backtest-kit 1.13.2 → 1.13.4

package/build/index.cjs

@@ -22631,6 +22631,27 @@ const backtest = {
 init();
 var backtest$1 = backtest;
 
+const GET_TIMEFRAME_METHOD_NAME = "get.getTimeframe";
+/**
+ * Retrieves current backtest timeframe for given symbol.
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+ * @returns Promise resolving to array of Date objects representing tick timestamps
+ * @throws Error if called outside of backtest execution context
+ */
+async function getCurrentTimeframe(symbol) {
+    backtest$1.loggerService.info(GET_TIMEFRAME_METHOD_NAME, { symbol });
+    if (!ExecutionContextService.hasContext()) {
+        throw new Error("getCurrentTimeframe requires an execution context");
+    }
+    if (!MethodContextService.hasContext()) {
+        throw new Error("getCurrentTimeframe requires a method context");
+    }
+    if (!backtest$1.executionContextService.context.backtest) {
+        throw new Error("getCurrentTimeframe can only be used during backtest execution");
+    }
+    return await backtest$1.frameCoreService.getTimeframe(symbol, backtest$1.methodContextService.context.frameName);
+}
+
 const METHOD_NAME = "validate.validate";
 /**
  * Retrieves all registered exchanges as a map
@@ -22826,6 +22847,189 @@ async function validate(args = {}) {
     return await validateInternal(args);
 }
 
+const GET_STRATEGY_METHOD_NAME = "get.getStrategy";
+const GET_EXCHANGE_METHOD_NAME = "get.getExchange";
+const GET_FRAME_METHOD_NAME = "get.getFrame";
+const GET_WALKER_METHOD_NAME = "get.getWalker";
+const GET_SIZING_METHOD_NAME = "get.getSizing";
+const GET_RISK_METHOD_NAME = "get.getRisk";
+const GET_OPTIMIZER_METHOD_NAME = "get.getOptimizer";
+const GET_ACTION_METHOD_NAME = "get.getAction";
+/**
+ * Retrieves a registered strategy schema by name.
+ *
+ * @param strategyName - Unique strategy identifier
+ * @returns The strategy schema configuration object
+ * @throws Error if strategy is not registered
+ *
+ * @example
+ * ```typescript
+ * const strategy = getStrategy("my-strategy");
+ * console.log(strategy.interval); // "5m"
+ * console.log(strategy.getSignal); // async function
+ * ```
+ */
+function getStrategy(strategyName) {
+    backtest$1.loggerService.log(GET_STRATEGY_METHOD_NAME, {
+        strategyName,
+    });
+    backtest$1.strategyValidationService.validate(strategyName, GET_STRATEGY_METHOD_NAME);
+    return backtest$1.strategySchemaService.get(strategyName);
+}
+/**
+ * Retrieves a registered exchange schema by name.
+ *
+ * @param exchangeName - Unique exchange identifier
+ * @returns The exchange schema configuration object
+ * @throws Error if exchange is not registered
+ *
+ * @example
+ * ```typescript
+ * const exchange = getExchange("binance");
+ * console.log(exchange.getCandles); // async function
+ * console.log(exchange.formatPrice); // async function
+ * ```
+ */
+function getExchange(exchangeName) {
+    backtest$1.loggerService.log(GET_EXCHANGE_METHOD_NAME, {
+        exchangeName,
+    });
+    backtest$1.exchangeValidationService.validate(exchangeName, GET_EXCHANGE_METHOD_NAME);
+    return backtest$1.exchangeSchemaService.get(exchangeName);
+}
+/**
+ * Retrieves a registered frame schema by name.
+ *
+ * @param frameName - Unique frame identifier
+ * @returns The frame schema configuration object
+ * @throws Error if frame is not registered
+ *
+ * @example
+ * ```typescript
+ * const frame = getFrame("1d-backtest");
+ * console.log(frame.interval); // "1m"
+ * console.log(frame.startDate); // Date object
+ * console.log(frame.endDate); // Date object
+ * ```
+ */
+function getFrame(frameName) {
+    backtest$1.loggerService.log(GET_FRAME_METHOD_NAME, {
+        frameName,
+    });
+    backtest$1.frameValidationService.validate(frameName, GET_FRAME_METHOD_NAME);
+    return backtest$1.frameSchemaService.get(frameName);
+}
+/**
+ * Retrieves a registered walker schema by name.
+ *
+ * @param walkerName - Unique walker identifier
+ * @returns The walker schema configuration object
+ * @throws Error if walker is not registered
+ *
+ * @example
+ * ```typescript
+ * const walker = getWalker("llm-prompt-optimizer");
+ * console.log(walker.exchangeName); // "binance"
+ * console.log(walker.frameName); // "1d-backtest"
+ * console.log(walker.strategies); // ["my-strategy-v1", "my-strategy-v2"]
+ * console.log(walker.metric); // "sharpeRatio"
+ * ```
+ */
+function getWalker(walkerName) {
+    backtest$1.loggerService.log(GET_WALKER_METHOD_NAME, {
+        walkerName,
+    });
+    backtest$1.walkerValidationService.validate(walkerName, GET_WALKER_METHOD_NAME);
+    return backtest$1.walkerSchemaService.get(walkerName);
+}
+/**
+ * Retrieves a registered sizing schema by name.
+ *
+ * @param sizingName - Unique sizing identifier
+ * @returns The sizing schema configuration object
+ * @throws Error if sizing is not registered
+ *
+ * @example
+ * ```typescript
+ * const sizing = getSizing("conservative");
+ * console.log(sizing.method); // "fixed-percentage"
+ * console.log(sizing.riskPercentage); // 1
+ * console.log(sizing.maxPositionPercentage); // 10
+ * ```
+ */
+function getSizing(sizingName) {
+    backtest$1.loggerService.log(GET_SIZING_METHOD_NAME, {
+        sizingName,
+    });
+    backtest$1.sizingValidationService.validate(sizingName, GET_SIZING_METHOD_NAME);
+    return backtest$1.sizingSchemaService.get(sizingName);
+}
+/**
+ * Retrieves a registered risk schema by name.
+ *
+ * @param riskName - Unique risk identifier
+ * @returns The risk schema configuration object
+ * @throws Error if risk is not registered
+ *
+ * @example
+ * ```typescript
+ * const risk = getRisk("conservative");
+ * console.log(risk.maxConcurrentPositions); // 5
+ * console.log(risk.validations); // Array of validation functions
+ * ```
+ */
+function getRisk(riskName) {
+    backtest$1.loggerService.log(GET_RISK_METHOD_NAME, {
+        riskName,
+    });
+    backtest$1.riskValidationService.validate(riskName, GET_RISK_METHOD_NAME);
+    return backtest$1.riskSchemaService.get(riskName);
+}
+/**
+ * Retrieves a registered optimizer schema by name.
+ *
+ * @param optimizerName - Unique optimizer identifier
+ * @returns The optimizer schema configuration object
+ * @throws Error if optimizer is not registered
+ *
+ * @example
+ * ```typescript
+ * const optimizer = getOptimizer("llm-strategy-generator");
+ * console.log(optimizer.rangeTrain); // Array of training ranges
+ * console.log(optimizer.rangeTest); // Testing range
+ * console.log(optimizer.source); // Array of data sources
+ * console.log(optimizer.getPrompt); // async function
+ * ```
+ */
+function getOptimizer(optimizerName) {
+    backtest$1.loggerService.log(GET_OPTIMIZER_METHOD_NAME, {
+        optimizerName,
+    });
+    backtest$1.optimizerValidationService.validate(optimizerName, GET_OPTIMIZER_METHOD_NAME);
+    return backtest$1.optimizerSchemaService.get(optimizerName);
+}
+/**
+ * Retrieves a registered action schema by name.
+ *
+ * @param actionName - Unique action identifier
+ * @returns The action schema configuration object
+ * @throws Error if action is not registered
+ *
+ * @example
+ * ```typescript
+ * const action = getAction("telegram-notifier");
+ * console.log(action.handler); // Class constructor or object
+ * console.log(action.callbacks); // Optional lifecycle callbacks
+ * ```
+ */
+function getAction(actionName) {
+    backtest$1.loggerService.log(GET_ACTION_METHOD_NAME, {
+        actionName,
+    });
+    backtest$1.actionValidationService.validate(actionName, GET_ACTION_METHOD_NAME);
+    return backtest$1.actionSchemaService.get(actionName);
+}
+
 const GET_CANDLES_METHOD_NAME = "exchange.getCandles";
 const GET_AVERAGE_PRICE_METHOD_NAME = "exchange.getAveragePrice";
 const FORMAT_PRICE_METHOD_NAME = "exchange.formatPrice";
@@ -30934,15 +31138,24 @@ exports.emitters = emitters;
 exports.formatPrice = formatPrice;
 exports.formatQuantity = formatQuantity;
 exports.get = get;
+exports.getAction = getAction;
 exports.getAveragePrice = getAveragePrice;
 exports.getCandles = getCandles;
 exports.getColumns = getColumns;
 exports.getConfig = getConfig;
+exports.getCurrentTimeframe = getCurrentTimeframe;
 exports.getDate = getDate;
 exports.getDefaultColumns = getDefaultColumns;
 exports.getDefaultConfig = getDefaultConfig;
+exports.getExchange = getExchange;
+exports.getFrame = getFrame;
 exports.getMode = getMode;
+exports.getOptimizer = getOptimizer;
 exports.getOrderBook = getOrderBook;
+exports.getRisk = getRisk;
+exports.getSizing = getSizing;
+exports.getStrategy = getStrategy;
+exports.getWalker = getWalker;
 exports.hasTradeContext = hasTradeContext;
 exports.lib = backtest;
 exports.listExchanges = listExchanges;

package/build/index.mjs

@@ -22611,6 +22611,27 @@ const backtest = {
 init();
 var backtest$1 = backtest;
 
+const GET_TIMEFRAME_METHOD_NAME = "get.getTimeframe";
+/**
+ * Retrieves current backtest timeframe for given symbol.
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+ * @returns Promise resolving to array of Date objects representing tick timestamps
+ * @throws Error if called outside of backtest execution context
+ */
+async function getCurrentTimeframe(symbol) {
+    backtest$1.loggerService.info(GET_TIMEFRAME_METHOD_NAME, { symbol });
+    if (!ExecutionContextService.hasContext()) {
+        throw new Error("getCurrentTimeframe requires an execution context");
+    }
+    if (!MethodContextService.hasContext()) {
+        throw new Error("getCurrentTimeframe requires a method context");
+    }
+    if (!backtest$1.executionContextService.context.backtest) {
+        throw new Error("getCurrentTimeframe can only be used during backtest execution");
+    }
+    return await backtest$1.frameCoreService.getTimeframe(symbol, backtest$1.methodContextService.context.frameName);
+}
+
 const METHOD_NAME = "validate.validate";
 /**
  * Retrieves all registered exchanges as a map
@@ -22806,6 +22827,189 @@ async function validate(args = {}) {
     return await validateInternal(args);
 }
 
+const GET_STRATEGY_METHOD_NAME = "get.getStrategy";
+const GET_EXCHANGE_METHOD_NAME = "get.getExchange";
+const GET_FRAME_METHOD_NAME = "get.getFrame";
+const GET_WALKER_METHOD_NAME = "get.getWalker";
+const GET_SIZING_METHOD_NAME = "get.getSizing";
+const GET_RISK_METHOD_NAME = "get.getRisk";
+const GET_OPTIMIZER_METHOD_NAME = "get.getOptimizer";
+const GET_ACTION_METHOD_NAME = "get.getAction";
+/**
+ * Retrieves a registered strategy schema by name.
+ *
+ * @param strategyName - Unique strategy identifier
+ * @returns The strategy schema configuration object
+ * @throws Error if strategy is not registered
+ *
+ * @example
+ * ```typescript
+ * const strategy = getStrategy("my-strategy");
+ * console.log(strategy.interval); // "5m"
+ * console.log(strategy.getSignal); // async function
+ * ```
+ */
+function getStrategy(strategyName) {
+    backtest$1.loggerService.log(GET_STRATEGY_METHOD_NAME, {
+        strategyName,
+    });
+    backtest$1.strategyValidationService.validate(strategyName, GET_STRATEGY_METHOD_NAME);
+    return backtest$1.strategySchemaService.get(strategyName);
+}
+/**
+ * Retrieves a registered exchange schema by name.
+ *
+ * @param exchangeName - Unique exchange identifier
+ * @returns The exchange schema configuration object
+ * @throws Error if exchange is not registered
+ *
+ * @example
+ * ```typescript
+ * const exchange = getExchange("binance");
+ * console.log(exchange.getCandles); // async function
+ * console.log(exchange.formatPrice); // async function
+ * ```
+ */
+function getExchange(exchangeName) {
+    backtest$1.loggerService.log(GET_EXCHANGE_METHOD_NAME, {
+        exchangeName,
+    });
+    backtest$1.exchangeValidationService.validate(exchangeName, GET_EXCHANGE_METHOD_NAME);
+    return backtest$1.exchangeSchemaService.get(exchangeName);
+}
+/**
+ * Retrieves a registered frame schema by name.
+ *
+ * @param frameName - Unique frame identifier
+ * @returns The frame schema configuration object
+ * @throws Error if frame is not registered
+ *
+ * @example
+ * ```typescript
+ * const frame = getFrame("1d-backtest");
+ * console.log(frame.interval); // "1m"
+ * console.log(frame.startDate); // Date object
+ * console.log(frame.endDate); // Date object
+ * ```
+ */
+function getFrame(frameName) {
+    backtest$1.loggerService.log(GET_FRAME_METHOD_NAME, {
+        frameName,
+    });
+    backtest$1.frameValidationService.validate(frameName, GET_FRAME_METHOD_NAME);
+    return backtest$1.frameSchemaService.get(frameName);
+}
+/**
+ * Retrieves a registered walker schema by name.
+ *
+ * @param walkerName - Unique walker identifier
+ * @returns The walker schema configuration object
+ * @throws Error if walker is not registered
+ *
+ * @example
+ * ```typescript
+ * const walker = getWalker("llm-prompt-optimizer");
+ * console.log(walker.exchangeName); // "binance"
+ * console.log(walker.frameName); // "1d-backtest"
+ * console.log(walker.strategies); // ["my-strategy-v1", "my-strategy-v2"]
+ * console.log(walker.metric); // "sharpeRatio"
+ * ```
+ */
+function getWalker(walkerName) {
+    backtest$1.loggerService.log(GET_WALKER_METHOD_NAME, {
+        walkerName,
+    });
+    backtest$1.walkerValidationService.validate(walkerName, GET_WALKER_METHOD_NAME);
+    return backtest$1.walkerSchemaService.get(walkerName);
+}
+/**
+ * Retrieves a registered sizing schema by name.
+ *
+ * @param sizingName - Unique sizing identifier
+ * @returns The sizing schema configuration object
+ * @throws Error if sizing is not registered
+ *
+ * @example
+ * ```typescript
+ * const sizing = getSizing("conservative");
+ * console.log(sizing.method); // "fixed-percentage"
+ * console.log(sizing.riskPercentage); // 1
+ * console.log(sizing.maxPositionPercentage); // 10
+ * ```
+ */
+function getSizing(sizingName) {
+    backtest$1.loggerService.log(GET_SIZING_METHOD_NAME, {
+        sizingName,
+    });
+    backtest$1.sizingValidationService.validate(sizingName, GET_SIZING_METHOD_NAME);
+    return backtest$1.sizingSchemaService.get(sizingName);
+}
+/**
+ * Retrieves a registered risk schema by name.
+ *
+ * @param riskName - Unique risk identifier
+ * @returns The risk schema configuration object
+ * @throws Error if risk is not registered
+ *
+ * @example
+ * ```typescript
+ * const risk = getRisk("conservative");
+ * console.log(risk.maxConcurrentPositions); // 5
+ * console.log(risk.validations); // Array of validation functions
+ * ```
+ */
+function getRisk(riskName) {
+    backtest$1.loggerService.log(GET_RISK_METHOD_NAME, {
+        riskName,
+    });
+    backtest$1.riskValidationService.validate(riskName, GET_RISK_METHOD_NAME);
+    return backtest$1.riskSchemaService.get(riskName);
+}
+/**
+ * Retrieves a registered optimizer schema by name.
+ *
+ * @param optimizerName - Unique optimizer identifier
+ * @returns The optimizer schema configuration object
+ * @throws Error if optimizer is not registered
+ *
+ * @example
+ * ```typescript
+ * const optimizer = getOptimizer("llm-strategy-generator");
+ * console.log(optimizer.rangeTrain); // Array of training ranges
+ * console.log(optimizer.rangeTest); // Testing range
+ * console.log(optimizer.source); // Array of data sources
+ * console.log(optimizer.getPrompt); // async function
+ * ```
+ */
+function getOptimizer(optimizerName) {
+    backtest$1.loggerService.log(GET_OPTIMIZER_METHOD_NAME, {
+        optimizerName,
+    });
+    backtest$1.optimizerValidationService.validate(optimizerName, GET_OPTIMIZER_METHOD_NAME);
+    return backtest$1.optimizerSchemaService.get(optimizerName);
+}
+/**
+ * Retrieves a registered action schema by name.
+ *
+ * @param actionName - Unique action identifier
+ * @returns The action schema configuration object
+ * @throws Error if action is not registered
+ *
+ * @example
+ * ```typescript
+ * const action = getAction("telegram-notifier");
+ * console.log(action.handler); // Class constructor or object
+ * console.log(action.callbacks); // Optional lifecycle callbacks
+ * ```
+ */
+function getAction(actionName) {
+    backtest$1.loggerService.log(GET_ACTION_METHOD_NAME, {
+        actionName,
+    });
+    backtest$1.actionValidationService.validate(actionName, GET_ACTION_METHOD_NAME);
+    return backtest$1.actionSchemaService.get(actionName);
+}
+
 const GET_CANDLES_METHOD_NAME = "exchange.getCandles";
 const GET_AVERAGE_PRICE_METHOD_NAME = "exchange.getAveragePrice";
 const FORMAT_PRICE_METHOD_NAME = "exchange.formatPrice";
@@ -30870,4 +31074,4 @@ const set = (object, path, value) => {
     }
 };
 
-export { ActionBase, 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, addAction, 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, overrideAction, overrideExchange, overrideFrame, overrideOptimizer, overrideRisk, overrideSizing, overrideStrategy, overrideWalker, partialLoss, partialProfit, roundTicks, set, setColumns, setConfig, setLogger, stop, trailingStop, trailingTake, validate };
+export { ActionBase, 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, addAction, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, breakeven, cancel, dumpSignal, emitters, formatPrice, formatQuantity, get, getAction, getAveragePrice, getCandles, getColumns, getConfig, getCurrentTimeframe, getDate, getDefaultColumns, getDefaultConfig, getExchange, getFrame, getMode, getOptimizer, getOrderBook, getRisk, getSizing, getStrategy, getWalker, 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, overrideAction, overrideExchange, overrideFrame, overrideOptimizer, overrideRisk, overrideSizing, overrideStrategy, overrideWalker, partialLoss, partialProfit, roundTicks, set, setColumns, setConfig, setLogger, stop, trailingStop, trailingTake, validate };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.13.2",
+  "version": "1.13.4",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",