@backtest-kit/cli 9.8.1 → 9.8.3
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 +1854 -1854
- package/build/index.cjs +302 -262
- package/build/index.mjs +303 -263
- 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 +2 -2
package/build/index.mjs
CHANGED
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@@ -1,7 +1,7 @@
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1
1
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#!/usr/bin/env node
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import * as BacktestKit from 'backtest-kit';
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import { setConfig, Notification, Recent, Storage, Markdown, Report, Dump, State, Memory, MarkdownWriter, ReportWriter, PersistSignalAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistPartialAdapter, PersistBreakevenAdapter, PersistCandleAdapter, PersistStorageAdapter, PersistNotificationAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistIntervalAdapter, PersistMemoryAdapter, PersistRecentAdapter, PersistStateAdapter, PersistSessionAdapter, 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 } from 'backtest-kit';
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import { getErrorMessage, errorData, singleshot, str,
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import { getErrorMessage, errorData, singleshot, str, compose, BehaviorSubject, createAwaiter, execpool, queued, sleep, randomString, TIMEOUT_SYMBOL, typo, retry, trycatch, memoize, isObject } from 'functools-kit';
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import fs, { constants, realpathSync } from 'fs';
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import * as stackTrace from 'stack-trace';
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import path, { join, resolve, dirname, basename, extname } from 'path';
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@@ -33,36 +33,6 @@ import * as BacktestKitSignals from '@backtest-kit/signals';
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import open from 'open';
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import { spawn } from 'child_process';
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/**
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* Fix for `Attempted to assign to readonly property (at redactToken)`
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* @see https://github.com/telegraf/telegraf/issues/2078
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*/
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{
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const OriginalError = globalThis.Error;
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globalThis.Error = new Proxy(OriginalError, {
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construct(target, args) {
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const instance = new target(...args);
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let customMessage = instance.message;
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const handler = {
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get(target, prop, receiver) {
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if (prop === "message") {
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return customMessage;
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}
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return Reflect.get(target, prop, receiver);
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},
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set(target, prop, value, receiver) {
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if (prop === "message") {
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customMessage = value;
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return true;
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}
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return Reflect.set(target, prop, value, receiver);
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},
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};
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return new Proxy(instance, handler);
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},
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});
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}
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-
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setConfig({
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CC_MAX_NOTIFICATIONS: 5000,
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CC_MAX_SIGNALS: 750,
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@@ -239,8 +209,6 @@ const TYPES = {
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...templateServices$1,
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};
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const entrySubject = new BehaviorSubject();
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const SETUP_ADAPTER_FN = () => {
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{
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Dump.useMarkdown();
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@@ -439,9 +407,9 @@ class ResolveService {
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dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
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dotenv.config({ path: path.join(moduleRoot, '.env'), override: true, quiet: true });
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this.loaderService.import(absolutePath);
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await entrySubject.next(absolutePath);
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}
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_is_launched = true;
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return absolutePath;
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};
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this.attachEntry = async (jsPath) => {
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this.loggerService.log("resolveService attachEntry", {
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@@ -456,9 +424,9 @@ class ResolveService {
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dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
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{
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this.loaderService.import(absolutePath);
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await entrySubject.next(absolutePath);
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}
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_is_launched = true;
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return absolutePath;
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};
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}
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}
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@@ -861,6 +829,8 @@ const notifyVerbose = singleshot(() => {
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});
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});
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const entrySubject = new BehaviorSubject();
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const DEFAULT_CACHE_LIST$1 = ["1m", "15m", "30m", "1h", "4h"];
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const GET_CACHE_INTERVAL_LIST_FN$1 = () => {
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const { values } = getArgs();
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@@ -891,11 +861,17 @@ class BacktestMainService {
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await this.configConnectionService.loadConfig("setup.config");
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{
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const loader = await this.configConnectionService.loadConfig("loader.config");
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try {
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if (typeof loader === "function") {
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await loader();
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}
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if (typeof loader?.loader === "function") {
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await loader.loader();
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}
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}
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-
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catch (error) {
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console.error("Module loader failed", error);
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process.exit(-1);
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}
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}
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{
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@@ -910,8 +886,9 @@ class BacktestMainService {
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const cwd = process.cwd();
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dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
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}
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let absolutePath;
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{
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914
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await this.resolveService.attachJavascript(payload.entryPoint);
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891
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absolutePath = await this.resolveService.attachJavascript(payload.entryPoint);
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await this.moduleConnectionService.loadModule("backtest.module");
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}
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{
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@@ -953,6 +930,7 @@ class BacktestMainService {
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});
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notifyVerbose();
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}
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await entrySubject.next(absolutePath);
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Backtest.background(symbol, {
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strategyName,
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frameName,
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@@ -1019,11 +997,17 @@ class WalkerMainService {
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await this.configConnectionService.loadConfig("setup.config");
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{
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const loader = await this.configConnectionService.loadConfig("loader.config");
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try {
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if (typeof loader === "function") {
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await loader();
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}
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if (typeof loader?.loader === "function") {
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await loader.loader();
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}
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1007
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}
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1025
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catch (error) {
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console.error("Module loader failed", error);
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process.exit(-1);
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}
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}
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{
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@@ -1253,11 +1237,17 @@ class LiveMainService {
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await this.configConnectionService.loadConfig("setup.config");
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1238
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{
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const loader = await this.configConnectionService.loadConfig("loader.config");
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-
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-
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try {
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1241
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if (typeof loader === "function") {
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await loader();
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}
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1244
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if (typeof loader?.loader === "function") {
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1245
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await loader.loader();
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}
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1258
1247
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}
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1259
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-
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1260
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-
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1248
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catch (error) {
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console.error("Module loader failed", error);
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1250
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process.exit(-1);
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1261
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}
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}
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{
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@@ -1272,8 +1262,9 @@ class LiveMainService {
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const cwd = process.cwd();
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dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
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}
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let absolutePath;
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{
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1276
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await this.resolveService.attachJavascript(payload.entryPoint);
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absolutePath = await this.resolveService.attachJavascript(payload.entryPoint);
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await this.moduleConnectionService.loadModule("live.module");
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}
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{
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@@ -1302,6 +1293,7 @@ class LiveMainService {
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1302
1293
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});
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1303
1294
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notifyVerbose();
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1304
1295
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}
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1296
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+
await entrySubject.next(absolutePath);
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1305
1297
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Live.background(symbol, {
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1306
1298
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strategyName,
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1307
1299
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exchangeName,
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@@ -1348,11 +1340,17 @@ class PaperMainService {
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1348
1340
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await this.configConnectionService.loadConfig("setup.config");
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1349
1341
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{
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1350
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const loader = await this.configConnectionService.loadConfig("loader.config");
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1351
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-
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1352
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-
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1343
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+
try {
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1344
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if (typeof loader === "function") {
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1345
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+
await loader();
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1346
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+
}
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1347
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+
if (typeof loader?.loader === "function") {
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1348
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+
await loader.loader();
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1349
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+
}
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1353
1350
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}
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1354
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-
|
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1355
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-
|
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1351
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+
catch (error) {
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1352
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+
console.error("Module loader failed", error);
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1353
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+
process.exit(-1);
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1356
1354
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}
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1357
1355
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}
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1358
1356
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{
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@@ -1367,8 +1365,9 @@ class PaperMainService {
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1367
1365
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const cwd = process.cwd();
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1368
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dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
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1369
1367
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}
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1368
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+
let absolutePath;
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1370
1369
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{
|
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1371
|
-
await this.resolveService.attachJavascript(payload.entryPoint);
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1370
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+
absolutePath = await this.resolveService.attachJavascript(payload.entryPoint);
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1372
1371
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await this.moduleConnectionService.loadModule("paper.module");
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1373
1372
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}
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1374
1373
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{
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@@ -1397,6 +1396,7 @@ class PaperMainService {
|
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1397
1396
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});
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1398
1397
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notifyVerbose();
|
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1399
1398
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}
|
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1399
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+
await entrySubject.next(absolutePath);
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1400
1400
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Live.background(symbol, {
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1401
1401
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strategyName,
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1402
1402
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exchangeName,
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@@ -1990,7 +1990,8 @@ const GET_TIMEFRAME_RANGE_FN = async (frameName) => {
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1990
1990
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};
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1991
1991
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const CACHE_CANDLES_FN = retry(async (interval, dto) => {
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1992
1992
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try {
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1993
|
-
|
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1993
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+
process.stdout.write("\n");
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1994
|
+
process.stdout.write(`Checking candles cache for ${dto.symbol} ${interval} from ${dto.from} to ${dto.to}\n`);
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1994
1995
|
await checkCandles({
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1995
1996
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exchangeName: dto.exchangeName,
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1996
1997
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from: dto.from,
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@@ -2000,7 +2001,8 @@ const CACHE_CANDLES_FN = retry(async (interval, dto) => {
|
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2000
2001
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});
|
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2001
2002
|
}
|
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2002
2003
|
catch (error) {
|
|
2003
|
-
|
|
2004
|
+
process.stdout.write("\n\n");
|
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2005
|
+
process.stdout.write(`Caching candles for ${dto.symbol} ${interval} from ${dto.from} to ${dto.to}\n`);
|
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2004
2006
|
await warmCandles({
|
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2005
2007
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symbol: dto.symbol,
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2006
2008
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exchangeName: dto.exchangeName,
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@@ -3181,10 +3183,10 @@ init();
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3181
3183
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3182
3184
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const MODES = ["backtest", "walker", "paper", "live", "pine", "editor", "dump", "pnldebug", "brokerdebug", "flush", "init", "docker", "help", "version"];
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|
3183
3185
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const ENTRY_PATH$1 = "./node_modules/@backtest-kit/cli/build/index.mjs";
|
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3184
|
-
const HELP_TEXT$1 = `
|
|
3185
|
-
Example:
|
|
3186
|
-
|
|
3187
|
-
node ${ENTRY_PATH$1} --help
|
|
3186
|
+
const HELP_TEXT$1 = `
|
|
3187
|
+
Example:
|
|
3188
|
+
|
|
3189
|
+
node ${ENTRY_PATH$1} --help
|
|
3188
3190
|
`.trimStart();
|
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3189
3191
|
const main$g = async () => {
|
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3190
3192
|
if (!getEntry(import.meta.url)) {
|
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@@ -3194,7 +3196,7 @@ const main$g = async () => {
|
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|
3194
3196
|
if (MODES.some((mode) => values[mode])) {
|
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3195
3197
|
return;
|
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3196
3198
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}
|
|
3197
|
-
process.stdout.write(`@backtest-kit/cli ${"9.8.
|
|
3199
|
+
process.stdout.write(`@backtest-kit/cli ${"9.8.3"}\n`);
|
|
3198
3200
|
process.stdout.write("\n");
|
|
3199
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process.stdout.write(`Run with --help to see available commands.\n`);
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3200
3202
|
process.stdout.write("\n");
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@@ -3482,11 +3484,17 @@ const main$a = async () => {
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3482
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await cli.configConnectionService.loadConfig("setup.config");
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3483
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{
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3484
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|
const loader = await cli.configConnectionService.loadConfig("loader.config");
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3485
|
-
|
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3486
|
-
|
|
3487
|
+
try {
|
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3488
|
+
if (typeof loader === "function") {
|
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3489
|
+
await loader();
|
|
3490
|
+
}
|
|
3491
|
+
if (typeof loader?.loader === "function") {
|
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3492
|
+
await loader.loader();
|
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3493
|
+
}
|
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3487
3494
|
}
|
|
3488
|
-
|
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3489
|
-
|
|
3495
|
+
catch (error) {
|
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3496
|
+
console.error("Module loader failed", error);
|
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3497
|
+
process.exit(-1);
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3490
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}
|
|
3491
3499
|
}
|
|
3492
3500
|
{
|
|
@@ -3510,14 +3518,18 @@ const main$a = async () => {
|
|
|
3510
3518
|
if (values.noFlush) {
|
|
3511
3519
|
continue;
|
|
3512
3520
|
}
|
|
3513
|
-
|
|
3521
|
+
const absolutePath = path.resolve(cwd, entryPoint);
|
|
3522
|
+
await flush(absolutePath);
|
|
3514
3523
|
}
|
|
3515
3524
|
await cli.moduleConnectionService.loadModule(MODE_MODULE[mode]);
|
|
3516
3525
|
listenFinish();
|
|
3517
3526
|
createGracefulShutdown(mode)();
|
|
3527
|
+
let absolutePath;
|
|
3518
3528
|
for (const entryPoint of entryPoints) {
|
|
3519
|
-
|
|
3529
|
+
absolutePath = path.resolve(cwd, entryPoint);
|
|
3530
|
+
await cli.resolveService.attachEntry(absolutePath);
|
|
3520
3531
|
}
|
|
3532
|
+
await entrySubject.next(absolutePath);
|
|
3521
3533
|
};
|
|
3522
3534
|
main$a();
|
|
3523
3535
|
|
|
@@ -3605,11 +3617,17 @@ const main$7 = async () => {
|
|
|
3605
3617
|
await cli.configConnectionService.loadConfig("setup.config");
|
|
3606
3618
|
{
|
|
3607
3619
|
const loader = await cli.configConnectionService.loadConfig("loader.config");
|
|
3608
|
-
|
|
3609
|
-
|
|
3620
|
+
try {
|
|
3621
|
+
if (typeof loader === "function") {
|
|
3622
|
+
await loader();
|
|
3623
|
+
}
|
|
3624
|
+
if (typeof loader?.loader === "function") {
|
|
3625
|
+
await loader.loader();
|
|
3626
|
+
}
|
|
3610
3627
|
}
|
|
3611
|
-
|
|
3612
|
-
|
|
3628
|
+
catch (error) {
|
|
3629
|
+
console.error("Module loader failed", error);
|
|
3630
|
+
process.exit(-1);
|
|
3613
3631
|
}
|
|
3614
3632
|
}
|
|
3615
3633
|
await cli.moduleConnectionService.loadModule("pine.module");
|
|
@@ -3692,11 +3710,17 @@ const main$6 = async () => {
|
|
|
3692
3710
|
await cli.configConnectionService.loadConfig("setup.config");
|
|
3693
3711
|
{
|
|
3694
3712
|
const loader = await cli.configConnectionService.loadConfig("loader.config");
|
|
3695
|
-
|
|
3696
|
-
|
|
3713
|
+
try {
|
|
3714
|
+
if (typeof loader === "function") {
|
|
3715
|
+
await loader();
|
|
3716
|
+
}
|
|
3717
|
+
if (typeof loader?.loader === "function") {
|
|
3718
|
+
await loader.loader();
|
|
3719
|
+
}
|
|
3697
3720
|
}
|
|
3698
|
-
|
|
3699
|
-
|
|
3721
|
+
catch (error) {
|
|
3722
|
+
console.error("Module loader failed", error);
|
|
3723
|
+
process.exit(-1);
|
|
3700
3724
|
}
|
|
3701
3725
|
}
|
|
3702
3726
|
{
|
|
@@ -3713,11 +3737,15 @@ const main$6 = async () => {
|
|
|
3713
3737
|
}
|
|
3714
3738
|
const { CC_WWWROOT_HOST, CC_WWWROOT_PORT } = getEnv();
|
|
3715
3739
|
const unServer = serve(CC_WWWROOT_HOST, CC_WWWROOT_PORT, cli.resolveService.PROJECT_ROOT_DIR);
|
|
3740
|
+
let isOk = true;
|
|
3716
3741
|
try {
|
|
3717
3742
|
await open(`http://localhost:${CC_WWWROOT_PORT}?pine=1`);
|
|
3743
|
+
isOk = true;
|
|
3744
|
+
}
|
|
3745
|
+
catch {
|
|
3718
3746
|
}
|
|
3719
3747
|
finally {
|
|
3720
|
-
console.log(`Editor launched: http://localhost:${CC_WWWROOT_PORT}?pine=1`);
|
|
3748
|
+
isOk && console.log(`Editor launched: http://localhost:${CC_WWWROOT_PORT}?pine=1`);
|
|
3721
3749
|
}
|
|
3722
3750
|
const beforeExit = () => {
|
|
3723
3751
|
process.off("SIGINT", beforeExit);
|
|
@@ -3743,11 +3771,17 @@ const main$5 = async () => {
|
|
|
3743
3771
|
await cli.configConnectionService.loadConfig("setup.config");
|
|
3744
3772
|
{
|
|
3745
3773
|
const loader = await cli.configConnectionService.loadConfig("loader.config");
|
|
3746
|
-
|
|
3747
|
-
|
|
3774
|
+
try {
|
|
3775
|
+
if (typeof loader === "function") {
|
|
3776
|
+
await loader();
|
|
3777
|
+
}
|
|
3778
|
+
if (typeof loader?.loader === "function") {
|
|
3779
|
+
await loader.loader();
|
|
3780
|
+
}
|
|
3748
3781
|
}
|
|
3749
|
-
|
|
3750
|
-
|
|
3782
|
+
catch (error) {
|
|
3783
|
+
console.error("Module loader failed", error);
|
|
3784
|
+
process.exit(-1);
|
|
3751
3785
|
}
|
|
3752
3786
|
}
|
|
3753
3787
|
await cli.moduleConnectionService.loadModule("dump.module");
|
|
@@ -3820,11 +3854,17 @@ const main$4 = async () => {
|
|
|
3820
3854
|
await cli.configConnectionService.loadConfig("setup.config");
|
|
3821
3855
|
{
|
|
3822
3856
|
const loader = await cli.configConnectionService.loadConfig("loader.config");
|
|
3823
|
-
|
|
3824
|
-
|
|
3857
|
+
try {
|
|
3858
|
+
if (typeof loader === "function") {
|
|
3859
|
+
await loader();
|
|
3860
|
+
}
|
|
3861
|
+
if (typeof loader?.loader === "function") {
|
|
3862
|
+
await loader.loader();
|
|
3863
|
+
}
|
|
3825
3864
|
}
|
|
3826
|
-
|
|
3827
|
-
|
|
3865
|
+
catch (error) {
|
|
3866
|
+
console.error("Module loader failed", error);
|
|
3867
|
+
process.exit(-1);
|
|
3828
3868
|
}
|
|
3829
3869
|
}
|
|
3830
3870
|
await cli.moduleConnectionService.loadModule("pnldebug.module");
|
|
@@ -4095,183 +4135,183 @@ const main$2 = async () => {
|
|
|
4095
4135
|
main$2();
|
|
4096
4136
|
|
|
4097
4137
|
const ENTRY_PATH = "./node_modules/@backtest-kit/cli/build/index.mjs";
|
|
4098
|
-
const HELP_TEXT = `
|
|
4099
|
-
Usage:
|
|
4100
|
-
node index.mjs --<mode> [flags] [entry-point]
|
|
4101
|
-
|
|
4102
|
-
Modes:
|
|
4103
|
-
|
|
4104
|
-
--backtest <entry> Run strategy against historical candle data
|
|
4105
|
-
--walker <entry...> Run Walker A/B strategy comparison across multiple strategies
|
|
4106
|
-
--paper <entry> Paper trading (live prices, no real orders)
|
|
4107
|
-
--live <entry> Live trading with real orders
|
|
4108
|
-
--pine <entry> Execute a local .pine indicator file
|
|
4109
|
-
--editor Open the Pine Script visual editor in the browser
|
|
4110
|
-
--dump Fetch and save raw OHLCV candles
|
|
4111
|
-
--pnldebug Simulate PnL per minute for a given entry price and direction
|
|
4112
|
-
--brokerdebug Fire a single broker commit against the live broker adapter
|
|
4113
|
-
--flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
|
|
4114
|
-
--init Scaffold a new project in the current directory
|
|
4115
|
-
--docker Scaffold a Docker workspace for running strategies in a container
|
|
4116
|
-
--help Print this help message
|
|
4117
|
-
|
|
4118
|
-
Backtest flags:
|
|
4119
|
-
|
|
4120
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4121
|
-
--strategy <string> Strategy name from addStrategySchema (default: first registered)
|
|
4122
|
-
--exchange <string> Exchange name from addExchangeSchema (default: first registered)
|
|
4123
|
-
--frame <string> Frame name from addFrameSchema (default: first registered)
|
|
4124
|
-
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
4125
|
-
--noCache Skip candle cache warming before the run
|
|
4126
|
-
--noFlush Skip removing report/log/markdown/agent folders before backtest run
|
|
4127
|
-
--verbose Log every candle fetch to stdout
|
|
4128
|
-
--ui Start web dashboard at http://localhost:60050
|
|
4129
|
-
--telegram Send trade notifications to Telegram
|
|
4130
|
-
|
|
4131
|
-
Walker flags (--walker):
|
|
4132
|
-
|
|
4133
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4134
|
-
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
4135
|
-
--noCache Skip candle cache warming before the run
|
|
4136
|
-
--noFlush Skip removing report/log/markdown/agent folders before walker run
|
|
4137
|
-
--verbose Log every candle fetch to stdout
|
|
4138
|
-
--output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
|
|
4139
|
-
--json Save results as JSON to ./dump/<output>.json
|
|
4140
|
-
--markdown Save report as Markdown to ./dump/<output>.md
|
|
4141
|
-
|
|
4142
|
-
Each positional argument is a strategy entry point. All strategy files are loaded without
|
|
4143
|
-
changing process.cwd() — .env is read from the working directory only.
|
|
4144
|
-
addWalkerSchema is called automatically using the registered exchange and frame.
|
|
4145
|
-
After comparison completes the report is printed to stdout (or saved if --json/--markdown).
|
|
4146
|
-
|
|
4147
|
-
Module file ./modules/walker.module is loaded automatically if it exists.
|
|
4148
|
-
|
|
4149
|
-
Paper / Live flags:
|
|
4150
|
-
|
|
4151
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4152
|
-
--strategy <string> Strategy name (default: first registered)
|
|
4153
|
-
--exchange <string> Exchange name (default: first registered)
|
|
4154
|
-
--verbose Log every candle fetch to stdout
|
|
4155
|
-
--ui Start web dashboard
|
|
4156
|
-
--telegram Send Telegram notifications
|
|
4157
|
-
|
|
4158
|
-
PineScript flags (--pine):
|
|
4159
|
-
|
|
4160
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4161
|
-
--timeframe <string> Candle interval (default: 15m)
|
|
4162
|
-
--limit <string> Number of candles to fetch (default: 250)
|
|
4163
|
-
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
4164
|
-
--exchange <string> Exchange name (default: first registered)
|
|
4165
|
-
--output <string> Output file base name without extension
|
|
4166
|
-
--json Save output as JSON array to <pine-dir>/dump/<output>.json
|
|
4167
|
-
--jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
|
|
4168
|
-
--markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
|
|
4169
|
-
|
|
4170
|
-
Only plot() calls with display=display.data_window produce output columns.
|
|
4171
|
-
Module file ./modules/pine.module is loaded automatically if it exists.
|
|
4172
|
-
|
|
4173
|
-
Candle dump flags (--dump):
|
|
4174
|
-
|
|
4175
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4176
|
-
--timeframe <string> Candle interval (default: 15m)
|
|
4177
|
-
--limit <string> Number of candles (default: 250)
|
|
4178
|
-
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
4179
|
-
--exchange <string> Exchange name (default: first registered)
|
|
4180
|
-
--output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
|
|
4181
|
-
--json Save as JSON array to ./dump/<output>.json
|
|
4182
|
-
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
4183
|
-
|
|
4184
|
-
Module file ./modules/dump.module is loaded automatically if it exists.
|
|
4185
|
-
|
|
4186
|
-
PnL debug flags (--pnldebug):
|
|
4187
|
-
|
|
4188
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4189
|
-
--priceopen <number> Entry price (required)
|
|
4190
|
-
--direction <string> Position direction: long or short (default: long)
|
|
4191
|
-
--when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
|
|
4192
|
-
--minutes <string> Number of 1m candles to simulate (default: 60)
|
|
4193
|
-
--exchange <string> Exchange name (default: first registered)
|
|
4194
|
-
--output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
|
|
4195
|
-
--json Save as JSON array to ./dump/<output>.json
|
|
4196
|
-
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
4197
|
-
--markdown Save as Markdown table to ./dump/<output>.md
|
|
4198
|
-
|
|
4199
|
-
Module file ./modules/pnldebug.module is loaded automatically if it exists.
|
|
4200
|
-
|
|
4201
|
-
Broker debug flags (--brokerdebug):
|
|
4202
|
-
|
|
4203
|
-
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4204
|
-
--exchange <string> Exchange name (default: first registered)
|
|
4205
|
-
--commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
|
|
4206
|
-
partial-loss, average-buy, trailing-stop, trailing-take, breakeven
|
|
4207
|
-
(default: signal-open)
|
|
4208
|
-
|
|
4209
|
-
Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
|
|
4210
|
-
the selected broker commit with synthetic payload values derived from current price.
|
|
4211
|
-
|
|
4212
|
-
Flush flags (--flush):
|
|
4213
|
-
|
|
4214
|
-
One or more positional entry points. For each entry point the following
|
|
4215
|
-
subdirectories are removed from <entry-dir>/dump/:
|
|
4216
|
-
|
|
4217
|
-
report log markdown agent
|
|
4218
|
-
|
|
4219
|
-
Init flags (--init):
|
|
4220
|
-
|
|
4221
|
-
--output <string> Target directory name (default: backtest-kit-project)
|
|
4222
|
-
|
|
4223
|
-
Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
|
|
4224
|
-
|
|
4225
|
-
Docker flags (--docker):
|
|
4226
|
-
|
|
4227
|
-
--output <string> Target directory name (default: backtest-kit-docker)
|
|
4228
|
-
|
|
4229
|
-
Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
|
|
4230
|
-
tsconfig.json, and a sample strategy under content/. Run npm install then
|
|
4231
|
-
docker compose up to start the container.
|
|
4232
|
-
|
|
4233
|
-
Module hooks (loaded automatically by each mode):
|
|
4234
|
-
|
|
4235
|
-
modules/backtest.module --backtest Broker adapter for backtest
|
|
4236
|
-
modules/walker.module --walker Broker adapter for walker comparison
|
|
4237
|
-
modules/paper.module --paper Broker adapter for paper trading
|
|
4238
|
-
modules/live.module --live Broker adapter for live trading
|
|
4239
|
-
modules/pine.module --pine Exchange schema for PineScript runs
|
|
4240
|
-
modules/editor.module --editor Exchange schema for the visual Pine editor
|
|
4241
|
-
modules/dump.module --dump Exchange schema for candle dumps
|
|
4242
|
-
modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
|
|
4243
|
-
modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
|
|
4244
|
-
|
|
4245
|
-
--flush has no associated module. It only removes dump subdirectories.
|
|
4246
|
-
|
|
4247
|
-
Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
|
|
4248
|
-
|
|
4249
|
-
Environment variables:
|
|
4250
|
-
|
|
4251
|
-
CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
|
|
4252
|
-
CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
|
|
4253
|
-
CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
|
|
4254
|
-
CC_WWWROOT_PORT UI server port (default: 60050)
|
|
4255
|
-
|
|
4256
|
-
Examples:
|
|
4257
|
-
|
|
4258
|
-
node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
|
|
4259
|
-
node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
|
|
4260
|
-
node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
|
|
4261
|
-
node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
|
|
4262
|
-
node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
|
|
4263
|
-
node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
|
|
4264
|
-
node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
|
|
4265
|
-
node ${ENTRY_PATH} --editor
|
|
4266
|
-
node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
|
|
4267
|
-
node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
|
|
4268
|
-
node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
|
|
4269
|
-
node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
|
|
4270
|
-
node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
|
|
4271
|
-
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
|
|
4272
|
-
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
|
|
4273
|
-
node ${ENTRY_PATH} --init --output my-trading-bot
|
|
4274
|
-
node ${ENTRY_PATH} --docker --output my-docker-workspace
|
|
4138
|
+
const HELP_TEXT = `
|
|
4139
|
+
Usage:
|
|
4140
|
+
node index.mjs --<mode> [flags] [entry-point]
|
|
4141
|
+
|
|
4142
|
+
Modes:
|
|
4143
|
+
|
|
4144
|
+
--backtest <entry> Run strategy against historical candle data
|
|
4145
|
+
--walker <entry...> Run Walker A/B strategy comparison across multiple strategies
|
|
4146
|
+
--paper <entry> Paper trading (live prices, no real orders)
|
|
4147
|
+
--live <entry> Live trading with real orders
|
|
4148
|
+
--pine <entry> Execute a local .pine indicator file
|
|
4149
|
+
--editor Open the Pine Script visual editor in the browser
|
|
4150
|
+
--dump Fetch and save raw OHLCV candles
|
|
4151
|
+
--pnldebug Simulate PnL per minute for a given entry price and direction
|
|
4152
|
+
--brokerdebug Fire a single broker commit against the live broker adapter
|
|
4153
|
+
--flush <entry...> Delete report/log/markdown/agent folders from strategy dump dir
|
|
4154
|
+
--init Scaffold a new project in the current directory
|
|
4155
|
+
--docker Scaffold a Docker workspace for running strategies in a container
|
|
4156
|
+
--help Print this help message
|
|
4157
|
+
|
|
4158
|
+
Backtest flags:
|
|
4159
|
+
|
|
4160
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4161
|
+
--strategy <string> Strategy name from addStrategySchema (default: first registered)
|
|
4162
|
+
--exchange <string> Exchange name from addExchangeSchema (default: first registered)
|
|
4163
|
+
--frame <string> Frame name from addFrameSchema (default: first registered)
|
|
4164
|
+
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
4165
|
+
--noCache Skip candle cache warming before the run
|
|
4166
|
+
--noFlush Skip removing report/log/markdown/agent folders before backtest run
|
|
4167
|
+
--verbose Log every candle fetch to stdout
|
|
4168
|
+
--ui Start web dashboard at http://localhost:60050
|
|
4169
|
+
--telegram Send trade notifications to Telegram
|
|
4170
|
+
|
|
4171
|
+
Walker flags (--walker):
|
|
4172
|
+
|
|
4173
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4174
|
+
--cacheInterval <string> Comma-separated intervals to pre-cache (default: "1m, 15m, 30m, 4h")
|
|
4175
|
+
--noCache Skip candle cache warming before the run
|
|
4176
|
+
--noFlush Skip removing report/log/markdown/agent folders before walker run
|
|
4177
|
+
--verbose Log every candle fetch to stdout
|
|
4178
|
+
--output <string> Output file base name (default: walker_{SYMBOL}_{TIMESTAMP})
|
|
4179
|
+
--json Save results as JSON to ./dump/<output>.json
|
|
4180
|
+
--markdown Save report as Markdown to ./dump/<output>.md
|
|
4181
|
+
|
|
4182
|
+
Each positional argument is a strategy entry point. All strategy files are loaded without
|
|
4183
|
+
changing process.cwd() — .env is read from the working directory only.
|
|
4184
|
+
addWalkerSchema is called automatically using the registered exchange and frame.
|
|
4185
|
+
After comparison completes the report is printed to stdout (or saved if --json/--markdown).
|
|
4186
|
+
|
|
4187
|
+
Module file ./modules/walker.module is loaded automatically if it exists.
|
|
4188
|
+
|
|
4189
|
+
Paper / Live flags:
|
|
4190
|
+
|
|
4191
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4192
|
+
--strategy <string> Strategy name (default: first registered)
|
|
4193
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4194
|
+
--verbose Log every candle fetch to stdout
|
|
4195
|
+
--ui Start web dashboard
|
|
4196
|
+
--telegram Send Telegram notifications
|
|
4197
|
+
|
|
4198
|
+
PineScript flags (--pine):
|
|
4199
|
+
|
|
4200
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4201
|
+
--timeframe <string> Candle interval (default: 15m)
|
|
4202
|
+
--limit <string> Number of candles to fetch (default: 250)
|
|
4203
|
+
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
4204
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4205
|
+
--output <string> Output file base name without extension
|
|
4206
|
+
--json Save output as JSON array to <pine-dir>/dump/<output>.json
|
|
4207
|
+
--jsonl Save output as JSONL to <pine-dir>/dump/<output>.jsonl
|
|
4208
|
+
--markdown Save output as Markdown table to <pine-dir>/dump/<output>.md
|
|
4209
|
+
|
|
4210
|
+
Only plot() calls with display=display.data_window produce output columns.
|
|
4211
|
+
Module file ./modules/pine.module is loaded automatically if it exists.
|
|
4212
|
+
|
|
4213
|
+
Candle dump flags (--dump):
|
|
4214
|
+
|
|
4215
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4216
|
+
--timeframe <string> Candle interval (default: 15m)
|
|
4217
|
+
--limit <string> Number of candles (default: 250)
|
|
4218
|
+
--when <string> End date — ISO 8601 or Unix ms (default: now)
|
|
4219
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4220
|
+
--output <string> Output file base name (default: {SYMBOL}_{LIMIT}_{TIMEFRAME}_{TIMESTAMP})
|
|
4221
|
+
--json Save as JSON array to ./dump/<output>.json
|
|
4222
|
+
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
4223
|
+
|
|
4224
|
+
Module file ./modules/dump.module is loaded automatically if it exists.
|
|
4225
|
+
|
|
4226
|
+
PnL debug flags (--pnldebug):
|
|
4227
|
+
|
|
4228
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4229
|
+
--priceopen <number> Entry price (required)
|
|
4230
|
+
--direction <string> Position direction: long or short (default: long)
|
|
4231
|
+
--when <string> Start timestamp — ISO 8601 or Unix ms (default: now)
|
|
4232
|
+
--minutes <string> Number of 1m candles to simulate (default: 60)
|
|
4233
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4234
|
+
--output <string> Output file base name (default: {SYMBOL}_{DIRECTION}_{PRICEOPEN}_{TIMESTAMP})
|
|
4235
|
+
--json Save as JSON array to ./dump/<output>.json
|
|
4236
|
+
--jsonl Save as JSONL to ./dump/<output>.jsonl
|
|
4237
|
+
--markdown Save as Markdown table to ./dump/<output>.md
|
|
4238
|
+
|
|
4239
|
+
Module file ./modules/pnldebug.module is loaded automatically if it exists.
|
|
4240
|
+
|
|
4241
|
+
Broker debug flags (--brokerdebug):
|
|
4242
|
+
|
|
4243
|
+
--symbol <string> Trading pair (default: BTCUSDT)
|
|
4244
|
+
--exchange <string> Exchange name (default: first registered)
|
|
4245
|
+
--commit <string> Commit type to fire: signal-open, signal-close, partial-profit,
|
|
4246
|
+
partial-loss, average-buy, trailing-stop, trailing-take, breakeven
|
|
4247
|
+
(default: signal-open)
|
|
4248
|
+
|
|
4249
|
+
Loads ./live.module, fetches the last candle for --symbol/--timeframe, and calls
|
|
4250
|
+
the selected broker commit with synthetic payload values derived from current price.
|
|
4251
|
+
|
|
4252
|
+
Flush flags (--flush):
|
|
4253
|
+
|
|
4254
|
+
One or more positional entry points. For each entry point the following
|
|
4255
|
+
subdirectories are removed from <entry-dir>/dump/:
|
|
4256
|
+
|
|
4257
|
+
report log markdown agent
|
|
4258
|
+
|
|
4259
|
+
Init flags (--init):
|
|
4260
|
+
|
|
4261
|
+
--output <string> Target directory name (default: backtest-kit-project)
|
|
4262
|
+
|
|
4263
|
+
Scaffolds a project and runs scripts/fetch_docs.mjs to download library docs.
|
|
4264
|
+
|
|
4265
|
+
Docker flags (--docker):
|
|
4266
|
+
|
|
4267
|
+
--output <string> Target directory name (default: backtest-kit-docker)
|
|
4268
|
+
|
|
4269
|
+
Scaffolds a Docker workspace: docker-compose.yaml, .env.example, package.json,
|
|
4270
|
+
tsconfig.json, and a sample strategy under content/. Run npm install then
|
|
4271
|
+
docker compose up to start the container.
|
|
4272
|
+
|
|
4273
|
+
Module hooks (loaded automatically by each mode):
|
|
4274
|
+
|
|
4275
|
+
modules/backtest.module --backtest Broker adapter for backtest
|
|
4276
|
+
modules/walker.module --walker Broker adapter for walker comparison
|
|
4277
|
+
modules/paper.module --paper Broker adapter for paper trading
|
|
4278
|
+
modules/live.module --live Broker adapter for live trading
|
|
4279
|
+
modules/pine.module --pine Exchange schema for PineScript runs
|
|
4280
|
+
modules/editor.module --editor Exchange schema for the visual Pine editor
|
|
4281
|
+
modules/dump.module --dump Exchange schema for candle dumps
|
|
4282
|
+
modules/pnldebug.module --pnldebug Exchange schema for PnL debug runs
|
|
4283
|
+
modules/brokerdebug.module --brokerdebug Broker adapter used for broker commit testing
|
|
4284
|
+
|
|
4285
|
+
--flush has no associated module. It only removes dump subdirectories.
|
|
4286
|
+
|
|
4287
|
+
Extensions .ts, .mjs, .cjs are tried automatically. Missing module = soft warning.
|
|
4288
|
+
|
|
4289
|
+
Environment variables:
|
|
4290
|
+
|
|
4291
|
+
CC_TELEGRAM_TOKEN Telegram bot token (required for --telegram)
|
|
4292
|
+
CC_TELEGRAM_CHANNEL Telegram channel or chat ID (required for --telegram)
|
|
4293
|
+
CC_WWWROOT_HOST UI server bind address (default: 0.0.0.0)
|
|
4294
|
+
CC_WWWROOT_PORT UI server port (default: 60050)
|
|
4295
|
+
|
|
4296
|
+
Examples:
|
|
4297
|
+
|
|
4298
|
+
node ${ENTRY_PATH} --backtest ./content/feb_2026.strategy.ts
|
|
4299
|
+
node ${ENTRY_PATH} --backtest --symbol BTCUSDT --noCache --noFlush --ui ./content/feb_2026.strategy.ts
|
|
4300
|
+
node ${ENTRY_PATH} --walker ./content/feb_2026_v1.strategy.ts ./content/feb_2026_v2.strategy.ts ./content/feb_2026_v3.strategy.ts
|
|
4301
|
+
node ${ENTRY_PATH} --walker --symbol BTCUSDT --noCache --noFlush --markdown ./content/feb_2026_v1.ts ./content/feb_2026_v2.ts
|
|
4302
|
+
node ${ENTRY_PATH} --paper --symbol ETHUSDT ./content/feb_2026.strategy.ts
|
|
4303
|
+
node ${ENTRY_PATH} --live --ui --telegram ./content/feb_2026.strategy.ts
|
|
4304
|
+
node ${ENTRY_PATH} --pine ./math/feb_2026.pine --timeframe 15m --limit 500 --jsonl
|
|
4305
|
+
node ${ENTRY_PATH} --editor
|
|
4306
|
+
node ${ENTRY_PATH} --dump --symbol BTCUSDT --timeframe 15m --limit 500 --jsonl
|
|
4307
|
+
node ${ENTRY_PATH} --pnldebug --symbol BTCUSDT --priceopen 64069.50 --direction short --when "2025-02-25" --minutes 120
|
|
4308
|
+
node ${ENTRY_PATH} --pnldebug --priceopen 67956.73 --direction long --when 1772064000000 --minutes 60 --markdown
|
|
4309
|
+
node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
|
|
4310
|
+
node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
|
|
4311
|
+
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
|
|
4312
|
+
node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
|
|
4313
|
+
node ${ENTRY_PATH} --init --output my-trading-bot
|
|
4314
|
+
node ${ENTRY_PATH} --docker --output my-docker-workspace
|
|
4275
4315
|
`.trimStart();
|
|
4276
4316
|
const main$1 = async () => {
|
|
4277
4317
|
if (!getEntry(import.meta.url)) {
|
|
@@ -4281,7 +4321,7 @@ const main$1 = async () => {
|
|
|
4281
4321
|
if (!values.help) {
|
|
4282
4322
|
return;
|
|
4283
4323
|
}
|
|
4284
|
-
process.stdout.write(`@backtest-kit/cli ${"9.8.
|
|
4324
|
+
process.stdout.write(`@backtest-kit/cli ${"9.8.3"}\n\n`);
|
|
4285
4325
|
process.stdout.write(HELP_TEXT);
|
|
4286
4326
|
process.exit(0);
|
|
4287
4327
|
};
|
|
@@ -4295,7 +4335,7 @@ const main = async () => {
|
|
|
4295
4335
|
if (!values.version) {
|
|
4296
4336
|
return;
|
|
4297
4337
|
}
|
|
4298
|
-
process.stdout.write(`@backtest-kit/cli ${"9.8.
|
|
4338
|
+
process.stdout.write(`@backtest-kit/cli ${"9.8.3"}\n`);
|
|
4299
4339
|
process.exit(0);
|
|
4300
4340
|
};
|
|
4301
4341
|
main();
|