@backtest-kit/ui 12.4.0 → 12.6.0

package/README.md

@@ -1,254 +1,254 @@
-<img src="https://github.com/tripolskypetr/backtest-kit/raw/refs/heads/master/assets/decart.svg" height="45px" align="right">
-
-# 📊 @backtest-kit/ui
-
-> Full-stack UI framework for visualizing cryptocurrency trading signals, backtests, and real-time market data. Combines a Node.js backend server with a React dashboard - all in one package.
-
-![screenshot](https://raw.githubusercontent.com/tripolskypetr/backtest-kit/HEAD/assets/screenshots/screenshot16.png)
-
-[![Ask DeepWiki](https://deepwiki.com/badge.svg)](https://deepwiki.com/tripolskypetr/backtest-kit)
-[![npm](https://img.shields.io/npm/v/@backtest-kit/ui.svg?style=flat-square)](https://npmjs.org/package/@backtest-kit/ui)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-blue)]()
-
-Interactive dashboard for backtest-kit with signal visualization, candle charts, risk analysis, and notification management. Built with React 18, Material-UI, and Lightweight Charts.
-
-📚 **[Backtest Kit Docs](https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html)** | 🌟 **[GitHub](https://github.com/tripolskypetr/backtest-kit)**
-
-> **New to backtest-kit?** The fastest way to get a real, production-ready setup is to clone the [reference implementation](https://github.com/tripolskypetr/backtest-kit/tree/master/example) — a fully working news-sentiment AI trading system with LLM forecasting, multi-timeframe data, and a documented February 2026 backtest. Start there instead of from scratch.
-
-## ✨ Features
-
-- 📈 **Interactive Charts**: Candlestick visualization with Lightweight Charts (1m, 15m, 1h timeframes)
-- 🎯 **Signal Tracking**: View opened, closed, scheduled, and cancelled signals with full details
-- 📊 **Risk Analysis**: Monitor risk rejections and position management
-- 🔔 **Notifications**: Real-time notification system for all trading events
-- 💹 **Trailing & Breakeven**: Visualize trailing stop/take and breakeven events
-- 🌐 **Multi-Exchange**: Support for 100+ exchanges via CCXT integration
-- 🎨 **Material Design**: Beautiful UI with MUI 5 and Mantine components
-- 🌍 **i18n Ready**: Internationalization support built-in
-
-## 📋 What It Does
-
-`@backtest-kit/ui` provides both backend API and frontend dashboard:
-
-| Component | Description |
-|-----------|-------------|
-| **`serve()`** | Start HTTP server with REST API endpoints |
-| **`getRouter()`** | Get expressjs-compatible router for custom middleware integration |
-
-## 🚀 Installation
-
-```bash
-npm install @backtest-kit/ui backtest-kit ccxt
-```
-
-## 📖 Usage
-
-### Quick Start - Launch Dashboard
-
-```typescript
-import { serve } from '@backtest-kit/ui';
-
-// Start the UI server
-serve('0.0.0.0', 60050);
-
-// Dashboard available at http://localhost:60050
-```
-
-### Custom Logger Integration
-
-```typescript
-import { setLogger } from '@backtest-kit/ui';
-
-setLogger({
-  log: (msg) => console.log(`[UI] ${msg}`),
-  warn: (msg) => console.warn(`[UI] ${msg}`),
-  error: (msg) => console.error(`[UI] ${msg}`),
-});
-```
-
-## 📐 Dashboard Revenue Math
-
-The **Revenue** metrics on the dashboard are calculated in **dollar terms** by summing the `pnlCost` field from all closed signals within each time window.
-
-### Dollar PnL formula
-
-```
-revenue[window] = Σ signal.pnl.pnlCost   (for all closed signals in that window)
-```
-
-`pnlCost` is computed by the backend (`toProfitLossDto`) as:
-
-```
-pnlCost = (pnlPercentage / 100) × pnlEntries
-```
-
-| Field | Source | Description |
-|-------|--------|-------------|
-| `pnl.pnlCost` | `IStorageSignalRow` | Absolute P&L in USD — the only value summed for revenue |
-| `pnl.pnlPercentage` | `IStorageSignalRow` | Percentage P&L (accounts for DCA-weighted entry price, slippage, and fees) |
-| `pnl.pnlEntries` | `IStorageSignalRow` | Total invested capital in USD — sum of all entry costs (`Σ entry.cost`) |
-
-**Example** (1 DCA entry at $100, position closed +5%):
-
-| DCA entries | `pnlEntries` | `pnlPercentage` | `pnlCost` |
-|:-----------:|-------------:|----------------:|----------:|
-| 1 | $100 | 5 % | +$5.00 |
-| 2 | $200 | 5 % | +$10.00 |
-| 3 | $300 | 5 % | +$15.00 |
-
-### Time windows
-
-The anchor point depends on execution mode:
-
-- **Backtest mode** — latest `updatedAt` across all closed signals (time windows are relative to the end of the run)
-- **Live mode** — `Date.now()` (wall-clock time)
-
-| Window | Range |
-|--------|-------|
-| Today | `>= startOf(anchorDay)` |
-| Yesterday | `[anchorDay − 1d, anchorDay)` |
-| 7 days | `>= anchorDay − 7d` |
-| 31 days | `>= anchorDay − 31d` |
-
-Revenue and signal count are tracked separately for each window and aggregated across all symbols on the Dashboard.
-
-## 📐 Position PNL Math
-
-### Effective entry price (DCA-weighted)
-
-When multiple DCA entries exist, the effective open price is a **cost-weighted harmonic mean**:
-
-```
-effectivePrice = Σcost / Σ(cost / price)
-```
-
-This is the correct formula for fixed-dollar entries (not simple average), because buying $100 worth at different prices gives different coin quantities.
-
-### Partial closes (PP/PL)
-
-Each partial stores a `costBasisAtClose` snapshot — the running dollar cost-basis **before** that partial fired. This avoids replaying the full entry history on every call.
-
-**Cost-basis replay:**
-
-```
-for each partial[i]:
-    closedDollar      += (percent[i] / 100) × costBasisAtClose[i]
-    remainingCostBasis = costBasisAtClose[i] × (1 - percent[i] / 100)
-
-# DCA entries added AFTER the last partial are appended:
-remainingCostBasis += Σ entry.cost for entries[lastEntryCount..]
-
-totalClosedPercent = closedDollar / totalInvested × 100
-```
-
-**Effective price through partials** is computed iteratively so that a partial sell does not change the entry price of the remaining coins:
-
-```
-# partial[0]:
-  effPrice = costBasisAtClose[0] / Σ(cost/price for entries[0..cnt[0]])
-
-# partial[j]:
-  remainingCB = prev.costBasisAtClose × (1 - prev.percent / 100)
-  oldCoins    = remainingCB / effPrice        ← coins still held
-  newCoins    = Σ(cost/price for DCA entries between j-1 and j)
-  effPrice    = (remainingCB + newCost) / (oldCoins + newCoins)
-```
-
-### toProfitLossDto — weighted PNL with slippage & fees
-
-**Without partials:**
-
-```
-priceOpenSlip  = effectivePrice × (1 ± slippage)
-priceCloseSlip = priceClose     × (1 ∓ slippage)
-
-pnlPercentage = (priceCloseSlip - priceOpenSlip) / priceOpenSlip × 100
-fee           = CC_PERCENT_FEE × (1 + priceCloseSlip / priceOpenSlip)
-pnlPercentage -= fee
-```
-
-**With partials — dollar-weighted sum:**
-
-```
-weight[i] = (percent[i] / 100 × costBasisAtClose[i]) / totalInvested
-
-totalWeightedPnl = Σ weight[i] × pnl[i]           # each partial at its own effectivePrice
-                 + remainingWeight × pnlRemaining   # rest closed at final priceClose
-
-fee = CC_PERCENT_FEE                                              # open (once)
-    + Σ CC_PERCENT_FEE × weight[i] × (closeSlip[i] / openSlip[i])  # per partial
-    + CC_PERCENT_FEE × remainingWeight × (closeSlip / openSlip)     # final close
-
-pnlPercentage = totalWeightedPnl - fee
-pnlCost       = pnlPercentage / 100 × totalInvested
-```
-
-| Field | Description |
-|-------|-------------|
-| `totalInvested` | `Σ entry.cost` (or `CC_POSITION_ENTRY_COST` if no `_entry`) |
-| `weight[i]` | Real dollar share of each partial relative to `totalInvested` |
-| `effectivePrice` at partial `i` | Computed via iterative `costBasisAtClose` replay up to `partials[i]` |
-| `priceOpen` in result | `getEffectivePriceOpen(signal)` — DCA-weighted harmonic mean across all entries |
-
-## 🖥️ Dashboard Views
-
-The frontend provides specialized views for different trading events:
-
-| View | Description |
-|------|-------------|
-| **Signal Opened** | Entry details with chart visualization |
-| **Signal Closed** | Exit details with PnL analysis |
-| **Signal Scheduled** | Pending orders awaiting activation |
-| **Signal Cancelled** | Cancelled orders with reasons |
-| **Risk Rejection** | Signals rejected by risk management |
-| **Partial Profit/Loss** | Partial position closures |
-| **Trailing Stop/Take** | Trailing adjustments visualization |
-| **Breakeven** | Breakeven level adjustments |
-
-Each view includes:
-- 📋 Detailed information form
-- 📈 1m, 15m, 1h candlestick charts
-- 📥 JSON export for all data
-
-## 💡 Why Use @backtest-kit/ui?
-
-Instead of building custom dashboards:
-
-**Without backtest-kit**
-
-```typescript
-// ❌ Without @backtest-kit/ui
-// Build your own React app
-// Implement chart components
-// Create signal visualization
-// Handle notifications
-// Write API endpoints
-// ... weeks of development
-```
-
-**With backtest-kit**
-
-```typescript
-// ✅ With @backtest-kit/ui
-import { serve } from '@backtest-kit/ui';
-
-serve(); // Full dashboard ready!
-```
-
-**Benefits:**
-
-- 📊 Production-ready trading dashboard out of the box
-- 📈 Professional chart visualization with price lines and markers
-- 🔔 Complete notification system for all trading events
-- 🎨 Beautiful Material Design interface
-- ⚡ Fast development - focus on strategy, not UI
-- 🛡️ Full TypeScript support
-
-## 🤝 Contribute
-
-Fork/PR on [GitHub](https://github.com/tripolskypetr/backtest-kit).
-
-## 📜 License
-
-MIT © [tripolskypetr](https://github.com/tripolskypetr)
+<img src="https://github.com/tripolskypetr/backtest-kit/raw/refs/heads/master/assets/decart.svg" height="45px" align="right">
+
+# 📊 @backtest-kit/ui
+
+> Full-stack UI framework for visualizing cryptocurrency trading signals, backtests, and real-time market data. Combines a Node.js backend server with a React dashboard - all in one package.
+
+![screenshot](https://raw.githubusercontent.com/tripolskypetr/backtest-kit/HEAD/assets/screenshots/screenshot16.png)
+
+[![Ask DeepWiki](https://deepwiki.com/badge.svg)](https://deepwiki.com/tripolskypetr/backtest-kit)
+[![npm](https://img.shields.io/npm/v/@backtest-kit/ui.svg?style=flat-square)](https://npmjs.org/package/@backtest-kit/ui)
+[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-blue)]()
+
+Interactive dashboard for backtest-kit with signal visualization, candle charts, risk analysis, and notification management. Built with React 18, Material-UI, and Lightweight Charts.
+
+📚 **[Backtest Kit Docs](https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html)** | 🌟 **[GitHub](https://github.com/tripolskypetr/backtest-kit)**
+
+> **New to backtest-kit?** The fastest way to get a real, production-ready setup is to clone the [reference implementation](https://github.com/tripolskypetr/backtest-kit/tree/master/example) — a fully working news-sentiment AI trading system with LLM forecasting, multi-timeframe data, and a documented February 2026 backtest. Start there instead of from scratch.
+
+## ✨ Features
+
+- 📈 **Interactive Charts**: Candlestick visualization with Lightweight Charts (1m, 15m, 1h timeframes)
+- 🎯 **Signal Tracking**: View opened, closed, scheduled, and cancelled signals with full details
+- 📊 **Risk Analysis**: Monitor risk rejections and position management
+- 🔔 **Notifications**: Real-time notification system for all trading events
+- 💹 **Trailing & Breakeven**: Visualize trailing stop/take and breakeven events
+- 🌐 **Multi-Exchange**: Support for 100+ exchanges via CCXT integration
+- 🎨 **Material Design**: Beautiful UI with MUI 5 and Mantine components
+- 🌍 **i18n Ready**: Internationalization support built-in
+
+## 📋 What It Does
+
+`@backtest-kit/ui` provides both backend API and frontend dashboard:
+
+| Component | Description |
+|-----------|-------------|
+| **`serve()`** | Start HTTP server with REST API endpoints |
+| **`getRouter()`** | Get expressjs-compatible router for custom middleware integration |
+
+## 🚀 Installation
+
+```bash
+npm install @backtest-kit/ui backtest-kit ccxt
+```
+
+## 📖 Usage
+
+### Quick Start - Launch Dashboard
+
+```typescript
+import { serve } from '@backtest-kit/ui';
+
+// Start the UI server
+serve('0.0.0.0', 60050);
+
+// Dashboard available at http://localhost:60050
+```
+
+### Custom Logger Integration
+
+```typescript
+import { setLogger } from '@backtest-kit/ui';
+
+setLogger({
+  log: (msg) => console.log(`[UI] ${msg}`),
+  warn: (msg) => console.warn(`[UI] ${msg}`),
+  error: (msg) => console.error(`[UI] ${msg}`),
+});
+```
+
+## 📐 Dashboard Revenue Math
+
+The **Revenue** metrics on the dashboard are calculated in **dollar terms** by summing the `pnlCost` field from all closed signals within each time window.
+
+### Dollar PnL formula
+
+```
+revenue[window] = Σ signal.pnl.pnlCost   (for all closed signals in that window)
+```
+
+`pnlCost` is computed by the backend (`toProfitLossDto`) as:
+
+```
+pnlCost = (pnlPercentage / 100) × pnlEntries
+```
+
+| Field | Source | Description |
+|-------|--------|-------------|
+| `pnl.pnlCost` | `IStorageSignalRow` | Absolute P&L in USD — the only value summed for revenue |
+| `pnl.pnlPercentage` | `IStorageSignalRow` | Percentage P&L (accounts for DCA-weighted entry price, slippage, and fees) |
+| `pnl.pnlEntries` | `IStorageSignalRow` | Total invested capital in USD — sum of all entry costs (`Σ entry.cost`) |
+
+**Example** (1 DCA entry at $100, position closed +5%):
+
+| DCA entries | `pnlEntries` | `pnlPercentage` | `pnlCost` |
+|:-----------:|-------------:|----------------:|----------:|
+| 1 | $100 | 5 % | +$5.00 |
+| 2 | $200 | 5 % | +$10.00 |
+| 3 | $300 | 5 % | +$15.00 |
+
+### Time windows
+
+The anchor point depends on execution mode:
+
+- **Backtest mode** — latest `updatedAt` across all closed signals (time windows are relative to the end of the run)
+- **Live mode** — `Date.now()` (wall-clock time)
+
+| Window | Range |
+|--------|-------|
+| Today | `>= startOf(anchorDay)` |
+| Yesterday | `[anchorDay − 1d, anchorDay)` |
+| 7 days | `>= anchorDay − 7d` |
+| 31 days | `>= anchorDay − 31d` |
+
+Revenue and signal count are tracked separately for each window and aggregated across all symbols on the Dashboard.
+
+## 📐 Position PNL Math
+
+### Effective entry price (DCA-weighted)
+
+When multiple DCA entries exist, the effective open price is a **cost-weighted harmonic mean**:
+
+```
+effectivePrice = Σcost / Σ(cost / price)
+```
+
+This is the correct formula for fixed-dollar entries (not simple average), because buying $100 worth at different prices gives different coin quantities.
+
+### Partial closes (PP/PL)
+
+Each partial stores a `costBasisAtClose` snapshot — the running dollar cost-basis **before** that partial fired. This avoids replaying the full entry history on every call.
+
+**Cost-basis replay:**
+
+```
+for each partial[i]:
+    closedDollar      += (percent[i] / 100) × costBasisAtClose[i]
+    remainingCostBasis = costBasisAtClose[i] × (1 - percent[i] / 100)
+
+# DCA entries added AFTER the last partial are appended:
+remainingCostBasis += Σ entry.cost for entries[lastEntryCount..]
+
+totalClosedPercent = closedDollar / totalInvested × 100
+```
+
+**Effective price through partials** is computed iteratively so that a partial sell does not change the entry price of the remaining coins:
+
+```
+# partial[0]:
+  effPrice = costBasisAtClose[0] / Σ(cost/price for entries[0..cnt[0]])
+
+# partial[j]:
+  remainingCB = prev.costBasisAtClose × (1 - prev.percent / 100)
+  oldCoins    = remainingCB / effPrice        ← coins still held
+  newCoins    = Σ(cost/price for DCA entries between j-1 and j)
+  effPrice    = (remainingCB + newCost) / (oldCoins + newCoins)
+```
+
+### toProfitLossDto — weighted PNL with slippage & fees
+
+**Without partials:**
+
+```
+priceOpenSlip  = effectivePrice × (1 ± slippage)
+priceCloseSlip = priceClose     × (1 ∓ slippage)
+
+pnlPercentage = (priceCloseSlip - priceOpenSlip) / priceOpenSlip × 100
+fee           = CC_PERCENT_FEE × (1 + priceCloseSlip / priceOpenSlip)
+pnlPercentage -= fee
+```
+
+**With partials — dollar-weighted sum:**
+
+```
+weight[i] = (percent[i] / 100 × costBasisAtClose[i]) / totalInvested
+
+totalWeightedPnl = Σ weight[i] × pnl[i]           # each partial at its own effectivePrice
+                 + remainingWeight × pnlRemaining   # rest closed at final priceClose
+
+fee = CC_PERCENT_FEE                                              # open (once)
+    + Σ CC_PERCENT_FEE × weight[i] × (closeSlip[i] / openSlip[i])  # per partial
+    + CC_PERCENT_FEE × remainingWeight × (closeSlip / openSlip)     # final close
+
+pnlPercentage = totalWeightedPnl - fee
+pnlCost       = pnlPercentage / 100 × totalInvested
+```
+
+| Field | Description |
+|-------|-------------|
+| `totalInvested` | `Σ entry.cost` (or `CC_POSITION_ENTRY_COST` if no `_entry`) |
+| `weight[i]` | Real dollar share of each partial relative to `totalInvested` |
+| `effectivePrice` at partial `i` | Computed via iterative `costBasisAtClose` replay up to `partials[i]` |
+| `priceOpen` in result | `getEffectivePriceOpen(signal)` — DCA-weighted harmonic mean across all entries |
+
+## 🖥️ Dashboard Views
+
+The frontend provides specialized views for different trading events:
+
+| View | Description |
+|------|-------------|
+| **Signal Opened** | Entry details with chart visualization |
+| **Signal Closed** | Exit details with PnL analysis |
+| **Signal Scheduled** | Pending orders awaiting activation |
+| **Signal Cancelled** | Cancelled orders with reasons |
+| **Risk Rejection** | Signals rejected by risk management |
+| **Partial Profit/Loss** | Partial position closures |
+| **Trailing Stop/Take** | Trailing adjustments visualization |
+| **Breakeven** | Breakeven level adjustments |
+
+Each view includes:
+- 📋 Detailed information form
+- 📈 1m, 15m, 1h candlestick charts
+- 📥 JSON export for all data
+
+## 💡 Why Use @backtest-kit/ui?
+
+Instead of building custom dashboards:
+
+**Without backtest-kit**
+
+```typescript
+// ❌ Without @backtest-kit/ui
+// Build your own React app
+// Implement chart components
+// Create signal visualization
+// Handle notifications
+// Write API endpoints
+// ... weeks of development
+```
+
+**With backtest-kit**
+
+```typescript
+// ✅ With @backtest-kit/ui
+import { serve } from '@backtest-kit/ui';
+
+serve(); // Full dashboard ready!
+```
+
+**Benefits:**
+
+- 📊 Production-ready trading dashboard out of the box
+- 📈 Professional chart visualization with price lines and markers
+- 🔔 Complete notification system for all trading events
+- 🎨 Beautiful Material Design interface
+- ⚡ Fast development - focus on strategy, not UI
+- 🛡️ Full TypeScript support
+
+## 🤝 Contribute
+
+Fork/PR on [GitHub](https://github.com/tripolskypetr/backtest-kit).
+
+## 📜 License
+
+MIT © [tripolskypetr](https://github.com/tripolskypetr)

package/build/index.cjs

@@ -4955,10 +4955,15 @@ const METHOD_NAME_SERVE = "serve.serve";
 const METHOD_NAME_GET_ROUTER = "serve.getRouter";
 const MAX_CONNECTIONS = 1000;
 const SOCKET_TIMEOUT = 60 * 10 * 1000;
-const serveInternal = functoolsKit.singleshot((host = CC_WWWROOT_HOST, port = CC_WWWROOT_PORT) => {
+const serveInternal = functoolsKit.singleshot((host = CC_WWWROOT_HOST, port = CC_WWWROOT_PORT, callback) => {
     const server = new http.Server(router$1);
     server.listen(port, host).addListener("listening", () => {
         console.log(`Listening on http://${host}:${port}`);
+        callback && callback();
+    });
+    server.addListener("error", (err) => {
+        console.error("Server error:", err);
+        callback && callback(err);
     });
     server.maxConnections = MAX_CONNECTIONS;
     server.setTimeout(SOCKET_TIMEOUT);
@@ -4967,13 +4972,13 @@ const serveInternal = functoolsKit.singleshot((host = CC_WWWROOT_HOST, port = CC
         serveInternal.clear();
     };
 });
-function serve(host, port, cwd = process.cwd()) {
+function serve(host, port, cwd = process.cwd(), callback) {
     ioc.loggerService.log(METHOD_NAME_SERVE, {
         host,
         port,
     });
     serveSubject.next(cwd);
-    return serveInternal(host, port);
+    return serveInternal(host, port, callback);
 }
 function getRouter() {
     ioc.loggerService.log(METHOD_NAME_GET_ROUTER);

package/build/index.mjs

@@ -4934,10 +4934,15 @@ const METHOD_NAME_SERVE = "serve.serve";
 const METHOD_NAME_GET_ROUTER = "serve.getRouter";
 const MAX_CONNECTIONS = 1000;
 const SOCKET_TIMEOUT = 60 * 10 * 1000;
-const serveInternal = singleshot((host = CC_WWWROOT_HOST, port = CC_WWWROOT_PORT) => {
+const serveInternal = singleshot((host = CC_WWWROOT_HOST, port = CC_WWWROOT_PORT, callback) => {
     const server = new http.Server(router$1);
     server.listen(port, host).addListener("listening", () => {
         console.log(`Listening on http://${host}:${port}`);
+        callback && callback();
+    });
+    server.addListener("error", (err) => {
+        console.error("Server error:", err);
+        callback && callback(err);
     });
     server.maxConnections = MAX_CONNECTIONS;
     server.setTimeout(SOCKET_TIMEOUT);
@@ -4946,13 +4951,13 @@ const serveInternal = singleshot((host = CC_WWWROOT_HOST, port = CC_WWWROOT_PORT
         serveInternal.clear();
     };
 });
-function serve(host, port, cwd = process.cwd()) {
+function serve(host, port, cwd = process.cwd(), callback) {
     ioc.loggerService.log(METHOD_NAME_SERVE, {
         host,
         port,
     });
     serveSubject.next(cwd);
-    return serveInternal(host, port);
+    return serveInternal(host, port, callback);
 }
 function getRouter() {
     ioc.loggerService.log(METHOD_NAME_GET_ROUTER);