderContinue(event);
+            });
+            const unOrderStop = BacktestKit.listenOrderStop(async (event) => {
+                await this.notifyOrderStop(event);
+            });
             const unSignalNotify = BacktestKit.listenSignalNotify(async (event) => {
                 await this.notifySignalInfo(event);
             });
             const unConnect = () => this.connect.clear();
-            const unListen = functoolsKit.compose(() => unRisk(), () => unSignal(), () => unCommit(), () => unSync(), () => unSignalNotify(), () => unConnect());
+            const unListen = functoolsKit.compose(() => unRisk(), () => unSignal(), () => unCommit(), () => unOrderFill(), () => unOrderReject(), () => unOrderContinue(), () => unOrderStop(), () => this.notifyOrderContinue.clear(), () => unSignalNotify(), () => unConnect());
             return () => {
                 STOP_BOT_FN();
                 unListen();
@@ -2783,25 +2881,65 @@ class TelegramTemplateService {
             }
             return await RENDER_TEMPLATE_FN("average-buy.mustache", event, this);
         };
-        this.getSignalOpenMarkdown = async (event) => {
-            this.loggerService.log("telegramTemplateService getSignalOpenMarkdown", {
+        this.getOrderFillOpenMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderFillOpenMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderFillOpenMarkdown) {
+                return await adapter.getOrderFillOpenMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-fill-open.mustache", event, this);
+        };
+        this.getOrderFillCloseMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderFillCloseMarkdown", {
                 event,
             });
             const adapter = await this.getTelegramAdapter();
-            if (adapter?.getSignalOpenMarkdown) {
-                return await adapter.getSignalOpenMarkdown(event);
+            if (adapter?.getOrderFillCloseMarkdown) {
+                return await adapter.getOrderFillCloseMarkdown(event);
             }
-            return await RENDER_TEMPLATE_FN("signal-open.mustache", event, this);
+            return await RENDER_TEMPLATE_FN("order-fill-close.mustache", event, this);
         };
-        this.getSignalCloseMarkdown = async (event) => {
-            this.loggerService.log("telegramTemplateService getSignalCloseMarkdown", {
+        this.getOrderRejectOpenMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderRejectOpenMarkdown", {
                 event,
             });
             const adapter = await this.getTelegramAdapter();
-            if (adapter?.getSignalCloseMarkdown) {
-                return await adapter.getSignalCloseMarkdown(event);
+            if (adapter?.getOrderRejectOpenMarkdown) {
+                return await adapter.getOrderRejectOpenMarkdown(event);
             }
-            return await RENDER_TEMPLATE_FN("signal-close.mustache", event, this);
+            return await RENDER_TEMPLATE_FN("order-reject-open.mustache", event, this);
+        };
+        this.getOrderRejectCloseMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderRejectCloseMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderRejectCloseMarkdown) {
+                return await adapter.getOrderRejectCloseMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-reject-close.mustache", event, this);
+        };
+        this.getOrderContinueMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderContinueMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderContinueMarkdown) {
+                return await adapter.getOrderContinueMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-continue.mustache", event, this);
+        };
+        this.getOrderStopMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderStopMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderStopMarkdown) {
+                return await adapter.getOrderStopMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-stop.mustache", event, this);
         };
         this.getCancelScheduledMarkdown = async (event) => {
             this.loggerService.log("telegramTemplateService getCancelScheduledMarkdown", {
@@ -3553,7 +3691,7 @@ const main$i = async () => {
     if (MODES.some((mode) => values[mode])) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.4.0"}\n`);
+    process.stdout.write(`@backtest-kit/cli ${"16.5.0"}\n`);
     process.stdout.write("\n");
     process.stdout.write(`Run with --help to see available commands.\n`);
     process.stdout.write("\n");
@@ -4608,7 +4746,22 @@ const main$4 = async () => {
     BacktestKit.addSimulatorSchema({
         simulatorName: SIMULATOR_NAME,
         exchangeName,
+        gridAxes: {
+            hardStopPercent: [1, 1.5, 2, 2.5, 3, 4, 5, 7],
+            trailingTakePercent: [0.5, 1, 1.5, 2, 3, 4],
+            holdMinutes: [24 * 60, 2 * 24 * 60, 3 * 24 * 60],
+            minIdeasAligned: [1, 2, 3],
+            minAuthorTrack: [2, 3, 5],
+            minAuthorHitRate: [0.5, 0.6],
+            minWeightAligned: [0, 0.6, 1.2],
+            profitLockPercent: [0, 1.5, 2.5],
+        },
         callbacks: {
+            onProgress: (symbol, stage, processed, total) => {
+                if (values.verbose) {
+                    console.log("onProgress", { symbol, stage, processed, total });
+                }
+            },
             onIdeas: (symbol, ideasTotal, ideasDirectional) => {
                 if (values.verbose) {
                     console.log("onIdeas", { symbol, ideasTotal, ideasDirectional });
@@ -5022,12 +5175,12 @@ Simulator flags (--simulator):
   Runs the backtest-kit Simulator entity: one 5-day candle pass per idea, flood
   dedupe (one idea per author per direction per 8h), default-ban author filter
   (ban thresholds are grid axes), grid evaluation with time-based Sharpe/Sortino,
-  three ranking winners. The report includes the production author whitelist.
+  four ranking winners. The report includes the production author whitelist.
   Ideas of other symbols are filtered out — one shared feed serves any --symbol.
 
   No output flag → print the Markdown summary to stdout. With --verbose every
-  simulator lifecycle callback (onIdeas, onProfiles, onAuthorsTrained, onGridPoint,
-  onRanking, onDone) is logged to the console as it fires.
+  simulator lifecycle callback (onProgress, onIdeas, onProfiles, onAuthorsTrained,
+  onGridPoint, onRanking, onDone) is logged to the console as it fires.
 
   Module file ./modules/simulator.module is loaded automatically if it exists
   (register your exchange there); without it CCXT Binance is used by default.
@@ -5094,8 +5247,8 @@ Examples:
   node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
   node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
   node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
-  node ${ENTRY_PATH} --simulator --symbol BTCUSDT ./assets/ts-ideas.normalized.jsonl
-  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_sweep ./assets/ts-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --simulator --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_sweep ./assets/tv-ideas.normalized.jsonl
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
   node ${ENTRY_PATH} --init --output my-trading-bot
@@ -5109,7 +5262,7 @@ const main$1 = async () => {
     if (!values.help) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.4.0"}\n\n`);
+    process.stdout.write(`@backtest-kit/cli ${"16.5.0"}\n\n`);
     process.stdout.write(HELP_TEXT);
     process.exit(0);
 };
@@ -5123,7 +5276,7 @@ const main = async () => {
     if (!values.version) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.4.0"}\n`);
+    process.stdout.write(`@backtest-kit/cli ${"16.5.0"}\n`);
     process.exit(0);
 };
 main();

package/build/index.mjs

@@ -1,7 +1,7 @@
 #!/usr/bin/env node
 import * as BacktestKit from 'backtest-kit';
-import { setConfig, listenExit, emitters, Notification, Cron, Recent, Storage, Markdown, Report, Dump, State, Memory, MarkdownWriter, ReportWriter, PersistSignalAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistPartialAdapter, PersistBreakevenAdapter, PersistCandleAdapter, PersistStorageAdapter, PersistNotificationAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistIntervalAdapter, PersistMemoryAdapter, PersistRecentAdapter, PersistStateAdapter, PersistSessionAdapter, PersistStrategyAdapter, Log, StorageLive, StorageBacktest, NotificationLive, NotificationBacktest, RecentLive, RecentBacktest, Broker, SessionLive, SessionBacktest, MemoryLive, MemoryBacktest, StateLive, StateBacktest, listExchangeSchema, addExchangeSchema, roundTicks, listFrameSchema, addFrameSchema, listenDoneLive, listenDoneBacktest, shutdown, listenSignal, listStrategySchema, overrideExchangeSchema, Backtest, System, Cache, Interval, alignToInterval, addWalkerSchema, overrideWalkerSchema, Walker, listenDoneWalker, Live, getCandles, checkCandles, warmCandles, listenRisk, listenStrategyCommit, listenSync, listenSignalNotify, Exchange, addSimulatorSchema, Simulator } from 'backtest-kit';
-import { singleshot, sleep, getErrorMessage, errorData, BehaviorSubject, Subject, str, compose, createAwaiter, execpool, queued, randomString, TIMEOUT_SYMBOL, typo, retry, trycatch, memoize, isObject } from 'functools-kit';
+import { setConfig, listenExit, emitters, Notification, Cron, Recent, Storage, Markdown, Report, Dump, State, Memory, MarkdownWriter, ReportWriter, PersistSignalAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistPartialAdapter, PersistBreakevenAdapter, PersistCandleAdapter, PersistStorageAdapter, PersistNotificationAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistIntervalAdapter, PersistMemoryAdapter, PersistRecentAdapter, PersistStateAdapter, PersistSessionAdapter, PersistStrategyAdapter, Log, StorageLive, StorageBacktest, NotificationLive, NotificationBacktest, RecentLive, RecentBacktest, Broker, SessionLive, SessionBacktest, MemoryLive, MemoryBacktest, StateLive, StateBacktest, listExchangeSchema, addExchangeSchema, roundTicks, listFrameSchema, addFrameSchema, listenDoneLive, listenDoneBacktest, shutdown, listenSignal, listStrategySchema, overrideExchangeSchema, Backtest, System, Cache, Interval, alignToInterval, addWalkerSchema, overrideWalkerSchema, Walker, listenDoneWalker, Live, getCandles, checkCandles, warmCandles, listenRisk, listenStrategyCommit, listenOrderFill, listenOrderReject, listenOrderContinue, listenOrderStop, listenSignalNotify, Exchange, addSimulatorSchema, Simulator } from 'backtest-kit';
+import { singleshot, sleep, getErrorMessage, errorData, BehaviorSubject, Subject, str, compose, createAwaiter, execpool, queued, randomString, TIMEOUT_SYMBOL, typo, retry, trycatch, ttl, memoize, isObject } from 'functools-kit';
 import { exec, spawn } from 'child_process';
 import fs, { constants, realpathSync } from 'fs';
 import * as stackTrace from 'stack-trace';
@@ -2316,6 +2316,13 @@ const STOP_BOT_FN = singleshot(async () => {
     const { stopBot } = await getTelegram();
     stopBot();
 });
+/**
+ * Throttle window for the per-tick order_continue decision channel: at most one
+ * Telegram notification per signalId per 15 minutes via functools-kit ttl. The
+ * terminal order_stop is NOT throttled (fires once per signal) and clears the
+ * throttle slot for its signalId.
+ */
+const ORDER_CHECK_NOTIFY_TTL = 15 * 60 * 1000;
 class TelegramLogicService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
@@ -2464,11 +2471,24 @@ class TelegramLogicService {
                 markdown,
             });
         };
-        this.notifySignalOpen = trycatch(async (event) => {
-            this.loggerService.log("telegramLogicService notifySignalOpen", {
+        this.notifyOrderFillOpen = trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderFillOpen", {
+                event,
+            });
+            const markdown = await this.telegramTemplateService.getOrderFillOpenMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        });
+        this.notifyOrderFillClose = trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderFillClose", {
                 event,
             });
-            const markdown = await this.telegramTemplateService.getSignalOpenMarkdown(event);
+            const markdown = await this.telegramTemplateService.getOrderFillCloseMarkdown(event);
             if (!markdown) {
                 return;
             }
@@ -2477,11 +2497,64 @@ class TelegramLogicService {
                 markdown,
             });
         });
-        this.notifySignalClose = trycatch(async (event) => {
-            this.loggerService.log("telegramLogicService notifySignalClose", {
+        this.notifyOrderRejectOpen = trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderRejectOpen", {
                 event,
             });
-            const markdown = await this.telegramTemplateService.getSignalCloseMarkdown(event);
+            const markdown = await this.telegramTemplateService.getOrderRejectOpenMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        });
+        this.notifyOrderRejectClose = trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderRejectClose", {
+                event,
+            });
+            const markdown = await this.telegramTemplateService.getOrderRejectCloseMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        });
+        /**
+         * Post-verdict order-check CONTINUE (order_continue). Fires every live tick the
+         * order survives the check, so it is throttled via functools-kit ttl:
+         * one message per signalId per ORDER_CHECK_NOTIFY_TTL (15 minutes).
+         */
+        this.notifyOrderContinue = ttl(trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderContinue", {
+                event,
+            });
+            const markdown = await this.telegramTemplateService.getOrderContinueMarkdown(event);
+            if (!markdown) {
+                return;
+            }
+            await this.telegramWebService.publishNotify({
+                symbol: event.symbol,
+                markdown,
+            });
+        }), {
+            key: ([event]) => event.signalId,
+            timeout: ORDER_CHECK_NOTIFY_TTL,
+        });
+        /**
+         * Post-verdict order-check STOP (order_stop). Terminal — fires once per signal,
+         * so no throttle; drops the continue throttle slot for this signalId
+         * (the signal leaves monitoring, the ttl entry would only leak otherwise).
+         */
+        this.notifyOrderStop = trycatch(async (event) => {
+            this.loggerService.log("telegramLogicService notifyOrderStop", {
+                event,
+            });
+            this.notifyOrderContinue.clear(event.signalId);
+            const markdown = await this.telegramTemplateService.getOrderStopMarkdown(event);
             if (!markdown) {
                 return;
             }
@@ -2586,26 +2659,51 @@ class TelegramLogicService {
                     return;
                 }
             });
-            const unSync = listenSync(async (event) => {
+            // Broker-CONFIRMED fills only (post-verdict orderFillSubject): a rejected or
+            // transient gate attempt never reaches this channel, so "Order Filled" is
+            // guaranteed truthful. The pre-verdict syncSubject is NOT consumed here.
+            const unOrderFill = listenOrderFill(async (event) => {
                 if (event.action === "signal-open") {
-                    // type "schedule" is a resting-order PLACEMENT, not a position open:
-                    // the user already got the "scheduled" notification from listenSignal
-                    if (event.type !== "active") {
-                        return;
-                    }
-                    await this.notifySignalOpen(event);
+                    // Both open outcomes notify: type "active" — the order opened at once
+                    // (immediate fill, no schedule phase), type "schedule" — the resting
+                    // order was placed on the exchange. Either way the broker confirmed a
+                    // real order; the template's Order field carries the type.
+                    await this.notifyOrderFillOpen(event);
                     return;
                 }
                 if (event.action === "signal-close") {
-                    await this.notifySignalClose(event);
+                    await this.notifyOrderFillClose(event);
                     return;
                 }
             });
+            // Terminal broker rejection (post-verdict orderRejectSubject): exactly one
+            // event per dropped order attempt — the engine consumes the rejected signal
+            // id, so this cannot repeat per-tick for the same signal. Dispatched by
+            // action to the dedicated open/close notifications (single responsibility).
+            const unOrderReject = listenOrderReject(async (event) => {
+                if (event.action === "signal-open") {
+                    await this.notifyOrderRejectOpen(event);
+                    return;
+                }
+                if (event.action === "signal-close") {
+                    await this.notifyOrderRejectClose(event);
+                    return;
+                }
+            });
+            // Post-verdict check decisions: CONTINUE fires every surviving tick and is
+            // throttled to one message per signalId per 15 minutes via ttl; terminal
+            // STOP fires once per signal, unthrottled.
+            const unOrderContinue = listenOrderContinue(async (event) => {
+                await this.notifyOrderContinue(event);
+            });
+            const unOrderStop = listenOrderStop(async (event) => {
+                await this.notifyOrderStop(event);
+            });
             const unSignalNotify = listenSignalNotify(async (event) => {
                 await this.notifySignalInfo(event);
             });
             const unConnect = () => this.connect.clear();
-            const unListen = compose(() => unRisk(), () => unSignal(), () => unCommit(), () => unSync(), () => unSignalNotify(), () => unConnect());
+            const unListen = compose(() => unRisk(), () => unSignal(), () => unCommit(), () => unOrderFill(), () => unOrderReject(), () => unOrderContinue(), () => unOrderStop(), () => this.notifyOrderContinue.clear(), () => unSignalNotify(), () => unConnect());
             return () => {
                 STOP_BOT_FN();
                 unListen();
@@ -2758,25 +2856,65 @@ class TelegramTemplateService {
             }
             return await RENDER_TEMPLATE_FN("average-buy.mustache", event, this);
         };
-        this.getSignalOpenMarkdown = async (event) => {
-            this.loggerService.log("telegramTemplateService getSignalOpenMarkdown", {
+        this.getOrderFillOpenMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderFillOpenMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderFillOpenMarkdown) {
+                return await adapter.getOrderFillOpenMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-fill-open.mustache", event, this);
+        };
+        this.getOrderFillCloseMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderFillCloseMarkdown", {
                 event,
             });
             const adapter = await this.getTelegramAdapter();
-            if (adapter?.getSignalOpenMarkdown) {
-                return await adapter.getSignalOpenMarkdown(event);
+            if (adapter?.getOrderFillCloseMarkdown) {
+                return await adapter.getOrderFillCloseMarkdown(event);
             }
-            return await RENDER_TEMPLATE_FN("signal-open.mustache", event, this);
+            return await RENDER_TEMPLATE_FN("order-fill-close.mustache", event, this);
         };
-        this.getSignalCloseMarkdown = async (event) => {
-            this.loggerService.log("telegramTemplateService getSignalCloseMarkdown", {
+        this.getOrderRejectOpenMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderRejectOpenMarkdown", {
                 event,
             });
             const adapter = await this.getTelegramAdapter();
-            if (adapter?.getSignalCloseMarkdown) {
-                return await adapter.getSignalCloseMarkdown(event);
+            if (adapter?.getOrderRejectOpenMarkdown) {
+                return await adapter.getOrderRejectOpenMarkdown(event);
             }
-            return await RENDER_TEMPLATE_FN("signal-close.mustache", event, this);
+            return await RENDER_TEMPLATE_FN("order-reject-open.mustache", event, this);
+        };
+        this.getOrderRejectCloseMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderRejectCloseMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderRejectCloseMarkdown) {
+                return await adapter.getOrderRejectCloseMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-reject-close.mustache", event, this);
+        };
+        this.getOrderContinueMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderContinueMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderContinueMarkdown) {
+                return await adapter.getOrderContinueMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-continue.mustache", event, this);
+        };
+        this.getOrderStopMarkdown = async (event) => {
+            this.loggerService.log("telegramTemplateService getOrderStopMarkdown", {
+                event,
+            });
+            const adapter = await this.getTelegramAdapter();
+            if (adapter?.getOrderStopMarkdown) {
+                return await adapter.getOrderStopMarkdown(event);
+            }
+            return await RENDER_TEMPLATE_FN("order-stop.mustache", event, this);
         };
         this.getCancelScheduledMarkdown = async (event) => {
             this.loggerService.log("telegramTemplateService getCancelScheduledMarkdown", {
@@ -3521,7 +3659,7 @@ const main$i = async () => {
     if (MODES.some((mode) => values[mode])) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.4.0"}\n`);
+    process.stdout.write(`@backtest-kit/cli ${"16.5.0"}\n`);
     process.stdout.write("\n");
     process.stdout.write(`Run with --help to see available commands.\n`);
     process.stdout.write("\n");
@@ -4576,7 +4714,22 @@ const main$4 = async () => {
     addSimulatorSchema({
         simulatorName: SIMULATOR_NAME,
         exchangeName,
+        gridAxes: {
+            hardStopPercent: [1, 1.5, 2, 2.5, 3, 4, 5, 7],
+            trailingTakePercent: [0.5, 1, 1.5, 2, 3, 4],
+            holdMinutes: [24 * 60, 2 * 24 * 60, 3 * 24 * 60],
+            minIdeasAligned: [1, 2, 3],
+            minAuthorTrack: [2, 3, 5],
+            minAuthorHitRate: [0.5, 0.6],
+            minWeightAligned: [0, 0.6, 1.2],
+            profitLockPercent: [0, 1.5, 2.5],
+        },
         callbacks: {
+            onProgress: (symbol, stage, processed, total) => {
+                if (values.verbose) {
+                    console.log("onProgress", { symbol, stage, processed, total });
+                }
+            },
             onIdeas: (symbol, ideasTotal, ideasDirectional) => {
                 if (values.verbose) {
                     console.log("onIdeas", { symbol, ideasTotal, ideasDirectional });
@@ -4990,12 +5143,12 @@ Simulator flags (--simulator):
   Runs the backtest-kit Simulator entity: one 5-day candle pass per idea, flood
   dedupe (one idea per author per direction per 8h), default-ban author filter
   (ban thresholds are grid axes), grid evaluation with time-based Sharpe/Sortino,
-  three ranking winners. The report includes the production author whitelist.
+  four ranking winners. The report includes the production author whitelist.
   Ideas of other symbols are filtered out — one shared feed serves any --symbol.
 
   No output flag → print the Markdown summary to stdout. With --verbose every
-  simulator lifecycle callback (onIdeas, onProfiles, onAuthorsTrained, onGridPoint,
-  onRanking, onDone) is logged to the console as it fires.
+  simulator lifecycle callback (onProgress, onIdeas, onProfiles, onAuthorsTrained,
+  onGridPoint, onRanking, onDone) is logged to the console as it fires.
 
   Module file ./modules/simulator.module is loaded automatically if it exists
   (register your exchange there); without it CCXT Binance is used by default.
@@ -5062,8 +5215,8 @@ Examples:
   node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
   node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
   node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
-  node ${ENTRY_PATH} --simulator --symbol BTCUSDT ./assets/ts-ideas.normalized.jsonl
-  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_sweep ./assets/ts-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --simulator --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_sweep ./assets/tv-ideas.normalized.jsonl
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
   node ${ENTRY_PATH} --init --output my-trading-bot
@@ -5077,7 +5230,7 @@ const main$1 = async () => {
     if (!values.help) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.4.0"}\n\n`);
+    process.stdout.write(`@backtest-kit/cli ${"16.5.0"}\n\n`);
     process.stdout.write(HELP_TEXT);
     process.exit(0);
 };
@@ -5091,7 +5244,7 @@ const main = async () => {
     if (!values.version) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.4.0"}\n`);
+    process.stdout.write(`@backtest-kit/cli ${"16.5.0"}\n`);
     process.exit(0);
 };
 main();

package/config/notification.config.mjs

@@ -11,5 +11,9 @@ export default {
   partial_profit: false,
   order_sync: false,
   order_check: false,
+  order_fill: true,
+  order_reject: true,
+  order_continue: true,
+  order_stop: true,
   strategy_commit: true,
 };

package/docker/package.json

@@ -15,17 +15,17 @@
     "@types/node": "25.6.0"
   },
   "dependencies": {
-    "@backtest-kit/cli": "16.4.0",
-    "@backtest-kit/graph": "16.4.0",
-    "@backtest-kit/pinets": "16.4.0",
-    "@backtest-kit/signals": "16.4.0",
-    "@backtest-kit/ui": "16.4.0",
+    "@backtest-kit/cli": "16.5.0",
+    "@backtest-kit/graph": "16.5.0",
+    "@backtest-kit/pinets": "16.5.0",
+    "@backtest-kit/signals": "16.5.0",
+    "@backtest-kit/ui": "16.5.0",
     "@tavily/core": "0.7.2",
     "@tensorflow/tfjs": "4.22.0",
     "@tensorflow/tfjs-backend-wasm": "4.22.0",
     "@tensorflow/tfjs-core": "4.22.0",
     "agent-swarm-kit": "6.0.0",
-    "backtest-kit": "16.4.0",
+    "backtest-kit": "16.5.0",
     "dayjs": "1.11.20",
     "functools-kit": "5.0.0",
     "garch": "2.0.0",

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/cli",
-  "version": "16.4.0",
+  "version": "16.5.0",
   "description": "Zero-boilerplate CLI runner for backtest-kit strategies. Run backtests, paper trading, and live bots with candle cache warming, web dashboard, and Telegram notifications — no setup code required.",
   "author": {
     "name": "Petr Tripolsky",
@@ -63,11 +63,11 @@
   "devDependencies": {
     "@babel/plugin-transform-modules-umd": "7.27.1",
     "@babel/standalone": "7.29.1",
-    "@backtest-kit/graph": "16.4.0",
-    "@backtest-kit/ollama": "16.4.0",
-    "@backtest-kit/pinets": "16.4.0",
-    "@backtest-kit/signals": "16.4.0",
-    "@backtest-kit/ui": "16.4.0",
+    "@backtest-kit/graph": "16.5.0",
+    "@backtest-kit/ollama": "16.5.0",
+    "@backtest-kit/pinets": "16.5.0",
+    "@backtest-kit/signals": "16.5.0",
+    "@backtest-kit/ui": "16.5.0",
     "@rollup/plugin-replace": "6.0.3",
     "@rollup/plugin-typescript": "11.1.6",
     "@types/image-size": "0.7.0",
@@ -75,7 +75,7 @@
     "@types/mustache": "4.2.6",
     "@types/node": "22.9.0",
     "@types/stack-trace": "0.0.33",
-    "backtest-kit": "16.4.0",
+    "backtest-kit": "16.5.0",
     "glob": "11.0.1",
     "markdown-it": "14.1.1",
     "rimraf": "6.0.1",
@@ -92,14 +92,14 @@
   "peerDependencies": {
     "@babel/plugin-transform-modules-umd": "^7.27.1",
     "@babel/standalone": "^7.29.1",
-    "@backtest-kit/graph": "^16.4.0",
-    "@backtest-kit/ollama": "^16.4.0",
-    "@backtest-kit/pinets": "^16.4.0",
-    "@backtest-kit/signals": "^16.4.0",
-    "@backtest-kit/ui": "^16.4.0",
+    "@backtest-kit/graph": "^16.5.0",
+    "@backtest-kit/ollama": "^16.5.0",
+    "@backtest-kit/pinets": "^16.5.0",
+    "@backtest-kit/signals": "^16.5.0",
+    "@backtest-kit/ui": "^16.5.0",
     "pinets": "^0.9.29",
     "ccxt": "^4.5.39",
-    "backtest-kit": "^16.4.0",
+    "backtest-kit": "^16.5.0",
     "markdown-it": "^14.1.1",
     "typescript": "^5.0.0"
   },

package/template/order-continue.mustache

@@ -0,0 +1,17 @@
+**✅ Order Continue**
+
+**Symbol:** `{{symbol}}` ({{position}})
+
+**Order:** `{{type}}`
+**Tolerated Failures:** `{{attempt}}`
+**Current:** `{{currentPrice}}`
+**Entry:** `{{priceOpen}}`
+**Take Profit:** `{{priceTakeProfit}}`
+**Stop Loss:** `{{priceStopLoss}}`
+**PnL:** {{pnl.pnlPercentage}}% ({{pnl.pnlCost}} / {{pnl.pnlEntries}})
+**Signal ID:** `{{signalId}}`
+**Time:** `{{timestamp}}`
+
+{{#backtest}}
+_🧪 Backtest_
+{{/backtest}}

package/template/{signal-close.mustache → order-fill-close.mustache}

@@ -1,4 +1,4 @@
-**📭 Order Filled (Close)**
+**📭 Order Close Fill**
 
 **Symbol:** `{{symbol}}` ({{position}})
 

package/template/{signal-open.mustache → order-fill-open.mustache}

@@ -1,7 +1,8 @@
-**📬 Order Filled (Open)**
+**📬 Order Open Fill**
 
 **Symbol:** `{{symbol}}` ({{position}})
 
+**Order:** `{{type}}`
 **Current:** `{{currentPrice}}`
 **Entry:** `{{priceOpen}}`
 **Orig Entry:** `{{originalPriceOpen}}`

package/template/order-reject-close.mustache

@@ -0,0 +1,17 @@
+**🚫 Order Close Rejected**
+
+**Symbol:** `{{symbol}}` ({{position}})
+
+**Reason:** `{{message}}`
+**Close Reason:** `{{closeReason}}`
+**Current:** `{{currentPrice}}`
+**Entry:** `{{priceOpen}}`
+**Take Profit:** `{{priceTakeProfit}}`
+**Stop Loss:** `{{priceStopLoss}}`
+**PnL:** {{pnl.pnlPercentage}}% ({{pnl.pnlCost}} / {{pnl.pnlEntries}})
+**Signal ID:** `{{signalId}}`
+**Time:** `{{timestamp}}`
+
+{{#backtest}}
+_🧪 Backtest_
+{{/backtest}}

package/template/order-reject-open.mustache

@@ -0,0 +1,16 @@
+**🚫 Order Open Rejected**
+
+**Symbol:** `{{symbol}}` ({{position}})
+
+**Reason:** `{{message}}`
+**Current:** `{{currentPrice}}`
+**Entry:** `{{priceOpen}}`
+**Cost:** `{{cost}}`
+**Take Profit:** `{{priceTakeProfit}}`
+**Stop Loss:** `{{priceStopLoss}}`
+**Signal ID:** `{{signalId}}`
+**Time:** `{{timestamp}}`
+
+{{#backtest}}
+_🧪 Backtest_
+{{/backtest}}

package/template/order-stop.mustache

@@ -0,0 +1,18 @@
+**🛑 Order Stop**
+
+**Symbol:** `{{symbol}}` ({{position}})
+
+**Order:** `{{type}}`
+**Reason:** `{{reason}}`
+**Failed Attempts:** `{{attempt}}`
+**Current:** `{{currentPrice}}`
+**Entry:** `{{priceOpen}}`
+**Take Profit:** `{{priceTakeProfit}}`
+**Stop Loss:** `{{priceStopLoss}}`
+**PnL:** {{pnl.pnlPercentage}}% ({{pnl.pnlCost}} / {{pnl.pnlEntries}})
+**Signal ID:** `{{signalId}}`
+**Time:** `{{timestamp}}`
+
+{{#backtest}}
+_🧪 Backtest_
+{{/backtest}}

package/template/project/package.mustache

@@ -13,12 +13,12 @@
   "license": "ISC",
   "type": "commonjs",
   "dependencies": {
-    "@backtest-kit/cli": "^16.4.0",
-    "@backtest-kit/graph": "^16.4.0",
-    "@backtest-kit/pinets": "^16.4.0",
-    "@backtest-kit/ui": "^16.4.0",
+    "@backtest-kit/cli": "^16.5.0",
+    "@backtest-kit/graph": "^16.5.0",
+    "@backtest-kit/pinets": "^16.5.0",
+    "@backtest-kit/ui": "^16.5.0",
     "agent-swarm-kit": "^6.0.0",
-    "backtest-kit": "^16.4.0",
+    "backtest-kit": "^16.5.0",
     "functools-kit": "^5.0.0",
     "garch": "^2.0.0",
     "get-moment-stamp": "^3.0.0",

package/types.d.ts

@@ -1,6 +1,6 @@
 import * as functools_kit from 'functools-kit';
 import * as BacktestKit from 'backtest-kit';
-import { CandleInterval, TrailingTakeCommit, TrailingStopCommit, BreakevenCommit, PartialProfitCommit, PartialLossCommit, IStrategyTickResultScheduled, IStrategyTickResultCancelled, IStrategyTickResultOpened, IStrategyTickResultClosed, RiskContract, AverageBuyCommit, OrderOpenContract, OrderCloseContract, CancelScheduledCommit, ClosePendingCommit, SignalInfoContract } from 'backtest-kit';
+import { CandleInterval, TrailingTakeCommit, TrailingStopCommit, BreakevenCommit, PartialProfitCommit, PartialLossCommit, IStrategyTickResultScheduled, IStrategyTickResultCancelled, IStrategyTickResultOpened, IStrategyTickResultClosed, RiskContract, AverageBuyCommit, OrderFillOpenContract, OrderFillCloseContract, OrderRejectOpenContract, OrderRejectCloseContract, OrderContinueContract, OrderStopContract, CancelScheduledCommit, ClosePendingCommit, SignalInfoContract } from 'backtest-kit';
 import * as BacktestKitUi from '@backtest-kit/ui';
 import * as BacktestKitGraph from '@backtest-kit/graph';
 import * as BacktestKitOllama from '@backtest-kit/ollama';
@@ -309,8 +309,22 @@ declare class TelegramLogicService {
     private notifyClosed;
     private notifyRisk;
     private notifyAverageBuy;
-    private notifySignalOpen;
-    private notifySignalClose;
+    private notifyOrderFillOpen;
+    private notifyOrderFillClose;
+    private notifyOrderRejectOpen;
+    private notifyOrderRejectClose;
+    /**
+     * Post-verdict order-check CONTINUE (order_continue). Fires every live tick the
+     * order survives the check, so it is throttled via functools-kit ttl:
+     * one message per signalId per ORDER_CHECK_NOTIFY_TTL (15 minutes).
+     */
+    private notifyOrderContinue;
+    /**
+     * Post-verdict order-check STOP (order_stop). Terminal — fires once per signal,
+     * so no throttle; drops the continue throttle slot for this signalId
+     * (the signal leaves monitoring, the ttl entry would only leak otherwise).
+     */
+    private notifyOrderStop;
     private notifySignalInfo;
     private notifyCancelScheduled;
     private notifyClosePending;
@@ -330,6 +344,10 @@ interface NotificationConfig {
     partial_profit: boolean;
     order_sync: boolean;
     order_check: boolean;
+    order_fill: boolean;
+    order_reject: boolean;
+    order_continue: boolean;
+    order_stop: boolean;
     strategy_commit: boolean;
 }
 interface TelegramConfig {
@@ -344,8 +362,12 @@ interface TelegramConfig {
     getClosedMarkdown(event: IStrategyTickResultClosed): Promise<string>;
     getRiskMarkdown(event: RiskContract): Promise<string>;
     getAverageBuyMarkdown(event: AverageBuyCommit): Promise<string>;
-    getSignalOpenMarkdown(event: OrderOpenContract): Promise<string>;
-    getSignalCloseMarkdown(event: OrderCloseContract): Promise<string>;
+    getOrderFillOpenMarkdown(event: OrderFillOpenContract): Promise<string>;
+    getOrderFillCloseMarkdown(event: OrderFillCloseContract): Promise<string>;
+    getOrderRejectOpenMarkdown(event: OrderRejectOpenContract): Promise<string>;
+    getOrderRejectCloseMarkdown(event: OrderRejectCloseContract): Promise<string>;
+    getOrderContinueMarkdown(event: OrderContinueContract): Promise<string>;
+    getOrderStopMarkdown(event: OrderStopContract): Promise<string>;
     getCancelScheduledMarkdown(event: CancelScheduledCommit): Promise<string>;
     getClosePendingMarkdown(event: ClosePendingCommit): Promise<string>;
     getSignalInfoMarkdown(event: SignalInfoContract): Promise<string>;
@@ -367,8 +389,12 @@ declare class TelegramTemplateService implements TelegramConfig {
     getClosedMarkdown: (event: IStrategyTickResultClosed) => Promise<string>;
     getRiskMarkdown: (event: RiskContract) => Promise<string>;
     getAverageBuyMarkdown: (event: AverageBuyCommit) => Promise<string>;
-    getSignalOpenMarkdown: (event: OrderOpenContract) => Promise<string>;
-    getSignalCloseMarkdown: (event: OrderCloseContract) => Promise<string>;
+    getOrderFillOpenMarkdown: (event: OrderFillOpenContract) => Promise<string>;
+    getOrderFillCloseMarkdown: (event: OrderFillCloseContract) => Promise<string>;
+    getOrderRejectOpenMarkdown: (event: OrderRejectOpenContract) => Promise<string>;
+    getOrderRejectCloseMarkdown: (event: OrderRejectCloseContract) => Promise<string>;
+    getOrderContinueMarkdown: (event: OrderContinueContract) => Promise<string>;
+    getOrderStopMarkdown: (event: OrderStopContract) => Promise<string>;
     getCancelScheduledMarkdown: (event: CancelScheduledCommit) => Promise<string>;
     getClosePendingMarkdown: (event: ClosePendingCommit) => Promise<string>;
     getSignalInfoMarkdown: (event: SignalInfoContract) => Promise<string>;