backtest-kit 1.11.10 → 1.12.3

package/README.md

@@ -24,7 +24,7 @@ Build reliable trading systems: backtest on historical data, deploy live bots wi
 - 📊 **Reports & Metrics**: Auto Markdown reports with PNL, Sharpe Ratio, win rate, and more.
 - 🛡️ **Risk Management**: Custom rules for position limits, time windows, and multi-strategy coordination.
 - 🔌 **Pluggable**: Custom data sources (CCXT), persistence (file/Redis), and sizing calculators.
-- 🧪 **Tested**: 300+ unit/integration tests for validation, recovery, and events.
+- 🧪 **Tested**: 350+ unit/integration tests for validation, recovery, and events.
 - 🔓 **Self hosted**: Zero dependency on third-party node_modules or platforms; run entirely in your own environment.
 
 ## 📋 Supported Order Types
@@ -38,15 +38,27 @@ Build reliable trading systems: backtest on historical data, deploy live bots wi
 
 ## 🚀 Quick Start
 
-> **Talk is cheap.** Let me show you **the code**
->
-> Link to  👉 [the demo app](https://github.com/tripolskypetr/backtest-kit/tree/master/demo) 👈
+### 🎯 The Fastest Way: Sidekick CLI
+
+> **Create a production-ready trading bot in seconds:**
+
+```bash
+# Create project with npx (recommended)
+npx -y @backtest-kit/sidekick my-trading-bot
+cd my-trading-bot
+npm start
+```
+
+### 📦 Manual Installation
+
+> **Want to see the code?** 👉 [Demo app](https://github.com/tripolskypetr/backtest-kit/tree/master/demo) 👈
 
-### 📦 Installation
 ```bash
 npm install backtest-kit ccxt ollama uuid
 ```
 
+## 📚 Code Samples
+
 ### ⚙️ Basic Configuration
 ```typescript
 import { setLogger, setConfig } from 'backtest-kit';
@@ -240,6 +252,52 @@ Unlike cloud-based platforms, backtest-kit runs entirely in your environment. Yo
 - Full control over execution and data sources
 - [GUI](https://backtest-kit.github.io/documents/design_30_markdown-report-system.html#method-signatures) for visualization and monitoring
 
+## 🌍 Ecosystem
+
+The `backtest-kit` ecosystem extends beyond the core library, offering complementary packages and tools to enhance your trading system development experience:
+
+### @backtest-kit/signals
+
+> **[Explore on NPM](https://www.npmjs.com/package/@backtest-kit/signals)** 📊
+
+The **@backtest-kit/signals** package is a technical analysis and trading signal generation library designed for AI-powered trading systems. It computes 50+ indicators across 4 timeframes and generates markdown reports optimized for LLM consumption.
+
+#### Key Features
+- 📈 **Multi-Timeframe Analysis**: 1m, 15m, 30m, 1h with synchronized indicator computation
+- 🎯 **50+ Technical Indicators**: RSI, MACD, Bollinger Bands, Stochastic, ADX, ATR, CCI, Fibonacci, Support/Resistance
+- 📊 **Order Book Analysis**: Bid/ask depth, spread, liquidity imbalance, top 20 levels
+- 🤖 **AI-Ready Output**: Markdown reports formatted for LLM context injection
+- ⚡ **Performance Optimized**: Intelligent caching with configurable TTL per timeframe
+
+#### Use Case
+Perfect for injecting comprehensive market context into your LLM-powered strategies. Instead of manually calculating indicators, `@backtest-kit/signals` provides a single function call that adds all technical analysis to your message context. Works seamlessly with `getSignal` function in backtest-kit strategies.
+
+#### Get Started
+```bash
+npm install @backtest-kit/signals backtest-kit
+```
+
+### @backtest-kit/ollama
+
+> **[Explore on NPM](https://www.npmjs.com/package/@backtest-kit/ollama)** 🤖
+
+The **@backtest-kit/ollama** package is a multi-provider LLM inference library that supports 10+ providers including OpenAI, Claude, DeepSeek, Grok, Mistral, Perplexity, Cohere, Alibaba, Hugging Face, and Ollama with unified API and automatic token rotation.
+
+#### Key Features
+- 🔌 **10+ LLM Providers**: OpenAI, Claude, DeepSeek, Grok, Mistral, Perplexity, Cohere, Alibaba, Hugging Face, Ollama
+- 🔄 **Token Rotation**: Automatic API key rotation for Ollama (others throw clear errors)
+- 🎯 **Structured Output**: Enforced JSON schema for trading signals (position, price levels, risk notes)
+- 🔑 **Flexible Auth**: Context-based API keys or environment variables
+- ⚡ **Unified API**: Single interface across all providers
+- 📊 **Trading-First**: Built for backtest-kit with position sizing and risk management
+
+#### Use Case
+Ideal for building multi-provider LLM strategies with fallback chains and ensemble predictions. The package returns structured trading signals with validated TP/SL levels, making it perfect for use in `getSignal` functions. Supports both backtest and live trading modes.
+
+#### Get Started
+```bash
+npm install @backtest-kit/ollama agent-swarm-kit backtest-kit
+```
 
 ## 🤖 Are you a robot?
 
@@ -247,7 +305,7 @@ Unlike cloud-based platforms, backtest-kit runs entirely in your environment. Yo
 
 ## ✅ Tested & Reliable
 
-300+ tests cover validation, recovery, reports, and events.
+350+ tests cover validation, recovery, reports, and events.
 
 ## 🤝 Contribute
 

package/build/index.cjs

@@ -651,7 +651,7 @@ const GET_CANDLES_FN = async (dto, since, self) => {
     let lastError;
     for (let i = 0; i !== GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_COUNT; i++) {
         try {
-            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit);
+            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit, self.params.execution.context.backtest);
             VALIDATE_NO_INCOMPLETE_CANDLES_FN(result);
             return result;
         }
@@ -878,7 +878,7 @@ class ClientExchange {
             symbol,
             quantity,
         });
-        return await this.params.formatQuantity(symbol, quantity);
+        return await this.params.formatQuantity(symbol, quantity, this.params.execution.context.backtest);
     }
     /**
      * Formats price according to exchange-specific rules for the given symbol.
@@ -893,7 +893,7 @@ class ClientExchange {
             symbol,
             price,
         });
-        return await this.params.formatPrice(symbol, price);
+        return await this.params.formatPrice(symbol, price, this.params.execution.context.backtest);
     }
     /**
      * Fetches order book for a trading pair.
@@ -914,7 +914,7 @@ class ClientExchange {
         });
         const to = new Date(this.params.execution.context.when.getTime());
         const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-        return await this.params.getOrderBook(symbol, depth, from, to);
+        return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
 }
 
@@ -922,21 +922,21 @@ class ClientExchange {
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -947,8 +947,9 @@ const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 /**
@@ -27213,25 +27214,35 @@ const EXCHANGE_METHOD_NAME_GET_AVERAGE_PRICE = "ExchangeUtils.getAveragePrice";
 const EXCHANGE_METHOD_NAME_FORMAT_QUANTITY = "ExchangeUtils.formatQuantity";
 const EXCHANGE_METHOD_NAME_FORMAT_PRICE = "ExchangeUtils.formatPrice";
 const EXCHANGE_METHOD_NAME_GET_ORDER_BOOK = "ExchangeUtils.getOrderBook";
+/**
+ * Gets backtest mode flag from execution context if available.
+ * Returns false if no execution context exists (live mode).
+ */
+const GET_BACKTEST_FN = async () => {
+    if (ExecutionContextService.hasContext()) {
+        return bt.executionContextService.context.backtest;
+    }
+    return false;
+};
 /**
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -27242,8 +27253,9 @@ const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 const INTERVAL_MINUTES$1 = {
@@ -27339,9 +27351,10 @@ class ExchangeInstance {
             if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
                 let remaining = limit;
                 let currentSince = new Date(since.getTime());
+                const isBacktest = await GET_BACKTEST_FN();
                 while (remaining > 0) {
                     const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
-                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit);
+                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit, isBacktest);
                     allData.push(...chunkData);
                     remaining -= chunkLimit;
                     if (remaining > 0) {
@@ -27351,7 +27364,8 @@ class ExchangeInstance {
                 }
             }
             else {
-                allData = await getCandles(symbol, interval, since, limit);
+                const isBacktest = await GET_BACKTEST_FN();
+                allData = await getCandles(symbol, interval, since, limit, isBacktest);
             }
             // Filter candles to strictly match the requested range
             const whenTimestamp = when.getTime();
@@ -27427,7 +27441,8 @@ class ExchangeInstance {
                 symbol,
                 quantity,
             });
-            return await this._methods.formatQuantity(symbol, quantity);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatQuantity(symbol, quantity, isBacktest);
         };
         /**
          * Format price according to exchange precision rules.
@@ -27449,7 +27464,8 @@ class ExchangeInstance {
                 symbol,
                 price,
             });
-            return await this._methods.formatPrice(symbol, price);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatPrice(symbol, price, isBacktest);
         };
         /**
          * Fetch order book for a trading pair.
@@ -27479,7 +27495,8 @@ class ExchangeInstance {
             });
             const to = new Date(Date.now());
             const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-            return await this._methods.getOrderBook(symbol, depth, from, to);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };
         const schema = bt.exchangeSchemaService.get(this.exchangeName);
         this._methods = CREATE_EXCHANGE_INSTANCE_FN(schema);
@@ -28529,6 +28546,53 @@ class BreakevenUtils {
  */
 const Breakeven = new BreakevenUtils();
 
+/**
+ * Rounds a price to the appropriate precision based on the tick size.
+ *
+ * @param {string | number} price - The price to round, can be a string or number
+ * @param {number} tickSize - The tick size that determines the precision (e.g., 0.01 for 2 decimal places)
+ * @returns {string} The price rounded to the precision specified by the tick size
+ *
+ * @example
+ * roundTicks(123.456789, 0.01) // returns "123.46"
+ * roundTicks("100.12345", 0.001) // returns "100.123"
+ */
+const roundTicks = (price, tickSize) => {
+    const formatter = new Intl.NumberFormat('en-US', {
+        style: 'decimal',
+        minimumFractionDigits: 0,
+        maximumFractionDigits: 8
+    });
+    // @ts-ignore
+    const precision = formatter.format(tickSize).split('.')[1].length || 0;
+    if (typeof price === 'string')
+        price = parseFloat(price);
+    return price.toFixed(precision);
+};
+
+/**
+ * Updates the value of a nested object property using a specific path.
+ *
+ * @param object - The object to update.
+ * @param path - The path to the property. Can be either a dot-separated string or an array of strings.
+ * @param value - The new value to set for the property.
+ * @returns - Returns true if the property was successfully updated, false otherwise.
+ */
+const set = (object, path, value) => {
+    const pathArray = Array.isArray(path) ? path : path.split('.').filter((key) => key);
+    const pathArrayFlat = pathArray.flatMap((part) => typeof part === 'string' ? part.split('.') : part);
+    const parentPath = pathArrayFlat.slice(0, pathArrayFlat.length - 1);
+    const parent = parentPath.reduce((obj, key) => obj && obj[key], object);
+    const [name] = pathArrayFlat.reverse();
+    try {
+        parent[name] = value;
+        return true;
+    }
+    catch {
+        return false;
+    }
+};
+
 exports.Backtest = Backtest;
 exports.Breakeven = Breakeven;
 exports.Cache = Cache;
@@ -28570,6 +28634,7 @@ exports.dumpSignal = dumpSignal;
 exports.emitters = emitters;
 exports.formatPrice = formatPrice;
 exports.formatQuantity = formatQuantity;
+exports.get = get;
 exports.getAveragePrice = getAveragePrice;
 exports.getCandles = getCandles;
 exports.getColumns = getColumns;
@@ -28622,6 +28687,8 @@ exports.listenWalkerOnce = listenWalkerOnce;
 exports.listenWalkerProgress = listenWalkerProgress;
 exports.partialLoss = partialLoss;
 exports.partialProfit = partialProfit;
+exports.roundTicks = roundTicks;
+exports.set = set;
 exports.setColumns = setColumns;
 exports.setConfig = setConfig;
 exports.setLogger = setLogger;

package/build/index.mjs

@@ -631,7 +631,7 @@ const GET_CANDLES_FN = async (dto, since, self) => {
     let lastError;
     for (let i = 0; i !== GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_COUNT; i++) {
         try {
-            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit);
+            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit, self.params.execution.context.backtest);
             VALIDATE_NO_INCOMPLETE_CANDLES_FN(result);
             return result;
         }
@@ -858,7 +858,7 @@ class ClientExchange {
             symbol,
             quantity,
         });
-        return await this.params.formatQuantity(symbol, quantity);
+        return await this.params.formatQuantity(symbol, quantity, this.params.execution.context.backtest);
     }
     /**
      * Formats price according to exchange-specific rules for the given symbol.
@@ -873,7 +873,7 @@ class ClientExchange {
             symbol,
             price,
         });
-        return await this.params.formatPrice(symbol, price);
+        return await this.params.formatPrice(symbol, price, this.params.execution.context.backtest);
     }
     /**
      * Fetches order book for a trading pair.
@@ -894,7 +894,7 @@ class ClientExchange {
         });
         const to = new Date(this.params.execution.context.when.getTime());
         const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-        return await this.params.getOrderBook(symbol, depth, from, to);
+        return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
 }
 
@@ -902,21 +902,21 @@ class ClientExchange {
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -927,8 +927,9 @@ const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 /**
@@ -27193,25 +27194,35 @@ const EXCHANGE_METHOD_NAME_GET_AVERAGE_PRICE = "ExchangeUtils.getAveragePrice";
 const EXCHANGE_METHOD_NAME_FORMAT_QUANTITY = "ExchangeUtils.formatQuantity";
 const EXCHANGE_METHOD_NAME_FORMAT_PRICE = "ExchangeUtils.formatPrice";
 const EXCHANGE_METHOD_NAME_GET_ORDER_BOOK = "ExchangeUtils.getOrderBook";
+/**
+ * Gets backtest mode flag from execution context if available.
+ * Returns false if no execution context exists (live mode).
+ */
+const GET_BACKTEST_FN = async () => {
+    if (ExecutionContextService.hasContext()) {
+        return bt.executionContextService.context.backtest;
+    }
+    return false;
+};
 /**
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -27222,8 +27233,9 @@ const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 const INTERVAL_MINUTES$1 = {
@@ -27319,9 +27331,10 @@ class ExchangeInstance {
             if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
                 let remaining = limit;
                 let currentSince = new Date(since.getTime());
+                const isBacktest = await GET_BACKTEST_FN();
                 while (remaining > 0) {
                     const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
-                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit);
+                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit, isBacktest);
                     allData.push(...chunkData);
                     remaining -= chunkLimit;
                     if (remaining > 0) {
@@ -27331,7 +27344,8 @@ class ExchangeInstance {
                 }
             }
             else {
-                allData = await getCandles(symbol, interval, since, limit);
+                const isBacktest = await GET_BACKTEST_FN();
+                allData = await getCandles(symbol, interval, since, limit, isBacktest);
             }
             // Filter candles to strictly match the requested range
             const whenTimestamp = when.getTime();
@@ -27407,7 +27421,8 @@ class ExchangeInstance {
                 symbol,
                 quantity,
             });
-            return await this._methods.formatQuantity(symbol, quantity);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatQuantity(symbol, quantity, isBacktest);
         };
         /**
          * Format price according to exchange precision rules.
@@ -27429,7 +27444,8 @@ class ExchangeInstance {
                 symbol,
                 price,
             });
-            return await this._methods.formatPrice(symbol, price);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatPrice(symbol, price, isBacktest);
         };
         /**
          * Fetch order book for a trading pair.
@@ -27459,7 +27475,8 @@ class ExchangeInstance {
             });
             const to = new Date(Date.now());
             const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-            return await this._methods.getOrderBook(symbol, depth, from, to);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };
         const schema = bt.exchangeSchemaService.get(this.exchangeName);
         this._methods = CREATE_EXCHANGE_INSTANCE_FN(schema);
@@ -28509,4 +28526,51 @@ class BreakevenUtils {
  */
 const Breakeven = new BreakevenUtils();
 
-export { Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, Optimizer, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Walker, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, breakeven, cancel, dumpSignal, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, getOrderBook, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenBreakeven, listenBreakevenOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, partialLoss, partialProfit, setColumns, setConfig, setLogger, stop, trailingStop, trailingTake, validate };
+/**
+ * Rounds a price to the appropriate precision based on the tick size.
+ *
+ * @param {string | number} price - The price to round, can be a string or number
+ * @param {number} tickSize - The tick size that determines the precision (e.g., 0.01 for 2 decimal places)
+ * @returns {string} The price rounded to the precision specified by the tick size
+ *
+ * @example
+ * roundTicks(123.456789, 0.01) // returns "123.46"
+ * roundTicks("100.12345", 0.001) // returns "100.123"
+ */
+const roundTicks = (price, tickSize) => {
+    const formatter = new Intl.NumberFormat('en-US', {
+        style: 'decimal',
+        minimumFractionDigits: 0,
+        maximumFractionDigits: 8
+    });
+    // @ts-ignore
+    const precision = formatter.format(tickSize).split('.')[1].length || 0;
+    if (typeof price === 'string')
+        price = parseFloat(price);
+    return price.toFixed(precision);
+};
+
+/**
+ * Updates the value of a nested object property using a specific path.
+ *
+ * @param object - The object to update.
+ * @param path - The path to the property. Can be either a dot-separated string or an array of strings.
+ * @param value - The new value to set for the property.
+ * @returns - Returns true if the property was successfully updated, false otherwise.
+ */
+const set = (object, path, value) => {
+    const pathArray = Array.isArray(path) ? path : path.split('.').filter((key) => key);
+    const pathArrayFlat = pathArray.flatMap((part) => typeof part === 'string' ? part.split('.') : part);
+    const parentPath = pathArrayFlat.slice(0, pathArrayFlat.length - 1);
+    const parent = parentPath.reduce((obj, key) => obj && obj[key], object);
+    const [name] = pathArrayFlat.reverse();
+    try {
+        parent[name] = value;
+        return true;
+    }
+    catch {
+        return false;
+    }
+};
+
+export { Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, Optimizer, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Walker, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, breakeven, cancel, dumpSignal, emitters, formatPrice, formatQuantity, get, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, getOrderBook, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenBreakeven, listenBreakevenOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, partialLoss, partialProfit, roundTicks, set, setColumns, setConfig, setLogger, stop, trailingStop, trailingTake, validate };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.11.10",
+  "version": "1.12.3",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",
@@ -41,9 +41,9 @@
     "build": "rollup -c",
     "test": "npm run build && node ./test/index.mjs",
     "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
-    "docs:gpt": "npm run build && node ./scripts/gpt-docs.mjs",
+    "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
     "docs:uml": "npm run build && node ./scripts/uml.mjs",
-    "docs:www": "rimraf docs/wwwroot && typedoc && node ./packages/typedoc-yandex-metrica/index.mjs",
+    "docs:www": "rimraf docs/wwwroot && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
     "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
   },
   "main": "build/index.cjs",
@@ -77,5 +77,8 @@
     "di-scoped": "^1.0.20",
     "functools-kit": "^1.0.95",
     "get-moment-stamp": "^1.1.1"
+  },
+  "publishConfig": {
+    "access": "public"
   }
 }

package/types.d.ts

@@ -454,13 +454,13 @@ interface IExchangeParams extends IExchangeSchema {
     /** Execution context service (symbol, when, backtest flag) */
     execution: TExecutionContextService;
     /** Fetch candles from data source (required, defaults applied) */
-    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number) => Promise<ICandleData[]>;
+    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number, backtest: boolean) => Promise<ICandleData[]>;
     /** Format quantity according to exchange precision rules (required, defaults applied) */
-    formatQuantity: (symbol: string, quantity: number) => Promise<string>;
+    formatQuantity: (symbol: string, quantity: number, backtest: boolean) => Promise<string>;
     /** Format price according to exchange precision rules (required, defaults applied) */
-    formatPrice: (symbol: string, price: number) => Promise<string>;
+    formatPrice: (symbol: string, price: number, backtest: boolean) => Promise<string>;
     /** Fetch order book for a trading pair (required, defaults applied) */
-    getOrderBook: (symbol: string, depth: number, from: Date, to: Date) => Promise<IOrderBookData>;
+    getOrderBook: (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => Promise<IOrderBookData>;
 }
 /**
  * Optional callbacks for exchange data events.
@@ -485,9 +485,10 @@ interface IExchangeSchema {
      * @param interval - Candle time interval (e.g., "1m", "1h")
      * @param since - Start date for candle fetching
      * @param limit - Maximum number of candles to fetch
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to array of OHLCV candle data
      */
-    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number) => Promise<ICandleData[]>;
+    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number, backtest: boolean) => Promise<ICandleData[]>;
     /**
      * Format quantity according to exchange precision rules.
      *
@@ -495,9 +496,10 @@ interface IExchangeSchema {
      *
      * @param symbol - Trading pair symbol
      * @param quantity - Raw quantity value
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to formatted quantity string
      */
-    formatQuantity?: (symbol: string, quantity: number) => Promise<string>;
+    formatQuantity?: (symbol: string, quantity: number, backtest: boolean) => Promise<string>;
     /**
      * Format price according to exchange precision rules.
      *
@@ -505,9 +507,10 @@ interface IExchangeSchema {
      *
      * @param symbol - Trading pair symbol
      * @param price - Raw price value
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to formatted price string
      */
-    formatPrice?: (symbol: string, price: number) => Promise<string>;
+    formatPrice?: (symbol: string, price: number, backtest: boolean) => Promise<string>;
     /**
      * Fetch order book for a trading pair.
      *
@@ -517,22 +520,26 @@ interface IExchangeSchema {
      * @param depth - Maximum depth levels for both bids and asks (default: CC_ORDER_BOOK_MAX_DEPTH_LEVELS)
      * @param from - Start of time range (used in backtest for historical data, can be ignored in live)
      * @param to - End of time range (used in backtest for historical data, can be ignored in live)
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to order book data
      *
      * @example
      * ```typescript
      * // Backtest implementation: returns historical order book for the time range
-     * const backtestOrderBook = async (symbol: string, depth: number, from: Date, to: Date) => {
-     *   return await database.getOrderBookSnapshot(symbol, depth, from, to);
+     * const backtestOrderBook = async (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => {
+     *   if (backtest) {
+     *     return await database.getOrderBookSnapshot(symbol, depth, from, to);
+     *   }
+     *   return await exchange.fetchOrderBook(symbol, depth);
      * };
      *
-     * // Live implementation: ignores from/to and returns current snapshot
-     * const liveOrderBook = async (symbol: string, depth: number, _from: Date, _to: Date) => {
+     * // Live implementation: ignores from/to when not in backtest mode
+     * const liveOrderBook = async (symbol: string, depth: number, _from: Date, _to: Date, backtest: boolean) => {
      *   return await exchange.fetchOrderBook(symbol, depth);
      * };
      * ```
      */
-    getOrderBook?: (symbol: string, depth: number, from: Date, to: Date) => Promise<IOrderBookData>;
+    getOrderBook?: (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => Promise<IOrderBookData>;
     /** Optional lifecycle event callbacks (onCandleData) */
     callbacks?: Partial<IExchangeCallbacks>;
 }
@@ -11963,6 +11970,38 @@ declare namespace emitters {
   export { emitters_breakevenSubject as breakevenSubject, emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_pingSubject as pingSubject, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressOptimizerEmitter as progressOptimizerEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
 }
 
+/**
+ * Rounds a price to the appropriate precision based on the tick size.
+ *
+ * @param {string | number} price - The price to round, can be a string or number
+ * @param {number} tickSize - The tick size that determines the precision (e.g., 0.01 for 2 decimal places)
+ * @returns {string} The price rounded to the precision specified by the tick size
+ *
+ * @example
+ * roundTicks(123.456789, 0.01) // returns "123.46"
+ * roundTicks("100.12345", 0.001) // returns "100.123"
+ */
+declare const roundTicks: (price: string | number, tickSize: number) => string;
+
+/**
+ * Retrieves a value from an object using a given path.
+ *
+ * @param object - The object from which to retrieve the value.
+ * @param path - The path to the desired value, either as an array or dot-separated string.
+ * @returns - The value at the specified path, or undefined if it does not exist.
+ */
+declare const get: (object: any, path: any) => any;
+
+/**
+ * Updates the value of a nested object property using a specific path.
+ *
+ * @param object - The object to update.
+ * @param path - The path to the property. Can be either a dot-separated string or an array of strings.
+ * @param value - The new value to set for the property.
+ * @returns - Returns true if the property was successfully updated, false otherwise.
+ */
+declare const set: (object: any, path: any, value: any) => boolean;
+
 /**
  * Logger service with automatic context injection.
  *
@@ -16259,4 +16298,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { Backtest, type BacktestDoneNotification, type BacktestStatisticsModel, type BootstrapNotification, Breakeven, type BreakevenContract, type BreakevenData, Cache, type CandleInterval, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IBidData, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IOrderBookData, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveDoneNotification, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MessageModel, type MessageRole, MethodContextService, type MetricStats, Notification, type NotificationModel, Optimizer, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossContract, type PartialLossNotification, type PartialProfitContract, type PartialProfitNotification, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, type PingContract, PositionSize, type ProgressBacktestContract, type ProgressBacktestNotification, type ProgressOptimizerContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, type TMarkdownBase, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TickEvent, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, breakeven, cancel, dumpSignal, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, getOrderBook, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenBreakeven, listenBreakevenOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, partialLoss, partialProfit, setColumns, setConfig, setLogger, stop, trailingStop, trailingTake, validate };
+export { Backtest, type BacktestDoneNotification, type BacktestStatisticsModel, type BootstrapNotification, Breakeven, type BreakevenContract, type BreakevenData, Cache, type CandleInterval, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IBidData, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IOrderBookData, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveDoneNotification, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MessageModel, type MessageRole, MethodContextService, type MetricStats, Notification, type NotificationModel, Optimizer, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossContract, type PartialLossNotification, type PartialProfitContract, type PartialProfitNotification, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, type PingContract, PositionSize, type ProgressBacktestContract, type ProgressBacktestNotification, type ProgressOptimizerContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, type TMarkdownBase, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TickEvent, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, breakeven, cancel, dumpSignal, emitters, formatPrice, formatQuantity, get, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, getOrderBook, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenBreakeven, listenBreakevenOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, partialLoss, partialProfit, roundTicks, set, setColumns, setConfig, setLogger, stop, trailingStop, trailingTake, validate };