@tradejs/core 1.0.9 → 1.0.10

package/dist/{chunk-2ORZC66W.mjs → chunk-DXJ4NCFJ.mjs}

@@ -1,10 +1,20 @@
 // src/constants/index.ts
-var FEE_PERCENT = 5e-3;
+var FEE_PERCENT = 1e-3;
+var BACKTEST_BASE_SLIPPAGE_BPS = 10;
+var BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER = 1;
+var BACKTEST_MARKET_IMPACT_BPS = 0;
+var BACKTEST_DELAY_RISK_LOOKBACK_CANDLES = 5;
+var BACKTEST_DELAY_RISK_MULTIPLIER = 0;
+var BACKTEST_DELAY_RISK_MAX_BPS = 0;
+var BACKTEST_EXPECTED_DELAY_MS = 0;
+var BACKTEST_EXECUTION_INTERVAL = "5";
+var BACKTEST_EXECUTION_DELAY_MS = 5 * 6e4;
+var INITIAL_BACKTEST_AMOUNT = 100;
 var CORRELATION_WINDOW = 50;
 var SPREAD_WINDOW = 50;
 var PRELOAD_DAYS = 200;
 var SIGNALS_PRELOAD_DAYS = 60;
-var SIGNALS_CLI_PRELOAD_DAYS = 10;
+var SIGNALS_CLI_PRELOAD_DAYS = 60;
 var BACKTEST_DEFAULT_DAYS = 160;
 var BACKTEST_PRELOAD_DAYS = 60;
 var DASHBOARD_PRELOAD_DAYS = 160;
@@ -21,19 +31,53 @@ var TTL_3M = 78e5;
 var TESTS_TOP_LIMIT = 50;
 var TESTS_LIMIT = 1e5;
 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 = [
+var DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS = [
   "BTCUSDT",
   "ETHUSDT"
 ];
+var DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS = [
+  "BNBUSDT",
+  "SOLUSDT",
+  "TRXUSDT",
+  "XRPUSDT"
+];
+var DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS = [
+  ...DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  ...DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS
+];
+var parseDerivativesReferenceSymbolList = (value) => String(value ?? "").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
+var normalizeDerivativesReferenceSymbol = (value) => {
+  const compact = value.replace(/[^A-Z0-9]/g, "");
+  if (!compact) return null;
+  return compact.endsWith("USDT") ? compact : `${compact}USDT`;
+};
+var resolveDerivativesContextReferenceSymbols = (extraReferenceSymbols) => {
+  const extras = extraReferenceSymbols === void 0 ? [...DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS] : parseDerivativesReferenceSymbolList(extraReferenceSymbols);
+  const symbols = [
+    ...DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+    ...extras
+  ].flatMap((symbol) => {
+    const normalized = normalizeDerivativesReferenceSymbol(String(symbol));
+    return normalized ? [normalized] : [];
+  });
+  return [...new Set(symbols)];
+};
 var TRENDLINE_DEFAULTS = {
   maxLines: 20,
   range: 15,
   firstRange: 80,
   epsilon: 3e-3,
   epsilonOffset: 5e-3,
+  epsilonMode: "static",
+  epsilonAtrPeriod: 14,
+  epsilonAtrMultiplier: 0.45,
+  epsilonOffsetAtrMultiplier: 0.5,
+  epsilonMin: 0,
+  epsilonMax: 0,
+  epsilonOffsetMin: 0,
+  epsilonOffsetMax: 0,
   minTouches: 4,
   minDistance: 50,
   minTouchGap: 15,
@@ -101,9 +145,10 @@ var TestThresholdsConfig = {
     precision: 2
   },
   netProfit: {
-    thresholds: [5, 20],
+    thresholds: [0, 0],
     direction: "higher",
     isAmount: true,
+    neutralValue: 0,
     precision: 2
   },
   totalReturn: {
@@ -173,6 +218,16 @@ var TestThresholdsConfig = {
 
 export {
   FEE_PERCENT,
+  BACKTEST_BASE_SLIPPAGE_BPS,
+  BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
+  BACKTEST_MARKET_IMPACT_BPS,
+  BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
+  BACKTEST_DELAY_RISK_MULTIPLIER,
+  BACKTEST_DELAY_RISK_MAX_BPS,
+  BACKTEST_EXPECTED_DELAY_MS,
+  BACKTEST_EXECUTION_INTERVAL,
+  BACKTEST_EXECUTION_DELAY_MS,
+  INITIAL_BACKTEST_AMOUNT,
   CORRELATION_WINDOW,
   SPREAD_WINDOW,
   PRELOAD_DAYS,
@@ -194,10 +249,12 @@ export {
   TESTS_TOP_LIMIT,
   TESTS_LIMIT,
   TESTS_ORDERS_MIN_LIMIT,
-  MARKET_CATEGORY,
   ML_CANDLE_FEATURE_WINDOW,
   ML_BASE_CANDLES_WINDOW,
+  DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS,
   DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
+  resolveDerivativesContextReferenceSymbols,
   TRENDLINE_DEFAULTS,
   TestThresholdsConfig
 };

package/dist/chunk-OJPHC3S2.mjs

@@ -0,0 +1,8 @@
+// src/utils/toJson.ts
+var toJson = (data, stringify = false) => {
+  return stringify ? JSON.stringify(data, null, 2) : JSON.stringify(data);
+};
+
+export {
+  toJson
+};

package/dist/{chunk-FNLPYYML.mjs → chunk-PNBS6J3G.mjs}

@@ -1,13 +1,14 @@
 import {
   BACKTEST_DEFAULT_DAYS,
   BACKTEST_PRELOAD_DAYS
-} from "./chunk-2ORZC66W.mjs";
+} from "./chunk-DXJ4NCFJ.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 RUNTIME_STORAGE_DAY_OFFSET_MS = 6 * 60 * 60 * 1e3;
 var toMs = (ts) => ts < 1e12 ? ts * 1e3 : ts;
 var getTimestamp = (days = 0) => {
   if (days > 0) {
@@ -33,6 +34,24 @@ var getTimeline = (start = getTimestamp(BACKTEST_DEFAULT_DAYS), end = getTimesta
   }
   return res;
 };
+var toIsoDayKey = (timestamp) => new Date(timestamp).toISOString().slice(0, 10);
+var toRuntimeStorageDayTimestamp = (timestamp) => Math.floor((timestamp + RUNTIME_STORAGE_DAY_OFFSET_MS) / DAY_MS) * DAY_MS;
+var getRuntimeStorageDayKey = (timestamp) => toIsoDayKey(toRuntimeStorageDayTimestamp(timestamp));
+var getRuntimeStorageDayKeys = (startTime, endTime) => {
+  if (!Number.isFinite(startTime) || !Number.isFinite(endTime)) {
+    return [];
+  }
+  const start = Math.min(startTime, endTime);
+  const endExclusive = Math.max(startTime, endTime);
+  const normalizedEnd = Math.max(start, endExclusive - 1);
+  const keys = [];
+  const startDay = toRuntimeStorageDayTimestamp(start);
+  const endDay = toRuntimeStorageDayTimestamp(normalizedEnd);
+  for (let current = startDay; current <= endDay; current += DAY_MS) {
+    keys.push(toIsoDayKey(current));
+  }
+  return keys;
+};
 var compactOrderLog = (timeline, orderLog) => {
   const result = [];
   let currentAmount = orderLog.length > 0 && orderLog[0].amount != null ? orderLog[0].amount : 100;
@@ -67,5 +86,7 @@ export {
   formatUnix,
   getBacktestPreloadStart,
   getTimeline,
+  getRuntimeStorageDayKey,
+  getRuntimeStorageDayKeys,
   compactOrderLog
 };

package/dist/constants.d.mts

@@ -1,11 +1,21 @@
 import { TestThresholds } from '@tradejs/types';
 
-declare const FEE_PERCENT = 0.005;
+declare const FEE_PERCENT = 0.001;
+declare const BACKTEST_BASE_SLIPPAGE_BPS = 10;
+declare const BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER = 1;
+declare const BACKTEST_MARKET_IMPACT_BPS = 0;
+declare const BACKTEST_DELAY_RISK_LOOKBACK_CANDLES = 5;
+declare const BACKTEST_DELAY_RISK_MULTIPLIER = 0;
+declare const BACKTEST_DELAY_RISK_MAX_BPS = 0;
+declare const BACKTEST_EXPECTED_DELAY_MS = 0;
+declare const BACKTEST_EXECUTION_INTERVAL = "5";
+declare const BACKTEST_EXECUTION_DELAY_MS: number;
+declare const INITIAL_BACKTEST_AMOUNT = 100;
 declare const CORRELATION_WINDOW = 50;
 declare const SPREAD_WINDOW = 50;
 declare const PRELOAD_DAYS = 200;
 declare const SIGNALS_PRELOAD_DAYS = 60;
-declare const SIGNALS_CLI_PRELOAD_DAYS = 10;
+declare const SIGNALS_CLI_PRELOAD_DAYS = 60;
 declare const BACKTEST_DEFAULT_DAYS = 160;
 declare const BACKTEST_PRELOAD_DAYS = 60;
 declare const DASHBOARD_PRELOAD_DAYS = 160;
@@ -22,16 +32,26 @@ declare const TTL_3M = 7800000;
 declare const TESTS_TOP_LIMIT = 50;
 declare const TESTS_LIMIT = 100000;
 declare const TESTS_ORDERS_MIN_LIMIT = 3;
-declare const MARKET_CATEGORY = "linear";
 declare const ML_CANDLE_FEATURE_WINDOW = 50;
 declare const ML_BASE_CANDLES_WINDOW = 50;
-declare const DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT"];
+declare const DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT"];
+declare const DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS: readonly ["BNBUSDT", "SOLUSDT", "TRXUSDT", "XRPUSDT"];
+declare const DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "TRXUSDT", "XRPUSDT"];
+declare const resolveDerivativesContextReferenceSymbols: (extraReferenceSymbols?: unknown) => string[];
 declare const TRENDLINE_DEFAULTS: {
     maxLines: number;
     range: number;
     firstRange: number;
     epsilon: number;
     epsilonOffset: number;
+    epsilonMode: "static";
+    epsilonAtrPeriod: number;
+    epsilonAtrMultiplier: number;
+    epsilonOffsetAtrMultiplier: number;
+    epsilonMin: number;
+    epsilonMax: number;
+    epsilonOffsetMin: number;
+    epsilonOffsetMax: number;
     minTouches: number;
     minDistance: number;
     minTouchGap: number;
@@ -43,4 +63,4 @@ declare const TRENDLINE_DEFAULTS: {
 };
 declare const TestThresholdsConfig: TestThresholds;
 
-export { BACKTEST_DEFAULT_DAYS, BACKTEST_PRELOAD_DAYS, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS, FEE_PERCENT, MARKET_CATEGORY, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_10D, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3D, TTL_3H, TTL_3M, TestThresholdsConfig };
+export { BACKTEST_BASE_SLIPPAGE_BPS, BACKTEST_DEFAULT_DAYS, BACKTEST_DELAY_RISK_LOOKBACK_CANDLES, BACKTEST_DELAY_RISK_MAX_BPS, BACKTEST_DELAY_RISK_MULTIPLIER, BACKTEST_EXECUTION_DELAY_MS, BACKTEST_EXECUTION_INTERVAL, BACKTEST_EXPECTED_DELAY_MS, BACKTEST_MARKET_IMPACT_BPS, BACKTEST_PRELOAD_DAYS, BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS, DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS, DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS, FEE_PERCENT, INITIAL_BACKTEST_AMOUNT, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_10D, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3D, TTL_3H, TTL_3M, TestThresholdsConfig, resolveDerivativesContextReferenceSymbols };

package/dist/constants.d.ts

@@ -1,11 +1,21 @@
 import { TestThresholds } from '@tradejs/types';
 
-declare const FEE_PERCENT = 0.005;
+declare const FEE_PERCENT = 0.001;
+declare const BACKTEST_BASE_SLIPPAGE_BPS = 10;
+declare const BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER = 1;
+declare const BACKTEST_MARKET_IMPACT_BPS = 0;
+declare const BACKTEST_DELAY_RISK_LOOKBACK_CANDLES = 5;
+declare const BACKTEST_DELAY_RISK_MULTIPLIER = 0;
+declare const BACKTEST_DELAY_RISK_MAX_BPS = 0;
+declare const BACKTEST_EXPECTED_DELAY_MS = 0;
+declare const BACKTEST_EXECUTION_INTERVAL = "5";
+declare const BACKTEST_EXECUTION_DELAY_MS: number;
+declare const INITIAL_BACKTEST_AMOUNT = 100;
 declare const CORRELATION_WINDOW = 50;
 declare const SPREAD_WINDOW = 50;
 declare const PRELOAD_DAYS = 200;
 declare const SIGNALS_PRELOAD_DAYS = 60;
-declare const SIGNALS_CLI_PRELOAD_DAYS = 10;
+declare const SIGNALS_CLI_PRELOAD_DAYS = 60;
 declare const BACKTEST_DEFAULT_DAYS = 160;
 declare const BACKTEST_PRELOAD_DAYS = 60;
 declare const DASHBOARD_PRELOAD_DAYS = 160;
@@ -22,16 +32,26 @@ declare const TTL_3M = 7800000;
 declare const TESTS_TOP_LIMIT = 50;
 declare const TESTS_LIMIT = 100000;
 declare const TESTS_ORDERS_MIN_LIMIT = 3;
-declare const MARKET_CATEGORY = "linear";
 declare const ML_CANDLE_FEATURE_WINDOW = 50;
 declare const ML_BASE_CANDLES_WINDOW = 50;
-declare const DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT"];
+declare const DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT"];
+declare const DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS: readonly ["BNBUSDT", "SOLUSDT", "TRXUSDT", "XRPUSDT"];
+declare const DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: readonly ["BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "TRXUSDT", "XRPUSDT"];
+declare const resolveDerivativesContextReferenceSymbols: (extraReferenceSymbols?: unknown) => string[];
 declare const TRENDLINE_DEFAULTS: {
     maxLines: number;
     range: number;
     firstRange: number;
     epsilon: number;
     epsilonOffset: number;
+    epsilonMode: "static";
+    epsilonAtrPeriod: number;
+    epsilonAtrMultiplier: number;
+    epsilonOffsetAtrMultiplier: number;
+    epsilonMin: number;
+    epsilonMax: number;
+    epsilonOffsetMin: number;
+    epsilonOffsetMax: number;
     minTouches: number;
     minDistance: number;
     minTouchGap: number;
@@ -43,4 +63,4 @@ declare const TRENDLINE_DEFAULTS: {
 };
 declare const TestThresholdsConfig: TestThresholds;
 
-export { BACKTEST_DEFAULT_DAYS, BACKTEST_PRELOAD_DAYS, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS, FEE_PERCENT, MARKET_CATEGORY, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_10D, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3D, TTL_3H, TTL_3M, TestThresholdsConfig };
+export { BACKTEST_BASE_SLIPPAGE_BPS, BACKTEST_DEFAULT_DAYS, BACKTEST_DELAY_RISK_LOOKBACK_CANDLES, BACKTEST_DELAY_RISK_MAX_BPS, BACKTEST_DELAY_RISK_MULTIPLIER, BACKTEST_EXECUTION_DELAY_MS, BACKTEST_EXECUTION_INTERVAL, BACKTEST_EXPECTED_DELAY_MS, BACKTEST_MARKET_IMPACT_BPS, BACKTEST_PRELOAD_DAYS, BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER, BOT_PRELOAD_DAYS, CORRELATION_WINDOW, DASHBOARD_PRELOAD_DAYS, DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS, DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS, DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS, FEE_PERCENT, INITIAL_BACKTEST_AMOUNT, ML_BASE_CANDLES_WINDOW, ML_CANDLE_FEATURE_WINDOW, PRELOAD_DAYS, PRELOAD_FALLBACK_DAYS, SIGNALS_CLI_PRELOAD_DAYS, SIGNALS_PRELOAD_DAYS, SPREAD_WINDOW, TESTS_LIMIT, TESTS_ORDERS_MIN_LIMIT, TESTS_TOP_LIMIT, TRENDLINE_DEFAULTS, TTL_10D, TTL_12H, TTL_1D, TTL_1H, TTL_1M, TTL_3D, TTL_3H, TTL_3M, TestThresholdsConfig, resolveDerivativesContextReferenceSymbols };

package/dist/constants.js

@@ -20,14 +20,25 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 // src/constants.ts
 var constants_exports = {};
 __export(constants_exports, {
+  BACKTEST_BASE_SLIPPAGE_BPS: () => BACKTEST_BASE_SLIPPAGE_BPS,
   BACKTEST_DEFAULT_DAYS: () => BACKTEST_DEFAULT_DAYS,
+  BACKTEST_DELAY_RISK_LOOKBACK_CANDLES: () => BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
+  BACKTEST_DELAY_RISK_MAX_BPS: () => BACKTEST_DELAY_RISK_MAX_BPS,
+  BACKTEST_DELAY_RISK_MULTIPLIER: () => BACKTEST_DELAY_RISK_MULTIPLIER,
+  BACKTEST_EXECUTION_DELAY_MS: () => BACKTEST_EXECUTION_DELAY_MS,
+  BACKTEST_EXECUTION_INTERVAL: () => BACKTEST_EXECUTION_INTERVAL,
+  BACKTEST_EXPECTED_DELAY_MS: () => BACKTEST_EXPECTED_DELAY_MS,
+  BACKTEST_MARKET_IMPACT_BPS: () => BACKTEST_MARKET_IMPACT_BPS,
   BACKTEST_PRELOAD_DAYS: () => BACKTEST_PRELOAD_DAYS,
+  BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER: () => BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
   BOT_PRELOAD_DAYS: () => BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW: () => CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS: () => DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS: () => DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS: () => DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS,
   DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS: () => DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT: () => FEE_PERCENT,
-  MARKET_CATEGORY: () => MARKET_CATEGORY,
+  INITIAL_BACKTEST_AMOUNT: () => INITIAL_BACKTEST_AMOUNT,
   ML_BASE_CANDLES_WINDOW: () => ML_BASE_CANDLES_WINDOW,
   ML_CANDLE_FEATURE_WINDOW: () => ML_CANDLE_FEATURE_WINDOW,
   PRELOAD_DAYS: () => PRELOAD_DAYS,
@@ -47,17 +58,28 @@ __export(constants_exports, {
   TTL_3D: () => TTL_3D,
   TTL_3H: () => TTL_3H,
   TTL_3M: () => TTL_3M,
-  TestThresholdsConfig: () => TestThresholdsConfig
+  TestThresholdsConfig: () => TestThresholdsConfig,
+  resolveDerivativesContextReferenceSymbols: () => resolveDerivativesContextReferenceSymbols
 });
 module.exports = __toCommonJS(constants_exports);
 
 // src/constants/index.ts
-var FEE_PERCENT = 5e-3;
+var FEE_PERCENT = 1e-3;
+var BACKTEST_BASE_SLIPPAGE_BPS = 10;
+var BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER = 1;
+var BACKTEST_MARKET_IMPACT_BPS = 0;
+var BACKTEST_DELAY_RISK_LOOKBACK_CANDLES = 5;
+var BACKTEST_DELAY_RISK_MULTIPLIER = 0;
+var BACKTEST_DELAY_RISK_MAX_BPS = 0;
+var BACKTEST_EXPECTED_DELAY_MS = 0;
+var BACKTEST_EXECUTION_INTERVAL = "5";
+var BACKTEST_EXECUTION_DELAY_MS = 5 * 6e4;
+var INITIAL_BACKTEST_AMOUNT = 100;
 var CORRELATION_WINDOW = 50;
 var SPREAD_WINDOW = 50;
 var PRELOAD_DAYS = 200;
 var SIGNALS_PRELOAD_DAYS = 60;
-var SIGNALS_CLI_PRELOAD_DAYS = 10;
+var SIGNALS_CLI_PRELOAD_DAYS = 60;
 var BACKTEST_DEFAULT_DAYS = 160;
 var BACKTEST_PRELOAD_DAYS = 60;
 var DASHBOARD_PRELOAD_DAYS = 160;
@@ -74,19 +96,53 @@ var TTL_3M = 78e5;
 var TESTS_TOP_LIMIT = 50;
 var TESTS_LIMIT = 1e5;
 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 = [
+var DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS = [
   "BTCUSDT",
   "ETHUSDT"
 ];
+var DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS = [
+  "BNBUSDT",
+  "SOLUSDT",
+  "TRXUSDT",
+  "XRPUSDT"
+];
+var DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS = [
+  ...DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  ...DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS
+];
+var parseDerivativesReferenceSymbolList = (value) => String(value ?? "").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
+var normalizeDerivativesReferenceSymbol = (value) => {
+  const compact = value.replace(/[^A-Z0-9]/g, "");
+  if (!compact) return null;
+  return compact.endsWith("USDT") ? compact : `${compact}USDT`;
+};
+var resolveDerivativesContextReferenceSymbols = (extraReferenceSymbols) => {
+  const extras = extraReferenceSymbols === void 0 ? [...DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS] : parseDerivativesReferenceSymbolList(extraReferenceSymbols);
+  const symbols = [
+    ...DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+    ...extras
+  ].flatMap((symbol) => {
+    const normalized = normalizeDerivativesReferenceSymbol(String(symbol));
+    return normalized ? [normalized] : [];
+  });
+  return [...new Set(symbols)];
+};
 var TRENDLINE_DEFAULTS = {
   maxLines: 20,
   range: 15,
   firstRange: 80,
   epsilon: 3e-3,
   epsilonOffset: 5e-3,
+  epsilonMode: "static",
+  epsilonAtrPeriod: 14,
+  epsilonAtrMultiplier: 0.45,
+  epsilonOffsetAtrMultiplier: 0.5,
+  epsilonMin: 0,
+  epsilonMax: 0,
+  epsilonOffsetMin: 0,
+  epsilonOffsetMax: 0,
   minTouches: 4,
   minDistance: 50,
   minTouchGap: 15,
@@ -154,9 +210,10 @@ var TestThresholdsConfig = {
     precision: 2
   },
   netProfit: {
-    thresholds: [5, 20],
+    thresholds: [0, 0],
     direction: "higher",
     isAmount: true,
+    neutralValue: 0,
     precision: 2
   },
   totalReturn: {
@@ -225,14 +282,25 @@ var TestThresholdsConfig = {
 };
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
+  BACKTEST_BASE_SLIPPAGE_BPS,
   BACKTEST_DEFAULT_DAYS,
+  BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
+  BACKTEST_DELAY_RISK_MAX_BPS,
+  BACKTEST_DELAY_RISK_MULTIPLIER,
+  BACKTEST_EXECUTION_DELAY_MS,
+  BACKTEST_EXECUTION_INTERVAL,
+  BACKTEST_EXPECTED_DELAY_MS,
+  BACKTEST_MARKET_IMPACT_BPS,
   BACKTEST_PRELOAD_DAYS,
+  BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
   BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS,
   DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT,
-  MARKET_CATEGORY,
+  INITIAL_BACKTEST_AMOUNT,
   ML_BASE_CANDLES_WINDOW,
   ML_CANDLE_FEATURE_WINDOW,
   PRELOAD_DAYS,
@@ -252,5 +320,6 @@ var TestThresholdsConfig = {
   TTL_3D,
   TTL_3H,
   TTL_3M,
-  TestThresholdsConfig
+  TestThresholdsConfig,
+  resolveDerivativesContextReferenceSymbols
 });

package/dist/constants.mjs

@@ -1,12 +1,23 @@
 import {
+  BACKTEST_BASE_SLIPPAGE_BPS,
   BACKTEST_DEFAULT_DAYS,
+  BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
+  BACKTEST_DELAY_RISK_MAX_BPS,
+  BACKTEST_DELAY_RISK_MULTIPLIER,
+  BACKTEST_EXECUTION_DELAY_MS,
+  BACKTEST_EXECUTION_INTERVAL,
+  BACKTEST_EXPECTED_DELAY_MS,
+  BACKTEST_MARKET_IMPACT_BPS,
   BACKTEST_PRELOAD_DAYS,
+  BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
   BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS,
   DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT,
-  MARKET_CATEGORY,
+  INITIAL_BACKTEST_AMOUNT,
   ML_BASE_CANDLES_WINDOW,
   ML_CANDLE_FEATURE_WINDOW,
   PRELOAD_DAYS,
@@ -26,17 +37,29 @@ import {
   TTL_3D,
   TTL_3H,
   TTL_3M,
-  TestThresholdsConfig
-} from "./chunk-2ORZC66W.mjs";
+  TestThresholdsConfig,
+  resolveDerivativesContextReferenceSymbols
+} from "./chunk-DXJ4NCFJ.mjs";
 export {
+  BACKTEST_BASE_SLIPPAGE_BPS,
   BACKTEST_DEFAULT_DAYS,
+  BACKTEST_DELAY_RISK_LOOKBACK_CANDLES,
+  BACKTEST_DELAY_RISK_MAX_BPS,
+  BACKTEST_DELAY_RISK_MULTIPLIER,
+  BACKTEST_EXECUTION_DELAY_MS,
+  BACKTEST_EXECUTION_INTERVAL,
+  BACKTEST_EXPECTED_DELAY_MS,
+  BACKTEST_MARKET_IMPACT_BPS,
   BACKTEST_PRELOAD_DAYS,
+  BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER,
   BOT_PRELOAD_DAYS,
   CORRELATION_WINDOW,
   DASHBOARD_PRELOAD_DAYS,
+  DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS,
+  DERIVATIVES_CONTEXT_DEFAULT_EXTRA_REFERENCE_SYMBOLS,
   DERIVATIVES_CONTEXT_REFERENCE_SYMBOLS,
   FEE_PERCENT,
-  MARKET_CATEGORY,
+  INITIAL_BACKTEST_AMOUNT,
   ML_BASE_CANDLES_WINDOW,
   ML_CANDLE_FEATURE_WINDOW,
   PRELOAD_DAYS,
@@ -56,5 +79,6 @@ export {
   TTL_3D,
   TTL_3H,
   TTL_3M,
-  TestThresholdsConfig
+  TestThresholdsConfig,
+  resolveDerivativesContextReferenceSymbols
 };

package/dist/data.mjs

@@ -4,11 +4,9 @@ import {
   isWrongData,
   mergeData
 } from "./chunk-M7QGVZ3J.mjs";
-
-// src/utils/toJson.ts
-var toJson = (data, stringify = false) => {
-  return stringify ? JSON.stringify(data, null, 2) : JSON.stringify(data);
-};
+import {
+  toJson
+} from "./chunk-OJPHC3S2.mjs";
 export {
   cloneArrayValues,
   intervalToMs,

package/dist/grid.d.mts

@@ -0,0 +1,9 @@
+import { StrategyConfigGrid, Interval, TestSuite, StrategyConfig } from '@tradejs/types';
+
+type GenericConfig = StrategyConfig;
+declare const generateParamGrid: <T extends StrategyConfig>(paramOptions: StrategyConfigGrid) => T[];
+declare const generateName: (prefix: string) => string;
+declare const mergeConfigs: (configs: GenericConfig[]) => Record<string, unknown[]>;
+declare const createTestSuite: (userName: string, tickers: string[], strategyName: string, backtestConfig: StrategyConfigGrid, connectorName: string, interval?: Interval) => TestSuite;
+
+export { createTestSuite, generateName, generateParamGrid, mergeConfigs };

package/dist/grid.d.ts

@@ -0,0 +1,9 @@
+import { StrategyConfigGrid, Interval, TestSuite, StrategyConfig } from '@tradejs/types';
+
+type GenericConfig = StrategyConfig;
+declare const generateParamGrid: <T extends StrategyConfig>(paramOptions: StrategyConfigGrid) => T[];
+declare const generateName: (prefix: string) => string;
+declare const mergeConfigs: (configs: GenericConfig[]) => Record<string, unknown[]>;
+declare const createTestSuite: (userName: string, tickers: string[], strategyName: string, backtestConfig: StrategyConfigGrid, connectorName: string, interval?: Interval) => TestSuite;
+
+export { createTestSuite, generateName, generateParamGrid, mergeConfigs };