@backtest-kit/cli 9.1.1 → 9.3.0
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 +1736 -1694
- package/build/index.cjs +248 -199
- package/build/index.mjs +248 -199
- 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 +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/types.d.ts +4 -0
package/build/index.mjs
CHANGED
|
@@ -867,6 +867,7 @@ class BacktestMainService {
|
|
|
867
867
|
this.frontendProviderService = inject(TYPES.frontendProviderService);
|
|
868
868
|
this.telegramProviderService = inject(TYPES.telegramProviderService);
|
|
869
869
|
this.moduleConnectionService = inject(TYPES.moduleConnectionService);
|
|
870
|
+
this.configConnectionService = inject(TYPES.configConnectionService);
|
|
870
871
|
this.run = singleshot(async (payload) => {
|
|
871
872
|
this.loggerService.log("backtestMainService run", {
|
|
872
873
|
payload,
|
|
@@ -879,9 +880,14 @@ class BacktestMainService {
|
|
|
879
880
|
this.frontendProviderService.connect();
|
|
880
881
|
this.telegramProviderService.connect();
|
|
881
882
|
}
|
|
883
|
+
{
|
|
884
|
+
const cwd = process.cwd();
|
|
885
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
886
|
+
}
|
|
887
|
+
await this.configConnectionService.loadConfig("setup.config");
|
|
882
888
|
{
|
|
883
889
|
await this.resolveService.attachJavascript(payload.entryPoint);
|
|
884
|
-
await this.moduleConnectionService.loadModule("
|
|
890
|
+
await this.moduleConnectionService.loadModule("backtest.module");
|
|
885
891
|
}
|
|
886
892
|
{
|
|
887
893
|
this.exchangeSchemaService.addSchema();
|
|
@@ -982,6 +988,7 @@ class WalkerMainService {
|
|
|
982
988
|
this.symbolSchemaService = inject(TYPES.symbolSchemaService);
|
|
983
989
|
this.cacheLogicService = inject(TYPES.cacheLogicService);
|
|
984
990
|
this.moduleConnectionService = inject(TYPES.moduleConnectionService);
|
|
991
|
+
this.configConnectionService = inject(TYPES.configConnectionService);
|
|
985
992
|
this.run = singleshot(async (payload) => {
|
|
986
993
|
this.loggerService.log("walkerMainService run", { payload });
|
|
987
994
|
{
|
|
@@ -1017,7 +1024,12 @@ class WalkerMainService {
|
|
|
1017
1024
|
Cache.resetCounter();
|
|
1018
1025
|
Interval.resetCounter();
|
|
1019
1026
|
}
|
|
1020
|
-
|
|
1027
|
+
{
|
|
1028
|
+
const cwd = process.cwd();
|
|
1029
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
1030
|
+
}
|
|
1031
|
+
await this.configConnectionService.loadConfig("setup.config");
|
|
1032
|
+
await this.moduleConnectionService.loadModule("walker.module");
|
|
1021
1033
|
{
|
|
1022
1034
|
this.exchangeSchemaService.addSchema();
|
|
1023
1035
|
this.symbolSchemaService.addSchema();
|
|
@@ -1199,6 +1211,7 @@ class LiveMainService {
|
|
|
1199
1211
|
this.frontendProviderService = inject(TYPES.frontendProviderService);
|
|
1200
1212
|
this.telegramProviderService = inject(TYPES.telegramProviderService);
|
|
1201
1213
|
this.moduleConnectionService = inject(TYPES.moduleConnectionService);
|
|
1214
|
+
this.configConnectionService = inject(TYPES.configConnectionService);
|
|
1202
1215
|
this.run = singleshot(async (payload) => {
|
|
1203
1216
|
this.loggerService.log("liveMainService run", {
|
|
1204
1217
|
payload,
|
|
@@ -1211,9 +1224,14 @@ class LiveMainService {
|
|
|
1211
1224
|
this.frontendProviderService.connect();
|
|
1212
1225
|
this.telegramProviderService.connect();
|
|
1213
1226
|
}
|
|
1227
|
+
{
|
|
1228
|
+
const cwd = process.cwd();
|
|
1229
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
1230
|
+
}
|
|
1231
|
+
await this.configConnectionService.loadConfig("setup.config");
|
|
1214
1232
|
{
|
|
1215
1233
|
await this.resolveService.attachJavascript(payload.entryPoint);
|
|
1216
|
-
await this.moduleConnectionService.loadModule("
|
|
1234
|
+
await this.moduleConnectionService.loadModule("live.module");
|
|
1217
1235
|
}
|
|
1218
1236
|
{
|
|
1219
1237
|
this.exchangeSchemaService.addSchema();
|
|
@@ -1281,6 +1299,7 @@ class PaperMainService {
|
|
|
1281
1299
|
this.frontendProviderService = inject(TYPES.frontendProviderService);
|
|
1282
1300
|
this.telegramProviderService = inject(TYPES.telegramProviderService);
|
|
1283
1301
|
this.moduleConnectionService = inject(TYPES.moduleConnectionService);
|
|
1302
|
+
this.configConnectionService = inject(TYPES.configConnectionService);
|
|
1284
1303
|
this.run = singleshot(async (payload) => {
|
|
1285
1304
|
this.loggerService.log("paperMainService init");
|
|
1286
1305
|
{
|
|
@@ -1291,9 +1310,14 @@ class PaperMainService {
|
|
|
1291
1310
|
this.frontendProviderService.connect();
|
|
1292
1311
|
this.telegramProviderService.connect();
|
|
1293
1312
|
}
|
|
1313
|
+
{
|
|
1314
|
+
const cwd = process.cwd();
|
|
1315
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
1316
|
+
}
|
|
1317
|
+
await this.configConnectionService.loadConfig("setup.config");
|
|
1294
1318
|
{
|
|
1295
1319
|
await this.resolveService.attachJavascript(payload.entryPoint);
|
|
1296
|
-
await this.moduleConnectionService.loadModule("
|
|
1320
|
+
await this.moduleConnectionService.loadModule("paper.module");
|
|
1297
1321
|
}
|
|
1298
1322
|
{
|
|
1299
1323
|
this.exchangeSchemaService.addSchema();
|
|
@@ -2553,7 +2577,7 @@ class BabelService {
|
|
|
2553
2577
|
const IMPORT_ALIAS = {};
|
|
2554
2578
|
|
|
2555
2579
|
const USE_ESMODULE_DEFAULT = false;
|
|
2556
|
-
const IMPORT_PATHS_EXCLUDE = new Set(["dump", "logs", "modules", "node_modules"]);
|
|
2580
|
+
const IMPORT_PATHS_EXCLUDE = new Set(["dump", "logs", "modules", "config", "node_modules"]);
|
|
2557
2581
|
const TRANSPILE_FN = memoize(([path]) => `${path}`, (path, code, self, require) => {
|
|
2558
2582
|
const __filename = self.__filename;
|
|
2559
2583
|
const __dirname = self.__dirname;
|
|
@@ -2774,10 +2798,10 @@ globalThis.BacktestKitSignals = BacktestKitSignals;
|
|
|
2774
2798
|
|
|
2775
2799
|
const GET_ALIAS_EXPORTS_FN = (self) => {
|
|
2776
2800
|
const instance = self.getInstance(self.resolveService.OVERRIDE_CONFIG_DIR);
|
|
2777
|
-
if (!instance.check("alias.
|
|
2801
|
+
if (!instance.check("alias.config")) {
|
|
2778
2802
|
return null;
|
|
2779
2803
|
}
|
|
2780
|
-
const exports = instance.import("alias.
|
|
2804
|
+
const exports = instance.import("alias.config");
|
|
2781
2805
|
return "default" in exports
|
|
2782
2806
|
? exports.default
|
|
2783
2807
|
: exports;
|
|
@@ -3009,10 +3033,10 @@ init();
|
|
|
3009
3033
|
|
|
3010
3034
|
const MODES = ["backtest", "walker", "paper", "live", "pine", "editor", "dump", "pnldebug", "brokerdebug", "flush", "init", "docker", "help", "version"];
|
|
3011
3035
|
const ENTRY_PATH$1 = "./node_modules/@backtest-kit/cli/build/index.mjs";
|
|
3012
|
-
const HELP_TEXT$1 = `
|
|
3013
|
-
Example:
|
|
3014
|
-
|
|
3015
|
-
node ${ENTRY_PATH$1} --help
|
|
3036
|
+
const HELP_TEXT$1 = `
|
|
3037
|
+
Example:
|
|
3038
|
+
|
|
3039
|
+
node ${ENTRY_PATH$1} --help
|
|
3016
3040
|
`.trimStart();
|
|
3017
3041
|
const main$g = async () => {
|
|
3018
3042
|
if (!getEntry(import.meta.url)) {
|
|
@@ -3022,7 +3046,7 @@ const main$g = async () => {
|
|
|
3022
3046
|
if (MODES.some((mode) => values[mode])) {
|
|
3023
3047
|
return;
|
|
3024
3048
|
}
|
|
3025
|
-
process.stdout.write(`@backtest-kit/cli ${"9.
|
|
3049
|
+
process.stdout.write(`@backtest-kit/cli ${"9.3.0"}\n`);
|
|
3026
3050
|
process.stdout.write("\n");
|
|
3027
3051
|
process.stdout.write(`Run with --help to see available commands.\n`);
|
|
3028
3052
|
process.stdout.write("\n");
|
|
@@ -3212,10 +3236,10 @@ const main$b = async () => {
|
|
|
3212
3236
|
main$b();
|
|
3213
3237
|
|
|
3214
3238
|
const MODE_MODULE = {
|
|
3215
|
-
backtest: "
|
|
3216
|
-
live: "
|
|
3217
|
-
paper: "
|
|
3218
|
-
walker: "
|
|
3239
|
+
backtest: "backtest.module",
|
|
3240
|
+
live: "live.module",
|
|
3241
|
+
paper: "paper.module",
|
|
3242
|
+
walker: "walker.module",
|
|
3219
3243
|
};
|
|
3220
3244
|
const resolveMode = (values) => {
|
|
3221
3245
|
const enabled = ["backtest", "live", "paper", "walker"].filter((mode) => Boolean(values[mode]));
|
|
@@ -3314,6 +3338,11 @@ const main$a = async () => {
|
|
|
3314
3338
|
Setup.enable();
|
|
3315
3339
|
cli.frontendProviderService.connect();
|
|
3316
3340
|
cli.telegramProviderService.connect();
|
|
3341
|
+
{
|
|
3342
|
+
const cwd = process.cwd();
|
|
3343
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
3344
|
+
}
|
|
3345
|
+
await cli.configConnectionService.loadConfig("setup.config");
|
|
3317
3346
|
await cli.moduleConnectionService.loadModule(MODE_MODULE[mode]);
|
|
3318
3347
|
listenFinish();
|
|
3319
3348
|
createGracefulShutdown(mode)();
|
|
@@ -3398,7 +3427,12 @@ const main$7 = async () => {
|
|
|
3398
3427
|
return;
|
|
3399
3428
|
}
|
|
3400
3429
|
const source = await cli.resolveService.attachPine(entryPoint);
|
|
3401
|
-
|
|
3430
|
+
{
|
|
3431
|
+
const cwd = process.cwd();
|
|
3432
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
3433
|
+
}
|
|
3434
|
+
await cli.configConnectionService.loadConfig("setup.config");
|
|
3435
|
+
await cli.moduleConnectionService.loadModule("pine.module");
|
|
3402
3436
|
{
|
|
3403
3437
|
await cli.exchangeSchemaService.addSchema();
|
|
3404
3438
|
await cli.symbolSchemaService.addSchema();
|
|
@@ -3479,7 +3513,12 @@ const main$6 = async () => {
|
|
|
3479
3513
|
await cli.configService.waitForInit();
|
|
3480
3514
|
Setup.enable();
|
|
3481
3515
|
}
|
|
3482
|
-
|
|
3516
|
+
{
|
|
3517
|
+
const cwd = process.cwd();
|
|
3518
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
3519
|
+
}
|
|
3520
|
+
await cli.configConnectionService.loadConfig("setup.config");
|
|
3521
|
+
await cli.moduleConnectionService.loadModule("editor.module");
|
|
3483
3522
|
{
|
|
3484
3523
|
await cli.exchangeSchemaService.addSchema();
|
|
3485
3524
|
}
|
|
@@ -3508,7 +3547,12 @@ const main$5 = async () => {
|
|
|
3508
3547
|
if (!values.dump) {
|
|
3509
3548
|
return;
|
|
3510
3549
|
}
|
|
3511
|
-
|
|
3550
|
+
{
|
|
3551
|
+
const cwd = process.cwd();
|
|
3552
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
3553
|
+
}
|
|
3554
|
+
await cli.configConnectionService.loadConfig("setup.config");
|
|
3555
|
+
await cli.moduleConnectionService.loadModule("dump.module");
|
|
3512
3556
|
{
|
|
3513
3557
|
await cli.exchangeSchemaService.addSchema();
|
|
3514
3558
|
await cli.symbolSchemaService.addSchema();
|
|
@@ -3571,7 +3615,12 @@ const main$4 = async () => {
|
|
|
3571
3615
|
if (!values.pnldebug) {
|
|
3572
3616
|
return;
|
|
3573
3617
|
}
|
|
3574
|
-
|
|
3618
|
+
{
|
|
3619
|
+
const cwd = process.cwd();
|
|
3620
|
+
dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
|
|
3621
|
+
}
|
|
3622
|
+
await cli.configConnectionService.loadConfig("setup.config");
|
|
3623
|
+
await cli.moduleConnectionService.loadModule("pnldebug.module");
|
|
3575
3624
|
{
|
|
3576
3625
|
await cli.exchangeSchemaService.addSchema();
|
|
3577
3626
|
await cli.symbolSchemaService.addSchema();
|
|
@@ -3839,183 +3888,183 @@ const main$2 = async () => {
|
|
|
3839
3888
|
main$2();
|
|
3840
3889
|
|
|
3841
3890
|
const ENTRY_PATH = "./node_modules/@backtest-kit/cli/build/index.mjs";
|
|
3842
|
-
const HELP_TEXT = `
|
|
3843
|
-
Usage:
|
|
3844
|
-
node index.mjs --<mode> [flags] [entry-point]
|
|
3845
|
-
|
|
3846
|
-
Modes:
|
|
3847
|
-
|
|
3848
|
-
--backtest <entry> Run strategy against historical candle data
|
|
3849
|
-
--walker <entry...> Run Walker A/B strategy comparison across multiple strategies
|
|
3850
|
-
--paper <entry> Paper trading (live prices, no real orders)
|
|
3851
|
-
--live <entry> Live trading with real orders
|
|
3852
|
-
--pine <entry> Execute a local .pine indicator file
|
|
3853
|
-
--editor Open the Pine Script visual editor in the browser
|
|
3854
|
-
--dump Fetch and save raw OHLCV candles
|
|
3855
|
-
--pnldebug Simulate PnL per minute for a given entry price and direction
|
|
3856
|
-
--brokerdebug Fire a single broker commit against the live broker adapter
|
|
3857
|
-
--flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
|
|
3858
|
-
--init Scaffold a new project in the current directory
|
|
3859
|
-
--docker Scaffold a Docker workspace for running strategies in a container
|
|
3860
|
-
--help Print this help message
|
|
3861
|
-
|
|
3862
|
-
Backtest flags:
|
|
3863
|
-
|
|
3864
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3865
|
-
--strategy <string> Strategy name from addStrategySchema (default: first registered)
|
|
3866
|
-
--exchange <string> Exchange name from addExchangeSchema (default: first registered)
|
|
3867
|
-
--frame <string> Frame name from addFrameSchema (default: first registered)
|
|
3868
|
-
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
3869
|
-
--noCache Skip candle cache warming before the run
|
|
3870
|
-
--noFlush Skip removing report/log/markdown/agent folders before backtest run
|
|
3871
|
-
--verbose Log every candle fetch to stdout
|
|
3872
|
-
--ui Start web dashboard at http://localhost:60050
|
|
3873
|
-
--telegram Send trade notifications to Telegram
|
|
3874
|
-
|
|
3875
|
-
Walker flags (--walker):
|
|
3876
|
-
|
|
3877
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3878
|
-
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
3879
|
-
--noCache Skip candle cache warming before the run
|
|
3880
|
-
--noFlush Skip removing report/log/markdown/agent folders before walker run
|
|
3881
|
-
--verbose Log every candle fetch to stdout
|
|
3882
|
-
--output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
|
|
3883
|
-
--json Save results as JSON to ./dump/<output>.json
|
|
3884
|
-
--markdown Save report as Markdown to ./dump/<output>.md
|
|
3885
|
-
|
|
3886
|
-
Each positional argument is a strategy entry point. All strategy files are loaded without
|
|
3887
|
-
changing process.cwd() — .env is read from the working directory only.
|
|
3888
|
-
addWalkerSchema is called automatically using the registered exchange and frame.
|
|
3889
|
-
After comparison completes the report is printed to stdout (or saved if --json/--markdown).
|
|
3890
|
-
|
|
3891
|
-
Module file ./modules/walker.module is loaded automatically if it exists.
|
|
3892
|
-
|
|
3893
|
-
Paper / Live flags:
|
|
3894
|
-
|
|
3895
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3896
|
-
--strategy <string> Strategy name (default: first registered)
|
|
3897
|
-
--exchange <string> Exchange name (default: first registered)
|
|
3898
|
-
--verbose Log every candle fetch to stdout
|
|
3899
|
-
--ui Start web dashboard
|
|
3900
|
-
--telegram Send Telegram notifications
|
|
3901
|
-
|
|
3902
|
-
PineScript flags (--pine):
|
|
3903
|
-
|
|
3904
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3905
|
-
--timeframe <string> Candle interval (default: 15m)
|
|
3906
|
-
--limit <string> Number of candles to fetch (default: 250)
|
|
3907
|
-
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
3908
|
-
--exchange <string> Exchange name (default: first registered)
|
|
3909
|
-
--output <string> Output file base name without extension
|
|
3910
|
-
--json Save output as JSON array to <pine-dir>/dump/<output>.json
|
|
3911
|
-
--jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
|
|
3912
|
-
--markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
|
|
3913
|
-
|
|
3914
|
-
Only plot() calls with display=display.data_window produce output columns.
|
|
3915
|
-
Module file ./modules/pine.module is loaded automatically if it exists.
|
|
3916
|
-
|
|
3917
|
-
Candle dump flags (--dump):
|
|
3918
|
-
|
|
3919
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3920
|
-
--timeframe <string> Candle interval (default: 15m)
|
|
3921
|
-
--limit <string> Number of candles (default: 250)
|
|
3922
|
-
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
3923
|
-
--exchange <string> Exchange name (default: first registered)
|
|
3924
|
-
--output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
|
|
3925
|
-
--json Save as JSON array to ./dump/<output>.json
|
|
3926
|
-
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
3927
|
-
|
|
3928
|
-
Module file ./modules/dump.module is loaded automatically if it exists.
|
|
3929
|
-
|
|
3930
|
-
PnL debug flags (--pnldebug):
|
|
3931
|
-
|
|
3932
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3933
|
-
--priceopen <number> Entry price (required)
|
|
3934
|
-
--direction <string> Position direction: long or short (default: long)
|
|
3935
|
-
--when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
|
|
3936
|
-
--minutes <string> Number of 1m candles to simulate (default: 60)
|
|
3937
|
-
--exchange <string> Exchange name (default: first registered)
|
|
3938
|
-
--output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
|
|
3939
|
-
--json Save as JSON array to ./dump/<output>.json
|
|
3940
|
-
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
3941
|
-
--markdown Save as Markdown table to ./dump/<output>.md
|
|
3942
|
-
|
|
3943
|
-
Module file ./modules/pnldebug.module is loaded automatically if it exists.
|
|
3944
|
-
|
|
3945
|
-
Broker debug flags (--brokerdebug):
|
|
3946
|
-
|
|
3947
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3948
|
-
--exchange <string> Exchange name (default: first registered)
|
|
3949
|
-
--commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
|
|
3950
|
-
partial-loss, average-buy, trailing-stop, trailing-take, breakeven
|
|
3951
|
-
(default: signal-open)
|
|
3952
|
-
|
|
3953
|
-
Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
|
|
3954
|
-
the selected broker commit with synthetic payload values derived from current price.
|
|
3955
|
-
|
|
3956
|
-
Flush flags (--flush):
|
|
3957
|
-
|
|
3958
|
-
One or more positional entry points. For each entry point the following
|
|
3959
|
-
subdirectories are removed from <entry-dir>/dump/:
|
|
3960
|
-
|
|
3961
|
-
report log markdown agent
|
|
3962
|
-
|
|
3963
|
-
Init flags (--init):
|
|
3964
|
-
|
|
3965
|
-
--output <string> Target directory name (default: backtest-kit-project)
|
|
3966
|
-
|
|
3967
|
-
Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
|
|
3968
|
-
|
|
3969
|
-
Docker flags (--docker):
|
|
3970
|
-
|
|
3971
|
-
--output <string> Target directory name (default: backtest-kit-docker)
|
|
3972
|
-
|
|
3973
|
-
Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
|
|
3974
|
-
tsconfig.json, and a sample strategy under content/. Run npm install then
|
|
3975
|
-
docker compose up to start the container.
|
|
3976
|
-
|
|
3977
|
-
Module hooks (loaded automatically by each mode):
|
|
3978
|
-
|
|
3979
|
-
modules/backtest.module --backtest Broker adapter for backtest
|
|
3980
|
-
modules/walker.module --walker Broker adapter for walker comparison
|
|
3981
|
-
modules/paper.module --paper Broker adapter for paper trading
|
|
3982
|
-
modules/live.module --live Broker adapter for live trading
|
|
3983
|
-
modules/pine.module --pine Exchange schema for PineScript runs
|
|
3984
|
-
modules/editor.module --editor Exchange schema for the visual Pine editor
|
|
3985
|
-
modules/dump.module --dump Exchange schema for candle dumps
|
|
3986
|
-
modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
|
|
3987
|
-
modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
|
|
3988
|
-
|
|
3989
|
-
--flush has no associated module. It only removes dump subdirectories.
|
|
3990
|
-
|
|
3991
|
-
Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
|
|
3992
|
-
|
|
3993
|
-
Environment variables:
|
|
3994
|
-
|
|
3995
|
-
CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
|
|
3996
|
-
CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
|
|
3997
|
-
CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
|
|
3998
|
-
CC_WWWROOT_PORT UI server port (default: 60050)
|
|
3999
|
-
|
|
4000
|
-
Examples:
|
|
4001
|
-
|
|
4002
|
-
node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
|
|
4003
|
-
node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
|
|
4004
|
-
node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
|
|
4005
|
-
node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
|
|
4006
|
-
node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
|
|
4007
|
-
node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
|
|
4008
|
-
node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
|
|
4009
|
-
node ${ENTRY_PATH} --editor
|
|
4010
|
-
node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
|
|
4011
|
-
node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
|
|
4012
|
-
node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
|
|
4013
|
-
node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
|
|
4014
|
-
node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
|
|
4015
|
-
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
|
|
4016
|
-
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
|
|
4017
|
-
node ${ENTRY_PATH} --init --output my-trading-bot
|
|
4018
|
-
node ${ENTRY_PATH} --docker --output my-docker-workspace
|
|
3891
|
+
const HELP_TEXT = `
|
|
3892
|
+
Usage:
|
|
3893
|
+
node index.mjs --<mode> [flags] [entry-point]
|
|
3894
|
+
|
|
3895
|
+
Modes:
|
|
3896
|
+
|
|
3897
|
+
--backtest <entry> Run strategy against historical candle data
|
|
3898
|
+
--walker <entry...> Run Walker A/B strategy comparison across multiple strategies
|
|
3899
|
+
--paper <entry> Paper trading (live prices, no real orders)
|
|
3900
|
+
--live <entry> Live trading with real orders
|
|
3901
|
+
--pine <entry> Execute a local .pine indicator file
|
|
3902
|
+
--editor Open the Pine Script visual editor in the browser
|
|
3903
|
+
--dump Fetch and save raw OHLCV candles
|
|
3904
|
+
--pnldebug Simulate PnL per minute for a given entry price and direction
|
|
3905
|
+
--brokerdebug Fire a single broker commit against the live broker adapter
|
|
3906
|
+
--flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
|
|
3907
|
+
--init Scaffold a new project in the current directory
|
|
3908
|
+
--docker Scaffold a Docker workspace for running strategies in a container
|
|
3909
|
+
--help Print this help message
|
|
3910
|
+
|
|
3911
|
+
Backtest flags:
|
|
3912
|
+
|
|
3913
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3914
|
+
--strategy <string> Strategy name from addStrategySchema (default: first registered)
|
|
3915
|
+
--exchange <string> Exchange name from addExchangeSchema (default: first registered)
|
|
3916
|
+
--frame <string> Frame name from addFrameSchema (default: first registered)
|
|
3917
|
+
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
3918
|
+
--noCache Skip candle cache warming before the run
|
|
3919
|
+
--noFlush Skip removing report/log/markdown/agent folders before backtest run
|
|
3920
|
+
--verbose Log every candle fetch to stdout
|
|
3921
|
+
--ui Start web dashboard at http://localhost:60050
|
|
3922
|
+
--telegram Send trade notifications to Telegram
|
|
3923
|
+
|
|
3924
|
+
Walker flags (--walker):
|
|
3925
|
+
|
|
3926
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3927
|
+
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
3928
|
+
--noCache Skip candle cache warming before the run
|
|
3929
|
+
--noFlush Skip removing report/log/markdown/agent folders before walker run
|
|
3930
|
+
--verbose Log every candle fetch to stdout
|
|
3931
|
+
--output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
|
|
3932
|
+
--json Save results as JSON to ./dump/<output>.json
|
|
3933
|
+
--markdown Save report as Markdown to ./dump/<output>.md
|
|
3934
|
+
|
|
3935
|
+
Each positional argument is a strategy entry point. All strategy files are loaded without
|
|
3936
|
+
changing process.cwd() — .env is read from the working directory only.
|
|
3937
|
+
addWalkerSchema is called automatically using the registered exchange and frame.
|
|
3938
|
+
After comparison completes the report is printed to stdout (or saved if --json/--markdown).
|
|
3939
|
+
|
|
3940
|
+
Module file ./modules/walker.module is loaded automatically if it exists.
|
|
3941
|
+
|
|
3942
|
+
Paper / Live flags:
|
|
3943
|
+
|
|
3944
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3945
|
+
--strategy <string> Strategy name (default: first registered)
|
|
3946
|
+
--exchange <string> Exchange name (default: first registered)
|
|
3947
|
+
--verbose Log every candle fetch to stdout
|
|
3948
|
+
--ui Start web dashboard
|
|
3949
|
+
--telegram Send Telegram notifications
|
|
3950
|
+
|
|
3951
|
+
PineScript flags (--pine):
|
|
3952
|
+
|
|
3953
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3954
|
+
--timeframe <string> Candle interval (default: 15m)
|
|
3955
|
+
--limit <string> Number of candles to fetch (default: 250)
|
|
3956
|
+
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
3957
|
+
--exchange <string> Exchange name (default: first registered)
|
|
3958
|
+
--output <string> Output file base name without extension
|
|
3959
|
+
--json Save output as JSON array to <pine-dir>/dump/<output>.json
|
|
3960
|
+
--jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
|
|
3961
|
+
--markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
|
|
3962
|
+
|
|
3963
|
+
Only plot() calls with display=display.data_window produce output columns.
|
|
3964
|
+
Module file ./modules/pine.module is loaded automatically if it exists.
|
|
3965
|
+
|
|
3966
|
+
Candle dump flags (--dump):
|
|
3967
|
+
|
|
3968
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3969
|
+
--timeframe <string> Candle interval (default: 15m)
|
|
3970
|
+
--limit <string> Number of candles (default: 250)
|
|
3971
|
+
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
3972
|
+
--exchange <string> Exchange name (default: first registered)
|
|
3973
|
+
--output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
|
|
3974
|
+
--json Save as JSON array to ./dump/<output>.json
|
|
3975
|
+
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
3976
|
+
|
|
3977
|
+
Module file ./modules/dump.module is loaded automatically if it exists.
|
|
3978
|
+
|
|
3979
|
+
PnL debug flags (--pnldebug):
|
|
3980
|
+
|
|
3981
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3982
|
+
--priceopen <number> Entry price (required)
|
|
3983
|
+
--direction <string> Position direction: long or short (default: long)
|
|
3984
|
+
--when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
|
|
3985
|
+
--minutes <string> Number of 1m candles to simulate (default: 60)
|
|
3986
|
+
--exchange <string> Exchange name (default: first registered)
|
|
3987
|
+
--output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
|
|
3988
|
+
--json Save as JSON array to ./dump/<output>.json
|
|
3989
|
+
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
3990
|
+
--markdown Save as Markdown table to ./dump/<output>.md
|
|
3991
|
+
|
|
3992
|
+
Module file ./modules/pnldebug.module is loaded automatically if it exists.
|
|
3993
|
+
|
|
3994
|
+
Broker debug flags (--brokerdebug):
|
|
3995
|
+
|
|
3996
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
3997
|
+
--exchange <string> Exchange name (default: first registered)
|
|
3998
|
+
--commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
|
|
3999
|
+
partial-loss, average-buy, trailing-stop, trailing-take, breakeven
|
|
4000
|
+
(default: signal-open)
|
|
4001
|
+
|
|
4002
|
+
Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
|
|
4003
|
+
the selected broker commit with synthetic payload values derived from current price.
|
|
4004
|
+
|
|
4005
|
+
Flush flags (--flush):
|
|
4006
|
+
|
|
4007
|
+
One or more positional entry points. For each entry point the following
|
|
4008
|
+
subdirectories are removed from <entry-dir>/dump/:
|
|
4009
|
+
|
|
4010
|
+
report log markdown agent
|
|
4011
|
+
|
|
4012
|
+
Init flags (--init):
|
|
4013
|
+
|
|
4014
|
+
--output <string> Target directory name (default: backtest-kit-project)
|
|
4015
|
+
|
|
4016
|
+
Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
|
|
4017
|
+
|
|
4018
|
+
Docker flags (--docker):
|
|
4019
|
+
|
|
4020
|
+
--output <string> Target directory name (default: backtest-kit-docker)
|
|
4021
|
+
|
|
4022
|
+
Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
|
|
4023
|
+
tsconfig.json, and a sample strategy under content/. Run npm install then
|
|
4024
|
+
docker compose up to start the container.
|
|
4025
|
+
|
|
4026
|
+
Module hooks (loaded automatically by each mode):
|
|
4027
|
+
|
|
4028
|
+
modules/backtest.module --backtest Broker adapter for backtest
|
|
4029
|
+
modules/walker.module --walker Broker adapter for walker comparison
|
|
4030
|
+
modules/paper.module --paper Broker adapter for paper trading
|
|
4031
|
+
modules/live.module --live Broker adapter for live trading
|
|
4032
|
+
modules/pine.module --pine Exchange schema for PineScript runs
|
|
4033
|
+
modules/editor.module --editor Exchange schema for the visual Pine editor
|
|
4034
|
+
modules/dump.module --dump Exchange schema for candle dumps
|
|
4035
|
+
modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
|
|
4036
|
+
modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
|
|
4037
|
+
|
|
4038
|
+
--flush has no associated module. It only removes dump subdirectories.
|
|
4039
|
+
|
|
4040
|
+
Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
|
|
4041
|
+
|
|
4042
|
+
Environment variables:
|
|
4043
|
+
|
|
4044
|
+
CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
|
|
4045
|
+
CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
|
|
4046
|
+
CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
|
|
4047
|
+
CC_WWWROOT_PORT UI server port (default: 60050)
|
|
4048
|
+
|
|
4049
|
+
Examples:
|
|
4050
|
+
|
|
4051
|
+
node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
|
|
4052
|
+
node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
|
|
4053
|
+
node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
|
|
4054
|
+
node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
|
|
4055
|
+
node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
|
|
4056
|
+
node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
|
|
4057
|
+
node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
|
|
4058
|
+
node ${ENTRY_PATH} --editor
|
|
4059
|
+
node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
|
|
4060
|
+
node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
|
|
4061
|
+
node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
|
|
4062
|
+
node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
|
|
4063
|
+
node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
|
|
4064
|
+
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
|
|
4065
|
+
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
|
|
4066
|
+
node ${ENTRY_PATH} --init --output my-trading-bot
|
|
4067
|
+
node ${ENTRY_PATH} --docker --output my-docker-workspace
|
|
4019
4068
|
`.trimStart();
|
|
4020
4069
|
const main$1 = async () => {
|
|
4021
4070
|
if (!getEntry(import.meta.url)) {
|
|
@@ -4025,7 +4074,7 @@ const main$1 = async () => {
|
|
|
4025
4074
|
if (!values.help) {
|
|
4026
4075
|
return;
|
|
4027
4076
|
}
|
|
4028
|
-
process.stdout.write(`@backtest-kit/cli ${"9.
|
|
4077
|
+
process.stdout.write(`@backtest-kit/cli ${"9.3.0"}\n\n`);
|
|
4029
4078
|
process.stdout.write(HELP_TEXT);
|
|
4030
4079
|
process.exit(0);
|
|
4031
4080
|
};
|
|
@@ -4039,7 +4088,7 @@ const main = async () => {
|
|
|
4039
4088
|
if (!values.version) {
|
|
4040
4089
|
return;
|
|
4041
4090
|
}
|
|
4042
|
-
process.stdout.write(`@backtest-kit/cli ${"9.
|
|
4091
|
+
process.stdout.write(`@backtest-kit/cli ${"9.3.0"}\n`);
|
|
4043
4092
|
process.exit(0);
|
|
4044
4093
|
};
|
|
4045
4094
|
main();
|
|
@@ -1,13 +1,13 @@
|
|
|
1
|
-
export default {
|
|
2
|
-
signal: true,
|
|
3
|
-
risk: true,
|
|
4
|
-
info: true,
|
|
5
|
-
breakeven: true,
|
|
6
|
-
common_error: true,
|
|
7
|
-
critical_error: true,
|
|
8
|
-
validation_error: true,
|
|
9
|
-
partial_loss: false,
|
|
10
|
-
partial_profit: false,
|
|
11
|
-
signal_sync: false,
|
|
12
|
-
strategy_commit: true,
|
|
13
|
-
};
|
|
1
|
+
export default {
|
|
2
|
+
signal: true,
|
|
3
|
+
risk: true,
|
|
4
|
+
info: true,
|
|
5
|
+
breakeven: true,
|
|
6
|
+
common_error: true,
|
|
7
|
+
critical_error: true,
|
|
8
|
+
validation_error: true,
|
|
9
|
+
partial_loss: false,
|
|
10
|
+
partial_profit: false,
|
|
11
|
+
signal_sync: false,
|
|
12
|
+
strategy_commit: true,
|
|
13
|
+
};
|