@backtest-kit/sidekick 9.6.0 → 9.7.0

package/src/classes/BacktestPartialProfitTakingAction.mjs

@@ -1,24 +1,24 @@
-import { ActionBase, Constant, commitPartialProfit } from "backtest-kit";
-
-/**
- * Scale out at Kelly-optimized levels
- * @implements {bt.IPublicAction}
- */
-export class BacktestPartialProfitTakingAction extends ActionBase {
-  /**
-   * @param {bt.PartialProfitContract} param0 
-   */
-  async partialProfitAvailable({ symbol, level }) {
-    if (level === Constant.TP_LEVEL3) {
-      await commitPartialProfit(symbol, 33);
-    }
-    if (level === Constant.TP_LEVEL2) {
-      await commitPartialProfit(symbol, 33);
-    }
-    if (level === Constant.TP_LEVEL1) {
-      await commitPartialProfit(symbol, 34);
-    }
-  }
-}
-
-export default BacktestPartialProfitTakingAction;
+import { ActionBase, Constant, commitPartialProfit } from "backtest-kit";
+
+/**
+ * Scale out at Kelly-optimized levels
+ * @implements {bt.IPublicAction}
+ */
+export class BacktestPartialProfitTakingAction extends ActionBase {
+  /**
+   * @param {bt.PartialProfitContract} param0 
+   */
+  async partialProfitAvailable({ symbol, level }) {
+    if (level === Constant.TP_LEVEL3) {
+      await commitPartialProfit(symbol, 33);
+    }
+    if (level === Constant.TP_LEVEL2) {
+      await commitPartialProfit(symbol, 33);
+    }
+    if (level === Constant.TP_LEVEL1) {
+      await commitPartialProfit(symbol, 34);
+    }
+  }
+}
+
+export default BacktestPartialProfitTakingAction;

package/src/classes/BacktestPositionMonitorAction.mjs

@@ -1,57 +1,57 @@
-import { ActionBase } from "backtest-kit";
-
-/**
- * Monitors position lifecycle and logs open/close events in backtest mode
- * @implements {bt.IPublicAction}
- */
-export class BacktestPositionMonitorAction extends ActionBase {
-  /**
-   * @param {bt.IStrategyTickResult} event 
-   */
-  async signalBacktest(event) {
-    switch (event.action) {
-      case "scheduled":
-        console.log(`[POSITION SCHEDULED] ${event.symbol}`);
-        console.log(`  Strategy: ${event.strategyName}`);
-        console.log(`  Current Price: ${event.currentPrice}`);
-        console.log(`  Entry Price: ${event.signal.priceOpen}`);
-        console.log(`  Signal ID: ${event.signal.id}`);
-        console.log(`  Direction: ${event.signal.position}`);
-        console.log(`  Stop Loss: ${event.signal.priceStopLoss}`);
-        console.log(`  Take Profit: ${event.signal.priceTakeProfit}`);
-        break;
-
-      case "opened":
-        console.log(`[POSITION OPENED] ${event.symbol}`);
-        console.log(`  Strategy: ${event.strategyName}`);
-        console.log(`  Entry Price: ${event.currentPrice}`);
-        console.log(`  Signal ID: ${event.signal.id}`);
-        console.log(`  Direction: ${event.signal.position}`);
-        console.log(`  Stop Loss: ${event.signal.priceStopLoss}`);
-        console.log(`  Take Profit: ${event.signal.priceTakeProfit}`);
-        break;
-
-      case "closed":
-        console.log(`[POSITION CLOSED] ${event.symbol}`);
-        console.log(`  Strategy: ${event.strategyName}`);
-        console.log(`  Entry Price (adj): ${event.pnl.priceOpen}`);
-        console.log(`  Exit Price (adj): ${event.pnl.priceClose}`);
-        console.log(`  Signal ID: ${event.signal.id}`);
-        console.log(`  Close Reason: ${event.closeReason}`);
-        console.log(`  PnL: ${event.pnl.pnlPercentage.toFixed(2)}%`);
-        console.log(`  Win: ${event.pnl.pnlPercentage > 0 ? "YES" : "NO"}`);
-        break;
-
-      case "cancelled":
-        console.log(`[POSITION CANCELLED] ${event.symbol}`);
-        console.log(`  Strategy: ${event.strategyName}`);
-        console.log(`  Signal ID: ${event.signal.id}`);
-        console.log(`  Current Price: ${event.currentPrice}`);
-        console.log(`  Cancel Reason: ${event.reason}`);
-        console.log(`  Cancelled At: ${new Date(event.closeTimestamp).toISOString()}`);
-        break;
-    }
-  }
-}
-
-export default BacktestPositionMonitorAction;
+import { ActionBase } from "backtest-kit";
+
+/**
+ * Monitors position lifecycle and logs open/close events in backtest mode
+ * @implements {bt.IPublicAction}
+ */
+export class BacktestPositionMonitorAction extends ActionBase {
+  /**
+   * @param {bt.IStrategyTickResult} event 
+   */
+  async signalBacktest(event) {
+    switch (event.action) {
+      case "scheduled":
+        console.log(`[POSITION SCHEDULED] ${event.symbol}`);
+        console.log(`  Strategy: ${event.strategyName}`);
+        console.log(`  Current Price: ${event.currentPrice}`);
+        console.log(`  Entry Price: ${event.signal.priceOpen}`);
+        console.log(`  Signal ID: ${event.signal.id}`);
+        console.log(`  Direction: ${event.signal.position}`);
+        console.log(`  Stop Loss: ${event.signal.priceStopLoss}`);
+        console.log(`  Take Profit: ${event.signal.priceTakeProfit}`);
+        break;
+
+      case "opened":
+        console.log(`[POSITION OPENED] ${event.symbol}`);
+        console.log(`  Strategy: ${event.strategyName}`);
+        console.log(`  Entry Price: ${event.currentPrice}`);
+        console.log(`  Signal ID: ${event.signal.id}`);
+        console.log(`  Direction: ${event.signal.position}`);
+        console.log(`  Stop Loss: ${event.signal.priceStopLoss}`);
+        console.log(`  Take Profit: ${event.signal.priceTakeProfit}`);
+        break;
+
+      case "closed":
+        console.log(`[POSITION CLOSED] ${event.symbol}`);
+        console.log(`  Strategy: ${event.strategyName}`);
+        console.log(`  Entry Price (adj): ${event.pnl.priceOpen}`);
+        console.log(`  Exit Price (adj): ${event.pnl.priceClose}`);
+        console.log(`  Signal ID: ${event.signal.id}`);
+        console.log(`  Close Reason: ${event.closeReason}`);
+        console.log(`  PnL: ${event.pnl.pnlPercentage.toFixed(2)}%`);
+        console.log(`  Win: ${event.pnl.pnlPercentage > 0 ? "YES" : "NO"}`);
+        break;
+
+      case "cancelled":
+        console.log(`[POSITION CANCELLED] ${event.symbol}`);
+        console.log(`  Strategy: ${event.strategyName}`);
+        console.log(`  Signal ID: ${event.signal.id}`);
+        console.log(`  Current Price: ${event.currentPrice}`);
+        console.log(`  Cancel Reason: ${event.reason}`);
+        console.log(`  Cancelled At: ${new Date(event.closeTimestamp).toISOString()}`);
+        break;
+    }
+  }
+}
+
+export default BacktestPositionMonitorAction;

package/src/config/ccxt.mjs

@@ -1,15 +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;
-});
+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/params.mjs

@@ -1 +1 @@
-export const CC_OLLAMA_API_KEY = process.env.CC_OLLAMA_API_KEY || "";
+export const CC_OLLAMA_API_KEY = process.env.CC_OLLAMA_API_KEY || "";

package/src/config/setup.mjs

@@ -1,45 +1,45 @@
-import {
-  Markdown,
-  Report,
-  Notification,
-  Storage,
-  setLogger,
-  StorageLive,
-  StorageBacktest,
-  NotificationLive,
-  NotificationBacktest,
-} from "backtest-kit";
-import { serve } from "@backtest-kit/ui";
-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),
-  });
-}
-
-{
-  Storage.enable();
-  Notification.enable();
-}
-
-{
-  Markdown.disable();
-  Report.enable();
-}
-
-{
-  StorageLive.usePersist();
-  StorageBacktest.usePersist();
-}
-
-{
-  NotificationLive.usePersist();
-  NotificationBacktest.usePersist();
-}
-
-serve();
+import {
+  Markdown,
+  Report,
+  Notification,
+  Storage,
+  setLogger,
+  StorageLive,
+  StorageBacktest,
+  NotificationLive,
+  NotificationBacktest,
+} from "backtest-kit";
+import { serve } from "@backtest-kit/ui";
+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),
+  });
+}
+
+{
+  Storage.enable();
+  Notification.enable();
+}
+
+{
+  Markdown.disable();
+  Report.enable();
+}
+
+{
+  StorageLive.usePersist();
+  StorageBacktest.usePersist();
+}
+
+{
+  NotificationLive.usePersist();
+  NotificationBacktest.usePersist();
+}
+
+serve();

package/src/config/validate.mjs

@@ -1,14 +1,14 @@
-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";
-import ActionName from "../enum/ActionName.mjs";
-
-validate({
-    ExchangeName,
-    FrameName,
-    RiskName,
-    StrategyName,
-    ActionName,
-})
+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";
+import ActionName from "../enum/ActionName.mjs";
+
+validate({
+    ExchangeName,
+    FrameName,
+    RiskName,
+    StrategyName,
+    ActionName,
+})

package/src/enum/ActionName.mjs

@@ -1,5 +1,5 @@
-export default {
-  BacktestPartialProfitTakingAction: "backtest_partial_profit_taking_action",
-  BacktestLowerStopOnBreakevenAction: "backtest_lower_stop_on_breakeven_action",
-  BacktestPositionMonitorAction: "backtest_position_monitor_action",
-};
+export default {
+  BacktestPartialProfitTakingAction: "backtest_partial_profit_taking_action",
+  BacktestLowerStopOnBreakevenAction: "backtest_lower_stop_on_breakeven_action",
+  BacktestPositionMonitorAction: "backtest_position_monitor_action",
+};

package/src/enum/ExchangeName.mjs

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

package/src/enum/FrameName.mjs

@@ -1,6 +1,6 @@
-export default {
-  February2024: "feb_2024_frame",
-  October2025: "oct_2025_frame",
-  November2025: "nov_2025_frame",
-  December2025: "dec_2025_frame",
-};
+export default {
+  February2024: "feb_2024_frame",
+  October2025: "oct_2025_frame",
+  November2025: "nov_2025_frame",
+  December2025: "dec_2025_frame",
+};

package/src/enum/RiskName.mjs

@@ -1,4 +1,4 @@
-export default {
-  TakeProfitDistanceRisk: "tp_distance_risk",
-  StopLossDistanceRisk: "sl_distance_risk",
-};
+export default {
+  TakeProfitDistanceRisk: "tp_distance_risk",
+  StopLossDistanceRisk: "sl_distance_risk",
+};

package/src/enum/StrategyName.mjs

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

package/src/index.mjs

@@ -1,6 +1,6 @@
-import "./config/setup.mjs";
-import "./logic/index.mjs";
-
-import "./config/validate.mjs";
-
-import "./main/bootstrap.mjs";
+import "./config/setup.mjs";
+import "./logic/index.mjs";
+
+import "./config/validate.mjs";
+
+import "./main/bootstrap.mjs";

package/src/logic/action/backtest_lower_stop_on_breakeven.action.mjs

@@ -1,9 +1,9 @@
-import { addActionSchema } from "backtest-kit";
-import ActionName from "../../enum/ActionName.mjs";
-import { BacktestLowerStopOnBreakevenAction } from "../../classes/BacktestLowerStopOnBreakevenAction.mjs";
-
-addActionSchema({
-  actionName: ActionName.BacktestLowerStopOnBreakevenAction,
-  handler: BacktestLowerStopOnBreakevenAction,
-  note: "Lower trailing-stop by 3 points when breakeven is reached",
-});
+import { addActionSchema } from "backtest-kit";
+import ActionName from "../../enum/ActionName.mjs";
+import { BacktestLowerStopOnBreakevenAction } from "../../classes/BacktestLowerStopOnBreakevenAction.mjs";
+
+addActionSchema({
+  actionName: ActionName.BacktestLowerStopOnBreakevenAction,
+  handler: BacktestLowerStopOnBreakevenAction,
+  note: "Lower trailing-stop by 3 points when breakeven is reached",
+});

package/src/logic/action/backtest_partial_profit_taking.action.mjs

@@ -1,9 +1,9 @@
-import { addActionSchema } from "backtest-kit";
-import ActionName from "../../enum/ActionName.mjs";
-import { BacktestPartialProfitTakingAction } from "../../classes/BacktestPartialProfitTakingAction.mjs";
-
-addActionSchema({
-  actionName: ActionName.BacktestPartialProfitTakingAction,
-  handler: BacktestPartialProfitTakingAction,
-  note: "Scale out at Kelly-optimized levels (33%, 33%, 34%)",
-});
+import { addActionSchema } from "backtest-kit";
+import ActionName from "../../enum/ActionName.mjs";
+import { BacktestPartialProfitTakingAction } from "../../classes/BacktestPartialProfitTakingAction.mjs";
+
+addActionSchema({
+  actionName: ActionName.BacktestPartialProfitTakingAction,
+  handler: BacktestPartialProfitTakingAction,
+  note: "Scale out at Kelly-optimized levels (33%, 33%, 34%)",
+});

package/src/logic/action/backtest_position_monitor.action.mjs

@@ -1,9 +1,9 @@
-import { addActionSchema } from "backtest-kit";
-import ActionName from "../../enum/ActionName.mjs";
-import { BacktestPositionMonitorAction } from "../../classes/BacktestPositionMonitorAction.mjs";
-
-addActionSchema({
-  actionName: ActionName.BacktestPositionMonitorAction,
-  handler: BacktestPositionMonitorAction,
-  note: "Monitors and logs position lifecycle events (open/close/scheduled)",
-});
+import { addActionSchema } from "backtest-kit";
+import ActionName from "../../enum/ActionName.mjs";
+import { BacktestPositionMonitorAction } from "../../classes/BacktestPositionMonitorAction.mjs";
+
+addActionSchema({
+  actionName: ActionName.BacktestPositionMonitorAction,
+  handler: BacktestPositionMonitorAction,
+  note: "Monitors and logs position lifecycle events (open/close/scheduled)",
+});

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

@@ -1,69 +1,69 @@
-import { addExchangeSchema, roundTicks } from "backtest-kit";
-import { getExchange } from "../../config/ccxt.mjs";
-import ExchangeName from "../../enum/ExchangeName.mjs";
-
-const MAX_DEPTH_LEVELS = 1_000;
-
-addExchangeSchema({
-  exchangeName: ExchangeName.BinanceExchange,
-  getCandles: async (symbol, interval, since, limit) => {
-    const exchange = await getExchange();
-    const candles = await exchange.fetchOHLCV(
-      symbol,
-      interval,
-      since.getTime(),
-      limit,
-    );
-    if (
-      candles.flatMap((candle) => candle).some((value) => value === undefined)
-    ) {
-      throw new Error("Invalid candles found");
-    }
-    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),
-      })),
-    };
-  },
-  callbacks: {
-    onCandleData(symbol, interval, since) {
-      console.log(`Received candle data for symbol: ${symbol}, interval: ${interval}, since: ${since.toUTCString()}`);
-    }
-  },
-});
+import { addExchangeSchema, roundTicks } from "backtest-kit";
+import { getExchange } from "../../config/ccxt.mjs";
+import ExchangeName from "../../enum/ExchangeName.mjs";
+
+const MAX_DEPTH_LEVELS = 1_000;
+
+addExchangeSchema({
+  exchangeName: ExchangeName.BinanceExchange,
+  getCandles: async (symbol, interval, since, limit) => {
+    const exchange = await getExchange();
+    const candles = await exchange.fetchOHLCV(
+      symbol,
+      interval,
+      since.getTime(),
+      limit,
+    );
+    if (
+      candles.flatMap((candle) => candle).some((value) => value === undefined)
+    ) {
+      throw new Error("Invalid candles found");
+    }
+    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),
+      })),
+    };
+  },
+  callbacks: {
+    onCandleData(symbol, interval, since) {
+      console.log(`Received candle data for symbol: ${symbol}, interval: ${interval}, since: ${since.toUTCString()}`);
+    }
+  },
+});

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

@@ -1,10 +1,10 @@
-import { addFrameSchema } from "backtest-kit";
-import FrameName from "../../enum/FrameName.mjs";
-
-addFrameSchema({
-  frameName: FrameName.December2025,
-  interval: "1m",
-  startDate: new Date("2025-12-01T00:00:00Z"),
-  endDate: new Date("2025-12-31T23:59:59Z"),
-  note: "Sideways movement without clear growth or decline",
-});
+import { addFrameSchema } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrameSchema({
+  frameName: FrameName.December2025,
+  interval: "1m",
+  startDate: new Date("2025-12-01T00:00:00Z"),
+  endDate: new Date("2025-12-31T23:59:59Z"),
+  note: "Sideways movement without clear growth or decline",
+});

package/src/logic/frame/feb_2024.frame.mjs

@@ -1,10 +1,10 @@
-import { addFrameSchema } from "backtest-kit";
-import FrameName from "../../enum/FrameName.mjs";
-
-addFrameSchema({
-  frameName: FrameName.February2024,
-  interval: "1m",
-  startDate: new Date("2024-02-01T00:00:00Z"),
-  endDate: new Date("2024-02-29T23:59:59Z"),
-  note: "Bull run period",
-});
+import { addFrameSchema } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrameSchema({
+  frameName: FrameName.February2024,
+  interval: "1m",
+  startDate: new Date("2024-02-01T00:00:00Z"),
+  endDate: new Date("2024-02-29T23:59:59Z"),
+  note: "Bull run period",
+});

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

@@ -1,10 +1,10 @@
-import { addFrameSchema } from "backtest-kit";
-import FrameName from "../../enum/FrameName.mjs";
-
-addFrameSchema({
-  frameName: FrameName.November2025,
-  interval: "1m",
-  startDate: new Date("2025-11-01T00:00:00Z"),
-  endDate: new Date("2025-11-30T23:59:59Z"),
-  note: "Sideways movement with overall downtrend and minor bounces",
-});
+import { addFrameSchema } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrameSchema({
+  frameName: FrameName.November2025,
+  interval: "1m",
+  startDate: new Date("2025-11-01T00:00:00Z"),
+  endDate: new Date("2025-11-30T23:59:59Z"),
+  note: "Sideways movement with overall downtrend and minor bounces",
+});