backtest-kit 1.13.1 → 1.13.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/index.cjs +25 -12
- package/build/index.mjs +25 -12
- package/package.json +1 -1
- package/types.d.ts +10 -10
package/build/index.cjs
CHANGED
|
@@ -30419,6 +30419,7 @@ const METHOD_NAME_PARTIAL_LOSS = "ActionBase.partialLoss";
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30419
30419
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const METHOD_NAME_PING = "ActionBase.ping";
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30420
30420
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const METHOD_NAME_RISK_REJECTION = "ActionBase.riskRejection";
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30421
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const METHOD_NAME_DISPOSE = "ActionBase.dispose";
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30422
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+
const DEFAULT_SOURCE = "default";
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30422
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/**
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30423
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* Base class for custom action handlers.
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*
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@@ -30558,8 +30559,10 @@ class ActionBase {
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* }
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* ```
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30560
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*/
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30561
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-
init() {
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30562
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-
backtest$1.loggerService.info(METHOD_NAME_INIT
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30562
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+
init(source = DEFAULT_SOURCE) {
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30563
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+
backtest$1.loggerService.info(METHOD_NAME_INIT, {
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30564
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+
source,
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30565
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+
});
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}
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30564
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/**
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* Handles signal events from all modes (live + backtest).
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@@ -30587,9 +30590,10 @@ class ActionBase {
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* }
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30588
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* ```
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30589
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*/
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30590
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-
signal(event) {
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30593
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+
signal(event, source = DEFAULT_SOURCE) {
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30591
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backtest$1.loggerService.info(METHOD_NAME_EVENT, {
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30592
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event,
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30596
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+
source,
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30593
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});
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}
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/**
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@@ -30616,9 +30620,10 @@ class ActionBase {
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* }
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* ```
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30618
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*/
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30619
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-
signalLive(event) {
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30623
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+
signalLive(event, source = DEFAULT_SOURCE) {
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30620
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backtest$1.loggerService.info(METHOD_NAME_SIGNAL_LIVE, {
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event,
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+
source,
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});
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}
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/**
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@@ -30644,9 +30649,10 @@ class ActionBase {
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* }
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* ```
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*/
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30647
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-
signalBacktest(event) {
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30652
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+
signalBacktest(event, source = DEFAULT_SOURCE) {
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30648
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backtest$1.loggerService.info(METHOD_NAME_SIGNAL_BACKTEST, {
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30649
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event,
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+
source,
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});
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}
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/**
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@@ -30673,9 +30679,10 @@ class ActionBase {
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* }
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* ```
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*/
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30676
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-
breakeven(event) {
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30682
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+
breakeven(event, source = DEFAULT_SOURCE) {
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30677
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backtest$1.loggerService.info(METHOD_NAME_BREAKEVEN, {
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event,
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+
source,
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});
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}
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/**
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@@ -30703,9 +30710,10 @@ class ActionBase {
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* }
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30704
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* ```
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30705
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*/
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30706
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-
partialProfit(event) {
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30713
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+
partialProfit(event, source = DEFAULT_SOURCE) {
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30707
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backtest$1.loggerService.info(METHOD_NAME_PARTIAL_PROFIT, {
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30708
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event,
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+
source,
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});
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}
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/**
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@@ -30733,9 +30741,10 @@ class ActionBase {
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* }
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* ```
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*/
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30736
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-
partialLoss(event) {
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30744
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+
partialLoss(event, source = DEFAULT_SOURCE) {
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30737
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backtest$1.loggerService.info(METHOD_NAME_PARTIAL_LOSS, {
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event,
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+
source,
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});
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}
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/**
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@@ -30761,9 +30770,10 @@ class ActionBase {
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* }
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* ```
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30763
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*/
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30764
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-
ping(event) {
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30773
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+
ping(event, source = DEFAULT_SOURCE) {
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30765
30774
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backtest$1.loggerService.info(METHOD_NAME_PING, {
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30766
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event,
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+
source,
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});
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}
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/**
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@@ -30792,9 +30802,10 @@ class ActionBase {
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* }
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30793
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* ```
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30794
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*/
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30795
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-
riskRejection(event) {
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30805
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+
riskRejection(event, source = DEFAULT_SOURCE) {
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30796
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backtest$1.loggerService.info(METHOD_NAME_RISK_REJECTION, {
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30797
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event,
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30808
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+
source,
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30798
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});
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}
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30800
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/**
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@@ -30823,8 +30834,10 @@ class ActionBase {
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30823
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* }
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30824
30835
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* ```
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30825
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*/
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30826
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-
dispose() {
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30827
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-
backtest$1.loggerService.info(METHOD_NAME_DISPOSE
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30837
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+
dispose(source = DEFAULT_SOURCE) {
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30838
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+
backtest$1.loggerService.info(METHOD_NAME_DISPOSE, {
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30839
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+
source,
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+
});
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30828
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}
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30829
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}
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30830
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// @ts-ignore
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package/build/index.mjs
CHANGED
|
@@ -30399,6 +30399,7 @@ const METHOD_NAME_PARTIAL_LOSS = "ActionBase.partialLoss";
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|
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30399
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const METHOD_NAME_PING = "ActionBase.ping";
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30400
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const METHOD_NAME_RISK_REJECTION = "ActionBase.riskRejection";
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30401
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const METHOD_NAME_DISPOSE = "ActionBase.dispose";
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30402
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+
const DEFAULT_SOURCE = "default";
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30402
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/**
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30403
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* Base class for custom action handlers.
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30404
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*
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@@ -30538,8 +30539,10 @@ class ActionBase {
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30538
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* }
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30539
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* ```
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30540
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*/
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30541
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-
init() {
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30542
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-
backtest$1.loggerService.info(METHOD_NAME_INIT
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30542
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+
init(source = DEFAULT_SOURCE) {
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30543
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+
backtest$1.loggerService.info(METHOD_NAME_INIT, {
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30544
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+
source,
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30545
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+
});
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30543
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}
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30544
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/**
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30545
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* Handles signal events from all modes (live + backtest).
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@@ -30567,9 +30570,10 @@ class ActionBase {
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* }
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30568
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* ```
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30569
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*/
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30570
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-
signal(event) {
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30573
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+
signal(event, source = DEFAULT_SOURCE) {
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30571
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backtest$1.loggerService.info(METHOD_NAME_EVENT, {
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event,
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+
source,
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});
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}
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/**
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@@ -30596,9 +30600,10 @@ class ActionBase {
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* }
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30597
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* ```
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30598
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*/
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30599
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-
signalLive(event) {
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30603
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+
signalLive(event, source = DEFAULT_SOURCE) {
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30600
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backtest$1.loggerService.info(METHOD_NAME_SIGNAL_LIVE, {
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30601
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event,
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+
source,
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});
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}
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/**
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@@ -30624,9 +30629,10 @@ class ActionBase {
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* }
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* ```
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30626
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*/
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30627
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-
signalBacktest(event) {
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30632
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+
signalBacktest(event, source = DEFAULT_SOURCE) {
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30628
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backtest$1.loggerService.info(METHOD_NAME_SIGNAL_BACKTEST, {
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event,
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+
source,
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});
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}
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/**
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@@ -30653,9 +30659,10 @@ class ActionBase {
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* }
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* ```
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*/
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30656
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-
breakeven(event) {
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30662
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+
breakeven(event, source = DEFAULT_SOURCE) {
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30657
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backtest$1.loggerService.info(METHOD_NAME_BREAKEVEN, {
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event,
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+
source,
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});
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}
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/**
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@@ -30683,9 +30690,10 @@ class ActionBase {
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* }
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* ```
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*/
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30686
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-
partialProfit(event) {
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30693
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+
partialProfit(event, source = DEFAULT_SOURCE) {
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30687
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backtest$1.loggerService.info(METHOD_NAME_PARTIAL_PROFIT, {
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event,
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+
source,
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});
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}
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/**
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@@ -30713,9 +30721,10 @@ class ActionBase {
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30713
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* }
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30714
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* ```
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30715
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*/
|
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30716
|
-
partialLoss(event) {
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30724
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+
partialLoss(event, source = DEFAULT_SOURCE) {
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30717
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backtest$1.loggerService.info(METHOD_NAME_PARTIAL_LOSS, {
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30718
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event,
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30727
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+
source,
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30719
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});
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30720
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}
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/**
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@@ -30741,9 +30750,10 @@ class ActionBase {
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* }
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30742
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* ```
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30743
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*/
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30744
|
-
ping(event) {
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30753
|
+
ping(event, source = DEFAULT_SOURCE) {
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30745
30754
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backtest$1.loggerService.info(METHOD_NAME_PING, {
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30746
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event,
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30756
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+
source,
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30747
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});
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30748
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}
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30749
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/**
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@@ -30772,9 +30782,10 @@ class ActionBase {
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30772
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* }
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30773
30783
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* ```
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30774
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*/
|
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30775
|
-
riskRejection(event) {
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30785
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+
riskRejection(event, source = DEFAULT_SOURCE) {
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30776
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backtest$1.loggerService.info(METHOD_NAME_RISK_REJECTION, {
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30777
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event,
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30788
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+
source,
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30778
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});
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30779
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}
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/**
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@@ -30803,8 +30814,10 @@ class ActionBase {
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30803
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* }
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30804
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* ```
|
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30805
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*/
|
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30806
|
-
dispose() {
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30807
|
-
backtest$1.loggerService.info(METHOD_NAME_DISPOSE
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|
30817
|
+
dispose(source = DEFAULT_SOURCE) {
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30818
|
+
backtest$1.loggerService.info(METHOD_NAME_DISPOSE, {
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30819
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+
source,
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30820
|
+
});
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30808
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|
}
|
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30809
30822
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}
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30810
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// @ts-ignore
|
package/package.json
CHANGED
package/types.d.ts
CHANGED
|
@@ -12971,7 +12971,7 @@ declare class ActionBase implements IPublicAction {
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|
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12971
12971
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* }
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12972
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* ```
|
|
12973
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*/
|
|
12974
|
-
init(): void | Promise<void>;
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|
12974
|
+
init(source?: string): void | Promise<void>;
|
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12975
12975
|
/**
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|
12976
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* Handles signal events from all modes (live + backtest).
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12977
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*
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@@ -12998,7 +12998,7 @@ declare class ActionBase implements IPublicAction {
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* }
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12999
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* ```
|
|
13000
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|
*/
|
|
13001
|
-
signal(event: IStrategyTickResult): void | Promise<void>;
|
|
13001
|
+
signal(event: IStrategyTickResult, source?: string): void | Promise<void>;
|
|
13002
13002
|
/**
|
|
13003
13003
|
* Handles signal events from live trading only.
|
|
13004
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*
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@@ -13023,7 +13023,7 @@ declare class ActionBase implements IPublicAction {
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13023
13023
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* }
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13024
13024
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* ```
|
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13025
13025
|
*/
|
|
13026
|
-
signalLive(event: IStrategyTickResult): void | Promise<void>;
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|
13026
|
+
signalLive(event: IStrategyTickResult, source?: string): void | Promise<void>;
|
|
13027
13027
|
/**
|
|
13028
13028
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* Handles signal events from backtest only.
|
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13029
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|
*
|
|
@@ -13047,7 +13047,7 @@ declare class ActionBase implements IPublicAction {
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|
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13047
13047
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* }
|
|
13048
13048
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* ```
|
|
13049
13049
|
*/
|
|
13050
|
-
signalBacktest(event: IStrategyTickResult): void | Promise<void>;
|
|
13050
|
+
signalBacktest(event: IStrategyTickResult, source?: string): void | Promise<void>;
|
|
13051
13051
|
/**
|
|
13052
13052
|
* Handles breakeven events when stop-loss is moved to entry price.
|
|
13053
13053
|
*
|
|
@@ -13072,7 +13072,7 @@ declare class ActionBase implements IPublicAction {
|
|
|
13072
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|
* }
|
|
13073
13073
|
* ```
|
|
13074
13074
|
*/
|
|
13075
|
-
breakeven(event: BreakevenContract): void | Promise<void>;
|
|
13075
|
+
breakeven(event: BreakevenContract, source?: string): void | Promise<void>;
|
|
13076
13076
|
/**
|
|
13077
13077
|
* Handles partial profit level events (10%, 20%, 30%, etc).
|
|
13078
13078
|
*
|
|
@@ -13098,7 +13098,7 @@ declare class ActionBase implements IPublicAction {
|
|
|
13098
13098
|
* }
|
|
13099
13099
|
* ```
|
|
13100
13100
|
*/
|
|
13101
|
-
partialProfit(event: PartialProfitContract): void | Promise<void>;
|
|
13101
|
+
partialProfit(event: PartialProfitContract, source?: string): void | Promise<void>;
|
|
13102
13102
|
/**
|
|
13103
13103
|
* Handles partial loss level events (-10%, -20%, -30%, etc).
|
|
13104
13104
|
*
|
|
@@ -13124,7 +13124,7 @@ declare class ActionBase implements IPublicAction {
|
|
|
13124
13124
|
* }
|
|
13125
13125
|
* ```
|
|
13126
13126
|
*/
|
|
13127
|
-
partialLoss(event: PartialLossContract): void | Promise<void>;
|
|
13127
|
+
partialLoss(event: PartialLossContract, source?: string): void | Promise<void>;
|
|
13128
13128
|
/**
|
|
13129
13129
|
* Handles ping events during scheduled signal monitoring.
|
|
13130
13130
|
*
|
|
@@ -13148,7 +13148,7 @@ declare class ActionBase implements IPublicAction {
|
|
|
13148
13148
|
* }
|
|
13149
13149
|
* ```
|
|
13150
13150
|
*/
|
|
13151
|
-
ping(event: PingContract): void | Promise<void>;
|
|
13151
|
+
ping(event: PingContract, source?: string): void | Promise<void>;
|
|
13152
13152
|
/**
|
|
13153
13153
|
* Handles risk rejection events when signals fail risk validation.
|
|
13154
13154
|
*
|
|
@@ -13175,7 +13175,7 @@ declare class ActionBase implements IPublicAction {
|
|
|
13175
13175
|
* }
|
|
13176
13176
|
* ```
|
|
13177
13177
|
*/
|
|
13178
|
-
riskRejection(event: RiskContract): void | Promise<void>;
|
|
13178
|
+
riskRejection(event: RiskContract, source?: string): void | Promise<void>;
|
|
13179
13179
|
/**
|
|
13180
13180
|
* Cleans up resources and subscriptions when action handler is disposed.
|
|
13181
13181
|
*
|
|
@@ -13202,7 +13202,7 @@ declare class ActionBase implements IPublicAction {
|
|
|
13202
13202
|
* }
|
|
13203
13203
|
* ```
|
|
13204
13204
|
*/
|
|
13205
|
-
dispose(): void | Promise<void>;
|
|
13205
|
+
dispose(source?: string): void | Promise<void>;
|
|
13206
13206
|
}
|
|
13207
13207
|
|
|
13208
13208
|
/**
|