backtest-kit 1.13.4 → 2.0.1
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- package/README.md +8 -8
- package/build/index.cjs +880 -398
- package/build/index.mjs +831 -353
- package/package.json +1 -1
- package/types.d.ts +484 -196
package/README.md
CHANGED
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@@ -82,10 +82,10 @@ setConfig({
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### 🔧 Register Components
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```typescript
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import ccxt from 'ccxt';
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-
import {
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+
import { addExchangeSchema, addStrategySchema, addFrameSchema, addRiskSchema } from 'backtest-kit';
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// Exchange (data source)
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-
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addExchangeSchema({
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exchangeName: 'binance',
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getCandles: async (symbol, interval, since, limit) => {
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const exchange = new ccxt.binance();
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@@ -97,7 +97,7 @@ addExchange({
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});
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// Risk profile
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addRiskSchema({
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riskName: 'demo',
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validations: [
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// TP at least 1%
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@@ -117,7 +117,7 @@ addRisk({
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});
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// Time frame
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-
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addFrameSchema({
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frameName: '1d-test',
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interval: '1m',
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startDate: new Date('2025-12-01'),
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@@ -128,11 +128,11 @@ addFrame({
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### 💡 Example Strategy (with LLM)
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```typescript
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import { v4 as uuid } from 'uuid';
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import {
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import { addStrategySchema, dumpSignalData, getCandles } from 'backtest-kit';
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import { json } from './utils/json.mjs'; // LLM wrapper
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import { getMessages } from './utils/messages.mjs'; // Market data prep
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-
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addStrategySchema({
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strategyName: 'llm-strategy',
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interval: '5m',
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riskName: 'demo',
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@@ -149,10 +149,10 @@ addStrategy({
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candles5m,
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candles1m,
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}); // Calculate indicators / Fetch news
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-
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+
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const resultId = uuid();
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const signal = await json(messages); // LLM generates signal
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await
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await dumpSignalData(resultId, messages, signal); // Log
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return { ...signal, id: resultId };
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},
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