@backtest-kit/sidekick 0.0.6 → 0.0.8

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/sidekick",
-  "version": "0.0.6",
+  "version": "0.0.8",
   "description": "The easiest way to create a new Backtest Kit trading bot project. Like create-react-app, but for algorithmic trading with LLM integration and technical analysis.",
   "author": {
     "name": "Petr Tripolsky",

package/scripts/init.mjs

@@ -211,6 +211,21 @@ async function main() {
       console.log();
     }
 
+    // Create jsconfig.json from template
+    {
+      log.info('Creating jsconfig.json...');
+      const jsconfigContent = await renderTemplate(
+        path.join(templateDir, 'jsconfig.json.mustache'),
+        templateData
+      );
+      await fs.writeFile(
+        path.join(projectPath, 'jsconfig.json'),
+        jsconfigContent,
+        'utf-8'
+      );
+      log.success('Created jsconfig.json');
+    }
+
     // Install dependencies
     {
       await runNpmInstall(projectPath);

package/src/config/ccxt.mjs

@@ -0,0 +1,15 @@
+import { singleshot } from "functools-kit";
+import ccxt from "ccxt";
+
+export const getExchange = singleshot(async () => {
+  const exchange = new ccxt.binance({
+    options: {
+      defaultType: "spot",
+      adjustForTimeDifference: true,
+      recvWindow: 60000,
+    },
+    enableRateLimit: true,
+  });
+  await exchange.loadMarkets();
+  return exchange;
+});

package/src/config/setup.mjs

@@ -0,0 +1,19 @@
+import { Markdown, Report, setLogger } from "backtest-kit"
+import { createLogger } from "pinolog";
+
+{
+  const logger = createLogger(`backtest-kit.log`);
+  setLogger({
+    log: (...args) => logger.log(...args),
+    debug: (...args) => logger.info(...args),
+    info: (...args) => logger.info(...args),
+    warn: (...args) => logger.warn(...args),
+  });
+}
+
+{
+  Markdown.disable();
+  Report.enable();
+}
+
+

package/src/config/validate.mjs

@@ -0,0 +1,12 @@
+import { validate } from "backtest-kit";
+import ExchangeName from "../enum/ExchangeName.mjs";
+import FrameName from "../enum/FrameName.mjs";
+import RiskName from "../enum/RiskName.mjs";
+import StrategyName from "../enum/StrategyName.mjs";
+
+validate({
+    ExchangeName,
+    FrameName,
+    RiskName,
+    StrategyName,
+})

package/src/enum/ExchangeName.mjs

@@ -0,0 +1,3 @@
+export default {
+    BinanceExchange: "binance_exchange",
+}

package/src/enum/FrameName.mjs

@@ -0,0 +1,5 @@
+export default {
+    October2025: "oct_2025_frame",
+    November2025: "nov_2025_frame",
+    December2025: "dec_2025_frame",
+}

package/src/enum/RiskName.mjs

@@ -0,0 +1,4 @@
+export default {
+    TakeProfitDistanceRisk: "tp_distance_risk",
+    RiskRewardRatioRisk: "rr_ratio_risk",
+}

package/src/enum/StrategyName.mjs

@@ -0,0 +1,3 @@
+export default {
+    MainStrategy: "main_strategy",
+}

package/src/func/market.func.mjs

@@ -0,0 +1,46 @@
+import {
+  commitFifteenMinuteHistory,
+  commitHourHistory,
+  commitLongTermMath,
+  commitMicroTermMath,
+  commitOneMinuteHistory,
+  commitShortTermMath,
+  commitSwingTermMath,
+  commitThirtyMinuteHistory,
+} from "@backtest-kit/signals";
+import { formatPrice, getAveragePrice, getDate } from "backtest-kit";
+import { str } from "functools-kit";
+
+const commitHistorySetup = async (symbol, history) => {
+  // Candle histories across timeframes
+  {
+    await commitOneMinuteHistory(symbol, history);
+    await commitFifteenMinuteHistory(symbol, history);
+    await commitThirtyMinuteHistory(symbol, history);
+    await commitHourHistory(symbol, history);
+  }
+
+  // Technical indicators across timeframes
+  {
+    await commitMicroTermMath(symbol, history);
+    await commitShortTermMath(symbol, history);
+    await commitSwingTermMath(symbol, history);
+    await commitLongTermMath(symbol, history);
+  }
+
+  const displayName = await String(symbol).toUpperCase();
+
+  const currentPrice = await getAveragePrice(symbol);
+  const currentData = await getDate();
+
+  await history.push({
+    role: "system",
+    content: str.newline(
+      `Trading symbol: ${displayName}`,
+      `Current price: ${await formatPrice(symbol, currentPrice)} USD`,
+      `Current time: ${currentData.toISOString()}`
+    ),
+  });
+};
+
+export { commitHistorySetup };

package/src/index.mjs

@@ -1 +1,6 @@
-export const foo = "bar";
+import "./config/setup.mjs";
+import "./logic/index.mjs";
+
+import "./config/validate.mjs";
+
+import "./main/bootstrap.mjs";

package/src/logic/exchange/binance.exchange.mjs

@@ -0,0 +1,59 @@
+import { addExchange, roundTicks } from "backtest-kit";
+import { getExchange } from "../../config/ccxt.mjs";
+import ExchangeName from "../../enum/ExchangeName.mjs";
+
+const MAX_DEPTH_LEVELS = 1_000;
+
+addExchange({
+  exchangeName: ExchangeName.BinanceExchange,
+  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,
+    }));
+  },
+  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);
+  },
+  getOrderBook: async (symbol) => {
+    const exchange = await getExchange();
+    const bookData = await exchange.fetchOrderBook(symbol, MAX_DEPTH_LEVELS);
+    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),
+      })),
+    };
+  }
+});

package/src/logic/frame/dec_2025.frame.mjs

@@ -0,0 +1,10 @@
+import { addFrame } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrame({
+  frameName: FrameName.December2025,
+  interval: "1m",
+  startDate: new Date("2025-12-01T00:00:00Z"),
+  endDate: new Date("2025-12-31T23:59:59Z"),
+  note: "Боковик без явного роста или падения",
+});

package/src/logic/frame/nov_2025.frame.mjs

@@ -0,0 +1,10 @@
+import { addFrame } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrame({
+  frameName: FrameName.November2025,
+  interval: "1m",
+  startDate: new Date("2025-11-01T00:00:00Z"),
+  endDate: new Date("2025-11-30T23:59:59Z"),
+  note: "Боковик с общим трендом вниз и незначительными отскоками",
+});

package/src/logic/frame/oct_2025.frame.mjs

@@ -0,0 +1,10 @@
+import { addFrame } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrame({
+  frameName: FrameName.October2025,
+  interval: "1m",
+  startDate: new Date("2025-10-01T00:00:00Z"),
+  endDate: new Date("2025-10-31T23:59:59Z"),
+  note: "Резкое падение рынка с 9 по 11 число",
+});

package/src/logic/index.mjs

@@ -0,0 +1,10 @@
+import "./exchange/binance.exchange.mjs";
+
+import "./frame/dec_2025.frame.mjs";
+import "./frame/nov_2025.frame.mjs";
+import "./frame/oct_2025.frame.mjs";
+
+import "./risk/rr_ratio.risk.mjs";
+import "./risk/tp_distance.risk.mjs";
+
+import "./strategy/main.strategy.mjs";

package/src/logic/risk/rr_ratio.risk.mjs

@@ -0,0 +1,39 @@
+import { addRisk } from "backtest-kit";
+import RiskName from "../../enum/RiskName.mjs";
+
+addRisk({
+  riskName: RiskName.RiskRewardRatioRisk,
+  validations: [
+    {
+      validate: ({ pendingSignal, currentPrice }) => {
+        const {
+          priceOpen = currentPrice,
+          priceTakeProfit,
+          priceStopLoss,
+          position,
+        } = pendingSignal;
+        if (!priceOpen) {
+          return;
+        }
+        // Calculate reward (TP distance)
+        const reward =
+          position === "long"
+            ? priceTakeProfit - priceOpen
+            : priceOpen - priceTakeProfit;
+        // Calculate risk (SL distance)
+        const risk =
+          position === "long"
+            ? priceOpen - priceStopLoss
+            : priceStopLoss - priceOpen;
+        if (risk <= 0) {
+          throw new Error("Invalid SL: risk must be positive");
+        }
+        const rrRatio = reward / risk;
+        if (rrRatio < 2) {
+          throw new Error(`RR ratio ${rrRatio.toFixed(2)} < 2:1`);
+        }
+      },
+      note: "Risk-Reward ratio must be at least 1:2",
+    },
+  ],
+});

package/src/logic/risk/tp_distance.risk.mjs

@@ -0,0 +1,30 @@
+import { addRisk } from "backtest-kit";
+import RiskName from "../../enum/RiskName.mjs";
+
+addRisk({
+  riskName: RiskName.TakeProfitDistanceRisk,
+  validations: [
+    {
+      validate: ({ pendingSignal, currentPrice }) => {
+        const {
+          priceOpen = currentPrice,
+          priceTakeProfit,
+          position,
+        } = pendingSignal;
+        if (!priceOpen) {
+          return;
+        }
+        // Calculate TP distance percentage
+        const tpDistance =
+          position === "long"
+            ? ((priceTakeProfit - priceOpen) / priceOpen) * 100
+            : ((priceOpen - priceTakeProfit) / priceOpen) * 100;
+
+        if (tpDistance < 1) {
+          throw new Error(`TP distance ${tpDistance.toFixed(2)}% < 1%`);
+        }
+      },
+      note: "TP distance must be at least 1%",
+    },
+  ],
+});

package/src/logic/strategy/main.strategy.mjs

@@ -0,0 +1,29 @@
+import { addStrategy } from "backtest-kit";
+import { ollama } from "@backtest-kit/ollama";
+
+import { commitHistorySetup } from "../../func/market.func.mjs";
+
+import StrategyName from "../../enum/StrategyName.mjs";
+import RiskName from "../../enum/RiskName.mjs";
+
+addStrategy({
+  strategyName: StrategyName.MainStrategy,
+  interval: "5m",
+  getSignal: async (symbol) => {
+    const messages = [];
+
+    {
+      await commitHistorySetup(symbol, messages);
+    }
+
+    return await ollama(
+      messages,
+      "glm-4.6:cloud",
+      process.env.CC_OLLAMA_API_KEY
+    );
+  },
+  riskList: [
+    RiskName.TakeProfitDistanceRisk, 
+    RiskName.RiskRewardRatioRisk
+  ],
+});

package/src/utils/getArgs.mjs

@@ -0,0 +1,25 @@
+import { singleshot } from "functools-kit";
+import { parseArgs } from "util";
+
+export const getArgs = singleshot(() => {
+  const { values } = parseArgs({
+    args: process.argv,
+    options: {
+      strategy: {
+        type: "string",
+      },
+      backtest: {
+        type: "boolean",
+      },
+      paper: {
+        type: "boolean",
+      },
+      live: {
+        type: "boolean",
+      },
+    },
+    strict: false,
+    allowPositionals: true,
+  });
+  return values;
+});

package/template/jsconfig.json.mustache

@@ -0,0 +1,24 @@
+{
+  "compilerOptions": {
+    "module": "ESNext",
+    "moduleResolution": "node",
+    "target": "ES2020",
+    "checkJs": true,
+    "allowSyntheticDefaultImports": true,
+    "ignoreDeprecations": "6.0",
+    "baseUrl": ".",
+    "paths": {
+      "*": ["node_modules/*"]
+    }
+  },
+  "include": [
+    "src/**/*",
+    "node_modules/functools-kit/types.d.ts",
+    "node_modules/backtest-kit/types.d.ts",
+    "node_modules/@backtest-kit/ollama/types.d.ts",
+    "node_modules/@backtest-kit/signals/types.d.ts"
+  ],
+  "exclude": [
+    "node_modules"
+  ]
+}

package/template/package.mustache

@@ -9,20 +9,20 @@
     "test": "echo \"Error: no test specified\" && exit 1"
   },
   "dependencies": {
-    "backtest-kit": "^1.12.1",
-    "@backtest-kit/signals": "^0.0.3",
-    "@backtest-kit/ollama": "^0.0.3",
+    "@backtest-kit/ollama": "^0.0.5",
+    "@backtest-kit/signals": "^0.0.6",
+    "@huggingface/inference": "^4.7.1",
+    "@langchain/core": "^0.3.57",
+    "@langchain/xai": "^0.0.2",
     "agent-swarm-kit": "^1.1.180",
+    "backtest-kit": "^1.12.3",
     "ccxt": "^4.4.41",
-    "uuid": "^11.0.3",
     "dotenv": "^16.4.7",
+    "functools-kit": "^1.0.95",
     "ollama": "^0.6.0",
     "openai": "^4.97.0",
-    "jsonrepair": "^3.12.0",
-    "@langchain/core": "^0.3.57",
-    "@langchain/xai": "^0.0.2",
-    "@huggingface/inference": "^4.7.1",
-    "sanitize-html": "^2.17.0"
+    "pinolog": "^1.0.5",
+    "uuid": "^11.0.3"
   },
   "devDependencies": {
     "dotenv-cli": "^7.4.2"