@backtest-kit/sidekick 9.6.0 → 9.7.0

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

@@ -1,10 +1,10 @@
-import { addFrameSchema } from "backtest-kit";
-import FrameName from "../../enum/FrameName.mjs";
-
-addFrameSchema({
-  frameName: FrameName.October2025,
-  interval: "1m",
-  startDate: new Date("2025-10-01T00:00:00Z"),
-  endDate: new Date("2025-10-31T23:59:59Z"),
-  note: "Sharp market drop from the 9th to 11th",
-});
+import { addFrameSchema } from "backtest-kit";
+import FrameName from "../../enum/FrameName.mjs";
+
+addFrameSchema({
+  frameName: FrameName.October2025,
+  interval: "1m",
+  startDate: new Date("2025-10-01T00:00:00Z"),
+  endDate: new Date("2025-10-31T23:59:59Z"),
+  note: "Sharp market drop from the 9th to 11th",
+});

package/src/logic/index.mjs

@@ -1,15 +1,15 @@
-import "./exchange/binance.exchange.mjs";
-
-import "./action/backtest_partial_profit_taking.action.mjs";
-import "./action/backtest_lower_stop_on_breakeven.action.mjs";
-import "./action/backtest_position_monitor.action.mjs";
-
-import "./frame/dec_2025.frame.mjs";
-import "./frame/nov_2025.frame.mjs";
-import "./frame/oct_2025.frame.mjs";
-import "./frame/feb_2024.frame.mjs";
-
-import "./risk/sl_distance.risk.mjs";
-import "./risk/tp_distance.risk.mjs";
-
-import "./strategy/main.strategy.mjs";
+import "./exchange/binance.exchange.mjs";
+
+import "./action/backtest_partial_profit_taking.action.mjs";
+import "./action/backtest_lower_stop_on_breakeven.action.mjs";
+import "./action/backtest_position_monitor.action.mjs";
+
+import "./frame/dec_2025.frame.mjs";
+import "./frame/nov_2025.frame.mjs";
+import "./frame/oct_2025.frame.mjs";
+import "./frame/feb_2024.frame.mjs";
+
+import "./risk/sl_distance.risk.mjs";
+import "./risk/tp_distance.risk.mjs";
+
+import "./strategy/main.strategy.mjs";

package/src/logic/risk/sl_distance.risk.mjs

@@ -1,32 +1,32 @@
-import { addRiskSchema } from "backtest-kit";
-import RiskName from "../../enum/RiskName.mjs";
-
-const SLIPPAGE_THRESHOLD = 0.2;
-
-addRiskSchema({
-  riskName: RiskName.StopLossDistanceRisk,
-  validations: [
-    {
-      validate: ({ currentSignal, currentPrice }) => {
-        const {
-          priceOpen = currentPrice,
-          priceStopLoss,
-          position,
-        } = currentSignal;
-        if (!priceOpen) {
-          return;
-        }
-        // Calculate SL distance percentage
-        const slDistance =
-          position === "long"
-            ? ((priceOpen - priceStopLoss) / priceOpen) * 100
-            : ((priceStopLoss - priceOpen) / priceOpen) * 100;
-
-        if (slDistance < SLIPPAGE_THRESHOLD) {
-          throw new Error(`SL distance ${slDistance.toFixed(2)}% < 1%`);
-        }
-      },
-      note: "SL distance must be at least 1%",
-    },
-  ],
-});
+import { addRiskSchema } from "backtest-kit";
+import RiskName from "../../enum/RiskName.mjs";
+
+const SLIPPAGE_THRESHOLD = 0.2;
+
+addRiskSchema({
+  riskName: RiskName.StopLossDistanceRisk,
+  validations: [
+    {
+      validate: ({ currentSignal, currentPrice }) => {
+        const {
+          priceOpen = currentPrice,
+          priceStopLoss,
+          position,
+        } = currentSignal;
+        if (!priceOpen) {
+          return;
+        }
+        // Calculate SL distance percentage
+        const slDistance =
+          position === "long"
+            ? ((priceOpen - priceStopLoss) / priceOpen) * 100
+            : ((priceStopLoss - priceOpen) / priceOpen) * 100;
+
+        if (slDistance < SLIPPAGE_THRESHOLD) {
+          throw new Error(`SL distance ${slDistance.toFixed(2)}% < 1%`);
+        }
+      },
+      note: "SL distance must be at least 1%",
+    },
+  ],
+});

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

@@ -1,32 +1,32 @@
-import { addRiskSchema } from "backtest-kit";
-import RiskName from "../../enum/RiskName.mjs";
-
-const SLIPPAGE_THRESHOLD = 0.2;
-
-addRiskSchema({
-  riskName: RiskName.TakeProfitDistanceRisk,
-  validations: [
-    {
-      validate: ({ currentSignal, currentPrice }) => {
-        const {
-          priceOpen = currentPrice,
-          priceTakeProfit,
-          position,
-        } = currentSignal;
-        if (!priceOpen) {
-          return;
-        }
-        // Calculate TP distance percentage
-        const tpDistance =
-          position === "long"
-            ? ((priceTakeProfit - priceOpen) / priceOpen) * 100
-            : ((priceOpen - priceTakeProfit) / priceOpen) * 100;
-
-        if (tpDistance < SLIPPAGE_THRESHOLD) {
-          throw new Error(`TP distance ${tpDistance.toFixed(2)}% < 1%`);
-        }
-      },
-      note: "TP distance must be at least 1%",
-    },
-  ],
-});
+import { addRiskSchema } from "backtest-kit";
+import RiskName from "../../enum/RiskName.mjs";
+
+const SLIPPAGE_THRESHOLD = 0.2;
+
+addRiskSchema({
+  riskName: RiskName.TakeProfitDistanceRisk,
+  validations: [
+    {
+      validate: ({ currentSignal, currentPrice }) => {
+        const {
+          priceOpen = currentPrice,
+          priceTakeProfit,
+          position,
+        } = currentSignal;
+        if (!priceOpen) {
+          return;
+        }
+        // Calculate TP distance percentage
+        const tpDistance =
+          position === "long"
+            ? ((priceTakeProfit - priceOpen) / priceOpen) * 100
+            : ((priceOpen - priceTakeProfit) / priceOpen) * 100;
+
+        if (tpDistance < SLIPPAGE_THRESHOLD) {
+          throw new Error(`TP distance ${tpDistance.toFixed(2)}% < 1%`);
+        }
+      },
+      note: "TP distance must be at least 1%",
+    },
+  ],
+});

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

@@ -1,48 +1,48 @@
-import { addStrategySchema } from "backtest-kit";
-import { randomString } from "functools-kit";
-
-import * as math_15m from "../../math/timeframe_15m.math.mjs";
-import * as math_4h from "../../math/timeframe_4h.math.mjs";
-
-import StrategyName from "../../enum/StrategyName.mjs";
-import RiskName from "../../enum/RiskName.mjs";
-
-addStrategySchema({
-  strategyName: StrategyName.MainStrategy,
-  interval: "5m",
-  getSignal: async (symbol) => {
-
-    const signalId = randomString();
-    
-    const data_4h = await math_4h.getData(signalId, symbol);
-
-    if (data_4h.noTrades) {
-      return null;
-    }
-
-    const data_15m = await math_15m.getData(signalId, symbol);
-
-    if (data_15m.position === 0) {
-      return null;
-    }
-
-    if (data_4h.allowShort && data_15m.position === 1) {
-      return null;
-    }
-
-    if (data_4h.allowLong && data_15m.position === -1) {
-      return null;
-    }
-
-    {
-      math_15m.dumpPlot(signalId, symbol);
-      math_4h.dumpPlot(signalId, symbol);
-    }
-
-    return await math_15m.getSignal(signalId, symbol);
-  },
-  riskList: [
-    RiskName.TakeProfitDistanceRisk, 
-    RiskName.StopLossDistanceRisk
-  ],
-});
+import { addStrategySchema } from "backtest-kit";
+import { randomString } from "functools-kit";
+
+import * as math_15m from "../../math/timeframe_15m.math.mjs";
+import * as math_4h from "../../math/timeframe_4h.math.mjs";
+
+import StrategyName from "../../enum/StrategyName.mjs";
+import RiskName from "../../enum/RiskName.mjs";
+
+addStrategySchema({
+  strategyName: StrategyName.MainStrategy,
+  interval: "5m",
+  getSignal: async (symbol) => {
+
+    const signalId = randomString();
+    
+    const data_4h = await math_4h.getData(signalId, symbol);
+
+    if (data_4h.noTrades) {
+      return null;
+    }
+
+    const data_15m = await math_15m.getData(signalId, symbol);
+
+    if (data_15m.position === 0) {
+      return null;
+    }
+
+    if (data_4h.allowShort && data_15m.position === 1) {
+      return null;
+    }
+
+    if (data_4h.allowLong && data_15m.position === -1) {
+      return null;
+    }
+
+    {
+      math_15m.dumpPlot(signalId, symbol);
+      math_4h.dumpPlot(signalId, symbol);
+    }
+
+    return await math_15m.getSignal(signalId, symbol);
+  },
+  riskList: [
+    RiskName.TakeProfitDistanceRisk, 
+    RiskName.StopLossDistanceRisk
+  ],
+});

package/src/main/bootstrap.mjs

@@ -1,52 +1,52 @@
-import { Backtest, listenError, overrideStrategySchema } from "backtest-kit";
-
-import { getArgs } from "../utils/getArgs.mjs";
-
-import ActionName from "../enum/ActionName.mjs";
-
-const beginBacktest = async () => {
-  const { symbol, frameName, strategyName, exchangeName } = getArgs();
-
-  overrideStrategySchema({
-    strategyName,
-    actions: [
-      ActionName.BacktestPartialProfitTakingAction,
-      ActionName.BacktestLowerStopOnBreakevenAction,
-      ActionName.BacktestPositionMonitorAction,
-    ],
-  });
-
-  Backtest.background(symbol, {
-    strategyName,
-    frameName,
-    exchangeName,
-  });
-};
-
-const beginPaper = async () => {
-  throw new Error("Todo: implement");
-};
-
-const beginLive = async () => {
-  throw new Error("Todo: implement");
-};
-
-const main = async () => {
-  const { backtest, live, paper } = getArgs();
-
-  if (backtest) {
-    await beginBacktest();
-  }
-
-  if (paper) {
-    await beginPaper();
-  }
-
-  if (live) {
-    await beginLive();
-  }
-};
-
-listenError(console.log);
-
-main();
+import { Backtest, listenError, overrideStrategySchema } from "backtest-kit";
+
+import { getArgs } from "../utils/getArgs.mjs";
+
+import ActionName from "../enum/ActionName.mjs";
+
+const beginBacktest = async () => {
+  const { symbol, frameName, strategyName, exchangeName } = getArgs();
+
+  overrideStrategySchema({
+    strategyName,
+    actions: [
+      ActionName.BacktestPartialProfitTakingAction,
+      ActionName.BacktestLowerStopOnBreakevenAction,
+      ActionName.BacktestPositionMonitorAction,
+    ],
+  });
+
+  Backtest.background(symbol, {
+    strategyName,
+    frameName,
+    exchangeName,
+  });
+};
+
+const beginPaper = async () => {
+  throw new Error("Todo: implement");
+};
+
+const beginLive = async () => {
+  throw new Error("Todo: implement");
+};
+
+const main = async () => {
+  const { backtest, live, paper } = getArgs();
+
+  if (backtest) {
+    await beginBacktest();
+  }
+
+  if (paper) {
+    await beginPaper();
+  }
+
+  if (live) {
+    await beginLive();
+  }
+};
+
+listenError(console.log);
+
+main();

package/src/math/timeframe_15m.math.mjs

@@ -1,68 +1,68 @@
-import { Cache } from "backtest-kit";
-
-import {
-  run,
-  File,
-  toMarkdown,
-  toSignalDto,
-  extract,
-  dumpPlotData,
-} from "@backtest-kit/pinets";
-
-const SIGNAL_SCHEMA = {
-  position: "Signal",
-  priceOpen: "Close",
-  priceTakeProfit: "TakeProfit",
-  priceStopLoss: "StopLoss",
-  minuteEstimatedTime: "EstimatedTime",
-  d_RSI: "d_RSI",
-  d_EmaFast: "d_EmaFast",
-  d_EmaSlow: "d_EmaSlow",
-  d_EmaTrend: "d_EmaTrend",
-  d_ATR: "d_ATR",
-  d_Volume: "d_Volume",
-  d_VolMA: "d_VolMA",
-  d_VolSpike: "d_VolSpike",
-  d_Mom: "d_Mom",
-  d_MomUp: "d_MomUp",
-  d_MomDown: "d_MomDown",
-  d_TrendUp: "d_TrendUp",
-  d_TrendDown: "d_TrendDown",
-  d_LongCond: "d_LongCond",
-  d_ShortCond: "d_ShortCond",
-  d_BarsSinceSignal: "d_BarsSinceSignal",
-};
-
-export const getPlot = Cache.fn(
-  async (symbol) =>
-    await run(File.fromPath("timeframe_15m.pine"), {
-      symbol,
-      timeframe: "15m",
-      limit: 100,
-    }),
-  {
-    interval: "15m",
-    key: ([symbol]) => `${symbol}`,
-  },
-);
-
-export const getMarkdown = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  return await toMarkdown(signalId, plots, SIGNAL_SCHEMA);
-};
-
-export const getData = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  return await extract(plots, SIGNAL_SCHEMA);
-};
-
-export const getSignal = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  const result = await extract(plots, SIGNAL_SCHEMA);
-  return toSignalDto(signalId, result, null);
-};
-
-export const dumpPlot = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  dumpPlotData(signalId, plots, SIGNAL_SCHEMA, "math_15m");
-};
+import { Cache } from "backtest-kit";
+
+import {
+  run,
+  File,
+  toMarkdown,
+  toSignalDto,
+  extract,
+  dumpPlotData,
+} from "@backtest-kit/pinets";
+
+const SIGNAL_SCHEMA = {
+  position: "Signal",
+  priceOpen: "Close",
+  priceTakeProfit: "TakeProfit",
+  priceStopLoss: "StopLoss",
+  minuteEstimatedTime: "EstimatedTime",
+  d_RSI: "d_RSI",
+  d_EmaFast: "d_EmaFast",
+  d_EmaSlow: "d_EmaSlow",
+  d_EmaTrend: "d_EmaTrend",
+  d_ATR: "d_ATR",
+  d_Volume: "d_Volume",
+  d_VolMA: "d_VolMA",
+  d_VolSpike: "d_VolSpike",
+  d_Mom: "d_Mom",
+  d_MomUp: "d_MomUp",
+  d_MomDown: "d_MomDown",
+  d_TrendUp: "d_TrendUp",
+  d_TrendDown: "d_TrendDown",
+  d_LongCond: "d_LongCond",
+  d_ShortCond: "d_ShortCond",
+  d_BarsSinceSignal: "d_BarsSinceSignal",
+};
+
+export const getPlot = Cache.fn(
+  async (symbol) =>
+    await run(File.fromPath("timeframe_15m.pine"), {
+      symbol,
+      timeframe: "15m",
+      limit: 100,
+    }),
+  {
+    interval: "15m",
+    key: ([symbol]) => `${symbol}`,
+  },
+);
+
+export const getMarkdown = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  return await toMarkdown(signalId, plots, SIGNAL_SCHEMA);
+};
+
+export const getData = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  return await extract(plots, SIGNAL_SCHEMA);
+};
+
+export const getSignal = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  const result = await extract(plots, SIGNAL_SCHEMA);
+  return toSignalDto(signalId, result, null);
+};
+
+export const dumpPlot = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  dumpPlotData(signalId, plots, SIGNAL_SCHEMA, "math_15m");
+};

package/src/math/timeframe_4h.math.mjs

@@ -1,53 +1,53 @@
-import { Cache } from "backtest-kit";
-
-import {
-  run,
-  File,
-  toMarkdown,
-  toSignalDto,
-  extract,
-  dumpPlotData,
-} from "@backtest-kit/pinets";
-
-const SIGNAL_SCHEMA = {
-  allowLong: "AllowLong",
-  allowShort: "AllowShort",
-  allowBoth: "AllowBoth",
-  noTrades: "NoTrades",
-  rsi: "RSI",
-  adx: "ADX",
-  d_MACDLine: "d_MACDLine",
-  d_SignalLine: "d_SignalLine",
-  d_MACDHist: "d_MACDHist",
-  d_DIPlus: "d_DIPlus",
-  d_DIMinus: "d_DIMinus",
-  d_StrongTrend: "d_StrongTrend",
-};
-
-export const getPlot = Cache.fn(
-  async (symbol) =>
-    await run(File.fromPath("timeframe_4h.pine"), {
-      symbol,
-      timeframe: "4h",
-      limit: 100,
-    }),
-  {
-    interval: "4h",
-    key: ([symbol]) => `${symbol}`,
-  },
-);
-
-export const getMarkdown = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  return await toMarkdown(signalId, plots, SIGNAL_SCHEMA);
-};
-
-export const getData = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  return await extract(plots, SIGNAL_SCHEMA);
-};
-
-export const dumpPlot = async (signalId, symbol) => {
-  const plots = await getPlot(symbol);
-  dumpPlotData(signalId, plots, SIGNAL_SCHEMA, "math_4h");
-};
+import { Cache } from "backtest-kit";
+
+import {
+  run,
+  File,
+  toMarkdown,
+  toSignalDto,
+  extract,
+  dumpPlotData,
+} from "@backtest-kit/pinets";
+
+const SIGNAL_SCHEMA = {
+  allowLong: "AllowLong",
+  allowShort: "AllowShort",
+  allowBoth: "AllowBoth",
+  noTrades: "NoTrades",
+  rsi: "RSI",
+  adx: "ADX",
+  d_MACDLine: "d_MACDLine",
+  d_SignalLine: "d_SignalLine",
+  d_MACDHist: "d_MACDHist",
+  d_DIPlus: "d_DIPlus",
+  d_DIMinus: "d_DIMinus",
+  d_StrongTrend: "d_StrongTrend",
+};
+
+export const getPlot = Cache.fn(
+  async (symbol) =>
+    await run(File.fromPath("timeframe_4h.pine"), {
+      symbol,
+      timeframe: "4h",
+      limit: 100,
+    }),
+  {
+    interval: "4h",
+    key: ([symbol]) => `${symbol}`,
+  },
+);
+
+export const getMarkdown = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  return await toMarkdown(signalId, plots, SIGNAL_SCHEMA);
+};
+
+export const getData = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  return await extract(plots, SIGNAL_SCHEMA);
+};
+
+export const dumpPlot = async (signalId, symbol) => {
+  const plots = await getPlot(symbol);
+  dumpPlotData(signalId, plots, SIGNAL_SCHEMA, "math_4h");
+};

package/src/utils/getArgs.mjs

@@ -1,17 +1,17 @@
-import { singleshot } from "functools-kit";
-import { parseArgs } from "backtest-kit";
-
-import ExchangeName from "../enum/ExchangeName.mjs";
-import StrategyName from "../enum/StrategyName.mjs";
-import FrameName from "../enum/FrameName.mjs";
-
-const DEFAULT_SYMBOL = "BTCUSDT";
-
-export const getArgs = singleshot(() => 
-  parseArgs({
-    exchangeName: ExchangeName.BinanceExchange,
-    strategyName: StrategyName.MainStrategy,
-    frameName: FrameName.October2025,
-    symbol: DEFAULT_SYMBOL,
-  })
-);
+import { singleshot } from "functools-kit";
+import { parseArgs } from "backtest-kit";
+
+import ExchangeName from "../enum/ExchangeName.mjs";
+import StrategyName from "../enum/StrategyName.mjs";
+import FrameName from "../enum/FrameName.mjs";
+
+const DEFAULT_SYMBOL = "BTCUSDT";
+
+export const getArgs = singleshot(() => 
+  parseArgs({
+    exchangeName: ExchangeName.BinanceExchange,
+    strategyName: StrategyName.MainStrategy,
+    frameName: FrameName.October2025,
+    symbol: DEFAULT_SYMBOL,
+  })
+);