@tradejs/core 1.0.5 → 1.0.8

package/dist/backtest.d.mts

@@ -1,5 +1,5 @@
 import { StrategyConfigGrid, TestSuite, StrategyConfig, PositionLogData, TestStat, TestThresholdsKey, ThresholdLevel, TestWorkerResult } from '@tradejs/types';
-export { c as compactOrderLog, g as getTimeline } from './time-DEyFa2vI.mjs';
+export { c as compactOrderLog, g as getTimeline } from './time-BMkFD4Kd.mjs';
 
 type GenericConfig = StrategyConfig;
 declare const generateParamGrid: <T extends StrategyConfig>(paramOptions: StrategyConfigGrid) => T[];

package/dist/backtest.d.ts

@@ -1,5 +1,5 @@
 import { StrategyConfigGrid, TestSuite, StrategyConfig, PositionLogData, TestStat, TestThresholdsKey, ThresholdLevel, TestWorkerResult } from '@tradejs/types';
-export { c as compactOrderLog, g as getTimeline } from './time-DEyFa2vI.js';
+export { c as compactOrderLog, g as getTimeline } from './time-BMkFD4Kd.js';
 
 type GenericConfig = StrategyConfig;
 declare const generateParamGrid: <T extends StrategyConfig>(paramOptions: StrategyConfigGrid) => T[];

package/dist/backtest.js

@@ -50,7 +50,7 @@ module.exports = __toCommonJS(backtest_exports);
 var import_lodash = __toESM(require("lodash"));
 
 // src/constants/index.ts
-var BACKTEST_PRELOAD_DAYS = 160;
+var BACKTEST_DEFAULT_DAYS = 160;
 var TestThresholdsConfig = {
   // Период и частота — используем как требования к качеству теста, в скоринг не влияют
   periodDays: {
@@ -189,7 +189,7 @@ var getTimestamp = (days = 0) => {
   }
   return (0, import_date_fns2.getUnixTime)(/* @__PURE__ */ new Date()) * 1e3;
 };
-var getTimeline = (start = getTimestamp(BACKTEST_PRELOAD_DAYS), end = getTimestamp(), step = TIMELINE_STEP) => {
+var getTimeline = (start = getTimestamp(BACKTEST_DEFAULT_DAYS), end = getTimestamp(), step = TIMELINE_STEP) => {
   const res = new Array();
   for (let ind = start; ind <= end; ind += step) {
     res.push(ind);
@@ -223,9 +223,9 @@ var compactOrderLog = (timeline, orderLog) => {
 };
 
 // src/utils/uuid.ts
-var import_uuid = require("uuid");
+var import_node_crypto = require("crypto");
 var uuid = (len = 12) => {
-  const uuid2 = (0, import_uuid.v4)();
+  const uuid2 = (0, import_node_crypto.randomUUID)();
   return uuid2.slice(-len);
 };
 
@@ -275,7 +275,7 @@ var mergeConfigs = (configs) => {
   return result;
 };
 var createTestSuite = (userName, tickers, strategyName, backtestConfig, connectorName) => {
-  const start = getTimestamp(BACKTEST_PRELOAD_DAYS);
+  const start = getTimestamp(BACKTEST_DEFAULT_DAYS);
   const end = getTimestamp();
   const testSuiteId = uuid(6);
   const paramGrid = generateParamGrid(backtestConfig);

package/dist/backtest.mjs

@@ -1,6 +1,6 @@
 import {
   uuid
-} from "./chunk-NQ7D3T4E.mjs";
+} from "./chunk-AJK4NS7Y.mjs";
 import {
   absReturns,
   equityPoints,
@@ -13,11 +13,11 @@ import {
   compactOrderLog,
   getTimeline,
   getTimestamp
-} from "./chunk-PXLXXXLA.mjs";
+} from "./chunk-PQETJ42A.mjs";
 import {
-  BACKTEST_PRELOAD_DAYS,
+  BACKTEST_DEFAULT_DAYS,
   TestThresholdsConfig
-} from "./chunk-JG2QPVAV.mjs";
+} from "./chunk-JLORHLL6.mjs";
 
 // src/utils/grid.ts
 import _ from "lodash";
@@ -66,7 +66,7 @@ var mergeConfigs = (configs) => {
   return result;
 };
 var createTestSuite = (userName, tickers, strategyName, backtestConfig, connectorName) => {
-  const start = getTimestamp(BACKTEST_PRELOAD_DAYS);
+  const start = getTimestamp(BACKTEST_DEFAULT_DAYS);
   const end = getTimestamp();
   const testSuiteId = uuid(6);
   const paramGrid = generateParamGrid(backtestConfig);

package/dist/{chunk-4F73AYK6.mjs → chunk-622V7IAT.mjs}

@@ -3,12 +3,12 @@ import {
 } from "./chunk-AYC2QVKI.mjs";
 import {
   toMs
-} from "./chunk-PXLXXXLA.mjs";
+} from "./chunk-PQETJ42A.mjs";
 import {
   CORRELATION_WINDOW,
   ML_BASE_CANDLES_WINDOW,
   TRENDLINE_DEFAULTS
-} from "./chunk-JG2QPVAV.mjs";
+} from "./chunk-JLORHLL6.mjs";
 import {
   cloneArrayValues
 } from "./chunk-M7QGVZ3J.mjs";
@@ -211,6 +211,235 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   source
 }));
 
+// src/utils/derivativesContext.ts
+var HOUR_MS = 60 * 60 * 1e3;
+var DEFAULT_STALE_AFTER_MS = {
+  "15m": 45 * 60 * 1e3,
+  "1h": 3 * HOUR_MS
+};
+var DERIVATIVES_INTERVALS = ["15m", "1h"];
+var toFiniteNumberOrNull = (value) => {
+  if (typeof value === "number" && Number.isFinite(value)) return value;
+  if (typeof value === "string" && value.trim()) {
+    const parsed = Number(value);
+    return Number.isFinite(parsed) ? parsed : null;
+  }
+  return null;
+};
+var toTimestampMs = (value) => {
+  if (value instanceof Date) {
+    const time = value.getTime();
+    return Number.isFinite(time) ? time : null;
+  }
+  const num = toFiniteNumberOrNull(value);
+  if (num == null) return null;
+  return num > 1e10 ? Math.floor(num) : Math.floor(num * 1e3);
+};
+var roundNullable = (value, digits = 6) => {
+  if (value == null || !Number.isFinite(value)) return null;
+  const multiplier = 10 ** digits;
+  return Math.round(value * multiplier) / multiplier;
+};
+var pctChange = (current, previous) => {
+  if (current == null || previous == null || !Number.isFinite(current) || !Number.isFinite(previous) || previous === 0) {
+    return null;
+  }
+  return (current - previous) / Math.abs(previous) * 100;
+};
+var normalizeRows = (rows, timestamp) => (rows ?? []).map((row) => ({
+  ...row,
+  tsMs: toTimestampMs(row.ts),
+  openInterest: toFiniteNumberOrNull(row.openInterest),
+  fundingRate: toFiniteNumberOrNull(row.fundingRate),
+  liqLong: toFiniteNumberOrNull(row.liqLong),
+  liqShort: toFiniteNumberOrNull(row.liqShort),
+  liqTotal: toFiniteNumberOrNull(row.liqTotal)
+})).filter((row) => {
+  return row.tsMs != null && row.tsMs <= timestamp;
+}).sort((a, b) => a.tsMs - b.tsMs);
+var findRowAtOrBefore = (rows, targetTs) => {
+  for (let i = rows.length - 1; i >= 0; i -= 1) {
+    if (rows[i].tsMs <= targetTs) {
+      return rows[i];
+    }
+  }
+  return null;
+};
+var calculateZScore = (values, current) => {
+  const finite = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  if (current == null || finite.length < 3) return null;
+  const mean = finite.reduce((sum, value) => sum + value, 0) / finite.length;
+  const variance = finite.reduce((sum, value) => sum + (value - mean) ** 2, 0) / finite.length;
+  const std = Math.sqrt(variance);
+  if (!Number.isFinite(std) || std === 0) return 0;
+  return (current - mean) / std;
+};
+var calculateAverage = (values) => {
+  const finite = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  if (!finite.length) return null;
+  return finite.reduce((sum, value) => sum + value, 0) / finite.length;
+};
+var buildIntervalContext = (params) => {
+  const { interval, rows, timestamp, staleAfterMs } = params;
+  const normalizedRows = normalizeRows(rows, timestamp);
+  const latest = normalizedRows[normalizedRows.length - 1];
+  if (!latest) return null;
+  const openInterest = latest.openInterest;
+  const row1h = findRowAtOrBefore(normalizedRows, latest.tsMs - HOUR_MS);
+  const row4h = findRowAtOrBefore(normalizedRows, latest.tsMs - 4 * HOUR_MS);
+  const row24h = findRowAtOrBefore(normalizedRows, latest.tsMs - 24 * HOUR_MS);
+  const liqLong = latest.liqLong;
+  const liqShort = latest.liqShort;
+  const liqTotal = latest.liqTotal ?? (liqLong ?? 0) + (liqShort ?? 0);
+  const previousLiquidations = normalizedRows.slice(0, -1).map((row) => row.liqTotal ?? (row.liqLong ?? 0) + (row.liqShort ?? 0));
+  const avgPreviousLiquidations = calculateAverage(previousLiquidations);
+  const liqSpikeRatio = liqTotal != null && avgPreviousLiquidations != null && avgPreviousLiquidations > 0 ? liqTotal / avgPreviousLiquidations : null;
+  const liqImbalance = liqTotal != null && liqTotal > 0 ? ((liqShort ?? 0) - (liqLong ?? 0)) / liqTotal : null;
+  return {
+    interval,
+    asOfTs: latest.tsMs,
+    stale: timestamp - latest.tsMs > staleAfterMs,
+    points: normalizedRows.length,
+    openInterest: roundNullable(openInterest),
+    oiChangePct1h: roundNullable(
+      pctChange(openInterest, row1h?.openInterest ?? null),
+      4
+    ),
+    oiChangePct4h: roundNullable(
+      pctChange(openInterest, row4h?.openInterest ?? null),
+      4
+    ),
+    oiChangePct24h: roundNullable(
+      pctChange(openInterest, row24h?.openInterest ?? null),
+      4
+    ),
+    fundingRate: roundNullable(latest.fundingRate, 8),
+    fundingZScore: roundNullable(
+      calculateZScore(
+        normalizedRows.map((row) => row.fundingRate),
+        latest.fundingRate
+      ),
+      4
+    ),
+    liqLong: roundNullable(liqLong),
+    liqShort: roundNullable(liqShort),
+    liqTotal: roundNullable(liqTotal),
+    liqImbalance: roundNullable(liqImbalance, 4),
+    liqSpikeRatio: roundNullable(liqSpikeRatio, 4)
+  };
+};
+var getPrimaryContext = (intervals) => intervals["15m"] ?? intervals["1h"] ?? null;
+var isCrowdedLong = (context) => context.fundingRate != null && context.fundingRate >= 5e-4 || context.fundingZScore != null && context.fundingZScore >= 1.5;
+var isCrowdedShort = (context) => context.fundingRate != null && context.fundingRate <= -5e-4 || context.fundingZScore != null && context.fundingZScore <= -1.5;
+var hasLiquidationSpike = (context) => context.liqSpikeRatio != null && context.liqSpikeRatio >= 2;
+var detectPressure = (context) => {
+  if (!context) return "neutral";
+  if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance <= -0.35) {
+    return "long_flush";
+  }
+  if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance >= 0.35) {
+    return "short_flush";
+  }
+  if (isCrowdedLong(context)) return "crowded_long";
+  if (isCrowdedShort(context)) return "crowded_short";
+  return "neutral";
+};
+var collectRiskFlags = (contexts) => {
+  const flags = /* @__PURE__ */ new Set();
+  if (!contexts.length) {
+    flags.add("missing_derivatives");
+    return [...flags];
+  }
+  if (contexts.some((context) => context.stale)) {
+    flags.add("stale_derivatives");
+  }
+  for (const context of contexts) {
+    if (isCrowdedLong(context)) flags.add("crowded_long");
+    if (isCrowdedShort(context)) flags.add("crowded_short");
+    if (context.oiChangePct1h != null && context.oiChangePct1h < -1) {
+      flags.add("oi_falling");
+    }
+    if (context.oiChangePct1h != null && Math.abs(context.oiChangePct1h) < 0.15) {
+      flags.add("oi_not_confirming");
+    }
+    if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance <= -0.35) {
+      flags.add("long_liquidation_spike");
+    }
+    if (hasLiquidationSpike(context) && context.liqImbalance != null && context.liqImbalance >= 0.35) {
+      flags.add("short_liquidation_spike");
+    }
+  }
+  return [...flags];
+};
+var resolveDirectionAligned = (params) => {
+  const { direction, primary, pressure, riskFlags } = params;
+  if (!primary || primary.stale || riskFlags.includes("missing_derivatives")) {
+    return null;
+  }
+  if (direction === "LONG") {
+    if (pressure === "crowded_long" || riskFlags.includes("oi_falling")) {
+      return false;
+    }
+    if (pressure === "short_flush" || primary.oiChangePct1h != null && primary.oiChangePct1h > 0.25 && !riskFlags.includes("crowded_long")) {
+      return true;
+    }
+    return null;
+  }
+  if (pressure === "crowded_short" || riskFlags.includes("oi_falling")) {
+    return false;
+  }
+  if (pressure === "long_flush" || primary.oiChangePct1h != null && primary.oiChangePct1h > 0.25 && !riskFlags.includes("crowded_short")) {
+    return true;
+  }
+  return null;
+};
+var buildDerivativesContext = (params) => {
+  const {
+    symbol,
+    direction,
+    timestamp,
+    rowsByInterval,
+    intervals = DERIVATIVES_INTERVALS,
+    staleAfterMsByInterval = {}
+  } = params;
+  const intervalContexts = {};
+  for (const interval of intervals) {
+    const context = buildIntervalContext({
+      interval,
+      rows: rowsByInterval[interval],
+      timestamp,
+      staleAfterMs: staleAfterMsByInterval[interval] ?? DEFAULT_STALE_AFTER_MS[interval]
+    });
+    if (context) {
+      intervalContexts[interval] = context;
+    }
+  }
+  const contexts = Object.values(intervalContexts);
+  const primary = getPrimaryContext(intervalContexts);
+  const pressure = detectPressure(primary);
+  const riskFlags = collectRiskFlags(contexts);
+  return {
+    source: "coinalyze",
+    symbol,
+    timestamp,
+    intervals: intervalContexts,
+    summary: {
+      pressure,
+      directionAligned: resolveDirectionAligned({
+        direction,
+        primary,
+        pressure,
+        riskFlags
+      }),
+      riskFlags
+    }
+  };
+};
+
 // src/utils/indicators.ts
 import { SMA, ATR, BollingerBands, OBV, MACD } from "technicalindicators";
 
@@ -406,6 +635,17 @@ var DEFAULT_INDICATOR_PERIODS = {
   levelLookback: 20,
   levelDelay: 2
 };
+var resolveIndicatorPeriods = (periods = {}) => {
+  const resolved = {
+    ...DEFAULT_INDICATOR_PERIODS
+  };
+  for (const [key, value] of Object.entries(periods)) {
+    if (typeof value === "number" && Number.isFinite(value)) {
+      resolved[key] = value;
+    }
+  }
+  return resolved;
+};
 var ONE_HOUR_MS = 36e5;
 var ONE_DAY_MS = 864e5;
 var toMlCandle = (candle) => ({
@@ -488,10 +728,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
     options.pluginRegistryScope
   );
   const includeMlPayload = options.includeMlPayload !== false;
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...options.periods || {}
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(options.periods);
   const closes = [];
   const highs = [];
   const lows = [];
@@ -820,10 +1057,7 @@ var createIndicators = (data, btcData = [], options = {}) => {
 };
 var buildMlTimeframeIndicators = (candles, periods = {}) => {
   const result = {};
-  const indicatorPeriods = {
-    ...DEFAULT_INDICATOR_PERIODS,
-    ...periods
-  };
+  const indicatorPeriods = resolveIndicatorPeriods(periods);
   for (const timeframe of INDICATOR_TIMEFRAMES) {
     const tfCandles = resampleCandles(candles, timeframe.minutes);
     if (tfCandles.length === 0) continue;
@@ -1522,8 +1756,14 @@ var createTrendlineEngine = (initialCandles, options) => {
     return result;
   };
   const nextMany = (candles) => {
-    let result = [];
-    for (const candle of candles) result = next(candle);
+    for (const candle of candles) {
+      appendCandle(candle);
+    }
+    let result = buildResult();
+    if (opts.capture && result.length === 0 && rawExtremaPoints.length) {
+      rebuildCandidatesLikeBatch();
+      result = buildResult();
+    }
     return result;
   };
   const getLines = () => buildResult();
@@ -1548,6 +1788,7 @@ export {
   toArrayData,
   mergeCoinalyzeMetrics,
   coinalyzePointsToRows,
+  buildDerivativesContext,
   registerIndicatorEntries,
   getRegisteredIndicatorEntries,
   getPluginIndicatorCatalog,

package/dist/{chunk-NQ7D3T4E.mjs → chunk-AJK4NS7Y.mjs}

@@ -1,7 +1,7 @@
 // src/utils/uuid.ts
-import { v4 as uuidv4 } from "uuid";
+import { randomUUID } from "crypto";
 var uuid = (len = 12) => {
-  const uuid2 = uuidv4();
+  const uuid2 = randomUUID();
   return uuid2.slice(-len);
 };
 

package/dist/{chunk-JG2QPVAV.mjs → chunk-JLORHLL6.mjs}

@@ -4,7 +4,9 @@ var CORRELATION_WINDOW = 50;
 var SPREAD_WINDOW = 50;
 var PRELOAD_DAYS = 200;
 var SIGNALS_PRELOAD_DAYS = 60;
-var BACKTEST_PRELOAD_DAYS = 160;
+var SIGNALS_CLI_PRELOAD_DAYS = 10;
+var BACKTEST_DEFAULT_DAYS = 160;
+var BACKTEST_PRELOAD_DAYS = 60;
 var DASHBOARD_PRELOAD_DAYS = 160;
 var BOT_PRELOAD_DAYS = 160;
 var PRELOAD_FALLBACK_DAYS = 160;
@@ -12,6 +14,7 @@ var TTL_1H = 3600;
 var TTL_3H = 10800;
 var TTL_12H = 43300;
 var TTL_1D = 86400;
+var TTL_3D = 259200;
 var TTL_1M = 26e5;
 var TTL_3M = 78e5;
 var TESTS_TOP_LIMIT = 50;
@@ -20,6 +23,10 @@ var TESTS_ORDERS_MIN_LIMIT = 3;
 var MARKET_CATEGORY = "linear";
 var ML_CANDLE_FEATURE_WINDOW = 50;
 var ML_BASE_CANDLES_WINDOW = 50;
+var DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS = [
+  "BTCUSDT",
+  "ETHUSDT"
+];
 var TRENDLINE_DEFAULTS = {
   maxLines: 20,
   range: 15,
@@ -169,6 +176,8 @@ export {
   SPREAD_WINDOW,
   PRELOAD_DAYS,
   SIGNALS_PRELOAD_DAYS,
+  SIGNALS_CLI_PRELOAD_DAYS,
+  BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS,
   DASHBOARD_PRELOAD_DAYS,
   BOT_PRELOAD_DAYS,
@@ -177,6 +186,7 @@ export {
   TTL_3H,
   TTL_12H,
   TTL_1D,
+  TTL_3D,
   TTL_1M,
   TTL_3M,
   TESTS_TOP_LIMIT,
@@ -185,6 +195,7 @@ export {
   MARKET_CATEGORY,
   ML_CANDLE_FEATURE_WINDOW,
   ML_BASE_CANDLES_WINDOW,
+  DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   TRENDLINE_DEFAULTS,
   TestThresholdsConfig
 };

package/dist/{chunk-PXLXXXLA.mjs → chunk-PQETJ42A.mjs}

@@ -1,11 +1,13 @@
 import {
+  BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS
-} from "./chunk-JG2QPVAV.mjs";
+} from "./chunk-JLORHLL6.mjs";
 
 // src/utils/timestamp.ts
 import { format } from "date-fns";
 import { getUnixTime, subDays } from "date-fns";
 var TIMELINE_STEP = 864e5;
+var DAY_MS = 864e5;
 var toMs = (ts) => ts < 1e12 ? ts * 1e3 : ts;
 var getTimestamp = (days = 0) => {
   if (days > 0) {
@@ -23,7 +25,8 @@ var getDataTimestamp = (data) => {
 var formatUnix = (dt) => {
   return format(new Date(dt), "d MMM u HH:mm:ss");
 };
-var getTimeline = (start = getTimestamp(BACKTEST_PRELOAD_DAYS), end = getTimestamp(), step = TIMELINE_STEP) => {
+var getBacktestPreloadStart = (start, preloadDays = BACKTEST_PRELOAD_DAYS) => Math.max(0, Math.trunc(start - preloadDays * DAY_MS));
+var getTimeline = (start = getTimestamp(BACKTEST_DEFAULT_DAYS), end = getTimestamp(), step = TIMELINE_STEP) => {
   const res = new Array();
   for (let ind = start; ind <= end; ind += step) {
     res.push(ind);
@@ -62,6 +65,7 @@ export {
   getItemTimestamp,
   getDataTimestamp,
   formatUnix,
+  getBacktestPreloadStart,
   getTimeline,
   compactOrderLog
 };

package/dist/config.d.mts

@@ -1,14 +1,61 @@
-import { ConnectorPluginDefinition, IndicatorPluginDefinition, StrategyPluginDefinition } from '@tradejs/types';
+import { Connector, Interval, StrategyConfig, Signal, StrategyManifest, StrategyHookBarContext, StrategyDecision, StrategyHookAfterDecisionContext, ConnectorPluginDefinition, IndicatorPluginDefinition, StrategyPluginDefinition } from '@tradejs/types';
 
 type PluginModuleSpecifier = string;
+type StrategyManifestHooks = NonNullable<StrategyManifest['hooks']>;
+type HookOrHooks<THook> = THook | THook[];
+type TradejsConfigAfterCoreDecisionHook = (params: StrategyHookAfterDecisionContext) => Promise<StrategyDecision | void> | StrategyDecision | void;
+type TradejsConfigAfterBarDecisionHook = (params: StrategyHookAfterDecisionContext) => Promise<StrategyDecision | void> | StrategyDecision | void;
+type TradejsConfigOnBarHook = (params: StrategyHookBarContext) => Promise<StrategyDecision | void> | StrategyDecision | void;
+interface TradejsConfigSignalsRuntimeStrategy {
+    strategyName: string;
+    strategyConfig: StrategyConfig;
+}
+interface TradejsConfigSignalsHookContext {
+    connector: Connector;
+    connectorName: string;
+    userName: string;
+    interval: Interval;
+    tickers: string[];
+    runtimeStrategies: TradejsConfigSignalsRuntimeStrategy[];
+}
+interface TradejsConfigBeforeSignalsHookResult {
+    abort?: boolean;
+    reason?: string;
+}
+interface TradejsConfigAfterSignalsHookContext extends TradejsConfigSignalsHookContext {
+    signals: Signal[];
+    status: 'completed' | 'failed';
+    durationMs: number;
+}
+type TradejsConfigBeforeSignalsHook = (params: TradejsConfigSignalsHookContext) => Promise<TradejsConfigBeforeSignalsHookResult | void> | TradejsConfigBeforeSignalsHookResult | void;
+type TradejsConfigAfterSignalsHook = (params: TradejsConfigAfterSignalsHookContext) => Promise<void> | void;
+interface TradejsConfigHooks {
+    beforeSignals?: HookOrHooks<TradejsConfigBeforeSignalsHook>;
+    afterSignals?: HookOrHooks<TradejsConfigAfterSignalsHook>;
+    onInit?: HookOrHooks<NonNullable<StrategyManifestHooks['onInit']>>;
+    onBar?: HookOrHooks<TradejsConfigOnBarHook>;
+    afterCoreDecision?: HookOrHooks<TradejsConfigAfterCoreDecisionHook>;
+    afterBarDecision?: HookOrHooks<TradejsConfigAfterBarDecisionHook>;
+    onSkip?: HookOrHooks<NonNullable<StrategyManifestHooks['onSkip']>>;
+    beforeClosePosition?: HookOrHooks<NonNullable<StrategyManifestHooks['beforeClosePosition']>>;
+    afterEnrichMl?: HookOrHooks<NonNullable<StrategyManifestHooks['afterEnrichMl']>>;
+    afterEnrichAi?: HookOrHooks<NonNullable<StrategyManifestHooks['afterEnrichAi']>>;
+    beforeEntryGate?: HookOrHooks<NonNullable<StrategyManifestHooks['beforeEntryGate']>>;
+    beforePlaceOrder?: HookOrHooks<NonNullable<StrategyManifestHooks['beforePlaceOrder']>>;
+    afterPlaceOrder?: HookOrHooks<NonNullable<StrategyManifestHooks['afterPlaceOrder']>>;
+    onRuntimeError?: HookOrHooks<NonNullable<StrategyManifestHooks['onRuntimeError']>>;
+}
 interface TradejsConfig {
     strategies?: PluginModuleSpecifier[];
     indicators?: PluginModuleSpecifier[];
     connectors?: PluginModuleSpecifier[];
+    hooks?: TradejsConfigHooks;
 }
+declare const mergeTradejsConfigHooks: (...groups: Array<TradejsConfigHooks | undefined>) => TradejsConfigHooks | undefined;
+declare const normalizeTradejsConfigHooks: (hooks?: TradejsConfigHooks) => TradejsConfigHooks | undefined;
 declare function defineConfig(...configs: TradejsConfig[]): TradejsConfig;
 declare const defineStrategyPlugin: <T extends StrategyPluginDefinition>(plugin: T) => T;
 declare const defineIndicatorPlugin: <T extends IndicatorPluginDefinition>(plugin: T) => T;
 declare const defineConnectorPlugin: <T extends ConnectorPluginDefinition>(plugin: T) => T;
 
-export { type PluginModuleSpecifier, type TradejsConfig, defineConfig, defineConnectorPlugin, defineIndicatorPlugin, defineStrategyPlugin };
+export { type PluginModuleSpecifier, type TradejsConfig, type TradejsConfigAfterBarDecisionHook, type TradejsConfigAfterCoreDecisionHook, type TradejsConfigAfterSignalsHook, type TradejsConfigAfterSignalsHookContext, type TradejsConfigBeforeSignalsHook, type TradejsConfigBeforeSignalsHookResult, type TradejsConfigHooks, type TradejsConfigOnBarHook, type TradejsConfigSignalsHookContext, type TradejsConfigSignalsRuntimeStrategy, defineConfig, defineConnectorPlugin, defineIndicatorPlugin, defineStrategyPlugin, mergeTradejsConfigHooks, normalizeTradejsConfigHooks };

package/dist/config.d.ts

@@ -1,14 +1,61 @@
-import { ConnectorPluginDefinition, IndicatorPluginDefinition, StrategyPluginDefinition } from '@tradejs/types';
+import { Connector, Interval, StrategyConfig, Signal, StrategyManifest, StrategyHookBarContext, StrategyDecision, StrategyHookAfterDecisionContext, ConnectorPluginDefinition, IndicatorPluginDefinition, StrategyPluginDefinition } from '@tradejs/types';
 
 type PluginModuleSpecifier = string;
+type StrategyManifestHooks = NonNullable<StrategyManifest['hooks']>;
+type HookOrHooks<THook> = THook | THook[];
+type TradejsConfigAfterCoreDecisionHook = (params: StrategyHookAfterDecisionContext) => Promise<StrategyDecision | void> | StrategyDecision | void;
+type TradejsConfigAfterBarDecisionHook = (params: StrategyHookAfterDecisionContext) => Promise<StrategyDecision | void> | StrategyDecision | void;
+type TradejsConfigOnBarHook = (params: StrategyHookBarContext) => Promise<StrategyDecision | void> | StrategyDecision | void;
+interface TradejsConfigSignalsRuntimeStrategy {
+    strategyName: string;
+    strategyConfig: StrategyConfig;
+}
+interface TradejsConfigSignalsHookContext {
+    connector: Connector;
+    connectorName: string;
+    userName: string;
+    interval: Interval;
+    tickers: string[];
+    runtimeStrategies: TradejsConfigSignalsRuntimeStrategy[];
+}
+interface TradejsConfigBeforeSignalsHookResult {
+    abort?: boolean;
+    reason?: string;
+}
+interface TradejsConfigAfterSignalsHookContext extends TradejsConfigSignalsHookContext {
+    signals: Signal[];
+    status: 'completed' | 'failed';
+    durationMs: number;
+}
+type TradejsConfigBeforeSignalsHook = (params: TradejsConfigSignalsHookContext) => Promise<TradejsConfigBeforeSignalsHookResult | void> | TradejsConfigBeforeSignalsHookResult | void;
+type TradejsConfigAfterSignalsHook = (params: TradejsConfigAfterSignalsHookContext) => Promise<void> | void;
+interface TradejsConfigHooks {
+    beforeSignals?: HookOrHooks<TradejsConfigBeforeSignalsHook>;
+    afterSignals?: HookOrHooks<TradejsConfigAfterSignalsHook>;
+    onInit?: HookOrHooks<NonNullable<StrategyManifestHooks['onInit']>>;
+    onBar?: HookOrHooks<TradejsConfigOnBarHook>;
+    afterCoreDecision?: HookOrHooks<TradejsConfigAfterCoreDecisionHook>;
+    afterBarDecision?: HookOrHooks<TradejsConfigAfterBarDecisionHook>;
+    onSkip?: HookOrHooks<NonNullable<StrategyManifestHooks['onSkip']>>;
+    beforeClosePosition?: HookOrHooks<NonNullable<StrategyManifestHooks['beforeClosePosition']>>;
+    afterEnrichMl?: HookOrHooks<NonNullable<StrategyManifestHooks['afterEnrichMl']>>;
+    afterEnrichAi?: HookOrHooks<NonNullable<StrategyManifestHooks['afterEnrichAi']>>;
+    beforeEntryGate?: HookOrHooks<NonNullable<StrategyManifestHooks['beforeEntryGate']>>;
+    beforePlaceOrder?: HookOrHooks<NonNullable<StrategyManifestHooks['beforePlaceOrder']>>;
+    afterPlaceOrder?: HookOrHooks<NonNullable<StrategyManifestHooks['afterPlaceOrder']>>;
+    onRuntimeError?: HookOrHooks<NonNullable<StrategyManifestHooks['onRuntimeError']>>;
+}
 interface TradejsConfig {
     strategies?: PluginModuleSpecifier[];
     indicators?: PluginModuleSpecifier[];
     connectors?: PluginModuleSpecifier[];
+    hooks?: TradejsConfigHooks;
 }
+declare const mergeTradejsConfigHooks: (...groups: Array<TradejsConfigHooks | undefined>) => TradejsConfigHooks | undefined;
+declare const normalizeTradejsConfigHooks: (hooks?: TradejsConfigHooks) => TradejsConfigHooks | undefined;
 declare function defineConfig(...configs: TradejsConfig[]): TradejsConfig;
 declare const defineStrategyPlugin: <T extends StrategyPluginDefinition>(plugin: T) => T;
 declare const defineIndicatorPlugin: <T extends IndicatorPluginDefinition>(plugin: T) => T;
 declare const defineConnectorPlugin: <T extends ConnectorPluginDefinition>(plugin: T) => T;
 
-export { type PluginModuleSpecifier, type TradejsConfig, defineConfig, defineConnectorPlugin, defineIndicatorPlugin, defineStrategyPlugin };
+export { type PluginModuleSpecifier, type TradejsConfig, type TradejsConfigAfterBarDecisionHook, type TradejsConfigAfterCoreDecisionHook, type TradejsConfigAfterSignalsHook, type TradejsConfigAfterSignalsHookContext, type TradejsConfigBeforeSignalsHook, type TradejsConfigBeforeSignalsHookResult, type TradejsConfigHooks, type TradejsConfigOnBarHook, type TradejsConfigSignalsHookContext, type TradejsConfigSignalsRuntimeStrategy, defineConfig, defineConnectorPlugin, defineIndicatorPlugin, defineStrategyPlugin, mergeTradejsConfigHooks, normalizeTradejsConfigHooks };