@tradejs/node 3.1.27-beta.250 → 3.1.28-beta.251

package/dist/ai.js

@@ -652,6 +652,7 @@ var createStrategyRegistryState = () => ({
   strategyManifestsMap: /* @__PURE__ */ new Map(),
   strategyEntriesMap: /* @__PURE__ */ new Map(),
   strategySourcesMap: /* @__PURE__ */ new Map(),
+  strategyModuleResolutions: /* @__PURE__ */ new Map(),
   pluginsLoadPromise: null
 });
 var registryStateByProjectRoot = sharedStrategyRegistry.registryStateByProjectRoot;

package/dist/ai.mjs

@@ -14,7 +14,7 @@ import {
   runAiPrompt,
   runAiPromptLocal,
   trimSeriesDeep
-} from "./chunk-IKRSNRP6.mjs";
+} from "./chunk-UITD6LG6.mjs";
 import "./chunk-LZDXRXIU.mjs";
 import "./chunk-Y6FXYEAI.mjs";
 export {

package/dist/backtest.d.mts

@@ -1,5 +1,5 @@
 export * from '@tradejs/core/backtest';
-import { Test, TestingBox, TestingBoxResult, TestConnectorCreator, Connector, StrategyConfig, InstrumentDescriptor, ExecutionCostModel, FundingRatePoint } from '@tradejs/types';
+import { Test, TestingBox, TestingBoxResult, TestConnectorCreator, Connector, StrategyConfig, BacktestExecutionCosts, InstrumentDescriptor, ExecutionCostModel, FundingRatePoint } from '@tradejs/types';
 
 type TestingGroupResult = {
     test: Test;
@@ -22,6 +22,8 @@ declare const resolveExecutionCosts: (params: {
     connector: Connector;
     symbol: string;
     config: StrategyConfig;
+    executionCosts?: BacktestExecutionCosts;
+    cacheOnly?: boolean;
     startTime: number;
     endTime: number;
     instrument?: InstrumentDescriptor;

package/dist/backtest.d.ts

@@ -1,5 +1,5 @@
 export * from '@tradejs/core/backtest';
-import { Test, TestingBox, TestingBoxResult, TestConnectorCreator, Connector, StrategyConfig, InstrumentDescriptor, ExecutionCostModel, FundingRatePoint } from '@tradejs/types';
+import { Test, TestingBox, TestingBoxResult, TestConnectorCreator, Connector, StrategyConfig, BacktestExecutionCosts, InstrumentDescriptor, ExecutionCostModel, FundingRatePoint } from '@tradejs/types';
 
 type TestingGroupResult = {
     test: Test;
@@ -22,6 +22,8 @@ declare const resolveExecutionCosts: (params: {
     connector: Connector;
     symbol: string;
     config: StrategyConfig;
+    executionCosts?: BacktestExecutionCosts;
+    cacheOnly?: boolean;
     startTime: number;
     endTime: number;
     instrument?: InstrumentDescriptor;

package/dist/backtest.js

@@ -936,6 +936,7 @@ var createStrategyRegistryState = () => ({
   strategyManifestsMap: /* @__PURE__ */ new Map(),
   strategyEntriesMap: /* @__PURE__ */ new Map(),
   strategySourcesMap: /* @__PURE__ */ new Map(),
+  strategyModuleResolutions: /* @__PURE__ */ new Map(),
   pluginsLoadPromise: null
 });
 var registryStateByProjectRoot = sharedStrategyRegistry.registryStateByProjectRoot;
@@ -997,7 +998,7 @@ var validateStrategyEntries = (moduleName, entries, state) => {
     const strategyName = entry?.manifest?.name;
     if (typeof strategyName !== "string" || !strategyName.trim()) {
       issues.push(`${entryPath}: manifest.name is required`);
-    } else if (names.has(strategyName) || state.strategyEntriesMap.has(strategyName)) {
+    } else if (names.has(strategyName) || state?.strategyEntriesMap.has(strategyName)) {
       issues.push(`${entryPath}: duplicate strategy ${strategyName}`);
     } else {
       names.add(strategyName);
@@ -1059,6 +1060,72 @@ var importStrategyPluginModule = async (moduleName, cwd = getTradejsProjectCwd()
     moduleName
   );
 };
+var resolveStrategyModuleEntry = async ({
+  strategyName,
+  moduleName,
+  cwd
+}) => {
+  const { projectRoot, state } = getStrategyRegistryState(cwd);
+  const source = moduleName.trim();
+  const resolvedModuleName = resolvePluginModuleSpecifier(source, projectRoot);
+  const cacheKey = `${resolvedModuleName}\0${strategyName}`;
+  const cached = state.strategyModuleResolutions.get(cacheKey);
+  if (cached) return cached;
+  const resolution = (async () => {
+    const moduleExport = await importStrategyPluginModule(
+      resolvedModuleName,
+      projectRoot
+    );
+    const pluginDefinition = extractStrategyPluginDefinition(moduleExport);
+    if (!pluginDefinition) {
+      throw new Error(`${source}: export { strategyEntries } is missing`);
+    }
+    const issues = validateStrategyEntries(
+      source,
+      pluginDefinition.strategyEntries
+    );
+    if (issues.length > 0) {
+      throw new Error(
+        ["Invalid TradeJS strategy module:", ...issues].join("\n")
+      );
+    }
+    const entry = pluginDefinition.strategyEntries.find(
+      (candidate) => candidate.manifest.name === strategyName
+    );
+    if (!entry) {
+      throw new Error(`${source}: strategy ${strategyName} is missing`);
+    }
+    const factory = sharedStrategyRegistry.strategyRuntimeFactory;
+    if (!factory) {
+      throw new Error("Strategy runtime factory is not configured");
+    }
+    const manifestsByName = new Map(
+      pluginDefinition.strategyEntries.map(
+        (candidate) => [candidate.manifest.name, candidate.manifest]
+      )
+    );
+    return {
+      entry,
+      creator: factory({
+        strategyName,
+        defaults: entry.defaults,
+        createCore: entry.createCore,
+        manifest: entry.manifest,
+        detectorKey: entry.detectorKey,
+        detectorNoSignalSkipReason: entry.detectorNoSignalSkipReason,
+        resolveRegisteredManifest: (name) => manifestsByName.get(name) ?? state.strategyManifestsMap.get(name)
+      }),
+      source
+    };
+  })();
+  state.strategyModuleResolutions.set(cacheKey, resolution);
+  try {
+    return await resolution;
+  } catch (error) {
+    state.strategyModuleResolutions.delete(cacheKey);
+    throw error;
+  }
+};
 var ensureStrategyPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
   const { projectRoot, state } = getStrategyRegistryState(cwd);
   if (!state.pluginsLoadPromise) {
@@ -1136,7 +1203,11 @@ var ensureStrategyPluginsLoaded = async (cwd = getTradejsProjectCwd()) => {
   }
   await state.pluginsLoadPromise;
 };
-var getStrategyCreator = async (name, cwd = getTradejsProjectCwd()) => {
+var getStrategyCreator = async (name, cwd = getTradejsProjectCwd(), moduleName) => {
+  if (moduleName?.trim()) {
+    await ensureStrategyPluginsLoaded(cwd);
+    return (await resolveStrategyModuleEntry({ strategyName: name, moduleName, cwd })).creator;
+  }
   await ensureStrategyPluginsLoaded(cwd);
   const { state } = getStrategyRegistryState(cwd);
   return state.strategyCreators.get(name);
@@ -2355,9 +2426,40 @@ var DEFAULT_MAX_AGE_BY_INTERVAL = {
   "15m": 30 * 6e4,
   "1h": 2 * 60 * 6e4
 };
+var MARKET_CONTEXT_PRELOAD_CHUNK_MS = 7 * 24 * 60 * 6e4;
 var binanceMarketContextUnavailable = false;
 var referenceRowsCache = /* @__PURE__ */ new Map();
 var breadthCache = /* @__PURE__ */ new Map();
+var BREADTH_COMMON_NUMERIC_FIELDS = [
+  "symbolsCount",
+  "advancers",
+  "decliners",
+  "unchanged",
+  "advanceDeclineRatio",
+  "pctAboveMa20",
+  "pctAboveMa50",
+  "equalWeightedReturn",
+  "volumeWeightedReturn",
+  "dispersion"
+];
+var BREADTH_REGIME_NUMERIC_FIELDS = [
+  "btcReturn1h",
+  "btcReturn4h",
+  "btcReturn24h",
+  "altBasketReturn1h",
+  "altBasketReturn4h",
+  "altBasketReturn24h",
+  "btcVsAltReturn1h",
+  "btcVsAltReturn4h",
+  "btcVsAltReturn24h",
+  "btcTurnoverShare1h",
+  "btcTurnoverShare24h",
+  "btcTurnoverShareChange24h",
+  "altVolToBtcVol24h",
+  "altDispersion24h"
+];
+var preloadedTradeFlowBySymbol = null;
+var preloadedBreadthByUniverse = null;
 var parseEnabledFlag = (value, env) => {
   const normalized = String(value ?? "").trim().toLowerCase();
   if (!normalized)
@@ -2393,6 +2495,100 @@ var hasBaseContext = (signal) => Boolean(
   signal.additionalIndicators?.baseContext && typeof signal.additionalIndicators.baseContext === "object" && !Array.isArray(signal.additionalIndicators.baseContext)
 );
 var isBinanceMarketContextEnabled = (env) => parseEnabledFlag(process.env.BINANCE_MARKET_CONTEXT_ENABLED, env);
+var latestIndexAtOrBefore = (timestamps, timestamp) => {
+  if (!timestamps?.length) return -1;
+  let low = 0;
+  let high = timestamps.length - 1;
+  let match = -1;
+  while (low <= high) {
+    const middle = Math.floor((low + high) / 2);
+    const rowTimestamp = timestamps[middle];
+    if (rowTimestamp == null) break;
+    if (rowTimestamp <= timestamp) {
+      match = middle;
+      low = middle + 1;
+    } else {
+      high = middle - 1;
+    }
+  }
+  return match;
+};
+var latestChunkAtOrBefore = (chunks, timestamp) => {
+  if (!chunks?.length) return null;
+  let low = 0;
+  let high = chunks.length - 1;
+  let match = null;
+  while (low <= high) {
+    const middle = Math.floor((low + high) / 2);
+    const chunk = chunks[middle];
+    const firstTimestamp = chunk?.timestamps[0];
+    if (!chunk || firstTimestamp == null) break;
+    if (firstTimestamp <= timestamp) {
+      match = chunk;
+      low = middle + 1;
+    } else {
+      high = middle - 1;
+    }
+  }
+  return match;
+};
+var unpackedNumber = (value) => value == null || Number.isNaN(value) ? null : value;
+var unpackTradeFlowRow = (chunks, timestamp) => {
+  const rows = latestChunkAtOrBefore(chunks, timestamp);
+  const index = latestIndexAtOrBefore(rows?.timestamps, timestamp);
+  if (!rows || index < 0) return null;
+  return {
+    symbol: rows.symbol,
+    interval: rows.interval,
+    ts: new Date(rows.timestamps[index]),
+    trades: unpackedNumber(rows.columns.trades[index]) ?? 0,
+    buyBaseVolume: unpackedNumber(rows.columns.buyBaseVolume[index]),
+    sellBaseVolume: unpackedNumber(rows.columns.sellBaseVolume[index]),
+    buyQuoteVolume: unpackedNumber(rows.columns.buyQuoteVolume[index]),
+    sellQuoteVolume: unpackedNumber(rows.columns.sellQuoteVolume[index]),
+    netBaseDelta: unpackedNumber(rows.columns.netBaseDelta[index]),
+    netQuoteDelta: unpackedNumber(rows.columns.netQuoteDelta[index]),
+    buyPressurePct: unpackedNumber(rows.columns.buyPressurePct[index])
+  };
+};
+var unpackBreadthRow = (chunks, timestamp) => {
+  const rows = latestChunkAtOrBefore(chunks, timestamp);
+  const index = latestIndexAtOrBefore(rows?.timestamps, timestamp);
+  if (!rows || index < 0) return null;
+  const commonNumeric = Object.fromEntries(
+    BREADTH_COMMON_NUMERIC_FIELDS.map((field) => [
+      field,
+      unpackedNumber(rows.commonColumns[field][index])
+    ])
+  );
+  const regimeNumeric = Object.fromEntries(
+    BREADTH_REGIME_NUMERIC_FIELDS.map((field) => [
+      field,
+      unpackedNumber(rows.regimeColumns?.[field][index])
+    ])
+  );
+  return {
+    universe: rows.universe,
+    interval: rows.interval,
+    ts: new Date(rows.timestamps[index]),
+    ...commonNumeric,
+    ...regimeNumeric,
+    symbolsCount: commonNumeric.symbolsCount ?? 0,
+    advancers: commonNumeric.advancers ?? 0,
+    decliners: commonNumeric.decliners ?? 0,
+    unchanged: commonNumeric.unchanged ?? 0,
+    btcAltRegime: rows.regimes?.[index] ?? null
+  };
+};
+var toAsOfRow = (row, timestamp, maxAgeMs) => {
+  if (!row) return null;
+  const ageMs = timestamp - row.ts.getTime();
+  return {
+    ...row,
+    ageMs: Number.isFinite(ageMs) ? ageMs : null,
+    stale: !Number.isFinite(ageMs) || ageMs < 0 || ageMs > maxAgeMs
+  };
+};
 var toTradeFlowContext = (row, interval) => row ? {
   source: "binance_agg_trades",
   interval,
@@ -2415,6 +2611,24 @@ var getCachedReferenceRows = ({
   maxAgeMs,
   abortSignal
 }) => {
+  if (preloadedTradeFlowBySymbol) {
+    return Promise.resolve(
+      referenceSymbols.map((symbol) => ({
+        symbol,
+        tradeFlow: toTradeFlowContext(
+          toAsOfRow(
+            unpackTradeFlowRow(
+              preloadedTradeFlowBySymbol?.get(symbol),
+              timestamp
+            ),
+            timestamp,
+            maxAgeMs
+          ),
+          interval
+        )
+      }))
+    );
+  }
   const key = `${referenceSymbols.join(",")}:${interval}:${timestamp}:${maxAgeMs}`;
   const cached = referenceRowsCache.get(key);
   if (cached) return cached;
@@ -2444,6 +2658,18 @@ var getCachedBreadth = ({
   maxAgeMs,
   abortSignal
 }) => {
+  if (preloadedBreadthByUniverse) {
+    return Promise.resolve(
+      toAsOfRow(
+        unpackBreadthRow(
+          preloadedBreadthByUniverse.get(breadthUniverse),
+          timestamp
+        ),
+        timestamp,
+        maxAgeMs
+      )
+    );
+  }
   const key = `${breadthUniverse}:${interval}:${timestamp}:${maxAgeMs}`;
   const cached = breadthCache.get(key);
   if (cached) return cached;
@@ -2650,12 +2876,20 @@ var SOURCE_EXCHANGE_LIQUIDITY = "coinmarketcap_exchange_liquidity";
 var SOURCE_FEAR_GREED = "coinmarketcap_fear_greed";
 var SOURCE_INDEX = "coinmarketcap_index";
 var DAY_MS = 864e5;
+var MAX_TIMESTAMP_CACHE_ENTRIES = 512;
 var coinMarketCapContextUnavailable = false;
 var globalContextCache = /* @__PURE__ */ new Map();
 var referenceContextCache = /* @__PURE__ */ new Map();
 var exchangeLiquidityContextCache = /* @__PURE__ */ new Map();
 var fearGreedContextCache = /* @__PURE__ */ new Map();
 var indexContextCache = /* @__PURE__ */ new Map();
+var setBoundedCache = (cache, key, value) => {
+  if (cache.size >= MAX_TIMESTAMP_CACHE_ENTRIES) {
+    const oldestKey = cache.keys().next().value;
+    if (oldestKey != null) cache.delete(oldestKey);
+  }
+  cache.set(key, value);
+};
 var parseEnabledFlag2 = (value, env) => {
   const normalized = String(value ?? "").trim().toLowerCase();
   if (!normalized) {
@@ -2762,7 +2996,7 @@ var getCachedGlobalContext = ({
     maxAgeMs,
     ...abortSignal ? { signal: abortSignal } : {}
   });
-  globalContextCache.set(key, promise);
+  setBoundedCache(globalContextCache, key, promise);
   void promise.catch(() => globalContextCache.delete(key));
   return promise;
 };
@@ -2782,7 +3016,7 @@ var getCachedReferenceContexts = ({
     maxAgeMs,
     ...abortSignal ? { signal: abortSignal } : {}
   });
-  referenceContextCache.set(key, promise);
+  setBoundedCache(referenceContextCache, key, promise);
   void promise.catch(() => referenceContextCache.delete(key));
   return promise;
 };
@@ -2801,7 +3035,7 @@ var getCachedExchangeLiquidityContext = ({
     maxAgeMs,
     ...abortSignal ? { signal: abortSignal } : {}
   });
-  exchangeLiquidityContextCache.set(key, promise);
+  setBoundedCache(exchangeLiquidityContextCache, key, promise);
   void promise.catch(() => exchangeLiquidityContextCache.delete(key));
   return promise;
 };
@@ -2820,7 +3054,7 @@ var getCachedFearGreedContext = ({
     maxAgeMs,
     ...abortSignal ? { signal: abortSignal } : {}
   });
-  fearGreedContextCache.set(key, promise);
+  setBoundedCache(fearGreedContextCache, key, promise);
   void promise.catch(() => fearGreedContextCache.delete(key));
   return promise;
 };
@@ -2840,7 +3074,7 @@ var getCachedIndexContexts = ({
     maxAgeMs,
     ...abortSignal ? { signal: abortSignal } : {}
   });
-  indexContextCache.set(key, promise);
+  setBoundedCache(indexContextCache, key, promise);
   void promise.catch(() => indexContextCache.delete(key));
   return promise;
 };
@@ -3650,7 +3884,7 @@ var signalIntervalToMarketInterval2 = (value) => {
 var hasBaseContext3 = (signal) => Boolean(
   signal.additionalIndicators?.baseContext && typeof signal.additionalIndicators.baseContext === "object" && !Array.isArray(signal.additionalIndicators.baseContext)
 );
-var setBoundedCache = (key, value) => {
+var setBoundedCache2 = (key, value) => {
   if (contextCache.size >= MAX_CACHE_ENTRIES) {
     const oldestKey = contextCache.keys().next().value;
     if (oldestKey != null) contextCache.delete(oldestKey);
@@ -3897,7 +4131,7 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
           whaleRegistryFingerprint: whales.fingerprint,
           ...params.abortSignal ? { signal: params.abortSignal } : {}
         });
-        setBoundedCache(cacheKey, pending);
+        setBoundedCache2(cacheKey, pending);
       }
       row = await pending;
     }
@@ -5032,20 +5266,23 @@ var buildHookCtx = ({
   strategyConfig,
   env,
   isConfigFromBacktest
-}) => ({
-  connector,
-  strategyName,
-  userName,
-  symbol,
-  ...universe ? { universe } : {},
-  ...assetClass ? { assetClass } : {},
-  ...accountId ? { accountId } : {},
-  ...deploymentId ? { deploymentId } : {},
-  ...policyProfileId ? { policyProfileId } : {},
-  strategyConfig,
-  env,
-  isConfigFromBacktest
-});
+}) => {
+  const context = {
+    connector,
+    strategyName,
+    userName,
+    symbol
+  };
+  if (universe) context.universe = universe;
+  if (assetClass) context.assetClass = assetClass;
+  if (accountId) context.accountId = accountId;
+  if (deploymentId) context.deploymentId = deploymentId;
+  if (policyProfileId) context.policyProfileId = policyProfileId;
+  context.strategyConfig = strategyConfig;
+  context.env = env;
+  context.isConfigFromBacktest = isConfigFromBacktest;
+  return context;
+};
 var shouldRecordRuntimeJournal = ({
   env,
   config
@@ -6989,6 +7226,7 @@ var import_ml3 = require("@tradejs/infra/ml");
 
 // src/executionCosts.ts
 var import_constants7 = require("@tradejs/core/constants");
+var import_backtest = require("@tradejs/core/backtest");
 var finiteOr = (value, fallback) => {
   const parsed = Number(value);
   return Number.isFinite(parsed) ? parsed : fallback;
@@ -7025,20 +7263,27 @@ var loadFundingRates = (connector, symbol, startTime, endTime) => {
 };
 var resolveExecutionCosts = async (params) => {
   const { connector, symbol, config, startTime, endTime, instrument } = params;
-  const cacheOnly = config.EXECUTION_COSTS_CACHE_ONLY === true;
-  const hasConfiguredFees = Number.isFinite(Number(config.MAKER_FEE_RATE)) && Number.isFinite(Number(config.TAKER_FEE_RATE));
+  (0, import_backtest.assertStrategyExecutionIsolation)(config);
+  const costs = params.executionCosts == null ? void 0 : (0, import_backtest.parseBacktestExecutionCosts)(params.executionCosts);
+  const cacheOnly = params.cacheOnly === true;
+  const hasConfiguredFees = costs != null;
   const exchangeFees = !cacheOnly && !hasConfiguredFees && connector.getTradingFeeRate ? await loadTradingFee(connector, symbol).catch(() => null) : null;
-  const makerRate = hasConfiguredFees ? Number(config.MAKER_FEE_RATE) : exchangeFees?.makerRate ?? import_constants7.FEE_PERCENT;
-  const takerRate = hasConfiguredFees ? Number(config.TAKER_FEE_RATE) : exchangeFees?.takerRate ?? import_constants7.FEE_PERCENT;
-  const fundingEnabled = config.FUNDING_ENABLED !== false && !cacheOnly && typeof connector.getFundingRateHistory === "function";
+  const makerRate = hasConfiguredFees ? costs.fees.makerRate : exchangeFees?.makerRate ?? import_constants7.FEE_PERCENT;
+  const takerRate = hasConfiguredFees ? costs.fees.takerRate : exchangeFees?.takerRate ?? import_constants7.FEE_PERCENT;
+  const fundingEnabled = costs?.funding.enabled !== false && !cacheOnly && typeof connector.getFundingRateHistory === "function";
   const fundingRates = fundingEnabled ? await loadFundingRates(connector, symbol, startTime, endTime) : [];
   const requestedLeverage = Math.max(1, finiteOr(config.LEVERAGE, 10));
   const venueMaxLeverage = Number(instrument?.venueMetadata?.maxLeverage);
   const maxAllowed = Number.isFinite(venueMaxLeverage) ? venueMaxLeverage : null;
   const effectiveLeverage = maxAllowed == null ? requestedLeverage : Math.min(requestedLeverage, maxAllowed);
   const feeSource = hasConfiguredFees ? "config" : exchangeFees?.source ?? "fallback";
-  const fundingSource = !fundingEnabled ? cacheOnly ? "fallback" : "disabled" : fundingRates.length ? "historical" : "unavailable";
-  const usesFallback = feeSource === "fallback" || fundingEnabled && fundingSource === "unavailable" || config.SLIPPAGE_BASE_BPS == null && config.SLIPPAGE_SPREAD_MULTIPLIER == null && config.SLIPPAGE_MARKET_IMPACT_BPS == null;
+  const fundingSource = !fundingEnabled ? costs?.funding.enabled === false ? "disabled" : cacheOnly ? "fallback" : "disabled" : fundingRates.length ? "historical" : "unavailable";
+  const usesFallback = feeSource === "fallback" || fundingEnabled && fundingSource === "unavailable" || !costs;
+  if (costs?.funding.enabled && (!fundingEnabled || fundingSource !== "historical")) {
+    throw new Error(
+      "Requested funding history is unavailable; explicitly disable funding or provide historical data"
+    );
+  }
   return {
     model: {
       fees: { makerRate, takerRate, source: feeSource },
@@ -7050,20 +7295,20 @@ var resolveExecutionCosts = async (params) => {
         toTimestamp: fundingRates.at(-1)?.timestamp ?? null
       },
       slippage: {
-        baseBps: finiteOr(config.SLIPPAGE_BASE_BPS, import_constants7.BACKTEST_BASE_SLIPPAGE_BPS),
+        baseBps: costs?.slippage.baseBps ?? import_constants7.BACKTEST_BASE_SLIPPAGE_BPS,
         spreadMultiplier: finiteOr(
-          config.SLIPPAGE_SPREAD_MULTIPLIER,
+          costs?.slippage.spreadMultiplier,
           import_constants7.BACKTEST_SPREAD_SLIPPAGE_MULTIPLIER
         ),
         marketImpactBps: finiteOr(
-          config.SLIPPAGE_MARKET_IMPACT_BPS,
+          costs?.slippage.marketImpactBps,
           import_constants7.BACKTEST_MARKET_IMPACT_BPS
         ),
         delayRiskMultiplier: finiteOr(
-          config.SLIPPAGE_DELAY_RISK_MULTIPLIER,
+          costs?.slippage.delayRiskMultiplier,
           import_constants7.BACKTEST_DELAY_RISK_MULTIPLIER
         ),
-        source: config.SLIPPAGE_BASE_BPS != null || config.SLIPPAGE_SPREAD_MULTIPLIER != null || config.SLIPPAGE_MARKET_IMPACT_BPS != null ? "config" : "fallback"
+        source: costs != null ? "config" : "fallback"
       },
       leverage: {
         requested: requestedLeverage,
@@ -7080,7 +7325,7 @@ var resolveExecutionCosts = async (params) => {
 // src/testConnector.ts
 var import_node_crypto4 = require("crypto");
 var import_constants8 = require("@tradejs/core/constants");
-var import_backtest = require("@tradejs/core/backtest");
+var import_backtest2 = require("@tradejs/core/backtest");
 var import_trade2 = require("@tradejs/core/trade");
 var import_math = require("@tradejs/core/math");
 var PRICE_PRECISION = 8;
@@ -7379,7 +7624,7 @@ var createTestConnector = (connector, context) => {
       allocatedQty += legExitQty;
       const legResult = currentEntryLegResults[leg.index];
       const legGrossProfit = currentPosition.direction === "LONG" ? (executionPrice - legResult.entryPrice) * legExitQty : (legResult.entryPrice - executionPrice) * legExitQty;
-      const legFee = executionPrice * legExitQty * takerFeeRate;
+      const legFee = fee * (legExitQty / qty);
       currentEntryLegResults[leg.index] = appendExitToTradeResult({
         tradeResult: legResult,
         direction: currentPosition.direction,
@@ -7557,7 +7802,7 @@ var createTestConnector = (connector, context) => {
     kline: async (options) => connector.kline(options),
     getResult: async () => {
       const orderLogId = (0, import_node_crypto4.randomUUID)().slice(-12);
-      const fullStat = fastMode ? (0, import_backtest.calculateStatsFull)(positionLog) : null;
+      const fullStat = fastMode ? (0, import_backtest2.calculateStatsFull)(positionLog) : null;
       return {
         stat: fullStat ? {
           ...fullStat,
@@ -8063,7 +8308,8 @@ var createTestConnector = (connector, context) => {
       const { fee, profit } = getNetProfit({
         grossProfit,
         price: executionPrice,
-        qty: currentPosition.qty
+        qty: currentPosition.qty,
+        feeRate: order.isLimit ? makerFeeRate : takerFeeRate
       });
       recordExitResult({
         timestamp: order.timestamp,
@@ -8208,6 +8454,8 @@ var createBacktestSession = async ({
     connector,
     symbol: test.symbol,
     config: test.strategyConfig,
+    executionCosts: test.executionCosts,
+    cacheOnly: test.executionCostsCacheOnly,
     startTime: start,
     endTime: test.options.end,
     instrument