@backtest-kit/cli 9.1.0 → 9.1.1
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 +1694 -1694
- package/build/index.cjs +184 -184
- package/build/index.mjs +184 -184
- 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 -45
- package/docker/package.json +38 -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/docker/.env.example
CHANGED
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@@ -1,2 +1,2 @@
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CC_REDIS_HOST=host.docker.internal
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CC_MONGO_CONNECTION_STRING=mongodb://host.docker.internal:27017/backtest-kit?wtimeoutMS=15000
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CC_REDIS_HOST=host.docker.internal
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CC_MONGO_CONNECTION_STRING=mongodb://host.docker.internal:27017/backtest-kit?wtimeoutMS=15000
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import {
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addStrategySchema,
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} from "backtest-kit";
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addStrategySchema({
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strategyName: "feb_2026_strategy",
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getSignal: async (_symbol, when) => {
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console.log(when);
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return null;
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},
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});
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import {
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addStrategySchema,
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} from "backtest-kit";
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addStrategySchema({
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strategyName: "feb_2026_strategy",
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getSignal: async (_symbol, when) => {
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console.log(when);
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return null;
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},
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});
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import { addExchangeSchema, addFrameSchema, roundTicks } from "backtest-kit";
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import { singleshot } from "functools-kit";
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import ccxt from "ccxt";
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const getExchange = singleshot(async () => {
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const exchange = new ccxt.binance({
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options: {
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defaultType: "spot",
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adjustForTimeDifference: true,
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recvWindow: 60000,
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},
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enableRateLimit: true,
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});
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await exchange.loadMarkets();
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return exchange;
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});
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addExchangeSchema({
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exchangeName: "ccxt-exchange",
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getCandles: async (symbol, interval, since, limit) => {
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const exchange = await getExchange();
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const candles = await exchange.fetchOHLCV(
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symbol,
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interval,
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since.getTime(),
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limit,
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);
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return candles.map(([timestamp, open, high, low, close, volume]) => ({
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timestamp,
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open,
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high,
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low,
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close,
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volume,
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}));
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},
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getOrderBook: async (symbol, depth, _from, _to, backtest) => {
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if (backtest) {
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throw new Error(
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"Order book fetching is not supported in backtest mode for the default exchange schema. Please implement it according to your needs.",
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);
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}
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const exchange = await getExchange();
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const bookData = await exchange.fetchOrderBook(symbol, depth);
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return {
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symbol,
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asks: bookData.asks.map(([price, quantity]) => ({
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price: String(price),
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quantity: String(quantity),
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})),
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bids: bookData.bids.map(([price, quantity]) => ({
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price: String(price),
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quantity: String(quantity),
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})),
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};
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},
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formatPrice: async (symbol, price) => {
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const exchange = await getExchange();
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const market = exchange.market(symbol);
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const tickSize = market.limits?.price?.min || market.precision?.price;
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if (tickSize !== undefined) {
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return roundTicks(price, tickSize);
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}
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return exchange.priceToPrecision(symbol, price);
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},
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formatQuantity: async (symbol, quantity) => {
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const exchange = await getExchange();
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const market = exchange.market(symbol);
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const stepSize = market.limits?.amount?.min || market.precision?.amount;
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if (stepSize !== undefined) {
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return roundTicks(quantity, stepSize);
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}
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return exchange.amountToPrecision(symbol, quantity);
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},
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});
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addFrameSchema({
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frameName: "feb_2026_frame",
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interval: "1m",
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startDate: new Date("2026-02-01T00:00:00Z"),
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endDate: new Date("2026-02-28T23:59:59Z"),
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note: "February 2026",
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});
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import { addExchangeSchema, addFrameSchema, roundTicks } from "backtest-kit";
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import { singleshot } from "functools-kit";
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import ccxt from "ccxt";
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const getExchange = singleshot(async () => {
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const exchange = new ccxt.binance({
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options: {
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defaultType: "spot",
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adjustForTimeDifference: true,
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recvWindow: 60000,
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},
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enableRateLimit: true,
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});
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await exchange.loadMarkets();
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return exchange;
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});
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addExchangeSchema({
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exchangeName: "ccxt-exchange",
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getCandles: async (symbol, interval, since, limit) => {
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const exchange = await getExchange();
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const candles = await exchange.fetchOHLCV(
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symbol,
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interval,
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since.getTime(),
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limit,
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);
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return candles.map(([timestamp, open, high, low, close, volume]) => ({
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timestamp,
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open,
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high,
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low,
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close,
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volume,
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}));
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},
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getOrderBook: async (symbol, depth, _from, _to, backtest) => {
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if (backtest) {
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throw new Error(
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"Order book fetching is not supported in backtest mode for the default exchange schema. Please implement it according to your needs.",
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);
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}
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const exchange = await getExchange();
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const bookData = await exchange.fetchOrderBook(symbol, depth);
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return {
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symbol,
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asks: bookData.asks.map(([price, quantity]) => ({
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price: String(price),
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quantity: String(quantity),
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})),
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bids: bookData.bids.map(([price, quantity]) => ({
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price: String(price),
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quantity: String(quantity),
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})),
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};
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},
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formatPrice: async (symbol, price) => {
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const exchange = await getExchange();
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const market = exchange.market(symbol);
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const tickSize = market.limits?.price?.min || market.precision?.price;
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if (tickSize !== undefined) {
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return roundTicks(price, tickSize);
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}
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return exchange.priceToPrecision(symbol, price);
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},
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formatQuantity: async (symbol, quantity) => {
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const exchange = await getExchange();
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const market = exchange.market(symbol);
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const stepSize = market.limits?.amount?.min || market.precision?.amount;
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if (stepSize !== undefined) {
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return roundTicks(quantity, stepSize);
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}
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return exchange.amountToPrecision(symbol, quantity);
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},
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});
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addFrameSchema({
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frameName: "feb_2026_frame",
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interval: "1m",
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startDate: new Date("2026-02-01T00:00:00Z"),
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endDate: new Date("2026-02-28T23:59:59Z"),
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note: "February 2026",
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});
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version: '3.8'
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services:
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backtest:
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image: tripolskypetr/backtest-kit
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#
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# - --
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# -
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# -
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# -
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# -
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# -
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# -
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# -
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version: '3.8'
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services:
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backtest:
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image: tripolskypetr/backtest-kit
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platform: linux/amd64
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# network_mode: host
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extra_hosts:
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- "host.docker.internal:host-gateway"
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container_name: backtest
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ports:
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- "60050:60050"
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restart: unless-stopped
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volumes:
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- ./:/workspace
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working_dir: /workspace
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env_file:
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- .env
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environment:
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- MODE
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- STRATEGY_FILE
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- SYMBOL
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- STRATEGY
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- EXCHANGE
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- FRAME
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- UI
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- TELEGRAM
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- VERBOSE
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- NO_CACHE
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- NO_FLUSH
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- ENTRY
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healthcheck:
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test: ["CMD", "curl", "-f", "http://localhost:60050/api/v1/health/health_check"]
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interval: 30s
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timeout: 10s
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retries: 3
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# command:
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# - --backtest
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# - --symbol
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# - BTCUSDT
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# - --strategy
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# - feb_2026_strategy
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# - --exchange
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# - ccxt-exchange
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# - ./content/feb_2026/feb_2026.strategy.ts
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# - --ui
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package/docker/package.json
CHANGED
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{
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"name": "example",
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"version": "1.0.0",
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"description": "",
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"main": "index.js",
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"scripts": {
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"start": "node ./node_modules/@backtest-kit/cli/build/index.mjs",
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"start:debug": "node --inspect-brk ./node_modules/@backtest-kit/cli/build/index.mjs"
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},
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"keywords": [],
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"author": "",
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"license": "ISC",
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"type": "commonjs",
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"devDependencies": {
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"@types/node": "25.6.0"
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},
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"dependencies": {
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"@backtest-kit/cli": "9.1.
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"@backtest-kit/graph": "9.1.0",
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"@backtest-kit/pinets": "9.1.0",
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"@backtest-kit/signals": "9.1.0",
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"@backtest-kit/ui": "9.1.0",
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"@tavily/core": "0.7.2",
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"@tensorflow/tfjs": "4.22.0",
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"@tensorflow/tfjs-backend-wasm": "4.22.0",
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"@tensorflow/tfjs-core": "4.22.0",
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"agent-swarm-kit": "2.6.0",
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"backtest-kit": "9.1.0",
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"dayjs": "1.11.20",
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"functools-kit": "2.3.0",
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"garch": "1.2.3",
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"get-moment-stamp": "1.1.2",
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"jsonrepair": "3.12.0",
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"ollama": "0.6.3",
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"slugify": "1.6.9",
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"volume-anomaly": "1.2.3"
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}
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}
|
|
1
|
+
{
|
|
2
|
+
"name": "example",
|
|
3
|
+
"version": "1.0.0",
|
|
4
|
+
"description": "",
|
|
5
|
+
"main": "index.js",
|
|
6
|
+
"scripts": {
|
|
7
|
+
"start": "node ./node_modules/@backtest-kit/cli/build/index.mjs",
|
|
8
|
+
"start:debug": "node --inspect-brk ./node_modules/@backtest-kit/cli/build/index.mjs"
|
|
9
|
+
},
|
|
10
|
+
"keywords": [],
|
|
11
|
+
"author": "",
|
|
12
|
+
"license": "ISC",
|
|
13
|
+
"type": "commonjs",
|
|
14
|
+
"devDependencies": {
|
|
15
|
+
"@types/node": "25.6.0"
|
|
16
|
+
},
|
|
17
|
+
"dependencies": {
|
|
18
|
+
"@backtest-kit/cli": "9.1.1",
|
|
19
|
+
"@backtest-kit/graph": "9.1.0",
|
|
20
|
+
"@backtest-kit/pinets": "9.1.0",
|
|
21
|
+
"@backtest-kit/signals": "9.1.0",
|
|
22
|
+
"@backtest-kit/ui": "9.1.0",
|
|
23
|
+
"@tavily/core": "0.7.2",
|
|
24
|
+
"@tensorflow/tfjs": "4.22.0",
|
|
25
|
+
"@tensorflow/tfjs-backend-wasm": "4.22.0",
|
|
26
|
+
"@tensorflow/tfjs-core": "4.22.0",
|
|
27
|
+
"agent-swarm-kit": "2.6.0",
|
|
28
|
+
"backtest-kit": "9.1.0",
|
|
29
|
+
"dayjs": "1.11.20",
|
|
30
|
+
"functools-kit": "2.3.0",
|
|
31
|
+
"garch": "1.2.3",
|
|
32
|
+
"get-moment-stamp": "1.1.2",
|
|
33
|
+
"jsonrepair": "3.12.0",
|
|
34
|
+
"ollama": "0.6.3",
|
|
35
|
+
"slugify": "1.6.9",
|
|
36
|
+
"volume-anomaly": "1.2.3"
|
|
37
|
+
}
|
|
38
|
+
}
|
package/docker/tsconfig.json
CHANGED
|
@@ -1,36 +1,36 @@
|
|
|
1
|
-
{
|
|
2
|
-
"compilerOptions": {
|
|
3
|
-
"ignoreDeprecations": "6.0",
|
|
4
|
-
"lib": [
|
|
5
|
-
"esnext",
|
|
6
|
-
"dom"
|
|
7
|
-
],
|
|
8
|
-
"types": [
|
|
9
|
-
"node"
|
|
10
|
-
],
|
|
11
|
-
"moduleDetection": "force",
|
|
12
|
-
"target": "ES2020",
|
|
13
|
-
"module": "ESNext",
|
|
14
|
-
"moduleResolution": "bundler",
|
|
15
|
-
"noEmit": true,
|
|
16
|
-
"strict": false,
|
|
17
|
-
"downlevelIteration": true,
|
|
18
|
-
"noImplicitAny": false,
|
|
19
|
-
"skipLibCheck": true,
|
|
20
|
-
"noFallthroughCasesInSwitch": true,
|
|
21
|
-
"noUnusedLocals": false,
|
|
22
|
-
"noUnusedParameters": false,
|
|
23
|
-
"noPropertyAccessFromIndexSignature": false,
|
|
24
|
-
"paths": {
|
|
25
|
-
"logic": ["./logic/index.ts"],
|
|
26
|
-
"logic/*": ["./logic/*"],
|
|
27
|
-
"utils": ["./utils/index.ts"],
|
|
28
|
-
"utils/*": ["./utils/*"]
|
|
29
|
-
}
|
|
30
|
-
},
|
|
31
|
-
"include": [
|
|
32
|
-
"./logic",
|
|
33
|
-
"./content",
|
|
34
|
-
"./modules",
|
|
35
|
-
],
|
|
36
|
-
}
|
|
1
|
+
{
|
|
2
|
+
"compilerOptions": {
|
|
3
|
+
"ignoreDeprecations": "6.0",
|
|
4
|
+
"lib": [
|
|
5
|
+
"esnext",
|
|
6
|
+
"dom"
|
|
7
|
+
],
|
|
8
|
+
"types": [
|
|
9
|
+
"node"
|
|
10
|
+
],
|
|
11
|
+
"moduleDetection": "force",
|
|
12
|
+
"target": "ES2020",
|
|
13
|
+
"module": "ESNext",
|
|
14
|
+
"moduleResolution": "bundler",
|
|
15
|
+
"noEmit": true,
|
|
16
|
+
"strict": false,
|
|
17
|
+
"downlevelIteration": true,
|
|
18
|
+
"noImplicitAny": false,
|
|
19
|
+
"skipLibCheck": true,
|
|
20
|
+
"noFallthroughCasesInSwitch": true,
|
|
21
|
+
"noUnusedLocals": false,
|
|
22
|
+
"noUnusedParameters": false,
|
|
23
|
+
"noPropertyAccessFromIndexSignature": false,
|
|
24
|
+
"paths": {
|
|
25
|
+
"logic": ["./logic/index.ts"],
|
|
26
|
+
"logic/*": ["./logic/*"],
|
|
27
|
+
"utils": ["./utils/index.ts"],
|
|
28
|
+
"utils/*": ["./utils/*"]
|
|
29
|
+
}
|
|
30
|
+
},
|
|
31
|
+
"include": [
|
|
32
|
+
"./logic",
|
|
33
|
+
"./content",
|
|
34
|
+
"./modules",
|
|
35
|
+
],
|
|
36
|
+
}
|