@backtest-kit/cli 9.6.0 → 9.7.0

package/docker/.env.example

@@ -1,2 +1,2 @@
-CC_REDIS_HOST=host.docker.internal
-CC_MONGO_CONNECTION_STRING=mongodb://host.docker.internal:27017/backtest-kit?wtimeoutMS=15000
+CC_REDIS_HOST=host.docker.internal
+CC_MONGO_CONNECTION_STRING=mongodb://host.docker.internal:27017/backtest-kit?wtimeoutMS=15000

package/docker/README.md

@@ -19,6 +19,7 @@ A self-contained Docker workspace for running [backtest-kit](https://github.com/
 | Strategy | Ticker | Period | Signal source | Net PNL | Sharpe |
 |---|---|---|---|---|---|
 | [DOTUSDT Feb 2021 — Python EMA Crossover](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/feb_2021.strategy) | DOTUSDT | Feb 2021 | Python EMA(9)/EMA(21) crossover via WebAssembly | **+5.52%** | **0.09** |
+| [BTCUSDT Apr 2024 — Polymarket Δprob](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/apr_2024.strategy) | BTCUSDT | Apr 2024 | Polymarket "yes" probability shifts on crypto-prices markets | **+0.63%** | **0.055** |
 | [BTCUSDT Oct 2021 — TensorFlow Neural Network](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/oct_2021.strategy) | BTCUSDT | Oct 2021 | TensorFlow NN predicting next candle close | **+18.26%** | **0.31** |
 | [BTCUSDT Dec 2025 — Pine Script Range Breakout](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/dec_2025.strategy) | BTCUSDT | Dec 2025 | Pine Script BB + range detector + volume spike | **+2.40%** | **0.06** |
 | [TRXUSDT Jan 2026 — Liquidity Harvesting](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content//jan_2026.strategy) | TRXUSDT | Jan 2026 | Telegram channel signals (inverted) | **+8.58%** | **1.14** |

package/docker/content/feb_2026/feb_2026.strategy.ts

@@ -1,11 +1,11 @@
-import {
-  addStrategySchema,
-} from "backtest-kit";
-
-addStrategySchema({
-  strategyName: "feb_2026_strategy",
-  getSignal: async (_symbol, when) => {
-    console.log(when);
-    return null;
-  },
-});
+import {
+  addStrategySchema,
+} from "backtest-kit";
+
+addStrategySchema({
+  strategyName: "feb_2026_strategy",
+  getSignal: async (_symbol, when) => {
+    console.log(when);
+    return null;
+  },
+});

package/docker/content/feb_2026/modules/backtest.module.ts

@@ -1,83 +1,83 @@
-import { addExchangeSchema, addFrameSchema, roundTicks } from "backtest-kit";
-import { singleshot } from "functools-kit";
-import ccxt from "ccxt";
-
-const getExchange = singleshot(async () => {
-  const exchange = new ccxt.binance({
-    options: {
-      defaultType: "spot",
-      adjustForTimeDifference: true,
-      recvWindow: 60000,
-    },
-    enableRateLimit: true,
-  });
-  await exchange.loadMarkets();
-  return exchange;
-});
-
-addExchangeSchema({
-  exchangeName: "ccxt-exchange",
-  getCandles: async (symbol, interval, since, limit) => {
-    const exchange = await getExchange();
-    const candles = await exchange.fetchOHLCV(
-      symbol,
-      interval,
-      since.getTime(),
-      limit,
-    );
-    return candles.map(([timestamp, open, high, low, close, volume]) => ({
-      timestamp,
-      open,
-      high,
-      low,
-      close,
-      volume,
-    }));
-  },
-  getOrderBook: async (symbol, depth, _from, _to, backtest) => {
-    if (backtest) {
-      throw new Error(
-        "Order book fetching is not supported in backtest mode for the default exchange schema. Please implement it according to your needs.",
-      );
-    }
-    const exchange = await getExchange();
-    const bookData = await exchange.fetchOrderBook(symbol, depth);
-    return {
-      symbol,
-      asks: bookData.asks.map(([price, quantity]) => ({
-        price: String(price),
-        quantity: String(quantity),
-      })),
-      bids: bookData.bids.map(([price, quantity]) => ({
-        price: String(price),
-        quantity: String(quantity),
-      })),
-    };
-  },
-  formatPrice: async (symbol, price) => {
-    const exchange = await getExchange();
-    const market = exchange.market(symbol);
-    const tickSize = market.limits?.price?.min || market.precision?.price;
-    if (tickSize !== undefined) {
-      return roundTicks(price, tickSize);
-    }
-    return exchange.priceToPrecision(symbol, price);
-  },
-  formatQuantity: async (symbol, quantity) => {
-    const exchange = await getExchange();
-    const market = exchange.market(symbol);
-    const stepSize = market.limits?.amount?.min || market.precision?.amount;
-    if (stepSize !== undefined) {
-      return roundTicks(quantity, stepSize);
-    }
-    return exchange.amountToPrecision(symbol, quantity);
-  },
-});
-
-addFrameSchema({
-  frameName: "feb_2026_frame",
-  interval: "1m",
-  startDate: new Date("2026-02-01T00:00:00Z"),
-  endDate: new Date("2026-02-28T23:59:59Z"),
-  note: "February 2026",
-});
+import { addExchangeSchema, addFrameSchema, roundTicks } from "backtest-kit";
+import { singleshot } from "functools-kit";
+import ccxt from "ccxt";
+
+const getExchange = singleshot(async () => {
+  const exchange = new ccxt.binance({
+    options: {
+      defaultType: "spot",
+      adjustForTimeDifference: true,
+      recvWindow: 60000,
+    },
+    enableRateLimit: true,
+  });
+  await exchange.loadMarkets();
+  return exchange;
+});
+
+addExchangeSchema({
+  exchangeName: "ccxt-exchange",
+  getCandles: async (symbol, interval, since, limit) => {
+    const exchange = await getExchange();
+    const candles = await exchange.fetchOHLCV(
+      symbol,
+      interval,
+      since.getTime(),
+      limit,
+    );
+    return candles.map(([timestamp, open, high, low, close, volume]) => ({
+      timestamp,
+      open,
+      high,
+      low,
+      close,
+      volume,
+    }));
+  },
+  getOrderBook: async (symbol, depth, _from, _to, backtest) => {
+    if (backtest) {
+      throw new Error(
+        "Order book fetching is not supported in backtest mode for the default exchange schema. Please implement it according to your needs.",
+      );
+    }
+    const exchange = await getExchange();
+    const bookData = await exchange.fetchOrderBook(symbol, depth);
+    return {
+      symbol,
+      asks: bookData.asks.map(([price, quantity]) => ({
+        price: String(price),
+        quantity: String(quantity),
+      })),
+      bids: bookData.bids.map(([price, quantity]) => ({
+        price: String(price),
+        quantity: String(quantity),
+      })),
+    };
+  },
+  formatPrice: async (symbol, price) => {
+    const exchange = await getExchange();
+    const market = exchange.market(symbol);
+    const tickSize = market.limits?.price?.min || market.precision?.price;
+    if (tickSize !== undefined) {
+      return roundTicks(price, tickSize);
+    }
+    return exchange.priceToPrecision(symbol, price);
+  },
+  formatQuantity: async (symbol, quantity) => {
+    const exchange = await getExchange();
+    const market = exchange.market(symbol);
+    const stepSize = market.limits?.amount?.min || market.precision?.amount;
+    if (stepSize !== undefined) {
+      return roundTicks(quantity, stepSize);
+    }
+    return exchange.amountToPrecision(symbol, quantity);
+  },
+});
+
+addFrameSchema({
+  frameName: "feb_2026_frame",
+  interval: "1m",
+  startDate: new Date("2026-02-01T00:00:00Z"),
+  endDate: new Date("2026-02-28T23:59:59Z"),
+  note: "February 2026",
+});

package/docker/docker-compose.yaml

@@ -1,46 +1,46 @@
-version: '3.8'
-
-services:
-  backtest:
-    image: tripolskypetr/backtest-kit
-    platform: linux/amd64
-    # network_mode: host
-    extra_hosts:
-      - "host.docker.internal:host-gateway"
-    container_name: backtest
-    ports:
-      - "60050:60050"
-    restart: unless-stopped
-    volumes:
-      - ./:/workspace
-    working_dir: /workspace
-    env_file:
-      - .env
-    environment:
-      - MODE
-      - STRATEGY_FILE
-      - SYMBOL
-      - STRATEGY
-      - EXCHANGE
-      - FRAME
-      - UI
-      - TELEGRAM
-      - VERBOSE
-      - NO_CACHE
-      - NO_FLUSH
-      - ENTRY
-    healthcheck:
-      test: ["CMD", "curl", "-f", "http://localhost:60050/api/v1/health/health_check"]
-      interval: 30s
-      timeout: 10s
-      retries: 3
-    # command:
-    #   - --backtest
-    #   - --symbol
-    #   - BTCUSDT
-    #   - --strategy
-    #   - feb_2026_strategy
-    #   - --exchange
-    #   - ccxt-exchange
-    #   - ./content/feb_2026/feb_2026.strategy.ts
-    #   - --ui
+version: '3.8'
+
+services:
+  backtest:
+    image: tripolskypetr/backtest-kit
+    platform: linux/amd64
+    # network_mode: host
+    extra_hosts:
+      - "host.docker.internal:host-gateway"
+    container_name: backtest
+    ports:
+      - "60050:60050"
+    restart: unless-stopped
+    volumes:
+      - ./:/workspace
+    working_dir: /workspace
+    env_file:
+      - .env
+    environment:
+      - MODE
+      - STRATEGY_FILE
+      - SYMBOL
+      - STRATEGY
+      - EXCHANGE
+      - FRAME
+      - UI
+      - TELEGRAM
+      - VERBOSE
+      - NO_CACHE
+      - NO_FLUSH
+      - ENTRY
+    healthcheck:
+      test: ["CMD", "curl", "-f", "http://localhost:60050/api/v1/health/health_check"]
+      interval: 30s
+      timeout: 10s
+      retries: 3
+    # command:
+    #   - --backtest
+    #   - --symbol
+    #   - BTCUSDT
+    #   - --strategy
+    #   - feb_2026_strategy
+    #   - --exchange
+    #   - ccxt-exchange
+    #   - ./content/feb_2026/feb_2026.strategy.ts
+    #   - --ui

package/docker/package.json

@@ -1,38 +1,38 @@
-{
-  "name": "example",
-  "version": "1.0.0",
-  "description": "",
-  "main": "index.js",
-  "scripts": {
-    "start": "node ./node_modules/@backtest-kit/cli/build/index.mjs",
-    "start:debug": "node --inspect-brk ./node_modules/@backtest-kit/cli/build/index.mjs"
-  },
-  "keywords": [],
-  "author": "",
-  "license": "ISC",
-  "type": "commonjs",
-  "devDependencies": {
-    "@types/node": "25.6.0"
-  },
-  "dependencies": {
-    "@backtest-kit/cli": "9.6.0",
-    "@backtest-kit/graph": "9.6.0",
-    "@backtest-kit/pinets": "9.6.0",
-    "@backtest-kit/signals": "9.6.0",
-    "@backtest-kit/ui": "9.6.0",
-    "@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": "2.6.0",
-    "backtest-kit": "9.6.0",
-    "dayjs": "1.11.20",
-    "functools-kit": "2.3.0",
-    "garch": "1.2.3",
-    "get-moment-stamp": "1.1.2",
-    "jsonrepair": "3.12.0",
-    "ollama": "0.6.3",
-    "slugify": "1.6.9",
-    "volume-anomaly": "1.2.3"
-  }
-}
+{
+  "name": "example",
+  "version": "1.0.0",
+  "description": "",
+  "main": "index.js",
+  "scripts": {
+    "start": "node ./node_modules/@backtest-kit/cli/build/index.mjs",
+    "start:debug": "node --inspect-brk ./node_modules/@backtest-kit/cli/build/index.mjs"
+  },
+  "keywords": [],
+  "author": "",
+  "license": "ISC",
+  "type": "commonjs",
+  "devDependencies": {
+    "@types/node": "25.6.0"
+  },
+  "dependencies": {
+    "@backtest-kit/cli": "9.7.0",
+    "@backtest-kit/graph": "9.7.0",
+    "@backtest-kit/pinets": "9.7.0",
+    "@backtest-kit/signals": "9.7.0",
+    "@backtest-kit/ui": "9.7.0",
+    "@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": "2.6.0",
+    "backtest-kit": "9.7.0",
+    "dayjs": "1.11.20",
+    "functools-kit": "2.3.0",
+    "garch": "1.2.3",
+    "get-moment-stamp": "1.1.2",
+    "jsonrepair": "3.12.0",
+    "ollama": "0.6.3",
+    "slugify": "1.6.9",
+    "volume-anomaly": "1.2.3"
+  }
+}

package/docker/tsconfig.json

@@ -1,36 +1,36 @@
-{
-  "compilerOptions": {
-    "ignoreDeprecations": "6.0",
-    "lib": [
-      "esnext",
-      "dom"
-    ],
-    "types": [
-      "node"
-    ],
-    "moduleDetection": "force",
-    "target": "ES2020",
-    "module": "ESNext",
-    "moduleResolution": "bundler",
-    "noEmit": true,
-    "strict": false,
-    "downlevelIteration": true,
-    "noImplicitAny": false,
-    "skipLibCheck": true,
-    "noFallthroughCasesInSwitch": true,
-    "noUnusedLocals": false,
-    "noUnusedParameters": false,
-    "noPropertyAccessFromIndexSignature": false,
-    "paths": {
-      "logic": ["./logic/index.ts"],
-      "logic/*": ["./logic/*"],
-      "utils": ["./utils/index.ts"],
-      "utils/*": ["./utils/*"]
-    }
-  },
-  "include": [
-    "./logic",
-    "./content",
-    "./modules",
-  ],
-}
+{
+  "compilerOptions": {
+    "ignoreDeprecations": "6.0",
+    "lib": [
+      "esnext",
+      "dom"
+    ],
+    "types": [
+      "node"
+    ],
+    "moduleDetection": "force",
+    "target": "ES2020",
+    "module": "ESNext",
+    "moduleResolution": "bundler",
+    "noEmit": true,
+    "strict": false,
+    "downlevelIteration": true,
+    "noImplicitAny": false,
+    "skipLibCheck": true,
+    "noFallthroughCasesInSwitch": true,
+    "noUnusedLocals": false,
+    "noUnusedParameters": false,
+    "noPropertyAccessFromIndexSignature": false,
+    "paths": {
+      "logic": ["./logic/index.ts"],
+      "logic/*": ["./logic/*"],
+      "utils": ["./utils/index.ts"],
+      "utils/*": ["./utils/*"]
+    }
+  },
+  "include": [
+    "./logic",
+    "./content",
+    "./modules",
+  ],
+}