backtest-kit 1.2.2 → 1.2.3
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 +29 -21
- package/build/index.mjs +29 -21
- package/package.json +1 -1
- package/types.d.ts +9 -9
package/build/index.cjs
CHANGED
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@@ -131,12 +131,14 @@ const globalServices$1 = {
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131
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exchangeGlobalService: Symbol('exchangeGlobalService'),
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strategyGlobalService: Symbol('strategyGlobalService'),
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frameGlobalService: Symbol('frameGlobalService'),
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-
liveGlobalService: Symbol('liveGlobalService'),
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-
backtestGlobalService: Symbol('backtestGlobalService'),
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walkerGlobalService: Symbol('walkerGlobalService'),
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sizingGlobalService: Symbol('sizingGlobalService'),
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riskGlobalService: Symbol('riskGlobalService'),
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};
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+
const commandServices$1 = {
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liveCommandService: Symbol('liveCommandService'),
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backtestCommandService: Symbol('backtestCommandService'),
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walkerCommandService: Symbol('walkerCommandService'),
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};
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const logicPrivateServices$1 = {
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backtestLogicPrivateService: Symbol('backtestLogicPrivateService'),
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liveLogicPrivateService: Symbol('liveLogicPrivateService'),
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@@ -169,6 +171,7 @@ const TYPES = {
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...connectionServices$1,
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...schemaServices$1,
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...globalServices$1,
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+
...commandServices$1,
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...logicPrivateServices$1,
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...logicPublicServices$1,
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...markdownServices$1,
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@@ -4795,14 +4798,14 @@ class WalkerLogicPublicService {
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}
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}
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-
const METHOD_NAME_RUN$2 = "
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const METHOD_NAME_RUN$2 = "liveCommandService run";
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/**
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* Global service providing access to live trading functionality.
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*
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* Simple wrapper around LiveLogicPublicService for dependency injection.
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* Used by public API exports.
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*/
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class
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class LiveCommandService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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this.liveLogicPublicService = inject(TYPES.liveLogicPublicService);
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@@ -4839,14 +4842,14 @@ class LiveGlobalService {
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}
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}
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-
const METHOD_NAME_RUN$1 = "
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const METHOD_NAME_RUN$1 = "backtestCommandService run";
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/**
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* Global service providing access to backtest functionality.
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*
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* Simple wrapper around BacktestLogicPublicService for dependency injection.
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* Used by public API exports.
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*/
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-
class
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class BacktestCommandService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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this.strategySchemaService = inject(TYPES.strategySchemaService);
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@@ -4882,14 +4885,14 @@ class BacktestGlobalService {
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}
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}
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-
const METHOD_NAME_RUN = "
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const METHOD_NAME_RUN = "walkerCommandService run";
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/**
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* Global service providing access to walker functionality.
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*
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* Simple wrapper around WalkerLogicPublicService for dependency injection.
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* Used by public API exports.
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*/
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-
class
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class WalkerCommandService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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this.walkerLogicPublicService = inject(TYPES.walkerLogicPublicService);
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@@ -7764,12 +7767,14 @@ class RiskValidationService {
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provide(TYPES.exchangeGlobalService, () => new ExchangeGlobalService());
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provide(TYPES.strategyGlobalService, () => new StrategyGlobalService());
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provide(TYPES.frameGlobalService, () => new FrameGlobalService());
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provide(TYPES.liveGlobalService, () => new LiveGlobalService());
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provide(TYPES.backtestGlobalService, () => new BacktestGlobalService());
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provide(TYPES.walkerGlobalService, () => new WalkerGlobalService());
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provide(TYPES.sizingGlobalService, () => new SizingGlobalService());
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provide(TYPES.riskGlobalService, () => new RiskGlobalService());
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}
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{
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provide(TYPES.liveCommandService, () => new LiveCommandService());
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provide(TYPES.backtestCommandService, () => new BacktestCommandService());
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provide(TYPES.walkerCommandService, () => new WalkerCommandService());
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}
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{
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provide(TYPES.backtestLogicPrivateService, () => new BacktestLogicPrivateService());
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provide(TYPES.liveLogicPrivateService, () => new LiveLogicPrivateService());
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@@ -7823,12 +7828,14 @@ const globalServices = {
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exchangeGlobalService: inject(TYPES.exchangeGlobalService),
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strategyGlobalService: inject(TYPES.strategyGlobalService),
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frameGlobalService: inject(TYPES.frameGlobalService),
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liveGlobalService: inject(TYPES.liveGlobalService),
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backtestGlobalService: inject(TYPES.backtestGlobalService),
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walkerGlobalService: inject(TYPES.walkerGlobalService),
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sizingGlobalService: inject(TYPES.sizingGlobalService),
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riskGlobalService: inject(TYPES.riskGlobalService),
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};
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const commandServices = {
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liveCommandService: inject(TYPES.liveCommandService),
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backtestCommandService: inject(TYPES.backtestCommandService),
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walkerCommandService: inject(TYPES.walkerCommandService),
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};
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const logicPrivateServices = {
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backtestLogicPrivateService: inject(TYPES.backtestLogicPrivateService),
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liveLogicPrivateService: inject(TYPES.liveLogicPrivateService),
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@@ -7861,6 +7868,7 @@ const backtest = {
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...connectionServices,
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...schemaServices,
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...globalServices,
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...commandServices,
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...logicPrivateServices,
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...logicPublicServices,
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...markdownServices,
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@@ -9155,7 +9163,7 @@ const BACKTEST_METHOD_NAME_DUMP = "BacktestUtils.dump";
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/**
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* Utility class for backtest operations.
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*
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* Provides simplified access to
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* Provides simplified access to backtestCommandService.run() with logging.
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* Exported as singleton instance for convenient usage.
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*
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* @example
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@@ -9196,7 +9204,7 @@ class BacktestUtils {
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const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
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riskName && backtest$1.riskGlobalService.clear(riskName);
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}
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-
return backtest$1.
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return backtest$1.backtestCommandService.run(symbol, context);
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};
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/**
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* Runs backtest in background without yielding results.
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@@ -9331,7 +9339,7 @@ const LIVE_METHOD_NAME_DUMP = "LiveUtils.dump";
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/**
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* Utility class for live trading operations.
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*
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* Provides simplified access to
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* Provides simplified access to liveCommandService.run() with logging.
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* Exported as singleton instance for convenient usage.
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*
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* Features:
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@@ -9385,7 +9393,7 @@ class LiveUtils {
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const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
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riskName && backtest$1.riskGlobalService.clear(riskName);
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}
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return backtest$1.
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return backtest$1.liveCommandService.run(symbol, context);
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};
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/**
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* Runs live trading in background without yielding results.
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@@ -9771,7 +9779,7 @@ const WALKER_METHOD_NAME_DUMP = "WalkerUtils.dump";
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/**
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* Utility class for walker operations.
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*
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* Provides simplified access to
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* Provides simplified access to walkerCommandService.run() with logging.
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* Automatically pulls exchangeName and frameName from walker schema.
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* Exported as singleton instance for convenient usage.
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*
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riskName && backtest$1.riskGlobalService.clear(riskName);
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}
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}
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return backtest$1.
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return backtest$1.walkerCommandService.run(symbol, {
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walkerName: context.walkerName,
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exchangeName: walkerSchema.exchangeName,
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frameName: walkerSchema.frameName,
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package/build/index.mjs
CHANGED
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@@ -129,12 +129,14 @@ const globalServices$1 = {
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exchangeGlobalService: Symbol('exchangeGlobalService'),
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strategyGlobalService: Symbol('strategyGlobalService'),
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frameGlobalService: Symbol('frameGlobalService'),
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liveGlobalService: Symbol('liveGlobalService'),
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backtestGlobalService: Symbol('backtestGlobalService'),
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walkerGlobalService: Symbol('walkerGlobalService'),
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sizingGlobalService: Symbol('sizingGlobalService'),
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riskGlobalService: Symbol('riskGlobalService'),
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};
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const commandServices$1 = {
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liveCommandService: Symbol('liveCommandService'),
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backtestCommandService: Symbol('backtestCommandService'),
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walkerCommandService: Symbol('walkerCommandService'),
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};
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const logicPrivateServices$1 = {
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backtestLogicPrivateService: Symbol('backtestLogicPrivateService'),
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liveLogicPrivateService: Symbol('liveLogicPrivateService'),
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@@ -167,6 +169,7 @@ const TYPES = {
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...connectionServices$1,
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...schemaServices$1,
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...globalServices$1,
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...commandServices$1,
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...logicPrivateServices$1,
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...logicPublicServices$1,
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...markdownServices$1,
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@@ -4793,14 +4796,14 @@ class WalkerLogicPublicService {
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}
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}
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-
const METHOD_NAME_RUN$2 = "
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+
const METHOD_NAME_RUN$2 = "liveCommandService run";
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/**
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* Global service providing access to live trading functionality.
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*
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* Simple wrapper around LiveLogicPublicService for dependency injection.
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* Used by public API exports.
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*/
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-
class
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+
class LiveCommandService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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this.liveLogicPublicService = inject(TYPES.liveLogicPublicService);
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@@ -4837,14 +4840,14 @@ class LiveGlobalService {
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}
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}
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const METHOD_NAME_RUN$1 = "
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+
const METHOD_NAME_RUN$1 = "backtestCommandService run";
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/**
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* Global service providing access to backtest functionality.
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*
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* Simple wrapper around BacktestLogicPublicService for dependency injection.
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* Used by public API exports.
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*/
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-
class
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+
class BacktestCommandService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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this.strategySchemaService = inject(TYPES.strategySchemaService);
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@@ -4880,14 +4883,14 @@ class BacktestGlobalService {
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}
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}
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-
const METHOD_NAME_RUN = "
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+
const METHOD_NAME_RUN = "walkerCommandService run";
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/**
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* Global service providing access to walker functionality.
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*
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4887
4890
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* Simple wrapper around WalkerLogicPublicService for dependency injection.
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4888
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* Used by public API exports.
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4889
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*/
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-
class
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+
class WalkerCommandService {
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constructor() {
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this.loggerService = inject(TYPES.loggerService);
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this.walkerLogicPublicService = inject(TYPES.walkerLogicPublicService);
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@@ -7762,12 +7765,14 @@ class RiskValidationService {
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provide(TYPES.exchangeGlobalService, () => new ExchangeGlobalService());
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provide(TYPES.strategyGlobalService, () => new StrategyGlobalService());
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provide(TYPES.frameGlobalService, () => new FrameGlobalService());
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provide(TYPES.liveGlobalService, () => new LiveGlobalService());
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provide(TYPES.backtestGlobalService, () => new BacktestGlobalService());
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provide(TYPES.walkerGlobalService, () => new WalkerGlobalService());
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provide(TYPES.sizingGlobalService, () => new SizingGlobalService());
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provide(TYPES.riskGlobalService, () => new RiskGlobalService());
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}
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+
{
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provide(TYPES.liveCommandService, () => new LiveCommandService());
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+
provide(TYPES.backtestCommandService, () => new BacktestCommandService());
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+
provide(TYPES.walkerCommandService, () => new WalkerCommandService());
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+
}
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{
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provide(TYPES.backtestLogicPrivateService, () => new BacktestLogicPrivateService());
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provide(TYPES.liveLogicPrivateService, () => new LiveLogicPrivateService());
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@@ -7821,12 +7826,14 @@ const globalServices = {
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|
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exchangeGlobalService: inject(TYPES.exchangeGlobalService),
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strategyGlobalService: inject(TYPES.strategyGlobalService),
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7823
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frameGlobalService: inject(TYPES.frameGlobalService),
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7824
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-
liveGlobalService: inject(TYPES.liveGlobalService),
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7825
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-
backtestGlobalService: inject(TYPES.backtestGlobalService),
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7826
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-
walkerGlobalService: inject(TYPES.walkerGlobalService),
|
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7827
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sizingGlobalService: inject(TYPES.sizingGlobalService),
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riskGlobalService: inject(TYPES.riskGlobalService),
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|
7829
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};
|
|
7832
|
+
const commandServices = {
|
|
7833
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+
liveCommandService: inject(TYPES.liveCommandService),
|
|
7834
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+
backtestCommandService: inject(TYPES.backtestCommandService),
|
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7835
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+
walkerCommandService: inject(TYPES.walkerCommandService),
|
|
7836
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+
};
|
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const logicPrivateServices = {
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7831
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backtestLogicPrivateService: inject(TYPES.backtestLogicPrivateService),
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7832
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liveLogicPrivateService: inject(TYPES.liveLogicPrivateService),
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@@ -7859,6 +7866,7 @@ const backtest = {
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|
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7859
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...connectionServices,
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7860
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...schemaServices,
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7861
7868
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...globalServices,
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7869
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+
...commandServices,
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7862
7870
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...logicPrivateServices,
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7863
7871
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...logicPublicServices,
|
|
7864
7872
|
...markdownServices,
|
|
@@ -9153,7 +9161,7 @@ const BACKTEST_METHOD_NAME_DUMP = "BacktestUtils.dump";
|
|
|
9153
9161
|
/**
|
|
9154
9162
|
* Utility class for backtest operations.
|
|
9155
9163
|
*
|
|
9156
|
-
* Provides simplified access to
|
|
9164
|
+
* Provides simplified access to backtestCommandService.run() with logging.
|
|
9157
9165
|
* Exported as singleton instance for convenient usage.
|
|
9158
9166
|
*
|
|
9159
9167
|
* @example
|
|
@@ -9194,7 +9202,7 @@ class BacktestUtils {
|
|
|
9194
9202
|
const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
|
|
9195
9203
|
riskName && backtest$1.riskGlobalService.clear(riskName);
|
|
9196
9204
|
}
|
|
9197
|
-
return backtest$1.
|
|
9205
|
+
return backtest$1.backtestCommandService.run(symbol, context);
|
|
9198
9206
|
};
|
|
9199
9207
|
/**
|
|
9200
9208
|
* Runs backtest in background without yielding results.
|
|
@@ -9329,7 +9337,7 @@ const LIVE_METHOD_NAME_DUMP = "LiveUtils.dump";
|
|
|
9329
9337
|
/**
|
|
9330
9338
|
* Utility class for live trading operations.
|
|
9331
9339
|
*
|
|
9332
|
-
* Provides simplified access to
|
|
9340
|
+
* Provides simplified access to liveCommandService.run() with logging.
|
|
9333
9341
|
* Exported as singleton instance for convenient usage.
|
|
9334
9342
|
*
|
|
9335
9343
|
* Features:
|
|
@@ -9383,7 +9391,7 @@ class LiveUtils {
|
|
|
9383
9391
|
const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
|
|
9384
9392
|
riskName && backtest$1.riskGlobalService.clear(riskName);
|
|
9385
9393
|
}
|
|
9386
|
-
return backtest$1.
|
|
9394
|
+
return backtest$1.liveCommandService.run(symbol, context);
|
|
9387
9395
|
};
|
|
9388
9396
|
/**
|
|
9389
9397
|
* Runs live trading in background without yielding results.
|
|
@@ -9769,7 +9777,7 @@ const WALKER_METHOD_NAME_DUMP = "WalkerUtils.dump";
|
|
|
9769
9777
|
/**
|
|
9770
9778
|
* Utility class for walker operations.
|
|
9771
9779
|
*
|
|
9772
|
-
* Provides simplified access to
|
|
9780
|
+
* Provides simplified access to walkerCommandService.run() with logging.
|
|
9773
9781
|
* Automatically pulls exchangeName and frameName from walker schema.
|
|
9774
9782
|
* Exported as singleton instance for convenient usage.
|
|
9775
9783
|
*
|
|
@@ -9821,7 +9829,7 @@ class WalkerUtils {
|
|
|
9821
9829
|
riskName && backtest$1.riskGlobalService.clear(riskName);
|
|
9822
9830
|
}
|
|
9823
9831
|
}
|
|
9824
|
-
return backtest$1.
|
|
9832
|
+
return backtest$1.walkerCommandService.run(symbol, {
|
|
9825
9833
|
walkerName: context.walkerName,
|
|
9826
9834
|
exchangeName: walkerSchema.exchangeName,
|
|
9827
9835
|
frameName: walkerSchema.frameName,
|
package/package.json
CHANGED
package/types.d.ts
CHANGED
|
@@ -3595,7 +3595,7 @@ declare const PersistRiskAdapter: PersistRiskUtils;
|
|
|
3595
3595
|
/**
|
|
3596
3596
|
* Utility class for backtest operations.
|
|
3597
3597
|
*
|
|
3598
|
-
* Provides simplified access to
|
|
3598
|
+
* Provides simplified access to backtestCommandService.run() with logging.
|
|
3599
3599
|
* Exported as singleton instance for convenient usage.
|
|
3600
3600
|
*
|
|
3601
3601
|
* @example
|
|
@@ -3716,7 +3716,7 @@ declare const Backtest: BacktestUtils;
|
|
|
3716
3716
|
/**
|
|
3717
3717
|
* Utility class for live trading operations.
|
|
3718
3718
|
*
|
|
3719
|
-
* Provides simplified access to
|
|
3719
|
+
* Provides simplified access to liveCommandService.run() with logging.
|
|
3720
3720
|
* Exported as singleton instance for convenient usage.
|
|
3721
3721
|
*
|
|
3722
3722
|
* Features:
|
|
@@ -4063,7 +4063,7 @@ declare class Performance {
|
|
|
4063
4063
|
/**
|
|
4064
4064
|
* Utility class for walker operations.
|
|
4065
4065
|
*
|
|
4066
|
-
* Provides simplified access to
|
|
4066
|
+
* Provides simplified access to walkerCommandService.run() with logging.
|
|
4067
4067
|
* Automatically pulls exchangeName and frameName from walker schema.
|
|
4068
4068
|
* Exported as singleton instance for convenient usage.
|
|
4069
4069
|
*
|
|
@@ -5315,7 +5315,7 @@ declare class RiskGlobalService {
|
|
|
5315
5315
|
* Simple wrapper around WalkerLogicPublicService for dependency injection.
|
|
5316
5316
|
* Used by public API exports.
|
|
5317
5317
|
*/
|
|
5318
|
-
declare class
|
|
5318
|
+
declare class WalkerCommandService {
|
|
5319
5319
|
private readonly loggerService;
|
|
5320
5320
|
private readonly walkerLogicPublicService;
|
|
5321
5321
|
private readonly walkerSchemaService;
|
|
@@ -5898,7 +5898,7 @@ declare class WalkerLogicPublicService {
|
|
|
5898
5898
|
* Simple wrapper around LiveLogicPublicService for dependency injection.
|
|
5899
5899
|
* Used by public API exports.
|
|
5900
5900
|
*/
|
|
5901
|
-
declare class
|
|
5901
|
+
declare class LiveCommandService {
|
|
5902
5902
|
private readonly loggerService;
|
|
5903
5903
|
private readonly liveLogicPublicService;
|
|
5904
5904
|
private readonly strategyValidationService;
|
|
@@ -5926,7 +5926,7 @@ declare class LiveGlobalService {
|
|
|
5926
5926
|
* Simple wrapper around BacktestLogicPublicService for dependency injection.
|
|
5927
5927
|
* Used by public API exports.
|
|
5928
5928
|
*/
|
|
5929
|
-
declare class
|
|
5929
|
+
declare class BacktestCommandService {
|
|
5930
5930
|
private readonly loggerService;
|
|
5931
5931
|
private readonly strategySchemaService;
|
|
5932
5932
|
private readonly riskValidationService;
|
|
@@ -6338,12 +6338,12 @@ declare const backtest: {
|
|
|
6338
6338
|
backtestLogicPrivateService: BacktestLogicPrivateService;
|
|
6339
6339
|
liveLogicPrivateService: LiveLogicPrivateService;
|
|
6340
6340
|
walkerLogicPrivateService: WalkerLogicPrivateService;
|
|
6341
|
+
liveCommandService: LiveCommandService;
|
|
6342
|
+
backtestCommandService: BacktestCommandService;
|
|
6343
|
+
walkerCommandService: WalkerCommandService;
|
|
6341
6344
|
exchangeGlobalService: ExchangeGlobalService;
|
|
6342
6345
|
strategyGlobalService: StrategyGlobalService;
|
|
6343
6346
|
frameGlobalService: FrameGlobalService;
|
|
6344
|
-
liveGlobalService: LiveGlobalService;
|
|
6345
|
-
backtestGlobalService: BacktestGlobalService;
|
|
6346
|
-
walkerGlobalService: WalkerGlobalService;
|
|
6347
6347
|
sizingGlobalService: SizingGlobalService;
|
|
6348
6348
|
riskGlobalService: RiskGlobalService;
|
|
6349
6349
|
exchangeSchemaService: ExchangeSchemaService;
|