@backtest-kit/signals 0.0.1

package/package.json

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+{
+  "name": "@backtest-kit/signals",
+  "version": "0.0.1",
+  "description": "Technical analysis and trading signal generation library for AI-powered trading systems. Computes 50+ indicators across 4 timeframes and generates markdown reports for LLM consumption.",
+  "author": {
+    "name": "Petr Tripolsky",
+    "email": "tripolskypetr@gmail.com",
+    "url": "https://github.com/tripolskypetr"
+  },
+  "funding": {
+    "type": "individual",
+    "url": "http://paypal.me/tripolskypetr"
+  },
+  "license": "MIT",
+  "homepage": "https://backtest-kit.github.io/documents/example_02_first_backtest.html",
+  "keywords": [
+    "backtesting",
+    "backtest",
+    "finance",
+    "trading",
+    "candles",
+    "indicators",
+    "multi value",
+    "multi symbol",
+    "framework"
+  ],
+  "files": [
+    "build",
+    "types.d.ts",
+    "README.md"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/tripolskypetr/backtest-kit",
+    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
+  },
+  "bugs": {
+    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
+  },
+  "scripts": {
+    "build": "rollup -c"
+  },
+  "main": "build/index.cjs",
+  "module": "build/index.mjs",
+  "source": "src/index.ts",
+  "types": "./types.d.ts",
+  "exports": {
+    "require": "./build/index.cjs",
+    "types": "./types.d.ts",
+    "import": "./build/index.mjs",
+    "default": "./build/index.cjs"
+  },
+  "devDependencies": {
+    "@rollup/plugin-typescript": "11.1.6",
+    "@types/node": "22.9.0",
+    "glob": "11.0.1",
+    "rimraf": "6.0.1",
+    "rollup": "3.29.5",
+    "rollup-plugin-dts": "6.1.1",
+    "rollup-plugin-peer-deps-external": "2.2.4",
+    "ts-morph": "27.0.2",
+    "tslib": "2.7.0",
+    "typedoc": "0.27.9",
+    "worker-testbed": "1.0.12"
+  },
+  "peerDependencies": {
+    "agent-swarm-kit": "^1.1.180",
+    "backtest-kit": "^1.11.10",
+    "typescript": "^5.0.0"
+  },
+  "dependencies": {
+    "di-kit": "^1.0.18",
+    "di-scoped": "^1.0.20",
+    "functools-kit": "^1.0.95",
+    "trading-signals": "^6.9.1",
+    "get-moment-stamp": "^1.1.1"
+  },
+  "publishConfig": {
+    "access": "public"
+  }
+}

package/types.d.ts

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+import { IBaseMessage, IOutlineHistory } from 'agent-swarm-kit';
+import { ICandleData } from 'backtest-kit';
+
+type HistoryContract = IBaseMessage[] | IOutlineHistory;
+
+type ReportFn = (symbol: string, history: HistoryContract) => Promise<void>;
+
+declare const commitHourHistory: ReportFn;
+declare const commitThirtyMinuteHistory: ReportFn;
+declare const commitFifteenMinuteHistory: ReportFn;
+declare const commitOneMinuteHistory: ReportFn;
+
+declare const commitMicroTermMath: ReportFn;
+declare const commitLongTermMath: ReportFn;
+declare const commitShortTermMath: ReportFn;
+declare const commitSwingTermMath: ReportFn;
+
+declare const commitBookDataReport: ReportFn;
+declare const commitHistorySetup: (symbol: string, history: HistoryContract) => Promise<void>;
+
+interface ILogger {
+    log(topic: string, ...args: any[]): void;
+    debug(topic: string, ...args: any[]): void;
+    info(topic: string, ...args: any[]): void;
+    warn(topic: string, ...args: any[]): void;
+}
+
+declare const setLogger: (logger: ILogger) => void;
+
+interface ISwingTermRow {
+    symbol: string;
+    rsi14: number | null;
+    stochasticRSI14: number | null;
+    macd12_26_9: number | null;
+    signal9: number | null;
+    bollingerUpper20_2: number | null;
+    bollingerMiddle20_2: number | null;
+    bollingerLower20_2: number | null;
+    bollingerWidth20_2: number | null;
+    stochasticK14_3_3: number | null;
+    stochasticD14_3_3: number | null;
+    adx14: number | null;
+    plusDI14: number | null;
+    minusDI14: number | null;
+    cci20: number | null;
+    atr14: number | null;
+    sma20: number | null;
+    ema13: number | null;
+    ema34: number | null;
+    dema21: number | null;
+    wma20: number | null;
+    momentum8: number | null;
+    support: number;
+    resistance: number;
+    currentPrice: number;
+    volume: number;
+    volatility: number | null;
+    priceMomentum6: number | null;
+    fibonacciNearestSupport: number | null;
+    fibonacciNearestResistance: number | null;
+    fibonacciCurrentLevel: string;
+    bodySize: number;
+    closePrice: number;
+    date: Date;
+    lookbackPeriod: string;
+}
+declare class SwingTermHistoryService {
+    private loggerService;
+    getData: (symbol: string, candles: ICandleData[]) => Promise<ISwingTermRow[]>;
+    getReport: (symbol: string) => Promise<string>;
+    generateHistoryTable: (symbol: string, rows: ISwingTermRow[]) => Promise<string>;
+}
+
+interface ILongTermRow {
+    symbol: string;
+    rsi14: number | null;
+    stochasticRSI14: number | null;
+    macd12_26_9: number | null;
+    signal9: number | null;
+    adx14: number | null;
+    pdi14: number | null;
+    ndi14: number | null;
+    atr14: number | null;
+    atr14_raw: number | null;
+    atr20: number | null;
+    cci20: number | null;
+    bollinger20_2_upper: number | null;
+    bollinger20_2_middle: number | null;
+    bollinger20_2_lower: number | null;
+    stochastic14_3_3_K: number | null;
+    stochastic14_3_3_D: number | null;
+    momentum10: number | null;
+    dema21: number | null;
+    wma20: number | null;
+    sma50: number | null;
+    ema20: number | null;
+    ema34: number | null;
+    currentPrice: number;
+    support: number;
+    resistance: number;
+    volumeTrend: string;
+    fibonacciNearestLevel: string;
+    fibonacciNearestPrice: number;
+    fibonacciDistance: number;
+    bodySize: number;
+    closePrice: number;
+    date: Date;
+    lookbackPeriod: string;
+}
+declare class LongTermHistoryService {
+    private loggerService;
+    getData: (symbol: string, candles: ICandleData[]) => Promise<ILongTermRow[]>;
+    getReport: (symbol: string) => Promise<string>;
+    generateHistoryTable: (symbol: string, rows: ILongTermRow[]) => Promise<string>;
+}
+
+interface IShortTermRow {
+    symbol: string;
+    rsi9: number | null;
+    stochasticRSI9: number | null;
+    macd8_21_5: number | null;
+    signal5: number | null;
+    bollingerUpper10_2: number | null;
+    bollingerMiddle10_2: number | null;
+    bollingerLower10_2: number | null;
+    bollingerWidth10_2: number | null;
+    stochasticK5_3_3: number | null;
+    stochasticD5_3_3: number | null;
+    adx14: number | null;
+    plusDI14: number | null;
+    minusDI14: number | null;
+    atr9: number | null;
+    cci14: number | null;
+    sma50: number | null;
+    ema8: number | null;
+    ema21: number | null;
+    dema21: number | null;
+    wma20: number | null;
+    momentum8: number | null;
+    roc5: number | null;
+    roc10: number | null;
+    volumeTrend: string;
+    support: number;
+    resistance: number;
+    currentPrice: number;
+    fibonacciNearestLevel: string;
+    fibonacciNearestPrice: number;
+    fibonacciDistance: number;
+    bodySize: number;
+    closePrice: number;
+    date: Date;
+    lookbackPeriod: string;
+}
+declare class ShortTermHistoryService {
+    private loggerService;
+    getData: (symbol: string, candles: ICandleData[]) => Promise<IShortTermRow[]>;
+    getReport: (symbol: string) => Promise<string>;
+    generateHistoryTable: (symbol: string, rows: IShortTermRow[]) => Promise<string>;
+}
+
+interface IMicroTermRow {
+    symbol: string;
+    rsi9: number | null;
+    rsi14: number | null;
+    stochasticRSI9: number | null;
+    stochasticRSI14: number | null;
+    macd8_21_5: number | null;
+    signal5: number | null;
+    macdHistogram: number | null;
+    bollingerUpper8_2: number | null;
+    bollingerMiddle8_2: number | null;
+    bollingerLower8_2: number | null;
+    bollingerWidth8_2: number | null;
+    bollingerPosition: number | null;
+    stochasticK3_3_3: number | null;
+    stochasticD3_3_3: number | null;
+    stochasticK5_3_3: number | null;
+    stochasticD5_3_3: number | null;
+    adx9: number | null;
+    plusDI9: number | null;
+    minusDI9: number | null;
+    atr5: number | null;
+    atr9: number | null;
+    cci9: number | null;
+    momentum5: number | null;
+    momentum10: number | null;
+    roc1: number | null;
+    roc3: number | null;
+    roc5: number | null;
+    ema3: number | null;
+    ema8: number | null;
+    ema13: number | null;
+    ema21: number | null;
+    sma8: number | null;
+    dema8: number | null;
+    wma5: number | null;
+    volumeSma5: number | null;
+    volumeRatio: number | null;
+    volumeTrend: string;
+    currentPrice: number;
+    priceChange1m: number | null;
+    priceChange3m: number | null;
+    priceChange5m: number | null;
+    volatility5: number | null;
+    trueRange: number | null;
+    support: number;
+    resistance: number;
+    squeezeMomentum: number | null;
+    pressureIndex: number | null;
+    closePrice: number;
+    date: Date;
+    lookbackPeriod: string;
+}
+declare class MicroTermHistoryService {
+    private loggerService;
+    getData: (symbol: string, candles: ICandleData[]) => Promise<IMicroTermRow[]>;
+    getReport: (symbol: string) => Promise<string>;
+    generateHistoryTable: (symbol: string, rows: IMicroTermRow[]) => Promise<string>;
+}
+
+declare class FifteenMinuteCandleHistoryService {
+    private loggerService;
+    getData: (symbol: string) => Promise<ICandleData[]>;
+    generateReport: (symbol: string, candles: ICandleData[]) => Promise<string>;
+    getReport: (symbol: string) => Promise<string>;
+}
+
+declare class HourCandleHistoryService {
+    private loggerService;
+    getData: (symbol: string) => Promise<ICandleData[]>;
+    generateReport: (symbol: string, candles: ICandleData[]) => Promise<string>;
+    getReport: (symbol: string) => Promise<string>;
+}
+
+declare class OneMinuteCandleHistoryService {
+    private loggerService;
+    getData: (symbol: string) => Promise<ICandleData[]>;
+    generateReport: (symbol: string, candles: ICandleData[]) => Promise<string>;
+    getReport: (symbol: string) => Promise<string>;
+}
+
+declare class ThirtyMinuteCandleHistoryService {
+    private loggerService;
+    getData: (symbol: string) => Promise<ICandleData[]>;
+    generateReport: (symbol: string, candles: ICandleData[]) => Promise<string>;
+    getReport: (symbol: string) => Promise<string>;
+}
+
+interface IOrderBookEntry {
+    price: number;
+    quantity: number;
+    percentage: number;
+}
+interface IBookDataAnalysis {
+    symbol: string;
+    timestamp: string;
+    bids: IOrderBookEntry[];
+    asks: IOrderBookEntry[];
+    bestBid: number;
+    bestAsk: number;
+    midPrice: number;
+    spread: number;
+    depthImbalance: number;
+}
+declare class BookDataMathService {
+    private loggerService;
+    generateReport: (symbol: string, bookData: IBookDataAnalysis) => Promise<string>;
+    getReport: (symbol: string) => Promise<string>;
+    getData: (symbol: string) => Promise<IBookDataAnalysis>;
+}
+
+declare class LoggerService implements ILogger {
+    private _commonLogger;
+    log: (topic: string, ...args: any[]) => Promise<void>;
+    debug: (topic: string, ...args: any[]) => Promise<void>;
+    info: (topic: string, ...args: any[]) => Promise<void>;
+    warn: (topic: string, ...args: any[]) => Promise<void>;
+    setLogger: (logger: ILogger) => void;
+}
+
+declare const signal: {
+    fifteenMinuteCandleHistoryService: FifteenMinuteCandleHistoryService;
+    hourCandleHistoryService: HourCandleHistoryService;
+    oneMinuteCandleHistoryService: OneMinuteCandleHistoryService;
+    thirtyMinuteCandleHistoryService: ThirtyMinuteCandleHistoryService;
+    swingTermMathService: SwingTermHistoryService;
+    longTermMathService: LongTermHistoryService;
+    shortTermMathService: ShortTermHistoryService;
+    microTermMathService: MicroTermHistoryService;
+    bookDataMathService: BookDataMathService;
+    loggerService: LoggerService;
+};
+
+export { commitBookDataReport, commitFifteenMinuteHistory, commitHistorySetup, commitHourHistory, commitLongTermMath, commitMicroTermMath, commitOneMinuteHistory, commitShortTermMath, commitSwingTermMath, commitThirtyMinuteHistory, signal as lib, setLogger };