backtest-kit 1.1.8 → 1.1.9

package/types.d.ts

@@ -1,5 +1,6 @@
 import * as di_scoped from 'di-scoped';
 import * as functools_kit from 'functools-kit';
+import { Subject } from 'functools-kit';
 
 /**
  * Interface representing a logging mechanism for the swarm system.
@@ -353,6 +354,137 @@ declare const MethodContextService: (new () => {
     };
 }, "prototype"> & di_scoped.IScopedClassRun<[context: IMethodContext]>;
 
+/**
+ * Risk check arguments for evaluating whether to allow opening a new position.
+ * Called BEFORE signal creation to validate if conditions allow new signals.
+ * Contains only passthrough arguments from ClientStrategy context.
+ */
+interface IRiskCheckArgs {
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** Strategy name requesting to open a position */
+    strategyName: StrategyName;
+    /** Exchange name */
+    exchangeName: ExchangeName;
+    /** Current VWAP price */
+    currentPrice: number;
+    /** Current timestamp */
+    timestamp: number;
+}
+/**
+ * Active position tracked by ClientRisk for cross-strategy analysis.
+ */
+interface IRiskActivePosition {
+    /** Signal details for the active position */
+    signal: ISignalRow;
+    /** Strategy name owning the position */
+    strategyName: string;
+    /** Exchange name */
+    exchangeName: string;
+    /** Timestamp when the position was opened */
+    openTimestamp: number;
+}
+/**
+ * Optional callbacks for risk events.
+ */
+interface IRiskCallbacks {
+    /** Called when a signal is rejected due to risk limits */
+    onRejected: (symbol: string, params: IRiskCheckArgs) => void;
+    /** Called when a signal passes risk checks */
+    onAllowed: (symbol: string, params: IRiskCheckArgs) => void;
+}
+/**
+ * Payload passed to risk validation functions.
+ * Extends IRiskCheckArgs with portfolio state data.
+ */
+interface IRiskValidationPayload extends IRiskCheckArgs {
+    /** Number of currently active positions across all strategies */
+    activePositionCount: number;
+    /** List of currently active positions across all strategies */
+    activePositions: IRiskActivePosition[];
+}
+/**
+ * Risk validation function type.
+ * Validates risk parameters and throws error if validation fails.
+ */
+interface IRiskValidationFn {
+    (payload: IRiskValidationPayload): void | Promise<void>;
+}
+/**
+ * Risk validation configuration.
+ * Defines validation logic with optional documentation.
+ */
+interface IRiskValidation {
+    /**
+     * The validation function to apply to the risk check parameters.
+     */
+    validate: IRiskValidationFn;
+    /**
+     * Optional description for documentation purposes.
+     * Aids in understanding the purpose or behavior of the validation.
+     */
+    note?: string;
+}
+/**
+ * Risk schema registered via addRisk().
+ * Defines portfolio-level risk controls via custom validations.
+ */
+interface IRiskSchema {
+    /** Unique risk profile identifier */
+    riskName: RiskName;
+    /** Optional developer note for documentation */
+    note?: string;
+    /** Optional lifecycle event callbacks (onRejected, onAllowed) */
+    callbacks?: Partial<IRiskCallbacks>;
+    /** Custom validations array for risk logic */
+    validations: (IRiskValidation | IRiskValidationFn)[];
+}
+/**
+ * Risk parameters passed to ClientRisk constructor.
+ * Combines schema with runtime dependencies.
+ */
+interface IRiskParams extends IRiskSchema {
+    /** Logger service for debug output */
+    logger: ILogger;
+}
+/**
+ * Risk interface implemented by ClientRisk.
+ * Provides risk checking for signals and position tracking.
+ */
+interface IRisk {
+    /**
+     * Check if a signal should be allowed based on risk limits.
+     *
+     * @param params - Risk check arguments (position size, portfolio state, etc.)
+     * @returns Promise resolving to risk check result
+     */
+    checkSignal: (params: IRiskCheckArgs) => Promise<boolean>;
+    /**
+     * Register a new opened signal/position.
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Context information (strategyName, riskName)
+     */
+    addSignal: (symbol: string, context: {
+        strategyName: string;
+        riskName: string;
+    }) => Promise<void>;
+    /**
+     * Remove a closed signal/position.
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Context information (strategyName, riskName)
+     */
+    removeSignal: (symbol: string, context: {
+        strategyName: string;
+        riskName: string;
+    }) => Promise<void>;
+}
+/**
+ * Unique risk profile identifier.
+ */
+type RiskName = string;
+
 /**
  * Signal generation interval for throttling.
  * Enforces minimum time between getSignal calls.
@@ -427,6 +559,8 @@ interface IStrategySchema {
     getSignal: (symbol: string) => Promise<ISignalDto | null>;
     /** Optional lifecycle event callbacks (onOpen, onClose) */
     callbacks?: Partial<IStrategyCallbacks>;
+    /** Optional risk profile identifier for risk management */
+    riskName?: RiskName;
 }
 /**
  * Reason why signal was closed.
@@ -457,6 +591,8 @@ interface IStrategyTickResultIdle {
     strategyName: StrategyName;
     /** Exchange name for tracking idle events */
     exchangeName: ExchangeName;
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
     /** Current VWAP price during idle state */
     currentPrice: number;
 }
@@ -473,6 +609,8 @@ interface IStrategyTickResultOpened {
     strategyName: StrategyName;
     /** Exchange name for tracking */
     exchangeName: ExchangeName;
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
     /** Current VWAP price at signal open */
     currentPrice: number;
 }
@@ -491,6 +629,8 @@ interface IStrategyTickResultActive {
     strategyName: StrategyName;
     /** Exchange name for tracking */
     exchangeName: ExchangeName;
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
 }
 /**
  * Tick result: signal closed with PNL.
@@ -513,6 +653,8 @@ interface IStrategyTickResultClosed {
     strategyName: StrategyName;
     /** Exchange name for tracking */
     exchangeName: ExchangeName;
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
 }
 /**
  * Discriminated union of all tick results.
@@ -572,162 +714,776 @@ interface IStrategy {
 type StrategyName = string;
 
 /**
- * Registers a trading strategy in the framework.
- *
- * The strategy will be validated for:
- * - Signal validation (prices, TP/SL logic, timestamps)
- * - Interval throttling (prevents signal spam)
- * - Crash-safe persistence in live mode
- *
- * @param strategySchema - Strategy configuration object
- * @param strategySchema.strategyName - Unique strategy identifier
- * @param strategySchema.interval - Signal generation interval ("1m" | "3m" | "5m" | "15m" | "30m" | "1h")
- * @param strategySchema.getSignal - Async function that generates trading signals
- * @param strategySchema.callbacks - Optional lifecycle callbacks (onOpen, onClose)
- *
- * @example
- * ```typescript
- * addStrategy({
- *   strategyName: "my-strategy",
- *   interval: "5m",
- *   getSignal: async (symbol) => ({
- *     position: "long",
- *     priceOpen: 50000,
- *     priceTakeProfit: 51000,
- *     priceStopLoss: 49000,
- *     minuteEstimatedTime: 60,
- *     timestamp: Date.now(),
- *   }),
- *   callbacks: {
- *     onOpen: (symbol, signal, currentPrice, backtest) => console.log("Signal opened"),
- *     onClose: (symbol, signal, priceClose, backtest) => console.log("Signal closed"),
- *   },
- * });
- * ```
- */
-declare function addStrategy(strategySchema: IStrategySchema): void;
-/**
- * Registers an exchange data source in the framework.
- *
- * The exchange provides:
- * - Historical candle data via getCandles
- * - Price/quantity formatting for the exchange
- * - VWAP calculation from last 5 1m candles
- *
- * @param exchangeSchema - Exchange configuration object
- * @param exchangeSchema.exchangeName - Unique exchange identifier
- * @param exchangeSchema.getCandles - Async function to fetch candle data
- * @param exchangeSchema.formatPrice - Async function to format prices
- * @param exchangeSchema.formatQuantity - Async function to format quantities
- * @param exchangeSchema.callbacks - Optional callback for candle data events
- *
- * @example
- * ```typescript
- * addExchange({
- *   exchangeName: "binance",
- *   getCandles: async (symbol, interval, since, limit) => {
- *     // Fetch from Binance API or database
- *     return [{
- *       timestamp: Date.now(),
- *       open: 50000,
- *       high: 51000,
- *       low: 49000,
- *       close: 50500,
- *       volume: 1000,
- *     }];
- *   },
- *   formatPrice: async (symbol, price) => price.toFixed(2),
- *   formatQuantity: async (symbol, quantity) => quantity.toFixed(8),
- * });
- * ```
- */
-declare function addExchange(exchangeSchema: IExchangeSchema): void;
-/**
- * Registers a timeframe generator for backtesting.
- *
- * The frame defines:
- * - Start and end dates for backtest period
- * - Interval for timeframe generation
- * - Callback for timeframe generation events
+ * Statistical data calculated from backtest results.
  *
- * @param frameSchema - Frame configuration object
- * @param frameSchema.frameName - Unique frame identifier
- * @param frameSchema.interval - Timeframe interval ("1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "12h" | "1d" | "3d")
- * @param frameSchema.startDate - Start date for timeframe generation
- * @param frameSchema.endDate - End date for timeframe generation
- * @param frameSchema.callbacks - Optional callback for timeframe events
+ * All numeric values are null if calculation is unsafe (NaN, Infinity, etc).
+ * Provides comprehensive metrics for strategy performance analysis.
  *
  * @example
  * ```typescript
- * addFrame({
- *   frameName: "1d-backtest",
- *   interval: "1m",
- *   startDate: new Date("2024-01-01T00:00:00Z"),
- *   endDate: new Date("2024-01-02T00:00:00Z"),
- *   callbacks: {
- *     onTimeframe: (timeframe, startDate, endDate, interval) => {
- *       console.log(`Generated ${timeframe.length} timeframes`);
- *     },
- *   },
- * });
- * ```
- */
-declare function addFrame(frameSchema: IFrameSchema): void;
-
-/**
- * Returns a list of all registered exchange schemas.
- *
- * Retrieves all exchanges that have been registered via addExchange().
- * Useful for debugging, documentation, or building dynamic UIs.
- *
- * @returns Array of exchange schemas with their configurations
+ * const stats = await Backtest.getData("my-strategy");
  *
- * @example
- * ```typescript
- * import { listExchanges, addExchange } from "backtest-kit";
+ * console.log(`Total signals: ${stats.totalSignals}`);
+ * console.log(`Win rate: ${stats.winRate}%`);
+ * console.log(`Sharpe Ratio: ${stats.sharpeRatio}`);
  *
- * addExchange({
- *   exchangeName: "binance",
- *   note: "Binance cryptocurrency exchange",
- *   getCandles: async (symbol, interval, since, limit) => [...],
- *   formatPrice: async (symbol, price) => price.toFixed(2),
- *   formatQuantity: async (symbol, quantity) => quantity.toFixed(8),
+ * // Access raw signal data
+ * stats.signalList.forEach(signal => {
+ *   console.log(`Signal ${signal.signal.id}: ${signal.pnl.pnlPercentage}%`);
  * });
- *
- * const exchanges = listExchanges();
- * console.log(exchanges);
- * // [{ exchangeName: "binance", note: "Binance cryptocurrency exchange", ... }]
  * ```
  */
-declare function listExchanges(): Promise<IExchangeSchema[]>;
+interface BacktestStatistics {
+    /** Array of all closed signals with full details (price, PNL, timestamps, etc.) */
+    signalList: IStrategyTickResultClosed[];
+    /** Total number of closed signals */
+    totalSignals: number;
+    /** Number of winning signals (PNL > 0) */
+    winCount: number;
+    /** Number of losing signals (PNL < 0) */
+    lossCount: number;
+    /** Win rate as percentage (0-100), null if unsafe. Higher is better. */
+    winRate: number | null;
+    /** Average PNL per signal as percentage, null if unsafe. Higher is better. */
+    avgPnl: number | null;
+    /** Cumulative PNL across all signals as percentage, null if unsafe. Higher is better. */
+    totalPnl: number | null;
+    /** Standard deviation of returns (volatility metric), null if unsafe. Lower is better. */
+    stdDev: number | null;
+    /** Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better. */
+    sharpeRatio: number | null;
+    /** Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better. */
+    annualizedSharpeRatio: number | null;
+    /** Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better. */
+    certaintyRatio: number | null;
+    /** Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better. */
+    expectedYearlyReturns: number | null;
+}
 /**
- * Returns a list of all registered strategy schemas.
- *
- * Retrieves all strategies that have been registered via addStrategy().
- * Useful for debugging, documentation, or building dynamic UIs.
+ * Service for generating and saving backtest markdown reports.
  *
- * @returns Array of strategy schemas with their configurations
+ * Features:
+ * - Listens to signal events via onTick callback
+ * - Accumulates closed signals per strategy using memoized storage
+ * - Generates markdown tables with detailed signal information
+ * - Saves reports to disk in logs/backtest/{strategyName}.md
  *
  * @example
  * ```typescript
- * import { listStrategies, addStrategy } from "backtest-kit";
+ * const service = new BacktestMarkdownService();
  *
+ * // Add to strategy callbacks
  * addStrategy({
  *   strategyName: "my-strategy",
- *   note: "Simple moving average crossover strategy",
- *   interval: "5m",
- *   getSignal: async (symbol) => ({
- *     position: "long",
- *     priceOpen: 50000,
- *     priceTakeProfit: 51000,
- *     priceStopLoss: 49000,
- *     minuteEstimatedTime: 60,
- *   }),
+ *   callbacks: {
+ *     onTick: (symbol, result, backtest) => {
+ *       service.tick(result);
+ *     }
+ *   }
  * });
  *
- * const strategies = listStrategies();
- * console.log(strategies);
- * // [{ strategyName: "my-strategy", note: "Simple moving average...", ... }]
+ * // After backtest, generate and save report
+ * await service.saveReport("my-strategy");
+ * ```
+ */
+declare class BacktestMarkdownService {
+    /** Logger service for debug output */
+    private readonly loggerService;
+    /**
+     * Memoized function to get or create ReportStorage for a strategy.
+     * Each strategy gets its own isolated storage instance.
+     */
+    private getStorage;
+    /**
+     * Processes tick events and accumulates closed signals.
+     * Should be called from IStrategyCallbacks.onTick.
+     *
+     * Only processes closed signals - opened signals are ignored.
+     *
+     * @param data - Tick result from strategy execution (opened or closed)
+     *
+     * @example
+     * ```typescript
+     * const service = new BacktestMarkdownService();
+     *
+     * callbacks: {
+     *   onTick: (symbol, result, backtest) => {
+     *     service.tick(result);
+     *   }
+     * }
+     * ```
+     */
+    private tick;
+    /**
+     * Gets statistical data from all closed signals for a strategy.
+     * Delegates to ReportStorage.getData().
+     *
+     * @param strategyName - Strategy name to get data for
+     * @returns Statistical data object with all metrics
+     *
+     * @example
+     * ```typescript
+     * const service = new BacktestMarkdownService();
+     * const stats = await service.getData("my-strategy");
+     * console.log(stats.sharpeRatio, stats.winRate);
+     * ```
+     */
+    getData: (strategyName: StrategyName) => Promise<BacktestStatistics>;
+    /**
+     * Generates markdown report with all closed signals for a strategy.
+     * Delegates to ReportStorage.generateReport().
+     *
+     * @param strategyName - Strategy name to generate report for
+     * @returns Markdown formatted report string with table of all closed signals
+     *
+     * @example
+     * ```typescript
+     * const service = new BacktestMarkdownService();
+     * const markdown = await service.getReport("my-strategy");
+     * console.log(markdown);
+     * ```
+     */
+    getReport: (strategyName: StrategyName) => Promise<string>;
+    /**
+     * Saves strategy report to disk.
+     * Creates directory if it doesn't exist.
+     * Delegates to ReportStorage.dump().
+     *
+     * @param strategyName - Strategy name to save report for
+     * @param path - Directory path to save report (default: "./logs/backtest")
+     *
+     * @example
+     * ```typescript
+     * const service = new BacktestMarkdownService();
+     *
+     * // Save to default path: ./logs/backtest/my-strategy.md
+     * await service.dump("my-strategy");
+     *
+     * // Save to custom path: ./custom/path/my-strategy.md
+     * await service.dump("my-strategy", "./custom/path");
+     * ```
+     */
+    dump: (strategyName: StrategyName, path?: string) => Promise<void>;
+    /**
+     * Clears accumulated signal data from storage.
+     * If strategyName is provided, clears only that strategy's data.
+     * If strategyName is omitted, clears all strategies' data.
+     *
+     * @param strategyName - Optional strategy name to clear specific strategy data
+     *
+     * @example
+     * ```typescript
+     * const service = new BacktestMarkdownService();
+     *
+     * // Clear specific strategy data
+     * await service.clear("my-strategy");
+     *
+     * // Clear all strategies' data
+     * await service.clear();
+     * ```
+     */
+    clear: (strategyName?: StrategyName) => Promise<void>;
+    /**
+     * Initializes the service by subscribing to backtest signal events.
+     * Uses singleshot to ensure initialization happens only once.
+     * Automatically called on first use.
+     *
+     * @example
+     * ```typescript
+     * const service = new BacktestMarkdownService();
+     * await service.init(); // Subscribe to backtest events
+     * ```
+     */
+    protected init: (() => Promise<void>) & functools_kit.ISingleshotClearable;
+}
+
+/**
+ * Optimization metric for comparing strategies.
+ * Higher values are always better (metric is maximized).
+ */
+type WalkerMetric = "sharpeRatio" | "annualizedSharpeRatio" | "winRate" | "totalPnl" | "certaintyRatio" | "avgPnl" | "expectedYearlyReturns";
+/**
+ * Walker schema registered via addWalker().
+ * Defines A/B testing configuration for multiple strategies.
+ */
+interface IWalkerSchema {
+    /** Unique walker identifier for registration */
+    walkerName: WalkerName;
+    /** Optional developer note for documentation */
+    note?: string;
+    /** Exchange to use for backtesting all strategies */
+    exchangeName: ExchangeName;
+    /** Timeframe generator to use for backtesting all strategies */
+    frameName: FrameName;
+    /** List of strategy names to compare (must be registered via addStrategy) */
+    strategies: StrategyName[];
+    /** Metric to optimize (default: "sharpeRatio") */
+    metric?: WalkerMetric;
+    /** Optional lifecycle event callbacks */
+    callbacks?: Partial<IWalkerCallbacks>;
+}
+/**
+ * Optional lifecycle callbacks for walker events.
+ * Called during strategy comparison process.
+ */
+interface IWalkerCallbacks {
+    /** Called when starting to test a specific strategy */
+    onStrategyStart: (strategyName: StrategyName, symbol: string) => void;
+    /** Called when a strategy backtest completes */
+    onStrategyComplete: (strategyName: StrategyName, symbol: string, stats: BacktestStatistics, metric: number | null) => void;
+    /** Called when all strategies have been tested */
+    onComplete: (results: IWalkerResults) => void;
+}
+/**
+ * Result for a single strategy in the comparison.
+ */
+interface IWalkerStrategyResult {
+    /** Strategy name */
+    strategyName: StrategyName;
+    /** Backtest statistics for this strategy */
+    stats: BacktestStatistics;
+    /** Metric value used for comparison (null if invalid) */
+    metric: number | null;
+    /** Rank position (1 = best, 2 = second best, etc.) */
+    rank: number;
+}
+/**
+ * Complete walker results after comparing all strategies.
+ */
+interface IWalkerResults {
+    /** Walker name */
+    walkerName: WalkerName;
+    /** Symbol tested */
+    symbol: string;
+    /** Exchange used */
+    exchangeName: ExchangeName;
+    /** Frame used */
+    frameName: FrameName;
+    /** Metric used for optimization */
+    metric: WalkerMetric;
+    /** Total number of strategies tested */
+    totalStrategies: number;
+    /** Best performing strategy name */
+    bestStrategy: StrategyName | null;
+    /** Best metric value achieved */
+    bestMetric: number | null;
+    /** Best strategy statistics */
+    bestStats: BacktestStatistics | null;
+}
+/**
+ * Unique walker identifier.
+ */
+type WalkerName = string;
+
+/**
+ * Base parameters common to all sizing calculations.
+ */
+interface ISizingCalculateParamsBase {
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** Current account balance */
+    accountBalance: number;
+    /** Planned entry price */
+    priceOpen: number;
+}
+/**
+ * Public API parameters for fixed percentage sizing (without method field).
+ */
+interface IPositionSizeFixedPercentageParams extends ISizingCalculateParamsBase {
+    /** Stop-loss price */
+    priceStopLoss: number;
+}
+/**
+ * Public API parameters for Kelly Criterion sizing (without method field).
+ */
+interface IPositionSizeKellyParams extends ISizingCalculateParamsBase {
+    /** Win rate (0-1) */
+    winRate: number;
+    /** Average win/loss ratio */
+    winLossRatio: number;
+}
+/**
+ * Public API parameters for ATR-based sizing (without method field).
+ */
+interface IPositionSizeATRParams extends ISizingCalculateParamsBase {
+    /** Current ATR value */
+    atr: number;
+}
+/**
+ * Parameters for fixed percentage sizing calculation.
+ */
+interface ISizingCalculateParamsFixedPercentage extends ISizingCalculateParamsBase {
+    method: "fixed-percentage";
+    /** Stop-loss price */
+    priceStopLoss: number;
+}
+/**
+ * Parameters for Kelly Criterion sizing calculation.
+ */
+interface ISizingCalculateParamsKelly extends ISizingCalculateParamsBase {
+    method: "kelly-criterion";
+    /** Win rate (0-1) */
+    winRate: number;
+    /** Average win/loss ratio */
+    winLossRatio: number;
+}
+/**
+ * Parameters for ATR-based sizing calculation.
+ */
+interface ISizingCalculateParamsATR extends ISizingCalculateParamsBase {
+    method: "atr-based";
+    /** Current ATR value */
+    atr: number;
+}
+/**
+ * Discriminated union for position size calculation parameters.
+ * Type-safe parameters based on sizing method.
+ */
+type ISizingCalculateParams = ISizingCalculateParamsFixedPercentage | ISizingCalculateParamsKelly | ISizingCalculateParamsATR;
+/**
+ * Fixed percentage sizing parameters for ClientSizing constructor.
+ */
+interface ISizingParamsFixedPercentage extends ISizingSchemaFixedPercentage {
+    /** Logger service for debug output */
+    logger: ILogger;
+}
+/**
+ * Kelly Criterion sizing parameters for ClientSizing constructor.
+ */
+interface ISizingParamsKelly extends ISizingSchemaKelly {
+    /** Logger service for debug output */
+    logger: ILogger;
+}
+/**
+ * ATR-based sizing parameters for ClientSizing constructor.
+ */
+interface ISizingParamsATR extends ISizingSchemaATR {
+    /** Logger service for debug output */
+    logger: ILogger;
+}
+/**
+ * Discriminated union for sizing parameters passed to ClientSizing constructor.
+ * Extends ISizingSchema with logger instance for internal logging.
+ */
+type ISizingParams = ISizingParamsFixedPercentage | ISizingParamsKelly | ISizingParamsATR;
+/**
+ * Callbacks for sizing lifecycle events.
+ */
+interface ISizingCallbacks {
+    /**
+     * Called after position size calculation.
+     * Useful for logging or validating the calculated size.
+     *
+     * @param quantity - Calculated position size
+     * @param params - Parameters used for calculation
+     */
+    onCalculate: (quantity: number, params: ISizingCalculateParams) => void;
+}
+/**
+ * Base sizing schema with common fields.
+ */
+interface ISizingSchemaBase {
+    /** Unique identifier for this sizing configuration */
+    sizingName: SizingName;
+    /** Optional developer note for documentation */
+    note?: string;
+    /** Maximum position size as % of account (0-100) */
+    maxPositionPercentage?: number;
+    /** Minimum position size (absolute value) */
+    minPositionSize?: number;
+    /** Maximum position size (absolute value) */
+    maxPositionSize?: number;
+    /** Optional lifecycle callbacks */
+    callbacks?: Partial<ISizingCallbacks>;
+}
+/**
+ * Fixed percentage sizing schema.
+ *
+ * @example
+ * ```typescript
+ * addSizing({
+ *   sizingName: "conservative",
+ *   method: "fixed-percentage",
+ *   riskPercentage: 1,
+ * });
+ * ```
+ */
+interface ISizingSchemaFixedPercentage extends ISizingSchemaBase {
+    method: "fixed-percentage";
+    /** Risk percentage per trade (0-100) */
+    riskPercentage: number;
+}
+/**
+ * Kelly Criterion sizing schema.
+ *
+ * @example
+ * ```typescript
+ * addSizing({
+ *   sizingName: "kelly",
+ *   method: "kelly-criterion",
+ *   kellyMultiplier: 0.25,
+ * });
+ * ```
+ */
+interface ISizingSchemaKelly extends ISizingSchemaBase {
+    method: "kelly-criterion";
+    /** Kelly Criterion multiplier (0-1, default 0.25 for quarter Kelly) */
+    kellyMultiplier?: number;
+}
+/**
+ * ATR-based sizing schema.
+ *
+ * @example
+ * ```typescript
+ * addSizing({
+ *   sizingName: "atr",
+ *   method: "atr-based",
+ *   riskPercentage: 2,
+ *   atrMultiplier: 2,
+ * });
+ * ```
+ */
+interface ISizingSchemaATR extends ISizingSchemaBase {
+    method: "atr-based";
+    /** Risk percentage per trade (0-100) */
+    riskPercentage: number;
+    /** ATR multiplier for stop distance calculation */
+    atrMultiplier?: number;
+}
+/**
+ * Discriminated union for sizing schemas.
+ * Type-safe configuration based on sizing method.
+ */
+type ISizingSchema = ISizingSchemaFixedPercentage | ISizingSchemaKelly | ISizingSchemaATR;
+/**
+ * Sizing interface for position size calculation.
+ * Used internally by strategy execution.
+ */
+interface ISizing {
+    /**
+     * Calculates position size based on risk parameters.
+     *
+     * @param params - Calculation parameters (symbol, balance, prices, etc.)
+     * @returns Promise resolving to calculated position size
+     */
+    calculate: (params: ISizingCalculateParams) => Promise<number>;
+}
+/**
+ * Unique identifier for a sizing schema.
+ * Used to retrieve sizing instances via dependency injection.
+ */
+type SizingName = string;
+
+/**
+ * Registers a trading strategy in the framework.
+ *
+ * The strategy will be validated for:
+ * - Signal validation (prices, TP/SL logic, timestamps)
+ * - Interval throttling (prevents signal spam)
+ * - Crash-safe persistence in live mode
+ *
+ * @param strategySchema - Strategy configuration object
+ * @param strategySchema.strategyName - Unique strategy identifier
+ * @param strategySchema.interval - Signal generation interval ("1m" | "3m" | "5m" | "15m" | "30m" | "1h")
+ * @param strategySchema.getSignal - Async function that generates trading signals
+ * @param strategySchema.callbacks - Optional lifecycle callbacks (onOpen, onClose)
+ *
+ * @example
+ * ```typescript
+ * addStrategy({
+ *   strategyName: "my-strategy",
+ *   interval: "5m",
+ *   getSignal: async (symbol) => ({
+ *     position: "long",
+ *     priceOpen: 50000,
+ *     priceTakeProfit: 51000,
+ *     priceStopLoss: 49000,
+ *     minuteEstimatedTime: 60,
+ *     timestamp: Date.now(),
+ *   }),
+ *   callbacks: {
+ *     onOpen: (symbol, signal, currentPrice, backtest) => console.log("Signal opened"),
+ *     onClose: (symbol, signal, priceClose, backtest) => console.log("Signal closed"),
+ *   },
+ * });
+ * ```
+ */
+declare function addStrategy(strategySchema: IStrategySchema): void;
+/**
+ * Registers an exchange data source in the framework.
+ *
+ * The exchange provides:
+ * - Historical candle data via getCandles
+ * - Price/quantity formatting for the exchange
+ * - VWAP calculation from last 5 1m candles
+ *
+ * @param exchangeSchema - Exchange configuration object
+ * @param exchangeSchema.exchangeName - Unique exchange identifier
+ * @param exchangeSchema.getCandles - Async function to fetch candle data
+ * @param exchangeSchema.formatPrice - Async function to format prices
+ * @param exchangeSchema.formatQuantity - Async function to format quantities
+ * @param exchangeSchema.callbacks - Optional callback for candle data events
+ *
+ * @example
+ * ```typescript
+ * addExchange({
+ *   exchangeName: "binance",
+ *   getCandles: async (symbol, interval, since, limit) => {
+ *     // Fetch from Binance API or database
+ *     return [{
+ *       timestamp: Date.now(),
+ *       open: 50000,
+ *       high: 51000,
+ *       low: 49000,
+ *       close: 50500,
+ *       volume: 1000,
+ *     }];
+ *   },
+ *   formatPrice: async (symbol, price) => price.toFixed(2),
+ *   formatQuantity: async (symbol, quantity) => quantity.toFixed(8),
+ * });
+ * ```
+ */
+declare function addExchange(exchangeSchema: IExchangeSchema): void;
+/**
+ * Registers a timeframe generator for backtesting.
+ *
+ * The frame defines:
+ * - Start and end dates for backtest period
+ * - Interval for timeframe generation
+ * - Callback for timeframe generation events
+ *
+ * @param frameSchema - Frame configuration object
+ * @param frameSchema.frameName - Unique frame identifier
+ * @param frameSchema.interval - Timeframe interval ("1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "12h" | "1d" | "3d")
+ * @param frameSchema.startDate - Start date for timeframe generation
+ * @param frameSchema.endDate - End date for timeframe generation
+ * @param frameSchema.callbacks - Optional callback for timeframe events
+ *
+ * @example
+ * ```typescript
+ * addFrame({
+ *   frameName: "1d-backtest",
+ *   interval: "1m",
+ *   startDate: new Date("2024-01-01T00:00:00Z"),
+ *   endDate: new Date("2024-01-02T00:00:00Z"),
+ *   callbacks: {
+ *     onTimeframe: (timeframe, startDate, endDate, interval) => {
+ *       console.log(`Generated ${timeframe.length} timeframes`);
+ *     },
+ *   },
+ * });
+ * ```
+ */
+declare function addFrame(frameSchema: IFrameSchema): void;
+/**
+ * Registers a walker for strategy comparison.
+ *
+ * The walker executes backtests for multiple strategies on the same
+ * historical data and compares their performance using a specified metric.
+ *
+ * @param walkerSchema - Walker configuration object
+ * @param walkerSchema.walkerName - Unique walker identifier
+ * @param walkerSchema.exchangeName - Exchange to use for all strategies
+ * @param walkerSchema.frameName - Timeframe to use for all strategies
+ * @param walkerSchema.strategies - Array of strategy names to compare
+ * @param walkerSchema.metric - Metric to optimize (default: "sharpeRatio")
+ * @param walkerSchema.callbacks - Optional lifecycle callbacks
+ *
+ * @example
+ * ```typescript
+ * addWalker({
+ *   walkerName: "llm-prompt-optimizer",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest",
+ *   strategies: [
+ *     "my-strategy-v1",
+ *     "my-strategy-v2",
+ *     "my-strategy-v3"
+ *   ],
+ *   metric: "sharpeRatio",
+ *   callbacks: {
+ *     onStrategyComplete: (strategyName, symbol, stats, metric) => {
+ *       console.log(`${strategyName}: ${metric}`);
+ *     },
+ *     onComplete: (results) => {
+ *       console.log(`Best strategy: ${results.bestStrategy}`);
+ *     }
+ *   }
+ * });
+ * ```
+ */
+declare function addWalker(walkerSchema: IWalkerSchema): void;
+/**
+ * Registers a position sizing configuration in the framework.
+ *
+ * The sizing configuration defines:
+ * - Position sizing method (fixed-percentage, kelly-criterion, atr-based)
+ * - Risk parameters (risk percentage, Kelly multiplier, ATR multiplier)
+ * - Position constraints (min/max size, max position percentage)
+ * - Callback for calculation events
+ *
+ * @param sizingSchema - Sizing configuration object (discriminated union)
+ * @param sizingSchema.sizingName - Unique sizing identifier
+ * @param sizingSchema.method - Sizing method ("fixed-percentage" | "kelly-criterion" | "atr-based")
+ * @param sizingSchema.riskPercentage - Risk percentage per trade (for fixed-percentage and atr-based)
+ * @param sizingSchema.kellyMultiplier - Kelly multiplier (for kelly-criterion, default: 0.25)
+ * @param sizingSchema.atrMultiplier - ATR multiplier (for atr-based, default: 2)
+ * @param sizingSchema.maxPositionPercentage - Optional max position size as % of account
+ * @param sizingSchema.minPositionSize - Optional minimum position size
+ * @param sizingSchema.maxPositionSize - Optional maximum position size
+ * @param sizingSchema.callbacks - Optional lifecycle callbacks
+ *
+ * @example
+ * ```typescript
+ * // Fixed percentage sizing
+ * addSizing({
+ *   sizingName: "conservative",
+ *   method: "fixed-percentage",
+ *   riskPercentage: 1,
+ *   maxPositionPercentage: 10,
+ * });
+ *
+ * // Kelly Criterion sizing
+ * addSizing({
+ *   sizingName: "kelly",
+ *   method: "kelly-criterion",
+ *   kellyMultiplier: 0.25,
+ *   maxPositionPercentage: 20,
+ * });
+ *
+ * // ATR-based sizing
+ * addSizing({
+ *   sizingName: "atr-dynamic",
+ *   method: "atr-based",
+ *   riskPercentage: 2,
+ *   atrMultiplier: 2,
+ *   callbacks: {
+ *     onCalculate: (quantity, params) => {
+ *       console.log(`Calculated size: ${quantity} for ${params.symbol}`);
+ *     },
+ *   },
+ * });
+ * ```
+ */
+declare function addSizing(sizingSchema: ISizingSchema): void;
+/**
+ * Registers a risk management configuration in the framework.
+ *
+ * The risk configuration defines:
+ * - Maximum concurrent positions across all strategies
+ * - Custom validations for advanced risk logic (portfolio metrics, correlations, etc.)
+ * - Callbacks for rejected/allowed signals
+ *
+ * Multiple ClientStrategy instances share the same ClientRisk instance,
+ * enabling cross-strategy risk analysis. ClientRisk tracks all active positions
+ * and provides access to them via validation functions.
+ *
+ * @param riskSchema - Risk configuration object
+ * @param riskSchema.riskName - Unique risk profile identifier
+ * @param riskSchema.maxConcurrentPositions - Optional max number of open positions across all strategies
+ * @param riskSchema.validations - Optional custom validation functions with access to params and active positions
+ * @param riskSchema.callbacks - Optional lifecycle callbacks (onRejected, onAllowed)
+ *
+ * @example
+ * ```typescript
+ * // Basic risk limit
+ * addRisk({
+ *   riskName: "conservative",
+ *   maxConcurrentPositions: 5,
+ * });
+ *
+ * // With custom validations (access to signal data and portfolio state)
+ * addRisk({
+ *   riskName: "advanced",
+ *   maxConcurrentPositions: 10,
+ *   validations: [
+ *     {
+ *       validate: async ({ params }) => {
+ *         // params contains: symbol, strategyName, exchangeName, signal, currentPrice, timestamp
+ *         // Calculate portfolio metrics from external data source
+ *         const portfolio = await getPortfolioState();
+ *         if (portfolio.drawdown > 20) {
+ *           throw new Error("Portfolio drawdown exceeds 20%");
+ *         }
+ *       },
+ *       docDescription: "Prevents trading during high drawdown",
+ *     },
+ *     ({ params }) => {
+ *       // Access signal details
+ *       const positionValue = calculatePositionValue(params.signal, params.currentPrice);
+ *       if (positionValue > 10000) {
+ *         throw new Error("Position value exceeds $10,000 limit");
+ *       }
+ *     },
+ *   ],
+ *   callbacks: {
+ *     onRejected: (symbol, reason, limit, params) => {
+ *       console.log(`[RISK] Signal rejected for ${symbol}: ${reason}`);
+ *     },
+ *     onAllowed: (symbol, params) => {
+ *       console.log(`[RISK] Signal allowed for ${symbol}`);
+ *     },
+ *   },
+ * });
+ * ```
+ */
+declare function addRisk(riskSchema: IRiskSchema): void;
+
+/**
+ * Returns a list of all registered exchange schemas.
+ *
+ * Retrieves all exchanges that have been registered via addExchange().
+ * Useful for debugging, documentation, or building dynamic UIs.
+ *
+ * @returns Array of exchange schemas with their configurations
+ *
+ * @example
+ * ```typescript
+ * import { listExchanges, addExchange } from "backtest-kit";
+ *
+ * addExchange({
+ *   exchangeName: "binance",
+ *   note: "Binance cryptocurrency exchange",
+ *   getCandles: async (symbol, interval, since, limit) => [...],
+ *   formatPrice: async (symbol, price) => price.toFixed(2),
+ *   formatQuantity: async (symbol, quantity) => quantity.toFixed(8),
+ * });
+ *
+ * const exchanges = listExchanges();
+ * console.log(exchanges);
+ * // [{ exchangeName: "binance", note: "Binance cryptocurrency exchange", ... }]
+ * ```
+ */
+declare function listExchanges(): Promise<IExchangeSchema[]>;
+/**
+ * Returns a list of all registered strategy schemas.
+ *
+ * Retrieves all strategies that have been registered via addStrategy().
+ * Useful for debugging, documentation, or building dynamic UIs.
+ *
+ * @returns Array of strategy schemas with their configurations
+ *
+ * @example
+ * ```typescript
+ * import { listStrategies, addStrategy } from "backtest-kit";
+ *
+ * addStrategy({
+ *   strategyName: "my-strategy",
+ *   note: "Simple moving average crossover strategy",
+ *   interval: "5m",
+ *   getSignal: async (symbol) => ({
+ *     position: "long",
+ *     priceOpen: 50000,
+ *     priceTakeProfit: 51000,
+ *     priceStopLoss: 49000,
+ *     minuteEstimatedTime: 60,
+ *   }),
+ * });
+ *
+ * const strategies = listStrategies();
+ * console.log(strategies);
+ * // [{ strategyName: "my-strategy", note: "Simple moving average...", ... }]
  * ```
  */
 declare function listStrategies(): Promise<IStrategySchema[]>;
@@ -757,6 +1513,102 @@ declare function listStrategies(): Promise<IStrategySchema[]>;
  * ```
  */
 declare function listFrames(): Promise<IFrameSchema[]>;
+/**
+ * Returns a list of all registered walker schemas.
+ *
+ * Retrieves all walkers that have been registered via addWalker().
+ * Useful for debugging, documentation, or building dynamic UIs.
+ *
+ * @returns Array of walker schemas with their configurations
+ *
+ * @example
+ * ```typescript
+ * import { listWalkers, addWalker } from "backtest-kit";
+ *
+ * addWalker({
+ *   walkerName: "llm-prompt-optimizer",
+ *   note: "Compare LLM-based trading strategies",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest",
+ *   strategies: ["my-strategy-v1", "my-strategy-v2"],
+ *   metric: "sharpeRatio",
+ * });
+ *
+ * const walkers = listWalkers();
+ * console.log(walkers);
+ * // [{ walkerName: "llm-prompt-optimizer", note: "Compare LLM...", ... }]
+ * ```
+ */
+declare function listWalkers(): Promise<IWalkerSchema[]>;
+/**
+ * Returns a list of all registered sizing schemas.
+ *
+ * Retrieves all sizing configurations that have been registered via addSizing().
+ * Useful for debugging, documentation, or building dynamic UIs.
+ *
+ * @returns Array of sizing schemas with their configurations
+ *
+ * @example
+ * ```typescript
+ * import { listSizings, addSizing } from "backtest-kit";
+ *
+ * addSizing({
+ *   sizingName: "conservative",
+ *   note: "Low risk fixed percentage sizing",
+ *   method: "fixed-percentage",
+ *   riskPercentage: 1,
+ *   maxPositionPercentage: 10,
+ * });
+ *
+ * addSizing({
+ *   sizingName: "kelly",
+ *   note: "Kelly Criterion with quarter multiplier",
+ *   method: "kelly-criterion",
+ *   kellyMultiplier: 0.25,
+ * });
+ *
+ * const sizings = listSizings();
+ * console.log(sizings);
+ * // [
+ * //   { sizingName: "conservative", method: "fixed-percentage", ... },
+ * //   { sizingName: "kelly", method: "kelly-criterion", ... }
+ * // ]
+ * ```
+ */
+declare function listSizings(): Promise<ISizingSchema[]>;
+/**
+ * Returns a list of all registered risk schemas.
+ *
+ * Retrieves all risk configurations that have been registered via addRisk().
+ * Useful for debugging, documentation, or building dynamic UIs.
+ *
+ * @returns Array of risk schemas with their configurations
+ *
+ * @example
+ * ```typescript
+ * import { listRisks, addRisk } from "backtest-kit";
+ *
+ * addRisk({
+ *   riskName: "conservative",
+ *   note: "Conservative risk management with tight position limits",
+ *   maxConcurrentPositions: 5,
+ * });
+ *
+ * addRisk({
+ *   riskName: "aggressive",
+ *   note: "Aggressive risk management with loose limits",
+ *   maxConcurrentPositions: 10,
+ * });
+ *
+ * const risks = listRisks();
+ * console.log(risks);
+ * // [
+ * //   { riskName: "conservative", maxConcurrentPositions: 5, ... },
+ * //   { riskName: "aggressive", maxConcurrentPositions: 10, ... }
+ * // ]
+ * ```
+ */
+declare function listRisks(): Promise<IRiskSchema[]>;
 
 /**
  * Contract for background execution completion events.
@@ -850,6 +1702,8 @@ type PerformanceMetricType = "backtest_total" | "backtest_timeframe" | "backtest
 interface PerformanceContract {
     /** Timestamp when the metric was recorded (milliseconds since epoch) */
     timestamp: number;
+    /** Timestamp of the previous event (milliseconds since epoch, null for first event) */
+    previousTimestamp: number | null;
     /** Type of operation being measured */
     metricType: PerformanceMetricType;
     /** Duration of the operation in milliseconds */
@@ -864,6 +1718,37 @@ interface PerformanceContract {
     backtest: boolean;
 }
 
+/**
+ * Contract for walker progress events during strategy comparison.
+ * Emitted each time a strategy completes testing with its current ranking.
+ */
+interface WalkerContract {
+    /** Walker name */
+    walkerName: WalkerName;
+    /** Exchange name */
+    exchangeName: ExchangeName;
+    /** Frame name */
+    frameName: string;
+    /** Symbol being tested */
+    symbol: string;
+    /** Strategy that just completed */
+    strategyName: StrategyName;
+    /** Backtest statistics for this strategy */
+    stats: BacktestStatistics;
+    /** Metric value for this strategy (null if invalid) */
+    metricValue: number | null;
+    /** Metric being optimized */
+    metric: WalkerMetric;
+    /** Current best metric value across all tested strategies so far */
+    bestMetric: number | null;
+    /** Current best strategy name */
+    bestStrategy: StrategyName | null;
+    /** Number of strategies tested so far */
+    strategiesTested: number;
+    /** Total number of strategies to test */
+    totalStrategies: number;
+}
+
 /**
  * Subscribes to all signal events with queued async processing.
  *
@@ -1034,9 +1919,9 @@ declare function listenSignalBacktestOnce(filterFn: (event: IStrategyTickResult)
  */
 declare function listenError(fn: (error: Error) => void): () => void;
 /**
- * Subscribes to background execution completion events with queued async processing.
+ * Subscribes to live background execution completion events with queued async processing.
  *
- * Emits when Live.background() or Backtest.background() completes execution.
+ * Emits when Live.background() completes execution.
  * Events are processed sequentially in order received, even if callback is async.
  * Uses queued wrapper to prevent concurrent execution of the callback.
  *
@@ -1045,29 +1930,82 @@ declare function listenError(fn: (error: Error) => void): () => void;
  *
  * @example
  * ```typescript
- * import { listenDone, Live } from "backtest-kit";
+ * import { listenDoneLive, Live } from "backtest-kit";
  *
- * const unsubscribe = listenDone((event) => {
- *   console.log("Completed:", event.strategyName, event.exchangeName, event.symbol);
- *   if (event.backtest) {
- *     console.log("Backtest mode completed");
- *   }
+ * const unsubscribe = listenDoneLive((event) => {
+ *   console.log("Live completed:", event.strategyName, event.exchangeName, event.symbol);
+ * });
+ *
+ * Live.background("BTCUSDT", {
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance"
  * });
  *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenDoneLive(fn: (event: DoneContract) => void): () => void;
+/**
+ * Subscribes to filtered live background execution completion events with one-time execution.
+ *
+ * Emits when Live.background() completes execution.
+ * Executes callback once and automatically unsubscribes.
+ *
+ * @param filterFn - Predicate to filter which events trigger the callback
+ * @param fn - Callback function to handle the filtered event (called only once)
+ * @returns Unsubscribe function to cancel the listener before it fires
+ *
+ * @example
+ * ```typescript
+ * import { listenDoneLiveOnce, Live } from "backtest-kit";
+ *
+ * // Wait for first live completion
+ * listenDoneLiveOnce(
+ *   (event) => event.symbol === "BTCUSDT",
+ *   (event) => console.log("BTCUSDT live completed:", event.strategyName)
+ * );
+ *
  * Live.background("BTCUSDT", {
  *   strategyName: "my-strategy",
  *   exchangeName: "binance"
  * });
+ * ```
+ */
+declare function listenDoneLiveOnce(filterFn: (event: DoneContract) => boolean, fn: (event: DoneContract) => void): () => void;
+/**
+ * Subscribes to backtest background execution completion events with queued async processing.
+ *
+ * Emits when Backtest.background() completes execution.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle completion events
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenDoneBacktest, Backtest } from "backtest-kit";
+ *
+ * const unsubscribe = listenDoneBacktest((event) => {
+ *   console.log("Backtest completed:", event.strategyName, event.exchangeName, event.symbol);
+ * });
+ *
+ * Backtest.background("BTCUSDT", {
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest"
+ * });
  *
  * // Later: stop listening
  * unsubscribe();
  * ```
  */
-declare function listenDone(fn: (event: DoneContract) => void): () => void;
+declare function listenDoneBacktest(fn: (event: DoneContract) => void): () => void;
 /**
- * Subscribes to filtered background execution completion events with one-time execution.
+ * Subscribes to filtered backtest background execution completion events with one-time execution.
  *
- * Emits when Live.background() or Backtest.background() completes execution.
+ * Emits when Backtest.background() completes execution.
  * Executes callback once and automatically unsubscribes.
  *
  * @param filterFn - Predicate to filter which events trigger the callback
@@ -1076,11 +2014,11 @@ declare function listenDone(fn: (event: DoneContract) => void): () => void;
  *
  * @example
  * ```typescript
- * import { listenDoneOnce, Backtest } from "backtest-kit";
+ * import { listenDoneBacktestOnce, Backtest } from "backtest-kit";
  *
  * // Wait for first backtest completion
- * listenDoneOnce(
- *   (event) => event.backtest && event.symbol === "BTCUSDT",
+ * listenDoneBacktestOnce(
+ *   (event) => event.symbol === "BTCUSDT",
  *   (event) => console.log("BTCUSDT backtest completed:", event.strategyName)
  * );
  *
@@ -1091,7 +2029,60 @@ declare function listenDone(fn: (event: DoneContract) => void): () => void;
  * });
  * ```
  */
-declare function listenDoneOnce(filterFn: (event: DoneContract) => boolean, fn: (event: DoneContract) => void): () => void;
+declare function listenDoneBacktestOnce(filterFn: (event: DoneContract) => boolean, fn: (event: DoneContract) => void): () => void;
+/**
+ * Subscribes to walker background execution completion events with queued async processing.
+ *
+ * Emits when Walker.background() completes execution.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle completion events
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenDoneWalker, Walker } from "backtest-kit";
+ *
+ * const unsubscribe = listenDoneWalker((event) => {
+ *   console.log("Walker completed:", event.strategyName, event.exchangeName, event.symbol);
+ * });
+ *
+ * Walker.background("BTCUSDT", {
+ *   walkerName: "my-walker"
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenDoneWalker(fn: (event: DoneContract) => void): () => void;
+/**
+ * Subscribes to filtered walker background execution completion events with one-time execution.
+ *
+ * Emits when Walker.background() completes execution.
+ * Executes callback once and automatically unsubscribes.
+ *
+ * @param filterFn - Predicate to filter which events trigger the callback
+ * @param fn - Callback function to handle the filtered event (called only once)
+ * @returns Unsubscribe function to cancel the listener before it fires
+ *
+ * @example
+ * ```typescript
+ * import { listenDoneWalkerOnce, Walker } from "backtest-kit";
+ *
+ * // Wait for first walker completion
+ * listenDoneWalkerOnce(
+ *   (event) => event.symbol === "BTCUSDT",
+ *   (event) => console.log("BTCUSDT walker completed:", event.strategyName)
+ * );
+ *
+ * Walker.background("BTCUSDT", {
+ *   walkerName: "my-walker"
+ * });
+ * ```
+ */
+declare function listenDoneWalkerOnce(filterFn: (event: DoneContract) => boolean, fn: (event: DoneContract) => void): () => void;
 /**
  * Subscribes to backtest progress events with queued async processing.
  *
@@ -1155,7 +2146,135 @@ declare function listenProgress(fn: (event: ProgressContract) => void): () => vo
  * unsubscribe();
  * ```
  */
-declare function listenPerformance(fn: (event: PerformanceContract) => void): () => void;
+declare function listenPerformance(fn: (event: PerformanceContract) => void): () => void;
+/**
+ * Subscribes to walker progress events with queued async processing.
+ *
+ * Emits during Walker.run() execution after each strategy completes.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle walker progress events
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenWalker, Walker } from "backtest-kit";
+ *
+ * const unsubscribe = listenWalker((event) => {
+ *   console.log(`Progress: ${event.strategiesTested} / ${event.totalStrategies}`);
+ *   console.log(`Best strategy: ${event.bestStrategy} (${event.bestMetric})`);
+ *   console.log(`Current strategy: ${event.strategyName} (${event.metricValue})`);
+ * });
+ *
+ * Walker.run("BTCUSDT", {
+ *   walkerName: "my-walker",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest"
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenWalker(fn: (event: WalkerContract) => void): () => void;
+/**
+ * Subscribes to filtered walker progress events with one-time execution.
+ *
+ * Listens for events matching the filter predicate, then executes callback once
+ * and automatically unsubscribes. Useful for waiting for specific walker conditions.
+ *
+ * @param filterFn - Predicate to filter which events trigger the callback
+ * @param fn - Callback function to handle the filtered event (called only once)
+ * @returns Unsubscribe function to cancel the listener before it fires
+ *
+ * @example
+ * ```typescript
+ * import { listenWalkerOnce, Walker } from "backtest-kit";
+ *
+ * // Wait for walker to complete all strategies
+ * listenWalkerOnce(
+ *   (event) => event.strategiesTested === event.totalStrategies,
+ *   (event) => {
+ *     console.log("Walker completed!");
+ *     console.log("Best strategy:", event.bestStrategy, event.bestMetric);
+ *   }
+ * );
+ *
+ * // Wait for specific strategy to be tested
+ * const cancel = listenWalkerOnce(
+ *   (event) => event.strategyName === "my-strategy-v2",
+ *   (event) => console.log("Strategy v2 tested:", event.metricValue)
+ * );
+ *
+ * Walker.run("BTCUSDT", {
+ *   walkerName: "my-walker",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest"
+ * });
+ *
+ * // Cancel if needed before event fires
+ * cancel();
+ * ```
+ */
+declare function listenWalkerOnce(filterFn: (event: WalkerContract) => boolean, fn: (event: WalkerContract) => void): () => void;
+/**
+ * Subscribes to walker completion events with queued async processing.
+ *
+ * Emits when Walker.run() completes testing all strategies.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle walker completion event
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenWalkerComplete, Walker } from "backtest-kit";
+ *
+ * const unsubscribe = listenWalkerComplete((results) => {
+ *   console.log(`Walker ${results.walkerName} completed!`);
+ *   console.log(`Best strategy: ${results.bestStrategy}`);
+ *   console.log(`Best ${results.metric}: ${results.bestMetric}`);
+ *   console.log(`Tested ${results.totalStrategies} strategies`);
+ * });
+ *
+ * Walker.run("BTCUSDT", {
+ *   walkerName: "my-walker",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest"
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenWalkerComplete(fn: (event: IWalkerResults) => void): () => void;
+/**
+ * Subscribes to risk validation errors with queued async processing.
+ *
+ * Emits when risk validation functions throw errors during signal checking.
+ * Useful for debugging and monitoring risk validation failures.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle validation errors
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenValidation } from "./function/event";
+ *
+ * const unsubscribe = listenValidation((error) => {
+ *   console.error("Risk validation error:", error.message);
+ *   // Log to monitoring service for debugging
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenValidation(fn: (error: Error) => void): () => void;
 
 /**
  * Fetches historical candle data from the registered exchange.
@@ -1259,187 +2378,58 @@ declare function getDate(): Promise<Date>;
 declare function getMode(): Promise<"backtest" | "live">;
 
 /**
- * Statistical data calculated from backtest results.
- *
- * All numeric values are null if calculation is unsafe (NaN, Infinity, etc).
- * Provides comprehensive metrics for strategy performance analysis.
- *
- * @example
- * ```typescript
- * const stats = await Backtest.getData("my-strategy");
- *
- * console.log(`Total signals: ${stats.totalSignals}`);
- * console.log(`Win rate: ${stats.winRate}%`);
- * console.log(`Sharpe Ratio: ${stats.sharpeRatio}`);
- *
- * // Access raw signal data
- * stats.signalList.forEach(signal => {
- *   console.log(`Signal ${signal.signal.id}: ${signal.pnl.pnlPercentage}%`);
- * });
- * ```
+ * Portfolio heatmap statistics for a single symbol.
+ * Aggregated metrics across all strategies for one trading pair.
  */
-interface BacktestStatistics {
-    /** Array of all closed signals with full details (price, PNL, timestamps, etc.) */
-    signalList: IStrategyTickResultClosed[];
-    /** Total number of closed signals */
-    totalSignals: number;
-    /** Number of winning signals (PNL > 0) */
+interface IHeatmapRow {
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** Total profit/loss percentage across all closed trades */
+    totalPnl: number | null;
+    /** Risk-adjusted return (Sharpe Ratio) */
+    sharpeRatio: number | null;
+    /** Maximum drawdown percentage (largest peak-to-trough decline) */
+    maxDrawdown: number | null;
+    /** Total number of closed trades */
+    totalTrades: number;
+    /** Number of winning trades */
     winCount: number;
-    /** Number of losing signals (PNL < 0) */
+    /** Number of losing trades */
     lossCount: number;
-    /** Win rate as percentage (0-100), null if unsafe. Higher is better. */
+    /** Win rate percentage */
     winRate: number | null;
-    /** Average PNL per signal as percentage, null if unsafe. Higher is better. */
+    /** Average PNL per trade */
     avgPnl: number | null;
-    /** Cumulative PNL across all signals as percentage, null if unsafe. Higher is better. */
-    totalPnl: number | null;
-    /** Standard deviation of returns (volatility metric), null if unsafe. Lower is better. */
+    /** Standard deviation of PNL */
     stdDev: number | null;
-    /** Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better. */
-    sharpeRatio: number | null;
-    /** Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better. */
-    annualizedSharpeRatio: number | null;
-    /** Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better. */
-    certaintyRatio: number | null;
-    /** Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better. */
-    expectedYearlyReturns: number | null;
+    /** Profit factor: sum of wins / sum of losses */
+    profitFactor: number | null;
+    /** Average profit percentage on winning trades */
+    avgWin: number | null;
+    /** Average loss percentage on losing trades */
+    avgLoss: number | null;
+    /** Maximum consecutive winning trades */
+    maxWinStreak: number;
+    /** Maximum consecutive losing trades */
+    maxLossStreak: number;
+    /** Expectancy: (winRate * avgWin) - (lossRate * avgLoss) */
+    expectancy: number | null;
 }
 /**
- * Service for generating and saving backtest markdown reports.
- *
- * Features:
- * - Listens to signal events via onTick callback
- * - Accumulates closed signals per strategy using memoized storage
- * - Generates markdown tables with detailed signal information
- * - Saves reports to disk in logs/backtest/{strategyName}.md
- *
- * @example
- * ```typescript
- * const service = new BacktestMarkdownService();
- *
- * // Add to strategy callbacks
- * addStrategy({
- *   strategyName: "my-strategy",
- *   callbacks: {
- *     onTick: (symbol, result, backtest) => {
- *       service.tick(result);
- *     }
- *   }
- * });
- *
- * // After backtest, generate and save report
- * await service.saveReport("my-strategy");
- * ```
+ * Portfolio heatmap statistics structure.
+ * Contains aggregated data for all symbols in the portfolio.
  */
-declare class BacktestMarkdownService {
-    /** Logger service for debug output */
-    private readonly loggerService;
-    /**
-     * Memoized function to get or create ReportStorage for a strategy.
-     * Each strategy gets its own isolated storage instance.
-     */
-    private getStorage;
-    /**
-     * Processes tick events and accumulates closed signals.
-     * Should be called from IStrategyCallbacks.onTick.
-     *
-     * Only processes closed signals - opened signals are ignored.
-     *
-     * @param data - Tick result from strategy execution (opened or closed)
-     *
-     * @example
-     * ```typescript
-     * const service = new BacktestMarkdownService();
-     *
-     * callbacks: {
-     *   onTick: (symbol, result, backtest) => {
-     *     service.tick(result);
-     *   }
-     * }
-     * ```
-     */
-    private tick;
-    /**
-     * Gets statistical data from all closed signals for a strategy.
-     * Delegates to ReportStorage.getData().
-     *
-     * @param strategyName - Strategy name to get data for
-     * @returns Statistical data object with all metrics
-     *
-     * @example
-     * ```typescript
-     * const service = new BacktestMarkdownService();
-     * const stats = await service.getData("my-strategy");
-     * console.log(stats.sharpeRatio, stats.winRate);
-     * ```
-     */
-    getData: (strategyName: StrategyName) => Promise<BacktestStatistics>;
-    /**
-     * Generates markdown report with all closed signals for a strategy.
-     * Delegates to ReportStorage.generateReport().
-     *
-     * @param strategyName - Strategy name to generate report for
-     * @returns Markdown formatted report string with table of all closed signals
-     *
-     * @example
-     * ```typescript
-     * const service = new BacktestMarkdownService();
-     * const markdown = await service.getReport("my-strategy");
-     * console.log(markdown);
-     * ```
-     */
-    getReport: (strategyName: StrategyName) => Promise<string>;
-    /**
-     * Saves strategy report to disk.
-     * Creates directory if it doesn't exist.
-     * Delegates to ReportStorage.dump().
-     *
-     * @param strategyName - Strategy name to save report for
-     * @param path - Directory path to save report (default: "./logs/backtest")
-     *
-     * @example
-     * ```typescript
-     * const service = new BacktestMarkdownService();
-     *
-     * // Save to default path: ./logs/backtest/my-strategy.md
-     * await service.dump("my-strategy");
-     *
-     * // Save to custom path: ./custom/path/my-strategy.md
-     * await service.dump("my-strategy", "./custom/path");
-     * ```
-     */
-    dump: (strategyName: StrategyName, path?: string) => Promise<void>;
-    /**
-     * Clears accumulated signal data from storage.
-     * If strategyName is provided, clears only that strategy's data.
-     * If strategyName is omitted, clears all strategies' data.
-     *
-     * @param strategyName - Optional strategy name to clear specific strategy data
-     *
-     * @example
-     * ```typescript
-     * const service = new BacktestMarkdownService();
-     *
-     * // Clear specific strategy data
-     * await service.clear("my-strategy");
-     *
-     * // Clear all strategies' data
-     * await service.clear();
-     * ```
-     */
-    clear: (strategyName?: StrategyName) => Promise<void>;
-    /**
-     * Initializes the service by subscribing to backtest signal events.
-     * Uses singleshot to ensure initialization happens only once.
-     * Automatically called on first use.
-     *
-     * @example
-     * ```typescript
-     * const service = new BacktestMarkdownService();
-     * await service.init(); // Subscribe to backtest events
-     * ```
-     */
-    protected init: (() => Promise<void>) & functools_kit.ISingleshotClearable;
+interface IHeatmapStatistics {
+    /** Array of symbol statistics */
+    symbols: IHeatmapRow[];
+    /** Total number of symbols tracked */
+    totalSymbols: number;
+    /** Portfolio-wide total PNL */
+    portfolioTotalPnl: number | null;
+    /** Portfolio-wide Sharpe Ratio */
+    portfolioSharpeRatio: number | null;
+    /** Portfolio-wide total trades */
+    portfolioTotalTrades: number;
 }
 
 /**
@@ -1692,6 +2682,12 @@ interface MetricStats {
     p95: number;
     /** 99th percentile duration (ms) */
     p99: number;
+    /** Average wait time between events (ms) */
+    avgWaitTime: number;
+    /** Minimum wait time between events (ms) */
+    minWaitTime: number;
+    /** Maximum wait time between events (ms) */
+    maxWaitTime: number;
 }
 /**
  * Performance statistics aggregated by strategy.
@@ -1781,28 +2777,172 @@ declare class PerformanceMarkdownService {
     /**
      * Saves performance report to disk.
      *
-     * @param strategyName - Strategy name to save report for
-     * @param path - Directory path to save report
+     * @param strategyName - Strategy name to save report for
+     * @param path - Directory path to save report
+     *
+     * @example
+     * ```typescript
+     * // Save to default path: ./logs/performance/my-strategy.md
+     * await performanceService.dump("my-strategy");
+     *
+     * // Save to custom path
+     * await performanceService.dump("my-strategy", "./custom/path");
+     * ```
+     */
+    dump: (strategyName: string, path?: string) => Promise<void>;
+    /**
+     * Clears accumulated performance data from storage.
+     *
+     * @param strategyName - Optional strategy name to clear specific strategy data
+     */
+    clear: (strategyName?: string) => Promise<void>;
+    /**
+     * Initializes the service by subscribing to performance events.
+     * Uses singleshot to ensure initialization happens only once.
+     */
+    protected init: (() => Promise<void>) & functools_kit.ISingleshotClearable;
+}
+
+/**
+ * Alias for walker statistics result interface.
+ * Used for clarity in markdown service context.
+ *
+ */
+type WalkerStatistics = IWalkerResults;
+/**
+ * Service for generating and saving walker markdown reports.
+ *
+ * Features:
+ * - Listens to walker events via tick callback
+ * - Accumulates strategy results per walker using memoized storage
+ * - Generates markdown tables with detailed strategy comparison
+ * - Saves reports to disk in logs/walker/{walkerName}.md
+ *
+ * @example
+ * ```typescript
+ * const service = new WalkerMarkdownService();
+ * const results = await service.getData("my-walker");
+ * await service.dump("my-walker");
+ * ```
+ */
+declare class WalkerMarkdownService {
+    /** Logger service for debug output */
+    private readonly loggerService;
+    /**
+     * Memoized function to get or create ReportStorage for a walker.
+     * Each walker gets its own isolated storage instance.
+     */
+    private getStorage;
+    /**
+     * Processes walker progress events and accumulates strategy results.
+     * Should be called from walkerEmitter.
+     *
+     * @param data - Walker contract from walker execution
+     *
+     * @example
+     * ```typescript
+     * const service = new WalkerMarkdownService();
+     * walkerEmitter.subscribe((data) => service.tick(data));
+     * ```
+     */
+    private tick;
+    /**
+     * Gets walker results data from all strategy results.
+     * Delegates to ReportStorage.getData().
+     *
+     * @param walkerName - Walker name to get data for
+     * @param symbol - Trading symbol
+     * @param metric - Metric being optimized
+     * @param context - Context with exchangeName and frameName
+     * @returns Walker results data object with all metrics
+     *
+     * @example
+     * ```typescript
+     * const service = new WalkerMarkdownService();
+     * const results = await service.getData("my-walker", "BTCUSDT", "sharpeRatio", { exchangeName: "binance", frameName: "1d" });
+     * console.log(results.bestStrategy, results.bestMetric);
+     * ```
+     */
+    getData: (walkerName: WalkerName, symbol: string, metric: WalkerMetric, context: {
+        exchangeName: string;
+        frameName: string;
+    }) => Promise<IWalkerResults>;
+    /**
+     * Generates markdown report with all strategy results for a walker.
+     * Delegates to ReportStorage.getReport().
+     *
+     * @param walkerName - Walker name to generate report for
+     * @param symbol - Trading symbol
+     * @param metric - Metric being optimized
+     * @param context - Context with exchangeName and frameName
+     * @returns Markdown formatted report string
+     *
+     * @example
+     * ```typescript
+     * const service = new WalkerMarkdownService();
+     * const markdown = await service.getReport("my-walker", "BTCUSDT", "sharpeRatio", { exchangeName: "binance", frameName: "1d" });
+     * console.log(markdown);
+     * ```
+     */
+    getReport: (walkerName: WalkerName, symbol: string, metric: WalkerMetric, context: {
+        exchangeName: string;
+        frameName: string;
+    }) => Promise<string>;
+    /**
+     * Saves walker report to disk.
+     * Creates directory if it doesn't exist.
+     * Delegates to ReportStorage.dump().
+     *
+     * @param walkerName - Walker name to save report for
+     * @param symbol - Trading symbol
+     * @param metric - Metric being optimized
+     * @param context - Context with exchangeName and frameName
+     * @param path - Directory path to save report (default: "./logs/walker")
      *
      * @example
      * ```typescript
-     * // Save to default path: ./logs/performance/my-strategy.md
-     * await performanceService.dump("my-strategy");
+     * const service = new WalkerMarkdownService();
      *
-     * // Save to custom path
-     * await performanceService.dump("my-strategy", "./custom/path");
+     * // Save to default path: ./logs/walker/my-walker.md
+     * await service.dump("my-walker", "BTCUSDT", "sharpeRatio", { exchangeName: "binance", frameName: "1d" });
+     *
+     * // Save to custom path: ./custom/path/my-walker.md
+     * await service.dump("my-walker", "BTCUSDT", "sharpeRatio", { exchangeName: "binance", frameName: "1d" }, "./custom/path");
      * ```
      */
-    dump: (strategyName: string, path?: string) => Promise<void>;
+    dump: (walkerName: WalkerName, symbol: string, metric: WalkerMetric, context: {
+        exchangeName: string;
+        frameName: string;
+    }, path?: string) => Promise<void>;
     /**
-     * Clears accumulated performance data from storage.
+     * Clears accumulated result data from storage.
+     * If walkerName is provided, clears only that walker's data.
+     * If walkerName is omitted, clears all walkers' data.
      *
-     * @param strategyName - Optional strategy name to clear specific strategy data
+     * @param walkerName - Optional walker name to clear specific walker data
+     *
+     * @example
+     * ```typescript
+     * const service = new WalkerMarkdownService();
+     *
+     * // Clear specific walker data
+     * await service.clear("my-walker");
+     *
+     * // Clear all walkers' data
+     * await service.clear();
+     * ```
      */
-    clear: (strategyName?: string) => Promise<void>;
+    clear: (walkerName?: WalkerName) => Promise<void>;
     /**
-     * Initializes the service by subscribing to performance events.
+     * Initializes the service by subscribing to walker events.
      * Uses singleshot to ensure initialization happens only once.
+     * Automatically called on first use.
+     *
+     * @example
+     * ```typescript
+     * const service = new WalkerMarkdownService();
+     * await service.init(); // Subscribe to walker events
+     * ```
      */
     protected init: (() => Promise<void>) & functools_kit.ISingleshotClearable;
 }
@@ -2035,6 +3175,79 @@ declare class PersistSignalUtils {
  * ```
  */
 declare const PersistSignalAdaper: PersistSignalUtils;
+/**
+ * Type for persisted risk positions data.
+ * Stores Map entries as array of [key, value] tuples for JSON serialization.
+ */
+type RiskData = Array<[string, IRiskActivePosition]>;
+/**
+ * Utility class for managing risk active positions persistence.
+ *
+ * Features:
+ * - Memoized storage instances per risk profile
+ * - Custom adapter support
+ * - Atomic read/write operations for RiskData
+ * - Crash-safe position state management
+ *
+ * Used by ClientRisk for live mode persistence of active positions.
+ */
+declare class PersistRiskUtils {
+    private PersistRiskFactory;
+    private getRiskStorage;
+    /**
+     * Registers a custom persistence adapter.
+     *
+     * @param Ctor - Custom PersistBase constructor
+     *
+     * @example
+     * ```typescript
+     * class RedisPersist extends PersistBase {
+     *   async readValue(id) { return JSON.parse(await redis.get(id)); }
+     *   async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
+     * }
+     * PersistRiskAdapter.usePersistRiskAdapter(RedisPersist);
+     * ```
+     */
+    usePersistRiskAdapter(Ctor: TPersistBaseCtor<RiskName, RiskData>): void;
+    /**
+     * Reads persisted active positions for a risk profile.
+     *
+     * Called by ClientRisk.waitForInit() to restore state.
+     * Returns empty Map if no positions exist.
+     *
+     * @param riskName - Risk profile identifier
+     * @returns Promise resolving to Map of active positions
+     */
+    readPositionData: (riskName: RiskName) => Promise<RiskData>;
+    /**
+     * Writes active positions to disk with atomic file writes.
+     *
+     * Called by ClientRisk after addSignal/removeSignal to persist state.
+     * Uses atomic writes to prevent corruption on crashes.
+     *
+     * @param positions - Map of active positions
+     * @param riskName - Risk profile identifier
+     * @returns Promise that resolves when write is complete
+     */
+    writePositionData: (riskRow: RiskData, riskName: RiskName) => Promise<void>;
+}
+/**
+ * Global singleton instance of PersistRiskUtils.
+ * Used by ClientRisk for active positions persistence.
+ *
+ * @example
+ * ```typescript
+ * // Custom adapter
+ * PersistRiskAdapter.usePersistRiskAdapter(RedisPersist);
+ *
+ * // Read positions
+ * const positions = await PersistRiskAdapter.readPositionData("my-risk");
+ *
+ * // Write positions
+ * await PersistRiskAdapter.writePositionData(positionsMap, "my-risk");
+ * ```
+ */
+declare const PersistRiskAdapter: PersistRiskUtils;
 
 /**
  * Utility class for backtest operations.
@@ -2274,135 +3487,534 @@ declare class LiveUtils {
  *
  * @example
  * ```typescript
- * import { Live } from "./classes/Live";
+ * import { Live } from "./classes/Live";
+ *
+ * for await (const result of Live.run("BTCUSDT", {
+ *   strategyName: "my-strategy",
+ *   exchangeName: "my-exchange",
+ * })) {
+ *   console.log("Result:", result.action);
+ * }
+ * ```
+ */
+declare const Live: LiveUtils;
+
+/**
+ * Performance class provides static methods for performance metrics analysis.
+ *
+ * Features:
+ * - Get aggregated performance statistics by strategy
+ * - Generate markdown reports with bottleneck analysis
+ * - Save reports to disk
+ * - Clear accumulated metrics
+ *
+ * @example
+ * ```typescript
+ * import { Performance, listenPerformance } from "backtest-kit";
+ *
+ * // Subscribe to performance events
+ * listenPerformance((event) => {
+ *   console.log(`${event.metricType}: ${event.duration.toFixed(2)}ms`);
+ * });
+ *
+ * // Run backtest...
+ *
+ * // Get aggregated statistics
+ * const stats = await Performance.getData("my-strategy");
+ * console.log("Total time:", stats.totalDuration);
+ * console.log("Slowest operations:", Object.values(stats.metricStats)
+ *   .sort((a, b) => b.avgDuration - a.avgDuration)
+ *   .slice(0, 5));
+ *
+ * // Generate and save report
+ * await Performance.dump("my-strategy");
+ * ```
+ */
+declare class Performance {
+    /**
+     * Gets aggregated performance statistics for a strategy.
+     *
+     * Returns detailed metrics grouped by operation type:
+     * - Count, total duration, average, min, max
+     * - Standard deviation for volatility
+     * - Percentiles (median, P95, P99) for outlier detection
+     *
+     * @param strategyName - Strategy name to analyze
+     * @returns Performance statistics with aggregated metrics
+     *
+     * @example
+     * ```typescript
+     * const stats = await Performance.getData("my-strategy");
+     *
+     * // Find slowest operation type
+     * const slowest = Object.values(stats.metricStats)
+     *   .sort((a, b) => b.avgDuration - a.avgDuration)[0];
+     * console.log(`Slowest: ${slowest.metricType} (${slowest.avgDuration.toFixed(2)}ms avg)`);
+     *
+     * // Check for outliers
+     * for (const metric of Object.values(stats.metricStats)) {
+     *   if (metric.p99 > metric.avgDuration * 5) {
+     *     console.warn(`High variance in ${metric.metricType}: P99=${metric.p99}ms, Avg=${metric.avgDuration}ms`);
+     *   }
+     * }
+     * ```
+     */
+    static getData(strategyName: string): Promise<PerformanceStatistics>;
+    /**
+     * Generates markdown report with performance analysis.
+     *
+     * Report includes:
+     * - Time distribution across operation types
+     * - Detailed metrics table with statistics
+     * - Percentile analysis for bottleneck detection
+     *
+     * @param strategyName - Strategy name to generate report for
+     * @returns Markdown formatted report string
+     *
+     * @example
+     * ```typescript
+     * const markdown = await Performance.getReport("my-strategy");
+     * console.log(markdown);
+     *
+     * // Or save to file
+     * import fs from "fs/promises";
+     * await fs.writeFile("performance-report.md", markdown);
+     * ```
+     */
+    static getReport(strategyName: string): Promise<string>;
+    /**
+     * Saves performance report to disk.
+     *
+     * Creates directory if it doesn't exist.
+     * Default path: ./logs/performance/{strategyName}.md
+     *
+     * @param strategyName - Strategy name to save report for
+     * @param path - Optional custom directory path
+     *
+     * @example
+     * ```typescript
+     * // Save to default path: ./logs/performance/my-strategy.md
+     * await Performance.dump("my-strategy");
+     *
+     * // Save to custom path: ./reports/perf/my-strategy.md
+     * await Performance.dump("my-strategy", "./reports/perf");
+     * ```
+     */
+    static dump(strategyName: string, path?: string): Promise<void>;
+    /**
+     * Clears accumulated performance metrics from memory.
+     *
+     * @param strategyName - Optional strategy name to clear specific strategy's metrics
+     *
+     * @example
+     * ```typescript
+     * // Clear specific strategy metrics
+     * await Performance.clear("my-strategy");
+     *
+     * // Clear all metrics for all strategies
+     * await Performance.clear();
+     * ```
+     */
+    static clear(strategyName?: string): Promise<void>;
+}
+
+/**
+ * Utility class for walker operations.
+ *
+ * Provides simplified access to walkerGlobalService.run() with logging.
+ * Automatically pulls exchangeName and frameName from walker schema.
+ * Exported as singleton instance for convenient usage.
+ *
+ * @example
+ * ```typescript
+ * import { Walker } from "./classes/Walker";
+ *
+ * for await (const result of Walker.run("BTCUSDT", {
+ *   walkerName: "my-walker"
+ * })) {
+ *   console.log("Progress:", result.strategiesTested, "/", result.totalStrategies);
+ *   console.log("Best strategy:", result.bestStrategy, result.bestMetric);
+ * }
+ * ```
+ */
+declare class WalkerUtils {
+    /**
+     * Runs walker comparison for a symbol with context propagation.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param context - Execution context with walker name
+     * @returns Async generator yielding progress updates after each strategy
+     */
+    run: (symbol: string, context: {
+        walkerName: string;
+    }) => AsyncGenerator<WalkerContract, any, any>;
+    /**
+     * Runs walker comparison in background without yielding results.
+     *
+     * Consumes all walker progress updates internally without exposing them.
+     * Useful for running walker comparison for side effects only (callbacks, logging).
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param context - Execution context with walker name
+     * @returns Cancellation closure
+     *
+     * @example
+     * ```typescript
+     * // Run walker silently, only callbacks will fire
+     * await Walker.background("BTCUSDT", {
+     *   walkerName: "my-walker"
+     * });
+     * console.log("Walker comparison completed");
+     * ```
+     */
+    background: (symbol: string, context: {
+        walkerName: string;
+    }) => () => void;
+    /**
+     * Gets walker results data from all strategy comparisons.
+     *
+     * @param symbol - Trading symbol
+     * @param walkerName - Walker name to get data for
+     * @returns Promise resolving to walker results data object
+     *
+     * @example
+     * ```typescript
+     * const results = await Walker.getData("BTCUSDT", "my-walker");
+     * console.log(results.bestStrategy, results.bestMetric);
+     * ```
+     */
+    getData: (symbol: string, walkerName: WalkerName) => Promise<IWalkerResults>;
+    /**
+     * Generates markdown report with all strategy comparisons for a walker.
+     *
+     * @param symbol - Trading symbol
+     * @param walkerName - Walker name to generate report for
+     * @returns Promise resolving to markdown formatted report string
+     *
+     * @example
+     * ```typescript
+     * const markdown = await Walker.getReport("BTCUSDT", "my-walker");
+     * console.log(markdown);
+     * ```
+     */
+    getReport: (symbol: string, walkerName: WalkerName) => Promise<string>;
+    /**
+     * Saves walker report to disk.
+     *
+     * @param symbol - Trading symbol
+     * @param walkerName - Walker name to save report for
+     * @param path - Optional directory path to save report (default: "./logs/walker")
+     *
+     * @example
+     * ```typescript
+     * // Save to default path: ./logs/walker/my-walker.md
+     * await Walker.dump("BTCUSDT", "my-walker");
+     *
+     * // Save to custom path: ./custom/path/my-walker.md
+     * await Walker.dump("BTCUSDT", "my-walker", "./custom/path");
+     * ```
+     */
+    dump: (symbol: string, walkerName: WalkerName, path?: string) => Promise<void>;
+}
+/**
+ * Singleton instance of WalkerUtils for convenient walker operations.
+ *
+ * @example
+ * ```typescript
+ * import { Walker } from "./classes/Walker";
  *
- * for await (const result of Live.run("BTCUSDT", {
- *   strategyName: "my-strategy",
- *   exchangeName: "my-exchange",
+ * for await (const result of Walker.run("BTCUSDT", {
+ *   walkerName: "my-walker"
  * })) {
- *   console.log("Result:", result.action);
+ *   console.log("Progress:", result.strategiesTested, "/", result.totalStrategies);
+ *   console.log("Best so far:", result.bestStrategy, result.bestMetric);
  * }
  * ```
  */
-declare const Live: LiveUtils;
+declare const Walker: WalkerUtils;
 
 /**
- * Performance class provides static methods for performance metrics analysis.
+ * Utility class for portfolio heatmap operations.
  *
- * Features:
- * - Get aggregated performance statistics by strategy
- * - Generate markdown reports with bottleneck analysis
- * - Save reports to disk
- * - Clear accumulated metrics
+ * Provides simplified access to heatMarkdownService with logging.
+ * Automatically aggregates statistics across all symbols per strategy.
+ * Exported as singleton instance for convenient usage.
  *
  * @example
  * ```typescript
- * import { Performance, listenPerformance } from "backtest-kit";
- *
- * // Subscribe to performance events
- * listenPerformance((event) => {
- *   console.log(`${event.metricType}: ${event.duration.toFixed(2)}ms`);
- * });
+ * import { Heat } from "backtest-kit";
  *
- * // Run backtest...
+ * // Get raw heatmap data for a strategy
+ * const stats = await Heat.getData("my-strategy");
+ * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  *
- * // Get aggregated statistics
- * const stats = await Performance.getData("my-strategy");
- * console.log("Total time:", stats.totalDuration);
- * console.log("Slowest operations:", Object.values(stats.metricStats)
- *   .sort((a, b) => b.avgDuration - a.avgDuration)
- *   .slice(0, 5));
+ * // Generate markdown report
+ * const markdown = await Heat.getReport("my-strategy");
+ * console.log(markdown);
  *
- * // Generate and save report
- * await Performance.dump("my-strategy");
+ * // Save to disk
+ * await Heat.dump("my-strategy", "./reports");
  * ```
  */
-declare class Performance {
+declare class HeatUtils {
     /**
-     * Gets aggregated performance statistics for a strategy.
+     * Gets aggregated portfolio heatmap statistics for a strategy.
      *
-     * Returns detailed metrics grouped by operation type:
-     * - Count, total duration, average, min, max
-     * - Standard deviation for volatility
-     * - Percentiles (median, P95, P99) for outlier detection
+     * Returns per-symbol breakdown and portfolio-wide metrics.
+     * Data is automatically collected from all closed signals for the strategy.
      *
-     * @param strategyName - Strategy name to analyze
-     * @returns Performance statistics with aggregated metrics
+     * @param strategyName - Strategy name to get heatmap data for
+     * @returns Promise resolving to heatmap statistics object
      *
      * @example
      * ```typescript
-     * const stats = await Performance.getData("my-strategy");
+     * const stats = await Heat.getData("my-strategy");
      *
-     * // Find slowest operation type
-     * const slowest = Object.values(stats.metricStats)
-     *   .sort((a, b) => b.avgDuration - a.avgDuration)[0];
-     * console.log(`Slowest: ${slowest.metricType} (${slowest.avgDuration.toFixed(2)}ms avg)`);
+     * console.log(`Total symbols: ${stats.totalSymbols}`);
+     * console.log(`Portfolio Total PNL: ${stats.portfolioTotalPnl}%`);
+     * console.log(`Portfolio Sharpe Ratio: ${stats.portfolioSharpeRatio}`);
      *
-     * // Check for outliers
-     * for (const metric of Object.values(stats.metricStats)) {
-     *   if (metric.p99 > metric.avgDuration * 5) {
-     *     console.warn(`High variance in ${metric.metricType}: P99=${metric.p99}ms, Avg=${metric.avgDuration}ms`);
-     *   }
-     * }
+     * // Iterate through per-symbol statistics
+     * stats.symbols.forEach(row => {
+     *   console.log(`${row.symbol}: ${row.totalPnl}% (${row.totalTrades} trades)`);
+     * });
      * ```
      */
-    static getData(strategyName: string): Promise<PerformanceStatistics>;
+    getData: (strategyName: StrategyName) => Promise<IHeatmapStatistics>;
     /**
-     * Generates markdown report with performance analysis.
+     * Generates markdown report with portfolio heatmap table for a strategy.
      *
-     * Report includes:
-     * - Time distribution across operation types
-     * - Detailed metrics table with statistics
-     * - Percentile analysis for bottleneck detection
+     * Table includes: Symbol, Total PNL, Sharpe Ratio, Max Drawdown, Trades.
+     * Symbols are sorted by Total PNL descending.
      *
-     * @param strategyName - Strategy name to generate report for
-     * @returns Markdown formatted report string
+     * @param strategyName - Strategy name to generate heatmap report for
+     * @returns Promise resolving to markdown formatted report string
      *
      * @example
      * ```typescript
-     * const markdown = await Performance.getReport("my-strategy");
+     * const markdown = await Heat.getReport("my-strategy");
      * console.log(markdown);
-     *
-     * // Or save to file
-     * import fs from "fs/promises";
-     * await fs.writeFile("performance-report.md", markdown);
+     * // Output:
+     * // # Portfolio Heatmap: my-strategy
+     * //
+     * // **Total Symbols:** 5 | **Portfolio PNL:** +45.3% | **Portfolio Sharpe:** 1.85 | **Total Trades:** 120
+     * //
+     * // | Symbol | Total PNL | Sharpe | Max DD | Trades |
+     * // |--------|-----------|--------|--------|--------|
+     * // | BTCUSDT | +15.5% | 2.10 | -2.5% | 45 |
+     * // | ETHUSDT | +12.3% | 1.85 | -3.1% | 38 |
+     * // ...
      * ```
      */
-    static getReport(strategyName: string): Promise<string>;
+    getReport: (strategyName: StrategyName) => Promise<string>;
     /**
-     * Saves performance report to disk.
+     * Saves heatmap report to disk for a strategy.
      *
      * Creates directory if it doesn't exist.
-     * Default path: ./logs/performance/{strategyName}.md
+     * Default filename: {strategyName}.md
      *
-     * @param strategyName - Strategy name to save report for
-     * @param path - Optional custom directory path
+     * @param strategyName - Strategy name to save heatmap report for
+     * @param path - Optional directory path to save report (default: "./logs/heatmap")
      *
      * @example
      * ```typescript
-     * // Save to default path: ./logs/performance/my-strategy.md
-     * await Performance.dump("my-strategy");
+     * // Save to default path: ./logs/heatmap/my-strategy.md
+     * await Heat.dump("my-strategy");
      *
-     * // Save to custom path: ./reports/perf/my-strategy.md
-     * await Performance.dump("my-strategy", "./reports/perf");
+     * // Save to custom path: ./reports/my-strategy.md
+     * await Heat.dump("my-strategy", "./reports");
      * ```
      */
-    static dump(strategyName: string, path?: string): Promise<void>;
+    dump: (strategyName: StrategyName, path?: string) => Promise<void>;
+}
+/**
+ * Singleton instance of HeatUtils for convenient heatmap operations.
+ *
+ * @example
+ * ```typescript
+ * import { Heat } from "backtest-kit";
+ *
+ * // Strategy-specific heatmap
+ * const stats = await Heat.getData("my-strategy");
+ * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
+ * console.log(`Total Symbols: ${stats.totalSymbols}`);
+ *
+ * // Per-symbol breakdown
+ * stats.symbols.forEach(row => {
+ *   console.log(`${row.symbol}:`);
+ *   console.log(`  Total PNL: ${row.totalPnl}%`);
+ *   console.log(`  Sharpe Ratio: ${row.sharpeRatio}`);
+ *   console.log(`  Max Drawdown: ${row.maxDrawdown}%`);
+ *   console.log(`  Trades: ${row.totalTrades}`);
+ * });
+ *
+ * // Generate and save report
+ * await Heat.dump("my-strategy", "./reports");
+ * ```
+ */
+declare const Heat: HeatUtils;
+
+/**
+ * Utility class for position sizing calculations.
+ *
+ * Provides static methods for each sizing method with validation.
+ * Each method validates that the sizing schema matches the requested method.
+ *
+ * @example
+ * ```typescript
+ * import { PositionSize } from "./classes/PositionSize";
+ *
+ * // Fixed percentage sizing
+ * const quantity = await PositionSize.fixedPercentage(
+ *   "BTCUSDT",
+ *   10000,
+ *   50000,
+ *   49000,
+ *   { sizingName: "conservative" }
+ * );
+ *
+ * // Kelly Criterion sizing
+ * const quantity = await PositionSize.kellyCriterion(
+ *   "BTCUSDT",
+ *   10000,
+ *   50000,
+ *   0.55,
+ *   1.5,
+ *   { sizingName: "kelly" }
+ * );
+ *
+ * // ATR-based sizing
+ * const quantity = await PositionSize.atrBased(
+ *   "BTCUSDT",
+ *   10000,
+ *   50000,
+ *   500,
+ *   { sizingName: "atr-dynamic" }
+ * );
+ * ```
+ */
+declare class PositionSizeUtils {
     /**
-     * Clears accumulated performance metrics from memory.
+     * Calculates position size using fixed percentage risk method.
      *
-     * @param strategyName - Optional strategy name to clear specific strategy's metrics
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param accountBalance - Current account balance
+     * @param priceOpen - Planned entry price
+     * @param priceStopLoss - Stop-loss price
+     * @param context - Execution context with sizing name
+     * @returns Promise resolving to calculated position size
+     * @throws Error if sizing schema method is not "fixed-percentage"
+     */
+    static fixedPercentage: (symbol: string, accountBalance: number, priceOpen: number, priceStopLoss: number, context: {
+        sizingName: SizingName;
+    }) => Promise<number>;
+    /**
+     * Calculates position size using Kelly Criterion method.
      *
-     * @example
-     * ```typescript
-     * // Clear specific strategy metrics
-     * await Performance.clear("my-strategy");
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param accountBalance - Current account balance
+     * @param priceOpen - Planned entry price
+     * @param winRate - Win rate (0-1)
+     * @param winLossRatio - Average win/loss ratio
+     * @param context - Execution context with sizing name
+     * @returns Promise resolving to calculated position size
+     * @throws Error if sizing schema method is not "kelly-criterion"
+     */
+    static kellyCriterion: (symbol: string, accountBalance: number, priceOpen: number, winRate: number, winLossRatio: number, context: {
+        sizingName: SizingName;
+    }) => Promise<number>;
+    /**
+     * Calculates position size using ATR-based method.
      *
-     * // Clear all metrics for all strategies
-     * await Performance.clear();
-     * ```
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param accountBalance - Current account balance
+     * @param priceOpen - Planned entry price
+     * @param atr - Current ATR value
+     * @param context - Execution context with sizing name
+     * @returns Promise resolving to calculated position size
+     * @throws Error if sizing schema method is not "atr-based"
      */
-    static clear(strategyName?: string): Promise<void>;
+    static atrBased: (symbol: string, accountBalance: number, priceOpen: number, atr: number, context: {
+        sizingName: SizingName;
+    }) => Promise<number>;
+}
+declare const PositionSize: typeof PositionSizeUtils;
+
+/**
+ * Global signal emitter for all trading events (live + backtest).
+ * Emits all signal events regardless of execution mode.
+ */
+declare const signalEmitter: Subject<IStrategyTickResult>;
+/**
+ * Live trading signal emitter.
+ * Emits only signals from live trading execution.
+ */
+declare const signalLiveEmitter: Subject<IStrategyTickResult>;
+/**
+ * Backtest signal emitter.
+ * Emits only signals from backtest execution.
+ */
+declare const signalBacktestEmitter: Subject<IStrategyTickResult>;
+/**
+ * Error emitter for background execution errors.
+ * Emits errors caught in background tasks (Live.background, Backtest.background).
+ */
+declare const errorEmitter: Subject<Error>;
+/**
+ * Done emitter for live background execution completion.
+ * Emits when live background tasks complete (Live.background).
+ */
+declare const doneLiveSubject: Subject<DoneContract>;
+/**
+ * Done emitter for backtest background execution completion.
+ * Emits when backtest background tasks complete (Backtest.background).
+ */
+declare const doneBacktestSubject: Subject<DoneContract>;
+/**
+ * Done emitter for walker background execution completion.
+ * Emits when walker background tasks complete (Walker.background).
+ */
+declare const doneWalkerSubject: Subject<DoneContract>;
+/**
+ * Progress emitter for backtest execution progress.
+ * Emits progress updates during backtest execution.
+ */
+declare const progressEmitter: Subject<ProgressContract>;
+/**
+ * Performance emitter for execution metrics.
+ * Emits performance metrics for profiling and bottleneck detection.
+ */
+declare const performanceEmitter: Subject<PerformanceContract>;
+/**
+ * Walker emitter for strategy comparison progress.
+ * Emits progress updates during walker execution (each strategy completion).
+ */
+declare const walkerEmitter: Subject<WalkerContract>;
+/**
+ * Walker complete emitter for strategy comparison completion.
+ * Emits when all strategies have been tested and final results are available.
+ */
+declare const walkerCompleteSubject: Subject<IWalkerResults>;
+/**
+ * Validation emitter for risk validation errors.
+ * Emits when risk validation functions throw errors during signal checking.
+ */
+declare const validationSubject: Subject<Error>;
+
+declare const emitters_doneBacktestSubject: typeof doneBacktestSubject;
+declare const emitters_doneLiveSubject: typeof doneLiveSubject;
+declare const emitters_doneWalkerSubject: typeof doneWalkerSubject;
+declare const emitters_errorEmitter: typeof errorEmitter;
+declare const emitters_performanceEmitter: typeof performanceEmitter;
+declare const emitters_progressEmitter: typeof progressEmitter;
+declare const emitters_signalBacktestEmitter: typeof signalBacktestEmitter;
+declare const emitters_signalEmitter: typeof signalEmitter;
+declare const emitters_signalLiveEmitter: typeof signalLiveEmitter;
+declare const emitters_validationSubject: typeof validationSubject;
+declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
+declare const emitters_walkerEmitter: typeof walkerEmitter;
+declare namespace emitters {
+  export { emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_performanceEmitter as performanceEmitter, emitters_progressEmitter as progressEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter };
 }
 
 /**
@@ -2650,6 +4262,7 @@ declare class StrategyConnectionService implements IStrategy {
     private readonly loggerService;
     private readonly executionContextService;
     private readonly strategySchemaService;
+    private readonly riskConnectionService;
     private readonly exchangeConnectionService;
     private readonly methodContextService;
     /**
@@ -2682,97 +4295,327 @@ declare class StrategyConnectionService implements IStrategy {
      */
     backtest: (candles: ICandleData[]) => Promise<IStrategyBacktestResult>;
     /**
-     * Stops the specified strategy from generating new signals.
+     * Stops the specified strategy from generating new signals.
+     *
+     * Delegates to ClientStrategy.stop() which sets internal flag to prevent
+     * getSignal from being called on subsequent ticks.
+     *
+     * @param strategyName - Name of strategy to stop
+     * @returns Promise that resolves when stop flag is set
+     */
+    stop: (strategyName: StrategyName) => Promise<void>;
+    /**
+     * Clears the memoized ClientStrategy instance from cache.
+     *
+     * Forces re-initialization of strategy on next getStrategy call.
+     * Useful for resetting strategy state or releasing resources.
+     *
+     * @param strategyName - Name of strategy to clear from cache
+     */
+    clear: (strategyName: StrategyName) => Promise<void>;
+}
+
+/**
+ * Client implementation for backtest timeframe generation.
+ *
+ * Features:
+ * - Generates timestamp arrays for backtest iteration
+ * - Singleshot caching prevents redundant generation
+ * - Configurable interval spacing (1m to 3d)
+ * - Callback support for validation and logging
+ *
+ * Used by BacktestLogicPrivateService to iterate through historical periods.
+ */
+declare class ClientFrame implements IFrame {
+    readonly params: IFrameParams;
+    constructor(params: IFrameParams);
+    /**
+     * Generates timeframe array for backtest period.
+     * Results are cached via singleshot pattern.
+     *
+     * @param symbol - Trading pair symbol (unused, for API consistency)
+     * @returns Promise resolving to array of Date objects
+     * @throws Error if interval is invalid
+     */
+    getTimeframe: ((symbol: string) => Promise<Date[]>) & functools_kit.ISingleshotClearable;
+}
+
+/**
+ * Connection service routing frame operations to correct ClientFrame instance.
+ *
+ * Routes all IFrame method calls to the appropriate frame implementation
+ * based on methodContextService.context.frameName. Uses memoization to cache
+ * ClientFrame instances for performance.
+ *
+ * Key features:
+ * - Automatic frame routing via method context
+ * - Memoized ClientFrame instances by frameName
+ * - Implements IFrame interface
+ * - Backtest timeframe management (startDate, endDate, interval)
+ *
+ * Note: frameName is empty string for live mode (no frame constraints).
+ *
+ * @example
+ * ```typescript
+ * // Used internally by framework
+ * const timeframe = await frameConnectionService.getTimeframe("BTCUSDT");
+ * // Automatically routes to correct frame based on methodContext
+ * ```
+ */
+declare class FrameConnectionService implements IFrame {
+    private readonly loggerService;
+    private readonly frameSchemaService;
+    private readonly methodContextService;
+    /**
+     * Retrieves memoized ClientFrame instance for given frame name.
+     *
+     * Creates ClientFrame on first call, returns cached instance on subsequent calls.
+     * Cache key is frameName string.
+     *
+     * @param frameName - Name of registered frame schema
+     * @returns Configured ClientFrame instance
+     */
+    getFrame: ((frameName: FrameName) => ClientFrame) & functools_kit.IClearableMemoize<string> & functools_kit.IControlMemoize<string, ClientFrame>;
+    /**
+     * Retrieves backtest timeframe boundaries for symbol.
+     *
+     * Returns startDate and endDate from frame configuration.
+     * Used to limit backtest execution to specific date range.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @returns Promise resolving to { startDate: Date, endDate: Date }
+     */
+    getTimeframe: (symbol: string) => Promise<Date[]>;
+}
+
+/**
+ * Client implementation for position sizing calculation.
+ *
+ * Features:
+ * - Multiple sizing methods (fixed %, Kelly, ATR)
+ * - Min/max position constraints
+ * - Max position percentage limit
+ * - Callback support for validation and logging
+ *
+ * Used by strategy execution to determine optimal position sizes.
+ */
+declare class ClientSizing implements ISizing {
+    readonly params: ISizingParams;
+    constructor(params: ISizingParams);
+    /**
+     * Calculates position size based on configured method and constraints.
+     *
+     * @param params - Calculation parameters (symbol, balance, prices, etc.)
+     * @returns Promise resolving to calculated position size
+     * @throws Error if required parameters are missing or invalid
+     */
+    calculate(params: ISizingCalculateParams): Promise<number>;
+}
+
+/**
+ * Connection service routing sizing operations to correct ClientSizing instance.
+ *
+ * Routes sizing method calls to the appropriate sizing implementation
+ * based on the provided sizingName parameter. Uses memoization to cache
+ * ClientSizing instances for performance.
+ *
+ * Key features:
+ * - Explicit sizing routing via sizingName parameter
+ * - Memoized ClientSizing instances by sizingName
+ * - Position size calculation with risk management
+ *
+ * Note: sizingName is empty string for strategies without sizing configuration.
+ *
+ * @example
+ * ```typescript
+ * // Used internally by framework
+ * const quantity = await sizingConnectionService.calculate(
+ *   {
+ *     symbol: "BTCUSDT",
+ *     accountBalance: 10000,
+ *     priceOpen: 50000,
+ *     priceStopLoss: 49000,
+ *     method: "fixed-percentage"
+ *   },
+ *   { sizingName: "conservative" }
+ * );
+ * ```
+ */
+declare class SizingConnectionService {
+    private readonly loggerService;
+    private readonly sizingSchemaService;
+    /**
+     * Retrieves memoized ClientSizing instance for given sizing name.
      *
-     * Delegates to ClientStrategy.stop() which sets internal flag to prevent
-     * getSignal from being called on subsequent ticks.
+     * Creates ClientSizing on first call, returns cached instance on subsequent calls.
+     * Cache key is sizingName string.
      *
-     * @param strategyName - Name of strategy to stop
-     * @returns Promise that resolves when stop flag is set
+     * @param sizingName - Name of registered sizing schema
+     * @returns Configured ClientSizing instance
      */
-    stop: (strategyName: StrategyName) => Promise<void>;
+    getSizing: ((sizingName: SizingName) => ClientSizing) & functools_kit.IClearableMemoize<string> & functools_kit.IControlMemoize<string, ClientSizing>;
     /**
-     * Clears the memoized ClientStrategy instance from cache.
+     * Calculates position size based on risk parameters and configured method.
      *
-     * Forces re-initialization of strategy on next getStrategy call.
-     * Useful for resetting strategy state or releasing resources.
+     * Routes to appropriate ClientSizing instance based on provided context.
+     * Supports multiple sizing methods: fixed-percentage, kelly-criterion, atr-based.
      *
-     * @param strategyName - Name of strategy to clear from cache
+     * @param params - Calculation parameters (symbol, balance, prices, method-specific data)
+     * @param context - Execution context with sizing name
+     * @returns Promise resolving to calculated position size
      */
-    clear: (strategyName: StrategyName) => Promise<void>;
+    calculate: (params: ISizingCalculateParams, context: {
+        sizingName: SizingName;
+    }) => Promise<number>;
 }
 
+/** Type for active position map */
+type RiskMap = Map<string, IRiskActivePosition>;
+/** Symbol indicating that positions need to be fetched from persistence */
+declare const POSITION_NEED_FETCH: unique symbol;
 /**
- * Client implementation for backtest timeframe generation.
+ * ClientRisk implementation for portfolio-level risk management.
  *
- * Features:
- * - Generates timestamp arrays for backtest iteration
- * - Singleshot caching prevents redundant generation
- * - Configurable interval spacing (1m to 3d)
- * - Callback support for validation and logging
+ * Provides risk checking logic to prevent signals that violate configured limits:
+ * - Maximum concurrent positions (tracks across all strategies)
+ * - Custom validations with access to all active positions
  *
- * Used by BacktestLogicPrivateService to iterate through historical periods.
+ * Multiple ClientStrategy instances share the same ClientRisk instance,
+ * allowing cross-strategy risk analysis.
+ *
+ * Used internally by strategy execution to validate signals before opening positions.
  */
-declare class ClientFrame implements IFrame {
-    readonly params: IFrameParams;
-    constructor(params: IFrameParams);
+declare class ClientRisk implements IRisk {
+    readonly params: IRiskParams;
     /**
-     * Generates timeframe array for backtest period.
-     * Results are cached via singleshot pattern.
+     * Map of active positions tracked across all strategies.
+     * Key: `${strategyName}:${exchangeName}:${symbol}`
+     * Starts as POSITION_NEED_FETCH symbol, gets initialized on first use.
+     */
+    _activePositions: RiskMap | typeof POSITION_NEED_FETCH;
+    constructor(params: IRiskParams);
+    /**
+     * Initializes active positions by loading from persistence.
+     * Uses singleshot pattern to ensure initialization happens exactly once.
+     * Skips persistence in backtest mode.
+     */
+    private waitForInit;
+    /**
+     * Persists current active positions to disk.
+     */
+    private _updatePositions;
+    /**
+     * Registers a new opened signal.
+     * Called by StrategyConnectionService after signal is opened.
+     */
+    addSignal(symbol: string, context: {
+        strategyName: string;
+        riskName: string;
+    }): Promise<void>;
+    /**
+     * Removes a closed signal.
+     * Called by StrategyConnectionService when signal is closed.
+     */
+    removeSignal(symbol: string, context: {
+        strategyName: string;
+        riskName: string;
+    }): Promise<void>;
+    /**
+     * Checks if a signal should be allowed based on risk limits.
      *
-     * @param symbol - Trading pair symbol (unused, for API consistency)
-     * @returns Promise resolving to array of Date objects
-     * @throws Error if interval is invalid
+     * Executes custom validations with access to:
+     * - Passthrough params from ClientStrategy (symbol, strategyName, exchangeName, currentPrice, timestamp)
+     * - Active positions via this.activePositions getter
+     *
+     * Returns false immediately if any validation throws error.
+     * Triggers callbacks (onRejected, onAllowed) based on result.
+     *
+     * @param params - Risk check arguments (passthrough from ClientStrategy)
+     * @returns Promise resolving to true if allowed, false if rejected
      */
-    getTimeframe: ((symbol: string) => Promise<Date[]>) & functools_kit.ISingleshotClearable;
+    checkSignal: (params: IRiskCheckArgs) => Promise<boolean>;
 }
 
 /**
- * Connection service routing frame operations to correct ClientFrame instance.
+ * Connection service routing risk operations to correct ClientRisk instance.
  *
- * Routes all IFrame method calls to the appropriate frame implementation
- * based on methodContextService.context.frameName. Uses memoization to cache
- * ClientFrame instances for performance.
+ * Routes risk checking calls to the appropriate risk implementation
+ * based on the provided riskName parameter. Uses memoization to cache
+ * ClientRisk instances for performance.
  *
  * Key features:
- * - Automatic frame routing via method context
- * - Memoized ClientFrame instances by frameName
- * - Implements IFrame interface
- * - Backtest timeframe management (startDate, endDate, interval)
+ * - Explicit risk routing via riskName parameter
+ * - Memoized ClientRisk instances by riskName
+ * - Risk limit validation for signals
  *
- * Note: frameName is empty string for live mode (no frame constraints).
+ * Note: riskName is empty string for strategies without risk configuration.
  *
  * @example
  * ```typescript
  * // Used internally by framework
- * const timeframe = await frameConnectionService.getTimeframe("BTCUSDT");
- * // Automatically routes to correct frame based on methodContext
+ * const result = await riskConnectionService.checkSignal(
+ *   {
+ *     symbol: "BTCUSDT",
+ *     positionSize: 0.5,
+ *     currentPrice: 50000,
+ *     portfolioBalance: 100000,
+ *     currentDrawdown: 5,
+ *     currentPositions: 3,
+ *     dailyPnl: -2,
+ *     currentSymbolExposure: 8
+ *   },
+ *   { riskName: "conservative" }
+ * );
  * ```
  */
-declare class FrameConnectionService implements IFrame {
+declare class RiskConnectionService {
     private readonly loggerService;
-    private readonly frameSchemaService;
-    private readonly methodContextService;
+    private readonly riskSchemaService;
     /**
-     * Retrieves memoized ClientFrame instance for given frame name.
+     * Retrieves memoized ClientRisk instance for given risk name.
      *
-     * Creates ClientFrame on first call, returns cached instance on subsequent calls.
-     * Cache key is frameName string.
+     * Creates ClientRisk on first call, returns cached instance on subsequent calls.
+     * Cache key is riskName string.
      *
-     * @param frameName - Name of registered frame schema
-     * @returns Configured ClientFrame instance
+     * @param riskName - Name of registered risk schema
+     * @returns Configured ClientRisk instance
      */
-    getFrame: ((frameName: FrameName) => ClientFrame) & functools_kit.IClearableMemoize<string> & functools_kit.IControlMemoize<string, ClientFrame>;
+    getRisk: ((riskName: RiskName) => ClientRisk) & functools_kit.IClearableMemoize<string> & functools_kit.IControlMemoize<string, ClientRisk>;
     /**
-     * Retrieves backtest timeframe boundaries for symbol.
+     * Checks if a signal should be allowed based on risk limits.
      *
-     * Returns startDate and endDate from frame configuration.
-     * Used to limit backtest execution to specific date range.
+     * Routes to appropriate ClientRisk instance based on provided context.
+     * Validates portfolio drawdown, symbol exposure, position count, and daily loss limits.
      *
-     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
-     * @returns Promise resolving to { startDate: Date, endDate: Date }
+     * @param params - Risk check arguments (portfolio state, position details)
+     * @param context - Execution context with risk name
+     * @returns Promise resolving to risk check result
      */
-    getTimeframe: (symbol: string) => Promise<Date[]>;
+    checkSignal: (params: IRiskCheckArgs, context: {
+        riskName: RiskName;
+    }) => Promise<boolean>;
+    /**
+     * Registers an opened signal with the risk management system.
+     * Routes to appropriate ClientRisk instance.
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Context information (strategyName, riskName)
+     */
+    addSignal: (symbol: string, context: {
+        strategyName: string;
+        riskName: RiskName;
+    }) => Promise<void>;
+    /**
+     * Removes a closed signal from the risk management system.
+     * Routes to appropriate ClientRisk instance.
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Context information (strategyName, riskName)
+     */
+    removeSignal: (symbol: string, context: {
+        strategyName: string;
+        riskName: RiskName;
+    }) => Promise<void>;
 }
 
 /**
@@ -2914,6 +4757,90 @@ declare class FrameGlobalService {
     getTimeframe: (symbol: string) => Promise<Date[]>;
 }
 
+/**
+ * Global service for sizing operations.
+ *
+ * Wraps SizingConnectionService for position size calculation.
+ * Used internally by strategy execution and public API.
+ */
+declare class SizingGlobalService {
+    private readonly loggerService;
+    private readonly sizingConnectionService;
+    /**
+     * Calculates position size based on risk parameters.
+     *
+     * @param params - Calculation parameters (symbol, balance, prices, method-specific data)
+     * @param context - Execution context with sizing name
+     * @returns Promise resolving to calculated position size
+     */
+    calculate: (params: ISizingCalculateParams, context: {
+        sizingName: SizingName;
+    }) => Promise<number>;
+}
+
+/**
+ * Global service for risk operations.
+ *
+ * Wraps RiskConnectionService for risk limit validation.
+ * Used internally by strategy execution and public API.
+ */
+declare class RiskGlobalService {
+    private readonly loggerService;
+    private readonly riskConnectionService;
+    /**
+     * Checks if a signal should be allowed based on risk limits.
+     *
+     * @param params - Risk check arguments (portfolio state, position details)
+     * @param context - Execution context with risk name
+     * @returns Promise resolving to risk check result
+     */
+    checkSignal: (params: IRiskCheckArgs, context: {
+        riskName: RiskName;
+    }) => Promise<boolean>;
+    /**
+     * Registers an opened signal with the risk management system.
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Context information (strategyName, riskName)
+     */
+    addSignal: (symbol: string, context: {
+        strategyName: string;
+        riskName: RiskName;
+    }) => Promise<void>;
+    /**
+     * Removes a closed signal from the risk management system.
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Context information (strategyName, riskName)
+     */
+    removeSignal: (symbol: string, context: {
+        strategyName: string;
+        riskName: RiskName;
+    }) => Promise<void>;
+}
+
+/**
+ * Global service providing access to walker functionality.
+ *
+ * Simple wrapper around WalkerLogicPublicService for dependency injection.
+ * Used by public API exports.
+ */
+declare class WalkerGlobalService {
+    private readonly loggerService;
+    private readonly walkerLogicPublicService;
+    /**
+     * Runs walker comparison for a symbol with context propagation.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param context - Walker context with strategies and metric
+     */
+    run: (symbol: string, context: {
+        walkerName: string;
+        exchangeName: string;
+        frameName: string;
+    }) => AsyncGenerator<WalkerContract, any, any>;
+}
+
 /**
  * Service for managing exchange schema registry.
  *
@@ -2954,109 +4881,252 @@ declare class ExchangeSchemaService {
      */
     override: (key: ExchangeName, value: Partial<IExchangeSchema>) => IExchangeSchema;
     /**
-     * Retrieves an exchange schema by name.
+     * Retrieves an exchange schema by name.
+     *
+     * @param key - Exchange name
+     * @returns Exchange schema configuration
+     * @throws Error if exchange name doesn't exist
+     */
+    get: (key: ExchangeName) => IExchangeSchema;
+}
+
+/**
+ * Service for managing strategy schema registry.
+ *
+ * Uses ToolRegistry from functools-kit for type-safe schema storage.
+ * Strategies are registered via addStrategy() and retrieved by name.
+ */
+declare class StrategySchemaService {
+    readonly loggerService: LoggerService;
+    private _registry;
+    /**
+     * Registers a new strategy schema.
+     *
+     * @param key - Unique strategy name
+     * @param value - Strategy schema configuration
+     * @throws Error if strategy name already exists
+     */
+    register: (key: StrategyName, value: IStrategySchema) => void;
+    /**
+     * Validates strategy schema structure for required properties.
+     *
+     * Performs shallow validation to ensure all required properties exist
+     * and have correct types before registration in the registry.
+     *
+     * @param strategySchema - Strategy schema to validate
+     * @throws Error if strategyName is missing or not a string
+     * @throws Error if interval is missing or not a valid SignalInterval
+     * @throws Error if getSignal is missing or not a function
+     */
+    private validateShallow;
+    /**
+     * Overrides an existing strategy schema with partial updates.
+     *
+     * @param key - Strategy name to override
+     * @param value - Partial schema updates
+     * @returns Updated strategy schema
+     * @throws Error if strategy name doesn't exist
+     */
+    override: (key: StrategyName, value: Partial<IStrategySchema>) => IStrategySchema;
+    /**
+     * Retrieves a strategy schema by name.
+     *
+     * @param key - Strategy name
+     * @returns Strategy schema configuration
+     * @throws Error if strategy name doesn't exist
+     */
+    get: (key: StrategyName) => IStrategySchema;
+}
+
+/**
+ * Service for managing frame schema registry.
+ *
+ * Uses ToolRegistry from functools-kit for type-safe schema storage.
+ * Frames are registered via addFrame() and retrieved by name.
+ */
+declare class FrameSchemaService {
+    readonly loggerService: LoggerService;
+    private _registry;
+    /**
+     * Registers a new frame schema.
+     *
+     * @param key - Unique frame name
+     * @param value - Frame schema configuration
+     * @throws Error if frame name already exists
+     */
+    register(key: FrameName, value: IFrameSchema): void;
+    /**
+     * Validates frame schema structure for required properties.
+     *
+     * Performs shallow validation to ensure all required properties exist
+     * and have correct types before registration in the registry.
+     *
+     * @param frameSchema - Frame schema to validate
+     * @throws Error if frameName is missing or not a string
+     * @throws Error if interval is missing or not a valid FrameInterval
+     * @throws Error if startDate is missing or not a Date
+     * @throws Error if endDate is missing or not a Date
+     */
+    private validateShallow;
+    /**
+     * Overrides an existing frame schema with partial updates.
+     *
+     * @param key - Frame name to override
+     * @param value - Partial schema updates
+     * @throws Error if frame name doesn't exist
+     */
+    override(key: FrameName, value: Partial<IFrameSchema>): IFrameSchema;
+    /**
+     * Retrieves a frame schema by name.
+     *
+     * @param key - Frame name
+     * @returns Frame schema configuration
+     * @throws Error if frame name doesn't exist
+     */
+    get(key: FrameName): IFrameSchema;
+}
+
+/**
+ * Service for managing sizing schema registry.
+ *
+ * Uses ToolRegistry from functools-kit for type-safe schema storage.
+ * Sizing schemas are registered via addSizing() and retrieved by name.
+ */
+declare class SizingSchemaService {
+    readonly loggerService: LoggerService;
+    private _registry;
+    /**
+     * Registers a new sizing schema.
+     *
+     * @param key - Unique sizing name
+     * @param value - Sizing schema configuration
+     * @throws Error if sizing name already exists
+     */
+    register(key: SizingName, value: ISizingSchema): void;
+    /**
+     * Validates sizing schema structure for required properties.
+     *
+     * Performs shallow validation to ensure all required properties exist
+     * and have correct types before registration in the registry.
+     *
+     * @param sizingSchema - Sizing schema to validate
+     * @throws Error if sizingName is missing or not a string
+     * @throws Error if method is missing or not a valid sizing method
+     * @throws Error if required method-specific fields are missing
+     */
+    private validateShallow;
+    /**
+     * Overrides an existing sizing schema with partial updates.
+     *
+     * @param key - Sizing name to override
+     * @param value - Partial schema updates
+     * @throws Error if sizing name doesn't exist
+     */
+    override(key: SizingName, value: Partial<ISizingSchema>): ISizingSchema;
+    /**
+     * Retrieves a sizing schema by name.
      *
-     * @param key - Exchange name
-     * @returns Exchange schema configuration
-     * @throws Error if exchange name doesn't exist
+     * @param key - Sizing name
+     * @returns Sizing schema configuration
+     * @throws Error if sizing name doesn't exist
      */
-    get: (key: ExchangeName) => IExchangeSchema;
+    get(key: SizingName): ISizingSchema;
 }
 
 /**
- * Service for managing strategy schema registry.
+ * Service for managing risk schema registry.
  *
  * Uses ToolRegistry from functools-kit for type-safe schema storage.
- * Strategies are registered via addStrategy() and retrieved by name.
+ * Risk profiles are registered via addRisk() and retrieved by name.
  */
-declare class StrategySchemaService {
+declare class RiskSchemaService {
     readonly loggerService: LoggerService;
     private _registry;
     /**
-     * Registers a new strategy schema.
+     * Registers a new risk schema.
      *
-     * @param key - Unique strategy name
-     * @param value - Strategy schema configuration
-     * @throws Error if strategy name already exists
+     * @param key - Unique risk profile name
+     * @param value - Risk schema configuration
+     * @throws Error if risk name already exists
      */
-    register: (key: StrategyName, value: IStrategySchema) => void;
+    register: (key: RiskName, value: IRiskSchema) => void;
     /**
-     * Validates strategy schema structure for required properties.
+     * Validates risk schema structure for required properties.
      *
      * Performs shallow validation to ensure all required properties exist
      * and have correct types before registration in the registry.
      *
-     * @param strategySchema - Strategy schema to validate
-     * @throws Error if strategyName is missing or not a string
-     * @throws Error if interval is missing or not a valid SignalInterval
-     * @throws Error if getSignal is missing or not a function
+     * @param riskSchema - Risk schema to validate
+     * @throws Error if riskName is missing or not a string
      */
     private validateShallow;
     /**
-     * Overrides an existing strategy schema with partial updates.
+     * Overrides an existing risk schema with partial updates.
      *
-     * @param key - Strategy name to override
+     * @param key - Risk name to override
      * @param value - Partial schema updates
-     * @returns Updated strategy schema
-     * @throws Error if strategy name doesn't exist
+     * @returns Updated risk schema
+     * @throws Error if risk name doesn't exist
      */
-    override: (key: StrategyName, value: Partial<IStrategySchema>) => IStrategySchema;
+    override: (key: RiskName, value: Partial<IRiskSchema>) => IRiskSchema;
     /**
-     * Retrieves a strategy schema by name.
+     * Retrieves a risk schema by name.
      *
-     * @param key - Strategy name
-     * @returns Strategy schema configuration
-     * @throws Error if strategy name doesn't exist
+     * @param key - Risk name
+     * @returns Risk schema configuration
+     * @throws Error if risk name doesn't exist
      */
-    get: (key: StrategyName) => IStrategySchema;
+    get: (key: RiskName) => IRiskSchema;
 }
 
 /**
- * Service for managing frame schema registry.
+ * Service for managing walker schema registry.
  *
  * Uses ToolRegistry from functools-kit for type-safe schema storage.
- * Frames are registered via addFrame() and retrieved by name.
+ * Walkers are registered via addWalker() and retrieved by name.
  */
-declare class FrameSchemaService {
+declare class WalkerSchemaService {
     readonly loggerService: LoggerService;
     private _registry;
     /**
-     * Registers a new frame schema.
+     * Registers a new walker schema.
      *
-     * @param key - Unique frame name
-     * @param value - Frame schema configuration
-     * @throws Error if frame name already exists
+     * @param key - Unique walker name
+     * @param value - Walker schema configuration
+     * @throws Error if walker name already exists
      */
-    register(key: FrameName, value: IFrameSchema): void;
+    register: (key: WalkerName, value: IWalkerSchema) => void;
     /**
-     * Validates frame schema structure for required properties.
+     * Validates walker schema structure for required properties.
      *
      * Performs shallow validation to ensure all required properties exist
      * and have correct types before registration in the registry.
      *
-     * @param frameSchema - Frame schema to validate
+     * @param walkerSchema - Walker schema to validate
+     * @throws Error if walkerName is missing or not a string
+     * @throws Error if exchangeName is missing or not a string
      * @throws Error if frameName is missing or not a string
-     * @throws Error if interval is missing or not a valid FrameInterval
-     * @throws Error if startDate is missing or not a Date
-     * @throws Error if endDate is missing or not a Date
+     * @throws Error if strategies is missing or not an array
+     * @throws Error if strategies array is empty
      */
     private validateShallow;
     /**
-     * Overrides an existing frame schema with partial updates.
+     * Overrides an existing walker schema with partial updates.
      *
-     * @param key - Frame name to override
+     * @param key - Walker name to override
      * @param value - Partial schema updates
-     * @throws Error if frame name doesn't exist
+     * @returns Updated walker schema
+     * @throws Error if walker name doesn't exist
      */
-    override(key: FrameName, value: Partial<IFrameSchema>): IFrameSchema;
+    override: (key: WalkerName, value: Partial<IWalkerSchema>) => IWalkerSchema;
     /**
-     * Retrieves a frame schema by name.
+     * Retrieves a walker schema by name.
      *
-     * @param key - Frame name
-     * @returns Frame schema configuration
-     * @throws Error if frame name doesn't exist
+     * @param key - Walker name
+     * @returns Walker schema configuration
+     * @throws Error if walker name doesn't exist
      */
-    get(key: FrameName): IFrameSchema;
+    get: (key: WalkerName) => IWalkerSchema;
 }
 
 /**
@@ -3140,6 +5210,56 @@ declare class LiveLogicPrivateService {
     run(symbol: string): AsyncGenerator<IStrategyTickResultOpened | IStrategyTickResultClosed, void, unknown>;
 }
 
+/**
+ * Private service for walker orchestration (strategy comparison).
+ *
+ * Flow:
+ * 1. Yields progress updates as each strategy completes
+ * 2. Tracks best metric in real-time
+ * 3. Returns final results with all strategies ranked
+ *
+ * Uses BacktestLogicPublicService internally for each strategy.
+ */
+declare class WalkerLogicPrivateService {
+    private readonly loggerService;
+    private readonly backtestLogicPublicService;
+    private readonly backtestMarkdownService;
+    private readonly walkerSchemaService;
+    /**
+     * Runs walker comparison for a symbol.
+     *
+     * Executes backtest for each strategy sequentially.
+     * Yields WalkerContract after each strategy completes.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param strategies - List of strategy names to compare
+     * @param metric - Metric to use for comparison
+     * @param context - Walker context with exchangeName, frameName, walkerName
+     * @yields WalkerContract with progress after each strategy
+     *
+     * @example
+     * ```typescript
+     * for await (const progress of walkerLogic.run(
+     *   "BTCUSDT",
+     *   ["strategy-v1", "strategy-v2"],
+     *   "sharpeRatio",
+     *   {
+     *     exchangeName: "binance",
+     *     frameName: "1d-backtest",
+     *     walkerName: "my-optimizer"
+     *   }
+     * )) {
+     *   console.log("Progress:", progress.strategiesTested, "/", progress.totalStrategies);
+     * }
+     * ```
+     */
+    run(symbol: string, strategies: StrategyName[], metric: WalkerMetric, context: {
+        exchangeName: string;
+        frameName: string;
+        walkerName: string;
+    }): AsyncGenerator<WalkerContract>;
+}
+
 /**
  * Public service for backtest orchestration with context management.
  *
@@ -3235,6 +5355,46 @@ declare class LiveLogicPublicService {
     }) => AsyncGenerator<IStrategyTickResultOpened | IStrategyTickResultClosed, void, unknown>;
 }
 
+/**
+ * Public service for walker orchestration with context management.
+ *
+ * Wraps WalkerLogicPrivateService with MethodContextService to provide
+ * implicit context propagation for strategyName, exchangeName, frameName, and walkerName.
+ *
+ * @example
+ * ```typescript
+ * const walkerLogicPublicService = inject(TYPES.walkerLogicPublicService);
+ *
+ * const results = await walkerLogicPublicService.run("BTCUSDT", {
+ *   walkerName: "my-optimizer",
+ *   exchangeName: "binance",
+ *   frameName: "1d-backtest",
+ *   strategies: ["strategy-v1", "strategy-v2"],
+ *   metric: "sharpeRatio",
+ * });
+ *
+ * console.log("Best strategy:", results.bestStrategy);
+ * ```
+ */
+declare class WalkerLogicPublicService {
+    private readonly loggerService;
+    private readonly walkerLogicPrivateService;
+    private readonly walkerSchemaService;
+    /**
+     * Runs walker comparison for a symbol with context propagation.
+     *
+     * Executes backtests for all strategies.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param context - Walker context with strategies and metric
+     */
+    run: (symbol: string, context: {
+        walkerName: string;
+        exchangeName: string;
+        frameName: string;
+    }) => AsyncGenerator<WalkerContract, any, any>;
+}
+
 /**
  * Global service providing access to live trading functionality.
  *
@@ -3287,6 +5447,147 @@ declare class BacktestGlobalService {
     }) => AsyncGenerator<IStrategyTickResultClosed, void, unknown>;
 }
 
+/**
+ * Portfolio Heatmap Markdown Service.
+ *
+ * Subscribes to signalEmitter and aggregates statistics across all symbols per strategy.
+ * Provides portfolio-wide metrics and per-symbol breakdowns.
+ *
+ * Features:
+ * - Real-time aggregation of closed signals
+ * - Per-symbol statistics (Total PNL, Sharpe Ratio, Max Drawdown, Trades)
+ * - Portfolio-wide aggregated metrics per strategy
+ * - Markdown table report generation
+ * - Safe math (handles NaN/Infinity gracefully)
+ * - Strategy-based navigation using memoized storage
+ *
+ * @example
+ * ```typescript
+ * const service = new HeatMarkdownService();
+ *
+ * // Service automatically tracks all closed signals per strategy
+ * const stats = await service.getData("my-strategy");
+ * console.log(`Portfolio Total PNL: ${stats.portfolioTotalPnl}%`);
+ *
+ * // Generate and save report
+ * await service.dump("my-strategy", "./reports");
+ * ```
+ */
+declare class HeatMarkdownService {
+    /** Logger service for debug output */
+    private readonly loggerService;
+    /**
+     * Memoized function to get or create HeatmapStorage for a strategy.
+     * Each strategy gets its own isolated heatmap storage instance.
+     */
+    private getStorage;
+    /**
+     * Processes tick events and accumulates closed signals.
+     * Should be called from signal emitter subscription.
+     *
+     * Only processes closed signals - opened signals are ignored.
+     *
+     * @param data - Tick result from strategy execution (closed signals only)
+     */
+    private tick;
+    /**
+     * Gets aggregated portfolio heatmap statistics for a strategy.
+     *
+     * @param strategyName - Strategy name to get heatmap data for
+     * @returns Promise resolving to heatmap statistics with per-symbol and portfolio-wide metrics
+     *
+     * @example
+     * ```typescript
+     * const service = new HeatMarkdownService();
+     * const stats = await service.getData("my-strategy");
+     *
+     * console.log(`Total symbols: ${stats.totalSymbols}`);
+     * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
+     *
+     * stats.symbols.forEach(row => {
+     *   console.log(`${row.symbol}: ${row.totalPnl}% (${row.totalTrades} trades)`);
+     * });
+     * ```
+     */
+    getData: (strategyName: StrategyName) => Promise<IHeatmapStatistics>;
+    /**
+     * Generates markdown report with portfolio heatmap table for a strategy.
+     *
+     * @param strategyName - Strategy name to generate heatmap report for
+     * @returns Promise resolving to markdown formatted report string
+     *
+     * @example
+     * ```typescript
+     * const service = new HeatMarkdownService();
+     * const markdown = await service.getReport("my-strategy");
+     * console.log(markdown);
+     * // Output:
+     * // # Portfolio Heatmap: my-strategy
+     * //
+     * // **Total Symbols:** 5 | **Portfolio PNL:** +45.3% | **Portfolio Sharpe:** 1.85 | **Total Trades:** 120
+     * //
+     * // | Symbol | Total PNL | Sharpe | Max DD | Trades |
+     * // |--------|-----------|--------|--------|--------|
+     * // | BTCUSDT | +15.5% | 2.10 | -2.5% | 45 |
+     * // | ETHUSDT | +12.3% | 1.85 | -3.1% | 38 |
+     * // ...
+     * ```
+     */
+    getReport: (strategyName: StrategyName) => Promise<string>;
+    /**
+     * Saves heatmap report to disk for a strategy.
+     *
+     * Creates directory if it doesn't exist.
+     * Default filename: {strategyName}.md
+     *
+     * @param strategyName - Strategy name to save heatmap report for
+     * @param path - Optional directory path to save report (default: "./logs/heatmap")
+     *
+     * @example
+     * ```typescript
+     * const service = new HeatMarkdownService();
+     *
+     * // Save to default path: ./logs/heatmap/my-strategy.md
+     * await service.dump("my-strategy");
+     *
+     * // Save to custom path: ./reports/my-strategy.md
+     * await service.dump("my-strategy", "./reports");
+     * ```
+     */
+    dump: (strategyName: StrategyName, path?: string) => Promise<void>;
+    /**
+     * Clears accumulated heatmap data from storage.
+     * If strategyName is provided, clears only that strategy's data.
+     * If strategyName is omitted, clears all strategies' data.
+     *
+     * @param strategyName - Optional strategy name to clear specific strategy data
+     *
+     * @example
+     * ```typescript
+     * const service = new HeatMarkdownService();
+     *
+     * // Clear specific strategy data
+     * await service.clear("my-strategy");
+     *
+     * // Clear all strategies' data
+     * await service.clear();
+     * ```
+     */
+    clear: (strategyName?: StrategyName) => Promise<void>;
+    /**
+     * Initializes the service by subscribing to signal events.
+     * Uses singleshot to ensure initialization happens only once.
+     * Automatically called on first use.
+     *
+     * @example
+     * ```typescript
+     * const service = new HeatMarkdownService();
+     * await service.init(); // Subscribe to signal events
+     * ```
+     */
+    protected init: (() => Promise<void>) & functools_kit.ISingleshotClearable;
+}
+
 /**
  * @class ExchangeValidationService
  * Service for managing and validating exchange configurations
@@ -3335,6 +5636,12 @@ declare class StrategyValidationService {
      * Injected logger service instance
      */
     private readonly loggerService;
+    /**
+     * @private
+     * @readonly
+     * Injected risk validation service instance
+     */
+    private readonly riskValidationService;
     /**
      * @private
      * Map storing strategy schemas by strategy name
@@ -3347,9 +5654,10 @@ declare class StrategyValidationService {
      */
     addStrategy: (strategyName: StrategyName, strategySchema: IStrategySchema) => void;
     /**
-     * Validates the existence of a strategy
+     * Validates the existence of a strategy and its risk profile (if configured)
      * @public
      * @throws {Error} If strategyName is not found
+     * @throws {Error} If riskName is configured but not found
      * Memoized function to cache validation results
      */
     validate: (strategyName: StrategyName, source: string) => void;
@@ -3398,28 +5706,155 @@ declare class FrameValidationService {
     list: () => Promise<IFrameSchema[]>;
 }
 
+/**
+ * @class WalkerValidationService
+ * Service for managing and validating walker configurations
+ */
+declare class WalkerValidationService {
+    /**
+     * @private
+     * @readonly
+     * Injected logger service instance
+     */
+    private readonly loggerService;
+    /**
+     * @private
+     * Map storing walker schemas by walker name
+     */
+    private _walkerMap;
+    /**
+     * Adds a walker schema to the validation service
+     * @public
+     * @throws {Error} If walkerName already exists
+     */
+    addWalker: (walkerName: WalkerName, walkerSchema: IWalkerSchema) => void;
+    /**
+     * Validates the existence of a walker
+     * @public
+     * @throws {Error} If walkerName is not found
+     * Memoized function to cache validation results
+     */
+    validate: (walkerName: WalkerName, source: string) => void;
+    /**
+     * Returns a list of all registered walker schemas
+     * @public
+     * @returns Array of walker schemas with their configurations
+     */
+    list: () => Promise<IWalkerSchema[]>;
+}
+
+/**
+ * @class SizingValidationService
+ * Service for managing and validating sizing configurations
+ */
+declare class SizingValidationService {
+    /**
+     * @private
+     * @readonly
+     * Injected logger service instance
+     */
+    private readonly loggerService;
+    /**
+     * @private
+     * Map storing sizing schemas by sizing name
+     */
+    private _sizingMap;
+    /**
+     * Adds a sizing schema to the validation service
+     * @public
+     * @throws {Error} If sizingName already exists
+     */
+    addSizing: (sizingName: SizingName, sizingSchema: ISizingSchema) => void;
+    /**
+     * Validates the existence of a sizing and optionally its method
+     * @public
+     * @throws {Error} If sizingName is not found
+     * @throws {Error} If method is provided and doesn't match sizing schema method
+     * Memoized function to cache validation results
+     */
+    validate: (sizingName: SizingName, source: string, method?: "fixed-percentage" | "kelly-criterion" | "atr-based") => void;
+    /**
+     * Returns a list of all registered sizing schemas
+     * @public
+     * @returns Array of sizing schemas with their configurations
+     */
+    list: () => Promise<ISizingSchema[]>;
+}
+
+/**
+ * @class RiskValidationService
+ * Service for managing and validating risk configurations
+ */
+declare class RiskValidationService {
+    /**
+     * @private
+     * @readonly
+     * Injected logger service instance
+     */
+    private readonly loggerService;
+    /**
+     * @private
+     * Map storing risk schemas by risk name
+     */
+    private _riskMap;
+    /**
+     * Adds a risk schema to the validation service
+     * @public
+     * @throws {Error} If riskName already exists
+     */
+    addRisk: (riskName: RiskName, riskSchema: IRiskSchema) => void;
+    /**
+     * Validates the existence of a risk profile
+     * @public
+     * @throws {Error} If riskName is not found
+     * Memoized function to cache validation results
+     */
+    validate: (riskName: RiskName, source: string) => void;
+    /**
+     * Returns a list of all registered risk schemas
+     * @public
+     * @returns Array of risk schemas with their configurations
+     */
+    list: () => Promise<IRiskSchema[]>;
+}
+
 declare const backtest: {
     exchangeValidationService: ExchangeValidationService;
     strategyValidationService: StrategyValidationService;
     frameValidationService: FrameValidationService;
+    walkerValidationService: WalkerValidationService;
+    sizingValidationService: SizingValidationService;
+    riskValidationService: RiskValidationService;
     backtestMarkdownService: BacktestMarkdownService;
     liveMarkdownService: LiveMarkdownService;
     performanceMarkdownService: PerformanceMarkdownService;
+    walkerMarkdownService: WalkerMarkdownService;
+    heatMarkdownService: HeatMarkdownService;
     backtestLogicPublicService: BacktestLogicPublicService;
     liveLogicPublicService: LiveLogicPublicService;
+    walkerLogicPublicService: WalkerLogicPublicService;
     backtestLogicPrivateService: BacktestLogicPrivateService;
     liveLogicPrivateService: LiveLogicPrivateService;
+    walkerLogicPrivateService: WalkerLogicPrivateService;
     exchangeGlobalService: ExchangeGlobalService;
     strategyGlobalService: StrategyGlobalService;
     frameGlobalService: FrameGlobalService;
     liveGlobalService: LiveGlobalService;
     backtestGlobalService: BacktestGlobalService;
+    walkerGlobalService: WalkerGlobalService;
+    sizingGlobalService: SizingGlobalService;
+    riskGlobalService: RiskGlobalService;
     exchangeSchemaService: ExchangeSchemaService;
     strategySchemaService: StrategySchemaService;
     frameSchemaService: FrameSchemaService;
+    walkerSchemaService: WalkerSchemaService;
+    sizingSchemaService: SizingSchemaService;
+    riskSchemaService: RiskSchemaService;
     exchangeConnectionService: ExchangeConnectionService;
     strategyConnectionService: StrategyConnectionService;
     frameConnectionService: FrameConnectionService;
+    sizingConnectionService: SizingConnectionService;
+    riskConnectionService: RiskConnectionService;
     executionContextService: {
         readonly context: IExecutionContext;
     };
@@ -3429,4 +5864,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { Backtest, type BacktestStatistics, type CandleInterval, type DoneContract, type EntityId, ExecutionContextService, type FrameInterval, type ICandleData, type IExchangeSchema, type IFrameSchema, type IPersistBase, type ISignalDto, type ISignalRow, type IStrategyPnL, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, Live, type LiveStatistics, MethodContextService, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatistics, PersistBase, PersistSignalAdaper, type ProgressContract, type SignalData, type SignalInterval, type TPersistBase, type TPersistBaseCtor, addExchange, addFrame, addStrategy, formatPrice, formatQuantity, getAveragePrice, getCandles, getDate, getMode, backtest as lib, listExchanges, listFrames, listStrategies, listenDone, listenDoneOnce, listenError, listenPerformance, listenProgress, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, setLogger };
+export { Backtest, type BacktestStatistics, type CandleInterval, type DoneContract, type EntityId, ExecutionContextService, type FrameInterval, Heat, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IHeatmapStatistics, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, Live, type LiveStatistics, MethodContextService, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatistics, PersistBase, PersistRiskAdapter, PersistSignalAdaper, PositionSize, type ProgressContract, type RiskData, type SignalData, type SignalInterval, type TPersistBase, type TPersistBaseCtor, Walker, type WalkerMetric, type WalkerStatistics, addExchange, addFrame, addRisk, addSizing, addStrategy, addWalker, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getDate, getMode, backtest as lib, listExchanges, listFrames, listRisks, listSizings, listStrategies, listWalkers, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenPerformance, listenProgress, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, setLogger };